% "Filter design" lecture notes (EE364) by S. Boyd
% (figures are generated)
%
% Designs a linear phase FIR lowpass filter such that it:
% - minimizes maximum stopband attenuation
% - has a constraint on the maximum passband ripple
%
% This is a convex problem (when sampled it can be represented as an LP).
%
%   minimize   max |H(w)|                     for w in the stopband
%       s.t.   1/delta <= |H(w)| <= delta     for w in the passband
%
% where H is the frequency response function and variable is
% h (the filter impulse response). delta is allowed passband ripple.
%
% Written for CVX by Almir Mutapcic 02/02/06

%********************************************************************
% user's filter specifications
%********************************************************************
% filter order is 2n+1 (symmetric around the half-point)
n = 10;

wpass = 0.12*pi;        % passband cutoff freq (in radians)
wstop = 0.24*pi;        % stopband start freq (in radians)
ripple = 1;    % (delta) max allowed passband ripple in dB
                        % ideal passband gain is 0 dB

%********************************************************************
% create optimization parameters
%********************************************************************
N = 30*n;                              % freq samples (rule-of-thumb)
w = linspace(0,pi,N);
A = [ones(N,1) 2*cos(kron(w',[1:n]))]; % matrix of cosines

% passband 0 <= w <= w_pass
ind = find((0 <= w) & (w <= wpass));    % passband
Ap  = A(ind,:);

% transition band is not constrained (w_pass <= w <= w_stop)

% stopband (w_stop <= w)
ind = find((wstop <= w) & (w <= pi));   % stopband
As  = A(ind,:);

%********************************************************************
% optimization
%********************************************************************
% formulate and solve the linear-phase lowpass filter design
cvx_begin
  variable h(n+1,1);
  minimize(norm(As*h,Inf))
  subject to
    10^(-ripple/20) <= Ap*h <= 10^(ripple/20);
cvx_end

% check if problem was successfully solved
disp(['Problem is ' cvx_status])
if ~strfind(cvx_status,'Solved')
  return
else
  fprintf(1,'The minimum attenuation in the stopband is %3.2f dB.\n\n',...
          20*log10(cvx_optval));
  % construct the full impulse response
  h = [flipud(h(2:end)); h];
end

%********************************************************************
% plots
%********************************************************************
figure(1)
% FIR impulse response
plot(-n:n,h','o',[-n:n;-n:n],[zeros(1,2*n+1);h'],'b:',[-n-1,n+1],[0,0],'k-');
xlabel('t'), ylabel('h(t)')
set(gca,'XLim',[-n-1,n+1])

figure(2)
% frequency response
H = exp(-j*kron(w',[0:2*n]))*h;
% magnitude
subplot(2,1,1)
plot(w,20*log10(abs(H)),...
     [0 wpass],[ripple ripple],'r--',...
     [0 wpass],[-ripple -ripple],'r--');
axis([0,pi,-50,10])
xlabel('w'), ylabel('mag H(w) in dB')
% phase
subplot(2,1,2)
plot(w,angle(H))
axis([0,pi,-pi,pi])
xlabel('w'), ylabel('phase H(w)')
 
Calling SDPT3 4.0: 756 variables, 240 equality constraints
   For improved efficiency, SDPT3 is solving the dual problem.
------------------------------------------------------------

 num. of constraints = 240
 dim. of socp   var  = 456,   num. of socp blk  = 228
 dim. of linear var  = 300
*******************************************************************
   SDPT3: Infeasible path-following algorithms
*******************************************************************
 version  predcorr  gam  expon  scale_data
    NT      1      0.000   1        0    
it pstep dstep pinfeas dinfeas  gap      prim-obj      dual-obj    cputime
-------------------------------------------------------------------
 0|0.000|0.000|3.0e+02|4.8e+01|1.9e+05| 2.877848e+02  0.000000e+00| 0:0:00| chol  1  1 
 1|0.987|1.000|3.9e+00|3.0e-01|2.5e+03| 2.800460e+02 -4.028429e+01| 0:0:00| chol  1  1 
 2|0.999|1.000|2.3e-03|3.0e-02|1.0e+02| 6.165609e+01 -3.228073e+01| 0:0:00| chol  1  1 
 3|0.988|0.971|1.1e-04|4.2e-03|2.3e+00| 1.230066e+00 -1.017814e+00| 0:0:00| chol  1  1 
 4|0.898|0.953|1.1e-05|5.1e-04|4.8e-01| 1.536249e-01 -3.268418e-01| 0:0:00| chol  1  1 
 5|0.961|0.852|4.3e-07|1.0e-04|8.5e-02| 1.559695e-02 -6.980559e-02| 0:0:00| chol  1  1 
 6|0.972|0.606|1.2e-08|4.2e-05|4.4e-02|-1.776171e-03 -4.543010e-02| 0:0:00| chol  1  1 
 7|0.733|0.682|3.2e-09|1.4e-05|2.7e-02|-5.697790e-03 -3.258358e-02| 0:0:00| chol  1  1 
 8|0.895|0.989|3.5e-10|1.8e-07|8.8e-03|-1.164473e-02 -2.047779e-02| 0:0:00| chol  1  1 
 9|0.691|1.000|1.1e-10|3.1e-09|3.9e-03|-1.450191e-02 -1.841515e-02| 0:0:00| chol  1  1 
10|0.996|0.938|4.0e-13|4.9e-10|7.3e-04|-1.686999e-02 -1.759775e-02| 0:0:00| chol  1  1 
11|0.883|0.817|5.1e-14|1.2e-10|1.7e-04|-1.733179e-02 -1.749801e-02| 0:0:00| chol  1  1 
12|0.831|0.901|9.0e-15|1.5e-11|3.9e-05|-1.744009e-02 -1.747935e-02| 0:0:00| chol  1  1 
13|0.948|0.879|1.6e-14|2.8e-12|3.6e-06|-1.747300e-02 -1.747660e-02| 0:0:00| chol  1  1 
14|0.981|0.981|2.0e-14|1.1e-12|1.5e-07|-1.747606e-02 -1.747621e-02| 0:0:00| chol  1  1 
15|0.992|0.991|6.4e-13|1.0e-12|2.5e-09|-1.747619e-02 -1.747620e-02| 0:0:00|
  stop: max(relative gap, infeasibilities) < 1.49e-08
-------------------------------------------------------------------
 number of iterations   = 15
 primal objective value = -1.74761943e-02
 dual   objective value = -1.74761968e-02
 gap := trace(XZ)       = 2.52e-09
 relative gap           = 2.43e-09
 actual relative gap    = 2.43e-09
 rel. primal infeas (scaled problem)   = 6.43e-13
 rel. dual     "        "       "      = 1.01e-12
 rel. primal infeas (unscaled problem) = 0.00e+00
 rel. dual     "        "       "      = 0.00e+00
 norm(X), norm(y), norm(Z) = 7.4e-01, 3.2e-01, 1.3e+00
 norm(A), norm(b), norm(C) = 8.6e+01, 2.0e+00, 9.6e+00
 Total CPU time (secs)  = 0.25  
 CPU time per iteration = 0.02  
 termination code       =  0
 DIMACS: 6.4e-13  0.0e+00  4.6e-12  0.0e+00  2.4e-09  2.4e-09
-------------------------------------------------------------------
 
------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): +0.0174762
 
Problem is Solved
The minimum attenuation in the stopband is -35.15 dB.