EE 434

Biomedical Signal
Processing

Lecture # 4
Course webpage:
http://www.iyte.edu.tr/~zubeyirunlu/teaching/ee434

Instructor: M. Zübeyir Ünlü

zubeyirunlu@iyte.edu.tr

March 13, 2008 Lecture # 4 1

 Digital Signal
Processing
A Review – Part 2

March 13, 2008 Lecture # 4 2

 Back To Fourier Transforms: DFT
„ DTFT is an important tool in digital signal
processing, as it provides the spectral content of a
discrete time signal

„ However, the computed spectrum, X(ω) is a continuous

function of ω, and therefore cannot computed using a
computer (the freqz function computes only an
approximation of the DTFT, not the actual DTFT)

„ We need a method to compute the spectral content of a

discrete time signal and have a spectrum – actually a
discrete function – so that it can be computed using a
digital computer
March 13, 2008 Lecture # 4 3
 Back To Fourier Transforms: DFT
„ A straightforward solution: Simply sample the
frequency variable ω of the DTFT in
frequency domain in the [0 2π] interval

„ If we want, say N points in the frequency domain,

then we divide ω in the [0 2π] interval into N
equal intervals

„ Then the discrete values of ω are 0, 2π/N,

2·2π/N, 3·2π/N, …, (N-1)·2π/N

March 13, 2008 Lecture # 4 4

 DFT Analysis
„ Definition - The simplest relation between a length-N
sequence x[n], defined for 0≤n≤N-1, and its DTFT
X(ω) is obtained by uniformly sampling X(ω) on the ω-
axis 0≤ω≤2π at ωk=2πk/N, 0 ≤k≤ N-1

„ From the definition of the DTFT we thus have

DFT analysis
equation

March 13, 2008 Lecture # 4 5

 Periodicity in DFT
„ DFT is periodic in both time and frequency domains!!!

„ Even though the original time domain sequence to be transformed is not periodic!

„ There are several ways to explain this phenomenon. Mathematically , we can

easily show that both the analysis and synthesis equations are periodic by N

„ Now, understanding that DFT is periodic in frequency domain is

straightforward: DFT is obtained by sampling DTFT at 2π/N intervals. Since
DTFT was periodic with 2π Æ DFT is periodic by N

„ This can also be seen easily from the complex exponential wheel. Since there are
only N vectors around a unit circle, the transform will repeat
itself every N points

„ But what does it mean that DFT is also periodic in time

domain?
March 13, 2008 Lecture # 4 6
 Periodicity in DFT
„ Recall how we obtained the frequency spectrum of a sampled signal:

„ The spectrum of the sampled signal was identical to that of the continuous signal,
except, with periodically replications of itself every 2π

„ That is, sampling the signal in time domain, caused the frequency domain to be
periodic with 2π

„ In obtaining DFT, we did the opposite: sample the frequency domain

„ From the duality of the Fourier transform, this corresponds to making the time
domain periodic

„ However, the original signal was not periodic!

„ This is an artifact of the mathematical manipulations.

March 13, 2008 Lecture # 4 7

 Periodicity in DFT
„ Here is what is happening:

„ When we sample the DTFT in frequency domain, the

resulting “discrete spectrum” is not spectrum of the
original discrete signal. Rather, the sampled spectrum is in
fact the spectrum of a time domain signal that consists of
periodically replicated versions of the original discrete
signal

„ Similar to sampling theorem, under rather mild conditions, we

can reconstruct the DTFT X(ω), from its DFT samples X[k].
More on this later!

March 13, 2008 Lecture # 4 8

 In Matlab
„ In Matlab, the fft() computes DFT using a fast algorithm, called Fast Fourier transform (FFT)

„ X = fft(x) returns the discrete Fourier transform (DFT) of vector X, computed with a fast
Fourier transform (FFT) algorithm

„ If x is a matrix, fft returns the Fourier transform of each column of the matrix. In this case, the length of
X and the length of x are identical

„ X = fft(x,N) returns the N-point DFT. If the length of X is less than N, X is padded with trailing zeros
to length N. If the length of X is greater than N, the sequence X is truncated

„ The N points returned by fft corresponds to frequencies in the [0 2π] range, equally spaced with an
interval of 2π/N

„ Note that the Nth FFT point corresponds to 2π, which in turn corresponds to the sampling frequency

„ If x[n] is real, X[k] is symmetric. Using the fftshift() function shifts the center of symmetry so that the
FFT is given in the [-π to π] interval, rather then [0 2π]

„ X=ifft(X,N) returns the N-point inverse discrete Fourier transform

March 13, 2008 Lecture # 4 9
 Back to Example
„ Let’s show that
„ DFT is indeed the sampled version of DTFT and
„ DFT and FFT produce identical results

n=0:31; k=0:31;
x=0.9.^n;
w=linspace(0, 2*pi, 512);
K=linspace(0, 2*pi, 32);
X1=1./(1-0.9*exp(-j*w)); % DTFT
X2=(1-(0.9*exp(-j*(2*pi/32)*k)).^32)./
(1-0.9*exp(-j*(2*pi/32)*k)); %DFT
X=fft(x); %FFT
subplot(311)
plot(w, abs(X1)); grid
subplot(312)
stem(K, abs(X2), 'r', 'filled'); grid
subplot(313)
stem(K, abs(X), 'g', 'filled'); grid

March 13, 2008 Lecture # 4 10

 The Z-Transform
„ A generalization of the DTFT leads to the z-transform that may exist for many
signals for which the DTFT does not

„ DTFT is in fact a special case of the z-transform

• …just like the Fourier transform is a special case of _____________(?)

