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Chapter 6 Discrete-Time System
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Discrete time system Discrete time system where and are multiplier
(6-1) where and are multiplier D is delay element Fig. 6-1.
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Difference equation Difference equation for discrete-time system If
(6-2) where and are constants or functions of n (6-3)
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Example 6-1 Moving average If (6-4)
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Example 6-2 Integration If (6-5) (6-6)
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Linear time-invariant system
Functional relationship of discrete-time system (6-7) where is impulse response of system Fig. 6-2.
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Time-invariant system
Linear system Principle of superposition Time-invariant system (6-8) (6-9)
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Linear system Non-linear system (6-10) (6-11)
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Transfer function for discrete-time system
Difference equation of discrete-time system Applying z-transform gives (6-12) (6-13)
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Transfer function If where is impulse response of system (6-14) (6-15)
(6-16) where is impulse response of system
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Impulse response of discrete-time system
Inverse z-transform If is expressed in power series expansion, i.e., then coefficients of z-transform become impulse response. (6-17)
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For (6-19)
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Example 6-3 Using power series expansion
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Difference equation from transfer function
Impulse response with initial condition y(-1) = 0
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Example 6-4 z-transform Inverse z-transform (6-20) (6-21)
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If initial value Transfer function Inverse z-transform (6-22) (6-23)
(6-24)
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Stability BIBO(bounded input, bounded output) Proof is bounded
Necessary and sufficient condition for bounded (6-25) (6-26) (6-27)
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Raible’s tabulation to
(6-28) Table 6-1. Raible’s tabulation
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Singular case and for If part or all factors in the first row is 0,
replace z by and for (6-29) n-th order case, use approximation (6-30)
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Example 6-5 and Two poles exists inside the unit circle
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Example 6-6 Poles are located at : (6-31)
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Singular case and One pole is outside unit circle
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Example 6-7 Three poles exist on the unit circle (6-32)
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Description of Pole-Zero
Transfer function for discrete-time system (6-33) where K is gain Poles are located at: Zeros are located at:
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Description of poles and zeros in z-plane
Fig. 6-3.
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Example 6-8 Fig. 6-4.
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Example 6-9 Fig. 6-5. K=0.2236
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Frequency response Frequency response of discrete-time system (6-34)
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Example 6-10 Using Euler’s formula Substituting gives
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For
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Fig. 6-6.
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Using pole-zero plot Pole is located at : Zero is located at :
Magnitude response Phase response Fig. 6-7.
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Realization of system Unit delay (6-35) Adder/subtractor (6-36)
Constant multiplier (6-37) Branching (6-38) Signal multiplier (6-39) Fig. 6-8.
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Direct form Direct form 1 Difference equation (6-40) (6-41)
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(a) (b) Fig. 6-9.
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Direct form 2 Inverse transform for Eq (6-43) and (6-44) (6-42) (6-43)
(6-45) (6-46)
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(a) (b) Fig
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Example 6-11 Direct form 1 Direct form 2
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(a) (b) Fig
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Finite wordlength effect
Quantization errors from parameters Input/output signal quantization Arithmetic roundoff errors Coefficient quantization
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Effect of coefficient quantization
Transfer function of IIR filter Converting into quantized coefficients and (6-47) (6-48) where and additive noise
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Coefficient quantization error
Transfer function of digital filter After coefficient quantization Quantization step : It’s unstable system
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Cascade and parallel forms
Cascade form or series form First-order Second-order (6-49) (6-50) (6-51)
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Fig (a) (b) Fig
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Parallel form First-order Second-order (6-52) (6-53) (6-54)
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Fig
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(a) (b) Fig
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Example 6-12 Cascade form Quantization error of parameters is decreased
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Parallel form Calculating coefficients gives Multiplying each term by
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(a) (b) Fig
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Example 6-13 Fig
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Example 6-14 Calculating coefficients gives (6-55) Substituting
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Multiplying each term by
Fig
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Realization of FIR system
