Frequency Selective Filters Lecture

Embed Size (px)

Citation preview

  • 8/4/2019 Frequency Selective Filters Lecture

    1/19

    Lecture 2 - Frequency SelectiveFilters

    2.1 Applications

    Low-pass : to extract short-term average or to eliminate high-frequency fluctua-

    tions (eg. noise filtering, demodulation, etc.)

    High-pass : to follow small-amplitude high-frequency perturbations in presence

    of much larger slowly-varying component (e.g. recording the electrocardio-

    gram in the presence of a strong breathing signal)

    Band-pass : to select a required modulated carrier frequency out of many (e.g.

    radio)

    Band-stop : to eliminate single-frequency (e.g. mains) interference (also known

    as notch filtering)

    2.2 Design of Analogue Filters

    We will start with an analysis of analogue low-pass filters, since a low-pass filter

    can be mathematically transformed into any other standard type.

    Design of a filter may start from consideration of

    The desired frequency response.

    The desired phase response.

    11

  • 8/4/2019 Frequency Selective Filters Lecture

    2/19

    low-pass high-passband-pass

    notch

    G( )| |

    Figure 2.1: Standard filters.

    The majority of the time we will consider the first case. Consider some desired

    response, in the general form of the (squared) magnitude of the transfer function,

    i.e.

    . This response is given as

    where

    denotes complex conjugation. If

    represents a stable filter (its poles

    are on the LHS of the s-plane) then

    is unstable (as its poles will be on the

    RHS).

    The design procedure consists then of

    Considering some desired response

    as a polynomial in even powers

    of

    .

    Designing the filter with the stable part of !

    .

    This means that, for any given filter response in the positive frequency domain, a

    mirror image exists in the negative frequency domain.

    2.2.1 Ideal low-pass filter

    Any frequency-selective filter may be described either by its frequency response

    (more common) or by its impulse response. The narrower the band of frequencies

    transmitted by a filter, the more extendedin time is its impulse responsewaveform.

    Indeed, if the support in the frequency domain is decreased by a factor of $ (i.e.

    made narrower) then the required support in the time domain is increased by a

    factor of $ (you should be able to prove this).

    12

  • 8/4/2019 Frequency Selective Filters Lecture

    3/19

    Consider an ideal low-pass filter with a brick wall amplitude cut-off and no

    phase shift, as shown in Fig. 2.2.

    | G( ) |

    c

    1

    0

    Figure 2.2: The ideal low-pass filter. Note the requirement of response in the

    negative frequency domain.

    Calculate the impulse response as the inverse Fourier transform of the fre-

    quency response:

    %

    &

    )

    0 1

    2 3

    5

    3

    6 8 @ A B D E 8

    )

    0 1

    2

    B G

    5

    B G

    ) H

    @ A B D E 8

    )

    0 1

    6 &

    @ A BG

    D R @

    5

    A BG

    D

    hence,

    %

    &

    8 U

    1

    W X Y

    8 U &

    8 U &

    Figure 2.3 shows the impulse response for the filter (this is also referred to as the

    filter kernel).

    The output starts infinitely long before the impulse occurs i.e. the filter is

    not realisable in real time.

    13

  • 8/4/2019 Frequency Selective Filters Lecture

    4/19

    5 4 3 2 1 0 1 2 3 4 50.5

    0

    0.5

    1

    1.5

    2

    t

    g(t)

    Figure 2.3: Impulse response (filter kernel) for the ILPF. The zero crossings occur

    at integer multiples of1 b

    8 U

    .

    A delay of timed

    such that

    %

    &

    8 U

    1

    W X Y

    8 U & R

    d

    8 U & R

    d

    would ensure that mostof the response occurred after the input (for larged

    ). The

    use of such a delay, however, introduces a phase lag proportional to frequency,

    since$ f

    % h

    6 8 p

    8

    d. Even then, the filter is still not exactly realisable; instead

    the design of analogue filters involves the choice of the most suitable approxima-

    tion to the ideal frequency response.

