Signalprocessing Lecture 10

Signal Processing
Lecture 10: FIR Filter Design
Ahmet Taha Koru, Ph. D.
Yildiz Technical University
2017-2018 Fall
ATK (YTU) Signal Processing 2017-2018 Fall 1 / 47

Introduction
Introduction

Introduction
What is FIR filter?
FIR = Finite impulse response

Impulse response has finite duration
Settles to zero in finite time.
x[n]
Figure: A FIR filter impulse response.

Introduction
Definition
For a causal discrete-time FIR filter of order N, the output is
y [n] = a0 x[n] + a1 x[n − 1] + a2 x[n − 2] + · · · + aN x[n − N]

N
X
y [n] = ak x[n − k]
k=0
The impulse response of the filter is

N
X
h[n] = ak δ[n − k]
k=0

Introduction
Structure of FIR Filter
x[n]
z −1 z −1 z −1
h[0] h[1] h[2] h[3]

y [n]
Figure: Block diagram of a FIR filter

Introduction
FIR Properties
Require no feedback of the output. Simpler implementation.

Always stable. For
N
X
|x| ≤ Bx ⇒ |y | ≤ |ak |Bx
k=0
Can easily be designed to be linear phase by making the coefficient

sequence symmetric.
Disadvantage:
Requires more taps and computational power is required compared to
an IIR filter with similar sharpness or selectivity, especially for low
frequency cut-offs.

Introduction
Design Methods
Window design method

Frequency sampling method
Weighted least squares design
Linear programming
Parks-McClellan method
Equiripple FIR filters design
Etc...

Introduction
Filtering Specifications
H(e jω )
1+δ
1 ∆ω Transition band
1−δ δ Ripple
[ωs , π] Stop band
[0, ωp ] Pass band
∆ω
δ
ω
ωp ωc ωs π

Window Design Method

What is window design method?
Ideal low-pass filters have infinite length of duration.

Windowing is truncating the ideal low pass impulse response.
Windowed impulse response is not ideal but an approximation
There are different types of windows.

An example: Low pass filter
hi [n]
w [n]
hFIR [n] = hi [n] · w [n]

Window Design Method Ideal Filters
Window Design Method: Ideal Filters

Low-pass filter
HLP (e jω )

jω 1, |ω| ≤ ωc
HLP (e ) =
0, ωc < |ω| ≤ π
n
−π −ωc ωc π
hLP [n]
sin(ωc n)
hLP [n] = ,
πn
n
Matlab implementation:
>> hlp = sinc(wc/pi*n)*wc/pi;

High-pass filter
HHP (e jω )

jω 0, |ω| ≤ ωc
HHP (e ) =
1, ωc < |ω| ≤ π
n
−π −ωc ωc π
hHP [n]
sin(ωc n)
hHP [n] = δ[n] −
πn n
>> hhp = [dirac(n2)>1] - sinc(wc/pi*n2)*wc/pi;

Band-pass filter

 0, |ω| ≤ ωc1
HBP (e jω ) = 1, ωc1 < |ω| ≤ ωc2

0, ωc2 < |ω| ≤ π HBP (e jω )
n
−ωc2 -ωc1 ωc1 ωc2 π
sin(ωc2 n) sin(ωc1 n)
hBP [n] = −
πn πn
>> hbp = sinc(wc2/pi*n)*wc2/pi - sinc(wc1/pi*n)*wc1/pi;

Band-stop filter

 1, |ω| ≤ ωc1
jω
HBS (e ) = 0, ωc1 < |ω| ≤ ωc2

1, ωc2 < |ω| ≤ π HBS (e jω )
n
−ωc2 -ωc1 ωc1 ωc2 π
sin(ωc1 n) sin(ωc2 n)
hBS [n] = +δ[n]−
πn πn
>> hbs = sinc(wc1/pi*n)*wc1/pi + [dirac(n)>1] ...
- sinc(wc2/pi*n)*wc2/pi;

