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Problem Formulation

$\displaystyle \min_{\underline{h}}\left\Vert\,\mathbf{A}{\underline{h}}-{\underline{d}}\,\right\Vert _2$ (5.52)

where $ \mathbf{A}\in {\bf C}^{N\times M}$ , $ {\underline{d}}\in {\bf C}^{N\times
1}$ , and $ {\underline{h}}\in {\bf R}^{M\times 1}$ . Hence we have,

$\displaystyle \min_{\underline{h}}\left\Vert \left[{\cal{R}}(\mathbf{A})+j{\cal{I}}(\mathbf{A})\right]{\underline{h}} - \left[ {\cal{R}}({\underline{d}})+j{\cal{I}}({\underline{d}}) \right] \right\Vert _2^2$ (5.53)

which can be written as

$\displaystyle \min_{\underline{h}}\left\Vert\, {\cal{R}}(\mathbf{A}){\underline{h}}- {\cal{R}}({\underline{d}}) +j \left[ {\cal{I}}(\mathbf{A}){\underline{h}}+{\cal{I}}({\underline{d}}) \right] \,\right\Vert _2^2$ (5.54)

or

$\displaystyle \min_{\underline{h}}\left\vert \left\vert \left[ \begin{array}{c} {\cal{R}}(\mathbf{A}) \\ {\cal{I}}(\mathbf{A}) \end{array} \right] {\underline{h}} - \left[ \begin{array}{c} {\cal{R}}({\underline{d}}) \\ {\cal{I}}({\underline{d}}) \end{array}\right] \right\vert \right\vert _2^2$ (5.55)

which is written in terms of only real variables.

In summary, we can use the standard least-squares solvers in matlab and end up with a real solution for the case of complex desired spectra and nonlinear-phase FIR filters.


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``Spectral Audio Signal Processing'', by Julius O. Smith III, W3K Publishing, 2011, ISBN 978-0-9745607-3-1.
Copyright © 2014-03-23 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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