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Digital Signal Processing Fall 1992 Optimal FIR Filter Design Hossein Sameti Department of Computer Engineering Sharif University of Technology Definition of generalized linearphase GLP ID: 207216

problem hossein sharif computer hossein problem computer sharif university technology eng dept sameti filter optimal alternations algorithm polynomial alternation

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Slide1

CE 40763Digital Signal ProcessingFall 1992Optimal FIR Filter Design

Hossein SametiDepartment of Computer Engineering Sharif University of TechnologySlide2

Definition of generalized linear-phase (GLP):Let’s focus on Type I FIR filter:Optimal FIR filter design

2

It can be shown that

(L+1)

unknown parameters

a(n)

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide3

Problem statement for optimal FIR filter design3

Given

determine coefficients of

G(

ω

)

(i.e.

a(n)

)

such that

L

is

minimized (minimum length of the filter).

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide4

G(ω) is a continuous function of ω and is as many times differentiable as we want.How many local extrema (min/max) does G(ω) have in the range ?In order to answer the above question, we have to write cos(ωn) as a sum of powers of cos(

ω).Observations on G(ω)

4

:

sum

of powers of

cos

(

ω

)

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide5

5Observations on G(ω

)

Find extrema

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide6

6

Observations on G(ω)

Polynomial of degree

L-1

Maximum of

L-1

real

zeros

Max. total number of real zeros:

L+1

Conclusion

: The maximum number of real zeros for

(derivative of the frequency

response of type I FIR filter) is

L+1

,

where

(

N

is the number of taps).

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide7

Problem Statement for optimal FIR filter design7

Given

determine coefficients of

G(

ω

)

(i.e.

a(n)

)

such that

L

is

minimized (minimum length of the filter).

Problem A

Problem B

Problem C

Problem A

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide8

Problem B8

Given

determine coefficients of

G(

ω

)

(i.e.

a(n)

) such that

is

minimized

.

Compute

Guess

L

Algorithm

B

Increase

L

by 1

Decrease

L

by 1

Yes

Stop!Slide9

9Problem C

Define

F

as a union of closed intervals in

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide10

10Problem C

where

W

is a positive weighting function

Desired frequency response

Find

a(n)

to minimize

(same assumption as Problem B)Slide11

We start by showing thatProblem C= Problem B?11

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide12

Problem C= Problem B?12

By definition:

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide13

Problem C= Problem B?13

By definition:

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide14

Problem C= Problem B?14

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide15

Problem C= Problem B?15

in Problem C

in Problem BSlide16

Conclusion:Problem C= Problem B?16

Find

a(n)

such that is

minimized

.

Problem B:

Find

a(n)

such that is

minimized

.

Problem C:

Problem B= Problem C

Problem A= Problem C

We now try to solve Problem C.

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide17

Assumptions:F: union of closed intervalsG(x) to be a polynomial of order L:D = Desired function that is continuous in F.W= positive function

Alternation Theorem

17Slide18

The necessary and sufficient conditions for G(x) to be unique Lth order polynomial that minimizes is that E(x) exhibits at least L+2 alternations, i.e., there are at least L+2 values of x such that

18

Alternation Theorem

for a polynomial of degree 4

 

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide19

Number of alternations in the optimal case19

Recall

G(

ω

)

can have at most

L+1

local extrema.

According to the alternation theorem

, G(

ω

)

should have at least L+2 alternations(local extrema) in F.

Contradiction!?Slide20

Number of alternations in the optimal case20

can also be alternation frequencies, although they are not local extrema.

G(

ω

)

can have at most

L+3

local extrema in

F

.

Ex: Polynomial of degree 7

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide21

Number of alternations in the optimal case21According to the alternation theorem, we have at least

L+2 alternations.According to our current argument, we have at most L+3 local extrema.Conclusion: we have either L+2 or L+3 alternations in F for the

optimal case.

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide22

22Example: polynomial of degree 7

Extra-ripple case

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide23

23Example: polynomial of degree 7

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide24

For Type I low-pass filters, alternations always occur atIf not, we potentially lose two alternations. Optimal Type I Lowpass Filters

24

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide25

Optimal Type I Lowpass Filters

25

Equi-ripple except possibly at

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide26

Summary of observations26

For

optimal type I low-pass

filters, alternations always occur at

If not, two alternations are lost and the filter is no longer optimal.

Filter will be equi-ripple except possibly at

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide27

Parks-McClellan Algorithm (solving Problem C)27

Given

determine coefficients of

G(

ω

)

(i.e.

a(n)

)

such that is

minimized

.

At alternation frequencies, we have:

 

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide28

28Parks-McClellan Algorithm

Equating Eq.1 and Eq.2

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide29

29Parks-McClellan AlgorithmSlide30

30Parks-McClellan Algorithm

L

+2 linear equations and

L

+2 unknowns

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide31

31Parks-McClellan Algorithm

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide32

Remez Exchange Algorithm32

It can be shown that if

's

are known, then can be derived using the following formulae:

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide33

Remez Exchange Algorithm33

is an

Lth

-order trigonometric polynomial.

We can interpolate a trigonometric polynomial through L+1 of the L+2 known values of

or G

.

Using Lagrange interpolation formulae we can find the frequency response as:

 

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide34

Now is available at any desired frequency, without the need to solve the set of equations for the coefficients of . If for all in the passband and

stopband, then the optimum approximation has been found. Otherwise, we must find a new set of extremal frequencies. Remez Exchange Algorithm

34

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide35

Flowchart of P&M Algorithm

35Slide36

Example of type I LP filter before the optimum is found36

Original alternation frequency

Next alternation frequency

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide37

App. estimate of L:App. Length of Kaiser filter:Comparison with the Kaiser window

37

Example:

Optimal filter:

Kaiser filter:

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide38

Demonstration

38

Does it meet the specs?

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology Slide39

Demonstration39

Increase

the

length of the filter by 1.

Does it meet the specs?

Hossein

Sameti, Dept. of Computer Eng., Sharif University of Technology

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