Elliptical Filter Synthesis

Lecture Notes on Elliptic Filter Design
Sophocles J. Orfanidis
Department of Electrical & Computer Engineering

Rutgers University, 94 Brett Road, Piscataway, NJ 08854-8058
Tel: 732-445-5017, e-mail: [email protected]
November 20, 2006
Contents
1 Introduction 2
2 Jacobian Elliptic Functions 4
3 Elliptic Rational Function and the Degree Equation 11
4 Landen Transformations 14
5 Analog Elliptic Filter Design 16
6 Design Example 17
7 Butterworth and Chebyshev Designs 19
8 Highpass, Bandpass, and Bandstop Analog Filters 22
9 Digital Filter Design 26
10 Pole and Zero Transformations 26
11 Transformation of the Frequency Specifications 30
12 MATLAB Implementation and Examples 31
13 Frequency-Shifted Realizations 34
14 High-Order Parametric Equalizer Design 40
These notes and related MATLAB functions are available from the web page:
www.ece.rutgers.edu/~orfanidi/ece521
1
1. Introduction
Elliptic filters [1–11], also known as Cauer or Zolotarev filters, achieve the smallest filter order for
the same specifications, or, the narrowest transition width for the same filter order, as compared
to other filter types. On the negative side, they have the most nonlinear phase response over
their passband. The following table compares the basic filter types with regard to filter order
and phase response:
In these notes, we are primarily concerned with elliptic filters. But we will also discuss
briefly the design of Butterworth, Chebyshev-1, and Chebyshev-2 filters and present a unified
method of designing all cases. We also discuss the design of digital IIR filters using the bilinear
transformation method.
The typical “brick wall” specifications for an analog lowpass filter are shown in Fig. 1 for the
case of a monotonically decreasing Butterworth filter, normalized to unity gain at DC.
Fig. 1 Brick wall specifications for a Butterworth filter.
The passband and stopband gains Gp , Gs and the corresponding attenuations in dB are de-
fined in terms of the “ripple” parameters εp , εs as follows:
1 1
Gp = = 10−Ap /20 , Gs = = 10−As /20 (1)
2
1 + εp 1 + ε2s
which can be inverted to give:

Ap = −20 log10 Gp = 10 log10 (1 + ε2p ) εp = G−2
p − 1 = 10
Ap /10 − 1
⇒ (2)
As = −20 log10 Gs = 10 log10 (1 + ε2s ) εs = G−2
s − 1 = 10 s
A /10 − 1
Associated with these specifications, we define the following design parameters k, k1 :
Ωp εp
k= , k1 = (3)
Ωs εs
where k, k1 are known as the selectivity and discrimination parameters, respectively. Both are
less than unity. A narrow transition width would imply that k 1, whereas a deep stopband
2
or a flat passband would imply that k1 1. Thus, for most practical desired specifications, we
will have k1 k 1.
The magnitude responses of the analog lowpass Butterworth, Chebyshev, and elliptic filters
are given as functions of the analog frequency Ω by:†
1 Ω
|H(Ω)|2 = , w= (4)
1 + ε2p FN
2
(w) Ωp
where N is the filter order and FN (w) is a function of the normalized frequency w given by:
⎧
⎪
⎪ wN , Butterworth
⎪
⎪
⎪
⎪
⎪
⎨CN (w), Chebyshev, type-1
FN (w)= −1 (5)
⎪
⎪ k1 CN (k−1 w−1 )
⎪
⎪ , Chebyshev, type-2
⎪
⎪
⎪
⎩cd(NuK , k ), w = cd(uK, k),
1 1 Elliptic
where CN (x) is the order-N Chebyshev polynomial, that is, CN (x)= cos(N cos−1 x), and cd(x, k)
denotes the Jacobian elliptic function cd with modulus k and real quarter-period K.
The Chebyshev-2 definition looks a little peculiar, but it is equivalent to that given in [12].
Indeed, noting that k−1 w−1 = (Ωs /Ωp )(Ωp /Ω)= Ωs /Ω and that εs = εp k1−1 , we have:
1 1
|H(Ω)|2 = = (6)
1+ εp k1−2 /C2N (k−1 w−1 )
2
1 + εs /C2N (Ωs /Ω)
2
The normalized frequency w = 1 corresponds to the passband edge frequency Ω = Ωp ,

whereas the value w = Ωs /Ωp = 1/k corresponds to the stopband edge Ω = Ωs . The require-
ment that the passband and stopband specifications are met at the corners Ω = Ωp or w = 1
and Ω = Ωs or w = k−1 gives rise to the following conditions:
1 1
|H(Ωp )|2 = = ⇒ FN (1)= 1
1 + ε2p FN
2
(1) 1 + ε2p
(7)
1 1 εs 1
|H(Ωs )|2 = = ⇒ FN (k−1 )= =
1 + ε2p FN
2
(k−1 ) 1 + ε2s εp k1
Thus, in all four cases, the function FN (w) is normalized such that FN (1)= 1 and must
satisfy the following “degree equation” that relates the three design parameters N, k, k1 :†
FN (k−1 )= k1−1 (degree equation) (8)
In particular, we find that the degree equation takes the following forms in the Butterworth
and both Chebyshev cases:
ln(k1−1 ) ln(εs /εp )

k−N = k1−1 ⇒ N= =
ln(k−1 ) ln(Ωs /Ωp )
(9)
acosh(k1−1 ) acosh(εs /εp )
CN (k −1
)= k1−1 ⇒ N= −1
=
acosh(k ) acosh(Ωs /Ωp )
These equations may be solved for any one of the three parameters N, k, k1 in terms of the
other two. Often, in practice, one specifies Ωp , Ωs and εp , εs , which fix the values of k, k1 . Then,
† Ω is in units of radians per second and is related to the frequency f in Hz by Ω = 2πf . For digital filter design,
Ω is related to the physical digital frequency ω = 2πf /fs via the appropriate bilinear transformation, e.g., for a
lowpass design, Ω = tan(ω/2).
† For Chebyshev-2, it is F (1)= 1 that provides the desired relationship among N, k, k .
N 1
3
Eqs. (9) may be solved for N, which must be rounded up to the next integer value. Since N is
slightly increased, Eqs. (9) may be used to recompute either k in terms of N, k1 , or alternatively,
k1 in terms of N, k. Because k is an increasing function of N, and k1 , a decreasing one, it
follows that in either case, the final design will have slightly improved specifications, either by
making the transition width narrower, or by increasing the stopband or decreasing the passband
attenuations. Fig. 2 shows an example designed with Butterworth, Chebyshev types-1&2, and
elliptic filters. Fig. 3 shows the corresponding phase responses (their piece-wise nature arises
because they are always wrapped modulo 2π to lie within [−π, π].) The specifications were as
follows:
fp = 4, Gp = 0.95, Ap = −20 log10 Gp = 0.4455 dB
(10)
fs = 4.5, Gs = 0.05, As = −20 log10 Gs = 26.0206 dB
where the radian frequencies were computed as Ωp = 2πfp , Ωs = 2πfs . The design parameters
k, k1 were computed to be:
√
Ωp fp εp 10Ap /10 − 1 100.04455 − 1
k= = = 0.8889 , k1 = = √ = √ 2.60206 = 0.0165 (11)
Ωs fs εs 10As /10 − 1 10 −1
We note that the elliptic design has the smallest filter order N, and the Butterworth, the
largest. The difference between the Chebyshev designs is that type-1 is equiripple in the pass-
band, whereas type-2 is equiripple in the stopband. It follows from Eq. (5) that the replacement
1
CN (w)−→
k1 CN (k−1 w−1 )
causes the type-1 case to be replaced by the type-2 case, and the equal ripples in the passband
to become equal ripples in the stopband.
In the elliptic case, we want a filter that is equiripple in both the passband and the stopband,
as shown in Fig. 2. This will be accomplished if we can find a filter function FN (w) that is
equiripple in the passband and satisfies the identity:
1
FN (w)= (12)
k1 FN (k−1 w−1 )
which is equivalent to εp FN (Ω/Ωp )= εs /FN (Ωs /Ω), so that in this case the magnitude re-
sponse can be written as follows and will have ripples in both the passband and stopband:
1 1
|H(Ω)|2 = = (13)
1 + ε2p FN
2
(Ω/Ωp ) 1 + ε2s /FN
2
(Ωs /Ω)
We note that the Butterworth filter also satisfies Eq. (12), because of the degree equation
k1 = kN , but in this case FN (w) is monotonic in both the passband and the stopband.
2. Jacobian Elliptic Functions

Jacobian elliptic functions are a fascinating subject with many applications [13–20]. Here, we
give some definitions and discuss some of the properties that are relevant in filter design [8].
The elliptic function w = sn(z, k) is defined indirectly through the elliptic integral:

φ
w
dθ dt
z= = , w = sin φ (14)
0 1 − k2 sin2 θ 0 (1 − t2 )(1 − k2 t2 )
4
Butterworth, N = 35 Chebyshev −1, N = 10
1 1
0.9 0.9
0.8 0.8
0.7 0.7
|H( f )|
|H( f )|
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f
Chebyshev − 2, N = 10 Elliptic, N = 5
1 1
0.9 0.9
0.8 0.8
0.7 0.7
|H( f )|
|H( f )|
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f
Fig. 2 Butterworth, Chebyshev, and elliptic design examples.
where the second integral was obtained from the first by the change of variables t = sin θ and
w = sin φ. The parameter k is called the elliptic modulus † and is assumed to be a real number
in the interval 0 ≤ k ≤ 1. Thus, writing φ = φ(z, k), the function sn is defined as:
w = sn(z, k)= sin φ(z, k) (15)
The three related elliptic functions, cn, dn, cd, are defined by:
w = cn(z, k)= cos φ(z, k)

w = dn(z, k)= 1 − k2 sn2 (z, k) (16)
cn(z, k)
w = cd(z, k)=
dn(z, k)
In filter design, only the functions sn and cd are needed. In the limits k = 0 and k = 1, we
obtain the trigonometric and hyperbolic functions, respectively:
sn(z, 0)= sin z , sn(z, 1)= tanh z

cn(z, 0)= cos z , cn(z, 1)= sech z
(17)
dn(z, 0)= 1 , dn(z, 1)= sech z
cd(z, 0)= cos z , cd(z, 1)= 1
† In some discussions, as well as in MATLAB, the parameter m = k2 is used instead of k.
5
Butterworth, N = 35 Chebyshev −1, N = 10
180 180
120 120
Arg H( f ), (degrees)
60 60
0 0
−60 −60
−120 −120
−180 −180
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f
Chebyshev − 2, N = 10 Elliptic, N = 5
180 180
120 120
60 60
0 0
−60 −60
−120 −120
−180 −180
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f
Fig. 3 Phase responses.
The functions sn, cn, dn, cd satisfy the properties, where k = (1 − k2 )1/2 :
sn2 (z, k)+ cn2 (z, k)= 1

k2 sn2 (z, k)+ dn2 (z, k)= 1
dn2 (z, k)−k2 cn2 (z, k)= k2
(18)
k2 sn2 (z, k)+ cn2 (z, k)= dn2 (z, k)
1 − cd2 (z, k)
sn2 (z, k)=
1 − k2 cd2 (z, k)
The value of z at φ = π/2 in Eq. (14) defines the so-called complete elliptic integral of the
first kind, which is denoted by K(k) or simply K:

π/2
dθ
K= (complete elliptic integral) (19)
0 1 − k2 sin2 θ
It follows from the definitions (15) and (16) that sn(K, k)= 1 and cd(K, k)= 0. Associated
with an elliptic modulus k, we may define the complementary modulus k = (1 − k2 )1/2 and its
associated complete elliptic integral K(k ) denoted by K (k) or simply K :

π/2
π/2
dθ dθ
K = = , k = 1 − k2 (20)
0 1 − k2 sin2 θ 0 1 − (1 − k2 )sin2 θ
6
K(k) and K ’(k) K and K ’ plotted versus k2
4 4
3 K ’(k) 3
K ’(k)
2 2
K(k) K(k)
1 1
0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
k k2
Fig. 4 Complete elliptic integrals K(k) and K (k), where K(0)= K (1)= π/2.
The quantities K, K are referred to as quarter periods. At the end-point k = 0, we have

K = π/2, K = ∞; at the other end k = 1, we√have K = ∞, K = π/2. Fig. 4 shows a plot of
K, K versus k. The curves intersect at k = 1/ 2 and are symmetric if plotted versus k2 .
The significance of the quarter periods K, K is that sn and cd are doubly-periodic functions
in the z-plane with a real period 4K and a complex period 2jK . Fig. 5 shows the graphs of
w = sn(uK, k) and w = cd(uK, k) plotted over two real periods. The argument of the functions
is z = uK, where u is in units of the quarter period K, so that the range −4 ≤ u ≤ 4 is equivalent
to two real periods −4K ≤ z ≤ 4K. For k ≤ 0.5, sn(uK, k) and cd(uK, k) are almost identical
to the trigonometric functions sin(uπ/2) and cos(uπ/2), that is, to the limiting case k = 0.
We note that sn(z, k) is an odd function of z, and cd(z, k), an even function. Moreover, by
analogy with the property that a cosine and sine are shifted relative to each other by a quarter
period 2π/4 = π/2, that is, cos z = sin(z + π/2)= sin(π/2 − z), the functions cd and sn are
shifted by a quarter period K, satisfying the following identity, which is valid for all complex
values of z and can be used as an alternative definition of the function cd:
cd(z, k)= sn(z + K, k)= sn(K − z, k) (21)

The functions dn(uK, k) and dn(uK
This property is evident in Fig. 5. √ , k ) are plotted in

Fig. 6 for the values k = 0.8 and k = 1 − k = 0.6. Because dn(uK, k)= 1 − k2 sn2 (uK, k),
2
we have the range of variation k ≤ dn(uK, k)≤ 1, for real u, and similarly, k ≤ dn(uK , k )≤ 1.
Four additional properties, which will prove useful in filter design, are:

cd z + (2i − 1)K, k = (−1)i sn(z, k) , for any integer i (22)
cd(z + 2iK, k)= (−1)i cd(z, k) , for any integer i (23)

