Digital Signal Processing

FIR Filter Design

Marc Moonen
Dept. E.E./ESAT, K.U.Leuven

DSP-II

p. 1

FIR Filter Design

Review of discrete-time systems
LTI systems, impulse response, transfer function, ...

FIR filters
Direct form, Lattice, Linear-phase filters

FIR design by optimization

Weighted least-squares design
Minimax design

FIR design using `windows

Equiripple design
Software (Matlab,)

Review of discrete-time systems 1/10

Linear time-invariant (LTI) systems
u[k]

y[k]

Linear :
input u1[k] -> output y1[k]
input u2[k] -> output y2[k]
hence input a.u1[k]+b.u2[k]-> a.y1[k]+b.y2[k]

Time-invariant (shift-invariant)
input u[k] -> output y[k]
hence input u[k-T] -> output y[k-T]

Review of discrete-time systems 2/10

Linear time-invariant (LTI) systems
u[k]

Causal systems:
for all input u[k]=0, k<0 -> output y[k]=0, k<0

Impulse response :
input 1,0,0,0,... -> output h[0],h[1],h[2],h[3],...
input u[0],u[1],u[2],u[3] -> output y[0],y[1],y[2],y[3],...

y[k ] u[i ].h[ k i ] u[k ] * h[k ]

i

= `convolution

y[k]

Review of discrete-time systems 3/10

Impulse response/convolution:
u[0],u[1],u[2],u[3],0,0.

y[0],y[1],...

y[k ] u[i ].h[k i ] u[k ] * h[k ]

i

0
0
y[0] h[0] 0
y[1] h[1] h[0] 0

y[2] h[2] h[1] h[0] 0

y
[
3
]
0
h
[
2
]
h
[
1
]
h
[
0
]

y[4] 0
0
h[2] h[1]

0
0
h[2]
y[5] 0

h[0],h[1],h[2],0,0,...

u[0]
u[1]

.
u[2]

u
[
3
]

`Toeplitz matrix

Review of discrete-time systems 4/10

Z-Transform:
H ( z ) h[i ].z i U ( z ) u[i ].z i Y ( z ) y[i ].z i
i

y[0]

y[1]

y[2]

1
2
3
4
5
1 z 1 z 2 z 3 z 4 z 5 .

1
z
z
z
z
z
.

y
[
3
]

y[4]

y[5]

Y ( z)

H ( z).1 z1

Y ( z ) H ( z ).U ( z )

0
h[1] h[0]
0
0
h[2] h[1] h[0]
0
.
0
h[2] h[1] h[0]

0
0
h[2] h[1]

0
0
0
h[2]

h[0]

z2

z3

u[0]
u[1]
u[ 2]

u[3]

Review of discrete-time systems 5/10

Z-Transform :
input-output relation
`shorthand notation

Y ( z ) H ( z ).U ( z )

(for convolution operation/Toeplitz-vector product)

stability
bounded input u[k] -> bounded output y[k]
--iff

h[k ]
k

--iff poles of H(z) inside the unit circle

(for causal,rational systems)

Review of discrete-time systems 6/10

Frequency response :
given a system with impulse response h[k]
given an input signal = complex sinusoid
output signal :

u[k ] e

jk

, k

y[k ] h[i ].x[k i ] h[i ].e j ( k i ) e jk h[i ].e ji x[k ].H ( z ) z e j

i

H (e )

is `frequency response
is H(z) evaluated on the unit circle

Review of discrete-time systems 7/10

Frequency response :
for a real impulse response h[k]
Magnitude response H (e j )
function
j

H
(
e
)
Phase response
example :
1

-2

-2

e jk ...,1,1,1,1,1,...
4

0
-5
-4

is odd function

Nyquist frequency

0.5
0
-4

is even

Review of discrete-time systems 8/10

`Popular frequency responses for filter design :
low-pass (LP)

high-pass (HP)

band-pass (BP)

band-stop

multi-band

Review of discrete-time systems 9/10

Rational transfer functions (`IIR filters):

1
N

B ( z ) b0 b1 z ... bN z
H ( z)

1
N
A( z ) 1 a1 z ... a N z

N poles (zeros of A(z)) , N zeros (zeros of B(z))

corresponds to difference equation
y[k ] a1. y[k 1] ... a N . y[k N ] b0 .u[k ] b1.u[k 1] ... bN .u[k N ]
y[k ] b0 .u[k ] b1.u[ k 1] ... bN .u[k N ] a1. y[k 1] ... a N . y[k N ]

Review of discrete-time systems 10/10

`FIR filters (finite impulse response):
1

H ( z ) B ( z ) b0 b1 z ... bN z N

`Moving average filters (MA)

N poles at the origin z=0 (hence guaranteed stability)
N zeros (zeros of B(z)), `all zero filters
corresponds to difference equation
y[ k ] b0 .u[ k ] b1.u[ k 1] ... bN .u[ k N ]

impulse response
h[0] b0 , h[1] b1 ,..., h[ N ] bN , h[ N 1] 0,...

