Weighted-Least-Squares Design of Variable Fractional-Delay FIR Filters Using Coefficient Symmetry

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  • 8/8/2019 Weighted-Least-Squares Design of Variable Fractional-Delay FIR Filters Using Coefficient Symmetry

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    IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 54, NO. 8, AUGUST 2006 3023

    Weighted-Least-Squares Design ofVariable Fractional-Delay FIR

    Filters Using Coefficient SymmetryTian-Bo Deng, Senior Member, IEEE, and Yong Lian, Senior Member, IEEE

    AbstractOur previous work has shown that the coefficientsymmetry can be efficiently exploited in designing variable fi-nite-impulse-response (FIR) filters with simultaneously tunablemagnitude and fractional-delay responses. This paper presents theoptimal solutions for the weighted-least-squares (WLS) design ofvariable fractional-delay (VFD) FIR filters with same-order anddifferent-order subfilters through utilizing the coefficient sym-metry along with an imposed coefficient constraint. In derivingthe closed-form error functions, since the Taylor series expan-sions of s i n ( ) and c o s ( ) are used, the numerical integralsusing conventional quadrature rules can be completely removed,which speeds up the WLS design and guarantees the optimalityof the final solution. Two design examples are given to illustratethat the proposed WLS methods can achieve better design withsignificantly reduced VFD filter complexity and computationalcost than the existing ones including the WLS-SVD approach.Consequently, the proposed WLS design is the best among all theexisting WLS methods so far.

    Index TermsCoefficient constraint, coefficient symmetry,Taylor series expansion, variable digital filter, variable frac-tional-delay (VFD) filter, weighted-least-squares (WLS) design.

    I. INTRODUCTION

    VARIABLE digital filters can be classified into two main

    categories. The first one includes the digital filters with

    variable magnitude responses [1][12], such variable digital

    filters are useful in implementing variable filter banks for

    audio signal processing [10], adaptive noise reduction [11],

    and other applications that require quick tuning of magnitude

    responses of digital filters during the signal processing process.

    The second category includes the digital filters with variable

    fractional-delay (VFD) responses [13][29], such VFD filters

    are useful in the applications such as discrete-time signal

    interpolation [14], timing offset recovery in digital receivers

    [15], and image interpolation [16], [17]. The most generalVFD filters have also independently tunable magnitude re-

    sponses [21], [22], [29], such VFD filters can be used in the

    applications where frequency-selective filtering is also nec-

    essary. One of the most important features of variable filters

    Manuscript receivedAugust 25, 2004; revised August 16, 2005. The associateeditor coordinating the review of this manuscript and approving it for publica-tion was Dr. Anamitra Makur.

    T.-B. Deng is with the Department of Information Science, Faculty of Sci-ence, Toho University, Chiba 274-8510, Japan (e-mail: [email protected].

    jp).Y. Lian is with the Department of Electrical and Computer Engineering, Na-

    tional University of Singapore, Singapore (e-mail: [email protected]).

    Digital Object Identifier 10.1109/TSP.2006.875385

    is that the frequency-domain characteristics can be quickly

    changed without redesigning a new filter, which is flexible

    and convenient for online tuning. This paper deals with the

    optimal design of finite-impulse-response (FIR) VFD filters

    in the weighted-least-squares (WLS) error sense. Among the

    existing VFD filter design methods, the Lagrange-type VFD

    filter is simple, but its frequency response is unbalanced in the

    whole frequency band, i.e., its low-band frequency response

    is superior to that of the high-frequency band as demonstratedin [18]. Consequently, it is difficult to achieve a satisfactory

    design in the whole frequency band by using the Lagrange-type

    VFD filter. To solve this problem, WLS techniques have been

    proposed [18][20] for achieving more accurate VFD filters in

    the whole frequency band. A general WLS approach has also

    been proposed for designing a lowpass FIR filter with inde-

    pendently variable magnitude and fractional-delay responses

    through using a pair of spectral parameters [21], [22], where

    a coefficient symmetry is theoretically proved and efficiently

    exploited for reducing filter complexity. If the magnitude

    response is fixed, then the design simply reduces to the VFD

    filter case [23], while the coefficient symmetry developed in[21] and [22] still holds. Therefore, the VFD filter design can

    be performed more efficiently as compared with the design

    without using coefficient symmetry [18][20]. The same coef-

    ficient symmetry can also be derived from the desired impulse

    response of a VFD filter [24]. There are other two different

    ways to exploit coefficient symmetry in the VFD filter design:

    One assumes that the continuous-time impulse response of

    the analog filter is symmetric with respect to its midpoint, and

    then it is approximated by using piecewise polynomials [25];

    another one uses the Taylor series expansion of the desired vari-

    able-frequency response [26], [27]. By truncating the Taylor

    series and keeping the first several terms, we can approximate

    each term separately through designing a linear-phase fixed-co-efficient FIR filter (subfilter). However, as demonstrated in [28],

    since the Taylor series converges very slowly, the complexity

    of the resulting VFD filter is much higher than that from the

    WLS-SVD approach [28]. At this point, the WLS-SVD method

    is the most powerful among all the existing ones in terms of

    both filter complexity and design accuracy. This is because

    the WLS-SVD generates fast-convergent specifications for

    the linear-phase subfilters and one-dimensional polynomials.

    The WLS-SVD method can also be generalized for designing

    digital filters with variable magnitude and VFD responses [29].

    In this paper, we first impose a coefficient constraint on the

    VFD filter coefficients, which leads to further reduction of the

    1053-587X/$20.00 2006 IEEE

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    filter complexity without degrading the final design accuracy as

    compared with the WLS methods that exploit coefficient sym-

    metry only [23], [24]. Then, two WLS methods are proposed for

    designing VFD filters with same-order and different-order sub-

    filters through utilizing both the coefficient symmetry and co-

    efficient constraint. In deriving the closed-form error functions,

    the Taylor series expansions of and and thecorresponding closed-form integrals are used. As a result, the

    numerical integrals using conventional quadrature rules such as

    adaptive Newton-Cotes 8 panel rule [19], [20], rectangle rule, or

    trapezoid rule [24] can be completely removed, which reduces

    the computational complexity and enhances the final design ac-

    curacy. Therefore, the WLS methods are optimal because the

    final solutions are not affected by the numerical integrals.

    This paper is organized as follows. Section II first imposes

    a coefficient constraint on the VFD filter coefficients and for-

    mulates the WLS design using both the coefficient constraint

    and coefficient symmetry, then a design example is given for

    comparing the new WLS method with the existing ones. In

    Section III, we generalize the preceding WLS method for de-signing VFD filters with different-order subfilters and present

    an example to show that the generalized WLS method is the

    best one among all the existing WLS methods so far. Finally,

    Section IV concludes the paper.

    II. WLS DESIGN USING COEFFICIENT SYMMETRY AND

    COEFFICIENT CONSTRAINT

    In this section, we first formulate the WLS design of VFD

    filters through exploiting coefficient symmetry along with an

    imposed coefficient constraint [23]. Then, closed-form error

    functions are derived without using conventional numerical

    integrals. Finally, we provide an optimal solution for the WLS

    design and use a typical example to show the effectiveness of

    the proposed WLS method.

    A. Design Formulation and Coefficient Constraint

    The objective of designing a VFD filter is to find a variable

    transfer function that approximates the desired vari-

    able-frequency response

    (1)

    accurately in the passband

    where is the normalized angular frequency, is a fixed

    number for specifying the passband, and the parameter repre-

    sents the desired fractional group delay within the continuously

    variable range

    Here, we assume the variable transfer function to be

    (2)

    whose coefficients are expressed as the polynomials ofthe parameter as

    (3)

    Substituting (3) into (2) yields

    (4)

    and its frequency response is

    (5)

    Our objective here is to find the optimal coefficients

    such that the weighted squared error of the variable-frequency

    response

    (6)

    is minimized, where is a nonnegative weighting func-

    tion, and

    (7)

    is the complex-valued error between the actual and desired vari-

    able-frequency responses. To obtain a closed-form error func-

    tion defined in (6), we make the following assumptions.

    1) Weighting function is separable, i.e.,

    (8)

    2) and are piecewise constant.

    3) is even-symmetric with respect to , i.e.,

    Although the above assumptions make the WLS design not

    general, our computer simulations have shown that the above

    weighting function is effective in the practical VFD

    filter design. Strictly speaking, there is not an explicit wayto find a more general (non-separable) weighting function

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    that can guarantee a better design. Hence, the above

    assumptions are reasonable.

    In [21], we have proved that the coefficients in (5)

    have the following symmetry:

    (9)

    i.e.,

    for even (even-symmetry)

    for odd (odd-symmetry).

