Signal Processing First

Lecture 16
IIR Filters: Feedback
and H(z)

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READING ASSIGNMENTS

 This Lecture:
 Chapter 8, Sects. 8-1, 8-2 & 8-3

 Other Reading:
 Recitation: Ch. 8, Sects 8-1 thru 8-4
 POLES & ZEROS
 Next Lecture: Chapter 8, Sects. 8-4 8-5 & 8-6

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LECTURE OBJECTIVES
 INFINITE IMPULSE RESPONSE FILTERS
 Define IIR DIGITAL Filters
 Have FEEDBACK:
FEEDBACK use PREVIOUS OUTPUTS
N M
y[n]   ay[n  ]   bk x[n  k]
 1 k 0

 Show how to compute the output y[n]

 FIRST-ORDER CASE (N=1)
 Z-transform: Impulse Response h[n]  H(z)
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 THREE DOMAINS
Z-TRANSFORM-DOMAIN
POLYNOMIALS: H(z)

{bk }
TIME-DOMAIN FREQ-DOMAIN
M M
y[n ]   bk x[n  k ] H ( e )   bk e
jˆ  jˆ k

k 0 k 0
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Quick Review: Delay by nd

y[n ]  x[n  nd ]

IMPULSE RESPONSE h[n ]   [n  nd ]

 nd
SYSTEM FUNCTION
H ( z)  z
jˆ  jˆ nd
FREQUENCY RESPONSE
H (e )  e
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LOGICAL THREAD
 FIND the IMPULSE RESPONSE, h[n]
 INFINITELY LONG 
H(z)   h[n]z
n
 IIR Filters
n 0

 EXPLOIT THREE DOMAINS:

 Show Relationship for IIR:
j
ˆ
h[n]  H (z)  H(e )
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ONE FEEDBACK TERM

 ADD PREVIOUS OUTPUTS

y[n]  a1 y[n 1] b0 x[n]  b1 x[n  1]
FIR PART of the FILTER
PREVIOUS FEED-FORWARD
FEEDBACK

 CAUSALITY
 NOT USING FUTURE OUTPUTS or INPUTS

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FILTER COEFFICIENTS

 ADD PREVIOUS OUTPUTS

y[n]  0.8y[n 1] 3x[n]  2x[n  1]
FEEDBACK COEFFICIENT SIGN CHANGE

 MATLAB
 yy = filter([3,-2],[1,-0.8],xx)

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COMPUTE OUTPUT

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COMPUTE y[n]

 FEEDBACK DIFFERENCE EQUATION:

y[n]  0.8y[n 1] 5x[n]

 NEED y[-1] to get started

y[0]  0.8y[1]  5x[0]

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AT REST CONDITION

 y[n] = 0, for n<0

 BECAUSE x[n] = 0, for n<0

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COMPUTE y[0]

 THIS STARTS THE RECURSION:

 SAME with MORE FEEDBACK TERMS

2
y[n]  a1 y[n 1] a2 y[n  2]   bk x[n  k]
k 0

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COMPUTE MORE y[n]

 CONTINUE THE RECURSION:

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PLOT y[n]

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IMPULSE RESPONSE
h[n] y[n 1] b0x[n]
y[n]  a1 h[n [n]

h[n]  b0 (a1 ) u[n]

n

u[n]  1, for n  0
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IMPULSE RESPONSE
 DIFFERENCE EQUATION:
y[n]  0.8y[n 1] 3x[n]
 Find h[n]
n
h[n]  3(0.8) u[n]
 CONVOLUTION in TIME-DOMAIN

x[n] y[n]  h[n] x[n]

h[n]
IMPULSE
RESPONSE
02/15/21
LTI SYSTEM
© 2003, JH McClellan & RW Schafer 18
PLOT IMPULSE RESPONSE
n n
h[n]  b0 (a1 ) u[n]  3(0.8) u[n]

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Infinite-Length Signal: h[n]
 POLYNOMIAL Representation

H(z)   h[n]z
n
n
APPLIES to
Any SIGNAL

 SIMPLIFY the SUMMATION

 
H ( z)   b (a ) u[n] z
n 
0 1
n n
 b0  a z
n 0
n n
1

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Derivation of H(z)
 Recall Sum of Geometric Sequence:

1
 Yields a COMPACT FORM
 r  1 r
n

n0

 
H ( z )  b0  a z n n
1  b0  (a1 z ) 1 n

n 0 n 0

b0
 1
if z  a1
1  a1 z
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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
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 H(z) = z-Transform{ h[n] }

 ANOTHER FIRST-ORDER IIR FILTER:

y[n]  a1 y[n 1] b0 x[n]  b1 x[n  1]
n n 1
h[n ]  b0 ( a1 ) u[n ]  b1 ( a1 ) u[n  1]
z 1 is a shift
b0 b1 z b0  b1z 1 1
H(z)  1  1  1
1 a1 z 1 a1 z 1  a1 z
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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
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STEP RESPONSE: x[n]=u[n]

u[n]  1, for n  0

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DERIVE STEP RESPONSE

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 PLOT STEP RESPONSE

y[n]  0.8y[n 1] 3u[n] y[n]  151  0.8

n1
u[n]

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