Curtin University, Australia 6-1

YH Leung (2005, 2006, 2008, 2012)

DESIGN OF IIR FILTERS


1 Filter Structures

Recall LCCDE of a recursive filter is given by (assuming
0
1 a = )

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

(1)
with corresponding transfer function

- -
= =
- -
= =
= =
+


0 0
0 1
( )
1
M M
k k
k k
k k
N N
k k
k k
k k
b z b z
H z
a z a z
(2)



A direct implementation of Eq. (1) is shown below

Fig. 1 Direct form I realisation of a recursive filter



Above structure called direct form I

x[n] y[n]
1
z
-
1
z
-
1
z
-
1
z
-
1
z
-
1
z
-
1
a -
1 N
a
-
-
N
a -
M
b
1 M
b
-
1
b
0
b
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YH Leung (2005, 2006, 2008, 2012)
Direct form I can be viewed as a cascade of two filter sections, which can be
exchanged

Fig. 2 Conversion of direct form I to direct form II exchange of filter sections

Next, observe signals stored in the two chains of delay elements are identical.
Therefore, can combine both chains as follows (assuming M N = )

Fig. 3 Direct form II realisation of a recursive filter



Above form known as direct form II. Also known as canonic direct form
(minimum number of delay elements)
1
a -
1 N
a
-
-
N
a -
M
b
1 M
b
-
1
b
0
b
1
z
-
1
z
-
1
z
-
1
z
-
1
z
-
1
z
-

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

y[n] x[n]
Curtin University, Australia 6-3
YH Leung (2005, 2006, 2008, 2012)
Figures below show transposed forms

Fig. 4 Transposed direct form I realisation of a recursive filter



Fig. 5 Transposed direct form II realisation of a recursive filter



Direct form I, direct form II, transposed direct form I, and transposed direct form
II are identical algebraically
Main difference is in pros and cons they each offer in implementation

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

1
z
-
1
z
-
1
z
-

1
z
-
1
z
-

1
a -
1 N
a
-
-
N
a -
1
z
-

1
z
-
1
z
-

N
b
-1 N
b
1
b
0
b

y[n] x[n]
Curtin University, Australia 6-4
YH Leung (2005, 2006, 2008, 2012)
2 Design Methods

Recursive filters can be FIR or IIR
Design of FIR filters has been discussed. We consider here design of IIR filters



Design specification normally given only in terms of magnitude response
No constraints on phase response other than an understood requirement for
stability and causality



There are 2 main design methods:
(i) Impulse invariance method
(ii) Bilinear transformation method



Both methods tap into the vast repertoire of analog filter design techniques:
(a) Transform discrete-time specification to continuous-time
(b) Design the continuous-time analog filter (see Appendix I)
(c) Transform analog design to discrete-time



There exist other methods such as the pole-zero placement method (see
Appendix III), and methods based on mathematical optimisation techniques
1




In the sequel, we shall adopt following notation:

( ) impulse response
( ) transfer function
c
c
h t
H s

of (prototype) continuous-time filter

[ ] impulse response
( ) transfer function
h n
H z

of corresponding discrete-time IIR filter

1
For optimum IIR filter design methods, see, for example, T. W. Parks and C. S. Burrus, Digital Filter
Design, Wiley, 1987.
Curtin University, Australia 6-5
YH Leung (2005, 2006, 2008, 2012)
3 Impulse Invariance Method

Method discussed in more detail in Appendix II



Basic idea:
1. Let ( )
c
H s be continuous-time filter that meets design specification. Let
( )
c
h t be its impulse response
2. Sample ( )
c
h t as follows
[ ] ( ), 0, 1,
c
h n Th nT n = = (3)
3. Discrete-time filter given by
{ } ( ) [ ] H z h n = (4)



Remarks
(i) As will be shown in Appendix II, method does not depend on choice of T
(ii) Moreover, Appendix II shows method does not even require us to find
( )
c
h t , then sample and z-transform it
(iii) However, Appendix II also shows method can be rather tedious
(iv) Following a result in Sampling, Eq. (3) yields

2
( ) ( )
j
c
T T
k
H e H j j k
q
q p

=-
= +

(5)
Therefore, unless ( )
c
H jw is bandlimited, ( )
j
H e
q
will contain alias terms
(v) Above remark implies impulse invariance method not suitable for
designing highpass and bandstop filters


Curtin University, Australia 6-6
YH Leung (2005, 2006, 2008, 2012)
4 Bilinear Transformation Method

We begin with following development

1. Consider following continuous-time filter (transversal filter)

Fig. 6 Delay line transversal filter
Clearly, impulse response and transfer function of filter are given by
d d d d

=
= + - + - + = -

0
( ) [0] ( ) [1] ( ) [2] ( 2 ) [ ] ( )
c
n
h t h t h t T h t T h n t nT (6)
and

-
=
=

0
( ) [ ]
nsT
c
n
H s h n e (7)
Also, at t nT =
d = - ( ) [ ] ( )
c
h nT h n t nT (8)

2. Consider next a discrete-time filter with impulse response sequence
{ }
0
[ ] [0], [1], [2],
n
h n h h h

=
= (9)
Filter has transfer function

0
( ) [ ]
n
n
H z h n z

-
=
=

(10)

