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IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMSII: EXPRESS BRIEFS, VOL. 53, NO. 9, SEPTEMBER 2006

A New Approach for the Design of Wideband Digital Integrator and Differentiator
Nam Quoc Ngo, Member, IEEE
AbstractThis brief presents a general theory of the NewtonCotes digital integrators which is derived by applying the -transform technique to the closed-form NewtonCotes integration formula. Based on this developed theory, a new wideband third-order trapezoidal digital integrator is found to be a class of trapezoidal digital integrators. The novel wideband third-order trapezoidal integrator accurately approximates the ideal integrator over the whole Nyquist frequency range and compares favourably with existing integrators. Based on the designed wideband third-order trapezoidal integrator, a new wideband digital differentiator is designed, which approximates the ideal differentiator reasonably well over the whole Nyquist frequency range and compares favourably with existing differentiators. The low orders and high accuracies of the novel wideband trapezoidal integrator and the new wideband differentiator make them attractive for real-time applications. Index TermsDigital differentiator, digital lter, digital integrator.

I. INTRODUCTION IGITAL integrators and differentiators form an integral part of many physical systems. Therefore, the design of sufcient wideband integrators and differentiators is of considerable interest. The frequency response of an ideal integrator is given by (1) and the frequency response of an ideal differentiator is given by (2) where and is the angular frequency in radians. Digital integrators and differentiators are normally designed based on the denitions given in (1) and (2), respectively. Recursive digital integrators have been designed by performing a simple linear interpolation between the magnitude responses of the classical rectangular, trapezoidal and Simpson digital integrators [1][3]. A linear-programming optimization approach has also been proposed to design recursive digital integrators [4]. However, these integrators are not wideband because their magnitude responses only approximate the magnitude response of the ideal integrator up to a fraction of the fullband Nyquist frequency range [1][4]. In [1], a rst-order integrator can only approximate the ideal integrator well in the

low and midband frequency ranges. References [3] and [4] have reported on the design of low-frequency second-order digital integrators. In this brief, an alternative approach is proposed for the design of a novel wideband digital integrator. Nonrecursive or nite-impulse response (FIR) digital differentiators with linear phase characteristics have been designed using various techniques for low-frequency [5][9], midband frequency [10], high-frequency [11] and wideband [12][14] operations. The FIR wideband differentiators, however, have a long lter length or high lter order [12][14]. In this brief, a new wideband recursive digital differentiator with a low lter order is proposed. In this brief, we present a general transfer function of the NewtonCotes digital integrators, which is obtained by performing the -transform on the closed-form NewtonCotes integration formula. From this theory, we nd a class of trapezoidal digital integrators, in which a third-order trapezoidal digital integrator is found to have its magnitude response closely match the magnitude response of the ideal integrator over the entire Nyquist frequency range. Using the designed wideband third-order trapezoidal integrator, a new wideband digital differentiator is designed, which approximates the ideal differentiator reasonably well over the entire Nyquist frequency range. The proposed integrator and differentiator compare favourably with the existing integrators and differentiators, respectively. The brief is organized as follows. Section II presents a general theory of the NewtonCotes digital integrators, the design of the proposed integrator and performance comparisons of the proposed integrator with the existing integrators. Section III describes the design of the proposed differentiator and performance comparisons of the proposed differentiator with the existing differentiators. The conclusion is given in (the sampling period of the lter) Section IV. Note that is used in the frequency plots and the Nyquist frequency is radians. II. PROPOSED INTEGRATOR AND COMPARISON WITH EXISTING INTEGRATORS A general transfer function of the th-order NewtonCotes digital integrator is shown in the Appendix to be given by (3) where is the feedback delay and is the -transform parameter. The th coefcient in (3) is given by (4a)

Manuscript received August 16, 2005; revised February 9, 2006. This paper was recommended by Associate Editor C.-T. Lin. The author is with the School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore 639798 (e-mail: eqnngo@ntu.edu.sg). Digital Object Identier 10.1109/TCSII.2006.881806

