Discrete Systems: Fachgebiet Nachrichtentechnische Systeme

Chapter 4
Discrete Systems
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

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Nachrichtentechnische Systeme
4.1 Introduction
Graphik shows general scheme of a digital signal processing system
(used in cound cards, digital sound processors, precise filtering applications etc.).
Note: In general additional low-pass filters are needed!
{s(k )} → { g (k )} = T ⎡⎣{s(k )}⎤⎦ where k = −∞... + ∞

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4.1 Introduction
In practice, such a system is represented by a digital signal processor, essentially
consisting of the following elements:
Delay: s (k − 1) or s (k − 1) = V [ s (k )]
Multiplier: α α ⋅ s(k )
Adder: + s1 (k ) + s2 (k )
s1 (k )
s2 ( k )
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4.1 Introduction
Example:
The relation of the example from section 2.3.5.1 with

g (k + 2) + c1 g (k + 1) + g (k ) = s(k + 1) + s(k )
can be rewritten as:

g (k + 2) = −c1 g (k + 1) − g (k ) + s (k + 1) + s (k )
g (k ) = −c1 g (k − 1) − g (k − 2) + s (k − 1) + s (k − 2)
The corresponding signal flow is represented in the following diagram:

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4.1 Introduction
Signal flow diagram of the example of a digital filter

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4.1 Introduction
The same basic properties as for analog filters can also be found for
discrete systems:
1- Real values:
From real-valued {s(k)} follows that also {g(k)} is real-valued
2- Time-invariance:
{s(k )} → { g (k )} gives {s(k + κ )} → { g (k + κ )}
3- Linearity:
{s1 (k )} → { g1 (k )} n n
{sv (k )} → { gv (k )} ∑
ν
{αν sν (k )} → ∑ {αν gν (k )}
=1 ν =1
{sn (k )} → { g n (k )}
Causality and stability are here as important as for analog systems.
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4.2 Linear, Time-Invariant Discrete Systems

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4.2.1 Difference Equations
The most important class of discrete LTI-systems is the one, describable
by an n-th order equation of the following kind:
n n
∑
α
aα s (k − α ) = ∑ bβ g (k − β )
=0 β =0
From this, one obtains:
1⎡ n n
⎤
g (k ) = ⎢ ∑ aα s (k − α ) − ∑ bβ g (k − β ) ⎥
b0 ⎣α =0 β =1 ⎦

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Definition:
A discrete-time LTI-system is called recursive if the calculation of
each output value g(k) from the preceding output values g(k - ß) with ß > 0
is performed.
Definition:
A causal digital LTI-system is called non-recursive if the calculation
of each output value g(k) is possible without the use of previously calculated
output signals g(k - ß) with ß > 0 .

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Example:
Given is a second order discrete LTI-system, where n = m = 2, thus:
1⎡ 2 2
⎤
g (k ) = ⎢ ∑ aα s (k − α ) − ∑ bβ g (k − β ) ⎥
b0 ⎣α =0 β =1 ⎦
One can set b 0 = 1 here without any restrictions:

g (k ) = a0 s (k ) + a1s (k − 1) + a2 s (k − 2) − b1 g (k − 1) − b2 g (k − 2)
In the next slide it is specified: b1,2 = d1,2 !!

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4.2.2 The Discrete Impulse Response
Definition:
The impulse response of a discrete system is the response g (k )
of the system to s (k ) = γ 0 (k )
This special sequence to be observed at the output is denoted by: h(k )
The answer of the system to any causal excitation s (k )

with s (k ) ≡ 0 for k < 0 thus is:
+∞
g (k ) = ∑ h(ν ) ⋅ s (k −ν ) = h(k ) ∗ s (k ) Discrete convolution
ν =0
The causality provides: h(k ) ≡ 0 for k < 0, thus

s (k ) = g (k ) ≡ 0 for k < 0

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4.2.3 The Discrete Transfer Function Hz(z)

