A new method for initializing the memory registers of IIR filters is introduced. In addition to providing improved performance as compared to other methods of initialization, this method is unique in that it makes no a priori assumptions regarding the input-signal content. Therefore, this method applies equally well to a variety of IIR filter designs and applications. The method is best suited for signal-processing applications in which "batch" processing of the data is used. However, sequential processing can be accommodated when delays at the beginning of a processing segment can be tolerated.