Thanks to khouly & SkyHigh
I think IIR filter is better.
Because I am poor on DSP, I don't know how to convert the requirement of the PLL to the requirement of digital filter. I also have no idea on choosing the coeffcients of the filter.
Implementation on TMS320/FPGA is to check the design. But I don't know how to get the design.
BTW, I never used Matlab. Are there any materials introducing how the simulate the performance of PLL, including -3dB frequency, flatneet in the passbank.