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    ELEC 215: Tim Woo Spring 2009/10 Chapter 7 - 1

    Chapter 7: Structures for LTI systems

    Spring 2009/010

    Lecture: Tim Woo

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    LaplaceTransform

    Where we are

    Differentialequations

    State-space

    model

    CTFT

    Hardware

    Implementation

    System

    Characteristics

    System

    Responses

    Closed-loop

    Systems

    Continuous-time

    z-Transform

    Difference

    equations

    State-space

    model

    DTFT

    Hardware

    Implementation

    System

    Characteristics

    System

    Responses

    Closed-loop

    Systems

    Discrete-time

    Mapping

    Done in 211 To be covered In progress DoneWill be covered if available

    Open-loop

    Systems

    Open-loop

    Systems

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    Expected Outcome In this chapter, you will be able to

    Implement a system function with linear constant-coefficient

    differential or difference equation by structures with basicelements

    Adders

    Multipliers

    Integrators / Delays Construct the same system function with different structures for

    realization of causal continuous-time (or discrete-time) LTI

    system.

    Compare the computational complexity of different structures Compare the robustness design in different structures

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    Outline Textbook

    Section 9.8.2 Block Diagram Representations for Causal LTI

    systems Described by Differential Equations and RationalSystem Functions

    Section 10.8.2 Block Diagram Representations for Causal LTIsystems Described by Difference Equations and RationalSystem Functions

    Reference book A. V. Oppenheim, et. al., Discrete-time Signal Processing, 2nd

    edition, Prentice-Hall, 1999

    Section 6.1 Block Diagram representation of linear constant-

    coefficient difference equations Section 6.3 Basic Structures for IIR systems

    Section 6.7 The effects of coefficient quantization

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    Introduction As discussed in Chapter 4, a LTI system with a rational system

    function has the property that the input and output sequence satisfy

    a linear constant-coefficient differential (or difference) equation.

    When such systems are implemented with analog (or digital)

    hardware, the differential (or difference) equation must be converted

    to an algorithm or structure that can be realized in the desired

    technology.

    In this chapter, we will construct the system function by structures

    consisting of an interconnection of the basic operations of addition,

    multiplication by a scalar, and integrator (or delay).

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    Consider the difference equation,

    the output signal y[n] at time instant

    n requires y[n-1], ., y[n - N] and

    x[n], x[n-1], ., x[n - M].

    Introduction Consider the differential equation,

    the output signal y(t) at time instant

    trequires dy(t)/dt, ., dNy(t)/dtN and

    x(t), dx(t)/dt, ., dMy(t)/dtM.

    ][][][01

    knxbknyanyM

    k

    k

    N

    k

    k += ==

    ==

    +=M

    kk

    k

    kk

    kN

    k

    kdt

    txdb

    dt

    tydaty

    01

    )()()(

    That is, we need

    Multipliers for scaling

    It usually has the high computation cost.

    Adders for summation

    In general, an adder can have any number of inputs. However, in most practical

    implementations, adders have only two inputs.

    Delay elements for storage

    It can implemented by providing a storage register for each unit delay. Delays of M

    samples can be implemented with a system with M consecutive storage registers.

    Integrator

    In general, integers are commonly used instead of differentiators.

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    Introduction The realization of these components can be indicated either by

    Block diagram representations

    Signal flow graph representations

    Block diagram

    ][2 nx

    ][1nx ][][ 21 nxnx +

    ][nx ][nax

    a

    ][nx ]1[ nx

    1z

    Signal flow graph

    )(2 tx

    )(1 tx )()( 21 txtx +

    )(tx )(tax

    a

    )(tx t

    dx )(

    s1

    )(2 tx

    )(1 tx )()( 21 txtx +

    )(tx )(tax

    )(tx

    t

    dx )(

    s1

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    Example 9.28: Consider

    From the previous section, we know this

    system can also be described by difference

    equation:

