Digital IIR Filter Design

Rajesh M Hegde

Department of Electrical Engineering, IIT Kanpur

Lecture @ HBTI Kanpur
January 8, 2014

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Digital IIR Filter Design

Nyquist Sampling Theorem

I Let xc(t) be a band limited signal with
Xc(j) = 0; || N
I Then xc(t) can be uniquely determined by its samples x[n] = xc(nT ), n =
0, 1, 2, ..
if
s = 2
2N
T
Here N : Nyquist frequency
s : Nyquist rate

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Digital IIR Filter Design

Frequency domain illustration of sampling in the time domain

Figure (a) Spectrum of the original signal, (b) Spectrum of the sampling function, (c) Spectrum of the
sampled signal with s > 2N , (d) Spectrum of the sampled signal with s < 2N

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Digital IIR Filter Design

Figure illustrates exact recovery of a continuous-time signal from its samples using an ideal low pass
filter.
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Digital IIR Filter Design

Reconstruction of a Bandlimited Signal

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Digital IIR Filter Design

Reconstruction of a Bandlimited Signal from its Samples

? Given x[n], How do we get xc(t) ?

From x[n] form xs(t) as follows
xs(t) =

x[n](t nT )

nth sample associated with impulse at t = nT where T : sampling period.

Input xs(t) to an ideal LPF with frequency response Hr (j) and impulse
response hr (t)
X
xr (t) =
x[n]hr (t nT )
(1)
n

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Digital IIR Filter Design

Reconstruction of a Bandlimited Signal from its Samples

? Note : (a) Hr (j) has gain 0T 0, to compensate for factor 1/T in Equation
below
jT

X(e
(b) c =

s
2

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)=

1X
T

Xc(j( ks)

; Nyquist rate sampling and > 2N

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Digital IIR Filter Design

Reconstruction of a Bandlimited Signal from its Samples

Corresponding hr (t)[I.F.T.of Hr (j)]
hr (t) =

sin( t
)
T

(2)

t
T

from equation (1) and (2)

xr (t) =

x[n]

)
sin[ (tnT
]
T

(3)

(tnT )
T

However one can not infer xr (t) = xc(t) ; looking at Equation (3) alone.
So consider hr (t) as in Equation 2
Here
hr (0) = 1;

(4)

and
(5)

hr (nT ) = 0;
for n = 1, 2, ...
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Digital IIR Filter Design

Reconstruction of a Bandlimited Signal from its Samples

From Equation (1), (2), and (5)

given that x[n] = xc(nT )
xr (mT ) = xc(mT )
where 0m0 is an integer.
I Signal reconstructed xr (t) in Equation (3) , is same as the original xr (t) at
the sampling instants.
I At non sampling instants band limited interpolation is used for reconstruction.
Consider xc(t), xs(t)
Generate several terms of the following expression

x[n]

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)
sin[ (tnT
]
T

(6)

(tnT )
T

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Digital IIR Filter Design

Reconstruction of a Bandlimited Signal from its Samples

Ideal bandlimited interpolation

I Note that ideal LPF interpolates between impulses of xs(t) to reconstruct

xr (t)
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Digital IIR Filter Design

Filter Design Techniques

I IIR filter design
I FIR filter design
I Steps in filter design :
. Specification of desired frequency response.
. Approximation of specification using causal discrete time system.
. Realization of system.

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Digital IIR Filter Design

Impulse Invariance Method

I Overall system response




jT
H(e
) , || < T
Hef f (j) =
0
, || > T
I The relation between and is = T , for computing a digital filter from
a CT filter.
Effective H(ej ) = Hef f (j T ), || <

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Digital IIR Filter Design

Filter Specifications
I Specification of overall system
I Corresponding discrete-time filter specification, where 1 and 2 are ripple
parameters.
I p and p are analog and digital passband cut-off frequency.
I s and s are analog and digital stopband cut-off frequency.

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Digital IIR Filter Design

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Digital IIR Filter Design

IIR Filter: Concept of Impulse Invariance

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Digital IIR Filter Design

IIR Filter Design (Impulse Invariance Method)

Butterworth, Chebyshev(I,II), Elliptic Filter

I Digital filter specifications Analog counterpart digital filter
I H() hc(t) H(t)
I where Ha(s) is analog counterpart of hc(t).
IIM
I In the IIM method, continuous time filters are transformed to discrete time
filters as shown below
. = T
I Hence, the impulse response of the discrete time filter is given by
. h(n) = Td.hc(nTd)
I Here, Td is sampling interval and has no role in the design process.
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Digital IIR Filter Design

Impulse Invariance Method

I Frequency response of the discrete time filter is therefore given by

P
j
. H(e ) = k Hc(j Tw + j 2
k)
T
d

I If the C.T. filter is band limited,

. Hc(j) = 0 ; ||

Td

I then, H(ej ) = Hc(j T ) ; ||

d

I and (D.T. and C.T. frequency variables) are related as

. = Td for ||

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Digital IIR Filter Design

Impulse Invariance Method

I In Practice, we may not be able to get a Band limited filter T.F. resulting in
aliasing.