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If {s(k)} as input signal for a discrete system is used with
s (k ) = Ue kpT = Uz k where k = 0...∞

and with p = σ + jω being the complex frequency, one gets:
+∞
g (k ) = h(k ) ∗ s (k ) = ∑ h(ν ) ⋅ s (k −ν )
ν =0
+∞ +∞
= ∑ h(ν ) ⋅ Uz k −ν
= Uz k
∑ h (ν ) ⋅ z −ν
= Uz k
⋅ H z ( z)
ν =0 ν =0
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Z {h (ν )}= H z ( z )
Discrete transfer function.

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* According to z-transform properties it holds:
+∞
g (k ) = ∑ h(ν ) ⋅ s(k −ν ) = h(k ) ∗ s (k ) Gz ( z ) = H z ( z ) ⋅ S z ( z )
ν =0
Gz ( z )
⇔ H z ( z) =
Sz ( z)
* The discrete transfer function is the z-transform of the impulse response {h(k)}
+∞
H z ( z ) = ∑ h(ν ) ⋅ z −ν
ν =0
* For a chain of two discrete LTI-systems it holds:

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With the equations:
g1 (k ) = h1 (k ) ∗ s (k ) and g (k ) = g1 (k ) ∗ h2 (k )
it follows: g (k ) = g1 (k ) ∗ h2 (k ) = [ h1 (k ) ∗ s (k ) ] ∗ h2 (k )
or g (k ) = h1 (k ) ∗ h2 (k ) ∗ s (k ) Gz ( z ) = H z 1 ( z ) ⋅ H z 2 ( z ) ⋅ S z ( z )
144244 3
Hz (z)
Gz ( z ) = H z ( z ) ⋅ S z ( z ) H z ( z ) = H z1 ( z ) H z 2 ( z )

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Considering a difference equation, this relation can be described in the z-domain:
n n
∑
α
aα s (k − α ) = ∑ bβ g (k − β )
=0 β =0
The z-transform of both sides of the equation is then:

n n
∑ aα S z ( z ) ⋅ z
α =0
−α
= ∑ bβ Gz ( z ) ⋅ z − β
β =0
Rewriting this formula gives:

n m
∑ aα ⋅ z
G ( z ) α =0
−α
By means of an ∑
µ
dµ ⋅ z µ
H z ( z) = z = n H z ( z) = =0
n
where n ≥ m
∑β
Sz ( z)
∑
−β
b ⋅ z index conversion cν ⋅ zν
β =0 ν=0

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So this second form of the discrete transfer function Hz(z) is a rational function
of the variable z:
Numerator polynom in z P( z )
H z ( z) = =
Denominator ploynom in z Q( z )
A third form of the discrete transfer function is based on the zeros of the
numerator and the denominator polynom:
Roots of the of the numerator or the zeros
m
dm
∏
µ
(z − z µ )
=1
0
H z ( z) = ⋅ n
∏
cn
(z − z µ )
∞
ν =1
Roots of the denominator or the poles

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4.2.4 General Properties of Hz(z)

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1. Properties of system coefficients and of poles and zeros:
The coefficients respectively are real constants. The zeros and poles are
either real or conjugated complex:
jψ 0µ − jψ 0µ
z0 µ = z0 µ e 1
where z0µ = z ∗0µ = z0µ e 1
1 1 2 1 1
jψ ∞ν − jψ ∞ν
z∞ν = z∞ν e 1
where z∞ν = z ∗∞ν = z∞ν e 1
1 1 2 1 1
2. Stability: (BIBO: bounded input bounded output criterion)

A discrete system obviously is stable, if
any bounded input signal s (k ) < M 1 < ∞ ∀k causes
a bounded output signal g (k ) < M 2 < ∞

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BIBO stability is given, if the following relation holds: z∞ν < 1 ∀ν
Pole- zero plot of a real, causal and stable system

