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author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Wed, 07 Dec 2011 17:24:37 +0100 |
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<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/1999/REC-html401-19991224/loose.dtd"> <html lang="en"> <head> <meta name="generator" content= "HTML Tidy for Mac OS X (vers 1st December 2004), see www.w3.org"> <meta http-equiv="Content-Type" content= "text/html; charset=us-ascii"> <title>Digital Filtering (LTPDA Toolbox)</title> <link rel="stylesheet" href="docstyle.css" type="text/css"> <meta name="generator" content="DocBook XSL Stylesheets V1.52.2"> <meta name="description" content= "Presents an overview of the features, system requirements, and starting the toolbox."> </head> <body> <a name="top_of_page" id="top_of_page"></a> <p style="font-size:1px;"> </p> <table class="nav" summary="Navigation aid" border="0" width= "100%" cellpadding="0" cellspacing="0"> <tr> <td valign="baseline"><b>LTPDA Toolbox</b></td><td><a href="../helptoc.html">contents</a></td> <td valign="baseline" align="right"><a href= "sigproc.html"><img src="b_prev.gif" border="0" align= "bottom" alt="Signal Processing in LTPDA"></a> <a href= "sigproc_iir.html"><img src="b_next.gif" border="0" align= "bottom" alt="IIR Filters"></a></td> </tr> </table> <h1 class="title"><a name="f3-12899" id="f3-12899"></a>Digital Filtering</h1> <hr> <p> <p> A digital filter is an operation that associates an input time series x[n] into an output one, y[n]. Methods developed in the LTPDA Toolbox deal with linear digital filters, i.e. those which fulfill that a linear combination of inputs results in a linear combination of outputs with the same coefficients (provided that these are not time dependent). In these conditions, the filter can be expressed as </p> <div align="center"> <IMG src="images/sigproc_1.png" width="173" height="55" align="center" border="0"> </div> <p> described in these terms, the filter is completely described by the impulse response h[k], and can then be subdivided into the following classes: </p> <ul> <li> Causal: if there is no output before input is fed in. <div align="center"> <IMG src="images/sigproc_2.png" width="103" height="28" align="center" border="0"> </div> </li> <li> Stable: if finite input results in finite output. <div align="center"> <IMG src="images/sigproc_3.png" width="105" height="55" align="center" border="0"> </div> </li> <li> Shift invariant: if time shift in the input results in a time shift in the output by the same amount. <div align="center"> <IMG src="images/sigproc_4.png" width="84" height="28" align="center" border="0"> </div> </li> </ul> <br> <h2><a name="ARMA">Digital filters classification</a></h2> <p> Digital filters can be described as difference equations. If we consider an input time series x and an output y, three specific cases can then be distinguished: </p> <ul> <li> Autoregressive (AR) process: the difference equation in this case is given by: <div align="center"> <br> <IMG src="images/sigproc_12.png" width="154" height="56" align="center" border="0"> </div> <br> AR processes can be also classified as <a href="sigproc_iir.html"> IIR Filters</a>. <br> <br></li> <li> Moving Averrage (MA) process:the difference equation in this case is given by: <br> <div align="center"> <br> <IMG src="images/sigproc_11.png" width="156" height="56" align="center" border="0"> </div> <br> MA processes can be also classified as <a href="sigproc_fir.html"> FIR Filters</a>. <br> <br></li> <li>Autoregressive Moving Average (ARMA) process: the difference equation in this case contains both an AR and a MA process: <div align="center"> <br> <IMG src="images/sigproc_7.png" width="283" height="56" align="center" border="0"> </div> </li> </p> <br> <br> <table class="nav" summary="Navigation aid" border="0" width= "100%" cellpadding="0" cellspacing="0"> <tr valign="top"> <td align="left" width="20"><a href="sigproc.html"><img src= "b_prev.gif" border="0" align="bottom" alt= "Signal Processing in LTPDA"></a> </td> <td align="left">Signal Processing in LTPDA</td> <td> </td> <td align="right">IIR Filters</td> <td align="right" width="20"><a href= "sigproc_iir.html"><img src="b_next.gif" border="0" align= "bottom" alt="IIR Filters"></a></td> </tr> </table><br> <p class="copy">©LTP Team</p> </body> </html>