3620

IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 14, JULY 15, 2013

Matrix-Based Algorithms for Constrained Least-Squares and Minimax Designs of 2-D Linear-Phase FIR Filters
Xiaoying Hong, Xiaoping Lai, and Ruijie Zhao
AbstractThe impulse response coefcients of a two-dimensional (2-D) nite impulse response (FIR) lter are in a matrix form in nature. Conventional optimal design algorithms rearrange the lters coefcient matrix into a vector and then solve for the coefcient vector using design algorithms for one-dimensional (1-D) FIR lters. Some recent design algorithms have exploited the matrix nature of the 2-D lters coefcients but not incorporated with any constraints, and thus are not applicable to the design of 2-D lters with explicit magnitude constraints. In this paper, we develop some efcient algorithms exploiting the coefcients matrix nature for the constrained least-squares (CLS) and minimax designs of quadrantally symmetric 2-D linear-phase FIR lters, both of which can be formulated as an optimization problem or converted into a sequence of subproblems with a positive-denite quadratic cost and a nite number of linear constraints expressed in terms of the lters coefcient matrix. Design examples and comparisons with several existing algorithms demonstrate the effectiveness and efciency of the proposed algorithms. Index TermsConstrained least-square design, matrix-based algorithms, minimax design, 2-D FIR lters.

ITH the rapid development of digital devices with increased speed and storage capabilities, two-dimensional (2-D) digital lters have found more and more applications in areas such as image processing, radar and sonar signal processing, and geophysical signal processing [18], [20]. Finite impulse response (FIR) lters are preferable to innite impulse response (IIR) lters in these areas because FIR lters are inherently stable and may have exact linear phase responses. The designs of 2-D linear-phase FIR lters can be classied essentially into three categories: (1) window function methods; (2) transformation methods; and (3) optimal design methods. The window function and transformation methods are efcient but generally not optimal in any senses having explicit practical

I. INTRODUCTION

Manuscript received November 25, 2012; revised March 06, 2013; accepted April 28, 2013. Date of publication May 13, 2013; date of current version June 24, 2013. The associate editor coordinating the review of this manuscript and approving it for publication was Prof. Ivan W. Selesnick. This work was supported in part by the National Nature Science Foundation of China under Grants 61175001 and 60974102, and in part by the National Basic Research Program of China under Grants 2012CB821200 and 2009CB320600. X. Hong and R. Zhao are with the School of Mechanical, Electrical and Information Engineering, Shandong University, Weihai, 264209 China (e-mail: hongxiaoyingwh@sohu.com; zhao_rj@163.com). X. Lai is with the Institute of Information and Control, Hangzhou Dianzi University, Hangzhou 310018, China (e-mail: laixp@hdu.edu.cn). Color versions of one or more of the gures in this paper are available online at http://ieeexplore.ieee.org. Digital Object Identier 10.1109/TSP.2013.2262683

meaning. In these methods, the maximum magnitude error is difcult to control and is generally very large. For optimal designs of 2-D FIR lters, the frequently-used optimal criterions include the minimax designs [1], [5], [7], [12], [15], [17], [19], [21], [22], [24], [25], weighted and unweighted least-squares (LS) designs [2], [3], [10], [11], [21], [27][32], and the constrained LS (CLS) designs [16], [19]. An unweighted LS design minimizes the approximation error energy, but the resultant lter may have large magnitude error near the passband and stopband edges. A minimax design minimizes the maximum magnitude error in the interested frequency band, but may lead to large approximation error energy. A CLS design minimizes the approximation error energy subject to the constraint that the maximum magnitude error is smaller than some specied value. A CLS lter has smaller maximum magnitude error than the LS lter and smaller approximation error energy than the minimax lter. Therefore, the CLS design may be considered as a compromise between the unweighted LS design and the minimax design. When the specied maximum magnitude error in a CLS design is set to be that of the corresponding minimax lter, the solution to the CLS design is actually a solution to the corresponding minimax design [15]. Considering the above relation between the CLS and minimax designs, we rst focus on the CLS design of 2-D FIR lters and propose an efcient algorithm for the CLS problem, and then extend the algorithm to minimax designs of 2-D FIR lters. For weighted and unweighted LS designs of 2-D FIR lters, several existing algorithms [2], [3], [10], [11], [13], [28][32] have exploited the matrix nature of the lters impulse response coefcients and are much more efcient than those algorithms that rearrange the coefcient matrix into a coefcient vector. Unweighted LS designs of 2-D FIR lters were considered in [2], [30][32] and quite good analytical matrix solutions had been obtained except for an uncontrolled maximum magnitude error. Two matrix-based iterative algorithms were developed in [10] for the weighted LS (WLS) design of 2-D FIR lter with an explicitly prescribed transition band dened by the weight function with a zero value within the transition band. Since the weight function was constant in the passband and stopband, the maximum magnitude error was still uncontrolled. A matrixbased iterative algorithm was developed in [28] for the WLS design of 2-D FIR lter with a two-valued weight function, resulting in a reduced maximum magnitude error. However, the maximum magnitude error was still large since the weight function has just two values. By allowing the weight function to be arbitrarily nonnegative valued, improved results were obtained and very efcient matrix-based WLS design algorithms

1053-587X/$31.00 2013 IEEE

HONG et al.: MATRIX-BASED ALGORITHMS FOR CONSTRAINED LS AND MINIMAX DESIGNS OF 2-D LINEAR-PHASE FIR FILTERS

3621

were presented in [3] and [29]. Incorporating with an iterative reweighting technique, the maximum magnitude error of the lter could be effectively reduced. A matrix-based iterative WLS algorithm was proposed in [13], and much smaller maximum magnitude error had been obtained. However, when a near minimax 2-D lter is required, the iterative WLS algorithm may not converge. To the best knowledge of the authors, all matrix-based optimal 2-D lter design algorithms have not been incorporated in the problem with any additional constraints except for minimizing the approximation error energy, and thus cannot be applied to the CLS design of 2-D FIR lters. In addition, all algorithms for minimax and near minimax designs of 2-D FIR lters [1], [5], [7], [12], [15], [17], [19], [21], [22], [24], [25] rearrange the coefcient matrix into a coefcient vector. Among them, the modied Lawson algorithm [1] is known as being efcient, but it still consumes much design time when the maximum magnitude error is close to the minimax magnitude error. Recent works on 2-D sparse FIR lter designs have obtained much less nonzero coefcients [21], [24] than full lters. The design algorithms in these works are still vector-based. The iterative WLS algorithm in [13] for near minimax design of 2-D FIR lters is matrix-based, but it has an inevitable convergence problem. By exploiting the matrix nature of the impulse response coefcients, we develop in this paper a matrix-based algorithm for the positive-denite quadratic programming (QP) problems resulting from the CLS design of 2-D FIR lters. Comparing with the vector-based QP algorithm of Goldfarb-Idnani (GI) [8], the matrix-based algorithm has much lower computational complexity for the CLS design of 2-D FIR lters. Since a minimax design can be converted into either a sequence of CLS problems [15] or a single positive-denite QP problem [14], the matrix-based CLS algorithm has been also applied to the minimax designs of 2-D FIR lters after some extensions. This paper is organized as follows. We rst review some basic results about the matrix-based description and matrix-based solution of the LS design of 2-D FIR lters in Section II. Then in Section III we describe the matrix-based algorithm for the CLS design of 2-D FIR lters with frequency-domain constraints, and in Section IV we extend the matrix-based CLS algorithm to minimax designs of 2-D FIR lters. Design examples and comparisons with existing algorithms are also included in Section III and IV. Finally in Section V we draw our conclusions. II. MATRIX-BASED FORMULATION AND SOLUTION DESIGN OF 2-D FIR FILTERS
OF

satises the quadrantal symmetry, i.e., , the is a linear function of and , and phase response the magnitude response can be expressed in a matrix form as follows: sponse (2) where the superscript denotes transpose operation of a matrix or a vector, is a function vector of , which is

(3a) for odd and

for even , and coefcient matrix with

is an

(3b) real impulse response for even for odd

(4)

for , 2. The elements of matrix response by

are related to the impulse

(5a) for odd and odd , by

(5b) for odd and even , by

(5c) for even and odd , and by

LS

Consider a 2-D FIR lter of size with real impulse response coefcients . The frequency response of the lter is given by

(1) and are the horizontal and vertical frequenwhere cies, and and are the magnitude and phase responses, respectively. When the impulse re-

(5d) for even and even . When the desired 2-D FIR lter has a linear phase response, we could only consider the approximation of the lters magnitude response. To this end, we may choose a quadrantally symmetric FIR lter and use the magnitude response described in (2) to approximate some desired magnitude response . Because of the quadrantal symmetry of with respect to and , the magalso has a quadrantal symmetry nitude response with respect to and , and the desired magnitude response is then required to have a quadrantal symmetry and , too. Then, the approximation of with respect to by can be dened only on the quarter plane . In practical designs, we discrete the quarter frequency plane

3622

IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 14, JULY 15, 2013

by a sufciently dense rectangular frequency grid dened by , where , , for , and for ; and are two sufciently large positive integer usually taken as, say and . Then, the LS design of a 2-D quadrantally symmetric FIR lter is described by

A. Linear Equality Constrained LS Case We assume equality constraints are imposed on the lter at different frequency points where and . The frequency-domain equality constraints are described by (13) are given real numbers. where the Using (8), the above equality constraints can be rewritten as

