Digital Filter Structures: K N X B K N y A N y
Digital Filter Structures: K N X B K N y A N y
Digital Filter Structures: K N X B K N y A N y
N M
y n ak y n k bk x n k
k 1 k 0
M
v[n] bk x n k
k 0
N
y n ak y n k v[n]
k 1
1 M k
H ( z ) H 2 ( z ) H1 ( z ) ( N
) bk z
1 ak z k k 0
k 1
or equivalently
M k
V ( z ) H1 ( z ) X ( z ) bk z X ( z )
k 0
1
Y ( z ) H 2 ( z )V ( z ) ( N
)V ( z )
1 ak z k
k 1
By changing the order of H1 and H2, onsider the equivalence on t
he z-domain:
H ( z ) H1 ( z ) H 2 ( z )
M 1
where k H 2 ( z) (
H1 ( z ) bk z N
)
k 0 1 ak z k
k 1
Let
1
W ( z) H 2 ( z) X ( z) ( N
) X ( z)
1 ak z k
k 1
Then
M
Y ( z ) H1 ( z )W ( z ) bk z k W ( z )
k 0
N
In the time domain, w[n] ak w[n k ] x[n]
k 1
M
y[ n] bk w[n k ]
k 0
We have the following equivalence for implementation:
We assume M=N
here
Note that the exactly the same signal, w[k], is stored in the two
chains of delay elements in the block diagram. The implementati
on can be further simplified as follows:
Example: 1 2 z 1
H ( z)
1 1.5 z 1 0.9 z 2
1 2 z 1 z 2 (1 z 1 )(1 z 1 )
H ( z) 1 2
1 0.75 z 0.125 z (1 0.5 z 1 )(1 0.25 z 1 )
1 2 z 1 z 2 7 8 z 1
H ( z) 1 2
8
1 0.75 z 0.125 z 1 0.75 z 1 0.125 z 2
another alternation of the same system
1 2 z 1 z 2 18 25
H ( z) 1 2
8 1
1 0.75 z 0.125 z 1 0.5 z 1 0.25 z 1
A non-computable system
Computable systems
Circular Convolution (for DFT)
Time-domain convolution implies frequency domain multiplicati
on. This property is valid for continuous Fourier transform, Four
ier series, and DTFT, but is not exactly true for DFT.
The DFT pair considered hereafter (following Openheim’s boo
k, where the 1/N is put on the inverse-transform side):
N 1
X [k ] x[n]WNkn , k 0,1..., N 1
n 0
N 1
1
x[n]
N
X [ k
k 0
]W kn
N , n 0,1..., N 1
where WN = e j2/N
is a root of the equation WN=1.
Circular Convolution (for DFT)
For DFT, time domain circular convolution implies frequency
domain multiplication, and vice versa.
Consider a periodic sequence. Its DTFT is both periodic
and discrete in frequency. Multiplication in the frequency
domain results in a convolution of the two corresponding
periodic sequences in the time domain. Now let’s consider a
single period of the resulted sequence. Since the two
sequences are both periodic, the convolution appears as
‘folding’ the rear of a sequence to the front one by one, and
superimposing the inner products so obtained, in a single
period.
Convolution of two periodic sequences
Circular convolution (definition)
x3 [n] x1[n] x2 [n] x2 [n] x1[n]
N 1 N 1
x2 [m]x1[((n m)) N ] x2 [m]x1[(n m) mod N ]
m 0 m0
circular convolution
If the DFT of x1[n], x2[n], and x3[n] are X1[k], X2[k], and X3[k],
respectively.
Time domain circular convolution implies frequency domain
multiplication: x [n] x [ n] x [n] X [k ] X [k ] X [ k ]
3 1 2 3 1 2
DFT
Then X [n] Nx[(( k )) N ], 0 k N 1
DFT Properties:
Sampling the DTFT spectrum
We have seen that, for an M-point sequence, if we uniformly
sample M points in its DTFT spectrum within [0, 2], we can
equivalently obtain its DFT.
What happen when we sample N points in the frequency domain
[0, 2], instead of M points? Let the samples be
~
X [k ] X ( z ) z e j ( 2 / N ) k X (e j ( 2 / N ) k ), k 0,..., N 1
when the lengths of x1[n] and x2[n] are L and P, respectively the l
ength of x3[n] is L+P-1.
Thus a useful property is that the circular convolution of two fi
nite-length sequences (with lengths being L and P respectively) is
equivalent to linear convolution of the two N-point (N L+P1) seq
uences obtained by zero padding.
Another useful property is that we can perform circular convolu
tion and see how many points remain the same as those of linear c
onvolution. When P < L and an L-point circular convolution is perfor
med, the first (P1) points are corrupted by circulation, and the r
emaining points from n=p1 to n=L1 (ie. The last LP+1 points) are
not corrupted (ie., the last LP+1 points remain the same as the lin
ear convolution result).
Block convolution (for implementing an FIR filter)
Define
y k [ n] x[ r
r
]W k ( nr )
N u[n r ]
X [ k ] y k [ n] n N
The Goertzel algorithm computes DFT by implementing the above
kn
LTI system. The system function is the z transform of WN u[n]
1
H k ( z)
1 WN k z 1
X [k ] x[
n even
n ]W N
nk
x[
n odd
n ]W nk
N
or, with the substitution of variable n=2r for n even and n=2r+1 fo
r n odd ( N / 2 ) 1 ( N / 2 ) 1
X [k ] x[
r 0
2 r ]W 2 rk
N x[
r 0
2 r 1]W ( 2 r 1) k
N
( N / 2 ) 1 ( N / 2 ) 1
x[
r 0
2 r ](W 2 rk
N ) W k
N x[
r 0
2 r 1](W 2 rk
N)
Since WN2 e 2 j ( 2 / N ) e j 2 /( N / 2 ) WN / 2
N 1 N 1
1
u[m, n]
N
v[ k ,
k 0 l 0
l ]W mk
N W nl
N