    Obviously, if is odd and equals zero, then

    i.e.,

    if is odd

    Without loss of generality, we consider here the VFD filter de-

    sign with odd , say . In this case, the number

    of independent VFD filter coefficients to be found for

    minimizing (6) is

    whereas the existing general WLS designs without exploiting

    coefficient symmetry require

    filter coefficients [18][20]. Therefore, the total number of the

    VFD filter coefficients can be reduced by 50%. Applying the

    coefficient symmetry (9) to the variable-frequency response (5)

    obtains

    (10)

    with

    for (11)and

    To further reduce the number of the VFD filter coefficients, we

    substitute into (10) and yield

    Since the desired variable-frequency response for is

    if we let

    for

    i.e.,

    (12)

    then

    which implies that the VFD filter (2) causes no filtering error for

    . Moreover, exploiting the coefficient constraint (12) can

    further reduce the number of the VFD filter coefficients by

    . Therefore, the total number of the VFD filter coefficients

    becomes

    whereas that in [23] and [24] is

    Using the coefficient symmetry (9) and the coefficient constraint

    (12), we can rearrange the variable transfer function (4) as

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    (13)

    where

    (14)

    is a constant, and

    (15)

    are zero-phase subfilters with even-symmetric coefficients

    whereas

    (16)

    are -phase subfilters with odd-symmetric (antisymmetric)

    coefficients

    The VFD filter (13) can be implemented as the Farrow structure

    [13] or the more efficient structure called evenodd structure

    [28].

    In [26] and [27], the VFD filters are also constructed through

    designing linear-phase subfilters, where the Taylor series ex-

    pansion of the desired frequency response is used. However,

    it should be noted that the subfilters , , and

    developed here are not directly related to the terms of the trun-

    cated Taylor series of in (1). As shown in [28], theTaylor series converges very slowly, which implies that more

    subfilters must be used in order to achieve comparable design

    accuracy to the WLS-SVD method. It has been clearly shown

    in [28] that even if one can approximate each term perfectly,

    i.e., no design errors occur in the design of subfilters, although

    this is impossible in practice, the VFD filter from the Taylor se-

    ries method is still much worse than that from the WLS-SVD

    approach [28]. We will show later that the new WLS method

    exploiting the coefficient symmetry (9) along with the imposed

    coefficient constraint (12) can even get much better design than

    the WLS-SVD approach. It is also clear that the coefficient sym-

    metry (9) and the coefficient-constrtaint (12) are derived from

    the correspondence between the desired and actual variable-fre-quency responses, but not the Taylor series expansion.

    The frequency response of the VFD filter (13) can be

    rewritten as

    (17)

    If we let

    for

    for ,

    for ,

    ......

    ......

    ......

    ......

    (18)

    where the subscripts e and o stand for even and odd,

    respectively, then the variable-frequency response (17) can be

    rewritten in the matrix form as

    and the frequency response error in (7) becomes

    with

    To find the optimal filter coefficients , we just need to

    find the optimal coefficient matrices and by minimizing

    the error function

    (19)

    where only the interval needs to be considered dueto the symmetry.

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    B. Closed-Form

    To derive a closed-form , we expand the

    in (19) as

    (20)

    Since

    (21)

    and

    we have

    (22)

    with

    (23)

    By substituting (22) into (19), we get

    (24)

    where

    (25)

    (26)

    (27)

    (28)

    (29)

    Substituting (23) into (25)(29) leads to the closed-form error

    functions

    constant

    where the constant matrices can be computed

    through using the Taylor series expansions of and

    along with their corresponding closed-form integrals

    (see Appendixes IIII for the details). Consequently, we obtain

    the final closed-form error function (24) as

    constant (30)

    C. Optimal Solution

    To find the optimal coefficient matrices and for mini-

    mizing the error function (30), we differentiate with

    respect to and , and then set the derivatives to zero as

    Since

    (31)

    and the matrices , , , and are symmetric, we have

    and

    (32)

    i.e.,

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    3028 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 54, NO. 8, AUGUST 2006

    Consequently, the optimal coefficient matrices can be deter-

    mined by

    (33)

    However, the above computations using direct inversions usu-ally cannot guarantee a numerically stable solution because the

    condition numbers of , , , and are usually rather

    large, which indicates that those matrices are nearly singular,

    thus the ill-conditioned problem will seriously affect the final

    solution (33). In this paper, we take the following measure to

    deal with this ill-conditioned problem so that a numerically sta-

    bilized optimal solution can be guaranteed.

