Infinite - duration 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 ak ,..., bk 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)  0.833 y (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 

1 1 
s
1 1 T
z     
2 1  sT 2 2  s  1 1 1
 
  T T
 T 

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

T
y (t )dt   y (nT )  y (nT  T )
nT
y (nT )  y (nT  T )  
nT  T
        2
area ABCD

Take the z-Transform of both sides:

B
T
1
2

Y ( z )  z Y ( z )  Y1 ( z )  z 1Y1 ( z )  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
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    (  )  2 j
  j   
 T  2
T
where  T  
 tan 1  
 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  2 Fs tan c (2)(24 10 )tg ( / 3)83.13  10 rad / sec
3 3

 2 

or equivalently Fc  13.23kHz

• Step 3: design an analog low pass filter (more later) with a bandwithFc  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:

• Maximally flat magnitude filter

• No ripples in passband & stop band

• Monotonic response
 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 j j ( 2 k 1)
 N
2  1 s  j c e 2N
 ce e 2 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
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
ELLIPTIC FILTER
IMPULSE INVARIANT METHOD
 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 
from specifications
c

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  10 ) tan   58  103 rad / sec
3
 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 log10 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 )  14 
 c  2
1  0.52  
 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: