Curtin University, Australia 4-1

YH Leung (2005, 2006, 2010, 2012)

DIGITAL FILTERS


1 Introduction

Digital filters are LTI systems whose function is to modify, or shape, the
frequency content of their input signals



Frequency selective filters pass undistorted, components of their input
signals in certain frequency bands, and at the same time, reject or suppress
components of their input signals in other frequency bands
Choice of pass and rejection frequency bands depends on some higher level
design decision process



Digital filters can replace analog filters

Fig. 1 Digital filtering of analog signals

If (i) ( )
c
x t is bandlimited, (ii) T is small enough (Nyquist sampling), (iii) ADC
and DAC have same reference voltages, and (iv) output interpolation filter has
DC gain 1, then effective analog transfer function given by

eff
( ),
( )
0,
j T
H e T
H j
T
w
w p
w
w p

<

(1)



In this course, we focus on design of frequency selective filters

S/H ADC DAC
x
c
(t) y
c
(t)
w
s
H
i
(jw)
Digital
filter
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YH Leung (2005, 2006, 2010, 2012)
2 Terminology

Digital filters are characterised by their transfer function ( ) H z
However, in design of frequency selective filters, it is often more convenient
to consider instead their frequency response q
q
=
= ( ) ( ) j
j
z e
H e H z , where
[ ] q p 0, 2 or [ ] p p - ,



( )
j
H e
q
is in general complex, and can be expressed as follows

q
q q
=
( )
( ) ( )
j
j j j H e
H e H e e (2)

q
( )
j
H e is magnitude response, or gain of the filter
( )
j
H e
q
is phase response or phase shift of the filter



When evaluated over an interval of 2p , ( )
j
H e
q
may exhibit jumps of
2p (phase-wrapping), and jumps of p due to ( )
j
H e
q
passing through
( ) 0
j
H e
q
= . See examples in pp. 11-12
Removing these jumps, we obtain a continuous function of q the continuous
phase of ( )
j
H e
q
, denoted by [ ]
q
arg ( )
j
H e



Group delay of ( )
j
H e
q
defined by
[ ] [ ] grd ( ) arg ( )
j j
d
H e H e
d
q q
q
= - (3)
Typically, one wants [ ] grd ( )
j
H e
q
to be constant, or [ ] arg ( )
j
H e
q
to be a
linear function of q



Example 1
Suppose ( )
j j
H e e
q aq -
= . Then
q
= ( ) 1
j
H e , [ ] arg ( )
j
H e
q
aq = - and [ ] grd ( )
j
H e
q
a = , a constant.
Filter thus passes all frequency components with no attenuation and exhibits a constant group delay of
a over all frequencies. In other words, filter simply delays the input signal by a samples. This is
reflected by the fact that impulse response
{ }
aq
d a
- -
= = -
1
[ ] DTFT [ ]
j
h n e n
Curtin University, Australia 4-3
YH Leung (2005, 2006, 2010, 2012)
Magnitude responses of 4 ideal frequency selective digital filters shown below

(a) Ideal Lowpass

Fig. 2(a) Magnitude response of ideal lowpass filter

(b) Ideal Highpass

Fig. 2(b) Magnitude response of ideal highpass filter

(c) Ideal Bandstop

Fig. 2(c) Magnitude response of ideal bandstop filter

(d) Ideal Bandpass

Fig. 2(d) Magnitude response of ideal bandpass filter


Likewise, ideal filters with multiple stop and/or pass bands can be defined
lp
( )
j
H e
q
c
q
c
q -
q
p p - 0 0
lp
( )
j
H e
q
q
c
q p
2p
1
1
hp
( )
j
H e
q
c
q
c
q -
q
p p - 0 0
hp
( )
j
H e
q
q
c
q p
2p
1 1
bs
( )
j
H e
q
b
q
b
q -
q
p p - 0 0
bs
( )
j
H e
q
q
b
q p
2p
1
1
a
q
a
q -
a
q
bp
( )
j
H e
q
b
q
b
q -
q
p p - 0 0
bp
( )
j
H e
q
q
b
q p
2p
1 1
a
q
a
q -
a
q
Curtin University, Australia 4-4
YH Leung (2005, 2006, 2010, 2012)
Suppose ideal filters have zero phase, i.e. ( ) 0
j
H e
q
= . It can be readily shown
(exercise!) from DTFTs that, for n -< <

lp
sin
[ ]
c
n
h n
n
q
p
= (4)

hp
sin
[ ] [ ]
c
n
h n n
n
q
d
p
= - (5)

bs
sin sin
[ ] [ ]
a b
n n
h n n
n n
q q
d
p p
= + - (6)
and
bp
sin sin
[ ]
b a
n n
h n
n n
q q
p p
= - (7)
Hence, ideal filters are non-causal, i.e. they are not computationally realisable



In practice, we aim to design filters
(i) whose frequency response approximates as closely as possible (in some
sense) an ideal frequency response characteristic, and
(ii) whose impulse response satisfy following properties
(a) [ ] h n is real
(b) [ ] h n is causal, and
(c) [ ] h n is stable



We shall focus on digital filters that can be described by a finite order causal
and stable LCCDE
1




1
Recall LCCDE systems form a special class of LTI systems, and there exist LTI systems that cannot
be described by an LCCDE
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YH Leung (2005, 2006, 2010, 2012)
3 LCCDE Digital Filters

Recall Nth order LCCDE with input [ ] x n and output [ ] y n is defined by

0 0
[ ] [ ]
N M
k k
k k
a y n k b x n k
= =
- = -

(8)
with corresponding transfer function

0
0 0
0
0 1
( )
1
M M
k k
k
k
k k
N N
k k
k
k
k k
b
b z z
a
H z
a
a z z
a
- -
= =
- -
= =
= =
+


(9)



(a) [ ] h n real ,
k k
a b poles and zeros of ( ) H z are real or arise in
complex conjugate pairs
(b) [ ] h n causal ROC of ( ) H z has form R z
-
<
(c) [ ] h n stable ROC includes unit circle
(d) [ ] h n causal and stable all poles of ( ) H z inside unit circle



Rewriting LCCDE as follows. i.e. as a forward recursion where present output
depends on past outputs and present and past inputs, yields block diagram
of Fig. 3

0 0
1 0
[ ] [ ] [ ]
N M
k k
k k
a b
y n y n k x n k
a a
= =
= - - + -

(10)


Curtin University, Australia 4-6
YH Leung (2005, 2006, 2010, 2012)

0 0
1 0
[ ] [ ] [ ]
N M
k k
k k
a b
y n y n k x n k
a a
= =
= - - + -




Fig. 3 Block diagram of LCCDE



If
1
, , 0
N
a a = , then [ ] y n does not depend on previous outputs. These filters
are said to be non-recursive. Otherwise, they are recursive



Impulse response of a non-recursive filter is given by { }
0 0 0
[ ] , ,
M
h n b a b a = ,
i.e. has finite length
Such filters are said to have a finite impulse response (FIR)



Impulse response of a recursive filter can be found by performing a PFE on
( ) H z . It is generally infinite in length
Such filters are said to have an infinite impulse response (IIR)

y[n] x[n]
1 0
a a -
1 0 N
a a
-
-
0 N
a a -
0 M
b a
1 0 M
b a
-
1 0
b a
0 0
b a
1
z
-
1
z
-
1
z
-

1
z
-
1
z
-
1
z
-

Curtin University, Australia 4-7

YH Leung (2005, 2006, 2010, 2012)
(i) Recursive filters can be IIR or FIR, but non-recursive filters are always FIR
(ii) IIR filters are not necessary recursive they may be non-LCCDE
(iii) In contrast, FIR filters are always LCCDE. Moreover, they can be
recursive or non-recursive



Transfer function of an Mth order FIR filter can be written as follows

0 0
( ) [ ] [ ]
M M
k M M k
k k
H z h k z z h k z
- - -
= =
= =

(11)
Therefore,
(i) an Mth order FIR filter has M poles at origin of z-plane and M zeros at
M non-zero locations in z-plane
(ii) since all poles are inside unit circle (at origin), FIR filters always stable



Alternatively, recall a system is stable if its impulse response satisfies
[ ]
n
h n

=-
<

(12)
For FIR filters, [ ] h n is non-zero only for a finite number of terms. Therefore,
result of above summation always finite leading to same conclusion, viz, FIR
filters always stable



The same, however, cannot be said of IIR filters
IIR filters may or may not be stable

Curtin University, Australia 4-8
YH Leung (2005, 2006, 2010, 2012)
Impulse response of a finite order causal LCCDE filter is restricted in form

Let ( ) H z be transfer function of a finite order LCCDE filter. Recall ( ) H z can be
decomposed by PFE as follows

a
-
-
= = =
= +
-

1 2
1
0 0 1
( )
(1 )
k
K K s
k k
k
k k k
C
H z A z
z
(13)
where
k
A and
k
C are the residues, and a
k
are the poles, each with
multiplicity
k
s

If ( ) H z is causal, its impulse response is given by
d a
-
= = =
= - + + + + -

1 2
1
( 1)!
0 0 1
[ ] [ ] ( 1)( 2) ( 1) [ ]
k
K K s
n
k k k
k k
h n A n k C n n n u n (14)

In other words, [ ] h n is restricted to be a weighted sum of the following
elementary impulse responses
2


1
( 1)!
1
( 1)!
1
( 1)!
1
( 1)!
1
( 1)!
1
( 1)!
1
1
2
1
( 1)!
[ ]
[ 1]
[ ]
[ ]
( 1) [ ]
( 1)( 2) [ ]
( 1)( 2) ( 1) [ ]
k
k
k
k
k
k
k
n
k
n
k
n
k
n
s
s
s
s
k k
s
s
s
n
n
n K
u n
n u n
n n u n
n n n s u n
d
d
d
a
a
a
a
-
-
-
-
-
-
-

+ +

+ + + -

2
An example of a non-LCCDE IIR filter is
-
- - -
= = + + + + +
1
1 2 1 1 1
1! 2! !
( ) 1
z m
m
H z e z z z
which has impulse response
{ }

=
=
1 1 1
1! 2! !
0
[ ] 1, , , , ,
m
n
h n
As can be seen, [ ] h n cannot be written as a weighted sum of a finite number of the elementary
LCCDE impulse responses
Curtin University, Australia 4-9
YH Leung (2005, 2006, 2010, 2012)
4 Linear Phase Filters

A digital filter is said to be linear phase if its frequency response has form
( ) ( ) ,
j j j
H e A e e
q q aq
p q p
-
= - (15)
where ( )
j
A e
q
, the amplitude response, is real and can be ve + and ve - , and
a is a real constant



In other words, a filter is said to be linear phase if its continuous phase is a
linear function of q



Filter is said to have generalised linear phase if ( )
j
H e
q
has form

( )
( ) ( ) ,
j j j
H e A e e
q q b aq
p q p
-
= - (16)
where b is another real constant



As can be seen from Eq. (3), generalised linear phase filters have group delay
[ ] grd ( )
j
H e
q
a = + (17)



Theorem: If a filter has generalised linear phase, then
( ) [ ] sin ( ) 0,
n
h n n a q b q p

=-
- + = "

(18)
Proof: See Appendix



Above theorem gives a necessary, but not sufficient, condition on [ ] h n for filter
to have generalised linear phase
3


3
Theorem applies to LTI filters in general and not just LCCDE filters
Curtin University, Australia 4-10
YH Leung (2005, 2006, 2010, 2012)
Clearly, it is difficult to find [ ] h n , a and b such that Eq. (18) holds for all q
It can be verified (exercise!) following two cases satisfy Eq. (18)

(i) 0 or b p = , 2 M a = , M any integer, and [2 ] [ ] h n h n a- =
4


(ii)
3
2 2
or
p p
b = , 2 M a = , M any integer, and [2 ] [ ] h n h n a- =-



Observe that in Case (i) [ ] h n is symmetrical about n a = , while in Case (ii) it is
anti-symmetrical about n a =



For causal systems, [ ] 0 h n = for 0 n < . Therefore, it is also necessary that
[ ] 0 h n = for 2 n a > , i.e. filters are FIR
5
with length 2 1 1 M a + = +



From Eq. (17), it now follows that generalised linear phase FIR filters have
constant group delay 2 M a =



Specifically, as will be shown later
(i) If
[ ], 0
[ ]
0, otherwise
h M n n M
h n
-

(19)
then
2
( ) ( ) , ( ) even about 0
j j j M j
H e A e e A e
q q q q
q
-
= = (20)
(ii) If
[ ], 0
[ ]
0, otherwise
h M n n M
h n
- -

(21)
then
2 2
( ) ( ) , ( ) odd about 0
j j j M j j
H e A e e A e
q q q p q
q
- +
= = (22)



Eqs. (19) and (21) give sufficient but not necessary conditions to guarantee a
casual generalised linear phase filter

4
Since M is an integer, so 2 M a = can be even or odd
5
There exists IIR generalised linear phase filters. However, they cannot be described by an LCCDE
Curtin University, Australia 4-11
YH Leung (2005, 2006, 2010, 2012)
Previous results suggest causal generalised linear phase FIR filters (with
impulse response length 1 M + ) can be classified into 4 types

Type I linear phase FIR filter
= - [ ] [ ], 0 , even h n h M n n M M (23)

q q
q b
-
=



= =

2
2
I
0
( ) [ ] cos ( 0)
M
j j M
k
H e a k k e (24)

=

- =

[ 2], 0
[ ]
2 [( 2) ], 1, , 2
h M k
a k
h M k k M
(25)

Type II linear phase FIR filter
= - [ ] [ ], 0 , odd h n h M n n M M (26)

( )
q q
q b
+
-
=



= - =

( 1) 2
2
1
II
2
1
( ) [ ] cos ( ) ( 0)
M
j j M
k
H e b k k e (27)
[ ] 2 [( 1) 2 ], 1, , ( 1) 2 b k h M k k M = + - = + (28)

Type III linear phase FIR filter
= - - [ ] [ ], 0 , even h n h M n n M M (29)

q q p
p
q b
- +
=



= =

2
2 2
III
2
1
( ) [ ] sin ( )
M
j j M j
k
H e c k k e (30)
[ ] 2 [( 2) ], 1, , 2 c k h M k k M = - = (31)

Type IV linear phase FIR filter
= - - [ ] [ ], 0 , odd h n h M n n M M (32)

( )
q q p
p
q b
+
- +
=



= - =

( 1) 2
2 2
1
IV
2 2
1
( ) [ ] sin ( ) ( )
M
j j M j
k
H e d k k e (33)
[ ] 2 [( 1) 2 ], 1, , ( 1) 2 d k h M k k M = + - = + (34)

Curtin University, Australia 4-12
YH Leung (2005, 2006, 2010, 2012)
Note though that transfer functions have constraints
Type II ( )
p p
p
+
-
=
-


= =

( 1) 2
2
1
2
1
II
[ ] cos ( ) ( ) 0
M
j M
k
j
b k k e H e (35)
Type III
p - +
=

= =

0
2
2 2
1
0
III
] si 0 [ n ( ) 0
M
j M j
k
j
c k k e H e (36)

p p p
p
- +
=


= =

2
2 2
1
III
[ ] sin ( ) 0
M
j M j
k
j
c k k e H e (37)
Type IV ( )
p
+
- +
=
-


= =

( 1) 2
2 2
1
2
1
0
IV
0
[ ] sin ( ) 0 ( ) 0
M
j M j
k
j
d k k e H e (38)


Example 2
Type I FIR { }
4
0
[ ] 1, 2, 4, 2, 1
n
h n
=
=


Type II FIR { }
5
0
[ ] 1, 2, 4, 4, 2, 1
n
h n
=
=

Curtin University, Australia 4-13
YH Leung (2005, 2006, 2010, 2012)
Type III FIR { }
4
0
[ ] 1, 3, 0, 3, 1
n
h n
=
= - -


Type IV FIR { }
5
0
[ ] 1, 2, 4, 4, 2, 1
n
h n
=
= - - -




Since ( )
j
H e
q
is a DTFT, it is periodic in q with period 2p . But Eqs. (27) and
(33) show amplitude responses of Type II and Type IV have period 4p
(amplitude responses of Type I and Type III have period 2p )
No contradiction if take into account contribution of continuous phase responses
[ ]
II
arg ( )
j
H e
q
2 Mq =- and [ ]
IV 2
arg ( ) 2
j
H e M
q
p
q =- +

Curtin University, Australia 4-14
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MATLAB code used to produce plots given below

freq_pts = 401 ; % # freq pts plotted from 0 to 2pi inclusive
theta = 2*(0:(freq_pts-1))/(freq_pts-1) ;
h = [1 2 3 2 1] ; % [1 2 3 3 2 1] [1 2 0 -2 -1] [1 2 3 -3 -2 -1]
H = freqz(h, 1, freq_pts-1, 'whole') ;
H(freq_pts) = H(1) ;
figure ;
subplot(2,1,1), plot(theta, abs(H)) ;
xlabel('(x\pi) \theta') ;
ylabel('Magnitude Response') ;
subplot(2,1,2), plot(theta, atan2(imag(H), real(H))/pi) ;
xlabel('(x\pi) \theta') ;
ylabel('Phase Response (x\pi)') ;



Can re-write transfer function of an Mth order linear phase FIR filter as follows

0
0
0
0
[ ] Type I, II
( ) [ ]
[ ] Type III, IV
[ ] ( )
M
k
M
k k
M
k k
k
M
k M
k
h M k z
H z h k z
h M k z
h k z k M k
-
= -
= -
=
-
=

