Digital Filter Structures

10: Digital Filter Structures

Direct Forms
Transposition
State Space
Precision Issues
Coefcient Sensitivity
Cascaded Biquads
Pole-zero Pairing/Ordering
Linear Phase
Hardware Implementation
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
DSP and Digital Filters (2011-1024) Structures: 10 1 / 17
Direct Forms
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Filter: H(z) =
B(z)
A(z)
with input x[n] and output y[n]
Direct Forms
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Filter: H(z) =
B(z)
A(z)
y[n] =
M
k=0
b[k]x[n k]
N
k=1
a[k]y[n k]
Direct Forms
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Filter: H(z) =
B(z)
A(z)
y[n] =
M
k=0
b[k]x[n k]
N
k=1
a[k]y[n k]
Direct forms use coefcients a[k] and b[k] directly
Direct Forms
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Filter: H(z) =
B(z)
A(z)
y[n] =
M
k=0
b[k]x[n k]
N
k=1
a[k]y[n k]
Direct Form 1:
Direct Forms
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Filter: H(z) =
B(z)
A(z)
y[n] =
M
k=0
b[k]x[n k]
N
k=1
a[k]y[n k]
Direct Form 1:
Direct implementation of difference equation
Direct Forms
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Filter: H(z) =
B(z)
A(z)
y[n] =
M
k=0
b[k]x[n k]
N
k=1
a[k]y[n k]
Direct Form 1:
Can view as B(z) followed by A(z)
Direct Forms
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Filter: H(z) =
B(z)
A(z)
y[n] =
M
k=0
b[k]x[n k]
N
k=1
a[k]y[n k]
Direct Form 1:
Direct Form II:
Direct Forms
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Filter: H(z) =
B(z)
A(z)
y[n] =
M
k=0
b[k]x[n k]
N
k=1
a[k]y[n k]
Direct Form 1:
Direct Form II:
Implements A(z) followed by B(z)
Direct Forms
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Filter: H(z) =
B(z)
A(z)
y[n] =
M
k=0
b[k]x[n k]
N
k=1
a[k]y[n k]
Direct Form 1:
Direct Form II:
Implements A(z) followed by B(z)
Saves on delays (=storage)
Transposition
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Can convert any block diagram into an equivalent transposed form:
Transposition
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Reverse direction of each interconnection
Transposition
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Reverse direction of each multiplier
Transposition
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Change junctions to adders and vice-versa
Transposition
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Interchange the input and output signals
Transposition
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Example:
Direct form II Direct Form II
t
Transposition
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Example:
t
Transposition
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Example:
t
Would normally be drawn with input on the left
Transposition
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Example:
t
Would normally be drawn with input on the left
Note: A valid block diagram must never have any feedback loops that dont
go through a delay (z
1
block).
State Space
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
v[n] is a vector of delay element outputs
Can write: v[n + 1] = Pv[n] +qx[n]
y[n] = r
T
v[n] +sx[n]
State Space
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
y[n] = r
T
v[n] +sx[n]
Example: Direct Form II
t
P =
_
a[1] 1
a[2] 0
_
State Space
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
y[n] = r
T
v[n] +sx[n]
t
P =
_
a[1] 1
a[2] 0
_
q =
_
b[1] b[0]a[1]
b[2] b[0]a[2]
_
State Space
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
y[n] = r
T
v[n] +sx[n]
t
P =
_
a[1] 1
a[2] 0
_
q =
_
b[1] b[0]a[1]
b[2] b[0]a[2]
_
r
T
=
_
1 0
_
State Space
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
y[n] = r
T
v[n] +sx[n]
t
P =
_
a[1] 1
a[2] 0
_
q =
_
b[1] b[0]a[1]
b[2] b[0]a[2]
_
r
T
=
_
1 0
_
s = b[0]
State Space
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
y[n] = r
T
v[n] +sx[n]
_
P, q, r
T
, s
_
is the state-space
representation of the lter structure.
t
P =
_
a[1] 1
a[2] 0
_
q =
_
b[1] b[0]a[1]
b[2] b[0]a[2]
_
r
T
=
_
1 0
_
s = b[0]
State Space
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
y[n] = r
T
v[n] +sx[n]
_
P, q, r
T
, s
_
is the state-space
The transfer function is given by:
H(z) =
B(z)
A(z)
=
det
(
zIP+qr
T
)
det(zIP)
+s 1
t
P =
_
a[1] 1
a[2] 0
_
q =
_
b[1] b[0]a[1]
b[2] b[0]a[2]
_
r
T
=
_
1 0
_
s = b[0]
State Space
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
y[n] = r
T
v[n] +sx[n]
_
P, q, r
T
, s
_
is the state-space
H(z) =
B(z)
A(z)
=
det
(
zIP+qr
T
)
det(zIP)
+s 1
t
P =
_
a[1] 1
a[2] 0
_
q =
_
b[1] b[0]a[1]
b[2] b[0]a[2]
_
r
T
=
_
1 0
_
s = b[0]
From which H(z) =
b[0]z
2
+b[1]z+b[2]
z
2
+a[1]z+a[2]
State Space
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
y[n] = r
T
v[n] +sx[n]
_
P, q, r
T
, s
_
is the state-space
H(z) =
B(z)
A(z)
=
det
(
zIP+qr
T
)
det(zIP)
+s 1
The transposed form has P P
T
and q r same H(z)
t
P =
_
a[1] 1
a[2] 0
_
q =
_
b[1] b[0]a[1]
b[2] b[0]a[2]
_
r
T
=
_
1 0
_
s = b[0]
From which H(z) =
b[0]z
2
+b[1]z+b[2]
z
2
+a[1]z+a[2]
Precision Issues
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
If all computations were exact, it would not make any difference which of
the equivalent structures was used.
Precision Issues
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
the equivalent structures was used. However ...
Coefcient precision
Precision Issues
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Coefcient precision
Coefcients are stored to nite precision and so are not exact.
Precision Issues
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Coefcient precision
The lter actually implemented is therefore incorrect.
Precision Issues
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Coefcient precision
Arithmetic precision
Arithmetic calculations are not exact.
Precision Issues
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Coefcient precision
Worst case for arithmetic errors is when calculating the
difference between two similar values:
Precision Issues
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Coefcient precision
1.23456789 1.23455678 = 0.00001111: 9 s.f. 4 s.f.
Precision Issues
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Coefcient precision
1.23456789 1.23455678 = 0.00001111: 9 s.f. 4 s.f.
Arithmetic errors introduce noise that is then ltered by the transfer
function between the point of noise creation and the output.
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
The roots of high order polynomials can be very sensitive to small changes
in coefcient values.
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Wilkinsons polynomial: (famous example)
f(x) =
20
n=1
(x n) = x
20
210x
19
+ 20615x
