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Under the Guidance of
Dr. Haranath Kar
Professor

Presented By
Rohan A. Borgalli
2011el21

Department of Electronics & Communication
Engineering
Motilal Nehru National Institute of Technology
Summer Training Presentation
On
Study of a criteria for elimination of overflow
oscillation in fixed-point 2-D state-space digital
filter employing 2’s complement overflow arithmetic

Outline
 Introduction
 State space representation
 Representation of numbers
 Finite Wordlength Effects
 Linear Matrix Inequalities (LMI)
 Standard Models of 2-D Linear Systems
 Existing Criteria
 Results
 Conclusions
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Introduction

 Digital filter
 1-D and 2-D Digital filter
 Stability of Filter

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State space representation

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Representation of numbers
 In theoretically, we were considering implementations of discrete-time
systems without any considerations of finite-word-length effects that
are inherent in any digital realization, whether in hardware or software.

 Let us consider first two different representations of numbers.
Fixed-point representation
A real number X is represented as:

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Floating-Point Representation
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 The one-bit sign field is the sign of the stored value.
 The size of the exponent field, determines the range of values
that can be represented.
 The size of the significand determines the precision of the
representation.
Computer representation of a floating-point number consists of
three fixed-size fields:

Floating point Vs Fixed point
 Cost
 Power consumption
 Speed
 Complexity
 Dynamic range
 Relaxation in Design
 We consider fixed-point filter implementations, with a `short’ word-
length

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Finite Wordlength Effects
The finite word-length problem :
 We assumed number representation can be performed to an infinite
precision.

 In practice, numbers can be represented only to a finite precision, and
arithmetic operations are subject to errors (truncation/rounding/...)

 Issues:
- quantization of filter coefficients
- quantization & overflow in arithmetic operations

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Cont…
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Finite word-length effects in arithmetic operations:
 In linear filters, have to consider additions & multiplications

if, two B-bit numbers are added, the result has (B+1) bits.

 Multiplication:
if a B1-bit number is multiplied by a B2-bit number, the
result has (B1+B2-1) bits.
For instance, two B-bit numbers yield a (2B-1)-bit product

 Typically (especially so in an IIR (feedback) filter), the result of an
addition/multiplication has to be represented again as a B’-bit number
(e.g. B’=B).

Cont…
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 Option-1: Most significant bits (MSBs)
If the result is known to be upper bounded such that 1 or more MSBs
are always redundant, these MSBs can be dropped without loss of
accuracy.
better usage of available word-length
better SNR.

 Option-2 : Least significant bits (LSBs)
Rounding/truncation/… to B’ bits introduces quantization noise.
Quantization, however, is a deterministic non-linear effect, which may
give rise to limit cycle oscillations.

Optimum Wordlength
 Longer wordlength
 May improve application
performance
 Increases hardware cost
 Shorter wordlength
 May increase quantization errors
and overflows
 Reduces hardware cost
 Optimum wordlength
 Maximize application performance
or minimize quantization error
 Minimize hardware cost

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Cost c(w)
Distortion d(w)
[1/performance]
Optimum
wordlength
Wordlength (w)
Quantization
 Quantization is an interpretation of a continuous
quantity by a finite set of discrete values

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(a) Roundoff. (b) Magnitude truncation. (c) Value truncation
limit cycle
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zero-input limit cycle oscillations :
Example:
y[k] = -0.625.y[k-1]+u[k]
4-bit rounding arithmetic
input u[k]=0, y[0]=3/8
output y[k] = 3/8, -1/4, 1/8, -1/8, 1/8, -1/8, 1/8, -1/8,
1/8,..

