Moving horizon design of discrete coefficient FIR filters
Daniel E. Quevedo, Graham C. Goodwin · IEEE Transactions on Signal Processing · 2005
We show how the discrete coefficient filter design problem can be solved with a moving horizon optimization approach. The computation time of this procedure is determined by the optimization horizon and does not grow exponentially with the filter length. /spl Sigma//spl Delta/ design methods are a special case of the proposed procedure.