Optimal Matrix Filter Design With Application to Filtering Short Data Records

• Published in: IEEE signal processing letters Vol. 17; no. 5; pp. 521 - 524
• Main Authors: Han, Dong, Zhang, Xin Hua
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.05.2010; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Application software; Attenuation; Band pass filters; Computer aided design; Design methodology; Design optimization; Digital filters; Errors; Filtering; Filtration; Finite impulse response filter; Frequency; Least squares method; Mathematical analysis; Mathematical models; Matrix filter; Optimization; Passband; short data filtering
• ISSN: 1070-9908; 1558-2361
• DOI: 10.1109/LSP.2010.2044850

This letter presents a simple computer-aided approach for designing matrix filter based on the least-square criterion. Three methods are considered for designing matrix filter. In design method 1, we minimize the normalized mean-square error between the designed and desired filter response in the passband subject to the normalized mean-square error constraint in the stopband. In design method 2, the objective function and the constraint in the design method 1 are reversed. In design method 3, the optimal matrix filter which has the general mean-square error is considered. Numerical results show that the proposed approach is effective for designing matrix filter and filtering short data records.