Digital Signal Processing

FIR Filtering and Convolution

Dr. Dung Trung Vo
Telecommunication Divisions
Department of Electrical and Electronics

September, 2013

Practical DSP methods

 Two basic classes:

 Block processing methods: data are collected and processed in blocks.

Some typical applications include:
- FIR filtering of finite-duration signals by convolution
- Fast convolution of long signals broken up in short segments
- DFT/FFT spectrum computations
- Speech analysis and synthesis
- Image processing

 Sample processing methods: data are processed one at a time—with

each input sample is transforms into an output sample. Some typical
applications include real-time applications:
- Realtime filtering of long signals
- Digital audio effects processing
- Digital control systems
- Adaptive signal processing

 Functional mapping:

 Linear systems: this mapping becomes a linear transformation

CuuDuongThanCong.com https://fb.com/tailieudientucntt
1
 FIR filtering applications

 Chapter focus: consider block processing and sample processing methods for
FIR filtering applications

 Discuss computational aspects of the convolution equations

 Present various equivalent forms of convolution:

- Direct form
- Convolution table
- LTI form
- Matrix form
- Flip-and-slide form
- Overlap-add block convolution form.

Block Processing Methods - Convolution

 Finite set of samples:

 Duration of the data:

where T is the sampling time interval

 Number of time samples L:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
2
 Block Processing Methods – Convolution - cont

 Input block: is L collected signal samples:

 Direct and LTI forms of convolution:

 Sum of the indices notice:

 Convolution table form:

Block Processing Methods – Direct Form

 Block of impulse response: Consider a causal FIR filter of order M with impulse
response h(n), n = 0, 1, . . . , M:

 Filter’s length:

 Index determination requirement:

(i) the range of values of the output index n, and
(ii) the precise range of summation in m

 Range of indices h(m):

 Range of indices x(n − m):

or
or

This is the index range of the output sequence y(n)

CuuDuongThanCong.com https://fb.com/tailieudientucntt
3
 Block Processing Methods – Direct Form - cont

 Output sequence:

 Output length:

where

y is longer than the input x by M samples, follows from the fact that a filter of order
M has memory M

 Relative lengths of filter, input, and output blocks:

Block Processing Methods – Direct Form - cont

 Filter index’s range:

or

 Direct form of convolution:

for n = 0, 1, . . . , L+M−1.

 Compact notation:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
4
 Block Processing Methods – Direct Form - cont

 Example: consider the case of an order-3 filter and a length-5 input signal

output length:

convolutional equation:

for example, at n = 5:

Block Processing Methods – Direct Form - cont

 All output samples:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
5
 Block Processing Methods – Convolution Table

 Note: each output yn is the sum of all possible products hixj with i + j = n
 Convolution table:

 Calculation: entries within each antidiagonal strip are summed together to form
the corresponding output value:

The convolution table is convenient for quick calculation by hand because it displays
all required operations compactly

Block Processing Methods – Convolution Table - cont

 Example: calculate the convolution of the following filter and input signals

Solution:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
6
 Block Processing Methods – LTI Form

 Input: as a linear combination of delayed impulses

or

 Output:

Block Processing Methods – LTI Form - cont

 Blocks of input and output signals:

 Linear combinations of right-hand side:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
7
 Block Processing Methods – LTI Form - cont

 LTI form of convolution:

 Calculation: the rows of the table correspond to the successive delays (right
shifts) of the h sequence—the mth row corresponds to delay by m units. Each row is
scaled by the corresponding input sample, that is, the mth row represents the term
xmhn-m in the LTI form. After the table is filled, the table entries are summed
column-wise to obtain the output samples y(n)

Block Processing Methods – LTI Form - cont

 Example: calculate the convolution of the following filter and input signals

Solution:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
8
 Block Processing Methods – Matrix Form

 Linear matrix form:

 Filter matrix H: must be rectangular with dimensions

 Matrix form: columns of H are the successively delayed replicas of the impulse
response vector h. H is Toeplitz matrix, which has the same entry along each
diagonal

Block Processing Methods – Matrix Form Form - cont

 Example: calculate the convolution using the matrix form

Solution:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
9
 Block Processing Methods – Matrix Form

 Alternative matrix form:

 Compact form:

 Data matrix X dimension:

Block Processing Methods – Matrix Form Form - cont

 Example: calculate the convolution using the matrix form

Solution:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
10
 Block Processing Methods – Flip-and-Slide Form

 Flip-and-slide form of convolution: filter h(n) is flipped around or reversed

and then slid over the input data sequence

 Calculation: output sample is obtained by computing the dot product of the

flipped filter vector h with the M+1 input samples aligned below it. The input
sequence is assumed to have been extended by padding M zeros to its left and to
its right.

