Optimal matrix-filter design
Richard J. Vaccaro, Brian F. Harrison · IEEE Transactions on Signal Processing · 1996
A matrix filter produces N output values given a block of N input values. Matrix filters are particularly useful for filtering short data records (e.g. N/spl les/20). We introduce a new set of matrix-filter design criteria and show that the design of a matrix filter can be formulated as a convex optimization problem. Several examples are given of lowpass and bandpass designs as well as a Hilbert transformer design.