    Using 1/s to represent integrator or

    , we have

    Introduction

    3

    1)(

    +=

    ssH

    [ ] dxyty

    txty

    dt

    tdy

    t

    +=

    =+

    )()(3)(

    )()(3)(

    s

    s

    ssH

    /31

    /1

    3

    1)(

    +=

    +=

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    Introduction Draw a block diagram and signal flow graph

    representations of an LTI system whose difference

    equation is:][]2[]1[][ 021 nxbnyanyany ++=

    0b

    ][nx

    ]2[ ny

    1a

    1z ][ny

    1z

    2a

    ]1[ ny

    Block diagram Signal flow graph

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    Introduction Computations can be arranged in different ways to give

    the same differential (or difference) equation, which

    leads to different structures for realization of discrete-time causal LTI system.

    Typically, there are many basic forms of realization, but

    we focus on four of them.

    Direct form I

    Canonic Direct form (or Direct form II)

    Cascade form

    Parallel form

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    9.8.2 Block Diagram Representation Consider a linear constant coefficient differential equation of an LTI

    system

    For simplicity, we assume

    N= M. If N M, some of the coefficients will be zero.

    All the coefficients are normalized such that

    By taking the Laplace transform on both sides, we have

    =

    =

    =

    =

    =

    =

    =

    =

    ==N

    k

    k

    k

    N

    k

    k

    k

    N

    k

    k

    k

    N

    k

    k

    k

    N

    k

    kN

    k

    N

    N

    k

    kN

    k

    sa

    sb

    sa

    sb

    sas

    sb

    sXsYsH

    1

    0

    1

    0

    1

    0

    11

    1

    1)()()(

    kN

    kNN

    kk

    M

    kkM

    kM

    kN

    N

    dt

    tyda

    dt

    txdb

    dt

    tyda

    ==

    +=

    )(~)(~)(~

    100

    000

    00 ~

    ~

    ,~

    ~

    ,1~

    ~

    a

    bba

    aaa

    aa kkkk ====

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    9.8.2 Block Diagram Representation Direct form I

    Decompose the system function such that H(s) = H1(s) H2(s)

    =

    =

    =

    =

    ==

    ==

    ==N

    k

    k

    k

    N

    k

    k

    kN

    k

    k

    k

    N

    k

    k

    k

    sa

    sV

    sYsHand

    sb

    sX

    sVsH

    sa

    sb

    sX

    sYsH

    1

    2

    0

    1

    1

    0

    11

    1

    )(

    )()(

    1

    )(

    )()(

    11

    1

    )(

    )()(

    =

    +=N

    kkk

    s

    sYasVsY

    1

    )()()(

    =

    =N

    kkk

    s

    sXbsV

    0

    )()(

    )(2 sH)(1 sH

    )(tv

    s1

    )(tx

    s1

    )(tys1

    s1

    s1

    s1

    t

    dx )(

    t

    dy )(

    t

    dx )(

    t

    dx )(

    t

    dy )(

    t

    dy )(1Nb

    Nb

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    9.8.2 Block Diagram Representation Canonic form (Direct form II)

    Decompose the system function such that H(s) = H1(s) H2(s)

    =

    ==

    =

    ==

    ==

    ==N

    k

    k

    kN

    k

    k

    k

    N

    k

    k

    k

    N

    k

    k

    k

    sb

    sW

    sYsHand

    sa

    sX

    sWsH

    sa

    sb

    sX

    sYsH0

    2

    1

    1

    1

    0 1

    )(

    )()(1

    1

    1

    )(

    )()(1

    1

    1

    )(

    )()(

    =

    =N

    kkk

    s

    sXbsV

    0

    )()(

    )(2 sH

    )(1 sH

    )(tw

    s1

    )(tx

    s1

    )(ty

    s1

    s1

    s1

    s1

    t

    dw )(

    t

    dw )(

    t

    dw )(

    )(tw

    )(tx )(ty

    s1

    s1

    s1

    =

    +=N

    kkk

    s

    sWasXsW

    1

    )()()(

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    9.8.2 Block Diagram Representation Example 9.31 Use block diagram

    to draw the direct form I and direct

    form II for an LTI system with

    system function

    Rewrite system function as

    This gives

    23

    642)(

    2

    2

    ++

    +=

    ss

    sssH

    2

    2

    231

    642

    )(

    ss

    sssH

    ++

    +=

    Direct form I

    Direct form II2,3,6,4,2 21210 ===== aabbb

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    9.8.2 Block Diagram Representation Cascade form

    Without loss of generality, the system function be factorized into a

    cascade of Ns second order sub-systems as follows,

    Parallel form

    Without loss of generality, the system function can be expressed as a

    partial fraction expansion in the form,

    Each sub-system in cascade and parallel forms can be realized in

    either direct form I and the direct II.

