Chebyshev FIR Design via Linear Programming

We return now to the -norm minimization problem of §4.10.2:

and discuss its formulation as a

(5.47) |

where denotes the th row of the matrix . This can be expressed as

s.t. | (5.48) |

Introducing a new variable

(5.49) |

then we can write

(5.50) |

and our optimization problem can be written in more standard form:

s.t. | (5.51) |

Thus, we are minimizing a

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