In this paper, we present a novel technique for the design of FIR and IIR digital filters. The design approach begins with the specification of a discrete set of arbitrary magnitude and phase characteristics which describe a desired filter response. These frequency domain characteristics are used to create an ideal "pseudo-filter" whose impulse response is unknown and possibly non-causal, but whose input/output characteristics can be determined for a finite sum of sinusoids. Time-domain techniques common to adaptive system identification are then used to identify a realizable FIR or IIR digital filter which best matches the pseudo-filter. The advantages of this method include the ability to specify response at arbitrarily-spaced frequencies, to use arbitrary cost weighting, and to apply (possibly non-linear) constraints to the range of the filter coefficients.
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