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Digital Signal Processing

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• Reading

• Discrete-Time Signal Processing (2nd edition)

authors: Alan Oppenheim and Ronald Schafer
Publisher: Prentice-hall
http://www.pearsonhighered.com/product?ISBN=0131988425
Chapter 7: section 7.2
Chapter 5: 5.5, 5.6,

• Mitra 2nd edition:

• Section 7.6

• Proakis 4th edition

• Sections: 10.1, 10.2.1, 10.2.2

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Design of Digital Filters

In LTI systems, the output 𝑦,𝑛- is related to the input 𝑥,𝑛- by the convolution operation
∞

𝑦 𝑛 =𝑥 𝑛 ⊛𝑦 𝑛 = 𝑥 𝑘 ℎ,𝑛 − 𝑘-
−∞

All ideal filters are non-causal and hence physically unrealizable

“The purpose of digital filter design is to approximate any of the ideal frequency response
characteristics with a causal and stable digital filter that meets a specific frequency response
with low order for efficient computational complexity”
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Types of digital filters

• infinite impulse response (IIR)

• finite impulse response (FIR)

property IIR FIR

Filter Order lower order than FIR for the much higher order than IIR
same frequency response specs for the same frequency
response specs
Linear phase Cannot have exact linear phase Can have exact linear
phase
Stability Not always stable Always stable
Computational More computationally efficient Less computationally
efficiency efficient
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Linear phase systems

an ideal LTI linear phase system has a constant delay transfer function

𝐻𝑖𝑑 𝑒 𝑗𝜔 = 𝑒 −𝑗𝜔𝑛𝑑 𝜔 <𝜋

where, 𝑛𝑑 is an integer. This system has a constant magnitude response, linear

phase and a constant group delay.

The impulse response of an ideal linear phase system is a simple delay

ℎ𝑖𝑑 𝑛 = 𝛿,𝑛 − 𝑛𝑑 -
example:
Ideal low-pass filter with linear phase
𝛼=5

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General linear phase systems

a general linear phase system has a frequency response 𝐻 𝑒 𝑗𝜔 = 𝐻 𝑒 𝑗𝜔 𝑒 −𝑗𝜔𝛼

• 𝑯 𝒆𝒋𝝎 : is a zero-phase, positive real sequence , this implies that ℎ,𝑛- should
be symmteric or antisymmetric why?

• 𝒆−𝒋𝝎𝜶 :
• is a constant delay by 𝛼

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Linear phase filters

• linear phase filters have symmetric/anti-symmetric impulse
response: ℎ 𝑛 = ±ℎ 𝑀 − 𝑛

• Type I FIR linear-phase systems

• Type II FIR linear-phase systems

• Type III FIR linear-phase systems

• Type IV FIR linear-phase systems

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Linear phase filters

• linear phase filters have symmetric/anti-symmetric impulse
response:

ℎ 𝑛 = ±ℎ,𝑀 − 𝑛-

Odd length Even length

Symmetric Type I Type II
Anti-symmetric Type III Type IV

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• Type I FIR linear-phase filter

The impulse response of type-I filter is symmetric
ℎ 𝑛 =ℎ 𝑀−𝑛 , 0≤𝑛≤𝑀

(𝑀 is an even integer)
𝑀
The frequency response 𝐻 𝑒 𝑗𝜔 = 𝑛=0 ℎ,𝑛-𝑒
−𝑗𝜔𝑛 is:
Linear phase

where

Group delay = 2
example:

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• Type II FIR linear-phase filter

The impulse response of type-II filter is symmetric
ℎ 𝑛 =ℎ 𝑀−𝑛 , 0≤𝑛≤𝑀

(𝑀 is an odd integer)
𝑀
The frequency response 𝐻 𝑒 𝑗𝜔 = 𝑛=0 ℎ,𝑛-𝑒
−𝑗𝜔𝑛

is: Linear phase

where

example: Group delay = 2.5

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• Type III FIR linear-phase filter

