FIR filter design based on total least squares error criterion
In this paper, an FIR filter design based on total least squares error criterion is investigated. The filter coefficients are obtained from the elements of the eigenvector corresponding to minimum eigenvalue of a real, symmetric and positive definite matrix. This design is not only optimal in total least squares error sense, it is also easy to incorporate linear constraints in time and frequency domain. Several design examples are used to illustrate the effectiveness of this new design approach.