Iterative reweighted least-squares design of FIR filters

Develops a new iterative reweighted least squares algorithm for the design of optimal L_p approximation FIR filters. The algorithm combines a variable p technique with a Newton's method to give excellent robust initial convergence and quadratic final convergence. Details of the convergence properties when applied to the L_p optimization problem are given. The primary purpose of L_p approximation for filter design is to allow design with different error criteria in pass and stopband and to design constrained L₂ approximation filters. The new method can also be applied to the complex Chebyshev approximation problem and to the design of 2D FIR filters