TIME-VARYING RECURSIVE FILTERS FOR DECIMATION
AND INTERPOLATION
Tim Hentschel, Gerhard Fettweis
Mannesmann Mobilfunk Chair for Mobile Communications Systems
Dresden University of Technology
D-01062 Dresden, Germany
e-mail: hentsch@ifn.et.tu-dresden.de
ABSTRACT
Decimation and interpolation require filtering. In order to re-
duce the hardware effort, FIR filters with linear phase are im-
plemented as polyphase filters often. Still, the number of co-
efficients cannot be reduced by this method. Comb filters im-
plemented as cascaded-integrator-comb filters are hardware-
efficient filters. Due to the periodicity of the comb section
the number of registers (i.e., the state space) can be reduced,
while the separation of poles and zeros provides a means to
avoid coefficient multipliers at all. However, due to the nec-
essarily perfect pole-zero cancellation these filters can only
realize zeros at integer multiples of the lower sample rate.
The presented time-varying recursive filter structures exploit
the advantage of CIC-filters of implementing the transfer-
zeros for only one period of a periodic comb section and thus,
reduce complexity considerably. Moreover, they provide per-
fect pole-zero cancellation for arbitrary zero placement.
1 INTRODUCTION
Aliasing and imaging are two fundamental properties of sam-
pling. Being processes of resampling, decimation and inter-
polation cause aliasing and imaging. Filtering can avoid or
limit these effects. Since linear phase characteristics is very
important in many applications, FIR filters are the first choice
often. The direct implementation of long impulse responses
can be avoided by exploiting the multirate nature of the ap-
plication, which results in the well-known polyphase imple-
mentations [2]. Still, the number of coefficients and thus, the
coefficient memory size cannot be reduced.
An efficient means for realizing the necessary anti-aliasing
or anti-imaging filters are cascaded-integrator-comb filters
(CIC filters). In many applications these filters provide the
necessary attenuation with very low effort. With respect to
the high sample rate (input rate in case of decimators, output
rate in case of interpolators) the transfer function of an Rth
order CIC-filter is
!R  R
N−1
1 − z−N
H(z) = ∑ z−i =
1 − z−1
(1)
i=0
Implementing numerator and denominator separately
yields the well-known structure of CIC-filters devised by
Hogenauer [5]. Careful inspection reveals that CIC-filters
are a special case of the so-called frequency sampling struc-
ture [6], where the frequency sampling method for designing
digital filters is used to derive an efficient filter structure
by separating transfer-poles and -zeros. The frequency
sampling structure is built upon a comb filter with a periodic
transfer function. The unwanted zeros in the pass-band are
cancelled by a pure recursive section implementing the
respective poles separately. In the context of decimation
and interpolation this structure is very efficient since the
periodic transfer zeros of the comb filter are realized by just
implementing the zeros of one period. Only few poles are
necessary to cancel zeros in a usually narrow pass band.
Still, there is a potential problem with this structure. Quan-
tization effects preclude perfect pole-zero cancellation. This
might cause undamped noise in the recursive section, which
can move the poles outside the unit-circle and thus, make the
system unstable. In [6] it is suggested to damp the poles in
order to circumvent this problem. CIC-filters do not suffer
from this unpleasant behavior. Since their poles are clustered
at z = 1, perfect pole-zero cancellation is possible.
What is sad about the inability of the frequency sampling
structure to practically realize arbitrary pole-zero placement
is that the CIC-filters could gain much from placing poles
and zeros arbitrarily: The stop-bands could be widened, and
the pass-band droop could be reduced.
In the following a novel class of time-varying recursive
filters is introduced which implements the poles and zeros
of the frequency sampling structure on one common state-
space. This is achieved by realizing the zeros by means of
inverted poles. The result is perfect pole-zero cancellation
with a structure employing all the advantages of the fre-
quency sampling structure. Due to the combination of the
state-spaces of the comb section and the recursive section, a
reduction of the overall state-space and thus, a reduction of
hardware is a welcome add-on.
2 BASIC STRUCTURES
Two basic structures are investigated, one for decimation
(Figure 1(a)) and one for interpolation (Figure 2(a)), where
T1 · N = T2 (2)
 x(kT1 ) y(mT2 ) x(kT1 ) y(mT2 )
Filter N↓ AΣ ,BΣ ,CΣ ,DΣ N↓ N↑ N↓
(LTI)
HΣ (z) F(·)

