A Fast Design Method for Perfect-Reconstruction Uniform Cosine-Modulated Filter Banks
In this correspondence, we present a new and fast design algorithm for perfect-reconstruction (PR), maximally decimated, uniform, cosine-modulated filter banks. Perfect reconstruction is obtained within arithmetic machine precision. The new design does not need numerical optimization routines and is significantly faster than a competing method based on second-order cone programming (SOCP). The proposed design algorithm finds the optimum solution by iteratively solving a quadratic programming problem with linear equality constraints. By a special modification of the basic algorithm, we obtain PR filter banks with high stopband attenuations. In addition, fast convergence is verified by designing PR filter banks with up to 128 channels.