„ Furthermore, the use of the z-transform allows simple algebraic expressions to

be used which greatly simplifies frequency domain analysis

„ Digital filters are designed, expressed, applied and represented in terms of the
z-transform

„ For a given sequence x[n], its z-transform X(z) is defined as

where z lies in the complex

space, that is, z=a+jb=rejω
March 13, 2008 Lecture # 4 11
 ZÅÆDTFT
„ From the definition of the z-variable

„ It follows that the DTFT is indeed a special case of the z-transform, specifically,
z-transform reduces to DTFT for the special case of r=1, that is, |z|=1, provided
that the latter exists

„ The contour |z|=1 is a circle in the z-plane of unit radius Æ the unit circle

„ Hence, the DTFT is really the z-transform evaluated on the unit circle

„ Just like the DTFT, z-transform too has its own, albeit less restrictive, convergence
requirements, specifically, the infinite series must converge

„ For a given sequence, the set R of values of z for which its z-transform converges
is called the region of convergence (ROC)
March 13, 2008 Lecture # 4 12
 Examples
„ Determine the z-transform and the corresponding ROC of the causal sequence
x[n]=αnu[n]

This power (geometric) series converges to

Æ ROC is the annular region |z| > |a|

March 13, 2008 Lecture # 4 13

 Examples
„ Now consider the anti-causal sequence

ROC is the annular region |z| < |α|

„ The z-transforms of the two sequences αnu[n] and -
αnu[-n-1] are identical even though the two parent
sequences are different
„ Only way a unique sequence can be associated with a
z-transform is by specifying its ROC
„ This is a left-sided sequence, which has an ROC
that is inside of a circular area!
March 13, 2008 Lecture # 4 14
 Some Observations
„ If the two sequences x[n] and y[n] denote the impulse responses of a system (digital
filter), then their z-transforms represent the transfer functions of these systems

„ Both transfer functions have a pole at z=α, which make the transfer function
asymptotically approach to infinity at this value. Therefore, z=α is not included in
either of the ROCs

„ The circle with the radius of α is called the pole circle. A system may have many
poles, and hence many pole circles

„ For right sided sequences, the ROC extend outside of the outermost pole circle,
whereas for left sided sequences, the ROC is the inside of the innermost pole circle

„ For two-sided sequences, the ROC will be the intersection of the two ROC areas
corresponding to the left and right sides of the sequence

„ Since DTFT is the z-transform evaluated on the unit circle, that is for z=ejω,
DTFT of a sequence exists if and only if the ROC includes the unit circle!
March 13, 2008 Lecture # 4 15
 Rational z-Transforms
„ The z-transforms of LTI systems can be expressed as a ratio of
two polynomials in z-1, hence they are rational transforms

„ Starting with the constant coefficient linear difference equation

representation of an LTI system:

March 13, 2008 Lecture # 4 16

 Rational z-Transforms
„ A rational z-transform can be alternately written in factored form as

„ At a root z=ζℓ of the numerator polynomial H(ζℓ)=0, and as a result, these values of z are
known as the zeros of H(z)

„ At a root z=pℓ of the denominator polynomial H(pℓ) Æ ∞, and as a result, these values of z
are known as the poles of H(z)

„ Note that H(z) has M finite zeros and N finite poles

„ If N > M there are additional N-M zeros at z = 0 (the origin in the z-plane)

„ If N < M there are additional M-N poles at z = 0

„ Why is this important?

„ As we will see later, a digital filter is designed by placing appropriate number of zeros at the
frequencies (z-values) to be suppressed, and poles at the frequencies to be amplified!

March 13, 2008 Lecture # 4 17

 Stability & ROC
In terms of Zeros and Poles
„ Recall that for a system to be causal, its impulse response must satisfy h[n]=0, n<0, that is
for a causal system, the impulse response is right sided. Based on this, and our previous
observations, we can make the following important conclusions:

„ The ROC of a causal system extends outside of the outermost pole circle

„ The ROC of an anticausal system (whose h[n] is purely left-sided) lies inside of the
innermost pole circle

„ The ROC of a noncausal system (whose h[n] two-sided) is bounded by two different pole
circles

„ For a system to be stable, its h[n] must be absolutely summable Æ An LTI system is
stable, if and only if the ROC of its transfer function H(z) includes the unit circle!

„ A causal system’s ROC lies outside of a pole circle. If that system is also stable, its ROC
must include unit circle Æ Then a causal system is stable, if and only if, all poles are inside
the unit circle! Similarly, an anticausal system is stable, if and only if its poles lie outside
the unit circle.

„ An FIR filter is always stable, why?

