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Positive Window Sample Constraint

For each window sample, $ h\left(n\right) \geq 0$ , or,

$\displaystyle \zbox{-h\left(n\right) \leq 0.}
$

Stacking inequalities for all $ n$ ,

$\displaystyle \left[\begin{array}{ccccc}
-1 & 0 & \cdots & 0 & 0\\
0 & -1 & & & 0\\
\vdots & & \ddots & & \vdots \\
0 & & & -1 & 0\\
0 & 0 & \cdots & 0 & -1\end{array}\right]\left[\begin{array}{c}
h\left(0\right)\\
h\left(1\right)\\
\vdots \\
h\left(L-1\right)\\
h\left(L\right)\end{array}\right] \le \left[\begin{array}{c}
0\\
0\\
\vdots \\
0\\
0
\end{array}\right]
$

or

$\displaystyle \zbox{-\mathbf{I}\, h \le 0.}
$


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``Optimal Window Design by Linear Programming'', by Tatsuki Kashitani, (Music 421 Presentation, Music 421).
Copyright © 2020-06-27 by Tatsuki Kashitani
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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