1
cd(z + jK , k)= (24)
k cd(z, k)
1
cd(jz, k)= , for real z (25)
dn(z, k )
In particular, setting z = 0 in (24), or, z = K in (25), we obtain:
1
cd(jK , k)= (26)
k
7
sn(uK,k) cd(uK,k)
1 k = 0.500 1 k = 0.500
k=0 k=0
0 0
−1 −1
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
u u
1 k = 0.900 1 k = 0.900
k=0 k=0
0 0
−1 −1
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
u u
1 k = 0.950 1 k = 0.950
k=0 k=0
0 0
−1 −1
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
u u
1 k = 0.999 1 k = 0.999
k=0 k=0
0 0
−1 −1
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
u u
Fig. 5 Elliptic functions sn and cd.
dn(uK,k), k = 0.8 dn(uK′,k′), k′ = 0.6

1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
u u
Fig. 6 The function dn with complementary moduli k = 0.8 and k = 0.6.
The naming convention of the Jacobian elliptic functions may be understood with reference
to the so-called fundamental rectangle on the complex z-plane with corners at {0, K, jK , K +
jK }, as shown in Fig. 7, where these corners are labeled with the letters S, C, N, D.
An elliptic function pq(z, k) is named such that the first letter p can be any of the four
letters {s, c, d, n}, and the second letter q, any of the remaining three letters. Thus, there are
4×3 = 12 Jacobian elliptic functions, namely, sn, sd, sc, cn, cd, cs, dn, dc, ds, ns, nd, nc.
Each function pq(z, k) has a simple zero at corner p and a simple pole at corner q of the
fundamental rectangle. For example, sn(z, k) has a zero at the point S, z = 0, and a pole at the
point N, z = jK . Similarly, cd(z, k) has a zero at the point C, z = K, and a pole at the point D,
z = K + jK . Moreover, the following relationships hold:
1 pr(z, k)
pq(z, k)= , pq(z, k)= (27)
qp(z, k) qr(z, k)
8
Fig. 7 The fundamental rectangle.
where r is any one of the letters {s, c, d, n} distinct from p and q, for example, as we saw in
Eq. (16), cd(z, k)= cn(z, k)/ dn(z, k).
The zeros and poles of the function pq are congruent modulo 2K and 2jK to those at the
corners p and q of the fundamental rectangle. In particular, the zeros and poles of cd(z, k),
shown in Fig. 8, are given follows, where n, m are arbitrary integers (positive, negative, or zero):
zeros: z = K + 2mK + 2njK = (2m + 1)K + 2njK

(28)
poles: z = K + jK + 2mK + 2njK = (2m + 1)K + (2n + 1)jK
Fig. 8 Pole and zero patterns of the function cd(z, k).
The functions w = cd(z, k) and w = sn(z, k) map the z-plane conformally onto the w-plane.
The smallest region of the z-plane that gets mapped onto the whole of the w-plane is called a
fundamental region. For each function pq(z, k), such a region is centered at the zero point p
and surrounded by four fundamental rectangles, each rectangle being mapped onto a particular
quadrant of the w-plane [8]. For example, the fundamental regions of the cd(z, k) and sn(z, k)
functions are centered at the points C and S, respectively, and are defined by:
cd(z, k): 0 ≤ Re z ≤ 2K , −K ≤ Im z ≤ K

(fundamental regions) (29)
sn(z, k): −K ≤ Re z ≤ K , −K ≤ Im z ≤ K
These are shown in Figs. 9 and 10. The w-plane quadrants to which the z-plane quadrants
map have been labeled by the quadrant numbers {1, 2, 3, 4}. In particular, we note in Fig. 9 that
the bottom two z-plane quadrants are mapped onto the first and second w-plane quadrants,
that is, z = z1 − jz2 with 0 ≤ z1 ≤ 2K and 0 < z2 < K gets mapped onto w = w1 + jw2
with w2 > 0. Because the s-plane is related to the frequency plane by s = jw, it follows that
the first and second w-plane quadrants will get mapped onto the left-hand s-plane, indeed,
9
Fig. 9 Fundamental region, quadrant mappings, and period rectangle of the function w = cd(z, k).
Fig. 10 Fundamental region, quadrant mappings, and period rectangle of the function w = sn(z, k).
s = j(w1 + jw2 )= −w2 + jw1 . This property will be used in the construction of the analog
filter’s left-hand s-plane poles.
Recalling that the periods of cd and sn are 4K and 2jK , we have doubled-up the fundamental
regions in Figs. 9 and 10 to cover one complete period rectangle, that is,
cd(z, k): 0 ≤ Re z ≤ 4K , −K ≤ Im z ≤ K
(period rectangles) (30)
sn(z, k): −K ≤ Re z ≤ 3K , −K ≤ Im z ≤ K
Of particular interest to filter design is the property that for the function w = cd(z, k), the
path around the fundamental rectangle C → S → N → D shown in Fig. 9, from the zero C to
the pole D, gets mapped onto the positive real w-axis, such that the individual path segments,
parametrized with the real parameter 0 ≤ u ≤ 1, get mapped as follows:
path C → S, 0 ≤ u ≤ 1, z = K − Ku ⇒ 0 ≤ w ≤ 1, passband
path S → N, 0 ≤ u ≤ 1, z = jK u ⇒ 1 ≤ w ≤ 1/k, transition region (31)
path N → D, 0 ≤ u ≤ 1, z = Ku + jK ⇒ 1/k ≤ w ≤ ∞, stopband
Because of the filter definition, Eq. (5), the above intervals of the w = Ω/Ωp axis will cor-
respond to the passband, transition region, and stopband. Similarly, the continuation of the
10
path to D → N− → S− → C covers the negative w-axis. To verify these properties, we
note that for the first segment C → S, the argument z = K − Ku is real and the values of
w = cd(K − Ku, k)= sn(Ku, k) will vary over the interval 0 ≤ w ≤ 1, as seen in Fig. 5. For the
segment S → N, using property (25), we have w = cd(juK , k)= 1/dn(uK , k ), which increases
from w = 1 at u = 0 to the value w = cd(jK , k)= 1/dn(K , k )= 1/k at u = 1. Finally, for the
segment N → D, we use the property (24) to get:
1
w = cd(Ku + jK , k)=
k cd(Ku, k)
with a starting value of k cd(0, k)= k in the denominator or w = 1/k, and an ending value of
k cd(K, k)= 0 or w = ∞.
In filter design, it is also required to be able to invert the functions w = cd(z, k) and
w = sn(z, k), that is, to determine the value of z corresponding to a given complex-valued w.
The resulting z is not unique. However, z becomes unique if it is restricted to lie within the fun-
damental region, that is, satisfying Eqs. (29). We will denote such an inverse by z = cd−1 (w, k)
or z = acd(w, k). We note that within a period rectangle there are two values of z, the one in
the fundamental region, the other in the adjacent region.
For example, if z = cd−1 (w, k) lies in the fundamental region, then z1 = 4K − z lies in the
adjacent region and both satisfy w = cd(z, k)= cd(z1 , k). Similarly, for the sn function the
inverses are z and z1 = 2K − z, with z satisfying −K ≤ Re z ≤ K and K ≤ Re z1 ≤ 3K, and
w = sn(z, k)= sn(z1 , k).
The MATLAB functions acde and asne mentioned in Sect. 4 allow the computation of the in-
verse functions. Because sn(z, k)= cd(K−z, k), the inverse of the sn function may be computed
from the inverse of cd by z = K − cd−1 (w, k).
3. Elliptic Rational Function and the Degree Equation

The analog filter characteristic function FN (w) was defined in the elliptic case by Eq. (5) in terms
of the cd function [8]:
FN (w)= cd(NuK1 , k1 ) , w = cd(uK, k) (32)
where w = cd(uK, k) may be inverted to give u as a function of w, that is, uK = cd−1 (w, k).
This indirect way of writing the function FN (w) is analogous to the Chebyshev-1 case, which
can be thought of as the limit k = k1 = 0 of the elliptic case:
CN (w)= cos(Nuπ/2) , w = cos(uπ/2) (33)
where in this limit K = K1 = π/2. In order for the function FN (w) to satisfy the identity of
Eq. (12), the three parameters N, k, k1 must satisfy the following constraint, which is known as
the degree equation for elliptic filters:
K K
N = 1 (degree equation) (34)
K K1
where K, K1 are the complete elliptic integrals (19) corresponding to the moduli k, k1 , and K , K1
are the complete elliptic integrals corresponding to the complementary moduli k = (1 − k2 )1/2
and k1 = (1 − k21 )1/2 . To verify this constraint, we use the definition (32) and Eq. (24) to obtain:

1 jK
k−1 w−1 = = cd(uK + jK , k)= cd
u+ K, k
k cd(uK, k) K
(35)
jK

jNK K1
FN (k−1 w−1 ) = cd N u + K1 , k1 = cd NuK1 + , k1
K K
11
and using Eq. (24) again, applied with respect to the modulus k1 , we have:
1 1
= = cd(NuK1 + jK1 , k1 ) (36)
k1 FN (w) k1 cd(NuK1 , k1 )
−1
Comparing Eqs. (35) and (36), we conclude that in order to satisfy FN (k−1 w−1 )= k1 FN (w) ,
the following identity must be satisfied for all u:

jNK K1 NK K1
cd NuK1 + , k1 = cd(NuK1 + jK1 , k1 ) ⇒ = K1 (37)
K K
from which Eq. (34) follows. We will see below that condition (8) that was obtained earlier,
FN (k−1 )= k1−1 (38)
actually provides the solution of Eq. (34) for the parameter k1 in terms of N, k, or for the param-
eter k in terms of N, k1 . Using Eq. (34), we may also determine the values of FN (w) along the
z-plane path C → S → N → D. It follows from Eq. (31) and (32) that
C → S, w = cd(K − Ku, k), FN (w)= cd(NK1 − NK1 u, k1 )

S → N,
w = cd(juK , k), FN (w)= cd(juK1 , k1 )= 1/dn(uK1 , k1 ) (39)
−1
N → D, w = cd(Ku + jK , k),
FN (w)= cd(NK1 u + jK1 , k1 )= k1 cd(NK1 u, k1 )
For the path C → S, FN (w) is equiripple and bounded by |FN (w)| ≤ 1. For the path S → N,
we have, using the degree equation (34):
1
w = cd (juK /K)K, k ⇒ FN (w)= cd jNK1 (juK /K), k1 = cd(juK1 , k1 )=
dn(uK1 , k1 )
the values 1 ≤|FN (w)| ≤ 1/k1 . Finally,

and therefore, FN (w) is an increasing function taking
for N → D, we have, using w = cd(Ku+jK , k)= cd (u+jK /K)K, k and the degree equation:
1
FN (w)= cd jNK1 (u + jK /K), k1 = cd(NK1 u + jK1 , k1 )=
k1 cd(NK1 u, k1 )
Thus, the inverse 1/FN (w)= k1 cd(NK1 u, k1 ) is equiripple and remains bounded in the
interval |1/FN (w)| ≤ k1 . These properties cause the magnitude response (4) to be equiripple
in the passband and stopband, and monotonically decreasing in the transition band.
Next, we construct FN (w) as a rational function of w. In the same way that Eq. (33) implies
that CN (w) is a polynomial of degree N, Eq. (32) implies that FN (w) will be a rational function
of w of order N.
Let us look briefly at the construction of CN (w) in terms of its zeros. Then, we will use
the same technique to construct FN (w). Setting N = 2L + r , where r = 0 if N is even, and
r = 1 if N is odd, with L representing the number of second-order sections, we note that
CN (w) is even in w if N is even, and odd if N is odd. Thus, CN (w) can be factored in the
form CN (w)= [w]r G(w2 ), where [w]r means that the factor w is present if r = 1 and absent
if r = 0, and G(w2 ) will be an L-th degree polynomial in w2 . To construct it, we solve the
equation CN (w)= 0, or
π π
cos(Nuπ/2)= 0 ⇒ Nui = (2i − 1) , or,
2 2
2i − 1
ui = , i = 1, 2, . . . , L (40)
N
12
with the zeros of CN (w) constructed by
ζi = cos(ui π/2) , i = 1, 2, . . . , L (41)
resulting in the Nth degree polynomial CN (w):

L
w2 − ζ 2
r i
CN (w)= [w] (42)
i=1
1 − ζi2
normalized such that CN (1)= 1. Thus, Eq. (42) is the representation of the polynomial CN (w)
in terms of its N zeros.
Next, we construct the function FN (w). It follows from the definition (32) that FN (w) will
be an even (odd) function of w if N is even (odd). Indeed, applying Eq. (23) with i = 1 and i = N:

−w = − cd(uK, k)= cd(uK + 2K, k)= cd (u + 2)K, k

FN (−w) = cd N(u + 2)K1 , k1 = cd(NuK1 + 2NK1 , k1 )
= (−1)N cd(NuK1 , k1 )= (−1)N FN (w)
The zeros of FN (w) are obtained by solving cd(NuK1 , k1 )= 0. It follows from Eq. (28) that:
cd(NuK1 , k1 )= 0 ⇒ Nui K1 = (2i − 1)K1 or,
2i − 1
ui = , i = 1, 2, . . . , L (43)
N
so that the ui are the same as those in Eq. (40). Thus, the corresponding zeros of FN (w) will be
at the frequencies wi = cd(ui K, k), and we denote them by:
ζi = cd(ui K, k) , i = 1, 2, . . . , L (44)
−1
Because of the relationship FN (k−1 w−1 )= k1 FN (w) , the frequencies wi = (kζi )−1 will
be the poles of FN (w). Thus, we may construct FN (w) as a rational function from its poles and
zeros, and normalize it such that FN (1)= 1:

L
w2 − ζi2 1 − k2 ζi2
r
FN (w)= [w] (45)
i=1
1 − w2 k2 ζi2 1 − ζi2
Eq. (45) is known as an elliptic rational function, or a Chebyshev rational function. We note
that in the limit k = 0, Eq. (44) reduces to (41), and Eq. (45) reduces to (42).
Next, we obtain the solution of the degree equation (34). Using the condition (38) and setting
w = 1/k and FN (w)= 1/k1 in Eq. (45), we obtain the following formula for k1 in terms of N, k:
2
r
L
k−2 − ζi2 1 − k2 ζi2 2L+r
L
1 − k2 ζi2
k1−1 = k−1 = k−1
i=1
1 − ζi2 1 − ζi2 i=1
1 − ζi2
Noting that N = 2L + r , this can be rearranged into:

L
k1 = kN sn4 (ui K, k) (degree equation) (46)
i=1
where we used the property (1 − ζi2 )/(1 − k2 ζi2 )= sn2 (ui K, k), which follows from the last
of Eqs. (18). Noting the invariance [11] of the degree equation (34) under the substitutions
13
k → k1 and k1 → k , we also obtain the exact solution for k in terms of N, k1 , expressed via the
complementary moduli k , k1 :

L
k = (k1 )N sn4 (ui K1 , k1 ) (degree equation) (47)
i=1
Eqs. (46) and (47)—known as the modular equations—were derived first by Jacobi in his
original treatise on elliptic functions [13] and have been used since in the context of elliptic
filter design [6,10,11].
The degree equation can also be solved approximately, and accurately, by working with the
nomes q, q1 corresponding to the moduli k, k1 . Exponentiating Eq. (34), we have:
q 1 = qN q = q11/N (48)

where the nomes are defined by q = e−πK /K and q1 = e−πK1 /K1 . Once q has been calculated
from N and q1 , the modulus k can be determined from the series expansion [17]:
∞ ⎛ ⎞2

⎜ qm(m+1) ⎟
√ ⎜
⎜ m=0
⎟
⎟
k = 4 q⎜ ⎟ (49)
⎜ ∞
⎟
⎝1 + 2 q m2 ⎠
m=1
which converges very fast. For example, keeping only the terms up to m = 7, gives a very
accurate approximation.
4. Landen Transformations
The key tool for the evaluation of the elliptic functions w = cd(z, k) and w = sn(z, k) at
any complex-valued argument z is the Landen transformation [8,18], which starts with a given
elliptic modulus k and generates a sequence of decreasing moduli kn via the following recursion,
initialized at k0 = k:
2
kn−1
kn = , n = 1, 2, . . . , M (50)
1 + kn−1
where kn−1 = (1 −kn−

2
1)
1/2
. The moduli kn decrease rapidly to zero. The recursion is stopped at
n = M when kM has become smaller than a specified tolerance level, for example, smaller than
the machine epsilon.† For all practical values of k, such as those in the range 0 ≤ k ≤ 0.999, the
recursion may be stopped at M = 5, with all subsequent kn being smaller than 10−15 , while for
k ≤ 0.99, the subsequent kn remain smaller than 10−20 . The recursion (50) may also be written
in the equivalent form:
1 − kn−1
kn =
1 + kn−1
The inverse of the recursion (50) is:

2 kn
kn−1 = , n = M, M−1, . . . , 1 (51)
1 + kn
The Landen recursions (50) imply the following recursions [18] for the complete elliptic
integral Kn = K(kn ) corresponding to the modulus kn :
† The machine epsilon for MATLAB is = 2−52 = 2.2204×10−16 .
14
Kn−1 = (1 + kn )Kn (52)
The recursion (52) can be repeated to compute the elliptic integral K = K(k) at the initial
modulus k, that is, K = K0 = (1 + k1 )K1 = (1 + k1 )(1 + k2 )K2 , and so on, yielding:
π
K = (1 + k1 )(1 + k2 )· · · (1 + kM )KM , KM = (53)
2
Because kM is almost zero, its elliptic integral will be essentially equal to KM = π/2. The
elliptic integral K can be computed in the same way by applying the Landen recursion to k .
Floating point accuracy limits the applicability of Eq. (53) to roughly the range 0 ≤ k ≤ kmax ,
where kmax = (1 − k2min )1/2 , with kmin = 10−6 . For k in the range kmax < k ≤ 1 − , where is
the machine epsilon, one may use the expansion:

k2 k
K = L + (L − 1) , L = − ln , k = (1 − k2 )1/2
2 4
The Landen transformations allow also the efficient evaluation of the elliptic functions cd and
sn via the following backward recursion, known as the Gauss transformation [18], and written
in the notation of [8]:

1 1 1
= + kn cd(uKn , kn ) (54)
cd(uKn−1 , kn−1 ) 1 + kn cd(uKn , kn )
for n = M, M−1, . . . , 1. The recursion is initialized at n = M where kM is so small that the
cd function is indistinguishable from a cosine, that is, cd(uKM , kM )
cos(uπ/2). Thus, the
computation of w = cd(uK, k), at any complex value of u, proceeds by calculating the quantities
wn = cd(uKn , kn ), initialized at wM = cos(uπ/2), and ending with w0 = w = cd(uK, k):
−1 1 −1
wn− 1 = w n + k n wn , n = M, M−1, . . . , 1 (55)
1 + kn
The function w = sn(uK, k) can be evaluated by the same recursion, initialized at wM =

sin(uπ/2). The recursion (55) can also be used to calculate the inverse cd and sn functions by
inverting it to proceed forward from n = 1 to n = M:
2wn−1
wn =
, n = 1, 2, . . . , M (56)
(1 + kn ) 1 + 1 − k2n−1 wn−
2
1
Starting with a given complex value w = cd(uK, k), and setting w0 = w, the recursion
will end at wM = cos(uπ/2), which may be inverted to yield u = (2/π)acos(wM ). Because
u is not unique,
it may be reduced to lie within its fundamental region, 0 ≤ Re(u)≤ 2 and
0 ≤ Im(u) ≤ K /K. The inverse of w = sn(uK, k) is obtained from the same recursion, but
with u = (2/π)asin(wM ), and reduced to lie in −1 ≤ Re(u)≤ 1 and 0 ≤ Im(u) ≤ K /K.
All elliptic function computations described above can be carried out by the following set of
MATLAB functions [30,31]:
landen Landen transformation, Eq. (50)
cde,acde cd elliptic function and its inverse, Eqs. (55) and (56)
sne,asne sn elliptic function and its inverse, Eqs. (55) and (56)
cne,dne cn and dn elliptic functions (for real arguments)
ellipk complete elliptic integral K(k), Eq. (53)
ellipdeg exact solution of degree equation (k from N, k1 ), Eq. (47)
ellipdeg1 exact solution of degree equation (k1 from N, k), Eq. (46)
ellipdeg2 solution of degree equation using nomes, Eq. (49)
elliprf elliptic rational function, Eq. (45)
15
5. Analog Elliptic Filter Design
The transfer function of an elliptic (as well as Butterworth and Chebyshev) lowpass analog filter
is constructed from its zeros and poles {zai , pai } in the second-order factored form:†
r

L
(1 − s/zai )(1 − s/z∗
1 ai )
Ha (s)= H0 (57)
1 − s/pa0 i=1
(1 − s/pai )(1 − s/p∗
ai )
where L is the number of analog second-order sections, related to the filter order by N = 2L + r .
Again, the notation [F]r means that the factor F is present if r = 1 and absent if r = 0. The
quantity H0 is the gain at Ω = 0 and is given as follows:
⎧
⎨1, Butterworth and Chebyshev-2
H0 = (58)
⎩G1−r , Chebyshev-1 and Elliptic
p
where Gp = (1 +ε2p )−1/2 is the passband gain. The variable s must be replaced by s = jΩ = j2πf
to get the filter’s frequency response. Multiplying the second-order factors, we may write the
transfer function in the form:
r
L

1 1 + Bi1 s + Bi2 s2
H(s)= H0 (59)
1 + A01 s i=1
1 + Ai1 s + Ai2 s2
where the numerator and denominator coefficients are given by

1 1
[1, Bi1 , Bi2 ] = 1, −2 Re ,
zai |zai |2
1 1
[1, Ai1 , Ai2 ] = 1, −2 Re , (60)
pai |pai |2
1
[1, A01 ] = 1, −
pa0
Because the magnitude response corresponding to Eq. (57) is given by
1 Ω
|H(Ω)|2 = 2 2 , w= , (61)
1 + εp FN (w) Ωp
it follows that the zeros zai will arise from the poles of FN (w), and the poles pai will arise from
2
the zeros of the denominator, that is, 1 + ε2p FN (w)= 0. We saw in the previous section that
the poles of FN (w) occur at the normalized frequencies wi = (kζi )−1 . Therefore, taking into
account the normalization factor Ωp , the denormalized s-plane zeros zai = Ωp jwi will be:
zai = Ωp j(kζi )−1 , i = 1, 2, . . . , L (s-plane zeros) (62)
2
The poles pai are found by solving the equation: 1 + ε2p FN (w)= 0, or,
1
FN (w)= ±j (63)
εp
The complex-frequency solutions wi of (63) determine the denormalized poles by setting
pai = Ωp jwi . The resulting left-hand s-plane poles pai are found to be:

pai = Ωp j cd (ui − jv0 )K, k , i = 1, 2, . . . , L (left-hand s-plane poles) (64)
† The Butterworth and Chebyshev-1 cases do not have any zero factors.
16
where the ui are the same as in Eq. (43), and v0 is the real-valued solution of the equation:

1 j j
sn(jv0 NK1 , k1 )= j ⇒ v0 = − sn−1 , k1 (65)
εp NK1 εp
As noted earlier in Fig. 9, the bottom two quadrants of the fundamental rectangle on the z-
or u-plane get mapped onto the left-hand s-plane. If N is odd, there is an additional real-valued
left-hand s-plane pole pa0 obtained from Eq. (64) by setting ui = 1 (which corresponds to the
index i = L + 1):
pa0 = Ωp j cd (1 − jv0 )K, k = Ωp j sn(jv0 K, k) (66)

To verify that wi = cd (ui − jv0 )K, k is a solution of Eq. (63), we use the definition (32),
property (22), and condition (65) to obtain:

FN (wi ) = cd (ui − jv0 )NK1 , k1 = cd(ui NK1 − jv0 NK1 , k1 )= cd (2i − 1)K1 − jv0 NK1 , k1
1
= (−1)i sn(−jv0 NK1 , k1 )= −(−1)i sn(jv0 NK1 , k1 )= ±j
εp
6. Design Example
To clarify the above design steps, we give the MATLAB code for calculating the zeros, poles, and
transfer function of the elliptic example of Fig. 2.
fp = 4; fs = 4.5; Gp = 0.95; Gs = 0.05; % filter specifications
Wp = 2*pi*fp; Ws = 2*pi*fs;
ep = sqrt(1/Gp^2 - 1); es = sqrt(1/Gs^2 - 1); % ripples εp = 0.3287, εs = 19.9750
k = Wp/Ws; % k = 0.8889
k1 = ep/es; % k1 = 0.0165
[K,Kp] = ellipk(k); % elliptic integrals K = 2.2353, K = 1.6646

[K1,K1p] = ellipk(k1); = 5.4937
% elliptic integrals K1 = 1.5709, K1
Nexact = (K1p/K1)/(Kp/K); N = ceil(Nexact); % Nexact = 4.6961, N = 5
k = ellipdeg(N,k1); % recalculated k = 0.9143
fs_new = fp/k; % new stopband fs = 4.3751
L = floor(N/2); r = mod(N,2); i = (1:L)’; % L = 2, r = 1, i = [1; 2]

u = (2*i-1)/N; zeta_i = cde(u,k); % ui = [0.2; 0.6], ζi = [0.9808; 0.7471]
za = Wp * j./(k*zeta_i); % filter zeros
v0 = -j*asne(j/ep, k1)/N; % v0 = 0.2331
pa = Wp * j*cde(u-j*v0, k); % filter poles

pa0 = Wp * j*sne(j*v0, k);
B = [ones(L,1), -2*real(1./za), abs(1./za).^2]; % numerator second-order sections

A = [ones(L,1), -2*real(1./pa), abs(1./pa).^2]; % denominator second-order sections
if r==0, % prepend first-order sections

B = [Gp, 0, 0; B]; % DC gain is H0 = Gp , if N is even
A = [1, 0, 0; A];
else
B = [1, 0, 0; B]; % DC gain is H0 = 1, if N is odd
17
A = [1, -real(1/pa0), 0; A];
end
f = linspace(0,10,2001);
for n=1:length(f), % calculate frequency response

s = j*2*pi*f(n); % s = jΩ = 2πjf
H(n) = prod((B(:,1) + B(:,2)*s + B(:,3)*s^2)./... % cascade filter sections
(A(:,1) + A(:,2)*s + A(:,3)*s^2));
end % alternatively, use H=fresp_a(B,A,f)
plot(f,abs(H),’r-’);
xlim([0,10]); ylim([0,1.1]); grid off;

set(gca, ’xtick’, 0:1:10); set(gca, ’ytick’, 0:0.1:1);
title(’Elliptic, N = 5’);
xlabel(’f’); ylabel(’|H(f)|’);
line([0,fp],[1,1]); line([fp,fp],[1,1.05]); % draw brick-wall specs

line([0,fp],[Gp,Gp]); line([fp,fp],[Gp,0]);
line([fs_new,10],[Gs,Gs]); line([fs,fs],[4*Gs,Gs]);
The filter order was determined by calculating the exact value of N that satisfies the degree
equation (34), that is, Nexact = (K1 /K1 )/(K /K), and then, rounding it up to the next integer.
With the slightly increased integer value of N, the degree equation is no longer satisfied with
the given k, k1 . To satisfy it exactly, we recalculate k from N, k1 using Eq. (47). The resulting
k is slightly larger than the original one, and hence, the effective stopband fs = fp /k will be
slightly smaller, making the transition width narrower. The calculated zeros and poles of the
filter are, for N = 5 and L = 2:
p0 = −15.1717
z1 = 28.0265j
p1 = −1.0115 + 25.4353j
z2 = 36.7945j
p2 = −6.2951 + 21.4113j
The resulting first- and second-order numerator and denominator coefficients of the transfer
function (57) are the rows of the matrices B and A, respectively:
⎡ ⎤ ⎡ ⎤
1 0 0 1 0.06591 0
⎢ ⎥ ⎢ ⎥
B = ⎣1 0 0.00127 ⎦ , A = ⎣1 0.00312 0.00154 ⎦ (67)
1 0 0.00074 1 0.02528 0.00201
Thus, the transfer function will be, with s = 2πjf :
1 1 + 0.00127 s2 1 + 0.00074 s2
H(s)= · ·
1 + 0.06591 s 1 + 0.00312 s + 0.00154 s 2 1 + 0.02528 s + 0.00201 s2
The following function ellipap2.m incorporates the above design steps and serves as a
substitute for MATLAB’s built-in function ellipap.
% ellipap2.m - analog lowpass elliptic filter design

