Department of Electrical and Information Technology

Formula Table
Digital Signal Processing

Bengt Mandersson

Lund 2011

Department of Electrical and Information Technology, Lund University, Sweden

Innehll
1 Basic trigonometrical formula
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9

Trigonometry . . . . . . . . . . . . . . . . . . . . . .
Matrix theory . . . . . . . . . . . . . . . . . . . . . .
Notation of some basic signals . . . . . . . . . . . . .
Often used relations . . . . . . . . . . . . . . . . . .
Correlation . . . . . . . . . . . . . . . . . . . . . . .
Circuit model (single input, single output) . . . . . .
Input output relations . . . . . . . . . . . . . . . . .
Analogous sinusoids through a linear, causal lter . .
Time discrete sinusoids through a linear, causal lter

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

2 Transforms
2.1
2.2
2.3
2.4
2.5
2.6

2.7

Laplace transform . . . . . . . . . . . . . . . . . . . . . .
2.1.1 Laplace transform of causal signals . . . . . . . .
2.1.2 One-side Laplace transform of non-causal signals .
Fourier transform of time continous signals . . . . . . . .
Z-transform . . . . . . . . . . . . . . . . . . . . . . . . .
2.3.1 The z-transform of causal signals . . . . . . . . .
2.3.2 One-side Z-transform of non-causal signals . . . .
Fourier transform of time discrete signals . . . . . . . . .
Fourier serial expansion . . . . . . . . . . . . . . . . . . .
2.5.1 Continuous in time . . . . . . . . . . . . . . . . .
2.5.2 Discrete time . . . . . . . . . . . . . . . . . . . .
Discrete Fourier Transform (DFT) . . . . . . . . . . . . .
2.6.1 Denition . . . . . . . . . . . . . . . . . . . . . .
2.6.2 Circular convolution . . . . . . . . . . . . . . . .
2.6.3 Non-circular convolution using the DFT . . . . .
2.6.4 Relation to the Fourier transform X(f ): . . . . .
2.6.5 Relation to Fourier series . . . . . . . . . . . . . .
2.6.6 Parseval's theorem . . . . . . . . . . . . . . . . .
2.6.7 Some properties of the DFT . . . . . . . . . . . .
Some window functions and their Fourier transform . . .

3 Sampling of analogous signals

3.1
3.2
3.3
3.4

Sampling and reconstruction . . . . . . . . . . . . . . .

Distortion measurements . . . . . . . . . . . . . . . . .
3.2.1 Aliasing distortion from sampling . . . . . . . .
3.2.2 Signal-to-noise ratio during reconstruction . . .
Quantization noise . . . . . . . . . . . . . . . . . . . .
Sampling rate conversion, decimation and interpolation

4 Analogous lters
4.1

4.2

Filter approximations of ideal LP-lter . . .

4.1.1 The Butterworth lter . . . . . . . .
4.1.2 The Chebyshev lters . . . . . . . . .
4.1.3 The Bessel lter . . . . . . . . . . . .
Frequency transformation of analogous lters
1

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

3
4
5
5
6
6
7
8
9

10

10
10
11
12
14
14
15
16
18
18
18
19
19
19
19
20
20
20
21
21

23

23
25
25
25
26
26

27

27
27
28
32
33

5 Time discrete lter

5.1
5.2
5.3
5.4
5.5

5.6

FIR lters and IIR lters . . . . . . . . . . .

FIR lters using the window method . . . .
Ekviripple FIR lters . . . . . . . . . . . . .
FIR lters using Least Squares method . . .
IIR-lter . . . . . . . . . . . . . . . . . . . .
5.5.1 The impulse invariance method . . .
5.5.2 Bilinear transformation . . . . . . . .
5.5.3 Quantication of the lter coecients
Lattice lter . . . . . . . . . . . . . . . . . .

6 Spectral estimation

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

34

34
34
37
37
38
38
38
39
39

41

1 Basic trigonometrical formula

1.1 Trigonometry
sin = cos( /2)
cos = sin( + /2)
cos2 + sin2 = 1
cos2 sin2 = cos 2
2 sin cos = sin 2
sin() = sin
cos() = cos
cos2 = 21 (1 + cos 2)

cos =

1
2

sin( + ) = sin cos + cos sin

cos( + ) = cos cos sin sin
2 sin sin = cos( ) cos( + )
2 sin cos = sin( + ) + sin( )
2 cos cos = cos( + ) + cos( )
sin + sin = 2 sin +
cos
2
2
+
cos + cos = 2 cos 2 cos
2

(ej + ej ), sin =

1
2j

A cos + B sin =
with cos =

och =

45
60
90

sin =

B
,
A2 +B 2

sin =

A
A2 +B 2

if B 0

A
arctan B
+

if A < 0

A2 + B 2 sin( + )

arctan B

B
A2 +B 2

if A 0

arctan B
+
A

Degree Rad

30

A2 + B 2 cos( )

arctan A

with cos =

A
,
A2 +B 2

A cos + B sin =

och =

(ej ej ), ej = cos + j sin

if B < 0

sin

cos

0
1
2
1
2
3
2
1

0
1

3 1
3
2
3
1
1
1
2

1
3 1
2
3
0 0

tan

cot

1.2 Matrix theory

Notation of matrix A and vector x
A matrix A of order mxn and a vector x with dimension n are dened by

a11
a21
..
.

A=

a12
a22
..
.

. . . a1n
. . . a2n
..
.

x=

am1 am2 . . . amn

x1
x2
..
.

xn

The matrix A is symmetrical if aij = aji ij .

I denotes the unit matrix.

Transpose of a matrix A
B = AT dr bij = aji
(AB)T = BT AT

Determinant of a matrix A

a11

a21
detA = |A| = ..
.

am1

a12
a22
..
.
am2

n
X

=
aij (1)i+j detMij

i=1

. . . amn

. . . a1n
. . . a2n
..
.

there Mij is the resulting matrix if row i and column j in the matrix A are deleted.

detAB = detA detB

Specially for a 2x2 matrix:

detA = a11 a22 a12 a21

Inverse of the matrix A

A1 A = AA1 = I (om detA#0)
A1 =
with C dened by

1
CT
detA

cij = (1)i+j detMij

(AB)1 = B1 A1

Specially for a 2x2 matrix:

1

1
=
detA

a22 a12
a21
a11

Eigenvalues and eigenvectors

Eigenvalues (i , i = 1, 2, . . . , n) and eigenvectors (qi , i = 1, 2, . . . , n) are the
solution to the equation system

Aq = q eller (A I)q = 0
The eigenvalues can be determined as the solution to t6he characteristic equation
to A
det(I A) = n + n1 n1 + + 0 = 0

det(I A) is called the characteristic polynomial to A.

