Nov '04CS3291: Section 61 UNIVERSITY of MANCHESTER Department of Computer Science CS3291: Digital...
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Transcript of Nov '04CS3291: Section 61 UNIVERSITY of MANCHESTER Department of Computer Science CS3291: Digital...
Nov '04 CS3291: Section 6 1
UNIVERSITY of MANCHESTER
Department of Computer Science
CS3291: Digital Signal Processing
Section 6
IIR discrete time filter design
Nov '04 CS3291: Section 6 2
6.1. Introduction:
• Many design techniques for IIR discrete time filters have adopted ideas of analogue filters
• Transform Ha(s) for analogue ‘prototype’ filter into H(z) for discrete time filter.
• Begin with a reminder about analogue filters.
6.2. Analogue filters
Nov '04 CS3291: Section 6 3
• Analogue filters have transfer functions: a0 + a1s + a2s2+ ... + aNsN
H a (s) = b0 + b1s + b2s2 + ... + bMsM
• Replace s by j for frequency-response.
• For RE(s) 0, Ha(s ) is Laplace Transform of h a (t).• In terms of poles and zeros:
(s - z 1 ) ( z - z 2 ) ... ( s - z N) Ha(s) = K (s - p 1 ) ( z - p 2 ) ... ( s - p M)
• Many known techniques for deriving Ha(s); e.g. Butterworth low-pass approximation•Analogue filters have infinite impulse-responses.
Nov '04 CS3291: Section 6 4
Analogue Butterworth low-pass filter of order n
nC
G2)/(1
1)(
[n/2]
1k
2
212sin21 1
1
cc
p
c
a
ssnk
ssH
[n/2] is integer part of n/2 & P = 0 /1 if n is even / odd
Nov '04 CS3291: Section 6 5
[n/2]
1k
2
212sin21 1
1
cc
p
c
a
ssnk
ssH
Ca
Cs
sHGn
/1
1)(
)/(1
1)( : 1
2
24 )/(/21
1)(
)/(1
1)( : 2
CC
a
Css
sHGn
1 when )1)(1(
1 )(:3
2
Ca sss
sHn
Nov '04 CS3291: Section 6 6
1 when )...1)(..1(
1 )(
:4
22
Ca sssssH
n
)...1)(..1)(1(
1 )(
:5
22 ssssssH
n
a
Nov '04 CS3291: Section 6 7
radian/s
Butterworth low-pass
0
0.2
0.4
0.6
0.8
1
1.2
0 1 2 3 4 5 6
Ga
in
n=2
n=1
n=4
Nov '04 CS3291: Section 6 8
y(t) + RC dy(t)/dt = x(t)
Take Laplace transforms: Y(s) + RC sY(s) = X(s)
Y(s) 1 Ha(s) = = X(s) 1 + RC s 1 1Ga () = Ha(j ) = = 1 + RC j [ 1 + (/C ) 2 ]
C = 1/(RC) Shown graphically when C = 1
y(t)x(t)
6.3 First order RC filterR
C
Nov '04 CS3291: Section 6 9
Gain-response of RC filter
Gain response of RC filter-14
-12
-10
-8
-6
-4
-2
0
0 1 2 3 4 5
Radians/second
Ga
in (
dB
)
Nov '04 CS3291: Section 6 10
Impulse response:-
0 : t < 0 ha (t) = (1/[RC]) e - t / (R C) : t 0
How to transform this filter to a discrete time filter?
Nov '04 CS3291: Section 6 11
Example:
A filter has system function H(s) = (1+s) / (1 + 2 s + 3 s2) .
What is its differential equation.
Solution:
y(t) + 2dy(t)/dt + 3 d2y(t)/dt2 = x(t) + dx(t)/dt
It’s easy!
Nov '04 CS3291: Section 6 12
• Transform an analogue filter with transfer functn H(s) into a digital filter.
• Many ways exist.
• We consider four.
Nov '04 CS3291: Section 6 13
6.4. Firstly, dispose of a method that will not work.
• Replacing s by z (or z -1 ) in Ha (s) to obtain H(z).
