Digitale filtreringsteknikker i anvendt geofysikk

Denne fremstillingen bygger p Eivind Ryggs forelesningshefte Digitale filtreringsteknikker i

anvendt geofysikk. (Universitetet i Bergen 19!". #g $ostain and $or%h& Basi' theory of e(ploration
seismology. ()**+"
1.1.Lowpass-filter
Et ideelt lo, pass filter slipper ig-ennom bare fo%rierkomponenter %nder en viss frekvens B. .
frekvensdomenet vil derfor dette filterets %tseende (amplit%derespons" v/re en rektang%l/r kasse.
0iltreringen sk-er ved m%ltiplisere signalets fo%riertransformas-on med denne rektangelf%nks-onen. .
f1lge konvolveringsteoremet tilsvarer en m%ltiplikas-on i frekvensdomenet en konvolvering i
tidsdomenet. Det betyr at hvis den filtreringen vi beskriver sk%lle %tf1res i tidsdomenet vil det mtte
bli en konvolvering av signalet med filterets imp%lsrespons.
2i merker oss at filteret for eksempel 0(f" i frekvensdomenet defineres dobbeltsidig og symmetrisk.
Dersom 0(f" bare ble definert mellom * og B ville dets avbilding i tidsdomenet3 f(t"3 bli kompleks.
Dersom vi transformerer rektangelf%nks-onen som vi har kalt 0(f" over til tidsdomenet fr vi en sin'4
f%nks-on&
Bt
Bt
B t f

)
) sin
) " ( (1.1"
0ilteret er dobbeltsidig og symmetrisk3 og anvendt som konvolveringsoperator i tidsdomenet gir det
ingen forskyvninger av fo%rierkomponentene3 verken relativt til hverandre (* forvrengning" eller
relativt til absol%tt tid (*4fase filter". Dette var ogs gitt som %tgangsp%nkt i det filteret ble definert i
frekvensdomenet ved et reelt symmetrisk spektr%m.
5en filteret er %endelig og m derfor avbrytes nr det benyttes. . hvilken grad dette gr %tover
kvaliteten kan st%deres ved retransformere tids4filter av forsk-ellige lengder tilbake til
frekvensdomenet3 og sammenligne res%ltatet med rektangelf%nks-onen. Dersom vi 1nsker en flat
amplit%derespons m filtrene v/re ganske lange.
Det vil bli %nd%las-oner med ma(im%m n/r spekterets diskontin%itetsp%nkter3 noe som skyldes at vi
transfomerer avbr%tte f%nks-oner. Dette kalles 6ibbs4fenomener. Und%las-one har like store
maksimalamplit%der3 og de 1ker i antall med 1kende filterlengde. 0or f et bedre res%ltat m vi glatte
0(f". En enkel mte g-1re dette p er veie filtrene.
2i sp1r da& hva slags f%nks-on skal en br%ke og i hvilket domene b1r dette g-1res. Dette avhenger av
hvor regnestykket blir enklest. Den operas-on som tilsvarer konvolvering i frekvensdomenet er i
tidsdomenet m%ltiplikas-on. Den glattingen vi har begr%nnet i frekvensdomnet b1r derfor %tf1res i
tidsdomenet ved m%ltiplisere filteret med passende vekter.
2i kan se kort p hva det vil si se en tidsrekke g-ennom et vind%. 0ig.1 a. viser en s%m av sin%soider
med %like frekvenser 1783 )783!78 der 8 er lengden av analyseringsvind%et. Disse frekvensene er
harmoniske i forhold til hverandre og pvirker ikke hverandre.
1 5 1 0 5 5 1 0 1 5
1
1
2
3
S i g n a l P l o t

0ig.1.1.
0o%riertransformas-on til en s%m av sin%soider vil v/re en rekke delta4f%nks-oner som er lokalisert
n1yaktig p de korresponderende sin%soid4frekvenser %ten noen interferens i et analyse4vind% av
%endelig lengde. 5en dersom vi velger bare et begrenset vind% se signalet g-ennom3 m vi
m%ltiplisere sin%soidene med et rektang%l/rt analyse vind%.
5atematisk kan vi skrive det slik&
0(," 9 : ;ign (:" (1<;in'=):,>" (1.)"
Der : er bredden p analyse4vind%et. Da fr vi energi lagt til %nd%las-oner i spekteret dersom vi har
s%mmen av flere sin%soider ( som !73)783178 osv". 2i fr energien p sin%soidenes frekvensspekter
bevart nr vi transformerer fra tid til frekvens3 men vi fr energi p ikke4harmoniske frekvenser som
introd%seres (for eksempel ).+78 ". ?r vi n gr tilbake ved 0o%riertransfomere spekteret vil vi f
introd%sert nye sin%soider som vil endre %tseendet p trasen. Dette ser vi p fig.1.b. som viser
tidsdomenet og fig.1.' som viser spekteret.
Dette reiser et sp1rsml om seismisk oppl1sning3 dvs. hvor lang m den trasen som vi st%derer v/re
for at vi skal ha n1yaktig prosessering av vre seismiske data.
1 5 1 0 5 5 1 0 1 5
2
1
1
2
3
4
S i g n a l P l o t
3 2 1 1 2 3
5
5
1 0
1 5
2 0
2 5
S i g n a l P l o t
Dersom vi 1nsker en n/rmere %tgreiing av hva som har sk-edd vil -eg g litt mer i dybden p fig.) der
vi har de tre sin%soidene pl%ss en f-erde med frekvens ).)78 &
2i har benyttet et rektang%l/rt vind% som kan presenteres i tid og frekvens 1verst p fig%ren. ;
kommer s%mmen av sin%soidene. #g nr vi legger denne til spekteret f-erde lin-e fra toppen p
fig%ren3 fr vi den endelige trasen nederst.
1 5 1 0 5 5 1 0 1 5
2
1
1
2
3
4
S i g n a l P l o t
3 2 1 1 2 3
5
5
1 0
1 5
2 0
2 5
S i g n a l P l o t
1 5 1 0 5 5 1 0 1 5
2
1
1
2
3
4
S i g n a l P l o t
3 2 1 1 2 3
0 . 5
1
1 . 5
2
2 . 5
3
S i g n a l P l o t
1 5 1 0 5 5 1 0 1 5
1
1
2
3
S i g n a l P l o t
3 2 1 1 2 3
5
5
1 0
1 5
S i g n a l P l o t
1 5 1 0 5 5 1 0 1 5
1
1
2
3
S i g n a l P l o t
3 2 1 1 2 3
0 . 5
1
1 . 5
2
2 . 5
3
S i g n a l P l o t
1 5 1 0 5 5 1 0 1 5
0 . 2
0 . 4
0 . 6
0 . 8
1
S i g n a l P l o t
3 2 1 1 2 3 5
5
1 0
1 5
2 0
2 5
3 0
S i g n a l P l o t
Dersom vi br%ker et vind% som er bredere enn det som er vist p fig.). vil effekten av den tillagte
frekvensen bli mindre. #g vi kan f den til forsvinne helt ved velge bredt nok vind%. Dette er
ill%strert p fig.1.!. der vi ser rektangelf%nks-onen i tidsdomenet 1verst3 med de tilsvarende spektre
%nder. 2i ser at spekteret n/rmer seg mer og mer isolerte deltap%lser.
2 0 1 0 1 0 2 0
0 . 2
0 . 4
0 . 6
0 . 8
1
S i g n a l P l o t
2 0 1 0 1 0 2 0
0 . 2
0 . 4
0 . 6
0 . 8
1
S i g n a l P l o t
2 0 1 0 1 0 2 0
0 . 2
0 . 4
0 . 6
0 . 8
1
S i g n a l P l o t
4 2 2 4
1
1
2
3
4
5
S i g n a l P l o t
4 2 2 4
2
2
4
6
8
1 0
S i g n a l P l o t
4 2 2 4
2 . 5
2 . 5
5
7 . 5
1 0
1 2 . 5
1 5
S i g n a l P l o t
2i kan ikke br%ke et %endelig rektang%l/rt vind% i praksis s vi m n innf1re den veiingen av det
rektang%l/re filteret som ble introd%sert i innledningen. Da br%ker vi %like typer vind%er som vi vil
komme tilbake til senere i denne artikkelen. @eg har kort skissert noen p fig.!.
1 0 5 5 1 0
0 . 2
0 . 4
0 . 6
0 . 8
1
S i g n a l P l o t
1 0 5 5 1 0
0 . 2
0 . 4
0 . 6
0 . 8
1
S i g n a l P l o t
1 0 5 5 1 0
0 . 2
0 . 4
0 . 6
0 . 8
1
S i g n a l P l o t
4 2 2 4
2
2
4
6
S i g n a l P l o t
4 2 2 4
0 . 5
1
1 . 5
2
2 . 5
3
3 . 5
S i g n a l P l o t
4 2 2 4
1
2
3
S i g n a l P l o t
4 2 2 4
0 . 5
1
1 . 5
2
2 . 5
3
S i g n a l P l o t
Fig.3. En rektangulr funksjon er veiet p ulike mter som gir et bedre spekter av sinusoidene fra
Fig.1.
6enerelt kan vi si at vind%et som er presentert p fig.14) vil v/re et lo,pass4filter dersom vi ser p
rektangelet i frekvensdomenet. Da vil lengden p rektangelet slik det er skissert bl.a. p toppen av
fig.!. definere hvilke frekvenser som filteret slipper ig-ennom der diskontin%iteten definerer '%t4off4
frekvensen. Dermed er rektangelf%nks-onens imp%lsrespons res%ltatet etter at filteret er anvendt p en
seismisk inp%t.
Da fr vi en %tvidelse ev %trykket (1.1"&
t f i
e
Bt
Bt
t f
*
)
)
) sin
" (

