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12/11/2003 © 2003, JH McClellan & RW Schafer 1 Signal Processing First Lecture 10 FIR Filtering Intro 12/11/2003 © 2003, JH McClellan & RW Schafer 4 LECTURE OBJECTIVES INTRODUCE FILTERING IDEA Weighted Average Running Average FINITE IMPULSE RESPONSE FILTERS FIR FIR Filters Show how to compute the output y[n] from the input signal, x[n] 12/11/2003 © 2003, JH McClellan & RW Schafer 5 DIGITAL FILTERING CONCENTRATE on the COMPUTER PROCESSING ALGORITHMS SOFTWARE (MATLAB) HARDWARE: DSP chips, VLSI DSP: DIGITAL SIGNAL PROCESSING COMPUTER D-to-A A-to-D x(t) y(t) y[n] x[n] 12/11/2003 © 2003, JH McClellan & RW Schafer 6 The TMS32010, 1983 First PC plug-in board from Atlanta Signal Processors Inc. 12/11/2003 © 2003, JH McClellan & RW Schafer 7 Rockland Digital Filter, 1971 For the price of a small house, you could have one of these. 12/11/2003 8 Digital Cell Phone (ca. 2000) Free (?) with 2 year contract

LECTURE OBJECTIVES Signal Processing First · 1 12/11/2003 © 2003, JH McClellan & RW Schafer 1 Signal Processing First Lecture 10 FIR Filtering Intro 12/11/2003 © 2003, JH McClellan

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12/11/2003 © 2003, JH McClellan & RW Schafer 1

Signal Processing First

Lecture 10FIR Filtering Intro

12/11/2003 © 2003, JH McClellan & RW Schafer 4

LECTURE OBJECTIVES

INTRODUCE FILTERING IDEAWeighted AverageRunning Average

FINITE IMPULSE RESPONSE FILTERSFIRFIR FiltersShow how to compute the output y[n] from the input signal, x[n]

12/11/2003 © 2003, JH McClellan & RW Schafer 5

DIGITAL FILTERING

CONCENTRATE on the COMPUTERPROCESSING ALGORITHMSSOFTWARE (MATLAB)HARDWARE: DSP chips, VLSI

DSP: DIGITAL SIGNAL PROCESSING

COMPUTER D-to-AA-to-Dx(t) y(t)y[n]x[n]

12/11/2003 © 2003, JH McClellan & RW Schafer 6

The TMS32010, 1983

First PC plug-in board from Atlanta Signal Processors Inc.

12/11/2003 © 2003, JH McClellan & RW Schafer 7

Rockland Digital Filter, 1971

For the price of a small house, you could have one of these.

12/11/2003 © 2003, JH McClellan & RW Schafer 8

Digital Cell Phone (ca. 2000)

Free (?) with 2 year contract

2

12/11/2003 © 2003, JH McClellan & RW Schafer 9

DISCRETE-TIME SYSTEM

OPERATE on x[n] to get y[n]WANT a GENERAL CLASS of SYSTEMSANALYZE the SYSTEM

TOOLS: TIME-DOMAIN & FREQUENCY-DOMAIN

SYNTHESIZE the SYSTEM

COMPUTERy[n]x[n]

12/11/2003 © 2003, JH McClellan & RW Schafer 10

D-T SYSTEM EXAMPLES

EXAMPLES:POINTWISE OPERATORS

SQUARING: y[n] = (x[n])2

RUNNING AVERAGERULE: “the output at time n is the average of three consecutive input values”

SYSTEMy[n]x[n]

12/11/2003 © 2003, JH McClellan & RW Schafer 11

DISCRETE-TIME SIGNAL

x[n] is a LIST of NUMBERSINDEXED by “n”