= =

- -

= = -

i.e.
1
0
( ) [ ] ( )
M
M k M
k
H z z h k z z H z
- - -
=

= =

(39)
Therefore, if
o
z z = is a zero of ( ) H z , then
1
( ) ( ) 0
M
o o o
H z z H z
- -
= = and
so 1
o
z is also a zero of ( ) H z
Zeros of a linear phase FIR filter arise in reciprocal pairs



Example 2 (cont.) Zeros of previous examples are listed below in polar coordinates
Type I { }
4
0
[ ] 1, 2, 4, 2, 1
n
h n
=
= { } 1.7000 115.91 , 0.5882 115.91
o
z =
Type II { }
5
0
[ ] 1, 2, 4, 4, 2, 1
n
h n
=
= { } 1, 1.5392 103.20 , 0.6497 103.20
o
z = -
Type III { }
4
0
[ ] 1, 3, 0, 3, 1
n
h n
=
= - - { } 1, 1, 2.6180, 0.3820
o
z = - - -
Type IV { }
5
0
[ ] 1, 2, 4, 4, 2, 1
n
h n
=
= - - - { } 1, 2.3829 122.36 , 0.4197 122.36
o
z =
Observe that types II and III have zeros at 1
o
z = - while types III and IV have zeros at 1
o
z = + .
This is consistent with Eqs. (35) to (38)
Curtin University, Australia 4-15
YH Leung (2005, 2006, 2010, 2012)
5 All-Pass Filters

Consider following causal stable prototype filter

1
1
( ) , , 1
1
z a
H z a a
az
- *
-
-
= <
-
(40)
( ) H z has a pole at z a = , and a zero at the conjugate reciprocal position
1 z a
*
=

Fig. 4 Pole-zero plot of 1st order all-pass filter for
6
0.5
j
a e
p
=



( ) H z has magnitude response

( )( ) ( )( )
2
1
1 1 1 1 1
( )
j j j j j j
j j j j j j
j a e ae aa e a e a e a e a
ae ae ae a e ae a e aa
H e
q q q q q q
q q q q q q
q
* - * - * - * - *
- - - * - * *
*
- - + - - - -
- - - - - - +
= = =
or ( ) 1
j
H e
q
= (41)



Suppose
j
a re
j
= where 1 r < . Continuous phase of ( ) H z given by

{ } { }
( ) ( )
{ } { } { }
1 1
1 1
sin( ) sin( ) 1 1 1
sin
cos 1 cos( ) 1 cos( )
arg ( ) arg arg
tan tan tan
j j j j
j j
j j j j
re e re e
j j
e re
re e re e
r r
r r
H e e
j q j q
q j
j q j q
q q
q j q j
q
q q j q j
- + - +
- -
- -
- -
-
-
- -
- - - - - - -
-
- - - -




= =



= + +

or
{ } ( )
q j q
q j
q
- -
- -
= - -
sin( ) 1
1 cos( )
arg ( ) 2tan
r j
r
H e (42)



Prototype filter passes all frequencies with no attenuation, but will introduce a
(controlled) phase distortion
z-plane
Re
Im
0 1
Curtin University, Australia 4-16
YH Leung (2005, 2006, 2010, 2012)
Differentiating Eq. (42) wrt q , it can be shown that
6


q j
j q
j q
q j
- -
-
-
-
-
- -

= =


+ - -
-
2 2
2 2
1
1 1
grd 0
1 2 cos( )
1
j j
j j
e re
re e
j j
r r
r r
re e
(43)



Transfer function of a practical filter has real coefficients
Therefore, its poles and zeros are either purely real or arise in complex
conjugate pairs
All-pass filters can be represented as a cascade of prototype filters each of
which has the form given by Eq. (40)

- - * -
- - * -
= =


- - -


=




- - -



1 1 1
ap
1 1 1
1 1
( )
1 1 1
c r
M M
k k k
k k k k k
z d z e z e
H z A
d z e z e z


( )
( )
- - -
- - -
= =


- - +

=


- - +



2 1 2 1
1 2
a
1 2
1
p
1
2Re
1 e
( )
1 2R
c r
M M
k k k
k k k k k
z d z e z e
A
d z z z
H
e
z
e
(44)
where A is a positive real constant,
r
M is number of real poles/zeros,
c
M is
number of pairs of complex conjugate poles/zeros,
k
d are the real poles, and
k
e are the complex poles



