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I. INTRODUCTION
OMPARED with FIR digital filter design, the major difficulties for designing an IIR digital filter are its nonlinearity and stability problems. Many algorithms have been developed to implement stable IIR digital filters. Some approaches
[1][6] implement filters in an indirect way, i.e., an FIR digital filter satisfying the filter specifications is designed first, and
then, model reduction techniques are applied to approximate
the FIR digital filter by a reduced-order IIR digital filter. In
such indirect designs, approximation procedures can substantially guarantee the stability of designed IIR digital filters, which
facilitates the design procedures. However, it is difficult to design filters with accurate cutoff frequencies using this design
strategy. Recently, many other algorithms [7][16] have been
proposed to design IIR digital filters in a direct way, which
means that the cost function of the design problem is directly
based on the ideal frequency responses. In order to tackle such
a nonlinear design problem, some iterative methods [8][12]
Manuscript received October 25, 2007; revised May 01, 2008. First published
October 31, 2008; current version published March 11, 2009. This work was
supported in part by the Natural Sciences and Engineering Research Council of
Canada. This paper was recommended by Associate Editor M. Chakraborty.
The authors are with the Department of Electrical and Computer Engineering, University of Windsor, Windsor, ON N9B 3P4, Canada (e-mail:
jiang13@uwindsor.ca; kwan1@uwindsor.ca).
Digital Object Identifier 10.1109/TCSI.2008.2002116
employ the SteiglitzMcBride scheme [17] to approach the optimal solution in some sense. Although, so far, the convergences
of these methods cannot be strictly guaranteed, many examples
in literature have shown their effectiveness. In this paper, we
adopt the same iterative procedure using the SteiglitzMcBride
scheme to design IIR digital filters.
Stability is an important issue for IIR digital filter design.
Recently, some positive-realness-based [7], [8], [10][13] and
the Rouch-theorem-based [14] frequency-domain stability
constraints have been developed and utilized in the design of
stable IIR digital filters. The positive-realness-based [13] stability constraint is expressed as linear inequalities with respect
to denominator coefficients, which can be easily incorporated
in linear programming (LP) and quadratic programming (QP)
problems. The Rouch-theorem-based stability constraint [14],
which is less conservative than the positive-realness-based stability constraint, is expressed as quadratic inequalities in terms
of denominator coefficients. Note that both of them should
. A simple way [8],
be satisfied at all frequencies
[10][13] to incorporate these constraints is to realize them on
. The number of
a set of dense-grid frequency points over
stability constraints is therefore large. Another way is to employ
a multiple exchange algorithm [14], which is used to identify a
set of active constraints. Then, stability constraints are replaced
by a finite number of active constraints. In [7], by defining a
convex stability domain, the design problem can be formulated
as an iterative semidefinite programming (SDP) problem. It has
been proved in [7] that this stability domain contains the domain
given by the Rouch theorem. Although the effectiveness of
the previously described stability constraints has been proved
by theoretical analyses and demonstrated by examples therein,
they are merely sufficient conditions for stability. This means
that some stable filters can be excluded from their admissible
solutions. Recently, a stability constraint based on the argument
principle (AP) of complex analysis has been introduced in [15],
which is both sufficient and necessary. By truncating the higher
order expansion components, the resulting stability constraint
becomes a linear equality constraint. However, through a large
number of simulations, this constraint could be found to be
invalid in some situations. As an attempt to solve this problem,
a new stability constraint is to be proposed, which is also based
on AP. Unlike that in [15], the stability constraint is approximated in a quadratic form, which is then combined with the
iterative design procedure. It will be shown that this stability
constraint is imposed on an integral over the whole frequency
. Hence, neither a large number of constraints on
band
dense-grid frequency points nor multiple exchange algorithms
are needed.
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IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMSI: REGULAR PAPERS, VOL. 56, NO. 3, MARCH 2009
(2)
is a given nonnegative weighting function and
where
is the union of frequency bands of interest over
.
