Structures for Discrete-Time Systems

Quote of the Day

Today's scientists have substituted mathematics for
experiments, and they wander off through
equation after equation, and eventually build a
structure which has no relation to reality.
Nikola Tesla

Content andFiguresarefromDiscrete-TimeSignal Processing, 2ebyOppenheim,Shafer, andBuck, ©1999-2000PrenticeHall Inc.

 Example
• Block diagram representation of

y[n] = a1y[n − 1] + a2 y[n − 2] + b0x[n]

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 2

 Block Diagram Representation
• LTI systems with rational
system function can be
represented as constant-
coefficient difference equation
• The implementation of
difference equations requires
delayed values of the
– input
– output
– intermediate results
• The requirement of delayed
elements implies need for
storage
• We also need means of
– addition
– multiplication

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 3

 Direct Form I
• General form of difference equation
N M

∑ â y[n − k ] = ∑ b̂ x[n − k ]
k =0
k
k =0
k

• Alternative equivalent form

N M
y[n] − ∑ ak y[n − k ] = ∑ b x[n − k ]
k
k =1 k =0

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 4

 Direct Form I
• Transfer function can be written as
M

∑ k
b z −k

H( z ) = k =0
N
1 − ∑ ak z −k
k =1
• Direct Form I Represents
 
  M
H( z ) = H2 ( z )H1 ( z ) = 
1  b z −k 
 N  ∑ k
−k  k = 0


 1 − ∑ ak z  M
 k =1  v[n] = ∑ b x[n − k ]
k
k =0
 M 
V ( z ) = H1 ( z ) X( z ) =  ∑ bk z −k X( z ) N
 k =0  y[n] = ∑ a y[n − k ] + v[n]
k
k =1
 
 
1
Y ( z ) = H2 ( z ) V ( z ) =  V ( z )
 N 
 1 − ∑ ak z 
−k

 k =1 
Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 5
 Alternative Representation
• Replace order of cascade LTI systems

 
 
 M  1
H( z ) = H1 ( z )H2 ( z ) =  ∑ bk z −k  
 1 − 
N
 k =0


∑
k =1
−k
ak z 
 N
w[n] = ∑ a w[n − k ] + x[n]
  k
  k =1
1
W( z ) = H2 ( z ) X( z ) =  X ( z ) M

 N  y[n] = ∑ b w[n − k ]
k
 1 − ∑ ak z 
−k
k =0
 k =1 
 M 
Y ( z ) = H1 ( z ) W( z ) =  ∑ bk z −k W( z )
 k =0 

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 6

 Alternative Block Diagram
• We can change the order of the cascade systems

N
w[n] = ∑ a w[n − k ] + x[n]
k
k =1
M
y[n] = ∑ b w[n − k ]
k
k =0

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 7

 Direct Form II
• No need to store the same
data twice in previous
system
• So we can collapse the
delay elements into one
chain
• This is called Direct Form II
or the Canonical Form
• Theoretically no difference
between Direct Form I and
II
• Implementation wise
– Less memory in Direct II
– Difference when using
finite-precision arithmetic

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 8

 Signal Flow Graph Representation
• Similar to block diagram representation
– Notational differences
• A network of directed branches connected at nodes

• Example representation of a difference equation

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 9

 Example
• Representation of Direct Form II with signal flow graphs

w1 [n] = aw4 [n] + x[n]

w2 [n] = w1 [n]
w3 [n] = b0w2 [n] + b1w4 [n]
w4 [n] = w2 [n − 1]
y[n] = w3 [n]

w1 [n] = aw1 [n − 1] + x[n]

y[n] = b0w1 [n] + b1w1 [n − 1]

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 10

 Determination of System Function from Flow Graph

w1 [n] = w4 [n] − x[n]

w2 [n] = αw1 [n]
w3 [n] = w2 [n] + x[n]
w4 [n] = w3 [n − 1]
y[n] = w2 [n] + w4 [n]

W1 ( z ) = W4 ( z ) − X( z ) (
αX( z ) z −1 − 1 )
W2 ( z ) =
W2 ( z ) = αW1 ( z ) 1 − αz −1 Y ( z) z −1 − α
H( z ) = =
W3 ( z ) = W2 ( z ) + X( z ) X( z ) z −1 (1 − α ) X( z ) 1 − αz −1
W4 ( z ) =
W4 ( z ) = W3 ( z ) z −1 1 − αz −1 h[n] = αn −1u[n − 1] − αn +1u[n]
Y ( z ) = W2 ( z ) + W4 ( z ) Y ( z ) = W2 ( z ) + W4 ( z )

