Signal Processing First

Lecture 17
IIR Filters: H(z) and
Frequency Response

02/15/21 © 2003, JH McClellan & RW Schafer 1

READING ASSIGNMENTS

 This Lecture:
 Chapter 8, Sects. 8-4 8-5 & 8-6

 Other Reading:
 Recitation: Chapter 8, all
 POLE-ZERO PLOTS

02/15/21 © 2003, JH McClellan & RW Schafer 3

LECTURE OBJECTIVES
 SYSTEM FUNCTION: H(z)
 H(z) has POLES and ZEROS
 FREQUENCY RESPONSE of IIR
 Get H(z) first
jˆ
H ( e )  H ( z ) z e jˆ
 THREE-DOMAIN APPROACH
j̂
h[n ]  H ( z )  H (e )
02/15/21 © 2003, JH McClellan & RW Schafer 4
 THREE DOMAINS
Z-TRANSFORM-DOMAIN
Use H(z) to get POLYNOMIALS: H(z)
Freq. Response
j
ˆ
ze
{a, bk }
TIME-DOMAIN FREQ-DOMAIN
N M M
y[n ]   a y[n  ]   bk x[n  k ]  bk e  jˆ k

1 k 0 H ( e jˆ )  k 0
N
1   ae  jˆ 
02/15/21 © 2003, JH McClellan & RW Schafer 5
1
H(z) = z-Transform{ h[n] }

 FIRST-ORDER IIR FILTER:

y[n]  a1 y[n 1] b0 x[n]
h[n]  b0 (a1 ) u[n]
n

b0
H(z)  1
1 a1 z
02/15/21 © 2003, JH McClellan & RW Schafer 6
Typical IMPULSE Response
n n
h[n]  b0 (a1 ) u[n]  3(0.8) u[n]

02/15/21 © 2003, JH McClellan & RW Schafer 7

First-Order Transform Pair
n b
h[n]  ba u[n]  H(z)  1
1 a z
 GEOMETRIC SEQUENCE:
 
H ( z )  b0  a1n z n  b0  (a1 z 1 ) n
n 0 n 0

b0
 if z  a1
1  a1 z 1
02/15/21 © 2003, JH McClellan & RW Schafer 8
DELAY PROPERTY of X(z)
 DELAY in TIME<-->Multiply X(z) by z-1
x[n] X(z)
x[n 1]  z X(z) 1

 
Proof:  x[n  1]z n
  x[]z  (1)

n  

 z1  x[]z   z1 X(z)
  
02/15/21 © 2003, JH McClellan & RW Schafer 9
Z-Transform of IIR Filter
 DERIVE the SYSTEM FUNCTION H(z)
 Use DELAY PROPERTY
y[n]  a1 y[n 1] b0 x[n]  b1 x[n  1]
1 1
Y (z)  a1z Y(z)  b0 X(z)  b1 z X(z)
EASIER with DELAY PROPERTY

02/15/21 © 2003, JH McClellan & RW Schafer 10

SYSTEM FUNCTION of IIR

 NOTE the FILTER COEFFICIENTS

1 1
Y (z)  a1z Y(z)  b0 X(z)  b1 z X(z)
1 1
(1  a1 z )Y (z)  (b0  b1 z )X(z)

Y (z) b0  b1 z B(z) 1
H(z)   1 
X(z) 1 a1 z A(z)
02/15/21 © 2003, JH McClellan & RW Schafer 11
SYSTEM FUNCTION
 DIFFERENCE EQUATION:

y[n]  0.8y[n 1] 3x[n]  2x[n  1]

 READ the FILTER COEFFS: H(z)
1
 3  2z 
Y ( z )   
1 
X ( z )
 1  0.8 z 
02/15/21 © 2003, JH McClellan & RW Schafer 12
CONVOLUTION PROPERTY

 MULTIPLICATION of z-TRANSFORMS
X(z) Y (z)  H(z)X(z)
H(z)
 CONVOLUTION in TIME-DOMAIN

x[n] y[n]  h[n] x[n]

h[n]
IMPULSE
RESPONSE
02/15/21 © 2003, JH McClellan & RW Schafer 13
POLES & ZEROS
 ROOTS of Numerator & Denominator
b0  b1 z1
b0 z  b1
H(z)  1  H (z) 
1  a1 z z  a1
b1
b0 z  b1  0  z   ZERO:
b0 H(z)=0

z  a1  0  z  a1 POLE: H(z)  inf

02/15/21 © 2003, JH McClellan & RW Schafer 14

EXAMPLE: Poles & Zeros

 VALUE of H(z) at POLES is INFINITE

1
2  2z
H ( z)  1
1  0. 8 z
2  2( 1)
H ( z)  0 ZERO at z= -1
1  0.8( 1)

