TERM PAPER

ON
QUANTIZATION EFFECT IN
DIGITAL FILTERS

SUB:- ANALOG COMMUNICATION

SYSTEM

SUBMITTED TO:
SUBMITTED BY:

Mr.RAHUL SHARMA
RAVI RAJ

Roll.
No. B57
Regd. No 10810483

Section:-E6802

I would like to thank all those who encouraged me to do this project. I thanks to
Mr.RAHUL SHARMA who helped me a lot in editing the contents of this report
by making necessary conditions. I am also extremely thankful to my friends in
providing me with the latest knowledge regarding the report their immense help
and suggestions for improving the contents of the report are highly appreciable. I
also thanks to my parents and brother for their patience and support extended to me
all times.

I also gratefully acknowledge the valuable contribution of many academics for the
editing and finalization of this report. The contribution of the publication
department in bringing out this report is also duly acknowledged.

RAVI RAJ
QUANTIZATION EFFECT IN DIGITAL FILTERS
Abstract-A classification is given of the
various possible nonlinear effects that can
occur in recursive digital filters due to
signal quantization and adder overflow.
The effects include limit cycles, overflow
oscillations, and quantization noise. A
review is given of recent literature on this
subject. Alternative methods of avoiding
some of these nonlinear phenomena are
discussed.
INTRODUCTION
THE GROWTH of interest in the digital
processing of signals in the past few years
has led to an extensive study of the
properties of digital filters, the basic
elements of almost every digital signal
processing system. Many of the papers that
have recently appeared as a result of these
studies deal with the effects of the finite
word length available for the representation
of the signals in digital filters. Because of
this finite word length almost every digital
filter is nonlinear, and for this reason the
output of the digital filter deviates from
what is actually desired.
The finite word length is a consequence of
the encoding of the signals in a particular
format (mostly binary) and of the fact that
the signals must be stored in registers,
which, of course, have a finite length. In
itself this finite word length does not
necessarily cause undesired effects in the
filter. In every filter, however, arithmetical
operations take place, such as additions and
multiplications. Irrespective of the encoding
of the signals (often referred to as
arithmetic, e.g., fixed- or floating-point
arithmetic), multiplications and additions
generally lead to an increase in the word
length required for the result of the
operation.’ As long as the number of
operations performed on a signal remains
finite, the increasing word length can be
accommodated by using larger registers for
storing the outcomes of the arithmetical
operations than for the origin+ signals. In
that case, however, very long registers may
be needed and for that reason it is common
practice to reduce the word length.. In a non
recursive digital filter the effects of such a
word length reduction will be an additive
error signal at the output, very similar to the
quantization error that is made in an
analog-to-digital converter. In a recursive
digital filter the situation is much more
complicated. First in every closed loop in
Such a filter a word length reduction is
Necessary to prevent the signals from
acquiring an ever increasing word length.
The errors introduced by the nonlinear
operation corresponding to this word length
reduction may propagate in the loop,
resulting in a number of undesired effects .
Secondly, these filters are often used
because they enable the realization of a
high-Q. A consequence of these high-Q
values is that large gains in signal
amplitudes are obtained. Scaling the signals
such that no signal can ever become larger
in magnitude than the largest possible
number that can be represented by the
available number of bits (given some
arithmetic) will in general lead to an
impractically large number of bits for these
signals in view of the desired dynamic
range. This means that in most filters
overflow may occur.’ If an overflow occurs
(which means that a signal becomes larger
than the maximum represent able number:
the overflow level), then the most significant
bits must be altered in order to produce a
word that can again be stored in a register.
Effects of signal quantization and of
overflow in recursive digital filters, such as
quantization noise, limit cycles, and
overflow oscillations, have been known for
a long time. Since the early work of Gold
and Rader, Kaiser, Jackson , and Ebert et al.
in which these effects were mentioned for
the first time, a large number of papers have
appeared dealing with this subject. Methods
have been reported for the analysis of these
Effects, and measures for suppressing the
unwanted phenomena have been described,
especially for second-order digital filter
sections and for wave digital filter.
Unfortunately these results are scattered
throughout the literature and a general
survey is not available. It is important,
however, that the designer of a digital filter
be aware of all unwanted effects that may
occur in the filter to be implemented.
Moreover, he should have available a
number of solutions to control the effects
that are most disturbing in his specific
application.
The aims of this paper are the following.
First, a classification is given of the various
effects that can be caused by a word length
reduction required in recursive digital filters.
Secondly, a survey is presented of the
existing literature describing the various
results reported on this subject. We have
tried to do this in such a way that someone
who is interested in a specific problem or
result can find a subset of papers that may
suffice to give him a proper understanding
of the subject.
Thirdly, a number of results. concerning
finite word length effects is reviewed. These
results mainly concern. wave digital filters
and second-order digital filters. Since higher
order digital filters can be constructed as a
cascade or a parallel configuration of
second-order sections, some of these results
can immediately be applied to such higher
order filters too.
TYPES OF WORDLENGTH
REDUCTION
Reduction must be applied in every closed
loop in digital filters in which arithmetical
operations take place. Most of the time this
can be done by affecting the least significant
bits only (quantization), but sometimes
overflow will occur, which requires a
change of the most significant bits as well.
For both types of word length reduction
there exist a number of alternative
approaches. These are well described in the
literature and will, therefore, only be
indicated very briefly here. Quantization can
be performed by substituting the nearest
possible word that can be represented by the
limited number of bits. The characteristic of
the nonlinear operation corresponding to this
round off (RO) quantization is depicted in
Fig. l(a) for the case of fixed-point number
representation.
Another possibility consists of merely
discarding the least significant bits. In a
representation of the signals by sign and
magnitude this leads to magnitude
truncation (MT) quantization with a
characteristic as in Fig. l(b). If the signals
are represented, in a twos complement
format, the result is a twos complement or
value truncation (VT) quantization Fig. l(c)]
. Both MT and VT introduce larger errors
than RO, but have advantages in the
hardware realization.
Moreover, depending on the type of
quantization used ,the filter behavior can be
very different, and therefore it is usually
worth considering the various alternatives
and their merits when designing a digital
filter for a given application.
Also if an overflow occurs, a number of
different measures can be taken. The
saturation characteristic depicted in Fig.
2(a) is obtained if the word that causes the
overflow is replaced by a word having the
same sign, but a magnitude corresponding to
the overflow level. Another possibility
consists in substituting the number zero in
the case of overflow [zeroing arithmetic
[23], see . 2(b)] . Discarding the bits that
cause the overflow has special advantages
with twos complement arithmetic, since
overflows in intermediate results do not then
cause errors as long as the final result does
not have overflow. If that is not so, then an
error will be introduced corresponding to the
characteristic in Fig. 2(c). There are various
other ways of dealing with overflow such as,
e.g.,the one corresponding to the
characteristic in Fig. 2(d), proposed in .