    Since the matrices , , , and are symmetric, pos-

    itive-definite, they can be decomposed by using the Cholesky

    factorization as

    (34)

    where , , , and are upper triangular matrices.

    Hence, the inverses of , , , and can be indirectly

    determined as

    (35)The most important advantage of using Cholesky decomposi-

    tion here is that the condition numbers of the triangular ma-

    trices , , , and are much smaller than those of ,

    , , and ; thus, the inverses (35) can be accurately com-

    puted without ill-conditioned problems. Substituting (35) into

    (33) yields a numerically stable solution

    (36)

    D. Design ExampleThis section presents an example to illustrate that the pro-

    posed WLS design method can achieve higher design accuracy

    with significantly reduced computational cost and VFD filter

    complexity than the existing ones that use numerical integrals

    [20], [24].

    Example I: The variable design specification (1) is approxi-

    mated within

    (37)

    such that the maximum absolute error of the variable-frequency

    response is below 100 dB. This is a typical design problemthat has been treated in the literature [18][20], [23], [24].

    TABLE I

    TRUNCATION ERRORS FOR A AND A

    To compare the proposed WLS design with the one in [24],

    we use the variable transfer function (4) with

    First, let usseehowto determine the valueof in (57) and (61).

    Table I lists the normalized root-mean-squared (rms) truncation

    errors of and defined by

    100

    100

    as the number increases, where the ideal and in the

    denominators are computed from (57) and (61) by using a very

    large 20 without weightings, i.e.,

    (38)

    It is observed from Table I thatif we take 10, the truncation

    errors approach zero. Hence, we set 10. If the weighting

    functions and are set as (38), then the WLS de-

    sign is simply the normal least-squares (LS) design.To evaluate the VFD filter design accuracy, the normalized

    RMS error of the variable-frequency response defined by

    100 (39)

    the maximum absolute error in decibels

    (40)

    and the maximum group-delay error

    (41)

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    TABLE II

    DESIGN ERRORS AND FILTER COMPLEXITIES

    are used, where is the actual fractional group delay that

    is the function of the frequency and the desired fractional

    group delay .

    To c ompute the errors , , and , the f requency in

    (37) is uniformly sampled at the step size , and the frac-

    tional delay in (37) is uniformly sampled at the step size 1/60.

    To compare the proposed LS design with the one using simple

    quadrature rule such as rectangle rule (also called the midpointrule) [24], Table II lists the design errors, computational costs in

    Flops, and the numbers of VFD filter coefficients. It is observed

    that the proposed LS approach can achieve higher design accu-

    racy with significantly reduced computational cost (only about

    0.01%) than the method [24]. Moreover, the number of the VFD

    filter coefficients is further reduced by (34), which is

    owing to the exploitation of the imposed coefficient constraint

    (12). The same conclusion is also applicable to the general WLS

    design. Therefore, the proposed WLS approach is preferred in

    terms of higher design accuracy, less computational cost, and

    lower filter complexity.

    It is also clear from Table II that the LS design does not meet

    the requirement that the maximum error must be below

    100 dB. Therefore, appropriate weighting functions

    and must be found for suppressing the peak errors. Our

    computer simulations by trial-and-error method have shown that

    if the weighting functions are chosen as

    if

    if

    if

    if

    if(42)

    and the design specification (1) is approximated in the range

    where the small numbers

    are added for suppressing the peak errors around the edges

    and , then the resulting VFD filter (4) with 33

    and 7 satisfies the design requirement (maximum error

    below 100 dB) as shown in Table II. We have also de-signed a VFD filter satisfying the same design specification by

    Fig. 1. Frequency response error from the same-order WLS design.

    using the existing WLS method [20] with the same weightingfunctions and same filter order, the results are listed in Table II.