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 11

 Basic Structures for IIR Systems: Direct Form I

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 12

 Basic Structures for IIR Systems: Direct Form II

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 13

 Basic Structures for IIR Systems: Cascade Form
• General form for cascade implementation
M1 M2

∏ (1 − f z )∏ (1 − g z )(1 − g z )
k
−1
k
−1 ∗
k
−1

H( z ) = A k =1
N1
k =1
N2

∏ (1 − c z )∏ (1 − d z )(1 − d z )
k =1
k
−1

k =1
k
−1 ∗
k
−1

• More practical form in 2nd order systems

M1
b0k + b1k z −1 − b2k z −2
H( z ) = ∏ −1
k =1 1 − a1k z − a2k z −2

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 14

 Example
H( z ) =
1 + 2z −1 + z −2
=
1 + z −1 1 + z −1( )( )
−1
1 − 0.75z + 0.125z −2
(
1 − 0.5z −1 1 − 0.25z −1 )( )
=
(1 + z )
−1
(1 + z )
−1

(1 − 0.5z ) (1 − 0.25z )
−1 −1

• Cascade of Direct Form I subsections

• Cascade of Direct Form II subsections

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 15

 Basic Structures for IIR Systems: Parallel Form
• Represent system function using partial fraction expansion
NP
H( z ) = ∑ Ck z + ∑
−k
NP
Ak
+∑
NP
Bk 1 − ek z −1 ( )
k =0 k =1 1 − c k z −1
k =1 1 − dk z −1
(
1 − d ∗ −1
kz )( )
• Or by pairing the real poles
NS
NP
e0k + e1k z −1
H( z ) = ∑C z k
−k
+∑ −1
k =0 k =1 1 − a1k z − a2k z −2

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 16

 Example
• Partial Fraction Expansion
1 + 2z −1 + z −2 18 25
H( z ) = = 8 + −
1 − 0.75z −1 + 0.125z −2 (
1 − 0.5z −1 ) (
1 − 0.25z −1 )
• Combine poles to get
− 7 + 8z −1
H( z ) = 8 +
1 − 0.75z −1 + 0.125z −2

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 17

 Transposed Forms
• Linear signal flow graph property:
– Transposing doesn’t change the input-output relation
• Transposing:
– Reverse directions of all branches
– Interchange input and output nodes
• Example:
1
H( z ) =
1 − az −1

– Reverse directions of branches and interchange input and output

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 18

 Example

Transpose

• Both have the same system function or difference equation

y[n] = a1y[n − 1] + a2y[n − 2] + b0x[n] + b1x[n − 1] + b2x[n − 2]

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 19

 Basic Structures for FIR Systems: Direct Form
• Special cases of IIR direct form structures

• Transpose of direct form I gives direct form II

• Both forms are equal for FIR systems

• Tapped delay line

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 20
 Basic Structures for FIR Systems: Cascade Form
• Obtained by factoring the polynomial system function

MS

∏ (b )
M
H( z ) = ∑ h[n]z
n=0
−n
=
k =1
0k + b1k z −1 + b2k z −2

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 21

 Structures for Linear-Phase FIR Systems
• Causal FIR system with generalized linear phase are
symmetric:
h[M − n] = h[n] n = 0,1,..., M (type I or III)
h[M − n] = −h[n] n = 0,1,..., M (type II or IV)

• Symmetry means we can half the number of multiplications

• Example: For even M and type I or type III systems:
M M / 2 −1 M
y[n] = ∑ h[k ]x[n − k ] = ∑ h[k ]x[n − k ] + h[M / 2]x[n − M / 2] + ∑ h[k ]x[n − k ]
k =0 k =0 k = M / 2 +1
M / 2 −1 M / 2 −1
= ∑ h[k ]x[n − k ] + h[M / 2]x[n − M / 2] + ∑ h[M − k ]x[n − M + k ]
k =0 k =0
M / 2 −1
= ∑ h[k ]( x[n − k ] + x[n − M + k ] ) + h[M / 2]x[n − M / 2]
k =0

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 22

 Structures for Linear-Phase FIR Systems
• Structure for even M

• Structure for odd M

Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 23