    =

    ++=

    sN

    k kk

    kk

    sasa

    sbsbGsH

    12

    2

    1

    1

    2

    2

    1

    1

    1

    1)(

    =

    =

    ++=

    sp N

    k kk

    kk

    N

    k

    k

    ksasa

    seesBsH

    12

    2

    1

    1

    1

    10

    0 1)(

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    Example 9.28 : A system function

    9.8.2 Block Diagram Representation

    1

    1

    1

    1

    1

    1

    1

    1

    21

    2

    2

    211211231

    2

    1

    1

    1

    2

    1

    1

    1

    23

    1)(

    +

    +=

    +

    +=

    ++=

    +

    +=

    +

    +=

    ++=

    s

    s

    s

    s

    s

    s

    s

    s

    ss

    s

    sssssssH

    Direct form I

    Cascade form

    Parallel formDirect form II

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    Reference book: 6.1 Block Diagram Representation

    Consider a linear constant coefficient difference equation of an LTI

    system

    For simplicity, we assume

    N= M. If N M, some of the coefficients will be zero.

    By taking the z-transform on both sides, we have

    =

    =

    ==N

    k

    k

    k

    M

    k

    k

    k

    za

    zb

    zX

    zYzH

    1

    0

    1)(

    )()(

    ][][][01

    knxbknyanyM

    k k

    N

    k k

    +=

    ==

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    Reference book: 6.1 Block Diagram Representation

    Direct form I

    Decompose the system function such that H(z) = H1(z) H2(z)

    Difference equation

    System function

    ][][][

    ][][

    1

    0

    nvknyany

    knxbnv

    N

    k

    k

    M

    k

    k

    +=

    =

    =

    =

    )()()(

    1

    1)(

    )()()()(

    2

    1

    10

    zVzHzV

    za

    zY

    zXzHzXzbzV

    N

    k

    k

    k

    M

    k

    k

    k

    =

    =

    =

    =

    =

    =

    z-transform

    z-transform

    =

    =

    ==N

    k

    k

    k

    M

    k

    k

    k

    za

    zb

    zX

    zYzH

    1

    0

    1)(

    )()(

    ][][][01

    knxbknyanyM

    k

    k

    N

    k

    k += ==

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    Reference book: 6.1 Block Diagram Representation

    Direct form II

    =

    =

    ==N

    k

    k

    k

    M

    k

    k

    k

    za

    zb

    zX

    zYzH

    1

    0

    1)(

    )()(

    )()()()(

    )()()(

    1

    1)(

    1

    0

    2

    1

    zWzHzWzbzY

    zXzHzX

    za

    zW

    M

    k

    k

    k

    N

    k

    k

    k

    =

    =

    =

    =

    =

    =

    z-transform

    z-transform

    ][][][01

    knxbknyanyM

    k

    k

    N

    k

    k += ==

    ][][

    ][][][

    0

    1

    knwbny

    nxknwanw

    M

    k

    k

    N

    k

    k

    =

    +=

    =

    =

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    Reference book: 6.1 Block Diagram Representation

    Example: Use block diagram to draw the direct form I and direct form II for

    an LTI system with system function

    21

    1

    9.05.11

    21)(

    +

    += zz

    zzH

    Direct form I Direct form II

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    Reference book: 6.3 Basic Structures for Infinite Impulse

    Response (IIR) systems

    Cascade form

    Without loss of generality, the system function be factorized into a

    cascade of Ns second order sub-systems as follows,

    Parallel form

    Without loss of generality, the system function can be expressed as a

    partial fraction expansion in the form,

    Each sub-system in cascade and parallel forms can be realized in

    either direct form I and the direct II.

