The constrained FIR filter design with equality constraints in time-and frequency-domain is considered in this paper.A projected least-squares algorithm is presented.The algorithm consists of a least-squares part providing an analytical initial solution

and a projection part that projects the initial least-squares solution successively onto each equality constraint.An iterative procedure with the algorithm as the iteration core has been applied to minimax design of Nyquist filter.Design examples demonstrate the effectiveness and robustness of the proposed algorithms.