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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Main Author: Wei, Dennis
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers 2010
Subjects:
Online Access:http://hdl.handle.net/1721.1/58829
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author Wei, Dennis
author2 Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
author_facet Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Wei, Dennis
author_sort Wei, Dennis
collection MIT
description 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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spelling mit-1721.1/588292022-09-29T16:12:28Z Non-convex optimization for the design of sparse FIR filters Wei, Dennis Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science Wei, Dennis Wei, Dennis FIR digital filters Sparse filters non-convex optimization 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. Massachusetts Institute of Technology. William Asbjornsen Albert Memorial Fellowship BAE Systems (PO 112991) Texas Instruments Leadership University Program 2010-10-01T17:48:14Z 2010-10-01T17:48:14Z 2009-10 2009-08 Article http://purl.org/eprint/type/JournalArticle 978-1-4244-2709-3 978-1-4244-2711-6 INSPEC Accession Number: 10906649 http://hdl.handle.net/1721.1/58829 Wei, D. “Non-convex optimization for the design of sparse fir filters.” Statistical Signal Processing, 2009. SSP '09. IEEE/SP 15th Workshop on. 2009. 117-120. © 2009 Institute of Electrical and Electronics Engineers en_US http://dx.doi.org/10.1109/SSP.2009.5278626 IEEE/SP 15th Workshop on Statistical Signal Processing, 2009. SSP '09 Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. application/pdf Institute of Electrical and Electronics Engineers IEEE
spellingShingle FIR digital filters
Sparse filters
non-convex optimization
Wei, Dennis
Non-convex optimization for the design of sparse FIR filters
title Non-convex optimization for the design of sparse FIR filters
title_full Non-convex optimization for the design of sparse FIR filters
title_fullStr Non-convex optimization for the design of sparse FIR filters
title_full_unstemmed Non-convex optimization for the design of sparse FIR filters
title_short Non-convex optimization for the design of sparse FIR filters
title_sort non convex optimization for the design of sparse fir filters
topic FIR digital filters
Sparse filters
non-convex optimization
url http://hdl.handle.net/1721.1/58829
work_keys_str_mv AT weidennis nonconvexoptimizationforthedesignofsparsefirfilters