ANALYSIS OF THE POLYPHASE IIR STRUCTURE IN THE CONSTRAINT COEFFICIENT SPACE

Artur Krukowski12 and Izzet Kale1

1 2

University of Westminster, Applied DSP and VLSI Research Group, London, United Kingdom National Centre for Scientific Research Demokritos, Athens, Greece ABSTRACT
The phases of the allpass filters are designed such that they are very close to each other for frequencies below half-Nyquist and displaced by approximately above it. With the appropriate coefficients all the zeros are on the left real plane on the unit circle, resulting in very high stopband attenuation and a very flat passband. The magnitude response ripples in the passband PR is related to the stopband attenuation A by PR = A 2 . The transition band can be flexibly adjusted between 0.5 and almost a zero. This readily reveals that small number of coefficients is required to obtain a very high quality filter. 3. FILTER COEFFICIENTS FOR GIVEN ZERO LOCATIONS Determining the coefficient values from its zero locations is especially useful for specifying the bounded area of filter coefficients for which the zeros are on the unit circle. This information is extremely useful and can be used as the starting point by such floating-point filter design algorithms like Powell or Simulated Annealing [9] as well as by any constrained filter design algorithm like bit-flipping or Constrained Downhill Simplex (described in Chapter 4) in which the design is based on the search within the bounded space. Analytic methods of finding the area of coefficient values for which the polyphase filter zeros are on the unit circle, thus allowing one to achieve the maximum attenuation for the given filter order, proved to not be practical for more than three coefficients. The equation manipulations involved made such a computationally impractical approach and very difficult to solve analytically. Alternatively, the required range of coefficients can be found by the direct numerical method. Let us now have a look at the transfer function of the N-path polyphase structure:
Km +z 1 N 1 H ( z ) = z m+1 m ,n = N N m=1 N n =1 1 + m ,n z N

This paper presents two techniques for the design of digital filters with bit-constrained coefficients, the bit-flipping algorithm [1] and the Downhill Simplex Method modified to deliver fixedpoint filter coefficients [2]. Both techniques can be applied both to design filters from scratch and to optimise their floating-point equivalents. They are comparatively presented through an example of a number of polyphase [3][4], filters. 1. INTRODUCTION Half-band filters having extremely stringently specified frequency domain magnitude response attributes, such as 1dB passband ripple, with 120dB stopband attenuation can be effectively composed of parallel combinations of digital allpass recursive filters in the polyphase structure. The coefficient accuracy requirements for such filters are moderately relaxed, rendering them suitable to economical realisations. However, finding the correct combination of minimum word-length coefficients to meet a given specification in the lowest order is not a trivial task. Design algorithms and techniques for this class of filter, employing an elliptic approximation have been reported in [1]-[2]. This paper reports on establishing a good starting point for a half-band fixed-point polyphase filter design technique, when using fifth and seventh order filter structures and extends the analysis to higher orders. It should be noted that the convergence of most combinatorial algorithms is sensitive to initial conditions implying that the seed filter coefficients and search space for subsequent filters need to be chosen with care for the algorithm to converge efficiently. This requires the definition of a bounded area and bounded volume in the coefficient space for the fifth and seventh order filters respectively. This will ensure that the zeroes are on the unit circle, and hence, will result in maximum null depths being achieved at the zero frequencies. The stopband depth to transition band trade-off is also most effectively achieved when the zeroes are on the unit circle. For full flexibility, the zeroes' frequencies should not be restricted to mathematical constraints imposed by the elliptic approximation, thus, giving full freedom in meeting a given magnitude response requirement, which may not necessarily be optimal in any sense, but complies with a specification acceptability criterion. 2. TWO-PATH POLYPHASE FILTER The basic ND form recursive (IIR) all-pass sections of Figure 1(a)(b) when deployed in a polyphase two-path configuration [1] from Figure 1(c) with a unit delay in one of the branches and having the appropriate coefficients result in a very high performance and relatively easily implementable half-band filter with transfer function (3).

