# Recursive Digital Filter Design

The subject of*digital filter design*is enormous--much larger than we can hope to address in this book. However, a surprisingly large number of applications can be addressed using small filter sections which are easily designed by hand, as exemplified in Appendix B. This appendix describes some of the ``classic'' methods for IIR filter design based on the

*bilinear transformation of prototype analog filters*, followed by the simple but powerful

*weighted equation error method*for general purpose IIR design. For further information on digital filter design, see the documentation for the Matlab Toolboxes for Signal Processing and Filter Design, and/or [64,68,60,78].

## Lowpass Filter Design

We have discussed in detail (Chapter 1) the simplest lowpass filter, having the transfer function with one zero at and one pole at . From the graphical method for visualizing the amplitude response (§8.2), we see that this filter totally rejects signal energy at half the sampling rate, while lower frequencies experience higher gains, reaching a maximum at . We also see that the pole at has no effect on the amplitude response. A*high quality*lowpass filter should look more like the ``box car'' amplitude response shown in Fig.1.1. While it is impossible to achieve this ideal response exactly using a finite-order filter, we can come arbitrarily close. We can expect the amplitude response to improve if we add another pole or zero to the implementation. Perhaps the best known ``classical'' methods for lowpass filter designs are those derived from analog

*Butterworth*,

*Chebyshev*, and

*Elliptic Function*filters [64]. These generally yield IIR filters with the same number of poles as zeros. When an

*FIR*lowpass filter is desired, different design methods are used, such as the

*window method*[68, p. 88] (Matlab functions

`fir1`and

`fir2`),

*Remez exchange algorithm*[68, pp. 136-140], [64, pp. 89-106] (Matlab functions

`remez`and

`cremez`),

*linear programming*[93], [68, p. 140], and

*convex optimization*[67]. This section will describe only Butterworth IIR lowpass design in some detail. For the remaining classical cases (Chebyshev, Inverse Chebyshev, and Elliptic), see,

*e.g.*, [64, Chapter 7] and/or Matlab/Octave functions

`butter`,

`cheby1`,

`cheby2`, and

`ellip`.

## Butterworth Lowpass Design

Almost all methods for filter design are*optimal*in some sense, and the choice of optimality determines nature of the design.

*Butterworth filters*are optimal in the sense of having a

*maximally flat amplitude response*, as measured using a Taylor series expansion about dc [64, p. 162]. Of course, the trivial filter has a perfectly flat amplitude response, but that's an allpass, not a lowpass filter. Therefore, to constrain the optimization to the space of lowpass filters, we need

*constraints*on the design, such as and . That is, we may require the dc gain to be 1, and the gain at half the sampling rate to be 0. It turns out Butterworth filters (as well as Chebyshev and Elliptic Function filter types) are much easier to design as

*analog filters*which are then converted to digital filters. This means carrying out the design over the plane instead of the plane, where the plane is the complex plane over which analog filter transfer functions are defined. The analog transfer function is very much like the digital transfer function , except that it is interpreted relative to the analog frequency axis (the `` axis'') instead of the digital frequency axis (the ``unit circle''). In particular, analog filter poles are stable if and only if they are all in the

*left-half*of the plane,

*i.e.*, their real parts are

*negative*. An introduction to Laplace transforms is given in Appendix D, and an introduction to converting analog transfer functions to digital transfer functions using the bilinear transform appears in §I.3.

#### Butterworth Lowpass Poles and Zeros

When the maximally flat optimality criterion is applied to the general (analog) squared amplitude response , a surprisingly simple result is obtained [64]:where is the desired order (number of poles). This simple result is obtained when the response is taken to be maximally flat at as well as dc (

*i.e.*, when both and are maximally flat at dc).