The impulse response of type-III filter is antisymmetric
ℎ 𝑛 = −ℎ 𝑀 − 𝑛 , 0≤𝑛≤𝑀

(𝑀 is an even integer)
𝑀
The frequency response 𝐻 𝑒 𝑗𝜔 = 𝑛=0 ℎ,𝑛-𝑒
−𝑗𝜔𝑛

is: Linear phase

where

example: Group delay = 1

ℎ 𝑛 = 𝛿 𝑛 − 𝛿,𝑛 − 2-
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• Type IV FIR linear-phase filter

The impulse response of type-III filter is antisymmetric
ℎ 𝑛 = −ℎ 𝑀 − 𝑛 , 0≤𝑛≤𝑀

(𝑀 is an odd integer)
𝑀
The frequency response 𝐻 𝑒 𝑗𝜔 = 𝑛=0 ℎ,𝑛-𝑒
−𝑗𝜔𝑛

is: Linear phase

where

example: Group delay = 0.5

ℎ 𝑛 = 𝛿 𝑛 − 𝛿,𝑛 − 1-

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Zero locations of FIR linear phase systems

𝑀

𝐻 𝑧 = ℎ,𝑛-𝑧 −𝑛
𝑛=0
• Real coefficients ℎ,𝑛- implies the zeros are in complex conjugate pairs.
• When the filter coefficients ℎ 𝑛 are symmetry/ antisymmetry, then the
zeros are complex reciprocals
1
h[n ]   h[ M  n ]  H ( z )   z  M H   if H ( )  0  H 1    0
z
• Zeros of a linear phase FIR filters are located in quadruple (reciprocal and
conjugate pairs)
Symmetric coefficients Real and symmetric coefficients

11/12/2015 𝒉 𝒏 = *𝟏, −𝟑. 𝟒, 𝟓. 𝟏, −𝟑. 𝟒, 𝟏+ 13

𝒉 𝒏 = *𝟏, 𝟏. 𝟐 − 𝟎. 𝟑𝒊, 𝟏+

M : even M : Odd H ( z )  z  M H (1 z )
H ( z )  z  M H (1 z ) H ( 1)  ( 1)  M H ( 1)   H ( 1)
 H ( 1)  0

Type I Type II

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M : Even H ( z )   z  M H (1 z ) H ( z )   z  M H (1 z )
H ( 1)   H ( 1)  0 M : Odd
H (1)   H (1)  0 H (1)   H (1)  0

Type III Type IV

Cannot be
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All-pass systems

All-pass system is a system that has a unit magnitude over all frequency band

Examples of all-pass systems

• Pure delay all-pass system

H ap ( z )  z  k 
H ap e j   1 0 

• First order all-pass system

z 1  a 
H ap z  
1  az 1
e  j  a * * j
 j 1  a e
H ap e j    e
1  ae  j 1  ae  j
H ap e j   1 0 
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A general all-pass system

• A general all-pass system has following rational the form

a N  a N 1 z 1    a1 z  N 1  z  N
H ( z) 
1  a1 z 1    a N z  N

 ak z  N  k
N

H ( z)  k 0
, a0  1
 ak z  k
N
k 0

Let A( z )  k 0 ak z k ,
N
a0  1
A( z 1 )
 H e j   H ( z ) H ( z 1 ) j  1
2
H ( z)  z N
A( z ) z e

• The poles and zeros of all-pass systems are located in reciprocal form

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• All-pass systems are used as phase compensators

• All-pass systems has negative phase for 𝟎 ≤ 𝝎 ≤ 𝝅

• All-pass systems has positive group delay

“see text for derivation”

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Minimum-phase systems

• A minimum phase system 𝐻𝑚𝑖𝑛 (𝑧) has its poles and zeros
inside the unit circle.

• A maximum phase system has all its zeros outside the unit
circle

• A minimum-phase Implies that BOTH 𝐻𝑚𝑖𝑛 𝑧 & 1 𝐻𝑚𝑖𝑛 (𝑧)

are causal and stable.