3. Comparing Eqs. (8) and (7) with Eqs. (9) and (10), we see impulse invariance
method makes, essentially, the mapping

sT
z e = (11)

x
c
(t)
y
c
(t)
h[0]
T T T
h[1] h[2] h[3]

Curtin University, Australia 6-7

YH Leung (2005, 2006, 2008, 2012)
4. Nature of mapping between s- and z-plane ( )
sT
z e = can be seen as follows
Consider primary strip in s-plane as shown in Fig. 7a. It can be readily verified
this strip maps to entire z-plane as shown in Fig. 7b

(a) (b)
Fig. 7 Mapping of primary strip in s-plane to z-plane
Consider next first upper secondary strip in s-plane as shown in Fig. 8. It can be
verified this strip also maps to entire z-plane as shown in Fig. 7b

Fig. 8 First upper secondary strip in s-plane
Indeed, it can be verified all secondary strips map similarly to entire z-plane,
and in particular, different similar segments of the j w -axis are mapped to the
same unit circle
It is this multiple mapping of different segments of the j w -axis to the same unit
circle that gives rise to the aliasing described by Eq. (5)

Re(s)
Im(s)
0
T p
T p -
s-plane
z-plane
Re(z)
Im(z)
0 1
Re(s)
Im(s)
0
T p
3 T p
s-plane
Curtin University, Australia 6-8
YH Leung (2005, 2006, 2008, 2012)
5. Consider next following transformation which squeezes entire s-plane to
primary strip as shown in Fig. 9

( )
1
2 2
tanh
s T sT
-
= (12)

Fig. 9 Compression of s-plane to s-plane to avoid aliasing

Accordingly, following mapping from s-plane to z-plane will be free of aliasing

( )
1
2
2tanh
e
sT
s T
z e
-

= = (13)

6. Now, suppose s j w

= . Eq. (12) yields

( ) ( )
2 2
2 2
2 sin 2
2 2 2 2cos 2
tanh tan
j T j T
j T j T
e e j T j T j T
T
T
e e
j
w w
w w
w w w
w
w
-
-
-

+
= = = =
or
( )
2
2
tan
T
T
w
w

= (14)
i.e., entire s-plane j w -axis is mapped to the finite interval T p - < T w p

<
along the s-plane j w

-axis, which is then mapped to only one encirclement of

the z-plane unit circle

7.
2
2
1
1
tanh
x x x
x x x
e e e
e e e
x
- -
- -
- -
+ +
= = (15)
Therefore, from Eq. (13)

( )
1
1
2 2
ln tanh
sT
z
-
=
or
( )
1
2 ln
ln 1
2
1 ln 1
2 ln
2
1 1 1
1
2 2
1 1
1
tanh ln
z
z
z
z
e e z
sT
e z
e
z
-
- -
- -
-
- - -
+ +
+
= = = =
i.e.
1
1
2 1
1
z
s
T
z
-
-
-
=
+
(16)
Eq. (16) defines the bilinear transformation
0
T p
T p -
s-plane
Re( ) s Re( ) s
Im( ) s Im( ) s
0
s-plane
Curtin University, Australia 6-9
YH Leung (2005, 2006, 2008, 2012)
Some properties of bilinear transformation

(i) It follows from Eq. (16) that

2
2
1
1
sT
sT
z
+
=
-
(17)
Therefore, if s j w = , then

( )
( )
2
2
2 2
2
2
2
2
2
1 1
2
1
1
1
j T T
j T
T
z
w w
w
w
+ +
-
+
= = = (18)
i.e., j w -axis in s-plane is mapped to unit circle in z-plane, as noted earlier

(ii) Following from above, suppose s j w = and
j
z e
q
= . Then from Eq. (16)

2 2
2 2
1 2sin 2
2 2 2
2cos 2
1
j j j
j j j
e e e j
T T T
e e e
j
q q q
q q q
q
q
w
- -
- -
- -
+ +
= = =
or
( )
2
2
tan
T
q
w = (19)
Above equation shows bilinear transformation introduces frequency warping

Fig. 10 Frequency warping due to bilinear transformation
(From A. V. Oppenheim and R. W. Schafer, Discrete-Time Signal Processing,
3rd ed., Prentice-Hall, 2010, Fig. 7.8, pp. 536)
2
tan
2 T
q
w


=


q
w
w
q
p
q
s
q
w
p
w
s
( )
j
H e
q
Curtin University, Australia 6-10
YH Leung (2005, 2006, 2008, 2012)
(iii) From Eq. (17)

( ) ( )
( ) ( )
2 2
2 2
2 2
2 2
1
2
1
1, 0
1, 0
T T
T T
z
s w
s w
s
s
+ +
- +

< <

= =

> >

(20)
i.e. bilinear maps entire LH s-plane to region inside unit circle in z-plane (as
noted previously), and entire RH s-plane to region outside unit circle
bilinear preserves stability and/or instability




Bilinear transformation method:
(i) Transform design specification to continuous-time:
(a) Amplitudes remain the same
(b) Frequencies transformed by Eq. (19), i.e.,
( )
2
2
tan
T
q
w =
(ii) Design ( )
c
H s
(iii) ( ) H z given by Eq. (16), i.e.

