Fast algorithm for constrained least squares FIR filter design
J. Davila, Norman C. Griswold · 2002
A new algorithm for weighted least squares linear-phase FIR filter design has been presented previously. In this paper, we show how to combine this new algorithm with a well-known algorithm used to solve quadratic programming problems. This combination results in a faster method for constrained least squares FIR filter design. The proposed algorithm is numerically stable and suitable for high order filter design.