Infinite Impulse Response (IIR) Filters

Recursive Filters:

y (n)  a1 y (n  1) ...a N y (n  N )  b0 x (n) ...bN x (n  N )

with ai , ... , b j constant coefficients.

Advantages: very selective filters with a few parameters;

Disadvantages: a) in general nonlinear phase,
b) can be unstable.
Design Techniques: discretization of analog filters

analog digital


 
  

s-plane z-plane

H a ( s) H d ( z)

Problem: we need to map

the derivative operator “s” into the time shift operator “z”,
and make sure that the resulting system is still stable.
Two major techniques
• Euler Approximation (easiest),
• Bilinear Transformation (best).

Euler Approximation of the differential operator:

y (nT )  y (nT  T )
y (nT ) 
T
approximation of “s”
take the z-Transform of both sides:

Y ( z)  z 1Y ( z)  1  z 1 
Z y (nT )    Y ( z)
T  T 

1  z 1
s
T
Example:
2
take the analog filter with transfer function H a ( s)  and discretize it
s 1
with a sampling frequency Fs  5Hz .
By Euler’s approximation

2 0.333 z
Hd ( z )  
 1  z 1  z  0.833
  1
 0.2 

The filter is implemented by the difference equation

y(n)  0.833y(n  1)  0.333x(n)

analog digital

 
s-plane z-plane
Problem with Euler Approximation:
it maps the whole stable region of the s-plane into a subset of the stable region in the z-plane

s-plane z-plane

s
since 
 1
s 
1 1 1 1
z     T
2 1  sT 2 2  s  1  1 1

  T T
 T

 z
1
2

1
2
if Re[s]<0.
Bilinear Transformation. It is based on the relationship

y (t )dt   y (nT )  y (nT  T )

T
y (nT )  y (nT  T )  
nT

nT  T 2

area ABCD

C
Take the z-Transform of both sides:
B
1 T

Y ( z)  z Y ( z)  Y1 ( z)  z 1Y1 ( z)
2
 A D
nT-T nT
which yields the bilinear transformation:

2
2 1  z 1 s
s z T
T 1  z 1 2
s
T
Main Property of the Bilinear Transformation: it preserves the stability regions.

s-plane z-plane

since: s

2
s
T
| z|   1 2 2
2 
s T T

T
Mapping of Frequency with the Bilinear Transformation.

Magnitude: j 
2
j 
T
| e j |   1
2 
2 2
j  T T
T
Phase:
 2 
 j   
  phase  T
   (  )  2 j
2
  j   
 T 2

1  T  
T
where   tg  
 2   j

 T 
  2tg 
1
 2 
  2   
  tg  
T  2 
See the meaning of this:

 T 
  2tg  1
 2 
  2   
  tg 


T 2 

it is a frequency mapping between analog frequency and digital freqiency.

 c c 
 0 

   c 0 c  
Example: we want to design a digital low pass filter with a bandwith Fo  8kHz
and a sampling frequency Fs  24 kHz . Use the Bilinear Transformation.

Solution:

• Step 1: specs in the digital freq. domain c  (2 )(8 / 24)  2 / 3 rad
• Step 2: specs of the analog filter to be digitized:

 c 
 c  2 Fs tg    (2)(24  103 ) tg ( / 3)  8313
.  103 rad / sec
 2 

or equivalently Fc  13.23kHz

• Step 3: design an analog low pass filter (more later) with a bandwith Fc  13.23kHz ;
• Step 4: apply Bilinear Transformation to obtain desired digital filter.
 Design of Analog Filters

| H ()|2
Specifications: 1
1  2

1
2

2 2

p c s 

pass transition stop

band band band
 Two Major Techniques: Butterworth, Chebychev

Butterworth:
1 1
| H ()| 
2
2N  2N
   
1   1  
2

 c   p 

Specify  ,  p from passband, determine N from stopband:

 1  2 2 
log 2 2 
| H ( s )| 
2


1

2 s

2N  2 2  N
  2 
 s 
1    2 log 
 p   p 
 Poles of Butterworth Filter:

1 1
| H ()|  H ( s) H (  s) s j
2
 H ( s) H (  s)   
2N 
s  2 N

1   1  2 
 c  
s  c 
j
which yields the poles as solutions

  k 2  
 s2

1 j ( 2 k 1)
 N
j j
2  1 s  jce 2N
 c e 2 e 2N
, k  0,...,2 N  1
c

N=2
and choose the N poles in the stable region.
+ +
poles

+ +
s-plane
Example: design a low pass filter, Butterworth, with 3dB bandwith of 500Hz and 40dB
attenuation at 1000Hz.
Solution:  c  1000 ;  s  2000 ,

solve for N from the expression

1 1
 2 N  0.01
2

 s 
2N
1 2
1  
 c 
| H ( )|dB
log(104  1)
N  6.64  N  7
2 log(2)

poles at
sk  1000 e j ( / 2( 2 k 1) /14) , k  0,...,6

 Chebychev Filters.
Based on Chebychev Polynomials: TN ( x )  cos( Nt ) x  cos( t )
T0 ( x )  cos(0)  1, T3 ( x )

T1 ( x )  cos(t ) x  cos( t )  x ,
T2 ( x )  cos(2t )  2 cos2 (t )  1 x  cos( t )  2 x 2  1,

TN 1 ( x )  2 xTN ( x )  TN 1 ( x )
x
Property of Chenychev Polynomials:
within the interval  1  x  1 Chebychev polynomials have least maximum deviation
from 0 compared to polynomials of the same degree and same highest order coefficient

P( x)  4 x 3  ax 2  bx  c

T3 ( x)  4 x 3  3x

x
Why? Suppose there exists P( x)  4 x 3  ax 2  bx  c with smaller deviation then T3 ( x )
P  T3  1 P  T3  1
T3 ( x )
B D
P( x )  T3 ( x ) 
A
 C

P( x )
D


A C
P  T3  1 P  T3  1 root
B root root

But: P( x)  T3 ( x)  4 x 3  ax 2  bx  c  4 x 3  3x has degree 2 …

… and it cannot have three roots!!!

