Remez algorithm

This is an old revision of this page, as edited by Disavian (talk | contribs) at 00:49, 25 April 2006 (rem extra space). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

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 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.