PAPERS

Dithered Noise Shapers and Recursive

Digital Filters*

STANLEY P. LIPSHITZ, AES Fellow, ROBERT A. WANNAMAKER, AND JOHN VANDERKOOY, AES Fellow

Audio Research Group, University of Waterloo, Waterloo, ON N2L 3G1, Canada

The question of which spectrally shaped dither signals are appropriate for use in quantizing
systems, with and without noise shaping error feedback, or in recursive digital filters using
dithered quantization at the output, is addressed. It is shown that dithers that are acceptable
without feedback present may be unacceptable if feedback is introduced. In each case, certain
classes of dither generators are shown to be appropriate for audio applications.

0 INTRODUCTION applications the use of spectrally shaped dither is super-

Today dithering and spectral shaping of quantization
noise by means of error feedback are two techniques that
have found widespread application in contemporary audio
engineering. They are frequently used together with ex-
cellent results. In conjunction they can eliminate distortion
and reduce the real and/or perceived noise level in the
audio band. Many people may be surprised to learn that no
research has been published that proves that these two
technologies can be combined without deleterious effects,
yet this is indeed the case. In fact, this paper will show that
dither signals whose samples are statistically independent
of one another and that are suitable for use in systems
without noise shaping are also safe for use in noise-
shaping systems and recursive digital filters (that is, they
eliminate distortion and noise modulation, and they render
the error spectrum input independent), but that consider-
able care is required if noise shaping is to be used with
spectrally shaped dithers. Such dithers are often discussed
not only because of the modest perceptual benefits that
may be associated with them, but also because some of
them can be generated more quickly than comparable
white dithers. In fact, general practical recommendations
for the proper use of such dithers in systems without error
feedback are also absent from the literature, with the ex-
ception of certain simple special cases [1], [2], although
much of the necessary underlying theory has now been
published [2], [3]. The aim of this paper, then, is to ana-
lyze the action of spectrally shaped dithers in systems both
with and without feedback and to establish some guide-
lines to which such dithers should conform if they are to
be used in audio. We will see that in many (but not all)
*Manuscript received 2003 December 17; revised 2004 July 22.
seded by the use of noise shaping, and that only a very
restricted class of dither signals (of which i.i.d. TPDF
dither is the best known representative) is suitable for use
in noise-shaping systems.1
0.1 Background: Spectrally White Dithers
(without Feedback)
Given a nonsubtractively dithered quantizing system
without noise-shaping error feedback (see Fig. 1), it is well
known [4], [5], [3] that i.i.d. triangular probability-density-
function (TPDF) dither of 2 least significant bits (LSB)
peak-to-peak amplitude will render the mean and the vari-
ance of the total error signal ␧ independent of the system
input x, assuming that the dither ␯ and input samples are
statistically independent of one another. In particular, this
will yield an error with mean and variance
E关␧兴 = 0 (1)
⌬ 2
E关␧2兴 = (2)
4
where ⌬ represents 1 LSB. Furthermore, statistical indepen-
dence of distinct dither samples ensures that the total error
will be spectrally white, independent of the input signal; that
is, when such a TPDF dither is used the one-sided power
spectral density PSD␧ of ␧ will be given by
⌬2T
PSD␧共f兲 = (3)
6
where f represents the frequency variable and T the sam-
pling period of the system so that the integrated PSD be-
1
i.i.d. refers to a random process whose samples are (statisti-
cally) independent (of one another and) identically distributed.
Such a process has a flat (white) power spectrum.

1124 J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
PAPERS DITHERED NOISE SHAPERS

tween zero and the Nyquist frequency 1/2T gives the total
error power ⌬2/4.
0.2 Spectrally Colored Dithers
The recent literature has seen some discussion of dithers
that are not spectrally white, and whose samples are there-
fore not all statistically independent of one another. Nec-
essary and sufficient conditions upon the statistics of such
dithers have been discovered that guarantee that the cor-
responding total error spectra will be the sum of the dither
spectrum and a white quantization noise component of
⌬2/12 total power [2, theorem 4]; that is,
⌬2T
PSD␧共f兲 = PSD␯共f兲 + . (4)
6 duce a shaped total error e that is spectrally shaped with
At least one spectrally shaped dither is well known [1] that
has also been shown to satisfy these conditions [2]—it is
simple first-order high-pass dither such as would be gen-
erated by the scheme shown in Fig. 2. Here the TPDF
dither samples ␯ represent differences between consecu-
tive samples of a random process ␩,
␯n ⳱ ␩n − ␩n−1
where the subscripts time-index the samples and ␩n are
i.i.d. with rectangular probability density function (RPDF).
That is to say, the ␩n all have probability density functions
(pdfs) of the form
䉭
Here ⳱ denotes equality by definition.2
Note that this sort of high-pass dither requires the gen-
eration of only one new random number ␩n per sampling
period, as opposed to two such numbers per sampling
period if white TPDF dither is used. This slight saving of
time is sometimes important to software designers work-
ing near the temporal limits of their signal processing
hardware.
0.3 Dithered Systems with Noise-Shaping
Error Feedback
The question of a dither’s appropriateness is compli-
cated by the adoption of a noise-shaping quantization
scheme of the sort illustrated in Fig. 3. Such systems pro-
respect to ␧ according to the formula [6]
PSDe(f) ⳱ |1 − H(e−j2␲fT)|2 PSD␧(f) (8)
where H(e−j2␲fT) represents the frequency response of the
noise-shaping filter H(z) shown in Fig. 3. This filter al-
ways includes one implicit delay element that prevents the
(5) current error from being subtracted from the current input.
From Eq. (8) we note that for a given noise-shaper
design the power spectrum of e is entirely determined by
the spectrum of ␧. It has been observed [6], [7] that use of
the usual TPDF dither with samples that are statistically

P␩n(␩) ⳱ ⌸⌬(␩) (6)

2
The combination, either additive or subtractive, of n statisti-
where the rectangular window function of width ⌫, ⌸⌫, is cally independent RPDF processes yields a process whose pdf is
defined as

再
the convolution of n rectangular window functions. Throughout
the sequel, we will refer to the combination of n independent
1 ⌫ ⌫
䉭 , if − ⬍␩ⱕ RPDF processes as an n RPDF process, so that an RPDF process
兿⌫共␩兲 = ⌫ 2 2 (7) may also be referred to as 1RPDF and a TPDF process as
0, otherwise. 2RPDF.

Fig. 1. Schematic of nonsubtractively dithered quantizing system without noise-shaping error feedback.

Fig. 2. Simple high-pass TPDF dither generator.