z
m =1

m +1

Km N m,n + z n=1

) (1 +
N Kp p =1 q =1 pn m ,n

m,n

z N

(2)

1 +
m =1 n =1

Km

z N

H z

( )
1

Keven 1 Kodd 1 2 2 1 a2i +1 + z a2i + z 1 = +z 2 2 2 i = 0 1 + a2i +1z i = 0 1 + a2i z

(1)

It can be clearly seen from (2) that the filter denominator has non-zero coefficient values only at z-kN (k=1K), with K being the total number of filter coefficients. For every mth path the bracketed expression in the numerator is a product of (+zN ) type terms, which when multiplied together results in non-zero values only at z-kN, k=1K-Km (just like in the case of the filter denominator). The z-m+1 term changes the exponents of those products (obtained for every path) by a different integer value for every path product. As a result, when transfer functions of all path subfilters (functions of z-N) are being added together, only one subfilter has a non-zero factor at each z-k (k=1KN). So what does this tell us? One should pay careful attention to the way the product for each path is created. All of them are created from K onecoefficient Nth-order blocks, either (+z-N) or (1+z-N), one for each filter coefficient (one coming from the numerator and the other from the denominator of the allpass section respectively). This means that if the location of the zeros of the filter is known the procedure for finding the filter coefficients becomes very simple.

The step-by-step algorithm is depicted below: 1. Create the filter numerator Hnum(z) from its zeros by convolving together (1-kz-1) terms, for k=1,...,K (where is the zero location of the transfer function). 2. Take every Nth factor of the numerator polynomial and use them to create a new polynomial Hnew(z-1). 3. Calculate the roots of the new polynomial Hnew(z). 4. If any root magnitude is greater than unity, then take its reciprocal. 5. The root values obtained are then equal to the polyphase filter coefficients. To show this method in practice it will be used to first calculate the coefficients of the polyphase structure for which all zeros are located at Nyquist. Such a filter case is very suitable in the polyphase filter design for the initial point of optimization algorithms. The same method can be used to specify the bounded area of the two-path, three-coefficient polyphase filter for which all zeros lie on the unit circle, thus allowing achievement of the maximum possible stopband attenuation. Such approach is especially useful for the case of constrained coefficients for which the equiripple stopband can be only approximated. The method described above can be used to analyze the structure itself in terms of its coefficients. When using optimization routines to design the filter, such procedures should be constrained to search within these bounds. This may not be very important for floating point designs, as there exist a good design method suggested by Harris and Constantinides in [4], but will be very necessary for methods searching the space of constrained coefficients. In such a case the optimum solution in terms of maximum attenuation will no longer be identical to the floating-point one. 4.1 TWO-COEFFICIENT FIFTH-ORDER FILTER The two-coefficient filter is an attractive structure from the design as well as realisation point of view. With the correct starting point the filter can be designed to completely avoid the use of multipliers by finding suitable binary-scaled coefficients. Although the use of this polyphase arrangement lends itself to highly efficient filter structures, there exists a gap between sophisticated design methods [1] and realities of implementation [3]. The transfer function of the two-path filter employing second-order allpass sections is given by (3).
H ( z) =
2 2 2 6 a2 + z z i 1 a0 + z 1 a1 + z z +1 +z 2 = z i =1 z i 2 1 + a0z 2 1 + a2 z 2 1 + a1z

point a0 , a1 in the shaded region enclosed by these trajectories guarantees that all the zeroes of (1) are on the unit circle, within the frequency range half-Nyquist to Nyquist.

Figure 2.

