IIR Approximation of FIR Filters Via Discrete-Time Vector Fitting

Abstract

We present a novel technique for approximating finite-impulse-response (FIR) filters with infinite-impulse-response (IIR) structures through extending the vector fitting (VF) algorithm, used extensively for continuous-time frequency-domain rational approximation, to its discrete-time counterpart called VFz. VFz directly computes the candidate filter poles and iteratively relocates them for progressively better approximation. Each VFz iteration consists of the solutions of an overdetermined linear equation and an eigenvalue problem, with real-domain arithmetic to accommodate complex poles. Pole flipping and maximum pole radius constraint guarantee stability and robustness against finite-precision implementation. Comparison against existing algorithms confirms that VFz generally exhibits fast convergence and produces highly accurate IIR approximants.