%
% Usage: [z,p,H0,B,A] = ellipap2(N,Ap,As)
%
% N = filter order
% Ap = passband attenuation in dB
% As = stopband attenuation in dB
%
% z = vector of normalized filter zeros (in units of the passband frequency Ωp = 2π fp )
% p = vector of normalized filter poles
18
% H0 = DC gain factor
% B = matrix whose rows are the first- and second-order numerator coefficients
% A = matrix whose rows are the first- and second-order denominator coefficients
%
% notes: serves as a substitute for the built-in function ELLIPAP
% the gain factor g returned by ELLIPAP is related to the dc gain by g = abs(H0*prod(p)/prod(z))
%
% N = 2*L+r, r = mod(N,2), L = floor(N/2) = no. second-order sections
%
% length(p) = N, length(z) = 2*L
r L
1 (1 − s/zi )(1 − s/z∗ )
i
% transfer function: H(s) = H0
1 − s/p0 (1 − s/pi )(1 − s/p∗
i )
i=1
%
% normalized s-plane variable, s = jΩ/Ωp , Ω = 2π f , Ωp = 2π fp , fp = passband frequency
function [z,p,H0,B,A] = ellipap2(N,Ap,As)
if nargin==0, help ellipap2; return; end
Gp = 10^(-Ap/20); % passband gain

ep = sqrt(10^(Ap/10) - 1); % ripple factors
es = sqrt(10^(As/10) - 1);
k1 = ep/es;
k = ellipdeg(N,k1); % solve degree equation
L = floor(N/2); r = mod(N,2); % L is the number of second-order sections

i = (1:L)’; ui = (2*i-1)/N; zeta_i = cde(ui,k); % zeros of elliptic rational function
z = j./(k*zeta_i); % filter zeros = poles of elliptic rational function
v0 = -j*asne(j/ep, k1)/N; % solution of sn(jv0 NK1 , k1 ) = j/εp
p = j*cde(ui-j*v0, k); % filter poles

p0 = j*sne(j*v0, k); % first-order pole, needed when N is odd
B = [ones(L,1), -2*real(1./z), abs(1./z).^2]; % second-order numerator sections

A = [ones(L,1), -2*real(1./p), abs(1./p).^2]; % second-order denominator sections
if r==0, % prepend first-order sections

B = [Gp, 0, 0; B]; A = [1, 0, 0; A];
else
B = [1, 0, 0; B]; A = [1, -real(1/p0), 0; A];
end
z = cplxpair([z; conj(z)]); % append conjugate zeros

p = cplxpair([p; conj(p)]); % append conjugate poles
if r==1, p = [p; p0]; end % append first-order pole when N is odd
H0 = Gp^(1-r); % dc gain
7. Butterworth and Chebyshev Designs

For completeness, we discuss also the design of Butterworth, Chebyshev-1, and Chebyshev-2
analog filters. For given specifications {Ωp , Ωs , Ap , As }, one calculates the parameters k, k1
from Eq. (3), and solves for the filter order from Eq. (9), rounding it up to the next integer. In all
cases, the filter poles are obtained by solving the equation:
2 2 1
1 + ε2p FN (w)= 0 ⇒ FN (w)= − (68)
εp2
19
As in the elliptic case, we define the quantities:
N−r 2i − 1
r = mod(N, 2) , L= , ui = , i = 1, 2, . . . , L (69)
2 N
For the Butterworth case, we obtain the conjugate poles {pai , p∗

ai } of the second-order factors
of Eq. (57) and the real-valued pole pa0 when N is odd (corresponding to the value ui = 1):
pai = Ωp ε−
p
1/N
jejui π/2 , i = 1, 2, . . . , L
(Butterworth) (70)
pa0 = Ωp ε−
p
1/N
jejπ/2 = −Ωp ε−
p
1/N
We note that the quantity Ω0 = Ωp ε−

p
1/N
is the 3-dB frequency of the Butterworth filter.
Indeed, since Ω20N = Ωp
2N
/ε2p , the magnitude response can be written as
1 1 1
|H(Ω)|2 = = 2 N = 2N
1 + ε2p w2N Ω Ω
1 + ε2p 1+
Ωp Ω0
In the Chebyshev-1 case, we have:

pai = Ωp j cos (ui − jv0 )π/2 , i = 1, 2, . . . , L
(Chebyshev-1) (71)
pa0 = Ωp j cos (1 − jv0 )π/2 = −Ωp sinh(v0 π/2)
where v0 is obtained from the solution of:
1 asinh(1/εp )
sinh(Nv0 π/2)= ⇒ v0 = (72)
εp Nπ/2
In the Chebyshev-2 case, the transfer function (57) has both poles and zeros, the latter arising
from the numerator of Eq. (6), that is,
1 C2N (k−1 w−1 )

|H(Ω)|2 = =
1 + ε2p k1−2 /C2N (k−1 w−1 ) C2N (k−1 w−1 )+ε2p k1−2
The resulting conjugate s-plane zeros {zai , z∗ ∗

ai } and poles {pai , pai }, and the extra real-valued
pole pa0 when N is odd, are essentially the inverses of those of the Chebyshev-1 case because
of the correspondence w → k−1 w−1 :
k−1 z−1 −1
ai = Ωp j cos(ui π/2) , i = 1, 2, . . . , L

k−1 p−1 −1
ai = Ωp j cos (ui − jv0 )π/2 , i = 1, 2, . . . , L (Chebyshev-2) (73)

k−1 p−1 −1 −1
a0 = Ωp j cos (1 − jv0 )π/2 = −Ωp sinh(v0 π/2)
where v0 is the solution of the equation:
asinh(εs )
sinh(Nv0 π/2)= εp k1−1 = εs ⇒ v0 = (74)
Nπ/2
Because k is used in Eq. (73), it must be recalculated by solving
the second of Eqs. (9) for k
in terms of k1 and the rounded-up value of N, that is, k = 1/cosh acosh(k1−1 )/N .
20
In all cases, the poles lie in the left-hand s-plane, that is, Re(pai )< 0. The overall transfer
function is constructed by Eqs. (58)–(60), where in the Butterworth and Chebyshev-1 cases one
may set Bi1 = Bi2 = 0 in the second-order numerator factors.
In all cases, the passband specification is matched exactly, while the stopband specification
is exceeded because of the rounding of the exact N to the next integer.
The above design steps, as well as those for elliptic filters, have been incorporated into the
MATLAB function lpa.m, listed below:
% lpa.m - lowpass analog filter design

%
% function [N,B,A] = lpa(Wp, Ws, Ap, As, type)
%
% Wp,Ws = passband and stopband frequencies in rad/sec
% Ap,As = passband and stopband attenuations in dB
% type = 0,1,2,3 for Butterworth, Chebyshev-1, Chebyshev-2, Elliptic
%
% N = filter order
% B,A = (L+1)x3 matrices of numerator and denominator coefficients, L=floor(N/2)
function [N,B,A] = lpa(Wp, Ws, Ap, As, type)
if nargin==0, help lpa; return; end
ep = sqrt(10^(Ap/10)-1); es = sqrt(10^(As/10)-1);
k = Wp/Ws; k1 = ep/es; % selectivity and discrimination parameters
switch type % determine order N

case 0
Nexact = log(1/k1) / log(1/k);
N = ceil(Nexact);
case 1
Nexact = acosh(1/k1) / acosh(1/k);
N = ceil(Nexact);
case 2
Nexact = acosh(1/k1) / acosh(1/k);
N = ceil(Nexact);
k = 1/cosh(acosh(1/k1) / N); % recalculate k to satisfy degree equation
case 3
[K,Kp] = ellipk(k);
[K1,K1p] = ellipk(k1);
Nexact = (K1p/K1)/(Kp/K);
N = ceil(Nexact);
k = ellipdeg(N,k1); % recalculate k to satisfy degree equation
end
r = mod(N,2); L = (N-r)/2; i = (1:L)’; u=(2*i-1)/N;
switch type % determine poles and zeros

case 0
pa = Wp * j * exp(j*u*pi/2) / ep^(1/N);
pa0 = -Wp / ep^(1/N);
case 1
v0 = asinh(1/ep) / (N*pi/2);
pa = Wp * j * cos((u-j*v0)*pi/2);
pa0 = -Wp * sinh(v0*pi/2);
case 2
v0 = asinh(es) / (N*pi/2);
za = Wp ./ (j*k*cos(u*pi/2));
pa = Wp ./ (j*k*cos((u-j*v0)*pi/2));
pa0 = -Wp / (k*sinh(v0*pi/2));
case 3
v0 = -j * asne(j/ep, k1) / N;
21
za = Wp * j ./(k*cde(u,k));
pa = Wp * j * cde(u-j*v0, k);
pa0 = Wp * j * sne(j*v0, k);
end
B = [ones(L+1,1), zeros(L+1,2)];
A = [ones(L,1), -2*real(1./pa), abs(1./pa).^2]; % determine coefficient matrices
A = [[1, -r*real(1/pa0), 0]; A];
if type==2 | type==3,
B(2:L+1,:) = [ones(L,1), -2*real(1./za), abs(1./za).^2];
end
Gp = 10^(-Ap/20);
if type==1 | type==3, % adjust dc gain

B(1,1) = Gp^(1-r);
end
The elliptic portion of lpa is essentially equivalent to ellipap2. The function outputs the
filter order N and the numerator and denominator coefficient matrices B, A, as given for example
in Eq. (67), with the corresponding transfer function given by Eq. (59). The graphs of Fig. 2 can
be generated by the following code fragment:
fp = 4; fs = 4.5;
Wp = 2*pi*fp; Ws = 2*pi*fs;
Gp = 0.95; Gs = 0.05;
Ap = -20*log10(Gp); As = -20*log10(Gs);
type = 3; % type = 0,1,2,3 for butter, cheby-1, cheby-2, elliptic
[N,B,A] = lpa(Wp,Ws,Ap,As,type);
f = linspace(0,10,1001);
s = j*2*pi*f; % s-domain
H = 1;
for i=1:size(B,1),
H = H .* (B(i,1) + B(i,2)*s + B(i,3)*s.^2) ./ (A(i,1) + A(i,2)*s + A(i,3)*s.^2);
end
plot(f,abs(H),’r’);
xtick(0:1:10); ylim([0,1.1]); ytick(0:0.1:1); grid off;
line([0,fp],[1,1],’LineStyle’,’:’);
line([fp,fp],[1,1.05],’LineStyle’,’:’);
line([0,fp],[Gp,Gp]); line([fp,fp],[Gp,0]);
line([fs,10],[Gs,Gs]); line([fs,fs],[4*Gs,Gs]);
8. Highpass, Bandpass, and Bandstop Analog Filters

The design of highpass, bandpass, or bandstop filters can be accomplished by applying an s-
domain frequency transformation that maps a lowpass analog prototype to the desired filter.
Such a transformation takes the following form, where s is the equivalent lowpass variable:
s = F(s) (75)
The specifications of the desired highpass, bandpass, or bandstop filter are mapped by the
same transformation into specifications, such as {Ωp , Ωs , Ap , As }, for the equivalent lowpass
22
Fig. 11 Specifications of HP, BP, BS filters and of the equivalent LP filter.
filter. Based on the transformed specifications, the equivalent lowpass filter’s transfer function
can be designed in the following form (using for example the function lpa):
r
L

1 1 + Bi1 s + Bi2 s2
HLP (s )= H0 (76)
1 + A01 s i=1
1 + Ai1 s + Ai2 s2
and then mapped onto the desired filter by:

H(s)= HLP (s )= HLP F(s) (77)
The brick-wall specifications of the highpass, bandpass, and bandstop filters, and the corre-
sponding specifications of the equivalent lowpass filter are shown in Fig. 11.
The mapping function F(s) and the corresponding mapping specifications are given as fol-
lows in the three cases. For highpass designs, define:
1 1 1
s = , Ωp = , Ωs = (78)
s Ωp Ωs
For bandpass designs, the bandwidth and center frequency of the passband are:

ΔΩ = Ωp2 − Ωp1 , Ω0 = Ωp1 Ωp2 (79)
Then, the corresponding LP parameters are:
Ω20
s = s + , Ωp = ΔΩ , Ωs = min |Ωs1 |, |Ωs2 | (80)
s
where
Ω20 Ω20
Ωs1 = Ωs1 − , Ωs2 = Ωs2 − (81)
Ωs1 Ωs2
23
These are justified as follows. Setting s = jΩ and s = jΩ into Eq. (80), we obtain the
corresponding mapping of the bandpass frequency Ω to the lowpass frequency Ω :
Ω20
Ω = Ω −
Ω
and demand that the passband interval [Ωp1 , Ωp2 ] get mapped onto [−Ωp , Ωp ], that is,
Ω20 Ω20
−Ωp = Ωp1 − , Ωp = Ωp2 −
Ωp1 Ωp2
These may be solved to give:
Ωp = Ωp2 − Ωp1 , Ω20 = Ωp1 Ωp2
Once Ω0 is fixed from the passband frequencies, it is no longer possible to map the stopband
interval [Ωs1 , Ωs2 ] onto the symmetric lowpass interval [−Ωs , Ωs ]. Therefore, Ωs is selected
on the basis of the shorter of the two mapped stopband frequencies of Eq. (81).
For bandstop filters, the bandwidth ΔΩ and center frequency Ω0 are selected on the basis
of the stopband interval:
ΔΩ = Ωs2 − Ωs1 , Ω0 = Ωs1 Ωs2 (82)
Then, the corresponding LP parameters are:
1 1
s = , Ωp = max |Ωp1 |, |Ωp2 | , Ωs = (83)
Ω2 ΔΩ
s+ 0
s
where
1 1
Ωp1 = , Ωp2 = (84)
Ω20 Ω20
Ωp1 − Ωp2 −
Ωp1 Ωp2
In all three cases, once the equivalent frequencies Ωp , Ωs have been determined, the selec-
tivity parameter can be calculated by k = Ωp /Ωs . The discrimination parameter k1 = εp /εs
remains the same. Based on the values of k, k1 , the equivalent lowpass filter can be designed as
a Butterworth, Chebyshev, or elliptic filter.
Fig. 12 shows some design examples. To clarify the design steps, the following code fragment
implements the elliptic bandpass example:
fp1=3; fp2=6; fs1=2.5; fs2=6.5;

