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Digital Signal Processing: EC253


Dr. V. Prakash Singh

Department of Electronics Engineering


National Institute ofTechnology Andhra Pradesh
Tadepalligudem,Andhra Pradesh
India

Feb 04 2023
IIR Filter Design Convolution and Correlation

Outline of the Lecture

IIR Filter Design


Analog to Digital Transformation
Impulse Invariant Transformation
Bilinear Transformation
Examples
Problems

Convolution and Correlation


Examples
Problems

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Outline

1 IIR Filter Design

2 Convolution and Correlation

Department of Electronics Engineering National Institute of Technology Surat Surat, Gujrat India
Digital Signal Processing: EC303
IIR Filter Design Convolution and Correlation

IIR Filter design techniques

Two approaches for digital IIR filter design

Figure: Digital IIR filter design techniques

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Analog to Digital Transformation

The design of a digital filter from a prototype analog filter requires


transformation from Ha (s) to H(z).

We requie a mapping function s = d(z) from the s-plane to the


z-plane such that

H(z) = Ha (s)
s=d(z)

For an acceptable digital filter, this mapping must satisfy the


following properties.
The mapping from jΩ axis in s-plane to the unit circle in z-plane
should be one to one.
Points in the left half s-plane should map to inside of the unit circle
in z-plane.
The mapping should be a rational function of z.

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Impulse Invariant Transformation

The key ides of impulse invariance transform (IIT) is that impulse


response h(n) of the discrete time filter is similar in some sense to
the impulse response ha (t) of the continuous-time filter.

It means h(n) = ha (nTs ) where Ts is the sampling interval.

The frequency response of discrete time filter is given as


 
1 X j2πk
H(e jw ) = H jΩ +
Ts Ts
k

Since it is a sampling operation, analog and digital frequencies are


linearly related as w = ΩTs .

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Impulse Invariant Transformation

Mapping from s-plane to z-plane is given by z = e sTs

Figure: s-plane to z-plane mapping

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Impulse Invariant Transformation

If the continuous-time filter is band limited i.e.


Ha (jΩ) = 0 for |Ω| > Ω0 > Tπs

Discrete-time filter frequency response will closely aproximate the


continuous-time filter frequency response.
H(e jw ) = T1s Ha (jw /Ts ) for |w | < π.

However in practice, Ha (jΩ) is hardly ever band limited, so some


amount of aliasing is inevitable in this design procedure.

The advantage of impulse invariant transformation is the simplicity


of the design procedure.

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Design Procedure of Digital Filter using IIT


Given a digital filter specifications wp , ws , Rp , As, we wish to
determine H(z) by first designing an equivalent analog filter Ha (s)
and then mapping it into the desired digital filter.
Chose Ts , determine the analog frequencies.
wp ws
Ωp = and Ωs =
Ts Ts
Design an analog filter Ha (s) using the specifications Ωp , Ωs , Rp , As .
Using partial fraction expansion, expand Ha (s) into
N
X Ak
Ha (s) =
s − pk
k=1

Transform analog poles {pk } into digital poles {e pk Ts } to obtain


H(z).
Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India
Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Impulse Invariant Transformation

The following transformations are useful.


1 Ts
−→
s − pi 1 − e pi Ts z −1
1 (−1)m−1 d m−1 Ts
−→
(s − pi )m (m − 1)! dpim−1 1 − e pi Ts z −1
(s + a) 1 − e −aTs cos(bTs )z −1
−→ Ts
(s + a)2 + b 2 1 − 2e −aTs cos(bTs )z −1 + e −2aTs z −2
b e −aTs sin(bTs )z −1
−→ Ts
(s + a)2 + b 2 1 − 2e −aTs cos(bTs )z −1 + e −2aTs z −2

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Impulse Invariant Transformation


Example 1: Convert the analog filter with the system function
1
Ha (s) =
(s + 1)(s 2 + s + 1)
into a digital IIR filter by means of the impulse invariance
transformation.
Solution: Using the partial fraction expansion Ha (s) is written as
1
Ha (s) =
(s + 1)(s 2 + s + 1)
1 s
= − 2
s +1 s +s +1

1 (s + 1/2) 1 3/2
= − √ +√ √
s + 1 (s + 1/2)2 + ( 3/2)2 3 (s + 1/2) + ( 3/2)2
2

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Impulse Invariant Transformation

Using the transform expressions, the digital filter system function


H(z) is given as

H(z) Ts −1 (1 − e −Ts /2 cos( 3/2Ts )z −1 )
= (1 − e z ) − √
Ts 1 − 2e −Ts /2 cos( 3/2Ts )z −1 + e −Ts z −2

1 e −Ts /2 sin( 3/2Ts )z −1
+ √ √
3 1 − 2e −Ts /2 cos( 3/2Ts )z −1 + e −Ts z −2

Substituting z = e −jw , we can obtain the frequency response


H(e jw ). However, appropriate Ts is chosen to avoid the effect of
aliasing.

