7-1 iir filter design by impulse invariance

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7-1 IIR Filter design by Impulse Invariance

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Page 1: 7-1 IIR Filter design by Impulse Invariance

7-1 IIR Filter design by Impulse Invariance

Page 2: 7-1 IIR Filter design by Impulse Invariance

Filter

Page 3: 7-1 IIR Filter design by Impulse Invariance

Digital Filter

Page 4: 7-1 IIR Filter design by Impulse Invariance
Page 5: 7-1 IIR Filter design by Impulse Invariance

What are filters…

Filters are a class of LTI systems.

An ideal Frequency-Selective Filter is a system that passes certain frequency components and totally rejects all others.

In a broader context, any system that modifies certain frequencies relative to others is also called a filter.

Page 6: 7-1 IIR Filter design by Impulse Invariance
Page 7: 7-1 IIR Filter design by Impulse Invariance

Basic system for discrete-time filtering of continuous-time signals

C/D)(txc ][nx

T

Discrete-time system D/C][ny

T

)(tyc

)( jeH

Filtering

./,0

,/),()(

T

TeHjH

Tj

eff

T ),()(T

jHeHeff

j

Page 8: 7-1 IIR Filter design by Impulse Invariance

Design of filters…

The design of filters involve the following stages:

1) the of the desired properties of the system;

2) the of the specifications using a causal discrete-time system;

3)

Page 9: 7-1 IIR Filter design by Impulse Invariance

E.g. 1 discrete-time ideal low-pass filter

otherwise

eHcj

,0

,1)(

n

nnh c

sin][

Page 10: 7-1 IIR Filter design by Impulse Invariance

E.g. 2 Determining specifications for a discrete-time filter

C/D)(txc ][nx

T

Discrete-time system D/C][ny

T

)(tyc

)( jeH

Filtering

Consider a discrete-time filter that is to be used to lowpass filter a continuous-time signal using the considerations given above. The overall system should have the following properties when the sampling rate is :sT 410

* The gain should be within of unity in the frequency band

01.0)2000(20

* The gain should be no greater than 0.001 in the frequency band )3000(2

Page 11: 7-1 IIR Filter design by Impulse Invariance

passband transition stopband

)3000(2),2000(2,001.0,01.021

sp

Ideal passband gain: 1 (0dB)

Max passband gain: 1.01 (0.086dB)

Max stopband gain: 0.001 (-60dB)

Page 12: 7-1 IIR Filter design by Impulse Invariance

passband transition stopband

a realizable system

Page 13: 7-1 IIR Filter design by Impulse Invariance

Design of IIR and FIR filters

IIR filter design by Impulse Invariance

Bilinear Transformation

……

FIR filter design using Windows

Frequency-Sampling ……

Page 14: 7-1 IIR Filter design by Impulse Invariance

Design of Discrete-time IIR filters from continuous-time filters

The traditional approach to the design of discrete-time IIR filters involves the transformation of a continuous-time filter into a discrete-time filter meeting the prescribed specifications.

Design of discrete-time IIR filters starts from a set of discrete-timespecifications.

Given the discrete-time specifications, a discrete-time filter is obtained by transforming a prototype continuous-time filter and of course transforming the specifications to the continuous-time domain.

][)( nhzH )()( thsHcc

Page 15: 7-1 IIR Filter design by Impulse Invariance

In such transformations, it is required that the essential properties of the continuous-time frequency response be preserved in the frequency response of the resulting discrete-time filter.

1) the imaginary axis of the s-plane should be mapped onto the unit circle of the z-plane

2) A stable continuous-time filter should be transformed to a stable discrete-time filter.

