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Connections between classical and statistical methods of FIR digital filter design

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2 Author(s)
Clergeot, H. ; Laboratoire des Signaux et Systèmes, Plateau du Moulon, France ; Scharf, L.L.

Consider the weighted squared error between an FIR filter frequency response and a desired frequency response. The FIR filter coefficients that minimize this error are shown to satisfy a linear Toeplitz set of equations. Thus, the MMSE designs of [1] may arise also as solutions to a classical filter minimization problem. The solutions are linear phase, and identical with those of [1] when the desired frequency response and the weighting function have a special form.

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Acoustics, Speech and Signal Processing, IEEE Transactions on  (Volume:26 ,  Issue: 5 )