Wp1 = 2*pi*fp1; Wp2 = 2*pi*fp2; Ws1 = 2*pi*fs1; Ws2 = 2*pi*fs2;
Gp = 0.95; Gs = 0.05;
Ap = -20*log10(Gp); As = -20*log10(Gs);
Wp = Wp2-Wp1; W0 = sqrt(Wp1*Wp2);
W1 = Ws1 - W0^2/Ws1; W2 = Ws2 - W0^2/Ws2;
Ws = min(abs([W1,W2]));
type = 3;
[N,B,A] = lpa(Wp,Ws,Ap,As,type);
f = linspace(0,10,1001); s = j*2*pi*f;
s = s + W0^2./s; % division by zero warning can be ignored
H = 1;
for i=1:size(B,1),
H = H .* (B(i,1) + B(i,2)*s + B(i,3)*s.^2) ./ (A(i,1) + A(i,2)*s + A(i,3)*s.^2);
24
HP, Butterworth, N=35 BP, Butterworth, N=19 BS, Butterworth, N=19
1 1 1
0.9 0.9 0.9
0.8 0.8 0.8
0.7 0.7 0.7
0.6 0.6 0.6
0.5 0.5 0.5
0.4 0.4 0.4
0.3 0.3 0.3
0.2 0.2 0.2
0.1 0.1 0.1
0 0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f f
HP, Chebyshev−1, N=10 BP, Chebyshev−1, N=8 BS, Chebyshev−1, N=8
1 1 1
0.9 0.9 0.9
0.8 0.8 0.8
0.7 0.7 0.7
0.6 0.6 0.6
0.5 0.5 0.5
0.4 0.4 0.4
0.3 0.3 0.3
0.2 0.2 0.2
0.1 0.1 0.1
0 0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f f
HP, Chebyshev−2, N=10 BP, Chebyshev−2, N=8 BS, Chebyshev−2, N=8
1 1 1
0.9 0.9 0.9
0.8 0.8 0.8
0.7 0.7 0.7
0.6 0.6 0.6
0.5 0.5 0.5
0.4 0.4 0.4
0.3 0.3 0.3
0.2 0.2 0.2
0.1 0.1 0.1
0 0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f f
HP, Elliptic, N=5 BP, Elliptic, N=5 BS, Elliptic, N=5
1 1 1
0.9 0.9 0.9
0.8 0.8 0.8
0.7 0.7 0.7
0.6 0.6 0.6
0.5 0.5 0.5
0.4 0.4 0.4
0.3 0.3 0.3
0.2 0.2 0.2
0.1 0.1 0.1
0 0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f f
Fig. 12 Highpass, bandpass, and bandstop analog filters.
end
plot(f,abs(H),’r’);
xtick(0:1:10); ylim([0,1.1]); ytick(0:0.1:1); grid off;
line([fp1,fp2],[1,1],’LineStyle’,’:’);
line([fp1,fp1],[1,1.05],’LineStyle’,’:’); line([fp2,fp2],[1,1.05],’LineStyle’,’:’);
line([fp1,fp2],[Gp,Gp]); line([fp1,fp1],[Gp,0]); line([fp2,fp2],[Gp,0]);
25
line([0,fs1],[Gs,Gs]); line([fs1,fs1],[4*Gs,Gs]);
line([fs2,10],[Gs,Gs]); line([fs2,fs2],[4*Gs,Gs]);
9. Digital Filter Design

Digital filters may be designed by the bilinear transformation method carried out by the follow-
ing steps: (a) the specifications of the digital filter are transformed into equivalent specifications
for a lowpass analog prototype filter, (b) the analog prototype is designed as a Butterworth,
Chebyshev, or elliptic filter using the methods discussed above, and (c) the analog filter’s trans-
fer function Ha (s) is transformed into the desired digital filter’s transfer function H(z) with
an appropriate bilinear transformation, that is, a mapping between the s-plane and the z-plane
of the form s = f (z):

H(z)= Ha (s)
= Ha f (z) (85)
s=f (z)
The mappings used for lowpass, highpass, bandpass, and bandstop filters, and the corre-
sponding frequency mappings obtained by setting s = jΩ and z = ejω , where Ω is the equivalent
analog frequency and ω = 2πf /fs , the digital frequency, are as follows:

1 − z−1 ω
(LP) s= , Ω = tan
1 + z−1 2
−1
1+z ω
(HP) s= , Ω = − cot
1 − z−1 2
(86)
−1 −2
1 − 2c0 z + z c0 − cos ω
(BP) s= , Ω=
1 − z−2 sin ω
1 − z−2 sin ω
(BS) s= , Ω=−
1 − 2c0 z−1 + z−2 c0 − cos ω
where c0 = cos ω0 , with ω0 corresponding to the center of the bandpass or bandstop filter.
10. Pole and Zero Transformations

We begin with lowpass digital filters constructed with the lowpass bilinear transformation:
1 − z−1
s= (87)
1 + z−1
Assuming that the equivalent lowpass analog filter Ha (s) has already been constructed in
terms of its zeros and poles, the lowpass digital filter’s transfer function will be:
r

L
(1 − s/zai )(1 − s/z∗
1 ai )
HLP (z)= Ha (s) −1
s= 11−z
= H0
(88)
+z−1 1 − s/pa0 (1 − s/pai )(1 − s/p∗
ai ) −1
i=1 s= 11−z
+z−1
After mapping the analog s-plane poles and zeros {pai , zai } to the digital z-plane poles and
zeros {pi , zi } by Eq. (87), the resulting digital transfer function will have the form:
r
1 + z−1
L
(1 − zi z−1 )(1 − z∗ −1
2 i z )
HLP (z)= H0 G0 |Gi | ∗ (89)
1 − p0 z−1 i=1
(1 − pi z−1 )(1 − pi z−1 )
1+s
Noting that the inverse of Eq. (87) is z = , the digital poles and zeros are computed by:
1−s
26
1 + pa0 1 + pai 1 + zai
p0 = , pi = , zi = , i = 1, 2, . . . , L (90)
1 − pa0 1 − pai 1 − zai
and the gains factors, by:
1 − p0 1 − pi
G0 = , Gi = (91)
2 1 − zi
Eq. (89) follows from the transformation identity of each s-plane pole/zero factor:
1 − s/zai 1 − zi z−1 1 − pi
= Gi , Gi = (92)
1 − s/pai 1 − pi z−1 1 − zi
The zeros of the Butterworth and Chebyshev-1 cases are simply zi = −1 as follows by
setting zai = ∞ in Eq. (90). Highpass digital filters can designed by mapping the lowpass analog
prototype by the highpass version of the bilinear transformation:
1 + z−1
s= (93)
1 − z−1
which amounts to making the replacement z−1 → −z−1 in the lowpass case. Replacing the
lowpass poles and zeros {pi , zi } by their negatives, one obtains the highpass transfer function:
r

L
(1 − s/zai )(1 − s/z∗
1 ai )
HHP (z) = H0
1 − s/pa0 i=1
(1 − s/pai )(1 − s/p∗
ai ) +z−1
s= 11−z−1
(94)
r
1 − z−1
L
(1 − zi z−1 )(1 − z∗ −1
i z )
= H0 G0 |Gi |2 ∗ −1
1 − p0 z−1 i=1
−
(1 − pi z )(1 − pi z )
1
where the highpass digital poles and zeros are now given by:
1 + pa0 1 + pai 1 + zai

p0 = − , pi = − , zi = − , i = 1, 2, . . . , L (95)
1 − pa0 1 − pai 1 − zai
and the gains factors, by:

1 + p0 1 + pi
G0 = , Gi = (96)
2 1 + zi
More generally, the lowpass analog filter can be mapped first into a lowpass digital filter
using Eq. (87), which can subsequently be mapped by a z-domain frequency transformation
[21,22] to a highpass, bandpass, or bandstop digital filter:
LP analog LP digital HP/BP/BS digital

s-plane −→ ẑ-plane −→ z-plane (97)
Ha (s) Ĥ(ẑ) H(z)
For bandpass designs, the required transformations take the two-step form:
1 − ẑ−1 1 − 2c0 z−1 + z−2 z−1 (c0 − z−1 )

s= = , ẑ−1 = (98)
1 + ẑ−1 1 − z−2 1 − c0 z−1
where c0 = cos ω0 and ω0 = 2πf0 /fs is the center frequency of the bandpass filter. Setting
ω0 = π or c0 = −1 yields the highpass case, which has ẑ−1 = −z−1 . The lowpass case
corresponds to ω0 = 0 or c0 = 1, which gives ẑ = z.
27
The mapping s → ẑ transforms a lowpass analog filter Ha (s) into lowpass digital filter Ĥ(ẑ),
which is further transformed into a bandpass digital filter HBP (z) by the mapping ẑ → z, that
is, the transfer functions are related by:

HBP (z)= Ĥ(ẑ)
z−1 (c0 −z−1 )
= Ha (s)
1−ẑ−1
(99)
ẑ−1 = 1−c0 z−1
s= 1+ẑ−1
For bandstop designs, we may use:
1 − ẑ−1 1 − z−2 z−1 (c0 − z−1 )

s= = , ẑ−1 = − (100)
1 + ẑ−1 1 − 2c0 z−1 + z−2 1 − c0 z−1
with transfer functions related by:

HBS (z)= Ĥ(ẑ)
z−1 (c0 −z−1 )
= Ha (s)
−1
(101)
ẑ−1 =− 1−c0 z−1
s= 11−ẑ
+ẑ−1
The bandpass and bandstop cases can be combined into one by defining:
$
1 − ẑ−1 z−1 (c0 − z−1 ) +1, BP case
s= , ẑ−1 = q , q= (102)
1 + ẑ−1 1 − c0 z−1 −1, BS case
The transfer functions will be related by:

H(z)= Ĥ(ẑ)
qz−1 (c0 −z−1 )
= Ha (s)
−1
(103)
ẑ−1 = 1−c z−1
s= 11−ẑ
+ẑ−1
0
Setting s = jΩ, ẑ = ejω̂ , and z = ejω , we find the corresponding frequency relationships:
⎧ c − cos ω
⎪
⎪ 0
, if q = 1
⎪
⎨
ω̂ sin ω
Ω = tan = (104)
2 ⎪
⎪ sin ω
⎪
⎩− , if q = −1
c0 − cos ω
Because ẑ depends quadratically on z, each lowpass analog s-plane pole pai will first get
mapped into a lowpass digital ẑ-plane pole p̂i , which will then be mapped into two z-plane
poles, say, p+ −
i , pi . The pole p̂i is constructed from the analog pole pai via Eq. (102):
1 − p̂−
i
1
1 + pai
pai = ⇒ p̂i = (105)
1 + p̂−
i
1
1 − pai
then, the pole pairs p±

i are obtained as the two solutions for pi of the equation:

pi (c0 − pi ) 1
p̂i = q ⇒ p±
i = c0 (1 + qp̂i )± c20 (1 + qp̂i )2 −4qp̂i (106)
1 − c 0 pi 2
Because ẑ remains invariant under the substitution z → z = (c0 − z)/(1 − c0 z), that is,
z(c0 − z) z (c0 − z ) c0 − z c0 − z
ẑ = q =q , with z = , z= , (107)
1 − c0 z 1 − c 0 z 1 − c0 z 1 − c 0 z
it follows that the pair p+ −

i , pi can be constructed, alternatively, by:

1 c0 − p +
p+
i = c0 (1 + qp̂i )+ c20 (1 + qp̂i )2 −4qp̂i , p−
i =
i
(108)
2 1 − c 0 p+ i
28
Thus, Eqs. (105) and (108) allow the mapping of the analog poles to the final digital filter
poles. The analog zeros zai are mapped in a similar way to the zeros ẑi and then to z+ −
i , zi .
Using Eqs. (102), (105), and (108), the following identity can be verified easily:
1 − s/zai 1 − ẑi ẑ−1 (1 − z + −1 − −1

i z )(1 − zi z ) 1 − p̂i
= Gi = G i , Gi = (109)
1 − s/pai 1 − p̂i ẑ−1 (1 − pi z−1 )(1 − p−
+ −1
i z ) 1 − ẑi
It follows that the transfer function can be expressed in the equivalent factored forms:
r

L
(1 − s/zai )(1 − s/z∗
1 ai )
H(z) = H0
1 − s/pa0 i=1
(1 − s/pai )(1 − s/p∗
ai ) 1−ẑ−1
s= 1+ẑ−1
r

1 + ẑ−1
L
(1 − ẑi ẑ−1 )(1 − ẑ∗ −1
i ẑ )
= H0 G0 |Gi |2
1 − p̂0 ẑ−1 i=1
(1 − p̂i ẑ−1 )(1 − p̂∗ −1
i ẑ ) qz−1 (c0 −z−1 )
ẑ−1 = 1−c z−1
0 (110)
r
(1 − z +
0z
−1
)(1 − z−
0z
−1
)
= H0 G 0 + −1 − −1 ·
(1 − p0 z )(1 − p0 z )

L
(1 − z+ −1 +∗ −1
L
(1 − z− −1 −∗ −1
i z )(1 − zi z ) i z )(1 − zi z )
|Gi | · |Gi |
i=1
(1 − pi z )(1 − p+∗
+ −1 −1
i z ) i=1
(1 − pi z )(1 − p−∗
− −1 −1
i z )
The poles p±
0 arise from the mapping of the analog pole pa0 :

1 + pa0 1
p̂0 = ⇒ p±
0 = c0 (1 + qp̂0 )± c20 (1 + qp̂0 )2 −4qp̂0 (111)
1 − pa0 2
Because pa0 is real, p± ±

0 are either both real-valued or conjugate pairs. The zeros z0 arise from
mapping the analog zero za0 = ∞ to ẑ0 = −1, and are given in the two cases q = ±1 by:
$
1 ±1 , if q = 1
ẑ0 = −1 ⇒ z±
0 = c0 (1 + qẑ0 )± c20 (1 + qẑ0 )2 −4qẑ0 = (112)
2 e±jω0 , if q = −1
Thus, the corresponding numerator second-order factor becomes:

$
1 − z−2 , if q = 1
(1 − z+
0z
−1
)(1 − z−
0z
−1
)= −1 −2
(113)
1 − 2c0 z +z , if q = −1
Such are also the other numerator factors in the Butterworth and Chebyshev-1 cases.
In summary, Eq. (110) expresses H(z) as a product of second-order sections, which is usually
the preferred form. By combining the last two groups of L second-order factors, we may express
H(z) as a cascade of L fourth-order sections:
r
(1 − z + 0z
−1
)(1 − z−0z
−1
)
H(z) = H0 G0 ·
(1 − p + 0z
−1 )(1 − p− z−1 )
0
(114)
L + −1
)(1 − z+∗ −1 − −1 −∗ −1
2 (1 − z i z i z )(1 − zi z )(1 − zi z )
|Gi |
i=1
(1 − p + −1 +∗ −1 − −1 −∗ −1
i z )(1 − pi z )(1 − pi z )(1 − pi z )
Eq. (110) includes also the LP and HP cases, which have q = 1 and c0 = ±1 resulting in ẑ = ±z.
The second group of L sections reduces to unity because p− + +
i = (c0 − pi )/(1 − c0 pi )= ±1 when
− − −
c0 = ±1, and similarly zi = ±1, as well as, p0 = z0 = ±1.
29
We note finally that the mappings defined in Eq. (102) preserve the causality and stability of
the filters, in the sense that they map left-hand s-plane poles to poles inside the ẑ-plane unit
circle, to poles inside the z-plane unit circle. These follows from the relationships:
1 − |ẑ|2 |c0 − z|2 + s20

Re(s)= , 1 − |ẑ|2 = (1 − |z|2 ) , s0 = sin ω0 (115)
|ẑ + 1|2 |1 − c0 z|2
which show that Re(s)≤ 0 is equivalent to |ẑ| ≤ 1 and to |z| ≤ 1.
11. Transformation of the Frequency Specifications

The design specifications for lowpass, highpass, bandpass, and bandstop digital filters, and the
specifications of the equivalent lowpass analog filter are shown in Fig. 13, where f is in Hz and
fs is the sampling rate. The frequency transformation equations (86) give rise to the following
procedures for mapping the given specifications into the analog ones.
For lowpass filters having passband and stopband frequencies fpass < fstop < fs /2, we calcu-
late ωpass = 2πfpass /fs , ωstop = 2πfstop /fs , and

ωpass ωstop
Ωp = tan , Ωs = tan (116)
2 2
For highpass designs with passband and stopband frequencies fstop < fpass < fs /2, we
calculate ωpass = 2πfpass /fs , ωstop = 2πfstop /fs , and:

ωpass ωstop
Ωp = cot , Ωs = cot (117)
2 2
Fig. 13 Specifications of digital and equivalent analog filters (fs is the sampling frequency).
30
For bandpass designs with a passband interval [fp1 , fp2 ] given as a subset of a stopband
interval [fs1 , fs2 ], we calculate the analog filter’s parameters as follows, where ωp1 = 2πfp1 /fs ,
ωp2 = 2πfp2 /fs , ωs1 = 2πfs1 /fs , ωs2 = 2πfs2 /fs :
sin(ωp1 + ωp2 ) cos ω0 − cos ωs1 cos ω0 − cos ωs2

cos ω0 = , Ωs1 = , Ωs2 =
sin ωp1 + sin ωp2 sin ωs1 sin ωs2
(118)
ωp2 − ωp1
Ωp = tan , Ωs = min |Ωs1 |, |Ωs2 |
2
These choices match the passband specifications. An alternative choice that matches the
stopband specifications is as follows:
sin(ωs1 + ωs2 ) cos ω0 − cos ωp1 cos ω0 − cos ωp2

cos ω0 = , Ωp1 = , Ωp2 =
sin ωs1 + sin ωs2 sin ωp1 sin ωp2
(119)
ωs2 − ωs1
Ωp = max |Ωp1 |, |Ωp2 | , Ωs = tan
2
For bandstop designs with a stopband interval [fs1 , fs2 ] given as a subset of a passband
interval [fp1 , fp2 ], we calculate the analog filter’s parameters as follows, where ωp1 = 2πfp1 /fs ,
ωp2 = 2πfp2 /fs , ωs1 = 2πfs1 /fs , ωs2 = 2πfs2 /fs , choosing to match the passband as in [12]:
sin(ωp1 + ωp2 ) sin ωs1 sin ωs2

cos ω0 = , Ωs1 = , Ωs2 =
sin ωp1 + sin ωp2 cos ω0 − cos ωs1 cos ω0 − cos ωs2
(120)
ωp2 − ωp1
Ωp = cot , Ωs = min |Ωs1 |, |Ωs2 |
2
Alternatively, we may match the stopband specifications:
sin(ωs1 + ωs2 ) sin ωp1 sin ωp2

cos ω0 = , Ωp1 = , Ωp2 =
sin ωs1 + sin ωs2 cos ω0 − cos ωp1 cos ω0 − cos ωp2
(121)
ωs2 − ωs1
Ωp = max |Ωp1 |, |Ωp2 | , Ωs = cot
2
12. MATLAB Implementation and Examples

Once the parameters Ωp , Ωs have been determined, the equivalent lowpass analog prototype fil-
ter can be designed, based on the specifications {Ωp , Ωs , Ap , As } using for example the function
lpa, and the analog zeros and poles may be mapped into those of the digital filter.
In order to emulate MATLAB’s built-in filter design functions, the above design steps have
been divided into two stages, In the first stage, the function dford.m uses the given specifications
to determine the analog filter order N and the frequency and attenuation level that must be
matched exactly:
% dford.m - digital filter order determination

%
% Usage: [N,Ad,wd] = dford(wp,ws,Ap,As,type,match);
%
% wp,ws = passband and stopband frequencies in rads/sample, (1d for LP/HP, 2d for BP/BS)
% Ap,As = passband and stopband attenuations in dB
% match = ’p’, ’s’, if omitted it defaults to ’p’ for type=0,1,3, ’s’ for type=2
%
% N = filter order of LP analog prototype
31
% Ad = attenuation in dB to be matched exactly at design frequency wd
% wd = design frequency (1d or 2d) that must be matched exactly
%
% the outputs N,Ad,wd may be passed directly to DFDES to design the filter
%
% it determines the type LP/HP/BP/BS from wp,ws using the following conventions:
%
% match=’p’ matches passband specs exactly
% match=’s’ matches stopband specs exactly
%
% LP: wp,ws are scalars with wp < ws
% HP: wp,ws are scalars with wp > ws
% BP: wp = [wp1,wp2], ws = [ws1,ws2], with ws1 < wp1 < wp2 < ws2
% BS: wp = [wp1,wp2], ws = [ws1,ws2], with wp1 < ws1 < ws2 < wp2
This function serves as substitute for the built-in functions buttord, cheb1ord, cheb2ord,
and ellipord. In the second stage, the function dfdes.m uses the calculated filter order and the
matched frequency band and attenuation to calculate the analog filter poles and zeros, remap
them to the digital ones, and construct the second-order or fourth-order section coefficients
using Eq. (110) or (114):
% dfdes.m - digital filter design with the bilinear transformation

%
% Usage: [B,A,w0] = dfdes(N,Ad,wd,type,shape,coeffs)
%
% [B,A,w0] = dfdes(N,Ad,wd,type,shape) % equivalent to coeffs=’4os’
% [B,A,w0] = dfdes(N,Ad,wd,type,shape,’4os’) % fourth-order sections
% [B,A,w0] = dfdes(N,Ad,wd,type,shape,’sos’) % second-order sections
% [B,A,w0] = dfdes(N,Ad,wd,type,shape,’hsos’) % hat-second-order sections
% [B,A,w0] = dfdes(N,Ad,wd,type,shape,’dir’) % direct-form coefficients
%
% N = filter order of LP analog prototype, digital filter order is 2*N
% Ad = attenuation in dB at the design frequency wd, (Ad is 1d, 2d, or 3d row)
% wd = design frequency in radians/sample, (wd is 1d for LP/HP, or, 2d for BP/BS)
% shape = ’LP’, ’HP’, ’BP’, ’BS’, for lowpass, highpass, bandpass, bandstop designs
% coeffs = ’4os’, ’sos’, ’hsos’, ’dir’
%
% B,A = (L+1)x5 for ’4os’, (L+1)x3 for ’hsos’, (2L+1)x3 for ’sos’, (2N+1)x1 for ’dir’
% w0 = center freq (rads/sample) of the wd band for BP/BS, w0=0 or pi for LP or HP
%
% note that N = 2L+r, r=0,1, L = floor(N/2) = number of SOSs of LP analog prototype
%
% Ad,wd are entered using the following conventions:
%
% [B,A,w0] = dfdes(N,Ap,wp,0,shape,coeffs) match Ap at wp
% [B,A,w0] = dfdes(N,Ap,wp,1,shape,coeffs) match Ap at wp
% [B,A,w0] = dfdes(N,As,ws,2,shape,coeffs) match As at ws
% [B,A,w0] = dfdes(N,[Ap,As],wp,3,shape,coeffs) match Ap at wp, equiripple at Ap,As
%
% [B,A,w0] = dfdes(N,[Ap,Ab],wb,1,shape,coeffs) match Ab at wb, equiripple at Ap
% [B,A,w0] = dfdes(N,[Ab,As],wb,2,shape,coeffs) match Ab at wb, equiripple at As
% [B,A,w0] = dfdes(N,[Ap,Ab,As],wb,3,shape,coeffs) match Ab at wb, equiripple at Ap,As
% [B,A,w0] = dfdes(N,[Ap,As,As],ws,3,shape,coeffs) match As at ws, equiripple at Ap,As
This function serves as substitute for the built-in functions butter, cheby1, cheby2, and
ellip. Fig. 14 depicts Butterworth, Chebyshev-1, Chebyshev-2, and elliptic digital filter designs
of lowpass, highpass, bandpass, and bandstop filters designed with the same passband and
stopband attenuations as in Eq. (10) and with the following frequency specifications (in kHz):
32
LP case: fs = 20 , fpass = 4.0 , fstop = 4.5
HP case: fs = 20 , fpass = 4.5 , fstop = 4.0
BP case: fs = 20 , [fp1 , fp2 ]= [3.0, 6.0] , [fs1 , fs2 ]= [2.5, 6.5]
BS case: fs = 20 , [fp1 , fp2 ]= [2.5, 6.5] , [fs1 , fs2 ]= [3.0, 6.0]

For example, the elliptic designs may be generated by the code fragment:
Gp = 0.95; Ap = -20*log10(Gp);
Gs = 0.05; As = -20*log10(Gs);
fsamp=20;
f = linspace(0,10,1001);
w = 2*pi*f/fsamp;
% -------- LP -----------------------------------------------------------------------
fp = 4; fs = 4.5; wp = 2*pi*fp/fsamp; ws = 2*pi*fs/fsamp;
[N,Ad,wd] = dford(wp,ws,Ap,As,3,’s’);
[B,A] = dfdes(N,Ad,wd,3,’LP’,’sos’);
H = fresp(B,A,w); figure; plot(f,abs(H),’r’);
% -------- HP -----------------------------------------------------------------------
fp = 4.5; fs = 4; wp = 2*pi*fp/fsamp; ws = 2*pi*fs/fsamp;
[B,A] = dfdes(N,Ad,wd,3,’HP’,’sos’);
% -------- BP -----------------------------------------------------------------------
fp1=3; fp2=6; fs1=2.5; fs2=6.5; wp = 2*pi*[fp1,fp2]/fsamp; ws = 2*pi*[fs1,fs2]/fsamp;
[B,A] = dfdes(N,Ad,wd,3,’BP’,’sos’);
% -------- BS -----------------------------------------------------------------------
fp1=2.5; fp2=6.5; fs1=3; fs2=6; wp = 2*pi*[fp1,fp2]/fsamp; ws = 2*pi*[fs1,fs2]/fsamp;
[B,A] = dfdes(N,Ad,wd,3,’BS’,’sos’);
where we have chosen to match the stopbands exactly and output the filter coefficients as
second-order sections. The frequency response evaluation of the cascaded sections was im-
plemented with the help of the MATLAB function fresp.m, borrowed from [30]. The designed
transfer functions and coefficient matrices are as follows:
LP case:
⎡ ⎤ ⎡ ⎤
0.3204 0.3204 0 1 −0.3593 0
⎢ ⎥ ⎢ ⎥
B = ⎣ 0.8591 −0.2363 0.8591 ⎦ , A=⎣1 −0.4436 0.9255 ⎦ , N=5
0.4534 0.1206 0.4534 1 −0.5547 0.5821
0.3204(1 + z−1 ) 0.8591 − 0.2363z−1 + 0.8591z−2 0.4534 + 0.1206z−1 + 0.4534z−2