STEM PLOT

12/11/2003 © 2003, JH McClellan & RW Schafer 12

3-PT AVERAGE SYSTEMADD 3 CONSECUTIVE NUMBERS

Do this for each “n”Make a TABLE

])2[]1[][(][ 31 ++++= nxnxnxny

12/11/2003 © 2003, JH McClellan & RW Schafer 15

PAST, PRESENT, FUTURE

“n” is TIME

12/11/2003 © 2003, JH McClellan & RW Schafer 16

ANOTHER 3-pt AVERAGER

Uses “PAST” VALUES of x[n]IMPORTANT IF “n” represents REAL TIME

WHEN x[n] & y[n] ARE STREAMS

])2[]1[][(][ 31 −+−+= nxnxnxny

3

12/11/2003 © 2003, JH McClellan & RW Schafer 17

GENERAL FIR FILTER

FILTER COEFFICIENTS {bk}DEFINE THE FILTER

For example,

∑=

−=M

kk knxbny

0][][

}1,2,1,3{ −=kb

12/11/2003 © 2003, JH McClellan & RW Schafer 19

GENERAL FIR FILTER

FILTER COEFFICIENTS {bk}

FILTER ORDER is MFILTER LENGTH is L = M+1

NUMBER of FILTER COEFFS is L

∑=

−=M

kk knxbny

0][][

12/11/2003 © 2003, JH McClellan & RW Schafer 20

GENERAL FIR FILTER

SLIDE a WINDOW across x[n]

∑=

−=M

kk knxbny

0][][

12/11/2003 © 2003, JH McClellan & RW Schafer 22

FILTERED STOCK SIGNAL

50-pt Averager

INPUT

OUTPUT

12/11/2003 © 2003, JH McClellan & RW Schafer 23

FILTERED STOCK SIGNAL

OUTPUT

INPUT

50-pt Averager 12/11/2003 © 2003, JH McClellan & RW Schafer 24

==

00

01][

n

nnδ

SPECIAL INPUT SIGNALS

x[n] = SINUSOIDx[n] has only one NON-ZERO VALUE

1

n

UNIT-IMPULSE

FREQUENCY RESPONSE (LATER)

4

12/11/2003 © 2003, JH McClellan & RW Schafer 25

UNIT IMPULSE SIGNAL δ[n]

δ[n] is NON-ZEROWhen its argumentis equal to ZERO

]3[ −nδ3=n

12/11/2003 © 2003, JH McClellan & RW Schafer 26

MATH FORMULA for x[n]

Use SHIFTED IMPULSES to write x[n]

12/11/2003 © 2003, JH McClellan & RW Schafer 28

4-pt AVERAGER

CAUSAL SYSTEM: USE PAST VALUES])3[]2[]1[][(][ 4

1 −+−+−+= nxnxnxnxny

INPUT = UNIT IMPULSE SIGNAL = δ[n]

]3[]2[]1[][][][][

41

41

41

41 −+−+−+=

=nnnnny

nnxδδδδ

δ

What is the “IMPULSE RESPONSE”?

12/11/2003 © 2003, JH McClellan & RW Schafer 30

},0,0,,,,,0,0,{][ 41

41

41

41 KK=nh

4-pt Avg Impulse Response

δ[n] “READS OUT” the FILTER COEFFICIENTS

n=0“h” in h[n] denotes Impulse Response

1

n

n=0n=1

n=4n=5

n=–1

NON-ZERO When window overlaps δ[n]

])3[]2[]1[][(][ 41 −+−+−+= nxnxnxnxny

12/11/2003 © 2003, JH McClellan & RW Schafer 31

FIR IMPULSE RESPONSE

Convolution = Filter DefinitionFilter Coeffs = Impulse Response

∑=

−=M

kknxkhny

0][][][

CONVOLUTION

∑=

−=M

kk knxbny

0][][

12/11/2003 © 2003, JH McClellan & RW Schafer 32

FILTERING EXAMPLE

7-point AVERAGER

3-point AVERAGER

( )∑=

−=6

071

7 ][][k

knxny

( )∑=

−=2

031

3 ][][k

knxny

5

12/11/2003 © 2003, JH McClellan & RW Schafer 33

3-pt AVG EXAMPLE

USE PAST VALUES

400for)4/8/2cos()02.1(][ :Input ≤≤++= nnnx n ππ

12/11/2003 © 2003, JH McClellan & RW Schafer 34

7-pt FIR EXAMPLE (AVG)

CAUSAL: Use Previous

LONGER OUTPUT

400for)4/8/2cos()02.1(][ :Input ≤≤++= nnnx n ππ

12/11/2003 © 2003, JH McClellan & RW Schafer 35

FILTERING EXAMPLE

7-point AVERAGERRemoves cosine

By making its amplitude (A) smaller

3-point AVERAGERChanges A slightly

( )∑=

−=6

071

7 ][][k

knxny

( )∑=

−=2

031

3 ][][k

knxny