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f m
o m
An FIR filter is described by the difference equation
r r.c
M
b lu
y(n) = ∑ bk x ( n – k )
u n
r t k=0
∑ v
h(n) = i ∑ bk x ( n – k ) = bk δ ( n – k )
e d
r as follows:
k=0 x(n) = δ(n) k=0
h a
In other words, y(n) can be written
S
is
M
e ∑ y(n) = h ( k )x ( n – k )
f il
s
k=0
i
Th
MOHAMMED EL-TANANY, PROFESSOR
SYSTEMS & COMPUTER ENGINEERING, CARLETON UNIVERSITY, OTTAWA, ONTARIO 1 / 32
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S Y S C 5 6 0 2 : D i g i t a l S i g n a l P r o c e s s i n g F I R _ F i l t e r s _ 2 0 0 9 . f m
x(n)
o m
z –1 z –1 z –1
r r
z –1
.c
lu
nb
b0
b1 b2 b3 b4
r tu
a
Sm
v i a y(n)
e d
r
y ( n ) = b0 x ( n ) + b1 x ( n – 1 ) + b2 x ( n – 2 ) + b3 x ( n – 3 ) + b4 x ( n – 4 )
if le
Determine the filter coefficients {b0, b1,....bL}.
h i s
How to Obtain the filter coefficents
T
Recall that H ( ejω ) is periodic with period 2π.
jω
∑
∞
–n
∑
∞
– jωn
o m
.c
H(e ) = h ( n )z = h ( n )e
n = –∞ n = –∞
r r
lu
jω
z=e
We wish to solve the relation above to express h(n) in terms of the frequency
n b
response. Multiply both sides of the relation above by ejmω and integrate over a
r t u
period:
a
π π ∞
Sm ∞ π
a
j ( m – n )ω
∫ ∫ ∑ ∑ ∫
jω jmω – jωn jmω
–π
H ( e )e dω =
–π n = –∞
h ( n )e
v i e dω =
n = –∞
h(n)
–π
e dω
e d
where
ar
S
π
h
j ( m – n )ω ⎧
s ∫ dω = ⎨ 2π m equal n
i
e
⎩ 0 otherwise
if le
–π
Therefore
h i s
T
π
∫ H(e
1 jω jnω
h ( n ) = ------ )e dω
2π
–π
r t u
a1
Sm
−2π v
−ω
i a ωc 2π
e d
Magnitude responserof an ideal lowpass filter (zero delay)
c
h a
For simplicity we assumeS
s response of such a filter is described by:
frequency is ω . Theiimpulse
an ideal lowpass response with zero phase. The cut-off
if le
c
s
π ωc
h i ∫
1
h ( n ) = ------
jω
∫
H ( e )e
jnω 1
dω = h ( n ) = ------ ( 1 )e
jnω ω c sin ( ω c n )
dω = ------ × ----------------------
T 2π
–π
2π
–ωc
π ( ωc n )
0.3
h(n) for an Ideal LPF
o m
0.25
r r.c
0.2
b lu
u n
t
0.15
a r
Sm
0.1
0.05
0
v i a
e d
r
-0.05
-0.1
h a
S
-15 -10 -5 0 5 10 15
i s
if le
Response of an Ideal LPF with a cut-off frequency π/4
Remarks:
h i s
T h(n) has an infinite number of terms
h(n) is non-causal
Therefore, h(n) is non-realizable.
o m
An approximate solution
r r.c
lu
may be obtained by truncating h(n) over a finite range –I ≤ n ≤ I , and shifting the
truncated response by I sample periods.
n b
This will lead to a causal FIR filter response according to
r t u
ha ( n ) = h ( n – I ) a
( 0 ≤ n ≤ 2I )
Sm
for
h a ( n ) is
a
and zero elsewhere.