1.3 Notation of some basic signals

(

Unit step function

u(t) =
(

The impuls function

(t) =
R

Rectangular function

1 t0
0 t<0
t=0
0 t#0

(t)dt = 1
x(t)(t)dt = x(0)

p(t) =

1 |t| < 2

0 |t| >

1
2

Sinc-function

x
sinc x = sin
x

Periodical sinc-function

sin N2x

diric(x, N ) =
N sin x
2

Complex sinusoids

est = et ejt

Complex undamped sinusoids

ejt = cos t + j sin t

1.4 Often used relations

Sum of a geometrical series.
N
1
X

a =

n=0

1aN
1a

if a = 1
if a 6= 1

Sum of a sinusoids over a full periods.

N
1
X
n=0

ej2

kn/N

N if k = 0, N, . . .
0 f..
5

1.5 Correlation
Correlation, cross correlation, spectrum, cross spectrum and coherence between
input and out signals.

y(t)
Y (F )
ryy ( )
Ryy (F )
ryx ( )
Ryx (F )
rxx ( )
ryx ( )
xx ( )
yx ( )

=
=
=
=
=
=
=
=
=
=

h(t) x(t)
H(F ) X(F )
rhh ( ) rxx ( )
|H(F )|2 Rxx (F )
h( ) rxx ( )
H(F
) Rxx (F )
R
x(t)x(t )dt
Rt
t y(t)x(t )dt
E{x(t)x(t )}
E{y(t)x(t )}

y(n)
Y (f )
ryy (n)
Ryy (f )
ryx (n)
Ryx (f )
rxx (n)
ryx (n)
xx (n)
yx (n)

=
=
=
=
=
=
=
=
=
=

h(n) x(n)
H(f ) X(f )
rhh (n) rxx (n)
|H(f )|2 Rxx (f )
h(n) rxx (n)
H(f ) Rxx (f )
P
x(`)x(` n)
P`
` y(`)x(` n)
E{x(`)x(` n)}
E{y(`)x(` n)}

Gaussian random variables. Xi N (mi , i )

E{X1 X2 X3 X4 } = E{X1 X2 } E{X3 X4 } + E{X1 X3 } E{X2 X4 } +

+ E{X1 X4 } E{X2 X3 } 2m1 m2 m3 m4

1.6 Circuit model (single input, single output)

1) Canonical form (direct form II)
x(n)

b
0

+
z

-1

-a 1

z
-a 2

v N (n)

b1

v N-1 (n)

b2

-a N-1

bN-1

z
-a

-1

-1
v (n)
1

2) The dierence equation

y(n) =

N
X

ak y(n k) +

k=1

M
X
k=0

bk x(n k)

y(n)

3) Steady state notation

(

with

0
..
.

F=

v(n + 1) = Fv(n) + q x(n)

y(n) = gT v(n) + d x(n)
1
..
.

...

0
..
.

0
..
.

0
0
0
1
ak ak1 . . . a2 a1

q=

0
0
..
.

gT = (bk , . . . , b2 , b1 ) b0 (ak , . . . , a2 , a1 ) ;

d = b0

4) The system function

H(z) =

b0 + b1 z 1 + + bM z M
1 + a1 z 1 + + aN z N

1.7 Input output relations

1) Convolution
y(n) = h x =

h(k)x(n k) =

k=

h(n k)x(k)

k=

2) Steady state
a) Direct solution

y(n) = gT Fn v(0) +

n1
X

gT Fn1k qx(k)u(n 1) + dx(n)

k=0

b) Impulse response

h(n) = gT Fn1 qu(n 1) + d(n)

c) System function

H(z) = gT [zI F]1 q + d

1.8 Analogous sinusoids through a linear, causal lter

1) Complex, non-causal input signal
x(t) = ej0 t = (cos(0 t) + j sin(0 t))
y(t) =

Z
=0

h( )x(t )d =

=0

<t<

h( )ej0 (t ) d = H(s)|s=j0 ej0 t

|

{z

stationary

2) Complex, causal input signal

x(t) = ej0 t u(t) = (cos(0 t) + j sin(0 t)) u(t);
Y (s) = H(s)X(s) =

T (s)
1
=
N (s) s j0

X(s) =

1
s j0

T1 (s)
1
+ H(s)|s=j0
N (s)
s j0
|

| {z }

transient

{z

stationary

y(t) = transient + H(s)|s=j0 ej0 t

|

{z

stationary

3) Real, non-causal input signal

x(t) = Re{ej0 t } = cos(0 t)
y(t) =

Z
=0

1
h( ) (ej0 (t ) + ej0 (t ) )d =
2
=0
cos(0 t + arg{H(s)|s=j0 })

h( )x(t )d =
= |H(s)|s=j0

<t<

{z

stationary

4) Complex, causal input signal

x(t) = Re{ej0 t } u(t) = cos(0 t) u(t);
Y (s) = H(s)X(s) =

T (s)
s
=
2
N (s) s + 20

X(s) =

s2

s
+ 20

T1 (s)
C1 s + C0
+ 2
N (s)
s + 20

| {z }

transient

{z

stationary

H(s)|s=j0 = A ej ; C1 = A cos(); C0 = A0 sin

C0
sin(0 t) =

0
{z
}
stationary

y(t) = transient + C1 cos(0 t) +

|

= transient + |H(s)|s=j0 cos(0 t + arg{H(s)|s=j0 })

|

{z

stationary
8

1.9 Time discrete sinusoids through a linear, causal lter

1) Complex, non-causal input signal
x(n) = ej0 n = (cos(0 n) + j sin(0 n))

y(n) =

h(k)x(n k) =

k=0

<n<

h(k)ej0 (nk) = H(z)|z=ej0 ej0 n

|

k=0

{z

stationary

2) Complex, causal input signal

x(n) = ej0 n u(n) = (cos(0 n) + j sin(0 n)) u(n);
Y (z) = H(z)X(z) =

T (z)
1
=
N (z) 1 ej0 z 1

X(z) =

1
1 ej0 z 1

T1 (z)
1
+ H(z)|z=ej0
N (z)
1 ej0 z 1}
|
{z
| {z }
stationary
transient

y(n) = transient + H(z)|z=ej0 ej0 n

{z

stationary

3) Real, non-causal input signal

x(n) = Re{ej0 n } = cos(0 n)
y(n) =

h(k)x(n k) =

k=0

<n<

1
h(k) (ej0 (nk) + ej0 (nk) ) =
2
k=0

= |H(z)|z=ej0 cos(0 n + arg{H(z)|z=ej0 })

{z

stationary

4) Real, causal input signal

x(n) = Re{ej0 n } u(n) = cos(0 n) u(n);
Y (z) = H(z)X(z) =

X(z) =

T (z)
1 cos 0 z 1
=
N (z) 1 2 cos 0 z 1 + z 2

1 cos 0 z 1
1 2 cos 0 z 1 + z 2

T1 (z)
C0 + C1 z 1
+
N (z)
1 2 cos 0 z 1 + z 2

| {z }

{z

stationary

transient

H(z)|z=ej0 = A ej ; C0 = A cos(); C1 = A(sin 0 sin + cos 0 cos )

y(n) = transient + C0 cos(0 n) +

C1 + C0 cos(0 )
sin(0 n) =
sin(0 )
{z

stationary

= transient + |H(z)|z=ej0 cos(0 n + arg{H(z)|z=ej0 })

|

{z

stationary
9

2 Transforms
2.1 Laplace transform
2.1.1 Laplace transform of causal signals
In the table below, f (t) = 0 for t < 0 (i.e. f (t) u(t) = f (t)).

