Global optimal design of IIR filters via constraint transcription and filled function methods

In this paper, we consider a globally optimal design of IIR filters. We formulate the design problem as a nonconvex optimization problem with a continuous inequality constraint and a nonconvex constraint. To solve this problem, the constraint transcription method is applied to tackle the continuous...

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Main Authors: Ling, B., Wu, C., Teo, Kok Lay, Rehbock, Volker
Format: Journal Article
Published: SP Birkhäuser Verlag 2013
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/24066
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author Ling, B.
Wu, C.
Teo, Kok Lay
Rehbock, Volker
author_facet Ling, B.
Wu, C.
Teo, Kok Lay
Rehbock, Volker
author_sort Ling, B.
building Curtin Institutional Repository
collection Online Access
description In this paper, we consider a globally optimal design of IIR filters. We formulate the design problem as a nonconvex optimization problem with a continuous inequality constraint and a nonconvex constraint. To solve this problem, the constraint transcription method is applied to tackle the continuous inequality constraint. In order to avoid the obtained solution being on the boundary of the feasible set, more than one initial points are used. Moreover, since the objective and the constraints are nonconvex functions, there may be many local minima. To address this problem, the filled function method is applied to escape from the local minima. Some numerical computer simulation results are presented to illustrate the effectiveness and efficiency of the proposed method.
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format Journal Article
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institution Curtin University Malaysia
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last_indexed 2025-11-14T07:50:57Z
publishDate 2013
publisher SP Birkhäuser Verlag
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spelling curtin-20.500.11937-240662017-09-13T15:33:37Z Global optimal design of IIR filters via constraint transcription and filled function methods Ling, B. Wu, C. Teo, Kok Lay Rehbock, Volker constraint transcription global optimization IIR filter design filled function In this paper, we consider a globally optimal design of IIR filters. We formulate the design problem as a nonconvex optimization problem with a continuous inequality constraint and a nonconvex constraint. To solve this problem, the constraint transcription method is applied to tackle the continuous inequality constraint. In order to avoid the obtained solution being on the boundary of the feasible set, more than one initial points are used. Moreover, since the objective and the constraints are nonconvex functions, there may be many local minima. To address this problem, the filled function method is applied to escape from the local minima. Some numerical computer simulation results are presented to illustrate the effectiveness and efficiency of the proposed method. 2013 Journal Article http://hdl.handle.net/20.500.11937/24066 10.1007/s00034-012-9511-1 SP Birkhäuser Verlag restricted
spellingShingle constraint transcription
global optimization
IIR filter design
filled function
Ling, B.
Wu, C.
Teo, Kok Lay
Rehbock, Volker
Global optimal design of IIR filters via constraint transcription and filled function methods
title Global optimal design of IIR filters via constraint transcription and filled function methods
title_full Global optimal design of IIR filters via constraint transcription and filled function methods
title_fullStr Global optimal design of IIR filters via constraint transcription and filled function methods
title_full_unstemmed Global optimal design of IIR filters via constraint transcription and filled function methods
title_short Global optimal design of IIR filters via constraint transcription and filled function methods
title_sort global optimal design of iir filters via constraint transcription and filled function methods
topic constraint transcription
global optimization
IIR filter design
filled function
url http://hdl.handle.net/20.500.11937/24066