The Nehari shuffle: FIR(q) filter design with guaranteed error bounds

An approach to the problem of designing a finite impulse response filter of specified length q which approximates in uniform frequency (L_∞) norm a given desired (possibly infinite impulse response) causal, stable filter transfer function is presented. An algorithm-independent lower bound on the achievable approximation error is derived, and an approximation method that involves the solution of a fixed number of all-pass (Nehari) extension problems (and is therefore called the Nehari shuffle) is presented. Upper and lower bounds on the approximation error are derived for the algorithm. Examples indicate that the method closely approaches the derived global lower bound. The method is compared with the Preuss (complex Remez exchange) algorithm in some examples