I. Kale et al., FIR FILTER ORDER REDUCTION - BALANCED MODEL TRUNCATION AND HANKEL-NORM OPTIMAL APPROXIMATION, IEE proceedings. Vision, image and signal processing, 141(3), 1994, pp. 168-174
Two different algorithms for approximating FIR by IIR filters are trea
ted: truncation of the balanced model and the Hankel-norm optimal appr
oximation. Both are assessed for approximation fidelity, as well as fo
r intrinsic computational efficiency. Examples show surprisingly good
relative performance of the balanced model truncation, suggesting that
frequently this method will be operationally preferable.