Illustration aliasing in impulse invariance design technique

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Digital IIR Filter Design

Impulse Invariance Method

Assuming that aliasing in the transformation of Hc(j) H(ej ) is negligible. Specifications of Hc(j) can be obtained as
=

(7)

Td

Step 1: Specification of H(ej ) Hc(j)

Next we proceed to the step 2 or conversion/transformation of Hc(s) to H(z).
Step 2:Transformation of Hc(s) H(z)
Let us start with a Hc(s) as
Hc(s) =

N
X

Ak

k=1

s sk

(8)

The corresponding impulse response is

 PN
Ak esk t; t 0
k=1
hc(t) =
0;
t<0
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Digital IIR Filter Design

Impulse Invariance Method

The impulse response of the D.T. filter is obtained as

h[n] = Tdhc(nTd) =
h[n] =

N
X

TdAk esk nTd u[n]

(9)

TdAk (esk Td )nu[n]

(10)

k=1
N
X
k=1

Computing H(z) from here, we have

H(z) =

N
X
k=1

Hc(s) =

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N
X

Ak

k=1

s sk

TdAk
1

H(z) =

N
X
k=1

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(11)

esk Td z 1
TdAk
1

esk Td z 1
Digital IIR Filter Design

(12)

Impulse Invariance Method

Mapping from S
| plane
{z } Z
| plane
{z }
C.T. filter

D.T. filter

1. S-plane pole at S = Sk maps to Z-plane pole at

Z = eSk Td

(13)

2. Coefficient of partial fraction expansion of Hc(s) is/are same as H(z) except for Td.
3. If C.T. filter is stable then real part of Sk < 0, then eSk Td will be less than
unity, and corresponding pole in the D.T. filter is stable.
4. Mapping from S Z plane

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Zk = eSk Td

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(14)

Digital IIR Filter Design

Impulse Invariance Method

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Digital IIR Filter Design

Impulse Invariance Method

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Digital IIR Filter Design

Impulse Invariance Method

Hence, mapping needs non-linear mappings

Solution: BLT

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Digital IIR Filter Design

Bilinear Transformation

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Digital IIR Filter Design

Mapping from S-plane to Z-plane

I A transformation that satisfies this mapping constraint is

w = c tan(

w1 T

or c = w cot(

(15)

2
w1 T

2
Here = for analog filter maps to w1 = 21 ws for digital filter.

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Digital IIR Filter Design

(16)

Selection of c

I Such that w = w1 correspondence can be established at any desired frequency. Put w = w1 = wr and find c.
c = wr cot(
For small wr ,

wr T
2

wr T
2

(17)

<< 1
c = wr (

2
wr T

)=

(18)

If c = 1/T then = T1 tan 12T

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Digital IIR Filter Design

Diagram illustrating warping

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Digital IIR Filter Design

Relationship between s and s1

tan x =

sin x
cos x

jx

= j

ejx

jx

e
+

!
(19)

ejx

Let S = jw and S1 = jw1 in

w = c tan

js = jc

S = c

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w1 T

S1 T
2

S1 T
2

S1 T
2

S1 T
2

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(20)

2
e
+e

e
+e

S1 T
2
S1 T
2

S1 T
2
S1 T
2

(21)

(22)

Digital IIR Filter Design

Relationship between s and z: BLT

I let z = eS1T
S1 T

s=c

1e
1+

eS1T


s = c

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=c

1z
1+

1z

1+
1 

1 

(23)

z 1

(24)

z 1

Digital IIR Filter Design

Structure for IIR filters

I.I.M. Design of a analog filter : Ha(s) =

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Pm

Ki
i=1 S+Si

Digital IIR Filter Design

Time domain invariance of Analog and Digital IIR filters

Input:
t-domain: xc(t)
s-domain: Xc(s)

Sample

Output:
t-domain: y(t) = xc(t) * ha(t)
s-domain:Y(s) = Xc(s)H(s)

Time-domain
Invariant
Equivalents

Input:
t-domain: xc(nT)
s-domain: X(z)

Sample

Output:
t-domain: y(nT) = xc(nT) * h(nT)
z-domain: Y(z) = X(z)H(z)

Time domain invariance

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Digital IIR Filter Design

Thank You
Dept. of EE, IIT Kanpur
rhegde@iitk.ac.in
http://www.iitk.ac.in/