A truncated polynomial interpolation and its application to polynomially WLS design of IIR filters
In this paper, we propose a simple method to find the optimal rational function, with a fixed denominator, which minimizes an integral of polynomially weighted squared error to given analytic function. Firstly, we present a generalization of the Walsh's theorem. By using the knowledge on the zeros of the fixed denominator, this theorem characterizes the optimal rational function with a system of linear equations on the coefficients of its numerator polynomial. Moreover when the analytic function is specially given as a polynomial, we show that the optimal numerator can be derived without using any numerical integration or any root finding technique. Numerical examples demonstrate the practical applicability of the proposed method.
design of iir filters walsh's theorem weighted least-squares approximation rational approximation