    2.3 Practical Low-Pass Filters

    Assume that the low-pass filter transfer function

    is a rational function in

    .The types of filters to be considered in the next few pages are all-pole designs,

    which means that

    will be of the form:

    )

    $ q

    q r

    $ q

    5 t

    q

    5 t

    r v v v

    $

    t

    r

    $ x

    y

    6 8

    )

    $ q

    6 8

    qr

    $ q

    5 t

    6 8

    q

    5 t

    r v v v

    $

    t

    6 8

    r

    $ x

    The magnitude-squared response is 6 8

    6 8

    H

    R 6 8

    . The de-

    nominator of 6 8

    is hence a polynomial in even powers of8

    . Hence the

    14

  • 8/4/2019 Frequency Selective Filters Lecture

    5/19

    task of approximating the ideal magnitude-squared characteristic is that of choos-

    ing a suitable denominator polynomial in8

    , i.e. selecting the function

    in the

    following expression:

    6 8

    )

    )

    r

    h

    B

    BG

    p

    where8 U

    nominal cut-off frequency and

    rational function of

    B

    BG

    .

    The choice of

    is determined by functions such that ) r

    h

    8

    b

    8 U

    p

    is close

    to unity for8 8 U

    and rises rapidly after that.

    2.4 Butterworth Filters

    h

    8

    8 U

    p

    h

    8

    8 U

    p

    q

    8

    8 U

    q

    i.e.

    6 8

    )

    )

    r

    B

    BG

    q

    where is the order of the filter. Figure 2.4 shows the response on linear (a) and

    log (b) scales for various orders .

    2.4.1 Butterworth filter notes

    1.

    t

    for8

    8 U

    (i.e. magnitude response is 3dB down at cut-off fre-quency)

    2. For large

    :

    in the region8 8 U

    , 6 8

    )

    in the region8 8 U

    , the steepness of

    is a direct function of

    .

    3. Response is known as maximally flat, because

    E

    q

    E 8

    q

    B

    x

    for

    )

    !

    0

    !

    v v v

    0

    R

    )

    15

  • 8/4/2019 Frequency Selective Filters Lecture

    6/19

    0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 20

    0.2

    0.4

    0.6

    0.8

    1(a)

    n=1

    n=2

    n=6

    |G()|

    102

    101

    100

    101

    100

    (b)

    log

    log|G()|

    Figure 2.4: Butterworth filter response on (a) linear and (b) log scales. On a

    log-log scale the response, for8 8 U

    falls off at approx -20db/decade.

    Proof

    Express 6 8

    in a binomial expansion:

    6 8

    h

    )

    r

    8

    8 U

    q

    p

    5

    )

    R

    )

    0

    8

    8 U

    q

    r jl

    8

    8 U

    m

    q

    R n

    ) o

    8

    8 U

    q

    r v v v

    It is then easy to show that the first0

    R

    ) derivatives are all zero at the

    origin.

    2.4.2 Transfer function of Butterworth low-pass filter

    6 8

    6 8 R 6 8

    Since 6 8

    is derived from

    using the substitution 6 8

    , the reverse

    operation can also be done, i.e.8 R 6

    16

  • 8/4/2019 Frequency Selective Filters Lecture

    7/19

    R

    )

    )

    r

    R 6

    BG

    q

    or R

    )

    )

    r

    5

    A

    B G

    q

    Thus the poles of

    )

    )

    r

    5

    A

    B G

    q

    belong either to

    or R

    . The poles are given by:

    R 6

    8 U

    q

    R

    )

    @ A z

    | }

    t ~

    !

    !

    )

    !

    0

    !

    v v v

    !

    0

    R

    )

    ThusR 6

    8 U

    @ A z

    | }

    t ~

    Since6

    @

    A

    , then we have the final result:

    8 U 6

    1

    0

    r

    0

    r

    )

    1

    0

    i.e. the poles have the same modulus8 U

    and equi-spaced arguments. For

    example, for a fifth-order Butterworth low-pass filter (LPF),

    n :1

    0

    )

    l

    1

    0

    r

    0

    r

    )

    1

    0

    r

    )

    l

    !

    n

    !

    !

    )

    0

    o

    !

    v v v

    i.e. the poles are at:

    )

    l

    !

    )

    !

    )

    l

    !

    0

    ) o

    !