    =

    ++=

    sN

    k kk

    kk

    zaza

    zbzbGzH

    12

    2

    1

    1

    2

    2

    1

    1

    1

    1)(

    =

    =

    ++=

    sp N

    k kk

    kk

    N

    k

    k

    kzaza

    zeezCzH

    12

    2

    1

    1

    1

    10

    0 1)(

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    Reference book: 6.3 Basic Structures for IIR systems

    Example: A system function

    1

    41

    31

    1

    21

    32

    1

    411

    212

    811

    41 111

    1

    1

    1

    1

    1)(

    +

    +=

    +=

    +=

    zzzzzzsH

    Direct form I and II

    Cascade form

    Parallel form

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    Criteria of the choice of realization The criteria of our choice of a specific realization are

    Computational complexity : Number of multipliers and adders

    Memory requirements : Number of delay (storage) unit Finite-word-length effects : Zero-pole diagram in signal quantization.

    Another advantage of the cascade and parallel realizations in system

    function (IIR filters) is that the system stability can be easily monitoredby investigating the pole locations in each second order subsystem. If

    at least one of the poles have magnitudes larger than one, the system

    will become unstable.

    In all real applications, the system should be causal.

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    Criteria of the choice of realization Computational complexity of IIR system function realizations:

    Parallel form

    Cascade form

    Canonic form

    Direct form INumber of 2-input addersNumber of multipliersStructure (

    N=M

    )

    ( )

    12/14 ++N

    ( ) 12/14 ++N

    12 +N

    ( ) 2/14 +N( ) 12/13 ++N

    12 +N

    N2

    N2

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    Reference book: 6.7 The effects of Quantization effect

    Under filter coefficient quantization, the cascade or parallel realizations are

    more robust than the direct forms, i.e.

    Their frequency responses are more closer to the desired responses.

    Consider a system function

    In the presence of coefficient quantization, we have

    =

    =

    =

    =

    =

    ++=

    ++=

    =sps N

    k kk

    kk

    N

    k

    k

    k

    N

    k kk

    kk

    N

    k

    k

    k

    M

    k

    k

    k

    zaza

    zeezC

    zaza

    zbzbG

    za

    zb

    zH1

    2

    2

    1

    1

    1

    10

    012

    2

    1

    1

    2

    2

    1

    1

    1

    0

    11

    1

    1

    )(

    ( )

    ( )

    ( ) ( )( ) ( )

    ( ) ( ) ( )( ) ( )

    =

    =

    =

    =

    =

    ++

    +++++=

    ++++++=

    +

    +

    =

    sp

    s

    N

    k kkkk

    kkkk

    N

    k

    k

    kk

    N

    k kkkk

    kkkk

    N

    k

    k

    kk

    M

    k

    k

    kk

    zaazaa

    zeeeezcC

    zaazaa

    zbbzbbG

    zaa

    zbb

    zH

    12

    22

    1

    11

    1

    1100

    0

    12

    22

    1

    11

    222

    111

    1

    0

    1

    1

    1

    1

    )( Small error in any one coefficient can cause largeshifts of the poles (zeros).

    Small error in one coefficient affects acomplex conjugate poles (zeros).

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    Reference book: 6.7 The effects of Quantization effect

    =

    ++=

    sN

    k kk

    kk

    zaza

    zbzbGzH

    12

    2

    1

    1

    2

    2

    1

    1

    1

    1)(

    =

    =

    ++

    =

    s

    p

    N

    k kk

    kk

    N

    k

    k

    k

    zaza

    zee

    zCzH

    12

    2

    1

    1

    1

    10

    0

    1

    )(

    =

    =

    ==N

    k

    kk

    M

    k

    k

    k

    za

    zb

    zX

    zYzH

    1

    0

    1)(

    )()(

    ( ) ( ) ( )( ) ( )=

    ++=

    sN

    k kk

    kk

    zaqzaq

    zbqzbqGqzH

    12

    2

    1

    1

    2

    2

    1

    1

    11)(

    ( )( ) ( )( ) ( )