1
1
2 1
1
( ) ( ) z
c
s
T
z
H z H s
-
-
-
=
+
= (21)



It shall be shown, like impulse invariance method, bilinear transformation
method also independent of choice of T




Example
Consider following design specification of a lowpass filter

where
1
0.1 a = ,
2
0.25 a = , 0.04
p
q p = , and 0.3
s
q p =
( )
j
H e
q
1
1
1 a -
2
a
q
p
s
q
p
q
Curtin University, Australia 6-11
YH Leung (2005, 2006, 2008, 2012)
1. Converting design specification to continuous-time, we have

1
0.1 a = ,
2
0.25 a = , ( )
2
tan 0.02
p
T
w p = , and ( )
2
tan 0.15
s
T
w p =

Note: Analog filter design techniques are usually normalised in the sense that the maximum
gain of the filter at any frequency is 1. Accordingly, one may have to scale the gain
of the design specification to meet this requirement. The scaling introduced can be
undone at the last step of the design process

2. Suppose we wish to implement analog filter as a Butterworth filter whose frequency response is
given by

( )
2
2
1
( )
1
c
N
c
H j w
w w
=
+

where N is order of the filter. Design problem is to find
c
w and N

3. N can be found as follows. Define
1 1
1 g a = - and
2 2
g a = . We obtain at the band edges

( )
( ) ( )
2
1
2 2
2
2
1 1
1
1 tan
p
N N
p c
c
T
g
q
w w
w
= =
+
+

and
( )
( ) ( )
2
2
2 2
2
2
1 1
1
1 tan
s
N N
s c
c
T
g
q
w w
w
= =
+
+

Cross-multiplying

( )
2
1
2
1
2
2tan 2
1 p
c
N
g
T
g
q
w
-

=

and
( )
( )
2
2
2
2
2
2tan 2 1
s
c
N
g
T
g
q
w
-
=
whereupon, after dividing 2nd equation by 1st equation

( )
( )
2 2
2 1
2 2
2 1
2
2tan 2 1
2tan 2
1
s
p
N
g g
g g
q
q
-
-


=

Therefore
( )
( )
2 2
2 1
2 2
1 2
2tan 2 1
2tan 2
1
2 log log
s
p
g g
g g
N
q
q
-
-


=




which yields following general expression for N which is independent of T

( )
( )
2 2
2 1
2 2
1 2
1
1
tan 2
tan 2
log
1
2
log
s
p
g g
g g
N
q
q
-
-

Substituting in values from design specification, we get 0.99394 N = . But N must be an
integer. Therefore, we round it up to 1 (why not round down?)

Curtin University, Australia 6-12
YH Leung (2005, 2006, 2008, 2012)
4. With 1 N = , we now adjust
c
T w such that design specification is exceeded at the passband,
the stopband, or both. Accordingly, at the passband edge, we solve

( ) ( )
2
1
2
2
2
1
1 tan
p
N
c
T
g
q
w

+

i.e.
( )
( )
1
2 2 2
1 1
2tan 2
0.25981
(1 )
N
p
c
T
g g
q
w =
-

and at the stopband edge, we solve

( )
( )
1
2 2 2
2 2
2tan 2
0.26312
(1 )
N
s
c
T
g g
q
w =
-

Thus 0.25981 0.26312
c
T w
We arbitrarily choose 0.26146
c
T w = , i.e. mid-point of above interval

5. Summarising, transfer function of analog filter is given by

( ) ( )
2 2
1 1
( ) ( )
1 1 0.26146
c c
N
c
H s H s
s j sT j w
- = =
+ +

and pole of ( )
c
H s is given by

1
0.26146 180 0.26146
/
s T = = -
Thus

( )
1
( )
1 0.26146
c
H s
sT
=
+


6. Finally, by bilinear transform, we obtain following transfer function of discrete-time filter which is
independent of T

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

-
+ +



1 1
1 1
1
1
2 1 1
1 1
1 1 0.11562(1 )
( )
1 0.76877
1 0.26146 1 2 0.26146
z z
T
z z
z
H z
z
T


7. Check:

p
q
p
-
-
+
= =
-
0.04
0.04
0.11562(1 )
( ) 0.90108 0.9
1 0.76877
p
j
j
j
e
H e
e


p
q
p
-
-
+
= =
-
0.3
0.3
0.11562(1 )
( ) 0.24852 0.25
1 0.76877
s
j
j
j
e
H e
e


Curtin University, Australia 6-13
YH Leung (2005, 2006, 2008, 2012)
4 Design of Highpass, Bandstop and Bandpass IIR Filters

Example is lowpass design. For highpass, bandstop and bandpass, there are 3
general approaches
2




Approach 1
(a) Transform design specification to continuous-time
(b) Design a suitable analog lowpass filter
lp
( )
c
H s
(c) Convert
lp
( )
c
H s to
hp
( )
c
H s /
bs
( )
c
H s /
bp
( )
c
H s using a suitable transformation
(d) Convert
hp
( )
c
H s /
bs
( )
c
H s /
bp
( )
c
H s to ( ) H z using impulse invariance or
bilinear



