A new hybrid descent method with application to the optimal design of finite precision FIR filters
A new hybrid descent method with application to the optimal design of finite precision FIR filters
In this paper, the problem of the optimal design of discrete coefficient FIR filters is considered. A novel hybrid descent method, consisting of a simulated annealing algorithm and a gradient-based method, is proposed. The simulated annealing algorithm operates on the space of orthogonal matrices and is used to locate descent points for previously converged local minima. The gradient-based method is derived from converting the discrete problem to a continuous problem via the Stiefel manifold, where convergence can be guaranteed. To demonstrate the effectiveness of the proposed hybrid descent method, several numerical examples show that better discrete filter designs can be sought via this hybrid descent method.
hybrid descent method, simulating annealing, fir filter design, finite precision
725-735
Yiu, K. F. C.
c1f00fe0-3214-44d2-8d6e-d60952774ae4
Yan, W.
81b9f36a-ea34-4e6c-95e6-cba212367e7a
Teo, K. L.
0349e8f7-e201-478f-a6d8-ea1abbaf4787
Low, S.Y.
8fd903a4-b0b0-4c1c-9cc7-c2fe87109376
October 2010
Yiu, K. F. C.
c1f00fe0-3214-44d2-8d6e-d60952774ae4
Yan, W.
81b9f36a-ea34-4e6c-95e6-cba212367e7a
Teo, K. L.
0349e8f7-e201-478f-a6d8-ea1abbaf4787
Low, S.Y.
8fd903a4-b0b0-4c1c-9cc7-c2fe87109376
Yiu, K. F. C., Yan, W., Teo, K. L. and Low, S.Y.
(2010)
A new hybrid descent method with application to the optimal design of finite precision FIR filters.
[in special issue: The 2nd International Conference on Nonlinear Programming Applications]
Optimization Methods and Software, 25 (5), .
(doi:10.1080/10556780903254104).
Abstract
In this paper, the problem of the optimal design of discrete coefficient FIR filters is considered. A novel hybrid descent method, consisting of a simulated annealing algorithm and a gradient-based method, is proposed. The simulated annealing algorithm operates on the space of orthogonal matrices and is used to locate descent points for previously converged local minima. The gradient-based method is derived from converting the discrete problem to a continuous problem via the Stiefel manifold, where convergence can be guaranteed. To demonstrate the effectiveness of the proposed hybrid descent method, several numerical examples show that better discrete filter designs can be sought via this hybrid descent method.
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e-pub ahead of print date: 29 September 2010
Published date: October 2010
Keywords:
hybrid descent method, simulating annealing, fir filter design, finite precision
Identifiers
Local EPrints ID: 370676
URI: http://eprints.soton.ac.uk/id/eprint/370676
ISSN: 1055-6788
PURE UUID: 04440faf-355f-4dcc-a03c-2e86859f5caf
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Date deposited: 03 Nov 2014 16:19
Last modified: 14 Mar 2024 18:20
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Contributors
Author:
K. F. C. Yiu
Author:
W. Yan
Author:
K. L. Teo
Author:
S.Y. Low
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