Global optimum design of uniform FIR filter bank with magnitude constraints
- Authors: Wu, Changzhi , Teo, Kok Lay , Rehbock, Volker , Dam, Haihuyen
- Date: 2008
- Type: Text , Journal article
- Relation: IEEE Transactions on Signal Processing Vol. 56, no. 11 (2008), p. 5478-5486
- Full Text: false
- Reviewed:
- Description: The optimum design of a uniform finite impulse response filter bank can be formulated as a nonlinear semi-infinite optimization problem. However, this optimization problem is nonconvex with infinitely many inequality constraints. In this paper, we propose a new hybrid approach for solving this highly challenging nonlinear, nonconvex semi-infinite optimization problem. In this approach, a gradient-based method is used in conjunction with a filled function method to determine a global minimum of the problem. This new hybrid approach finds an optimal result independent of the initial guess of the solution. The method is applied to some existing examples. The results obtained are superior to those obtained by other existing methods. © 2008 IEEE.
New two-stage method for nonparametric regression with jump points
- Authors: Wu, Changzhi , Liu, C , Teo, Kok Lay , Shao, Q
- Date: 2008
- Type: Text , Book chapter
- Relation: Control of the chaos in nonlinear circuits and systems Chapter 4 p. 79-94
- Full Text: false
- Reviewed:
- Description: In this chapter, a two-staged method is presented for nonparametric regression with jump points. After the rough location of all the possible jump points are identified using the existing efficient kernel method, a smoothing spline function is used to approximate each segment of the regression function. A time scaling transformation is derived so as to map the undecided jump points into fixed points. This approximation problem is formulated as an optimization problem which can be solved by many existing techniques. The method is applied to several examples. The results obtained show that the method is highly efficient