HLP (z)= · ·
1 − 0.3593z−1 1 − 0.4436z−1 + 0.9255z−2 1 − 0.5547z−1 + 0.5821z−2
HP case:
⎡ ⎤ ⎡ ⎤
0.4317 −0.4317 0 1 0.1366 0
⎢ ⎥ ⎢ ⎥
B = ⎣ 0.8986 −0.5866 0.8986 ⎦ , A=⎣1 −0.4582 0.9257 ⎦ , N=5
0.5615 −0.6118 0.5615 1 −0.1727 0.5621
BP case:
⎡ ⎤ ⎡ ⎤
0.9500 0 0 1 0 0
⎢ 0.8161 −1.1771 0.8161 ⎥ ⎢1 −1.2501 0.9253 ⎥
⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥
B = ⎢ 0.4017 −0.7171 0.4017 ⎥ , A=⎢1 −0.8124 0.6129 ⎥ , N=4
⎢ ⎥ ⎢ ⎥
⎣ 0.8161 0.7778 0.8161 ⎦ ⎣1 0.6965 0.9093 ⎦
0.4017 0.6260 0.4017 1 0.2530 0.5697
33
LP, Butterworth, N=26 HP, Butterworth, N=26 BP, Butterworth, N=13 BS, Butterworth, N=13
1 1 1 1
0.9 0.9 0.9 0.9
0.8 0.8 0.8 0.8
0.7 0.7 0.7 0.7
0.6 0.6 0.6 0.6
0.5 0.5 0.5 0.5
0.4 0.4 0.4 0.4
0.3 0.3 0.3 0.3
0.2 0.2 0.2 0.2
0.1 0.1 0.1 0.1
0 0 0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f f f
LP, Chebyshev−1, N=9 HP, Chebyshev−1, N=9 BP, Chebyshev−1, N=6 BS, Chebyshev−1, N=6
1 1 1 1
0.9 0.9 0.9 0.9
0.8 0.8 0.8 0.8
0.7 0.7 0.7 0.7
0.6 0.6 0.6 0.6
0.5 0.5 0.5 0.5
0.4 0.4 0.4 0.4
0.3 0.3 0.3 0.3
0.2 0.2 0.2 0.2
0.1 0.1 0.1 0.1
0 0 0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f f f
LP, Chebyshev−2, N=9 HP, Chebyshev−2, N=9 BP, Chebyshev−2, N=6 BS, Chebyshev−2, N=6
1 1 1 1
0.9 0.9 0.9 0.9
0.8 0.8 0.8 0.8
0.7 0.7 0.7 0.7
0.6 0.6 0.6 0.6
0.5 0.5 0.5 0.5
0.4 0.4 0.4 0.4
0.3 0.3 0.3 0.3
0.2 0.2 0.2 0.2
0.1 0.1 0.1 0.1
0 0 0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f f f
LP, Elliptic, N=5 HP, Elliptic, N=5 BP, Elliptic, N=4 BS, Elliptic, N=4
1 1 1 1
0.9 0.9 0.9 0.9
0.8 0.8 0.8 0.8
0.7 0.7 0.7 0.7
0.6 0.6 0.6 0.6
0.5 0.5 0.5 0.5
0.4 0.4 0.4 0.4
0.3 0.3 0.3 0.3
0.2 0.2 0.2 0.2
0.1 0.1 0.1 0.1
0 0 0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
f f f f
Fig. 14 Digital LP, HP, BP, and BS filters.
BS case:
⎡ ⎤ ⎡ ⎤
0.9500 0 0 1 0 0
⎢ 0.9081 −1.0417 0.9081 ⎥ ⎢1 −1.2399 0.9239 ⎥
⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥
B = ⎢ 0.6221 −0.4912 0.6221 ⎥ , A=⎢1 −1.0384 0.5163 ⎥ , N=4
⎢ ⎥ ⎢ ⎥
⎣ 0.9081 0.5257 0.9081 ⎦ ⎣1 0.7432 0.9090 ⎦
0.6221 0.0778 0.6221 1 0.6453 0.4377
The functions lpa, dford, and dfdes are available from [23].
13. Frequency-Shifted Realizations

Besides the conventional realizations based on second- or fourth-order sections, it is possible
to realize the digital filter as a cascade of second-order sections in the ẑ−1 variable. These
realizations are also generated by the function dfdes and have transfer function:
34
r
1 + ẑ−1
L
(1 − ẑi ẑ−1 )(1 − ẑ∗ −1
2 i ẑ )
H(z) = H0 G0 |Gi | ∗
1 − p̂0 ẑ−1 i=1
(1 − p̂i ẑ−1 )(1 − p̂i ẑ−1 )
r (122)
b̂00 + b̂01 ẑ−1
L
b̂i0 + b̂i1 ẑ−1 + b̂i2 ẑ−2
≡ H0
1 + â01 ẑ−1 i=1
1 + âi1 ẑ−1 + âi2 ẑ−2
−1
where ẑ must be replaced by
z−1 (c0 − z−1 )
ẑ−1 = q (123)
1 − c0 z−1
This transformation may be represented by the block diagram shown in Fig. 15, where c0 =
cos ω0 and s0 = sin ω0 . This diagram is the so-called normalized lattice realization of Eq. (123).
Other realizations of (123) are, of course, possible [24–27].
Fig. 15 LP to BP/BS frequency transformation, q = 1 for BP, q = −1 for BS.
If one has a realization of Eq. (122), then each unit-delay ẑ−1 may be replaced by the block
diagram of Fig. 15, resulting in a realization of the final digital filter. For example, Fig. 16 shows
the transposed realization of one of the second-order sections and its shifted version.
Fig. 16 Frequency-shifted transposed realization.
The advantage of such realizations is that they decouple the dependence on the center fre-
quency ω0 . The hat-coefficients depend only on the desired bandwidth and attenuations, and
not on ω0 . Thus, one can design a lowpass filter and shift it to any center frequency ω0 ,
transforming it into a bandpass (or bandstop) filter.
35
The MATLAB function dfdes calculates (with argument coeffs set to ‘hsos’) the hat-
coefficients from the order N of the analog prototype and a prescribed frequency band [ωd1 , ωd2 ]
that is matched exactly at a desired attenuation level Ad (chosen to be either the passband or
the stopband.)
The bandwidth Δωd = ωd2 − ωd1 is used internally by dfdes to calculate the analog design
parameter Ωd = tan(Δωd /2). Then, Ωd is mapped to the passband parameter Ωp , which is
used to design of the analog prototype filter.
To design a bandpass filter with a given bandwidth of Δωd and center frequency ω0 , one
may start by designing a lowpass digital filter with cutoff frequency ω̂d = Δωd matched at level
Ad , and then shift it to ω0 . Since ω0 and Δωd are given, the bandedge frequencies [ωd1 , ωd2 ]
cannot be independently specified, but may be calculated by the following formulas [30]:

c0 + Ωd Ω2d + s20 c0 − Ωd Ω2d + s20
cos ωd1 = , cos ωd2 = (124)
1 + Ω2d 1 + Ω2d
where Ωd = tan(Δωd /2), and c0 = cos ω0 , s0 = sin ω0 . These are derived by demanding that
the interval [ωd1 , ωd2 ] be mapped onto the analog lowpass interval [−Ωd , Ωd ] through the
bilinear transformation of Eq. (86), that is,
c0 − cos ωd1 c0 − cos ωd2

−Ωd = , Ωd =
sin ωd1 sin ωd2
If the bandedge frequencies [ωd1 , ωd2 ] are specified, then, Δωd = ωd2 − ωd1 , and the
center frequency ω0 is calculated by
sin(ωd1 + ωd2 )
cos ω0 = (125)
sin ωd1 + sin ωd2
Eqs. (124) and (125) are valid also for shifted bandstop filters, but now the lowpass filter’s
design frequency must be measured from Nyquist, that is, ω̂d = π − Δωd , because the LP
stopband will be transformed to the BS stopband.
Next, we look at some design examples. Fig. 17 shows a Chebyshev-2 bandpass digital filter
with sampling rate fs = 20 kHz and bandwidth of Δfp = 3 kHz measured at the passband level
of Ap = −20 log10 (0.95) dB, and shifted to the passband center frequency of f0 = 4 kHz.
LP, Cheby −2, matched passband BP, shifted to f0 = 4
1 1
0.9 0.9
0.8 0.8
Δfp = 3
0.7 0.7 Δfp = 3
|Ĥ ( fˆ )|
|H( f )|
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 Δfs = 4 0.2
Δfs = 4
0.1 0.1
0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
fˆ f
Fig. 17 LP Chebyshev-2 shifted to BP with passband centered at f0 = 4.
The bandpass filter was obtained by shifting a lowpass digital filter that was designed with
passband frequency fˆpass = Δfp = 3 kHz at level Ap and stopband frequency fˆstop = 4 kHz at
36
the stopband level of As = −10 log10 (0.05) dB. The passband and stopband edge frequencies
of the shifted filter were calculated from Eq. (124) and are shown as brick-walls on Fig. 17:
[fp1 , fp2 ]= [2.6121 , 5.6121] kHz , [fs1 , fs2 ]= [2.1957 , 6.1957] kHz
The passband frequencies satisfy Δfp = fp2 − fp1 = 3 kHz. The stopband edge frequencies
were calculated by using the center frequency f0 = 4 and the width of the lowpass filter’s
stopband, that is, Δfs = fˆstop = 4 kHz. The resulting filter order was N = 6. The hat-second-
order section coefficients were:
⎡ ⎤ ⎡ ⎤
1 0 0 1 0 0
⎢ 0.6796 −0.4558 0.6796 ⎥ ⎢1 −0.8721 0.7755 ⎥
⎢ ⎥ ⎢ ⎥
B̂ = ⎢ ⎥, Â = ⎢ ⎥
⎣ 0.4768 −0.0352 0.4768 ⎦ ⎣1 −0.4583 0.3767 ⎦
0.2919 0.4366 0.2919 1 −0.0335 0.0539
The c0 parameter was equal to 0.3090. The MATLAB code used to generate Fig. 17 was:
Gp = 0.95; Gs = 0.05; Ap = -20*log10(Gp); As = -20*log10(Gs);
fsamp = 20; fpass = 3; fstop = 4; f0 = 4;

wp = 2*pi*fpass/fsamp; ws = 2*pi*fstop/fsamp; w0 = 2*pi*f0/fsamp;
[N,Ad,wd] = dford(wp,ws,Ap,As,2,’p’); % match passband

[Bh,Ah] = dfdes(N,Ad,wd,2,’LP’,’hsos’); % hat-sos sections
f = linspace(0,10,1001); w = 2*pi*f/fsamp;
HLP = fresp(Bh,Ah,w); % frequency response of LP digital filter

HBP = fresp(Bh,Ah,w,w0); % frequency response of shifted LP filter
figure; plot(f,abs(HLP),’r’);
figure; plot(f,abs(HBP),’r’);
c0 = cos(w0); s0=sin(w0); % calculate bandedge frequencies

Wp = tan(wp/2);
wp1 = acos((c0 + Wp*sqrt(Wp^2+s0^2))/(1+Wp^2)); fp1 = wp1*fsamp/2/pi;
wp2 = acos((c0 - Wp*sqrt(Wp^2+s0^2))/(1+Wp^2)); fp2 = wp2*fsamp/2/pi;
Ws = tan(ws/2);
ws1 = acos((c0 + Ws*sqrt(Ws^2+s0^2))/(1+Ws^2)); fs1 = ws1*fsamp/2/pi;
ws2 = acos((c0 - Ws*sqrt(Ws^2+s0^2))/(1+Ws^2)); fs2 = ws2*fsamp/2/pi;
Fig. 18 shows another example in which the same lowpass digital filter was transformed to a
bandpass filter with a passband given by [fp1 , fp2 ]= [2, 5] kHz, which has the same bandwidth
Δfp = 5 − 2 = 3 kHz as the previous example. In this case, because the bandedge frequen-
cies were given, the center frequency ω0 was calculated by Eq. (125), and the stopband edge
frequencies by Eq. (124):
f0 = 3.2982 kHz , [fs1 , fs2 ]= [1.6476, , 5.6476] kHz
By construction, the stopband width was as before, that is, Δfs = fs2 − fs1 = 4 kHz. The
hat-coefficients were the same as in the previous example, but the new value of c0 was 0.5095.
In the example shown in Fig. 19, the digital lowpass filter was designed with the same spec-
ifications as the previous two examples, but the stopband was matched exactly. The resulting
hat-coefficients were:
⎡ ⎤ ⎡ ⎤
1 0 0 1 0 0
⎢ 0.6843 −0.3796 0.6843 ⎥ ⎢1 −0.7805 0.7695 ⎥
⎢ ⎥ ⎢ ⎥
B̂ = ⎢ ⎥, Â = ⎢ ⎥
⎣ 0.4830 0.0262 0.4830 ⎦ ⎣1 −0.3760 0.3683 ⎦
0.3065 0.4749 0.3065 1 0.0340 0.0539
37
LP, Cheby −2, matched passband BP, shifted to [ fp1, fp2 ] = [2, 5]
1 1
0.9 0.9
0.8 0.8
Δfp = 3
0.7 0.7 Δfp = 3
|Ĥ ( fˆ )|
|H( f )|
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 Δfs = 4 0.2
Δfs = 4
0.1 0.1
0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
fˆ f
Fig. 18 LP Chebyshev-2 shifted to BP with passband at [fp1 , fp2 ]= [2, 5].
LP, Cheby −2, matched stopband BP, shifted to [ fs1, fs2 ] = [2, 6]
1 1
0.9 0.9
0.8 0.8
Δfp = 3
0.7 0.7 Δfp = 3
|Ĥ ( fˆ )|
|H( f )|
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 Δfs = 4 0.2
Δfs = 4
0.1 0.1
0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
fˆ f
Fig. 19 LP Chebyshev-2 shifted to BP with stopband at [fs1 , fs2 ]= [2, 6].
The 4-kHz stopband frequency of the lowpass filter was shifted to the stopband interval
[fs1 , fs2 ]= [2, 6] kHz, so that Δfs = 6 − 2 = 4 kHz. The center frequency f0 was calculated on
the basis of the stopband frequencies using Eq. (125), and then, the passband frequencies were
determined using (124) and satisfying Δfp = fp2 − fp1 = 3 kHz:
f0 = 3.7525 kHz , c0 = 0.3820 , [fp1 , fp2 ]= [2.3946 , 5.3946]kHz
Fig. 20 shows a bandstop design with passband and stopband bandwidths of Δfp = 4 and
Δfs = 3 kHz. The corresponding passband and stopband frequencies of the equivalent lowpass
digital filter must be measured from Nyquist, that is,
fs fs
fˆpass = − Δfp = 10 − 4 = 6 kHz , fˆstop = − Δfs = 10 − 3 = 7 kHz
2 2
The lowpass digital filter was designed with the same attenuation Ap , As as the previous
three examples with matching the passband exactly. The lowpass filter was shifted to the center
frequency f0 = 4 kHz, from which the passband and stopband edge frequencies of the bandstop
filter were found to be:
[fp1 , fp2 ]= [2.1957 , 6.1957] kHz , [fs1 , fs2 ]= [2.6121 , 5.6121] kHz
The c0 parameter was 0.3090, and the hat-coefficients:
38
LP, Cheby −2, matched passband BS, shifted to f0 = 4
1 1
0.9 0.9
0.8 0.8
0.7 0.7
|Ĥ ( fˆ )|
|H( f )|
0.6 0.6
Δfp = 4
0.5 0.5
0.4 0.4
0.3 0.3 Δfp = 4
0.2 Δfs = 3 0.2 Δfs = 3
0.1 0.1
0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
fˆ f
Fig. 20 LP Chebyshev-2 shifted to BS with passband centered at f0 = 4.
⎡ ⎤ ⎡ ⎤
1 0 0 1 0 0
⎢ 0.8043 0.8043 ⎥ ⎢1 0.7680 ⎥
⎢ 0.9141 ⎥ ⎢ 0.7548 ⎥
B̂ = ⎢ ⎥, Â = ⎢ ⎥
⎣ 0.6460 0.9598 0.6460 ⎦ ⎣1 0.8176 0.4342 ⎦
0.5565 1.0698 0.5565 1 0.9320 0.2508
The MATLAB code used to generate Fig. 20 was:
Gp = 0.95; Gs = 0.05; Ap = -20*log10(Gp); As = -20*log10(Gs);
fsamp = 20; Dfp = 4; Dfs = 3; f0 = 4;

