ee225d spring,1999 digital filters

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EE 225D LECTURE ON DIGITAL FILTERS N.MORGAN / B.GOLD LECTURE 7 7.1 University of California Berkeley College of Engineering Department of Electrical Engineering and Computer Sciences Professors : N.Morgan / B.Gold EE225D Spring,1999 Digital Filters Lecture 7

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Page 1: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.1

PE Spring,1999

25D

ORGAN / B.GOLD LECTURE 7

University of CaliforniaBerkeley

College of EngineeringDepartment of Electrical Engineering

and Computer Sciences

rofessors : N.Morgan / B.GoldE225D

Digital Filters

Lecture 7

Page 2: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.2

n)

n

1– dz) 1 az 1––( )-------------------------

an 1+

a–------------ n 0≥

25D

ORGAN / B.GOLD LECTURE 7

1. Example of inverse z-transform use.

- Let input be and filter be u n( ) y n( ) ay n 1–( ) x(+=

X z( ) x n( )z 1–

n 0=

∑=

Y z( ) 11 az 1––-----------------=

x n( ) u n( )=

so y n( ) 12πj-------- zn

1 z 1––(-----------------∫°=

Basic theorem1

2πj-------- zn 1– dz

1 az 1––-----------------∫° an for n 0≥=

0 for n 0<=

This allows computation of the integral to be

This result can be proved by iteration.

y n( ) 1 –1

-----=

Page 3: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.3

)

h m( )e j– wn

n 1+

nsform evaluated

nsmit h m( ) 0⇒

m ∞→ thus sum 0→,as n ∞→

25D

ORGAN / B.GOLD LECTURE 7

2. Steady state respond to a complex exponential ejwnu n(

y n( ) h m( )x n m–( )m 0=

n

∑ x m( )h n m–( )m 0=

n

∑= =

If x n( ) ejwnu n( ) , then y n( ) from above is =

y n( ) h m( )ejw n m–( )

m 0=

n

∑ ejwn h m( )e j– wm

m 0=

n

∑= =

m 0=

n

∑ m n 1+=

∑–m 0=

∑= , so y n( ) ejwn h m( )ejwn

m 0=

∑m =

∑–=

Steady state value of y n( ) ejwn H z( )[ ]z ejw==

So the Frequency response is the value of the z-tra

on the unit circle.

steady state Tra

Page 4: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.4

esponse z

z a–-----------=

x z-plane,

is the product of

ectors to the poles.

25D

ORGAN / B.GOLD LECTURE 7

3. Geometric Interpretation of Steady State Frequency R

for simple first order diff equation : H z( ) 11 az 1––-----------------=

ω

ef

Unit circle

H z( ) at z ejw is ef--=

General Rule

Given a collection of poles and zeros in the comple

the Frequency response at any is where

all vectors to the zeros and is the product of all v

[special rules apply for multiple pole and zeros.]

ND---- NW

D

Page 5: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.5

n

25D

ORGAN / B.GOLD LECTURE 7

Preview of the Rest of the Material

1. Filtering concepts. - approximate problem

2. Sampling and Impulse Invariance

3. Bilinear Transformation

4. The DFT

5. Circular Convolution and Linear Convolutio

6. Basic FFT Concept.

7. DFT’s and Filter Banks

Page 6: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.6

Ideal low pass

Ideal band pass

Ideal band step

Ideal band pass differentiator

ω

ω

ω

ω

25D

ORGAN / B.GOLD LECTURE 7

5. Approximation Problem

Example of Ideal Filters

Important Point

Linear Analog filters of R, L, C

must have frequency responses

that are rational functions in ω.

Similary, linear digital filter

must have rational functions in

ejω

A ω( )

ωC– ωC

Page 7: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.7

y specifying

ifferent n.

ω

25D

ORGAN / B.GOLD LECTURE 7

Analog designers tackle the approximation problem b

a REAL function on the jω axis.

