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Efficient weighted least-squares algorithm for the design of FIR filters

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3 Author(s)
Jou, Y.-D. ; Chung Cheng Inst. of Technol., Taoyuan, Taiwan ; Hsieh, C.-H. ; Kou, C.-M.

The weighted least-squares (WLS) technique has been widely used for the design of digital FIR filters. In the conventional WLS, the filter coefficients are obtained by performing a matrix inverse operation, which needs computation of O(N3). The authors present a new WLS algorithm that introduces an extra frequency response including implicitly the weight function. In the new algorithm, the filter coefficients can be solved just by a matrix vector multiplication. It reduces the computational complexity from O(N3 ) to O(N2)

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Vision, Image and Signal Processing, IEE Proceedings -  (Volume:144 ,  Issue: 4 )