FIR and IIR Filter Asdsa

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Feb.

2008 DISP Lab 1


FIR and IIR Filter Design
Techniques
FIR IIR
Speaker: Wen-Fu Wang
Advisor: Jian-Jiun Ding
E-mail: [email protected]
Graduate Institute of Communication Engineering
National Taiwan University, Taipei, Taiwan, ROC
Feb.2008 DISP Lab 2
Outline

Introduction
IIR Filter Design by Impulse
invariance method
IIR Filter Design by Bilinear
transformation method
FIR Filter Design by Window function
technique


Feb.2008 DISP Lab 3
Outline

FIR Filter Design by Frequency
sampling technique
FIR Filter Design by MSE
Conclusions
References
Feb.2008 DISP Lab 4
Introduction
Basic filter classification
We put emphasis on the digital filter
now, and will introduce to the design
method of the FIR filter and IIR filter
respectively.
Filter
Analog Filter
Digital Filter
IIR Filter
FIR Filter
Feb.2008 DISP Lab 5
Introduction
IIR is the infinite impulse response
abbreviation.
Digital filters by the accumulator, the
multiplier, and it constitutes IIR filter
the way, generally may divide into
three kinds, respectively is Direct
form, Cascade form, and Parallel
form.
Feb.2008 DISP Lab 6
Introduction
IIR filter design methods include the
impulse invariance, bilinear
transformation, and step invariance.
We must emphasize at impulse
invariance and bilinear
transformation.

Feb.2008 DISP Lab 7
Introduction
IIR filter design methods
Continuous frequency
band transformation
Impulse
Invariance
method
Bilinear
transformation
method
Step invariance
method
IIR filter
Normalized analog
lowpass filter
Feb.2008 DISP Lab 8
Introduction
The structures of IIR filter
Direct
form 1
Direct form2
b0
b1
b2
b2
b1
b0
-a1
-a2
-a1
-a2
x(n) x(n) Y(n) Y(n)
1
z

1
z

1
z

1
z

1
z

1
z

Feb.2008 DISP Lab 9


Introduction
The structures of IIR filter
Cascade form
x(n) Y(n)
b0
b1
b2
-a1
-a2
-c1
-c2
d1
d2
Parallel form
Y(n) x(n)
b1
b0
d1
d0
E
-c1
-c2
-a1
-a2
1
z

1
z

1
z

1
z

1
z

1
z

1
z

1
z

Feb.2008 DISP Lab 10


Introduction
FIR is the finite impulse response
abbreviation, because its design
construction has not returned to the
part which gives.
Its construction generally uses Direct
form and Cascade form.
Feb.2008 DISP Lab 11
Introduction
FIR filter design methods include the
window function, frequency sampling,
minimize the maximal error, and MSE.
We must emphasize at window function,
frequency sampling, and MSE.
Window function
technique
Frequency
sampling technique
Minimize the
maximal error
FIR filter
Mean square
error
Feb.2008 DISP Lab 12
Introduction
The structures of FIR filter
x(n) x(n)
b1
b2
b3
b4
b0
Y(n) Y(n)
Direct form Cascade form
b1
b2
d1
d2
b0
1
z

1
z

1
z

1
z

1
z

1
z

1
z

1
z

Feb.2008 DISP Lab 13


IIR Filter Design by Impulse
invariance method
The most straightforward of these is
the impulse invariance transformation
Let be the impulse response
corresponding to , and define the
continuous to discrete time
transformation by setting
We sample the continuous time
impulse response to produce the
discrete time filter
( )
c
h t
( )
c
H s
( ) ( )
c
h n h nT =
Feb.2008 DISP Lab 14
IIR Filter Design by Impulse
invariance method
The frequency response is the
Fourier transform of the continuous
time function


and hence

'( ) H e
*
( ) ( ) ( )
c c
n
h t h nT t nT o

=
=

1 2
'( ) ( )
c
k
H H j k
T T
t
e e

=
(
=
(

Feb.2008 DISP Lab 15


IIR Filter Design by Impulse
invariance method
The system function is



It is the many-to-one transformation
from the s plane to the z plane.



1 2
( ) | )
sT
c
z e
k
H z H s jk
T T
t

=
=
(
=
(

Feb.2008 DISP Lab 16


IIR Filter Design by Impulse
invariance method
The impulse invariance
transformation does map the -axis
and the left-half s plane into the unit
circle and its interior, respectively



je
Re(Z)
Im(Z)
1
S domain Z domain
sT
e
je
o
Feb.2008 DISP Lab 17
IIR Filter Design by Impulse
invariance method
is an aliased version of




The stop-band characteristics are
maintained adequately in the discrete time
frequency response only if the aliased tails
of are sufficiently small.

