Overview of Discrete-Time Filters Discrete-Time Filters Overview

• First-order filters N M
 
• Ideal filters ak y[n − k] = bk x[n − k]
k=0 k=0
• Practical filters M −jwk
k=0 bk e
• Frequency-selective filter specifications Y (ejω ) = N X(ejω )
a e −jwk
k=0 k
• Ripple versus filter order tradeoff
• Discrete-time filters are divided into two categories
• Application example – Finite impulse response (FIR): h[n] = 0 for some a and b
such that −∞ < a < n < b < +∞
– Infinite impulse response (IIR): not FIR
• Filters that can be described with difference-equations
– FIR: N = 0
– IIR: N > 0
• A simple FIR filter is the moving average filter
• A simple IIR filter is the first-order lowpass filter

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Example 1: First-Order Filters Example 1: Workspace

Consider the following filter:
y[n] − ay[n − 1] = (1 − a)x[n]
1. Solve for the filter’s transfer function
2. Find the cutoff frequency as a function of a

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 Example 1: Ωc versus a Example 1: H(ejω ) for various a
3.5
1
a=0.1
3 a=0.2

|H(e )|
jω
0.5 a=0.3
2.5 a=0.4
ω (rad/sample)

a=0.5
2 a=0.6
0
−3 a=0.7
−2 −1 0 1 2 3
a=0.8
1.5
a=0.9
c

50

∠ H(ejω) (o)
1

0
0.5

−50
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
a −3 −2 −1 0 1 2 3
Frequency (rads/sample)

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Example 1: Filtered Signals Example 1: MATLAB Code

%function [] = FirstOrderApplied();
close all;
Intel Closing Daily Price Over 1 Year
36 d = load(’Intel.txt’); % Closing daily price
nd = length(d);
x = d(nd:-1:1); % Reorder so first element is oldest data
34 n = (0:nd-1)’; % Discrete time index

%==============================================================================
32 % Plot the relationship between cutoff frequency and a
%==============================================================================
x[n], y0.1[n], y0.6[n]

a = 0.00001:0.01:1;
30 wc = acos((1-4*a+a.^2)./(-2*a));

figure
28 FigureSet(1,’LTX’);
h = plot(a,wc,’LineWidth’,1.0);
ylabel(’\omega_c (rad/sample)’);
26 xlabel(’a’);
grid on;
box off;
24 AxisSet(8);
print -depsc FOCutoff;

22 Raw signal %==============================================================================

Cutoff:0.56 % Plot the relationship between cutoff frequency and a
%==============================================================================
20 Cutoff:0.11 a = 0.1:0.1:0.9;
w = -pi:0.01:pi;
H = zeros(length(a),length(w));
0 50 100 150 200 for cnt = 1:length(a)
Time (day) [h,w] = freqz(1-a(cnt),[1 -a(cnt)],w);
H(cnt,:) = h;

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 end; for cnt = 2:nd,
y2(cnt) = a*y2(cnt-1) + (1-a)*x(cnt);
figure end;
FigureSet(1,’LTX’);
subplot(2,1,1); figure
h = plot(w,abs(H)); FigureSet(1,’LTX’);
xlim([-pi pi]); h = plot(n,x,’b’,n,y1,’r’,n,y2,’g’);
ylim([0 1.05]); set(h,’LineWidth’,0.6);
legend(’a=0.1’,’a=0.2’,’a=0.3’,’a=0.4’,’a=0.5’,’a=0.6’,’a=0.7’,’a=0.8’,’a=0.9’,2); ylabel(’x[n], y_{0.1}[n], y_{0.6}[n]’);
ylabel(’|H(e^{j\omega})|’); xlabel(’Time (day)’);
grid on;
title(’Intel Closing Daily Price Over 1 Year’);
box off;
xlim([0 nd-1]);
subplot(2,1,2);
ylim([19 36]);
h = plot(w,rem(angle(H)*180/pi,180));
xlim([-pi pi]); box off;
ylim([-70 70]); grid on;
ylabel(’\angle H(e^{j\omega}) (^o)’); AxisSet(8);
xlabel(’Frequency (rads/sample)’); legend(’Raw signal’,sprintf(’Cutoff:%4.2f’,w1),sprintf(’Cutoff:%4.2f’,w2),4);
grid on; print -depsc FOSignalFiltered;
box off;
AxisSet(8);
print -depsc FOTransferFunctions;

%==============================================================================
% Filter & Plot
%==============================================================================
a = 0.58; % cutoff frequency approximately 0.1
w1 = acos((1-4*a+a.^2)./(-2*a));
y1 = zeros(nd,1);
for cnt = 2:nd,
y1(cnt) = a*y1(cnt-1) + (1-a)*x(cnt);
end;

a = 0.90; % cutoff frequency approximately 0.1

w2 = acos((1-4*a+a.^2)./(-2*a));
y2 = zeros(nd,1);