Review of discrete-time systems

`FIR filter (finite impulse response) design
this lecture
+++ : phase control (linear phase)
guaranteed stability
design flexibility
minor coefficient sensitivity/quantization/round-off
problems,.

- - - : long filters, hence expensive

FIR Filters 1/14

1

H ( z ) B ( z ) b0 b1 z ... bN z

y[ k ] b0 .u[ k ] b1.u[ k 1] ... bN .u[ k N ]

`direct-form
realization

u[k]

u[k-1]

bo

u[k-2] u[k-3]

b1

b2

u[k-4]

b3

b4

y[k]

FIR Filters 2/14

`retiming = select subgraph (shaded)
remove delay element on all inbound arrows
add delay element on all outbound arrows
u[k]

u[k-1]

bo

u[k-2] u[k-3]

b1

b2

u[k-4]

b3

b4

y[k]

FIR Filters 3/14

`retiming : results in...

u[k]

u[k-1]

u[k-2]

bo

b1

b2

y[k]

u[k-3]

b3

b4

FIR Filters 4/14

`retiming : repeated application results in...

`Transposed direct-form realization

u[k]
bo

b1
x

y[k]
+

b2
x

b3
x

b4
x

FIR Filters 5/14

y[k ] b0 .u[k ] b1.u[ k 1] ... bN .u[k N ]

`Lattice form : derived from combined realization with

y[k ] bN .u[ k ] bN 1.u[ k 1] ... b0 .u[k N ]
reversed coefficient vector results in
- same magnitude response
- different phase response

FIR Filters 6/14

`Lattice form : derivation (I)
u[k]

bo x
y[k]
y[k]

u[k-1]

u[k-2]

u[k-3]

u[k-4]

b1 x
b2 x
b3 x
b4 x
x b3
x b2
x b4
x b1
x bo

+
+

+
+

+
+

FIR Filters 7/14

`Lattice form : derivation (II), this is equivalent to...
u[k]

y[k]

bo x
+
x
ko

y[k]

x
+
proof)

u[k-1]

u[k-2]

u[k-3]

u[k-4]

b1 x
b2 x
b3 x
0 x
x b3
x b2
x 0
x b1
x bo

+
+

k0

+
+

+
+

b4 '
, b0 b0 , b1' ..., b2' ..., b3' ...,
b0

+
(=simple

FIR Filters 8/14

`Lattice form : derivation (III), retiming leads to...
u[k]

y[k]

bo x
+
x
ko

y[k]

x
+

u[k-2]

u[k-2]

u[k-3]

b1 x
b2 x
b3 x
x b3
x b2
x b1
x bo

+
+

+
+

repeat procedure for shaded graph

FIR Filters 9/14

`Lattice form : derivation (IV), end result is...

y[k]

k4
+

+
x

+
x

ko
y[k]

u[k]

x
k2

k1

k3

FIR Filters 10/14

`Lattice form :
kis are `reflection coefficients
procedure for computing kis from bis corresponds to
`Schur-Cohn stability test (control theory):
all zeros of B(z) are stable (i.e. lie inside unit circle)
iff all reflection coefficients statisfy |ki|<1 (i=1,,N-1)
(ps: procedure breaks down if |ki|=1 is encountered)

FIR Filters 11/14

Linear-phase FIR filters
Non-causal zero-phase filters :
example: symmetric impulse response
h[-L],.h[-1],h[0],h[1],...,h[L]
h[k]=h[-k], k=1..L

frequency response is
L

H (e ) h[k ].e
... a[k ]. cos( .k )
L
k 0
- real-valuedk (=zero-phase)
transfer
function
j

j . k

- causal implementation by introducing (group) delay

FIR Filters 12/14

Linear-phase FIR filters
Causal linear-phase filters :
example: symmetric impulse response & N even
h[0],h[1],.,h[N]
N=2L (even)
h[k]=h[N-k], k=0..L
0
N
frequency response is
N