March 13, 2008 Lecture # 4 18
 An Example
„ Consider the M-point moving-average FIR filter with an impulse
response

„ Observe the following

„ The transfer function has M zeros on the
unit circle at , z=ej2πk/M, 0 ≤ k ≤ M-1
„ There are M-1 poles at z = 0 and a single
pole at z = 1
„ The pole at z = 1 exactly cancels the zero
at z = 1
„ The ROC is the entire z-plane except
z=0
March 13, 2008 Lecture # 4 19
 Moving Average Filter
%h1=1/5* [1 1 1 1 1];
%h2=1/9 * [1 1 1 1 1 1 1 1 1];

b1=1/5*[1 1 1 1 1]; a1=1;

b2=1/9*[1 1 1 1 1 1 1 1 1]; a2=1;

[H1 w]=freqz(b1, 1, 512);

[H2 w]=freqz(b2, 1, 512);

subplot(221)
plot(w/pi, abs(H1)); grid
title('Transfer Function of 5 point MAF')
subplot(222)
zplane(b1,a1);
title('Pole-zero plot of 5 point MAF')
subplot(223)
plot(w/pi, abs(H2)); grid
title('Transfer Function of 9 point MAF')
subplot(224)
zplane(b2,a2);
title('Pole-zero plot of 9 point MAF')
March 13, 2008 Lecture # 4 20
 Ideal Filter
„ An ideal filter is a digital filter designed to pass signal components of
certain frequencies without distortion, which therefore has a
frequency response equal to 1 at these frequencies, and has a frequency
response equal to 0 at all other frequencies

„ The range of frequencies where the frequency response takes the value
of one is called the passband

„ The range of frequencies where the frequency response takes the value
of zero is called the stopband

„ The transition frequency from a passband to stopband region is called

the cutoff frequency

„ Note that an ideal filter cannot be realized. Why?

March 13, 2008 Lecture # 4 21
 Ideal Filters
„ The frequency responses of four common ideal filters in the [-π π] range are

March 13, 2008 Lecture # 4 22

 Ideal Filters
„ Recall that the DTFT of a rectangular pulse is a sinc function

„ From the duality theorem, the inverse DTFT of a rectangular pulse

is also a sinc function. Since the ideal (lowpass) filter is of
rectangular shape, its impulse response must be of sinc

March 13, 2008 Lecture # 4 23

 Ideal Filters
„ We note the following about the impulse response of an ideal filter

„ hLP[n] is not absolutely summable

„ The corresponding transfer function is therefore not BIBO stable

„ hLP[n] is not causal, and is of doubly infinite length

„ The remaining three ideal filters are also characterized by doubly infinite,
noncausal impulse responses and also are not absolutely summable

„ Thus, the ideal filters with the ideal brick wall frequency
responses cannot be realized with finite dimensional LTI filter

March 13, 2008 Lecture # 4 24

 Realizable Filters
„ In order to develop a stable and realizable
filter transfer function

„ The ideal frequency response

specifications are relaxed by including a
transition band between the passband and
the stopband

„ This permits the magnitude response to

decay slowly from its maximum value in
the passband to the zero value in the
stopband

„ Moreover, the magnitude response is

allowed to vary by a small amount both in
the passband and the stopband

„ Typical magnitude response specifications

of a lowpass filter therefore looks like Æ

March 13, 2008 Lecture # 4 25

 Types of Transfer Functions
„ So far we have seen transfer functions characterized primarily according to their

„ Impulse response length (FIR / IIR)

„ Magnitude spectrum characteristics (LPF, HPF, BPF, BSF)

„ A third classification of a transfer function is with respect to its phase characteristics

„ Zero phase

„ Linear phase

„ Generalized linear phase

„ Non-linear phase

„ Recall that the phase spectrum tells us _________________________

„ In many applications, it is necessary that the digital filter designed does not distort the phase
of the input signal components with frequencies in the passband
March 13, 2008 Lecture # 4 26
 Phase and Group Delay
„ A frequency selective system (filter) with frequency response
H(ω)=|H(ω)|∠H(ω) = |H(ω)|ejθ(ω) changes the amplitude of all
frequencies in the signal by a factor of |H(ω)|, and adds a phase of
θ(ω) to all frequencies

„ Note that both the amplitude change and the phase delay are functions of ω

„ The phase θ(ω) is in terms of radians, but can be expressed in terms of time,
which is called the phase delay. The phase delay at a particular frequency ω0
is given as

Compare this to the

phase delay in cont.
time

March 13, 2008 Lecture # 4 27

 Phase and Group Delay
„ If an input system consists of many frequency components (which most
practical signals do), then we can also define group delay, the phase
shift by which the envelope of the signal shifts. This can also be
considered as the average phase delay – in seconds – of the filter as a
function of frequency, given by

March 13, 2008 Lecture # 4 28

 Zero-Phase Filters
„ One way to avoid any phase distortion is to make sure the
frequency response of the filter does not delay any of the
spectral components. Such a transfer function is said to have a
zero – phase characteristic

„ A zero – phase transfer function has no phase component, that

is, the spectrum is purely real (no imaginary component) and
non-negative

„ However, it is NOT possible to design a causal digital filter with

a zero phase. Why?

„ Hint: What do we need in the impulse response to ensure that the

frequency response is real and non-negative?
March 13, 2008 Lecture # 4 29
 Zero-Phase Filters
„ Now, for non-real-time processing of real-valued input signals of finite length,
zero-phase filtering can be implemented by relaxing the causality requirement

„ A zero-phase filtering scheme can be obtained by the following procedure:

„ Process the input data (finite length) with a causal real-coefficient filter H(z).