It is, of course, possible to have different

word lengths for the various signals in the
filter, resulting in different .quantization
Step sizes and/or different overflow levels.
None of the results that will be reported in
this paper depend explicitly on the
possibility of having different quantization
step sizes or overflow levels. Without loss of
generality, we therefore assume that all
quantizers (of which we assume K to be DESCRIPTION OF THE
present) have quantization step size 4: and
FILTERA ND THE ERROR
characteristics
Similarly, the L overflows nonlinearities
SIGNAL
will have characteristics Pl(x), I = 1 . .
* , L and overflow level To determine the degradation of the filter
performance resulting from the nonlinear
operations, it is obvious to compare the
output of the actual nonlinear digital filter
(NLDF) with that of an ideal linear and,
therefore, nonrealizable filter.
This filter is obtained from the actual filter
by replacing all quantization nonlinearities
Qk(x) and all overflow nonlinearities
Pz(x) by linear characteristics. This filter
will be referred to as the associated linear
filter (ALF). Both filters are schematically
depicted in Fig. 3 . They are excited by the
same input signal u(n). The box labeled
S is a linear memoryless (delay free) device
which is the result of extracting all delay
elements and all quantizers and overflow
nonlinearities from the NLDF. The box S is
the same in both the NLDF and the ALF. All
arithmetical operations are performed inside
it. For describing the filters a state-space
approach is most convenient, and to this end
the signals in the registers (delay elements)
can be used as a state vector . The signals
in the NLDF will be denoted by Roman
symbols, and in the ALF by Greek symbols.
Assuming a total of I delay elements in each
filter we have the following state vectors:

If we denote the output signal of the NLDF

by y(n), and that of the ALF by ~(n)t,h ent het
wo filters are described by relations of the form
Where f and g are nonlinear functions of x
and u, and A, B, C, and D are constant
matrices (I X I, 1 X I, I X 1, and 1 X
1,
Respectively).It will be assumed throughout
the paper that the ALF is stable, which
means that the characteristic values of A are
less than 1 in magnitude.
The comparison between the actual filter
(NLDF) and the ideal counterpart (ALF) is
made by subtracting the outputs of the two
filters. The difference e(n) between the two
outputs will be referred to as the output
error signal. The response of the NLDF will
be investigated for three different input
conditions.
I) Zero Input: In this case the
stability of the ALF assures

that E(n) -+ 0 if n -+ m, independent of the

initial conditions (g(0)). It suffices in this
case to consider the response of the
NLDF only.

2) Nonzero, Deterministic Input: In

this case the input signal is a well-defined
discrete-time function, e.g., a periodic
Signal. With such an input signal the output
error signal e(n) will be investigated,
assuming that both filters are started with
Identical initial conditions: g(0) = x(0).
3) Nonzero, Stochastic Input: In
this case the input is a stochastic process.
Again it will be assumed that E(0) =x(O)
and some of these statistical properties of
e(n) will be determined.
SUMMARYOF FINITEW
ORDLENGTH EFFECTS
A classification of all the finite word length
effects known at the present time has been
given in Table I. Each of these effects will
be discussed in one of the subsequent
sections. A review of the corresponding
literature has been given, relating to
different aspects of the mentioned effects.
No attempt has been made, nor would it be
possible within the scope of this paper, to
make the list of references complete. The
literature has grown so rapidly that selecting
a proper subset was the only alternative.'
We have included all recently obtained
results concerning finite word length effects
that we knew to exist at the time when this
paper was written. We have excluded:

1) Papers that only implicitly deal with the

finite word length, such as papers describing
optimization procedures with regard to
quantization noise,
2) Papers dealing with the finite word length
of the confidents,
3) Monographs, although some recently
published mono-graphs have incorporated
sections on finite word length effects , and

