Digital Signal Processing Reference
In-Depth Information
mathematically given as
!
X
i ¼ k þ N 1
1
N
k ¼
u i
:
ð 3
:
6 Þ
i ¼ k
To arrive at the recursive form similar to (3.4), we rewrite
k þ 1 as
!
þ u k u k
X
i ¼ k þ N
k þ 1 ¼
N
u i
i ¼ k þ 1
!
u k
i ¼ k þ N
X
¼
u i
i ¼ k
!
X
i ¼ k þ N 1
¼
u i
þ u k þ N u k
i ¼ k
¼ N
k þ u k þ N u k :
ð 3
:
7 Þ
Equation (3.7) can be written as
1
N
k ¼ k 1 þ ge k where
g ¼
and
e k ¼ u k u k N :
ð 3
:
8 Þ
k is obtained by passing the signal ge k through an integrator
(3.8). This integrator can be written in operator notation or as a transfer function
(TF) model:
The moving mean
1 z N
1 z 1
1
N
k ¼ u k
:
ð 3
:
9 Þ
The filter in (3.9) has feedback and feedforward elements and is called an
autoregressive moving average (ARMA) filter. This filter is stable in spite of a
pole on the unit circle due to the pole-zero cancellation at z ¼ 1.
3.2.4 Linear Phase Filters
Consider a narrowband filter (NBF) given by (3.17). Let the impulse response of
this IIR filter be h k . We truncate the infinite series h k and use these values to
generate the coefficients of an MA filter in a specific way, given by
b i ¼ h N i
for
i ¼ 1toN
;
b N þ i ¼ h i þ 1
i ¼ 1toN 1
:
ð 3
:
10 Þ
for
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