„ Time reverse the output of this filter and process by the same filter.

„ Time reverse once again the output of the second filter

March 13, 2008 Lecture # 4 30

 Linear Phase
„ Note that a zero-phase filter cannot implemented for real-time applications.
Why?

„ For a causal transfer function with a nonzero phase response, the phase
distortion can be avoided by ensuring that the transfer function has (preferably)
a unity magnitude and a linear-phase characteristic in the frequency band of
interest

„ Note that this phase characteristic is linear for all ω in [0 2π].

„ Recall that the phase delay at any given frequency ω0 was

„ If we have linear phase, that is, θ(ω)=-αω, then the total delay at
any frequency ω0 is τ0 = -θ(ω0)/ ω0 = -αω0/ω0 = α

„ Note that this is identical to the group delay dθ(ω)/dω evaluated at ω0

March 13, 2008 Lecture # 4 31
 What is The Big Deal?
„ The deal is huge!

„ If the phase spectrum is linear, then the phase delay is

independent of the frequency, and it is the same constant α for all
frequencies

„ In other words, all frequencies are delayed by α seconds, or

equivalently, the entire signal is delayed by α seconds

„ Since the entire signal is delayed by a constant amount, there is no

distortion!

„ If the filter does not have linear phase, then different frequency
components are delayed by different amounts, causing significant
distortion
March 13, 2008 Lecture # 4 32
 Linear Phase Filters
„ It is typically impossible to design a linear phase IIR filter, however,
designing FIR filters with precise linear phase is very easy:

„ Consider a causal FIR filter of length M+1 (order M)

„ This transfer function has linear phase, if its impulse response h[n] is either
symmetric

or anti-symmetric

March 13, 2008 Lecture # 4 33

 Linear Phase Filters
„ There are four possible scenarios: filter length even or odd, and
impulse response is either symmetric or antisymmetric

March 13, 2008 Lecture # 4 34

 An Example – Matlab Demo
h1=[1 2 3 4 3 2 1]; % FIR 1 %Plot the zero - pole plots
h2=[1 2 3 4 4 3 2 1]; % FIR 2 figure
h3=[-1 -2 -3 0 3 2 1]; %FIR 3 subplot(221)
h4=[-1 -2 -3 -4 4 3 2 1] ; % FIR 4 zplane(h1,1); grid
title('FIR 1')
[H1 w]=freqz(h1, 1, 512); [H2 w]=freqz(h2, 1, 512); subplot(222)
[H3 w]=freqz(h3, 1, 512); [H4 w]=freqz(h4, 1, 512); zplane(h2,1);grid
title('FIR 2')
% Plot the magnitude and phase responses subplot(223)
% in angular frequency from 0 to pi zplane(h3,1);grid
subplot(421); plot(w/pi, abs(H1));grid; ylabel('FIR 1') title('FIR 3')
subplot(422); plot(w/pi, unwrap(angle(H1)));grid; subplot(224)
subplot(423); plot(w/pi, abs(H2));grid; ylabel('FIR 2') zplane(h4,1);grid
subplot(424); plot(w/pi, unwrap(angle(H2)));grid; title('FIR 4')
subplot(425); plot(w/pi, abs(H3));grid; ylabel('FIR 3')
subplot(426); plot(w/pi, unwrap(angle(H3)));grid;
subplot(427); plot(w/pi, abs(H4));grid
xlabel('Frequency, \omega/\pi'); ylabel('FIR 4')
subplot(428); plot(w/pi, unwrap(angle(H4)));grid
xlabel('Frequency, \omega/\pi')

lin_phase_demo2.m
March 13, 2008 Lecture # 4 35
 Zeros & Poles of An FIR Filter
Example

March 13, 2008 Lecture # 4 36

 Filter Design
„ Objective: Obtain a realizable transfer function H(z) approximating a desired
frequency response

„ Digital filter design is the process of deriving this transfer function

„ Typically magnitude (and sometimes phase) response of the desired filter is specified.

„ Recall that there are four basic types of ideal digital filter, based on magnitude response

March 13, 2008 Lecture # 4 37

 Filter Specifications
„ |H(ejω)| ≈ 1, with an error
±δp in the passband, i.e.,

„ |H(ejω)| ≈ 0, with an error

±δs in the stopband, i.e.,

„ ωp - passband edge frequency

„ ωs - stopband edge frequency
„ δp - peak ripple value in the passband
„ δs - peak ripple value in the stopband

„ We will assume that we are dealing with filters with real coefficients, hence the
frequency response is periodic with 2π, and symmetric around 0 and π
March 13, 2008 Lecture # 4 38
 Filter Specifications
„ Filter specifications are often given in
decibels, in terms of loss of gain:

with peak pass and minimum stopband

ripple

„ Magnitude specs can also be given in a

normalized form, where the max. passband
value is normalized to “1” (0 dB). Then, we
have max. passband deviation and max.
stopband magnitude

March 13, 2008 Lecture # 4 39

 Remember!
„ The following must be taken into consideration in making filter selection
„ H(z) satisfying the frequency response specifications must be causal and stable
(poles_______________, ROC includes_____________, h[n] _______-sided)
„ If the filter is FIR, then H(z) is a polynomial in z-1 with real coefficients

„ If linear phase is desired, the filter coefficients h[n] (also the impulse response)
must satisfy symmetry constraints: h[n] = ±h[M-n]
„ For computational efficiency, the minimum filter order M that satisfies design
criteria must be used
„ If the filter is IIR, then H(z) is a real rational function of z-1

„ Stability must be ensured!