J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November 1125
LIPSHITZ ET AL.
independent of one another results in an ␧ spectrum that is
flat and independent of the system input x⬘. The reason for
this is that the noise-shaping feedback path always in-
cludes the aforementioned delay element so that the cur-
rent dither sample ␯n is always statistically independent of
the current input to the dither summer xn despite the pres-
ence of the feedback path. We will see that this is suffi-
cient to ensure that the spectrum of ␧ is flat and indepen-
dent of the system input, as has been observed in practice.
Unfortunately the one sample delay is not as helpful in
a system using spectrally shaped dither. One would hope
that such a system would produce a shaped total error
spectrum given by substitution of Eq. (4) into Eq. (8),
namely,
冋 册
⌬2T
PSDe共f兲 = |1 − H共e−j2␲fT兲|2 PSD␯共f兲 + . (9)
6 consideration. This is done in Section 1.
Unfortunately this is not always the case. To understand
why, consider simple high-pass dither. Here xn contains
vestiges of ␩n−1 arriving via the feedback path, and this
signal is also present in ␯n. Hence the current dither
sample is not, in general, independent of the current x. In
fact, we will show that with high-pass dither and an arbi-
trary noise-shaping system the shaped total error spectrum
is not given by Eq. (9) and is not independent of the
system input.
Analysis of this sort of system is of potentially very
wide interest, not only because noise-shaping converters
are now commonplace, but also because garden-variety
digital filters often employ feedback of this sort when the
filtering operation must produce an output of specified
precision. A direct-form recursive filter of this sort is
shown in Fig. 4, where Q represents the dominant requan-
tization. Optional noise shaping by a filter H(z) and the
production of spectrally shaped dither by means of a
“dither filter” G(z) are also incorporated. Note that both
H(z) and the recursive part of the primary filter (the bi
coefficients) return the quantizer output y to its input w.
For the purposes of our analysis these two feedback paths
are equivalent—they impose similar restrictions on the
statistics of the dither. Hence although the following treat-
ment will be of interest in a broad class of filtering appli-
cations where signal quantization is not the primary ob-
Fig. 3. Schematic of nonsubtractively dithered quantizing system with noise-shaping error feedback.
1126
PAPERS
jective, we will not explicitly consider such elaborate
systems since the results derived for a simple noise-
shaping quantizer will be directly applicable thereto.
0.4 Outline of Paper
The salient question raised by the preceding discussion,
then, is the following: what spectrally shaped dithers are
appropriate for use in quantizing systems? Furthermore, it
is clear that for systems without noise shaping, the answer
will be very different from that for noise-shaping systems
due to the absence of a feedback path. Indeed we will
proceed by treating the two cases quite separately.
In both instances, however, we will assume the same
reasonably general scheme for the generation of dither.
The first step in our treatment, then, will be to define and
characterize the statistics of the family of dithers under
The analysis of quantizing systems will begin in Section
2 with the simpler case where no feedback is present, the
case of noise shaping being taken up in Section 3. In both
instances our objective will be to find conditions upon the
dither signal that will ensure that the spectrum PSD␧ of the
total error is independent of the system input.3 To accom-
plish this we will examine E[␧1␧2], the correlation be-
tween two samples of the total error, ␧1 and ␧2, separated
in time by a time lag of ᐉ sampling periods. If the value of
this quantity depends only on ᐉ (not on the system inputs)
then the error is said to be wide-sense stationary and we
can construct its autocorrelation function,
䉭
r␧共ᐉ兲 = 再 E关␧2兴,
E关␧1␧2兴共ᐉ兲,
if ᐉ = 0
otherwise.
(10)
The one-sided power spectrum of the error is the discrete-
time Fourier transform (DTFT) of this [8],
⬁
PSD␧共f兲 = 2T 兺 r 共ᐉ兲e
ᐉ=−⬁
␧
−j2␲fᐉT
. (11)
3
This will guarantee, of course, that the error mean, variance,
and spectral shape are all input independent, since these quanti-
ties are all derivable from the PSD.
J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
PAPERS DITHERED NOISE SHAPERS

Here T is the sampling period of the system, f is the fre- of a signal’s statistics with which to work than the pdf
quency variable in hertz, and the normalization of the itself.
transform is such that if it is integrated between zero and We will consider a dither signal whose nth sample can
the Nyquist frequency 1/2T, the result is equal to the vari- be written as
ance of ␧ (which is the same as the normalization of the ⬁
PSDs just cited). Clearly, since r␧(ᐉ) is input-independent
by definition, if it can be constructed as indicated, then the
␯n = 兺 c␩
i=−⬁
i n−i. (12)

power spectrum PSD␧(f) will be input-independent also. Throughout the sequel we will assume that all ␩i are i.i.d.
The discussion is necessarily mathematical, but the Furthermore, although the assumption will not be made
treatment has been organized so that readers uninterested explicit until it is required in Section 3, in practice it will
in the technical details can extract the results of broadest be taken for granted that ci ⳱ 0 for i < 0, so that ␯
interest by reading Section 1.1 and the discussions follow- corresponds to the strict-sense stationary4 output of a caus-
ing Corollary 1 (in Section 2.3) and Corollary 2 (in Section al nonrecursive dither filter G of the form
3.3). These address the most common sorts of dithers that ⬁
might be used in systems with and without noise-shaping
error feedback, respectively.
G共z兲 = 兺 cz
i=0
i
−i
(13)

with an i.i.d. input signal ␩ (see Figs. 4 and 5). ␩ is

1. FILTERED DITHERS
1.1 Definition
Detailed knowledge of the dither signal’s statistical
properties is required in order to analyze the behavior of
the systems under consideration. Thus we begin by speci-
fying the family of dither signals to be considered and
computing the form of the characteristic function (cf) of
dithers in this family. The characteristic function of a
random variable is the Fourier transform of its pdf [9]. For
our present purposes it is a more convenient specification
assumed to be statistically independent of the system input
so that ␯ is as well. We will refer to a dither of this sort as
a filtered dither.
1.2 Characteristic Function of a Filtered Dither
We define the vectors
䉭
␯ = 共. . . , ␯−1, ␯0, ␯1, . . .兲
4
A random process is said to be strict-sense stationary if all of
its samples are identically distributed.

Fig. 4. Schematic of general direct-form recursive digital filter using error feedback around output requantizer.

J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November 1127
LIPSHITZ ET AL. PAPERS

and Since ␯ is strict-sense stationary, we will drop the un-

needed time index n and reindex the c, to obtain
䉭
␩ = 共. . . , ␩−1, ␩0, ␩1, . . .兲.
⬁
Now we write the joint pdf P␯共u兲 = 兿P 共c u兲.
i=−⬁
␩ i (15)
䉭
p␯,␩共␯, ␩兲 = p␯ⱍ␩共␯, ␩兲p␩共␩兲

冉 冊
⬁
Also, by setting to zero all of the wi and all of the uj
⬁

兿␦ 兺 c␩
except for un and un+ᐉ (which we relabel u1 and u2), Eq.
= ␯j − i j−i p␩共␩j兲.
j=−⬁ i=−⬁
(14) yields
⬁
Here we have used the facts that ␯j is completely deter-
mined by choosing the ␩i and that the ␩i are i.i.d. so that P␯n,␯n+ᐉ共u1, u2兲 = 兿 P 共c
i=−⬁
␩ n−iu1 + cn+ᐉ−iu2兲
their joint pdf splits into a product of identical functions
that we will simply denote by p␩; that is, we take ⬁

p␩i ≡ p␩ ᭙i.
= 兿 P 共c u + c
i=−⬁
␩ i 1 i+ᐉu2 兲. (16)

To obtain the associated cf, we now Fourier transform all
variables. The transform variable corresponding to ␯j will
be uj and that corresponding to ␩i will be wi, where, as
before, we will form real vectors u and w from these
components for notational convenience,
The moments of a random variable can be computed
from the derivatives of its characteristic function at the
origin [9]. In particular, for arbitrary random variables x
and y

冉 冊 兰
䉭 ⬁
⬁ ⬁ E关xm兴 = xmpx共x兲 dx
兿兰 exp ∑c␩
⬁ −⬁
−j2␲␩jwj
P␯,␩共u, w兲 = −j2␲uj p␩(␩j)e
冉 冊
i j−1 d␩j
−⬁ j m
j=−⬁ i=−⬁
= P共xm兲共0兲 (17)
⬁ ⬁ 2␲
兿兰 兿 e
⬁
−j2␲ujci␩j−i
= p␩共␩j兲e−j2␲␩jwj d␩j
−⬁ and
j=−⬁ i=−⬁

⬁ ⬁

兿兰 兿e 兰兰
⬁ 䉭 ⬁ ⬁
= −j2␲cj−iuj␩i
p␩共␩i兲e−j2␲␩iwi d␩i E关xy兴 = xypx,y共x, y兲 dx dy
−⬁ −⬁ −⬁

冉 冊
i=−⬁ j=−⬁

冉 冊
j 2
⬁ ⬁ 1,1兲
= P共x,y 共0, 0兲. (18)
= 兿
i=−⬁
P␩ wi + 兺
j=−⬁
cj−iuj . (14) 2␲

(We will use superscripts (m, n) to indicate a function

One very appealing property of characteristic functions
is that marginal cfs can be obtained from joint cfs by
simply setting the unwanted variables to zero [9]. Thus
setting wi ⳱ 0 for all i and uj ⳱ 0 for all j ⫽ n, we directly
obtain the cf we require,
differentiated m times with respect to its first argument
and n times with respect to its second. Differentiating Eqs.
(15) and (16) and making the simplifying assumption that
E[␩] ⳱ 0 yields
⬁

兺 cc
⬁
r␯共ᐉ兲 = E关␩2兴
P␯n共un兲 = 兿 P 共c
i=−⬁
␩ n−iun 兲. j=−⬁
j j+ᐉ

the DTFT of which is the dither spectrum,

PSD␯共f兲 = 2T E关␩2兴 冋兺 ⬁

j=−⬁
c2j + 2
⬁ ⬁

兺兺 c c
ᐉ=1 j=−⬁
j j+ᐉ 册
cos共2␲fᐉT兲 .

