Digital Filters 11-Apr Digital...
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Digital Filters
Cannon (Discrete Systems))
© 2016 School of Information Technology and Electrical Engineering at The University of Queensland
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http://elec3004.com
Lecture Schedule: Week Date Lecture Title
29-Feb Introduction
3-Mar Systems Overview
7-Mar Systems as Maps & Signals as Vectors
10-Mar Data Acquisition & Sampling
14-Mar Sampling Theory
17-Mar Antialiasing Filters
21-Mar Discrete System Analysis
24-Mar Convolution Review
28-Mar
31-Mar
11-Apr Digital Filters14-Apr Digital Filters
18-Apr Digital Windows
21-Apr FFT
25-Apr Holiday
28-Apr Feedback
3-May Introduction to Feedback Control
5-May Servoregulation/PID
9-May Introduction to (Digital) Control
12-May Digitial Control
16-May Digital Control Design
19-May Stability
23-May Digital Control Systems: Shaping the Dynamic Response & Estimation
26-May Applications in Industry
30-May System Identification & Information Theory
31-May Summary and Course Review
Holiday
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4 April 2016 ELEC 3004: Systems 2
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Follow Along Reading:
B. P. Lathi
Signal processing
and linear systems
1998
TK5102.9.L38 1998
• Review mostly
• Chapter 9 (Time-Domain Analysis
of Discrete-Time Systems)
– § 9.4 System Response to External Input
– § 9.6 System Stability
• Chapter 10 (Discrete-Time System Analysis Using the z-Transform) – § 10.3 Properties of DTFT
– § 10.5 Discrete-Time Linear System analysis by DTFT
– § 10.7 Generalization of DTFT to the 𝒵 -Transform
Today
4 April 2016 ELEC 3004: Systems 3
Announcements • I’m Sorry! I got hit by an ARC LIEF!!
4 April 2016 ELEC 3004: Systems 4
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• Review Z-Transforms
• Review Convolution
• Review Problem Set 1 – Sorry about the delay here!
– Chronic case of “grant-itis”
• Review Analog Filters
“Plan B”
4 April 2016 ELEC 3004: Systems 5
ℒ(ZOH)=??? : What is it?
• Lathi
• Franklin, Powell, Workman
• Franklin, Powell, Emani-Naeini
• Dorf & Bishop
• Oxford Discrete Systems:
(Mark Cannon)
• MIT 6.002 (Russ Tedrake)
• Matlab
Proof!
• Wikipedia
4 April 2016 ELEC 3004: Systems 6
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• Assume that the signal x(t) is zero for t<0, then the output
h(t) is related to x(t) as follows:
Zero-order-hold (ZOH)
x(t) x(kT) h(t) Zero-order
Hold Sampler
4 April 2016 ELEC 3004: Systems 7
• Recall the Laplace Transforms (ℒ) of:
• Thus the ℒ of h(t) becomes:
Transfer function of Zero-order-hold (ZOH)
4 April 2016 ELEC 3004: Systems 8
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… Continuing the ℒ of h(t) …
Thus, giving the transfer function as:
Transfer function of Zero-order-hold (ZOH)
𝓩
4 April 2016 ELEC 3004: Systems 9
𝒵 Transform (Encore)
4 April 2016 ELEC 3004: Systems 10
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Flashback : Euler’s approximation (L7, p.26)
4 April 2016 ELEC 3004: Systems 11
Discrete transfer function
4 April 2016 ELEC 3004: Systems 12
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Discrete transfer function [2]
4 April 2016 ELEC 3004: Systems 13
Discrete transfer function [3]
4 April 2016 ELEC 3004: Systems 14
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Discrete transfer function [4]
4 April 2016 ELEC 3004: Systems 15
Discrete transfer function [5]
4 April 2016 ELEC 3004: Systems 16
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Properties of the the z-transform • Some useful properties
– Delay by 𝒏 samples: 𝒵 𝑓 𝑘 − 𝑛 = 𝑧−𝑛𝐹 𝑧
– Linear: 𝒵 𝑎𝑓 𝑘 + 𝑏𝑔(𝑘) = a𝐹 𝑧 + 𝑏𝐺(𝑧)
– Convolution: 𝒵 𝑓 𝑘 ∗ 𝑔(𝑘) = 𝐹 𝑧 𝐺(𝑧)
So, all those block diagram manipulation tools you know and love
will work just the same!