Multi-level Frequency Filter
HML (e jω ) = Ak , for ωk−1 ≤ ω ≤ ωk HML (e jω )
L
X sin(ωl n)
hML [n] = (Al − Al+1 ) ·
πn n
l=1
ω1 ω2 ω3 π
with AL+1 = 0.
>> n = -100:100; % Length of filter
>> A = [3, 1, 0, 2, 0]; % List magnitudes
>> w = [0.3*pi, 0.55*pi, 0.8*pi,1*pi]; % List frequencies
>> h = zeros(size(n));
>> for k = 1:4
>> h = h + (A(k) - A(k+1))*sinc(w(k)/pi*n)*w(k)/pi;
>> end
Hilbert Transformer

jω j, −π ≤ ω < 0
HHT (e ) =
−j, 0 ≤ ω ≤ π

0, for n even
hHT [n] = 2
πn , for n odd
>> h = mod(n,2)*2/pi./n;

Differantiator
HDIFF (e jω ) = jω

0, n=0
hDIFF [n] = cos(πn)
n , |n| > 0
>> h = cos(pi*n)./n;
>> h(find(isinf(h))) = 0;

Window Design Method Window Types
Window Design Method: Window Types

Window Types: Rectangular
w [n] = u[n + M] − u[n − M − 1]
w [n]
1
n
−M M

Window Types: Bartlett
|n|
w [n] = 1 − , −M ≤ n ≤ M
M +1
w [n]
1
n
−M − 1 M +1

Window Types: Hann

1 2πn
w [n] = 1 + cos , −M ≤ n ≤ M
2 2M + 1
w [n]
1
n
−M M

Window Types: Hamming

2πn
w [n] = 0.54 + 0.46 cos , −M ≤ n ≤ M
2M + 1
w [n]
1
n
−M M

Window Types: Blackman

2πn 4πn
w [n] = 0.42 + 0.5 cos + 0.08 cos , −M ≤ n ≤ M
2M + 1 2M + 1
w [n]
1
n
−M M
Properties of some fixed window functions
Type of Main Lobe Relative Sideslobe Minimum Stopband Transition

Window Width Level Attenuation Bandwidth ∆ω
Rectangular 4π/(2M + 1) 13.3 dB 20.9 dB 0.92 π/M
Bartlett 4π/(2M + 1) 26.5 dB - -
Hann 8π/(2M + 1) 31.5 dB 43.9 dB 3.11 π/M
Hamming 8π/(2M + 1) 42.7 dB 54.5 dB 3.32 π/M
Blackman 12π/(2M + 1) 58.1 dB 75.3 dB 5.56 π/M

Parks-McClellan Method

What is Parks-McClellan Algorithm
Is an iterative algorithm for finding the optimal Chebyshev FIR filters.

Powerful tool for design and implement efficient and optimal FIR
filters.
Can easily be calculated with help of a computer.

What does algorithm do?
A desired filter frequency response

Tries to minimize error the difference with desired response
Matlab Code: firpm

Example: Low-pass Filter
Hd (e jω )
Desired frequency
1
response
n
ωp ωs π
H(e jω )
Parks-McClellan
algorithm design
n
ωs π

Matlab Implementation
N = 5; % Length of filter
wc = pi/2; % Cut-off Frequency
dw = 0.1*pi; % Transition Band
% Parks-McClellan Algorithm
h = firpm(N*2, [0 (wc-dw)/pi (wc+dw)/pi 1], [1 1 0 0]);
%Plot the response

[H,W] = freqz(h);
plot(W/pi, abs(H))

Linear Programming Method

What is Linear Programming?
Linear programming is optimization

Linear cost function
Linear constraints
General form of a linear program is
minimize cT x
subject to Ax ≤ b
where x is the vector to be designed.

The General Structure of a FIR Filter

Let us consider a symmetric FIR filter such that
h[−n] = h[n], for all n
Suppose the coefficients of the filters are ak such that

N
X
h[n] = ak δ[n − k]
k=−N
Then, the frequency response of the filter is

N
X
H(e jω ) = a0 + 2 ak cos(kω)
k=1
We would like H(e jω ) to approximate an desired filter Hd (e jω ).

