DSP: IIR Filter Design via Bilinear Transform

Digital Signal Processing

IIR Filter Design via Bilinear Transform

D. Richard Brown III

D. Richard Brown III 1 / 12

 DSP: IIR Filter Design via Bilinear Transform

Basic Procedure
We assume here that we’ve already decided to use an IIR filter.
The basic procedure for IIR filter design via bilinear transform is:
1. Determine the CT filter class:
1.1 Butterworth
1.2 Chebychev Type I or Type II
1.3 Elliptic
1.4 ...
2. Transform the DT filter specifications to CT (sampling period Td is
arbitrary) including prewarping the band edge frequencies
3. Design CT filter based on the magnitude squared response |Hc (jΩ)|2
I Determine filter order
I Determine cutoff frequency
4. Determine Hc (s) corresponding to a stable causal filter
5. Convert to DT filter H(z) via bilinear transform such that
2 1 − z −1
  
H(z) = Hc
Td 1 + z −1
D. Richard Brown III 2 / 12
 DSP: IIR Filter Design via Bilinear Transform

Bilinear Transform
Idea: Given a causal stable LTI CT filter Hc (s), we simply substitute

2 1 − z −1
 
s=
Td 1 + z −1
to get H(z).
This substitution is based on converting Hc (s) to a differential equation,
performing trapezoidal numerical integration with step size Td to get a difference
equation, and then converting the difference equation to a transfer function H(z).

Remarks:
I Direct method to go from Hc (s) to H(z) that always works without going
through the time-domain.
I This is a one-to-one mapping between points in the s-plane and z-plane.
I Points in the left-half (right-half) s-plane are mapped to points inside
(outside) the unit circle on the z-plane.
I There is no aliasing even if Hc (s) is not bandlimited.
D. Richard Brown III 3 / 12
 DSP: IIR Filter Design via Bilinear Transform

Bilinear Transform: Simple Example

1
Suppose you are given a causal LTI CT system with Hc (s) = s−a . We can
compute H(z) straightforwardly with a little algebra:
H(z) = Hc (s)|s= 2

1−z −1

Td 1+z −1

1
=  
2 1−z −1
Td 1+z −1 −a
Td (1 + z −1 )
= −1
2(1 − z ) − aTd (1 + z −1 )
Td (1 + z −1 )
=
(2 − aTd ) − (2 + aTd )z −1
β(1 + z −1 )
= (bilinar transform)
1 − αz −1
This is quite different than the H(z) we computed via impulse invariance:
1
H(z) = (impulse invariance)
1− eaTd z −1
D. Richard Brown III 4 / 12
 DSP: IIR Filter Design via Bilinear Transform

Bilinear Transform: Frequency Response

Given a causal stable LTI CT filter Hc (s), we can compute H(z) with via the
bilinear transform. What is the relationship between Hc (jΩ) and H(ejω )?
Recall that Hc (jΩ) = Hc (s)|s=jΩ and H(ejω ) = H(z)|z=ejω . Substituting these
into the bilinear transform formula, we get

2 1 − e−jω
 
jΩ =
Td 1 + e−jω
2 ejω/2 − e−jω/2
 
=
Td ejω/2 + e−jω/2
1
− e−jω/2 )
jω/2
!
2j 2j (e
= 1 jω/2
Td 2 (e + e−jω/2 )
2j
= tan(ω/2)
Td

Hence Ω = T2d tan(ω/2) or ω = 2 tan−1 (ΩTd /2). This nonlinear relationship is

called “frequency warping”.
D. Richard Brown III 5 / 12
 DSP: IIR Filter Design via Bilinear Transform

Bilinear Transform: Frequency Warping

1

0.8

0.6

0.4

0.2
ω (times π)

−0.2

−0.4

−0.6

−0.8

−1
−4 −3 −2 −1 0 1 2 3 4
ΩT (times π)

D. Richard Brown III 6 / 12

 DSP: IIR Filter Design via Bilinear Transform

Bilinear Transform: Consequences of Frequency Warping

The good news is that we don’t

have to worry about aliasing.
The “bad” news is that we have
to account for frequency warping
when we start from a
discrete-time filter specification.
2
Ωp = tan(ωp /2)
Td
2
Ωs = tan(ωs /2)
Td

D. Richard Brown III 7 / 12

 DSP: IIR Filter Design via Bilinear Transform

Bilinear Transform Lowpass Butterworth Filter Design Ex.

We start with the desired specifications of the DT filter. Suppose ωp = 0.2π,
ωs = 0.3π, 1 − δ1 = 0.89125, and δ2 = 0.17783.

Our first step is to convert the DT filter specs to CT filter specs via the pre-warping
equations. Setting Td = 1, we can compute
2
Ωp = tan(0.2π/2) = 0.6498
Td
2
Ωs = tan(0.3π/2) = 1.0191
Td
Assuming a Butterworth design, the squared magnitude response given by
1
|Hc (jΩ)|2 =  2N (1)
jΩ
1 + jΩ c

We can substitute our specs directly into (1) to write

 2N  2
0.6498 1
1+ ≤
Ωc 0.89125
 2N  2
1.0191 1
1+ ≥
Ωc 0.17783
D. Richard Brown III 8 / 12
 DSP: IIR Filter Design via Bilinear Transform

Determine the N and Ωc

We can take the previous inequalities and write them as equalities as

0.6498 2N
   2
1
1+ =
Ωc 0.89125
 2N  2
1.0191 1
1+ =
Ωc 0.17783
We have two equations and two unknowns. Solving for N , we get
N = 5.305. Note that N must be an integer, so we can choose N = 6.

We now can decide whether to pick Ωc to match the passband spec (and
exceed the stopband spec) or match the stopband spec (and exceed the
passband spec). Since we don’t need to worry about aliasing when using
bilinear transforms, we often choose the latter.

Plugging N = 6 into the second equality and solving for Ωc yields

Ωc = 0.766.
D. Richard Brown III 9 / 12
 DSP: IIR Filter Design via Bilinear Transform

Bilinear Transform Lowpass Butterworth Filter Design Ex.

The remaining steps in deriving Hc (s) are identical to those we saw when
looking at impulse invariant filter design. By choosing the poles of
Hc (s)Hc (−s) in the left half plane, we have
0.20238
Hc (s) =
(s2 + 0.3966s + 0.5871)(s2 + 1.0836s + 0.5871)(s2 + 1.4802s + 0.5871)

We then substitute
1 − z −1
 
2
s=
Td 1 + z −1
to get the final result
0.0007378(1 + z −1 )6
H(z) =
(1−1.2686z −1 +0.7051z −2 )(1−1.0106z −1 +0.3583z −2 )(1−0.9044z −1 +0.2155z −2 )

which can be implemented in any of the usual realization structures

(direct, cascade, parallel, ...).

D. Richard Brown III 10 / 12

 DSP: IIR Filter Design via Bilinear Transform

Bilinear Transform Lowpass Butterworth Filter Design Ex.

10
CT Butterworth LPF
DT Butterworth LPF via bilinear transform
0

−10

−20
magnitude response

−30

−40

−50

−60

−70

−80
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
normalized frequency (times π)

D. Richard Brown III 11 / 12

 DSP: IIR Filter Design via Bilinear Transform

Bilinear Transform Lowpass Butterworth Filter Design Ex.

2 CT Butterworth LPF
DT Butterworth LPF via bilinear transform
0

−2

−4
magnitude response

−6

−8

−10

−12

−14

−16

−18
0.14 0.16 0.18 0.2 0.22 0.24 0.26 0.28 0.3 0.32 0.34
normalized frequency (times π)

D. Richard Brown III 12 / 12