AG ,BG ,CG ,DG

N↑
H∆ (·) G(z)

(a) (b)

Figure 1: Time-Varying Recursive Decimator

y(mT1 ) x(kT2 ) y(mT1 )

x(kT2 ) Filter N↑ N↓ N↑ AΣ ,BΣ ,CΣ ,DΣ
N↑
(LTI)
F(·) HΣ (z)

AG ,BG ,CG ,DG

N↓
H∆ (·) G(z)

(a) (b)

Figure 2: Time-Varying Recursive Interpolator

The filter is a linear time-invariant (LTI) system with two in-
puts and one output in case of the decimator, and with one
input and two outputs in case of the interpolator. In order to
emphasize the characteristics of these systems and simplify
analysis, the filter can be regarded as two separate filters,
each having one input and one output. These filters can be
described by means of their state-space matrices A, B,C, D.
The separation results in the structures of Figures 1(b) and
2(b). A common state-space of the two separate filters is re-
alized by
AΣ = AG (3)
while, a common output in case of the decimator, and the
common input in case of the interpolator is realized by
CΣ = CG or BΣ = BG (4)
respectively. Since G(z) is employed in a feedback branch it
is required that
DG = 0 (5)
These systems resemble a Sigma-Delta modulator (SDM),
with the quantizer of the SDM being replaced by a resampler.
Thus, aliasing or imaging distortions are filtered instead of
quantization noise in the SDM. For this similarity the two
structures should be named:
• Sigma-Delta Decimator, with HΣ (z) placed before the
comb-section H∆ (·), and
• Delta-Sigma Interpolator, with HΣ (z) placed after the
comb-section H∆ (·).
3 ANALYSIS
The analysis of time-varying systems cannot directly be
made with conventional methods of system analysis. This
is due to the fact that these methods are only valid for LTI
systems. Still, if a periodically time-varying system is trans-
formed to a block system with the block length equaling its
period, an LTI block system results. The relation between
periodically time-varying systems and their respective block
implementation is given by the lifting isomorphism or raising
technique [1].
With the definition of the raised (blocked) input- and
output-signal vectors of length N (effectively comprising the
polyphase components of x(kT1 ) and y(mT1 )), such as
 
x(mNT1 )

 x (mN + 1)T1 
 
x(mT2 ) =  ..  (6)
 . 


x (mN + N − 1)T1
the N-periodic system can be described by means of a
time-invariant raised system with the state-space description1
A, B, C, D. Obviously, also time-invariant systems, being pe-
riodic with arbitrary period, can be raised. Thus, it is possible
to raise each subsystem of the structures in Figure 1(b) and
2(b) individually, and finally combine the different transfer
matrices to form the transfer matrix of the complete system.
1
All matrices and vectors related to the raised (blocked) system are
printed in bold non-italic face.
 The N-raised transfer matrix of G(z) is It can be shown that the denominator of Eq. (16) can be made
having arbitrary poles by properly choosing the elements of
G(z) = CG · (zI − AG )−1 · BG + DG (7) BG . Hence, stability can always be accomplished. The actual
values of the elements of BG depend on the period i.e., the
with I being the identity matrix. Since G(z) itself is an LTI
rate-change factor N.
system, its raised transfer matrix has a so-called pseudo-
The frequency analysis of raised systems is made by calcu-
circulant structure [7].
lating the aliasing component matrix Halias (z) which eventu-
 
G0 (z) z−1 GN−1 (z) · · · z−1 G1 (z) ally can be evaluated on the unit circle. The alias component
 G1 (z) G0 (z) · · · z−1 G2 (z) matrix relates the so-called modulation components [2] of the
 
G(z) =  .. .. .. ..  (8) input signal X(z) and the output signal Y (z):
 . . . . 
 0
  0

GN−1 (z) GN−2 (z) ··· G0 (z) Y z · e− j2π N X z · e− j2π N
 1
  1

with Gλ (z) being the polyphase components of the LTI trans-  Y z · e− j2π N   X z · e− j2π N 
  = H (z) ·  .
alias 
fer function G(z). The like is valid for HΣ (z). Exploiting  ..   . 
 .   . 
Eq. (6) the behavior of the combined up- and down-sampler N−1
N−1

Y z · e− j2π N X z · e− j2π N
F(·) can be described by the N-raised transfer matrix
  0

1 0 ··· 0 Usually only Y z · e− j2π N = Y (z) is of interest. The alias
0 0 · · · 0 component matrix of the Delta-section is
 