4) papers that have provided tools for

analyzing these effects, but that do not
explicitly deal with digital filters.
This category comprises, for example, a
large number of papers on the stability of
sampled data systems and other basic papers
from control theory. As far as they have
enabled an analysis of finite word length
effects in digital filters, they have been
referred to in the papers describing
such analysis.
It is our opinion that the references in the
table cover the major part of the area, and
that this table may be of help to people who
are interested in studying finite word length
effects, but are overwhelmed by the vast
amount of papers that deal with this subject.
for all initial conditions, and thus
It has
been observed, however, that in the actual
system (NLDF) the output y(n) does not
always converge to zero. All components
of x(n) can only attain a finite number of
values since they are quantized and bounded
in amplitude. This makes the NLDF a finite-
state machine. An immediate consequence
of this is that if x(n) does not converge to
zero with zero input, it must become
periodical after some finite time. Thus, in
the absence of an input signal, the digital
filter will either reach the zero state after a
finite time, or a periodic oscillation will
result, which is referred to as a limit cycle or
Zero-input limit cycle 1471.
Different limit cycles may result if the filter
is started with different initial conditions,
but there may be other initial conditions
from which the zero state is reached. It will
be assumed that
is a solution of (6), which means that if the
zero state is reached after a certain time,
then the filter response will be identically
zero from that time on. If the zero state is
reached from every possible initial
condition, the NLDF is said to be zero-input
stable; in all other cases it is zero-input
unstable.
A limit cycle may be characterized by its
period N and N successive values of the
state vector
such that
If the limit cycle has an amplitude f the
order of thove erflow level p , and this
amplitude is not affected when the
quantization step size 4 is decreased, then
the limit cycle mainly results from the
overflow nonlinearities. In that case it is
often referred to as an overflow oscillation.
Results for Wave Digital Filters
A well-known method for investigating
zero-input stability is the second method of
Lyapunov. Application of this method
requires the search for a generalized energy
function, the Lyapunov function. For a
digital filter this is, in general, very
complicated due to the highly discontinuous
nonlinear characteristics of the quantizes.
An important exception is formed by the
wave digital filters (WDF) . For these filters
Fettweis and Meerkotter have used what is
called the pseudo power, which is essential
in these filters, as a Lyapunov function. In
this way they have been able to prove that
the absence of zero-input limit cycles can be
guaranteed in WDF for which 1) the ALF is
pseudopassive or pseudo lossless, 2) the
nonlinearities are situated at appropriate
places in the filter and satisfy
Equation (12) is satisfied by the
characteristic of a magnitude truncation
quantizer, and every overflow characteristic
satisfies (1 3). This meanst hat it is possible
to design a wave digital filter of arbitrary
order, without limit cycles and overflow
Oscillations.
Results for Second-Order
Digital Filters
Using arguments similar to those in ,
Meerkotter and Wegener and Verkroost and
Butterweck have derived structures for a
second-order digital filter section that are
free of limit cycles when magnitude
truncation is used for quantization, and do
not have overflow oscillations for any
overflow characteristic.
A structure of a second-order section that
has been investigated extensively is the
direct form. it has been shown that as
regards zero-input limit cycles this section
is equivalent to the direct form 1 .) In the
recursive part of this filter the overflow
nonlinearity must bep laced as indicated in
Fig. 4. Two possible ways of placing the
quantizers have been indicated. Quantization
can be performed immediately after every
multiplication. In that case there are two
quantization nonlinearities, and Q3(x) = x.
It is also possible to add the results of the
two multiplications with full precision,
which means Q1 (x) = Q2 (x) = x , and
then only one quantization is needed. If,