• A minimum-phase implies minimum delay

• A maximum-phase implies maximum delay

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Minimum-phase and all-pass systems

• Any rational system 𝐻(𝑧) can be expressed as a minimum-phase system
cascaded with all-pass system
𝐻 𝑧 = 𝐻𝑚𝑖𝑛 (𝑧)𝐻𝑎𝑝 (𝑧)

• The magnitude characteristics does not change if we replace a zero 𝑧𝑘 of

H e 
𝐻(𝑧) by its inverse 1 𝑧𝑘 j 2 1
 H ( z)H ( z )
z  e j

• 𝐻𝑚𝑖𝑛 𝑧 is formed by reflecting the zeros of 𝐻(𝑧) that lie outside the unit
circle to their reciprocals inside the unit circle

• 𝐻𝑎𝑝 (𝑧) comprises all the zeros of 𝐻(𝑧) that lie outside the unit circle
along with the poles that cancel the reflected zeros inside the unit circle

• Both 𝐻𝑚𝑖𝑛 𝑧 and 𝐻(𝑧) will have the same magnitude spectrum

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• example

1  3 z 1
H ( z) 
1
1  z 1
2
1
1  z 1
H min ( z )  3 3
1 1
1 z
2
1
z 1 
H ap ( z )  3
1 1
1 z
3
 1 1  1 1 
 z   1  z 
H ( z )  H ap ( z ) H min ( z )   3  3 3 
 1  1 z 1  1  1 z 1 
 3  2 
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Frequency response compensation

• Perfect compensation is possible only if 𝐻𝑑 (𝑧) is a minimum phase system, so it

has a stable and causal inverse

• If 𝐻𝑑 (𝑧) is not a minimum phase

system, then we can factor 𝐻𝑑 𝑧 into
a minimum phase system cascaded with all-pass system

𝐻𝑑 𝑧 = 𝐻𝑑𝑚𝑖𝑛 𝑧 𝐻𝑎𝑝 𝑧
the compensation system will be the inverse of the minimum phase system

𝐻𝑐 𝑧 = 1 𝐻𝑑𝑚𝑖𝑛 (𝑧)
the overall system will be an all-pass system, only the phase will be modified.

𝐺 𝑧 = 𝐻𝑎𝑝 𝑧
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• example:
it is required to compensate the distorting system
whose transfer function

This is a non-minimum phase system, decomposing

𝐻 𝑧 = 𝐻𝑑𝑚𝑖𝑛 𝑧 𝐻𝑎𝑝 𝑧
𝐻𝑐 𝑧 = 1 𝐻𝑑𝑚𝑖𝑛 (𝑧)
𝐺 𝑧 = 𝐻𝑎𝑝 𝑧

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• ds

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The minimum phase-lag property of minimum-phase systems

• The following two systems have the same spectral magnitude but different phase
delay. The minimum phase system has the smallest phase lag.
1  0 .8 z  1 0 .8  z  1
H min ( z )  H ( z) 
1  0.5z 1 1  0.5z 1

Same
frequency
magnitude

Added
phase lag
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The minimum group-delay property of minimum-phase systems

• The minimum-phase system has the smallest group delay within the systems
with the same frequency response.

• Since any non-minimum phase system can be decomposed of a minimum-

phase system cascaded with all-pass system 𝐻 𝑧 = 𝐻𝑚𝑖𝑛 𝑧 𝐻𝑎𝑝 (𝑧), we have

grd [ H ( e j )]  grd [ H min ( e j )]  grd [ H ap ( e j )]

• A property of the all-pass system that converts a minimum phase system into
a nonminimum phase system always has a positive group delay for all 𝜔

grd [ H ap ( e j )]  0 

• Then we have
grd [ H ( e j )]  grd [ H min ( e j )]
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The minimum energy delay property of minimum-phase system

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• the minimum phase system has larger samples at its left-hand end than
all the other sequences that have the same frequency magnitude.

• The energy of the minimum phase system is delayed the least of all
systems having the same magnitude response
𝑛 𝑛

ℎ,𝑚- 2 ≤ ℎ𝑚𝑖𝑛 ,𝑚- 2

𝑚=0 𝑚=0

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