4 April 2016 ELEC 3004: Systems 17
𝒵 Transform (Another Way to L◉ ◉k at it)
4 April 2016 ELEC 3004: Systems 18
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The 𝓏-Transform
4 April 2016 ELEC 3004: Systems 19
The 𝓏-Transform
4 April 2016 ELEC 3004: Systems 20
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The 𝓏-Transform
4 April 2016 ELEC 3004: Systems 21
The 𝓏-Transform
4 April 2016 ELEC 3004: Systems 22
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The 𝓏-Transform • In practice, you’ll use look-up tables or computer tools (ie. Matlab)
to find the z-transform of your functions
4 April 2016 ELEC 3004: Systems 23
The 𝓏-Transform
4 April 2016 ELEC 3004: Systems 24
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Pulse Response
4 April 2016 ELEC 3004: Systems 25
Pulse Response [2]
4 April 2016 ELEC 3004: Systems 26
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∴ Eigenfunctions of Discrete-Time LTI Systems
Source: Jackson, Chap. 6
4 April 2016 ELEC 3004: Systems 27
∴ Eigenfunctions of Discrete-Time LTI Systems
Source: Jackson, Chap. 6
4 April 2016 ELEC 3004: Systems 28
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∴ Eigenfunctions of Discrete-Time LTI Systems
Source: Jackson, Chap. 6
4 April 2016 ELEC 3004: Systems 29
∴ Eigenfunctions of Discrete-Time LTI Systems
Source: Jackson, Chap. 6
4 April 2016 ELEC 3004: Systems 30
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The z-Plane z-domain poles and zeros can be plotted just
like s-domain poles and zeros (of the ℒ):
Img(z)
Re(z) 1
Img(s)
Re(s)
• S-plane:
– λ – Plane
• 𝒛 = 𝒆𝒔𝑻 Plane
– γ – Plane
4 April 2016 ELEC 3004: Systems 31
The z-Plane & Stability
4 April 2016 ELEC 3004: Systems 32
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The z-Plane & Stability
4 April 2016 ELEC 3004: Systems 33
• Causality:
» or
• Input is Causal if:
• Then output is Causal:
• And, DT LTI is BIBO stable if:
DT Causality & BIBO Stability
4 April 2016 ELEC 3004: Systems 35
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Impulse Response (Graphically)
∞ matrix × ∞ vector?
4 April 2016 ELEC 3004: Systems 36
Linear Difference Equations
4 April 2016 ELEC 3004: Systems 37
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zk :
• k: “order of difference”
• k: delay
Assume a form of the solution
4 April 2016 ELEC 3004: Systems 38
4 April 2016 ELEC 3004: Systems 39
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• Response of a 2nd order system to increasing levels of damping:
2nd Order System Response
4 April 2016 ELEC 3004: Systems 40
The z-plane [ for all pole systems ] • We can understand system response by pole location in the z-
plane
Img(z)
Re(z) 1
[Adapted from Franklin, Powell and Emami-Naeini]
4 April 2016 ELEC 3004: Systems 41
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Effect of pole positions • We can understand system response by pole location in the z-
plane
Img(z)
Re(z) 1
Most like the s-plane
4 April 2016 ELEC 3004: Systems 42
Effect of pole positions • We can understand system response by pole location in the z-
plane
Img(z)
Re(z) 1
Increasing frequency
4 April 2016 ELEC 3004: Systems 43
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Effect of pole positions • We can understand system response by pole location in the z-
plane
Img(z)
Re(z) 1
!!
