Fast least squares algorithm for linear phase FIR filters
Masahiro Okuda, Masaaki Ikehara, Shinʼ ichi Takahashi · 2002
In this paper, we present a new least-squares approach for linear phase FIR filters. Here, we convert a least-squares method into the problem of constructing a system of orthogonal functions. The proposed design algorithm needs only O(N) computations. Moreover the all processes of our algorithm is computed analytically, and so numerical errors can be reduced. Some examples are given to show the excellent performance of the algorithm.