1. f (t) =
1
2j

2.

R +j
j

st

F(s)e ds

a f (t)

3. f (at)
4.

1
a

F (s) =
R
st
dt
0 f (t)e

f ( at )

1
a

a F (s) Linearity

F( as ) Scaling

F (as) a > 0 Scalning

5. f (t t0 ); t t0

F (s) est0 Time shift

6. f (t) eat

F (s + a) Frequency shift

7.

dn f
dtn

Rt

sn F(s) Derivate
f ( )d

1
s

9. (t)n f (t)

dn F(s)
dsn

8.

10.

f (t)
t

F(s) Integrate

Derivation in
frequency
R

F(z)dz Integration in
frequency
s

Initial valuetheorem

11. limt0 f (t) = lims s F(s)

12. limt f (t) = lims0 s F(s)
13. f1 (t) f2 (t) =
Rt
f ( )f2 (t )d =
R0t 1
0 f1 (t )f2 ( )d

F1 (s) F2 (s)
Convolution in time domain

14. f1 (t) f2 (t)

15.

f1 (t) f2 (t)dt
0 R
+j
1
F1 (s)
2j j

=
F2 (s)ds

1
2j
1
2j

F1 (s) F2 (s) =
j F1 (z) F2 (s z) dz
Convolution in frequency domain
R +j

Parseval's relation

10

16. (t)

17. n (t)

sn

18. 1

1s

1 tn
19. n!

20. e0 t

s +1
0

21.

1
sn+1

1
1
tn1 e0 t
(n 1)!
(s + 0 )n

22. sin 0 t

0
s2 + 20

23. cos 0 t

s
s2 + 20

24. t sin 0 t

20 s
(s2 + 20 )2

25. t cos 0 t

s2 20
(s2 + 20 )2

26. e0 t sin 0 t

0
(s + 0 )2 + 20

27. e0 t cos 0 t

s + 0
(s + 0 )2 + 20

28. e0 t sin(0 t + )

(s + 0 ) sin + 0 cos
2
2
(s + 0 ) + 0

2.1.2 One-side Laplace transform of non-causal signals

Notations

F + (s) =

R
0

One-side Laplacetransform,
f (t) not nessesary causal.
For causal signals

f (t)est dt

F(s) = F + (s)
Taking the derivative of f (t) yelds

d
f (t)
dt

s F + (s) f (0)

dn
f (t)
dt

sn F + (s) sn1 f (0)

First deivative

sn2 f (1) (0) . . . f (n1) (0) The n : th derivative

11

2.2 Fourier transform of time continous signals

= 2F
1. w(t)
= F 1 {W (F )} =
R
j2F t
dF
W (F )e
2.

a w (t)

W
(F ) = F{w(t)} =
R
j2F t
dt
w(t)e

a W (F )

3. w (t)

W (F )

4. W (t)

w(F )

5. w(at)

6. w(t t0 )

W (F ) ej2F t0

7. w(t) ej2F0 t

W (F F0 )

8. w (t)

W (F )

9.

dn w(t)
dtn

Rt

1
|a|

F
a

(j2F )n W (F )

w( )d

1
j2F

11. j2t w(t)

dw
dF

12. w1 (t) w2 (t)

W1 (F ) W2 (F )

13. w1 (t) w2 (t)

W1 (F ) W2 (F )

10.

14.

|w(t)|2 dt =

|W (F )|2 dF

W (F ) om W (F ) = 0 fr F = 0

Parseval's relation

15. R
w1 (t) w2 (t)dt =

W1 (F ) W2 (F )dF

w1 (t), w2 (t) real

16. (t)

17. 1

(F )

18. u(t)

1
j2F

19. eat u(t)

1
a+j

12

1
2

(F )

2a
a2 +2

20. ea|t|

21. ej2F0 t

(F F0 )

22. sin2F0 t

23. sin2F0 t u(t)

0
20 2

24. cos2F0 t

1
2

25. cos2F0 t u(t)

j
20 2

26.

1
2 2

et

2 /2 2

1
2

{(F + F0 ) (F F0 )}
+j

1
4

{(F + F0 ) (F F0 )}

{(F + F0 ) + (F F0 )}
+ 14 {(F + F0 ) + (F F0 )}
2 /2

e()

27. eat sin2F0 t u(t)

0
(j + a)2 + (0 )2

28. ea|t| sin2F0 |t|

20 (20 + a2 2 )
( + a2 20 )2 + 4a2 20

29. eat cos2F0 t u(t)

j + a
(j + a)2 + (0 )2

30. ea|t| cos2F0 t

2a(20 + a2 + 2 )
(2 + a2 20 )2 + 4a2 20

1
a

sinc( Fa ) a > 0

1
a

rect( Fa ) a > 0

31. rect(at) =
32. sinc(at) =

1
1 for |t| < 2a
0 elsewhere

sin(at)
at

33. repT (w(t)) =

m=

w(t mT )

34. |T |combT (w(t)) =

P
|T |
m= w(mT )(t mT )
35.

n= cn (t

nT )

1
|T |

comb1/T (W (F ))

rep1/T (W (F ))

13

1
n= T

cn (F Tn ) =

cn ej2nT F

2.3 Z-transform
2.3.1 The z-transform of causal signals
P

1. X (z) = Z[x(n)] =

n=
1
2j

2. x(n) = Z 1 [X (z)] =
3.

a x (n)

x(n)z n

Transform

X (z)z n1 dz

Inverse transform
Linearity

a X (z)

4. x(n n0 ) z n0 X (z)
d
dz

5. nx(n) z
6. an x(n) X
7. x(n) X
8.

hP

n
`=

Skift (n0 positive or

negativte integer)
Multiplication with n

X (z)

z
a

Scaling

1
z

Folding in time

z
z1

x(`)

Sum

X (z)

Convolution

9. x y X (z) Y(z)
10. x(n) y(n)

1
2j

Y()X

1 d

Multiplication

11. x(0) = limz X (z) (om grnsvrdet existerar) Initial value theorem
Final value theorem

12. limn x(n) = limz1 (z 1)X (z)

(if ROC includes th unit circle)
13.

14.

`= x(`)y(`) =

`=

x2 (`) =

1
2j

1
2j

x(z)y

1
z

z 1 dz

X (z)X (z 1 )z 1 dz

14

Parseval's theorem for

real sequencies
 --

Time sequency

Transform

x(n)

X (z)

15. (n)

16. u(n)

1
1 z 1

17. nu(n)

z 1
(1 z 1 )2

18. n u(n)

1
1 z 1

19. (n + 1)n u(n)

1
(1 z 1 )2

20.

