FIR filtering of nonuniformly sampled signals

Filtering signals sampled on a grid which is nonuniformly distributed in the time domain is not a simple task since the filter's coefficients have to be time varying. They must be updated at each sampling instant. The filtering becomes even more complicated when it has to be optimal (or at least suboptimal) in the sense of a certain design criterion. In this paper we present an effective algorithm for FIR filtering aiming at minimisation of the energy of the filtering error signal. The approach provides a solution which resembles the weighted least squares design method for FIR filters of uniformly sampled signals.