(1.!"
Dette er imidlertid en kompleks tidsrekke3 noe vi s1ker %nng siden den skal br%kes p reelle
signaler. Det kan g-1res ved definere filteret dobbeltsidig og symmetrisk i frekvensdomenet.
0ilterets styrke 3 dvs. dets totale arel m v/re som f1r3 s vi fordeler arealet med like mye p hver side
av symmetriaksen. Den tilsvarende imp%lsrespons vil v/re en sin' m%ltiplisert med en 'osin%s4
f%nks-on&
" ) 'os(
)
) sin
" (
*
t f
Bt
Bt
t f

(1.+"
1.2. Andre filtertyper
Aigh4pass filtrering anvendes nr en 1nsker ta vare p et h1yfrekevnt signal i lavfrekvent st1y. Det
kan enkelt lages ved trekke et lavpassfilter fra et all4passfilter. (En all4pass operator har et flatt
spektr%m og slipper alle fo%rierkomponenter ig-ennom %atten%ert.
Et not'h4filter er et filter som k%tter et smalt frekvensbnd. Det kan v/re akt%elt br%ke nr man vil
f-erne lysnettst1y (B* AC". Det kan ogs br%kes til f-erne en del av det seismiske signalet.
1.3. Filterkarakteristikker i dB og oktav
. det foregende har vi presentert filtrene i frekvensdomenet ved sine amplit%despektra som f%nks-on
av frekvensen. Dangs begge akser har vi br%kt line/re skalaer. 5er vanlig er det br%ke logaritmisk
skalering. 0%nks-onsaksen skaleres i de'ibel og frekvensaksen i oktav3 og filterkarakteristikken blir
gitt som de'ibel7oktav. (dB7o't".
De'ibelskalaen er en logaritmisk skala med 1* som gr%nntall. Avis E
*
og E
1
er amplit%der er deres
styrkeforhold %trykt i de'ibel&
dB
A
A
*
1
1*
log )*
(1.B"
;kalaen skal gi samme verdi i dB enten en br%ker amplit%deforhold eller energi (effekt" forhold. ;iden
energien er propors-onal med kvadratet av amplit%den har vi&
E
1
9 k E
1
)
E
*
9 k E
*
)
E
1
7 E
*
9 E
1
)
7 E
*
)
(1.F"
#ktav er en frekvensenhet og betyr fordobling av frekvensen fra et hvilket som helst %tgangsp%nkt.
1.4.En annen innfallsvinkel
Gomplekse tall kan ogs br%kes til beskrive enkle filteroperas-ons som glatting og derivering.
Dersom vi st%derer en glattingsprosess som er vanlig br%ke p seismiske data har vi en
%tgangsrekke&
a
*
3 a
1
3 a
)
3H..3 a
n
Ut fra denne kan vi definere en toledds glatting ved %trykket&
)
1 +
+

n n
n
a a
b (1."
Dersom vi antar at glattingskoeffisientene begge er like viktige3 kan de representeres med fasere.
Dersom
a
n
9 e
in,
vil o%tp%t fra en toledds glatting bli
)
" 1 ( w n i inw
n
e e
b
+
+

eller
inw
iw
n
e
e
b
)
1+
(1.I"
0or bestemme effekten av glatting m vi analysere leddet (1<e
i,
"7) i (1.I" som er forholdet mellom
o%tp%t og inp%t. Dersom vi br%ker E%lers formel vil dette %trykket k%nne skrives p formen&
'os(,7)"e
4i,7)
(1.9"
#g vi har ftt et %trykk for en ny faser med mod%len&
J'os(,7)"J og med en fase K,7). Bde mod%len og fasen er f%nks-oner av vinkelfrekvensen som vises
p fig. +.a som et lo,pass4filter&
* . * * . B 1 . * 1 . B ) . * ) . B ! . *
* . *
* . )
* . +
* . F
* . I
1 . *
0 r e L % e n ' y ,
a E m p l i t % d e ; p e ' t r % m
* . * * . B 1 . * 1 . B ) . * ) . B ! . *
* . *
* . B
1 . *
1 . B
0 r e L % e n ' y ,
b M h a s e ; p e ' t r % m
2i kan ogs st%dere derivering ved formelen&
b
n
9a
n<1
4 a
n
#%tp%t av en toledds derivering vil bli b
n
9e
i(n<1",
4 e
in,
Eller&
b
n
9 e
in,
(e
i,
K 1"
for forst derivering vil vi mtte analysere leddet (e
i,
K 1" som kan %trykkes som en
sin%sf%nks-on&
) sin (,7)" e
i(,7) KN7)"
Der mod%lens spekter kan skrives&
J) sin (,7)"J og representerer et high4pass filter. 0asespekteret er gitt ved&
4(,7) K N7)"
0ase4spekteret skifter mellom KN7) og N7) og fasespekteret defineres derfor med %trykket&
4(,7) K N7)" for ,O*
4(,7) < N7)" for ,P*
2i ser av fig.+.a. at en mindre verdi for vinkelfrekvensen gir en st1rre lengde p faseren enn
lengden p faseren for h1yere verdier.
2i ser dette klart p fig.+.b
* . * * . B 1 . * 1 . B ) . * ) . B ! . *
* . *
* . B
1 . *
1 . B
) . *
0 r e L % e n ' y ,
a E m p l i t % d e ; p e ' t r % m
* . * * . B 1 . * 1 . B ) . * ) . B ! . *
1 . B
1 . *
* . B
* . *
0 r e L % e n ' y ,
b M h a s e ; p e ' t r % m
1.5.Not!-filteret i praksis
Det enkleste F* AC not'hfilteret vi kan lage for at M(f"9* vil v/re p formen&
M(C"94C
1
< C 9 4C
1
< e
4i)NfQt
(1.1*"
5ed samplingsfrekvens Qt9*.**+ og f9F* fr vi %trykket&
C
1
9 e
4i1.B*9F
Dersom filteret skal v/re reelt m vi ha en komplekskon-%ngert rot C
)
i tillegg&
C
1
9 e
i1.B*9F
Det komplette not'hfilteret blir dermed&
M(F*" 9 (4C
1
< C"( 4C
)
< C" 9 (4e
<i1.B*9F
< C " (4e
4i1.B*9F
< C " (1.11"
Dermed ligger p enhetssirkelen med fasevinkler som gitt i %trykket over. 0rekvensreponsen
er gitt p fig.B.a. F* AC frekvens er effektivt f-ernet3 men filteret er ikke flatt for andre
frekvenser. Dette kan rettes p ved innf1re flere poler og n%llp%nkter i filteret og f et %trykk
for M(f" p formen&
" "( (
" "( (
" (
+ !
) 1
z z z z
z z z z
z
+ +
+ +

