A WISE method for designing IIR filters

The problem of designing optimal digital IIR filters with frequency responses approximating arbitrarily chosen complex functions is considered. The real-valued coefficients of the filter's transfer function are obtained by numerical minimization of carefully formulated cost, which is referred here to as the weighted integral of the squared error (WISE) criterion. The WISE criterion linearly combines the WLS criterion that is used in the weighted least squares approach toward filter design and some time-domain components. The WLS part of WISE enforces quality of the frequency response of the designed filter, while the time-domain part of the WISE criterion restricts the positions of the filter's poles to the interior of an origin-centred circle with arbitrary radius. This allows one not only to achieve stability of the filter but also to maintain some safety margins. A great advantage of the proposed approach is that it does not impose any constraints on the optimization problem and the optimal filter can be sought using off-the-shelf optimization procedures. The power of the proposed approach is illustrated with filter design examples that compare favorably with results published in research literature

On arbitrary-level IIR and FIR filters

A recently published method for designing IIR (infinite-impulse-response) digital filters with multilevel magnitude responses is reinterpreted from a different viewpoint. On the basis of this interpretation, techniques for extending these results to the case of finite-impulse-response (FIR) filters are developed. An advantage of the authors' method is that, when the arbitrary-level filter is implemented, its power-complementary filter, which may be required in specific applications, is obtained simultaneously. Also, by means of a tuning factor (a parameter of the scaling matrix), it is possible to generate a whole family of arbitrary-level filters

Optimal design of magnitude responses of rational infinite impulse response filters

This correspondence considers a design of magnitude responses of optimal rational infinite impulse response (IIR) filters. The design problem is formulated as an optimization problem in which a total weighted absolute error in the passband and stopband of the filters (the error function reflects a ripple square magnitude) is minimized subject to the specification on this weighted absolute error function defined in the corresponding passband and stopband, as well as the stability condition. Since the cost function is nonsmooth and nonconvex, while the constraints are continuous, this kind of optimization problem is a nonsmooth nonconvex continuous functional constrained problem. To address this issue, our previous proposed constraint transcription method is applied to transform the continuous functional constraints to equality constraints. Then the nonsmooth problem is approximated by a sequence of smooth problems and solved via a hybrid global optimization method. The solutions obtained from these smooth problems converge to the global optimal solution of the original optimization problem. Hence, small transition bandwidth filters can be obtained

Filter-Based Fading Channel Modeling

A channel simulator is an essential component in the development and accurate performance evaluation of wireless systems. A key technique for producing statistically accurate fading variates is to shape the flat spectrum of Gaussian variates using digital filters. This paper addresses various challenges when designing real and complex spectrum shaping filters with quantized coefficients for efficient realization of both isotropic and nonisotropic fading channels. An iterative algorithm for designing stable complex infinite impulse response (IIR) filters with fixed-point coefficients is presented. The performance of the proposed filter design algorithm is verified with 16-bit fixed-point simulations of two example fading filters

Improved IIR Low-Pass Smoothers and Differentiators with Tunable Delay

Regression analysis using orthogonal polynomials in the time domain is used to derive closed-form expressions for causal and non-causal filters with an infinite impulse response (IIR) and a maximally-flat magnitude and delay response. The phase response of the resulting low-order smoothers and differentiators, with low-pass characteristics, may be tuned to yield the desired delay in the pass band or for zero gain at the Nyquist frequency. The filter response is improved when the shape of the exponential weighting function is modified and discrete associated Laguerre polynomials are used in the analysis. As an illustrative example, the derivative filters are used to generate an optical-flow field and to detect moving ground targets, in real video data collected from an airborne platform with an electro-optic sensor.Comment: To appear in Proc. International Conference on Digital Image Computing: Techniques and Applications (DICTA), Adelaide, 23rd-25th Nov. 201

Fundamentals of Recurrent Neural Network (RNN) and Long Short-Term Memory (LSTM) Network

Because of their effectiveness in broad practical applications, LSTM networks have received a wealth of coverage in scientific journals, technical blogs, and implementation guides. However, in most articles, the inference formulas for the LSTM network and its parent, RNN, are stated axiomatically, while the training formulas are omitted altogether. In addition, the technique of "unrolling" an RNN is routinely presented without justification throughout the literature. The goal of this paper is to explain the essential RNN and LSTM fundamentals in a single document. Drawing from concepts in signal processing, we formally derive the canonical RNN formulation from differential equations. We then propose and prove a precise statement, which yields the RNN unrolling technique. We also review the difficulties with training the standard RNN and address them by transforming the RNN into the "Vanilla LSTM" network through a series of logical arguments. We provide all equations pertaining to the LSTM system together with detailed descriptions of its constituent entities. Albeit unconventional, our choice of notation and the method for presenting the LSTM system emphasizes ease of understanding. As part of the analysis, we identify new opportunities to enrich the LSTM system and incorporate these extensions into the Vanilla LSTM network, producing the most general LSTM variant to date. The target reader has already been exposed to RNNs and LSTM networks through numerous available resources and is open to an alternative pedagogical approach. A Machine Learning practitioner seeking guidance for implementing our new augmented LSTM model in software for experimentation and research will find the insights and derivations in this tutorial valuable as well.Comment: 43 pages, 10 figures, 78 reference