Approach 2
(a) Transform design specification to continuous-time
(b) Design a suitable analog lowpass filter
lp
( )
c
H s
(c) Map poles and zeros of
lp
( )
c
H s to poles and zeros of
hp
( )
c
H s /
bs
( )
c
H s /
bp
( )
c
H s using a suitable transformation
(d) Convert poles and zeros of
hp
( )
c
H s /
bs
( )
c
H s /
bp
( )
c
H s to poles and zeros of
( ) H z using bilinear



Approach 3
(a) Transform design specification to continuous-time
(b) Design a suitable analog lowpass filter
lp
( )
c
H s
(c) Convert
lp
( )
c
H s to
lp
( ) H z using impulse invariance or bilinear
(d) Convert
lp
( ) H z to
hp
( ) H z /
bs
( ) H z /
bp
( ) H z with a suitable transformation



See Experiment 4


2
Recall impulse invariance method is no good for highpass and bandstop
Curtin University, Australia 6-14
YH Leung (2005, 2006, 2008, 2012)
Appendix I Analog Filter Design

A1 Butterworth Filters

Magnitude-squared response of an N th order Butterworth lowpass filter given
by

( )
2
2
1
( )
1
c
N
c
H j w
w w
=
+
(22)
Figure below shows ( )
c
H jw for 3, 4, 5 N =

Properties
(1) ( )
c
H jw is monotonic in the passband and stopband


(2) ( )
c
H jw is maximally flat (to the N th order) in the passband in the sense that

2
0
( ) 0, for 1, , 2 1
n
c
n
d
H j n N
d
w
w
w
=
= = - (23)


(3)
1
( ) , for all
2
c c
H j N w = (24)


(4) As N increases, filter cut-off characteristic becomes sharper, i.e., filter better
approximates ideal filter

0 1 2
0
1


/
c
|H
c
(j)|
1/2
N = 3
N = 4
N = 5
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YH Leung (2005, 2006, 2008, 2012)
(5) Poles of ( ) ( )
c c
H s H s - are located at

1
2
(2 1)
2
( 1) ( ) , 0, , 2 1
N
j k N
N
k c c
s j e k N
p
w w
+ +
= - = = - (25)
i.e., they are distributed uniformly around a circle of radius
c
w and
symmetrically with respect to j w -axis, and there is never a pole on j w -axis



(6) We associate stable poles in LH s-plane with ( )
c
H s . Thus

(2 1)
2
1
0
1
( )
1
j k N
N
c
N
c
s
k
e
H s
p
w
+ +
-
=
=
-

(26)


(7) Consider following lowpass design problem


Example shows filter order required is given by

( )
( )
2 2
2 1
2 2
1 2
1
1
log
1
2
log
s
p
g g
g g
N
w
w
-
-

= (27)
where
1 1
1 g a = - (28)

2 2
g a = (29)

splane N =3

c
splane N =4

c
splane N =5

c
( )
c
H j w
1
1
1 a -
2
a
w
s
w
p
w
Curtin University, Australia 6-16
YH Leung (2005, 2006, 2008, 2012)
A2 Chebyshev Filters

Magnitude-squared response of an N th order Type I Chebyshev lowpass filter
given by

( )
2
2 2
1
( )
1
c
N c
H j
V
w
e w w
=
+
(30)
where 0 1 e < < and ( )
N
V x is the N th order Chebyshev polynomial of the 1st
kind

1
1
cos( cos ), 1
( )
cosh( cosh ), 1
N
N x x
V x
N x x
-
-

>

(31)
Figure below shows ( )
c
H jw for 3, 4, 5 N =

Properties
(1) It can be shown from Eq. (31) that

0
( ) 1 V x = (32)

1
( ) V x x = (33)
and
1 1
( ) 2 ( ) ( )
N N N
V x xV x V x
+ -
= - (34)
Above results yield the table of Chebyshev polynomials shown next page


0 1 2
0
1


/
c
|H
c
(j)|
1/(1+e
2
)
N = 3
N = 4
N = 5
Curtin University, Australia 6-17
YH Leung (2005, 2006, 2008, 2012)
N
Chebyshev Polynomial ( )
N
V x
0 1
1 x
2
2
2 1 x -
3
3
4 3 x x -
4
4 2
8 8 1 x x - +
5
5 3
16 20 5 x x x - +
6
6 4 2
32 48 18 1 x x x - + -
7
7 5 3
64 112 56 7 x x x x - + -
8
8 6 4 2
128 256 160 32 1 x x x x - + - +
9
9 7 5 3
256 576 432 120 9 x x x x z - + - +
10
10 8 6 4 2
512 1280 1120 400 50 1 x x x x z - + - + -


(2) ( )
c
H j w exhibits an equiripple behaviour in the passband and is monotonic in
the stopband


(3) In passband

2
1
( ) 1
1
c
H j w
e

+
(35)
that is, ripple amplitude is controlled by e, and the number of half-cycles (i.e.
peaks + valleys) equals N


(4)
2
1
( ) , for all
1
c c
H j N w
e
=
+
(36)
and
2
1, odd
( 0)
1
1 , even
c
N
H j
N e

(37)


(5) As N increases, filter cut-off characteristic becomes sharper, i.e., filter better
approximates ideal filter
Moreover, for same N, Chebyshev filter has sharper cut-off characteristic than
corresponding Butterworth filter

Curtin University, Australia 6-18
YH Leung (2005, 2006, 2008, 2012)
(6) Poles of ( ) ( )
c c
H s H s - are located at

{ }
cos (2 1) sin (2 1) ,
2 2
k c
s a k N jb k N
N N
p p
w


= + + + + +





0, , 2 1 k N = - (38)
where
( )
1 1
1
2
N N
a a a
-
= - (39)

( )
1 1
1
2
N N
b a a
-
= + (40)
and
2
1 1
1
e
e
a = + + (41)



(7) Figure below illustrates relationship between Butterworth and Chebyshev poles



(8) We associate stable poles in LH s-plane with ( )
c
H s . Thus

1
0
1
( ) ( 0)
1 ( )
N
c c
k k
H s H j
s s
-
=
=
-

(42)
where ( 0)
c
H j and
k
s are defined by Eqs. (37) and (38), respectively

splane N =4
a
c
b
c
splane N =5
a
c
b
c
splane N =3
a
c
b
c
splane N =4
a
c
b
c

c
Curtin University, Australia 6-19
YH Leung (2005, 2006, 2008, 2012)
(9) Consider following lowpass design problem


Define, as before,
1 1
1 g a = - and
2 2
g a = , it can be readily shown from Eqs.
(30) and (31) that ripple factor e and filter order N required are given by

2
1
1
1 g
g
e
-
= (43)
and
( )
2 2
2 1
2 2
1 2
1
1
1
1
cosh
cosh
s
p
g g
g g
N
w
w
-
-
-
-

= (44)



Magnitude-squared response of an N th order Type II Chebyshev lowpass filter
given by

( )
2
1
2 2
1
( )
1
c
N c
H j
V
w
e w w
-
=

+


(45)
Filters are monotonic in passband but have equiripple behaviour in stopband

( )
c
H j w
1
1
1 a -
2
a
w
s
w
p
w
0 1 2
0
1


/
c
|H
c
(j)|
1/(1+e
2
)
N = 3
N = 4
N = 5
Curtin University, Australia 6-20
YH Leung (2005, 2006, 2008, 2012)
Appendix II Impulse Invariance Method

Consider following result:
Suppose
1
( ) ( ) ( )
at
c c
s a
H s h t e u t
-
+
= =

(46)
Then
-
= = [ ] ( ) ( ) [ ]
aT n
c
h n T h nT T e u n (47)
whereupon
1
1
1 ( )
( )
aT
e z
H z T
- -
-
= (48)
i.e.,
1
1
1 ( )
aT
T
s a
e z
- -
+
-
(49)



Similarly it can be shown that (exercise!)

2 1
2 2
1
( )
1
( )
1 ( )
aT
aT
T e z
s a
e z
- -
- -
+
-


(50)

1
2 2 1 2 2
sin
( ) 1 2 cos ( )
aT
o
o
aT aT
o o
T e T z
s a e T z e z
w
w
w w
- -
- - - -




+ + - +


(51)

{ }
1
2 2 1 2 2
1 cos
( ) 1 2 cos ( )
aT
o
aT aT
o o
T e T z
s a
s a e T z e z
w
w w
- -
- - - -

-
+


+ + - +


(52)



Impulse invariance method:
(i) Transform design specification to continuous-time:
(a) Amplitudes remain the same
(b) Frequencies transformed by T w q =
(ii) Design ( )
c
H s
(iii) Perform a partial fraction expansion on ( )
c
H s
(iv) Discrete-time filter ( ) H z given by the transformations Eqs. (49) to (52)

Curtin University, Australia 6-21
YH Leung (2005, 2006, 2008, 2012)
Example A1
Consider following design specification of a lowpass filter


where
1
0.10875 a = ,
2
0.17783 a = , 0.2
p
q p = , and 0.3
s
q p =

1. Converting design specification to continuous-time, we have

1
0.10875 a = ,
2
0.17783 a = ,
0.2
p
T
p
w = , and
0.3
s
T
p
w =

2. Suppose we wish to implement analog filter as a Butterworth filter

( )
2
2
1
( )
1
c
N
c
H j w
w w
=
+


3.
c
w and N can be found using a method similar to that used in the bilinear transformation
method. Define
1 1
1 g a = - and
2 2
g a = as before. We obtain at the band edges

( )
2
1
2
1
1
N
p c
g
T q w
=
+

and
( )
2
2
2
1
1
N
s c
g
T q w
=
+

whereupon, we can derive the following general expression for N which is independent of T

( )
2 2
2 1
2 2
1 2
1
1
log
1
2
log
s
p
g g
g g
N
q
q
-
-





=
Substituting in values, we get 5.8858 N = which is then rounded up to 6 N = .