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Ideal Filters Practical Filters

Lowpass Highpass Notch • Practical filters are usually designed to meet a set of specifications
1 1 1 • Lowpass and highpass filters usually have the following
requirements
Ωc Ω Ωc Ω Ωc Ω
– Passband range
Bandpass Bandstop
1 1 – Stopband range
– Maximum ripple in the passband
Ωc1 Ωc2 Ω Ωc1 Ωc2 Ω – Minimum attenuation in the stopband
• MATLAB can be used to design standard frequency selective • If we know the specifications, we can ask MATLAB to generate
filters that meet user-specified requirements the filter for us
• These filters include: lowpass, highpass, bandpass, and bandstop • There are four popular types of standard filters
– Butterworth
• Unlike continuous-time filters, these must have cutoff frequencies
that range between 0 and π – Chebyshev Type I
– Chebyshev Type II
– Elliptic

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 Ripple Tradeoff Example 2: Lowpass Filter Specifications
Design a lowpass filter that meets the following specifications:
Filter Order Passband Stopband
Butterworth Largest Smooth Smooth • The passband ripple is no more than 0.4455 dB
Chebyshev Type I Moderate Ripple Smooth (0.95 ≤ |H(ejω )| ≤ 1)
Chebyshev Type II Moderate Smooth Ripple • The stopband attenuation is at least 26.02 dB (|H(ejω )| ≤ 0.05)
Elliptic Lowest Ripple Ripple
• The passband ranges from 0–0.2π rad/sample
• The four popular filter types differ in how they satisfy the
• The stopband ranges from 0.3π–π rad/sample
specifications
• In the passband and stopband, each filter is either smooth or Plot the magnitude of the resulting transfer function on a linear-linear
contains ripple plot, the impulse response, and the step response. Try the
Butterworth, Chebyshev I, Chebyshev II, and elliptic filters.
• Elliptic filters are also called equiripple filters and Cauer filters

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Example 3: Butterworth Lowpass Example 3: Butterworth Lowpass

Butterworth Lowpass Filter Transfer Function Order: 10 Butterworth Lowpass Filter Impulse Response Order:10
0.25
1
0.2
0.8
0.15

0.6 0.1
|H(ejω)|

h[n]

0.05
0.4
0
0.2
−0.05

0 −0.1
0 0.5 1 1.5 2 2.5 3 0 10 20 30 40 50 60 70 80 90 100
Frequency (rad/sample) Time (n)

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 Example 3: Butterworth Lowpass Example 3: Chebyshev-I Lowpass

Butterworth Lowpass Filter Step Response Order:10 Chebyshev−I Lowpass Filter Transfer Function Order: 5
1.4
1
1.2
0.8
1

0.8 0.6

|H(ejω)|
h[n]

0.6
0.4
0.4
0.2
0.2

0 0
0 10 20 30 40 50 60 70 80 90 100 0 0.5 1 1.5 2 2.5 3
Time (n) Frequency (rad/sample)

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Example 3: Chebyshev-I Lowpass Example 3: Chebyshev-I Lowpass

Chebyshev−I Lowpass Filter Impulse Response Order:5 Chebyshev−I Lowpass Filter Step Response Order:5
0.25 1.4

0.2 1.2

0.15 1

0.1 0.8
h[n]

h[n]

0.05 0.6

0 0.4

−0.05 0.2

−0.1 0
0 10 20 30 40 50 60 70 80 90 100 0 10 20 30 40 50 60 70 80 90 100
Time (n) Time (n)

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 Example 3: Chebyshev-II Lowpass Example 3: Chebyshev-II Lowpass

Chebyshev−II Lowpass Filter Transfer Function Order: 5 Chebyshev−II Lowpass Filter Impulse Response Order:5
0.25
1
0.2
0.8
0.15

0.6 0.1
|H(ejω)|

h[n]
0.05
0.4
0
0.2
−0.05

0 −0.1
0 0.5 1 1.5 2 2.5 3 0 10 20 30 40 50 60 70 80 90 100
Frequency (rad/sample) Time (n)

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Example 3: Chebyshev-II Lowpass Example 3: Elliptic Lowpass

Chebyshev−II Lowpass Filter Step Response Order:5 Elliptic Lowpass Filter Transfer Function Order: 4
1.4
1
1.2
0.8
1

0.8 0.6
|H(ejω)|
h[n]

0.6
0.4
0.4
0.2
0.2

0 0
0 10 20 30 40 50 60 70 80 90 100 0 0.5 1 1.5 2 2.5 3
Time (n) Frequency (rad/sample)

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 Example 3: Elliptic Lowpass Example 3: Elliptic Lowpass

