Approximation of FIR by IIR digital filters using orthonormal bases

A new technique for digital filter design is presented. The technique is based on finding the eigenspaces associated with the large eigenvalues of the cross gramian matrix W/sub co/, which tends to be symmetric and easy to construct. The eigenspaces are computed by using the ordered real Schur form decomposition, which has been proved to be robust and numerically stable. Two examples are given to illustrate this technique.