    Although the two WLS methods yield comparable design re-

    sults, the proposed one requires only about 6% of the computa-

    tional cost in Flops required by the existing one [20]. More im-

    portant, the new WLS method exploiting coefficient symmetry

    and coefficient constraint requires far fewer VFD filter coeffi-

    cients (234 coefficients) than the WLS method [20] (536 coeffi-

    cients), which significantly reduces the hardware cost for imple-

    menting the resulting VFD filter. Fig. 1 illustrates the absolute

    error (in decibels) of the variable-frequency response from the

    proposed WLS design, whose maximum error is 100.06 dB

    (below 100 dB).One may ask how to find the weighting functions (42). Gen-

    erally speaking, there is not a systematic way to find the op-

    timal weighting functions and . One needs to start

    with the pure LS design, and then by observing the distribu-

    tion of the variable-frequency response errors, larger weights

    are put around the region where peak errors occur. Such a trial-

    and-error procedure is repeated until the maximum error is sup-

    pressed below the design requirement. Furthermore, it is also

    effective to add the small numbers and as above for sup-

    pressing the error jumps around the edges and .

    Based on the Taylor series expansion of the desired vari-

    able-frequency response, a VFD filter can also be designed by

    using a set of linear-phase same-order or different-order sub-filters [26], [27], where each subfilter approximates a different

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    term of the truncated Taylor series. In [27], a minimax design

    technique is proposed for minimizing the peak error of the vari-

    able-frequency response of an odd-order VFD filter that requires

    240 coefficients to satisfy the above design requirement, but our

    WLS design here requires fewer (234) filter coefficients. The

    reason why the proposed WLS design can even surpass the min-

    imax design is because the Taylor series decays very slowly asshown in [28], which implies that more subfilters must be used

    to obtain a satisfactory design. To further reduce the VFD filter

    complexity in the minimax design, the resulting subfilters must

    be simultaneously optimized [27].

    Generally speaking, it is unfair to compare a WLS design

    with a minimax design because the two approaches minimize

    different error functions. The former minimizes the total energy

    of the variable-frequency response errors, while the latter mini-

    mizes the peak (maximum) error. Therefore, the total error en-

    ergy of the minimax design is usually larger than that of the

    WLS design, while its peak error is usually smaller if the same

    filter complexity is used. It is also difficult to say one criterion is

    better than the other. If one wants to minimize the total error en-ergy, then the LS or WLS design should be chosen. Conversely,

    if one intends to minimize the maximum error, then the min-

    imax design is preferred.

    In [28], a simple and powerful WLS-SVD design technique

    has been proposed for designing VFD filters in the WLS error

    sense, where both different-order subfilters and coefficient sym-

    metry are used. Our computer simulations have verified that

    since the subfilters and in (13) are of the same order,

    the WLS-SVD technique is still superior to the proposed one. In

    the following section, we generalize the above same-order WLS

    design technique to the different-order case, and show that the

    different-order WLS design can significantly reduce the VFDfilter complexity.

    III. GENERALIZED VFD FILTER DESIGN

    It is clear from (15) and (16) that the linear-phase subfil-

    ters and are of the same order (2N), which is the

    main reason why the WLS design technique proposed in the

    preceding section is superior to other existing WLS ones ex-

    cept the only one [28] (WLS-SVD approach) that utilizes dif-

    ferent-order subfilters. In this section, we generalize the above

    WLS design method to the case that the subfilters and

    may take different orders and show that the generalizedone can surpass all the existing WLS methods, including the

    WLS-SVD approach, in design accuracy and filter complexity.

    A. Generalized WLS Design

    By considering that the th columns of and in (18)

    correspond to the coefficients of the subfilters and ,

    respectively, if the orders of and are different, then

    the coefficients of and cannot be expressed in a

    matrix form like (18). Here, we want to design a VFD filter

    with different-order subfilters. Without loss of generality, we

    formulate the design problem here under the assumption that

    is odd, say . Let the number in (15) forbe and that in (16) for be , where the subscript

    e denotes that the coefficients of the subfilters are even-

    symmetric, and o denotes that the coefficients of the subfilters

    are odd-symmetric, then the frequency responsesof

    and can be expressed as

    and

    respectively, where

    and the vectors and are related to the coefficients of

    and . Thus, the variable-frequency response of the

    VFD filter with different-order subfilters can be rewritten as

    (43)

    with

    and

    ... ...

