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1 Digital Signal Processing, Fall 2009 L t 4 Filt D in Zheng-Hua Tan D t t f El t i S t Lecture 4: Filter Design Digital Signal Processing, IV, Zheng-Hua Tan, 2009 1 Department of Electronic Systems Aalborg University, Denmark [email protected] Course at a glance Discrete-time signals and systems MM1 System Fourier transform and Z-transform Filt d i MM2 Sampling and reconstruction MM3 System analysis Digital Signal Processing, IV, Zheng-Hua Tan, 2009 2 DFT/FFT Filter design MM5 MM4

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Page 1: Digital Signal Processing, MM4.ppt - Department of ...kom.aau.dk/~zt/courses/Digital_signal_processing/MM4...1 Digital Signal Processing, Fall 2009 Lt 4Filt Din Zheng-Hua Tan Dt tfEltiSt

1

Digital Signal Processing, Fall 2009

L t 4 Filt D i n

Zheng-Hua Tan

D t t f El t i S t

Lecture 4: Filter Design

Digital Signal Processing, IV, Zheng-Hua Tan, 20091

Department of Electronic Systems Aalborg University, Denmark

[email protected]

Course at a glance

Discrete-time signals and systems

MM1 System

Fourier transform and Z-transform

Filt d i

MM2

Sampling andreconstruction

MM3

Systemanalysis

Digital Signal Processing, IV, Zheng-Hua Tan, 20092

DFT/FFT

Filter design

MM5

MM4

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Part I: Filter design

Filter design

IIR filter design

FIR filter design

Digital Signal Processing, IV, Zheng-Hua Tan, 20093

Filter design process

Filter, in broader sense, covers any system.

Three design steps

SpecificationsProblem

Solution

RealizationApproximations

M it d

System functionPerformance constraints

Digital Signal Processing, IV, Zheng-Hua Tan, 20094

Magnitude responsePhase response(frequency domain)Complexity

Structure IIR or FIRSubtype

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Specifications – an example

Specifications for a discrete-time lowpass filter

pjeH 0 ,01.01|)(|01.01

sjeH ,001.0|)(|

001.0

01.0

2

1

Digital Signal Processing, IV, Zheng-Hua Tan, 20095

Specifications of frequency response

Typical lowpass filter specifications in terms of tolerable Passband distortion as smallest as possible Passband distortion, as smallest as possible

Stopband attenuation, as greatest as possible

Width of transition band: as narrowest as possible

Improving one often worsens others a tradeoff

Increasing filter order improves all

Digital Signal Processing, IV, Zheng-Hua Tan, 20096

Increasing filter order improves all

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DT filter for CT signals

DT filter for the processing of CT signals Bandlimited input signal High enough sampling frequencyg g p g q y

Then, specifications (often given in frequency domain) conversion is straightforward

TjHeH

T

TeHjH

effj

Tj

eff

|| ),()(

/|| ,0

/|| ),()( Signal is band-limited;

T is small enough.

Digital Signal Processing, IV, Zheng-Hua Tan, 20097

Fig. 7.1

Tjeff ||),()(

Specifications – an example

Specifications for a CT lowpass filter

)2000(20 ,01.01|)(|01.01 jHeff

Fig 7.2(a)(b)

)3000(2 ,001.0|)(| jHeff

001.0

01.0

2

1

T

Digital Signal Processing, IV, Zheng-Hua Tan, 20098

)3000(2

)2000(22

s

p

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Design a filter

Design goal: find system function to make frequency response meet the specifications (tolerances)

Infinite impulse response filter Infinite impulse response filter Poles insider unit circle due to causality and stability

Rational function approximation

Finite impulse response filter Linear phase is often required

Polynomial approximation

Digital Signal Processing, IV, Zheng-Hua Tan, 20099

Polynomial approximation

E.g. IIR filter design

For rational system function

Nk

M

k

kk zb

zH 0)(

find the system coefficients such that the corresponding frequency response

id d i ti t d i d

k

kk za

1

1

jezj zHeH

|)()(

Digital Signal Processing, IV, Zheng-Hua Tan, 200910

provides a good approximation to a desired response

H(z)•Rational system function•Stable•causal

)()( jdesired

j eHeH

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FIR and IIR

IIR Rational system

f ti

FIR Polynomial system

functionfunction

Poles + zeros

Stable/unstable

Hard to control phase

Low order (4-20)

function

Zeros

Stable

Easy to get linear phase

High order (20-

Digital Signal Processing, IV, Zheng-Hua Tan, 200911

Low order (4 20)

