Some Properties of Least-Squares Digital Filters
Anthony D. Thrall · SIAM Journal on Applied Mathematics · 1981
Least-squares digital filters are defined as minimizing the Euclidean norm among digital filters that satisfy certain constraints. In this paper we show that the family of least-squares digital filters has other desirable properties. In the course of the discussion we develop an asymptotic relationship between this family of filters and the Legendre polynomials. Finally, we consider some possibilities for computing the filter coefficients.