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A new approach for designing multiband rejection filters is proposed based on the optimization of a periodically phase-shifted long period fiber grating (LPG). The validity of the method is demonstrated by performing simulations for the typical cases. It is shown that using the proposed synthesis method, spectral position, and bandwidth of the each reflection band can be controlled by varying the grating length and the phase shifting period. In addition, a desired number of rejection bands within the transmission spectrum can be generated using a phase-shifted LPG with an optimized phase shifting series. Furthermore, a number of unwanted rejection bands can easily be removed from the transmission spectrum by optimizing the phase shifting series.