Designed on the basis of analog filter

2000)

Unrelated to analog filter

FIR or IIR

Whether FIR or IIR often depends on the phase requirements

Design principle Design principle If GLP is essential FIR

If not IIR preferable (can meet specifications with lower complexity)

Digital Signal Processing, IV, Zheng-Hua Tan, 200912

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7

Part II: IIR Filter design

Filter design

IIR filter design Analog filter design

IIR filter design by impulse invariance

FIR filter design

Digital Signal Processing, IV, Zheng-Hua Tan, 200913

Design IIR filter based on analog filter

The mapping is direct

/||0

/|| ),()(

T

TeHjH

Tj

eff Signal is band-limited;

Advanced analog filter design techniques

Designing DT filter by transforming prototype CT filter:

|| ),()(

/|| ,0

TjHeH

T

effj

T is small enough.

Digital Signal Processing, IV, Zheng-Hua Tan, 200914

filter: Transform (map) DT specifications to analog

Design analog filter

Inverse-transform analog filter to DT

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8

Transformation method

Transform (map) DT specifications to analog

Design analog filter

T

Design analog filter

Inverse-transform to DT)(or )( thsH cc

][or )( nhzH

jj

j

tj

st

rez

dtethjH

dtethsH

js

)()(

)()(

• The imaginary axis of the s-plane

Digital Signal Processing, IV, Zheng-Hua Tan, 200915

n

n

n

njj

znxzX

enxeX

][)(

][)( The imaginary axis of the s plane the unit circle of the z-plane• Poles in the left half of the s-plane poles inside the unit circle in the z-plane (stable)

Part II-A: Analog Filter design

Filter design

IIR filter design Analog filter design

IIR filter design by impulse invariance

FIR filter design

Digital Signal Processing, IV, Zheng-Hua Tan, 200916

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Analog filter design

Butterworth

Chebyshev I

Cheb she II Chebyshev II

Ellipical

Digital Signal Processing, IV, Zheng-Hua Tan, 200917

Butterworth lowpass filters

The magnitude response Maximally flat in the passband

Monotonic in both passband and stopband Monotonic in both passband and stopband

The squared magnitude response

Nc

c jH2

2

)/(1

1|)(|

Digital Signal Processing, IV, Zheng-Hua Tan, 200918

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Poles in s-plane

Digital Signal Processing, IV, Zheng-Hua Tan, 200919

Part II-B: Design by impulse invariance

Filter design

IIR filter design Analog filter design

IIR filter design by impulse invariance

FIR filter design

Digital Signal Processing, IV, Zheng-Hua Tan, 200920

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11

Filter design by impulse invariance

Impulse invariance: a method for obtaining a DT system whose is determined by the of a CT system.

)( jHc)( jeH

of a CT system.

In DT filter design, the specifications are provided in the DT, so Td has no role. Td is included for discussion

interval sampling design'' -

)(][

d

dcd

T

nThTnh

Digital Signal Processing, IV, Zheng-Hua Tan, 200921

, d d

though. Td also has nothing to do with C/D and D/C conversion in Fig. 7.1, i.e. Td need not be the same as the sampling period T of the C/D and D/C conversion.

Relationship btw frequency responses

Impulse response sampling:

Frequency response)(][ dcd nThTnh

k21

)(][ nTxnx c Frequency response

if the CT filter is bandlimited

then

/|| ,0)(

)2

()(

dc

dk dc

j

TjH

kT

jT

jHeH

k

cj

T

kj

TjX

TeX )

2(

1)(

||)()( jHeH ffj

Digital Signal Processing, IV, Zheng-Hua Tan, 200922

This is also the way to get CT filter specifications from

|| ),()(d

cj

TjHeH

dj TeH /relation theapplyingby )(

|| ),()(T

jHeH eff

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12

Aliasing in the impulse invariance design

)2

()( kT

jT

jHeHdk d

cj

)(][ dcd nThTnh

TT dk d

Digital Signal Processing, IV, Zheng-Hua Tan, 200923

The continuous-time filter may be designed to exceed the specifications, particularly in the stopband.

