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Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers (1994)
Pacific Grove, CA, USA
Oct. 31, 1994 to Nov. 2, 1994
ISSN: 1058-6393
ISBN: 0-8186-6405-3
pp: 314-318
J.W. Adams , Dept. of Electr. & Comput. Eng., California State Univ., Northridge, CA, USA
J.L. Sullivan , Dept. of Electr. & Comput. Eng., California State Univ., Northridge, CA, USA
D.R. Gleeson , Dept. of Electr. & Comput. Eng., California State Univ., Northridge, CA, USA
P.H. Chang , Dept. of Electr. & Comput. Eng., California State Univ., Northridge, CA, USA
R. Hashemi , Dept. of Electr. & Comput. Eng., California State Univ., Northridge, CA, USA
ABSTRACT
Quadratic programming problems have long been of interest in the business community. Quadratic programming is often used as the basis for "program trading" where stocks are automatically bought and sold by mutual funds to optimize profits. Quadratic programming algorithms can also be used to optimize digital filters, as discussed in this paper. We present the generalized multiple exchange (GME), simplified generalized multiple exchange (SGME) and modified generalized multiple exchange (MGME) algorithms for designing constrained least-squares (CLS) filters. The CLS filters are generalizations of the popular minimax and least-squares filters. The CLS filters are important not only because of their generality, but also because they are needed for many practical applications.<>
INDEX TERMS
quadratic programming, FIR filters, least mean squares methods, filtering theory, minimax techniques
CITATION

J. Adams, J. Sullivan, D. Gleeson, P. Chang and R. Hashemi, "Application of quadratic programming to FIR digital filter design problems," Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers(ACSSC), Pacific Grove, CA, USA, 1995, pp. 314-318.
doi:10.1109/ACSSC.1994.471467
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