A Sequential Constrained Least-Square Method for Minimax Design of Linear-phase FIR filters with Time-domain Constraints

This paper presents a sequential constrained least-square (SCLS) method for the minimax design of FIR filters with time-domain constraints. The method converts the minimax design into a series of constrained least-square (CLS) problems that positively converge to the minimax design. The SCLS method has been implemented by using a binary search to produce a sequence of error bounds converging to the minimax error, and then solving the CLS filters whose magnitude error are constrained within the error bounds with a projected least-square algorithm. Design examples are provided to demonstrate the effectiveness of the SCLS method and the numerical stability of the PLS based implementation.