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4.2.5 Behaviour of Hz(z) on the unit circle
If we observe the H Z (z) for any point z on the unit circle with z = 1 and z = e jωT
we obtain the so-called frequency response.
n m
∑α
a e − jαωT
dm
∏
µ
(e ω
=1
j T
− z0 µ )
jωT
H z (e )= α =0
n
= n
∑ ∏
− j βωT cn
bβ e (e ωj T
− z∞ν )
β=0 ν=1
2π
periodic function with ωT = 2π or ω =
T
In short: H z (e jωT ) = H a (ω )

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In general :
Gz ( z ) = H z ( z ) S z ( z ) ⇒ Gz (e jωT ) = H z (e jωT ) S z (e jωT )
A normalized representation using ωT = Ω or F = Ω ⋅ 2π , leads to:

m
bm
∏ − z0µ )
( e
µ =1
jΩ
H z (e jωT ) = H z (e jΩ ) = H Na (Ω) = n
∏
cn jΩ
(e − z∞ν )
ν=1
Magnitude H a (Ω) and its phase ϕa (Ω) can be rewritten as:
H Na (Ω) = H Na (Ω) e jϕ Na ( Ω )

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For the distance of each zero or each pole to the unit circle, it holds:
e jΩ − z = cos Ω + j sin Ω − z cosψ − z ⋅ j sinψ
( cos Ω − z cosψ ) + ( sin Ω − z sinψ )

2 2
=
= cos 2 Ω − 2 cos Ω z cosψ + z cos 2 ψ + sin 2 Ω − 2sin Ω z sinψ + z sin 2 ψ

2 2
= 1 − 2 z cos(Ω −ψ ) + z
2
with z = z e jψ
For the corresponding angle of the connection of each zero or each pole
to the unit circle, it holds:
sin Ω − z sinψ
( e jΩ − z ) = arctan cos Ω − z cosψ

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Thus it results: m
bm
∏ − z0 µ
e jΩ
µ =1
H Na (Ω) = ⋅ n
∏
cn jΩ
e − z∞ν
ν=1
m
∏
2
1 − 2 z0µ ⋅ cos(Ω −ψ 0µ ) + z0µ
bm µ=1
= ⋅ n
∏
cn 2
1 − 2 z∞ν ⋅ cos(Ω −ψ ∞ν ) + z∞ν
ν=1
bm
With >0 it follows:
cn
n sin Ω − z∞ν sin Ψ ∞ν m sin Ω − z0µ sin Ψ 0µ
ϕ Na (Ω) = ∑ arctan − ∑ arctan
ν =1 cos Ω − z∞ν cos Ψ ∞ν µ =1 cos Ω − z0µ cos Ψ 0µ

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For the derivative of the angle related to the connections of each pole or each
zero it holds:
sin Ω − z sinψ
d
dΩ
( e jΩ
− z ) =
d
dΩ
arctan
cos Ω − z cosψ
=
1 cos Ω(cos Ω − z cosψ ) − (− sin Ω)(sin Ω − z sinψ )

⋅
(sin Ω − z sinψ ) 2 (cos Ω − z cosψ ) 2
1+
(cos Ω − z cosψ ) 2
cos 2 Ω − cos Ω z cosψ + sin 2 Ω − sin Ω z sinψ
=
(cos Ω − z cosψ ) 2 + (sin Ω − z sinψ ) 2
1 − z cos(Ω −ψ )
=
cos 2 Ω − 2 cos Ω z cosψ + z cos 2 ψ + sin 2 Ω − 2sin Ω z sinψ + z sin 2 ψ
2 2
1 − z cos(Ω −ψ )
=
1 + z − 2 z cos(Ω −ψ )
2

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Thus the frequency normalised envelope delay results to:
dϕ Na (Ω) n 1 − z∞ν ⋅ cos(Ω − Ψ ∞ν )