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where the binomial coefcient is dened as (4b) The th difference equation in (3) is given by (5) When (3) (4)(5) are solved for certain values of will take the form of and , (3)

(6) where is a real-valued coefcient of the feedforward section. (where ), (where For example, ), (where ) and (where ) are, respectively, the well-known transfer functions of the trapezoidal, Simpsons 1/3 (or Simpson), Simpsons 3/8 and Booles integrators, and these integrators have poor approximation of the ideal integrator [1][4], [16]. By solving (3)(4)(5) for and , the transfer function of a new third-order trapezoidal digital integrator is given by (7), shown at the bottom of the page, which can be shown to be in the form of (6). By performing a linear interpolation between the magnitude response of the rectangular integrator and the magnitude response of the trapezoidal integrator, Al-Alaoui has proposed a rst-order digital integrator which is described by [1], [2] (8) Similarly, by performing a linear interpolation between the magnitude response of the Simpson integrator and the magnitude response of the trapezoidal integrator, Al-Alaoui has proposed a class of second-order integrators which is described by [3] (9) . Here we use because it gives a good where magnitude response as described below. Using a linear-programming optimization technique, Papamarkos and Chamzas have designed a class of second-order digital integrators which is described by [4]

Fig. 1. Magnitude responses of the ideal integrator, the proposed third-order ( ), Al-Alaouis rst-order integrator ( ), trapezoidal integrator Al-Alaouis second-order integrator ( ), and the PapamarkosChamzass ( ). integrator

H z

H z

H z

H z

Fig. 2. Absolute values of the percent relative errors of the magnitude re( ), Al-Alaouis sponses of the proposed third-order trapezoidal integrator rst-order integrator ( ), Al-Alaouis second-order integrator ( ), ( ). and the PapamarkosChamzass integrator

H z

H z

H z

H z

(10) Fig. 1 shows the magnitude responses of the ideal integrator, the proposed third-order trapezoidal integrator, , the Al-Alaouis rst-order integrator, , the Al-Alaouis second-order integrator, , and the Papa. It can be seen that the markosChamzass integrator,

proposed approximates the ideal integrator reasonably well (to within 6.5% error, see Fig. 2) over the whole Nyquist frequency range and may thus be regarded as a wideband integrator.

(7)

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IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMSII: EXPRESS BRIEFS, VOL. 53, NO. 9, SEPTEMBER 2006

The absolute values of the percent relative errors of the magnitude responses of the integrators shown in Fig. 1 are shown in performs better than Fig. 2. From Fig. 2, the proposed over the whole Nyquist frequency range of radian. Also, the proposed only performs better than for radian and radian. In addionly performs better than tion, the proposed for radian and radian. The phases of and are exactly over the whole Nyquist frequency range. The maximum deviations of the phase responses of the and from the ideal linear phase reproposed sponse are (which occurs at radian) and (which occurs at radian), respectively. Note that the makes it low order and high accuracy of the proposed attractive for real-time applications. III. PROPOSED DIFFERENTIATOR AND COMPARISON WITH EXISTING DIFFERENTIATORS Using the approach described in [17], we here describe the design of a new type of recursive digital differentiator by inverting the transfer function (see (7)) of the wideband third-order trapezoidal digital integrator. In taking the inverse of (7), an unstable is obpole that lies outside the unit circle at tained. Replacing this unstable pole at by inand multiverting it to give a stable pole at to compensate for plying the denominator by a factor of the amplitude, the resulting transfer function of the new design of a third-order recursive digital differentiator is given by (11), shown at the bottom of the page. The transfer function of a rectangular-trapezoidal rst-order differentiator proposed by Al-Alaoui is given by [1] (12) Fig. 3 shows the magnitude responses of the ideal differen, and the Al-Alaouis tiator, the proposed differentiator, differentiator, , and the absolute values of the relative percent errors of the magnitude responses of these differentiators are shown in Fig. 4. It can be seen that the proposed differentiator approximates the ideal differentiator reasonably well (to within 5% error, see Fig. 4) over the entire Nyquist frequency range and may thus be regarded as a wideband differentiator. The proposed differentiator almost outperforms the Al-Alaouis differentiator in the high-frequency range radian, while the Al-Alaouis differentiator outperof radian. It is noted forms the proposed differentiator for that the proposed differentiator also outperforms the following Al-Alaouis second-order differentiators which are the Tick differentiator [17], the Simpson differentiator [18] and the

Fig. 3. Magnitude responses of the ideal differentiator, the proposed differen( ), and Al-Alaouis differentiator ( ). tiator

Fig. 4. Absolute values of the percent relative errors of the magnitude re( ) and Al-Alaouis differentiator sponses of the proposed differentiator ( ).

Simpson-trapezoidal differentiator [3] because these differentiators are low-pass differentiators which can only approximate radian. In addition, the ideal differentiator up to the new wideband differentiator outperforms the two-point difference differentiator and the three-point central difference differentiator [5]. The new wideband differentiator also compares favourably with the 10-point low-pass differentiator reported by Oppenheim and Schafer which has an error of 12% for a range of 0.8 of the Nyquist frequency range [6]. The maximum deviations of the phase responses of the proposed differentiator and the Al-Alaouis differentiator from the ideal linear phase (which occurs at radian) and response are (which occurs at radian), respectively. Note that the

(11)

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low order and high accuracy of the new wideband differentiator makes it attractive for real-time applications. IV. CONCLUSION We have presented a general theory of the NewtonCotes digital integrators which has been derived by performing the -transform on the closed-form NewtonCotes integration formula. Using the developed theory, a new third-order trapezoidal digital integrator has been found to be a class of the trapezoidal digital integrators. The novel wideband third-order trapezoidal integrator accurately approximates the ideal integrator over the entire Nyquist frequency range and compares favourably with the existing integrators. Using the new design of the wideband third-order trapezoidal integrator, a new wideband digital differentiator has been designed. The novel wideband digital differentiator approximates the ideal differentiator reasonably well over the whole Nyquist frequency range and compares favourably with the existing differentiators.

Fig. 5. Graphical illustration of the numerical integration technique.

APPENDIX DERIVATION OF A GENERAL THEORY OF THE NEWTONCOTES DIGITAL INTEGRATORS 1) Denition of Numerical Integration: Assume that a continuous-time signal is given and that its integral (A1) is to be determined from a sequence of samples of at the where and discrete time is the period between successive samples. Thus, (A1) can be written as (A2) is divided into a number in which the integration interval of equal segments with each segment having a step size of . The underlying principle of the numerical integration algorithm is shown in Fig. 5. From Fig. 5, (A2) can be divided into two integrals (A3) where represents the area of the hatched region of Fig. 5. The -transform of (A3) is given by (A4) is the -transform of and is the -transform of . In (A4), is the -transform parameter, where is the angular frequency, and is the sampling period of the integrator. in (A4) will be determined in the Appendix part 4. where

2) Newtons Interpolating Polynomial: The discrete-time and , variables in Fig. 5 are re-dened as where and . Using these denitions, in (A3) becomes (A5) For the integration interval in (A5), the curve can be approximated by the th-order Newtons interpolating data points, as [15] polynomial, which passes through (A6) where (A7) and

(A8) (A6) can be further simplied by dening a new quantity (A9) which is substituted into (A7) to give (A10) Substituting (A10) into (A6) results in (A11) 3) General Form of the NewtonCotes Closed Integration Formula: Substituting (A11) into (A5) results in (A12)

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From (A7) and (A9), and the limits of integration in to and from to (A12) are changed from . Substituting these parameters into (A12) results in

