An Extended ε -Perturbation Method to Semi-Infinite Quadratic Programming of Constrained Laguerre Filters

Design of peak constrained weighted least square error (PCWLSE) FIR. filters using extended ε - perturbation method has already been reported by the same authors. In this paper the procedure is applied to the design of filters with Laguerre structure, which is a compromise between the FIR and IIR filters. It is shown that similar to the FIR filters the formulation of the Laguerre filter design also ends up to a constrained semi- infinite quadratic optimization problem. Thus, the extended ε -perturbation method can be applied to solve this problem. Using this approach, the design of Laguerre filters is performed without exploiting the Lagrange multipliers calculations. Thus, the procedure will not encounter the problem of ill-conditioned matrix inversion.

An Extended ε -Perturbation Method to Semi-Infinite Quadratic Programming of Constrained Laguerre Filters Keywords:

semi-infinite quadratic programming , ε -perturbation method , Laguerre filters