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Problem 1

Convert the analog filter with the system function

(s + 1)
Ha (s) =
(s 2 + 5s + 1)

into a digital IIR filter by means of the impulse invariance


transformation with Ts = 0.1.

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Problem 2

In impulse invariance method, a first order pole at s = pk is mapped


into a pole at z = e pk Ts i.e
1 Ts
−→
s − pk 1 − e pk Ts z −1
Determine how a second order pole is mapped i.e.
1
−→?
(s − pk )2

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Problem 3

We have seen that in impulse invariance transform, h(n) = ha (nTs ).


Think of a step invariance transform in which the step response of
the discrete-time filter is obtained by sampling the step response of
the continuous-time filter.
Convert the analog filter with the system function

(s + 1)
Ha (s) =
(s 2 + 5s + 1)

into a digital IIR filter by means of the step invariance


transformation.
Hint The
Pnrelation between step Rand impulse response is given as
t
s[n] = k=−∞ h[n] and s(t) = −∞ h(τ )dτ

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Bilinear Transformation

Impulse Invariance technique suffers from the aliasing and is suitable


only for low pass filters and a small class of band pass filters. The

bilinear transformation from s-plane to z-plane is given by

2 1 − z −1
 
s=
Ts 1 + z −1

Left half plane in s-domain is mapped into the inside of the unit
circle in the z-domain and Right half plane in s-domain is mapped
into the outside of the unit circle in the z-domain. Stable
transformation.

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Bilinear Transformation

Mapping from s-plane to z-plane is shown below

Figure: s-plane to z-plane mapping

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Bilinear Transformation

There is a nonlinear relationship (one to one) between the analog


and dgital frequency given by
2
Ω= tan(w /2)
Ts
Due to this non linear relationship, infinite axis in analog frequency
is mapped to a finite interval 0 to π in the digital frequency. This
frequency scaling causes a frequency distortion know as warping.

We need to take into account this frequency warping while designing


a digital flter. This is done by prewarping the frequencies so that
both distortions cancel out each other.

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Design Procedure of Digital Filter using BLT


Given a digital filter specifications wp , ws , Rp , As we wish to
determine H(z) by first designing an equivalent analog filter Ha (s)
and then mapping it into the desired digital filter.
Using Ts , Prewarp the frequencies wp and ws to compute analog
frequencies
2 2
Ωp = tan(wp /2) and Ωs = tan(ws /2)
Ts Ts
Design an analog filter Ha (s) using the specifications Ωp , Ωs , Rp , As .
Transform analog filter transfer function Ha (s) into digital filter
transfer function H(z) as

H(z) = Ha (s)  
−1
s= T2 1−z−1
s 1+z

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Problem 4

Show that the bilinear transform converts a stable continuous-time


filter into a stable discrete-time filter i.e.
1 It maps the jΩ axis in the s-plane on to the unit circle |z| = 1 in
z-plane.
2 It maps the left-half s-plane into inside the unit circle in the z-plane.

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Problem 5

Design a Butterworth digital lowpass filter using bilinear transform


to satisfy the following requirements
π
Passband edge frequency wp = 8
rad/sample

Stopband edge frequency ws = 5
rad/sample
Maximum passband attenuation √ 1 = 0.90
1+2

Minimum Stopband attenuation 1/A = 0.20

Find the transfer function H(z) of the Butterworth low pass filter.

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Problem 6

Design a Chebyshev-I digital lowpass filter using bilinear transform


to satisfy the following requirements
π
Passband edge frequency wp = 8
rad/sample

Stopband edge frequency ws = 5
rad/sample
Maximum passband attenuation √ 1 = 0.90
1+2

Minimum Stopband attenuation 1/A = 0.20

Find the transfer function H(z) of the Butterworth low pass filter.

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Outline

1 IIR Filter Design

2 Convolution and Correlation

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Problem 7

Find the convolution of the two discrete-time signals


x1 (n) = (0.6)n u(n) and x2 (n) = nu(n), where u(n) is the unit step
sequence.

Show using an example that convolving a finite length discrete-time


signal with an infinite length discrete-time signal may result in an
output signal of finite length.

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253
IIR Filter Design Convolution and Correlation

Problem 8

Find the cross-correlation between the discrete-time signals


x1 (n) = u(n) − u(n − 6) and x2 (n) = u(n − 2) − u(n − 5).

Find the auto-correlation of discrete-time signal x(n) = (0.8)n u(n).

Department of ElectronicsEngineering National Institute of Technology Andhra Pradesh, India


Digital Signal Processing: EC253

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