Nguyen's Quadratic Constrained Least Squares
Does anyone have Matlab code which implements Nguyen's [1] Quadratic
Constrained Least Squares (QCLS) prototype design for cosine modulated
filterbanks (CMFB)? He references Fortran routines, and I really
couldn't be bothered switching platforms from Matlab to Fortran
development.
I already have a solution based on Matlab's nonlinear optimization
toolbox, but this does not exploit the quadratic nature of the problem
(apart from user provided Gradient and Hessian).
Cheers
DD
[1] T. Q. Nguyen, "Digital Filter Bank Design Quadratic-Constrained
Formulation", IEEE Trans. Signal. Process., vol. 43, no. 9, pp.
2103--2108, Sept. 1995.
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