however, the filter is implemented with
distributed arithmetic hen only one
quantization can be performed.
The results given for the one quantization
case also apply to this implementation.
It has been proven that overflow oscillations
will not occur in this second-order
section if the overflow nonlinearity P(x) is
contained in the hatched area of Fig. 5 .
Both the saturation nonlinearity in Fig. 2(a)
and the nonlinearity in Fig. 2(d) are
contained inside this area. Thus, although
the choice of overflow characteristic is more
limited than for wave digital filters if
overflow oscillations have to be avoided, it
is possible to obtain a filter that is free from
overflow oscillations.
This does not guarantee, however, absence
of other types of limit cycles.
It has been demonstrated in that if RO
quantizers are used, then irrespective of
whether one or two quantizes are used limit
cycles will always occur if
Not only do limit cycles exist in this case,
but a limit cycle will result for every
nonzero initial condition, because with
values of b satisfying the zero state cannot
be reached from any other state. For the two
RO quantizer case it is possible to determine
a lower bound for the amplitude of limit
cycles
where integer (x) denotes the integer part of
x. This means that there must exist at least
one limit cycle with an amplitude larger than
or equal to Ami, and it has been shown that
limit cycles with this or larger amplitude are
most likely to occur For I b I < 0 * 5 limit
cycles are also possible with RO quantizers,
and especially limit cycles of periods 1 and
2 can be found to occur for a and b values
inside the horizontally hatched regions in
Fig. 6.This figure summarizes the results
concerning limit cycles when RO quantizers
are used. Fig. 6(a) applies to the one RO
Quantizer case, Fig. 6(b) indicates the
situation when two RO quantizers are used.
The larger triangle depicts the stability
region of the linear filter. The vertically
hatched regions correspond to inequality
(14) and denote coefficient values for which
limit cycles will always occur.
In the cross-hatched regions, labeled
"stable," the absence of limit cycles can be
proved by means of frequency domain
criteria derived in . For the inner region in
Fig. 6(b),Jackson [9] has shown that limit
cycles of period 1 and 2 will be absent.
Moreover, using an effective value linear
model he has indicated that limit cycles of
other periods are unlikely to occur.
Computer simulations have confirmed the
absence of limit cycles in this region. It can
be concluded that the use of RO for
quantization will lead in most practical cases
to the occurrence of limit cycles with zero
input. In that case the only thing to do is to
diminish the amplitude of occurring limit
cycles by increasing the number of bits used
to represent the signals. The number of bits
required for this can be estimated by using
upper bounds for the amplitude of limit
cycles.
Three different types of amplitude bounds
for limit cycles have been given.
1) Absolute Bounds: Several authors
have derived bounds on the
maximum value of the quantization
error for very general types of
digital filters . Application of
 guarantee absence of limit cycles in the
output. However, the bound is very simple
to evaluate and, as proved by Long and
Trick for the second-order section, the
maximum value of the limit cycle will not
exceed this bound by a factor ore than 2.
3) Approximate Bound: Jackson [9] derived
an estimate of the limit cycle amplitude
based on an effective value linear model.
The value obtained with this bound for the
second order section is the same as that in (1
5) and it will be clear that this bound, which
is actually a lower bound, can be violated.
It has been shown [4] that limit cycles with
amplitude larger than A min do indeed
occur.
The results for the case where magnitude
truncation is used for quantization have been
summarized in Fig. 7. Fig. 7(a) applies to
the one MT case and Fig. 7(b) to the two
MT case.
When MT is used for quantization no
coefficient values inside the triangle exist
for which limit cycles occur for alE initial
conditions. For the case of one MT
quantizer, it is possible to prove the absence
of zero-input limit cycles in a rather large
area of the parameter plane shown cross-
hatched in Fig. 7(a). For the remaining area
inside the triangle in this figure the only
result that has been derived analytically is
that limit

