Improved recursive procedures for envelope-constrained filtering

Wei Xing Zheng, Ba‐Ngu Vo, Antonio Cantoni, Kok Lay Teo · 2002

This paper presents new recursive procedures for designing optimum envelope-constrained (EC) filters. Using a constraint transcription technique, the inequality constrained quadratic programming problem associated with EC filtering can be approximated as an unconstrained minimization problem. Two types of optimization methods are developed to solve this unconstrained problem in a recursive adjusting manner. Simulations of the proposed recursive procedures are presented which support the theoretical predictions.

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