τ Nga (Ω) = =∑
dΩ ν =1 1 − 2 z
2
∞ν ⋅ cos(Ω − Ψ ∞ν ) + z∞ν
m 1 − z0µ ⋅ cos(Ω − Ψ 0µ )
−∑ 2
µ =1 1 − 2 z0µ ⋅ cos(Ω − Ψ 0µ ) + z0µ
Note: According to the formulas given above it follows:
H Na (Ω) = H Na (−Ω) ϕ Na (−Ω) = −ϕ Na (Ω)
τ Nga (−Ω) = τ Nga (Ω)

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Example: 3rd order system with the discrete transfer function
( z + 1)( z + 0.2)
H ( z) =
( z − 0.3)( z − 0.3 − j 0.6)( z − 0.3 + j 0.6)
Magnitude of discrete transfer function of 3rd order system

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Phase of discrete transfer function of 3rd order system

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Envelope delay of a 3rd order system

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Locus of the discrete transfer function of 3rd order system

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If the regarded system are causal and stable then:
1. H L ( p ) is analytically regular for Re p > 0 and H Z ( z ) is analytically regular for z < 1
2. H L ( jω ) = H (ω ) shows the frequency behaviour of analog filter

H Z (e jωt ) = H Z (e jΩ ) = H a (ω ) shows the frequency behaviour of digital filter.
with H z (e jΩ ) = Re { H z (e jΩ )} + j Im { H z (e jΩ )} or
H Na (Ω) = Re { H Na (Ω)} + j Im { H Na (Ω)}

+π
It results: 1 η −Ω
Re { H Na (Ω)} = lim H z ( z ) − ∫π Im { H Na (η )} cot dη
z →∞ 2π −
2
+π
1 η −Ω
Im { H Na (Ω)} = ∫π Re { H Na (η )} cot dη
2π −
2
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Note: For minimum-phase systems, it applies:
+π
1 η −Ω
ln H Na (Ω) = lim ln H z ( z ) −
z →∞ 2π −π
∫ ϕ a (η ) cot 2
dη
+π
1 η −Ω
ϕ Na (Ω) =
2π −
∫π ln H Na (η ) cot
2
dη

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4.2.6 All-Pass Filters
An all-pass filter is defined according to:
H a (Ω) = H z (e jΩ ) = const. ∀Ω
P( z )
For the discrete transfer fuction of an all-pass: H z ( z ) =
Q( z )
one observes:
1 1
= n
cn ∏ ( z − z∞ν )
Q( z )
ν =1
and looks for a:

m
P( z ) = bm ∏ ( z − z0 µ )
µ =1
In such a way that equation is fulfilled.

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The following possibilities are given:
Case z∞ν = 0 , ∀ν
1
H Na (Ω) = where P ( z ) = 1, because z = 1 where z = e jΩ
cn
• Other case it results:
m
∏
2
1 − 2 z0 µ cos(Ω − ψ 0 µ ) + z0 µ
d µ =1
H Na (Ω) = m n
∏
cn
1 − 2 z∞ν cos(Ω − ψ ∞ν ) + z∞ν
2
ν =1
So every pole makes a contribution 1 − 2 z∞ν cos(Ω − ψ ∞ν ) + z∞ν

2
to H Na (Ω)

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H Na (Ω) = const. results in case the contribution of every pole is compensated by :
2
1 − 2 z0 µ cos(Ω − ψ 0 µ ) + z0 µ
This is possible, if m=n and:

jψ 0 µ 1 jψ ∞ν 1 1
z0 µ = z0 µ e = e = =
z ∞ν z∞ν e − jψ ∞ν z ∗∞ν
so that:
1 1
1− 2 cos(Ω − Ψ ∞ν ) +
e j Ω − z0 µ
2
z ∞ν z ∞ν 1
jΩ
= =
e − z ∞ν 1 − z∞ν cos(Ω − Ψ ∞ν ) + z∞ν
2 z ∞ν

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Pole-Zero diagram of an All-pass in the z-plane

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One gets in case of:

1
z ∞ν = and Ψ ∞ν = Ψ 0ν
z0ν
phase delay:
n
ϕ Na (Ω) = ∑ arctan
(1 − z ∞ν
2
) sin(Ω − Ψ ∞ν )
(1 + z∞ν ) cos(Ω − Ψ ∞ν ) − 2 z∞ν
2
ν =1
envelope delay:
1 − z ∞ν
2
n
τ Nga (Ω) = ∑ where z∞ν < 1 for all ν
1 − 2 z∞ν cos(Ω − Ψ ∞ν ) + z∞ν
2
ν =1

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4.2.7 Minimum-phase Systems
Discrete system can also be devided into all-passes and minimum-phase systems
Let‘s assume an stable LTI discrete system with the transfer funsction:
m m1
d
∏ ( z − z0 µ ) d
∏ ( z − z (1)
0µ ) m
H z ( z) = m
µ =1
n
= m
µ =1
n ∏ ( z − z (2) 0 µ )
∏ ( z − z ∞ν ) ∏ ( z − z ∞ν )
cn cn µ
= m1 +1
ν =1 ν =1
with z (1) 0 µ ≤ 1 for µ = 1,..., m1 the first m1 zeros in the unit-circle
z (2) 0 µ > 1 for µ = m1 + 1,..., m other zeros outside the unit-circle

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m m
1
With
µ
∏
= m1 +1
(z (2)
0 µ . z − 1) =
µ
∏= m1 +1
z (2) 0 µ ( z −
z (2)
) , it yields:
0µ
m1 m m
b
∏ (z − z
µ =1
(1)
0µ ) ∏
µ = m1 +1
(z (2)
0 µ .z − 1) ∏
µ = m1 +1
( z − z (2) 0 µ )
H z ( z) = m n
. m
1
∏ ∏
cn
( z − z ∞ν ) z (2)
0µ ( z − (2)
)
ν =1 µ = m1 +1 z µ
144444 42444444 3 1444 4244404 3
H zM ( z ) H z Allp .
Or in a short form:
H z ( z ) = H ZM ( z ).H z Allp . ( z )

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1
With z0 µ (2) = , one obtains for the all-pass:
z ∞µ
m
1
1
∏
µ = m1 +1
(z −
z ∞µ
)
H z Allp . ( z ) = m
. m
µ
∏
= m1 +1
z0 µ (2)
µ
∏= m1 +1
( z − z ∞µ )
14 243
real constant
1
Because z0 µ (2) > 1 ⇔ z ∞µ = (2)
<1
z0 µ
The poles of this all-pass lie inside the unit-circle

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Minimum phase system All pass system

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4.2.8 Systems with Linear Phase
Linear phase means a constant envelope delay with the frequency
τ Nga (Ω) ≠ f (Ω)

where:
n
1 − z∞ν cos(Ω − Ψ ∞ν ) m 1 − z0 µ cos(Ω − Ψ 0 µ )
τ Nga (Ω) = ∑ −∑
1 − 2 z∞ν cos(Ω − Ψ ∞ν ) + z∞ν
2 2
ν =1 µ =1 1 − 2 z0 µ cos(Ω − Ψ 0 µ ) + z0 µ
The condition is fulfilled in cases:
1. n = m and z0 µ = z∞ν for all ν = µ ⇒ poles and zeros exhibit the same location
2. z0 µ = 1 ∀µ and z∞ν = 1 ∀ν ⇒ leads to only conditional stable systems

and therefore is ignored in the following:

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A) z∞ν < 1 ∀ν must be fulfilled, z∞ν =0 ∀ν ensures that a frequncy
independent contribution from the poles is introduced in the formula for
the group delay.
B) The zeros z0 µ have to be located in such a way, that:

m 1 − z0 µ cos(Ω − Ψ 0 µ )
∑ 2
→ const.
µ =1 1 − 2 z0 µ cos(Ω − Ψ 0 µ ) + z0 µ
To fulfill B) condition, it is required:

m
b
∏ (z − z µ ) 0
bm 1 m
n ∏
µ =1
1) H z ( z ) = m n
= ( z − z0 µ ) ⇒ non-recursive system.
∏
cn cn z µ =1
(z − z ν ) ∞
ν =1

