The design of arbitrary FIR digital filters using the eigenfilter method

The design of finite impulse response (FIR) digital filters for approximating an arbitrary function (in both magnitude and phase) in the least-square sense is studied. The design method is based on the computation of an eigenvector of an appropriate real, symmetric and positive-definite matrix. The design of the complex-coefficient filter is shown to be an extension of the design of the real-coefficient filter. Several design examples, including the constant-group-delay filters and digital phase all-pass filters, are presented. Comparisons to existing methods are made.>