2  2( 45 ) 1 9
POLE at z=0.8
H ( z)  1
 2
 
1  0.8( 45 ) 0
02/15/21 © 2003, JH McClellan & RW Schafer 15
POLE-ZERO PLOT

ZERO at z = -1

POLE at
2  2z 1
z = 0.8
1
1  0.8z
02/15/21 © 2003, JH McClellan & RW Schafer 16
FREQUENCY RESPONSE
 SYSTEM FUNCTION: H(z)
 H(z) has DENOMINATOR
 FREQUENCY RESPONSE of IIR
 We have H(z)
j
ˆ
H(e )  H(z ) z  e jˆ
 THREE-DOMAIN APPROACH
j
ˆ
h[n]  H (z)  H(e )
02/15/21 © 2003, JH McClellan & RW Schafer 17
FREQUENCY RESPONSE
 EVALUATE on the UNIT CIRCLE
j
ˆ
H(e )  H(z ) z  e jˆ

02/15/21 © 2003, JH McClellan & RW Schafer 18

FREQ. RESPONSE FORMULA
1  jˆ
2  2z jˆ 2  2e
H ( z)  1
 H (e )   jˆ
1  0.8 z 1  0.8e
 jˆ 2  jˆ jˆ
jˆ 2 2  2e 2  2e 2  2e
H (e )   jˆ
  jˆ
 jˆ
1  0.8e 1  0.8e 1  0.8e
 jˆ jˆ
4  4  4e  4e 8  8 cos ˆ

1  0.64  0.8e  jˆ
 0.8e jˆ 1.64  1.6 cos ˆ
88
jˆ 2
@ ˆ  0, H (e )   400, @ ˆ   ?
02/15/21 0.04
© 2003, JH McClellan & RW Schafer 19
Frequency Response Plot
 jˆ
2  2 e
H ( e jˆ ) 
1  0.8e  jˆ

02/15/21 © 2003, JH McClellan & RW Schafer 20

UNIT CIRCLE
 MAPPING BETWEEN ˆ
z and 
j
ˆ
ze
z1  ˆ0

z  1  ˆ  
z  j ˆ
    2 
1

02/15/21 © 2003, JH McClellan & RW Schafer 21

3-D VIEWPOINT:
3-D VIEW
EVALUTE H(z) EVERYWHERE

WHERE is
the POLE ?

UNIT CIRCLE
02/15/21 © 2003, JH McClellan & RW Schafer 22
MOVIE for H(z) in 3-D
 POLES to H(z) to Frequency Reponse
 TWO POLES SHOWN

02/15/21 © 2003, JH McClellan & RW Schafer 23

Frequency Response from H(z)

Walking around the Unit Circle

02/15/21 © 2003, JH McClellan & RW Schafer 24

 3 DOMAINS MOVIE: IIR

H(z)

POLE MOVES
H()

h[n]
02/15/21 © 2003, JH McClellan & RW Schafer 25
PeZ Demo: Pole-Zero Placing

02/15/21 © 2003, JH McClellan & RW Schafer 26

SINUSOIDAL RESPONSE

 x[n] = SINUSOID => y[n] is SINUSOID

 Get MAGNITUDE & PHASE from H(z)
jˆ n
if x[n ]  e
jˆ jˆ n
then y[n ]  H ( e ) e
jˆ
where H ( e )  H ( z ) z e jˆ
02/15/21 © 2003, JH McClellan & RW Schafer 27
Evaluate FREQ. RESPONSE
z  1 is ˆ  0 2  2z1 ˆ
1 at   0.25
1  0.8z

ˆ  0.25
 zero at 

02/15/21 © 2003, JH McClellan & RW Schafer 28

POP QUIZ: Eval Freq. Resp.
 Given: 2  2z 1
H(z)  1
1 0.8z
 Find output, y[n], when x[n]  cos(0.25 n)
 Evaluate at z e
j0.25

2  2( 22  j 22 )  j1.309
H(z)   j 0.25  5.182e
1  0.8e

y[n]  5.182cos(0.25 n  0.417 )

02/15/21 © 2003, JH McClellan & RW Schafer 29