(19)

2. SPECTRALLY SHAPED DITHERS IN

SYSTEMS WITHOUT FEEDBACK

We proceed to determine conditions on dithers of the

sort described in the preceding such that they will render
the total error of the quantizing system wide-sense station-
ary. With reference to the autocorrelation function of the
error as defined by Eq. (10), we will need to treat the
first-order (ᐉ ⳱ 0) and second-order (ᐉ ⫽ 0) statistics of
Fig. 5. Schematic of general filtered dither generator. the error signal separately.
1128 J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
PAPERS DITHERED NOISE SHAPERS

2.1 First-Order Error Statistics Applying the product rule for differentiation to Eq. (15)
(without Feedback) we have

冉冊 冉 冊兿 冉 冊
In the first-order case, the theorem of fundamental im- ⬁ ⬁

兺
portance is given in [2, corollary 2 to theorem 1] (which is k k k
P共␯1兲 = cjP共␩1兲 cj P␩ ci . (25)
also in [3, theorem 7] in a slightly different but entirely ⌬ j=−⬁ ⌬ i=−⬁ ⌬
equivalent form). i⫽j

This expression will go to zero at the required locations if

Lemma 1 In an NSD quantizing system E[␧ ] is in- m and only if for each k ⫽ 0 either 1) there exists an i such
dependent of the distribution of the system input x for that

冉 冊
m ⳱ 1, 2, . . . , M if and only if
k
P共␩1兲 ci =0
P共␯i兲 冉冊
k
⌬
=0 ᭙k ⫽ 0, i = 0, 1, 2, . . . , M − 1.
and
⌬

If the conditions of Lemma 1 are satisfied, then it has

been shown elsewhere [2], [3] that for 0 ⱕ m ⱕ N the 冉 冊
P␩ ci
k
⌬
=0
moments of the error are related to those of the dither by
the formula or 2) there exist two distinct values of i such that

E关␧m兴 =

m Ⲑ 2

兺 冉 冊冉 冊
m ⌬
2
2ᐉ E关␯m−2ᐉ兴
2ᐉ + 1
(20)
冉 冊
P␩ ci
⌬
k
=0
ᐉ=0 2ᐉ
so that, although terms occur in Eq. (25) in which either
where the floor operator
 returns the greatest integer less one of these two functions alone will be differentiated, in
than or equal to its argument. These relations are often any given term one will be undifferentiated and will cause
referred to as Sheppard’s corrections. The first two of the respective term to vanish in the required places.
them are of special interest, since they concern the mean
and the variance of the error, 2.2 Second-Order Error Statistics
(without Feedback)
E关␧兴 = E关␯兴 (21) In audio applications it is not sufficient to ensure only
that the error’s mean and variance are input independent.
⌬2 More generally, the error’s power spectrum should be con-
E关␧2兴 = E关␯2兴 + . (22) stant and predictable. We now proceed to find conditions
12
under which a spectrally shaped dither will render the
Note that Eq. (21) implies that there is no distortion of the complete autocorrelation function (and hence the power
input signal because the mean error is zero, whereas Eq. spectrum) of the total error input independent. Necessary
(22) implies that the error variance is also input indepen- and sufficient conditions for E[␧1␧2] to be input indepen-
dent so that no so-called noise modulation is present. dent, presented in [2, theorem 4], are transcribed here as
We need to ascertain conditions under which the filtered the following lemma.
dither cf of Eq. (15) satisfies the requirements imposed by
Lemma 1. We begin with the case of the error mean (ᐉ ⳱ Lemma 2 In an NSD system where all dither values
1), which entails the requirement that are statistically independent of all system input values,

冉冊
E关␧1␧2兴 = E关␯1␯2兴
k
P␯ =0 ᭙k ⫽ 0 (23)
⌬ for arbitrary input distributions if and only if the fol-
lowing three conditions are satisfied:

冉 冊
in order that it be independent of the input and given by
Eq. (21). Clearly, this condition will be satisfied by the k1 k2
P␯1,␯2 , =0 ᭙共k1, k2兲 ⫽ 共0, 0兲 (26)
dither cf of Eq. (15) if and only if for each k ⫽ 0 there ⌬ ⌬

冉 冊
exists an i such that
兲
k1
P共␯0,1 ,0 =0 ᭙k1 ⫽ 0 (27)
冉 冊 ⌬
1,␯2
k
= 0.
冉 冊
P␩ ci
⌬ k2
兲
P共␯1,0 0, =0 ᭙k2 ⫽ 0. (28)
1,␯2 ⌬
Requiring that the error variance be input-independent
introduces an additional constraint, Subject to the conditions of Lemma 2, then, we have

P共␯1兲 冉冊
k
⌬
=0 ᭙k ⫽ 0. (24) E关␧n␧n+ᐉ兴 = 再 E关␧2n兴,
E关␯n␯n+ᐉ兴,
if ᐉ = 0
otherwise.
(29)

J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November 1129
LIPSHITZ ET AL. PAPERS

The case where the lag parameter ᐉ equals zero has al- and

冉 冊
ready been handled in Section 2.1. Provided that the con-
ditions for constancy of the error variance are met so that k
P共␩1兲 ci =0 (33)
it is given by Eq. (22), then Eq. (29) is just the autocor- ⌬
relation function of the dither apart from an added ⌬2/12 at
ᐉ ⳱ 0. In this case Fourier transforming both sides of Eq. or there exist two distinct values of i such that

冉 冊
(29) yields Eq. (4). Hence the error spectrum will be equal
to the dither spectrum, apart from an additive white-noise k
P␩ ci = 0. (34)
component arising from the zero lag term. ⌬
We proceed by applying each of the three conditions
required by the lemma to the two-dimensional dither cf of The conditions in the theorem are sufficient but not
Eq. (16). Condition 1 [Eq. (26)] is satisfied for all lags ᐉ necessary, with more complicated and general conditions
⫽ 0 if and only if for all (k1, k2) ⫽ (0, 0) and ᐉ ⫽ 0 there probably existing. In spite of this, the conditions of the
exists an i such that theorem are so general as to be difficult to use, but they are
of the form required for certain ␩ pdfs (see [10]). We will

冉
k1
P␩ ci + ci+ᐉ
⌬
k2
⌬
= 0. 冊 (30)
interpret them next in a special case of interest.

2.3 Illustrated Special Case: ␩ Is nRPDF

Note that if this equation holds, then Eq. (23) necessarily
holds as well.
Proceeding to condition 2 [Eq. (27)] and again applying
the product rule, we have
(without Feedback)
We will now interpret the conditions of Theorem 1 in
the common case where ␩ represents an i.i.d. nRPDF ran-
dom process.
The Fourier transform of the rectangular window func-

冉 冊 冉 冊兿 冉 冊 tion ⌸⌬ is a sinc function,5

⬁ ⬁

兺
兲
k1 k1 k1
P共␯0,1 ,0 = cj+ᐉP共␩1兲 cj P␩ ci .
n,␯n+ᐉ ⌬ j=−⬁ ⌬ i=−⬁ ⌬ sin共␲⌬u兲
䉭
i⫽j sinc共u兲 =
␲⌬u
Demanding that all terms in this sum go to zero at the
required locations for all ᐉ ⫽ 0, we arrive at the same and the cf of a sum of statistically independent random
condition found for constancy of the error variance above; processes is the product of their individual cfs [5], so the
that is, we require for all k ⫽ 0 that either P␩(cik/⌬) ⳱ 0 cf of an nRPDF dither is P␯(u) ⳱ sincn(u). It follows that
␩ (cik/⌬) ⳱ 0 for some value of i, or P␩(cik/⌬) ⳱
and P(1) if the ␩ are i.i.d. and nRPDF, then condition 1 of Theorem
0 for any two values of i. 1 will be satisfied for all ᐉ ⫽ 0 if for each ᐉ ⫽ 0 there
Condition 3 [Eq. (28)] is symmetric with condition 2 exists an i, call it i0, such that of ci0 and ci0+ᐉ one is zero
and yields the same conditions on the cf of ␩. and the other is a nonzero integer. To see why this is so,
Clearly, the conditions for the joint error moments to be note that for an ␩ of this sort Eq. (30) becomes

冉 冊 冉 冊
input independent are stronger than (and include) the cor-
responding conditions for the mean and the variance of the k1 k2 k1 k2
P␩ ci + ci+ᐉ = sincn ci0 + ci0+ᐉ .
error. Collecting them gives us the following sufficient ⌬ ⌬ ⌬ ⌬
conditions for the error spectrum to be constant and input
independent This equation must hold if both k1 ⫽ 0 and k2 ⫽ 0 since
the argument of the sine function will then be a nonzero
integer multiple of ␲ under this condition. What happens
Theorem 1 In a nonsubtractively dithered quantizing in the case where ci0 ⳱ 0 and k2 ⳱ 0 (k1 ⫽ 0)? Then there
system without noise-shaping error feedback and using exists i1 ⳱ i0 + ᐉ such that Eq. (30) holds and becomes
dither of the form described by Eq. (12), the total error
will be wide-sense stationary and independent of the
system input with its PSD given by Eq. (4) if both of the
following conditions are satisfied:
冉 冊
sincn ci1
k1
⌬
= 0.