Impulse invariance with a Butterworth filter

Specifications

||30177830|)(|

2.0||0 ,1|)(|89125.0j

j

H

eH

Since the sampling interval Td cancels in the impulse invariance procedure, we choose Td=1, so

Magnitude function for a CT Butterworth filter

||3.0 ,17783.0|)(| jeH

||30177830|)(|

2.0||0 ,1|)(|89125.0

jH

jHc

/|| ,0

/|| ),()(

T

TeHjH

j

Tj

eff

Digital Signal Processing, IV, Zheng-Hua Tan, 200924

Due to the monotonic function of Butterworth filter, we have

||3.0 ,17783.0|)(| jHc

17783.0|)3.0(|

89125.0|)2.0(|

jH

jH

c

c

|| ),()(T

jHeH effj

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13

Impulse invariance with a Butterworth filter

Squared magnitude function of a Butterworth filter

177830|)30(|

89125.0|)2.0(|

jH

jHc

Nc jH2

2

)/(1

1|)(|

(1)(2)

22

22

)17783.0

1()

3.0(1

)89125.0

1()

2.0(1

N

c

N

c

17783.0|)3.0(| jHcc )/(1

7032.0c

6N(5)

(3)

(6)

Digital Signal Processing, IV, Zheng-Hua Tan, 200925

70474.0

8858.5

c

N(4)

12

2

)7032.0/(1

1

)/(1

1)()(

js

jssHsH

Nc

cc

Impulse invariance with a Butterworth filter

12 poles for the squared magnitude functionfunction

The system function has the three pole pairs in the left half of the s-plane

Digital Signal Processing, IV, Zheng-Hua Tan, 200926

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Impulse invariance with a Butterworth filter

To construct Hc(s) from the magnitude-squared function Hc(s)Hc(-s) , we choose the poles on the left-half-plane part of the s-plane to obtain a stable and causal filter.

)4945.03585.1)(4945.09945.0)(4945.03640.0(

12093.0)(

222

sssssssHc

4466028710 1z

Express Hc(s) as a partial fraction expansion, perform the transformation of Eq. (7.12):

Digital Signal Processing, IV, Zheng-Hua Tan, 200927

)2570.09972.01(

6303.08557.1

)3699.00691.11(

1455.11428.2

)6949.02971.11(

4466.02871.0)(

21

1

21

1

21

zz

z

zz

z

zz

zzH

Impulse invariance with a Butterworth filter

Digital Signal Processing, IV, Zheng-Hua Tan, 200928

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15

Part III: FIR filter design

Filter design

IIR filter design

FIR filter design Commonly used windows

Generalized linear-phase FIR filter

The Kaiser window filter design method

Digital Signal Processing, IV, Zheng-Hua Tan, 200929

FIR filter design

Design problem: the FIR system function

)(0

zbzHM

k

kk

Start from impulse response directly

otherwise ,0

0 ,][

0

Mnbnh n

k

MzMhzhhzH ][...]1[]0[)( 1

Digital Signal Processing, IV, Zheng-Hua Tan, 200930

Find

the degree M and

the filter coefficients h[k]

to approximate a desired frequency response

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Lowpass filter – as an example

Ideal lowpass filter

nn

nheH ccj sin][

|| ,1)(

IIR filter: based on transformations of CT IIR system into DT ones.

nn

nheHc

lp ,][ ,0

)(

Nc jH2

2 1|)(|

Digital Signal Processing, IV, Zheng-Hua Tan, 200931

FIR filter: how? is non-causal, infinite! ][nh

Nc

c j2)/(1

|)(|

poles

Design by windowing

Desired frequency responses are often piecewise-constant with discontinuities at the boundaries between bands, resulting in non-causal and infintebetween bands, resulting in non causal and infinteimpulse response extending from to , but

So, the most straightforward method is to truncate the ideal response by windowing and do time-shifting:

0][ , nhn d

Digital Signal Processing, IV, Zheng-Hua Tan, 200932

][][

otherwise ,0

|| ],[][

Mngnh

Mnnhng d

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Design by windowing

After Champagne & Labeau, DSP Class Notes 2002.