B. WLS Design
In the WLS sense, the design problem can be expressed as
(3)
(4)
in
, the
Because of the existence of denominator
constraint of the design problem (4) cannot be cast into an either
linear or SOC constraint. Here, we consider an iterative scheme
which has been deployed in [8][12]. At the th iteration, the
constraint of (4) is written as
(5)
where
(6)
A. Problem Formulation
be the ideal frequency response over
. Our
Let
task is to find a stable IIR digital filter with the transfer function
(7)
(8)
(1)
which can best approximate
In (1), the vectors , ,
tively, by
at the th iteration, the integrand in the constraint (5) can be ex. Obviously, if the iterative propressed as
will approach 1 as is large
cedure converges, then
enough. Thus, the integrand will approach
.
By defining
(9)
(10)
JIANG AND KWAN: IIR DIGITAL FILTER DESIGN WITH NEW STABILITY CONSTRAINT BASED ON AP
where
is the coefficient vector obtained at the previous
is the updating vector at the
iteration, is the step size, and
current iteration, the constraint in (5) is rewritten as
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side of (17). Adopting the similar reweighting technique employed in (5), we obtain
(11)
where
(12)
(18)
In (12), the superscript denotes the complex conjugate and
represents the real part of a comtranspose operation, and
in (12) is a positive definite matrix, the deplex. Since
sign problem (4) with the constraint (11) can be further cast into
an SOCP problem
(13)
where
where
(19)
Note that, in [8] and [12], the IIR filter design problems are cast
into LP and QP forms, in which only linear constraints can be
incorporated. Therefore, the approximation of a circle by some
regular polygons is applied to linearize the constraint (18). Although this approximation is applicable when the edge number
of regular polygons is large enough, the total number of peak
constraints is rapidly increased. Moreover, this step may introduce some approximation error.
(14)
(15)
The norm appearing in the constraint of (13) is the standard
Euclidean norm, i.e.,
.
The iterative procedure stops if the following condition is
satisfied
(16)
where is a prescribed small tolerance, or exceeds the specified maximum number of iterations. Otherwise, the new coefficient vector is computed according to (9).
Although the convergence of the iterative procedures has not
been strictly guaranteed, a sufficient condition for convergence
has been provided in [10] and [12]. Numerical examples presented in [8][12] also demonstrate the effectiveness of this design strategy.
C. Peak Constraint
In [8] and [12], linearized peak constraints have been developed to control the peak errors. Here, we will reformulate the
peak constraints as SOC constraints, which can better approximate the true peak constraints.
Using (2), the peak constraints are given by
(17)
denotes the prescribed peak error limit. Like the difwhere
ficulty encountered in formulating the design problem (4), the
true peak constraint also has the denominator on the left-hand
If
is analytic in a region enclosed by a contour in
be the
the plane, except at a finite number of poles, let
be the number of poles of the function
number of zeros and
in , where each zero and pole is counted according to its
multiplicity. Then, we have
(20)
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IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMSI: REGULAR PAPERS, VOL. 56, NO. 3, MARCH 2009
(23)
where
where
denotes the argument of
. The first term on
the right-hand side of (23) is always equal to zero, since
is an even function of and
is closed. According to (21),
can be expanded as
on
the argument of
, i.e.,
, and then, the stability constraint (22) can be
simplified by
(33)
(24)
Thus, the stability constraint (24) of an IIR digital filter is stated
as follows. An IIR digital filter with the denominator
is
stable, if and only if the total change in the argument of
is equal to 0, when the integral is carried out along counterclockwise.
(34)
Decreasing makes more poles move inside the circle . When
, all poles will lie inside .
An obstacle encountered in constructing the stability criterion (34) is the existence of denominator, depending on in
. Here, we adopt the similar iterative strategy mentioned
in Section II. At the th iteration,
is modified as
B. Stability Constraint
The polynomial function
can be expressed as
(25)
where
(35)
(26)
As the iterative procedure converges, it follows that
. Then, we can obtain that
(27)
In (27),
argument of
(29)
(30)
..
.
..
..
..
.