^{I.1}Also, an arbitrary scale factor for has been set such that the cut-off frequency (-3dB frequency) is rad/sec. The

*analytic continuation*(§D.2) of to the whole -plane may be obtained by substituting to obtain

with

#### Example: Second-Order Butterworth Lowpass

In the second-order case, we have, for the analog prototype,To convert this to digital form, we apply the bilinear transform

(I.4) | |||

(I.5) | |||

(I.6) | |||

(I.7) |

Note that the numerator is , as predicted earlier. As a check, we can verify that the dc gain is 1:

*i.e.*, that there is a (double) notch at half the sampling rate. In the analog prototype, the cut-off frequency is rad/sec, where, from Eq.(I.1), the amplitude response is . Since we mapped the cut-off frequency precisely under the bilinear transform, we expect the digital filter to have precisely this gain. The digital frequency response at one-fourth the sampling rate is

and dB as expected. Note from Eq.(I.8) that the phase at cut-off is exactly -90 degrees in the digital filter. This can be verified against the pole-zero diagram in the plane, which has two zeros at , each contributing +45 degrees, and two poles at , each contributing -90 degrees. Thus, the calculated phase-response at the cut-off frequency agrees with what we expect from the digital pole-zero diagram. In the plane, it is not as easy to use the pole-zero diagram to calculate the phase at , but using Eq.(I.3), we quickly obtain

##
Digitizing Analog Filters with the

Bilinear Transformation

The desirable properties of many filter types (such as lowpass,
highpass, and bandpass) are preserved very well by the
mapping called the *bilinear transform*.

### Bilinear Transformation

The*bilinear transform*may be defined by

where is an arbitrary positive constant that we may set to map one analog frequency precisely to one digital frequency. In the case of a lowpass or highpass filter, is typically used to set the

*cut-off frequency*to be identical in the analog and digital cases.

### Frequency Warping

It is easy to check that the bilinear transform gives a one-to-one, order-preserving,*conformal map*[57] between the analog frequency axis and the digital frequency axis , where is the sampling interval. Therefore, the amplitude response takes on exactly the same values over both axes, with the only defect being a

*frequency warping*such that equal increments along the unit circle in the plane correspond to larger and larger bandwidths along the axis in the plane [88]. Some kind of frequency warping is obviously unavoidable in any one-to-one map because the analog frequency axis is infinite while the digital frequency axis is finite. The relation between the analog and digital frequency axes may be derived immediately from Eq.(I.9) as

### Analog Prototype Filter

Since the digital cut-off frequency may be set to any value, irrespective of the analog cut-off frequency, it is convenient to set the analog cut-off frequency to . In this case, the bilinear-transform constant is simply set to### Examples

Examples of using the bilinear transform to ``digitize'' analog filters may be found in §I.2 and [64,5,6,103,86]. Bilinear transform design is also inherent in the construction of*wave digital filters*[25,86].

##
Filter Design by Minimizing the

L2 Equation-Error Norm

One of the simplest formulations of recursive digital filter design is
based on minimizing the *equation error*. This method allows matching of both spectral phase and magnitude. Equation-error methods can be classified as variations of

*Prony's method*[48]. Equation error minimization is used very often in the field of

*system identification*[46,30,78]. The problem of fitting a digital filter to a given spectrum may be formulated as follows: Given a continuous complex function , corresponding to a causal

^{I.2}desired frequency-response, find a stable digital filter of the form

*constrained*to be stable, and since positive powers of do not appear in , stability implies causality. Consequently, the impulse response of the filter is zero for . If were noncausal, all impulse-response components for would be approximated by zero.

### Equation Error Formulation

The*equation error*is defined (in the frequency domain) as

*output error*:

*difference equation*:

*outputs*:

where is the vector of unknown filter coefficients. Then the problem is to minimize this norm with respect to . What makes the equation-error so easy to minimize is that it is

*linear in the parameters*. In the time-domain form, it is clear that the equation error is linear in the unknowns . When the error is linear in the parameters, the sum of squared errors is a

*quadratic form*which can be minimized using one iteration of Newton's method. In other words, minimizing the norm of any error which is linear in the parameters results in a set of linear equations to solve. In the case of the equation-error minimization at hand, we will obtain linear equations in as many unknowns. Note that (I.11) can be expressed as

*weighted output error*in which the frequency weighting function on the unit circle is given by . Thus, the weighting function is determined by the filter

*poles*, and the error is weighted

*less*near the poles. Since the poles of a good filter-design tend toward regions of high spectral energy, or toward ``irregularities'' in the spectrum, it is evident that the equation-error criterion assigns less importance to the most prominent or structured spectral regions. On the other hand, far away from the roots of , good fits to

*both phase and magnitude*can be expected. The weighting effect can be eliminated through use of the

*Steiglitz-McBride algorithm*[45,78] which iteratively solves the weighted equation-error solution, using the canceling weight function from the previous iteration. When it converges (which is typical in practice), it must converge to the output error minimizer.