• Taking previous example with RC = 1:
1 1 Ha (s) = H(z) = 1 + s 1 + z
• H(z) has pole at z = -1. • Even if we moved it to z=0.99, still no good:-
Nov '04 CS3291: Section 6 14
With pole at z=-0.99, what does gain-response look like?
Imag pt z
Re pt z
High-passinstead of low pass.Forget this one.
G()
Nov '04 CS3291: Section 6 15
Substituting : y[n] + RC ( y[n] - y[n-1] ) / T = x[n]
(1 + RC/T) y[n] = x[n] + (RC/T) y[n-1]
y[n] = a 0 x[n] - b 1 y[n-1]
a 0 = 1/(1+RC/T) , b 1 = -RC / (T + RC) Recursive diffnce eqn.
6.5 “Derivative approximation” technique
• Differential equn of RC filter is: y(t) + RC dy(t)/dt = x(t)• Sample x(t), y(t) at T seconds to obtain x[n] & y[n].
Assuming T small:
T
nyny
T
Ttyty
dt
tdy ]1[][
)()(
)(
Nov '04 CS3291: Section 6 16
Signal flow graph for y[n] = a 0 x[n] - b1 y[n-1]
x[n] y[n]
a0
-b1
Nov '04 CS3291: Section 6 17
•For analogue filter : C = 1/(RC) rad/s.•To make cut-off 500 Hz: RC = 1 / (2 x 500) = 0.0003183. •Let T = 0.0001 s , (fS =10 kHz.)
a 0 = 1/(1 + RC/T) = 0.239057b 1 = - RC/(T + RC) = - 0.760943
Difference equation is: y[n] = 0.24 x[n] + 0.76 y[n-1]
0.24 1 H(z) = Ha(s) = (1 - 0.76 z - 1 ) 1 + s/(5002)
0.0576 1H(ej)2 = H(j)2 = 1.58 - 1.52cos() 1 + (/ 3142)2
Nov '04 CS3291: Section 6 18
Compare gain-responses:-
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 1000 2000 3000 4000 5000 6000
Hz
Ga
in
ANALOG
DISCRETE TIME
Shapes similar, but not exactly the same.Replaces s by (1 - z - 1 )/T Not commonly used
Nov '04 CS3291: Section 6 19
6.6. “Impulse-response invariant” technique
• Transforms analog prototype to IIR discrete time filter.
• See text-books
• Not on exam
Nov '04 CS3291: Section 6 20
Intro to Bilinear Transformation method
• Most common method for transforming Ha (s) to H(z) for IIR discrete time filter. Consider derivative approximation technique: D[n] = dy(t) /dt at t=nT ( y[n] - y[n-1]) / T. dx(t) /dt at t=nT (x[n] - x[n-1]) / T. d2y(t)/dt2 at t=nT (y[n] - 2y[n-1]+y[n-2])/T2
d3y(t)/dt3 at t=nT (y[n]-3y[n-1]+3y[n-2]-y[n-3])/T3
“Backward difference” approximation introduces delay which becomes greater for higher orders. Try "forward differences" : D[n] [y[n+1] - y[n]] / T, etc. But this does not make matters any better.
Nov '04 CS3291: Section 6 21
• Bilinear approximation:
0.5( D[n] + D[n-1]) (y[n] - y[n-1]) / T
& similarly for dx(t)/dt at t=nT.
• Similar formulae may be derived for d2y(t)/dt2, and so on.
• If D(z) is z-transform of D[n] :
0.5( D(z) + z-1D(z) ) = ( Y(z) - z-1Y(z) ) / T
)(1
12 )(
1
1
5.0
1 )(
1
1
zYz
z
TzY
z
z
TzD
Nov '04 CS3291: Section 6 22
replacing s by [ (2/T) (z-1)/(z+1)] is bilinear approximation.
If LT of y(t) is Y(s) LT of dy(t)/dt is sY(s).
sy(t) dy(t)/dt
(2/T) (z-1)/(z+1){y[n]} {dy(t)/dt / t=nT}
Nov '04 CS3291: Section 6 23
6.7. Bilinear transformation:
•Most common transform from Ha (s) to H(z).
•Replace s by (2 / T) (z-1) / (z+1) to obtain H(z).•For convenience take T=1.
