8
Least-Squares System Design
8.1 Introduction
The least-squares principle is widely applicable to the design of digital signal processing (DSP) systems. In Chapter 2, we saw how to fit a general linear combination of functions to a desired function or sequence of samples, and how the finite Fourier series, as an example, provides a least-squares fit to a sequence of data. In Chapter 5, Exercise 5.5, we saw that the finite impulse response (FIR) filter gain may be expressed as a Fourier series in frequency and is therefore a least-squares approximation to the ideal rectangular gain function. In this chapter, we wish to extend the least-squares concept to the design of other kinds of signal processing systems. We will see how several ...
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