Linear Programming Method Low-pass Filter
Linear Programming Method: Low-pass Filter

Filtering Specifications
H(e jω )
1+δ
1 ∆ω Transition band
1−δ δ Ripple
[ωs , π] Stop band
[0, ωp ] Pass band
∆ω
δ
ω
ωp ωc ωs π

Constraints: Pass-band (1/2)
In the pass-band:

N
X
a0 + 2 ak cos(kω) − 1 ≤ δ

k=1
for all 0 ≤ ω ≤ ωc .
Equivalently,
N
!
X
a0 + 2 ak cos(kω) −δ ≤1
k=1
N
!
X
− a0 + 2 ak cos(kω) − δ ≤ −1
k=1

Constraints: Pass-band (2/2)
If we re-write the conditions in vector form

 
a0
 a1 
1 2 cos(ω) 2 cos(2ω) · · · 2 cos(Nω) −1 1
 
..
≤
 
1 2 cos(ω) 2 cos(2ω) · · · 2 cos(Nω) −1

 .  −1
 aN 
δ
for any 0 ≤ ω ≤ ωp .

Constraints: Transition-band
In the transition-band: No constraints

Constraints: Stop-band (1/2)
In the stop-band:
N
X
a0 + 2 ak cos(kω) ≤ δ

k=1
Equivalently,
N
!
X
a0 + 2 ak cos(kω) −δ ≤0
k=1
N
!
X
− a0 + 2 ak cos(kω) −δ ≤0
k=1

Constraints: Stop-band (2/2)
If we re-write the conditions in vector form

 
a0
 a1 
1 2 cos(ω) 2 cos(2ω) · · · 2 cos(Nω) −1 0
 
..
≤
 
1 2 cos(ω) 2 cos(2ω) · · · 2 cos(Nω) −1

 .  0
 aN 
δ
for any ωs ≤ ω ≤ π.

Optimization Variables and Other Parameters

Optimization variables to be designed are listed in the vector
 
a0
 a1 
 
x =  ... 
 
 
 aN 
δ
Given parameters are

Number of taps: N
Cut-off frequency: ωc
Transition bandwidth: ∆ω
From ∆ω, pass-band freq: ωp = ωc − ∆ω/2
From ∆ω, stop-band freq: ωs = ωc + ∆ω/2
Cost Function and the Optimization Problem

The cost function to be minimized is the amount of ripple δ and

δ = 0 0 0 ··· 0 1 · x
Then, the optimization problem is

minimize 0 0 0 ··· 0 1 ·x
 
a0
 a
 1


1 2 cos(ω) ··· 2 cos(Nω) −1  ..
 
≤ 1
subject to , ∀ω ∈ 0, ωp
−1 −2 cos(ω) ··· −2 cos(Nω) −1  .


 −1
 a 
N
δ
 
a0
 a
 1


1 2 cos(ω) ··· 2 cos(Nω) −1  . 
≤ 0
 . , ∀ω ∈ [ωs , π]
−1 −2 cos(ω) ··· −2 cos(Nω) −1  .


 0
 a 
N
δ
There are infinitely many constraints. Problem is not solvable.

Discretization
We can not evaluate at every ω point but instead in M samples among
ω ∈ [0, π]. Let’s choose
M = 15N
The samples are chosen as
π·k
ωk = , k = 0, 1, · · · , M
M
Then, the constraints become
   
1 2 ··· 2 −1   1
 −1 −2 ··· −2 −1  −1
 a0
 
  
 1 2 cos(ω1 ) · · · 2 cos(Nω1 ) −1   a1   1 
    
 −1 −2 cos(ω1 ) · · · −2 cos(Nω1 ) −1   .. −1
≤
  
  . 
 ..    .. 

 .   aN

 
 . 

 1 2 cos(ωM ) · · · 2 cos(NωM ) −1  δ  0 
−1 −2 cos(ωM ) · · · −2 cos(NωM ) −1 0
Matlab Implementation (1/3)
% % Set the given parameters

L = 20; % Length of the filter N = 2L + 1
wc = pi/2; % Cut-off frequency
dw = 0.1*pi; % Transition bandwidth
wp = wc - dw/2; ws = wc + dw/2; % Pass-band and stop-band freqs.
% % Discretize
M = 15*L;
wl = linspace(0, pi, M + 1);
R = sum(wl <= wp) + sum(wl >=ws) - 2; % Number of constraints
A = zeros(R, L+2); b = zeros(R,1);
cnt = 1;

