Gradient flow approach to discrete-time envelope-constrained filter design via orthonormal filters

C. H. Tseng, K. L. Teo, Z. Zang, A. Cantoni

    Research output: Contribution to journalArticle


    Using digital orthonormal filters and Lagrangian duality theory, the envelope-constrained (EC) filtering problem has been formulated as a dual quadratic programming (QP) problem with simple constraints. Applying the barrier-gradient and barrier-Newton methods based on the space transformation and gradient flow technique, two efficient design algorithms are constructed for solving this QP problem. An adaptive algorithm, based on the barrier-gradient algorithm, is developed to solve the EC filtering problem in a stochastic environment. The convergence properties are established in the mean and mean square error senses. To demonstrate the effectiveness of the proposed algorithms, a practical example using the Laguerre networks is solved for both the deterministic and stochastic cases.

    Original languageEnglish
    Pages (from-to)79-88
    Number of pages10
    JournalIEE Proceedings: Vision, Image and Signal Processing
    Issue number1
    Publication statusPublished - 1 Jan 2000


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