The plot describing relationships between coefficients and position of poles and zeros for the fifth-order polyphase filter

Having established the analytical interrelationship between these coefficients, it is used to good effect in providing a good starting point as well as confining the search space for a combinatorial, binary weighted coefficient optimisation algorithm. A typical application for such filters is in first decimation stages of a highresolution oversampled Analog-Digital Converter (ADC) [5]. 4.2 THREE-COEFFICIENT SEVENTH-ORDER FILTER The polyphase two-branch approach results in minimal increase in complexity, as it delivers an order increase of two for each additional coefficient. Although hardware implementation overhead is kept to a minimum, the search-space for binary-scaled coefficients increases from the simple two-dimensional area of Figure 2, to a search-space whose dimensionality is directly proportional to the number of branch coefficients. For the case of three-coefficient, seventh-order filter the search space is a three-dimensional volume bounded by intersections of four surfaces as in Figure 3.

)( )(

(3)

where ai are the branch coefficients.

(k)

Im z
n

(2N-2k+1)

Re z

(k)

k=1,...,N

Figure 1.

Zeroes Movement from Nyquist to Half-Nyquist

For any number of coefficients N the bounded area is limited by N trajectories for which k-multiple zeros are moving on the unit circle from Nyquist to half-Nyquist, while other 2(N-k)+1 ones remain at Nyquist, as shown on Figure 1. The trajectories for the case of twocoefficient filter can be seen in Figure 2 as confirmed by [4]. Each

Figure 3.

The 7th-Order Coefficient Plot, for Zeroes on the Unit Circle with intersections for different transition bands, T

The problem of establishing any of three-dimensional trajectories can be easily reduced to solving the set of three non-linear equations. This approach was undertaken for all the three cases in which either a single, double or triple pair of conjugate zeroes was rotated around the unit circle from Nyquist to half-Nyquist. The computation time was negligible in comparison to [3]. The study of trajectories proves that there is a unique volume limited by three trajectories, which assures the placement of all, filter zeroes on the unit circle. In order to define the volume further, A few crosssections were investigated, for the constant transition band. They are shaded on Figure 3. As can be clearly seen from Figure 3, the valid coefficient space for zeroes on the unit circle is tightly confined within the overall coefficient space 0 a0 , a1, a2 1. Using these trajectories in conjunction with bicubic-spline interpolation, to approximate the volume's outer surface in more detail, enabled us to again reduce the search space and hence the convergence time for a combinatorial algorithm as was the case with the fifth order filter. This area is bounded by three curves. These are cases of single, double and triple zeros all on the unit circle. In such case all the remaining zeros are at Nyquist. All the curves converge to the point of all zeros residing at Nyquist. The plane established by the curves of single and double zeros on the unit circle represent the case where one conjugate pair of zeros migrate from Nyquist towards single zeros, in the end converging into double zeros. In the same way the plane spread between curves of double and triple zeros on the unit circle describe the case where a conjugate pair of zeros moves from Nyquist towards the double zeros, creating triple zeros on the unit circle. The last plane bounding the volume of coefficient cases for which zeros are on the unit circle is governed by curves of single and triple zeros. In this case there is a double conjugate pair of zeros moving from Nyquist towards the single zeros, converging into the triple zeros. It is important to know also what happens when coefficients are chosen from outside the described volume. If so, some or all of the zeros will no longer reside on the unit circle. This is very often the case when filter coefficients are being constrained into short wordlengths. The curves of the equiripple stopband attenuation, drawn in blue for the one, two and three coefficient cases in Fig 3, are very close to the boundaries of the volume. As a result when the coefficients are constrained, they are very likely to fall out of the volume, resulting in non unit circle zeros. It is characteristic that in the case when zeros fall off the unit circle, they do it in pairs. For each such pair one of them falls outside and one inside the unit circle (to keep with the further constraint of having to keep the transfer function real), both being at the same angle (frequency) forming a conjugate quartet. There are cyan planes shown in Fig 3. They represent cases for which filter has a constant transition band (not an optimum case in terms of the stopband attenuation). Thick blue lines represent optimum filter design cases in terms of equiripple passband and stopband ripples for different transition bands. These were obtained from the standard polyphase LPF floating-point filter design algorithm. It is easy to notice that the coefficients of the top-branch allpass filter can be exchanged without affecting the behavior of the filter. Therefore there should be two volumes, from which only one was shown in Fig 3. This is because, both of them have exactly the same shape, causing the same filter behavior and therefore showing both volumes would not convey any extra information. Secondly, such visualization allowed the user to zoom into one of the volumes which otherwise would be very small and barely visible inside the full cube (0, 1, 2 <0,1>).