(6) As in [28], we introduce the following notation: (7a) (7b) (7c) (7d) (7e) (7f) Then, the magnitude response and the cost function can be rewritten in the following matrix forms: (8) (9) where denotes the Frobenius norm. Using the relation between the Frobenius norm and trace of a matrix, the cost function can be further expressed as (10) where denotes the trace operation. is convex [28], and the matrices It can be proved that and are both positive denite and is strictly convex when and . By differentiating with respect to matrix and letting the differential quotient to be zero, we get (11) It follows that problem (6) has a unique solution described by (12) (18) (19) III. MATRIX-BASED ALGORITHM FOR CLS DESIGN OF 2-D FIR FILTERS WITH PRESCRIBED MAGNITUDE ERROR The CLS design of an FIR lter with prescribed magnitude error can be described as a linear inequality constrained QP problem whose solution can be obtained by iteratively solving a sequence of linear equality constrained QP subproblems in an active set strategy. Therefore, we develop a matrix-based algorithm for frequency-domain equality constrained LS design of 2-D FIR lters in Subsection A, and then extend the algorithm to the frequency-domain inequality constrained LS case in Subsection B of this section. (20) It immediately follows from (17) and (19) that (21) By substituting (21) into (14) and using (18) and (20), we have . For a well formulated problem, constraints (15b) are feasible and non-redundant. Then, is invertible and thus (22) (16) is the Lagrangian multiplier where with respect to the -th equality constraint in (15b), and is the Lagrangian multiplier vector. Then, the necessary and sufcient conditions of the optimal solution to problem (15) can be described as and . The former condiis a reformulation of constraints (14), tion and the later condition leads to (17) We dene the following matrices (14) Then, the frequency-domain equality constrained LS design problem is described as (15a) (15b) where s.t. stands for subject to. The above equality constrained LS problem can be solved by a Lagrangian multiplier method. To this end, we introduce the Lagrangian function of problem (15) as follows:

HONG et al.: MATRIX-BASED ALGORITHMS FOR CONSTRAINED LS AND MINIMAX DESIGNS OF 2-D LINEAR-PHASE FIR FILTERS

3623

B. Linear Inequality Constrained LS Case We now consider the linear inequality constrained LS case, i.e., the CLS design of the 2-D quadrantally symmetric FIR lters with prescribed passband and stopband magnitude error. Denote by and the passband and stopband, and by the prescribed magnitude error upper bound function. Then, the prescribed passband and stopband magnitude error is guaranteed by the following inequality constraints: (23) where stopband frequency set on is the passband and . Let , . Then, the inequality constraints in (23) can be rewritten as (24) and the CLS design of 2-D quadrantally symmetric FIR lters with prescribed passband and stopband magnitude error can be formulated as the following frequency-domain inequality constrained LS design problem: (25a) (25b) or (26a) (26b) where (26c) (26d) It is seen that the above frequency-domain inequality constrained LS design problem is actually a linearly constrained positive-denite QP problem. There are many existing algorithms for positive-denite QP problems if the decision variable is a vector, among which the GI primal-dual algorithm [8] is a numerically robust and efcient one. However, in problem (25), the decision variable is a matrix. Up to the authors knowledge, there is still no algorithm that can be directly applied to such problems with matrix decision variable. In the remaining part of this subsection, we develop a matrix-based algorithm for problem (25) using a similar active set strategy as in the vector-based GI method [8]. The algorithm maintains an active constraint set during the iterative process and converts the inequality constrained problem into a series of equality constrained subproblems. It starts with an empty active set , adds to the active set the most violated constraint, and deletes iteratively from the active set the constraints corresponding to the Lagrangian multipliers that change signs earliest when the multiplier vector goes from its old position to the new position. Denote by the equality constrained QP subproblem with

cost function for all

and equality constraints , i.e.,

(27a) (27b) Suppose currently we have obtained an active set such that the Lagrangian multiplier vector of the equality constrained QP subproblem computed from (18)(22) is nonnegative, , and the solution to is . We rst compute i.e., the most violated constraint as follows:

(28) , then is the solution to If problem (25). Otherwise, update , , and as follows: (29) (30) (31) (32) (33) with the and then solve the problem matrix-based algorithm for equality constrained LS problem in Section III-A, resulting in a new solution matrix and a new multiplier vector . Next, we compute (34) , is a new equality If constrained QP subproblem with nonnegative Lagrangian multiplier vector. Then, we add the constraint to the active constraint set by setting and , and go to the next iterate. If , we iteratively delete the constraints corresponding to the Lagrangian multipliers that change signs earliest when the multiplier vector goes from its old position straight forward to the new position, as detailed in the following. Denote by the last element of the new multiplier vector , i.e., . Then, the relation between the new multiplier vector and the old multiplier vector is described as (35) where with (36) to is a direction vector from the old multiplier vector the new multiplier vector . The multiplier that changes sign

3624

IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 14, JULY 15, 2013

earliest when the multiplier vector goes from straight forward is identied by the subscript to (37) Delete from the active set the constraint corresponding to the -th multiplier, i.e., the constraint at the frequency point indexed by . Correspondingly, delete the -th element of and the -th column and -th row of , and update as follows: the (38) (39) , . Compute the multiplier vector and the multiplier vector of , and go back to (34). Now, we summarize the matrix-based algorithm for the frequency-domain inequality constrained LS design problem (25) as follows: Step 1) Prepare the data matrices , and , compute the unconstrained LS solution by (12), and do ini, , , , tialization as , , and . Step 2) If , problem (25) is infeasible. Terminate the algorithm. Step 3) Use (28) to compute the most violated constraint, which is indexed by . If Then, let , and of