h a ( 20 )e
– j20ω
S h
+ h a ( 19 )e
– j19ω
+ h a ( 18 )e
– j18ω
+ + + + +
m
– j10ω j9ω – j9ω
e [ h a ( 1 )e + h a ( 19 )e ]+
e
– j10ω
[ h a ( 2 )e
j8ω
+ h a ( 18 )e
– j8ω
]+
.c o
– j10ω
[ h a ( 3 )e
j7ω
+ h a ( 17 )e
– j7ω
]+ r r
lu
e + +
v i a
d
h a ( 3 ) cos ( 7ω ) + h a ( 4 ) cos ( 6ω ) + h a ( 5 ) cos ( 5ω ) +
r e
a
h a ( 6 ) cos ( 4ω ) + h a ( 7 ) cos ( 3ω ) + h a ( 8 ) cos ( 2ω ) +
h
s S 1
h a ( 9 ) cos ( ω ) + --- h a ( 10 )
i 2
if le
The magnitude and phase of this frequency response function are given by:
h i s
T
MOHAMMED EL-TANANY, PROFESSOR
SYSTEMS & COMPUTER ENGINEERING, CARLETON UNIVERSITY, OTTAWA, ONTARIO 7 / 32
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S Y S C 5 6 0 2 : D i g i t a l S i g n a l P r o c e s s i n g F I R _ F i l t e r s _ 2 0 0 9 . f m
jω
H a ( e ) = 2 h a ( 0 ) cos ( 10ω ) + h a ( 1 ) cos ( 9ω ) + h a ( 2 ) cos ( 8ω ) +
r t u
jω
angle ( H a ( e ) ) = – 10ω + lπ a
Sm
a
the lπ accounts for 180 degree phase jumps that arise from the sign changes in the
sum of cosines.
v i
e d
Note that the phase response is linear (a result of the symmetry of the impulse
response).
a r
S h
Truncating h(n) to 2I+1 coefficients, affects the frequency response in a number of
is
ways:
i l e
--The passband response is no longer absolutely flat; more flat as I increases
f
s
i region separates the stop band from the passband. The transition
--The stopband
h
attenuation is finite; attenuation increases with I.
T
--A transition
region gets narrower (i.e. sharper roll-off) as I increases.
20
Magnitude response with I as a Parameter
o m
r.c
passband
r
0 transition region
stopband
b lu
n
-20
Magnitude in dB
r tu
a
-40
Sm
-60
-80
v i a I=80
d
I=60
I=40
e
I=20
r
-100 I=10
-120
h a
S
0 1 2 3 4 5 6 7
Theta
i s
if le
h i s
T
MOHAMMED EL-TANANY, PROFESSOR
SYSTEMS & COMPUTER ENGINEERING, CARLETON UNIVERSITY, OTTAWA, ONTARIO 9 / 32
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S Y S C 5 6 0 2 : D i g i t a l S i g n a l P r o c e s s i n g F I R _ F i l t e r s _ 2 0 0 9 . f m
S m ⎠ ⎝2 ⎠ ⎝ 2⎠
ia of frequency (
The quantity in the square bracket defines the magnitude response
The phase response is a piece-wise linearvfunction – ωN ⁄ 2 )
e d
a r
Type II FIR Filters
S h
i s
Symmetric and odd order (even number of coefficients)
i s
Th
The frequency response can be written as:
N
– jω ----
-------------⎞ cos ω
2 2h ⎛ N ---- + 2h ⎛ ------------- – 1⎞ cos ⎛ -------⎞ + … + 2h ( 0 ) cos ⎛ --------⎞
–1 N–1 3ω Nω
H ( e jω ) = e
⎝ 2 ⎠ 2 ⎝ 2 ⎠ ⎝ 2⎠ ⎝ 2 ⎠
m
The phase response is a linear function of frequency ( –θN ⁄ 2 )
Type II filters have a zero at z = –1 ; i.e. the frequency response approaches zero as θ
.c o
r r
lu
approaches π
n b
Type III FIR Filters
r t u
a
m
Anti-symmetric and even order (odd number of coefficients)
S
a
N
h ( n ) = –h ( N – n ) 0 ≤ n ≤ ----
i
The impulse response has the property for 2
vthat
The condition that
e d
h ⎛ ----⎞ = – h ⎛ ----⎞
N
implies N
h ⎛ ----⎞ = 0
N
r
⎝ 2⎠ ⎝ 2⎠ ⎝ 2⎠
is
N
– jω ----
H ( e jω ) = e ---- – 1⎞ sin ( ω ) + 2h ⎛ ---- – 2⎞ sin ( 2ω ) + … + 2h ( 0 ) sin ⎛ ω ----⎞
