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Transcript of DSP-Ch11-S1-5
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Chapter 11
Design of Recursive (IIR) Filters11.1 Introduction
11.2 Realizability Constraints11.3 Invariant Impulse-Response Method
11.4 Modified Invariant Impulse-Response Method11.5 Matched-zTransformation Method
Copyright c 2005- Andreas Antoniou
Victoria, BC, CanadaEmail: [email protected]
December 4, 2008
Frame # 1 Slide # 1 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Introduction
Approximation methods for the design of recursive (IIR) filters
differ quite significantly from those used for the design ofnonrecursive filters.
Frame # 2 Slide # 2 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Introduction
Approximation methods for the design of recursive (IIR) filters
differ quite significantly from those used for the design ofnonrecursive filters.
The basic reason is that in recursive filters the transferfunction is a ratio of polynomials ofzwhereas in nonrecursivefilters it is a polynomial of negative powers ofz.
Frame # 2 Slide # 3 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Introduction
Approximation methods for the design of recursive (IIR) filters
differ quite significantly from those used for the design ofnonrecursive filters.
The basic reason is that in recursive filters the transferfunction is a ratio of polynomials ofzwhereas in nonrecursivefilters it is a polynomial of negative powers ofz.
In recursive filters, the approximation problem is usually solvedthrough indirect ordirect methods.
Frame # 2 Slide # 4 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Introduction Contd
In indirect methods, a continuous-time transfer function that
satisfies certain specifications is first obtained by using one ofthe standard analog-filter approximations.
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Introduction Contd
In indirect methods, a continuous-time transfer function that
satisfies certain specifications is first obtained by using one ofthe standard analog-filter approximations.
The continuous-time transfer function obtained is thenconverted into a discrete-time transfer function.
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Introduction Contd
In indirect methods, a continuous-time transfer function that
satisfies certain specifications is first obtained by using one ofthe standard analog-filter approximations.
The continuous-time transfer function obtained is thenconverted into a discrete-time transfer function.
In direct methods, the design problem is formulated as anoptimization problem which is then solved using standardoptimization methods.
Frame # 3 Slide # 7 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Introduction Contd
In indirect methods, a continuous-time transfer function that
satisfies certain specifications is first obtained by using one ofthe standard analog-filter approximations.
The continuous-time transfer function obtained is thenconverted into a discrete-time transfer function.
In direct methods, the design problem is formulated as anoptimization problem which is then solved using standardoptimization methods.
This presentation will deal with some indirect methods for thedesign of recursive filters.
Frame # 3 Slide # 8 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Introduction Contd
Several indirect approximation methods are available asfollows:
Invariant impulse-response method
Modified invariant impulse-response method
Matched-z transformation method
Bilinear transformation method
The most important among them are the invariant impulse-response and bilinear transformation methods.
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Introduction Contd
Several indirect approximation methods are available asfollows:
Invariant impulse-response method
Modified invariant impulse-response method
Matched-z transformation method
Bilinear transformation method
The most important among them are the invariant impulse-response and bilinear transformation methods.
The first three are closely interrelated and will form the
subject matter of this presentation.
Frame # 4 Slide # 11 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Introduction Contd
Several indirect approximation methods are available asfollows:
Invariant impulse-response method
Modified invariant impulse-response method
Matched-z transformation method
Bilinear transformation method
The most important among them are the invariant impulse-response and bilinear transformation methods.
The first three are closely interrelated and will form the
subject matter of this presentation.The bilinear transformation method will be discussed in thenext presentation.
Frame # 4 Slide # 12 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Realizability Constraints
Before we discuss the available approximation methods for recursivefilters, it is important to mention the constraints that are imposed
on the transfer function, which are as follows:
Frame # 5 Slide # 13 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Realizability Constraints
Before we discuss the available approximation methods for recursivefilters, it is important to mention the constraints that are imposed
on the transfer function, which are as follows:
It must be a rational function ofzwith real coefficients.
This follows from the fact that digital-filters comprise unitdelays, adders, and multipliers with real multiplier constants.
Frame # 5 Slide # 14 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Realizability Constraints
Before we discuss the available approximation methods for recursivefilters, it is important to mention the constraints that are imposed
on the transfer function, which are as follows:
It must be a rational function ofzwith real coefficients.
This follows from the fact that digital-filters comprise unitdelays, adders, and multipliers with real multiplier constants.
Its poles must lie within the unit circle of the zplane to ensurethat the filter is stable.
The degree of the numerator polynomial must be equal to orless than the degree of the denominator polynomial to ensurethat the filter is causal.
Frame # 5 Slide # 16 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
R li bili C i
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Realizability Constraints
Before we discuss the available approximation methods for recursivefilters, it is important to mention the constraints that are imposed
on the transfer function, which are as follows:
It must be a rational function ofzwith real coefficients.
This follows from the fact that digital-filters comprise unitdelays, adders, and multipliers with real multiplier constants.
Its poles must lie within the unit circle of the zplane to ensurethat the filter is stable.
The degree of the numerator polynomial must be equal to orless than the degree of the denominator polynomial to ensurethat the filter is causal.
These constraints will ensure that the transfer function is realizablein the form of a stable digital-filter network and are, therefore, saidto be the realizability constraints.
