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Minimax design of recursive digital filters
Authors:C. Charalambous
Affiliation:Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, Canada
Abstract:The application of two new algorithms for minimax optimization due to Charalambous and Bandler is investigated. The application is to the problem of finding the coefficients of a recursive digital filter to meet arbitrary specifications of the magnitude or the group delay characteristics. Unlike the original minimax algorithm due to Bandler and Charalambous in which a sequence of least pth optimizations as p tends to infinity is taken, the two new algorithms do not require the value of p to do this. Instead, a sequence of least pth optimization problems is constructed with finite values of p in the range 1 < p < ∞. A criterion is given under which the order of the filter can be increased by growing filter sections. A general computer program has been developed, based on the ideas presented.
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