(1.1)"
2i kan n definere r1ttene C
!
og C
+
som&
C
!
9 r
!
e
<i1.B*9F
C
+
9 r
+
e
4i1.B*9F

der r
!
og r
+
er mindre enn 1.
0ig.B.b (til h1yre 1verst" viser responsen dersom r
1
9 r
)
91 og r
!
9 r
+
9*.9B. 0ig.B.'. viser
respons for samme r
1
og r
)
3 og med r
!
og r
+
9 *399. 0ig.B.d. viser r
!
og r
+
9 *39999 med meget
god flathet for andre frekvenser enn F* AC3 men responsen er ikke lenger * for F* AC. ?r r
!
og r
+
gr mot 1 vil not'hen forvinne helt.
1 * * B * * B * 1 * *
* . *
* . B
1 . *
1 . B
) . *
1 * * B * * B * 1 * *
* . *
* . )
* . +
* . F
* . I
1 . *
1 * * B * * B * 1 * *
* . *
* . )
* . +
* . F
* . I
1 . *
1 * * B * * B * 1 * *
* . *
* . )
* . +
* . F
* . I
1 . *
2.0 Digital Filter Design Techniques
2." #ntrod$tion
8his o%tline is b%ild on 'hapter B in #ppenheim and ;'hafers book& Digital ;ignal pro'essing& .n the most
general sense3 a digital filter is a linear shift4invariant dis'rete4time system that is realiCed %sing finite4
pre'ision arithmeti'. 8he design of digital niters involves three basi' steps& (1" the spe'ifi'ation of the
desired properties of the systemR ()" the appro(imation of these spe'ifi'ations %sing a 'a%sal dis'rete4time
systemR and (!" the realiCation of the system %sing finite4pre'ision arithmeti'. Eltho%gh these three steps
are 'ertainly not independent3 . ,ill fo'%s attention in this arti'le primarily on the se'ond step3 the first
being highly dependent on the appli'ation3 and the third being dis'%ssed in another arti'le.
.n a pra'ti'al setting3 it is often the 'ase that the desired digital filter is to be %sed to filter a digital signal
that is derived from an analog signal by means of periodi' sampling. 8he spe'ifi'ations for both analog and
digital filters are often (b%t not al,ays" given in the freL%en'y domain3 as3 for e(ample3 in the 'ase of
freL%en'y sele'tive filters s%'h as lo,pass3 bandpass3 and high4pass filters. 6iven the sampling rate3 it is
straightfor,ard to 'onvert from freL%en'y spe'ifi'ations on an analog filter to freL%en'y spe'ifi'ations on
the 'orresponding digital filter3 the analog freL%en'ies being in terms of AertC and the digital freL%en'ies
being in terms of radian freL%en'y or angle aro%nd the %nit 'ir'le ,ith the point C 9 4 1 'orresponding to
half the sampAng freL%en'y. 8here are3 ho,ever3 appli'ations in ,hi'h a digital signal to be filtered is not
derived by means of periodi' sampling of an analog time f%n'tion3 and there are a variety means besides
periodi' sampling for representing analog time f%n'tions in terms of seL%en'es. 0%rthermore3 in most of the
design te'hniL%es that ,e shall dis'%ss3 the sampling period plays no role ,hatsoever in the appro(imation
pro'ed%re.
8herefore3 the least 'onf%sing point of vie, to,ard digital filter design is to 'onsider the filter as being
spe'ified in terms of angle aro%nd the %nit 'ir'le rather than in terms of analog freL%en'ies.
E separate problem is that of determining an appropriate set of spe'ifi'ations on the digital filter. .n the
'ase of a lo,pass filter3 for e(ample3 the spe'ifi'ations often take the form of a toleran'e s'heme3 s%'h as
depi'ted in 0ig. ).l. (right side belo,"
8he red '%rve represents the freL%en'y
response of a system that meets the
pres'ribed spe'ifi'ation. .n this 'ase3
there is a passband ,herein the
magnit%de of the response m%st
appro(imate 1 ,ith an error of S T
1
3
that means&
14 T
1
P J!"e
jw
#$ P1 < T
1
, P ,
p
8here is a stopband in ,hi'h the
magnit%de response m%st appro(imate
Cero ,ith an error less than T
%
i.e.3
J!"e
jw
#$ P T
)
w
s
P , P N
8he passband '%toff freL%en'y ,
p
and
the stopband '%toff freL%en'y ,3 given
in terms of C4plane angle. 8o make it
possible to appro(imate t&e ideal
lo,pass filter in this ,ay ,e m%st also provide a transition band nonCero ,idth (,
s
4 ,
p
" in ,hi'h the
magnit%de response drops smoothly from the passband to the stopband. 5any of the filters %sed in pra'ti'e
are spe'ified by s%'h a toleran'e s'heme3 ,ith no 'onstraints on the phase response other than those
imposed by stability and 'a%sality reL%irementsR i.e.3 the poles of the f%n'tion m%st lie inside the %nit
'ir'le.
6iven a set of spe'ifi'ations in the form of 0ig. 1.13 the ne(t step is to find a dis'rete4time linear system
,hose freL%en'y response falls ,ithin the ds'ribed toleran'es. Et this point the filter design problem
be'omes a problem in appro(imation. .n the 'ase of ..R systems ,e m%st appro(imate the desired
freL%en'y response by a rational f%n'tion3 ,hile in the 0.R 'ase ,e are 'on'erned ,ith polynomial
appro(imation. 0or 'onvenien'e o%r dis'%ssion is organiCed so as to disting%ish bet,een those design
te'hniL%es that are appropriate for ..R filters and those that are appropriate for 0.R filters. Ue shall dis'%ss
a variety of design te'hniL%es for both types of filters. 8hese te'hniL%es range from 'losed4form
pro'ed%res3 ,hi'h involve only s%bstit%tion of design spe'ifi'ations into design form%las3 to algorithmi'
te'hniL%es3 ,here a sol%tion is obtained by an iterative pro'ed%re.
2.1 Design of IIR Digital Filters from Analog Filters
8he traditional approa'h to the design of ..R digital filters involves the transformation of an analog filter
into a digital filter meeting pres'ribed spe'ifi'ations. 8his is a reasonable approa'h be'a%se&
1. 8he art of analog filter design is highly advan'ed and3 sin'e %sef%l res%lts 'an be a'hieved3 it is
advantageo%s to %tiliCe the design pro'ed%res already developed for analog filters.
). 5any %sef%l analog design methods have relatively simple 'losed4form design form%las. 8herefore3
digital filter design methods based on s%'h analog design form%las are rather simple to implement.
!. .n many appli'ations it is of interest to %se a digital filter to sim%late the performan'e of an analog
linear time4invariant filter.
$onsider an analog system f%n'tion3
" (
" (
" (
*
*
s '
s (
s )
s d
s !
a
a
*
k
k
k
+
k
k
k
a

