ELEG305: Digital Signal Processing

Lecture 20: Lattice Filters & Implementation Structures for IIR Filters

Kenneth E. Barner
Department of Electrical and Computer Engineering University of Delaware

Fall 2008

K. E. Barner (Univ. of Delaware)

ELEG305: Digital Signal Processing

Fall 2008

1 / 24

Outline

Review of Previous Lecture Lecture Objectives Implementation of Discrete-Time Systems DirectForm to Lattice Translation Structures for IIR Filters DirectForm Structures Structures for IIR Filters Transpose Structures Structures for IIR Filters CascadeForm Structures Structures for IIR Filters ParallelForm Structures Structures for IIR Filters Lattice & LatticeLadder Structures

K. E. Barner (Univ. of Delaware)

ELEG305: Digital Signal Processing

Fall 2008

2 / 24

Review of Previous Lecture

Review of Previous Lecture

Lattice Filters general recursion f0 (n) = g0 (n) = x(n) fm (n) = fm1 (n) + Km gm1 (n 1) gm (n) = Km fm1 (n) + gm1 (n 1), Lattice to DirectForm Translation utilize recursion on A0 (z) = B0 (z) = 1 Am (z) = Am1 (z) + Km z 1 Bm1 (z), Bm (z) = z m Am (z 1 ), m = 1, 2, . . . , M 1 m = 1, 2, . . . , M 1

K. E. Barner (Univ. of Delaware)

ELEG305: Digital Signal Processing Lecture Objectives

Fall 2008

3 / 24

Lecture Objectives

Objective Develop a method for converting directform (FIR) coefcients to lattice lter coefcients; Derive implementation structures for IIR lters Reading Chapters 9 (9.29.3); Next lecture, lter design (Chapter 10.110.3)

K. E. Barner (Univ. of Delaware)

ELEG305: Digital Signal Processing

Fall 2008

4 / 24

Implementation of Discrete-Time Systems

DirectForm to Lattice Translation

Lattice Filter Representation Summary

Case 1: FIR lter representations (time domain)

m m

fm (n) =
k =0

m (k )x(n k )

and

gm (n) =
k =0

m (k )x(n k )

Case 2: FIR lter representations (zdomain) Fm (z) = Am (z)X (z) Gm (z) = Bm (z)X (z) Also, Bm (z) = z m Am (z 1 ),
K. E. Barner (Univ. of Delaware)

or or

Fm (z) X (z) Gm (z) Bm (z) = X (z) Am (z) =

m = 1, 2, . . . , M 1
Fall 2008 5 / 24 DirectForm to Lattice Translation

ELEG305: Digital Signal Processing

Implementation of Discrete-Time Systems

Case 3: Lattice representations (time domain) f0 (n) = g0 (n) = x(n) fm (n) = fm1 (n) + Km gm1 (n 1), gm (n) = Km fm1 (n) + gm1 (n 1), Case 4: Lattice representations (zdomain) A0 (z) = B0 (z) = 1 Am (z) = Am1 (z) + Km z 1 Bm1 (z), Bm (z) = Km Am1 (z) + z 1 Bm1 (z),
K. E. Barner (Univ. of Delaware)

m = 1, 2, . . . , M 1 m = 1, 2, . . . , M 1

m = 1, 2, . . . , M 1 m = 1, 2, . . . , M 1
Fall 2008 6 / 24

ELEG305: Digital Signal Processing

Implementation of Discrete-Time Systems

DirectForm to Lattice Translation

Design Questions: How do we convert lattice coefcients (K terms) to direct-form lter coefcients ( terms)? Solved last lecture. How do we convert directform coefcients to lattice coefcients, i.e., Given m (1), m (2), . . . , m (m), how do we determine K1 , K2 , . . . , Km ? Case 2: DirectForm to Lattice Translation Approach: Utilize relations Am (z) = Am1 (z) + Km z 1 Bm1 (z), Bm (z) = Km Am1 (z) + z 1 Bm1 (z), m = 1, 2, . . . , M 1 m = 1, 2, . . . , M 1

Note that Km = m (m) [why? z 1 Bm1 (z) has z m term] To get Km1 , we need m1 (m 1) or entire Am1 (z) polynomial Recursively generate Am (z) for m = M 1, M 2, . . . , 1
K. E. Barner (Univ. of Delaware) ELEG305: Digital Signal Processing DirectForm to Lattice Translation Fall 2008 7 / 24

Implementation of Discrete-Time Systems

Rearrange the Am (z) and Bm (z) recursions Bm (z) = Km Am1 (z) + z 1 Bm1 (z) z
1

Bm1 = Bm (z) Km Am1 (z)

Substituting this into the Am (z) recursion Am (z) = Am1 (z) + Km z 1 Bm1 (z) = Am1 (z) + Km [Bm (z) Km Am1 (z)] Finally, solving for Am1 (z) gives Am1 (z) = Am (z) Km Bm (z) , 2 1 Km m = M 1, M 2, . . . , 1 ()

Note: The RHS contains higher order (known) terms Result: Solve () recursively, setting Km1 = m1 (m 1)
K. E. Barner (Univ. of Delaware) ELEG305: Digital Signal Processing Fall 2008 8 / 24

Implementation of Discrete-Time Systems

DirectForm to Lattice Translation

Example Determine the lattice representation for: 7 11 2 1 3 H(z) = A3 (z) = 1 + z 1 + z + z 8 16 4 First step, set m = 3. Then directly from A3 (z) K3 = 3 (3) = 1 4

Also, B3 (z) is the reverse polynomial of A3 (z) B3 (z) = Next, evaluate Am1 (z) = 1 11 1 7 2 + z + z + z 3 4 16 8
Am (z)Km Bm (z) 2 1Km

A2 (z) =
K. E. Barner (Univ. of Delaware)

A3 (z) K3 B3 (z) 2 1 K3
Fall 2008 9 / 24 DirectForm to Lattice Translation

ELEG305: Digital Signal Processing

Implementation of Discrete-Time Systems

A2 (z) = =

A3 (z) K3 B3 (z) 2 1 K3 1 + 7 z 1 + 8
11 2 16 z

+ 1 z 3 4 1

1 1 4 4 ( 1 )2 4

11 1 16 z

7 + 8 z 2 + z 3

3 1 = 1 + z 1 + z 2 4 2 Thus for m = 2 K2 = 2 (2) = and reversing A2 (z) gives B2 (z) = 1 3 1 + z + z 2 2 4 1 2

K. E. Barner (Univ. of Delaware)

ELEG305: Digital Signal Processing

Fall 2008

10 / 24

Implementation of Discrete-Time Systems

DirectForm to Lattice Translation

For m = 1, A1 (z) = = A2 (z) K2 B2 (z) 2 1 K2

3 1 + 4 z 1 + 1 z 1 2

1 1 2 2 1 2 (2)

+ 3 z 1 + z 2 4

1 = 1 + z 1 2 Thus K1 = 1 (1) = Final Result: K1 = 1 1 1 , K2 = , K3 = 2 2 4

1 2

K. E. Barner (Univ. of Delaware)

ELEG305: Digital Signal Processing DirectForm to Lattice Translation

Fall 2008

11 / 24

Implementation of Discrete-Time Systems

Summary: DirectForm to Lattice Translation

The translation recursion can be rearranged to yield the following steps
1 2 3 4

Set m = M 1 Set Km = m (m) and m1 (0) = 1 If m = 1 stop; otherwise continue Evaluate m1 (k ) = = m (k ) Km m (k ) 2 1 Km m (k ) m (m)m (m k ) , 2 1 m (m)

1k m1

5 Decrement m and go to 2 Note: Procedure fails if some |Km | = 1 Am1 (z) has a root on the unit circle; Solution factor this root out K. E. Barner (Univ. of Delaware) ELEG305: Digital Signal Processing Fall 2008 12 / 24

Implementation of Discrete-Time Systems

Structures for IIR Filters DirectForm Structures

Structures for IIR Filters Direct-form Structures

Consider the IIR system H(z) = H1 (z)H2 (z), where
M

H1 (z) =
k =0

bk z k

[Allzero];

H2 (z) =

1 1+
M k k =1 ak z

[Allpole]

Direct Form I Realization

K. E. Barner (Univ. of Delaware) Implementation of Discrete-Time Systems

Direct Form II Realization (N = M)

Fall 2008 13 / 24 Structures for IIR Filters Transpose Structures

ELEG305: Digital Signal Processing

Transpose Structures
Objective: Represent a lter as a ow graph Directed branches connect nodes Gains and delays are listed along branches Nodes sum (are adders) or are branching (splitting) points Inputs are source nodes, outputs are sink nodes Theorem (FlowGraph Reversal) Given a ow graph, if we perform the following: Reverse ow on all branches Interchange inputs/outputs then the resulting system, known as the transposed structure, is functionally equivalent to the original system, i.e., they produce the same input/output function.
K. E. Barner (Univ. of Delaware) ELEG305: Digital Signal Processing Fall 2008 14 / 24

Implementation of Discrete-Time Systems

Structures for IIR Filters Transpose Structures

Example: Generate the transposed form of

Direct Form II Realization

Transposed Direct Form II Realization

Signal Flow Graph

K. E. Barner (Univ. of Delaware) Implementation of Discrete-Time Systems

Transposed Signal Flow Graph

Fall 2008 15 / 24 Structures for IIR Filters Transpose Structures

ELEG305: Digital Signal Processing

Note: The owgraph reversal operations can be applied directly to a direct form realization, i.e., (1) reverse ow on all branches and (2) interchange inputs/outputs

Direct Form II Realization

K. E. Barner (Univ. of Delaware)

Transposed Direct Form II Realization

Fall 2008 16 / 24

ELEG305: Digital Signal Processing

Implementation of Discrete-Time Systems

Structures for IIR Filters Transpose Structures

The transposed direct form II realization can be redrawn (ipped) to yield a more conventional lefttoright signal ow

Transposed Direct Form II Transposed Direct Form II Realization

K. E. Barner (Univ. of Delaware)

Realization (LR signal ow)

Fall 2008 17 / 24

ELEG305: Digital Signal Processing

Implementation of Discrete-Time Systems

Structures for IIR Filters CascadeForm Structures

Cascade Form Structures

Objective: Represent a lter as a cascade of subsystems

Approach: Factor H(z) into a product of Second-order subsystems

K

H(z) = where Hk (z) =

Hk (z) k =1 bk 0 + bk 1 z 1 + bk 2 z 2 1 + ak 1 z 1 + ak 2 z 2

Each Hk (z) can, for instance, be realized in direct form II (Right) Note: Pair complexconjugate poles to ensure realvalued coefcients
K. E. Barner (Univ. of Delaware) ELEG305: Digital Signal Processing Fall 2008 18 / 24

Implementation of Discrete-Time Systems

Structures for IIR Filters ParallelForm Structures

ParallelForm Structures
Objective: Represent a lter as a sum of subsystems Approach: Expand H(z) through partial-fractions
N

H(z) = C +
k =1

Ak 1 pk z 1
IIR System Parallel Realization

Combine (complexconjugate) poles to form realvalued twopole subsystems Hk (z) = bk 0 + bk 1 z 1 1 + ak 1 z 1 + ak 2 z 2

Second order Hk (z) of Parallel Realization

K. E. Barner (Univ. of Delaware) ELEG305: Digital Signal Processing Fall 2008 19 / 24 Implementation of Discrete-Time Systems Structures for IIR Filters ParallelForm Structures

Example Determine cascade and parallel realizations of H(z) =

2 10(1 1 z 1 )(1 3 z 1 )(1 + 2z 1 ) 2

(1

3 1 )(1 4z

1 z 1 )[1 ( 1 + j 1 )z 1 ][1 ( 1 j 1 )z 1 ] 8 2 2 2 2

For the cascade case, group poles (complexconjugates), e.g., H(z) = 10H1 (z)H2 (z) where H1 (z) = H2 (z) = 1 2 z 1 3 1 7 z 1 + 8
3 2 32 z Cascade Realization of H(z)
(a)
10
y(n)

1 + 3 z 1 z 2 2 1 z 1 + 1 z 2 2
x(n)
y(n)

K. E. Barner (Univ. of Delaware)

ELEG305: Digital Signal Processing

Fall 2008

20 / 24

Implementation of Discrete-Time Systems

Structures for IIR Filters ParallelForm Structures

10
y(n)

For the parallel realization, use partial fractions to obtain

2.93 17.68 12.25 j14.57 12.25 + j14.57 + + + H(z) = 1 1 3 z 1 1 8 z 1 1 ( 1 + j 1 )z 1 1 ( 1 j 1 )z 1 4 2 2 2 2

(a)

Then combine pairs of poles (complexconjugates, when possible) H(z) = 14.75 12.90z 1 3 1 7 z 1 + 32 z 2 8 + 24.50 + 26.82z 1 1 z 1 + 1 z 2 2

x(n)

y(n)

Parallel Realization of H(z)

K. E. Barner (Univ. of Delaware) ELEG305: Digital Signal Processing Fall 2008 21 / 24

Implementation of Discrete-Time Systems

Structures for IIR Filters Lattice & LatticeLadder Structures

Lattice & LatticeLadder Form Structures

Objective: Represent an IIR lter as a lattice Approach: Introduce feedback to the previously developed structure Case 1: Allpole systems The resulting lter structure in this case is

Lattice structure for an allpole IIR system

Note: Allpole lattice structures are used to model physical systems, e.g., the human vocal tract, layers in the stratied earth, etc. The Ki values correspond to physical reection phenomena and can often be physically measured, e.g., seismically
K. E. Barner (Univ. of Delaware) ELEG305: Digital Signal Processing Fall 2008 22 / 24

Implementation of Discrete-Time Systems

Structures for IIR Filters Lattice & LatticeLadder Structures

Also of note: The system is BIBO stable iff |Ki | < 1 for i = 1, 2, . . . , N A set of recursive governing equations can be derived similarly to the FIR case The system has feed forward (fi ()) and feedback (gi () paths Case 2: Polezero systems Including zeroterms results in a latticeladder structure:
foCn)

... ~8f-------""'''--'
K. E. Barner (Univ. of Delaware) Lecture Summary

Latticeladder structure for a polezero IIR system

ELEG305: Digital Signal Processing Fall 2008 23 / 24

Lecture Summary
DirectForm to Lattice Translation Initialize m = M 1
1 2

Set Km = m (m) and m1 (0) = 1; If m = 1 stop; otherwise cont. Evaluate m1 (k ) = m (k ) m (m)m (m k ) , 2 1 m (m) 1k m1

Decrement m and go to 1 DirectForm Structures DirectForm I and II Transpose Structures Reversing the ow on all branches and interchange inputs/outputs leaves function unchanged K CascadeForm Structures Use factored form H(z) = k =1 Hk (z) N A ParallelForm Structures Use PF form H(z) = C + k =1 1pkkz 1 Lattice & LatticeLadder Structures model physical phenomena with reection coefcients (|Ki | < 1 for i = 1, 2, . . . , N)

Implementation Structures for IIR lters

Next lecture Filter design (Chapter 10.110.3)

K. E. Barner (Univ. of Delaware) ELEG305: Digital Signal Processing Fall 2008 24 / 24