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    A New Hybrid Descent Method with Application to the Optimal Design of Finite Precision FIR Filters

    133820_133820.pdf (214.0Kb)
    Access Status
    Open access
    Authors
    Yiu, Ka Fai
    Yan, Wei-Yong
    Teo, Kok Lay
    Low, Siow
    Date
    2009
    Type
    Journal Article
    
    Metadata
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    Citation
    Yiu, Ka Fai and Yan, Weiyong and Teo, Kok Lay and Low, Siow. 2009. A new hybrid descent method with application to the optimal design of finite precision FIR filters. Optimization Methods and Software. 25 (5): pp. 725-735.
    Source Title
    Optimization Methods and Software
    DOI
    10.1080/10556780903254104
    ISSN
    10556788
    School
    Department of Electrical and Computer Engineering
    URI
    http://hdl.handle.net/20.500.11937/30127
    Collection
    • Curtin Research Publications
    Abstract

    In this paper, the problem of the optimal design of discrete coefficient FIR filters is considered. A novelhybrid descent method, consisting of a simulated annealing algorithm and a gradient-based method, isproposed. The simulated annealing algorithm operates on the space of orthogonal matrices and is used tolocate descent points for previously converged local minima. The gradient-based method is derived fromconverting the discrete problem to a continuous problem via the Stiefel manifold, where convergence canbe guaranteed. To demonstrate the effectiveness of the proposed hybrid descent method, several numericalexamples show that better discrete filter designs can be sought via this hybrid descent method.

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