Linear Programming (LP)
If we can get our filter or window design problems in the form
![]() |
(4.60) |
where
![$ x,f\in{\bf R}^N$](http://www.dsprelated.com/josimages_new/sasp2/img582.png)
![$ b\in{\bf R}^M$](http://www.dsprelated.com/josimages_new/sasp2/img583.png)
![$ A$](http://www.dsprelated.com/josimages_new/sasp2/img584.png)
![$ M\times N$](http://www.dsprelated.com/josimages_new/sasp2/img585.png)
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