ENSC 815

Multirate Signal Processing

1. Introduction
Jie Liang
Engineering Science
Simon Fraser University
JieL@sfu.ca
J. Liang SFU ENSC815 1/5/2010 1
Outline

General Information

History

Course Overview

List of topics

J. Liang SFU ENSC815 1/5/2010 2

General Information

Website: http://www.ensc.sfu.ca/~jiel/courses/815/index.html

Course list: ensc815-all@sfu.ca

Lectures:
 Tuesday, Thursday: 17:30 – 18:50, WMC 2507
 Olympic break: Feb. 15 - 26
 No class on March 16 and March 18 (conf. trip)
 Midterm exam: March 4 (tentative)
 Final exam: April 23 (tentative)

Office hour: By appointment.

1/5/2010 3
General Information

Grading:

Assignments: 25%

Midterm exam: 30%

Final Exam: 45%

Assignments: ~5 times

Including some Matlab assignments

Email me your codes

Hand in the rest in class

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Policies
http://www.ensc.sfu.ca/~jiel/courses/815/policies.html

Excerptions:
 No extension is allowed except for documented
medical reason or family catastrophe.
 Late submissions are subjected to 20% penalty for
each calendar day.
 No makeup midterm exam. Final exam will be scaled if
you miss the midterm exam due to documented
medical reason.

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Main References
 P. P. Vaidyanathan, Multirate systems and filter banks, Prentice
Hall, 1992.

 Stéphane Mallat. A Wavelet Tour of Signal Processing: The Sparse

Way, 3rd ed. Academic Press, Dec. 2008.
http://www.ceremade.dauphine.fr/~peyre/wavelet-tour

 M. Vetterli and J. Kovacevic, Wavelets and Subband Coding,

Prentice Hall, 1995.
Full book online: http://www.waveletsandsubbandcoding.org

 All are reserved in the library.

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Additional References

David S. Taubman, Michael W. Marcellin, JPEG2000: image compression
fundamentals, standards, and practice, Kluwer Academic Publishers,
Boston, 2002.

G. Strang, T. Q. Nguyen, Wavelets and Filter Banks, Wellesley-Cambridge

Press, Wellesley, MA, 1997.

F. J. Harris, Multirate Signal Processing for Communication Systems,

Prentice Hall, 2004. Online version at
http://proquest.safaribooksonline.com/0131465112################
(Accessible only from SFU campus)

H. Malvar, Signal Processing with Lapped Transforms, Artech House, 1992.

J. Woods, Multidimensional signal, image, and video processing and

coding, Academic Press, 2006.

C. S. Burrus, R. A. Gopinath, and H. Guo. Introduction to wavelets and

wavelet transforms, a primer, Prentice Hall, 1998.

Some classic or latest papers will be studied as well.

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History

Efforts from three communities:
 Pure and applied mathematics: wavelets
 Signal processing: filter banks
 Computer vision: multiresolutional analysis

A fundamental problem:
Finding linear expansions of signals
x : a signal in a space S.
x = ∑ α iϕi
i ϕi : a basis function of S.

Questions to be addressed:

Redundancy, Implementations

Performance (application dependent)
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History of Wavelets

1807: Fourier discovered the sine/cosine basis

1910: Haar discovered the Haar basis:

Localized

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History of Wavelets

1945: Gabor
Short-time FT via windowing

1985: Morlet et al. first used

wavelet for geophysical
signal processing

Time domain approach

Use the scales and shifts of a single prototype function to
represent signals

Around 1990: Meyer, Daubechies et al. discovered
wavelets which form orthonormal bases of square-
integrable and other function spaces

2000: wavelet was adopted by JPEG 2000

Directional wavelets: curvelet, bandlet, >

Mallat’s company (Let It Wave): Frame Rate Conversion (24fps  120)
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History of filter banks

Subband coding was proposed in 1970’s

First for speech/audio coding

Perfect reconstruction filter banks: 1980’s

Smith, Vetterli, Vaidyanathan, Malvar 7

1988: Dauberchies established the connection

between wavelets and octave band filter banks

Widely used in speech/audio, image, video coding

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History of Multiresolution Analysis

Multiresolution Analysis: coarse to fine approximation

1983: Burt and Adelson developed the pyramid scheme

1989: Mallat established the connection between
pyramid and wavelet

The pyramid approach is used in scalable H.264.

D: downsampling

I: interpolation

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Recent Development

Connections with approximations and sparsity became
apparent.

The search for sparsity has taken over the search for
orthogonal bases.