Example : H jω( ) 2 1

1ωωc

-----

2n

+

-----------------------=

Figure 7.1 : Butterworth Frequency Response for D

H ω( )

Page 8: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.8

e for n=4.

ω

25D

ORGAN / B.GOLD LECTURE 7

Figure 7.2 : Chebyshev Frequency Respons

T ω( )

Page 9: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.9

tion in the complex

ehe s-plane.

.

25D

ORGAN / B.GOLD LECTURE 7

If a suitable is chosen, it can lead to a specifica

s-plane of and this function holds true Everywher in t

Let’s normalize, so that and then let

H jω( ) 2

H s( )

γ ωωC

------= s jγ=

So H s( )H * s( ) 11 s2–( )n+----------------------=

Page 10: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.10

n 1=

n 2=

n 3=

H s–( )

25D

ORGAN / B.GOLD LECTURE 7

H s( )H s–( ) 11 s2–------------=

H s( )H s–( ) 11 s4+-------------=

H s( )H s–( ) 11 s6–------------=

H s( )

Page 11: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.11

s, A = Butterworth,

r a low pass filter

25D

ORGAN / B.GOLD LECTURE 7

Figure 7.4 : Comparison of Group Delay for Four Type

B = Chebyshev, C = Elliptic, D = Bessel, fo

with a 500Hz corner frequency.

Page 12: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.12

bank yielded

sponse and

quency responses?

n impulse response.

me

25D

ORGAN / B.GOLD LECTURE 7

Raders channel vocoder experiment - Butterworth filter

better results than Chebyshev.

Note : Bessel and Lenner filters have good phase re

were used in Vocoders.

Question :

How do we construct digital filters that give good fre

* Impulse Invariance - Linear analog filters have a give

h t( )

tiT

Page 13: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.13

’s.

25D

ORGAN / B.GOLD LECTURE 7

Figure 7.16 : Aliasing Effects of Hopped FFT

Page 14: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.14

e

es1T––

eal

H s( )

s1– α

25D

ORGAN / B.GOLD LECTURE 7

Construct a Digital Filter that has an impulse respons

that are the samples of . h t( )

h n( ) h nT( )=

h n( ) L 1– A1

S S1+-------------

A1es1t–= =

h n( ) A1es1nT–=

H z( ) h n( )z n–

n 0=

∑ A1

1 es1T– z 1––

----------------------= =

Start with a simple analog filter.

and

s1 is r

Page 15: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.15

.

.

25D

ORGAN / B.GOLD LECTURE 7

Procedure

- Find impulse response of suitable analog filter

- Sample it to find .

- Take z-transform to find transfer function

h n( )

H z( )

Page 16: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.16

es1T––

Case.

and

y n 1–( ) x n( )+

s1

1RC--------–=

25D

ORGAN / B.GOLD LECTURE 7

Example of Impulse Invariant Design for a Very Simple

Filter is

Digital Filter

+

RC

z 1–

e–s1T

H z( ) 11 z 1– e

s1T–

---------------------=

y n( ) es1T=

1 sC( )⁄

R 1sC------+

------------------ 11 sRC+--------------------=

Page 17: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.17

to find the digital filter.

is maps into

of z-plane unit circle

z-plane unit circle.

ircle.

25D

ORGAN / B.GOLD LECTURE 7

Aliasing is prevented by using the bilinear transfom

When ax

Stated without proof - Left half s-plane imterior

Right half s-plane exterior of

sz 1–z 1+----------- z,→ 1 s+

1 s–-----------=

s jω= z 1 jω+1 jω–---------------= z 1= jω

unit c

Page 18: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.18

11– )RC

-------------------- H z( )=

1 RC–1 RC+-----------------

appear at .z 1–=

25D

ORGAN / B.GOLD LECTURE 7

As

11 sRC+-------------------- 1

1z 1–z 1+-----------RC+

-----------------------------⇒ z+z 1 z(+ +----------------------=Simple example

H z( ) z 1+1 RC–( ) z 1 RC+( )+

-----------------------------------------------------=

ω Π H ejω( ) 0⇒,→No Folding.