2 2h ⎛ N N N
f i l e ⎝2 ⎠ ⎝2 ⎠ ⎝ 2⎠
i s
The quantity in the square bracket defines the magnitude response
h response is a linear function of frequency ( )
T
The phase
Type III filters have zeros at z = ±1
; i.e. the frequency response approaches zero as
– θN ⁄ 2
θ approaches zero or π
m
Type IV FIR Filters
Anti-symmetric and odd order (even number of coefficients)
.c o
r r
lu
N–1
The impulse response has the property h ( n ) = –h ( N – n ) for 0 ≤ n ≤ -------------
b
2
Sm
–1 N–1 3ω Nω
H ( e jω ) = e
⎝ 2 ⎠ 2 ⎝ 2 ⎠ ⎝ 2⎠ ⎝ 2 ⎠
i a
The quantity in the square bracket defines the magnitude response
The phase response is a linear function ofvfrequency (
e d ) – θN ⁄ 2
is
if le
i s
Th
MOHAMMED EL-TANANY, PROFESSOR
SYSTEMS & COMPUTER ENGINEERING, CARLETON UNIVERSITY, OTTAWA, ONTARIO 12 / 32
We provide unlocked studymaterials from popular websites at affordable price, email enquiries to rishabhk28@live.com
S Y S C 5 6 0 2 : D i g i t a l S i g n a l P r o c e s s i n g F I R _ F i l t e r s _ 2 0 0 9 . f m
FILTER TRANSFORMATIONS
High-Pass Filters
o m
H(exp(jω))
r r .c
1
H(exp(jω))
b lu
u n
-π π−ωc π −ω a r t ωc
Sm
c
HIGHPASS
v i a EQUIVALENT LOWPASS
ed
jω j(ω + π)
H hp ( e ) = H lp ( e )
ar
h
Therefore
∞
s S ∞ ∞
∑ h hp ( n )e i
– jωn
∑ h lp ( n )e
– j ( ω + π )n
∑ h lp ( n )e
– jπn – jωn
if le
= = e =
n = –∞ n = –∞ n = –∞
s
∞
h i ∑
n – jωn
h lp ( n ) ( – 1 ) e
T n = –∞
Therefore, the impulse response of the required highpass filter is given by:
n
h hp ( n ) = h lp ( n ) ( – 1 )
Bandpass Transformation
o m
:
r r .c
ω)lu
H(exp(jω))
nb
H(exp(j )
1
r tu
a
Sm
ωL ωu −ωc ωc
ω0
BANDPASS
v i a EQUIVALENT LOWPASS
s S 2
i
if le
The cut-off frequency of the equivalent lowpass is given by:
ωu – ωl
h i s ω c = ------------------
2
T jω
H bp ( e ) = H lp ( e
j ( ω + ω0 )
) + H lp ( e
j ( ω – ω0 )
)
∞ ∞ ∞
– j ( ω + ω 0 )n – j ( ω – ω 0 )n
∑ ∑ ∑
– jωn
h bp ( n )e = h lp ( n )e + h lp ( n )e =
n = –∞ n = –∞ n = –∞
o m
.c
∞ ∞
∑ h lp ( n )e
– jωn
× [e
– jω 0 n jω 0 n
] = ∑ h lp ( n )e
– jωn
r r
× 2 cos ( ω 0 n )
lu
+e
n = –∞ n = –∞
n b
Therefore
r t u
h bp ( n ) = 2 cos ( ω 0 n ) × h lp ( n ) a
Bandstop Transformation Sm
The centre frequency of the equivalent bandpass filter is given by:
v i a
H(exp(jω))
e d
1
ar H(exp(jω))
1
S h
is
if le
ωL ωu ωL ωu
ω0 ω0
h i s BANDSTOP
EQUIVALENT BANDPASS
T ωl + ωu
ω 0 = -------------------
2
jω jω
H bs ( e ) = 1 – H bp ( e )
∞ ∞
o m
∑ ∑ .c
∑ hbp ( nr)e
– jωn – jωn – jωn
h bs ( n )e = 1– h bp ( n )e = [ 1 – h bp ( 0 ) ] –
n = –∞ n = –∞
u r
l equations:
n≠0
n b
Therefore, the bandstop coefficients are given by the following two
r t u
h bs ( 0 ) = 1 – h bp ( 0 )
for m
a
S h bs ( n ) = – h bp ( n ) n≠0
v i a
e d
a r
S h
is
if le
i s
Th
MOHAMMED EL-TANANY, PROFESSOR
SYSTEMS & COMPUTER ENGINEERING, CARLETON UNIVERSITY, OTTAWA, ONTARIO 16 / 32
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S Y S C 5 6 0 2 : D i g i t a l S i g n a l P r o c e s s i n g F I R _ F i l t e r s _ 2 0 0 9 . f m
S
resulting response
s
i
again.