    =

    =

    ++

    =s

    p

    N

    k kk

    kk

    N

    k

    k

    k

    zaqzaq

    zeqeq

    zCqzH

    12

    2

    1

    1

    1

    10

    0

    1

    )(

    ( )

    ( )

    =

    =

    =N

    k

    kk

    M

    k

    k

    k

    zaq

    zbq

    zH

    1

    0

    1

    )(

    Unquantized system function Quantized system function

    ( )xqxa

    ( )xqxa

    ( )xqxa

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    Passband of ellipticfilter for directstructure with 16-bitcoefficients

    Passband of ellipticfilter for parallelstructure with 16-bitcoefficients

    Passband of ellipticfilter for cascadestructure with 16-bitcoefficients

    Reference book: 6.7 The effects of Quantization effect

    For a 12th order elliptic bandpassfilter Rational system function

    Cascade form

    32-bit floating accuracy in coefficients

    Bandpass filter

    Passband

    Bandpass filter for cascadestructure with 32-bit coefficients

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    Reference book: 6.7 The effects of Quantization effect

    A simulation of the quantization effect is done.

    0 5 10 15 20 25 30 35-200

    -150

    -100

    -50

    0

    50

    Number of quantization bits

    Totalsquaredmagnitudeerror(dB)

    Quantization effects on coefficients of different system realizati on

    Direct Form

    Cascade Form

    Parallel Form

    -1 -0.5 0 0.5 1-1

    -0.8

    -0.6

    -0.4

    -0.2

    0

    0.2

    0.4

    0.6

    0.8

    1

    Pole-zeo map of unqunatized system

    Real Axis

    Im

    aginaryAxis

    -1.5 -1 -0.5 0 0.5 1 1.5-1.5

    -1

    -0.5

    0

    0.5

    1

    1.5Pole-zeo map of system for direct sturcture w ith 10-bit coefficients

    Real Axis

    Imagin

    aryAxis

    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1-500

    0

    500

    1000

    Normalized Frequency (rad/sample)

    Phase(degrees)

    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1-200

    -100

    0

    100

    Normalized Frequency (rad/sample)

    Magn

    itude(dB)

    Frequency response of system for direct sturcture with 10-bit coefficients

    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1-500

    0

    500

    Normalized Frequency (rad/sample)

    Phase(degrees)

    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1-150

    -100

    -50

    0

    Normalized Frequency (rad/sample)

    Magnitud

    e(dB)

    Frequency response of the unqunatized system

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    ELEC 215: Tim Woo Spring 2009/10 Chapter 7 - 29

    Structures for LTI systems

    Readings

    Section 9.8.2 Block Diagram Representations for Causal LTI systems

    Described by Differential Equations and Rational System Functions

    Section 10.8.2 Block Diagram Representations for Causal LTI systems

    Described by Difference Equations and Rational System Functions

    Readings from reference book

    A. V. Oppenheim, et. al., Discrete-time Signal Processing, 2nd edition,Prentice-Hall, 1999

    Section 6.0 Introduction

    Section 6.1 Block Diagram representation of linear constant-coefficient

    difference equations Section 6.3 Basic Structures for IIR systems

    Section 6.7 The effects of coefficient quantization

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    ELEC 215: Tim Woo Spring 2009/10 Chapter 7 - 30

    Laplace

    Transform

    Where we are

    Differential

    equations

    State-space

    model

    CTFT

    Hardware

    Implementation

    System

    Characteristics

    SystemResponses

    Closed-loop

    Systems

    Continuous-time

    z-Transform

    Differenceequations

    State-space

    model

    DTFT

    Hardware

    Implementation

    System

    Characteristics

    SystemResponses

    Closed-loop

    Systems

    Discrete-time

    Mapping

    Done in 211 To be covered In progress DoneWill be covered if available

    Open-loop

    Systems

    Open-loop

    Systems