(n + 1)(n + 2) . . . (n + r 1) n
1
u(n)
(r 1)!
(1 z 1 )r

21. n cos n u(n)

1 z 1 cos
1 z 1 2 cos + 2 z 2

22. n sin n u(n)

z 1 sin
1 z 2 cos + 2 z 2

23. Fn u(n)

(I z 1 F)1

2.3.2 One-side Z-transform of non-causal signals

Notations

X + (z) =

n=0

X (z) = X + (z)

x(n)z n

One-side Z-transform, x(n) not

nessesary causal
For causal signals

Shift of x(n) yields:

i) shift one step

x(n 1) z 1 X + (z) + x(1)

x(n + 1) zX + (z) x(0) z
ii) shift n0 step (n0 0)

x(n n0 ) z n0 X + (z) + x(1)z n0 +1 +

+x(2)z n0 +2 + . . . + x(n0 )
x(n + n0 ) z n0 X + (z) x(0)z n0 x(1)z n0 1 . . . x(n0 1)z

15

2.4 Fourier transform of time discrete signals

1. X(f ) = F(x(n)) =
P
j2f `
=
`= x(`)e

Transform

= 2f

R 1/2

2. x(n) = 1/2 X(f )ej2f n df =

1 R
jn
= 2
d
X(f )e
3.

a x (n)

Inverse transform

a X (f ) Linearity

4. x(n n0 )

X(f ) ej2f n0 Shift

5. x(n)ej2f0 n

X(f f0 ) Frequency translation

6. x(n) cos 2f0 n

7. x(n) sin 2f0 n

8. x y

X(f ) Y (f ) Convoloution

9. x y

10.

1
[X(f f0 ) + X(f + f0 )]
2
Modulation
1
[X(f f0 ) X(f + f0 )]
2j
Modulation

R 1/2
1/2

X() Y (f )d Multiplication

Parseval's theorem
for real valued sequencies

`= x(`)y(`) =
R 1/2
= 1/2 X(f )Y (f )df

11. X(f ) = X (ej )

If x(n) = 0 for n < n0 and

P
2
`= |x(`)| <
(In eq.: 18,19,20,21 and 22
in the Z-transform table for || < 1)

12. (n)

13. (n n0 )

ejn0

14. 1 n

15. u(n)

16

p=

(f p)

1
1 P
1
+
p= (f p) +
2
2 j 2 tan(f )

16. 2f1 sinc(2f1 n) = 2f1

f
rectp 2f
1

sin(2f1 n)
2f1 n

1 |f n| < f1 < 1/2 , n integer

Ideal LP-lter

0 f..

17. 4f1 sinc(2f1 n) cos(2f0 n)

rectp

f f0 + rect f + f0
p
2f1
2f1

Ideal BP-lter

18. 2f1 n cos 2f1 n2 sin 2f1 n

n

j2(f n) |f n| < f1 < 1/2 , n integer

(j2f )p =

f..

Derivation

19. cos(2f0 n)
20. |n|

1 P
[(f f0 p) + (f + f0 p)]
2 p=

1 2
1 + 2 cos 2f
2

21. |n| cos(2f0 n)

2
1
1
1 2
+
1 + 2 2 cos 2(f + f0 ) 1 + 2 2 cos 2(f f0 )

22. pr (n) =

M 1

1 |n|

0 f..

Pr (f ) =

M udda

sin(f M )
Rekctangular window
sin(f )

17

2.5 Fourier serial expansion

2.5.1 Continuous in time
A periodical function with the period T0 , i.e. f (t) = f (t T0 ), can be expressed
in a serial expansion

f (t) =

ck ej2kF0 t

k=

with

1 Z
1
ck =
f (t)ej2kF0 t dt ; F0 =
T0 T0
T0
If f (t) real, this can be written

f (t) = c0 + 2
= a0 +

|ck | cos(2kF0 t + k ) =

k=1

ak cos 2kF0 t bk sin 2kF0 t

k=1

with

1 Z
= c0 =
f (t)dt
T0 T0
2 Z
= 2|ck | cos k =
f (t) cos(2kF0 t)dt
T0 T0
2 Z
= 2|ck | sin k =
f (t) sin(2kF0 t)dt
T0 T0

a0
ak
bk

The power is given by (Parseval's relation)

P =

X
1 Z
|f (t)|2 dt =
|ck |2
T0 T0
k=

For real signals also yields

P = c20 + 2

|ck |2 = a20 +

k=1

1X
(a2 + b2k )
2 k=1 k

2.5.2 Discrete time

A periodical function with the period N , i.e. f (n) = f (n N ), can be expressed
in a serial expansion

f (n) =

N
1
X

ck ej2k

n/N

k=0

with

ck =

1
1 NX
f (n) ej2k
N n=0

n/N

k = 0, . . . , N 1

The serial expansion is often denoted DTFS (Discrete-Time Fourier Series).

If f (n) real, this can be written
!

L
X

kn
f (n) = c0 + 2
|ck | cos 2
+ k =
N
k=1
= a0 +

L
X
k=1

kn
kn
ak cos 2
bk sin 2
N
N
18

!!

there

a 0 = c0
ak = 2|ck | cos(k )
bk = 2|ck | sin(k )
N

if N even
2
L=

N 1
if N odd
2
The power is

1
N
1
X
1 NX
|f (n)|2 =
|ck |2
N n=0
k=0

P =

and the energy over one period is

EN =

N
1
X

|f (n)|2 = N

n=0

N
1
X

|ck |2

k=0

2.6 Discrete Fourier Transform (DFT)

2.6.1 Denition

Xk = DF T (xn ) =
xn = IDF T (Xk ) =
Note:

N
1
X

1
N

N
1
X

xn ej2nk/N

n=0
N
1
X

Xk ej2nk/N

k = 0, 1, . . . , N 1 Transform
n = 0, 1, . . . , N 1

Inversion

k=0

k0
j2 k
N n = N (k k0 , (modulo N ))

n=0

2.6.2 Circular convolution

xn
N yn =

N
1
X

DFT

x` yn`,moduloN Xk Yk

Circular convolution

`=0

i.e. index is determined modulo N .

Circular convolution is also denoted x(n)
y(n).

2.6.3 Non-circular convolution using the DFT

If x(n) = 0 for n 6= [0, L 1] and y(n) = 0 for n 6= [0, M 1] yields x y = 0 for
n 6= [0, N 1] with N L + M 1.
The convolution can also be determined from

N
x

xy =

with

y = IDFT(Xk Yk ) n = 0, 1, . . . , N 1
f..

