Design of near allpass strictly stable minimal phase real valued rational IIR filters

In this brief, a near-allpass strictly stable minimal-phase real-valued rational infinite-impulse response filter is designed so that the maximum absolute phase error is minimized subject to a specification on the maximum absolute allpass error. This problem is actually a minimax nonsmooth optimization problem subject to both linear and quadratic functional inequality constraints. To solve this problem, the nonsmooth cost function is first approximated by a smooth function, and then our previous proposed method is employed for solving the problem. Computer numerical simulation result shows that the designed filter satisfies all functional inequality constraints and achieves a small maximum absolute phase error

Allpass VFD Filter Design

This correspondence proposes a general design for allpass variable fractional delay (VFD) digital filters with minimum weighted integral squared error subject to constraints on maximum error deviation from the desired response. The resulting optimization problem is nonlinear and nonconvex with a nonlinear continuous inequality constraint. Stability of the designed filters are discussed. An effective procedure is proposed for solving the optimization problem. Firstly, a constraint transcription method and a smoothing technique are employed to transform the continuous inequality constraint into one equality constraint. Then, by using the concept of a penalty function, the transformed constraint is incorporated into the cost function to form a new cost function. The nonlinear optimization problem subject to continuous inequality constraints is then approximated by a sequence of unconstraint optimization problems. Finally, a global optimization method using a filled function is employed to solve the unconstraint optimization problem. Design example shows that a trade-off can be achieved between the integral squared error and the maximum error deviation for the design of allpass VFD filters

Real-Time Digital Timing in Positron Emission Tomography

Positron emission tomography (PET) requires accurate timing of scintillation events to properly discriminate between coincident and noncoincident pairs. The traditional solution to timing is based on custom application specific integrated circuits (ASIC) designs, whose cost may not be justified in the design of experimental small animal PET scanners. The new generation of PET scanners introduces the idea of continuous sampling of the detected scintillation pulse, replacing event-triggered acquisition front-ends. This approach enables new options to the timing procedure based on digital processing of the sampled pulse signal. This work proposes a time stamping algorithm based on the optically matched filter and compares the potential performance benefits of this approach versus other FIR-based timing algorithms, some of which have been already implemented by different authors. Results show that the coincidence timing resolution may be as low as 1.5 ns without the need of expensive high-speed converters when the proper signal processing is appliedIEEE Nuclear and Plasma Sciences SocietyPublicad

A study of optimization and optimal control computation : exact penalty function approach

In this thesis, We propose new computational algorithms and methods for solving four classes of constrained optimization and optimal control problems. In Chapter 1, we present a brief review on optimization and optimal control. In Chapter 2, we consider a class of continuous inequality constrained optimization problems. The continuous inequality constraints are first approximated by smooth function in integral form. Then, we construct a new exact penalty function, where the summation of all these approximate smooth functions in integral form, called the constraint violation, is appended to the objective function. In this way, we obtain a sequence of approximate unconstrained optimization problems. It is shown that if the value of the penalty parameter is sufficiently large, then any local minimizer of the corresponding unconstrained optimization problem is a local minimizer of the original problem. For illustration, three examples are solved using the proposed method.From the solutions obtained, we observe that the values of their objective functions are amongst the smallest when compared with those obtained by other existing methods available in the literature. More importantly, our method finds solutions which satisfy the continuous inequality constraints.In Chapter 3, we consider a general class of nonlinear mixed discrete programming problems. By introducing continuous variables to replace the discrete variables, the problem is first transformed into an equivalent nonlinear continuous optimization problem subject to original constraints and additional linear and quadratic constraints. However, the existing gradient-based optimization techniques have difficulty to solve this equivalent nonlinear optimization problem effectively due to the new quadratic inequality constraint. Thus, an exact penalty function is employed to construct a sequence of unconstrained optimization problems, each of which can be solved effectively by unconstrained optimization techniques, such as conjugate gradient or quasi-Newton types of methods.It is shown that any local optimal solution of the unconstrained optimization problem is a local optimal solution of the transformed nonlinear constrained continuous optimization problem when the penalty parameter is sufficiently large. Numerical experiments are carried out to test the efficiency of the proposed method.In Chapter 4, we investigate the optimal design of allpass variable fractional delay (VFD) filters with coefficients expressed as sums of signed powers-of-two terms, where the weighted integral squared error is minimized. A new optimization procedure is proposed to generate a reduced discrete search region. Then, a new exact penalty function method is developed to solve the optimal design of allpass variable fractional delay filter with signed powers-of-two coefficients. Design examples show that the proposed method is highly effective. Compared with the conventional quantization method, the solutions obtained by our method are of much higher accuracy. Furthermore, the computational complexity is low.In Chapter 5, we consider an optimal control problem in which the control takes values from a discrete set and the state and control are subject to continuous inequality constraints. By introducing auxiliary controls and applying a time-scaling transformation, we transform this optimal control problem into an equivalent optimal control problem subject to original constraints and additional linear and quadratic constraints, where the decision variables are taking values from a feasible region, which is the union of some continuous sets. However, due to the new quadratic constraints, standard optimization techniques do not perform well when they are applied to solve the transformed problem directly.We introduce a novel exact penalty function to penalize constraint violations, and then append this penalty function to the objective function, forming a penalized objective function. This leads to a sequence of approximate optimal control problems, each of which can be solved by using optimal control techniques, and consequently, many optimal control software packages, such as MISER 3.4, can be used. Convergence results how that when the penalty parameter is sufficiently large, any local solution of the approximate problem is also a local solution of the original problem. We conclude this chapter with some numerical results for two train control problems.In Chapter 6, some concluding remarks and suggestions for future research directions are made

Digital Filters

The new technology advances provide that a great number of system signals can be easily measured with a low cost. The main problem is that usually only a fraction of the signal is useful for different purposes, for example maintenance, DVD-recorders, computers, electric/electronic circuits, econometric, optimization, etc. Digital filters are the most versatile, practical and effective methods for extracting the information necessary from the signal. They can be dynamic, so they can be automatically or manually adjusted to the external and internal conditions. Presented in this book are the most advanced digital filters including different case studies and the most relevant literature