It follows from Eqs. (40) to (44) that
(i) All-pass filters have equal number of poles and zeros
(ii) For every pole, there is a zero at the conjugate reciprocal position
(iii) Stable all-pass filters have all poles inside and all zeros outside unit circle
(iv)
q
q p p = " -
ap
( ) , ( , )
j
H e A (45)
(v)

=


0
ap
arg ( ) 0
j
H e (46)
(vi)
q




ap
grd ( ) 0
j
H e (47)

6

1
2
1
tan
1
d d
u u
dx dx
u
-
=
+

Curtin University, Australia 4-17
YH Leung (2005, 2006, 2010, 2012)
6 Minimum-Phase Filters

A causal stable minimum-phase filter
min
( ) H z has all its poles and zeros
strictly inside the unit circle



Thus,
min
1 ( ) H z also causal and stable



We state without proof
7
following deep results which say magnitude response
of a minimum-phase filter is uniquely determined by its continuous phase, and
vice versa

( )
q e
q f q f
p e
f
p
-
-
-

= -

2
0
1
arg ( ) lim log ( ) cot
2
j j
H e H e d

( )
q
p
q f f
q e
f
-
+

=

2
log ( ) co a g t r ( )
j j
H e d H e (48)

( )
q e
q f q f
p e
f
p
-
-
-

= +

2
0
1

log ( ) [0] lim arg ( ) cot

2
j j
H e h H e d

( )
q
p
q f f
q e
f
-
+

2
a log ( ) rg ( ) cot
j j
e H e H d (49)
where
p
q
p
q
p
-
=

[0] log ( )
2
j
h H e d (50)



Minimum phase?
It will be shown shortly that moving some or all of the zeros of
min
( ) H z from
inside the unit circle to their conjugate reciprocal positions outside the unit circle
will not affect magnitude response of
min
( ) H z but will increase its phase


7
See A. V. Oppenheim and R. W. Schafer, Discrete-Time Signal Processing, 3rd ed., Prentice-Hall,
2010, Section 12.3, pp. 979-980.
Curtin University, Australia 4-18
YH Leung (2005, 2006, 2010, 2012)
6.1
min
( ) H z with one real zero

Suppose
min
( ) H z has a zero on the real-axis at z a = , a , 1 a <
Consider the filter

-
-

-


= =

-
1
min 1 min
1
( ) ( ) ( ) ( )
1
z a
H z H z H z H z
az
(51)




1
( ) H z has a pole at z a = and a zero at 1 z a = , i.e.
1
( ) H z is 1st order all-pass
Zero of
min
( ) H z at z a = cancelled by pole of
1
( ) H z at z a = . Also,
1
( ) H z
introduces a zero at 1 z a =
Effect is zero of
min
( ) H z at z a = has been moved to 1 z a = outside unit circle


Fig. 5 Pole-zero plots of
min 1
( ), ( ) and ( ) H z H z H z with
min
( ) H z having a real zero



Since
1
( ) H z is all-pass, therefore

q q q q q
= = =
min 1 min min
( ) ( ) ( ) ( ) 1 ( )
j j j j j
H e H e H e H e H e (52)
i.e.
1
( ) H z has no effect on magnitude response of
min
( ) H z

z-plane
Re
Im
0 1
z-plane
Re
Im
1
H
min
(z)
H(z)
0
z-plane
Re
Im
0 1
H
1
(z)
Curtin University, Australia 4-19
YH Leung (2005, 2006, 2010, 2012)
1 a = -
Continuous phase of ( ) H z given by

q q q

= +


min 1
arg ( ) arg ( ) arg ( )
j j j
H e H e H e

( ) { }
q q
q
q
q
-
-

= + - -





1
sin
min
1 cos
arg ar ( ) g ( ) 2tan
j j
a
a
H e H e (53)
where 2nd equality follows from Eq. (42)



Figures below plot [ ]
q
1
arg ( )
j
H e for various values of a
As can be seen, [ ]
q
1
arg ( )
j
H e is negative for 0 q p < <
Effect of moving zero from z a = to 1 z a = is to increase phase of
min
( ) H z














Fig. 6 Continuous phase of 1st order all-pass filter

1 a =
0.6 a =
Curtin University, Australia 4-20
YH Leung (2005, 2006, 2010, 2012)
6.2
min
( ) H z with pair of complex conjugate zeros

Suppose
min
( ) H z has a pair of zeros at z a = and z a
*
= , a , 1 a <
Consider the filter

- * -
- * -

- -


= =

- -
1 1
min 2 min
1 1
( ) ( ) ( ) ( )
1 1
z a z a
H z H z H z H z
az a z
(54)




