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at
, with
. We thence only need consider the digitised sample
set
and the sample interval .
Aliasing
!#"$ %'&
)!#"*,+-.
$% &
60
0.5
0.5
10
20
30
40
50
60
70
80
90
100
10
20
30
40
50
60
70
80
90
100
0.5
0.5
%
9
:);<>=?
@;BAC=?
; %
DFEHGI GJK#K L
where 9
;<*;BAK=; % value of parabola at each of the 5 possible values of
and
are the variables used to fit each of the parabolae to 5 input data
points.
61
samples
DAC
LPF
Figure 5.2: Reconstruction using a DAC and LPF.
-2
-1 0
;< ;BA
;%
% %
M N;<K;A,K; % O P T>
UGV;<>=?
@;BAC=?
; % W
QKR:S %
X M
X M
Y7
Z7
X ;<
X B; A
X M
Y
and X ; %
QKR %
and thus:
parabolic fit
-2 -1 0
1 2
centre point, k=0
QKR %
%
*3;<>=^2B_H; % P
T>
H
Q]R:S %
which therefore gives:
;<
2[
;%
`GI4T>iGa4UGjT>bGc!7=kT>b!H=?4T>4W
*
N4T>iGI0UGjT>bGc!UGg4T>dBUGlT>i!7=^4T>0
_
%
9
Om QKR <KY;*<>=^
@;BAn=^
; % m QKR <Z;*<
;<
Thus, the parabola coefficient given above is the output sequence number
calculated from a set of 5 input sequences points. The output sequence so obtained is similar to the input sequence, but with less noise (i.e. low-pass filtered)
because the parabolic filtering provides a smoothed approximation to each set of
five data points in the sequence. Fig. 5.5 shows this filtering effect. The magnitude response (which we will re-consider later) for the 5-point parabolic filter is
shown below in Fig. 5.6.
The filter which has just been described is an example of a non- recursive digital filter, which are defined by the following relationship (known as a difference
63
1.5
0.5
0.5
10
20
30
40
50
60
70
80
90
100
Figure 5.5: Noisy data (thin line) and 5-point parabolic filtered (thick line).
1
|H(z)|
0.8
0.6
fsamp / 2
0.4
0.2
0
100
200
300
400
500
600
700
r
P
r
>T
uGkvw
o
p q
<R s
t
where the s coefficients determine the filter characteristics. The difference equation for the 5-point smoothing filter, therefore, is:
o
p 2 [ x Gy2BT>
J=^4
=\04T>
c=\!
=\064T>
7=V00T>
uGz!fGj2BT>
{G|4W
This is a non-causal filter since a given output value o
T>
T>depends
}=k! not only on
, the input
and the input
previous inputs, but also on the current input
T>
~={4
. The problem is solved by delaying the calculation of the output value o
(the centre point of the parabola) until all the 5 input values have been sampled
4
(i.e. a delay of
where = sampling period), ie:
64
o
: 2 [ ` Ga2BT>
7=\04T>
{Gze
=V060T>
uGg4H=V04T>
{Gk2BfGg2BT>
{Gj_W
r
H
T>
Gvw
It is of importance to note that the equation o
represents
s
a discrete convolution of the input data with the filter coefficients; hence these
coefficients constitute the impulse response of the filter.
Proof:
T>
l
T>3c
Ht
r r
T>
G?vw
, except at
, where
. Then o
s T>3J
a
v
Qs
(all terms zero except when
). This is equal to s Q since
.
3I < o `0a A
11!1
Therefore o
;
;
etc
.
As
there
is
a
finite
number
of
s,
the
s
s
s
impulse response is finite. For this reason, non-recursive filters are also called
Finite-Impulse Response (FIR) filters.
As we will see, we may also formulate a digital filter as a recursive filter; in
is also a function of previous outputs:
which, the output o
LetT>3
r
r
P
r
P
r
>T
{GkvwH=
o
p q
o
uGjv
<R s
AR
Before we can describe methods for the design of both types of filter, we need
to review the concept of the -transform.
%
> w;0tZw#C=?`0 S ( =^N S ( =V1!11*=^
H S
Q (
The
suffix denotes the transform of the discrete sequence, not of the continuous
.
