Remez algorithm: Difference between revisions

Revision as of 00:49, 25 April 2006

Revision as of 19:56, 15 May 2006

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The '''Remez algorithm''' (Remez 1934), also called the '''Remez exchange algorithm''', is an application of the [[Chebyshev alternation theorem]] that constructs the polynomial of best approximation to certain functions under a number of conditions. The Remez algorithm in effect goes a step beyond the [[minimax approximation algorithm]] to give a slightly finer solution to an approximation problem.

Parks and [[James H. McClellan|McClellan]] (1972) observed that a filter of a given length with minimal ripple would have a response with the same relationship to the ideal filter that a polynomial of degree <=&le; ''n'' of best approximation has to a certain function, and so the Remez algorithm could be used to generate the coefficients.

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*[http://www.bores.com/courses/intro/filters/4_equi.htm Intro to DSP]

*[http://mathworld.wolfram.com/RemezAlgorithm.html Remez Algorithm from MathWorld]

[[Category:Polynomials]]

[[Category:Approximation theory]]

[[Category:Numerical analysis]]