Most of the time, people do
L
∞
L
∞
optimal design, using the Parks-McClellan algorithm. This is
probably the second most important technique in "classical"
signal processing (after the Cooley-Tukey (radix-2) FFT).
Most of the time, FIR filters are designed to have linear
phase. The most important advantage of FIR filters over IIR
filters is that they can have exactly linear phase. There are
advanced design techniques for minimum-phase filters,
constrained
L
2
L
2
optimal designs, etc. (see chapter 8 of
text). However, if only the
magnitude of the response is important,
IIR filers usually require much fewer operations and are
typically used, so the bulk of FIR filter design work has
concentrated on linear phase designs.