Digital Signal Processing, IV, Zheng-Hua Tan, 200933

Design by rectangular window

In general,

][][][ nwnhnh d

For simple truncation, the window is the rectangular window

otherwise ,0

0 ,1][

][][][

Mnnw

d

Digital Signal Processing, IV, Zheng-Hua Tan, 200934

deHeHeH jjd

j )()(2

1)( )(

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Convolution process by truncation

Fig. 7.19

Digital Signal Processing, IV, Zheng-Hua Tan, 200935

?t then wha, ,1][ nnw )2(2)( reWr

j

band narrow be should )( jeW

Requirements on the window

, ,1][ nnw )2(2)( reWr

j

bandnarrowbeshould)( jeW

Requirements approximates an impulse to faithfully

reproduce the desired frequency response

w[n] as short as possible in duration (the order of the filter) to minimize computation in the implementation of

bandnarrow be should)(eW

)( jeW

Digital Signal Processing, IV, Zheng-Hua Tan, 200936

) p pthe filter

Conflicting

Take the rectangular window as an example.

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Rectangular window

M+1

M=7

4constant

Digital Signal Processing, IV, Zheng-Hua Tan, 200937

Part III-A: Commonly used windows

Filter design

IIR filter design

FIR filter design Commonly used windows

Generalized linear-phase FIR filter

The Kaiser window filter design method

Digital Signal Processing, IV, Zheng-Hua Tan, 200938

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Standard windows – time domain

Rectangular

2/0/2 MM

otherwise ,0

0 ,1][

Mnnw

Triangular

Hanning

otherwise ,0

0 ),/2cos(5.05.0][

MnMnnw

otherwise ,0

2/ ,/22

2/0 ,/2

][ MnMMn

MnMn

nw

Digital Signal Processing, IV, Zheng-Hua Tan, 200939

Hamming

Blackman

,

otherwise ,0

0 ),/2cos(46.054.0][

MnMnnw

otherwise ,0

0 ),/4cos(08.0)/2cos(5.042.0][

MnMnMnnw

Standard windows – figure

Fig. 7.21

Digital Signal Processing, IV, Zheng-Hua Tan, 200940

Plotted for convenience. In fact, the window is defined only at integer values of n.

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Standard windows – magnitude

Digital Signal Processing, IV, Zheng-Hua Tan, 200941

Standard windows – comparison

Magnitude of side lobes vs width of main lobe

Digital Signal Processing, IV, Zheng-Hua Tan, 200942

Independent of M!

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Part III-B: Linear-phase FIR filter

Filter design

IIR filter design Analog filter design

IIR filter design by impulse invariance

FIR filter design Commonly used windows

Digital Signal Processing, IV, Zheng-Hua Tan, 200943

Generalized linear-phase FIR filter

The Kaiser window filter design method

Linear-phase FIR systems

Generalized linear-phase system

)()( jjjj eeAeH

Causal FIR systems have generalized linear-phase if h[n] satisfies the symmetry condition

constants real are and

, offunction real a is )(

jeA

Digital Signal Processing, IV, Zheng-Hua Tan, 200944

MnnhnMh

MnnhnMh

,...,1,0 ],[][

or

,...,1,0 ],[][

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Generalized linear phase FIR filter

Often aim at designing causal systems with a generalized linear phase (stability is not a problem) If the impulse response of the desired filter is If the impulse response of the desired filter is

symmetric about M/2,

Choose windows being symmetric about the point M/2

2/)()( Mjje

j eeWeW

otherwise ,0

0 ],[][

MnnMwnw

][][ nhnMh dd

Digital Signal Processing, IV, Zheng-Hua Tan, 200945

is a real, even function of w

the resulting frequency response will have a generalized linear phase

)( je eW

2/)()( Mjje

j eeAeH even and real is )( je eA

Linear-phase lowpass filter – an example

Desired frequency response

e

eH cMj

jlp

|| ,)(

2/

so

apply a symmetric window a linear phase system

nMn

Mnnh c

lp

c

lp

,)2/(

)]2/(sin[][

,0)(

][][ nhnMh lplp

Digital Signal Processing, IV, Zheng-Hua Tan, 200946

apply a symmetric window a linear-phase system

][)2/(

)]2/(sin[][][][ nw

Mn

Mnnwnhnh c

lp

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Window method approximations