H (e ) h[k ].e
j

k 0

j . k

... e

j L

. a[k ]. cos( .k )
k 0

- causal implementation of zero-phase filter, by

L
jL
z

e
introducing (group) delay
j
z e

FIR Filters 13/14

Linear-phase FIR filters
Type-1
N=2L=even
symmetric
h[k]=h[N-k]
e

j N / 2

Type-2
N=2L+1=odd
anti-symmetric

h[k]=-h[N-k]

. a[k ]. cos( .k )
k 0

LP/HP/BP

jN / 2

Type-2
N=2L=even
symmetric
h[k]=h[N-k]

Type-4
N=2L+1=odd
anti-symmetric

h[k]=-h[N-k]

L 1
L
L
jN / 2
j N / 2
sin( ). a[k ]. cos( .k )
cos( ). a[k ]. cos( .k ) e
sin( ). a[ k ]. cos( .k ) j.e
2 k 0
2 k 0
k 0

zero at
LP/BP

zero at 0,

zero at 0
HP

FIR Filters 14/14

Linear-phase FIR filters

u[k]

efficient direct-form realization.

example:
+
bo

y[k]

b1 b2 b3 b4
x
x
x
x
x
+

Filter Design by Optimization

(I) Weighted Least Squares Design :
select one of the basic forms that yield linear phase
L
e.g. Type-1
j
j N / 2
jN / 2
H (e ) e

. a[ k ]. cos( .k ) e

. A( )

k 0

specify desired frequency response (LP,HP,BP,)

H d ( ) e jN / 2 . Ad ( )

e.g.: LP

Ad ( ) 1, P

( P passband edge)

Ad ( ) 0, S

( S stopband edge)

optimization criterion is

F (a0 ,..., aL ) W ( ) H (e j ) H d ( ) d W ( ) A( ) Ad ( ) d

where W ( ) 0 is a weighting function

Filter Design by Optimization

this is equivalent to F (a0 ,..., aL ) xT .Q.x 2 xT .b
x T a0

a1 ... a L

Q W ( ).c( ).cT ( )d
0

b W ( ). Ad ( ).c( )d
0

cT ( ) 1 cos( ) ... cos( L )

constant

i.e. convex `Quadratic Optimization problem

this is often supplemented with additional constraints...

Filter Design by Optimization

Example: Low-pass (LP) design
Ad ( ) 1, P

(passband edge)

Ad ( ) 0, S

(stopband edge)

optimization criterion is
F (a0 ,..., aL )

A( ) 1 d . A2 ( )d xT .Q.x 2 xT .b
2

an additional constraint may be imposed to control the

pass-band ripple
A( ) 1 P , P

( P is passband ripple)

as well as the stop-band ripple

A( ) S , S ( S is stopband ripple)

PS: Filter Specification

1.2

1 P

Passband Ripple

0.8

P S

0.6

Passband Cutoff -> <- Stopband Cutoff

0.4

Stopband Ripple

0.2
0
0

0.5

1.5

2.5

Filter Design using `Windows

Example : Low-pass filter design
ideal low-pass filter is

1
C
H d ( )
0 C

hence ideal time-domain impulse response is

1
hd [k ]
2

sin(c k )
H d (e ).e d ... . c k
j

j k

truncate hd[k] to N+1 samples :

hd [ k ]
h[ k ]
0

N /2 k N /2
otherwise

add (group) delay to turn into causal filter

Filter Design using `Windows

Example : Low-pass filter design (continued)
it can be shown that this corresponds to the solution of weighted leastsquares optimization with the given Hd, and weighting function W ( ) 1
for all freqs.
truncation corresponds to applying a `rectangular window :

h[k ] hd [k ].w[k ]
1
w[k ]
0

N /2 k N /2

otherwise

+++: simple procedure (also for HP,BP,)

- - - : truncation in the time-domain results in `Gibbs effect in the
frequency domain, i.e. large ripple in pass-band and stop-band, which
cannot be reduced by increasing the filter order N.

Filter Design using `Windows

Remedy : apply windows other than rectangular window:
time-domain multiplication with a window function w[k] corresponds to
frequency domain convolution with W(z) :

h[k ] hd [k ].w[k ]
H ( z ) H d ( z ) *W ( z )
candidate windows : Han, Hamming, Blackman, Kaiser,. (see
textbooks, see DSP-I)
window choice/design = trade-off between side-lobe levels (define
peak pass-/stop-band ripple) and width main-lobe (defines transition
bandwidth)

Design Procedure

To fully design and implement a filter five steps are required:

(1)
(2)
(3)
(4)
(5)

Filter specification.
Coefficient calculation.
Structure selection.
Simulation (optional).
Implementation.

