IIR Filter Design

IIR vs. FIR Filters

Classical IIR Filters
Other IIR Filters
IIR Filter Method Summary
Classical IIR Filter Design Using Analog Prototyping
Comparison of Classical IIR Filter Types

IIR vs. FIR Filters

The primary advantage of IIR filters over FIR filters is that they typically meet a given set of
specifications with a much lower filter order than a corresponding FIR filter. Although IIR filters
have nonlinear phase, data processing within MATLAB software is commonly performed
offline, that is, the entire data sequence is available prior to filtering. This allows for a
noncausal, zero-phase filtering approach (via the filtfilt function), which eliminates the
nonlinear phase distortion of an IIR filter.

Classical IIR Filters

The classical IIR filters, Butterworth, Chebyshev Types I and II, elliptic, and Bessel, all
approximate the ideal brick wall filter in different ways.

This toolbox provides functions to create all these types of classical IIR filters in both the analog
and digital domains (except Bessel, for which only the analog case is supported), and in lowpass,
highpass, bandpass, and bandstop configurations. For most filter types, you can also find the
lowest filter order that fits a given filter specification in terms of passband and stopband
attenuation, and transition width(s).

Other IIR Filters

The direct filter design function yulewalk finds a filter with magnitude response approximating
a specified frequency-response function. This is one way to create a multiband bandpass filter.

You can also use the parametric modeling or system identification functions to design IIR filters.
These functions are discussed in Parametric Modeling.

The generalized Butterworth design function maxflat is discussed in the section Generalized
Butterworth Filter Design.

IIR Filter Method Summary

The following table summarizes the various filter methods in the toolbox and lists the functions
available to implement these methods.
Toolbox Filters Methods and Available Functions

Filter Method Description Filter Functions

Complete design
functions:

besself, butter,
cheby1, cheby2,
ellip

Order estimation
functions:

buttord, cheb1ord,
cheb2ord, ellipord

Using the poles and zeros of a classical lowpass Lowpass analog

Analog prototype filter in the continuous (Laplace) domain, prototype functions:
Prototyping obtain a digital filter through frequency transformation
besselap, buttap,
and filter discretization.
cheb1ap, cheb2ap,
ellipap

Frequency
transformation
functions:

lp2bp, lp2bs, lp2hp,

lp2lp

Filter discretization
functions:

bilinear, impinvar
Design digital filter directly in the discrete time-domain
Direct Design by approximating a piecewise linear magnitude yulewalk
response.
Generalized
Design lowpass Butterworth filters with more zeros than maxflat
Butterworth
poles.
Design
Find a digital filter that approximates a prescribed time Time-domain
Parametric or frequency domain response. (See System modeling functions:
Modeling Identification Toolbox documentation for an
extensive collection of parametric modeling tools.) lpc, prony, stmcb
Filter Method Description Filter Functions

Frequency-domain
modeling functions:

invfreqs, invfreqz

Classical IIR Filter Design Using Analog Prototyping

The principal IIR digital filter design technique this toolbox provides is based on the conversion
of classical lowpass analog filters to their digital equivalents. The following sections describe
how to design filters and summarize the characteristics of the supported filter types. See Special
Topics in IIR Filter Design for detailed steps on the filter design process.

Complete Classical IIR Filter Design

You can easily create a filter of any order with a lowpass, highpass, bandpass, or bandstop
configuration using the filter design functions.

Filter Design Functions

Filter Type Design Function

[b,a] = besself(n,Wn,options)

Bessel (analog only) [z,p,k] = besself(n,Wn,options)

[A,B,C,D] = besself(n,Wn,options)
[b,a] = butter(n,Wn,options)

Butterworth [z,p,k] = butter(n,Wn,options)

[A,B,C,D] = butter(n,Wn,options)
[b,a] = cheby1(n,Rp,Wn,options)

Chebyshev Type I [z,p,k] = cheby1(n,Rp,Wn,options)

[A,B,C,D] = cheby1(n,Rp,Wn,options)
[b,a] = cheby2(n,Rs,Wn,options)

Chebyshev Type II [z,p,k] = cheby2(n,Rs,Wn,options)

[A,B,C,D] = cheby2(n,Rs,Wn,options)
[b,a] = ellip(n,Rp,Rs,Wn,options)

Elliptic [z,p,k] = ellip(n,Rp,Rs,Wn,options)

[A,B,C,D] = ellip(n,Rp,Rs,Wn,options)
By default, each of these functions returns a lowpass filter; you need to specify only the cutoff
frequency that you want, Wn, in normalized units such that the Nyquist frequency is 1 Hz). For a
highpass filter, append 'high' to the function's parameter list. For a bandpass or bandstop filter,
specify Wn as a two-element vector containing the passband edge frequencies. Append 'stop'
for the bandstop configuration.