For more complex filter designs, multiple zeros

Page 19: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.19

o z-transformo Fourier transformo Laplace transformo Fourier Series

25D

ORGAN / B.GOLD LECTURE 7

Discrete Fourier Transform

Related tRelated tRelated tRelated t

Consider a finite duration sequence.

Inverse

Important parameters

Size of DFT

Size of data.

Window

How often the DFT is done.

Sampling rates.

Xk x n( )Wnk

n 0=

n 1–

∑= W ej

2πN------

=

x n( ) 1N---- XkW

nk–

k 0=

N 1–

∑=

N

Page 20: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.20

recall that an “odd”

equence is symmetric.

25D

ORGAN / B.GOLD LECTURE 7

Table 7.1 : Relations between Sequence and its DFT ;

sequence is antisymmetric, and an “even” s

Page 21: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.21

cular convolution

can be made equivalent

25D

ORGAN / B.GOLD LECTURE 7

* The DFT can implement an FIR filter exactly.

a) The product of two DFT’s corresponds to the cir

of two signals

to linear convolution.

b) By augmenting with zeros, circular convolution

and

Because

Page 22: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.22

y3

y2

y1

x0

x2

x3

y0

y2

y1

x0

x2

x3

25D

ORGAN / B.GOLD LECTURE 7

The DFT can Implement Linear Convolution.

Circular

y0 x1

Xk x0W0 x1W

k x2W2k x3W

3k+ + +=

Yk y0W0 y1W

k y2W2k y3W

3k+ + +=

y3 x1XkYk x0y0 x1y3 x2y2 x3y1+ + +=

x0y1 x1y0 x2y3 x3y2+ + + +

Convolution

Page 23: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.23

y1x3

y1x3

25D

ORGAN / B.GOLD LECTURE 7

y0

y3

y2

x0

x1

x2

y0

y3

y2

x0

x1

x2

x0y2 x1y1 x2y0 x3y3+ + + +

x0y3 x1y2 x2y1 x3y0+ + + +

CircularConvolution

Page 24: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.24

0

0

0 0

y0

25D

ORGAN / B.GOLD LECTURE 7

0 0 0 x0

x0y0

x1 x2 x3 0 0

y3 y2 y1 y0 0 0 0

0y3 y2 y1 y00 0 0

y3 y2 y1 y00 0 00

y3 y2 y1 y00 00

0y3 y2 y1 y0000

y3 y2 y1 y0000

y3 y2 y1

x0y1 x1y0+

x0y2 x1y1 x2y4+ +

x3y3

Linear Convolution

Page 25: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.25

ces.rcles Carry the Same

25D

ORGAN / B.GOLD LECTURE 7

Figure 7.10 : Circular Convolution of Two 8 Point SequenOnly y(0), y(2), y(4) and y(7) are shown. All Outer CiSequence as the Upper Left Circle.

Page 26: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.26

th Sequences by DFT.

25D

ORGAN / B.GOLD LECTURE 7

Figure 7.11 : Linear Convolution of Two Finite Leng

Page 27: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.27

25D

ORGAN / B.GOLD LECTURE 7

M

L

Page 28: EE225D Spring,1999 Digital Filters

EE 2 LECTURE ON DIGITAL FILTERS

N.M 7.28

avings of ~ 3:1

12 L, 5=

1+ 18=

60

1

25D

ORGAN / B.GOLD LECTURE 7

DFT of each Row - LM2 Operations

Twiddle the Resulting Matrix - LM Operation

DFT of each Column - ML2 Operation

Total

DFT of

Complete Array

BUT e.g.

s

ML M L 1+ +( )

ML( )2 ML ML( )=

M 1000 L, 20= =

M L 1+ + 1021=

ML 20 000,=

M =

M L+

ML =

savings of ~ 20: