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A new method to design microwave filter with multiple-band/multiple-level response is proposed. The modified Yule-Walker equation is used to define the frequency-domain response of filter in the Z domain. To implement a filter having transfer function in the Z domain, an equal-length transmission-line configuration is employed to emulate the filter. A band-pass filter a dual-band band-pass filter and a dual-level band-pass filter are implemented and their frequency responses are measured to illustrate the validity of this design method.