Using the analogy to the three-coefficient case it is very easy to predict how the filter will behave for four-coefficients and how the volume of coefficients ensuring the placement of all the zeros on the unit circle would look like, even if it is difficult to picture it on paper. In the four-dimensional space there will be a single point of all zeros at Nyquist, four curves of single, double, triple, and quadruple zeros on the unit circle only going from the overall convergent point towards all four convergent points of the threecoefficient filter (cases of one, three, five, and seven zeros at Nyquist only). 5. BINARY DOWNHILL SIMPLEX METHOD The Downhill Simplex Method (Amoeba) is due to Nelder and Mead [59]-[60]. It only requires function evaluations and does not require any derivatives. It is not very efficient in terms of the number of required function evaluations. Because of the lack of derivatives it can be very efficient for constrained optimisation, especially for problems for which the computational burden is small. The working of this method can be explained easily using a geometrical analogy. A simplex is an N-dimensional geometrical figure, which has N+1 vertices connected with straight lines. In two dimensions simplex is a triangle, in three dimensions it is a tetrahedron, not necessarily a regular one. The only condition required is that it encloses a finite inner N-dimensional space (nondegenerate). If one of the points is chosen to be the origin, the other ones define directions in which the search would be made. The general idea of the minimisation is to bracket the minimum, which should subsequently succeed to isolate it. The downhill simplex method starts, unlike most of optimisation algorithms, not from one point, but from N+1 points, defining the initial simplex. It should be chosen so that it encloses the minimum. The lowpass filter based on the polyphase structure is an attractive subject for such minimisation. The minimum of the stopband attenuation (case of all zeros on the unit circle achieving equiripple response) lies inside the space described by the vertices for which all filter zeros are either at Nyquist or compensate poles at half-Nyquist (Fig 2 andFig 3).
Reflection

Original Simplex

Reflection and expansion

Contraction

Multiple contraction

Figure 4.

Basic Moves for the Amoeba Optimisation

The downhill simplex method now takes a series of steps. Most of them are just moving the point of the highest function value through the opposite face of the simplex to the point for which the function should have a lower value (reflection). Such a step preserves the volume of the simplex, thereby maintaining its nondegeneracy. When such steps are taken the method expands the

simplex in one or more directions to take larger steps. When the method reaches the valley, the simplex is contracted in the transverse direction and made to slide down the valley. There may be also situations when the simplex contracts in all directions and tries to pull the simplex through the best point (the lowest value of the function). Such behaviour is similar to the movement of amoeba from which it took its name. The basic moves of the amoeba are presented in Fig. 4. The termination criterion is not easy to specify, as it is not possible to choose a specific tolerance for the single independent variable, unless the condition has to be satisfied in all dimensions or by the length of the N-dimensional vector. For the floating-point optimisation such a tolerance should be specified to be the square root of the machine precision. Such a termination criterion can be out-flanked by a single anomalous step which for some reason failed to get anywhere [59]. The idea of the Constrained Downhill Simplex Method (CDSM) incorporates the idea of the simplex, but instead of making floatingpoint steps in each direction, both them and the starting points are now constrained to the given LBit wordlength, thus achieving final constrained of the resulting filter coefficients to LBit-bits. The constraining of the step size has a major influence on the behaviour of the simplex, especially when the wordlength is small. Even the original algorithm suffers from the attraction to local minima. It can be seen from Fig 6 how different the result of the optimisation can turn out to be for the polyphase 7-coefficient lowpass filter design, where the step size was chosen to be 8 bits. The result is very different (19dB) to that achieved by the bitflipping algorithm (Fig 6). Such decrease of effectiveness of the minimisation is due to step constrained, which does no longer hit the minimum, but walks on its edges. This is because it is difficult to predict the direction in which the rounding of the step should be performed when constraining it to the LBit wordlength. Here the bit-flipping idea can be utilised. Even the simplest one-bit bit-flipping on the least significant bit makes the whole optimisation much more robust. For the same 8-bit long coefficients the result is 25dB better in terms of the stopband attenuation (Fig 6). The results of 8 and 16-bit designs are shown in Fig 5 and Fig 6 respectively. For every wordlength the result of the optimisation was very close to the one achieved by the bit-flipping algorithm.
|H()|dB 0
-50
Amoeba with LSB bit-flipping Amoeba AT = -60dB