Xk = DFT(x(n))
Yk = DFT(y(n))
19

2.6.4 Relation to the Fourier transform X(f ):

X(k/N ) = Xk = DF T (x(n)) if x(n) = 0 for n 6= [0, N 1]
X(k/N ) = Xk = DF T (xp (n)) in general x(n) there xp (n) =

X
`=

2.6.5 Relation to Fourier series

k
N

= Xk = DF T (x(n)) = N ck

if

x(n) = xp (n),
there

xp (n) =

N
1
X

0nN 1
nk

ck ej2 N

<n<

k=0

and

ck =

1
nk
1 NX
xp (n)ej2 N
N n=0

k = 0, 1, . . . , N 1

2.6.6 Parseval's theorem

N
1
X
n=0

x(n)y (n) =

1
1 NX
Xk Y (k)
N k=0

20

x(n `N )

2.6.7 Some properties of the DFT

Time
x(n), y(n)
x(n) = x(n + N )
x(N 1)
x((n 1))N
x(n)ej21n/N
x (n)
x1 (n)
N x2 (n)
x(n)
N y (n)
x1 (n)x2 (n)
PN 1

n=0 x(n)y (n)

Frequency
X(k), Y (k)
X(k) = X(k + N )
X(N k)
X(k)ej2k1/N
X((k 1))N
X (N k)
X1 (k)X2 (k)
X(k)Y (k)
1
X (k)
N X2 (k)
N P1
N 1
1

X(k)Y
(k)
k=0
N

2.7 Some window functions and their Fourier transform

i) Window functions symmetrically around origin (M odd) i.e. the functions
are non-zero only for (M 1)/2 n (M 1)/2
Rectangular window:

wrect (n) = 1
Wrect (f ) = M

sin(f M )
M sin(f )

Hanning window:

2n
whanning (n) = 0.5 + 0.5cos
M 1

Whanning (f ) = 0.5 Wrect (f ) +

1
+
M 1

1
+0.25 Wrect f +
M 1
+0.25 Wrect f

Hamming window:

whamming (n) = 0.54 + 0.46cos

Whamming (n) = 0.54 Wrect (f ) +

2n
M 1

1
+
+0.23 Wrect f
M 1

1
+0.23 Wrect f +
M 1
Blackman window:

wblackman (n) = 0.42 + 0.5cos

21

2n
4n
+ 0.08cos
M 1
M 1

Wblackman (f ) = 0.42 Wrect (f ) +

1
+
M 1

1
+0.25 Wrect f +
+
M 1

2
+0.04 Wrect f
+
M 1

2
+0.04 Wrect f +
M 1
+0.25 Wrect f

Bartlett window (triangular window):

wtriangel (n) = 1
M
Wtriangel (f ) =
2

|n|
(M 1)/2

sin f2M
M
sin(f )
2

!2

2
f
2

Wrect
M
2

for small f

ii) Window functions dened for the interval 0 n M 1 (M odd)

Hanning window

whanning (n) = 0.5 1 + cos

= 0.5

2 n

M 1
2

M 1

1 cos 2

n
M 1

Hamming window

whamming (n) = 0.54 + 0.46 cos

2 n

M 1
2

M 1
2n
= 0.54 0.46 cos
M 1

Blackman window

wblackman (n) = 0.42 + 0.5 cos

2 n

M 1

+0.08 cos

4 n

= 0.42 0.5 cos

M 1
2

M 1
2

M 1

4n
2n
+ 0.08 cos
M 1
M 1

22

Bartlett (triangular) window

wtriangel (n) = 1

M 1
2
M 1
2

3 Sampling of analogous signals

3.1 Sampling and reconstruction
Fourier transforms
Time continuous signals:

Xa (F ) =

xa (t)

xa (t)ej2F t dt
Xa (F )ej2F t dF

Time discrete signal:

X(f ) =

R 1/2

x(n)

n=

1/2

x(n)ej2f n

X(f )ej2f n df

The sampling theorem

For a bandlimited signal xa (t), that is Xa (F ) = 0 for |F | 1/2T yields

xa (t) =

x(n)

sin

n=

(t nT )
(t nT )

Sampling frequency Fs = 1/T .

Sampling
x(n) = xa (nT ) ;

F
X(f ) = X
Fs

F
(f ) =
Fs

T =

= Fs

1
Fs

Xa (F kFs )

k=

= Fs

a (F kFs )

k=

Reconstruction (ideal)

sin

(t nT )
(t nT )
n=

1
Fs
F
Xa (F ) =
X
|F |
Fs
Fs
2

Fs
1
F

|F |
a (F ) =
Fs
Fs
2
xa (t) =

x(n)

Reconstruction using a sample-and-hold circuit

sin(F T ) j2F T
1
F
2 H
X

e
Xa (F ) =
LP (F )
Fs
Fs
F T
2

1
F sin(F T )
a (F ) =

|HLP (F )|2
Fs
Fs F T
23

Block diagram over D/A-conversion

Ideal reconstruction
Lgpass

x(n)

T
-Fs/2

x(n)

( t-n T)
n

Fs/2

y (t)
a

x(1) T

n
| X(f)|

|X(

F
)T|
Fs

f
-.5

y (t)
a

|Y (F)|
a
F

.5

-Fs/2

ya (t) =

Fs/2

X
n=

sin

x(n)

F
1
Ya (F ) =
X
Fs
Fs

-Fs/2

Fs/2

(t nT )
(t nT )
Fs
|F |
2

Reconstruction using a sample-and-hold curcuit

x(n)

SH

Lgpass

(t)

y (t)
a

1
-Fs/2

Fs/2

( t-n T)
n
y (t)
a

x(n)

F
|X( ) H (F)|
Fs
SH

| X(f)|
f
-.5

.5

|Y (F)|
a
F

F
-Fs/2

Fs/2

1
sin(F T ) j2F
F
Ya (F ) =
X

e
Fs
Fs
F T
24

-Fs/2

T
2

HLP (F )

Fs/2

3.2 Distortion measurements

3.2.1 Aliasing distortion from sampling
Spectrum after anti-aliasing lter:

in (F )
Aliasing distortion:

DA = 2

Fs Fp

Signal power:

Z Fp

Ds = 2

in (F )dF

in (F )dF

there 0 Fp Fs /2
Aliasing distortion ratio:
R Fp
in (F )dF
R
= 0

DS
DA

A: SDRA =

Fs Fp

0
B: SDRA
= min|F |Fp

in (F )dF

in (F )
in (Fs F )

Monotonic decreasing spectrum yields

in (Fp )
in (Fs Fp )

0
SDRA
=

3.2.2 Signal-to-noise ratio during reconstruction

Signal-to-quantization noise ratio:

DP = 2
Signal power:

DS = 2

Z
Fs /2

Z Fs /2
0

out (F )dF

out (F )dF

Signal-to-quantization noise ratio:

A:

SDRP =

DS
DP

R Fs /2

= R0

Fs /2

B: SDRP0 = min|F |<Fs /2

A useful measurement is

SDRP0 =

out (F )dF
out (F )dF
out (F )
out (Fs F )

out (Fp )
out (Fs Fp )

there Fp is the highest frequency component in the digital signal.