ACKNOWLEDGMENT The author is thankful to the reviewers for their constructive criticisms of the work and useful suggestions for improving the manuscript. REFERENCES
[1] M. A. Al-Alaoui, Novel digital integrator and differentiator, Electron. Lett., vol. 29, no. 4, pp. 376378, Feb. 1993. [2] J. L. Bihan, Novel class of digital integrators and differentiators, Electron. Lett., vol. 29, no. 11, pp. 971973, May 1993. [3] M. A. Al-Alaoui, A class of second-order integrators and low-pass differentiators, IEEE Trans. Circuits Syst. I, Fundam. Theory Appl., vol. 42, no. 4, pp. 220223, Apr. 1995. [4] N. Papamarkos and C. Chamzas, A new approach for the design of digital integrators, IEEE Trans. Circuits Syst. I, Fundam. Theory Appl., vol. 43, no. 9, pp. 785791, Sep. 1996. [5] W. J. Tompkins and J. G. Webster, Design of Microcomputer-Based Medical Instrumentation. Englewood Cliffs, NJ: Prentice-Hall, 1981. [6] A. V. Oppenheim and R. W. Schafer, Discrete-Time Signal Processing. Englewood cliffs, NJ: Prentice-Hall, 1989. [7] B. Kumar and S. C. D. Roy, Design of digital differentiators for low frequencies, Proc. IEEE, vol. 76, no. 3, pp. 287289, Mar. 1988. [8] B. Kumar, S. C. Dutta Roy, and H. Shah, On the design of FIR digital differentiators which are maximally linear at the frequency (=p); p 2 positive integers, IEEE Trans. Signal Process., vol. 40, no. 9, pp. 23342338, Sep. 1992. [9] I. W. Selesnick, Maximally at low-pass digital differentiators, IEEE Trans. Circuits and Syst. II, Analog Digit. Signal Process., vol. 49, no. 3, pp. 219223, Mar. 2002. [10] B. Kumar and S. C. D. Roy, Design of efcient FIR digital differentiators and Hilbert transformers for midband frequency ranges, Int. J. Circuit Theory Appl., vol. 17, pp. 483488, 1989. [11] B. Kumar and S. C. D. Roy, Maximally linear FIR digital differentiators for high frequencies, IEEE Trans. Circuits Syst., vol. 36, no. 6, pp. 890893, Jun. 1989. [12] S.-C. Pei and J.-J. Shyu, Design of FIR hilbert transformers and differentiators by eigenlter, IEEE Trans. Circuits Syst., vol. CAS-35, no. 11, pp. 14571461, Nov. 1988. [13] S. Sunder and V. Ramachandran, Design of equiripple nonrecursive digital differentiators and Hilbert transformers using a weighted leastsquares technique, IEEE Trans. Signal Process., vol. 42, no. 9, pp. 25042509, Sep. 1994. [14] S.-C. Pei and P.-H. Wang, Closed-form design of maximally at FIR Hilbert transformers, differentiators, and fractional delayers by power series expansion, IEEE Trans. Circuits Syst. I, Fundam. Theory Appl., vol. 48, no. 4, pp. 389398, Apr. 2001. [15] S. C. Chapra and R. P. Canale, Numerical Methods for Engineers, 2nd ed. Singapore: McGraw-Hill, 1989. [16] G. F. Franklin, J. D. Powell, and M. L. Workman, Digital Control of Dynamic Systems, 2nd ed. Reading, MA: Addison-Wesley, 1990. [17] M. A. Al-Alaoui, Novel approach to designing digital differentiators, Electron. Lett., vol. 28, no. 15, pp. 13761378, Jul. 1992. [18] M. A. Al-Alaoui, Novel IIR differentiator from the Simpson integration rule, IEEE Trans. Circuits Syst. I, Fundam. Theory Appl., vol. 41, no. 2, pp. 186187, Feb. 1994.

(A13) where (A14) Using , (A8) can be further simplied to (A15) (A13)(A14)(A15) describe the general form of the NewtonCotes closed integration formula. 4) General Theory of the NewtonCotes Digital Integrators: Taking the -transform of (A13) results in (A16) where is the -transform of (A15), which is given by (A17) where is the -transform of can be recognized as . Equation (A17) (A18) where (A19) Substituting (A18) into (A16) gives (A20) Substituting (A20) into (A4), the th-order transfer function, , of the NewtonCotes digital integrator can be generally described by (3).