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

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.