1) For each pair (k1, k2) ⫽ (0, 0) and for each ᐉ ⫽ 0 A similar factor exists if ci0+ᐉ ⳱ 0 and k1 ⳱ 0 (k2 ⫽ 0).
there exists an i such that Hence for each pair (k1, k2) ⫽ (0, 0) there exists, under the

冉 冊
stated condition, an i such that Eq. (31) holds.
k1 k2 What does condition 2 of Theorem 1 entail when ␩ is
P␩ ci + ci+ᐉ =0 (31)
⌬ ⌬ nRPDF with n ⱖ 1? In such a case we see that the exis-
tence of two distinct ci with values that are nonzero inte-
and gers is sufficient to satisfy the requirements of both Eq.
2) for each k ⫽ 0, either there exists a value of i such
that

冉 冊
5
Note that this definition of the sinc function differs slightly
k from the most standard definition appearing in the literature,
P␩ ci =0 (32)
⌬ which omits the factors of ⌬.

1130 J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
PAPERS
(32) and Eq. (33). If, on the other hand, ␩ is nRPDF with
n ⱖ 2, then it is sufficient that one nonzero integral ci
exists to satisfy the requirements of Eq. (34). For instance,
the cf of a TPDF process
P␩i(u) ⳱ sinc2(u)
goes to zero at u ⳱ cik/⌬ for all k ⫽ 0 if ci is an integer,
(35)
and so does its first derivative.
We collect these conclusions into the following useful
corollary to Theorem 1.
Corollary 1 In a nonsubtractively dithered quantizing
system without noise-shaping error feedback and using
dither of the form described by Eq. (12) with ␩ repre-
senting an i.i.d. nRPDF random process, the total error
will be wide-sense stationary and independent of the
system input with a PSD given by Eq. (4) if both of the
following conditions are satisfied:
1) For each ᐉ ⫽ 0 there exists an i such that of ci and
ci+ᐉ one is zero and the other is a nonzero integer, and
2) either ␩ is nRPDF with n ⱖ 1 and there exist at
least two distinct values of i such that ci is a nonzero
integer, or ␩ is nRPDF with n ⱖ 2 and there exists at
least one value of i such that ci is a nonzero integer.
Clearly, the conditions of the theorem are met by i.i.d.
TPDF dither, which corresponds to the case where ␩ is
TPDF and the associated dither filter has a single nonzero
coefficient, c0 ⳱ 1. Now consider a system with a sta-
tionary RPDF ␩ signal. What sets of dither filter coeffi-
cients satisfy these conditions? Obviously, the require-
ments are met by the simple high-pass dither coefficients
{. . . , 0, 0, 0, 1, − 1, 0, 0, 0, . . .}.
This coefficient set is associated with a dither whose spec-
trum has a simple high-pass form, as given by Eq. (19)
⌬2T
PSD␯共f兲 = 关1 − cos共2␲fT兲兴.
3 i.i.d.; that is, 0 dB represents ⌬2T/6.
Fig. 6. PSD␧(f) for quantizing system without error feedback and using a dither filter with RPDF input and coefficients {0.5, −1.0, 0.5,
−1.0}. System was presented with static null input (0.0 LSB). (a) Observed PSD. (b) Observed PSD normalized by predicted PSD.
J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
DITHERED NOISE SHAPERS
Any coefficient sequence satisfies the conditions if it con-
tains at least two integers at least one of which is either
leading or trailing. For instance, the following permuted
sequences
再 1 1
. . . , 0, 0, 0, 1, −1, , − , 0, 0, 0, . . .
2 2 冎
再 冎
1 1
. . . , 0, 0, 0, , − , 1, −1, 0, 0, 0, . . .
2 2
再 1 1
. . . , 0, 0, 0, 1, − , 1, − , 0, 0, 0, . . .
2 2 冎
再 冎
1 1
. . . , 0, 0, 0, , −1, , −1, 0, 0, 0, . . .
2 2
再 冎
1 1
. . . , 0, 0, 0, 1, − , , −1, 0, 0, 0, . . .
2 2
再 冎
1 1
. . . , 0, 0, 0, 1, − , 0, , −1, 0, 0, 0, . . .
2 2
all satisfy the requirements. Fig. 6 shows the total error
spectrum from a system using one of these dithers will a
null system input, as well as that error spectrum normal-
ized by the error PSD as predicted by Eq. (4) for a properly
dithered system.6 The result of the normalization is flat,
indicating that the spectrum is of the expected shape.
Other suitable sequences without leading or trailing inte-
gers can also be constructed. an example is
再 冎
1 1
. . . , 0, 0, 0, , −1, 0, 1, − , 0, 0, 0, . . . .
2 2
6
All power spectra shown in this paper represent the average
of 12 000 256-point FFTs of 50% overlapping Hann-windowed
data generated by computer-simulated quantization. 0 dB repre-
sents the PSD of a random process whose values are RPDF and
1131
LIPSHITZ ET AL. PAPERS

The pair of unit-magnitude coefficients in each of these
sequences ensures satisfaction of the second condition of
Corollary 1. With an RPDF ␩ these coefficients ensure
that the total dither contains a TPDF component. The cor-
ollary guarantees that the presence of other components in
the total dither does not interfere with the well-known
benefits of such a TPDF component (that is, the elimina-
tion of distortion and error-variance modulation; see Sec-
tion 0.1). If ␩ were itself TPDF rather than RPDF, then
only a single integer coefficient would be required in order
to achieve this result, as indicated in the corollary. On the
other hand, the first condition of the corollary introduces
an additional restriction on the coefficient sequence that
ensures not only that distortion and error-variance modu-
lation are eliminated, but that modulation of the shape of
the error’s power spectrum is also prevented.
Consider, for instance, the coefficient sequence
再 1 1
. . . , 0, 0, 0, , −1, 1, − , 0, 0, 0, . . .
2 2 冎 7
Like the sequences shown in the preceding, this one meets
the second condition of Corollary 1. However, it fails to
meet the first condition of Corollary 1 for ᐉ ⳱ ±1. Fig. 7
shows error spectra from a system using this sort of dither
with different static system inputs. Also shown are nor-
malizations of these spectra by the expected curve speci-
fied by Eq. (4). The results of the normalization are clearly
not flat indicating that the error spectrum is not of the sort
predicted. Furthermore, variation of the spectrum with the
system input value is apparent.7 Resorting to a TPDF ␩ not
only increases the error variance, but it does not ameliorate
the problem of input dependence because it does nothing
to satisfy the first condition of the corollary. This is illus-
trated in Fig. 8, where a small but consistently reproduc-
ible deviation from the expected spectrum is observed at
low frequencies. On the other hand, simply doubling the
coefficient sequence (or, equivalently, doubling ␩) yields
a suitable dither, although it also increases the error vari-
ance and somewhat alters the spectral shape as well [since
the additive white-noise component in Eq. (4) is not
doubled]. The result is illustrated in Fig. 9.
Interestingly, this coefficient sequence does satisfy the sec-
ond condition of the corollary, and thus the total error variance
assumes the predicted value given by Eq. (22) regardless of the
input. It is only the error’s spectral shape and not its variance that
is input dependent.