matrix by exploiting the relation between the inverses of two successive rather than compute the inverse of directly. Lemma 1 [23]: Assume the nonsingular symmetric matrix and matrix satisfy (41) where is a positive scalar and is an vector. We have (42) is an vector and is a where scalar. Lemma 2: Assume is a symmetric nonsingular matrix and let be the remaining whose inverse is denoted by matrix of after deleting its th column and th row. If is also nonsingular, then (43) is the remaining matrix of after deleting its th where is the th column and th row element column and th row, of , and is the th column vector of after removing its th row. Proof: See the Appendix. Remark: The computational complexity of the above matrixbased CLS algorithm is dominated by Steps 3, 4 and 5. In each iterate, the numbers of multiplications needed in Steps 3 and 4 are and , respectively, and Step 5 needs and multiplications for adding a constraint using Lemma 1 and deleting a constraint using Lemma 2, respectively. The number of Lagrangian multipliers is usually much smaller (i.e., ) when the prescribed magnitude than error upper bound is not tight. The maximum value of is in case is the minimax magnitude error. Then the computational complexity of the matrix-based CLS algorithm is about for one iterate. For comparison, the complexity of the vector-based Goldfarb-Idnani (GI) [8] and modied Lawson [1] algorithms for one iterate are about and , respectively. The matrix-based CLS algorithm is obviously much more efcient than the vector-based GI since they use the same active set strategy and consume the same iteration number. Though the modied Lawson may take fewer iterates than the matrix-based CLS algorithm when the magnitude error constraint is not tight, it is still much less efcient than the matrix-based CLS algorithm since its one-iterate complexity is much larger than that of the matrix-based CLS algorithm. C. CLS Design Examples Now we present some design examples and compare the matrix-based CLS algorithm with the vector-based GI algorithm

(40) is a small relative error tolerance, then where is the solution to problem (25) and terminate the algorithm. Step 4) Update , , and by (29)(33). Step 5) Solve the equality constrained problem to obtain its multiplier vector and solution matrix , and compute by (34). If , let , , , , and , and then go back to Step 2. Step 6) Compute by (36). If , problem (25) is infeasible, terminate the algorithm. Step 7) Compute by (37). Delete the -th element of , the -th column and -th row of . Update as (38) and (39) and the active set by the . Then compute the multiplier vector of problem , let , , and . Go back to Step 5. Computation of the Lagrangian multiplier vector by (22) involves the inverse of the matrix . Direct inverse of the matrix needs large amount of computation when the number of the active constraints is large. Since the matrix in each iterate is obtained either by adding to or by deleting from the previous one column and one row, we update the inverse of

HONG et al.: MATRIX-BASED ALGORITHMS FOR CONSTRAINED LS AND MINIMAX DESIGNS OF 2-D LINEAR-PHASE FIR FILTERS

3625

[8], the vector-based modied Lawson algorithm in [1], the matrix-based iterative WLS method in [13], and the convex optimization method [4] using CVX [9] with SeDuMi [26] through these examples. In both of the matrix-based CLS and vectorbased GI algorithms, we use a similar stop condition as (40), i.e., the algorithms stop and return a feasible solution when the maximum magnitude error is smaller than times of the prescribed value. It should be pointed out that the original methods in [1] and [13] were not devised to solve CLS problems. However, since the maximum magnitude error is iteratively reduced by reweighting the squared magnitude error, the methods in [1], [13] can be used to design lters with a maximum magnitude errors smaller than the prescribed value by imposing in the iterative procedures a stop condition similar as (40), i.e., the maximum magnitude times of the prescribed value. In this paper, all algorithms are implemented in Matlab programs, and all designs are conducted on an AMD Athlon (TM) 7750 dual core computer with a 2.79GHz CPU and 2.0 GB memory. The rectangular frequency grid is taken as with and . The relative error tolerance in all algorithms is , the parameter of the modied Lawson algorithm in [1] is set to 0.05, and the parameters , , , and of the method in [13] are taken as 0.45, 50, 0.005, and 2.0, respectively. Example 1: The rst example considers the CLS design of rectangular FIR lters with a passband and a stopband , where and . The desired magnitude is dened as (44) and the specied maximum magnitude error in the passband and stopband is denoted by . Such lters of with size ranging from 15 15 to 35 35 have been designed using the matrix-based CLS, vector-based GI, and CVX with SeDuMi. Table I gives a comparison of the three methods in terms of the maximum magnitude error (MME), mean squared magnitude error (MSE), and design time/iteration number. Because of memory limitation of our computer, lters of size larger than or equal to 27 cannot be designed by CVX with SeDiMi, and no results are available in the table for these designs. It is seen from the table that three algorithms obtains the same MSE under the same lter size and specied MME , but the matrix-based CLS algorithm consumes much less CPU time than the vector-based GI and CVX whenever available. Fig. 1 depicts the curves of MSE and MME of the 35 35 lter versus iteration number of the matrix-based CLS design procedure. The curves clearly show the convergence of the matrix-based CLS algorithm. The MSE goes up from a small value to the nal value and the MME goes down from a large value to the specied value 0.0046. Fig. 2 shows the magnitude response and magnitude error of the nal 35 35 CLS lter with . 27 with various have been also deFilters of size 27 signed using the matrix-based CLS algorithm and iterative WLS

TABLE I COMPARISON WITH THE VECTOR-BASED GI [8] AND CVX [9]

Out of computer memory for these designs.