    0

    n

    0

    !

    in L.H. s-plane therefore stable

    0

    l l

    !

    j

    0

    !

    j

    o

    !

    j

    o

    !

    j

    0

    in R.H.S. s-plane therefore unstable

    17

  • 8/4/2019 Frequency Selective Filters Lecture

    8/19

    1.5 1 0.5 0 0.5

    0.5

    0

    0.5

    Figure 2.5: Stable poles of 5th order Butterworth filter.

    We want to design a stable filter. Since each unstable pole is R

    )

    a stable pole,

    we can let the stable ones be in

    , and the unstable ones in R

    v

    Therefore the poles of

    are8 U @

    A

    t

    x

    ! 8 U @

    A

    t

    m m

    ! 8 U @

    A

    t

    x

    ! 8 U @

    A

    t

    ! 8 U @

    A

    as shown in Figure 2.5. Hence,

    )

    )

    R

    )

    )

    r

    B G

    h

    )

    r

    0

    y

    W

    0

    B G

    r

    B G

    p

    h

    )

    r

    0

    y

    W

    j

    o

    B G

    r

    B G

    p

    or, multiplying out:

    )

    )

    r

    j

    v

    0

    j

    o )

    BG

    r

    n

    v

    0

    j

    o )

    BG

    r

    n

    v

    0

    j

    o )

    BG

    r

    j

    v

    0

    j

    o )

    BG

    m

    r

    BG

    Note that the coefficients are palindromic (read the same in reverse order) this

    is true for all Butterworth filters. Poles are always on same radii, at

    q angularspacing, with half-angles at each end. If

    is odd, one pole is real.

    $

    t

    $

    $

    $

    m

    $

    $

    $ $

    ) )

    v

    0

    )

    v

    )

    ) )

    v

    j

    0

    v

    0

    v

    )

    v

    0

    v

    o )

    j

    )

    j

    v

    )

    0 0

    v

    o )

    j

    ) )

    v

    n

    j

    v

    0

    j

    o )

    n

    v

    0

    j

    o )

    n

    v

    0

    j

    o )

    j

    v

    0

    j

    o ) )

    v

    o

    j

    v

    l

    o

    j

    v

    o

    )

    v

    )

    ) o

    v

    o

    )

    j

    v

    l

    o

    j

    )

    v

    v

    )

    v

    l

    )

    v

    n

    )

    l

    )

    v

    n

    )

    l

    )

    v

    l

    v

    )

    v

    l

    n

    v

    )

    0

    n

    l

    )

    j

    v

    )

    j

    )

    0

    )

    v

    l

    o

    0 0

    n

    v

    o

    l l

    0

    )

    v

    l

    o

    0

    )

    j

    v

    )

    j

    )

    n

    v

    )

    0

    n

    l

    )

    v

    18

  • 8/4/2019 Frequency Selective Filters Lecture

    9/19

    Butterworth LPF coefficients for$

    l

    2.4.3 Design of Butterworth LPFs

    The only design variable for Butterworth LPFs is the order of the filter

    . If a

    filter is to have an attenuation

    at a frequency8

    :

    B

    )

    )

    )

    r

    B

    BG

    q

    i.e.

    y

    R

    )

    0

    y

    B

    B G

    or since usually

    )

    !

    y

    y

    B

    BG

    Butterworth design example

    Design a Butterworth LPF with at least 40 dB attenuation at a frequency of 1kHz

    and 3dB attenuation atU

    = 500Hz.

    Answer

    40dB

    = 100;

    8

    0

    1

    and8 U

    )

    1

    rads/sec

    Therefore

    y

    t

    x

    )

    y

    t

    x

    0

    0

    v

    j

    )

    o

    v

    o

    Hence = 7 meets the specification

    Check: Substitute

    6

    0

    into the transfer function from the above table for

    6

    0

    )

    l

    v

    j

    l

    R

    j

    v

    n

    6

    which gives

    )

    0

    l

    .

