When designing a filter for use in mitigating electromagnetic interference (EMI), one of the primary considerations is that the actual filter response conforms closely to the desired response. For many applications, finite impulse response (FIR) filters are used to provide the desired response. One particularly useful and flexible FIR filter design technique is frequency weighted least squares (FWLS). Custom structures, common to EMI and other applications, can require algorithm modifications. This paper develops a custom FWLS FIR filter structure and reviews general FWLS FIR filter design techniques. Although the application targets calibration of a communication receiver, the techniques apply to a wide class of filter design problems, including EM applications. Efficient and effective implementation is emphasized, which is particularly important in accommodating adaptive or real-time data processing.