(31)
JIANG AND KWAN: IIR DIGITAL FILTER DESIGN WITH NEW STABILITY CONSTRAINT BASED ON AP
stability constraint cannot be transformed into an SOC constraint. Therefore, we combine the stability constraint with the
constraint (11)
(36)
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A. Example 1
The first example taken from [12] is to design a low-pass
digital filter. The ideal frequency response is defined as
where
(37)
(38)
represents a zero matrix of size
. Then,
in (14) and (15) is replaced by
. Since
increases rapidly when any pole leaves the prescribed region ,
essentially serves as a barrier function in (36). This design strategy has been utilized in [16] for the IIR digital filter design. In [16], the authors construct the cost function by linearly
combining the WLS criterion and the time-domain component
which serves as the implicit stability constraint. In practice, we
, which corresponds
can decrease to achieve lower
. Therefore, besides the preto decreasing of (34) as
scribed maximum pole radius , the parameter also plays
an important role of restricting poles locations. On the other
approach an indefinite mahand, increasing makes
trix, which cannot be used to formulate the SOC constraint in
(13). Therefore, cannot be too close to 1. Simulation experience indicates that is normally within the [0.99, 0.999999]
range. The effects of on the design results will be illustrated
in Example 2.
Finally, the design steps of the proposed iterative algorithm
are summarized as follows.
, filter orStep 1) Given the ideal frequency response
and , and weighting function
, set
ders
, and choose an initial guess
.
Step 2) Set
, and compute
by (6),
In (38),
by (37), and
to calculate
by (14) and
by
the SOCP problem (13)
(15). Finally, solve for
with peak constraints (18).
by (9). If the stopping
Step 3) Update the coefficients
condition (16) is satisfied, or exceeds the maximum number of iterations, terminate the iterative
procedure. Otherwise, go to Step 2) and continue.
IV. SIMULATIONS
In this section, four examples are presented to demonstrate
the effectiveness of the proposed method. We have implemented
the proposed design method by SeDuMi[28] in MATLAB. The
errors of magnitude (MAG) and group delay (GD)
peak and
are adopted as measurements within frequency bands of interest.
In all designs, the step size in (9), the parameter in (16), and
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IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMSI: REGULAR PAPERS, VOL. 56, NO. 3, MARCH 2009
Fig. 1. Design results of Example 1. (Solid curves) Designed by the proposed method. (Dashed curves) Designed by the least four-power method of [12].
TABLE I
MEASUREMENTS OF DESIGN RESULTS IN EXAMPLE 1
not always satisfy the stability constraint (39), whereas the filter
is still stable.
B. Example 2
The second example is to design a half-band high-pass filter
[16]. The ideal frequency response is given by
(40)
It takes the algorithm 72 iterations to converge to the final solution. The design results are shown in Fig. 3. All the peak and
errors are summarized in Table III. The maximum pole radius
of the designed IIR high-pass filter is 0.9782. We also adopt the
WISE method of [16] to design the IIR high-pass filter under the
same specifications. The maximum pole radius of the obtained
filter is 0.9852. The design results and all measurements are also
given in Fig. 3 and Table III. Apparently, the proposed method
can achieve better performances.
In order to demonstrate the effects of the parameter on
the design results, we designed the high-pass filters with different . We performed the design procedures for 20 times
by increasing from 0.99 to 1. Fig. 4 shows the variation of
maximum pole radii with respect to . As mentioned earlier,
the poles approach the prescribed maximum pole radius when
gradually augmenting . Fig. 5 shows the variation of the total
,
number of iterations with respect to . Note that, as
the design problem is essentially formulated in the WLS sense
without any stability constraint, and the iterative procedure
cannot converge within the specified maximum number of
in (37) is
iterations. We find that when
still positive semidefinite. Fig. 5 shows that we can improve
the convergence speed of the iterative procedure by decreasing
. However, the maximum pole radius of the designed filter
should be
can also be reduced. Therefore, the parameter
appropriately selected, such that the maximum pole radius of
the designed filter can best approach the specified maximum
pole radius . The simulation results in Figs. 4 and 5 suggest
a way to choose . First of all, specify , and then, set
and perform the design procedure. If the iterative procedure
converges and the obtained poles lie inside , then the design
JIANG AND KWAN: IIR DIGITAL FILTER DESIGN WITH NEW STABILITY CONSTRAINT BASED ON AP
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Fig. 2. Design results of Example 1 with peak constraints. (Solid curves) Designed by the proposed method. (Dashed curves) Designed by the WLS method of
[10].