)()(

even and real is )(

)()(

2/

2/

Mjjj

je

Mjje

jd

eeWeW

eH

eeHeH

even and real is )(

)()(j

e

e

eW

eeWeW

eeAeH Mjje

j )()( 2/

Digital Signal Processing, IV, Zheng-Hua Tan, 200947

deWeHeA j

ej

ej

e )()(2

1)( )(

Key parameters

To meet the requirement of FIR filter, choose Shape of the window

Duration of the window Duration of the window

Trail and error is not a satisfactory method to design filters a simple formalization of the window method by Kaiser

Digital Signal Processing, IV, Zheng-Hua Tan, 200948

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Part III-C: Kaiser window filter design

Filter design

IIR filter design Analog filter design

IIR filter design by impulse invariance

FIR filter design Commonly used windows

Digital Signal Processing, IV, Zheng-Hua Tan, 200949

Generalized linear-phase FIR filter

The Kaiser window filter design method

The Kaiser window filter design method

An easy way to find the trade-off between the main-lobe width and side-lobe area

The Kaiser window The Kaiser window

is the zeroth order modified Bessel function of

2/

otherwise ,0

0 ,)(

])]/)[(1([

][ 0

2/120

M

MnI

nI

nw

)(I

Digital Signal Processing, IV, Zheng-Hua Tan, 200950

is the zeroth-order modified Bessel function of the first kind. is an adjustable design parameter.

The length (M+1) and the shape parameter can be adjusted to trade side-lobe amplitude for main-lobe width (not possible for preceding windows!)

)(0 I0

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The Kaiser window

Digital Signal Processing, IV, Zheng-Hua Tan, 200951

Design FIR filter by the Kaiser window

Calculate M and to meet the filter specification The peak approximation error is determined by

Define then

log20A (Peak error is fixed for other windows)Define then

Passband cutoff frequency is determined by: 1|)(| jeH

21 ,0.0

5021 ),21(07886.021)-0.5842(A

50 ),7.8(1102.00.4

A

AA

AA

p

10log20A (Peak error is fixed for other windows)

(Rectangular)

Digital Signal Processing, IV, Zheng-Hua Tan, 200952

Stopband cutoff frequency by:

Transition width

M must satisfy

|)(|

|)(| jeH

ps s

285.2

8AM

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27

A lowpass filter Specifications

Specifications for a discrete-time lowpass filter

4.00 ,01.01|)(|01.01 pjeH

6.0 ,001.0|)(| sjeH

001.0

01.0

2

1

Digital Signal Processing, IV, Zheng-Hua Tan, 200953

Design the lowpass filter by Kaiser window

Designing by window method indicating , we must set

Transition width

001.0 20

21

Transition width

The two parameters:

Cutoff frequency of the ideal lowpass filter

I l

60log20 10 A

2.0 ps

37 ,653.5 M

5.02/)( psc

Digital Signal Processing, IV, Zheng-Hua Tan, 200954

Impulse response

otherwise ,0

0 ,)(

])]/)[(1([

)(

)(sin

][ 0

2/120 Mn

I

nI

n

n

nhc

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Design the lowpass filter

What is the group delay?

M/2=18 5M/2 18.5

Digital Signal Processing, IV, Zheng-Hua Tan, 200955

Summary Filter design

IIR filter design Analog filter design

IIR filter design by impulse invariance

FIR filter design Commonly used windows

Digital Signal Processing, IV, Zheng-Hua Tan, 200956

Generalized linear-phase FIR filter

The Kaiser window filter design method

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29

Course at a glance

Discrete-time signals and systems

MM1 System

Fourier transform and Z-transform

Filt d i

MM2

Sampling andreconstruction

MM3

Systemanalysis

Digital Signal Processing, IV, Zheng-Hua Tan, 200957

DFT/FFT

Filter design

MM5

MM4