In solving optimal control problems, the conventional dynamic programming method often requires interpolations to determine the optimal control law. As a consequence, interpolation errors often degenerate the accuracy of the conventional dynamic programming method. In view of this problem, this pape
An efficient linear programming solver for optimal filter synthesis
✍ Scribed by Jihong Ren; Chen Greif; Mark R. Greenstreet
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 256 KB
- Volume
- 14
- Category
- Article
- ISSN
- 1070-5325
- DOI
- 10.1002/nla.547
No coin nor oath required. For personal study only.
✦ Synopsis
Abstract
We consider the problem of l~∞~ optimal deconvolution arising in high data‐rate communication between integrated circuits. The optimal deconvolver can be found by solving a linear program for which we use Mehrotra's interior‐point approach. The critical step is solving the linear system for the normal equations in each iteration. We show that this linear system has a special block structure that can be exploited to obtain a fast solution technique whose overall computational cost depends mostly on the number of design variables, and only linearly on the number of constraints. Numerical experiments validate our findings and illustrate the merits of our approach. Copyright © 2007 John Wiley & Sons, Ltd.
📜 SIMILAR VOLUMES