Abstract
In this paper, we present a new numerical algorithm for solving the normal equations associated with the least-squares design of linear phase FIR filters. The usual solution methods have a computational complexity of O(N3). Moreover, solving the normal equations with Gaussian elimination commonly yields numerical errors, especially when the filter is long. Here, we convert a least-squares method into the problem of constructing a system of orthonormal functions. The proposed design algorithm needs only O(N2) computations, and numerical errors can be reduced. Some examples are given to show the excellent performance of the algorithm.
| Original language | English |
|---|---|
| Pages (from-to) | 1485-1493 |
| Number of pages | 9 |
| Journal | IEEE Transactions on Signal Processing |
| Volume | 46 |
| Issue number | 6 |
| DOIs | |
| Publication status | Published - 1998 Dec 1 |
Keywords
- Computational complexity
- Least-squares design
- Linear-phase fir filters
- Orthogonal functions
ASJC Scopus subject areas
- Signal Processing
- Electrical and Electronic Engineering
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Okuda, M., Ikehara, M., & Takahashi, S. I. (1998). Fast and stable least-squares approach for the design of linear phase FIR filters. IEEE Transactions on Signal Processing, 46(6), 1485-1493. https://doi.org/10.1109/78.678462