„ Minimum (M,N) that satisfies the design criteria must be used
March 13, 2008 Lecture # 4 40
 FIR or IIR?
„ Several advantages to both FIR and IIR type filters
„ Advantages of FIR filters (disadvantages of IIR filters):
„ Can be designed with exact linear phase
„ Filter structure always stable with quantized coefficients
„ The filter startup transients have finite duration

„ Disadvantages of FIR filters (advantage of IIR filters)

„ Order of an FIR filter is usually much higher than the order of an equivalent IIR filter
meeting the same specifications Æ higher computational complexity
„ In fact, the ratio of orders of a typical IIR filter to that of an FIR filter is in the order of
tens

„ The nonlinear phase of an IIR filter can be minimized using an appropriate allpass
filter, however, by that time the computational advantage of IIR is lost
„ However, in most applications that does not require real-time operation, phase is
not an issue. Why…?
March 13, 2008 Lecture # 4 41
 Basic Design Approaches
„ IIR filter design:
1. Convert the digital filter specifications into an analog prototype lowpass filter
specifications
2. Determine the analog lowpass filter transfer function |H(Ω)|
3. Transform |H(Ω)| into the desired digital transfer function H(z)
„ Analog approximation techniques are highly advanced
„ They usually yield closed-form solutions
„ Extensive tables are available for analog filter design
„ Many applications require digital simulation of analog systems

„ FIR filter design is based on a direct approximation of the specified magnitude

response, with the often added requirement that the phase be linear (or
sometimes, even minimum)
„ The design of an FIR filter of order M may be accomplished by finding either the
length-(M+1) impulse response samples of h[n] or the (N+1) samples of its frequency
response H(ω)
March 13, 2008 Lecture # 4 42
 FIR Filter Design
„ Let’s start with the ideal lowpass filter
„ We know that there are two problems with this filter: infinitely long, and it is non-causal

March 13, 2008 Lecture # 4 43

 FIR Filter Design

March 13, 2008 Lecture # 4 44

 FIR Filter Design
„ This is the basic, straightforward approach to FIR filter design:
„ Start with an ideal filter that meets the design criteria, say a filter H(ω)
„ Take the inverse DTFT of this H (ω) to obtain h[n]
„ This h[n] will be double infinitely long, and non-causal Æ unrealizable

„ Truncate using a window, say a rectangle, so that M+1 coefficients of h[n] are
retained, and all the others are discarded
„ We now have a finite length (order M) filter, ht[n], however, it is still non-causal

„ Shift the truncated h[n] to the right (i.e., delay) by M/2 samples, so that the
first sample now occurs at n=0
„ The resulting impulse response, ht[n-M/2] is a causal, stable, FIR filter, which has
an almost identical magnitude response and a phase factor or e-jM/2 compared to
the original filter, due to delay introduced

March 13, 2008 Lecture # 4 45

 FIR (LowPass) Filter Design

March 13, 2008 Lecture # 4 46

 FIR (HighPass) Filter Design

March 13, 2008 Lecture # 4 47

 However...

March 13, 2008 Lecture # 4 48

 Gibbs Phenomenon
„ Truncating the impulse response of an ideal
filter to obtain a realizable filter, creates
oscillatory behavior in the frequency domain
„ The Gibbs Phenomenon

„ We observe the following:

„ As M↑, the number of ripples ↑ however, ripple
widths ↓
„ The height of the largest ripples remain
constant, regardless of the filter length
„ As M↑, the height of all other ripples ↓
„ The main lobe gets narrower as M↑, that is, the
drop-off becomes sharper
„ Similar oscillatory behavior can be seen in all
types of truncated filters

March 13, 2008 Lecture # 4 49

 Effect of Filter Length

March 13, 2008 Lecture # 4 50

 FIR Filter Design
Using Windows
„ Here’s what we want:
„ Quick drop off Æ Narrow transition band
„ Narrow main lobe Conflicting requirements
„ Increased stopband attenuation
„ Reduce the height of the side-lobe which causes the ripples
„ Reduce Gibb’s phenomenon (ringing effects, all ripples)
„ Minimize the order of the filter
„ Gibb’s phenomenon can be reduced (but not eliminated) by using
a smoother window that gently tapers off zero, rather then the
brick wall behavior of the rectangular filter
„ Several window functions are available, which usually trade-off main-lobe
width and stopband attenuation
„ Rectangular window has the narrowest main-lobe width, but poor side-lobe
attenuation
„ Tapered window causes the height of the sidelobes to diminish, with a
corresponding increase in the main lobe width resulting in a wider transition
at the cutoff frequency
March 13, 2008 Lecture # 4 51
 Commonly Used Windows