18
. . .
has roots well separated on the real axis.
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
f(x) =
20
n=1
(x n) = x
20
210x
19
+ 20615x
18
. . .
0 5 10 15 20 25
-5
0
5
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
f(x) =
20
n=1
(x n) = x
20
210x
19
+ 20615x
18
. . .
Multiplying the coefcient of x
19
by 1.000001 moves the roots a lot.
0 5 10 15 20 25
-5
0
5
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
f(x) =
20
n=1
(x n) = x
20
210x
19
+ 20615x
18
. . .
19
0 5 10 15 20 25
-5
0
5
0 5 10 15 20 25
-5
0
5
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
f(x) =
20
n=1
(x n) = x
20
210x
19
+ 20615x
18
. . .
19
Speaking for myself I regard it as the most traumatic experience in
my career as a numerical analyst, James Wilkinson 1984
0 5 10 15 20 25
-5
0
5
0 5 10 15 20 25
-5
0
5
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
f(x) =
20
n=1
(x n) = x
20
210x
19
+ 20615x
18
. . .
19
Speaking for myself I regard it as the most traumatic experience in
my career as a numerical analyst, James Wilkinson 1984
0 5 10 15 20 25
-5
0
5
0 5 10 15 20 25
-5
0
5
Moral: Avoid using direct form for lters orders over about 10.
Cascaded Biquads
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Avoid high order polynomials by factorizing into quadratic terms:
B(z)
A(z)
= g
(
1+b
k,1
z
1
+b
k,2
z
2
)
(1+a
k,1
z
1
+a
k,2
z
2
)
Cascaded Biquads
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
B(z)
A(z)
= g
(
1+b
k,1
z
1
+b
k,2
z
2
)
(1+a
k,1
z
1
+a
k,2
z
2
)
= g
K
k=1
1+b
k,1
z
1
+b
k,2
z
2
1+a
k,1
z
1
+a
k,2
z
2
Cascaded Biquads
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
B(z)
A(z)
= g
(
1+b
k,1
z
1
+b
k,2
z
2
)
(1+a
k,1
z
1
+a
k,2
z
2
)
= g
K
k=1
1+b
k,1
z
1
+b
k,2
z
2
1+a
k,1
z
1
+a
k,2
z
2
where K = max
__
M
2
_
,
_
N
2
__
.
Cascaded Biquads
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
B(z)
A(z)
= g
(
1+b
k,1
z
1
+b
k,2
z
2
)
(1+a
k,1
z
1
+a
k,2
z
2
)
= g
K
k=1
1+b
k,1
z
1
+b
k,2
z
2
1+a
k,1
z
1
+a
k,2
z
2
where K = max
__
M
2
_
,
_
N
2
__
.
The term
1+b
k,1
z
1
+b
k,2
z
2
1+a
k,1
z
1
+a
k,2
z
2
is a biquad (bi-quadratic section).
Cascaded Biquads
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
B(z)
A(z)
= g
(
1+b
k,1
z
1
+b
k,2
z
2
)
(1+a
k,1
z
1
+a
k,2
z
2
)
= g
K
k=1
1+b
k,1
z
1
+b
k,2
z
2
1+a
k,1
z
1
+a
k,2
z
2
where K = max
__
M
2
_
,
_
N
2
__
.
The term
1+b
k,1
z
1
+b
k,2
z
2
1+a
k,1
z
1
+a
k,2
z
2
Cascaded Biquads
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
B(z)
A(z)
= g
(
1+b
k,1
z
1
+b
k,2
z
2
)
(1+a
k,1
z
1
+a
k,2
z
2
)
= g
K
k=1
1+b
k,1
z
1
+b
k,2
z
2
1+a
k,1
z
1
+a
k,2
z
2
where K = max
__
M
2
_
,
_
N
2
__
.
The term
1+b
k,1
z
1
+b
k,2
z
2
1+a
k,1
z
1
+a
k,2
z
2
We need to choose:
(a) which poles to pair with which zeros in each biquad
Cascaded Biquads
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
B(z)
A(z)
= g
(
1+b
k,1
z
1
+b
k,2
z
2
)
(1+a
k,1
z
1
+a
k,2
z
2
)
= g
K
k=1
1+b
k,1
z
1
+b
k,2
z
2
1+a
k,1
z
1
+a
k,2
z
2
where K = max
__
M
2
_
,
_
N
2
__
.
The term
1+b
k,1
z
1
+b
k,2
z
2
1+a
k,1
z
1
+a
k,2
z
2
We need to choose:
(a) which poles to pair with which zeros in each biquad
(b) how to order the biquads
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Example: Elliptic lowpass lter
-1 0 1
-1
-0.5
0
0.5
1
z
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
G
a
i
n