Elliptic Lowpass Filter Impulse Response Order:4 Elliptic Lowpass Filter Step Response Order:4
0.25 1.4

0.2 1.2

0.15 1

0.1 0.8
h[n]

h[n]
0.05 0.6

0 0.4

−0.05 0.2

−0.1 0
0 10 20 30 40 50 60 70 80 90 100 0 10 20 30 40 50 60 70 80 90 100
Time (n) Time (n)

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Example 3: MATLAB Code %==============================================================================

% Plot Magnitude on Linear Scale
%==============================================================================
%function [] = Lowpass(); ymax = 1.05;
clear all; pbmax = 1;
close all; pbmin = 10^(-Rp/20);
sbmax = 10^(-Rs/20);
Wp = 0.20; % Passband ends wmax = pi;
Ws = 0.30; % Stopband begins w = 0:0.001:wmax;
Rp = -20*log10(0.95); % Maximum deviation from 1 in the passband (dB) [H,w] = freqz(B,A,w);
Rs = -20*log10(0.05); % Minimum attenuation in the stopband (dB) mag = abs(H);
phs = angle(H);
for cnt = 1:4, figure;
if cnt==1, FigureSet(1,’LTX’);
[od,wn] = buttord(Wp,Ws,Rp,Rs); h = patch([0 wp wp 0],[0 0 pbmin pbmin],0.5*[1 1 1]);
[B,A] = butter(od,wn); set(h,’LineWidth’,0.0001);
stFilter = ’Butterworth’; hold on;
elseif cnt==2, h = patch([0 ws ws wmax wmax 0],[pbmax pbmax sbmax sbmax ymax ymax],0.5*[1 1 1]);
[od,wn] = ellipord(Wp,Ws,Rp,Rs); set(h,’LineWidth’,0.0001);
[B,A] = ellip(od,Rp,Rs,wn); h = plot(w,mag,’r’);
stFilter = ’Elliptic’; set(h,’LineWidth’,1.0);
elseif cnt==3, hold off;
[od,wn] = cheb1ord(Wp,Ws,Rp,Rs); ylim([0 ymax]);
[B,A] = cheby1(od,Rp,wn); xlim([0 wmax]);
stFilter = ’Chebyshev-I’; grid on;
elseif cnt==4, ylabel(’|H(e^{j\omega})|’);
[od,wn] = cheb2ord(Wp,Ws,Rp,Rs); title(sprintf(’%s Lowpass Filter Transfer Function Order: %d’,stFilter,od));
[B,A] = cheby2(od,Rs,wn); xlabel(’Frequency (rad/sample)’);
stFilter = ’Chebyshev-II’; box off;
else AxisSet(8);
break; st = sprintf(’print -depsc Lowpass%s’,stFilter);
end; eval(st);

sys = tf(B,A,-1); %==============================================================================

wp = Wp*pi; % Impulse Response
ws = Ws*pi; %==============================================================================
figure;

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 FigureSet(1,’LTX’);
end;
n = 0:100;
[x,t] = impulse(sys,n);
h = stem(t,x,’b’);
set(h(1),’MarkerFaceColor’,’b’);
set(h(1),’MarkerSize’,2);
ylabel(’h[n]’);
xlabel(’Time (n)’);
title(sprintf(’%s Lowpass Filter Impulse Response Order:%d’,stFilter,od));
box off;
hold on;
h = plot(xlim,[0 0],’k:’);
hold off;
AxisSet(8);
st = sprintf(’print -depsc Lowpass%sImpulse’,stFilter);
eval(st);

%==============================================================================
% Step Response
%==============================================================================
figure;
FigureSet(1,’LTX’);
n = 0:100;
[x,t] = step(sys,n);
h = stem(t,x,’b’);
set(h(1),’MarkerFaceColor’,’b’);
set(h(1),’MarkerSize’,2);
ylabel(’h[n]’);
xlabel(’Time (n)’);
title(sprintf(’%s Lowpass Filter Step Response Order:%d’,stFilter,od));
box off;
hold on;
h = plot(xlim,[1 1],’k:’);
hold off;
AxisSet(8);
st = sprintf(’print -depsc Lowpass%sStep’,stFilter);
eval(st);

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Practical Filter Tradeoffs Application Example 1: Microelectrode Recording Filter

• Butterworth An engineer wishes to detect action potentials in a microelectrode
- Highest order H(ejω ) recording with a simple threshold detector. The signal contains
+ No passband or stopband ripple significant baseline drift. Action potentials typically last about 1 ms.

• Chebyshev Type I • What type of filter should the engineer use?