Dwp = 2*pi*Dfp/fsamp; Dws = 2*pi*Dfs/fsamp; w0 = 2*pi*f0/fsamp;
fpass = fsamp/2 - Dfp; fstop = fsamp/2 - Dfs;

wp = 2*pi*fpass/fsamp; ws = 2*pi*fstop/fsamp;
[N,Ad,wd] = dford(wp,ws,Ap,As,2,’p’); % match passband

[Bh,Ah] = dfdes(N,Ad,wd,2,’LP’,’hsos’); % output hat-sos sections
f = linspace(0,10,1001); w = 2*pi*f/fsamp;
HLP = fresp(Bh,Ah,w); % frequency response of LP digital filter

q = -1; % shift LP to BS
HBS = fresp(Bh,Ah,w,w0,q); % frequency response of shifted LP filter
figure; plot(f,abs(HLP),’r’);
figure; plot(f,abs(HBS),’r’);
c0 = cos(w0), s0 = sin(w0); % calculate bandedge frequencies

Wp = tan(Dwp/2);;
wp1 = acos((c0 + Wp*sqrt(Wp^2+s0^2))/(1+Wp^2)); fp1 = wp1*fsamp/2/pi;
wp2 = acos((c0 - Wp*sqrt(Wp^2+s0^2))/(1+Wp^2)); fp2 = wp2*fsamp/2/pi;
Ws = tan(Dws/2);
ws1 = acos((c0 + Ws*sqrt(Ws^2+s0^2))/(1+Ws^2)); fs1 = ws1*fsamp/2/pi;
ws2 = acos((c0 - Ws*sqrt(Ws^2+s0^2))/(1+Ws^2)); fs2 = ws2*fsamp/2/pi;
The shifted frequency response was computed with the help of the function fresp which
was modified from that of [30] to handle the bandstop case with q = −1 as an additional input.
Fig. 21 redesigns the lowpass filter of Fig. 20 to match the stopband exactly, and then shifts it
the stopband interval [fs1 , fs2 ]= [2, 5] kHz, from which the center frequency f0 , shift parameter
39
c0 , and passband edge frequencies can be calculated:
f0 = 3.2982 kHz , c0 = 0.5095 , [fp1 , fp2 ]= [1.6476 , 5.6476]kHz
LP, Cheby −2, matched stopband BS, shifted to [ fs1, fs2 ] = [2, 5]
1 1
0.9 0.9
0.8 0.8
0.7 0.7
|Ĥ ( fˆ )|
|H( f )|
0.6 0.6
Δfp = 4
0.5 0.5
0.4 0.4
0.3 0.3 Δfp = 4
0.2 Δfs = 3 0.2 Δfs = 3
0.1 0.1
0 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
fˆ f
Fig. 21 LP Chebyshev-2 shifted to BS with stopband at [fs1 , fs2 ]= [2, 5].
14. High-Order Parametric Equalizer Design

A recent generalization of the above methods to the design of high-order digital parametric
audio equalizers is given in [30], with some earlier approaches in [28,29].
The method starts with a lowpass analog shelving equalizer filter having a magnitude re-
sponse of the form:
G2 + G20 ε2 FN
2
(w) Ω
|H(Ω)|2 = 2 , w=
1 + ε2 FN (w) ΩB
and determines the corresponding analog transfer function, and then transforms that into a dig-
ital bandpass equalizer. The quantity ΩB is an effective bandwidth frequency that corresponds
to a desired bandwidth level GB (such as the 3-dB level). The parameter ε is calculated from the
condition that FN (w)= 1 at Ω = ΩB :
%
& 2
G2 + G20 ε2 & G − G2B
= G2B ⇒ ε=' 2
1 + ε2 GB − G20
Here, G is the peak or cut gain, and G0 a reference gain, typically chosen to be G0 = 1 for
cascaded equalizers. All the above designs of lowpass, highpass, and bandpass analog filters
correspond to the special case of G = 1, G0 = 0. The web page [31] includes a MATLAB toolbox
of functions for the design and implementation of such parametric equalizers. The toolbox
may also be used to design ordinary lowpass, highpass, bandpass, and bandstop filters, as an
alternative to the methods discussed in these notes.
References
[1] E. I. Zolotarev, “Application of Elliptic Functions to Problems about Functions with Least
and Greatest Deviation from Zero,” Zap. Imp. Akad. Nauk. St. Petersburg, 30 (1877), no. 5.
(in Russian); available online from: www.math.technion.ac.il/hat/fpapers/zol1.pdf.
40
[2] W. Cauer, Synthesis of Linear Communication Networks, McGraw-Hill, New York, 1958.
[3] S. Darlington, “Synthesis of Reactance 4-Poles which Produce Prescribed Insertion Loss
Characteristics,” J. Math. and Phys., 18, 257 (1939).
[4] A. J. Grossman, “Synthesis of Tchebycheff Parameter Symmetrical Filters,” Proc. IRE, 45,
454 (1957).
[5] J. E. Storer, Passive Network Synthesis, McGraw-Hill, New York, 1957.
[6] R. W. Daniels, Approximation Methods for Electronic Filter Design, McGraw-Hill, New York,
1974.
[7] H. J. Orchard, “Adjusting the Parameters of Elliptic Function Filters,” IEEE Trans. Circuits
Syst., I, 37, 631 (1990).
[8] H. J. Orchard and A. N. Willson, “Elliptic Functions for Filter Design,” IEEE Trans. Circuits
Syst., I, 44, 273 (1997).
[9] A. Antoniou, Digital Filters, 2nd ed., McGraw-Hill, New York, 1993.
[10] M. D. Lutovac, D. V. Tosic, and B. L. Evans, Filter Design for Signal Processing, Prentice Hall,
Upper Saddle River, NJ, 2001.
[11] M. Vlcek and R. Unbehauen, “Degree, Ripple, and Transition Width of Elliptic Filters,” IEEE
Trans. Circ. Syst., CAS-36, 469 (1989).
[12] S. J. Orfanidis, Introduction to Signal Processing, Prentice Hall, Upper Saddle River, NJ, 1996.
[13] C. G. J. Jacobi, “Fundamenta Nova Theoriae Functionum Ellipticarum,” reprinted in C. G. J.

Jacobi’s Gesammelte Werke, vol.1, C. W. Borchardt, ed., Verlag von G. Reimer, Berlin, 1881.
[14] F. Bowman, Introduction to Elliptic Functions with Applications, Dover Publications, New
York, 1961.
[15] E. H. Neville, Jacobian Elliptic Functions, Oxford University Press, 1944.
[16] A. Cayley, An Elementary Treatise on Elliptic Functions, Dover Publications, New York, 1961.
[17] D. F. Lawden, Elliptic Functions and Applications, Springer-Verlag, New York, 1989.
[18] P. F. Byrd and M. D. Friedman, Handbook of Elliptic Integrals for Engineers and Scientists,
Springer-Verlag, New York, 1971.
[19] N. I. Akhiezer, Elements of the Theory of Elliptic Functions, Translations of Mathematical

Monographs, vol.79, American Mathematical Society, Providence, RI, 1990.
[20] R. Hoppe, “Elliptische Integrale und Funktionen nach Jacobi,” available online at the web
page: http://home.arcor.de/dfcgen/wpapers/elliptic/
[21] A. G. Constantinides, “Frequency Transformations for Digital Filters,” Elect. Lett., 3, 487
(1967), and ibid., 4, 115 (1968).
[22] A. G. Constantinides, “Spectral Transformations for Digital Filters,” Proc. IEE, 117, 1585
(1970).
[23] Available for download from from the author’s web page:
www.ece.rutgers.edu/~orfanidi/ece521
41
[24] M. N. S. Swami and K. S. Thyagarajan, “Digital Bandpass and Bandstop Filters with Variable
Center Frequency and Bandwidth,” Proc. IEEE, 64, 1632 (1976).
[25] S. K. Mitra, Y. Neuvo, and H. Roivainen, “Design of Recursive Digital Filters with Variable
Characteristics,” Int. J. Circ. Th. Appl., 18, 107 (1990).
[26] S. K. Mitra, K. Hirano, and S. Nishimura, “Design of Digital Bandpass/Bandstop Filters with
Independent Tuning Characteristics,” Frequenz, 44, 117 (1990).
[27] F. Harris and E. Brooking, “A Versatile Parametric Filter Using Imbedded All-Pass Sub-Filter
to Independently Adjust Bandwidth, Center Frequency, and Boost or Cut,” Presented at the
95th Convention of the AES, New York, October 1993, AES Preprint 3757.
[28] J. A. Moorer, “The Manifold Joys of Conformal Mapping: Applications to Digital Filtering
in the Studio,” J. Audio Eng. Soc., 31, 826 (1983). Updated version available online from
www.jamminpower.com.
[29] F. Keiler and U. Zölzer, “Parametric Second- and Fourth-Order Shelving Filters for Audio
Applications,” Proc. IEEE 6th Workshop on Multimedia Signal Processing, Siena, Italy, Sept.,
2004, p.231.
[30] S. J. Orfanidis, “High-Order Digital Parametric Equalizer Design,” J. Audio Eng. Soc., 53,
1026 (2005).
[31] Available from from the author’s web page: www.ece.rutgers.edu/~orfanidi/hpeq, and
from the JAES supplementary materials page: www.aes.org/journal/suppmat.
42

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Lecture Notes on Elliptic Filter Design

Department of Electrical & Computer Engineering

November 20, 2006

2 Jacobian Elliptic Functions 4

3 Elliptic Rational Function and the Degree Equation 11

5 Analog Elliptic Filter Design 16

7 Butterworth and Chebyshev Designs 19

8 Highpass, Bandpass, and Bandstop Analog Filters 22

9 Digital Filter Design 26

10 Pole and Zero Transformations 26

11 Transformation of the Frequency Specifications 30

12 MATLAB Implementation and Examples 31

14 High-Order Parametric Equalizer Design 40

Fig. 1 Brick wall specifications for a Butterworth filter.

which can be inverted to give:

Associated with these specifications, we define the following design parameters k, k1 :

The normalized frequency w = 1 corresponds to the passband edge frequency Ω = Ωp ,

FN (k−1 )= k1−1 (degree equation) (8)

ln(k1−1 ) ln(εs /εp )

2. Jacobian Elliptic Functions

Fig. 2 Butterworth, Chebyshev, and elliptic design examples.

w = sn(z, k)= sin φ(z, k) (15)

w = cn(z, k)= cos φ(z, k)

sn(z, 0)= sin z , sn(z, 1)= tanh z

Fig. 3 Phase responses.

sn2 (z, k)+ cn2 (z, k)= 1

The quantities K, K are referred to as quarter periods. At the end-point k = 0, we have

cd(z, k)= sn(z + K, k)= sn(K − z, k) (21)

cd(z + 2iK, k)= (−1)i cd(z, k) , for any integer i (23)

Fig. 5 Elliptic functions sn and cd.

dn(uK,k), k = 0.8 dn(uK′,k′), k′ = 0.6

Fig. 6 The function dn with complementary moduli k = 0.8 and k = 0.6.

zeros: z = K + 2mK + 2njK = (2m + 1)K + 2njK

Fig. 8 Pole and zero patterns of the function cd(z, k).

cd(z, k): 0 ≤ Re z ≤ 2K , −K ≤ Im z ≤ K

3. Elliptic Rational Function and the Degree Equation

CN (w)= cos(Nuπ/2) , w = cos(uπ/2) (33)

FN (k−1 )= k1−1 (38)

C → S, w = cd(K − Ku, k), FN (w)= cd(NK1 − NK1 u, k1 )

the values 1 ≤ |FN (w)| ≤ 1/k1 . Finally,

ζi = cos(ui π/2) , i = 1, 2, . . . , L (41)

resulting in the Nth degree polynomial CN (w):

= (−1)N cd(NuK1 , k1 )= (−1)N FN (w)

cd(NuK1 , k1 )= 0 ⇒ Nui K1 = (2i − 1)K1 or,

Noting that N = 2L + r , this can be rearranged into:

where kn−1 = (1 −kn−

The function w = sn(uK, k) can be evaluated by the same recursion, initialized at wM =

where the numerator and denominator coefficients are given by

zai = Ωp j(kζi )−1 , i = 1, 2, . . . , L (s-plane zeros) (62)

fp = 4; fs = 4.5; Gp = 0.95; Gs = 0.05; % filter specifications

ep = sqrt(1/Gp^2 - 1); es = sqrt(1/Gs^2 - 1); % ripples εp = 0.3287, εs = 19.9750

[K,Kp] = ellipk(k); % elliptic integrals K = 2.2353, K = 1.6646

Nexact = (K1p/K1)/(Kp/K); N = ceil(Nexact); % Nexact = 4.6961, N = 5

k = ellipdeg(N,k1); % recalculated k = 0.9143

fs_new = fp/k; % new stopband fs = 4.3751

L = floor(N/2); r = mod(N,2); i = (1:L)’; % L = 2, r = 1, i = [1; 2]

za = Wp * j./(k*zeta_i); % filter zeros

v0 = -j*asne(j/ep, k1)/N; % v0 = 0.2331

pa = Wp * j*cde(u-j*v0, k); % filter poles

B = [ones(L,1), -2*real(1./za), abs(1./za).^2]; % numerator second-order sections

The quantities K, K are referred to as quarter periods. At the end-point k = 0, we have

Fig. 6 The function dn with complementary moduli k = 0.8 and k = 0.6.

zeros: z = K + 2mK + 2njK = (2m + 1)K + 2njK

cd(z, k): 0 ≤ Re z ≤ 2K , −K ≤ Im z ≤ K

the values 1 ≤|FN (w)| ≤ 1/k1 . Finally,

where kn−1 = (1 −kn−

[K,Kp] = ellipk(k); % elliptic integrals K = 2.2353, K = 1.6646

pa = Wp * jcde(u-jv0, k); % filter poles

p = jcde(ui-jv0, k); % filter poles

Ωp = Ωp2 − Ωp1 , Ω20 = Ωp1 Ωp2