'( ) H e
( )
c
H je
0

e
'( ) H e
/ T t 2 / T t
( )
c
H je
Feb.2008 DISP Lab 18
IIR Filter Design by Impulse
invariance method
The Butterworth and Chebyshev-I
lowpass designs are more appropriate
for impulse invariant transformation
than are the Chebyshev-II and elliptic
designs.
This transformation cannot be applied
directly to highpass and bandstop
designs.

Feb.2008 DISP Lab 19
IIR Filter Design by Impulse
invariance method
is expanded a partial fraction
expansion to produce

We have assumed that there are no
multiple poles

And thus

( )
c
H s
1
( )
N
k
c
k
k
A
H s
s s
=
=

1
( ) ( )
k
N
s t
c k
k
h t A e u t
=
=

1
( ) ( )
k
N
s nT
k
k
h n A e u n
=
=

1
1
( )
1
k
N
k
s T
k
A
H z
e z

=
=

Feb.2008 DISP Lab 20


IIR Filter Design by Impulse
invariance method
Example:

Expanding in a partial fraction
expansion, it produce

The impulse invariant transformation
yields a discrete time design with the
system function


2 2
( )
( )
c
s a
H s
s a b
+
=
+ +
1/ 2 1/ 2
( )
c
H s
s a jb s a jb
= +
+ + +
( ) 1 ( ) 1
1/ 2 1/ 2
( )
1 1
a jb T a jb T
H z
e z e z
+
= +

Feb.2008 DISP Lab 21
IIR Filter Design by Bilinear
transformation method
The most generally useful is the
bilinear transformation.
To avoid aliasing of the frequency
response as encountered with the
impulse invariance transformation.
We need a one-to-one mapping from
the s plane to the z plane.
The problem with the transformation
is many-to-one.
sT
z e =
Feb.2008 DISP Lab 22
IIR Filter Design by Bilinear
transformation method
We could first use a one-to-one
transformation from to , which
compresses the entire s plane into
the strip



Then could be transformed to z by
with no effect from aliasing.
s
' s
Im( ') s
T T
t t
s s
' s
' s T
z e =
o
je
' o
je
/ T t
/ T t
s domain s domain
Feb.2008 DISP Lab 23
IIR Filter Design by Bilinear
transformation method
The transformation from to is
given by

The characteristic of this
transformation is seen most readily
from its effect on the axis.
Substituting and , we
obtain

s
' s
1
2
' tanh ( )
2
sT
s
T

=
je
s je =
' ' s je =
1
2
' tan ( )
2
T
T
e
e

=
Feb.2008 DISP Lab 24
IIR Filter Design by Bilinear
transformation method
The axis is compressed into the
interval for in a one-to-
one method
The relationship between and
is nonlinear, but it is approximately
linear at small .
( , )
T T
t t

' e
e
e
' e
' e e ~
-
e
' e
/ T t
/ T t
Feb.2008 DISP Lab 25
IIR Filter Design by Bilinear
transformation method
The desired transformation to is
now obtained by inverting
to produce
And setting , which yields

1
2
' tanh ( )
2
sT
s
T

=
2 '
tanh( )
2
s T
s
T
=
s z
1
' ( ) ln s z
T
=
2 ln
tanh( )
2
z
s
T
=
1
1
2 1
( )
1
z
T z

=
+
Re(Z)
Im(Z)
1
S domain Z domain
1
2
1
2
T
s
z
T
s
+
=

je
o
Feb.2008 DISP Lab 26
IIR Filter Design by Bilinear
transformation method
The discrete-time filter design is
obtained from the continuous-time
design by means of the bilinear
transformation

Unlike the impulse invariant
transformation, the bilinear
transformation is one-to-one, and
invertible.
1 1
(2/ )(1 )/(1 )
( ) ( ) |
c
s T z z
H z H s

