M. Lang et J. Bamberger, NONLINEAR PHASE FIR FILTER DESIGN ACCORDING TO THE L(2) NORM WITH CONSTRAINTS FOR THE COMPLEX ERROR (VOL 36, PG 31, 1994), Signal processing, 38(2), 1994, pp. 259-268
We examine the problem of approximating a complex frequency response b
y a real-valued FIR filter according to the L2 norm subject to additio
nal inequality constraints for the complex error function. Starting wi
th the Kuhn-Tucker optimality conditions which specialize to a system
of nonlinear equations, we deduce an iterative algorithm. These equati
ons are solved by Newton's method in every iteration step. The algorit
hm allows arbitrary tradeoffs between an L2 and an L(infinity) design.
The L2 and the L(infinity) solution result as special cases.