Digital Signal Processing Reference
In-Depth Information
for all ω, where
ω s = 2 π
T
See the review of sampling theory given in Appendix G.
10.2.2.A Formulating the optimization problem
The integral in Eq. (10.7) can be written as A ( ω ) B ( ω ) dω/ 2 π, where
A ( ω )= S 1 / 2
qq ( )
( ω )= |
H c ( )
|
,
(10 . 15)
|
H ( )
|
T
are non-negative quantities. Given A ( ω )
0, find a function B ( ω )
0such
that
ψ =
−∞
A ( ω ) B ( ω )
2 π
(10 . 16)
is minimized under the constraint
B ( ω + s )=1
(10 . 17)
k = −∞
for all ω. Since the left-hand side is periodic, it is su cient to ensure the condition
for 0
ω<ω s . For convenience we rewrite the objective function as
ψ = ω s
0
A ( ω + s ) B ( ω + s )
2 π
(10 . 18)
k = −∞
Since A ( ω ) is non-negative, the non-negative B ( ω ) which minimizes Eq. (10.18)
should be such that, for each frequency ω 0 in 0
ω 0 s , the sum
A ( ω 0 + s ) B ( ω 0 + s )
(10 . 19)
k = −∞
is minimized under the constraint (10.17). Let k 0 be an integer such that
A ( ω 0 + k 0 ω s )
A ( ω 0 + s )
for all integer k.
Lemma 10.1 .If B ( ) is chosen such that
B ( ω 0 + s )= 1for k = k 0
0
(10 . 20)
otherwise,
then Eq. (10.19) is minimized, and the constraint (10.17) is satisfied as well.
Proof. Let a k be a fixed set of non-negative numbers arranged such that
a 0
a 1
a 2
...
(10 . 21)
 
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