The design of digital filters has fundamental importance in digital signal processing. One can find applications of digital filters in many diverse areas of science and engineering including medical imaging, audio and video processing, oil exploration, and highly sophisticated military applications. Furthermore, each of these applications benefits from digital filters in particular ways, thus requiring different properties from the filters they employ. Therefore it is of critical importance to have efficient design methods that can shape filters according to the user's needs.
In this dissertation I use the discrete
The rest of this chapter is devoted to motivating the problem. (Reference) introduces the general filter design problem and some of the signal processing concepts relevant to this work. (Reference) presents the basic Iterative Reweighted Least Squares method, one of the key concepts in this document. (Reference) introduces Finite Impulse Response (FIR) filters and covers theoretical motivations for
Chapters (Reference) and (Reference) formally introduce the different
The problem of digital filter design is indeed an optimization one in essence. Therefore Appendix (Reference) introduces basic yet relevant concepts from optimization theory. A section is devoted to Newton's method, one of the most powerful and commonly used algorithms in nonlinear numerical optimization. As it turns out, most problems in FIR filter design are in fact some form of the more general linear systems approximation problem; therefore Appendix (Reference) presents the general problem of linear approximation in