    19

  • 8/4/2019 Frequency Selective Filters Lecture

    10/19

    2.5 Equiripple Filters

    You may have noticed that the Butterworth response is monotone i.e. it has no

    ripple. If a certain amount of ripple is allowed in the pass-band and/or the stop-

    band, filters which have a sharper cut-off than the Butterworth filter (for a given

    order ) can be designed. There are three types ofequi-ripple filters:

    Chebyshev Type I (equi-ripple in the pass-band)

    Chevyshev Type II (also known as inverse Chebyshev equi-ripple in the

    stop-band)

    Elliptic (equi-ripple on both pass-band and stop-band)

    2.5.1 Chebyshev polynomials

    The

    -order Chebyshev polynomiald q

    can be expressed as:

    d q

    y

    W

    y

    W

    5 t

    for

    ) ; and

    d q

    y

    W

    y

    W

    5 t

    for

    ) .

    These two expressions are equivalent in that the latter can be derived from

    the former and so the result is a single Chebyshev polynomial which applies for

    .Alternatively,d q

    can be expressed as a polynomial in

    , which can be

    evaluated for any

    :

    d

    t

    y

    W

    y

    W

    5 t

    d

    y

    W

    0

    where

    y

    W

    5 t

    i.e. d

    0

    y

    W

    R

    )

    0

    R

    )

    20

  • 8/4/2019 Frequency Selective Filters Lecture

    11/19

    Obviously, the same results are also valid with the

    y

    W function.

    Generally,

    d q

    }

    t

    r

    d q

    5 t

    y

    W

    r

    )

    r

    y

    W

    R

    )

    0

    y

    W

    y

    W

    0

    d q

    Thus:

    d q

    }

    t

    0

    d q

    R

    d q

    5 t

    is a recurrence relationship which allows the computation ofd q

    }

    t

    from the

    two previous polynomials.

    Using the recurrence relationship,

    d

    0

    d

    R

    d

    t

    0

    0

    R

    )

    R

    R

    j

    d

    m

    0

    d

    R

    d

    0

    R

    j

    R

    0

    R

    )

    l

    m

    R

    l

    r

    )

    The graphs of Fig. 2.6 below show that, for large

    ,d q

    diverges very

    rapidly for

    ) ; for example,d

    m

    )

    v

    n

    0

    j

    v

    n . This is just the kind of behaviour

    we need for a good filter function.

    For a Chebyshev Type I filter (i.e. equi-ripple in the pass-band):

    h

    8

    8 U

    p

    d

    q

    8

    8 U

    X

    v

    6 8

    )

    )

    r

    d

    B

    B G

    Chebyshev type I notes

    1. The parameter

    )

    sets the ripple amplitude in the ripple pass-

    band which is defined as

    8

    8 U

    . Since, for8

    8 U !

    d

    q

    )

    ! 6 8

    will fluctuate between ) andt

    t

    }

    .

    e.g. with

    v

    n

    l l

    , the amplitude will vary between ) andt

    t

    , ie.

    v

    l

    or 1dB ripple since0

    y

    t

    x

    v

    l

    R

    )

    v

    .

    2. At8

    !

    d

    q

    h

    y

    W

    y

    W

    5 t

    p

    21

  • 8/4/2019 Frequency Selective Filters Lecture

    12/19

    2 1 0 1 22

    1

    0

    1

    2

    T1(x)

    x2 1 0 1 2

    2

    0

    2

    4

    6

    8

    T2(x)

    x

    2 1 0 1 230

    20

    10

    0

    10

    20

    30

    T3(x)

    x2 1 0 1 2

    20

    0

    20

    40

    60

    80

    100

    T4(x)

    x

    Figure 2.6: Chebyshev functions.

    ie. d

    q

    if is odd and 1 if is even

    3.8 U

    , in this case, is notthej

    E

    cut-off frequency.

    By definition,8

    is given by:

    )

    )

    r

    d

    q

    B

    B G

    )

    0

    ie.

    d

    q

    B

    B G

    ) which means that8

    8 U

    , since

    )

    4. For8 8 U !

    d

    q

    gets large and 6 8

    decreases monotonically, as for the

    Butterworth LPF, but much more rapidly.

    22

  • 8/4/2019 Frequency Selective Filters Lecture

    13/19

    0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 20

    0.2

    0.4

    0.6

    0.8

    1(a)

    |G()|

    n=4

    n=1

    Figure 2.7: Response of Chebyshev type I filter. The lower limit of ripple in the

    pass-band is )b

    )

    r

    . Here

    v

    n

    l l

    .