Some of the moreepopular window functions are defined below.
f i l
i s
Rectangular Window
This ish
T a function containing 2I+1 nonzero samples, as follows:
w ( n, 2I + 1 ) = 1 for – I ≤ n ≤ I
Hamming Window
This is a function containing 2I+1 nonzero coefficients, defined as:
o m
πn
w ( n, 2I + 1 ) = 0.54 + 0.46 cos ⎛ ------⎞ for – I ≤ n ≤ I
⎝ I⎠
r r.c
b lu
n
Hanning Window
Contains 2I+1 non-zero samples defined by:
r t u
a
Sm
πn
w ( n, 2I + 1 ) = 0.50 + 0.50 cos ⎛ ------⎞ for– I ≤ n ≤ I
⎝ I⎠
Bartlett Window
v i a
e d
r
Its 2I+1 nonzero samples are defined as:
h a n
w ( n, 2I + 1 ) = 1 – ----- for – I ≤ n ≤ I
s S I
i
if le
Kaiser Window
Defined in terms of a design parameter β as follows:
h i s
T
2
I0 β 1 – ( n ⁄ I )
w ( n ) = -------------------------------------------- for – I ≤ n ≤ I
I0 [ β ]
where I0 is the modified bessel function of the first kind, zeroth order. β is a design
parameter used to make trade-off between ripples in the stop-band and the width of
the transition region.
o m
1
some 21-coefficient window functions
r r.c
lu
hamming
bartlett
b
0.9 blackman
n
kaiser
t u
0.8
0.7
a r
Sm
0.6
i a
0.5
0.4
v
e d
r
0.3
0.2
h a
0.1
s S
0
i
if le
0 5 10 15 20 25
h i s
T
MOHAMMED EL-TANANY, PROFESSOR
SYSTEMS & COMPUTER ENGINEERING, CARLETON UNIVERSITY, OTTAWA, ONTARIO 19 / 32
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S Y S C 5 6 0 2 : D i g i t a l S i g n a l P r o c e s s i n g F I R _ F i l t e r s _ 2 0 0 9 . f m
Example
To get a feeling for the impact different window functions have on the frequency
response, design a 21-tap FIR filter using 4 of the popular window functions:
o m
Hamming, Bartlett, Blackman and a Kaiser window with β = 4. The cut-off
frequency of the filter is θ = π/4. r r.c
b lu
n
The procedure involved is as follows:
u using:
1) Compute the 21 centre coefficients of an ideal lowpass tfilter
r
a
Sm
ω c sin ( ω c n ) π
h ( n ) = ------ × ----------------------
where ω c = ---
π ( ωc n ) 4
is
samples.