Fig. 1. (a) MSE and (b) MME of the 35 the matrix-based CLS algorithm.

35 lter versus iteration number of

method [13]. Table II gives a comparison of the design results in terms of design time, iteration number, and MME. For the matrix-based CLS algorithm, the obtained MMEs are not listed in the table since they equal to the specied within tolerance. It is seen that when the specied is not very small, both algorithms are very efcient. However, when the specied becomes smaller, the matrix-based iterative WLS method becomes much less efcient than the matrix-based CLS algorithm. The matrix-based CLS algorithm always converges, but the matrix-based iterative WLS method may not converge when the specied is very small. Example 2: The second example considers the CLS design of circular FIR lters with a passband and a stopband , where

3626

IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 14, JULY 15, 2013

Fig. 2. (a) Magnitude response and (b) magnitude error of the 35 . gular CLS lter with

35 rectan-

Fig. 3. (a) Magnitude response and (b) magnitude error of the 47 . CLS lter with

47 circular

TABLE II COMPARISON WITH THE MATRIX-BASED ITERATIVE WLS METHOD [13]

as the specied for the matrix-based CLS algorithm to design another lter with the same size. Table III provides the MSEs of the resultant lters with size ranging from 15 13 to 43 43 as well as the design time and iteration numbers of the matrix-based CLS and modied Lawson algorithms. It is seen that the matrix-based CLS algorithm takes much less time than the modied Lawson algorithm to obtain a lter with the same MME but smaller MSE. We design another lter of size 47 47 with . Fig. 3 demonstrates the magnitude response and magnitude error of the lter. IV. MATRIX-BASED ALGORITHMS FOR THE MINIMAX DESIGN

The matrix-based iterative WLS does not converge within 20000 iterates.

and by

. The desired magnitude is dened

Using the notation given in Sections II and III, the minimax design of 2-D quadrantally symmetric FIR lters is described as the following matrix-based formulation: (46) or by replacing with (2),

(45)

We compare the matrix-based CLS algorithm only with the modied Lawson algorithm in this example. To this end, we rst run the modied Lawson algorithm for 100 iterates to obtain a lter for each size, and then use the MME of the resultant lter

(47)

HONG et al.: MATRIX-BASED ALGORITHMS FOR CONSTRAINED LS AND MINIMAX DESIGNS OF 2-D LINEAR-PHASE FIR FILTERS

3627

TABLE III COMPARISON WITH THE MODIFIED LAWSON ALGORITHM [1]

; otherwise, let . Go back to Step 3. It can be shown that the SCLS procedure will surely terminate within iterarions (see, e.g., [15]). After the above procedure terminates, is to the a sufciently good estimate of the solution matrix minimax problem (46) in the sense that (52) B. The Matrix-Based Mixed Method

Let the maximum magnitude error on i.e.,

be denoted by , (48)

Another method to obtain a unique solution to problem (46) is the mixed norm method, i.e., minimizing a mixed norm of the approximation error, or in other words, minimizing a weighted sum of the mean approximation error energy and the squared maximum magnitude error as follows: (53a)

Then, by (7a), (7b), and (7c), the minimax design formulation (47) can be further rewritten as: (49a) (49b) The above minimax 2D FIR lter design problem has nonunique solutions. In the sequel of this section, we will convert the design problem into a sequence of CLS subproblems or a positive denite QP problem to obtain a solution. A. The Matrix-Based Sequential CLS (SCLS) Method Following the SCLS method in [15], we convert the problem (49) into a sequence of CLS subproblems as follows: (50a) (50b) is a sequence of magnitude error where upper bounds which can be generated using a bisection search aiming at the minimum cost value of problem (49). Combining the SCLS method with the matrix-based CLS algorithm for problem (25), we obtain the following matrix-based SCLS procedure for the minimax 2D FIR lter design. Step 1) Compute the matrix solution to the unconstrained , and LS design problem (50a). Let (51) Step 2) Let , and . Solve the CLS using the matrix-based CLS problem (50) for algorithm in Section III. If the problem is feasible, go back to the beginning of this step. Otherwise, let , , and continue. Step 3) If , where is a tolerance parameter, terminate the procedure. Otherwise, let , , and continue. Step 4) Solve the CLS problem (50) for using the matrixbased CLS algorithm. If the problem is feasible, let problem (54) can be further formulated as

(53b) where and are the magnitude error energy dened by (10) and the maximum magnitude error in the passband and stopband dened by (48), and is a weight factor for trading off between and . It is obvious that the cost function in (53a) is strictly positive denite for any and thus has a unique solution. Under a sufciently small weight factor , the unique solution to the above mixed minimization problem is a solution to the minimax ( minimization) problem (49) (see, e.g., [14] for a proof). We rewrite problem (53) as: (54a) (54b) (54c) Then, by introducing some new matrices and vectors, i.e., (55a) (55b)

(55c)

(56a) (56b) or, (57a) (57b)

3628

IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 14, JULY 15, 2013

TABLE IV METHODS WITH MODIFIED LAWSON [1] AND SDP [19] COMPARISON OF THE MATRIX-BASED SCLS AND MIXED

The algorithm was terminated in 20000 iterates.Out of computer memory.

