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Recursive digital filter design

When specifying the frequency response, avoid excessively sharp transitions from passband to stopband. You may need to experiment with the slope of the transition region to get the best filter design.

`yulewalk`

designs recursive IIR digital filters using a least-squares
fit to a specified frequency response. The function performs the fit in the time domain.

To compute the denominator coefficients,

`yulewalk`

uses modified Yule-Walker equations, with correlation coefficients computed by inverse Fourier transformation of the specified frequency response.To compute the numerator,

`yulewalk`

follows these steps:Compute a numerator polynomial corresponding to an additive decomposition of the power frequency response.

Evaluate the complete frequency response corresponding to the numerator and denominator polynomials.

Use a spectral factorization technique to obtain the impulse response of the filter.

Obtain the numerator polynomial by a least-squares fit to this impulse response.

[1] Friedlander, B., and Boaz Porat.
"The Modified Yule-Walker Method of ARMA Spectral Estimation." *IEEE ^{®} Transactions on Aerospace Electronic Systems*. Vol. AES-20, Number
2, 1984, pp. 158–173.