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2) The zeros z0 µ have to be located pair-wise symmetrically to each other:
j Ψ 0a 1 1 jΨ 0b
z0a = z0a e = = e
z0b ∗ z0b
Due to this relation, the total group delay gives:
1 − z0a cos(Ω − Ψ 0a ) 1 − z0b cos(Ω − Ψ 0b )

2
+ 2
1 − 2 z0a cos(Ω − Ψ 0a ) + z0a 1 − 2 z0b cos(Ω − Ψ 0b ) + z0b
1
1− cos(Ω − Ψ 0a )
1 − z0a cos(Ω − Ψ 0a ) z0a
= 2
+ =1
1 − 2 z0a cos(Ω − Ψ 0a ) + z0a 2 1
1− cos(Ω − Ψ 0λ ) + 2
z0a 1
z0a

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Pole-Zero diagram of Non-Recursive System with Linear Phase

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Therefore discrete systems with linear phase have always a transfer function :
m1
bm 1 1
H z ( z) =
cn z n
( z − 1) m3
( z + 1) m2
∏
µ =1
( z − z 0µ )(z −
z0 µ ∗
)
where 2m1 + m2 + m3 = m ≤ n
Example: for n = 1 ⇒ m = 0, i.e., m1 = m2 = m3 = 0
bm −1 bm
and H Z ( z) = z h( k ) = γ 0 (k − 1)
cn cn
bm
Delay element with =1
cn

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4.2.9 Non-Recursive Systems (FIR-Filters)
Non-recursive systems have been defined by:
1 n
1 n
g (k ) = ∑ aα s (k − α ) G ( z ) = ∑ aα S ( z ) z −α
b0 α =ε b0 α =ε
G( z) 1 n
or H z ( z) = = ∑ aα z −α
S ( z ) b0 α =0
Properties:
m
1. Because of H z ( z ) = ∑ h(ν ) z −ν , the impulse response:
ν =0
ak
h( k ) = for k = 0...n with h(k ) = 0 for k < 0 and k > n
b0
finite duration also called FIR (Finite Impulse Response) - systems.

n
With the output signal: g (k ) = s (k ) ∗ h(k ) = ∑ h(ν ) s (k −ν )
ν =0

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4.2.9 Non-Recursive Systems (FIR-Filters)
1 n 1 n aα z n −α
2. From this results: H z ( z ) = ∑ aα z = ∑
−α
b0 α =0 b0 α =0 z n
non-recursive systems have just an nth order pole at z = 0 Æ always stable!

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4.3 System Structures for Discrete LTI-Systems

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4.3.1 The First Canonical Form of a Discrete
System
A canonical form is a system structure with a minimized number of memories
(delay elements).
1⎡ n n ⎤
From chapter 4.2.1: g ( k ) = ⎢∑ α a s ( k − α ) − ∑ bβ g ( k − β ) ⎥
b0 ⎣α =0 β =1 ⎦
by setting m = n one obtains:
1⎡ n n ⎤
g (k ) = ⎢ ∑ aα s (k − α ) − ∑ bβ g (k − β ) ⎥
b0 ⎣α =0 β =1 ⎦
or 1⎡ n ⎤
g (k ) = s (k ) + ⎢ ∑ {aγ s (k − γ ) − bγ g (k − γ )}⎥
a0
b0 b0 ⎣ γ =1 ⎦
1⎡ n ⎤
Gz ( z ) = S z ( z ) + ⎢ ∑ {aγ S z ( z ) z −γ − bγ Gz ( z ) z −γ }⎥
a0
b0 b0 ⎣ γ =1 ⎦
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Fachgebiet N T S
4.3.1 The First Canonical Form of a Discrete
System
First Canonical form of a digital filter