"%.1#
,&ere -
a
"t# is the inp%t and .
a
"t# is the o%tp%t and '
a
"s# and (
a
"s# are their respe'tive Dapla'e transforms. .t
is ass%med that !
a
"s# has been obtained thro%gh one of the established appro(imation methods %sed in
analog filter design.
8he inp%t and o%tp%t of s%'h system are related by the 'onvol%tion integral3

d t & - t .
a a a
" ( " ( " (
().)"
,here &
a
"t#/ the imp%lse response3 is the inverse Dapla'e3 transform of A
a
(s". Elternatively3 an analog
system having a system f%n'tion !
a
"s# 'an des'ribed by the differential eL%ation

+
k
k
a
k
k
*
k
k
a
k
k
dt
t - d
d
dt
t . d
)
* *
" ( " (
8he 'orresponding rational system f%n'tion for digital filters has the form
" (
" (
" (
*
*
s '
s (
z a
z b
z !
*
k
k
k
+
k
k
k

8he inp%t and o%tp%t are related by the 'onvol%tion s%m

" ( " ( " ( k n & k - n .
().B"
or3 eL%ivalently3 by the differen'e eL%ation



+
k
k
*
k
k
k n - b k n & a
* *
" ( " (
.n transforming an analog system to a digital system ,e m%st therefore obtain either !"z# or &"n# from the
analog filter design. .n s%'h transformations ,e generally reL%ire that the essential properties of the analog
freL%en'y response be preserved in the freL%en'y response of the res%lting digital filter. Doosely speaking3
this implies that ,e ,ant the imaginary a(is of the s4plane to map into the %nit 'ir'le of the C4plane. E
se'ond 'ondition is that a stable analog filter sho%ld be transformed to a stable digital filter. 8hat is3 if the
analog system has poles only in the left4half B4plane3 then the digital filter m%st have poles only inside the
%nit 'ir'le. 8hese 'onstraints are basi' to all the te'hniL%es to be dis'%ssed in this se'tion.
2.1.1 Impulse Invariance
#ne pro'ed%re for transforming an analog filter design to a digital filter design 'orresponds to 'hoosing the
%nit4sample response of the digital filter as eL%ally spa'ed samples of the imp%lse response of the analog
filter3 8hat is3
&"n# 9 &a"n0#
,here 0 is the sampling period.
.t 'an be sho,n as a generaliCation that the C4transform of &"n# is related to the Dapla'e transform of &
a
"t#
by the eL%ation

+
k
a
e z
k
0
j s !
0
z !
s0
"
)
(
1
J " (

()."
0rom the relationship C 9 e
s0
it is seen that strips of ,idth %120 in the s3plane map into the entire C4plane as
depi'ted in 0ig. 1.). 8he left half of ea'h s4plane strip maps into the interior of the %nit 'ir'le3 the right half
of ea'h s4plane strip maps into the e(terior of the %nit 'ir'le3 and the imaginary a(is of the s4plane maps
onto the %nit 'ir'le in s%'h a ,ay that ea'h segment of length %120 is mapped on'e aro%nd the %nit 'ir'le.
0rom EL. (1." it is 'lear that ea'h horiContal strip of the s4plane is overlayed onto the C4plane to form the
digital system f%n'tion from the analog system f%n'tion. 8h%s the imp%lse invarian'e method does not
'orrespond to a simple algebrai' mapping of the s4plane to the C4plane.
8he freL%en'y response of the digital filter is related to the freL%en'y response of the analog filter as

+
k
a
e z
jw
k
0
j
0
w
j !
0
e !
s0
"
)
(
1
J " (

().I"
0rom the sampling theorem it is 'lear that if and only if
A
a
(-V" 9 *3 JVJ W N78 3
J J " (
1
" ( w
0
w
j !
0
e !
a
jw
Unfort%nately3 any pra'ti'al analog filter ,ill not be bandlimited3 and 'onseL%ently there is interferen'e
bet,een s%''essive terms in EL. (1.I" as ill%strated in 0ig. 1.!.
Be'a%se of the aliasing that o''%rs in the sampling pro'ess3 the freL%en'y response of the res%lting digital
filter ,ill not be identi'al to the original analog freL%en'y response. .t is important to note that if ,e
'onsider the filter spe'ifi'ations to be in terms of spe'ifi'ations on a digital filter3 then a 'hange in the
val%e of 0 &as no effe't on the amo%nt of aliasing in the imp%lse invariant design pro'ed%re. 0or e(ample3
referring to 0ig. 1.!3 ,e may 'onsider that the '%toff freL%en'y of the digital filter has been spe'ified to be
at the freL%en'y labeled V
a
0. 8hat point in the freL%en'y response is then 'onstrained as the '%toff
freL%en'y of a lo,pass digital filter3 and if 0 is red%'ed3 then V
a
in the analog filter m%st be
'orrespondingly in'reased in s%'h a ,ay that V
a
8 remains 'onstant and eL%al to the '%toff freL%en'y
spe'ified for the digital filter. 8h%s if 0 is made smaller in an effort to red%'e the effe't of aliasing3 V
a
m%st
be made 'orrespondingly larger. Uith the attit%de that the digital filter to be designed is spe'ified in terms
of freL%en'ies on the %nit 'ir'le3 0 is therefore an irrelevant parameter in imp%lse invariant design and
'o%ld -%st as ,ell be 'onsidered to be eL%al to %nity. Uhile it is 'ommon pra'ti'e to in'l%de the parameter
0 in dis'%ssing imp%lse invariant design3 it is important to keep in mind that the parameter plays a minor
role in the design pro'ed%re.
8o investigate the interpretation of imp%lse invariant design in terms of a relationship bet,een the s4plane
and the C4plane3 let %s 'onsider the system f%n'tion of the analog filter e(pressed in terms of a partial4
fra'tion e(pansion3 so that

*
k k
k
a
s s
A
s !
1
" (
().9"
8he 'orresponding imp%lse response is

*
k
t s
k a
t u e A t &
k
1
" ( " (
,here u"t# is a 'ontin%o%s4time %nit step f%n'tion. End the %nit4sample response of the digital filter is then



*
k
n 0 s
k
*
k
n0 s
k a
n u e A n u e A n0 & n &
k k
1 1
" ( " ( " ( " ( " (
8he system f%n'tion of the digital filter A(C" is 'onseL%ently given by

