remez algorithm

Input interpretation

Remez algorithm

Alternate names

Remes algorithm | Remez exchange algorithm

Definition

The Remez algorithm, 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 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.
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Related terms

filter | minimax approximation
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