][)( nhzH )()( thsHcc

inside

Where should the poles be located in the z-plane for a causal and stable LTI system

Page 16: 7-1 IIR Filter design by Impulse Invariance

IIR Filter Design by Impulse Invariance Impulse Invariance

C/D)(txc ][nx

T

Discrete-time system D/C][ny

T

)(tyc

)( jeH

)( jHc

When is bandlimited, can be obtained by)( jeH)( jHc

),()(T

jHeHc

j

T should be chosen such that

TjH

c

,0)(

Page 17: 7-1 IIR Filter design by Impulse Invariance

Impulse Invariance

)(][ nTThnhc

The relationship between the discrete-time system and the continuous-time system can be specified by:

C/D)(txc ][nx

T

Discrete-time system D/C][ny

T

)(tyc

)( jeH

)( jHc

That is, the impulse response of the discrete-time system is a scaled, sampled version of )(th

c

When the above equation holds for a discrete-time system, it is said to be an impulse-invariant version of the continuous system

Page 18: 7-1 IIR Filter design by Impulse Invariance

Impulse Invariance Proof:

C/D)(txc ][nx

T

Discrete-time system D/C][ny

T

)(tyc

)( jeH)( jH

c

)(][ nThnhc

k

c

j

T

k

TjH

TeH

21)(

TjH

TeH

c

j 1)(

)(][ nTThnhc

TjHeH

c

j )(

TjH

c

,0)(

Page 19: 7-1 IIR Filter design by Impulse Invariance

IIR Filter Design by Impulse Invariance In the impulse invariance design procedure for transforming

continuous-time filter is chosen proportional to equally spaced samples of the impulse response of the continuous-time filter, as:

Then the discrete-time filter can result from the sampling of the impulse response of the continuous-time filter.

While as sampling , it is usually carried out by performing transformation on the system function.

)(][dcd

nThTnh

Page 20: 7-1 IIR Filter design by Impulse Invariance

Steps:1) the discrete-time filter specifications to continuous-time filter

:

2) Obtain a continuous-time filter according to the specifications;

3) The system function of the continuous-time filter is transformed to z-plane.

)(][dcd

nThTnh

d

c

j

TjHeH )(

dT/

)()( zHsHc

Page 21: 7-1 IIR Filter design by Impulse Invariance

N

k k

k

css

AsH

1

)(

.0,0

,0,)( 1

t

teAth

N

k

ts

k

c

k

N

k

nTs

kddcdnueATnThTnh dk

1

][)(][

N

k

nTs

kdnueAT dk

1

][)(

N

kTs

kd

ze

ATzH

dk

111

)(

Assume all poles are single order

Page 22: 7-1 IIR Filter design by Impulse Invariance

N

k k

k

css

AsH

1

)(

N

kTs

kd

ze

ATzH

dk

111

)(

A pole at in the s-plane transforms to a pole at in the z-plane;

the coefficients in the partial fraction expansions of and are equal, except for the scaling multiplier

If the continuous-time filter is stable, corresponding to the real part of being less than zero, then the magnitude of will be less than unity, so that the corresponding pole in the discrete-time filter is inside the unit circle. Therefore the causal discrete-time filter is also stable.

The zeros may not be mapped in the same way.

ks

dkTsez

)(sH

)(zH

dkTse

kss

Page 23: 7-1 IIR Filter design by Impulse Invariance

sTe Periodic

TT /~/:

~:

What will happen when is not limited to the range of

?/T

Page 24: 7-1 IIR Filter design by Impulse Invariance

k

c

j

T

k

TjH

TeH

21)(

Need the continuous-time filter approaching zero at the high frequencies to ignore the aliasing.

Page 25: 7-1 IIR Filter design by Impulse Invariance

Typical frequency-selective continuous-time filters for transformations include:

Butterworth filter

Chebyshev filter

Elliptic filter

Page 26: 7-1 IIR Filter design by Impulse Invariance

Butterworth lowpass filter

Butterworth lowpass filter is defined by the property that the magnitude response is maximally flat in the passband.

And the magnitude response is monotonic both in the passbandand the stopband.

N

cjj

jH2

2

)/(1

1)(

Page 27: 7-1 IIR Filter design by Impulse Invariance

N

c

jH2

2

)/(1

1)(

2)( jH

c

As N increases, the filter becomes sharper: remain close to unity over more of the passband and become close to zero more rapidly in the stopband.