(
d
B
)
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
2 pole pairs and 2 zero pairs
-1 0 1
-1
-0.5
0
0.5
1
z
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
G
a
i
n

(
d
B
)
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
need 2 biquads
-1 0 1
-1
-0.5
0
0.5
1
z
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
G
a
i
n

(
d
B
)
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
need 2 biquads
Noise introduced in one biquad is amplied
by all the subsequent ones:
-1 0 1
-1
-0.5
0
0.5
1
z
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
G
a
i
n

(
d
B
)
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
need 2 biquads
-1 0 1
-1
-0.5
0
0.5
1
z
Make the peak gain of each biquad as small as possible
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
G
a
i
n

(
d
B
)
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
need 2 biquads
-1 0 1
-1
-0.5
0
0.5
1
z
Pair poles with nearest zeros to get lowest peak gain
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
Nearest
G
a
i
n

(
d
B
)
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
need 2 biquads
-1 0 1
-1
-0.5
0
0.5
1
z
begin with the pole nearest the unit circle
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
Nearest
G
a
i
n

(
d
B
)
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
need 2 biquads
-1 0 1
-1
-0.5
0
0.5
1
z
Pairing with farthest zeros gives higher peak biquad gain
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
Nearest
G
a
i
n

(
d
B
)
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
Farthest
G
a
i
n

(
d
B
)
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
need 2 biquads
-1 0 1
-1
-0.5
0
0.5
1
z
Pairing with farthest zeros gives higher peak biquad gain
Poles near the unit circle have the highest peaks and introduce most
noise so place them last in the chain
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
Nearest
G
a
i
n