S. 54
Fachgebiet N T S
4.3.2 The Second Canonical Form of a
Discrete Filter
A second canonical form results as follows:
n
∑
µ
dµ z µ
=0
Gz ( z ) = n
Sz ( z)
∑
ν
cν zν
=0
The second form works equal to the first canonical form; this is proved in
the following:
• The representation in following figure with
n
Gz ( z )
∑µ
b z
µ =0
µ
H z ( z) = = n equals the one in figure of the 1st Form

∑
Sz ( z)
cν zν
ν =0

S. 55
Fachgebiet N T S
4.3.2 The Second Canonical Form of a Discrete
Filter
The Second Canonical Form of a Digital Filter

S. 56
Fachgebiet N T S
Discrete Filter
First, one takes a look at the part underneath the dashed line Æ this system part
can obviously described by:
s (k ) → x1 (k ) Sz ( z) → X1 ( z)
Furthermore:
−n
in general
X 1 ( z ) = z X n +1 ( z ) Xν +1 ( z ) = zν X 1 ( z )
n
Due to xn +1 (k ) = s (k ) − ∑ bν xn −ν +1 (k ), we obtains:
ν =1
n n
X n +1 ( z ) = S z ( z ) − ∑ bν X n −ν +1 ( z ) ⇔ z X 1 ( z ) = S z ( z ) − ∑ bν X n −ν +1 ( z )
n
ν =1 ν =1
n
= S z ( z ) − ∑ bν z n −ν X 1 ( z )
ν =1

S. 57
Fachgebiet N T S
Discrete Filter
⎡ n n −1
⎤
⇔ X 1 ( z ) ⎢ z + z ∑ bν z −ν ⎥ = S z ( z )
n
⎣ ν =1 ⎦
Sz ( z)
and with b0 = 1 we obtain: X 1 ( z ) = n
z ∑ bν z −ν
n
ν =0
n
For the upper part of the system the difference equation g (k ) = ∑ aν xn −ν +1 (k )
ν =0
results: n n
Gz ( z ) = ∑ aν X n −ν +1 ( z ) = ∑ aν z n −ν X 1 ( z )
ν =0 ν =0
n
n
z n
∑ aν z n −ν
= X1 ( z) z n
∑ aν z ν =
− ν
=0
n
Sz ( z)
ν
=0
z n ∑ bν z −ν
ν =0

S. 58
Fachgebiet N T S
Discrete Filter
n
or: ∑ aν z ν −
Gz ( z ) = ν=0
n
Sz ( z)
∑
ν
bν z ν
=0
−
So the whole system is described by:

n
Gz ( z ) ∑ aν z ν −
H z ( z) = = ν=0
n
∑ν
Sz ( z) −ν
b z
ν =0

S. 59
Fachgebiet N T S
4.3.3 The Third Canonical Form of a Digital
System
3rd Form: cascade of the 1st and 2nd order system.
One can divide from:
m
d
∏ (z − z µ )0 ...
H z ( z) = m µ=1
n
= ∏ H zγ ( z )
∏
cn
(z − z ν )∞
γ =1
ν=0
into
d1γ z + d 0γ d 2γ z 2 + d1γ z + d 0γ
H zγ ( z ) = and H zγ ( z ) =
c1γ z + c0γ c2γ z 2 + c1γ z + c0γ

S. 60
Fachgebiet N T S
4.3.4 The Fourth Canonical form of a Digital
Filter
Cascade of a 1st and 2nd Order Digital Filter

S. 61
Fachgebiet N T S
Filter
Another canonical structure can be obtained by converting the transfer function
into a partional sum:
m
∑ dµ z µ n
Rν
= R∞ + ∑
µ =0
H z ( z) =
ν =1 ( z − z∞ν )
n
cn ∏ ( z − z∞ν )
ν =1
The residues in this simple case follow from (where cn =1):
R∞ = lim H z ( z ) = d n for m = n
z →∞
Rν = lim {( z − z∞ν ) H z ( z )} for single poles

z → z∞ν
This leads to a parallel connection of the parts.

