Almost minimax design of FIR filter using an IRLS algorithm without matrix inversion

Ruijie Zhao, Zhiping Lin, Kar Ann Toh, Lei Sun, Xiaoping Lai

Research output: Chapter in Book/Report/Conference proceedingConference contribution


An iterative reweighted least squares (IRLS) algorithm is presented in this paper for the minimax design of FIR filters. In the algorithm, the resulted subproblems generated by the weighted least squares (WLS) are solved by using the conjugate gradient (CG) method instead of the time-consuming matrix inversion method. An almost minimax solution for filter design is consequently obtained. This solution is found to be very efficient compared with most existing algorithms. Moreover, the filtering solution is flexible enough for extension towards a broad range of filter designs, including constrained filters. Two design examples are given and the comparison with other existing algorithms shows the excellent performance of the proposed algorithm.

Original languageEnglish
Title of host publicationSecond International Workshop on Pattern Recognition
EditorsGuojian Chen, Xudong Jiang, Masayuki Arai
ISBN (Electronic)9781510613508
Publication statusPublished - 2017
Event2nd International Workshop on Pattern Recognition, IWPR 2017 - Singapore, Singapore
Duration: 2017 May 12017 May 3

Publication series

NameProceedings of SPIE - The International Society for Optical Engineering
ISSN (Print)0277-786X
ISSN (Electronic)1996-756X


Other2nd International Workshop on Pattern Recognition, IWPR 2017

Bibliographical note

Funding Information:
This research was supported partially by the National Nature Science Foundation of China under Grants 61304142, 61573123 and 61673059, and partially by the Singapore Academic Research Fund (AcRF) Tier 1 under Project RG 31/16.

Publisher Copyright:
© COPYRIGHT SPIE. Downloading of the abstract is permitted for personal use only.

All Science Journal Classification (ASJC) codes

  • Electronic, Optical and Magnetic Materials
  • Condensed Matter Physics
  • Computer Science Applications
  • Applied Mathematics
  • Electrical and Electronic Engineering


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