(
d
B
)
0 0.5 1 1.5 2 2.5 3
-40
-20
0
20
Farthest
G
a
i
n

(
d
B
)
Linear Phase
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Implementation can take advantage of any symmetry in the coefcients.
Linear Phase
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Linear phase lters are always FIR and have symmetric (or, more rarely,
antisymmetric) coefcients.
Linear Phase
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
H(z) =
M
m=0
h[m]z
m
h[M m] = h[m]
Linear Phase
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
H(z) =
M
m=0
h[m]z
m
h[M m] = h[m]
= h
_
M
2
M
2
+
M
2
1
m=0
h[m]
_
z
m
+z
mM
_
[m even]
Linear Phase
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
H(z) =
M
m=0
h[m]z
m
h[M m] = h[m]
= h
_
M
2
M
2
+
M
2
1
m=0
h[m]
_
z
m
+z
mM
_
[m even]
We can implement this with
M
2
+ 1 multiplies instead of M + 1
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Software Implementation:
All that matters is the total number of multiplies and adds
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Hardware Implementation:
Delay elements (z
1
) represent storage registers
The maximum clock speech is limited by the number of sequential
operations between registers
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Delay elements (z
1
Example: Symmetric Linear Phase Filter
Direct form: Maximum sequential delay = 4a +m
a and m are the delays of adder and multiplier respectively
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Delay elements (z
1
Example: Symmetric Linear Phase Filter
Direct form: Maximum sequential delay = 4a +m
Transpose form: Maximum sequential delay = a +m
a and m are the delays of adder and multiplier respectively
Allpass Filters
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Allpass lters have mirror image numerator and denominator coefcients:
b[n] = a[N n]
Allpass Filters
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
b[n] = a[N n] B(z) = z
N
A(z
1
)
Allpass Filters
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
b[n] = a[N n] B(z) = z
N
A(z
1
)
H(e
j
)
1
Allpass Filters
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
b[n] = a[N n] B(z) = z
N
A(z
1
)
H(e
j
)
1
There are several efcient structures, e.g.
Allpass Filters
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
b[n] = a[N n] B(z) = z
N
A(z
1
)
H(e
j
)
1
First Order: H(z) =
a[1]+z
1
1+a[1]z
1
Allpass Filters
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
b[n] = a[N n] B(z) = z
N
A(z
1
)
H(e
j
)
1
First Order: H(z) =
a[1]+z
1
1+a[1]z
1
Second Order: H(z) =
a[2]+a[1]z
1
+z
2
1+a[1]z
1
+a[2]z
2
Allpass Filters
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
b[n] = a[N n] B(z) = z
N
A(z
1
)
H(e
j
)
1
First Order: H(z) =
a[1]+z
1
1+a[1]z
1
Second Order: H(z) =
a[2]+a[1]z
1
+z
2
1+a[1]z
1
+a[2]z
2
Allpass lters have a gain magnitude of 1 even with coefcient errors.
Lattice Stage
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Suppose G is allpass: G(z) =
z
N
A(z
1
)
A(z)
Lattice Stage
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
N
A(z
1
)
A(z)
V (z) = X(z) kGz
1
V (z)
Lattice Stage
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
N
A(z
1
)
A(z)
V (z) = X(z) kGz
1
V (z)
V (z) =
1
1+kGz
1
X(z)
Lattice Stage
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
N
A(z
1
)
A(z)
V (z) = X(z) kGz
1
V (z)
V (z) =
1
1+kGz
1
X(z)
Y (z) = kV (z) +Gz
1
V (z)
Lattice Stage
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
N
A(z
1
)
A(z)
V (z) = X(z) kGz
1
V (z)
V (z) =
1
1+kGz
1
X(z)
Y (z) = kV (z) +Gz
1
V (z) =
k+z
1
G
1+kGz
1
X(z)
Lattice Stage
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
N
A(z
1
)
A(z)
V (z) = X(z) kGz
1
V (z)
V (z) =
1
1+kGz
1
X(z)
Y (z) = kV (z) +Gz
1
V (z) =
k+z
1
G
1+kGz
1
X(z)
If |k| < 1 then
Y (z)
X(z)
is stable since
kG(e
j
)e
j
< 1
Lattice Stage
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
N
A(z
1
)
A(z)
V (z) = X(z) kGz
1
V (z)
V (z) =
1
1+kGz
1
X(z)
Y (z) = kV (z) +Gz
1
V (z) =
k+z
1
G
1+kGz
1
X(z)
If |k| < 1 then
Y (z)
X(z)
is stable since
kG(e
j
)e
j
< 1
Y (z)
X(z)
=
kA(z)+z
N1
A(z