4 April 2016 ELEC 3004: Systems 44
• Poles inside the unit circle
are stable
• Poles outside the unit circle
unstable
• Poles on the unit circle
are oscillatory
• Real poles at 0 < z < 1
give exponential response
• Higher frequency of
oscillation for larger
• Lower apparent damping
for larer and r
Pole positions in the z-plane
4 April 2016 ELEC 3004: Systems 45
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Damping and natural frequency
[Adapted from Franklin, Powell and Emami-Naeini]
-1.0 -0.8 -0.6 -0.4 0 -0.2 0.2 0.4 0.6 0.8 1.0
0
0.2
0.4
0.6
0.8
1.0
Re(z)
Img(z)
𝑧 = 𝑒𝑠𝑇 where 𝑠 = −𝜁𝜔𝑛 ± 𝑗𝜔𝑛 1 − 𝜁2
0.1
0.2
0.3
0.4
0.5 0.6
0.7
0.8
0.9
𝜔𝑛 =𝜋
2𝑇
3𝜋
5𝑇
7𝜋
10𝑇
9𝜋
10𝑇
2𝜋
5𝑇
1
2𝜋
5𝑇
𝜔𝑛 =𝜋
𝑇
𝜁 = 0
3𝜋
10𝑇
𝜋
5𝑇
𝜋
10𝑇
𝜋
20𝑇
4 April 2016 ELEC 3004: Systems 46
Direct Design: Second Order Digital Systems
4 April 2016 ELEC 3004: Systems 47
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Response of 2nd order system [1/3]
4 April 2016 ELEC 3004: Systems 48
Response of 2nd order system [2/3]
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Response of 2nd order system [3/3]
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Hint: Use 𝜸 to Transform s ↔ z: z=esT
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Convolution
4 April 2016 ELEC 3004: Systems 52
Convolution Review
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Convolution
ELEC 3004: Systems 4 April 2016 54
Convolution
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Convolution
ELEC 3004: Systems 4 April 2016 56
Convolution
ELEC 3004: Systems 4 April 2016 57
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Convolution Definition
dtfftf )()()( 21
The convolution of two functions f1(t) and
f2(t) is defined as:
)(*)( 21 tftf
Source: URI ELE436
4 April 2016 ELEC 3004: Systems 58
Properties of Convolution
)(*)()(*)( 1221 tftftftf
dtfftftf )()()(*)( 2121
dtff )()( 21
)(])([)( 21
tdttftf
t
t
dftf )()( 21
dftf )()( 21
)(*)( 12 tftf
Source: URI ELE436
4 April 2016 ELEC 3004: Systems 59
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Properties:
• Commutative:
• Distributive:
• Associative:
• Shift:
if f1(t)*f2(t)=c(t), then f1(t-T)*f2(t)= f1(t)*f2(t-T)=c(t-T)
• Identity (Convolution with an Impulse):
• Total Width:
Convolution & Properties
Based on Lathi, SPLS, Sec 2.4-1
4 April 2016 ELEC 3004: Systems 60
• Convolution systems are linear:
• Convolution systems are causal: the output y(t) at time t
depends only on past inputs
• Convolution systems are time-invariant
(if we shift the signal, the output similarly shifts)
Convolution & Properties [II]
4 April 2016 ELEC 3004: Systems 61
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• Composition of convolution systems corresponds to: – multiplication of transfer functions
– convolution of impulse responses
• Thus: – We can manipulate block diagrams with transfer functions as if
they were simple gains
– convolution systems commute with each other
Convolution & Properties [III]
4 April 2016 ELEC 3004: Systems 62
• Convolution system with input u (u(t) = 0, t < 0) and output y:
• abbreviated:
• in the frequency domain:
Convolution & Systems
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• In the time domain:
• In the frequency domain: – Y=G(U-Y)
Y(s) = H(s)U(s)
Convolution & Feedback
4 April 2016 ELEC 3004: Systems 64
For c(τ)= :
1. Keep the function f (τ) fixed
2. Flip (invert) the function g(τ) about the vertical axis (τ=0)
= this is g(-τ)
3. Shift this frame (g(-τ)) along τ (horizontal axis) by t0.
= this is g(t0 -τ)
For c(t0):
4. c(t0) = the area under the product of f (τ) and g(t0 -τ)
5. Repeat this procedure, shifting the frame by different values
(positive and negative) to obtain c(t) for all values of t.
Graphical Understanding of Convolution
4 April 2016 ELEC 3004: Systems 65
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Another (Better) View
x(n) = 1 2 3 4 5
h(n) = 3 2 1
0 0 1 2 3 4 5
1 2 3 0 0 0 0
0 0 1 2 3 4 5
0 1 2 3 0 0 0
0 0 1 2 3 4 5
0 0 1 2 3 0 0
x(k)
h(n,k)
3 2 6 1 4 9 y(n,k)
e.g. convolution
y(n) 3 8 14
Sum over all k
Notice the
gain
h(n-k)
4 April 2016 ELEC 3004: Systems 66
Matrix Formulation of Convolution
3
8
14
20
26
14
5
1 2 3 0 0 0 0
0 1 2 3 0 0 0
0 0 1 2 3 0 0
0 0 0 1 2 3 0
0 0 0 0 1 2 3
0 0 0 0 0 1 2
0 0 0 0 0 0 1
0 0
0 0
0 0
0 0
0 0
3 0
2 3
0
0
1
2
3
4
5
0
0
.
