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2-D digital filters Oscillation overflow arithmatic

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You are on page 1of 37

**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

Allahabad-211004

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

8 - 2

Introduction

Digital filter

1-D and 2-D Digital filter

Stability of Filter

8 - 3

State space representation

8 - 4

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:

8 - 5

Floating-Point Representation

8 - 6

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

Tread-off between

We consider fixed-point filter implementations, with a `short’ word-

length

8 - 7

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

8 - 8

Cont…

8 - 9

Finite word-length effects in arithmetic operations:

In linear filters, have to consider additions & multiplications

Addition:

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…

8 - 10

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

8 - 11

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

8 - 12

(a) Roundoff. (b) Magnitude truncation. (c) Value truncation

limit cycle

8 - 13

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…

8 - 14

Example: y[k] = -0.625.y[k-1]+u[k]

4-bit truncation (instead of rounding)

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

8 - 15

( ) 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

8 - 16

8 - 17

· ÷ ÷

= =

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.

8 - 18

) ), ( ), ( ( 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

8 - 19

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

8 - 20

System under consideration

8 - 21

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

=

(

¸

(

¸

(

¸

(

¸

) , (

) , (

22 21

12 11

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)

8 - 22

| | 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

) , (

) , (

22 21

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)

8 - 23

) , ( ) , ( ) , (

,

) 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

8 - 24

(

¸

(

¸

= © =

(

¸

(

¸

= © = © =

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

8 - 25

Thus, present system is globally asymptotically stable.

LMI editor window

8 - 26

Cont…

8 - 27

MATLAB program algorithm

Matrix Initialization

A=

Initial State of System

8 - 28

(

¸

(

¸

22 21

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)→∞

8 - 29

(

¸

(

¸

(

¸

(

¸

) , (

) , (

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

8 - 30

x

1

h

(i,j)

Cont…

3-D Mesh Plot

8 - 31

x

2

h

(i,j)

8 - 32

x

3

h

(i,j)

8 - 33

x

1

v

(i,j)

8 - 34

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)→∞

8 - 35

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)

8 - 36

Thank You

8 - 37

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