these bounds for determining the internal

word length of the filter will guarantee the
absence of zero-input limit cycles in the
output. However, these bounds tend to be
rather pessimistic, resulting in an
uneconomical use of the available number of
bits.
2) Rms Bound: Sandberg and Kaiser [lo]
have derived a bound on the rms value of
the quantization error. This bound gives no
information on the maximum amplitude of a
limit cycle. Therefore, use of this bound for
determining the internal word length will not

cycles of period 1, 2, and 4 are not possible.
Computer simulations have shown that limit
cycles of other periods only occur for values
of a and b inside the two trapezoid areas
indicated in Fig. 7(a) . Not for every set (a,
b) inside these areas can limit cycles be
found, however. A detailed description of
the fine structure of these regions is given in
The filter with two MT quantizers has been
analyzed by Kao, who derived regions
where limit cycles of periods 1 and 2 occur.
These regions are horizontally hatched in
Fig. 7(b),while the cross-hatched region in
this figure is the stability region obtained
with the criteria from . Simulations on a
digital computer have shown that no limit
cycles occur in the remaining region, and
that limit cycles of period different from 1 or
2 do not occur for any set of parameters
inside the triangle . Mathematical proof of
this interesting fact is lacking, however. The
case of floating-point arithmetic has been
analyzed by Kaneko and Lacroix. Kaneko,
while excluding the possibilities of overflow
and underflow, proved that limit cycles of
considerable amplitudes can be found with
floatingpoint
arithmetic. Lacroix has studied the limit
cycles that may result from underflow and
he found regions for the coefficients of a
second-order digital filter for which such
limit cycles can be found.
Until now we have only considered time-
invariant quantization nonlinearities. We
will conclude this section by discussing
some randomized and controlled
quantization methods that have been
proposed for suppressing limit cycles. With
a view to combining the advantages of MT
as regards limit cycles and of RO as regards
the quantization errors that occur with a
nonzero input signal (see Section VI),
Buttner and Kieburtz et al. have proposed to
switch between these two quantization
measures randomly, but in such a way that
RO is used during the main part of the time.
This does not guarantee a complete
avoidance of limit cycles, however, and the
analysis of the remaining limit cycles is
complicated. Another randomized
quantization has been proposed by Buttner,
in which a small amplitude pseudorandom
sequence is added to the signal before
quantization. This measure differs from the
injection of dither as already proposed by
Blackman in that it injects the noise just in
front of the quantizer. Using this method,
the correlated nature of the error sequence is
destroyed and what remains is very similar
to RO noise.
Controlled quantization (CQ) has been
proposed whereby the signal is quantized to
a larger or a smaller value depending on the
state variables in the filter. An algorithm has
been given which guarantees the absence of
limit cycles of periods larger than two.
A possible implementation of this algorithm
is depicted in Fig. 8. The quantizer Q
quantizes the signal r(n) upwards or
downwards, depending on the sign of the
signal s(n).
where [x] is the smallest integer greater than
or equal to x and [x] is the largest integer
less than or equal to x. In Fig. 8the control
signal s(n) is taken equal to
Using a controlled quantization with a
different control signal, it is also possible to
obtain a filter that is free from limit cycles
of any period. This is obtained, for example,
by taking .
but using MT in (1 6) when I s(n)l < q.
It should be kept in mind that all these
randomized and controlled quantization
measures require additional hardware to
generate the signals that control the
quantizer.
DETERMINISTIC INPUT
SIGNAL
it was indicated that in the case of a
nonzero input signal the effects of the
nonlinear operations can be studied by
considering the output error signal e(n). In
this case it is rather essential to try to
distinguish between the effects of the
quantization and the effects of overflow, for
the following reasons.
Quantization is a continuously operating
error source since during every sample
period T the filter calculates new signal
values that must be quantized before they
can replace the old values in the registers. In
a properly designed filter overflow may not
occur at all or rarely, since if it occurs it
produces very large errors.
Quantization Effects
When no overflows occur, then e(n) is only
caused by the errors introduced by the
quantizers. When e(n) is periodic, this error
is sometimes referred to as a limit cycle.
There is an important difference compared
with the zero-input situation, however, since
it follows from that in that case the zero
state is a solution and limit cycles are thus
not necessarily present. If the input signal
differs from zero, the output error e(n)
cannot, in general, be expected to converge
to zero as well because that would mean that
the NLDF has the same output as the ALF.
The latter filter can handle the signals
with infinite precision, whereas the NLDF
has to perform quantizations. It is, therefore,
not very useful to generalize the zero-input
stability in a straightforward way to
incorporate periodical input signals.
According to such a definition almost no
recursive digital filter would be stable. Most
results concerning nonzero input limit cycles
are obtained for the situation of a constant
input signal (period 1).
With such an input the advantages of
magnitude truncation with respect to limit
cycle behavior disappear, since at the new
equilibrium point the MT quantizer will
behave the same as a VT quantizer. If the
