Iterative gradient technique for the design of least squares optimal FIR magnitude squared Nyquist filters

Recently, much attention has been given to the design of optimal finite impulse response (FIR) compaction filters. Such filters, which arise in the design of optimal signal-adapted orthonormal FIR filter banks, satisfy a magnitude squared Nyquist constraint in addition to the inherent FIR assumption. In this paper, we focus on the least squares optimal design of FIR filters whose magnitude squared response satisfies a Nyquist constraint. Using a complete characterization of such systems in terms of Householder-like building blocks, an iterative gradient based greedy algorithm is proposed to design such filters. Simulation results provided show the merit of the proposed technique for designing FIR compaction filters.