1
)
A(z)+kz
N1
A(z
1
)
Lattice Stage
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
N
A(z
1
)
A(z)
V (z) = X(z) kGz
1
V (z)
V (z) =
1
1+kGz
1
X(z)
Y (z) = kV (z) +Gz
1
V (z) =
k+z
1
G
1+kGz
1
X(z)
If |k| < 1 then
Y (z)
X(z)
is stable since
kG(e
j
)e
j
< 1
Y (z)
X(z)
=
kA(z)+z
N1
A(z
1
)
A(z)+kz
N1
A(z
1
)
=
z
(N+1)
B(z
1
)
B(z)
Lattice Stage
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
N
A(z
1
)
A(z)
V (z) = X(z) kGz
1
V (z)
V (z) =
1
1+kGz
1
X(z)
Y (z) = kV (z) +Gz
1
V (z) =
k+z
1
G
1+kGz
1
X(z)
If |k| < 1 then
Y (z)
X(z)
is stable since
kG(e
j
)e
j
< 1
Y (z)
X(z)
=
kA(z)+z
N1
A(z
1
)
A(z)+kz
N1
A(z
1
)
=
z
(N+1)
B(z
1
)
B(z)
Obtaining {b[n]} from {a[n]}:
b[n] =
_
_
1 n = 0
a[n] +ka[N + 1 n] 1 n N
k n = N + 1
Lattice Stage
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
N
A(z
1
)
A(z)
V (z) = X(z) kGz
1
V (z)
V (z) =
1
1+kGz
1
X(z)
Y (z) = kV (z) +Gz
1
V (z) =
k+z
1
G
1+kGz
1
X(z)
If |k| < 1 then
Y (z)
X(z)
is stable since
kG(e
j
)e
j
< 1
Y (z)
X(z)
=
kA(z)+z
N1
A(z
1
)
A(z)+kz
N1
A(z
1
)
=
z
(N+1)
B(z
1
)
B(z)
Obtaining {b[n]} from {a[n]}:
b[n] =
_
_
1 n = 0
a[n] +ka[N + 1 n] 1 n N
k n = N + 1
Obtaining {a[n]} from {b[n]}:
k = b[N + 1] a[n] =
b[n]kb[N+1n]
1k
2
Allpass Lattice
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
We can implement any allpass lter H(z) =
z
M
A(z
1
)
A(z)
as a lattice lter
with M stages:
Allpass Lattice
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
M
A(z
1
)
A(z)
as a lattice lter
with M stages:
Initialize A
M
(z) = A(z)
Allpass Lattice
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
M
A(z
1
)
A(z)
as a lattice lter
with M stages:
Initialize A
M
(z) = A(z)
Repeat for m = M : 1 : 1
Allpass Lattice
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
M
A(z
1
)
A(z)
as a lattice lter
with M stages:
Initialize A
M
(z) = A(z)
k[m] = a
m
[m]
Allpass Lattice
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
M
A(z
1
)
A(z)
as a lattice lter
with M stages:
Initialize A
M
(z) = A(z)
k[m] = a
m
[m]
a
m1
[n] =
a
m
[n]k[m]a
m
[mn]
1k
2
[m]
for 0 n m1
Allpass Lattice
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
M
A(z
1
)
A(z)
as a lattice lter
with M stages:
Initialize A
M
(z) = A(z)
k[m] = a
m
[m]
a
m1
[n] =
a
m
[n]k[m]a
m
[mn]
1k
2
[m]
for 0 n m1
equivalently A
m1
(z) =
A
m
(z)k[m]z
m
A
m
(z
1
)
1k
2
[m]
Allpass Lattice
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
z
M
A(z
1
)
A(z)
as a lattice lter
with M stages:
Initialize A
M
(z) = A(z)
k[m] = a
m
[m]
a
m1
[n] =
a
m
[n]k[m]a
m
[mn]
1k
2
[m]
for 0 n m1
equivalently A
m1
(z) =
A
m
(z)k[m]z
m
A
m
(z
1
)
1k
2
[m]
A(z) is stable iff |k[m]| < 1 for all m (good stability test)
Lattice Filter
Label outputs u
m
[n] and v
m
[n] and dene H
m
(z) =
V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A
m
(z)
Lattice Filter
Label outputs u
m
[n] and v
m
[n] and dene H
m
(z) =
V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A
m
(z)
From earlier slide:
U
m1
(z)
U
m
(z)
=
1
1+k[m]z
1
H
m1
(z)
Lattice Filter
Label outputs u
m
[n] and v
m
[n] and dene H
m
(z) =
V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A
m
(z)
From earlier slide:
U
m1
(z)
U
m
(z)
=
1
1+k[m]z
1
H
m1
(z)
=
A
m1
(z)
A
m1
(z)+k[m]z
m
A
m1
(z
1
)
Lattice Filter
Label outputs u
m
[n] and v
m
[n] and dene H
m
(z) =
V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A
m
(z)
From earlier slide:
U
m1
(z)
U
m
(z)
=
1
1+k[m]z
1
H
m1
(z)
=
A
m1
(z)
A
m1
(z)+k[m]z
m
A
m1
(z
1
)
=
A
m1
(z)
A
m
(z)
Lattice Filter
Label outputs u
m
[n] and v
m
[n] and dene H
m
(z) =
V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A
m
(z)
From earlier slide:
U
m1
(z)
U
m
(z)
=
1
1+k[m]z
1
H
m1
(z)
=
A
m1
(z)
A
m1
(z)+k[m]z
m
A
m1
(z
1
)
=
A
m1
(z)
A
m
(z)
Hence:
U
m
(z)
X(z)
=
A
m
(z)
A(z)
Lattice Filter
Label outputs u
m
[n] and v
m
[n] and dene H
m
(z) =
V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A
m
(z)
From earlier slide:
U
m1
(z)
U
m
(z)
=
1
1+k[m]z
1
H
m1
(z)
=
A
m1
(z)
A
m1
(z)+k[m]z
m
A
m1
(z
1
)
=
A
m1
(z)
A
m
(z)
Hence:
U
m
(z)
X(z)
=
A
m
(z)
A(z)
and
V
m
(z)
X(z)
=
U
m
(z)
X(z)

