1. A method of speech coding for use in a digital speech coder, the method comprising the steps of: receiving speech data; producing excitation vectors in response to the received speech data; producing difference vectors in response to the speech data and the excitation vectors; generating coefficients for a Pth-order filter; generating coefficients for an interim filter including coefficients for a first F-order filter and a second Jth-order filter, each filter dependent upon said coefficients for said Pth-order filter; generating coefficients for a Rth-order model of said interim filter for use in a weighting filter, where R&lt;F+J; filtering the difference vectors of the digital speech coder using the coefficients for the Rth-order model of said interim filter, producing filtered difference vectors; choosing an excitation code in response to the filtered difference vectors; and transmitting the excitation code for subsequent decoding of the speech data.