Fig. 7. PSD␧(f) for quantizing system without error feedback and using a dither filter with RPDF input and coefficients {0.5, −1.0, 1.0,
−0.5}. System was presented with static inputs. (a) Observed PSD with 0.0 LSB input. (b) Observed PSD normalized by predicted PSD
for 0.0 LSB input. (c) Observed PSD with 0.25 LSB input. (d) Observed PSD normalized by predicted PSD for 0.25 LSB input.

1132 J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
PAPERS DITHERED NOISE SHAPERS

We observe that in NSD systems we cannot generate 3 SPECTRALLY SHAPED DITHERS IN

arbitrary total error spectra by varying the dither spectrum.
Not only does Corollary 1 impose significant restrictions
on the allowable dither signals, but Eq. (4) indicates that
an additive white-noise component will always be present.
There are many applications where more complete control
of the error spectrum is desirable [6], [7], and this may be
achieved using noise-shaping error feedback (see Section
3). Spectrally shaped dithers remain of interest in certain
applications, however (see [11]). Furthermore, they are
useful in high-speed applications where it is prohibitively
time-consuming to generate nRPDF dither using n newly
calculated random numbers per data sample. In such cases
a single new ␩ may be generated per sample and placed in
a delay line to generate spectrally shaped dither of the sort
described by Eq (12). A commonly used example is the
simple high-pass dither mentioned, which may be gener-
ated using dither filter coefficients
{. . . , 0, 0, 0, 1, −1, 0, 0, 0, . . .}.
Such dither is TPDF, but only one new random number is
calculated per sampling period.
SYSTEMS WITH FEEDBACK
We now explore the use of filtered dithers in quantizing
systems employing noise-shaping error feedback. While
the use of such feedback allows general control over the
spectral shape of the total error, we will see that the class
of dither signals suitable for use with noise shaping is
greatly restricted.
3.1 First-Order Error Statistics (with Feedback)
Again, we begin with first-order statistics. Unfortu-
nately we cannot draw upon any results preexisting in the
literature here because none have been published for sys-
tems in which feedback introduces vestiges of past dither
values into the current input to the quantizing network (see
Fig. 3). We will have to derive the appropriate theorems.
Fortunately the derivations proceed in a fashion analogous
to those for the nonfeedback theorems in [2], [3]. The
details are contained in the Appendix. Here we will simply
state the resulting theorems as required, beginning with the
following generalization of Lemma 1.

Fig. 8. PSD␧(f) for quantizing system without error feedback and using a dither filter with TPDF input and coefficients {0.5, −1.0, 1.0,
−0.5}. System was presented with static null input (0.0 LSB). (a) Observed PSD. (b) Observed PSD normalized by expected PSD.

Fig. 9. PSD␧(f) for quantizing system without error feedback and using a dither filter with TPDF input and coefficients {1.0, −2.0, 2.0,
−1.0}. System was presented with static null input (0.0 LSB). (a) Observed PSD. (b) Observed PSD normalized by predicted PSD.

J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November 1133
LIPSHITZ ET AL. PAPERS

Lemma 3 In an NSD quantizing system in which the pendent of xn. This is i = n, so that Eq. (38) can be written
dither ␯ and the system input signal x are not necessarily as the product
statistically independent, E[␧ᐉ] is independent of the
P␯n,xn共c0un, vn兲 = P␩n共c0un兲P␩,xn共␮⬘, vn兲
distribution of the input x for ᐉ ⳱ 1, 2, . . . , N if and
only if the joint characteristic function of the dither and where

再
the input P␯,x(u, v) obeys the condition that
␮i, if i ⬍ n
P共␯,x 冉 冊
i,0兲
k k
,
⌬⌬
=0 ᭙k ⫽ 0, i = 0, 1, 2, . . . , N − 1.
␮⬘i =
0, if i ⱖ n.
We conclude that Eq. (39) holds if
(36)
Subject to the conditions of Lemma 3, E[␧m] for 0 ⱕ m
ⱕ N is given by the Sheppard’s corrections, as before.
冉 冊
P␩ c0
⌬
k
=0 ᭙k ⫽ 0 (41)

The derivation of P␯,x in terms of the ␩i proceeds pre- and, similarly, that Eq. (40) holds if

冉 冊
cisely as for the case where x is not involved, and we
simply state the result: k
P共␩1兲 c0 =0 ᭙k ⫽ 0. (42)
⌬
P␯,␩,x共u, w, v兲 = P␩,xr共␥, v兲 (37)
where 3.2 Second-Order Error Statistics
(with Feedback)
x = 共. . . , x−1, x0, x1, . . .兲 The analysis of the two-dimensional statistics proceeds
and in the usual fashion. The following obvious generalization
of Lemma 2 is derived in the Appendix.
v = 共. . . , v−1, v0, v1, . . .兲
Lemma 4 Consider two values ␧n and ␧n+ᐉ of the total
v being the corresponding vector of Fourier-transformed
error produced by an NSD quantizing system in which
variables. ␥ is a similar vector with components
the dither and the input to the quantizing system are not
⬁ necessarily statistically independent. Let these error
␥i = wi + 兺c
j=−⬁
j−iuj. samples be separated in time by ␶ ⳱ ᐉT, where T is the
sampling period of the system and ᐉ ⫽ 0. Denote by
By setting all the unwanted variables in Eq. (37) to zero P(␯n,␯n+ᐉ),(xn,xn+ᐉ) the joint cf of the dither and input values
we obtain ␯n, ␯n+ᐉ, xn, and xn+ᐉ, corresponding to ␧n and ␧n+ᐉ,
respectively. If and only if
P␯n,xn共un, vn兲 = P␩,xn共␮, vn兲 (38)

where the components of ␮ are P共␯n,␯n+ᐉ兲,共xn,xn+ᐉ兲 冉 k1 k2 k1 k2

, , ,
⌬ ⌬ ⌬ ⌬
=0冊 ᭙(k1, k2) ⫽ 共0, 0兲
(43)
␮i = cn−iun
and where we will retain the time indices since the relative
times of ␩i and xn must be taken into account. [Note that
P共(0,1,0,0)
␯n,␯n+ᐉ兲,共xn,xn+ᐉ兲 冉 k1 k1
⌬ ⌬ 冊
, 0, , 0 = 0 ᭙k1 ⫽ 0 (44)

if the ␩ are all mutually independent and we let vn ⳱ 0,

then Eq. (38) reduces to Eq. (15).]
In order for the mean and the variance of the error to be
P共(1,0,0,0)
␯n,␯n+ᐉ兲,共xn,xn+ᐉ兲 0,冉 k2 k2
⌬
, 0,
⌬ 冊
=0 ᭙k2 ⫽ 0 (45)

input independent, Lemma 3 requires that then

P␯n,xn 冉 冊
k k
,
⌬ ⌬
=0 ᭙k ⫽ 0 (39)
E关␧n␧n+ᐉ兴 = E关␯n␯n+ᐉ兴.
From Eq. (37) we have
and P共␯n,␯n+ᐉ兲,共xn,xn+ᐉ兲共u1, u2, v1, v2兲 = P␩,共xn,xn+ᐉ兲共␮, v1, v2兲 (46)

P共␯1,0
n,xn
兲
冉 冊
k k
,
⌬ ⌬
=0 ᭙k ⫽ 0. (40)
where
␮i = cn−iu1 + cn+ᐉ−iu2.
At first glance, interpretation of these conditions in terms We first consider the case where ᐉ > 0. Using the same
of Eq. (38) appears to be frustrated by the fact that we brand of reasoning that we used in the one-dimensional
know nothing about the quantity P␩,xn. However, we can case, we note that there exists exactly one value of i for
assume that 1) the dither filter is causal so that ci ⳱ 0 for which (cn−i,cn+ᐉ−i) ⫽ (0, 0) and for which ␩i is statistically
all i < 0, and that 2) ␩i is statistically independent of the independent of (xn,xn+ᐉ). This is i ⳱ n + ᐉ, so that Eq. (46)
random vector (. . . , xn−2, xn−1, xn) for i ⱖ n, where we can be written
recall that the dither filter H(z) must contain an implicit
single-sample delay. Thus there exists exactly one value of P共␯n,␯n+ᐉ兲,共xn,xn+ᐉ兲共u1, u2, v1, v2兲 = P␩n+ᐉ共c0u2兲P␩,共xn,xn+ᐉ兲共␮⬘, v1, v2兲
i such that ci ⫽ 0 and for which ␩i is statistically inde- (47)
1134 J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
PAPERS DITHERED NOISE SHAPERS

where only c0 remains since the other coefficient is zero, Corollary 2 In an NSD quantizing system with arbi-
and where trary noise-shaping error feedback and using filtered