V
m
(z)
U
m
(z)
Lattice Filter
Label outputs u
m
[n] and v
m
[n] and dene H
m
(z) =
V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A
m
(z)
From earlier slide:
U
m1
(z)
U
m
(z)
=
1
1+k[m]z
1
H
m1
(z)
=
A
m1
(z)
A
m1
(z)+k[m]z
m
A
m1
(z
1
)
=
A
m1
(z)
A
m
(z)
Hence:
U
m
(z)
X(z)
=
A
m
(z)
A(z)
and
V
m
(z)
X(z)
=
U
m
(z)
X(z)

V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A(z)
Lattice Filter
Label outputs u
m
[n] and v
m
[n] and dene H
m
(z) =
V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A
m
(z)
From earlier slide:
U
m1
(z)
U
m
(z)
=
1
1+k[m]z
1
H
m1
(z)
=
A
m1
(z)
A
m1
(z)+k[m]z
m
A
m1
(z
1
)
=
A
m1
(z)
A
m
(z)
Hence:
U
m
(z)
X(z)
=
A
m
(z)
A(z)
and
V
m
(z)
X(z)
=
U
m
(z)
X(z)

V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A(z)
The numerator of
V
m
(z)
X(z)
is of order m so you can create any numerator of order M by
summing appropriate multiples of V
m
(z):
g[n] =
M
m=0
c[m]v
m
[n]
Lattice Filter
Label outputs u
m
[n] and v
m
[n] and dene H
m
(z) =
V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A
m
(z)
From earlier slide:
U
m1
(z)
U
m
(z)
=
1
1+k[m]z
1
H
m1
(z)
=
A
m1
(z)
A
m1
(z)+k[m]z
m
A
m1
(z
1
)
=
A
m1
(z)
A
m
(z)
Hence:
U
m
(z)
X(z)
=
A
m
(z)
A(z)
and
V
m
(z)
X(z)
=
U
m
(z)
X(z)

V
m
(z)
U
m
(z)
=
z
m
A
m
(z
1
)
A(z)
The numerator of
V
m
(z)
X(z)
is of order m so you can create any numerator of order M by
summing appropriate multiples of V
m
(z):
g[n] =
M
m=0
c[m]v
m
[n] G(z) =
M
m=0
c[m]z
m
A
m
(z
1
)
A(z)
Lattice Example
A(z) = A
3
(z) = 1 + 0.2z
1
0.23z
2
+ 0.2z
3
Lattice Example
A(z) = A
3
(z) = 1 + 0.2z
1
0.23z
2
+ 0.2z
3
k[3] = 0.2 a
2
[ ] =
[1, 0.2, 0.23]0.2[0.2, 0.23, 0.2]
10.2
2
= [1, 0.256, 0.281]
Lattice Example
A(z) = A
3
(z) = 1 + 0.2z
1
0.23z
2
+ 0.2z
3
k[3] = 0.2 a
2
[ ] =
[1, 0.2, 0.23]0.2[0.2, 0.23, 0.2]
10.2
2
= [1, 0.256, 0.281]
k[2] = 0.281 a
1
[ ] =
[1, 0.256]+0.281[0.281, 0.256]
10.281
2
= [1, 0.357]
Lattice Example
A(z) = A
3
(z) = 1 + 0.2z
1
0.23z
2
+ 0.2z
3
k[3] = 0.2 a
2
[ ] =
[1, 0.2, 0.23]0.2[0.2, 0.23, 0.2]
10.2
2
= [1, 0.256, 0.281]
k[2] = 0.281 a
1
[ ] =
[1, 0.256]+0.281[0.281, 0.256]
10.281
2
= [1, 0.357]
k[1] = 0.357 a
0
[ ] = 1
Lattice Example
A(z) = A
3
(z) = 1 + 0.2z
1
0.23z
2
+ 0.2z
3
k[3] = 0.2 a
2
[ ] =
[1, 0.2, 0.23]0.2[0.2, 0.23, 0.2]
10.2
2
= [1, 0.256, 0.281]
k[2] = 0.281 a
1
[ ] =
[1, 0.256]+0.281[0.281, 0.256]
10.281
2
= [1, 0.357]
k[1] = 0.357 a
0
[ ] = 1
V
0
(z)
X(z)
=
1
1+0.2z
1
0.23z
2
+0.2z
3
Lattice Example
A(z) = A
3
(z) = 1 + 0.2z
1
0.23z
2
+ 0.2z
3
k[3] = 0.2 a
2
[ ] =
[1, 0.2, 0.23]0.2[0.2, 0.23, 0.2]
10.2
2
= [1, 0.256, 0.281]
k[2] = 0.281 a
1
[ ] =
[1, 0.256]+0.281[0.281, 0.256]
10.281
2
= [1, 0.357]
k[1] = 0.357 a
0
[ ] = 1
V
0
(z)
X(z)
=
1
1+0.2z
1
0.23z
2
+0.2z
3
V
1
(z)
X(z)
=
0.357+z
1
1+0.2z
1
0.23z
2
+0.2z
3
Lattice Example
A(z) = A
3
(z) = 1 + 0.2z
1
0.23z
2
+ 0.2z
3
k[3] = 0.2 a
2
[ ] =
[1, 0.2, 0.23]0.2[0.2, 0.23, 0.2]
10.2
2
