A simple method is presented for the characterization of a stable IIR
filter matching a finite portion of the impulse response and autocorre
lation coefficients of a given FIR filter. It is shown that the proble
m is reduced to the solution of a set of linear equations derived usin
g the impulse response and autocorrelation data. The method is charact
erized by its computational simplicity and is illustrated by some exam
ples to show its superior performance when compared to the existing me
thods.