*
k
0 s
k
4 k
e
A
z !
1
1
1
" ( ().1*"
.n 'omparing ELs. (1.9" and (1.1*" ,e observe that a pole at s 9 s
k
in the s4plane transforms to a pole at e
sk0
in the C4plane and the 'oeffi'ients in the partial4fra'tion e(pansion of !
a
"s# and A(C" are eL%al. .f the analog
filter is stable3 'orresponding to the real part of s
k
less than Cero3 then the magnit%de of e
5k0
,ill be less than
%nity3 so that the 'orresponding pole in the digital filter is inside the %nit 'ir'le3 and 'onseL%ently the digital
filter is also stable. Uhile the poles in the s4plane map to poles in the C4plane a''ording to the relationship
C
k
9 e
sk0
/ it is important to re'ogniCe that the imp%lse invariant design pro'ed%re does not 'orrespond to a
mapping of the s4plane to the C4plane by that relationship or in fa't by any relationship. .n parti'%lar3 the
Ceros of the digital transfer f%n'tion are a f%n'tion of the poles and the 'oeffi'ients A
k
in the partial4fra'tion
e(pansion and they ,ill not in general be mapped in the same ,ay the poles are mapped.
.t sho%ld be noted that ,hen the analog filter is Xs%ffi'iently bandlimitedY the above pro'ed%re prod%'es a
digital filter ,hose freL%en'y respons from EL. (1.I"3
" (
1
" (
0
w
j !
0
e !
a
jw

8h%s3 for high sampling rates (8small" the digital filter may have an e(tremely high gain. 0or this reason it
is generally advisable to %se3 instead of EL.(1.10),

*
k
0 s
k
4 k
e
0A
z !
1
1
1
" ( ().11"
8hat is3 the %nit4sample response is &"n# 6 0&
a
"n0#.
8he basis for imp%lse invarian'e as des'ribed above is to 'hoose a %nit4sample response for the digital filter
that is similar in some sense to the imp%lse response of the analog filter. 8he %se of this pro'ed%re is often
not motivated so m%'h by a desire to maintain the imp%lse response shape3 b%t by the kno,ledge that if the
analog filter is bandlimited3 then the digital filter freL%en'y response ,ill 'losely appro(imate the analog
freL%en'y response. Ao,ever3 in some filter design problems3 a primary ob-e'tive may be to 'ontrol some
aspe't of the time response s%'h as the imp%lse response or the step response. .n s%'h 'ases a nat%ral
approa'h ,o%ld be to design the digital filter by imp%lse invarian'e or a step invarian)e pro)edure. .n the
latter 'ase3 the response of the digital filter to a sampled %nit step f%n'tion is 'hosen to be samples of the
analog step response. .n this ,ay3 if the analog filter has good step response 'hara'teristi's3 s%'h as small
rise time and lo, peak overshoot3 these 'hara'teristi's ,o%ld be preserved in the digital filter. $learly3 this
'on'ept of ,aveform invarian'e 'an be e(tended to the preservation of the o%tp%t ,aveshape for a variety
of inp%ts.
Eltho%gh in the imp%lse invarian'e design pro'ed%re3 distortion in the freL%en'y response is introd%'ed d%e
to aliasing3 the relationship bet,een analog and digital freL%en'y is linear and 'onseL%ently3 e('ept for
aliasing3 the shape of the freL%en'y response is preserved. 8his is in 'ontrast to the pro'ed%res to be
dis'%ssed ne(t3 ,hi'h 'orrespond to the %se of algebrai' transformations. .t sho%ld be noted in 'on'l%sion
that the imp%lse invarian'e te'hniL%e is obvio%sly only appropriate for essentially bandlimited filters. 0or
e(ample3 highpass or bandstop filters ,o%ld reL%ire additional band4Zirniting to avoid severe aliasing
distortion.
2.1.2 Designs Based on Numerical Solution of the Differential Equation
E se'ond approa'h to deriving a digital filter is to appro(imate the derivatives in EL. (1.!" by finite
differen'es. 8his is a standard pro'ed%re in n%meri'al analysis and in digital sim%lations of analog
systems. 8his pro'ed%re 'an be motivated by the int%itive notion that the derivative of an analog time
f%n'tion 'an be appro(imated by the differen'e bet,een 'onse'%tive samples of the f%n'tion to be
differentiated. Ue might e(pe't that the sampling rate is in'reased3 i.e.3 the samples are 'loser together3
then the appro(imation to the derivative ,o%ld be in'reasingly a''%rate. 0or

e(ample3 s%ppose that the first
derivative is appro(imated by the first ba'k ,ard differen'e
n0 t
0
n . n .
n .
dt
t d.
a

" 1 ( " (
"> ( =
" (
" 1 (
,here ."n# 6 .
a
"n0#. Eppro(imations to higher4order derivatives are obtained by repeated appli'ation of
EL. (B.1)
n0 t
n . n .
n0 t
t .
dt
d
dt
d
dt
t . d
k k
a
k
k
a
k

">> ( = = "> ( = " ( (

" (
" 1 ( " 1 ( " (
1
1
8his 'an be solved applying finite differen'e method o%tlined on page )*B in #ppenheim and ;'hafer
,hi'h 'orresponds to a 'ir'le ,hose 'enter is at C 9 @ and radi%s is 7 as sho,n in 0ig. B.B. .t is easily
verified that the left half of the -4plane maps the inside of the small 'ir'le and the right half of the s3plane
maps into o%tside of the 'ir'le. 8herefore3 altho%gh the reL%irement of mapping the a(is to the %nit 'ir'le is
not satisfied3 this mapping does satisfy the sta4Zty 'ondition sin'e poles in the left half -4plane map to the
inside of the 'ir'le3 ,hi'h is inside the %nit 'ir'le.
.t is ,orth 'orrelating this res%lt ,ith a 'ommon int%itive notion. .t is generally ass%med that the sim%lation
on a digital 'omp%ter of the pro'essing of a 'ontin%o%s4time signal by a differential eL%ation 'an be
a''omplished by repla'ing derivatives by differen'es if the 'ontin%o%s signal is sampled at a high4eno%gh
rate. 0or e(ample3 if ,e ,ish to differentiate a 'ontin%o%s signal ,e int%itively e(pe't that an
appro(imation to the deriva