where (57c) (57d) Formally, problem (57a), (57b) is the same as problem (26a), (26b). Therefore, we can use the matrix-based CLS algorithm presented in Section III to solve the problem. C. Minimax Design Examples Both minimax design methods presented in the previous subsections have one algorithm parameter, e.g., the tolerance parameter for the SCLS method and the tradeoff factor for the method. As shown in (52), the tolerance parammixed eter of the SCLS method is a direct control of the design precision. In this paper, we set , which means the resultant lter of the SCLS method will have a maximum magnitude error satisfying , where is the maximum magnitude error of the exact minimax lter. The tradeoff factor of the mixed method also affects the design precision. When is not sufciently small, the smaller the parameter is, the more precise the solution will be. When is smaller than or equal to some sufciently small value, the solution obtained by the mixed method will be an exact solution to the minimax design problem. But if is too small, the design algorithm may encounter a numerical problem. In the following examples, all designs except for the last one in Example 4 use the same value of 0.01 for the algorithm parameter . Example 3: We consider in this example the minimax design of circular lters with a passband , a stopband and a desired magnitude dened by (45), where and . Such lters of various sizes have been designed using the mamethods. We compare with trix-based SCLS and mixed the modied Lawson algorithm [1] and the semi-denite programming (SDP) method [19] by SDPA-M [6] through design time and MMEs of the resultant lters listed in Table IV. For the modied Lawson algorithm, we set the specied MME by the larger one of the MMEs obtained by the SCLS and mixed methods, and terminate the algorithm when the resultant MME are smaller than times of the specied MME or
Fig. 4. MME of the 47 trix-based mixed 47 circular lter versus iteration number of the maprocedure.

in 20000 iterates. It is seen that both matrix-based methods obtain the same solution within tolerance, consuming comparable CPU time. The modied Lawson algorithm does not converge to the required MME within 20000 iterates for several designs. When it converges in some designs, the consumed design time is much longer than that of the matrix-based methods. Designs for relatively large lter size cannot be implemented by SDP because the computer is out of memory. For available designs with lter size not larger than 27, SDP consumes much more CPU time than the matrix-based algorithms. We also design a 47 47 minimax lter with the matrixbased mixed method. Fig. 4 depicts the curve of MME of the lter versus iteration number, demonstrating the convergence of the design procedure. The MME converges to the nal value 0.005406 in 12251 iterates. Fig. 5 draws the magnitude response and magnitude error of the 47 47 minimax lter. Example 4: In this example, we consider the minimax design of diamond FIR lters with a passband and a stopband . The desired magnitude is given by (58) , and size Several diamond lters with ranging from 15 15 to 71 71 have been designed by the matrix-based mixed method. Table V lists the design time

HONG et al.: MATRIX-BASED ALGORITHMS FOR CONSTRAINED LS AND MINIMAX DESIGNS OF 2-D LINEAR-PHASE FIR FILTERS

3629

TABLE V MMES OF THE DIAMOND FILTERS AND DESIGN TIME OF THE MATRIX-BASED MIXED

METHOD

Fig. 5. (a) Magnitude response and (b) magnitude error of the 47 minimax lter.

47 circular

Fig. 6. (a) Magnitude response and (b) magnitude error of the 71 minimax lter.

71 diamond

and MMEs of the resultant lters. Fig. 6 gives the magnitude response and magnitude error of the 71 71 lter. In order to compare with the sparse lter designed in [24], another lter of size 29 29 with and has been designed by the matrix-based mixed method. We in this design for a fair comparison. The choose trade off factor in (53a) is taken as . Table VI lists the numbers of nonzero coefcients (NNZC) and MMEs of competitive lters, and design time of corresponding design methods. The sparse lter has much less nonzero coefcients but a much larger MME than the full lter. In addition, the algorithm (a vector-based method) in [24] consumes much longer design time than the matrix-based mixed method to obtain the corresponding lter.

TABLE VI COMPARISON WITH THE SPARSE FILTER DESIGN IN [24]

Data taken from [24], the implemented on a computer with an Intel i3 2.13 GHz processor and 4 GB of RAM

V. CONCLUSION Efcient algorithms for the CLS and minimax designs of 2-D quadrantally symmetric FIR lters have been developed by exploiting the matrix nature of the lters coefcients. The presented matrix-based CLS, SCLS, and mixed algorithms