y Hx
Toeplitz Matrix
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• Without pre-filtering:
• With Filtering
Remember: Effect of Noise…
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• Filtering (Narrow-banding):
Only look at particular portion of frequency space
• Multiple measurements …
• Other (modulation, etc.) …
By adding shared information (structure) between the sender and receiver (the noise doesn’t know your structure)
How to beat the noise
phase
frequency
signal
noise
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• How often the signal repeats
• Can be analyzed through Fourier Transform
• Examples:
Frequency
signal(f)
frequency
signal (t)
time
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1. Over time: multiple readings of a quantity over time
• “stationary” or “ergodic” system • Sometimes called “integrating”
2. Over space: single measurement (summed) from multiple sensors each distributed in space
3. Same Measurand: multiple measurements
take of the same observable quantity by multiple, related instruments e.g., measure position & velocity simultaneously
Basic “sensor fusion”
.
Treating Uncertainty with Multiple Measurements
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Modulation
Analog Methods:
• AM - Amplitude modulation
– Amplitude of a (carrier) is
modulated to the (data)
• FM - Frequency modulation
– Frequency of a (carrier) signal
is varied in accordance to the
amplitude of the (data) signal
• PM – Phase Modulation
Source: http://en.wikipedia.org/wiki/Modulation
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Start with a “symbol” & place it on a channel
• ASK (amplitude-shift keying)
• FSK (frequency-shift keying)
• PSK (phase-shift keying)
• QAM (quadrature amplitude modulation)
𝑠 𝑡 = 𝐴 ⋅ 𝑐𝑜𝑠 𝜔𝑐 + 𝜙𝑖 𝑡 = 𝑥𝑖 𝑡 cos 𝜔𝑐𝑡 + 𝑥𝑞 𝑡 sin 𝜔𝑐𝑡
Modulation [Digital Methods]
Source: http://en.wikipedia.org/wiki/Modulation | http://users.ecs.soton.ac.uk/sqc/EL334 | http://en.wikipedia.org/wiki/Constellation_diagram
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Modulation [Example – V.32bis Modem]
Source: Computer Networks and Internets, 5e, Douglas E. Comer
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• Send multiple signals on 1 to N channel(s) – Frequency-division multiple access (FDMA)
– Time-division multiple access (TDMA)
– Code division multiple access (CDMA)
– Space division multiple access (SDMA)
• CDMA: – Start with a pseudorandom code (the noise doesn’t know your code)
Multiple Access (Channel Access Method)
Source: http://en.wikipedia.org/wiki/Code_division_multiple_access
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Now: (analog) Filters!
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• Frequency-shaping filters: LTI systems that change the shape
of the spectrum
• Frequency-selective filters: Systems that pass some
frequencies undistorted and attenuate others
Filters Lowpass Bandpass
Highpass Bandstop (Notch)
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Filters Specified Values:
• Gp = minimum passband gain
Typically:
• Gs = maximum stopband gain
– Low, not zero (sorry!)