Block Processing Methods – Flip-and-Slide Form - cont

 Input-on transient: At time n = 0, the only nonzero contribution to the dot

product comes from h0 and x0 which are time aligned. It takes the filter M time units
before it is completely over the nonzero portion of the input sequence. The first M
outputs correspond to the input-on transient behavior of the filter

 Steady-state: for a period of time M ≤ n ≤ L−1, the filter remains completely

over the nonzero portion of the input data, and the outputs are given by the form

 Input-off transients: During this period the filter slides over the last M zeros
padded at the end of the input

CuuDuongThanCong.com https://fb.com/tailieudientucntt
11
 Block Processing Methods – Transient and Steady-
State Behavior
 Time index n range:

 Three subranges:

 Transient and steady-state filter outputs:

Block Processing Methods – Transient and Steady-

State Behavior
 LTI form:

 Transient and steady-state filter outputs:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
12
 Block Processing Methods – Convolution of Infinite
Sequences
 LTI form:

 Three cases of infinite Sequences:

1. Infinite filter, finite input; i.e., M =∞, L < ∞.
2. Finite filter, infinite input; i.e.,M <∞, L=∞.
3. Infinite filter, infinite input; i.e., M =∞, L=∞.
 Output of these three cases of infinite Sequences:

Block Processing Methods – Convolution of Infinite

Sequences
 Example: An IIR filter has impulse response h(n)= (0.75)nu(n). Using
convolution, derive closed-form expressions for the output signal y(n) when the
input is:
(a) A unit step, x(n)= u(n).
(b) An alternating step, x(n)= (−1)nu(n).
(c) A square pulse of duration L = 25 samples, x(n)= u(n)−u(n − 25).
In each case, determine the steady-state response of the filter.

 Solution:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
13
 Block Processing Methods – Overlap-Add Block
Convolution Method
 Infinite or extremely long input: divide the long input into contiguous non-
overlapping blocks of manageable length, say L samples, then filter each block and
piece the output blocks together to obtain the overall output:

Block Processing Methods – Overlap-Add Block

Convolution Method
 Example: calculate the convolution using the matrix form

using the overlap-add method of block convolution. Use input blocks of length L =
3. Perform the required individual convolutions of using the convolution table
Solution:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
14
 Block Processing Methods – Form Advantages

 Form advantages:

 LTI form is of fundamental importance because it incorporates the

consequences of linearity and time invariance;

 Direct form leads directly to block diagram realizations of the filter and the
corresponding sample-by-sample processing algorithms;

 Convolution table is convenient for quick computations by hand;

 Flip-and-slide form shows clearly the input-on and input-off transient and
steady-state behavior of a filter;

 Matrix form provides a compact vectorial representation of the filtering

operation and is widely used in some applications such as image processing;

 Overlap-add form is used whenever the input is extremely long or infinite in

duration.

Sample Processing Methods – FIR direct form

 Basic building blocks of DSP systems:

 Single delay:

 Internal state of the filter

CuuDuongThanCong.com https://fb.com/tailieudientucntt
15
 Sample Processing Methods – FIR direct form

 Two processing steps:

 Table of values:

 Output:

Sample Processing Methods – FIR direct form

 Double delay:

 I/O equations:

 Table of values:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
16
 Sample Processing Methods – FIR direct form

 D unit delay:

 I/O equations:

Sample Processing Methods – FIR direct form

 I/O equation of a third-order filter:

In order to mechanize this equation, we need to use an adder to accumulate the

sum of products in the right-hand side; we need multipliers to implement the
multiplications by the filter weights; and, we need delays to implement the delayed
terms x(n − 1), x(n − 2), x(n − 3)

CuuDuongThanCong.com https://fb.com/tailieudientucntt
17
 Sample Processing Methods – FIR direct form

 Three internal states w1(n), w2(n), w3(n):

Output:

Sample Processing Methods – FIR direct form

 I/O equation:

 Block diagram form

CuuDuongThanCong.com https://fb.com/tailieudientucntt
18
 Sample Processing Methods – FIR direct form

 Direct form realization of Mth order filter:

Sample Processing Methods – FIR direct form

 Example: Determine the sample processing algorithm which had filter and input

Then, using the algorithm compute the corresponding output, including the input-off
transients.

Solution:

CuuDuongThanCong.com https://fb.com/tailieudientucntt
19
 Sample Processing Methods – FIR direct form

 Example: Determine the sample processing algorithm of Example 4.1.1, which

had filter and input

Then, using the algorithm compute the corresponding output, including the input-off
transients.

Solution:

Stability

 Homework: provided in class

CuuDuongThanCong.com https://fb.com/tailieudientucntt
20