Iterative and non iterative techniques for the design of recursive digital filters

Two algorithms are presented for designing recursive filters to give a desired spectral density characteristic. The first one is non iterative and fits correlation of the desired spectrum for getting pole-coefficients, then decomposes the reciprocal of MA-spectral density for calculating zero-coefficients. Both coefficients are calculated efficiently through the solution of two systems of equations using generalized Levinson algorithm. As this algorithm gives a suboptimal solution we propose the second algorithm which uses a Steiglitz type iterative solution for minimizing a square error criterion in the frequency domain. The steepest descent gradient method is used for getting coefficients of filters. From the point of view of implementation on a machine, the effect of coefficient quantization is considered.