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{subject}\, \mathrm{to} & \begin{array}[t]{l} \mathbf{A}_{eq}x=b_{eq}\\ \mathbf{A}x\le b\end{array}, \end{array}\end{displaymath}](http://www.dsprelated.com/josimages_new/sasp2/img581.png) |
(4.60) |
where
,
, 
is 
, 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).
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LP Formulation of Chebyshev Window Design
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General Rule
