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To design approximately linear-phase complex coefficient finite impulse response (FIR) digital filters with arbitrary magnitude and group delay responses, a novel neural network approach is studied. The approach is based on a batch back-propagation neural network algorithm by directly minimizing the real magnitude error and phase error from the linear-phase to obtain the filter's coefficients. The approach can deal with both the real and complex coefficient FIR digital filters design problems. The main advantage of the proposed design method is the significant reduction in the group delay error. The effectiveness of the proposed method is illustrated with two optimal design examples.