Here are some example digital filters:

[b,a] = butter(5,0.4); % Lowpass Butterworth

[b,a] = cheby1(4,1,[0.4 0.7]); % Bandpass Chebyshev Type I
[b,a] = cheby2(6,60,0.8,'high'); % Highpass Chebyshev Type II
[b,a] = ellip(3,1,60,[0.4 0.7],'stop'); % Bandstop elliptic

To design an analog filter, perhaps for simulation, use a trailing 's' and specify cutoff
frequencies in rad/s:

[b,a] = butter(5,0.4,'s'); % Analog Butterworth filter

All filter design functions return a filter in the transfer function, zero-pole-gain, or state-space
linear system model representation, depending on how many output arguments are present. In
general, you should avoid using the transfer function form because numerical problems caused
by roundoff errors can occur. Instead, use the zero-pole-gain form which you can convert to a
second-order section (SOS) form using zp2sos and then use the SOS form to analyze or
implement your filter.

Note

All classical IIR lowpass filters are ill-conditioned for extremely low cutoff frequencies.
Therefore, instead of designing a lowpass IIR filter with a very narrow passband, it can be better
to design a wider passband and decimate the input signal.

Designing IIR Filters to Frequency Domain Specifications

This toolbox provides order selection functions that calculate the minimum filter order that meets
a given set of requirements.

Filter Type Order Estimation Function

Butterworth [n,Wn] = buttord(Wp,Ws,Rp,Rs)
Chebyshev Type I [n,Wn] = cheb1ord(Wp,Ws,Rp,Rs)
Chebyshev Type II [n,Wn] = cheb2ord(Wp,Ws,Rp,Rs)
Elliptic [n,Wn] = ellipord(Wp,Ws,Rp,Rs)

These are useful in conjunction with the filter design functions. Suppose you want a bandpass
filter with a passband from 1000 to 2000 Hz, stopbands starting 500 Hz away on either side, a 10
kHz sampling frequency, at most 1 dB of passband ripple, and at least 60 dB of stopband
attenuation. You can meet these specifications by using the butter function as follows.
[n,Wn] = buttord([1000 2000]/5000,[500 2500]/5000,1,60)
[b,a] = butter(n,Wn);
n =
12
Wn =
0.1951 0.4080

An elliptic filter that meets the same requirements is given by

[n,Wn] = ellipord([1000 2000]/5000,[500 2500]/5000,1,60)

[b,a] = ellip(n,1,60,Wn);
n =
5
Wn =
0.2000 0.4000

These functions also work with the other standard band configurations, as well as for analog
filters.

Comparison of Classical IIR Filter Types

The toolbox provides five different types of classical IIR filters, each optimal in some way. This
section shows the basic analog prototype form for each and summarizes major characteristics.

Butterworth Filter

The Butterworth filter provides the best Taylor series approximation to the ideal lowpass filter
response at analog frequencies = 0 and = ; for any order N, the magnitude squared
response has 2N 1 zero derivatives at these locations (maximally flat at = 0 and = ).
Response is monotonic overall, decreasing smoothly from = 0 to = . H(j)=1/G2 at
= 1.
Chebyshev Type I Filter

The Chebyshev Type I filter minimizes the absolute difference between the ideal and actual
frequency response over the entire passband by incorporating an equal ripple of Rp dB in the
passband. Stopband response is maximally flat. The transition from passband to stopband is
more rapid than for the Butterworth filter. H(j)=10Rp/20 at = 1.
Chebyshev Type II Filter

The Chebyshev Type II filter minimizes the absolute difference between the ideal and actual
frequency response over the entire stopband by incorporating an equal ripple of Rs dB in the
stopband. Passband response is maximally flat.

The stopband does not approach zero as quickly as the type I filter (and does not approach zero
at all for even-valued filter order n). The absence of ripple in the passband, however, is often an
important advantage. H(j)=10Rs/20 at = 1.
Elliptic Filter

Elliptic filters are equiripple in both the passband and stopband. They generally meet filter
requirements with the lowest order of any supported filter type. Given a filter order n, passband
ripple Rp in decibels, and stopband ripple Rs in decibels, elliptic filters minimize transition
width. H(j)=10Rp/20 at = 1.
Bessel Filter

Analog Bessel lowpass filters have maximally flat group delay at zero frequency and retain
nearly constant group delay across the entire passband. Filtered signals therefore maintain their
waveshapes in the passband frequency range. Frequency mapped and digital Bessel filters,
however, do not have this maximally flat property; this toolbox supports only the analog case for
the complete Bessel filter design function.

