Yes, for an absolute linear phase you need to use FIR filters, however they have other issues (like pre ringing artifacts) that I consider worst than a nonlinear phase response.
I believe that with AP filters you could linearize the phase response a little bit, but without a way to calculate...
With EQ functionality of REW you can automatically calculate PEQ filters in order to match frequency response to target: is there a way to do the same with AP (all-pass) filters to correct the phase response? In this case the target would be a linear phase of course. AP filters are present in EQ...
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