for k = 1:length(wl)
w = wl(k);
if w <= wp
A(cnt,:) = [1, 2*cos([1:L]*w), -1];
A(cnt+1,:) = [-1, -2*cos([1:L]*w), -1];
b(cnt) = 1;
b(cnt+1) = -1;
cnt = cnt+2;
elseif w >= ws
A(cnt,:) = [1, 2*cos([1:L]*w), -1];
A(cnt+1,:) = [-1, -2*cos([1:L]*w), -1];
b(cnt) = 0;
b(cnt+1) = 0;
cnt = cnt+2;
end
end

c = [zeros(1,L+1), 1]; % Cost function to minimize c'*x

x = linprog(c, A, b); % Minimize c'*x subject to Ax <= b
hhalf = x(1:L+1);
h = [hhalf(end:-1:2); hhalf]; % Construct the filter
[H, W] = freqz(h);
plot(W/pi, abs(H))

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Signal Processing

Lecture 10: FIR Filter Design

Ahmet Taha Koru, Ph. D.

Yildiz Technical University

ATK (YTU) Signal Processing 2017-2018 Fall 1 / 47

ATK (YTU) Signal Processing 2017-2018 Fall 2 / 47

What is FIR filter?

FIR = Finite impulse response

Figure: A FIR filter impulse response.

ATK (YTU) Signal Processing 2017-2018 Fall 3 / 47

For a causal discrete-time FIR filter of order N, the output is

y [n] = a0 x[n] + a1 x[n − 1] + a2 x[n − 2] + · · · + aN x[n − N]

The impulse response of the filter is

ATK (YTU) Signal Processing 2017-2018 Fall 4 / 47

Structure of FIR Filter

h[0] h[1] h[2] h[3]

Figure: Block diagram of a FIR filter

ATK (YTU) Signal Processing 2017-2018 Fall 5 / 47

Require no feedback of the output. Simpler implementation.

Can easily be designed to be linear phase by making the coefficient

ATK (YTU) Signal Processing 2017-2018 Fall 6 / 47

Window design method

ATK (YTU) Signal Processing 2017-2018 Fall 7 / 47

ATK (YTU) Signal Processing 2017-2018 Fall 8 / 47

Window Design Method

ATK (YTU) Signal Processing 2017-2018 Fall 9 / 47

What is window design method?

Ideal low-pass filters have infinite length of duration.

ATK (YTU) Signal Processing 2017-2018 Fall 10 / 47

An example: Low pass filter

hFIR [n] = hi [n] · w [n]

ATK (YTU) Signal Processing 2017-2018 Fall 11 / 47

Window Design Method: Ideal Filters

ATK (YTU) Signal Processing 2017-2018 Fall 12 / 47

ATK (YTU) Signal Processing 2017-2018 Fall 13 / 47

ATK (YTU) Signal Processing 2017-2018 Fall 14 / 47

ATK (YTU) Signal Processing 2017-2018 Fall 15 / 47

ATK (YTU) Signal Processing 2017-2018 Fall 16 / 47

Multi-level Frequency Filter

HML (e jω ) = Ak , for ωk−1 ≤ ω ≤ ωk HML (e jω )

ATK (YTU) Signal Processing 2017-2018 Fall 18 / 47

ATK (YTU) Signal Processing 2017-2018 Fall 19 / 47

Window Design Method: Window Types

ATK (YTU) Signal Processing 2017-2018 Fall 20 / 47

Window Types: Rectangular

w [n] = u[n + M] − u[n − M − 1]

ATK (YTU) Signal Processing 2017-2018 Fall 21 / 47

Window Types: Bartlett

ATK (YTU) Signal Processing 2017-2018 Fall 22 / 47

Window Types: Hann

ATK (YTU) Signal Processing 2017-2018 Fall 23 / 47

Window Types: Hamming

ATK (YTU) Signal Processing 2017-2018 Fall 24 / 47

Window Types: Blackman

Properties of some fixed window functions

Type of Main Lobe Relative Sideslobe Minimum Stopband Transition

ATK (YTU) Signal Processing 2017-2018 Fall 26 / 47

ATK (YTU) Signal Processing 2017-2018 Fall 27 / 47

What is Parks-McClellan Algorithm

Is an iterative algorithm for finding the optimal Chebyshev FIR filters.

ATK (YTU) Signal Processing 2017-2018 Fall 28 / 47

What does algorithm do?

A desired filter frequency response

ATK (YTU) Signal Processing 2017-2018 Fall 29 / 47