Direct form FIR difference equation Tapped delay line or transversal filter (6-56) Fig
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Cascade form (6-57) where Fig
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Linear phase FIR system
N is even : type 1 and type 3 (6-58) or (6-59)
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N is odd : type 2 and type 4 Type 1 Type 3 Type 2 Type 4 (6-60) (6-61)
(6-62) (6-63)
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(a) (b) Fig
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Lattice structure Lattice structure for FIR filter Difference equation
Linear prediction (6-64) (6-65) (6-66) Error between and FIR filter uses linear predictor (6-67) where is prediction coefficient
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For N=1 Single-stage FIR lattice structure
(6-68) (6-69) where is reflection coefficient Fig
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For N=2 (6-70) Fig
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For N=3 Substituting (6-71) Fig
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For N=M If (6-72) where (6-73) (6-74)
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Fig
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Example 6-15 (1)
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(2) Calculation of coefficients
From Fig and Eq. (6-73) (6-75) Fig
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Calculation of filter coefficient From Eq. (6-75)
m-stage (6-76) (6-77) Substituting (6-78)
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For (6-79) Substituting in Eq. (6-74) (6-80)
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Example 6-16 from example 6-15
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General form of calculating filter coefficient
From Eq. (6-73) Substituting M=m Substituting z=1/z (6-81) (6-82) (6-83) (6-84)
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For
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In Eq. (6-80) Substituting and (6-85)
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Dividing by Coefficient (6-86)
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Example 6-17
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Calculating coefficient of
For
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For
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from Eq. (6-86)
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Fig
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Lattice structure of IIR filter
All-pole system Difference equation (6-87) (6-88) (6-89) (6-90)
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For N=1 (6-91) Fig
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For N=2 (6-92) Fig
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For N th order (6-93) Fig
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General form of IIR system
Lattice-ladder structure (6-94) All-pole lattice structure Ladder structure
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Lattice-ladder structure System output
Transfer function (6-95) (6-96)
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From Eq. (6-94) and (6-96) (6-97) where (6-98)
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Fig
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Example 6-18 All-pole system Fig
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Example 6-19 Equation for each node
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Comparison of coefficients
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Fig
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Introduction of digital filter
Real-time digital filter with analog input and output signal Sampling the bandlimited analog signal periodically Converting into a series of digital samples Implementation of the filtering operation in digital processor Mapping the input sequence into the output sequence Converting the digitally filtered output into analog values by using DAC Smoothing and removing unwanted high frequency components Fig
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Advantage of digital filter compared with analog filters
A truly linear phase response The performance of digital filters does not vary with environmental change The frequency response of a digital filter can be automatically adjusted if it is implemented using a programmable processor Several input signals or channels can be filtered by one digital filter without the need to replicate the hardware Both filtered and unfiltered data can be saved for further use
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Miniaturization and low power consumption by VLSI
The precision achievable with analog filters is restricted The performance of digital filters is repeatable from unit to unit Digital filters can be used at very low frequencies
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Disadvantage of digital filters compared with analog filters
Speed limitation Finite wordlength effect Long design and development times
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Types of digital filters : FIR and IIR filters
FIR filter (6-99) (6-100)
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IIR filtering equation of recursive form
Alternative representations for FIR and IIR filters Transfer function where and are coefficients of filter IIR is feedback system of some sort (6-102) (6-103)
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Choosing between FIR and IIR filters
Relative advantages of the two filter types FIR filters can have an exactly linear phase response FIR filters are always stable. The stability of IIR filters cannot always be guaranteed The effect of using a limited number of bits to implement filters Roundoff noise and coefficient quantization errors are much less severe in FIR than in IIR FIR requires more coefficients for sharp cutoff filters than IIR Analog filters can be readily transformed into equivalent IIR digital filters meeting similar specifications In general, FIR is algebraically more difficult to synthesize
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Guideline on when to use FIR or IIR
Use IIR when the only important requirements are sharp cutoff filters and high throughput Use FIR if the number of filter coefficients is not too large and, in particular, if little or no phase distortion is desired
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