F(N,N) (z) = F =  . . ..  (9)
 .. .. . −1 −1


∆ (z) =WN · Λ (z) · H∆ z
Halias · Λ(z) ·WN
N
(17)
0 0 ··· 0
with WN being the well-known DFT-matrix [2], and
Now, the block transfer matrices of the complete decimator
and interpolator can be given as:  
1 0 ··· 0
0 z · · · 0 
HDec (z) = H∆ (z) · HΣ (z) (10)  
Λ(z) =  . . ..  (18)
HInt (z) = HΣ (z) · H∆ (z) (11)  .. .. . 
0 0 ··· z N−1
with H∆ (z) = (I + F · G(z))−1 F (12)

It should be noted that the order of H∆ (z) and HΣ (z) deter- With Eqs. (7), (8), (15) and (16) it can be concluded that
mines the transfer characteristics of the system as both are the poles of G(z) result in zeros of H∆ (z). With respect
matrices and the matrix multiplication is not commutative in to Eq. (17) these

zeros result in transfer zeros defined by
general. det zN I − ANG , which clearly reveals the N-periodic char-
Substituting Eqs. (8) and (9) to Eq. (12) yields acter of the H∆ (·). Since the implementation of the system
  is based on a common state-space for HΣ (z) and G(z), the
1 0 ··· 0 poles of HΣ (z) perfectly cancel the zeros in the first period of
0 0 · · · 0
1   ∆ (z). This fundamental property can be understood best
Halias
H∆ (z) = . . ..  (13)
1 + G0(z)  .. .. . ∆ (z).
by calculating Halias
The functionality of H∆ (·) can be explained a follows: Due
0 0 ··· 0
to aliasing the combined up- and down-sampler in the feed-
where G0 (z) is the 0th polyphase component of G(z): back loop causes a periodic repetition of the transfer poles
of G(z). The feedback loop itself causes these periodic trans-

−1 N−1 fer poles to be turned to periodic transfer zeros. It should be
G0 (z) = CG zI − ANG · A G B G + DG (14)
noted that aliasing of poles does not destroy the poles but
1
=
CG · QG (z) · AG
N−1
B G + DG (15) repeats them, while aliasing of zeros usually destroys these
det zI − ANG zeros.
Together with HΣ (z) and the up-sampler in Figure 1, or the
with QG (z) being the adjoint matrix of ANG [3]. Thus, with
down-sampler in Figure 2 the complete system becomes an
Eqs. (5), (13), and (15) it is
anti-imaging or an anti-aliasing filter, respectively.


det zI − ANG Finally, it should be mentioned that the pass-band of the
H∆ (z) =
time-varying recursive filters can be influenced by properly
det zI − ANG + CG · QG (z) · AG
N−1
BG
  choosing BΣ and DΣ .
1 0 ··· 0
0 0 · · · 0
  4 EXAMPLES
·. . ..  (16)
 .. .. . In Figure 3 two examples are given for N = 3. The first
0 0 ··· 0 implements a conventional 2nd order CIC-decimator as a
 −1 2 −1 1.9
x(kT1 ) y(mT2 ) x(kT1 ) y(mT2 )
z−1 z−1 3↓ z−1 z−1 3↓

−1 1.3̄ −1 1.172
3↑ 3↑

(a) (b)

Figure 3: Examples - Time-Varying Recursive Decimators for Decimation by 3

Sigma-Delta decimator on the time-varying recursive struc- 5 CONCLUSIONS

ture [4], shown in Figure 3(a). In order to demonstrate the
Time-varying structures implementing comb-filters for inter-
arbitrary zero placement in the periodic stop-bands, in the
polation and decimation have been presented. The advantage
second example in Figure 3(b) the two transfer zeros of the
of these structures are a reduced state-space and a relatively
2nd order CIC-filter are spread to ±π/10 with respect to
low number of coefficients. While these advantages can also
their original position. This results in wider stop-bands. The
be obtained with the frequency sampling structure [6], the
spreading of the transfer zeros results in a change of the co-
presented filters enable perfect pole-zero matching which is
efficients in the time-invariant feedback loop (upper loop).
vital for the performance.
These coefficients are independent from N. The time-varying
Another intention of this work was to present at least a
feedback loop (lower loop) contains coefficients which are
glimpse of the power which time-varying systems can offer.
used to influence the poles and thus, to influence stability.
They depend on N. References
The time-varying recursive filters of Figure 3 have the
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