Abstract
We present an algorithm for the design of an optimal recursive digital filter with a specified magnitude frequency response. The method requires O(N/sup 2/) computations to design a filter of size N, and exhibits numerical stability and quadratic convergence to the optimum within five iterations. The multiple exchange iterative algorithm uses the Chebyshev error criterion in the magnitude-squared frequency response domain, and has been developed using interpolation theory and the alternation theorem for rational function approximation.
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