=oscillations in the absence of input (u[k]=0)

Cont…
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Example: y[k] = -0.625.y[k-1]+u[k]
input u[k]=0, y[0]=3/8
output y[k] = 3/8, -1/4, 1/8, 0, 0, 0,.. (no limit cycle!)
Example: y[k] = 0.625.y[k-1]+u[k]
4-bit rounding
input u[k]=0, y[0]=3/8
output y[k] = 3/8, 1/4, 1/8, 1/8, 1/8, 1/8,..
Example: y[k] = 0.625.y[k-1]+u[k]
4-bit truncation
input u[k]=0, y[0]=-3/8
output y[k] = -3/8, -1/4, -1/8, -1/8, -1/8, -1/8,..

Overflow Characteristics
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( ) f x
( ) f x
( ) f x
( ) f x
p
p
p
p
- p
- p - p
- p
- p
- p p
p
2p 2 p -2 p -2 p
( ) a
( ) b
( ) c
( ) d
x
x
x
x
(a) Saturation. (b) Zeroing. (c) Two’s compliment. (d) Triangular.
Effect of 2’s Complement Overflow
 Circular representation
 Intermediate overflows do not alter the final result
 This is not the case for saturation
 Example of N = 3 bits:
 Calculate x = 3+2-4, the theoretical result is 1
 With 2’s complement overflow:
 Calculate first y=(3+2)= 011+010 =101 =-3 overflow
 Then (y-4)=101+100=1 001 = 1 and carry =1 correct
result
 With saturation:
 Calculate first y=(3+2)=3 saturation
 Then (y-4) = 011+100=111=-1 wrong result
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· ÷ ÷
= =
t as t x if
x x Ax x
0 ) (
) 0 (
0

Consider a system represent in state space:
All the eigenvalues of the system have negative real
parts (i.e. in the LHP)

Asymptotically stable
Asymptotically Stability condition

Lyapunov stability
 A state of an autonomous system is called an equilibrium state,
if starting at that state the system will not move from it in the absence
of the forcing input.

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) ), ( ), ( ( t t u t x f x =

0
, 0 ) , 0 , ( t t t x f
e
> =
) (
1
1
3 2
1 0
t u x x
(
¸
(

¸

+
(
¸
(

¸

÷ ÷
= 
1
x
Equilibrium point
(
¸
(

¸

=
(
¸
(

¸

¬ =
(
¸
(

¸

(
¸
(

¸

÷ ÷
=
0
0
0
3 2
1 0
0 ) (
2
1
2
1
e
e
e
e
x
x
x
x
t u let
example
2
x

Lyapunov’s method
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0 = = A if Ax x
px x x V
T
= ) (
) ( PA P A Q
T
+ ÷ = 
Qx x
x PA P A x
PAx x Px A x
x P x Px x x V
T
T T
T T T
T T
÷ =
+ =
+ =
+ = ¬
) (
) (  

Consider linear autonomous system
If Q is p.d. then is n.d. ) (x V

0 = x is asymptotically stable
Let Lyapunov function
. . 0 S E x ¬ =
LMI editor
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System under consideration
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t
v
n
v v v h
m
h h h
l k y l k y l k y l k y l k y l k y l k y l k y l k y )] , ( ).... , ( ) , ( ) , ( | ) , ( )..... , ( ), , ( ), , ( [ ) , (
3 2 1 3 2 1
=
(
¸
(

¸

(
¸
(

¸

) , (
) , (
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l k x
l k x
A A
A A
v
h
Ax(k,l), = =

Standard Models of 2-D Linear Systems
 Roesser Model(RM)

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| | j Dui
j i x
j i x
C C j yi
j ui
B
B
j i x
j i x
A A
A A
j i x
j i x
v
h
v
h
v
h
,
) , (
) , (
2 1 ,
,
2
1
) , (
) , (
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12 11
) 1 , (
) , 1 (
+
(
¸
(

¸

=
(
¸
(

¸

+
(
¸
(

¸

(
¸
(

¸

=
(
¸
(

¸

+
+
where, ∈ R
n2
is the vertical state vector at the point (i, j ) ∈ Z +
∈ R
n1
is the horizontal state vector at the point (i, j ) ∈ Z+
ui,j∈ R
m
is the input vector

yi,j∈ R
p
is the output vector
Z + is the set of nonnegative integers

) , ( j i x
v
) , ( j i x
h
Cont…
 Second 2-D Fornasini-Marchesini model (SF-MM)