Bessel filters generally require a higher filter order than other filters for satisfactory stopband
attenuation. H(j)<1/G2 at = 1 and decreases as filter order n increases.
Note

The lowpass filters shown above were created with the analog prototype functions besselap,
buttap, cheb1ap, cheb2ap, and ellipap. These functions find the zeros, poles, and gain of an
nth-order analog filter of the appropriate type with a cutoff frequency of 1 rad/s. The complete
filter design functions (besself, butter, cheby1, cheby2, and ellip) call the prototyping
functions as a first step in the design process. See Special Topics in IIR Filter Design for details.

To create similar plots, use n = 5 and, as needed, Rp = 0.5 and Rs = 20. For example, to create
the elliptic filter plot:

[z,p,k] = ellipap(5,0.5,20);
w = logspace(-1,1,1000);
h = freqs(k*poly(z),poly(p),w);
semilogx(w,abs(h)), grid
xlabel('Frequency (rad/s)')
ylabel('Magnitude')

Direct IIR Filter Design

This toolbox uses the term direct methods to describe techniques for IIR design that find a filter
based on specifications in the discrete domain. Unlike the analog prototyping method, direct
design methods are not constrained to the standard lowpass, highpass, bandpass, or bandstop
configurations. Rather, these functions design filters with an arbitrary, perhaps multiband,
frequency response. This section discusses the yulewalk function, which is intended specifically
for filter design; Parametric Modeling discusses other methods that may also be considered
direct, such as Prony's method, Linear Prediction, the Steiglitz-McBride method, and inverse
frequency design.

The yulewalk function designs recursive IIR digital filters by fitting a specified frequency
response. yulewalk's name reflects its method for finding the filter's denominator coefficients: it
finds the inverse FFT of the ideal specified magnitude-squared response and solves the modified
Yule-Walker equations using the resulting autocorrelation function samples. The statement

[b,a] = yulewalk(n,f,m)

returns row vectors b and a containing the n+1 numerator and denominator coefficients of the
nth-order IIR filter whose frequency-magnitude characteristics approximate those given in
vectors f and m. f is a vector of frequency points ranging from 0 to 1, where 1 represents the
Nyquist frequency. m is a vector containing the specified magnitude response at the points in f. f
and m can describe any piecewise linear shape magnitude response, including a multiband
response. The FIR counterpart of this function is fir2, which also designs a filter based on an
arbitrary piecewise linear magnitude response. See FIR Filter Design for details.

Note that yulewalk does not accept phase information, and no statements are made about the
optimality of the resulting filter.

Design a multiband filter with yulewalk and plot the specified and actual frequency response:

m = [0 0 1 1 0 0 1 1 0 0];
f = [0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 1];
[b,a] = yulewalk(10,f,m);
[h,w] = freqz(b,a,128)
plot(f,m,w/pi,abs(h))
Generalized Butterworth Filter Design

The toolbox function maxflat enables you to design generalized Butterworth filters, that is,
Butterworth filters with differing numbers of zeros and poles. This is desirable in some
implementations where poles are more expensive computationally than zeros. maxflat is just
like the butter function, except that it you can specify two orders (one for the numerator and
one for the denominator) instead of just one. These filters are maximally flat. This means that the
resulting filter is optimal for any numerator and denominator orders, with the maximum number
of derivatives at 0 and the Nyquist frequency = both set to 0.

For example, when the two orders are the same, maxflat is the same as butter:

[b,a] = maxflat(3,3,0.25)
b =
0.0317 0.0951 0.0951 0.0317
a =
1.0000 -1.4590 0.9104 -0.1978
[b,a] = butter(3,0.25)
b =
0.0317 0.0951 0.0951 0.0317
a =
1.0000 -1.4590 0.9104 -0.1978
However, maxflat is more versatile because it allows you to design a filter with more zeros than
poles:

[b,a] = maxflat(3,1,0.25)
b =
0.0950 0.2849 0.2849 0.0950
a =
1.0000 -0.2402

The third input to maxflat is the half-power frequency, a frequency between 0 and 1 with a
magnitude response of 1/G2.

You can also design linear phase filters that have the maximally flat property using the 'sym'
option:

maxflat(4,'sym',0.3)
ans =
0.0331 0.2500 0.4337 0.2500 0.0331

For complete details of the maxflat algorithm, see Selesnick and Burrus [2].