Efficient weighted least-squares algorithm for the design of FIR filters

The weighted least-squares (WLS) technique has been widely used for the design of digital FIR filters. In the conventional WLS, the filter coefficients are obtained by performing a matrix inverse operation, which needs computation of O(N³). The authors present a new WLS algorithm that introduces an extra frequency response including implicitly the weight function. In the new algorithm, the filter coefficients can be solved just by a matrix vector multiplication. It reduces the computational complexity from O(N³ ) to O(N²)