THE DESIGN OF ARBITRARY FIR DIGITAL-FILTERS USING THE EIGENFILTER METHOD

In this paper, we study the design of FIR digital filters to approximate an arbitrary function (in both magnitude and phase) in the least square sense. The design method is based on the computation of an eigenvector of an appropriate real, symmetric, and positive-definite matrix. The design of complex-coefficient filters is shown to be an extension of the design of the real-coefficient filter. Several design examples which include constant group-delay filters and digital phase all-pass filters are presented; comparisons to existing methods are made.