3630

IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 14, JULY 15, 2013

have been compared through design examples with several existing algorithms for full coefcient lters including the vectorbased GI, modied Lawson, SDP with SDPA-M and CVX with SeDuMi, as well as a matrix-based iterative WLS method. The matrix-based mixed algorithm has also been compared with a recent minimax design of sparse coefcient lters. Design results of the example lters show that the matrixbased CLS algorithm consumes much less design time than the vector-based GI and CVX with SeDuMi, resulting in the same MME. The matrix-based CLS algorithm is much more efcient than the vector-based modied Lawson algorithm when the specied MMEs are same for both algorithms. It is also more or much more efcient than the matrix-based iterative WLS method, especially when the specied MME is very small. The matrix-based SCLS and mixed for the minimax design are both much more efcient and both return smaller MME than the vector-based modied Lawson and SDP with SDPA-M. Comparing with the minimax sparse lter design, the matrix-based mixed design for full lter is also much more efcient and return much smaller MME, but the resultant lter has much more nonzero coefcients. Currently, the matrix-based algorithms presented in this paper have only been applied to magnitude response error constrained LS and minimax designs of quadrantally symmetric linear phase 2-D FIR lters. They may be further improved and extended to magnitude response error constrained designs of centro-symmetric linear phase 2-D FIR lters, as well as frequency response error constrained designs of nonlinear phase 2-D FIR lters, say, with low group delay responses. We will consider these extensions in future works. APPENDIX PROOF OF LEMMA 2 Proof: Denote by a permutation matrix resulting from exchanging of the th and th rows of the unit matrix . Then is the permutation matrix corresponding to exchange of the th and th columns of , and . We dene and . Then, we have (A1) Since , it follows immediately that

(A4) Eq. (A3), (A4) implies (A5) (A6) and from (A5) and the nonsingularity of we have (A7) Then, substituting (A6) and (A7) into (A8) leads to (A8) End of proof. REFERENCES
[1] V. R. Algazi, M. Suk, and C.-S. Rim, Design of almost minimax FIR lters in one and two dimensions by WLS techniques, IEEE Trans. Circuits Syst., vol. 33, no. 6, pp. 590596, Jun. 1986. [2] M. O. Ahmad and J. D. Wang, An analytical least square solution to the design problem of two-dimensional FIR lters with quadrantally symmetric and antisymmetric frequency response, IEEE Trans. Circuits Syst., vol. 36, no. 7, pp. 968979, Jul. 1989. [3] J. L. Aravena and G. Gu, Weighted least mean square design of 2-D FIR digital lters: The general case, IEEE Trans. Signal Process., vol. 44, no. 10, pp. 25682578, Oct. 1996. [4] S. Boyd and L. Vandenberghe, Convex Optimization. Cambridge, U.K.: Cambridge Univ. Press, 2004. [5] B. Dumitrescu, Trigonometric polynomials positive on frequency domains and applications to 2-D FIR lter design, IEEE Trans. Signal Process., vol. 54, no. 11, pp. 42824292, Nov. 2006. [6] K. Fujisawa, Y. Futakata, M. Kojima, S. Matsuyama, S. Nakamura, K. Nakata, and M. Yamashita, SDPA-M (Semidenite Programming Algorithm in MATLAB) Users ManualVersion 6.2.0. Tokyo, Japan: Dept. Math. Comput. Sci., Tokyo Institute of Technol., May 2005. [7] E. Gislason, M. Johansen, B. K. Ersboll, and S. K. Jacobsen, Three different criteria for the design of two-dimensional zero phase FIR digital lters, IEEE Trans. Signal Process., vol. 41, no. 10, pp. 30703074, Oct. 1993. [8] D. Goldfarb and A. Idnani, A numerically stable dual method for solving strictly convex quadratic programs, Math. Programm., vol. 27, no. 1, pp. 133, Sep. 1983. [9] M. Grant and S. Boyd, CVX: Matlab Software for Disciplined Convex Programming. ver. 1.22, Aug. 2012 [Online]. Available: http://cvxr. com/cvx/ [10] G. Gu and J. L. Aravena, Weighted least mean square design of 2-D FIR digital lters, IEEE Trans. Signal Process., vol. 42, no. 11, pp. 31783187, Nov. 1994. [11] M. T. Hanna, Weighted least squares design of two-dimensional zero-phase FIR lters in the continuous frequency domain, IEEE Trans. Circuits Syst. II, Analog Digit. Signal Process., vol. 43, no. 7, pp. 534537, Jul. 1996. [12] D. B. Harris and R. M. Mersereau, A comparison of algorithms for minimax design of two-dimensional linear phase FIR digital lters, IEEE Trans. Acoust., Speech, Signal Process., vol. 25, no. 6, pp. 492500, Dec. 1977. [13] C.-H. Hsieh, C.-M. Kuo, Y.-D. Jou, and Y.-L. Han, Design of twodimensional FIR digital lters by a two-dimensional WLS technique, IEEE Trans. Circuits Syst. II, Analog Digit. Signal Process., vol. 44, no. 5, pp. 348358, May 1997. [14] X. P. Lai, Optimal design of nonlinear-phase FIR lters with prescribed phase error, IEEE Trans. Signal Process., vol. 57, no. 9, pp. 33993410, Sep. 2009. [15] X. P. Lai and Y. Cheng, A sequential constrained least-square approach to minimax design of 2-D FIR lters, IEEE Trans. Circuits Syst. II, Exp. Brief, vol. 54, no. 11, pp. 994998, Nov. 2007. [16] M. Lang, I. W. Selesnick, and C. S. Burrus, Constrained least squares design of 2-D FIR lters, IEEE Trans. Signal Process., vol. 44, no. 5, pp. 12341241, May 1996.

