Iterative algorithms for envelope constrained filter design

The discrete-time envelope constrained (EC) filtering problem can be formulated as a quadratic programming (QP) problem with linear inequality constraints. In this paper, the QP problem is approximated by an unconstrained minimization problem with two parameters. These parameters can be selected so that given an acceptable deviation from the norm of the optimal EC filter, the solution to the unconstrained problem satisfies both the deviation and envelope constraints. Newton's method with line search is applied to solve the unconstrained problem iteratively.