So: you cannot find a P(x) which does better (in terms of deviation from 0) then the
Chebychev polynomial.
Chebychev Filter:

1
| H ()| 
2

 
1   TN 
2 2

 p 
1
Since TN (1)  1 (easy to show from the definition), then | H ( p )|2 
1  2

| H ()|2 1
1  2


p
Design of Chebychev Filters:
Formulas are tedious to derive. Just give the results:

Given:  p the passband, and

 which determines the ripple in the passband,
compute the poles from the formulae

 2 1
1
 1    1 N
r1,2 
2

   
 2
  

 
 k  (2 k  1) , k  0,..., N  1
2 2N

s-plane
Example: design a Chebychev low pass filter with the following specs:
• passband Fp  500 Hz, with a 1dB ripple,
• stopband Fs  1000 Hz, with attenuation of at least 40dB.

Step 1: determine  , p . The passband frequency  p  1000

For 1dB ripple, 1
 1 

2
20 log
 1  
2   10 log(1   2
)  1dB   0.5088
| H ()|
Step 2: determine the order N. Use the formula

N
log  1    1   (1    /   
2
2
2
2 2
2

log( /  )  ( /  )  1
s p s p
2

with 2  0.01, to obtain N  4 

p
 Frequency Transformations
We can design high pass, bandpass, bandstop filters from transformations of low pass filters.

Low Pass to High Pass: c 2  c2 

s  H
 j 

| H ()| s

 c c   c c 

same value at c

 c 2   c 
H   H    H (  jc )
 jc   j 
Low Pass to Band Pass:

 c c

 u  l l u
s2  l u
The tranformation s  c
s(u  l )
maps
 l 2  l u
s  j l  c   j c
j l ( u   l )
 u 2  l u
s  j u  c   j c
j u ( u   l )
Low Pass to Band Stop

 c c

 u  l l u

s( u   l )
s  c 2
s  cl
How to make the transformation:
Consider the transfer function
K ( s  z1 )( s  z2 )...( s  zm )
H ( s)  , mn
( s  p1 )( s  p2 )...( s  pn )
K  F ( s)  z1 ...  F ( s)  zm 
then with s  F ( s) HT ( s)  H  F ( s)  
we obtain
 F ( s)  p ... F ( s)  p 
1 n

F ( s)  zk , k  1,..., m
with zeros and poles solutions of F ( s)  p j , j  1,..., n
also n-m extra zeros at s where F ( s)  

 
 


 IIR filter design using Matlab
In Matlab there are three functions for each class of filters (Butterworth, Chebytchev1, Chebytchev2):
BUTTAP CHEB1AP CHEB2AP Poles and Zeros of Analog Prototype Filter
BUTTER CHEBY1 CHEBY2 Numerator and Denominator from N and  c
BUTTORD CHEBY1ORD CHEBY2ORD N and  c from specifications

Example. We want to design an IIR Digital Filter with the following specifications:
Pass Band 0 to 4kHz, with 1dB ripple;
Stop Band > 8kHz with at least 40 dB attenuation
Sampling frequency 40kHz
Type of Filter: Butterworth.
Using Matlab:
>> [N, fc]=butterord(fp, fs, Rp, Rs); % fp, fs=passband and stopband freq relative to Fs/2
>> [B, A]=butter(N, fc); % B, A vectors of numerator and denominator coefficients.
In our case:
[N, fc]=butterord(4/20, 8/20, 1, 40), would yield N=7, fc=0.2291;
[B, A]=butter(7, 0.2291), would yield the transfer function B(z)/A(z).
Let’s verify these numbers:
Step 1: specifications in the digital frequency domain:

4 
 p  2  rad band pass freq
40 5
8 2
s  2  rad stop band freq
40 5

Step 2: specifications for analog filter from the transformation   2 Fs tan 
 2

 p  2(40  10 ) tan   26  103 rad / sec
3
 10 

 s  2(40  103 ) tan   58  103 rad / sec
 5
 2 1
Step 3: choose (say) Butterworh Filter H ( )  2N
 
1   2

 p 

with  p  26  103 rad / sec and  from the ripple specification

1
 1  2
20 log10  2   1    0.5
 1   

Step 4: determine order N from attenuation of 40dB

1
10 log 10 2N
 40
 s 
1  0.5 
2 
 
 p

 s 58
with  yields N=7
 p 26
Step 5: finally the cutoff frequency, from the equation

2 1 1
H ( c )  
c 
14
2
2
1  0.5  
 26  103 

Which yields c  28.7  103 rad / sec , corresponding to a digital frequency

 28.7 
c  2atan   0.6889 radians
 2  40 

Step 6: the desired Filter is obtained by the function

[num, den] = butter( 7 , 0.6889/)
Magnitude and Phase Plots: