Moving horizon design of discrete coefficient FIR filters

We show how the discrete coefficient filter design problem can be solved with a moving horizon optimization approach. The computation time of this procedure is determined by the optimization horizon and does not grow exponentially with the filter length. /spl Sigma//spl Delta/ design methods are a special case of the proposed procedure.

[1]  L. Rabiner,et al.  Analysis of quantization errors in the direct form for finite impulse response digital filters , 1973 .

[2]  Kenji Nakayama.  A discrete optimization method for high-order FIR filters with finite wordlength coefficients , 1982, ICASSP.

[3]  A. Constantinides,et al.  Finite word length FIR filter design using integer programming over a discrete coefficient space , 1982 .

[4]  Y. Lim,et al.  Discrete coefficient FIR digital filter design based upon an LMS criteria , 1983 .

[5]  Nevio Benvenuto,et al.  Dynamic programming methods for designing FIR filters using coefficients -1, 0 and +1 , 1986, IEEE Trans. Acoust. Speech Signal Process..

[6]  Jens Jorgen Nielsen.  Design of linear-phase direct-form FIR digital filters with quantized coefficients using error spectrum shaping , 1989, IEEE Trans. Acoust. Speech Signal Process..

[7]  Robert M. Gray,et al.  FIR filters with sigma-delta modulation encoding , 1990, IEEE Trans. Acoust. Speech Signal Process..

[8]  S. Powell,et al.  Multiplierless FIR filters with discrete-value sigma-delta encoded coefficients , 1991, [1991] Conference Record of the Twenty-Fifth Asilomar Conference on Signals, Systems & Computers.

[9]  Ping Wah Wong.  Fully sigma-delta modulation encoded FIR filters , 1992, IEEE Trans. Signal Process..

[10]  S. Powell,et al.  Efficient narrowband FIR and IFIR filters based on powers-of-two sigma-delta coefficient truncation , 1994 .

[11]  Sathyanarayan S. Rao,et al.  Design of discrete coefficient FIR filters by simulated evolution , 1996, IEEE Signal Processing Letters.

[12]  Chao-Liang Chen,et al.  Higher order /spl Sigma/-/spl Delta/ modulation encoding for design of multiplierless FIR filters , 1998 .

[13]  G. Evangelista.  Least mean squared error-design of complex FIR filters with quantized coefficients , 2001 .

[14]  Jan M. Maciejowski,et al.  Predictive control : with constraints , 2002 .

[15]  Wei-Yong Yan,et al.  Optimal finite-precision approximation of FIR filters , 2002, Signal Process..

[16]  Graham C. Goodwin,et al.  Moving horizon optimal quantizer for audio signals , 2003 .

[17]  G. Goodwin,et al.  Finite constraint set receding horizon quadratic control , 2004 .