Title

Optimal matrix-filter design

Document Type

Article

Date of Original Version

12-1-1996

Abstract

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.

Publication Title

IEEE Transactions on Signal Processing

Volume

44

Issue

3

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