A fast algorithm for the optimal design of high accuracy windows in signal processing

Abstract

This paper presents a new optimal window design method with a general window design specification for the passband and stopband. The design problem is formulated as a semi-infinite linear programming problem. With suitable discretizations, an exchange algorithm is employed. The convergence of the proposed algorithm is established. In the formulation, since the stopband is minimized, the method can be employed for the design of very highly optimized windows.

Keywords:

• window function
• filter design

Acknowledgements

The first author was supported by RGC Grant PolyU. (5365/09E), NSFC Grant (10901170), and the Research Committee of the Hong Kong Polytechnic University. The authors are grateful to the referees for a number of helpful suggestions and comments that greatly improved the paper.