tive 'an be a''omplished by sampling the 'ontin%o%s4time f%n'tion ,ith a
small4eno%gh spa'ing bet,een samples and forming the first differen'e of the res%lting seL%en'e. 8o sho,
that in fa't this int%ition is 'onsistent ,ith the res%lts that ,e -%st obtained3 ,e remark first of all that if a
bandlirnited analog signal is sampled at the ?yL%ist rate3 then the spe'tr%m is nonCero over the entire %nit
'ir'le. Es ,e in'rease the sampling rate from the ?yL%ist rate3 that is3 as ,e de'rease the sampling period3
the nonCero part of the spe'tr%m of the digital signal is 'onfined to a smaller and smaller portion of the %nit
'ir'le3 and3 in parti'%lar3 if ,e 'hoose the sampling period to be s%ffi'iently small3 ,e 'an 'on'entrate the
nonCero part of the spe'tr%m in the vi'inity of z 9 1 in the C4plane. $orrespondingly3 if 0 is s%ffi'iently
small in EL. (B. 1 !"3 then the freL%en'y response of the digital filter ,ill be 'on'entrated on the small 'ir'le
in 0ig. B.B in the vi'inity of C 9 1. 8his is3 of 'o%rse3 the point at ,hi'h the small 'ir'le and the %nit 'ir'le
are tangent3 and if both the filter response and the signal spe'tr%m are 'on'entrated in that region3 then ,e
'an e(pe't that the digital filter ,ill a''%rately appro(imate the analog filter.
.n the above pro'ed%re3 derivatives ,ere repla'ed by ba'k,ard differen'es. En alternative appro(imation
to the derivative is a for,ard differen'e. 8he first for,ard differen'e is defined as
8he mapping 'orresponding to this appro(imation is e(amined in Mroblem ) of this 'hapter3 ,here it is
sho,n that %nstable digital filters 'an res%lt from this appro(imation.
8he ma-or point in the previo%s e(ample and also in Mroblem ) of this 'hapter is that3 in 'ontrast to the
imp%lse invarian'e te'hniL%e3 de'reasing the sampling period theoreti'ally prod%'es a better filter sin'e the
spe'tr%m tends to be 'on'entrated in a very small region of the %nit 'ir'le. .n general3 ho,ever3 there is
little to re'ommend the %se of for,ard or ba'k,ard differen'es in digital signal pro'essing3 sin'e the high
sampling rates reL%ired res%lt in a very ineffi'ient representation of the filter and the inp%t signal.
0%rthermore3 it is 'lear that these pro'ed%res are highly %nsatisfa'tory for

anything b%t lo,pass filters. 8h%s
,e are led to 'onsider other mappings that avoid the aliasing problems of the imp%lse invarian'e method.
Examples: Analog-Digital Transformation
8he te'hniL%es of the previo%s se'tion rely %pon the availability of appropriate analog filter designs. .n this
se'tion ,e dis'%ss e(amples of several analog lo,pass appro(imation te'hniL%es3 in'l%ding B%tter,orth3
$hebyshevs3 and ellipti' appro(imations. 8he dis'%ssion is organiCed as follo,s& first3 ,e present the basi'
design form%las for a parti'%lar appro(imation method. 8hen3 %sing the same lo,pass filter spe'ifi'ations
for ea'h appro(imation method3 ,e 'arry o%t the design of a digital filter %sing both imp%lse invarian'e and
bilinear transformation .
2.2.1 Digital Butterworth Filters
B%tter,orth filters are defined by the property that the magnit%de response is ma(imally flat in the
passband. 0or an ?th4order lo,pass filter3 this means that the first %* 8 1 derivatives of the sL%ared
magnit%de f%n'tion are Cero at V 9 *. Enother property is that the appro(imation is monotoni' in the
passband and the stopband. 8he sL%ared magnit%de f%n'tion for an analog B%tter,orth filter is of the form
*
)
a
j
j !
)
)
" 7 ( 1
1
J " ( J
+


().)B"
Es sket'hed in 0ig. B.1*.
) * * 1 * * * 1 * * ) * *
* . )
* . +
* . F
* . I
1 . *
Es the parameter ? in eL. ().)B" in'reases3 the filter 'hara'teristi's be'ome sharperR that is3 they remain
'loser to %nity over more of the pass4be'ome 'lose to Cero more rapidly in the stopband3 altho%gh the
magnit%de f%n'tion at the '%toff freL%en'y #
'
,ill al,ays be l7E7) be'a%se of the nat%re of EL. ().)B". 8he
dependen'e of the B%tter,orth filter 'hara'teristi' on the parameter * is indi'ated in 0ig. B.11.
0rom the sL%ared magnit%de f%n'tion in EL. ().)B"3 ,e observe that !
a
"s#!
a
"8s# m%st be of the form
*
)
a a
j s
s ! s !
)
" 7 ( 1
1
" ( " (
+

().)F"
8he roots of the denominator polynomial (the poles of the sL%ared magnit%de f%n'tion" are then at
" ( " 1 (
)
1
)
*
p
j s
8h%s there are %* poles eL%ally spa'ed in angle on a 'ir'le of radi%s #
'
in the s4plane. 8he poles are
symmetri'ally lo'ated ,ith respe't to the imaginary a(is. E pole never falls on the imaginary a(is and one
o''%rsXon the real a(is for * odd b%t not for ? even. 8he ang%lar spa'ing bet,een the poles on the 'ir'le is 92*
radians. 0or e(ample3 for * 6 !3 the poles are spa'ed by ,7! radians or by F* degrees3 as indi'ated in 0ig.
B.1). 8o determine the transfer f%n'tion of the analog filter to asso'iate ,ith the B%tter,orth sL%ared
magnit%de f%n'tion3 ,e ,ish to perform the fa'toriCation !
a
"s#!
a
"8s#. Ue observe that the poles of the
B%tter,orth sL%ared magnit%de f%n'tion o''%r in pairs3 so that if there is a pole at s 6 s
p
/ then a pole also
o''%rs at s 9 [s
p
. $onseL%ently3 to 'onstr%'t !
a
"s# from the sL%ared magnit%de f%n'tion3 ,e ,o%ld
'hoose one pole from ea'h s%'h pair. .f ,e restri't the filter to be stable and 'a%sal3 ,hi'h is generally the
'ase3 then these poles ,ill 'orrespond to the poles on the left4half4plane part of the B%tter,orth 'ir'le. .f ,e
obtain a digital B%tter,orth filter from an analog B%tter,orth filter by mapping the pole pattern from the s4
plane to the C4plane %sing the bilinear transformation3 then in the C4plane the 'orresponding sL%ared
magnit%de f%n'tion has)? Ceros at C 9 [ 1.
8he B%tter,orth 'ir'le in the s4plane then maps to a 'ir'le in the C4plane3 sin'e the bilinear transformation
is a 'onformal mapping. Ao,ever3 the B%tter,orth 'ir'le in the C4plane is not 'entered at the origin. 8his
'ir'le in the C4plane is indi'ated in 0ig. ).).
Uhile the poles in the s4plane ,ere eL%ally spa'ed in angle on the B%tter,orth 'ir'le3 that is no longer tr%e
in the C4plane. .n fa't3 pole pairs at s
p
and [s.// in the s4plane map to pole pairs at z
p
and l2z
p
in the C4plane.
6enerally3 in designing a B%tter,orth filter %sing the bilinear transformation3 the most straightfor,ard
pro'ed%re is to first determine the lo'ation of the poles in the s4plane and then map the left4hand plane
poles to the C4plane ,ith the appropriate transformation3 rather than attempt to lo'ate the poles dire'tly in
the C4plane.
3.1 Design of FIR Filters Using Windos
8he most straightfor,ard approa'h to 0.R filter design is to obtain a finite4length imp%lse response by
tr%n'ating an infinite4d%ration imp%lse response seL%en'e. .f ,e s%ppose that !
d
"e
iw
# is an ideal desired
freL%en'y response3 then

n
jwn
d
jw
d
e n & e ! " ( " (
(!.+9a"
,here &
d
"n# is the 'orresponding imp%lse response seL%en'e3 i.e.3