再
dither with ␩ being an i.i.d. mRPDF random process,
␮i, if i ⬍ n + ᐉ
␮⬘i = the shaped total error will be wide-sense stationary and
0, if i ⱖ n + ᐉ. independent of the system input with a PSD given by
According to Eq. (47), condition 1 [Eq. (43)] of Lemma Eq. (9) if c0 is a nonzero integer and m ⱖ 2.
4 will be satisfied for ᐉ > 0 and k2 ⫽ 0 if

冉 冊
The result exploits the inherent single-sample delay in
k the feedback loop (see Section 0.3), which guarantees that
P␩ c0 =0 ᭙k ⫽0.
⌬ at least the most recent ␩ value is independent of x because
it has not been recirculated. Thus whatever the remaining
On the other hand, if k2 ⳱ 0, then Eqs. (43) and (46) yield
components in the total dither signal may be, this ␩ can

P共␯n,␯n+ᐉ兲,共xn,xn+ᐉ兲 冉 k1 k1
⌬ ⌬ 冊 冉 冊冏
, 0, , 0 = P␩,xn ␮⬙,
k1
⌬ u1=k1 Ⲑ ⌬
single-handedly provide a suitable dither signal if it is at
least TPDF (that is, m ⱖ 2) and if it has an appropriate
width (that is, if c0 is a nonzero integer).
(48)
To appreciate just how restrictive this condition really
where is, it should be noted that simple TPDF high-pass dither
generated by filtering an RPDF random process does not
␮⬙i = cn−iu1.
satisfy it. This is confirmed by Fig. 10, which shows the
Then there exists exactly one i such that cn−i ⫽ 0 and for spectrum of ␧ from a noise shaper using this kind of dither
which ␩i is independent of xn. This is i ⳱ n. Thus the and a one-tap feedback filter with coefficient −0.5. [As
right-hand side of Eq. (48) splits into a product that goes was pointed out in the Introduction the shaped total error
to zero if spectrum PSDe (f) will have the expected form given by

冉 冊
k the form given by Eq. (4); that is, we only require that the
P␩ c0 =0 ᭙k ⫽ 0.
⌬ dither fix PSD␧(f) since PSDe (f) is then determined via
Thus condition 1 is satisfied for all (k1, k2) ⫽ (0, 0) subject
to this requirement. By symmetry, the ᐉ < 0 case produces
identical conditions.
Conditions 2 and 3 [Eqs. (44) and (45)] are handled by
application of the product rule, as before. We omit the
details, but it can be shown that these conditions are sat-
isfied if Eqs. (41) and (42) hold. All three conditions being
satisfied, Eq. (4) gives the total error spectrum in terms of
the dither spectrum.
We will now collect the conclusions from the foregoing
analysis.
Theorem 2 In an NSD quantizing system with arbi-
trary noise-shaping error feedback and using filtered
dither of the form described by Eq. (12) the shaped total
error will be wide-sense stationary and independent of
the system input with a PSD given by
Eq. (9) if and only if the total error spectrum PSD␧(f) has
Eq. (8).] Also shown is the spectrum normalized by the
predicted spectrum of Eq. (4). Two static inputs (x ⳱ 0.0
and 0.5 LSB, respectively) were used. The normalized
spectra are not flat, indicating that the error spectra are not
of the expected shape. Furthermore, the two spectra are
different, clearly indicating that the error spectrum is input
dependent.
The observed spectral modulations can be eliminated by
using a TPDF rather than an RPDF ␩, in which case the
conditions of Corollary 2 are satisfied since m ⳱ 2 but the
error variance is increased. This is illustrated in Fig. 11.
However, it is not clear that this use of spectrally shaped
dither offers an advantage over using simple i.i.d. TPDF
dither, since any desired error spectrum can be obtained
using noise-shaping error feedback. Fig. 12 shows power
spectra of ␧ in the case where the noise-shaping system is
the same as that of Fig. 10 but where i.i.d. TPDF dither is
used rather than filtered RPDF (high-pass) dither. The

冋
PSDe共f兲 = |1 − H共ej2␲fT兲|2 PSD␯共f兲 +
⌬2T
6
册 normalized spectra are flat, indicating that the error spectra
are of the expected shape and are input independent.
When dithers that do not satisfy the conditions of Cor-
if both of the following conditions are satisfied: ollary 2 are used in conjunction with noise shaping, modu-

冉 冊
lation of the error spectrum typically decreases in magni-
k
P␩ c0 =0 ᭙k ⫽0 tude with increasing complexity of the noise-shaping
⌬ filter. For instance, the plots in Fig. 13 correspond to those
and in Fig. 10, with the sole difference being the use of a