2
( ) H z has a pair of poles at z a = and z a
*
= , and a pair of zeros at 1 z a =
and 1 z a
*
= , i.e.
2
( ) H z is 2nd order all-pass
Zeros of
min
( ) H z at z a = and z a
*
= cancelled by poles of
2
( ) H z at z a = and
z a
*
= . Also,
2
( ) H z introduces a pair of zeros at 1 z a = and 1 z a
*
=
Effect is zeros of
min
( ) H z at z a = and z a
*
= have been moved to 1 z a
*
=
and 1 z a = , respectively, both outside unit circle


Fig. 7 Pole-zero plots of
min 2
( ), ( ) and ( ) H z H z H z with
min
( ) H z having a pair of
complex conjugate zeros



As before, since
2
( ) H z is all-pass, therefore magnitude response of
min
( ) H z
not affected by
2
( ) H z

z-plane
Re
Im
0 1
z-plane
Re
Im
1
H
min
(z)
H(z)
0
z-plane
Re
Im
0 1
H
2
(z)
Curtin University, Australia 4-21
YH Leung (2005, 2006, 2010, 2012)
0.1 j p =
0.1 j p =
0.9 j p =
0.9 j p =
Let
j
a re
j
= . Continuous phase of ( ) H z given by

( ) { }
q q q
q j q
q j
q
- -
- -

= +



= + - -


min 2
sin( ) 1
min
1 cos( )
arg ( ) arg ( ) arg ( )
arg ( ) 2tan
j j j
r j
r
H e H e H e
H e


( ) { }
q
j
q
q
q j
q
+ -
- +

=


+ - -
sin( ) 1
1 co
n
)
i
s(
m
2ta arg ( ) arg ) n (
r
r
j j
H e H e (55)
where 2nd equality follows from Eq. (42)



Figures below plot [ ]
q
2
arg ( )
j
H e for various values of r and j
As before, we see effect of moving zeros from inside unit circle to outside is to
increase phase of
min
( ) H z

































Curtin University, Australia 4-22
YH Leung (2005, 2006, 2010, 2012)
0.9 j p =
0.1 j p =
















Fig. 8 Continuous phase of 2nd order all-pass filter



Curtin University, Australia 4-23
YH Leung (2005, 2006, 2010, 2012)
7 Filter Design and Design Specifications

Recall
(i) In pp. 3, we described 4 ideal magnitude responses lowpass, highpass,
bandstop, bandpass
(ii) In pp. 4, we showed these ideal responses are non-causal and so filters
with ideal magnitude responses are not realisable
(iii) We remarked further in pp. 4 that the best one can do is to design filters
that approximate as closely as possible the ideal responses



Fig. 9 below illustrates typical design specification of a lowpass filter
8
where
the design parameters d
1
, d
2
, q
p
and q
s
came from some higher level
design decision process


Fig. 9 Specification of a lowpass filter



Design objective is to find the filter coefficients, i.e.
k
a and
k
b in LCCDE of
Eq. (9), such that resulting magnitude response fits inside design mask



Next two sections consider methods to find
k
a and
k
b , given a design
specification

8
Figures similar to Fig. 9 can also be drawn for highpass, bandstop and bandpass filters
d
2
d -
1
1
d +
1
1
q
( )
j
H e
0
q
p
q
s
q
p
Passband Transition Stopband
Curtin University, Australia 4-24
YH Leung (2005, 2006, 2010, 2012)
Appendix Proof of Theorem

Recall Eq. (16)

( )
( ) ( ) ,
j j j
H e A e e
q q b aq
p q p
-
= -
It follows that
( ) ( )cos( ) ( )sin( )
j j j
H e A e j A e
q q q
b aq b aq = - + - (56)



But ( ) [ ] [ ] cos [ ] sin
j jn
n n n
H e h n e h n n j h n n
q q
q q

-
=- =- =-
= = -

(57)
Therefore, dividing imaginary part by real part in both Eqs. (56) and (57), and
equating

[ ] sin
[ ] cos
( )sin( ) sin( )
cos( )
( )cos( )
n
n
h n n
j
j
h n n
A e
A e
q
q
q
q
b aq b aq
b aq
b aq

=-

=-

- -
= = -
-
-

(58)



Cross-multiplying
[ ] cos sin( ) [ ] sin cos( )
n n
h n n h n n q b aq q b aq

=- =-
- = - -


or { } [ ] cos sin( ) sin cos( ) 0
n
h n n n q b aq q b aq

=-
- + - =

(59)
which leads to Eq. (18)



