The gradient algorithm for the design of the maximal signal-to-noise r
atio (SNR) finite impulse response (FIR) digital filters is presented.
It is noted that the eigenvalue gradient determination cannot lead to
the global maximum from any initial point. The properties of the line
ar phase low-pass, high-pass and band-pass filters designed by the pro
posed method are considered. The maximal SNR filters provide obtaining
a significant filter's profit even when the filter's length is rather
small. The filters are preferable for processing a mix of a stationar
y signal and a stationary noise with the known power spectra.