Pa. Regalia, Comments on "a weighted least-squares method for the design of stable 1-D and 2-D IIR digital filters", IEEE SIGNAL, 47(7), 1999, pp. 2063-2065
A recent iterative procedure by Lu et al. for designing IIR filters is reco
gnized as the Sanathanan-Koerner or Steiglitz-McBride iteration, which was
proposed originally in 1963 and 1965, respectively, for system identificati
on purposes. We re-examine some claims and issues related to Lu et at's pap
er(1) in view of various properties that have been deduced for the Steiglit
z-McBride iteration in the identification literature. In particular, the St
eiglitz-McBride procedure is known not to minimize a least-squares distance
measure, contrary to Lu et at's claim. It ran, however, provide good model
s and remain stable during successive iterations under specific conditions
which are reviewed within.