Nonlinear phase FIR filter design with minimum LS error and additional constraints
We examine the problem of approximating a complex frequency response by a real-valued FIR filter according to the <i>L<sub>2</sub></i> norm subject to additional inequality constraints for the complex error function. Starting with the Kuhn-Tucker optimality conditions which specialize to a system of nonlinear equations we deduce an iterative algorithm. These equations are solved by Newton's method in every iteration step. The algorithm allows arbitrary tradeoffs between an <i>L<sub>2</sub></i> and an <i>L<sub>oo</sub></i> design. The <i>L<sub>2</sub></i> and the <i>L<sub>oo</sub></i> solution result as special cases.