= +
=
Feb.2008 DISP Lab 27
FIR Filter Design by Window
function technique
Simplest FIR the filter design is
window function technique
A supposition ideal frequency
response may express



where

( ) [ ]
j j n
d d
n
H e h n e
e e

=
=

1
[ ] ( )
2
j j n
d d
h n H e e d
t
e e
t
e
t

=
}
Feb.2008 DISP Lab 28
FIR Filter Design by Window
function technique
To get this kind of systematic causal
FIR to be approximate, the most
direct method intercepts its ideal
impulse response!
[ ] [ ] [ ]
d
h n w n h n =
( ) ( ) ( )
d
H W H e e e = -
Feb.2008 DISP Lab 29
FIR Filter Design by Window
function technique
Truncation of the Fourier series
produces the familiar Gibbs
phenomenon
It will be manifested in ,
especially if is discontinuous.
( ) H e
( )
d
H e
Feb.2008 DISP Lab 30
FIR Filter Design by Window
function technique
1.Rectangular window


2.Triangular window (Bartett window)
1, 0
[ ]
0,
n M
w n
otherwise
s s

2
, 0
2
2
[ ] 2 ,
2
0,
n M
n
M
n M
w n n M
M
otherwise

s s

= < s

Feb.2008 DISP Lab 31


FIR Filter Design by Window
function technique
1.Rectangular window
2.Triangular window (Bartett window)


0 10 20 30 40 50 60
0
0.5
1
sequence (n)
T
(
n
)
Rectangular window
0 10 20 30 40 50 60
0
0.5
1
sequence (n)
T
(
n
)
Bartlett window
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-100
-50
0
50
100
pi units
F
r
e
q
u
e
n
c
y

r
e
s
p
o
n
s
e

T
(
j
w
)
(
d
B
)
Rectangular window
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-100
-50
0
50
100
pi units
F
r
e
q
u
e
n
c
y

r
e
s
p
o
n
s
e

T
(
j
w
)
(
d
B
)
Bartlett window
Feb.2008 DISP Lab 32
FIR Filter Design by Window
function technique
3.HANN window


4.Hamming window

1 2
1 cos , 0
[ ] 2
0,
n
n M
w n M
otherwise
t
(
s s

(
=

2
0.54 0.46cos , 0
[ ]
0,
n
n M
w n
M
otherwise
t

s s

Feb.2008 DISP Lab 33


0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-100
-50
0
50
100
pi units
F
r
e
q
u
e
n
c
y

r
e
s
p
o
n
s
e

T
(
j
w
)
(
d
B
)
Hanning window
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-100
-50
0
50
100
pi units
F
r
e
q
u
e
n
c
y

r
e
s
p
o
n
s
e

T
(
j
w
)
(
d
B
)
Hamming window
0 10 20 30 40 50 60
0
0.5
1
sequence (n)
T
(
n
)
Hanning window
0 10 20 30 40 50 60
0
0.5
1
sequence (n)
T
(
n
)
Hamming window
FIR Filter Design by Window
function technique
3.HANN window
4.Hamming window


Feb.2008 DISP Lab 34
FIR Filter Design by Window
function technique
5.Kaisers window


6.Blackman window

2
0
0
2
[ 1 (1 ) ]
[ ] , 0,1,...,
[ ]
n
I
M
w n n M
I
|
|

= =
2 4
0.42 0.5cos 0.08cos , 0
[ ]
0,
n n
n M
w n
M M
otherwise
t t

+ s s

Feb.2008 DISP Lab 35


0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-100
-50
0
50
100
pi units
F
r
e
q
u
e
n
c
y

r
e
s
p
o
n
s
e

T
(
j
w
)
(
d
B
)
Blackman window
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-150
-100
-50
0
50
100
pi units
F
r
e
q
u
e
n
c
y

r
e
s
p
o
n
s
e

T
(
j
w
)
(
d
B
)
Kaiser window
5.Kaisers window
6.Blackman window


0 10 20 30 40 50 60
0
0.5
1
sequence (n)
T
(
n
)
Blackman window
0 10 20 30 40 50 60
0
0.5
1
sequence (n)
T
(
n
)
Kaiser window
FIR Filter Design by Window
function technique
Feb.2008 DISP Lab 36
FIR Filter Design by Window
function technique