    Our objective here is to find the optimal coefficient vectors

    and such that the weighted squared error

    (44)

    is minimized, where

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    is the frequency response error. Let

    then the squared frequency response error in (44)becomes

    (45)

    Substituting (45) into (44) yields

    (46)

    with

    (47)

    (48)

    Because is the function of only , and is the

    function of only , the error function (46) can be minimized

    through minimizing and separately. After some

    manipulations, the closed-form error functions andcan be obtained as

    constant (49)

    constant (50)

    where and are vectors, and and are symmetric

    matrices. (For detailed derivations of (49) and (50), see

    Appendix IV and Appendix V.) To minimize in (49),

    we differentiate it with respect to and then set the derivative

    to zero as

    Since

    thus

    Consequently, the optimal coefficient vector can be deter-

    mined by

    Furthermore, the symmetric, positive-definite matrix can be

    decomposed by using the Cholesky factorization as

    where is an upper triangular matrix, so the numerically stable

    optimal coefficient vector can be computed as

    (51)

    Similarly, to minimize in (50), we differentiate

    with respect to and then set the derivative to zero as

    Since

    we get

    thus

    Moreover, the symmetric, positive-definite matrix can be de-

    composed as

    through using the Cholesky factorization, where is an upper

    triangular matrix, thus the numerically stable optimal coefficient

    vector can be determined as

    (52)

    B. Design Example

    This section presents an example to show that the generalized

    WLS design method can achieve higher design accuracy withreduced filter complexity than the existing WLS-SVD approach

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    TABLE III

    TRUNCATION ERRORS FOR u AND v

    [28] that is the best one among all the existing WLS design

    methods at this point.Example II: The variable design specification is the same as

    that given in (37).

    Before performing the WLS design using the generalized

    WLS approach, the number in (68) and (73) must be fixed.

    Table III lists the normalized rms truncation errors of and

    defined by

    100

    100

    as the number increases, where the ideal and in the de-

    nominators are computed from (68) and (73) by using a very

    large 20 , the weighting functions and subfilter orders

    are set as

    (53)

    From Table III, it is observed that if we take 10, the

    truncation errors approach zero. Hence, the number is set to10.

    To compare the generalized WLS design with the WLS-SVD

    approach [28], we use the same error criteria , , and

    defined in (39), (40), and (41), respectively. When the gener-

    alized WLS method is used to design a VFD filter consisting

    of the same-order subfilters in (53), it requires 1640451 Flops,

    which indicates that the generalized WLS method requires more

    operations than the same-order WLS approach (183958 Flops)

    proposed in the preceding section. That is, if a VFD filter with

    the same-order subfilters is to be designed, the preceding same-

    order WLS method is preferred.

    Next, let us see the effectiveness of the generalized WLS

    method in reducing the VFD filter complexity. Table II lists thedesign errors, computational cost in Flops, and the total number

    of VFD filter coefficients, where the orders of subfilters

    are

    and those of are

    respectively, and the weighting functions are chosen as

    if

    if

    (54)

    and the design specification (1) is approximated in the range

    where the small numbers

    are added for suppressing the peak errors around the edges

    and .

    As in selecting the weighting functions and ,

    the small numbers , , and the subfilter orders are also found

    through trial-and-error. To find appropriate subfilter orders, we

    first start with a same-order LS design whose peak error is largerthan the design requirement ( 100 dB). Then, the subfilter or-

    ders are adjusted (increased or decreased) separately such that

    the peak error almost remains the same, but the total number of

    VFD filter coefficients is gradually reduced. This adjustment is

    repeated until the total number of VFD filter coefficients cannot

    be further reduced. Finally, the weighting functions and

    are gradually added and adjusted such that the peak error

    is suppressed below the design requirement.

    Fig. 2 illustrates the absolute error (in decibels) of the vari-

    able-frequency response from the generalized WLS design,

    whose maximum error is 100.51 dB. The actual variable frac-

    tional-delay (VFD) response and its absolute error are depictedin Figs. 3 and 4, respectively, which show that extremely flat

    VFD response has been obtained, whose maximum deviation

    is 0.000237. Table II also shows the following.

    1) The generalized WLS method requires fewer VFD filter

    coefficients (150) than the WLS-SVD approach (188).

    2) The generalized WLS method yields smaller maximum

    frequency response error ( 100.51 dB) as compared with

    the WLS-SVD approach ( 98.29 dB).

    3) The normalized frequency response error (0.000222%)

    from the generalized WLS design is smaller than that from

    the WLS-SVD approach (0.000555%).

    4) The generalized WLS design requires much less compu-

    tational cost (773963 Flops) than the WLS-SVD approach(7839429 Flops).

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    Fig. 2. Frequency response error from the generalized WLS design.

    Fig. 3. Variable fractional-delay from the generalized WLS design.