March 13, 2008 Lecture # 4 52

 Fixed Window Functions
„ All windows shown so far are fixed window functions
„ Magnitude spectrum of each window characterized by a main lobe
centered at ω = 0 followed by a series of sidelobes with decreasing
amplitudes
„ Parameters predicting the performance of a window in filter design are:
„ Main lobe width (∆ML) : the distance b/w nearest zero-crossings on both sides
or transition bandwidth (∆ω=ωs – ωp)
„ Relative sidelobe level (Asl): difference in dB between the amp. of the largest
sidelobe and the main lobe
(or sidelobe attenuation (αs) )

„ For a given window, both

parameters all completely
determined once the filter order
M is set

March 13, 2008 Lecture # 4 53

 Fixed Window Functions

„ How to design:
„ Set
„ Choose window type based on the specified sidelobe attenuation (Asl) or
minimum stopband attenuation (αs)
„ Choose M according to the transition band width (∆ω) and/or mainlobe width
(∆ML ). Note that this is the only parameter that can be adjusted for fixed
window functions. Once a window type and M is selected, so are Asl, αs, and ∆ML
„ Ripple amplitudes cannot be custom designed
„ Adjustable windows have a parameter that can be varied to trade-off between
main-lobe width and side-lobe attenuation
March 13, 2008 Lecture # 4 54
 Kaiser Window
„ The most popular adjustable window

where β is an adjustable parameter to trade-off between the main

lobe width and sidelobe attenuation, and I0{x} is the modified
zeroth-order Bessel function of the first kind:

In practice, this infinite series can be computed for a finite

number of terms for a desired accuracy. In general, 20 terms is
adequate

March 13, 2008 Lecture # 4 55

 FIR Design
Using Kaiser Window
„ Given the following:
„ ωp - passband edge frequency and ωs - stopband edge frequency
„ δp - peak ripple value in the passband and δs - peak ripple value in the
stopband
„ Calculate:
1. Minimum ripple in dB:

2. Normalized transition bandwidth:

3. Window parameters:

March 13, 2008 Lecture # 4 56

 FIR Design
Using Kaiser Window
4. Filter length, M+1:

Design specs for

5. Determine the corresponding Kaiser window Kaiser window in
your book is different.
This one, while
may seem more
complicated is
actually easier to follow
6. Obtain the filter by multipling the ideal filter hI[n] with w[n]

March 13, 2008 Lecture # 4 57

 Example
„ Design an FIR filter with the following characteristics:

March 13, 2008 Lecture # 4 58

 Complete Cycle for FIR Filter
Design Using Windows
„ Depending on your specs, determine what kind of window you
would like to use
„ For all window types, except Kaiser, once you choose the window, the
only other parameter to choose is filter length M
„ For Kaiser window, determine M and beta, based on the specs using the
given expressions
„ Compute the window coefficients w[n] for the chosen window
„ Compute filter coefficients (taps)
„ Determine the ideal impulse response hI[n] from the given equations for
the type of magnitude response you need (lowpass, highpass, etc.)
„ Multiply window and ideal filter coefficients to obtain the realizable filter
coefficients (also called taps or weights): h[n]=hI[n].w[n]
„ Convolve your signal with the new filter coefficients
y[n]=x[n]*h[n]
March 13, 2008 Lecture # 4 Demo: FIR_window.m 59
 In Matlab
„ The following functions create N-point windows for the corresponding functions:
„ rectwin(N)  bartlett(N)
„ hamming(N)  kaiser(N, beta)
„ hanning(N)  blackman(N)
„ Try this: h=hamming(40); [H w]=freqz(h,1, 1024); plot(w, abs(H))
„ Compare for various windows. Also plot gain in dB
„ The function window window design and analysis tool provides a GUI to
custom design several window functions
„ The function fdatool filter design and analysis tool provides a GUI to custom
design several types of filters from the given specs
„ The function sptool signal processing tool, provides a GUI to custom design,
view and apply to custom created signals. It also provides a GUI for spectral
analysis

March 13, 2008 Lecture # 4 60

 Filter Design & Analysis Tool

March 13, 2008 Lecture # 4 61

fir1 FIR filter design using the window method
In Matlab: fir1
b = fir1(N,Wn) designs an N'th order lowpass FIR digital filter and returns the filter coefficients in length
N+1 vector B. The cut-off frequency Wn must be between 0 < Wn < 1.0, with 1.0 corresponding to half the
sample rate. The filter B is real and has linear phase. The normalized gain of the filter at Wn is -6 dB.

b = fir1(N,Wn,'high') designs an N'th order highpass filter. You can also use b = fir1(N,Wn,'low') to
design a lowpass filter.

If Wn is a two-element vector, Wn = [W1 W2], FIR1 returns an order N bandpass filter with passband W1 <
W < W2. You can also specify b = fir1(N,Wn,'bandpass'). If Wn = [W1 W2], b = fir1(N,Wn,'stop') will
design a bandstop filter.

