Decision Optimization

Decision Optimization

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  • 1.  FIR Filter Optimization as an MILP Problem

    Posted Tue August 23, 2011 06:59 AM

    Originally posted by: ahmed.shahein


    I am working on FIR filter optimization. I developed a MILP problem for reducing/optimizing the number of non-zero terms for the filter coefficients (cost). I formulated the problem in Matlab syntax employing YALMIP.

    I would appreciate your help very much, transferring my problem into a CPLEX format. I tried several tutorials but I couldn't pick up because none of the tutorials presents a filter problem and the problems they offer I am not familiar with them either.

    Or, if you could recommend me a good tutorial or getting started manual, despite the one posted at the IBM site because I already tried them but they couldn't cover my needs. I want to know who to formulate generic models using CPLEX syntax.

    Anyway, find kindly attached the MILP problem (as jpg file).

    where:

    \hat h_m is scaled filter coefficients (integer or binary)
    Q is the quantization bit-width (natural)
    M is half the filter length (natural)
    \delta_p is the passband ripples (real/floating point)
    \delta_s is the stopband ripples (real/floating point)
    \omega_p is the passband cutoff frequency (natural)
    \omega_s is the stopband cutoff frequency (natural)
    c(m,wT) is a sinusoidal function (
    c(m,w) = 1+2cos(w(m-1)) ... for N even
    m = 2,3,4 ... M
    c(m,w) = 2cos(w(m-1)) ... for N odd
    m = 1,2,3 ... M
    )

    As an example:

    The filter coefficients are:
    \hat h_m = 2284 1824 1092 363 -139 -334 -286 -132 6 72 73 45 18 4

    Q = 12

    M = 14

    Cost(\hat h_m) is the number of none zero bits in the coefficient.

    As an example:
    2284 => 100011101100 -> Cost(2284) = 6
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: FIR Filter Optimization as an MILP Problem

    Posted Sat August 27, 2011 03:42 PM