A weighted least squares algorithm for quasi-equiripple FIR and IIR digital filter design

It has been demonstrated by several authors that if a suitable frequency response weighting function is used in the design of a finite impulse response (FIR) filter, the weighted least squares solution is equiripple. The crux of the problem lies in the determination of the necessary least squares frequency response weighting function. A novel iterative algorithm for deriving the least squares frequency response weighting function which will produce a quasi-equiripple design is presented. The algorithm converges very rapidly. It typically produces a design which is only about 1 dB away from the minimax optimum solution in two iterations and converges to within 0.1 dB in six iterations. Convergence speed is independent of the order of the filter. It can be used to design filters with arbitrarily prescribed phase and amplitude response.