Exponential-quadratic optimal signal reconstruction in noisy filter banks
Haris Vikalo, Alper Tunga Erdogan, Babak Hassibi, T. Kailath · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2000
We consider the design of synthesis filters in noisy filter bank system, using an exponential-quadratic criterion. We assume that the analysis filters have been design to achieve good coding of the input signal. Then we design the synthesis filters to minimize reconstruction error according to the adopted criterion. When the synthesis filters are restricted to be FIR, the design can be cast as a constraint analytic centering problem. To this end, we first employ standard state-space techniques to obtain a set of H(infinity) optimal FIR synthesis filters. Among these, we select the so-called risk-sensitive synthesis filters by additionally minimizing exponential-quadratic cost function. We provide numerical examples to illustrate the procedure.