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Remez Exchange Algorithm
- The Remez multiple exchange algorithm works by moving
the frequency samples each iteration to points of maximum error (on a
denser grid).
- Remez iterations could be added to our formulation as well.
- The Remez multiple exchange algorithm (function firpm
[formerly remez] in the Matlab Signal Processing Toolbox)
is normally faster than a linear programming formulation,
which can be regarded as a single exchange method
cite[p. 140]RabinerAndGold.
- Another reason for the speed of remez is that
it solves the following equations
non-iteratively for the filter exhibiting the desired error
alternation over the current set of extremal frequencies:
where

is the weighted ripple amplitude at frequency

. (

is an arbitrary ripple weighting function.)
Note that the desire
frequency response amplitude

is also
arbitrary at each frequency sample.
Subsections
Previous: Normal Chebyshev WindowNext: Convergence of Remez Exchange
About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at
Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See
http://ccrma.stanford.edu/~jos/ for details.
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