Filters

  • Filter (H)

    • Linearlity: H(a x[n] + b y[n]) = a H(x[n]) + b H(y[n]) (This is because if two signals come together, the filtered signals have be same as sum of filtered signal for each signal.)

    • Time invariance: y[n] = H(x[n]) <=> H(x[n-n0]) = y[n-n0]

    • This is called LTI system (Linear time invariant)

    • Let Then

  • Convolution Properties

    • Linearity and time invariance

    • Commutative

    • Associative

  • Moving Average Filter

  • Impulse Response

  • first-order Recursive

  • Leaky-integrated factor:

    • When M is large, then lambda is almost 1 and y_M[n] approximately equal to y_{M-1}[n]

    • So, try the filter y[n] = lambda y[n-1] + (1-lambda) x[n]

    • Impulse response





    • The name of leaky integrator comes from the weight of previous summation (leaky) and replace of a new value.

  • Filter types according to impulse response

    • Finite Impulse Response (FIR)

      • impulse response has finite support.

      • Ex: Moving average filter.

    • Infinite Impulse Response (IIR)

      • impulse response has infinite support

      • Leaky integrator

    • Causal

      • impulse response is zero for n < 0

      • only past samples (with respect to the present ) are involved in the computation of each output sample.

      • Ex: Moving average

    • Noncausal

      • impulse response is nonzero for some (for all) n <0

      • can still be implemented in a offline fashion ( when all input data is available on storage e.g. in image processing).

      • Ex: Zero-centered Moving Average filter.

  • Stability

    • key concept: avoid "explosions" if the input is nice

  • e^{jw_0 n} to the filter

  • Properties

    • complex exponentials are eigensequences of LTI systems, i.e. linear filters cannot change the frequency of sinusoids.

    • DTFT of impulse response determines the frequency characteristics of a filter.

    • In general.

  • Examples

    • Moving Average







    • Leaky Integrator

  • In General,

  • Classify the filters according to magnitude response

    • Lowpass

      • Moving Average and Leaky Integrator

      • impulse response is infinite support, two-sided

        • cannot compute the output in a finite amount of time

        • decays slowly in time

      • The sinc-rect pair





      • Fact

        • the sinc is not absolutely summable

        • the ideal lowpass is not BIBO stable.

    • Highpass





    • Bandpass





    • Allpass

  • Filter types according to phase response

    • Linear phase

    • Nonlinear phase

Linear Analog Electric IIR Filters (in github)

  • Butterworth Filter : a type of signal filter designed to have the flattest possible frequency response in the passband — meaning it passes signals below a certain cutoff frequency without ripple and attenuates signals above that frequency smoothly.

    • Frequency response: a measure of how well a system, like a speaker or control system, handles a range of input frequencies. The quantitive measure of the magnitude and phase of the output as a function of input frequency.

    • Key properties:

      • Maximally flat magnitude response
        No ripples in the passband or stopband. The gain decreases smoothly.

      • Monotonic roll-off:
        The transition from passband to stopband is smooth and gradual (slower than Chebyshev or elliptic filters).

      • Phase response:

        Non-linear, but smoother than some other IIR filters.

      • Order vs. roll-off:

        The higher the order n, the steeper the transition near the cutoff frequency

    • Frequency Response

      • The magnitude response of an n-th order Butterworth lowpass filter is





        where w = angular frequency, w_c = cut off frequency, n= order of filter.

    • In the python code,
      b, a = signal.butter(order, cutoff / (fs/2), btype='low')

      • b and a are the coefficients of the filter's transfer function:



        This is a standard IIR difference equation form.





        FIR difference equation form is


    • Butterworth filter can be used when we want to have smooth, flat response (general-purpose filtering). Most audio or sensor filtering (flat and smooth) can be used for butterworth filter.

  • Chebyshev filter: a type of analog or digital filter designed to have a steeper roll-off (transition from passband to stopband) than a Butterworth filter of the same order — but the trade-off is that it allows ripple (oscillation) in either the passband or the stopband, depending on the version.

    • Key properties

      • Faster roll-off, but with ripple (non-flatness)

    • Types

      • Chebyshev Type1: Passband ripple, flat stopband, most common for fast cutoff

      • Chebyshev Type2: Stopband ripple, flat passband, Used when passband flatness is important.

    • Frequency response

      • Magnitude response formaula (low-pass, Type 1):




        where C_n = Chebyshev polynomial of order n. \epsilon = ripple factor (larger->more ripple, steeper roll-off, w_c = cutoff frequency)

      • Magnitude response formaula (low-pass, Type 2):

    • Application:

      • Audio processing: Steeper filtering with minimal delay (e.g., crossover networks)

      • Communication systems: Channel filtering where sharp cutoff is critical

      • Measurement systems: Where noise above a frequency must be strongly attenuated.

  • Elliptic Filter: the sharpest transition between passband and stopband for a given order. It allows ripple in both the passband and the stopband, but the steepest roll-off, the lowest order, and very strong selectivity between passband stopband.

    • Maginitude Response




      where \epsilon = ripple factor (controls passband ripple), R_n(\xi, x) = elliptic rational function of order n, \xi = selectivity parameter (related to the stopband ripple), w_c= cutoff frequency.

    • Application:

      • Sharpest frequency cutoff for a given order

      • tolerates ripple in both passband stopband

      • efficient filters with minimal computation cost (low order)

      • Digital communication systems (tight bandwidth requirements)

      • Anti-aliasing filters

      • Channel separation in multiband systems

      • Real-time DSP where filter order must be minimized.