Constrained least squares filtering

In the following we: 1) present a frequency domain derivation of the constrained least squares filter, which is much simpler than previous approaches relying on the diagonalization of block circulant matrices; 2) derive a lower bound on the Lagrange multiplier appearing in the filter and obtain conditions under which the Lagrange multiplier may assume negative values; and 3) indicate how the frequency domain expression for the error energy can be used to reduce computation time in the iterative determination of the Lagrange multiplier.