7.1. Introduction

Computing the output \(y[k] = \mathcal{H} \{ x[k] \}\) of a linear time-invariant (LTI) system is of central importance in digital signal processing. This is often referred to as *filtering* of the input signal \(x[k]\). We already have discussed the realization of non-recursive filters. This section focuses on the realization of recursive filters.

7.1.1. Recursive Filters

Linear difference equations with constant coefficients represent linear-time invariant (LTI) systems

\[\sum_{n=0}^{N} a_n \; y[k-n] = \sum_{m=0}^{M} b_m \; x[k-m]\]

where \(y[k] = \mathcal{H} \{ x[k] \}\) denotes the response of the system to the input signal \(x[k]\), \(N\) the order, \(a_n\) and \(b_m\) constant coefficients, respectively. Above equation can be rearranged with respect to the output signal \(y[k]\) by extracting the first element (\(n=0\)) of the left hand sum

\[y[k] = \frac{1}{a_0} \left( \sum_{m=0}^{M} b_m \; x[k-m] - \sum_{n=1}^{N} a_n \; y[k-n] \right)\]

It is evident that the output signal \(y[k]\) at time instant \(k\) is given as a linear combination of past output samples \(y[k-n]\) superimposed by a linear combination of the actual \(x[k]\) and past \(x[k-m]\) input samples. Hence, the actual output \(y[k]\) is composed from the two contributions

  1. a non-recursive part, and
  2. a recursive part where a linear combination of past output samples is fed back.

The impulse response of the system is given as the response of the system to a Dirac impulse at the input \(h[k] = \mathcal{H} \{ \delta[k] \}\). Using above result and the properties of the discrete Dirac impulse we get

\[h[k] = \frac{1}{a_0} \left( b_k - \sum_{n=1}^{N} a_n \; h[k-n] \right)\]

Due to the feedback, the impulse response will in general be of infinite length. The impulse response is termed as infinite impulse response (IIR) and the system as recursive system/filter.

7.1.2. Transfer Function

Applying a \(z\)-transform to the left and right hand side of the difference equation and rearranging terms yields the transfer function \(H(z)\) of the system

\[H(z) = \frac{Y(z)}{X(z)} = \frac{\sum_{m=0}^{M} b_m \; z^{-m}}{\sum_{n=0}^{N} a_n \; z^{-n}}\]

The transfer function is given as a rational function in \(z\). The polynominals of the numerator and denominator can expressed alternatively by their roots as

\[H(z) = \frac{b_M}{a_N} \cdot \frac{\prod_{\mu=1}^{P} (z - z_{0\mu})^{m_\mu}}{\prod_{\nu=1}^{Q} (z - z_{\infty\nu})^{n_\nu}}\]

where \(z_{0\mu}\) and \(z_{\infty\nu}\) denote the \(\mu\)-th zero and \(\nu\)-th pole of degree \(m_\mu\) and \(n_\nu\) of \(H(z)\), respectively. The total number of zeros and poles is denoted by \(P\) and \(Q\). Due to the symmetries of the \(z\)-transform, the transfer function of a real-valued system \(h[k] \in \mathbb{R}\) exhibits complex conjugate symmetry

\[H(z) = H^*(z^*)\]

Poles and zeros are either real valued or conjugate complex pairs for real-valued systems (\(b_m\in\mathbb{R}\), \(a_n\in\mathbb{R}\)). For the poles of a causal and stable system \(H(z)\) the following condition has to hold

\[\begin{split}\max_{\nu} | z_{\infty\nu} | < 1\end{split}\]

Hence all poles have to be located inside the unit circle \(|z| = 1\). Amongst others, this implies that \(M \leq N\).

7.1.3. Example

The following example shows the pole/zero diagram, the magnitude and phase response, and impulse response of a recursive filter with so called Butterworth lowpass characteristic.

In [1]:
%matplotlib inline
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.markers import MarkerStyle
from matplotlib.patches import Circle
import scipy.signal as sig

N = 5  # order of recursive filter

def zplane(z, p):

    fig = plt.figure(figsize=(5,5))
    ax = fig.gca()

    unit_circle = Circle((0,0), radius=1, fill=False,
                         color='black', ls='solid', alpha=0.9)
    ax.axvline(0, color='0.7')
    ax.axhline(0, color='0.7')
    plt.xlim((-2, 2))
    plt.ylim((-2, 2))
    plt.title('Poles and Zeros')

    ax.plot(np.real(z), np.imag(z), 'bo', fillstyle='none', ms = 10)
    ax.plot(np.real(p), np.imag(p), 'rx', fillstyle='none', ms = 10)


# coefficients of recursive filter
b, a = sig.butter(N, 0.2, 'low')
# compute transfer function of filter
Om, H = sig.freqz(b, a)
# compute impulse response
k = np.arange(128)
x = np.where(k==0, 1.0, 0)
h = sig.lfilter(b, a, x)

# plot pole/zero-diagram
zplane(np.roots(b), np.roots(a))
# plot magnitude response
plt.figure(figsize=(10, 3))
plt.plot(Om, 20 * np.log10(abs(H)))
plt.ylabel(r'$|H(e^{j \Omega})|$ in dB')
plt.title('Magnitude response')
# plot phase response
plt.figure(figsize=(10, 3))
plt.plot(Om, np.unwrap(np.angle(H)))
plt.ylabel(r'$\varphi (\Omega)$ in rad')
# plot impulse response
plt.figure(figsize=(10, 3))
plt.ylabel(r'$|h[k]|$ in dB')
plt.title('Impulse response');


  • Does the system have an IIR?
  • What happens if you increase the order N of the filter?