A high efficiency special purpose linear programming algorithm for FIR filter design is introduced, This algorithm incorporates FFT and FIR zero-phase filters to assist in the computation. Compared to the general purpose linear programming, this special purpose linear programming produces large savings in the computing cost when used to design FIR filters. The savings increase with the length of the filter being designed.
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Yong Ching Lim (1983) studied this question.
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