Dear all,
I just formulated an FIR filter design problem where I want to utilize
symmetry of filter taps (for linear-phase FIR filters the filter taps are
summetrix or anti-symmetric and this is a pre-requisite for the problem to
be formulated as LP). This is usually not a problem since it is pretty
straightforward to formulate it using just one set of variables.
However, the current filter structure is ratehr non-trivial leading to
that I use both instances of the symmetric variables and then put a
symmetry constraint (basically s.t. c{in in C}: h[i] = h[N-i];)
However, it doesn't seem like the pre-processing removes the additional
variables, which I sort of expected/hoped for. My question is really if
the solver does something smart when such equality constaints are present
or if it would be worthwhile to merge the variables, either using a better
model or by pre-processing. I assume that there in general can be
round-off issues when performing this type of variable merging, but maybe
that is tractable.
I could probably give it a go and write the required pre-processing
function given that there are no objections or something I have missed.
Regards
Oscar
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