( / )
s
M e
Window Peak sidelobe level
(dB)
Transition
bandwidth
Max. stopband
ripple(dB)
Rectangular -13 0.9 -21
Hann -31 3.1 -44
Hamming -41 3.3 -53
Blackman -57 5.5 -74
Feb.2008 DISP Lab 37
FIR Filter Design by Frequency
sampling technique
For arbitrary, non-classical
specifications of , the calculation
of ,n=0,1,,M, via an appropriate
approximation can be a substantial
computation task.
It may be preferable to employ a
design technique that utilizes
specified values of directly,
without the necessity of determining
' ( )
d
H e
( )
d
h n
' ( )
d
H e
( )
d
h n
Feb.2008 DISP Lab 38
FIR Filter Design by Frequency
sampling technique
We wish to derive a linear phase IIR
filter with real nonzero . The
impulse response must be symmetric


where are real and denotes
the integer part
( ) h n
[ / 2]
0
1
2 ( 1/ 2)
( ) 2 cos( )
1
M
k
k
k n
h n A A
M
t
=
+
= +
+

k
A [ / 2] M
0,1,..., n M =
Feb.2008 DISP Lab 39
FIR Filter Design by Frequency
sampling technique
It can be rewritten as


where and
Therefore, it may write


where
1
/ 2 /
0
/ 2
( )
N
j k N j kn N
k
k
k N
h n A e e
t t

=
=
=
0,1,..., 1 n N =
1 N M = +
k N k
A A

=
/ 2 /
( )
j k N j kn N
k k
h n A e e
t t
=
1
0
/ 2
( ) ( )
N
k
k
k N
h n h n

=
=
=

0,1,..., 1 n N =
Feb.2008 DISP Lab 40
FIR Filter Design by Frequency
sampling technique
with corresponding transform


where

Hence
which has a linear phase
1
0
/ 2
( ) ( )
N
k
k
k N
H z H z

=
=
=

/
2 / 1
(1 )
( )
1
j k N N
k
k
j k N
A e z
H z
e z
t
t

' ( 1)/ 2
sin / 2
( )
sin[( / / 2)]
j T N
k k
TN
H A e
k N T
e
e
e
t e

=

Feb.2008 DISP Lab 41


FIR Filter Design by Frequency
sampling technique
The magnitude response


which has a maximum value
at where

'
sin / 2
( )
sin[( / / 2)]
k k
TN
H A
k N T
e
e
t e
=

k
N A
/
k s
k N e e = 2 /
s
T e t =
Feb.2008 DISP Lab 42
FIR Filter Design by Frequency
sampling technique
The only nonzero contribution to
at is from , and hence
that
Therefore, by specifying the DFT
samples of the desired magnitude
response at the frequencies ,
and setting
'( ) H e
k
e e =
'
( )
k
H e
'( )
k k
H N A e =
'
( )
d
H e
k
e
'
( ) /
k d k
A H N e =
Feb.2008 DISP Lab 43
FIR Filter Design by Frequency
sampling technique
We produce a filter design from
equation (5.1) for which


The desired and actual magnitude
responses are equal at the N
frequencies
'
'( ) ( )
k d k
H H e e =
k
e
Feb.2008 DISP Lab 44
FIR Filter Design by Frequency
sampling technique
In between these frequencies, is
interpolated as the sum of the
responses , and its magnitude
does not, equal that of

'( ) H e
'
( )
k
H e
'
( )
d
H e
Feb.2008 DISP Lab 45
FIR Filter Design by Frequency
sampling technique
Example: For an ideal lowpass filter


from , we would
choose

The frequency samples are
indeed equal to the desired
'
1, 0,1,...,
( )
0, 1,...,[ / 2]
d k
k P
H
k P M
e
=

=

= +

'
( ) /
k d k
A H N e =
( 1) / ( 1), 0,1,...,
0, 1,...,[ / 2]
k
k
M k P
A
k P M

+ =
=

= +

'
( )
k
H e
'
( )
d k
H e
Feb.2008 DISP Lab 46
FIR Filter Design by Frequency
sampling technique
The response is very similar to the
result form using the rectangular
window, and the stopband is similarly
disappointing.
We can try to search for the optimum
value of the transition sample would
quickly lead us to a value of
approximately ,
k p =
0.38( 1) /( 1)
p
p
A M = +
Feb.2008 DISP Lab 47
FIR Filter Design by MSE
: The spectrum of the filter we
obtain
: The spectrum of the desired
filter



MSE=

( ) H f
( )
d
H f
( ) ( )
}

2 /
2 /
2
1
s
s
f
f
d s
df f H f H f
0 0.1 0.2 0.3 0.4 0.5
-0.5
0
0.5
1
1.5
Feb.2008 DISP Lab 48
FIR Filter Design by MSE
Larger MSE, but smaller maximal
error


Smaller MSE, but larger maximal
error
0 0.1 0.2 0.3 0.4
-0.5
0
0.5
1
1.5
0 0.1 0.2 0.3 0.4
-0.5
0
0.5
H(F)
H(F) - H (F)
d
0 0.1 0.2 0.3 0.4
-0.5
0
0.5
1
1.5
0 0.1 0.2 0.3 0.4
-0.5
0
0.5
H(F)
H(F) - H (F)
d
Feb.2008 DISP Lab 49
FIR Filter Design by MSE
1.