If Wn is a multi-element vector, Wn = [W1 W2 W3 W4 W5 ... WN], FIR1 returns an order N multiband

filter with bands 0 < W < W1, W1 < W < W2, ..., WN < W < 1.

b = fir1(N,Wn,'DC-1') makes the first band a passband.

b = fir1(N,Wn,'DC-0') makes the first band a stopband.

b = fir1(N,Wn,WIN) designs an N-th order FIR filter using the N+1 length vector WIN to window the
impulse response. If empty or omitted, FIR1 uses a Hamming window of length N+1. For a complete list of available
windows, see the help for the WINDOW function. If using a Kaiser window, use the following
b = fir1(N,Wn,kaiser(n+1,beta))
March 13, 2008 Lecture # 4 62
„ Here is the complete procedure:
In Matlab
„ Obtain the specs: Cutoff frequency, passband and stopband edge frequencies, allowed
maximum ripple, filter order
„ Note that you do not need filter order for Kaiser (to be determined), and you do
not need the edge frequencies and ripple amount for the others
„ Design the filter using the fir1() command. Default window is Hamming. For all
window types –except Kaiser – provide filter order N and normalized cutoff
frequency (between 0 and 1)
„ For Kaiser window, determine the beta and M manually from the given equations
before providing them to the fir1 command with kaiser as filter type
„ You can also use kaiserord() to estimate the filter order from
„ This gives you the “b” coefficients, or in other words, the impulse response h[n]
„ Use this filter with the filter() command as y=filter(b,a,x), where b are the
coefficients obtained from fir1(), a=1 since this is an FIR filter, x is the signal to be
filtered, and y is the filtered signal
„ OR, use sptool for the entire design cycle
March 13, 2008 Lecture # 4 Fir1_demo_chirp.m 63
 Frequency Selection Method: fir2
freq=[0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1]
amp=[0 0.5 1 0.8 0.6 0 0.5 0.5 1 0 0]

b=fir2(100, freq, amp, 1024);

subplot(211)
[H w]=freqz(b, 1, 1024);
plot(w/pi, abs(H)); hold on
plot(freq, amp, 'r*')
grid
xlabel('Frequency, \omega/\pi')
title(' Magnitude response of the filter and the
corresponding points')
subplot(212)
plot(w/pi, unwrap(angle(H)));
xlabel('Frequency, \omega/\pi')
title(' Phase response of the designed filter')
grid

You will need to determine the filter order by trial and error. You may need higher orders if
your specified points require a sharp transition
March 13, 2008 Lecture # 4 64
 IIR Filter Design
„ Bilinear transformation for analog ÅÆ digital domains
„ Analog IIR filter design
„ Butterworth approximation and Matlab implementation
„ Chebyshev approximation and Matlab implementation
„ Elliptic filters
„ Bessel filters
„ Traditionally, these filters are first designed in the analog domain, and then
converted into digital domain using bilinear transformation, but today they can be
designed directly in the digital domain
„ Spectral transformations
„ Analog – to – analog transformations
„ Digital – to – digital transformations
„ Direct IIR filter design
March 13, 2008 Lecture # 4 65
 In Matlab
„ Yes, you guessed it right, Matlab has several functions:

buttord Butterworth filter order selection.

[N, Wn] = buttord(Wp, Ws, Rp, Rs) returns the order N of the lowest
order digital Butterworth filter that loses no more than Rp dB in the
passband and has at least Rs dB of attenuation in the stopband. Wp and
Ws are the passband and stopband edge frequencies, normalized from 0
to 1 (where 1 corresponds to pi radians/sample)

buttord() also returns Wn, the Butterworth natural frequency (or, the "3
dB frequency") to use with butter() to achieve the desired specs

[N, Wn] = buttord(Wp, Ws, Rp, Rs, 's') does the computation for an
analog filter, in which case Wp and Ws are in radians/second. Note that
for analog filter design Wn is not restricted to the [0 1] range. When Rp is
chosen as 3 dB, the Wn in butter() is equal to Wp in buttord()
March 13, 2008 Lecture # 4 66
 butter() Butterworth digital and analog filter design
In Matlab
[B,A] = butter(N,Wn) designs an Nth order lowpass digital Butterworth filter and
returns the filter coefficients in length N+1 vectors B (numerator) and A (denominator).
The coefficients are listed in descending powers of z. The cutoff frequency Wn must be
0.0 < Wn < 1.0, with 1.0 corresponding to half the sample rate. If Wn is a two-element
vector, Wn = [W1 W2], butter() returns an order 2N bandpass filter with passband W1 <
W < W2

[B,A] = butter(N,Wn,'high') designs a highpass filter

[B,A] = butter(N,Wn,'stop') is a bandstop filter if Wn = [W1 W2]

When used with three left-hand arguments, as in [Z,P,K] = butter(...), the zeros and poles
are returned in length N column vectors Z and P, and the gain in scalar K

butter(N,Wn,'s'), butter(N,Wn,'high','s') and butter (N,Wn,'stop','s') design analog

Butterworth filters. In this case, Wn is in [rad/s] and it can be greater than 1.0

March 13, 2008 Lecture # 4 67

 In Matlab
bilinear() Bilinear transformation with optional frequency prewarping.

[Zd,Pd,Kd] = bilinear(Z,P,K,Fs) converts the s-domain transfer function

specified by Z, P, and K to a ztransform discrete equivalent obtained from the
bilinear transformation:
H(z) = H(s)|s = 2*Fs*(z-1)/(z+1)
where column vectors Z and P specify the zeros and poles, scalar K specifies the
gain, and Fs is the sampling frequency in Hz. If normalized Ts=2 is used, then
Fs=0.5.

[NUMd,DENd] = bilinear (NUM,DEN,Fs), where NUM and DEN are row

vectors containing numerator and denominator transfer function coefficients,
NUM(s)/DEN(s), in descending powers of s, transforms to z-transform
coefficients NUMd(z)/DENd(z).