25

3.3 Quantization noise

DQ '

2
linear quantization, small
12
SDRQ =

Signal power
Dq

Quantization noise for sinusoids, maximal amplitude, r bits

SDRQ = 1.76 + 6 r[dB]

Quantization noise for sinusoids, amplitude expressed in peak- and RMS, r bits

Apeak

SDRQ = 6 r + 1.76 10 log

ARM S 2

!2

10

V
10 log
Apeak

!2

10

there [V, V ] is the maximal range of the signal.

3.4 Sampling rate conversion, decimation and interpolation

Down-sampling a factor M

y(n) = {. . . u(0), u(M ), u(2M ) . . .}

Y (f ) =

1
M

PM 1
i=0

f i
M

Up-sampling a factor L

w(n) = {. . . x(0), 0, 0, . . ., x(1), 0, 0, . . ., x(2) . . .}

| {z }

L-1 st

W (f ) = X(f L)

26

| {z }

L-1 st

4 Analogous lters
4.1 Filter approximations of ideal LP-lter
General form of the approximated amplitude function

|H()| = s

1 + gN
there

= 2F

< 1

!2
1

gN

> 1
p

and p is the cuto frequency of the lter.

Sometimes it is convenient to normalize the angular frequency with p .
This corresponds to setting p = 1 below .

4.1.1 The Butterworth lter

K

|H()| = r
1+

2N

Kurvan gr alltid
genom dessa punkter

|H( )|
K
3dB

K
2

K = Maximum of the amplitude function.

K = the value of the amplitude function for = 0.
The denominator to the system function are the Butterworth polynomial if p = 1.
These polynomials are showed in table 2.1. Generally, p yields

H(s) =

s
p

+ aN 1

s
p

N 1

there a1 , . . . , aN 1 are nd in table 4.1.

27

+ + a1

s
p

+1

Table 4.1
Coecients a in the Butterworth polynomial sN + aN 1 sN 1 + . . . + a1 s + 1

N
1
2
3
4
5
6
7
8

a1

a2

a3

a4

a5

a6

a7

2.613
5.236
9.141
14.606
21.848

3.236
7.464
14.606
25.691

3.864
10.103
21.848

4.494
13.138

5.126

2
2
2
2.613 3.414
3.236 5.236
3.864 7.464
4.494 10.103
5.126 13.138

Table 4.2
Factorized Butterworth polynomial for p = 1. For p 6= 1 let s s/p .

N
1
2
3
4
5
6
7
8

(s + 1)
(s2 + 2s + 1)
(s2 + s + 1)(s + 1)
(s2 + 0.76536s + 1)(s2 + 1.84776s + 1)
2
(s + 1)(s2 + 0.6180s + 1)(s
+ 1.6180s + 1)

2
2
(s + 0.5176s + 1)(s + 2s + 1)(s2 + 1.9318s + 1)
(s + 1)(s2 + 0.4450s + 1)(s2 + 1.2465s + 1)(s2 + 1.8022s + 1)
(s2 + 0.3896s + 1)(s2 + 1.1110s + 1)(s2 + 1.6630s + 1)(s2 + 1.9622s + 1)

4.1.2 The Chebyshev lters

K

|H()| = r

1 + 2 TN2

|H( )|

Ripple

N udda

Kurvan gr alltid
genom denna punkt

K
K
1+ 2

N jmn
p

OBS! Ej ndvndigtvis 3dB-grns

Ripple = 10 log(1 + 2 ) dB.

K = Maximum of the amplitude function.
K 6= the value of the amplitude function for = 0 for N is even.
28

TN ( p ) is the Chebyshev polynomial. (Denoted with CN

Table 4.3 for p = 1. For p 6= 1 let p i Table 4.3.

). These are found in

System function
(

K a0
H(s) =

s
p

1
1
1+2

+ aN 1

s
p

N udda
N jmn

N 1

+ + a0

there , a0 , . . . , aN 1 are found in table 4.4.

The poles for H(s) is found in table 4.5 for p = 1. For p 6= 1 the poles are
multiplied by p .

Table 4.3
Chebyshev polynomial.

TN () =
or

TN () =

cos(N arccos)

|| 1
= 2F

cosh(N arccosh) || 1

2 1

+ +

2 1

Recursive determination

TN +1 () = 2TN () TN 1 ()

N
0
1
2
3
4
5
6
7
8
9
10

TN ()
1

22 1
43 3
84 82 + 1
165 203 + 5
326 484 + 182 1
647 1125 + 563 7
1288 2566 + 1604 322 + 1
2569 5767 + 4325 1203 + 9
51210 12808 + 11206 4004 + 502 1

29

|| 1

Table 4.4. Coecients a in the Chebyshev lter.

0.5dB ripple ( = 0.349, 2 = 0.122).
N
a7
a6
a5
a4
a3
a2
a1
a0
1
2.863
2
1.426 1.516
3
1.253 1.535 0.716
4
1.197 1.717 1.025 0.379
5
1.172 1.937 1.309 0.752 0.179
6
1.159 2.172 1.589 1.172 0.432 0.095
7
1.151 2.413 1.869 1.648 0.756 0.282 0.045
8 1.146 2.657 2.149 2.184 1.148 0.573 0.152 0.024
1-dB ripple ( = 0.509, 2 = 0.259).
N
a7
a6
a5
a4
a3
a2
a1
a0
1
1.965
2
1.098 1.102
3
0.989 1.238 0.491
4
0.953 1.454 0.743 0.276
5
0.937 1.689 0.974 0.580 0.123
6
0.928 1.931 1.202 0.939 0.307 0.069
7
0.923 2.176 1.429 1.357 0.549 0.214 0.031
8 0.920 2.423 1.655 1.837 0.447 0.448 0.107 0.017
2-dB ripple ( = 0.765, 2 = 0.585).
N
a7
a6
a5
a4
a3
a2
a1
a0
1
1.307
2
0.804 0.823
3
0.738 1.022 0.327
4
0.716 1.256 0.517 0.206
5
0.705 1.499 0.693 0.459 0.082
6
0.701 1.745 0.867 0.771 0.210 0.051
7
0.698 1.994 1.039 1.144 0.383 0.166 0.020
8 0.696 2.242 1.212 1.579 0.598 0.359 0.073 0.013
3-dB) ripple ( = 0.998, 2 = 0.995).
N
a7
a6
a5
a4
a3
a2
a1
a0
1
1.002
2
0.645 0.708
3
0.597 0.928 0.251
4
0.581 1.169 0.405 0.177
5
0.575 1.415 0.549 0.408 0.063
6
0.571 1.663 0.691 0.699 0.163 0.044
7
0.568 1.911 0.831 1.052 0.300 0.146 0.016
8 0.567 2.161 0.972 1.467 0.472 0.321 0.056 0.011

*) The table is determined for "exact"3dB, not for 20 log 2 3.01dB.