    Fig. 4. Variable fractional-delay error from the generalized WLS design.

    As a result, the generalized WLS method is the best so far amongall the existing WLS methods for designing FIR VFD filters in

    terms of higher design accuracy, reduced computational cost,

    and less filter complexity.

    IV. CONCLUSION

    Two closed-form WLS methods for designing FIR VFD fil-

    ters have been proposed; one uses the same-order subfilters, and

    the other (generalized WLS method) uses different-order subfil-

    ters. The former canachieve higher design accuracy with signifi-

    cantly reduced filter complexity than other WLS methods except

    the WLS-SVD approach [28], while the latter can further reduce

    the VFD filter complexity through utilizing different-order sub-

    filters. Our design example has shown that the generalized WLS

    method is superior to all other existing WLS ones including

    the WLS-SVD technique in terms of higher design accuracy,

    reduced computational cost, and less filter complexity. As com-

    pared with the existing WLS methods, the new WLS designmethods have the following advantages.

    1) A coefficient constraint has been imposed on the WLS de-

    sign formulation for reducing the VFD filter complexity.

    Utilizing the coefficient constraint along with the coeffi-

    cient symmetry proven in [21], we can significantly reduce

    the filter complexity (the total number of VFD filter co-

    efficients), and thus reduce the hardware cost for imple-

    menting the resulting VFD filters.

    2) Since the closed-form error functions are derived through

    using the Taylor series expansions of and

    and the corresponding closed-form integrals, the numerical

    integrals using conventional adaptive quadrature rules orsimple midpoint rule can be completely removed, which

    speeds up the WLS design and guarantees the optimality

    of the final solution.

    In this paper, we have only exploited the coefficient symmetry

    and coefficient constraint in the WLS design of FIR VFD filters

    with even-order subfilters. Further research needs to be done to

    investigate and exploit coefficient symmetry for the odd-order

    case.

    APPENDIX I

    CLOSED-FORM

    Based on the separable weighting function (8), in (25)

    can be rewritten as

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    3034 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 54, NO. 8, AUGUST 2006

    with

    (55)

    Due to the nonseparable function in (55), the matrix

    can be evaluated by using numerical integrals [19][22].

    However, such numerical integrals can be avoided by applyingthe Taylor series (Maclaurin series) expansion

    where all the terms are separable with respect to and [23].

    Therefore

    In practice, only the first terms in the above series are usedfor computing , and the remaining terms are truncated, i.e.,

    (56)

    where a small number , say , usually can achieve

    sufficiently satisfactory approximation. Hence, the matrix

    can be approximated as

    (57)

    with

    (58)

    It should be noted here that the approximation (57) can be made

    as accurately as desired by increasing the number , thus one

    needs not to worry about the truncation error here. In addition,

    the latter integral in (58)

    can be computed in a closed-form by using the recurrence

    formula

    along with

    APPENDIX II

    CLOSED-FORM AND

    The error function in (26) can be obtained as

    where

    is a Hankel matrix that can be obtained by computing its first

    column and last row, and the symmetric matrix

    can be obtained by computing only the elements along and

    below the main diagonal of the matrix as shown in the equation

    at the bottom of the page. Similarly, the error function

    in (27) can be evaluated as

    ......

    ......

    ...

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    where

    is also a Hankel matrix, and the symmetric matrix

    can be obtained by computing only the diagonal elements and

    those in the lower triangular matrix shown at the bottom of the

    page.

    APPENDIX III

    CLOSED-FORM

    Substituting in (23) into (28) yields

    with

    (59)

    Due to the nonseparable function in (59), the matrix

    can be computed by using numerical integrals [19][22].

    However, such numerical integrals can be removed by applying

    the Taylor series (Maclaurin series) expansion

    where all the terms are separable with respect to and . In

    practice, only the first terms in the above series are used for

    computing , and the remaining ones are truncated as

    (60)

    Usually, a small number , say 10, makes the trunca-

    tion error almost zero. Therefore, the matrix can be approx-

    imated as

    (61)

    with

    (62)

    It should be noted here that the approximation (61) can be made

    as accurately as desired by increasing the number , thus one

    needs not to worry about the truncation error here. In addition,

    the latter integral

    in (62) can be computed in a closed form by using the recurrence

    formula

    along with

    ......

    ......