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) , ( ) , ( ) , (
,
) 1 , ( ) , 1 ( ) 1 , ( 2 ) , 1 ( ) 1 , 1 (
2 1 1
j i Du j i Cx j i y
Z j i
j i u B j i u B j i x A j i x A j i x
+ =
+ e
+ + + + + + + = + +
• First 2-D Fornasini-Marchesini model (FF-MM)

) , ( ) , ( ) , (
,
) , ( ) 1 , ( 2 ) , 1 ( ) , ( ) 1 , 1 (
1 0
j i Du j i Cx j i y
Z j i
j i Bu j i x A j i x A j i x A j i x
+ =
+ e
+ + + + + = + +

Existing criterion
 P-D
T
PD > o
Modified criterion
 G-A
T
GA>0
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(
¸
(

¸

(
¸
(

¸

v
v
v v v
h
h
h h h v h
M
D
M D G and
M
D
M D G G G G where
0
0
,
0
0
, ,
Stability Analysis using LMI
 For choosing A matrix to satisfy condition we get
unknown matrices Using LMI Toolbox

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Thus, present system is globally asymptotically stable.

LMI editor window
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Cont…
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MATLAB program algorithm
 Matrix Initialization
A=

 Initial State of System
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(
¸
(

¸

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12 11
A A
A A
=
30 0 ,
1
1
) , 0 ( '
1
1
1
) , 0 (
30 0 ,
1
1
) 0 , ( '
1
1
1
) 0 , (
, 0 , 1 , 30 , 0 ) , ( , 0 ) , (
, 0 , 1 , 30 , 0 ) , ( , 0 ) , (
< s
(
¸
(

¸

=
(
(
(
¸
(

¸

=
< s
(
¸
(

¸

=
(
(
(
¸
(

¸

=
÷ = > ¬ = =
÷ = > ¬ = =
j j x j x
i i x i x
i j j i x j i x
j i j i x j i x
v h
v h
v h
v h
¦
¦
¦
¦
¦
¹
¦
¦
¦
¦
¦
´
¦

Cont…
 Output of the System

 2’s Complement Overflow
arithmetic

 Repeat above Steps till
i→∞ or j→∞ or (i+j)→∞

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(
¸
(

¸

(
¸
(

¸

) , (
) , (
22 21
12 11
j i x
j i x
A A
A A
v
h
Y(i,j)=
(
¸
(

¸

=
(
¸
(

¸

+
+
)} , ( {
)} , ( {
) 1 , (
) , 1 (
j i y R
j i y R
j i x
j i x
v
h
v
h
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x
1
h
(i,j)
Cont…
3-D Mesh Plot
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x
2
h
(i,j)
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x
3
h
(i,j)
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x
1
v
(i,j)
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x
2
v
(i,j)

Conclusion
 The stability Analysis has been carried out by solving
an LMI
 The Modified criterion is less restrictive than
Previous.
 2-D fixed point state space Roesser model the
oscillations are tends to zero as i→∞ or j→∞ or
(i+j)→∞

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References
 R.P. Roesser, A discrete state-space model for linear image processing,
IEEE Trans. Automat. Control 20 (1) (1975) 1–10.
 N.G. El- Agizi, M.M. Fahmy, Two-dimensional digital filters with no
overflow oscillations, IEEE Transactions on Acoustics, Speech and
Signal Processing 27 (1979) 465–469.
 D. Liu and A. N. Michel, “Asymptotic stability of discrete-time systems
with saturation nonlinearities with application to digital filters,” IEEE
Trans. Circuits Syst. I, vol. 39, no. 10, pp. 798-807, Oct. 1992
 Haranath Kar: A new criterion for the global asymptotic stability of 2-D
state-space digital filters with two's complement overflow
arithmetic. Signal Processing 92(9): 2322-2326 (2012)
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Thank You
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