Filter Specification - Step 1

|H(f)|

pass-band

stop-band

f c : cut-off frequency

f(norm)

f s /2
(a)

|H(f)|
(dB)

pass-band

transition band

|H(f)|
(linear)

stop-band

1 p

1
1 p

pass-band
ripple

-3

stop-band
ripple

s
f sb : stop-band frequency
f c : cut-off frequency
f pb : pass-band frequency
(b)

f s /2

f(norm)

Coefficient Calculation - Step 2

There are several different methods available, the most popular are:
Window method.
Frequency sampling.
Parks-McClellan.

We will just consider the window method.

Window Method

First stage of this method is to calculate the coefficients of the ideal filter.
This is calculated as follows:

hd n

1
2
1
2

H e j n d

1 e j n d

2 fc sin n c

n c

2 fc

for n 0
for n 0

Window Method

Second stage of this method is to select a window function based on the passband or attenuation
specifications, then determine the filter length based on the required width of the transition band.

Normalised Transition
Width (f(Hz))

Passband Ripple(dB)

Stopband Attenuation
(dB)

Rectangular

0.9
N

0.7416

21

Hanning

3.1
N

0.0546

44

Hamming

3.3
N

0.0194

53

Blackman

5.5
N

0.0017

74

0.0274

50

0.000275

90

Window Type

Kaiser

2.93
4.54
N
5.71
8.96
N

Using the Hamming

Window:

3.3
3.3

8kHz 132
f 1.2 1.4 kHz

Window Method

The third stage is to calculate the set of truncated or windowed impulse

response coefficients, h[n]:

h n hd n W n

Where:

for

N 1
N 1
n
for N odd
2
2
N
N
for N even
n
2
2

2n
W n 0.54 0.46 cos

N
2n
0.54 0.46 cos

133

for

66 n 66

Window Method

Matlab code for calculating coefficients:

close all;
clear all;
fc = 8000/44100;
N = 133;
n = -((N-1)/2):((N-1)/2);
n = n+(n==0)*eps;

% cut-off frequency
% number of taps

[h] = sin(n*2*pi*fc)./(n*pi);
[w] = 0.54 + 0.46*cos(2*pi*n/N);
d = h.*w;

% generate sequence of ideal coefficients

% generate window function
% window the ideal coefficients

[g,f] = freqz(d,1,512,44100);

% transform into frequency domain for plotting

figure(1)
plot(f,20*log10(abs(g)));
axis([0 2*10^4 -70 10]);

% plot transfer function

figure(2);
stem(d);
xlabel('Coefficient number');
ylabel ('Value');
title('Truncated Impulse Response');
figure(3)
freqz(d,1,512,44100);
axis([0 2*10^4 -70 10]);

% avoiding division by zero

% plot coefficient values

% use freqz to plot magnitude and phase response

Truncated Impulse Response

0.4

Window Method

0.3

0.1

20

40

60
80
Coefficient number

100

120

140

Magnitude (dB)

-0.1

0
-20
-40
-60
0

0.2

0.4

0
Phase (degrees)

Value

0.2

0.6

0.8
1
1.2
Frequency (Hz)

1.4

1.6

1.8

2
4

x 10

-2000
-4000
-6000

0.5

1
Frequency (Hz)

1.5

2
4

x 10

Equiripple Design
Starting point is minimax criterion, e.g.

F (a0 ,..., a L ) min a0 ,...,aL max 0 W ( ). A( ) Ad ( ) min a0 ,...,aL max 0 E ( )

Based on theory of Chebyshev approximation and the `alternation
theorem, which (roughly) states that the optimal ais are such that the
`max (maximum weighted approximation error) is obtained at L+2
extremal frequencies

max 0 E ( ) E ( i ) for i 1,.., L 2

that hence will exhibit the same maximum ripple (`equiripple)
Iterative procedure for computing extremal frequencies, etc. (Remez
exchange algorithm, Parks-McClellan algorithm)
Very flexible, etc., available in many software packages
Details omitted here (see textbooks)

Software
FIR Filter design abundantly available in
commercial software
Matlab:
b=fir1(n,Wn,type,window), windowed linear-phase FIR
design, n is filter order, Wn defines band-edges, type is
`high,`stop,
b=fir2(n,f,m,window), windowed FIR design based on
inverse fourier transform with frequency points f and
corresponding magnitude response m
b=remez(n,f,m), equiripple linear-phase FIR design with
Parks-McClellan (Remez exchange) algorithm