Each form of bilinear() accepts an optional additional input argument that

specifies prewarping. For example, [Zd,Pd,Kd] = bilinear Z,P,K,Fs,Fp) applies
prewarping before the bilinear transformation so that the frequency responses
before and after mapping match exactly at frequency point Fp (match point Fp is
specified in Hz)
March 13, 2008 Lecture # 4 68
cheby1() Chebyshev Type I digital and analog filter design.
In Matlab
cheby2() Chebyshev Type II digital and analog filter design.

[B,A] = cheby1(N,R,Wn) designs an Nth order type I lowpass digital Chebyshev filter with R decibels
of peak-to-peak ripple in the passband. cheby1 returns the filter coefficients in length N+1 vectors B
(numerator) and A (denominator). The cutoff frequency Wn must be 0.0 < Wn < 1.0, with 1.0
corresponding to half the sample rate. Use R=0.5 as a starting point, if you are unsure about choosing R

[B,A] = cheby2(N,R,Wn) designs an Nth order type II lowpass digital Chebyshev filter with the
stopband ripple R decibels down and stopband edge frequency Wn. cheby2() returns the filter
coefficients in length N+1 vectors B (numerator) and A (denominator). The cutoff frequency Wn must be
0.0 < Wn < 1.0, with 1.0 corresponding to half the sample rate. Use R = 20 as a starting point, if you are
unsure about choosing R

If Wn is a two-element vector, Wn = [W1 W2], cheby1 returns an order 2N bandpass filter with passband
W1 < W < W2.
[B,A] = cheby1 (N,R,Wn,'high') designs a highpass filter.
[B,A] = cheby1(N,R,Wn,'stop') is a bandstop filter if Wn = [W1 W2].

When used with three left-hand arguments, as in [Z,P,K] = cheby1(…), the zeros and poles are returned
in length N column vectors Z and P, and the gain in scalar K.

cheby1(N,R,Wn,'s'), cheby1(N,R,Wn,'high','s'), cheby1(N,R,Wn,'stop','s') design analog

Chebyshev Type I filters. In this case, Wn is in [rad/s] and it can be greater than 1.0

March 13, 2008 Lecture # 4 69

 In Matlab
cheb1ord() Chebyshev Type I filter order selection.
cheb2ord() Chebyshev Type II filter order selection.

[N, Wn] = cheb1ord(Wp, Ws, Rp, Rs) returns the order N of the lowest order digital
Chebyshev Type I filter that loses no more than Rp dB in the passband and has at least Rs
dB of attenuation in the stopband. Wp and Ws are the passband and stopband edge
frequencies, normalized from 0 to 1 (where 1 corresponds to π rad/sample.). For example,
Lowpass: Wp = .1, Ws = .2 Highpass: Wp = .2, Ws = .1 (note the reversal of freq.)
Bandpass: Wp = [.2 .7], Ws = [.1 .8] Bandstop: Wp = [.1 .8], Ws = [.2 .7]

cheb1ord() also returns Wn, the Chebyshev natural frequency to use with cheby1() to
achieve the specifications.

[N, Wn] = cheb1ord(Wp, Ws, Rp, Rs, 's') does the computation for an analog filter, in
which case Wp and Ws are in radians/second.

If designing an analog filter, use bilinear() to convert the analog filter coeff. to digital
filter coeff.

March 13, 2008 Lecture # 4 70

 Direct Design
„ The described techniques are the classic analog and digital filter
design techniques that have been traditionally used
„ Several numeric and recursive (iterative) optimization techniques
are also available that allow us to design IIR filters directly by
approximating the desired frequency response with an appropriate
transfer function
„ A definite advantage of such optimization techniques is that they
are no longer restricted to standard filter types, such as the
lowpass, highpass, bandpass or bandstop
„ Arbitrary filter shapes can be easily designed
„ One example is the yulewalk() function in matlab, which is the IIR
counterpart of the remez() and fir2() functions used for FIR filter design

March 13, 2008 Lecture # 4 71

freq=[0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1]
yulewalk vs. fir2
amp=[0 0.5 1 0.8 0.6 0 0.5 0.5 1 0 0]
[b1 a1]=yulewalk(25, freq, amp);
iir vs. fir
b2=fir2(100, freq, amp, 1024);
subplot(221)
[H1 w]=freqz(b1, a1, 1024);
[H2 w]=freqz(b2, 1, 1024);
plot(w/pi, abs(H1)); hold on
plot(freq, amp, 'r*'); grid
xlabel('Frequency, \omega/\pi')
title(' Yulewalk: Magnitude response ')
subplot(222)
plot(w/pi, unwrap(angle(H1))); grid
xlabel('Frequency, \omega/\pi')
title(' Phase response of the designed filter')
subplot(223)
plot(w/pi, abs(H2)); hold on
plot(freq, amp, 'r*'); grid
xlabel('Frequency, \omega/\pi')
title(' Fir2: Magnitude response')
subplot(224)
plot(w/pi, unwrap(angle(H2))); grid
xlabel('Frequency, \omega/\pi')
title(' Phase response of the designed filter') Compare filter orders and phase responses !!!
March 13, 2008 Lecture # 4 72