Frame # 5 Slide # 17 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
I i I l R M h d
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Invariant Impulse-Response Method
Given an analog filter, a corresponding digital filter can beobtained by constructing an impulse-modulated filter F
Aas
shown in the figure where Sis an ideal impulse modulator andFA is an analog filter characterized by a continuous-timetransfer function HA(s).
FA
S
FA
^
Frame # 6 Slide # 18 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
I i I l R M h d
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Invariant Impulse-Response Method Contd
On the basis of the Poison summation formula (see Chap. 6),the impulse-modulated filter can be represented by acontinuous-time transfer function HA(s) or, equivalently, by adiscrete-time transfer function HD(z) as follows:
HA(j) =HD(ejT) =
hA(0+)
2
+ 1
T
k=
HA(j+jks)
where
hA(t) =L1HA(s), hA(0+) = lims
[sHA(s)],
andHD(z) = ZhA(nT)
Frame # 7 Slide # 19 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
I i t I l R M th d
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Invariant Impulse-Response Method Contd
Therefore, given an analog filter, a corresponding digital filtercan be obtained as follows:
Frame # 8 Slide # 20 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
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Invariant Impulse-Response Method Contd
Therefore, given an analog filter, a corresponding digital filtercan be obtained as follows:
Deduce the impulse response of the analog filter as
hA(t) = L1HA(s)
Frame # 8 Slide # 21 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse Response Method C d
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Invariant Impulse-Response Method Contd
Therefore, given an analog filter, a corresponding digital filtercan be obtained as follows:
Deduce the impulse response of the analog filter as
hA(t) = L1HA(s)
Replace tby nT in hA(t) to obtain hA(nT).
Frame # 8 Slide # 22 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse Response Method C td
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Invariant Impulse-Response Method Contd
Therefore, given an analog filter, a corresponding digital filtercan be obtained as follows:
Deduce the impulse response of the analog filter as
hA(t) = L1HA(s)
Replace tby nT in hA(t) to obtain hA(nT).
Obtain the ztransform ofhA(nT), i.e.,
HD(z) = ZhA(nT)
Frame # 8 Slide # 23 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse Response Method C td
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Invariant Impulse-Response Method Contd
Therefore, given an analog filter, a corresponding digital filtercan be obtained as follows:
Deduce the impulse response of the analog filter as
hA(t) = L1HA(s)
Replace tby nT in hA(t) to obtain hA(nT).
Obtain the ztransform ofhA(nT), i.e.,
HD(z) = ZhA(nT) The method is referred to as the invariant-impulse response
method because the impulse response of the digital filter isexactly equal to the impulse response of the analog filter att=nT forn= 0, 1, . . . ,.
Frame # 8 Slide # 24 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse Response Method Contd
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Invariant Impulse-Response Method Cont d
Obviously, we have a way of generating a discrete-timetransfer function from a given continuous-time transferfunction and, therefore, we can design a digital filter startingwith an analog filter.
Frame # 9 Slide # 25 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse-Response Method Contd
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Invariant Impulse-Response Method Cont d
Obviously, we have a way of generating a discrete-timetransfer function from a given continuous-time transferfunction and, therefore, we can design a digital filter startingwith an analog filter.
However, the following important questions will immediatelyarise:
Frame # 9 Slide # 26 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse-Response Method Contd
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Invariant Impulse-Response Method Cont d
Obviously, we have a way of generating a discrete-timetransfer function from a given continuous-time transferfunction and, therefore, we can design a digital filter startingwith an analog filter.
However, the following important questions will immediatelyarise:
1. How is the frequency response of the derived digital filterrelated to that of the analog filter?
Frame # 9 Slide # 27 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse-Response Method Contd
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Invariant Impulse Response Method Cont d
Obviously, we have a way of generating a discrete-timetransfer function from a given continuous-time transferfunction and, therefore, we can design a digital filter startingwith an analog filter.
However, the following important questions will immediatelyarise:
1. How is the frequency response of the derived digital filterrelated to that of the analog filter?
2. Would the digital filter obtained be stable if the analog filter isstable?
Frame # 9 Slide # 28 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse-Response Method Contd
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Invariant Impulse Response Method Cont d
Obviously, we have a way of generating a discrete-timetransfer function from a given continuous-time transferfunction and, therefore, we can design a digital filter startingwith an analog filter.
However, the following important questions will immediatelyarise:
1. How is the frequency response of the derived digital filterrelated to that of the analog filter?
2. Would the digital filter obtained be stable if the analog filter isstable?
3. Would the discrete-time transfer function obtained have realcoefficients?
Frame # 9 Slide # 29 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse-Response Method Contd
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Invariant Impulse Response Method Cont d
Let us examine the issue of the frequency response.
Frame # 10 Slide # 30 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse-Response Method Contd
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Invariant Impulse Response Method Cont d
Let us examine the issue of the frequency response.
As was mentioned earlier, the Poisson summation formula gives thefrequency response of the derived digital filter as
HA(j) =HD(ejT) =
h(0+)
2 +
1
T
k=
HA(j+jks)
Frame # 10 Slide # 31 A. Antoniou Digital Signal Processing Secs. 11.1 to 11.5
Invariant Impulse-Response Method Contd
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p p
Let us examine the issue of the frequency response.
As was mentioned earlier, the Poisson summation formula gives the
frequency response of the derived digital filter as
HA(j) =HD(ejT) =
h(0+)
2 +
1
T
k=
HA(j+jks)
If HA(j) 0 for || s2
then
k=,k=0
HA(j+jks)
0 for
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