Sparse representation in redundant dictionaries can be
more efficient for

Pattern recognition

Compression

Noise reduction

Inverse problems

Examples:

Superresolution

Source separation

Compressive sensing (2008 TIT Best Paper Award)
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Outline

General Information

History

Course Overview
 Filter banks
 Wavelets
 Applications

Summary

J. Liang SFU ENSC815 1/5/2010 14

Overview: Single rate signal processing

Building blocks of traditional single rate digital
signal processing systems:

z −1
multiplier
Delay
Input Output
x +
Mul. of Adder
2 signals

Examples:

Filters, Fourier transformers, modulators

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What is multirate signal processing?

Definition: Digital transformation of the sampling
rate of signals, or signal processing with different
sampling rates in the system.

New building blocks:
 1. M-fold decimator (downsampler): reduces the
sample rate by an integer factor of M

x(n) M y(n) y ( n ) = x (Mn )

 2. L-fold expander (upsampler): increases the sample
rate by an integer factor of L (by inserting zeros)
 n
 x   , n = kL,
x(n) L y(n) y (n) =  L
 0, otherwise.
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Advantages of multirate systems

Multirate signal processing (MSP) can offer
many advantages, for example:
 Reduced computational complexity
 Reduced transmission rate
 Reduced storage requirement

Examples: Fractional sample rate conversion
 Sample rate of CD audio: 44.1kHz
 Sample rate of digital audio tape: 48 kHz
 How to convert 44.1kHz data to 48kHz data?
Solution: 48 / 44.1 = 160 / 147 
x(n) 160 filter 147 y(n)

An interpolation filter is needed (studied later)

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Advantages of multirate systems
x(n) 160 filter 147 y(n)

We do not have to complete the conversion in one step,

which need longer filter

Improvement: divide and conquer

Divide the task into three stages, with ratio of
10:7, 8:7, and 2:3, respectively.

10 H1 7 8 H2 7 2 H3 3

http://en.wikipedia.org/wiki/Sample_rate_conversion

By combining filters and up/down-sampling operators,

multirate signal processing can do much more than this!
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Filter Bank System

A typical filter bank system:
x[n ]
H 0 (z) M M F0 ( z )

Processing
H 1 (z) M M F1 ( z )

H M −1 ( z ) F M −1 ( z )
xˆ [ n ]
M M
Analysis Filter Bank Synthesis Filter Bank
 Each filter captures the information of the input in different frequency
subbands
 Each subband signal can be processed independently
 Quantization, enhancement, denoising, detection, >
 How to design the filters in this system will be studied in this course

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Filter Bank System

Efficient implementation of FB:

x (n ) H 0 (z) 2 2 F0 ( z ) xˆ ( n )

H 1 (z) 2 2 F1 ( z )

xˆ ( n)
2 2
−1 E(z) R(z) −1
z z
x(n) 2 2

Operate at lower rate!

Allow fast implementation 
J. Liang SFU ENSC861 1/5/2010 20
Filter Bank Factorization

Different kinds of filter banks:
 Perfect reconstruction (PR) or not:
 How to design PR FB
 Orthogonal vs biorthogonal
 Linear phase vs nonlinear phase
 Modulated vs non-modulated
 Critically sampled, oversampled, or undersampled

 Fast implementations using matrix factorizations:

 Used in fast DCT and fast wavelets.

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Filter Bank Factorization

Cosine modulated filter banks:
 All filters are modulated versions of a prototype filter
 Used in audio coding (e.g., MP3), communications

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Filter Bank System

Audio coding

Human auditory system (HAS) can be modelled by a filter bank, with
different sensitivities in different subbands

MPEG-1 Level 3 (MP3) uses 32 subbands to approximate HAS

Reduce bit rate by quantizing different subbands

MP3 actually further transforms each subband before quantization

 Apply different quantization steps to different subbands.
80
Sound Pressure Level [dB-SPL]

Peak
70 Signal
60 Level
50
11 11 10 9 9 10 10 10 9
40 12 12 12 bits bits bits bits bits bits bits
bits bits bits bits bits
30 Threshold
of Hearing
20
10
0 Frequency
[Hz]
-10 5000 10000 15000

www.eee.bham.ac.uk/collinst/music/audiocoding.ppt 1/5/2010 23
Filter Bank System

In fact, the human auditory subbands have different
bandwidths

Can be achieved using nonuniform filter bank, or tree-

structured filter bank
http://www.waveletsandsubbandcoding.org/
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A Quick Wavelet Tutorial
http://pagesperso-orange.fr/polyvalens/clemens/wavelets/wavelets.html

Continuous-time wavelet transform:
γ ( s,τ ) = ∫ f (t )ψ s*,τ (t )dt
1 t −τ
ψ s ,τ (t ) = ψ( ), s, τ real, and ∫ψ (t ) = 0
s s
Wavelet: Scale and translation of a mother wavelet ψ (t )

Many functions can serve as valid mother wavelets

Different from Fourier transform.

The WT is a 2-D time-scale representation of the signal.

Reconstruction:
f (t ) = ∫ ∫ γ ( s,τ )ψ s ,τ (t )dsdτ
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A Quick Wavelet Tutorial

Problems of continuous-time wavelet transform:

Highly redundant, no fast implementations

Discrete wavelets:

Wavelet is scaled and translated in discrete steps
1  t − kτ 0 s0j 
ψ j ,k (t ) = ψ  j
, j, k integer.
s0j  s0 
 Note: the wavelet is still given in continuous-time.
is usually 2, τ 0 is usually 1.

S0

 the time-scale space is sampled at discrete intervals.

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A Quick Wavelet Tutorial
 All admissible wavelets are banddpass filters ∫ψ (t ) = 0
To cover zero frequency we need infinite number of wavelets
 Solution (Mallat): using a low-pass scaling function to replace the
scales from -∞ up to a certain value J.

∫ ϕ (t ) = 1

 By combining the scaling function and the wavelet, we can obtain

the expansion of a signal with finite number of basis functions.
 Moreover, combining the scaling function spectrum with the next
wavelet leads to another scaling function  two-scale relationship:

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A Quick Wavelet Tutorial

Daubechies’ design:

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A Quick Wavelet Tutorial

Discrete wavelet can be implemented
via iterated filter bank:

This is still continuous-time implementation.

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A Quick Wavelet Tutorial

To obtain an implementation with discrete-time
digital filter, we write the signal as

where

Then using the two-scale relationship,

We get

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 A Quick Wavelet Tutorial

This implies the following iterated digital filter bank:

H (z)
H (z)
2
2
x[ n ] H (z) 2 G (z)
G (z)
2
2
G (z) 2

h(n) and g(n) need to satisfy some regularity conditions

So that the iteration converges to good filters.

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2-D Wavelets

2-D separable approach:

Resulting 2-D filters

Freq responses

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Directional Wavelets

Decompose images along the edges is more efficient:

Bandlets:

http://www.cmap.polytechnique.fr/~mallat/papiers/07-
NumerAlgo-MallatPeyre-BandletsReview.pdf
1/5/2010 33
2-D Wavelets

Non-separable approach:

http://ieeexplore.ieee.org/iel5/83/4154780/04154787.pdf
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Complex wavelets

Redundant representations

Shift-invariant

Dual-tree complex wavelets: Use two separate DWTs

Filters and freq responses

http://ieeexplore.ieee.org/iel5/79/33042/01550194.pdf
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Applications in Communications

Transmultiplexer:

Convertion between TDM
and FDM

By FB theory, we can
eliminate cross-talk.

http://ieeexplore.ieee.org/iel5/7384/20311/00939098.pdf
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Applications in Communications

Digital multitone modulation (DMT):

When channel’s frequency response is considered, we can find
optimal power allocation among different subband channels to
maximize the bit rate.

Principle component FB (PCFB) is the optimal FB.

of phone line

http://ieeexplore.ieee.org/iel5/7384/20311/00939098.pdf
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Applications in Communications

Filter bank precoder:
 Communication channel introduces ISI.
 Some communication systems such as OFDM
introduce some redundancy to facilitate equalization.
 Even blind equalization is possible with FB precoder.

http://ieeexplore.ieee.org/iel5/7384/20311/00939098.pdf
1/5/2010 38
Applications

Wireless sensor networks

Wireless sensors have limited computing power and battery life

Can use low rate at the sensors, and reconstruct high rate at the
base station

How to design the filter banks for the following tasks:

Multirate signal/spectrum estimation

Ill-posed inverse problems

Multirate time-delay estimation

http://ieeexplore.ieee.org/iel5/78/30701/01420814.pdf
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Applications

Compressed sensing:

A new theory developed in the last few years.

Nyquist sampling theorem states that the sample
frequency must be at least twice of the signal
bandwidth in order to reconstruct the signal
without error

The theory of compressed sensing shows that
many signals can be reconstructed with much less
samples

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List of topics:

Filter banks (FB) (Vaidyanathan book):

Fundamentals

Maximally decimated FBs

Paraunitary FBs

Linear phase FBs

Wavelets (Vetterli book):

Discrete-time wavelet bases

Continuous-time wavelet series

Regularity

Sparse Signal Processing (Mallat book):

Frames

Approximations in Bases

Sparsity in Redundant Dictionaries

Inverse Problems (Compressive sensing)

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