S. 62
Fachgebiet N T S
4.3.4 The Fourth Canonical form of a Digital Filter

S. 63
Fachgebiet N T S
Filter
d 0γ
For real poles: H zγ ( z ) = where d 0γ = Rγ and c0γ = − z∞
z + c0γ
For conjugate complex poles, two terms must be combined:
b1γ z + b0γ
H zγ ( z ) = where
z + c1γ z + c0γ
2
d 0γ = −2 Re { Rγ z } ,d = 2 Re { Rγ } , c0γ = z∞γ { }
2
∗
∞γ 1γ and c1γ = −2 Re z∞γ
So in completion:
...
H z ( z ) = d n + ∑ H zγ ( z ) where cn = 1
γ =1

S. 64
Fachgebiet N T S
4.3.5 System Structures for Non-Recursive
Systems (FIR-Filters)
For any of the first three canonical forms, an appropriate non-recursive system
can be directly derived from equation
1 n
g (k ) = ∑ aα s (k − α )
b0 α =0
First Canonical Form of a FIR - Filter

S. 65
Fachgebiet N T S

Discrete Systems: Fachgebiet Nachrichtentechnische Systeme

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Chapter 4

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

{s(k )} → { g (k )} = T ⎡⎣{s(k )}⎤⎦ where k = −∞... + ∞

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

The relation of the example from section 2.3.5.1 with

can be rewritten as:

The corresponding signal flow is represented in the following diagram:

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Signal flow diagram of the example of a digital filter

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

From this, one obtains:

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Given is a second order discrete LTI-system, where n = m = 2, thus:

One can set b 0 = 1 here without any restrictions:

In the next slide it is specified: b1,2 = d1,2 !!

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

The answer of the system to any causal excitation s (k )

The causality provides: h(k ) ≡ 0 for k < 0, thus

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

If {s(k)} as input signal for a discrete system is used with

s (k ) = Ue kpT = Uz k where k = 0...∞

Discrete transfer function.

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

* For a chain of two discrete LTI-systems it holds:

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

The z-transform of both sides of the equation is then:

Rewriting this formula gives:

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

2. Stability: (BIBO: bounded input bounded output criterion)

any bounded input signal s (k ) < M 1 < ∞ ∀k causes

a bounded output signal g (k ) < M 2 < ∞

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Pole- zero plot of a real, causal and stable system

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

A normalized representation using ωT = Ω or F = Ω ⋅ 2π , leads to:

Magnitude H a (Ω) and its phase ϕa (Ω) can be rewritten as:

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

e jΩ − z = cos Ω + j sin Ω − z cosψ − z ⋅ j sinψ

( cos Ω − z cosψ ) + ( sin Ω − z sinψ )

= cos 2 Ω − 2 cos Ω z cosψ + z cos 2 ψ + sin 2 Ω − 2sin Ω z sinψ + z sin 2 ψ

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

1 cos Ω(cos Ω − z cosψ ) − (− sin Ω)(sin Ω − z sinψ )

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04

dϕ Na (Ω) n 1 − z∞ν ⋅ cos(Ω − Ψ ∞ν )

Note: According to the formulas given above it follows:

H Na (Ω) = H Na (−Ω) ϕ Na (−Ω) = −ϕ Na (Ω)

τ Nga (−Ω) = τ Nga (Ω)

Magnitude of discrete transfer function of 3rd order system

Phase of discrete transfer function of 3rd order system

Envelope delay of a 3rd order system

Locus of the discrete transfer function of 3rd order system

1. H L ( p ) is analytically regular for Re p > 0 and H Z ( z ) is analytically regular for z < 1

2. H L ( jω ) = H (ω ) shows the frequency behaviour of analog filter