4. Bearing in mind ( ) H z will contain alias terms, we adjust
c
T w so that ( )
c
H j w will just meet
passband specification and exceed stopband specification (to allow room for aliasing at the
stopband which is at higher frequencies)
Accordingly, solving
( )
2
1
2
1
1
N
p c
g
T q w
=
+

we get
( )
2 2
1
2 2
1
1 (2 ) 112
(1 0.10875)
1 1 (1 0.10875)
0.2 0.70320
N
g
c p
g
T w q p
-
- - -


= = =

( )
j
H e
q
1
1
1 a -
2
a
q
p
s
q
p
q
Curtin University, Australia 6-22
YH Leung (2005, 2006, 2008, 2012)
5. Thus, analog transfer function is given by

( ) ( )
2 12
1 1
( ) ( )
1 1 0.70320
c c
N
c
H s H s
s j sT j w
- = =
+ +

and poles of ( )
c
H s are given by

1,2
0.70320 105 0.18200 0.67924
/
s T j = = -

3,4
0.70320 135 0.49724 0.49724
/
s T j = = -
and
5,6
0.70320 165 0.67924 0.18200
/
s T j = = -
Hence

( )( ) ( )( ) ( )( )
( )( ) ( )( ) ( )( )
( ) ( ) ( )
1 2 3 4 5 6
3 4 5 6 1 2
1 2 3 4 5 6
2 2 2
2 2 2 2 2 2
1 1 1
1 1 1 1 1 1
0.49450 0.49450 0.49450
0.36401 0.49450 0.99448 0.49450 1.35849 0.49450
( )
c
s s s s s s s s s s s s
s s s s s s
s s s s s s s s s s s s
T T T
s s T T s s T T s s T T
H s
- - - - - -
- - - - - -
+ + + + + +
=
=
=


6. Taking partial fraction expansion, we get

( ) ( ) ( )
2 2 2 2 2 2
0.28708 0.28550 2.14281 1.06549 1.85573 1.84549
0.36401 0.49450 0.99448 0.49450 1.35849 0.49450
1 2 3
( )
( ) ( ) ( )
s T T s T T s T T
c
s s T T s s T T s s T T
c c c
H s
H s H s H s
- - - +
+ + + + + +
= + +
= + +

Now,

( )
( )
( )
( )
( )
2 2 2 2 2
2 2 2
2 2 2
0.28708 0.28550 0.99448
0.28708
1
0.36401 0.49450 0.18200 0.67924
0.18200 1.17648
0.28708
0.18200 0.67924
0.18200 1.73205 0.67924
0.28708
0.18200 0.67924
( )
s T T s T
c
T
s s T T s T T
s T T
T
s T T
s T T
T
s T T
H s
- -
+ + + +
+ -
+ +
+ -
+ +
= =
=
=

Therefore, from Eqs. (51) and (52),

0.18200 1 0.18200 1
0.18200 1 0.18200 2 2 0.18200 1 0.18200 2 2
1 cos0.67924 1.73205 sin0.67924
1
1 2 cos0.67924 ( ) 1 2 cos0.67924 ( )
0.28708(1 1.5
( ) 0.28708
e z e z
e z e z e z e z
H z
- - - -
- - - - - - - -

-



- + - +


-


= -

=
1
1 2
5563 )
1 1.29716 0.69489
z
z z
-
- -
- +


2
( ) H z and
3
( ) H z can be obtained similarly
Note: ( )
1
H z , and ( )
2
H z and ( )
3
H z , are independent of T

7. Finally
1 2 3
( ) ( ) ( ) ( ) H z H z H z H z = + +

Curtin University, Australia 6-23
YH Leung (2005, 2006, 2008, 2012)
Remarks
(i) Method is independent of T . Therefore, for convenience, we make 1 T =
(ii) In Step 5 of Example A1, we found ( )
c
H s as
1 2 3
( ) ( ) ( )
c c c
H s H s H s where
( )
ci
H s , 1, 2, 3 i = , has one of the forms of Eqs. (49) to (52)
We then perform a PFE on ( )
c
H s in Step 6. As can be seen, this step is
tedious
Question:
Why cant we just say
1 2 3
( ) ( ) ( ) ( ) H z H z H z H z = where ( )
i
H z is
transformation of ( )
ci
H s ?


Curtin University, Australia 6-24
YH Leung (2005, 2006, 2008, 2012)
Appendix III Pole-Zero Placement Method

Basic idea: ( ) 0 H z = at zeros
( ) H z at poles


Therefore: Place zeros at or near unit circle where we want small gain
Place poles at or near unit circle where we want large gain



Remember: poles and zeros must be real or come in complex conjugate pairs




Example A2
Specification: (a) Complete rejection at 250 Hz
(b) Passband centred at 125 Hz
(c) Passband 3 dB bandwidth 10 Hz
(d) Sampling frequency 500 Hz

1. Recall
1
2
s
f
T f q w p = =
(a) Put a zero at
1
500
2 250 q p p = = and on unit circle, i.e., at 1 z = -
(b) Put pair of poles at
1
500
2 125 2 q p p = = , not on unit circle but somewhere inside it

2. Pole radius for a bandwidth of BW (in digital frequency) given approximately by
1
2
BW
r @ - (53)
Therefore
1
500
2 10
1 0.9372
2
r
p
@ - =



3. Transfer function given by

2 2 2
1 2
2
1 1
( )
( 0.9372 )( 0.9372 ) 0.8783
1 0.8783
j j
z z
H z
z e z e z
z z
z
p p + -
- -
-
+ +
= =
- - +
+
=
+

Re
Im
z-plane
Curtin University, Australia 6-25
YH Leung (2005, 2006, 2008, 2012)




Example A3
Specification: (a) Notch at 50 Hz
(b) Notch 3dB bandwidth 10 Hz
(c) Sampling frequency 500 Hz

1. Put zeros at
1
500
2 50 5 q p p = = and on unit circle

2. To get sharp notch, put poles at same angle, i.e., 5 q p = but inside unit circle. Appropriate
radius is
1
500
1 (2 10 ) 2 0.9372 r p @ - =

3. Transfer function is

5 5
5 5
2
2
1 2
1 2
( )( )
( )
( 0.9372 )( 0.9372 )
1.6180 1
1.5164 0.8783
1 1.6180
1 1.5164 0.8783
j j
j j
z e z e
H z
z e z e
z z
z z
z z
z z
p p
p p
+ -
+ -
- -
- -
- -
=
- -
- +
=
- +
- +
=
- +



Re
Im
z-plane
Curtin University, Australia 6-26
YH Leung (2005, 2006, 2008, 2012)
Problems


1. Derive the following transform relations that arise in the impulse invariance method
(a)
2 1
2 2
1
1 ( )
( )
1 ( )
aT
aT
T e z
s a
e z
- -
- -

+
-



(b)
1
2 2 1 2 2
sin
( ) 1 2 cos ( )
aT
o
o
aT aT
o o
T e T z
s a e T z e z
w
w
w w
- -
- - - -

+ + - +



(c)
{ }
1
2 2 1 2 2
1 cos
( ) 1 2 cos ( )
aT
o
aT aT
o o
T e T z
s a
s a e T z e z
w
w w
- -
- - - -

-
+

+ + - +





2. (a) Suppose we wish to design a discrete-time filter using the impulse invariance
method with an ideal continuous-time lowpass filter as a prototype. The prototype
filter has a cut-off frequency of 2000 rad/s
c
w p = , and the impulse invariance
transformation uses 0.2 ms T = . What is the cut-off frequency
c
q for the
resulting discrete-time filter?
(b) Repeat Part (a) if the design method is the bilinear transformation method.


3. (a) An ideal discrete-time lowpass filter with cut-off frequency
4
c
p
q = was designed
using the impulse invariance method with 0.1 ms T = . What was the cut-off
frequency
c
w for the prototype continuous-time ideal lowpass filter?
(b) An ideal discrete-time highpass filter with cut-off frequency
2
c
p
q = was designed
using the bilinear method with 1 ms T = . What was the cut-off frequency
c
w for
the prototype continuous-time ideal highpass filter?


Curtin University, Australia 6-27
YH Leung (2005, 2006, 2008, 2012)
4. Consider a continuous-time system with system function
1
( )
c
H s
s
=
This system is called an integrator since the output ( ) y t is related to the input ( ) x t by
( ) ( )
t
y t x d t t
-
=

Suppose a discrete-time system is obtained by applying the bilinear transformation to
( )
c
H s .
(a) What is the transfer function ( ) H z of the resulting discrete-time system? What is
its impulse response [ ] h n ?
(b) If [ ] x n is the input and [ ] y n is the output of the resulting discrete-time system,
write the LCCDE that is satisfied by the input and output. What problems do you
anticipate in implementing the discrete-time system using this LCCDE?
(c) Obtain an expression for the frequency response ( )
j
H e
q
of the discrete-time
system. Sketch its magnitude and phase responses for 0 q p . Compare them
with the magnitude and phase responses of the continuous-time integrator. Under
what conditions could the discrete-time integrator be considered a good
approximation to the continuous-time integrator?
Now, consider the continuous-time differentiator which has transfer function
( )
c
G s s =
Suppose a discrete-time system is obtained by applying the bilinear transformation to
( )
c
G s .
(d) What is the transfer function ( ) G z of the resulting discrete-time system? What is
its impulse response [ ] g n ?
(e) Obtain an expression for the frequency response ( )
j
G e
q
of the discrete-time
system. Sketch its magnitude and phase responses for 0 q p . Compare them
with the magnitude and phase responses of the continuous-time differentiator.
Under what conditions could the discrete-time differentiator be considered a
good approximation to the continuous-time differentiator?
(f) The continuous-time integrator and differentiator are exact inverses of one
another. Is the same true of their discrete-time approximations?


Curtin University, Australia 6-28
YH Leung (2005, 2006, 2008, 2012)
5. Impulse invariance and bilinear transformation are two methods for designing discrete-
time filters. Both methods transform a continuous-time transfer function ( )
c
H s into a
discrete-time transfer function ( ) H z . Answer the following questions by indicating
which method(s) will yield the desired result:
(a) A minimum-phase continuous-time system has all its poles and zeros in the LH
s-plane. If a minimum-phase continuous-time system is transformed into a
discrete-time system, which method(s) will result in a minimum-phase discrete-
time system?
(b) If the continuous-time system is an all-pass system, its poles will be at locations
k
s in the LH s-plane, and its zeros will be at corresponding locations
k
s - in the
RH s-plane. Which design method(s) will result in an all-pass discrete-time
system?
(c) Which design method(s) will guarantee that

