Optimal least squares time-domain synthesis of recursive digital filters

A method for finding the coefficients of an nth-order linear recursive digital filter, which gives the best least squares approximation to a desired pulse response over a finite interval, is presented. A relationship is derived between the approximating error corresponding to an optimal set of numerator coefficients and the error produced by an overdetermined set of linear equations, which is a function of the denominator coefficients only. This relation provides a computational algorithm for calculating the optimal coefficients by iteratively solving weighted sets of linear equations in terms of the denominator coefficients only. Both theoretical and numerical results are presented. Also, bounds are found on the interval in which the norm of the optimum error must lie.