Example 1 1 H a (s) = then H(z) = 1 + RC s 1 + RC z + 1 = (1 + 2RC)z + (1 - 2RC)
1
12
z
z
T
Nov '04 CS3291: Section 6 24
Re-express as: 1 + z - 1
H(z) = K 1 + b 1 z - 1
where K = 1 / (1 + 2RC) & b 1 = (1 - 2RC) / (1 + 2RC)
Properties: (z - 1)(i) H(z) = Ha(s) where s = 2 (z + 1)(ii) Order of H(z) = order of Ha(s)
(iii) If Ha(s) is causal & stable, so is H(z).
(iv) H(ej) = Ha(j ) where = 2 tan(/2)
Nov '04 CS3291: Section 6 25
Proof of (iii): Let zp be a pole of H(z).
Then sp must be a pole of H a (s) where s p = 2 (z p - 1) / (z p + 1).
If s p = a + jb then (z p + 1)(a + jb) = 2 (z p - 1) ,
a + 2 + jb (a + 2)2 + b2
z p = and z p 2 = -a + 2 - jb (2 - a)2 + b2
Now a < 0 as H a (s) is causal & stable, z p must be < 1.
if all poles of H a (s) have real parts < 0, all poles of H(z) must lie inside unit circle.
Nov '04 CS3291: Section 6 26
Proof of (iv):
When z = ej, then
ej - 1 2(e j / 2 - e - j / 2 ) s = 2 = ej + 1 e j / 2 + e -j / 2
2( 2 j sin ( / 2) = 2 cos ( / 2)
= 2 j tan( / 2)
Nov '04 CS3291: Section 6 27
Frequency warping:
By (iv), H(ej) = Ha(j) with = 2 tan(/2). from - to mapped to in the range - to .
-3.14
-2.355
-1.57
-0.785
0
0.785
1.57
2.355
3.14
-12 -10 -8 -6 -4 -2 0 2 4 6 8 10 12
Radians/secondRa
dia
ns/s
am
ple
Nov '04 CS3291: Section 6 28
• Mapping approx linear for in the range -2 to 2.
• As increases above 2 , a given increase in produces smaller and smaller increases in .
Nov '04 CS3291: Section 6 29
Comparing (a) with (b) below, (b) becomes more and more compressed as .
|Ha(j )| |H(exp(j )|
(a): Analogue gain response (b): Effect of bilinear transformation
Frequency warping must be taken into account with this method
Nov '04 CS3291: Section 6 30
6.8. Design of IIR low-pass filter by bilinear transfmGiven cut-off frequency C in radians/sample:-
(i) Calculate C = 2 tan( C /2) radians/sec. ( C is "pre-warped" cut-off frequency)
(ii) Find H a (s) for analogue low-pass filter with 1 radian/s cut-off. (iii) Scale cut-off frequency of Ha(s) to C
(iv) Replace s by 2(z - 1) / (z+1) to obtain H(z).
(v) Rearrange the expression for H(z)
(vi) Realise by biquadratic sections.
Nov '04 CS3291: Section 6 31
•Example Design 2nd order Butterworth-type
IIR low-pass filter with C = / 4.
•Solution: Prewarped frequency C = 2 tan( / 8) = 0.828
Analogue Butterworth low-pass filter with c/o 1 radian/second: 1 H a (s) = 1 + 2 s + s 2 Scale c/o to 0.828, 1 H a (s) = 1 + 2 s/0.828 + (s/0.828) 2
then replace s by 2 (z+1) / (z-1) to obtain: z 2 + 2z + 1 H(z) = z 2 - 9.7 z + 3.4
Nov '04 CS3291: Section 6 32
which may be realised by the signal flow graph:-
x[n] y[n] 0.093
2 0.94
-0.33
21
21
33.094.01
21093.0
zz
zzzH
Nov '04 CS3291: Section 6 33
6.9 Higher order IIR digital filters:• Normally cascaded biquad sections.• Example 6.3: Design 4th order Butterwth-type IIR low-pass digital filter with 3 dB c/o at fS / 16. .
Solution: (a) Relative cut-off frequency is /8. Prewarped cut-off : C = 2 tan((/8)/2) 0.4 radians/s.Formula for 1 radian/s cut-off is:
22 85.11
1
77.01
1
sssssH a
Replace s by s/0.4 then replace s by 2 (z-1) / (z+1) to obtain:
48.0365.1
12028.0
74.06.1
12033.0
2
2
2
2
zz
zz
zz
zzzH
Nov '04 CS3291: Section 6 34
H(z) may be realised as:
x[n] 0.033
2 1.6
-0.74
0.028 y[n]
2 1.36
-0.48
Fourth order IIR Butterworth filter with cut-off fs/16
Nov '04 CS3291: Section 6 35
Analogue gain resp.
-0.1
0.1
0.3
0.5
0.7
0.9
1.1
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5
Radians/second
Ga
in
Gain response of 4th order IIR filter
-0.1
0.1
0.3
0.5
0.7
0.9
1.1
0 0.785 1.57 2.355 3.14
Radians/sample
Ga
in
Nov '04 CS3291: Section 6 36
•Compare gain-response of 4th order Butt low-pass transfer function used as a prototype, with that of derived digital filter.
•Both are 1 at zero frequency.•Both are 0.707 at the cut-off frequency.
•Analogue gain approaches 0 as whereas digital filter gain becomes exactly zero at = .
•Shape of Butt gain response is "warped" by bilinear transfn.
•For digital filter, cut-off rate becomes sharper as because of the compression as .
Nov '04 CS3291: Section 6 37
6.10. High-pass band-pass and band-stop IIR filters• Apply bilinear transformation to Ha(s) obtained by frequency band transformations.• Cut-off frequencies pre-warped to find analog c/o frequencies. • Example: 4th order band-pass filter with L = /4 , u = /2.• Solution: Pre-warp both cutoff frequencies: L = 2 tan ((/4)/2) = 2 tan(/8) = 0.828 , u = 2 tan((/2)/2)) = 2 tan(/4) = 2Need 4th order H a (s) with pass-band L to U .Start from 2nd order Butt 1 radian/sec: H a (s) = 1 / (s 2 + 2 s + 1). Replace s by (s 2 + 1.66 ) / 1.17 s to obtain: 1.37 s 2
Ha(s) = s 4 + 1.65 s 3 + 4.69 s 2 + 2.75 s + 2.76
Nov '04 CS3291: Section 6 38
• We have a problem as the denominatr is not product of 2nd order expressions in s.• We have to re-express it in this form. • This cannot be done without a computer!•One way is to find the roots of the denom using MATLAB:
roots([1 1.64 4.69 2.75 2.76])
-0.54 + 1.7 j -0.54 - 1.7 j -0.28 + 0.88 j -0.28 - 0.88 j
(s - ( -0.54 +1.7j ) ) (s - (-.54-1.7j ) ) = ( s2 + 1.08s + 3.18)(s - (-0.28 + 0.88 j) ) ( s - (-0.28 - 0.88) ) = (s2 + 0.56s + 0.85)
Nov '04 CS3291: Section 6 39
• After factorising (using MATLAB):
1.37 s 2 H a (s) = (s 2 + 1.08 s +3.18)(s 2 +0.56 s + 0.85)
• Replace s by 2(z - 1)/(z + 1):-
5.48 (z - 1) 2 (z + 1) 2
H(z) = (9.4 z 2 - 1.57 z + 5 ) ( 6 z 2 - 6.3 z + 3.7)
Nov '04 CS3291: Section 6 40
Rearrange into 2 biquad sections: 1 - 2 z -1 + z - 2 1 + 2 z - 1 + z - 2 H(z) = 0.1 1 - 0.17 z -1 + 0.54 z -2 1 - 1.05 z -1 + 0.62 z-2 whose gain response is:
-50
-45
-40
-35
-30
-25
-20
-15
-10
-5
0
0 0.785 1.57 2.355 3.14
Radians/sample
Ga
in (
dB
.)
Nov '04 CS3291: Section 6 41
• There are alternative ways of converting Ha(s) into second order sections (SOS) in the MATLAB SP tool-box.
• Can replace s by 2(z - 1)/(z + 1) in the ‘4th order sectn’ expression for Ha(s) then use
[sos G] = tf2sos ([a4 a3 a2 a1 a0], [b4 … b0 ])
• tf2sos does not like functions of s.
• So we have to convert to a digital filter before using it.
