A Branch-and-Bound Algorithm for Quadratically-Constrained Sparse Filter Design

This paper presents an exact algorithm for sparse filter design under a quadratic constraint on filter performance. The algorithm is based on branch-and-bound, a combinatorial optimization procedure that can either guarantee an optimal solution or produce a sparse solution with a bound on its deviation from optimality. To reduce the complexity of branch-and-bound, several methods are developed for bounding the optimal filter cost. Bounds based on infeasibility yield incrementally accumulating improvements with minimal computation, while two convex relaxations, referred to as linear and diagonal relaxations, are derived to provide stronger bounds. The approximation properties of the two relaxations are characterized analytically as well as numerically. Design examples involving wireless channel equalization and minimum-variance distortionless-response beamforming show that the complexity of obtaining certifiably optimal solutions can often be significantly reduced by incorporating diagonal relaxations, especially in more difficult instances. In the case of early termination due to computational constraints, diagonal relaxations strengthen the bound on the proximity of the final solution to the optimum.Texas Instruments Leadership University Consortium Progra

Sparse Filter Design Under a Quadratic Constraint: Low-Complexity Algorithms

This paper considers three problems in sparse filter design, the first involving a weighted least-squares constraint on the frequency response, the second a constraint on mean squared error in estimation, and the third a constraint on signal-to-noise ratio in detection. The three problems are unified under a single framework based on sparsity maximization under a quadratic performance constraint. Efficient and exact solutions are developed for specific cases in which the matrix in the quadratic constraint is diagonal, block-diagonal, banded, or has low condition number. For the more difficult general case, a low-complexity algorithm based on backward greedy selection is described with emphasis on its efficient implementation. Examples in wireless channel equalization and minimum-variance distortionless-response beamforming show that the backward selection algorithm yields optimally sparse designs in many instances while also highlighting the benefits of sparse design.Texas Instruments Leadership University Consortium Progra

Using Bayesian Inference in Design Applications

This dissertation presents a new approach for solving engineering design problems such as the design of antenna arrays and finite impulse response (FIR) filters. In this approach, a design problem is cast as an inverse problem. The tools and methods previously developed for Bayesian inference are adapted and utilized to solve design problems. Given a desired design output, Bayesian parameter estimation and model comparison are employed to produce designs that meet the prescribed design specifications and requirements. In the Bayesian inference framework, the solution to a design problem is the posterior distribution, which is proportional to the product of the likelihood and priors. The likelihood is obtained via the assignment of a distribution to the error between the desired and achieved design output. The priors are assigned distributions which express constraints on the design parameters. Other design requirements are implemented by modifying the likelihood. The posterior --- which cannot be determined analytically --- is approximated by a Markov chain Monte Carlo method by drawing a reasonable number of samples from it. Each posterior sample represents a design candidate and a designer needs to select a single candidate as the final design based on additional design criteria. The Bayesian inference framework has been applied to design antenna arrays and FIR filters. The antenna array examples presented here use different types of array such as planar array, symmetric, asymmetric and reconfigurable linear arrays to realize various desired radiation patterns which include broadside, end-fire, shaped beam, and three-dimensional patterns. Various practical design requirements such as a minimum spacing between two adjacent elements, limitations in the dynamic range and accuracy of the current amplitudes and phases, the ability to maintain antenna performance over a frequency band, and the ability to sustain the loss of an arbitrary element, have been incorporated. For the filter design application, all presented examples employ a linear phase FIR filter to produce various desired frequency responses. In practice, the filter coefficients are limited in dynamic range and accuracy. This requirement has been incorporated into two examples where the filter coefficients are represented by a sum of signed power-of-two terms

Design of discrete-time filters for efficient implementation

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2011.Cataloged from PDF version of thesis.Includes bibliographical references (p. 325-333).The cost of implementation of discrete-time filters is often strongly dependent on the number of non-zero filter coefficients or the precision with which the coefficients are represented. This thesis addresses the design of sparse and bit-efficient filters under different constraints on filter performance in the context of frequency response approximation, signal estimation, and signal detection. The results have applications in several areas, including the equalization of communication channels, frequency-selective and frequency-shaping filtering, and minimum-variance distortionless-response beamforming. The design problems considered admit efficient and exact solutions in special cases. For the more difficult general case, two approaches are pursued. The first develops low-complexity algorithms that are shown to yield optimal or near-optimal designs in many instances, but without guarantees. The second focuses on optimal algorithms based on the branch-and-bound procedure. The complexity of branch-and-bound is reduced through the use of bounds that are good approximations to the true optimal cost. Several bounding methods are developed, many involving relaxations of the original problem. The approximation quality of the bounds is characterized and efficient computational methods are discussed. Numerical experiments show that the bounds can result in substantial reductions in computational complexity.by Dennis Wei.Ph.D