Ahmet Kirac and P. P. Vaidyanathan, ``Theory and design of optimum FIR compaction filters'', IEEE Transactions on Signal Processing, Special issue on Theory and Applications of Filter Banks and Wavelets, 1998.
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The MATLAB program linprog.m takes as an input, the autocorrelation sequence of the input, the number of channels and the number of frequencies. It produces N+1 filter coeffients. The number of input autocorrelation coefficients is N+1.