### Error Weighting and Frequency Warping

Audio filter designs typically benefit from an*error weighting function*that weights frequencies according to their audibility. An oversimplified but useful weighting function is simply , in which low frequencies are deemed generally more important than high frequencies. Audio filter designs also typically improve when using a

*frequency warping*, such as described in [88,78] (and similar to that in §I.3.2). In principle, the effect of a frequency-warping can be achieved using a weighting function, but in practice, the numerical performance of a frequency warping is often much better.

### Stability of Equation Error Designs

A problem with equation-error methods is that*stability*of the filter design is

*not guaranteed*. When an unstable design is encountered, one common remedy is to reflect unstable poles inside the unit circle, leaving the magnitude response unchanged while modifying the phase of the approximation in an ad hoc manner. This requires polynomial factorization of to find the filter poles, which is typically more work than the filter design itself. A better way to address the instability problem is to repeat the filter design employing a

*bulk delay*. This amounts to replacing by

*delays*the desired impulse response,

*i.e.*, . As the bulk delay is increased, the likelihood of obtaining an unstable design decreases, for reasons discussed in the next paragraph. Unstable equation-error designs are especially likely when is

*noncausal*. Since there are no constraints on where the poles of can be, one can expect unstable designs for desired frequency-response functions having a linear phase trend with positive slope. In the other direction, experience has shown that best results are obtained when is

*minimum phase*,

*i.e.*, when all the zeros of are inside the unit circle. For a given magnitude, , minimum phase gives the maximum concentration of impulse-response energy near the time origin . Consequently, the impulse-response tends to start large and decay immediately. For non-minimum phase , the impulse-response may be small for the first samples, and the equation error method can yield very poor filters in these cases. To see why this is so, consider a desired impulse-response which is zero for , and arbitrary thereafter. Transforming into the time domain yields

### An FFT-Based Equation-Error Method

The algorithm below minimizes the equation error in the frequency-domain. As a result, it can make use of the FFT for speed. This algorithm is implemented in Matlab's`invfreqz()`function when no iteration-count is specified. (The iteration count gives that many iterations of the Steiglitz-McBride algorithm, thus transforming equation error to output error after a few iterations. There is also a time-domain implementation of the Steiglitz-McBride algorithm called

`stmcb()`in the Matlab Signal Processing Toolbox, which takes the desired impulse response as input.) Given a desired spectrum at equally spaced frequencies , with a power of , it is desired to find a rational digital filter with zeros and poles, normalized by , such that

*arbitrary*known input is valuable for introducing complex weighting across the frequency grid, and this general form is presented. A detailed derivation appears in [78, Chapter 2], and here only the final algorithm is given: Given spectral output samples and input samples , we minimize

FFT

The scaling by is optional since it has no effect on the solution.
We require three correlation functions involving and ,
*e.g.*, . The solution is then

### Prony's Method

There are several variations on equation-error minimization, and some confusion in terminology exists. We use the definition of*Prony's method*given by Markel and Gray [48]. It is equivalent to ``Shank's method'' [9]. In this method, one first computes the denominator by minimizing

*ratio error*(as used in

*linear prediction*) for the all-pole part , with the first terms of the time-domain error sum discarded (to get past the influence of the zeros on the impulse response). When , it coincides with the covariance method of linear prediction [48,47]. This idea for finding the poles by ``skipping'' the influence of the zeros on the impulse-response shows up in the stochastic case under the name of

*modified Yule-Walker equations*[11]. Now, Prony's method consists of next minimizing output error with the pre-assigned poles given by . In other words, the numerator is found by minimizing

### The Padé-Prony Method

Another variation of Prony's method, described by Burrus and Parks [9] consists of using*Padé*approximation to find the numerator after the denominator has been found as before. Thus, is found by matching the first samples of ,

*viz.*, . This method is faster, but does not generally give as good results as the previous version. In particular, the degenerate example gives here as did pure equation error. This method has been applied also in the stochastic case [11]. On the whole, when is causal and minimum phase (the ideal situation for just about any stable filter-design method), the variants on equation-error minimization described in this section perform very similarly. They are all quite fast, relative to algorithms which iteratively minimize output error, and the equation-error method based on the FFT above is generally fastest.

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A View of Linear Time Varying Digital Filters