Non-convex optimization for the design of sparse FIR filters
This paper presents a method for designing sparse FIR filters by means of a sequence of p-norm minimization problems with p gradually decreasing from 1 toward 0. The lack of convexity for p < 1 is partially overcome by appropriately initializing each subproblem. A necessary condition of optimalit...
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| Format: | Article |
| Language: | en_US |
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Institute of Electrical and Electronics Engineers
2010
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| Online Access: | http://hdl.handle.net/1721.1/58829 |
| Summary: | This paper presents a method for designing sparse FIR filters by means of a sequence of p-norm minimization problems with p gradually decreasing from 1 toward 0. The lack of convexity for p < 1 is partially overcome by appropriately initializing each subproblem. A necessary condition of optimality is derived for the subproblem of p-norm minimization, forming the basis for an efficient local search algorithm. Examples demonstrate that the method is capable of producing filters approaching the optimal level of sparsity for a given set of specifications. |
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