Means 6= 1 and a0 6= 1 for N = 1.

30

Table 4.5. Poles for Chebyshev lters.

0.5dB ripple ( = 0.349, 2 = 0.122).
N =1
2
3
4
-2.863
-0.713
-0.626
-0.175
j1.004
j1.016
-0.313
-0.423
j1.022 j0.421

1-dB ripple ( = 0.509, 2 = 0.259).

N =1
2
3
4
-1.965
-0.549
-0.494
-0.139
j0.895
j0.983
-0.247
-0.337
j0.966 j0.407

2-dB ripple ( = 0.765, 2 = 0.585).

N =1
2
3
4
-1.307
-0.402
-0.369
-0.105
j0.813
j0.958
-0.184
-0.253
j0.923 0.397

3-dB) ripple ( = 0.998, 2 = 0.995).

N =1
2
3
4
-1.002
-0.322
-0.299
-0.085
j0.777
j0.946
-0.1493
-0.206
j0.904 j0.392

5
-0.362
-0.112
j1.011
-0.293
j0.625

5
-0.289
-0.089
j0.990
-0.234
j0.612

5
-0.218
-0.067
j0.973
-0.177
j0.602

5
-0.177
-0.055
j0.966
-0.144
j0.597

*) See note for Table 4.4.

31

6
-0.078
j1.008
-0.212
j0.738
-0.290
j0.270

6
-0.062
j0.993
-0.170
j0.727
-0.232
j0.266

6
-0.047
j0.982
-0.128
0.719
-0.175
j0.263

6
-0.038
j0.976
-0.104
0.715
-0.143
j0.262

7
-0.256
-0.057
j1.006
0.160
j0.807
-0.231
j0.448
7
-0.205
-0.046
j0.995
-0.128
j0.798
-0.185
j0.443
7
-0.155
-0.034
j0.987
-0.097
j0.791
-0.140
j0.439
7
-0.126
-0.028
j0.983
-0.079
j0.789
-0.114
j0.437

8
-0.044
j1.005
-0.124
j0.852
-0.186
j0.570
-0.220
j0.200
8
-0.035
j0.996
-0.100
j0.845
-0.149
j0.564
-0.176
j0.198
8
-0.026
j0.990
-0.075
j0.839
-0.113
j0.561
-0.133
j0.197
8
-0.021
0.987
-0.061
j0.836
-0.092
j0.559
-0.108
j0.196

4.1.3 The Bessel lter

The Bessel lter gives a maximum at group delay.
Coecients to the Bessel polynomial.

n
a0
a1
a2
a3
a4
1
1
2
3
3
3
15
15
6
4
105
105
45
10
5
945
945
420
105
15
6 10395 10395 4725 1260 210

a5

21

Rotes to the Bessel polynomial.

n
1
2
3
4
5
6

1.0000
1.5000
2.3222
2.8962
3.6467
4.2484

j0.8660
1.8389
j0.8672
3.3520
j0.8675

j1.7544
2.1038
j1.7427
3.7357

j2.6574
2.3247
j2.6263

j3.5710
2.5159

j4.4927

Factorized Bessel polynomial

n

1
2
3
4
5
6

s+1
s2 + 3s + 3
(s2 + 3.67782s + 6.45944)(s + 2.32219)
(s2 + 5.79242s + 9.14013)(s2 + 4.20758s + 11.4878)
(s2 + 6.70391s + 14.2725)(s2 + 4.64934s + 18.15631)(s + 3.64674)
(s2 + 8.49672s + 18.80113)(s2 + 7.47142s + 20.85282)
(s2 + 5.03186s + 26.51402)

32

1
3
15
105
945

10395

4.2 Frequency transformation of analogous lters

1. Start with the frequencies from the specication in the analogous
high-pass, bandpass or band-stop lter4. In the nal lter, this are 1 2 =
l u .
2. Transform to the LP-lter frequencies p = 1, r .
3. Determine the LP-lter coecients.
4. Transform back to ( to HP, BP, BS) by replacing s in H(s) below. For BP,
BS it is convenient to transform the poles directly if H(s) should be in a
factorized form in 2:a-order polynomial. Determine a new value of 1 or 2
(if A 6= B ) if needed.

LP

HP

()

()

BP

()

r u

()

1 l u 2

l 1 2 u

(s2 + l u )
s(u l )

u
s

BS

s(u l )
(s2 + l u )

Forward

Backward

LP-HP

0r = u /r

r = u /0r

LP-BP

av =q(u l )/2
1 = 2r 2av + l u av r

r = min(|A|, |B|)
A = (21 + l u )/[1 (u l )]

2r 2av + l u + av r

B = (+22 l u )/[2 (u l )]

2 =

sBP = SLP av
LP-BS

(SLP av )2 u l )

av =q(u l )/2
1 = 2av /2r + l u av /r

r = min(|A|, |B|)
A = 1 (u l )/(21 + l u )

2av /2r + l u + av /r

B = 2 (u l )/(22 + l u )

2 =

sBP = av /SLP

(av /SLP )2 u l )

33

5 Time discrete lter

5.1 FIR lters and IIR lters
FIR-lter

H(z) = b0 + b1 z 1 + . . . + bM z M
(
bn 0 n M
h(n) =
0 otherwise
IIR-lter

b0 + b1 z 1 + . . . + bM z M
H(z) =
1 + a1 z 1 + . . . + aN z N
h(n) = Z 1 {H(z)}

5.2 FIR lters using the window method

Impulse response

h(n) = hd (n) w(n)

with desired impulse response hd (n) and spectrum Hd () (i 0 ) and time
window w(n)
Low pass:

M 1
c sin c n 2

hd (n) =
c n M 1

Hd () =

j (M 1)/2

e
0

|| < c
otherwise

Band pass:

hd (n) = 2 cos 0 n
(

Hd () =

j (M 1)/2

e
0

M 1
2

M 1
c sin c n 2

c n M 1

0 c < || < 0 + c
otherwise

High pass:

M 1

c sin c n 2
M 1

hd (n) = n
2
c n M 1
2

Hd () =

ej
0

(M 1)/2

|| > c
otherwise

Filter spectrum H() = Hd () W () and at the cuto frequency c is the attenuation 6dB.
For dimension of lters, the approximation below gives an approximation of the
length M .
34

Table 5.1
Size of main lobe and side lobes for same useful window.
Window
Rectangular
Bartlett
Hanning
Hamming
Blackman

Approximative
size of the
main lobe
4/M
8/M
8/M
8/M
12/M

Highest
side lobe
(dB)
-13
-27
-32
-43
-58

Table 5.2
Size of width between pass- and stop band main lobe and side lobes for some useful
window lters.
Window
Rektangular
Hamming
Blackman

Width between
pass- and stop band (Hz)
0.6/M
1.7/M
3/M

Highest side lobe

(dB)
-21
-55
-75

A better approximation is to use (f small, M large)

sin(f M )
sin(f M )

M sin(f )
f M
(f small, M large.)
H(f ) as a function of x = (f fc ) M with M = 99, fc = 0.1 for rectangular
window, hamming window and blackman window are found in gure below.