i l e
Hamming: {0.0800 0.1025 0.1679 0.2696 0.3979 0.5400 0.6821 0.8104
0.9121 0.9775 f 1.0000 0.9775 0.9121 0.8104 0.6821 0.5400 0.3979
i s
0.2696 0.1679 0.1025 0.0800}
h{0 0.1000 0.2000 0.3000 0.4000 0.5000 0.6000 0.7000 0.8000
T
Bartlett:
0.9000 1.0000 0.9000 0.8000 0.7000 0.6000 0.5000 0.4000 0.3000
0.2000 0.1000 0}
is ∑
jω – jωk
H(e ) = h ( k )w ( k )e
f i l e k=0
i s
5) Compute the magnitude response in dB,
h
20 log ( H ( e ) )
. The filter attenuation is
jω
T
jω
given by – 20 log ( H ( e ) )
20
21-tap filter with various window functions
o m
.c
hamming
bartlett
r
blackman
r
0 kaiser
b lu
n
-20
r tu
Magnitude in dB
a
-40
Sm
-60
-80
v i a
e d
r
-100
-120
h a
S
0 0.5 1 1.5 2 2.5 3 3.5
Theta
is
le
ifBlackman
By comparing the frequency response curves it is apparent that:
ωc
hp
2πf 2π × 10
i a
= -------- = ------------------ = 0.4π
fs
v
50
e d
2) The equivalent lowpass filter has a cutoff frequency:
ar
S h
ωc
lowpass
= π – ωc
hp
= 0.6π
4) Apply
h lp ( n ) = h lp ( n ) w ( n ) for – 10 ≤ n ≤ 10
Hamming ideal
The numeric results are: {-0.0000 -0.0034 0.0039 0.0072 -0.0201 0.0000
o m
0.0516 -0.0505 -0.0853 0.2959 0.6000 0.2959 -0.0853 -0.0505 0.0516
-0.0000 -0.0201 0.0072 0.0039 -0.0034 0.0000}
r r .c
b lu
n
Impulse response of a 21-tap highpass filter
0.6
r t u
a
0.5
Sm
0.4
a
0.3
0.2
v i
e d
r
0.1
h a
s S
i
-0.1
if le
-0.2
i s
-0.3
0 5 10 15 20 25
T h
n
5) Compute the impulse response of the highpass filter using h hp ( n ) = ( – 1 ) h lp ( n ) .
The highpass response is: {-0.0000 0.0034 0.0039 -0.0072 -0.0201 -0.0000
0.0516 0.0505 -0.0853 -0.2959 0.6000 -0.2959 -0.0853 0.0505 0.0516
0.0000 -0.0201 -0.0072 0.0039 0.0034 0.0000}
o m
6) Compute and plot the frequency response
r r .c
10
Response of a 21-tap HPF
b lu
u n
t
0
-10
a r
-20
Sm
i a
magnitude in dB
v
-30
-40
e d
-50
ar
-60
S h
-70
is
if le -80
0 0.5 1 1.5 2 2.5
i s
frequency, Hz 4
x 10
T h
m
The frequency response of an ideal analog differentiator is given by H ( jω ) = jω . The
ideal differentiator introduces zero delay. A possible implementations of analog dif-
.c o
r r
lu
ferentiators is:
x(t) + y(t)
n b
-
r t u
τ
a
The frequency response of this practical differentiator is
Sm
1 – e – ωτ
– jωτ
j2 sin ( ωτ ⁄ 2 ) ------------
v i a
– jωτ
------------
H ( jω ) = -------------------- = -------------------------------- e 2 ≅ jωe 2 when ωτ « 1 .
τ τ
e d
ar
This differentiator introduces a linear phase component as a result of the processing
delay τ.
S h
is
A practical digital differentiator may be designed as an FIR filter with the frequency
i s
Th are computed according to:
a processing delay on 0.5NT, N being the filter length. The coefficients for the dif-
ferentiator
π π
∫ ∫
1 jω jnω 1 jnω
h ( n ) = ------ H ( e )e dω = ------ jωe – j0.5Nω e dω = ; 0≤n≤N+1
2π
–π
2π
–π
o m
.c
π
1
∫
j ( n – 0.5N )ω cos [ ( n – 0.5N )π ] sin [ ( n – 0.5N )π ]
dω = ------------------------------------------- – ------------------------------------------
r r
lu
------ jωe
2π [ n – 0.5N ] π [ n – 0.5N ] 2
–π
n b
This design assumes a rectangular window. A Hamming window may be applied to
r t u
the above design if necessary. The window function for this case is given by:
a
w(n) = 0.54 – 0.46 cos ⎛ ----------⎞ ; 0 ≤ n ≤ N + 1
2πn
Sm
hamming ⎝ N ⎠
v i a
e d
Example:
a r
S h
Design a differentiator of order 15. Compare the frequency responses based on a
is window.
rectangular and on a hamming
if le
i s
Th
MOHAMMED EL-TANANY, PROFESSOR
SYSTEMS & COMPUTER ENGINEERING, CARLETON UNIVERSITY, OTTAWA, ONTARIO 27 / 32
We provide unlocked studymaterials from popular websites at affordable price, email enquiries to rishabhk28@live.com
S Y S C 5 6 0 2 : D i g i t a l S i g n a l P r o c e s s i n g F I R _ F i l t e r s _ 2 0 0 9 . f m
m
magnitude response
o
3.5
.c
3 recatngular
r
Hamming
r
2.5
lu
2
b
1.5
n
1
t u
0.5
r
0
a
0 50 100 150 200 250 300 350 400 450 500
Sm
phase response
4
v i a
d
0
-2
r e
-4
h a
S
0 50 100 150 200 250 300 350 400 450 500
i s
if le
Hilbert Transformers
s
The idealiHilbert
Th
Transformer is described by the following frequency response
⎧
H ( e jω ) = ⎨ – j for 0 < ω < π
⎩ j for – π < ω < 0
Its magnitude response is absolutely flat at all frequencies; it introduces a phase shift
m
of 90 degrees for negative frequencies and minus 90 degrees for positive frequen-
cies. For this it is considered an ideal 90 degree phase shifter.
.c o
r r
b lu
n
For practical realizations, the Hilbert transform is designed to approximate the fre-
quency response given below:
r t u
a
Sm
⎧
⎪ – j0.5Nω for 0 < ω < π
H ( e jω ) = ⎨ – je
i a
⎪ je – j0.5Nω for – π < ω < 0
⎩
v
e d
r transformers dictate that the delay be an integer,
where the linear phase accounts for a processing delay of N/2 sample period. Appli-
a
hnumber.
cations requiring the use of Hilbert
S
isfor Hilbert transformers are not different from what we have
and thus N must be an even
l e
The design approaches
f i
i s
seen so far. For example, the Fourier_based design is outlined below.
Th
MOHAMMED EL-TANANY, PROFESSOR
SYSTEMS & COMPUTER ENGINEERING, CARLETON UNIVERSITY, OTTAWA, ONTARIO 29 / 32
We provide unlocked studymaterials from popular websites at affordable price, email enquiries to rishabhk28@live.com
S Y S C 5 6 0 2 : D i g i t a l S i g n a l P r o c e s s i n g F I R _ F i l t e r s _ 2 0 0 9 . f m
π 0 π
∫ ∫ ∫
1 1 1
h ( n ) = ------ H ( e jω )e jωn dω = ------ je – j0.5Nω e jωn dω – ------ je – j0.5Nω e jωn dω =
2π
–π
2π
–π
2π
o m
.c
0
[ sin ( n – N ⁄ 2 )π ⁄ 2 ] 2
r r
lu
2 ---------------------------------------------------
( n – N ⁄ 2 )π
n b
for N even, the h(n) given above describes a type III FIR It also has the properties
r t u
that h(N/2) = 0, and h(N-n)=-h(n).
a
Example
S m
v i a
Design a 14th order Hilbert transformer. Compare the magnitude and phase
d
responses based on rectangular & Hamming window
e
Matlab script
a r
S h
N=14; n=0:N;
is
h=sinc((n-N/2)/2).*sin((n-N/2)*pi/2); hw=h.*rot90(hamming(N+1)); stem(h)
if le
title('impulse response of a 14th order HT')
[H,f]=freqz(h); [HW,f]=freqz(hw);
figure; subplot(2,1,1)
i s plot(f,20*log10(abs(H)),'r-',f,20*log10(abs(HW)),'r:')
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axis([0 pi -50 10])
title('magnitude response of a 14th order HT')
legend('rectangular','hamming')
subplot(2,1,2)
plot(f,angle(H),'r-',f,angle(HW),'r:')
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SYSTEMS & COMPUTER ENGINEERING, CARLETON UNIVERSITY, OTTAWA, ONTARIO 31 / 32
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We provide unlocked studymaterials from popular websites at affordable price, email enquiries to rishabhk28@live.com
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We provide unlocked studymaterials from popular websites at affordable price, email enquiries to rishabhk28@live.com
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We provide unlocked studymaterials from popular websites at affordable price, email enquiries to rishabhk28@live.com
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We provide unlocked studymaterials from popular websites at affordable price, email enquiries to rishabhk28@live.com
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