+ No stopband ripple • What should the filter specifications be?
• Chebyshev Type II • What should the cutoff frequency(ies) be?
+ No passband ripple
• Elliptic
+ Lowest order H(ejω )
- Passband and stopband ripple

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 Application Example 1: Frequency-Selective Filters Application Example 1: Frequency-Selective Filters
50
Microelectrode Recording
40
0.8

FT Magnitude
30
0.6 20

10
0.4
0
0 500 1000 1500 2000
0.2
500
0
400

FT Magnitude
−0.2 300

200
−0.4
100
−0.6 0
0 50 100 150 200 250 300
1 1.2 1.4 1.6 1.8 2 2.2 2.4 2.6 2.8
Time (sec)

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Application Example 1: Frequency-Selective Filters Application Example 1: Frequency-Selective Filters

50
Microelectrode Recording
40

FT Magnitude
0.5 30

20
0
10

−0.5 0
0 500 1000 1500 2000
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Time (sec) 50
FT Magnitude Filtered

40
0.5 30

20
0
10

−0.5 0
0 500 1000 1500 2000
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Time (sec)

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 Application Example 1: MATLAB Code subplot(2,1,1);
h = plot(f,abs(X(k)),’r’);
set(h,’LineWidth’,0.6);
%function [] = MER(); xlim([min(f) max(f)]);
close all; ylim([0 50]);
set(gca,’XTick’,[0:500:max(f)]);
[x,fs,nbits] = wavread(’Henderson2.wav’); box off;
x = decimate(x,2); ylabel(’FT Magnitude’);
fs = fs/2; subplot(2,1,2);
h = plot(f,abs(X(k)),’r’);
k = round(fs*1):round(fs*3); % Look at only 5 s set(h,’LineWidth’,0.6);
x = x(k); xlim([0 300]);
nx = length(x); ylim([0 500]);
%set(gca,’XTick’,[0:500:max(f)]); S
figure; box off;
FigureSet(1,’LTX’); ylabel(’FT Magnitude’);
t = (k-1)/fs; AxisSet(6);
h = plot(t,x,’b’); print -depsc MERSpectralDensity;
set(h,’LineWidth’,0.6);
xrng = max(x)-min(x);
xlim([min(t) max(t)]); Wp = 210/(fs/2); % Passband ends
ylim([min(x)-0.01*xrng max(x)+0.01*xrng]); Ws = 190/(fs/2); % Stopband begins
AxisLines; Rp = -20*log10(0.95); % Maximum deviation from 1 in the passband (dB)
xlabel(’Time (sec)’); Rs = -20*log10(0.05); % Minimum attenuation in the stopband (dB)
ylabel(’’); [od,wn] = ellipord(Wp,Ws,Rp,Rs);
title(’Microelectrode Recording’); [B,A] = ellip(od,Rp,Rs,wn,’high’);
box off; stFilter = ’Elliptic’;
AxisSet(8);
print -depsc MERSignal; y = filtfilt(B,A,x);

X = fft(x,2^12); figure;
nX = length(X); FigureSet(1,’LTX’);
k = 1:floor((length(X)+1)/2); k = 1:length(x);
f = (k-1)*(fs)./(nX+1); t = (k-1)/fs;
subplot(2,1,1);
figure; t = (k-1)/fs;
FigureSet(1,’LTX’); h = plot(t,x,’b’);

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set(h,’LineWidth’,0.6); h = plot(f,abs(Y(k)),’g’);
xrng = max(x)-min(x); set(h,’LineWidth’,0.6);
xlim([min(t) max(t)]); xlim([min(f) max(f)]);
ylim([min(x)-0.01*xrng max(x)+0.01*xrng]); ylim([0 50]);
AxisLines; set(gca,’XTick’,[0:500:max(f)]);
xlabel(’Time (sec)’); box off;
ylabel(’’); ylabel(’FT Magnitude Filtered’);
title(’Microelectrode Recording’); AxisSet(6);
box off; print -depsc MERSpectralDensityFiltered;
subplot(2,1,2);
h = plot(t,y,’g’);
set(h,’LineWidth’,0.6);
xlim([min(t) max(t)]);
ylim([min(x)-0.01*xrng max(x)+0.01*xrng]);
AxisLines;
xlabel(’Time (sec)’);
ylabel(’’);
box off;
AxisSet(8);
print -depsc MERSignalFiltered;

Y = fft(y,2^12);
nY = length(Y);
k = 1:floor((length(Y)+1)/2);
f = (k-1)*(fs)./(nY+1);

figure;
FigureSet(1,’LTX’);
subplot(2,1,1);
h = plot(f,abs(X(k)),’r’);
set(h,’LineWidth’,0.6);
xlim([min(f) max(f)]);
ylim([0 50]);
set(gca,’XTick’,[0:500:max(f)]);
box off;
ylabel(’FT Magnitude’);
subplot(2,1,2);

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