35

Magnitude spectra for some lters using the window method

1
0

2
3
|H(f)|/dB

x=

(f fc ) M lgpasslter
(f fc ) M hgpasslter

4
5
6
7

10
8
9

1.2

0.8

0.6

0.4

0.2

0.2

0.4

10

Dmpning i dB

20
30

Rektangel

40
50
60
70

Hamming

80
90
1

0.5

0.5

1.5
x=(ffc)*M

Blackman

2.5

3.5

FIR lters using the window method M = 99 and fc = 0.1. Scale on the x-axis
x = (f fc )M . Higpasslter, use F x = (f fc )M .
Window function used are Rectangular, Hamming and Blackmann.

36

5.3 Ekviripple FIR lters

Dimensioning of ekviripple lter using the Remez algorithm. Approximatively from
Kaiser.

|H(f)|
1+ p
1
1- p
s

f
fp

fs

D (p , s )
+1
f
f = fs fp
N =

D (p , s ) =

5.4

20 log

p s 13

14.6

FIR lters using Least Squares method

Minimizing

E=

[x(n) h(n) d(n)]2

gives

M
1
X

h(n)rxx (n `) = rdx (`) ` = 0, . . . , M 1

n=0

and

Emin = rdd (0)

M
1
X

h(k)rdx (k)

k=0

there rxx (`) is the correlation function for x(n) and rdx (`) is the cross correlation
between d(n) and x(n).
I matrix form this can be written

Rxx h = rdx
h = R1
xx rdx
Emin = rdd (0) hT rdx

37

5.5 IIR-lter
Design of IIR-lter from analogous lters.

5.5.1 The impulse invariance method

h(n) = ha (nT )
1.

ha (t) = e0 t Ha (s) =
H(z) =

1
s + 0

1
1

e0 T z 1

2.

ha (t) = e0 t cos 0 t Ha (s) =

H(z) =

s + 0
(s + 0 )2 + 20

1 z 1 e0 T cos 0 T
1 2z 1 e0 T cos 0 T + z 2 e20 T

3.

ha (t) = e0 t sin 0 t Ha (s) =

H(z) =

0
(s + 0 )2 + 20

z 1 e0 T sin 0 T
1 2z 1 e0 T cos 0 T + z 2 e20 T

5.5.2 Bilinear transformation

Frequency transformation (prewarp)

Fprewarp =

1 tan(f )
T

Analogous lter design in the variable prewarp .

H(z) = Ha (s) dr s =

2 1 z 1
T 1 + z 1

T is a normalizing factor (can often be chosen =1).

38

5.5.3 Quantication of the lter coecients

Pole movements when the coecients a1 , . . . , ak varies a1 , . . . , ak

pi

pi
pi
a1 + +
ak
a1
ak

For the normal description (direct form II) yields

pkj
pi
i
=
aj
(pi p1 )(pi p2 ) . . . (pi pk )
|

{z

k1

factors

(pi pi ) not included

5.6 Lattice lter

f0 (n)

f1 (n)

K1

x(n)

K2
K1

g0(n)

f2 (n)
...

z -1

g1(n)

K
K2

z -1

fM-1 (n) = y(n)

...
g2(n)

z -1

g
(n)
M-1

Lattice FIR

x(n)
f N(n)

+
-

f N-1 (n)

f (n)
... 2

KN

f 1(n)

+
-

K2

KN

K2
z -1

...

gN(n)

x(n)
f N(n)

+
-

f N-1 (n)

f (n)
... 2

z -1

g (n)
... 2

g1 (n)

f 1(n)

+
-

K2
z -1

g1 (n)

...

z -1

g0(n)

f0 (n)
K1
K1

g0(n)

z -1

v0

v1

v2

vN

K1

+
-

K2

f0 (n) = y(n)

K1

+
z -1
g (n)
2
Lattice all-pole IIR

KN
KN

gN(n)

+
-

y(n)

+
Lattice-ladder

39

A0 (z) = B0 (z) = 1
(

Am (z) = Am1 (z) + Km z 1 Bm1 (z)

Bm (z) = Km Am1 (z) + z 1 Bm1 (z)

Am1 (z) =

1
(Am (z) Km Bm (z))
2
1 Km

there

Am (z) = Z{m (n)} med Km = m (m)

Bm (z) = Z{m (n)}
Relations between Am (z) and Bm (z)

Bm (z) = z m Am (z 1 ) and
m (k) = m (m k)

Lattice-FIR

H(z) = AM 1 (z)

Lattice-all pole IIR

H(z) =

Lattice-ladder

1
AN (z)

c0 + c1 z 1 . . . cN z N
CN (z)
=
H(z) =
AN (z)
AN (z)

there

Cm (z) = Cm1 (z) + vm Bm (z)

and

cm (m) = vm m = 0, 1, . . . , N

40

6 Spectral estimation
Spectral estimation
xx (m) = E{x(n)x(n + m)} autocorrelation

xx (f ) =

xx ej2f m power spectrum

m=

The Periodogram
1
rxx (m) =
N
Pxx (f ) =

N m1
X

x(n)x(n + m) 0 m N 1 autocorrelation (estimate)

n=0

N
1
X

j2f m

rxx (m)e

m=N +1

1
=
N

2
1
NX

j2f m

x(m)e

m=0

power spectrum (estimate)

E{rxx (m)} =
var(rxx (m))
E{Pxx (f )} =

|m|
1
xx (m) xx (m) when N
N

1 X
[ 2 (n) + xx (n m)xx (n + m)] 0 when N
N n= xx

Z 1/2
1/2

xx ()WB (f )d

there WB (f ) is the Fourier transform of the Bartlett window 1

sin2f N
var(Pxx (f )) = 2xx (f ) 1 +
N sin2f

|m|
N

!2
2 (f ) d N
xx

if x(n) Gaussian.

The Periodogram using the DFT:

Pxx

k
N

1
=
N

1
NX

x(n)ej2

n=0

41

nk
N

k = 0, . . . , N 1

Mean of periodogram
Quality factor

[E{Pxx (f )}]2
Q=
var(Pxx (f ))

Relative variance Q1
Q time-bandwidth product.
Periodogram

f =

0.9
M

Q=1

Bartlett (N = K M )

f =

0.9
M

QB =

N
M

Welch (N = L M )

f =

1.28
M

QB =

16
9

Blackman/Tukey

f =

0.6
M

QB =

1
2

N
M

Rectangular window

f =

0.9
M

QB =

3
2

N
M

Triangular window

Rectangular window
No overlapping

N
M

Triangular window
50% overlapping

Resolution f determined in the -3dB points (main lobe).

42