Theorem gives a necessary, but not sufficient, condition for filter to have
generalised linear phase because Eqs. (56) and (57) imply Eq. (58) but not
the reverse

Curtin University, Australia 4-25
YH Leung (2005, 2006, 2010, 2012)
Problems


1. For each of the following transfer functions, state whether or not it is a minimum-phase
system. Justify your answers.
(a)
1 1
1
2
1 1
1 1
3 3
(1 2 )(1 )
( )
(1 )(1 )
z z
H z
z z
- -
- -
- +
=
- +

(b)
1 1
1 1
4 4
1 1
2 2
3 3
(1 )(1 )
( )
(1 )(1 )
z z
H z
z z
- -
- -
+ -
=
- +

(c)
1
1
3
1 1
2 2
1
( )
(1 )(1 )
j j
z
H z
z z
-
- -
-
=
- +

(d)
1 1
1
3
1 1
2 2
(1 )
( )
(1 )(1 )
j j
z z
H z
z z
- -
- -
-
=
- +



2. The impulse responses for several different LTI systems are shown below. Find the
group delay associated with each system.
(a) { }
5
1
[ ] 0, 1, 0, 0, 0, 1, 0
n
h n
=-
=
(b) { }
4
2
[ ] 0, 1, 1, 2, 2, 1, 1
n
h n
=-
= - -
(c) { }
5
1
[ ] 0, 0, 1, 0, 1, 0, 0
n
h n
=-
= -
(d) { }
8
2
[ ] 0, 1, 0, 3, 1, 2, 1, 3, 0, 1, 0
n
h n
=-
= - -
(e) { }
6
0
[ ] 0, 1, 2, 0, 2, 1, 0
n
h n
=
= - -
(f) { }
8
1
[ ] 0, 1, 1, 1, 1, 1, 1, 1, 1, 0
n
h n
=-
=


Curtin University, Australia 4-26
YH Leung (2005, 2006, 2010, 2012)
3. The figures below show just the zero locations for several different system functions.
For each figure, state whether the system function could be a generalised linear-phase
system implemented by an LCCDE with real coefficients.




4. Consider a causal LTI system with transfer function

1 1
1
1
( )
1
a z
H z
az
- -
-
-
=
-

where a is real
(a) For what range of values of a is the system stable?
(b) For
1
2
a = , where are the pole and zero, and what is the ROC?
(c) Find, in terms of a, the impulse response [ ] h n of the system.
(d) Show that the system is all-pass, i.e., the magnitude of the frequency response is a
constant. Specify, in terms of a, the value of the constant.


5. Show that the energy of the output signal of an all-pass system equals the energy of its
input signal, i.e.

2 2
[ ] [ ]
n n
y n x n

=- =-
=





(a) (b) (c)
Curtin University, Australia 4-27
YH Leung (2005, 2006, 2010, 2012)
6. Consider an LTI system with input [ ] x n and output [ ] y n . When the input is

( )
( )
sin 0.4
[ ] 5 10cos 0.5
n
x n n
n
p
p
p
= +
the corresponding output is

( ) sin 0.3 ( 10)
[ ] 10
( 10)
n
y n
n
p
p
-
=
-

Determine the frequency and impulse responses for the system.
Hint. Sketch ( )
j
X e
q
and ( )
j
Y e
q
.


7. The system function
II
( ) H z represents a Type II FIR generalised linear phase filter
with impulse response
II
[ ] h n . This filter is cascaded with an LTI system whose system
function is
1
(1 ) z
-
- to produce a third system with system function ( ) H z and impulse
response [ ] h n . Prove that the overall filter is a generalised linear phase filter, and
determine what type of linear phase filter it is.

Curtin University, Australia 4-28
YH Leung (2005, 2006, 2010, 2012)
Answers


1. (a) Not minimum phase
(b) Is minimum phase
(c) Is minimum phase
(d) Not minimum phase


2. (a) 2; (b) 1.5; (c) 2; (d) 3; (e) 3; (f) 3.5


3. (a) Yes; (b) No; (c) Yes


4. (a) 1 a <
(b) Pole is at
1
2
z a = = and zero is at 1 2 z a = = . ROC is
1
2
z a > = .
(c)
{ }
2
1
[ ] [ ] [ 1]
n
h n a u n u n
a
= - -
(d) ( ) 1
j
H e a
q
=


6.
( ) sin 0.3 ( 10)
[ ] 2
( 10)
n
h n
n
p
p
-
=
-



7. Type III FIR filter