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The design of finite impulse response (FIR) digital filters for approximating an arbitrary function (in both magnitude and phase) in the least-square sense is studied. The design method is based on the computation of an eigenvector of an appropriate real, symmetric and positive-definite matrix. The design of the complex-coefficient filter is shown to be an extension of the design of the real-coefficient filter. Several design examples, including the constant-group-delay filters and digital phase all-pass filters, are presented. Comparisons to existing methods are made