( ) ( ) ( ) ( )
} }

= =
2 / 1
2 / 1
2
2 /
2 /
2
1
dF F H F R df f H f R f MSE
d
f
f
d s
s
s
( ) ( ) dF F H F n n s
d
k
n
}

=
=
2 / 1
2 / 1
2
0
| | 2 cos ] [ t
( ) ( ) ( ) ( ) dF F H F n n s F H F n n s
d
k
n
d
k
n
}

= =
|
|
.
|

\
|

|
|
.
|

\
|
=
2 / 1
2 / 1
0 0
2 cos ] [ 2 cos ] [ t t
( ) ( )
1/ 2
1/ 2
0 0
[ ]cos 2 [ ]cos 2
k k
n
s n n F s F dF
t
t t t t

= =
=

}
( ) ( ) ( )
1/ 2 1/ 2
2
1/ 2 1/ 2
0
2 [ ]cos 2
k
d d
n
s n n F H F dF H F dF t

=
+

} }
Feb.2008 DISP Lab 50
FIR Filter Design by MSE
2. when n = t,

when n = t, n = 0,

when n = t, n = 0,

3. The formula can be repressed as:



( ) ( ) 0 2 cos 2 cos
2 / 1
2 / 1
=
}

dF F F n t t t
( ) ( ) 2 / 1 2 cos 2 cos
2 / 1
2 / 1
=
}

dF F F n t t t
( ) ( ) 1 2 cos 2 cos
2 / 1
2 / 1
=
}

dF F F n t t t
( ) ( ) ( )dF F H dF F H F n n s n s s MSE
d d
k
n
k
n
} }


= =
+ + =
2 / 1
2 / 1
2
2 / 1
2 / 1
0 1
2 2
2 cos ] [ 2 2 / ] [ ] 0 [ t
Feb.2008 DISP Lab 51
FIR Filter Design by MSE
4. Doing the partial differentiation:


5. Minimize MSE: for all ns



( )
}

=
c
c 2 / 1
2 / 1
2 ] 0 [ 2
] 0 [
dF F H s
s
MSE
d
( ) ( )
}

=
c
c 2 / 1
2 / 1
2 cos 2 ] [
] [
dF F H F n n s
n s
MSE
d
t
0
] [
=
c
c
n s
MSE
( )
}

=
2 / 1
2 / 1
] 0 [ dF F H s
d
( ) ( )
}

=
2 / 1
2 / 1
2 cos 2 ] [ dF F H F n n s
d
t
[ ] [0]
[ ] [ ] / 2 for n=1,2,...,k
[ ] [ ] / 2 for n=1,2,...,k
[ ] 0 for n<0 and n N
h k s
h k n s n
h k n s n
h n
=
+ =
=
= >
Feb.2008 DISP Lab 52
Conclusions
FIR advantage:
1. Finite impulse response
2. It is easy to optimalize
3. Linear phase
4. Stable
FIR disadvantage:
1. It is hard to implementation than IIR

Feb.2008 DISP Lab 53
Conclusions
IIR advantage:
1. It is easy to design
2. It is easy to implementation
IIR disadvantage:
1. Infinite impulse response
2. It is hard to optimalize than FIR
3. Non-stable

Feb.2008 DISP Lab 54
References
[1]B. Jackson, Digital Filters and Signal
Processing, Kluwer Academic Publishers 1986
[2]Dr. DePiero, Filter Design by Frequency
Sampling, CalPoly State University
[3]W.James MacLean, FIR Filter Design
Using Frequency Sampling
[4],,2005
[5]Maurice G.Bellanger, Adaptive Digital
Filters second edition, Marcel dekker 2001
Feb.2008 DISP Lab 55
References
[6] Lawrence R. Rabiner, Linear Program
Design of Finite Impulse Response Digital
Filters, IEEE 1972
[7] Terrence J mc Creary, On Frequency
Sampling Digital Filters, IEEE 1972

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