65
(
:
%
A
hZw3C=^x* S =?w# S =\111]
H
S Q
Let us replace
N;0
as
?
,
= 1 for
%
= 111*= S
Q =V11!1
hF= S A = S \
= 0 for
h
'G
S A
t
S
& G:
H:
S *Q (
%
%
F= S
( S A = S
( S V
= 111*= S
*Q (
S Q V
= 111
t
h
'G
S ( S A
Sinewaves
hV!"fhG:
:\!#"p
3h\ K
h
'
G
Q ( G
S Q (
=
A
( S
'G S ( S A
'Gke#"h S A
h
'G|!"7h S A = S %
6
strictly valid only if K43
66
c
at
%
S =V1!11
S
t
<= A S A = % S \
= 111=
s
s
s
s
sq q
be an input:
%
h
\T>dB7=kT>b! S A =gT>4 S =\1110=kT>
S
Q =V1!11
The product is: r r
S !T>47=gT>i! S A =V1!11T>
S
Q
t <= A S A =\111 S =V11!1
s
s
s
sq q
S
Q
in which the coefficient of
is:
r
<]T>
7= A`T>
uGz!
=\111 T>
uGkvwH=V111 T>
G
s
s
s
s q
^
This is nothing else than the value of the output sample at
. Hence
the whole sequence is the -transform of the output, say , where
. Hence the pulse transfer function, , is the -transform of the
impulse response.
For non-recursive filters:
S
t P r q
R < s
For recursive filters:
S C= P r
S
t P r q
<R s
AR
r r
rS r
h
S
'G| s
67
If
, then
and
, i.e. the equation of
a circle of unit radius (the unit circle); in the ?
-plane.
Thus, the imaginary axis in the -plane (
;
Y ) maps onto the unit circle in
the -plane and the left half of the -plane (
) onto the interior of the unit
circle.
N;0
;
must be in the left half of the -plane
We know that all the poles of
5.3.3
for a continuous filter to be stable. We can therefore state the equivalent rule for
stability in the -plane:
For stability all poles in the -plane must be inside the unit circle.
o
p P r
r
R <ts
T>
uGkvw
NB: A recursive type can always be expressed as an infinite sum r by dividing out:
<
: P r <1 A T>
{Gkvw
s
}G A S A we have o
eg., for
R < s
e#"0h=#
hV'1!11C
Let input before samplingA be BQ (@`
,S sampled
at
. Therefore
BQ (@` L
T>
:Ze#"*W
g=|#O %#E
=
KK
r5
r5
r
r
Pr
QeS (@x = P r
S
QeS (@x
U
<s ]
<ts ]
ie.o
R
R
68
r r
BQ (@` P r
S ( =
S BQ (@` P r
(
K
K
<R s
<R s
r
r
r
r
Pr
S ( Pr
( S
Now <ts
t
<
s
R
R
r r
Pr
S
But for this filter is
<R s
r
r
Pr
S ( ` (
and so
<S s
x ( \
Let
x .
Then
r r
Pr
( Z S
(complex conjugate)
R <s
H: %A BQ (@`
= %A S BQ (@` S
o
K
K
x
Hence
or
o
pV!#"
j=^'=^
when
T>
Ve#"0W
k=|#
Thus and represent the gain and phase of the frequency response. i.e. the
frequency response (as a complex quantity) is
* m
@R We
Example
Consider the 5-point parabolic filter.
o
: 2 [ ` Ga2BT>
7=\04T>
{Gze
=V060T>
uGg4H=V04T>
{Gk2BfGg2BT>
{Gj_W
hence
%
t
xGy2}=V0 S A =\06 S =V0 S + Gg2 SH
2[
69
thus
%
@R ,
` Ga2}=\0 S ( =V*6 S ( =V0 S + ( Gk2 HS (
2[
S % (
( O
`06'=?B_he#"7hGjhe#"p0ha
2[
m506=?4_te#"h^GkO!#"p0hm
m ( *mB
2[
Therefore
hzY7m ( 0mB
When
m ( *mBY 156K 36
h)1_3B
Y15B_
and K
when
, i.e.
K ( tFGI0h
N
i.e. linear phase (true
4 for any FIR filter with palindromic coefficients); all frequencies delayed by
(as expected!)
70