Structures For Discrete-Time Systems: Block Diagram and Signal Flow Graph

DSP (Spring, 2007)
Structures for Discrete-Time Systems
Structures For Discrete-Time Systems
Realization (implementation) of digital filters

Structures of IIR and FIR filters, their advantages and disadvantages efficiency and error
Given H ( z ) =
Example:
b0 + b1 z 1
1 az 1
z>a
h[n ] = b0 a n u[n ] + b1 a n 1u[n 1]
IIR
It is not possible to implement the system by discrete convolution!

y[n ] = ay[n 1] + b0 x[n ] + b1 x[n 1]
Actually, an unlimited variety of computational structures result in the same relation between y[n] and x[n]!
When the numerical precision is limited
different structures may have vastly different behavior.
(i) Finite-precision representation of the system coefficients
(ii) Truncation or rounding of intermediate computations.
Block Diagram and Signal Flow Graph

Three elements in LTI discrete-time systems:
Block diagram
x1
Scalar (Multiplication by
Adder
Signal flow graph
x1
x2
x2
x[n 1]
x[n]
z 1
x[n 1]
a constant)
Unit delay
x[n]
Nodes and branches are keys in a signal flow graph

Source node: No entering branches
Sink node: Only entering branches
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Basic Structures for IIR Systems

Direct Forms
(1) Direct Form I
M
H (z ) =
bk z k
k =0
N
1 a k z k
k =1
k =0
y[n] a k y[n k ] = bk x[n k ]
k =1
H ( z ) = H 2 ( z )H 1 ( z ) =
H (z )
Y (z )
= H 2 ( z )V ( z ) 1
X (z )
V (z )
Y ( z ) = H 2 ( z )V ( z ) y[n] ak y (n k ) = v[n]
X ( z ) = V ( z ) H1 ( z )
V ( z ) = H1 ( z ) X ( z ) v[n] = bk x[n k ]
V ( z ) = bk X (k )z k
Y ( z ) akY ( z )z k = V ( z )
Y ( z ) = V ( z ) + akY ( z )z k
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(2) Direct Form II (Canonic form)
-- Interchange 1st and 2nd segments and merge the delay lines ( z
-- Number of delay = max(N,M) Canonic
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Cascade Form
-- Serial connection of 1st order and 2nd order factors
bok + b1k z 1 + b2 k z 2
1
2
k =1 1 a1k z a2 k z
Nx
H (z ) =
Remark: Each factor is a Direct Form II.
If there are NS second-order sections

(NS!)2 different pairings and orderings!
bok + b1k z 1 + b2 k z 2 needs 5 constant multipliers for each section.

1
a2k z 2
k =1
1k z
~
~
Nx
1 + b1k z 1 + b2 k z 2 needs 4 constant multipliers for each section.
b0
1
a2 k z 2
k =1 1 a1k z
Nx
1 a
The 5-multiplier sections are commonly used when implemented with fix-point arithmetic.
Parallel Form
-- Parallel connection of 1st order and 2nd order factors
H (z ) =
Np
k =0
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eok + e1k z 1
1
a2 k z 2
k =1 1 a1k z
Ns
Ck z k +
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Feedback in IIR Systems

-- Basic formula of a feedback system (negative feedback)
F ( z)
1 + F ( z ) B( z )
-- If a system has poles, a corresponding block diagram or signal flow graph will have
feedback loops.
(BUT neither poles in the system function nor loops in the network are sufficient for
the impulse response to be infinitely long.)
-- A delay element is necessary in the feedback loop; otherwise, it is noncomputable.
(The structure should be modified to eliminate the noncompuable loops.)
H ( z) =
Transpose Forms
-- Transposition of a flow graph is reversing the directions of all branches in the network
while keeping the branch transmittances (as they were) and reversing the roles of the
input and output (so that source nodes become sink nodes and vice versa).
-- Flow Graph Reversal Theorem
For single-input, single-output systems, the transposed flow graph has the same system function as the original graph if the input nodes and output nodes are interchanged.
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Basic Structures for FIR Systems

Direct Form
-- Transversal filter or tapped delay line
y[n] =
bk x[n k ]
-- convolution
k =0
Cascade Form
-- Serial connection of 1st order and 2nd order factors
Ms
H ( z ) = bok + b1k z 1 + b2 k z 2
k =1
Remark: Each factor is a Direct Form.
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Linear Phase FIR Filters

Take the advantage of the symmetry property of the impulse response
h[M n] = h[n]
h[M n] = h[n]
y[n] =
h[k ]x[n k ]
k =0
Type I or III: M even (order odd)

y[n] =
M 1
2
M
M
h[k ]x[n k ] + h 2 x n 2 + h[k ]x[n k ]
k =0
M
1
2
h[k ](x[n k ] x[n M
k =0
k=
M
+1
2
M
M
= k ]) + k x n
2
2
Type II or IV: M odd (order even)

y[n] =
M 1
2
h[k ](x[n k ] x[n M + k ])
k =0
Linear-phase FIR filters can also be implemented as a cascade of 1st-order, 2nd-order, and
4th-order real-coefficient systems. (The 4th-order system is formed by grouping the
conjugate and the conjugate reciprocal zeros together.)
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Finite-precision Numerical Effects
Due to finite-precision (finite-word length) of computational and/or storage devices.