冉 冊
three-coefficient noise-shaping filter with psychoacousti-
k cally optimized coefficients (see [6]). Although some
P共␩1兲 c0 =0 ᭙k ⫽ 0.
⌬ variation of the spectrum with input is probably still pres-
ent, it is apparently negligible. To further characterize this
3.3 Illustrated Special Case: ␩ Is nRPDF variation would require a general statistical model of signals
(with Feedback) in the noise shaper, and the development of such a model
If ␩ is mRPDF we reach the following simple but quite remains an open problem. In any event, we do not recom-
restrictive conclusion. mend the use of dithers that violate the conditions of Corol-
J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November 1135
LIPSHITZ ET AL.
lary 2 in conjunction with noise shaping. For most applica-
tions, simple i.i.d. TPDF dither is the best choice, with
spectral shaping of the error effected by means of noise-
shaping feedback rather than by spectrally shaping the dither.
3.4 Results for Special Classes of Shapers
We have so far been unable to find necessary and suf-
ficient conditions that will guarantee input independence
of the error spectrum for an arbitrary noise shaper (al-
though a set of weaker but more complicated conditions
for mRPDF ␩ is given in [11, theorem 6]). However, some
interesting results are known for certain special classes of
shapers. The most obvious is that if the feedback filter
H(z) is FIR and its first ᐉ coefficients are all zero, the
shaped total error spectrum is wide-sense stationary and
given by Eq. (9) if ci ⳱ 0 for i > ᐉ and the conditions of
Theorem 1 are satisfied. This ensures that xi contains no
vestiges of any ␩j that will also be present in the current
dither sample ␯i, so that xi and ␯i will be independent.
An interesting result has been obtained for a special
class of noise-shaper designs by Gerzon et al. [12]. These
shapers employ feedback filters H (z) whose filter coeffi-
cients are all integers. Gerzon et al. have shown that any
such system produces precisely the same output as the
system of Fig. 14, which employs no feedback. [The ef-
Fig. 10. PSD␧(f) for quantizing system with error feedback and using a dither filter with RPDF input and coefficients {1.0, −1.0}. A
single-tap noise-shaping filter with coefficient −0.5 was used. (a) Observed PSD for 0.0 LSB input. (b) Observed PSD normalized by
expected PSD for 0.0 LSB input. (c) Observed PSD for 0.5 LSB input. (d) Observed PSD normalized by expected PSD for 0.5 LSB
input.
1136
PAPERS
fective dither filter, 1 − H(z), must be minimum phase for
Fig. 14 to be realizable; that is it must be invertible.] This
means that for such noise shapers, the broad class of
shaped dithers defined by the conditions of Section 2 must
produce the expected input-independent error spectra. This
is confirmed by Fig. 15, which shows total error spectra
PSD␧, unnormalized and normalized, for such a system
using the simple high-pass dither that failed when a feed-
back filter with noninteger coefficients was used.
4 CONCLUSIONS
Systems without noise-shaping feedback respond quite
differently to the use of particular spectrally shaped dither
signals from those with error-feedback paths. The total
error of the system may be wide-sense stationary in one
case and not in the other. For instance, simple high-pass
dither renders the total error wide-sense stationary if no
feedback is present, but fails to do so for systems with
arbitrary noise shapers.
Dithered systems using spectrally colored dither signals
should be designed according to the criteria of Corollary 1
when no noise-shaping error feedback is to be used. How-
ever, in most applications the greater flexibility of noise-
shaping error feedback will supersede the use of spectrally
J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
PAPERS
shaped dither. When such noise shaping is employed,
the dither signal should meet the restrictive conditions
of Corollary 2. Many spectrally shaped dithers will
introduce unexpected error modulations due to recircula-
tion of the dither by the feedback loop so that it is no
longer independent of the input signal. Thus we rec-
ommend simple i.i.d. TPDF dither for most noise-
shaping applications, since any desired shape of error
spectrum can be achieved by specifying a suitable
feedback filter. Such precautions will guarantee that the
total systemic error is wide-sense stationary, as is ap-
propriate in audio systems, and is possessed of the ex-
pected spectral characteristics.
5 ACKNOWLEDGMENT
Stanley P. Lipshitz and John Vanderkooy have been
supported by operating grants from the Natural Sciences
and Engineering Research Council of Canada.
6 REFERENCES
[1] S. P. Lipshitz and J. Vanderkooy, “High-Pass
Dither,” presented at the 4th Regional Convention of the
Fig. 11. PSD␧(f) for quantizing system with error feedback and using a dither filter with TPDF input and coefficients {1.0, −1.0}. A
single-tap noise-shaping filter with coefficient −0.5 was used. (a) Observed PSD for 0.0 LSB input. (b) Observed PSD normalized by
expected PSD for 0.0 LSB input. (c) Observed PSD for 0.5 LSB input. (d) Observed PSD normalized by expected PSD for 0.5 LSB
input.
J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
DITHERED NOISE SHAPERS
Audio Engineering Society, Tokyo (1989 June); in Col-
lected Preprints (AES Japan Section, Tokyo, 1989), pp.
72–75.
[2] R. A. Wannamaker, S. P. Lipshitz, J. Vanderkooy,
and J. N. Wright, “A Theory of Non-Subtractive Dither,”
IEEE Trans. Signal Process., vol. 48, pp. 499–516 (2000
Feb.).
[3] S. P. Lipshitz, R. A. Wannamaker, and J. Vander-
kooy, “Quantization and Dither: A Theoretical Sur-
vey,” J. Audio Eng. Soc., vol. 40, pp. 355–375 (1992
May).
[4] S. P. Lipshitz and J. Vanderkooy, “Digital Dither,”
presented at the 81st Convention of the Audio Engineering
Society, J. Audio Eng. Soc. (Abstracts), vol. 34, p. 1030
(1986 Dec.), preprint 2412.
[5] J. Vanderkooy and S. P. Lipshitz, “Digital Dither: Sig-
nal Processing with Resolution Far below the Least Signifi-
cant Bit,” in Proc. AES 7th Int. Conf. on Audio in Digital
Times (Toronto, ON, Canada, 1989 May), pp. 87–96.
[6] R. A. Wannamaker, “Psychoacoustically Optimal
Noise Shaping,” J. Audio Eng. Soc., vol. 40, pp. 611–620
(1992 July/Aug.).
[7] S. P. Lipshitz, J. Vanderkooy, and R. A. Wanna-
1137
LIPSHITZ ET AL.
maker, “Minimally Audible Noise Shaping,” J. Audio
Eng. Soc., vol. 39, pp. 836–852 (1991 Nov.).
[8] J. S. Lim and A. V. Oppenheim, Advanced Topics in
Signal Processing (Prentice-Hall, Englewood Cliffs, NJ,
(1988).
[9] A. Papoulis, Probability, Random Variables, and Sto-
chastic Processes, 2nd ed. (McGraw-Hill, New York, 1984).
[10] S. P. Lipshitz and C. Travis, “The Generation of
Non-White Dithers of Specified Probability Density Func-
tion,” presented at the 94th Convention of the Audio En-
gineering Society, J. Audio Eng. Soc. (Abstracts), vol. 41,
p. 404 (1993 May), no preprint.
[11] R. A. Wannamaker, “Subtractive and Nonsubtrac-
tive Dithering: A Comparative Analysis.” To be pub-
lished, JAES, vol. 52 (2004 Dec.).
[12] M. A. Gerzon, P. G. Craven, J. R. Stuart, and R. J.
Wilson, “Psychoacoustic Noise-Shaped Improvements in
CD and Other Linear Digital Media,” presented at the 94th
Convention of the Audio Engineering Society, J. Audio
Eng. Soc. (Abstracts), vol. 41, p. 394 (1993 May), preprint
3501.
[13] R. A. Wannamaker, “The Mathematical Theory of
Dithered Quantization,” Ph.D. Thesis, Dept. of Applied
Mathematics, University of Waterloo, Waterloo, ON,
Canada (1997 June).
Fig. 12. PSD␧(f) for quantizing system with error feedback and using simple i.i.d. TPDF dither. A single-tap noise-shaping filter with
coefficient −0.5 was used. (a) Observed PSD for 0.0 LSB input. (b) Observed PSD normalized by expected PSD for 0.0 LSB input.
(c) Observed PSD for 0.5 LSB input. (d) Observed PSD normalized by expected PSD for 0.5 LSB input.
1138
PAPERS
APPENDIX
Dither Theory with Dependent Input and Dither
It is the aim of this appendix to derive conditions on the
dither signal ␯ in a nonsubtractively dithered quantizing sys-
tem that will guarantee that the moments of the total error
signal ␧ are independent of the input x to the quantizing
network. It will not be assumed that any dither and input
values are statistically independent of one another, although
they may be. We will address both simple one-dimensional
moments and multidimensional joint moments between total
error values separated in time. The approach used will be of
the most general and efficient sort. Readers who are unfa-
miliar with this approach may wish to refer to [2], [3] for an
introduction thereto.
For notational convenience we will define the following
vectors:
䉭
x = 共x1, x2, x3, . . . , xN兲 ∈⺢N
䉭
␯ = 共␯1, ␯2, ␯3, . . . , ␯N兲 ∈⺢N
䉭
␧ = 共␧1, ␧2, ␧3, . . . , ␧N兲 ∈⺢N
䉭
k = 共k1, k2, k3, . . . , kN兲 ∈⺪N
J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
PAPERS DITHERED NOISE SHAPERS

where ⺢N is the space of all N-vectors with real com-
ponents and ⺪ N is the space of all N-vectors with
integer components. x1 and w1, for example, represent sig-
nals present in the system at the same time instant,
whereas x1 and x2 represent distinct but not necessarily
successive samples. We note that if N ⳱ 1 then the results
that follow reduce directly to the “one-dimensional” re-
sults of [2]. However, N may have any value between 1
and infinity.
Using the definition of conditional probability [9], we may
express the joint pdf of the signals under consideration as
p␧,y,␯,x共␧,y,␯,x兲 = p␧|y,␯,x共␧,y,␯,x兲 py|␯,x共␧,y,␯,x兲 p␯,x共␧,y,␯,x兲
(49)
where it should be kept in mind that the arguments and
subscripts in general represent vectors. We will compute
the factors on the right-hand side of this equation. p␯,x will

Fig. 13. PSD␧(f) for quantizing system with error feedback and using a dither filter with RPDF input and coefficients {1.0, −1.0}. A
three-tap FIR noise-shaping filter with coefficients {1.33, − 0.73, 0.65} was used. (a) Observed PSD for 0.0 LSB input. (b) Observed
PSD normalized expected PSD for 0.0 LSB input. (c) Observed PSD for 0.5 LSB input. (d) Observed PSD normalized by expected
PSD for 0.5 LSB input.

Fig. 14. System equivalent to that of Fig. 3 for case where all coefficients of error-feedback filter H(z) are integers.