(A2) from which we obtain (A3)

HONG et al.: MATRIX-BASED ALGORITHMS FOR CONSTRAINED LS AND MINIMAX DESIGNS OF 2-D LINEAR-PHASE FIR FILTERS

3631

[17] J. H. Lee, S. J. Yang, and D. C. Tang, Minimax design of 2-D linear-phase FIR lters with continuous and powers-of-two coefcients, Signal Process., vol. 80, no. 8, pp. 14351444, Aug. 2000. [18] J. S. Lim, Two-Dimensional Signal and Image Processing. Englewood Cliffs, NJ, USA: Prentice-Hall, 1990. [19] W.-S. Lu, A unied approach for the design of 2-D digital lters via semidenite programming, IEEE Trans. Circuits Syst. I, Fundam. Theory Appl., vol. 49, no. 6, pp. 814826, Jun. 2002. [20] W.-S. Lu and A. Antoniou, Two-Dimensional Digital Filters. New York, NY, USA: Marcel Dekker, 1992. [21] W.-S. Lu and T. Hinamoto, Two-dimensional digital lters with sparse coefcients, Multidimension. Syst. Signal Process., vol. 22, no. 1, pp. 173189, Mar. 2011. [22] W.-S. Lu and T. Hinamoto, A second-order cone programming approach for minimax design of 2-D FIR lters with low group delay, in Proc. Int. Symp. Circuits Syst., Island of Kos, May 2006, pp. 25212524. [23] B. Noble and J. W. Danniel, Applied Linear Algebra, 3rd ed. Englewood Cliffs, NJ: Prentice-Hall, 1988. [24] C. Rusu and B. Dumitrescu, Iterative reweighted l1 design of sparse FIR lters, Signal Process., vol. 92, no. 4, pp. 905911, Apr. 2012. [25] J. J. Shyu, S. C. Pei, and Y. D. Huang, An iterative approach for minimax design of multidimensional quadrature mirror lters, Signal Process., vol. 91, no. 8, pp. 17301740, Aug. 2011. [26] J. F. Sturm, Using SeDuMi 1.02, a MATLAB toolbox for optimization over symmetric cones, Optim. Methods Softw., vol. 1112, pp. 625653, Jan. 1999. [27] T. S. Tzeng, Design of 2-D FIR digital lters with specied magnitude and group delay responses by GA approach, Signal Process., vol. 87, no. 9, pp. 20362044, Sep. 2007. [28] R. J. Zhao and X. P. Lai, A fast matrix iterative technique for the WLS design of 2-D quadrantally symmetric FIR lters, Multidimension. Syst. Signal Process., vol. 22, no. 4, pp. 303317, Dec. 2011. [29] R. J. Zhao and X. P. Lai, Efcient 2-D based algorithms for WLS design of 2-D FIR lters with arbitrary weighting functions, Multidimension. Syst. Signal Process., vol. 24, no. 3, pp. 417434, Sep. 2013. [30] W. P. Zhu, M. O. Ahmad, and M. N. S. Swamy, A least-square design approach for 2D FIR lters with arbitrary frequency response, IEEE Trans. Circuits Syst. II, Analog Digit. Signal Process., vol. 46, no. 8, pp. 10271034, Aug, 1999. [31] W. P. Zhu, O. M. Ahmad, and M. N. S. Swamy, A closed form solution to the least-square design problem of 2-D linear-phase FIR lters, IEEE Trans. Circuits Syst. II, Analog Digit. Signal Process., vol. 44, no. 12, pp. 10321039, Dec. 1997. [32] W. P. Zhu, M. O. Ahmad, and M. N. S. Swamy, An analytical approach for obtaining a closed-form solution to the least-square design problem of 2-D zero-phase FIR lters, IEEE Trans. Circuits Syst. II, Analog Digit. Signal Process., vol. 41, no. 12, pp. 796807, Dec. 1994.

Xiaoying Hong received the B. S. and M. S. degree from Inner Mongolia University of Science & Technology, Baotou, China, in 2001 and 2004, respectively. She has been with Shandong University, Weihai, China, since 2004, where she became a Lecturer in 2006. She is currently a Ph. D candidate in signal and information processing of Shandong University. Her main research interests include digital lter design, optimization algorithm, and fuzzy control system.

Xiaoping Lai received the B. S., M. S. and Ph. D. degrees from Shandong University, Jinan, China, in 1985, 1988, and 2000, respectively. He had been with Shandong University, Weihai, China, from 1988 to 2007, where he became a professor in 2001, was the director of Information Science and Control Engineering Department from 2003 to 2004, and was the dean of Information Engineering School from 2004 to 2007. He has been with the Institute of Information and Control of Hangzhou Dianzi University since 2008, and has been the dean of the Automation School of the university from 2010 to now. His main research interests are in the areas of digital lter design, optimization, and articial neural networks.

Ruijie Zhao received the B. S. degree in control science, the M. S. degree in operational research and cybernetics, and the Ph. D degree in signal and information processing from Shandong University, China, in 2001, 2004 and 2012, respectively. He has been with Shandong University, Weihai, China, since 2004, where he became a Lecturer in 2006. His main research interests include digital lter design, optimization algorithm, and approximation theory.