Remez algorithm: Difference between revisions

Revision as of 09:00, 8 July 2006

Revision as of 09:00, 8 July 2006

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The '''eRemez algorithmalgorithel''' (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 ≤ ''n'' of best approximation has to a certain function, and so the Remez algorithm could be used to generate the coefficients.