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Transcript of Chapter 7 Structures for LTI Systems Student (1)
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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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ELEC 215: Tim Woo Spring 2009/10 Chapter 7 - 2
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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ELEC 215: Tim Woo Spring 2009/10 Chapter 7 - 3
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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ELEC 215: Tim Woo Spring 2009/10 Chapter 7 - 5
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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ELEC 215: Tim Woo Spring 2009/10 Chapter 7 - 7
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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ELEC 215: Tim Woo Spring 2009/10 Chapter 7 - 24
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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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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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