J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November 1139
LIPSHITZ ET AL. PAPERS

be regarded as given. Since ␧ ≡ y − x, and

p␧|y,␯,x共␧,y,␯,x兲 = ␦共␧ − y + x兲 N

where the delta function with a vector argument is defined

W⌬共y兲 = 兿 W 共y 兲 = 兺 ␦共y − k⌬兲
i=1
⌬ i
k∈⺪N
as a product of delta functions,
where now k ∈ ⺪N as defined at the outset. With these
N
definitions, Eq. (52) applies if N ⱖ 1.
䉭
␦共x兲 = 兿 ␦共x 兲.
i=1
i (50)
Taking the Fourier transforms with respect to all vari-
ables of the three factors just computed, we obtain
Thus the only nontrivial factor in Eq. (49) is py|␯,x.
For simplicity, let us initially consider the case N ⳱ 1. P␧|y,␯,x共u␧,uy,u␯,ux兲 = ␦共uy + u␧兲␦共ux − u␧兲␦共u␯兲
Assuming for the sake of definiteness an infinite uniform
Py|␯,x共u␧,uy,u␯,ux兲 = ␦共u␧兲sinc共ux兲

兺␦冉u + u − ⌬冊␦冉u + u − ⌬冊
midtread quantizer with transfer characteristic
k k
⳯


w 1 x y ␯ y
Q共w兲 = ⌬ + (51) k∈⺪N
⌬ 2
P␯,x共u␧,uy,u␯,ux兲 = ␦共u␧,uy兲P␯,x共u␯,ux兲
we observe that if

共2n − 1兲⌬ Ⲑ 2 ⱕ x + ␯ ⬍ 共2n + 1兲⌬ Ⲑ 2
then the quantizer output is n⌬. Thus py|␯,x can be ex-
pressed as the following product of a window function
with an impulse train,
py|␯,x共y,␯,x兲 = ⌬⌸⌬关y − 共x + ␯兲兴W⌬共y兲
where
where ux ⳱ (ux1, ux2, ux3, . . . , uxN) ∈ ⺪N is a vector of
transform domain variables associated with x, where u␧,
uy, and u␯ are similarly defined, where x ∈ ⺪N, and where
䉭
sinc(u) ⳱ ⌸Ni⳱1 sinc(ui). After transforming, the multipli-
cations of Eq. (49) become convolutions, so in order to
compute the joint cf P␧,y,␯,x we convolve the three preced-
(52) ing expressions with one another (separate convolutions
over each transform variable being required). After sim-
plification the result is

兺 sinc冉u + u + u + u − ⌬冊
⬁
䉭
W⌬共y兲 = 兺 ␦共y − k⌬兲.
k=−⬁
P␧,y,␯,x共u␧,uy,u␯,ux兲 = ␧ y ␯ x
k
k∈⺪N

Since the quantizer output at any particular time is com-

pletely determined if the signals x and ␯ at that time are
k k
冉
⳯ P␯,x u␧ − , − .
⌬ ⌬ 冊
specified, the treatment is trivially extended to handle N ⱖ
1 by defining the following scalar functions of vector The desired marginal cf P␧ is obtained by simply setting
arguments: unwanted variables to zero [9],

兺 sinc冉 u − ⌬ 冊P 冉 冊
N k k k
䉭
⌸⌬共y兲 = 兿 ⌸ 共y 兲
i=1
⌬ i
P␧共u兲 =
k∈⺪N
␯,x u− ,−
⌬ ⌬
. (53)

Fig. 15. PSD␧(f) for quantizing system with error feedback and using a dither filter with RPDF input and coefficients {1.0, −1.0}.
System was presented with null static input (0.0 LSB), and a single-tap noise-shaping filter with coefficient 1.0 was used. (a) Observed
PSD. (b) Observed PSD normalized by expected PSD.

1140 J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November
PAPERS DITHERED NOISE SHAPERS

Moments of ␧ are determined by the derivatives of its cf The correlation between two total error samples sepa-
at the origin [9]. Consider, for instance, N ⳱ 1. Then Eq. rated in time by a nonzero lag is

冉 冊
(53) becomes 2
䉭 j 兲
E 关␧1␧2兴 = P共␧1,1
1,␧2
共0, 0兲

兺 sinc冉 u − ⌬ 冊P 冉 冊
⬁
2␲

冉 冊 兺再 冉 冊 冉 冊
k k k
P␧共u兲 = ␯,x u− ,− . j 2 k1 k2
k∈−⬁ ⌬ ⌬ = sinc共1兲 − sinc共1兲 −
2␲ ⌬ ⌬
k∈⺪2

and
冉
× P␯1,␯2,x1,x2 −
k1 k2
⌬
,− ,− ,−
⌬ ⌬ ⌬冊
k1 k 2

䉭
E关␧m兴 =
2␲冉 冊
j m
P共␧m兲共0兲
冉 冊
+ sinc −
k1
⌬
sinc共1兲 −
k2
⌬ 冉 冊
冉 冊 兺兺冉 冊 冉 冊
⬁ m

冉 冊
j m k
m 共r兲
= r sinc − ⌬ k1 k2 k1 k2
兲
2␲ k=−⬁ r=0 ⳯ P 共␯1,0,0,0 − ,− ,− ,−
1,␯2,x1,x2 ⌬ ⌬ ⌬ ⌬

冉 冊
m−r,0兲
⳯ P共␯,x
k k
− ,− .
⌬ ⌬
(54)
冉 冊
+ sinc共1兲 −
k1
⌬
sinc − 冉 冊
k2
⌬

We discern that E[␧m] is independent of the distribution of

x if 冉
⳯ P 共␯0,1,0,0 兲
1,␯2,x1,x2
−
k1
⌬
k2 k1
,− ,− ,−
⌬ ⌬ 冊k2
⌬

i,0兲
p共␯,x 冉 冊
k k
᭙k ⫽ 0 i = 0, 1, 2, . . . , m − 1. (55)
冉 冊
+ sinc −
k1
⌬
sinc −
k2
⌬ 冉 冊
冉 冊冎
,
⌬⌬ k k k1 k2
兲
⳯ P共␯1,1,0,0
1 2
− ,− ,− ,− . (59)
1,␯2,x1,x2 ⌬ ⌬ ⌬ ⌬
This is the forward direction of the assertion in Lemma 3.
(The converse is proven in [13] using induction.) In this Careful inspection of Eq. (59), keeping in mind that the
case Eq. (54) reduces to derivatives of the sinc function vanish at the origin, shows
that it will be independent of the system input distribution
if and only if the following three conditions are satisfied:

冉 冊 兺冉 冊 冉 冊
m m
j m 共r兲 共m−r兲
E关␧m兴 = r sinc 共0兲P␯,x 共0兲
k1 k2 k1 k2
2␲ P␯1,␯2,x1,x2 , , , =0 ᭙共k1, k2兲 ⫽ 共0, 0兲 (60)
r=0 ⌬ ⌬ ⌬ ⌬

兺冉 冊冉 冊

m Ⲑ 2

冉 冊
m ⌬ 2r E关␯m−2r兴
= (56) 兲
k1 k1
2r 2 2r + 1 P共␯0,1,0,0 , 0, , 0 = 0 ᭙k1 ⫽ 0 (61)
r=0 1,␯2,x1,x2 ⌬ ⌬

which are the Sheppard’s corrections.

Consider, now the case where N ⳱ 2 and let us explore
P共␯1,0,0,0 兲
1,␯2,x1,x2
0,冉 k2
⌬
, 0,
k2
⌬ 冊
=0 ᭙k2 ⫽ 0. (62)

the joint statistics between total error samples separated in In that case Eq. (59) reduces to
time in NSD systems. From Eq. (53) we have
兲 䉭
E 关␧1␧2兴 = P共␯1,1
1,␯2
共0,0兲 = E 关␯1␯2兴. (63)

兺 sinc冉 u − ⌬ 冊P 冉 冊
k k k We have now derived all of the theorems used in the
P␧共u␧兲 = ␧ ␯,x u␧ − , −
⌬ ⌬ body of the paper, including, although this may not be
k∈⺪2
obvious, those in Section 2. The latter follow from assum-
ing that the random vectors ␯ and x are statistically inde-
but now we will let ␧ ⳱ (␧1, ␧2), u␧ ⳱ (u␧1, u␧2), and k ⳱ pendent (since no feedback is present). That is, we let
(k1, k2). Then
P␯,x共␯, x兲 = P␯共␯兲 Px共x兲.

P␧共u␧兲 = P␧1,␧2共u␧1, u␧2兲 By then insisting that Px be arbitrary, the results in this

兺 sinc冉 u 冊 冉 冊
appendix immediately reduce to those of [2], [3].
k1 k2
= ␧1 − sinc u␧2 −
⌬ ⌬ The biographies of Stanley P. Lipshitz and John Vanderkooy
k∈⺪2

冉 冊
were published in the 2004 March issue of the Journal. The
k1 k2 k1 k2 biography of Robert A. Wannamaker was published in the 2004
× P␯1,␯2,x1,x2 u␧1 − ,u − ,− ,− . (58)
⌬ ␧2 ⌬ ⌬ ⌬ June issue of the Journal.

J. Audio Eng. Soc., Vol. 52, No. 11, 2004 November 1141