– For realizable filters, the gain cannot
be zero over a finite band (Paley-
Wiener condition)
• Transition Band:
transition from the passband to the
stopband ωp≠ ωs
Lowpass
Highpass
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Filter Design & z-Transform
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• Butterworth: Smooth in the pass-band
• The amplitude response |H(jω)| of an nth order Butterworth
low pass filter is given by:
• The normalized case (ωc=1)
Recall that:
Butterworth Filters
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Butterworth Filters
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• Increasing the order, increases the number of poles:
Odd orders (n=1,3,5…):
• Have a pole on the Real Axis
Even orders (n=2,4,6…):
• Have a pole on the off axis
Butterworth Filters of Increasing Order: Seeing this Using a Pole-Zero Diagram
Angle between
poles:
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• Since H(s) is stable and causal, its poles must lie in the LHP
• Poles of -H(s) are those in the RHP
• Poles lie on the unit circle (for a normalized filter)
Where:
Butterworth Filters: Pole-Zero Diagram
n is the order of
the filter
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Butterworth Filters: 4th Order Filter Example
• Plugging in for n=4, k=1,…4:
• We can generalize Butterworth Table
This is for 3dB
bandwidth at
ωc=1
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• Start with Normalized equation & Table
• Replace ω with in the filter equation
• For example:
for fc=100Hz ωc=200π rad/sec
From the Butterworth table: for n=2, a1=√2
Thus:
Butterworth Filters: Scaling Back (from Normalized)
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• Define Gx as the gain of a lowpass Butterworth filter at ω= ωx
• Then:
And thus:
Or alternatively: &
Solving for n gives:
PS. See Lathi 4.10 (p. 453) for an example in MATLAB
Butterworth: Determination of Filter Order
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• equal-ripple:
Because all the ripples in the passband are of equal height
• If we reduce the ripple, the passband behaviour improves, but
it does so at the cost of stopband behaviour
Chebyshev Filters
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• Chebyshev Filters: Provide tighter transition bands (sharper cutoff) than the same-
order Butterworth filter, but this is achieved at the expense of inferior passband
behavior (rippling)
For the lowpass (LP) case: at higher frequencies (in the stopband), the Chebyshev
filter gain is smaller than the comparable Butterworth filter gain by about 6(n - 1) dB
• The amplitude response of a normalized Chebyshev lowpass filter is:
Where Cn(ω), the nth-order Chebyshev polynomial, is given by:
and where Cn is given by:
Chebyshev Filters
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• It’s normalized: The passband is 0<ω<1
• Amplitude response: has ripples in the passband and is
smooth (monotonic) in the stopband
• Number of ripples: there is a total of n maxima and minima
over the passband 0<ω<1
•
• ϵ: ripple height
• The Amplitude at ω=1:
• For Chebyshev filters, the ripple r dB takes the place of Gp
Normalized Chebyshev Properties
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• The gain is given by:
Thus, the gain at ωs is:
• Solving:
• General Case:
Determination of Filter Order
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• Whereas Butterworth poles lie on a semi-circle,
The poles of an nth-order normalized Chebyshev filter lie on a
semiellipse of the major and minor semiaxes:
And the poles are at the locations:
Chebyshev Pole Zero Diagram
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Ex: Chebyshev Pole Zero Diagram for n=3
Procedure:
1. Draw two semicircles of radii a and b
(from the previous slide).
2. Draw radial lines along the corresponding
Butterworth angles (π/n) and locate the
nth-order Butterworth poles (shown by
crosses) on the two circles.
3. The location of the kth Chebyshev pole is
the intersection of the horizontal
projection and the vertical projection from
the corresponding kth Butterworth poles
on the outer and the inner circle,
respectively.
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Chebyshev Values / Table
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• Chebyshev filters passband has ripples and the stopband is smooth.
• Instead: this has passband have smooth response and ripples in
the stopband.
Exhibits maximally flat passband response and equi-ripple stopband
Cheby2 in MATLAB
Where: Hc is the Chebyshev filter system from before
• Passband behavior, especially for small ω, is better than Chebyshev
• Smallest transition band of the 3 filters (Butter, Cheby, Cheby2)
• Less time-delay (or phase loss) than that of the Chebyshev
• Both needs the same order n to meet a set of specifications.
• $$$ (or number of elements):
Cheby < Inverse Chebyshev < Butterworth (of the same performance [not order])
Other Filter Types: Chebyshev Type II = Inverse Chebyshev Filters
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• Allow ripple in both the passband and the stopband,
we can achieve tighter transition band
Where: Rn is the nth-order Chebyshev rational function determined from a given ripple spec.
ϵ controls the ripple
Gp =
• Most efficient (η) – the largest ratio of the passband gain to stopband gain
– or for a given ratio of passband to stopband gain, it requires the
smallest transition band
in MATLAB: ellipord followed by ellip
Other Filter Types: Elliptic Filters (or Cauer) Filters
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Filter Type Passband
Ripple
Stopband
Ripple
Transition
Band
MATLAB Design
Command
Butterworth No No Loose butter
Chebyshev Yes No Tight cheby
Chebyshev Type II
(Inverse Chebyshev) No Yes Tight cheby2
Eliptic Yes Yes Tightest ellip
In Summary
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• DTFT
– Then DT-FFT! • Then DT-FFTW!
• Review: – Chapter 10 of Lathi
• FFT-W: Is it really the Fastest FFT in the West?
Next Time…
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