3 Kundur DiffEq Implement Handouts

Dierence Equations and Implementation

Professor Deepa Kundur
University of Toronto
Reference: Section 2.4 and 2.5 of John G. Proakis and Dimitris G. Manolakis, Digital Signal Processing: Principles, Algorithms, and Applications, 4th edition, 2007.
Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation
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2.4 Dierence Equations
Finite vs. Innite Impulse Response

For causal LTI systems, h(n) = 0 for n < 0. Finite impulse response (FIR):
M 1
Finite vs. Innite Impulse Response

Implementation: Two classes Finite impulse response (FIR):
y (n) =
k =0
h(k )x (n k ) y (n) =
M 1
h(k )x (n k )
k =0
nonrecursive systems
Innite impulse response (IIR):
Innite impulse response (IIR): h(k )x (n k )
y (n) =
k =0
y (n ) =
k =0
h(k )x (n k )
recursive systems
How would one realize these systems?

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation 3 / 23 Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation 4 / 23
System Realization
There is a practical and computationally ecient means of implementing all FIR and a family of IIR systems that makes use of ... . . . dierence equations.
All systems All LTI systems
System Realization
All LTI FIR systems
All LTI IIR systems
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System Realization
System Realization
General expression for N th-order LCCDE:
N M
ak y (nk ) =
k =0 k =0
bk x (nk )
a0
Initial conditions: y (1), y (2), y (3), . . . , y (N ).

Systems Described by LCCDEs
Need: (1) constant scale, (2) addition, (3) delay elements.

All LTI FIR systems All LTI IIR systems
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2.5 Implementation of Discrete-time Systems
Building Block Elements
FIR System Realization
Adder:
Unit delay:
Finite Impulse Response Systems and Nonrecursive Implementation

Constant multiplier: Unit advance: Signal multiplier:
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FIR System Realization: Example

Consider a 5-point local averager: 1 y (n) = x (k ) n = 0, 1, 2, . . . 5 k =n 4 The impulse response is given by: 1 h (n ) = (k ) 5 k =n4 = 1 1 1 (n 4) + (n 3) + (n 2) + 5 5 5 1 1 (n 1) + (n) 5 5
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Consider a 5-point local averager: 1 y (n) = x (k ) n = 0, 1, 2, . . . 5 k =n 4
n
h[n]
1/5
0 1 2 3 4
n
Indeed FIR!
12 / 23

Consider a 5-point local averager: 1 y (n) = x (k ) n = 0, 1, 2, . . . 5 k =n 4
n

y (n) = 1 5
n n
x (k ) =
k =n4 k =n4
1 x (k ) 5
y (n) =
1 1 1 x (n 4) + x (n 3) + x (n 2) + 5 5 5 1 1 x (n 1) + x (n) 5 5
Memory requirements stay constant; only need to store 5 values (4 last + present). xed number of adders required
1/5
+
Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation 13 / 23
1/5
+
1/5
1/5
+ +
1/5
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FIR System Realization: General

M 1
FIR System Realization
y (n) =
k =0
bk x (n k )
Adder:
+
...
+ + +
Unit delay: Innite Impulse Response Systems and Recursive Implementation

+ +
...
Constant multiplier: Unit advance: Signal multiplier:

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Requires: M multiplications M 1 additions M 1 memory elements

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IIR System Realization: Example

Consider an accumulator:
n

Consider an accumulator:
n
y (n ) =
k =0
x (k ) n = 0, 1, 2, . . .
for y (1) = 0.
y (n ) =
k =0
x (k ) n = 0, 1, 2, . . .
for y (1) = 0.
The impulse response is given by:

n
IIR memory requirements seem to grow with increasing n!
h (n ) =
k =0
(k ) = (n) + (n 1) + (n 2) + 1 n0 0 n<0
h[n]
1
0 1 2 3 4
... n
17 / 23 Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation 18 / 23
Direct Form I vs. Direct Form II Realizations

N M
y (n) = x (k )
k =1
ak y (n k ) +
k =0
bk x (n k )
y (n) =
k =0 n1
is equivalent to the cascade of the following systems:

M
=
k =0
x (k ) + x (n) v (n) recursive implementation output 1 y (n) output 2 =
bk x (n k )
k =0 N
nonrecursive
= y (n 1) + x (n) y (n) = y (n 1) + x (n)
input 1 ak y (n k ) + v (n) recursive
=
k =1
input 2
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Direct Form I IIR Filter Implementation

+
Direct Form II IIR Filter Implementation

+ +
v(n)
...
...
...
...
...
...
...
LTI All-zero system
LTI All-pole system
LTI All-pole system
LTI All-zero system
Requires: M + N + 1 multiplications, M + N additions, M + N memory locations

Requires: M + N + 1 multiplications, M + N additions, M + N memory locations

Direct Form II IIR Filter Implementation

Adder:
+
+ + +
Adder:
Unit delay:
+
Unit delay: Constant multiplier: Unit advance: Signal multiplier:
Constant multiplier: +
+
Unit advance:
+
...
Signal multiplier:
...
For N>M
Requires: M + N + 1 multiplications, M + N additions, max(M , N ) memory locations

...
...
...
+

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Dierence Equations and Implementation

Dierence Equations and Implementation

Dierence Equations and Implementation

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Dierence Equations and Implementation

2.4 Dierence Equations

Dierence Equations and Implementation

2.4 Dierence Equations

Finite vs. Innite Impulse Response

Finite vs. Innite Impulse Response

Innite impulse response (IIR):

Innite impulse response (IIR): h(k )x (n k )

How would one realize these systems?

Dierence Equations and Implementation

2.4 Dierence Equations

Dierence Equations and Implementation

2.4 Dierence Equations

All LTI FIR systems

All LTI IIR systems

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Dierence Equations and Implementation

2.4 Dierence Equations

Dierence Equations and Implementation

2.4 Dierence Equations

Initial conditions: y (1), y (2), y (3), . . . , y (N ).

Need: (1) constant scale, (2) addition, (3) delay elements.

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Dierence Equations and Implementation

2.5 Implementation of Discrete-time Systems

Dierence Equations and Implementation

2.5 Implementation of Discrete-time Systems

Building Block Elements

FIR System Realization

Finite Impulse Response Systems and Nonrecursive Implementation

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Dierence Equations and Implementation

2.5 Implementation of Discrete-time Systems

Dierence Equations and Implementation

2.5 Implementation of Discrete-time Systems

FIR System Realization: Example

FIR System Realization: Example

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Dierence Equations and Implementation

2.5 Implementation of Discrete-time Systems

Dierence Equations and Implementation

2.5 Implementation of Discrete-time Systems

FIR System Realization: Example

FIR System Realization: Example

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation

Dierence Equations and Implementation

2.5 Implementation of Discrete-time Systems

Dierence Equations and Implementation

2.5 Implementation of Discrete-time Systems

FIR System Realization: General

FIR System Realization

Unit delay: Innite Impulse Response Systems and Recursive Implementation

Constant multiplier: Unit advance: Signal multiplier:

Requires: M multiplications M 1 additions M 1 memory elements

Professor Deepa Kundur (University of Toronto) Dierence Equations and Implementation