Design of Minimum-Phase Filters Using Optimization
Sunder S. Kidambi, A. Antoniou · IEEE Transactions on Circuits & Systems II Express Briefs · 2016
A method for the design of minimum-phase finite-duration impulse response digital filters using spectral factorization is described. In the proposed method, the required digital filter is designed by formulating a set of nonlinear equations that represent the design problem at hand and then solving it by using the Levenberg-Marquardt optimization method. By using an exact formulation for the Jacobian and Hessian matrix in the Levenberg-Marquardt method, significant performance improvement and fast convergence is achieved. Comparisons show that the new method leads to a significant reduction in the maximum value and the L2norm of the residual error relative to those in state-of-the-art competing methods.