quantization is controlled, however, such
that the region that originally lies at x = 0
is transferred to the equilibrium point, then
again absence of limit cycles can be
obtained. A second-order section in which
such a controlled quantization has been
applied is proposed by Verkroost and
Butterweck. The randomized quantization in
which a random signal is added to the signal
before quantization will also for nonzero
input result in a randomlike quantization
error, but random switching between MT
and RO obviously will not accomplish this
result.
If the signals on the quantizers take values
spread over a large range of the quantization
characteristics, the energy of the
quantization errors will be spread over the
spectrum.
Extensive studies of this situation for a
fixed-point RO quantizer have shown that a
very good description of this error is
obtained when it is modeled as a white noise
source with uniform distribution function in
the interval (-4/2, 4/2) . In that case the
quantization error is referred to as
quantization noise. With this model for the
quantization errors, the results become
independent of the type of the input signal.
For this reason the quantization noise will be
discussed in Section VII. If magnitude
truncation or floating-point arithmetic is
used, the quantization errors will depend to a
great extent on the input signal: the sign of
the error caused by an MT quantizer is
always opposite to the sign of the signal, and
with floatingpoint arithmetic even the
magnitude of this error is highly dependent
on the magnitude of the signal. Modeling the
error signal as a white noise source is,
therefore, not possible. Results for
quantizers of this type when the input signal
is deterministic have not been given so far.
ERRORS DURING NORMAL
OPERATION
In the foregoing we have considered the
effects of quantization and of overflow
assuming very restricted input situations. It
was shown that limit cycles and overflow
phenomena could occur that may seriously
affect the behaviour of the filter. It was
indicated that the occurrence of limit cycles
depends to a great extent on the type of
quantization and on the place where the
quantizers are inserted into the filter.
Structures have been discussed that enable
such unwanted phenomena to be completely
avoided. To be specific, quantization limit
cycles can be avoided in most wave digital
filters by the proper placing of MT
quantizers. Most digital filters composed of
a cascade or parallel form of second-order
sections will be free from zero-input limit
cycles if the recursive part of every section
is implemented with one MT quantizer. For
the complete avoidance of limit cycles in
such a filter random or controlled
quantization may be used.
With zero inputs, overflow oscillations will
not occur in wave digital filters and may be
avoided in the other filters by selecting a
suitable overflow characteristic (e.g.,
saturation).
As indicated, with a nonzero input several
unwanted phenomena may occur. In wave
digital filters such phenomena can be
avoided by choosing a proper overflow
characteristic. A solution for the second-
order digital filter has been discussed that
utilizes error feedback. All these measures
enable a filter to be designed that gives an
improved performance for the specific input
condition. These filters will be used in
practice, however, to filter input signals
whose precise nature is unknown. Such
input signals are, for example, speech or
seismic signals. It is, of course, important to
know that the filter will not start oscillating
if the input signal is zero during some time,
but it is even more important to know the
impact of the quantization and the overflows
during normal operation. When considering
the various alternatives that have been
mentioned to avoid nonlinear phenomena, it
is, therefore, of great importance to consider
their influence on the filter performance
during normal operation as well.
The effects of quantization, and the problem
of scaling associated with overflow during
the normal operation of a digital filter have
been discussed at length by Jackson and in a
review paper by Oppenheim and Weinstein.
The discussion of these effects in this paper
will, therefore, be rather brief-only
emphasizing some new aspects brought
about by the different quantization schemes
that have been proposed in connection with
the limit cycle problem.
A mathematically tractable and, therefore,
convenient description of this “normal
operation” is to use stochastic processes as
input. The stochastic properties of these
processes can then be selected to fit as much
as possible those of the actual input. A
further simplification will often be to
assume the input processes to be Gaussian.
If the input is a stochastic process, both the
effects of quantization and of overflow can
be described in stochastic terms. There will
then be no limit cycles and overflow.
Models for the Quantization
Errors
Based on the fundamental work by Bennett ,
Gold and Rader have proposed to model the
quantization errors of a fixed-point RO
quantizer as additive white noise,
uncorrelated with the signals, and with
variance
Thus with x(n) the signal to be quantized,
the output of the RO quantizer may be
described by
where r(n) is a white noise process.
Although apparent counterexamples exist,
such as limit cycles, this model gives very
reliable results in almost all cases when the
filter is driven by a nonzero input signal.
Value truncation, being merely a shifted
version of RO, can likewise be modeled if
an additional constant term of amplitude q/2
is added:
The situation is different for magnitude
truncation where the quantization errors are
highly correlated with the signals to be
quantized. Liu and Van Valkenburghave
shown that by subtracting 4/2 sign (x(n))
from the quantization error, the remaining