dw e e ! n &
jwn jw
d d
" (
)
1
" ( (B.+9b"
.n general3 A
d
(e
-,
# for a freL%en'y sele'tive filter may be pie'e,ise 'onstant ,ith dis'ontin%ities at the
bo%ndaries bet,een bands. .n s%'h 'ases the seL%en'e &
d
"n# is of infinite d%ration and it m%st be tr%n'ated
to obtain a finite4d%ration imp%lse response. Es ,e have pointed o%t before3 ELs. (B.+9" 'an be tho%ght of
as a 0o%rier series representation of the periodi' freL%en'y response !
d
"e
iw
#/ ,ith the seL%en'e &
d
"n#
playing the role of the X0o%rier 'oeffi'ients.X 8h%s the appro(imation of an ideal filter spe'ifi'ation by
tr%n'ation of the ideal imp%lse response is identi'al to the st%dy of the 'onvergen'e of 0o%rier series3 a
s%b-e't that has re'eived a great deal of st%dy sin'e the middle of the eighteenth 'ent%ry. 8he most familiar
'on'ept from this theory is the :ibbs p&enomenon. .n the follo,ing dis'%ssion ,e shall see ho, this
non%niform 'onvergen'e phenomenon manifests itself in the design of 0.R filters.
;f &
d
"n# has infinite d%ration3 one ,ay to obtain a finite4d%ration 'a%sal imp%lse response is to simply
tr%n'ate &"n#/ i.e.3 define

'

ot&erwise
* n n &
n &
d
*
1 * " (
" (
.n general3 ,e 'an represent &"n# as the prod%'t of the desired imp%lsresponse and a finite
d%ration X,indo,X w"n#< i.e.3
h(n" 9 h
d
(n" ,(n"
,here in the e(ample

'

ot&erwise
* n
n w
*
1 * 1
" (
(B.B)"
Using the 'omple( 'onvol%tion theorem see that

d e , e ! e !
w j j
d
jw
" ( " (
)
1
" (
" (
(B.B!"
8hat is3 !"e
iw
# is the periodi' 'ontin%o%s 'onvol%tion of the desired freL%en'y response ,ith the 0o%rier
transform of the ,indo,. 8h%s the freL%en'y response !"e
jw
# ,ill be a XsmearedX version of the desired
response !
d
"e
jw
#.
0ig%re B.!1 (a" depi'ts typi'al f%n'tions A
d
"e
i=
# and ,"e
iw3=
"
reL%ired in EL. (B.B!". (Both are sho,n as real
f%n'tions only for 'onvenien'e in depi'ting the 'onvol%tion pro'ess."
0rom EL. (B.B!" ,e see that if ,"e
iw
# is narro, 'ompared to variations in !
d
"e
im
#/ then !"e
jm
# ,ill Xlook
likeX !
d
"e
i>a
#. 8h%s the 'hoi'e& of.,indo, is\gpverned by the desire to have vr(]" as short as3 possible in
d%ration so as to minimiCe 'omp%tation in the implementation of the filter3 ,hile having ,"e
?m
# as narro,
as possible in freL%en'y so as to faithf%lly reprod%'e the desired freL%en'y response. 8hese are 'onfli'ting
reL%irements3 as 'an be seen in the 'ase of the re'tang%lar ,indo, of EL. (B.B)"3 ,here
" ) 7 sin(
" ) 7 sin(
1
1
" (
" ) 7 " 1 ((
1
*
w
w*
e
e
e
e e w
* jw
*
n
jw
jw*
jwn jw

8he magnit%de of ,"e@

m
# is sket'hed in 0ig. B.!) for * 6 I and the phase is linear3 as 'an be seen from EL.
(B.B+". As * in'reases3 the ,idth of the Xmain lobeX de'reases. (8he main lobe is arbitrarily defined as the
region bet,een w 9 4)N2* and A%n2*.#
Ao,ever3 for the re'tang%lar ,indo,3 the Xside lobesX are not insignifi'ant and3 in fa't3 as ? in'reases3 the
peak amplit%des of the main lobe and the side lobes gro, in a manner s%'h that the area %nder ea'h lobe is
a 'onstant3 ,hile the ,idth of ea'h lobe de'reases ,ith *. 8he res%lt of this is that as ,"e
j"w3=#
# slides by a
dis'ontin%ity of !
d
"e
ie
# ,ith in'reasing ,/ the integral of ,"e
j"w3=#
#!
d
"e
j=
# ,ill vary in an os'illatory manner
as ea'h lobe of ,"e
j"w3=#
## moves past the dis'ontin%ity. 8his is depi'ted in 0ig. B.!1 (b". ;in'e the area
%nder ea'h lobe remains 'onstant ,ith in'reasing */ the os'illations only o''%r more rapidly b%t do not
de'rease in amplit%de as * in'reases. .n the theory of 0o%rier series3 it is ,ell kno,n that this non4%niform
'onvergen'e3 the 6ibbs phenomenon3 'an be moderated thro%gh the %se of a less abr%pt tr%n'ation of the
0o%rier series.
By tapering the ,indo, smoothly to Cero at ea'h end3 the height of the side lobes 'an be diminishedR
ho,ever3 this is a'hieved at the e(pense of
a
,ider main lobe and th%s a ,ider transition at the
dis'ontin%ity. E(amples ^f some 'ommonly %sed ,indo,s are sho,n in 0ig. B.!!. 8hese ,indo,s
a
re
spe'ified by the follo,ing eL%ations =)1>&
Be)tangularC
,"n#61 DE n E *31
BartlettC

'

1
)
1
3
1
)
)
1 *
1
)
" (
* n
*
*
n
* n
*
n
n w
!anningC
]

"
1
)
'os( 1
)
1
" (
*
n
n w

D E n E *31
!ammingC

,
_

1
)
'os +F . * B+ . * " (
*
n
n w

D E n E *31
Bla)kmanC
1 *
1
+
'os *I . *
1
)
'os B . * +) . * " (

,
_

,
_

* n
*
n
*
n
n w

(B.BBe"
8he f%n'tion )* log
1*
J,"e
iw
#$ is plotted in 0ig. B.!+ for ea'h of these ,indo,s for * 6 B1. ?ote that sin'e
these ,indo,s are all symmetri'al3 the phase is linear. 8he re'tang%lar ,indo, 'learly has the narro,est
main lobe and th%s3 for a given length3 -2 sho%ld yield the sharpest transitions of !"e
i>D
# at a dis'ontin%ity
of !
d
"e
jm
#. Ao,ever3 the first side lobe is only abo%t 1! dB belo, the main peak3 res%lting in os'illations of
!"e
?>D
#
#l
'onsiderable siCe at a dis'ontin%ity of !
d
"e
Fm
#. By tapering the ,indo, smoothly to Cero3 the side
lobes are greatly red%'edR ho,ever3 it is d
e
_ that the pri'e paid is a m%'h ,ider main lobe and th%s ,ider
transitions a dis'ontin%ities of !
d
"e
i>a
#.
Gaiser =+> has proposed a fle(ible family of ,indo,s defined by
1
]
1