-- Parameter quanitization
-- Round-off error
-- Limit cycle (IIR) zero input!
Number Representation -- Twos complement number representation

B
)
x = X m b0 + bi 2 i
i =1
1442
443
)
x B = bo b1b2 ... bB
(- 1 x) B < 1)
)
Xm x < Xm
= X m 2 B
x = QB [ x] : quantized value of x
x B : normalized quantized value of x; normalized value of x

: quantization stepsize
b0 : sign bit; b0 =0, if x is non-negative; b0 =1, if x is negative.
Quantization error
(1)
e = QB [ x] x
Overflow: if x > X m . This can be a serious problem if, for example, 01111000,
and we dont check it first. (This is natural overflow.) We first clip the input. It
becomes saturation.
(2)
-- Rounding: nearest integer < e

2
2
-- Truncation: smaller integer
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Quantization in implementing systems
H ( z) =
1
1 az 1
Fig 6.39
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Effects of Coefficient Quantization

Coefficient Quantization in IIR Systems
-- depends on the filter structure
Direct form
M
H (z ) =
b z
k =0
N
b z
1 ak z
k =1
142
43
)
H (z ) =
k =0
N
)
1 a k z k
k =1
A( z )
Note: a k = a k + a k ; bk = bk + bk
Effect on pole locations
( affect frequency response and stability)
N
N
Compare A( z ) = 1 a k z k = (1 z j z 1 )
k =1
j =1
)
A) ( z ) = 1 a) z k =
k
1 z j z 1
)
z j = z j + z j , j = 1,..., N
The change of pole location:
z k
is affected by all {a k } .
N z
z i i
k =1 a k
a k ,
i = 1,2,..., N
Remark: This formula is approximately true when
a k
and
z k are small.
Note that if z i is large, then a small a k leads to a large z k . If so, this is a sena k
sitive system. (Undesirable)
One step further, z i

=
a k
zi
N k
(zi z j )
N
j =1, j i
A( z )
z i A( z )
=
a k z = z
z i z = zi a k
i
(1 zi
i j
zj
z i k
That is, if ( z i z j ) is small, then z i is large; for example, narrow bandwidth

ak
lowpass and bandpass filters which have clustered poles.

Remark: The preceding analysis can be applied to zeros.
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Parallel and cascade forms

-- consists of 1st-order and 2nd-order sections.
Errors in a particular pole pairs (section) are independent of the other poles (sections).
This is also true for zeros in cascade form. In general, both the cascade form
and the parallel form are less sensitive to coefficient quantization (because zeros
are often widely distributed the unit circle).
Example: Bandpass IIR elliptic filter
0.99 H ( e jw ) 1.01
0.3 0.4
H ( e ) 0.01 ( - 40dB )
0.29
H ( e jw ) 0.01 ( - 40dB )
0.41
jw
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Second-order Section
(1) Direct form
Poles: (re j , re j )
1
1
=
j 1
1 re z 1 re z
1 2r cos z 1 + r 2 z 2
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(2) Coupled form

Poles: (re j , re j )
Y1 = X + r cos z 1Y1 r sin z 1Y
Y = r sin z 1Y1 + r cos z 1Y
Y1 = z r sin z 1Y 1 r cos z 1
(r sin )z
Y
=
X 1 2r cos z 1 + r 2 z 2
1
The pole location distribution is even.

The price: The number of multiplications is doubled!
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Coefficient Quantization in FIR Systems

Direct form
M
)
)
H (z ) = h[n ]z n H (z ) = h [n ]z n
n =0
= H ( z ) + H (z )
123
h [n ] z n
M
H ( z ) = h[n]z n
n=0
Effect on the zero locations

The sensitivity function of this form is similar to that of the direct form I IIR filter. That
is, if the zeros are tightly clustered, their locations will then be highly sensitive to
quantization errors. However, for most linear phase FIR systems, the zeros are
more or less uniformly spread in the z-plane.
Effect on H (e j )
After scaling, each h[n] is represented by (B+1) bits 2s complement number; i.e.,
2 ( B +1) < h[n] 2 ( B +1) .
H (e j ) = h[n ]e jn
M
n =0
H (e
) = h[n]e
M
jn
n =0
h[n ] e jn
n =0
( B +1)
(M4+21)4
2 4
14
3
worst case!
Effect on linear phase

Not affect the linear phase property as long as h[n] = h[M n] .
Example: Linear Phase Lowpass Filter

0.99 H ( e jw ) 1.01
0 0.4
H ( e ) 0.001 ( - 60dB )
0.6
jw
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Cascade form
-- less sensitive because it isolate the quantization errors from the other sections.
-- To preserve linear phase each section is linear phase.
(a)
Conjugate 2nd-order sections for conjugate zero pairs on the unit circle.
(b)
(c)
(d)
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(1 + az 1 + z 2 )
Real zero 2nd-order sections for a real zero inside the unit circle and its reciprocal (outside the unit circle).
Zeros at 1.
4th-order sections for conjugate zero pairs inside the unit circle and their associated reciprocals (outside the unit circle).
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