|H()|dB 0

Amoeba with LSB bit-flipping

Amoeba AT = -111.5dB

AT = -119dB

-50

-100

-150

-200

Floating-point Amoeba AT = -132dB

0.1

0.2

0.3

0.4

0.5

Figure 6.

Comparison results of the floating-point 16-bit constrained Amoeba for the 7-coefficients polyphase filter having the transition band of TB=0.125 (with / without bit-flipping on LSB)

Even if bit-flipping gives the best result in most of the cases (especially when two or more bits are being flipped) the constrained downhill simplex is the second best for the case when the minimum can be bracketed within the starting simplex. It helps very much to know the floating-point results as well. Then the optimisation converges much more easily and faster to the true minimum. It is also advantageous to the bit-flipping when the floating-point result is not known. The latter one requires much more time as bit-flipping has to be performed on all the bits of the coefficients and this may take a few hours to finish, even on the fastest PC computer. 6. CONCLUSIONS The establishment of the valid coefficient space for unit circle zeroes, speeds up the convergence of the combinatorial algorithm, by providing a starting point local to the possible acceptable solutions and excluding those not meeting the "zeroes on the unit circle" criterion. The availability of information on the bounds for the search space of the fifth and seventh order filters provides an efficient pathway to establishing effectively implementable low-pass filters. The potential gains in finding the bounds for higher order cases are large, but their nature is difficult to imagine, as it requires more than three-dimension visualisation. REFERENCES [1] Valenzuela, R. A. and A. G. Constantinides, "Digital Signal Processing Schemes for Efficient Interpolation and Decimation", IEE Proc. G, 1983, 130, (6), pp. 225-235 [2] harris, f., M. d'Oreye de Lautremange and A. G. Constantinides, "Digital Signal Processing With Efficient Polyphase Recursive All-Pass Filters", International Conference on Signal Processing, (Florence), 1991. [3] Kale, I., R.C.S. Morling, A. Krukowski, D. Devine, "A High Fidelity Decimation Filter for Sigma-Delta Data Converters", accepted for IEE ADDA'94, Cambridge, 6-8 July 1994 [4] Krukowski A. "Decimation Filter Design for A/D Converters", MSc Project Report in DSP Systems, University of Westminster, London, 1993. [5] Hejn, K., N. P. Murphy and I. Kale, "Measurement and Enhancement of Multistage Sigma Delta Modulators", Proc. IEEE, IMTC/92, New York, USA, May 12-14, 1992. [6] Kale, I., P. Belloni and P. Murphy, "Guided simulated annealing for IIR filter design via pole and zero manipulation", Proc. NORSIG `96, pp. 371-374, Helsinki, Finland, 24-27 Sep 1996.

AT = -85dB

-100

-150

-200

Floating-point Amoeba AT = -132dB

0.1

0.2

0.3

0.4

0.5

Figure 5.

Result of the Comparison of Floating-point Amoeba and 8-bit Constrained One (with and without Bit-flipping on the LSB) for the 7-coefficients Polyphase Filter Having the Transition Band of TB=0.125