part may again be modeled as a white noise
process uncorrelated with the signal x(n).
Thus the MT quantizer may be modeled by
This model has been shown to give an
accurate description of the quantization
errors. Application of this model in systems
with several quantizers leads to very tedious
computations. Therefore, it has been
proposed by Claasen et al. to use the
quasilinearization method known from
control theory to describe the MT quantizer.
With the assumption of a Gaussian process
x(n),this method leads to the model
where is the variance of x(n) and r'(n)
is a white noise process with variance
uncorrelated withx(n). This model is
computationally more tractable than that of
and has been shown to be adequate in
almost all situations. The errors caused by
randomly switching between RO and MT
are difficult to model, and so far no
quantization noise analysis has been
reported for this case. Errors caused by
random quantization as proposed by Buttner
can be modeled much alike RO . Controlled
quantization has been shown to be very
similar to MT as regards the quantization
errors, and here too the quasilinearization
method leads to a rather simple model.
All models considered hitherto hold for a
fixed-point number representation.
Quantization noise models also exist for
floating-point arithmetic, but this situation is
rather complicated .
Quantization Noise Analysis
The statistical models of the quantization
errors that have been mentioned in the
previous section can be used to determine
some of the statistical properties of the total
noise in the output signal. The motivation
for such an analysis is to determine the
register length necessary for achieving a
desired level of performance of the digital
filter. The usefulness of the models for this
analysis stems in a large amount from the
fact that the register length can only be
adjusted with units of one bit. Therefore, an
accuracy in the determination of the power
of the quantization noise of about 50 percent
is often adequate.
The determination of the output power of
the quantization noise also enables a
comparison of different structures with one
another. In a cascade of second-order
sections, for example, it allows for the
determination of the pole-zero ordering that
gives the minimum quantization noise, The
procedures for the determination of the
power of the output noise if RO quantization
is used is well described ,From the
discussion it will now be apparent that
similar procedures exist for other types of
quantization. With MT or CQ, part of the
output noise will be directly proportional to
the output signal and will, therefore, be less
disturbing. This part may be subtracted from
the output error
and (Y can be chosen so as to minimize the
power in eM(n). Analysis of several filters
with MT quantizers has been carried out by
Dehner , and he found that the power of
eM(n) was typically in the order of 5-10
times larger than the power of e(n) when RO
is used. When two bits more are taken for
the representation of the signals, the power
in eM(n) will be decreased by a factor of 16,
which makes MT comparable with RO again
as regards to quantization noise, while
maintaining its superior stability properties.
These results and results obtained with other
implementations allow the conclusion that
improvement of limit cycle behavior must
be paid by an increase of the quantization
noise. Decreasing both requires additional
hardware. Both effects must, therefore, be
considered simultaneously and an optimum
solution cannot be indicated. It should be
kept in mind that, from a perception point of
view, limit cycles are more disturbing than
quantization noise and thus in some
applications suppressing limit cycles may be
more important than reducing quantization
noise.
The analysis of overflow with a stochastic
input is extremely complicated. Typically,
what may happen is that bursts of overflows
occur due to error propagation after an
incidental overflow that has been caused by
the input. It is fairly easy to determine for
any signal il(n) in the ALF the expected
number of times that the overflow level is
exceeded per unit of time. Based on such
figures, the overflow level p can be chosen
in such a way that the number of overflows
caused by the input per unit time will be
acceptable (a typical figure could be an
average of one overflow per lo6 sample
times).
Error propagation may cause overflows in
the NLDF much more frequently with this
overflow level, and a larger overflow level
may be needed for satisfactory operation.
The problem is very complicated and
methods of computing the average number
of overflows and the required overflow level
have not been reported so far. The error
feedback circuit proposed for eliminating
overflow phenomena in the second order
digital filter of Fig. 4 also provides a better
overflow behavior with a stochastic input.
CONCLUSION.
A number of different effects have been
discussed that occur in recursive digital
filters due to quantization and overflow.
For second-order sections and wave digital
filters these effects have been studied in
detail and a number of alternative solutions
have been described to eliminate or to
reduce these unwanted effects. A proper
choice between these solutions will greatly
depend on the specific application for which
the digital filter is intended. Many structures
have been proposed in the literature because
of their advantages with respect to
quantization noise. These have not been
considered here. Investigation of other
quantization and overflow effects need to be
done, however, to be able to compare the
overall behavior of these structures. Some of
the methods used for studying limit cycles
and overflow phenomena are applicable to
more general filter structures too, but, until
now little effort has been spent in this
direction.
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