• ‘help tf2sos’ to find out abt this function
• I will try to find a more elegant way of doing this one day!
Nov '04 CS3291: Section 6 42
•Option of cascading high pass & low-pass digital filters to give band-pass or band-stop filters must be used with care.
•It is much simpler & avoids the factorisation problem.
• Calculate U & L by prewarping U & L
•Then make sure that analogue prototype is wide-band i.e. U >> 2 L before applying bilinear transformatn.
• If it’s not wide-band, use the factorisation method.
• High-pass filters are easy:
•Apply transformation s C/s to Ha(s) for a 1 radian/s low-pass filter where C is prewarped c/o freq.
• Then apply the bilinear transformation as usual.
Nov '04 CS3291: Section 6 43
Final note:
All these design techniques, and many more, are available in the MATLAB SP toolbox.
End of ‘bilinear transformation’ method
Nov '04 CS3291: Section 6 44
6.11. Comparison of IIR and FIR digital filters:
Advantage of IIR type digital filters:
Economical in use of delays, multipliers and adders.
Disadvantages:
(1) Sensitive to coefficient round-off inaccuracies & effects of overflow in fixed point arith. These effects can lead to instability or serious distortion.
(2) An IIR filter cannot be exactly linear phase.
Nov '04 CS3291: Section 6 45
Advantages of FIR filters:
(1) may be realised by non-recursive structures which are simpler and more convenient for programming especially on devices specifically designed for DSP. (2) FIR structures are always stable.(3) Because there is no recursion, round-off and overflow errors are easily controlled. (4) An FIR filter can be exactly linear phase.
Disadvantage of FIR filters:
Large orders can be required to perform fairly simple filtering tasks.
Nov '04 CS3291: Section 6 46
Problems:1 Find H(s) for 3rd order Butterwth low-pass filter with C = 1.2. Find H(s) for 3nd order Butterworth low-pass analog filter with cut-off C Give its differential equation. Apply derivative approx technique to derive 3rd order IIR Butterwth-type digital filter with cut-off 500 Hz where fS= 10 kHz.3. A 3rd order low-pass IIR discrete time filter is required with 3 dB cut-off at f S /4. Apply bilinear transfn to Butterwth low- pass transfer function to design it & give its signal flow graph as 2nd & 1st order sections in serial cascade. 4. Give program to implement 3rd order IIR filter above in floating point arithmetic. Then do it in fixed point arithmetic.5. Low-pass IIR digital filter required with cut-off at f s / 4 & stop-band attenuation at least 20 dB for all frequencies above 3f s /8 & below f s /2. Design by bilinear transfn applied to H(s) for Butterwth low-pass, showing that minimum order required is 3.
Nov '04 CS3291: Section 6 47
6 Butterworth-type IIR low-pass digital filter needed with 3 dB c/o at fS / 16. Attenuation must be at least 24 dB above fS / 8. What order is needed? Solution: (a) Relative cut-off frequency is /8. Prewarped cut-off : C = 2 tan((/8)/2) 0.40 radians/s. For n t h order Butt low-pass filter with cutoff C , gain is: 1 H a (j) = [1 + (/0.4) 2 n ]Gain of IIR filter must be < -24dB at = /4. H a (j) must be < -24 dB at = 2 tan((/4)/2) 0.83
20 log 1 0(1/[1+(.83/.4) 2 n ]) < -24 i.e. [1 + (2.1) 2 n ] >10 1.2
Hence 1 + (2.1) 2 n > 10 2 . 4 = 252 . 2.1 2n > 251 n = 4 is smallest possible
Nov '04 CS3291: Section 6 48
7. Design a 4th order band-pass IIR digital filter with lower & upper cut-off frequencies at 300 Hz & 3400 Hz when fS = 8 kHz.
8. Design a 4th order band-pass IIR digital filter with lower & upper cut-off frequencies at 2000 Hz & 3000 Hz when fS = 8 kHz
9. (This is really for Sectn 5) . What limits how good a notch filter we can implement on a fixed point DSP processor? In theory we can make notch sharper & sharper by moving poles closer & closer to zeros. What limits us in practice. I wonder how sharp a notch we could get in 16-bit fixed pt arithmetic?