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See Also

Embedded SystemsFPGAElectronics

Spectral Audio Signal Processing
    Spectrum Analysis Windows
       Window Design by Linear Programming
          Linear Programming (LP)

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Linear Programming (LP)

If we can get our filter or window design problems in the form

\begin{displaymath} \begin{array}[t]{ll} \mathrm{minimize} & f^{T}x\\ \mathrm... ...bf{A}_{eq}x=b_{eq}\\ \mathbf{A}x\le b\end{array}, \end{array}\end{displaymath}

where $ x,f\in{\bf R}^N$, $ b\in{\bf R}^M$, $ A$ is $ M\times N$, etc., then we are done.

The linprog function in Matlab Optimization Toolbox solves LP problems. In Octave, one can use glpk instead (from the GNU GLPK library).

Previous: Window Design by Linear Programming
Next: LP Formulation of Chebyshev Window Design

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About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.


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