0
0
( ) ( )
j
c
H e H j
q
w
q
w
=
=
=
(d) If the continuous-time system is a bandstop filter, which method(s) will result in a
discrete-time bandstop filter?
(e) Suppose that
1
( ) H z ,
2
( ) H z and ( ) H z are transformed versions of
1
( )
c
H s ,
2
( )
c
H s and ( )
c
H s , respectively. Which design method(s) will guarantee that
1 2
( ) ( ) ( ) H z H z H z = whenever
1 2
( ) ( ) ( )
c c c
H s H s H s = ?
(f) Suppose that
1
( ) H z ,
2
( ) H z and ( ) H z are transformed versions of
1
( )
c
H s ,
2
( )
c
H s and ( )
c
H s , respectively. Which design method(s) will guarantee that
1 2
( ) ( ) ( ) H z H z H z = + whenever
1 2
( ) ( ) ( )
c c c
H s H s H s = + ?
(g) Assume that two continuous-time transfer functions satisfy the condition

2
1
2
2
, 0
( )
( )
, 0
j
c
j
c
e
H j
H j
e
p
p
w
w
w
w
-

>

<

If
1
( ) H z and
2
( ) H z are transformed versions of
1
( )
c
H s and
2
( )
c
H s ,
respectively, which design method(s) will result in discrete-time systems such that

2
1
2
2
, 0
( )
( )
, 0
j
j
j
j
e
H e
H e
e
p
q
q
p
q p
p q
-

< <

- < <

(Such systems are called 90-degree phase splitters.)
(h) Suppose ( )
c
H s has constant group delay, i.e.
( ) ( ) , ( )
j
c
H j A j e A j
aw
w w w
-
=
Which design method(s) will guarantee that ( )
j
H e
q
also has constant group
delay?

Curtin University, Australia 6-29
YH Leung (2005, 2006, 2008, 2012)
6. A discrete-time lowpass filter with the following design specification is to be realised as
an IIR filter.
Stop-band attenuation: 20 dB
Pass-band deviation: 1 dB
Pass-band edge: 0.2p
Stop-band edge: 0.55p
Design the minimum order IIR filter by applying the bilinear transformation on a
continuous-time Butterworth filter.


7. Repeat Question 6 but use the impulse invariance method.


8. Repeat Question 6 except perform the design by applying the bilinear transformation
on a continuous-time Type I Chebyshev filter.


9. A discrete-time lowpass filter with the following design specification is to be realised as
an IIR filter.
0.95 ( ) 1.05,
j
H e
q
< < 0 0.25 q p
0 ( ) 0.1,
j
H e
q
< < 0.4p q p
Design the minimum order IIR filter by applying the bilinear transformation on a
continuous-time Type I Chebyshev filter.



Curtin University, Australia 6-30
YH Leung (2005, 2006, 2008, 2012)
Answers


2. (a) 0.4 rad
c
q p =
(b) 0.3571 rad
c
q p =


3. (a) 2500 rad/s
c
w p =
(b) 2000 rad/s
c
w =


4. (a)
1
1
1
2
1
( )
z
T
z
H z
-
-
+
-
= ; ( )
2
[ ] [ ] [ 1]
T
h n u n u n = + -
(b) ( )
2
[ ] [ 1] [ ] [ 1]
T
y n y n x n x n = - + + - ; system is unstable
(c)
2 2
( ) cot
j
T
j
H e
q
q
=

(d)
1
1
1
2
1
( )
z
T
z
G z
-
-
-
+
= ;
( )
2
[ ] 2( 1) [ ] [ ]
n
T
g n u n n d = - -
(e)
2
2
( ) tan
j j
T
G e
q
q
=

(f) Yes, provided the same T is used in both bilinear transforms.
Both the discrete-time integrator and differentiator give good approximations only for
low frequency (relative to the sampling frequency) input signals.
Curtin University, Australia 6-31
YH Leung (2005, 2006, 2008, 2012)
5. (a) Bilinear
(b) Bilinear
(c) Bilinear; impulse invariance only if
2
0
( ) 0
k
c k
T
k
H j
p

=-

(d) Bilinear
(e) Bilinear
(f) Bilinear and impulse invariance
(g) Bilinear
(h) Impulse invariance only if ( )
c
H jw is suitably bandlimited.


6. 2.319332 3 = N N
Assuming 1 T = , 0.813973 1.088743 0.951358 w w =
c c


( )( )
1 3
1 2 1
0.0428552 (1 )
1 0.909227 0.441019 1 0.355308
( )
-
- - -
+
- + -
=
z
z z z
H z


7. 2.939072 3 = N N
Assuming 1 T = , 0.787017 w =
c


1
1 2 1
0.787017(1 0.769359 )
0.787017
1 1.047895 0.455201 1 0.455201
( )
-
- - -
-
- + -
= -
z
z z z
H z


8. 0.508847 e =
1.874807 2 = N N
Assuming 1 T = , 0.649839 w =
c


1 2
1 2
0.070422(1 )
1 1.199678 0.515739
( )
-
- -
+
- +
=
z
z z
H z


9. 0.4708 e =
3.2652 4 = N N
Assuming 1 T = , 0.8284
c
w =
( )( )
1 4
1 2 1 2
0.0047234 (1 )
1 1.2811 0.8121 1 1.4135 0.5634
( )
z
z z z z
H z
-
- - - -
+
- + - +
=