TABLE II
MEASUREMENTS OF DESIGN RESULTS WITH PEAK CONSTRAINTS
IN EXAMPLE 1
(41)
Assuming that, at the previous iteration, all poles lie inside ,
. Thus, the stability constraint
then we have
(41) is simplified as
(42)
.
The design specifications are exactly the same as those proposed for the first example in [15]. The filter orders are chosen
as
and
. The prescribed maximum pole radius is
. Note that the weighting function used in [15] is
set to
used in our formulation. Thereessentially equivalent to
fore, we choose the weighting function as
otherwise.
The parameter used in (37) is set to 0.999992. The initial
and
coefficients are chosen as
. After 12 iterations, the algorithm finds the final
solution. The design results are shown in Fig. 6. All the peak
. Like
which is a linear equality constraint with respect to
the Rouch-theorem-based stability constraint, the iterative procedure incorporating (42) as the stability constraint has to start
from a denominator whose poles lie inside . Fig. 7 shows the
values of
during the iterative procedure of
the proposed method. It can be seen that the maximum pole radius of the designed IIR filter can still be less than , even when
the stability constraint (42) is not satisfied.
D. Example 4
The last example is to implement an equalization and antialiasing filter [14], [29], which follows an analog antialiasing
filter and a sampler, to equalize the MAG and phase (or GD)
responses of the analog filter in the passband and increase the
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IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMSI: REGULAR PAPERS, VOL. 56, NO. 3, MARCH 2009
Fig. 3. Design results of Example 2. (Solid curves) Designed by the proposed method. (Dashed curves) Designed by the WISE method of [16].
TABLE III
MEASUREMENTS OF DESIGN RESULTS IN EXAMPLE 2
JIANG AND KWAN: IIR DIGITAL FILTER DESIGN WITH NEW STABILITY CONSTRAINT BASED ON AP
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Fig. 6. Design results of Example 3. (Solid curves) Designed by the proposed method. (Dashed curves) Designed by the WLS method with linearized AP-based
stability constraint of [15].
TABLE IV
MEASUREMENTS OF DESIGN RESULTS IN EXAMPLE 3
radius is chosen as
. The parameter
0.99994. The weighting function is set as
is selected as
otherwise.
, and
The initial point is also set as
. The proposed method takes 69 iterations to
reach the final solution. The maximum pole radius of the designed IIR filter is 0.9673. The MAG responses, phase errors,
and GDs of analog filter, designed IIR equalization and antialiasing filter, and cascaded system are shown in Fig. 8. We
also designed the filter under the same specifications by using
the GaussNewton method proposed in [14]. The maximum
pole radius of the obtained filter is 0.9810. All the peak and
errors of MAG and GD responses of designed IIR equalization
and antialiasing filters are summarized in Table V.
In [14], the Rouch theorem is employed to develop a stability
chosen with all
constraint. Given an initial denominator
its roots inside , then all denominators
Fig. 7. Values of
posed method.
(rqq
)
(43)
where
.
Note that initial denominator polynomials with roots outside ,
such as (40), cannot be used by the design processes which adopt
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IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMSI: REGULAR PAPERS, VOL. 56, NO. 3, MARCH 2009
Fig. 8. Design results of Example 4. (Solid curves) Cascaded system. (Dashed curves) Equalizer designed by the proposed method. (Dash-dotted curves) Analog
filter.
TABLE V
MEASUREMENTS OF DESIGN RESULTS IN EXAMPLE 4
constraint is deduced from AP, which is both sufficient and necessary for stability. Finally, the proposed stability constraint is
imposed on the whole frequency band, which greatly facilitates
the design progress. In order to incorporate it into the design
procedure, the similar reweighting technique is employed,
and the stability constraint is then combined with the iterative
procedure. If the iterative procedure converges and parameters
and
are appropriately selected, the stability constraint
can guarantee the stability of the designed filter. When the
maximum pole radius is given, by adjusting the parameter
, we can also control poles locations. The robustness and
effectiveness of the proposed approach have been demonstrated
in this paper by four numerical examples.
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