Abstract
The gradient algorithm for the design of the maximal signal-to-noise ratio (SNR) finite impulse response (FIR) digital filters is presented. It is noted that the eigenvalue gradient determination cannot lead to the global maximum from any initial point. The properties of the linear phase low-pass, high-pass and band-pass filters designed by the proposed method are considered. The maximal SNR filters provide obtaining a significant filter's profit even when the filter's length is rather small. The filters are preferable for processing a mix of a stationary signal and a stationary noise with the known power spectra.
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