,
_

1
]
1

,
_

,
_

)
1
>
)
1
)
1
=
" (
*
)
)
*
*
w ;
*
n
*
w ;
n w
a
a
,here .
*
( " is the modified Ceroth order Bessel f%n'tion of the first kind. Gaiser has sho,n that these
,indo,s are nearly optim%m in the sense of having the largest energy in the main lobe for a given peak
side lobe amplit%de. 8he parameter w
a
'an be ad-%sted so as to trade off main4lobe ,idth for side4lobe
amplit%de. 8ypi'al val%es of w
a
""* 8 l"7)" are in the range
+`,
a
((?41"7)" `9
* . + * . ) * . * * . ) * . +
I *
F *
+ *
) *
*
) *
+ *
n o r m a l i C e d f r e L % e n ' y
a
m
p
l
i
t
%
d
e

d
B

Re'tang%lar (Dirichlet) window

* . + * . ) * . * * . ) * . +
I *
F *
+ *
) *
*
) *
+ *
n o r m a l i C e d f r e L % e n ' y
a
m
p
l
i
t
%
d
e

d
B

Re'tang%lar (Bartlett) window

* . + * . ) * . * * . ) * . +
I *
F *
+ *
) *
*
) *
+ *
n o r m a l i C e d f r e L % e n ' y
a
m
p
l
i
t
%
d
e

d
B

Aanning ,indo,
* . + * . ) * . * * . ) * . +
I *
F *
+ *
) *
*
) *
+ *
n o r m a l i C e d f r e L % e n ' y
a
m
p
l
i
t
%
d
e

d
B

Aamming ,indo,
* . + * . ) * . * * . ) * . +
I *
F *
+ *
) *
*
) *
+ *
n o r m a l i C e d f r e L % e n ' y
a
m
p
l
i
t
%
d
e

d
B

Bla'kman ,indo,
Es an ill%stration of the %se of ,indo,s in filter design3 'onsider the design of a lo,pass filter.
Enti'ipating the need for delay in a'hieving a 'a%sal linear4phase filter3 the desired freL%en'y response is
defined as

,
_

'

ot&erwise
w w
e
e !
)
jw
jw
d
J J
*
" (

8he 'orresponding imp%lse response is

'

" (
"> ( sin=
)
1
" (
" (

n
n w
dw e
n &
)
w
w
n jw
d
)
)
$learly3 &
d
"n# has infinite d%ration. 8o 'reate a finite4d%ration linear4phase 'a%sal filter of length */ ,e
define
&"n# 9 &
a
"n#w"n# ,here
G 6" *31#2%
.t 'an easily be verified that if w"n# is symmetri'al3 this 'hoi'e of a res%lts in a seL%en'e &"n# satisfying EL.
(B.+". 0ig%re B.!B sho,s a plot of &
d
"ri# for a re'tang%lar ,indo,3 * 9B13 and eo
'
9 7). 0ig%re B.!F
sho,s )*1og
1*
.a(e
!*"
"J for the imp%lse response of 0ig. B.!B ,eighted by ea'h of five ,indo,s of 0ig. B.!+.
?ote the in'reasing transition ,idth3 'orresponding to in'reasing main4lobe ,idth3 and the in'reasing
stopband atten%ation3 'orresponding to de'reasing side4lobe amplit%de. 0rom EL. (B.B+" ,e note that the
,idth of the 'entral lobe is inversely proportional to *. 8his is generally tr%e and is ill%strated for a
Aamming ,indo, in 0ig. B.!3 ,here it is 'learly evident that as * is do%bled3 the ,idth of the 'entral lobe
is halved. 0ig%re B.!I ill%strates the effe't of greasing * on the transition region in a lo,pass filter design.
$learly3 the minim%m stopband atten%ation remains essentially 'onstant3 being dependent on the shape of
the ,indo,3 ,hile the ,idth of the transition region at the dis'ontin%ity of !
a
"e
iaH
# depends on the length of
the ,indo,.
8he e(amples that ,e have given ill%strate the general prin'iples of the ,indo,ing method of 0.R filter
design. 8hro%gh the 'hoi'e of the ,indo,
a
pe and d%ration3 ,e 'an e(er'ise some 'ontrol over the design
pro'ess.
0or e(ample3 for a given stopband atten%ation3 it is generally tr%e that * satisfies an eL%ation of the
form
?9 (E7Q,"
,here Q, is the transition ,idth =ro%ghly the ,idth of the main lobe of ,"e
1>a
#F and A is a 'onstant
that is dependent %pon the ,indo, shape. Es ,e have seen3 the ,indo, shape is essential in
determining the minim%m stopband atten%ation. 0or the ,indo,s that ,e have dis'%ssed3 the basi'
Marameters for lo,pass filter design are s%mmariCed in 8able B.). .t sho%ld ^
e
noted that the val%es in
8able B.) are appro(imateR they depend some,hat
%
M^n * and the '%toff freL%en'y of the desired
filter. GaiserZs ,indo,s3 kL4 (B.BBe"3 have a variable parameter3 'o
a
3 ,hose 'hoi'e 'ontrols the tradeoff
bet,een side4lobe amplit%de and side4lobe ,idth. 8ables and '%rves b^verning the %se of these
,indo,s are given by Gaiser =+3))>.
.mp%lse response Aamming ,indo,
* . + * . ) * . * * . ) * . +
I *
F *
+ *
) *
*
) *
+ *
n o r m a l i C e d f r e L % e n ' y
a
m
p
l
i
t
%
d
e

d
B

8ime inde(9)B n911 Aamming ,indo,

* . + * . ) * . * * . ) * . +
I *
F *
+ *
) *
*
) *
+ *
n o r m a l i C e d f r e L % e n ' y
a
m
p
l
i
t
%
d
e

d
B

8ime inde(9B1 n911 Aamming ,indo,

* . + * . ) * . * * . ) * . +
I *
F *
+ *
) *
*
) *
+ *
n o r m a l i C e d f r e L % e n ' y
a
m
p
l
i
t
%
d
e

d
B

8ime inde(91*1 n911 Aamming ,indo,

8he basi' prin'iples ill%strated by o%r e(amples are tr%e in general and -R
atl
be applied in the design of
any filter for ,hi'h ,e 'an define a desired ceL%en'y response. .n this sense3 the te'hniL%e has
'onsiderable generality.
Ao,ever3 a diffi'%lty ,ith the te'hniL%e is in the eval%ation of the integral
ln

E
L. (B.+9b". .f !
a
"e
im
#
'annot be e(pressed in terms of simple f%n'tions for ,hi'h the integration 'an be performed3 an
appro(imation to &
d
"n# m%st be obtained by sampling !
d
"e@
m
# and %sing the inverse dis'rete 0o%rier
transform to 'omp%te

+
r
d
+
k
kn * j k + j
d d
r+ n & e e !
+
n & " ( " (
1
" (
1
*
" 7 ) ( " 7 ) (
.f + is large3 &
d
"n# 'an be e(pe'ted to be a good appro(imation to &
d
"ri# in the interval of the ,indo,.
Enother limitation of the pro'ed%re is that it is some,hat diffi'%lt to determine3 in advan'e3 the type of
,indo, and the d%ration * reL%ired to meet a given pres'ribed freL%en'y response spe'ifi'a4tion.f
Ao,ever3 a very simple digital 'omp%ter program 'an be %sed to make s%'h a determination by a trial4and4
error pro'ed%re. 8h%s3 design of digital filters %sing a ,indo, is often a 'onvenient and satisfa'tory
approa'h.
%esign of windows $sing A$daity
.t is a good idea to train on ,indo,ing te'hni's ,ith a good developing soft,are. E program ,ell
s%ited for that is the free program E%da'ity for so%nd editing. .t is developed from ;o%r'eforge and
%nder a free lis'en'e. Ue ,ill do some appli'ation ,ith E%da'ity to ill%strate o%r theory.
En interesting aspe't ,ith E%da'ity is that yo% 'an hear the seL%en'e yo% train on as so%nd3 ,hen yo%
develop.