    2.5.2 Transfer function of Chebyshev Type I LPF

    As before, put 6 8

    6 8 R 6 8

    , and let8 R 6

    R

    )

    )

    r

    d

    5

    A

    B G

    The poles are given by d q

    5

    A

    BG

    6

    5 t

    . Of the0

    roots, assign the stable ones

    to

    .

    Example

    j

    t

    d

    R 6

    8 U

    R 6

    8 U

    R

    j

    R 6

    8 U

    6

    8 U

    r

    6

    H

    j

    8 U

    6

    5 t

    6

    0

    i.e. 2 cubics

    8 U

    r

    j

    8 U

    R

    0

    D

    G

    }

    5

    A

    and

    8 U

    r

    j

    8 U

    r

    0

    D

    G

    5

    }

    A

    Select as stable poles

    R

    t

    8 U !

    R

    t

    m

    6

    t

    t

    8 U

    Therefore

    |

    t

    )

    )

    R

    )

    h

    )

    r

    0

    BG

    p

    h

    )

    r

    t

    BG

    r

    BG

    p

    (factorised form)

    23

  • 8/4/2019 Frequency Selective Filters Lecture

    14/19

    (Note

    t

    mfor complex pair it was

    t

    for Butterworth filter)

    Hence

    )

    )

    r

    0

    t

    B G

    r

    0

    B G

    r

    0

    B G

    (polynomial form)

    In general, the poles lie on an ellipse (this is only meaningful for

    n ; if

    , an ellipse can be drawn through any setof poles).

    A large

    means a larger ripple, narrower ellipse and less damped complex

    poles, ie. a more oscillatory impulse or step response buta steeper cut-off.

    0.4 0.6 0.8 1 1.2

    0.3

    0.2

    0.1

    0

    0.1

    0.2

    0.3

    Figure 2.8: Stable poles of 5th order Chebyshev Type I filter.

    2.5.3 Design of Chebyshev Type I LPFs

    If a filter is to have an attenuation

    at a frequency8

    :

    B

    )

    )

    )

    r

    d

    q

    B

    BG

    ie.

    R

    )

    d

    q

    8

    8 U

    y

    W

    y

    W

    5 t

    8

    8 U

    24

  • 8/4/2019 Frequency Selective Filters Lecture

    15/19

    i.e.

    y

    W

    y

    W

    5 t

    8

    8 U

    R

    )

    or

    y

    W

    5 t

    5 t

    y

    W

    5 t

    B

    BG

    Example

    Design a Chebyshev Type I LPF to meet the following specifications:

    Maximum ripple of 1dB in pass-band from 0 to 50Hz

    3dB cut-off frequency at = 65 Hz

    Attenuation of at least 40 dB for

    250 Hz

    Answer

    1. As shown on page 21, 1dB ripple corresponds to a value of

    v

    n

    l l

    for

    .

    2. 3dB cut-off:8

    )

    j

    1

    rads/sec. Minimum

    given by:

    y

    W

    5 t

    t

    x

    x

    y

    W

    5 t

    )

    v

    j

    )

    v

    )

    Therefore

    meets the 3 dB cut-off requirement.

    3. For 40dB attenuation,

    )

    . Minimum

    given by:

    5 t

    t

    x

    5 t

    ~

    v

    n

    l l

    y

    W

    5 t

    n

    0

    v

    o

    o

    ie. meets the overall specification.

    25

  • 8/4/2019 Frequency Selective Filters Lecture

    16/19

    2.5.4 Chebyshev Type II low-pass filters

    These exhibit equiripple behaviour in the stop-bandbut have the same behaviour

    as a Butterworth filter (ie. maximally flat around8

    in the pass-band. This be-

    haviour cannot be achieved with an all-pole filter; Chebyshev Type II filters have

    a transfer function

    which includes zeroes on the imaginary axis as well aspoles in the left-half

    -plane.

    6 8

    )

    )

    r

    z

    G

    ~

    z

    ~

    where8

    = lowest frequency at which stop-band loss attains a specified value.

