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In this paper, the least p-power error criterion is presented to design digital infinite impulse response (IIR) filters to have an arbitrarily prescribed frequency response. First, an iterative quadratic programming (QP) method is used to design a stable unconstrained one-dimensional IIR filter whose optimal filter coefficients are obtained by solving the QP problem in each iteration. Then, the proposed method is extended to design constrained IIR filters and two-dimensional IIR filters with a separable denominator polynomial. Finally, design examples of the low-pass filter are demonstrated to illustrate the effectiveness of the proposed iterative QP method.