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    3036 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 54, NO. 8, AUGUST 2006

    APPENDIX IV

    DERIVATION OF

    The error function in (47) can be rewritten as

    where

    (63)

    with

    (64)

    and

    (65)

    with

    (66)

    and

    constant

    (67)

    To compute the vector in (64), the Taylor series expansion

    (56) is used to get

    (68)

    with

    computed in closed-form integrals. The symmetric matrix in

    (66) can also be computed through using closed-form integrals.

    Combining (63), (65) and (67) together yields the error function

    in (49).

    APPENDIX V

    DERIVATION OF

    The error function in (48) can be rewritten as

    where

    (69)

    with

    (70)

    and

    (71)

    with

    computed using closed-form integrals. Finally

    constant (72)

    To compute the vector in (70), the Taylor series expansion

    (60) is used to get

    (73)

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    with

    computed in closed-form integrals. Combining (69), (71), and

    (72) together leads to the error function in (50).

    ACKNOWLEDGMENT

    The authors would like to thank the anonymous reviewers for

    their constructive comments on the original manuscript.

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    Tian-BoDeng (M92SM99)receivedthe Ph.D. de-gree in electronic engineering from Tohoku Univer-sity, Sendai, Japan, in 1991.

    From 1991 to 1992, he was a Research Associatewith the Department of Information and ComputerSciences, Toyohashi University of Technology,Toyohashi, Japan. In 1992, he was selected by theJapanese Government as a Special Researcher forcarrying out the Basic-Science-Program at the Insti-tute of Physical and Chemical Research (RIKEN),Wako, Japan. In 1994, he joined the Department of

    Information Science, Faculty of Science, Toho University, Funabashi, Japan,as an Assistant Professor, and has been an Associate Professor since 1998.

    From 1998 to 1999, he was also a Visiting Professor with the Department ofElectrical and Computer Engineering, University of Victoria, BC, Canada.His research interests include speech processing, design theory of constantmultidimensional digital filters, and design theory of variable one-dimensional

    and variable multidimensional digital filters.

    Yong Lian (M90SM99) received the B.Sc. degreefrom the School of Management of Shanghai JiaoTong University, China, in 1984 and the Ph.D. degreefromthe Department of Electrical Engineering of Na-tional University of Singapore, Singapore, in 1994.

    From 1984 to 1996, he was with the Institute of

    Microcomputer Research of Shanghai Jiao TongUniversity, Brighten Information Technology, Ltd.,

    SyQuest Technology International, and Xyplex,Inc. In 1996, he joined the National University ofSingapore, Singapore, where he is currently an As-

    sociate Professor with the Department of Electrical and Computer Engineering.

    His research interests include digital filter design, VLSI implementation ofhigh-speed digital systems, biomedical instruments, and radio-frequencyintegrated circuits design.

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    3038 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 54, NO. 8, AUGUST 2006

    Dr. Lian received the 1996 IEEE Circuits and Systems SocietysGuillemin-Cauer Award. He currently serves as Associate Editors of theIEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I and of the Journal ofCircuits Systems and Signal Processing. He is the Guest Editor of the SpecialIssue on Biomedical Circuits and Systems in the IEEE T RANSACTIONS ON

    CIRCUITS AND SYSTEMS I and of Special Issue on Computationally EfficientDigital Filters: Design Techniques and Applications in the Journal of Circuits,

    Systems and Signal Processing. He was an Associate Editor of the IEEE IEEE

    TRANSACTIONS ON

    CIRCUITS AND

    SYSTEMS

    PART

    II from 2002 to 2003 and theGuest Editor of Special Issue on Frequency-Response Masking Technique andIts Applications in the Journal of Circuits, Systems and Signal Processing in

    2003. He is involved in various IEEE activities, including serving as an IEEE

    Circuits and Systems (CAS) Society Distinguished Lecturer, Vice Chairmanof the Biomedical Circuits and Systems Technical Committee of CAS Society,Committee Member of Digital Signal Processing Technical Committee ofCAS Society, Chair of Singapore CAS Chapter, General Co-Chair of the FirstIEEE International Workshop on Biomedical Circuits and Systems, TechnicalProgram Co-Chair of the 2006 IEEE International Conference on BiomedicalCircuits and Systems, and Technical Program Co-Chair of the 2006 IEEEAsia Pacific Conference on Circuits and Systems. He has served on technical

    program committees, organizing committees, and session chairs for manyinternational conferences.