Optimal matrix-filter design
Date of Original Version
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 ≤ 20). In this correspondence, 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. © 1996 IEEE.
IEEE Transactions on Signal Processing
Vaccaro, Richard J., and Brian F. Harrison. "Optimal matrix-filter design." IEEE Transactions on Signal Processing 44, 3 (1996): 705-709. doi:10.1109/78.489044.