The magnitude-squared function at the cutoff frequency will always be equal to ½.

c

Page 28: 7-1 IIR Filter design by Impulse Invariance

Chebyshev filtersA more efficient filter distributes the accuracy of the approximation uniformly over the passband or the stopband (or both) -> equiripple behavior rather than a monotonic behavior. (lower order)

The class of Chebyshev filters has the property that the magnitude of the frequency response is either equirippple in the passband and monotonic in the stopband ( ), or monotonic in the passband and equirippple in the stopband (

)

Page 29: 7-1 IIR Filter design by Impulse Invariance

Type I Chebyshev filter)/(1

1)(

22

2

cNV

jH

N-th order Chebyshev polynomial

Page 30: 7-1 IIR Filter design by Impulse Invariance

Type II Chebyshev filter 122

2

)/(1

1)(

cNV

jH

Page 31: 7-1 IIR Filter design by Impulse Invariance

Elliptic filtersEquiripple in the passband and the stopband: it is the best that can be achieved for a given filter order N, resulting in a transition band as small as possible.

)(1

1)(

22

2

NU

jH

Page 32: 7-1 IIR Filter design by Impulse Invariance
Page 33: 7-1 IIR Filter design by Impulse Invariance

E.g. 3 Impulse Invariance with a Butterworth Filter

* Design a lowpass discrete-time filter by applying impulse invariance to an appropriate filter. The specifications for the discrete-time filter are

.3.0,17783.0)(

,2.00,1)(89125.0

j

j

eH

eH

What do these inequations mean?

Page 34: 7-1 IIR Filter design by Impulse Invariance

E.g. 4 Impulse Invariance with a Butterworth Filter

.3.0,17783.0)(

,2.00,1)(89125.0

j

j

eH

eHDiscrete-time specifications

.3.0,17783.0)(

,2.00,1)(89125.0

jH

jH

c

cContinuous-time specifications

1d

T

monotonic

17783.0)3.0(,)2.0(89125.0 jHjHc

Page 35: 7-1 IIR Filter design by Impulse Invariance

N

c

jH2

2

)/(1

1)(

22

89125.0

12.01

N

c

22

17783.0

13.01

N

c

70474.0

8858.5

c

N

7032.0

6

c

N

By rounding, the specifications cannot be exactly met.

17783.0)3.0(,)2.0(89125.0 jHjHc

Page 36: 7-1 IIR Filter design by Impulse Invariance

The poles of the magnitude-squared function always occur in pairs.

N

cjs

sHsH2)/(1

1)()(

),182.0(679.0:3

),497.0(497.0:2

),679.0(182.0:1

jpairPole

jpairPole

jpairPole

Page 37: 7-1 IIR Filter design by Impulse Invariance

The poles of the magnitude-squared function always occur in pairs.

N

cjs

sHsH2)/(1

1)()(

)4945.03585.1)(4945.09945.0)(4945.03640.0(

12093.0)(

222

sssssssH

c

N

kTs

kd

ze

ATzH

dk

111

)(

Page 38: 7-1 IIR Filter design by Impulse Invariance

N

kTs

kd

ze

ATzH

dk

111

)(

21

1

21

1

21

1

2570.09972.01

6303.08557.1

3699.00691.11

1455.11428.2

6949.02971.11

4466.02871.0)(

zz

z

zz

z

zz

zzH

N

k k

k

css

AsH

1

)(

Page 39: 7-1 IIR Filter design by Impulse Invariance
Page 40: 7-1 IIR Filter design by Impulse Invariance

Summary for Filter design based on Impulse Invariance

is to choose an impulse response for the discrete-time filter that is similar in some sense to the impulse response of the continuous-time filter.

If the continuous-time filter is bandlimited, then the discrete-time filter frequency response will closely approximate the continuous-time filter frequency response.

In the impulse invariance design, the relationship between continuous-time and discrete-time frequency is linear. Except for aliasing, the shape of frequency response can be well preserved.

This kind of methods are suitable for bandlimited filters, e.g. low-pass filters, but not so appropriate for highpass or bandstop filters.

Page 41: 7-1 IIR Filter design by Impulse Invariance

Assignment

Preparation for the next lecture:

Filter design by bilinear transformation

Solve the following problems:

7.1 (a)