    The magnitude-squared response for Chebyshev Type I and II filters in Fig.

    2.9. For both these filters, the pass-band edge is at8

    8 U

    where

    t

    t

    }

    andthe stop-band edge is at

    8

    8

    where

    t

    .

    1/(1+ )2

    1/A2

    c r

    |G( )|2

    Type I

    1/(1+ )2

    1/A2

    c r

    |G( )|2

    Type II

    Figure 2.9: Response of Chebyshev type I, II filters.

    Thus, for

    n :

    h

    )

    r

    B

    p

    h

    )

    r

    B

    p

    )

    r

    $

    t

    B G

    r

    $

    B G

    r

    $

    B G

    r

    $

    m

    B G

    m

    r

    $

    B G

    with zeroes at

    6 8

    t

    ,

    6 8

    26

  • 8/4/2019 Frequency Selective Filters Lecture

    17/19

    2.5.5 Design of Chebyshev Type II LPFs

    Example

    Design a Chebyshev Type II LPF to meet the following specifications:

    3dB cut-off frequency at 50 Hz

    Attenuation of at least 50dB for

    100Hz.

    Answer

    1. For Chebyshev Type II LPFs, the pass-band behaviour is the same as that

    of a Butterworth LPF; ie.8 U

    8

    . Therefore

    B G

    t

    t

    t

    }

    which

    gives

    )

    2.

    When8

    8

    !

    )

    )

    )

    r

    z

    G

    ~

    z

    t ~

    Since d

    q

    )

    ) for all , the expression reduces to:

    B

    )

    )

    r

    d

    q

    B

    BG

    Therefore, from section 2.5.3,

    y

    W

    5 t

    R

    )

    y

    W

    5 t

    B

    B G

    )

    !

    in this case

    For an attenuation of 50dB,

    = 10

    and thus:

    y

    W

    5 t

    )

    R

    )

    y

    W

    5 t

    0

    v

    l

    ie. meets the overall specification.

    27

  • 8/4/2019 Frequency Selective Filters Lecture

    18/19

    2.5.6 Elliptic low-pass filters

    Elliptic filters3 have a magnitude response which is equi-ripple in both the pass-

    band and the stop-band. Elliptic filters are optimum in the sense that, for a given

    order and for given ripple specifications, no other filter achieves a faster transition

    between the pass-band and the stop-band ie. has a narrower transition band-width.

    The magnitude-squared response of a low-pass elliptic filter is of the form:

    6 8

    )

    )

    r

    q

    B

    B G

    !

    where

    q

    B

    B G

    !

    is called a Chebyshev rational function and

    is a parameter de-

    scribing the ripple properties of

    q

    B

    BG

    !

    v

    Figure 2.10 shows the magnitude-squared response of a typical elliptic low-

    pass filter. The frequencies8

    represent the edges of the pass- and stop-bands

    and it is noted that the cut-off frequency is given as8 U

    8

    8

    . The latter, once

    again, is not the 3dB point though.

    2.5.7 Design of Elliptic Filters

    In order to design an elliptic LPF with arbitrary attenuations in both pass-band

    and stop-band, three of the four parameters:

    filter order

    in-band loss or ripple

    out-of-band loss or attenuation

    transition ratio

    B

    B

    )

    can be chosen and the fourth parameter is uniquely defined.

    The theory behind the determination of the function

    q

    B

    BG

    !

    involves an

    understanding of Jacobian elliptic functions, which are beyond the scope of this

    3also known as Cauer, or Darlington, filters

    28

  • 8/4/2019 Frequency Selective Filters Lecture

    19/19

    1/(1+ )2

    1/A2

    |G( )|2

    p s

    Figure 2.10: Elliptic filter response.

    course. Hence the design of elliptic filters will not be considered in detail in this

    lecture course. In any case, elliptic filters are usually designed with the help of

    graphical procedures (see, for example, Rabiner & Gold, Theory and Application

    of Digital Signal Processing) or computer programmes(see, for example, Daniels,

    Approximation methods for the design of passive, active and digital filters).

    You should remember, however, that for any given specification, the elliptic

    filter will always be of lower order than any other.

    29