= [1, 0.256, 0.281]
k[2] = 0.281 a
1
[ ] =
[1, 0.256]+0.281[0.281, 0.256]
10.281
2
= [1, 0.357]
k[1] = 0.357 a
0
[ ] = 1
V
0
(z)
X(z)
=
1
1+0.2z
1
0.23z
2
+0.2z
3
V
1
(z)
X(z)
=
0.357+z
1
1+0.2z
1
0.23z
2
+0.2z
3
V
2
(z)
X(z)
=
0.281+0.256z
1
+z
2
1+0.2z
1
0.23z
2
+0.2z
3
Lattice Example
A(z) = A
3
(z) = 1 + 0.2z
1
0.23z
2
+ 0.2z
3
k[3] = 0.2 a
2
[ ] =
[1, 0.2, 0.23]0.2[0.2, 0.23, 0.2]
10.2
2
= [1, 0.256, 0.281]
k[2] = 0.281 a
1
[ ] =
[1, 0.256]+0.281[0.281, 0.256]
10.281
2
= [1, 0.357]
k[1] = 0.357 a
0
[ ] = 1
V
0
(z)
X(z)
=
1
1+0.2z
1
0.23z
2
+0.2z
3
V
1
(z)
X(z)
=
0.357+z
1
1+0.2z
1
0.23z
2
+0.2z
3
V
2
(z)
X(z)
=
0.281+0.256z
1
+z
2
1+0.2z
1
0.23z
2
+0.2z
3
V
3
(z)
X(z)
=
0.20.23z
1
+0.2z
2
+z
3
1+0.2z
1
0.23z
2
+0.2z
3
Lattice Example
A(z) = A
3
(z) = 1 + 0.2z
1
0.23z
2
+ 0.2z
3
k[3] = 0.2 a
2
[ ] =
[1, 0.2, 0.23]0.2[0.2, 0.23, 0.2]
10.2
2
= [1, 0.256, 0.281]
k[2] = 0.281 a
1
[ ] =
[1, 0.256]+0.281[0.281, 0.256]
10.281
2
= [1, 0.357]
k[1] = 0.357 a
0
[ ] = 1
V
0
(z)
X(z)
=
1
1+0.2z
1
0.23z
2
+0.2z
3
V
1
(z)
X(z)
=
0.357+z
1
1+0.2z
1
0.23z
2
+0.2z
3
V
2
(z)
X(z)
=
0.281+0.256z
1
+z
2
1+0.2z
1
0.23z
2
+0.2z
3
V
3
(z)
X(z)
=
0.20.23z
1
+0.2z
2
+z
3
1+0.2z
1
0.23z
2
+0.2z
3
Add together multiples of V
i
(z) to create an arbitrary
B(z)
1+0.2z
1
0.23z
2
+0.2z
3
Summary
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Filter block diagrams
Direct forms
Transposition
State space representation
Summary
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Direct forms
Transposition
Precision issues: coefcient error, arithmetic error
cascaded biquads
Summary
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Direct forms
Transposition
cascaded biquads
Allpass lters
rst and second order sections
Summary
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Direct forms
Transposition
cascaded biquads
Allpass lters
Lattice lters
Arbitrary allpass response
Arbitrary IIR response by summing intermediate outputs
Summary
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
Direct forms
Transposition
cascaded biquads
Allpass lters
Lattice lters
Arbitrary allpass response
Arbitrary IIR response by summing intermediate outputs
For further details see Mitra: 8.
MATLAB routines
Direct Forms
Transposition
State Space
Precision Issues
Cascaded Biquads
Linear Phase
Allpass Filters
Lattice Stage
Allpass Lattice
Lattice Filter
Lattice Example
Summary
MATLAB routines
residuez
b(z
1)
a(z
1
)

k
r
k
1p
k
z
1
tf2sos,sos2tf
b(z
1)
a(z
1
)

l
b
0,l
+b
1,l
z
1
+b
2,l
z
2
1+a
1,l
z
1
+a
2,l
z
2
zp2sos,sos2zp {z
m
, p
k
, g}
l
b
0,l
+b
1,l
z
1
+b
2,l
z
2
1+a
1,l
z
1
+a
2,l
z
2
zp2ss,ss2zp {z
m
, p
k
, g}
_
x
= Ax +Bu
y = Cx +Du
tf2ss,ss2tf
b(z
1)
a(z
1
)

_
x
= Ax +Bu
y = Cx +Du
poly poly(A) = det (zIA)

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10: Digital Filter Structures

10: Digital Filter Structures

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