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2.161 Signal Processing: Continuous and Discrete

Fall 2008

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 Massachusetts Institute of Technology

Department of Mechanical Engineering

2.161 Signal Processing - Continuous and Discrete

Fall Term 2008

Lecture 71
Reading:

• Class handout: Introduction to Continuous Time Filter Design.

1 Butterworth Filter Design Example

(Same problem as in the Class Handout). Design a Butterworth low-pass filter to meet the
power gain specifications shown below:

| H ( j9 ) |2

1
0 .9

0 .0 5
0
0 1 0 2 0 9
p a s s b a n d tr a n s itio n b a n d s to p b a n d

At the two critical frequencies

1
= 0.9 −→  = 0.3333
1 + 2
1
= 0.05 −→ λ = 4.358
1 + λ2

Then
log(λ/)
N≥ = 3.70
log(Ωr /Ωc )
1 c D.Rowell 2008
copyright 

7–1
we therefore select N=4. The 4 poles (p1 . . . p4 ) lie on a circle of radius r = Ωc −1/N = 13.16
and are given by

|pn | = 13.16
 pn = π(2n + 3)/8

for n = 1 . . . 4, giving a pair of complex conjugate pole pairs

p1,4 = −5.04 ± j12.16

p2,3 = −12.16 ± j5.04

The transfer function, normalized to unity gain, is

29993
H(s) =
(s2 + 10.07s + 173.2)(s2 + 24.32s + 173.2)

and the filter Bode plots are shown below.

Bode Diagram
50

0
Magnitude (dB)

−50

−100

−150
0

−90
Phase (deg)

−180

−270

−360
−1 0 1 2 3
10 10 10 10 10
Frequency (rad/sec)

2 Chebyshev Filters
The order of a filter required to met a low-pass specification may often be reduced by relaxing
the requirement of a monotonically decreasing power gain with frequency, and allowing

7–2

“ripple” to occur in either the pass-band or the stop-band. The Chebyshev filters allow
these conditions:
1
Type 1 |H(jΩ)|2 = (1)
1+ �2 TN2 (Ω/Ωc )
1
Type 2 |H(jΩ)|2 = (2)
1+ �2 (TN2 (Ωr /Ωc )/TN2 (Ωr /Ω))

Where TN (x) is the Chebyshev polynomial of degree N . Note the similarity of the form
of the Type 1 power gain (Eq. (1)) to that of the Butterworth filter, where the function
TN (Ω/Ωc ) has replaced (Ω/Ωc )N . The Type 1 filter produces an all-pole design with slightly
different pole placement from the Butterworth filters, allowing resonant peaks in the pass­
band to introduce ripple, while the Type 2 filter introduces a set of zeros on the imaginary
axis above Ωr , causing a ripple in the stop-band.
The Chebyshev polynomials are defined recursively as follows

T0 (x) = 1

T1 (x) = x

T2 (x) = 2x2 − 1

T3 (x) = 4x3 − 3x

..
.
TN (x) = 2xTN −1 (x) − TN −2 (x), N >1 (3)

with alternate definitions

TN (x) = cos(N cos−1 (x)) (4)

= cosh(N cosh−1 (x)) (5)

The Chebyshev polynomials have the min-max property:

Of all polynomials of degree N with leading coefficient equal to one, the polynomial

TN (x)/2N −1

has the smallest magnitude in the interval |x| ≤ 1. This “minimum maximum”
amplitude is 21−N .

In low-pass filters given by Eqs. (13) and (14), this property translates to the following
characteristics:
Filter Pass-Band Characteristic Stop-Band Characteristic
Butterworth Maximally flat Maximally flat
Chebyshev Type 1 Ripple between 1 and 1/(1 + �2 ) Maximally flat
Chebyshev Type 2 Maximally flat Ripple between 1 and 1/(1 + λ2 )

7–3

2.1 The Chebyshev Type 1 Filter

With the power response from Eq. (13)
1
|H(jΩ)|2 =
1+ �2 TN2 (Ω/Ωc )
and the filter specification from Fig. 1, the required filter order may be found as follows. At
the edge of the stop-band Ω = Ωr
1 1
|H(jΩr |2 = ≤
1+ �2 TN2 (Ωr /Ωc ) 1 + λ2
so that � �
λ ≤ �TN (Ωr /Ωc ) = � cosh N cosh−1 (Ωr /Ωc )
and solving for N
cosh−1 (λ/�)
N≥ (6)
cosh−1 (Ωr /Ωc )
The characteristic equation of the power transfer function is
� � � �
2 2 s s j
1 + � TN = 0 or TN =±
jΩc jΩc �

Now TN (x) = cos(N cos−1 (x)), so that

� � ��
−1 s j
cos N cos = ± (7)
jΩc �

If we write cos−1 (s/jΩc ) = γ + jα, then

s = Ωc (j cos (γ + jα))
= Ωc (sinh α sin γ + j cosh α cos γ) (8)

which defines an ellipse of width 2Ωc sinh(α) and height 2Ωc cosh(α) in the s-plane. The
poles will lie on this ellipse. Substituting into Eq. (16)
� �
s
TN = cos (N (γ + jα))
jΩc
= cos N γ cosh N α − j sin N γ sinh N α,

the characteristic equation becomes

j
cos N γ cosh N α − j sin N γ sinh N α = ± . (9)
�
� 0 for real x we require
Equating the real and imaginary parts in Eq. (21), (1) since cosh x =
cos N γ = 0, or
(2n − 1)π
γn = n = 1, . . . , 2N (10)
2N
7–4
and, (2) since at these values of γ, sin N γ = ±1 we have
1 1
α=± sinh−1 (11)
N �
As in the Butterworth design procedure, we select the left half-plane poles as the poles of
the filter frequency response.

Design Procedure:

1. Determine the filter order

cosh−1 (λ/�)
N≥
cosh−1 (Ωr /Ωc )

2. Determine α

1 1
α=± sinh−1
N �

3. Determine γn , n = 1 . . . N

(2n − 1)π

γn = n = 1, . . . , N
2N

4. Determine the N left half-plane poles

pn = Ωc (sinh α sin γn + j cosh α cos γn ) n = 1, . . . , N

5. Form the transfer function

(a) If N is odd

−p1 p2 . . . pN

H(s) =
(s − p1 )(s − p2 ) . . . (s − pN )
(b) If N is even

1 p1 p2 . . . pN

H(s) = 2
1 + � (s − p1 )(s − p2 ) . . . (s − pN )

The difference in the gain constants in the two cases arises because of
the ripple in the pass-band. When N is odd, the response |H(j0)|2 = 1,
whereas if N is even the value of |H(j0)|2 = 1/(1 + �2 ).

7–5

 Example 1
Repeat the previous Butterworth design example using a Chebyshev Type 1

design.

From the previous example we have Ωc = 10 rad/s., Ωr = 20 rad/s., � = 0.3333,

λ = 4.358. The required order is

cosh−1 (λ/�) cosh−1 13.07

N≥ = = 2.47
cosh−1 (Ωr /Ωc ) cosh−1 2
Therefore take N = 3. Determine α:
� �
1 −1 1 1
α= sinh = sinh−1 (3) = 0.6061
N � 3

and sinh α = 0.6438, and cosh α = 1.189. Also, γn = (2n − 1)π/6 for n = 1 . . . 6
as follows:

n: 1 2 3 4 5 6
γn : π/6 π/2 5π/6 7π/6 3π/2 11π/6
sin γn : √1/2 1 1/2
√ −1/2
√ -1 −1/2
√
cos γn : 3/2 0 − 3/2 − 3/2 0 3/2

Then the poles are

pn = Ωc (sinh α sin γn + j cosh α cos γn )

� √ �
1 3
p1 = 10 0.6438 × + j1.189 × = 3.219 + j10.30
2 2
p2 = 10 (0.6438 × 1 + j1.189 × 0) = 6.438
� √ �
1 3
p3 = 10 0.6438 × − j1.189 × = 3.219 − j10.30
2 2
� √ �
1 3
p4 = 10 −0.6438 × − j1.189 × = −3.219 − j10.30
2 2
p5 = 10 (−0.6438 × 0 − j1.189 × 0) = −6.438
� √ �
1 3
p6 = 10 −0.6438 × + j1.189 × = −3.219 + j10.30
2 2

and the gain adjusted transfer function of the resulting Type 1 filter is
750
H(s) =
(s2 + 6.438s + 116.5)(s + 6.438)
The pole-zero plot for the Chebyshev Type 1 filter is shown below.

7–6
 jW

X j1 0 .3 0 s - p la n e

X
-6 .4 3 8 -3 .2 1 9 0 s

X - j1 0 .3 0

2.2 The Chebyshev Type 2 Filter

The Chebyshev Type 2 filter has a monotonically decreasing magnitude function in the pass­
band, but introduces equi-amplitude ripple in the stop-band by the inclusion of system zeros
on the imaginary axis. The Type 2 filter is defined by the power gain function:
1
|H(jΩ)|2 = T 2 (Ω /Ωc )

(12)
1+ �2 TN 2 (Ωrr /Ω)

If we make the substitutions

Ωr Ωc 1
ν= and �ˆ =
Ω �TN (Ωr /Ωc )
Eq. 24 may be written in terms of the modified frequency ν

�ˆ2 TN2 (ν/Ωc )

|H(jν)|2 = (13)
1 + �ˆ2 TN2 (ν/Ωc )

which has a denominator similar to the Type 1 filter, but has a numerator that contains a
Chebyshev polynomial, and is of order 2N . We can use a method similar to that used in the
Type 1 filter design to find the poles as follows:

1. First define a complex variable, say τ = µ + jν (analogous to the Laplace variable

s = σ + jΩ used in the type 1 design) and write the power transfer function:

�ˆ2 TN2 (τ /jΩc )

|H(τ )|2 =
1 + �ˆ2 TN2 (τ /jΩc )

7–7
 The poles are found using the method developed for the Type 1 filter, the zeros are
found as the roots of the polynomial TN (τ /jΩc ) on the imaginary axis τ = jν. From
the definition TN (x) = cos (N cos−1 (x)) it is easy to see that the roots of the Chebyshev
polynomial occur at
� �
(n − 1/2)π
x = cos n = 1...N
N

and from Eq. (25) the system zeros will be at

� �
(n − 1/2)π
τn = jΩc cos n = 1 . . . N.
N

2. The poles and zeros are mapped back to the s-plane using s = Ωr Ωc /τ and the N left
half-plane poles are selected as the poles of the filter.

3. The transfer function is formed and the system gain is adjusted to unity at Ω = 0.

Example 2
Repeat the previous Chebyshev Type 1 design example using a Chebyshev Type
2 filter.
From the previous example we have Ωc = 10 rad/s., Ωr = 20 rad/s., � = 1/3,
λ = 4.358. The procedure to find the required order is the same as before, and
we conclude that N = 3. Next, define
Ωr Ωc 200
ν = =
Ω Ω
1 3
�ˆ = = = 0.1154
�TN (Ωr /Ωc ) T3 (2)

Determine α:
� �
1 1 1
α= sinh−1 = sinh−1 (8.666) = 0.9520
N �ˆ 3

and sinh α = 1.1024, and cosh α = 1.4884.

The values of γn = (2n − 1)π/6 for n = 1 . . . 6 are the same as the design for the

7–8

Type 1 filter, so that the poles of |H(τ )|2 are

pn = Ωc (sinh α sin γn + j cosh α cos γn )

� √ �
1 3
τ1 = 10 1.1024 × + j1.4884 × = 5.512 + j12.890
2 2
τ2 = 10 (1.1024 × 1 + j1.4884 × 0) = 11.024
� √ �
1 3
τ3 = 10 1.1024 × − j1.488 × = 5.512 − j12.890
2 2
� √ �
1 3
τ4 = 10 −1.1024 × − j1.4884 × = −5.512 − j12.890
2 2
� �
1
τ5 = 10 −1.1024 ×
− j1.488 × 0 = −11.024

2
� √ �
1 3
τ6 = 10 −1.1024 × + j1.4884 × = −5.512 + j12.890
2 2

The three left half-plane poles (τ4 , τ5 , τ6 ) are mapped back to the s-plane using
s = Ωr Ωc /τ giving three filter poles

p1 , p2 = −5.609 ± j13.117
p3 = −18.14

The system zeros are the roots of

T3 (ν/jΩc ) = 4(ν/jΩc )3 − 3(ν/jΩc ) = 0

from the definition of TN (x), giving ν1 = 0 and ν2 , ν3 = ±j8.666. Mapping these

back to the s-plane gives two finite zeros z1 , z2 = ±j23.07, z3 = ∞ (the zero at
∞ does not affect the system response) and the unity gain transfer function is

−p1 p2 p3 (s − z1 )(s − z2 )
H(s) =
z1 z2 (s − p1 )(s − p2 )(s − p3 )
6.9365(s2 + 532.2)
=
(s + 18.14)(s2 + 11.22s + 203.5)

The pole-zero plot for this filter is shown in below. Note that the poles again lie
on ellipse, and the presence of the zeros in the stop-band.

7–9

 j9
o j2 3 .0 7 s to p -b a n d
s - p la n e
j2 0

X j1 3 .1 2
j1 0

p a s s -b a n d

X
-5 .6 1 0 I
-1 8 .1 4

X - j1 3 .1 2

o - j2 3 .0 7

2.3 Comparison of Filter Responses

Bode plot responses for the three previous example filters are shown below:

50

0 Chebyshev Type 2 (N=3)

Magnitude (dB)

−50

Chebyshev Type 1 (N=3)

−100
Butterworth (N=4)
−150
360

180 Chebyshev Type 2 (N=3)

Phase (deg)

−180 Chebyshev Type 1 (N=3)

Butterworth (N=4)
−360
0 1 2 3
10 10 10 10
Angular frequency (rad/sec)

7–10

While all filters meet the design specification, it can be seen that the Butterworth and
the Chebyshev Type 1 filters are all-pole designs and have an asymptotic high-frequency
magnitude slope of −20N dB/decade, in this case -80 dB/decade for the Butterworth design
and -60 dB/decade for the Chebyshev Type 1 design. The Type 2 Chebyshev design has
two finite zeros on the imaginary axis at a frequency of 23.07 rad/s, forcing the response to
zero at this frequency, but with the result that its asymptotic high frequency response has
a slope of only -20 dB/decade. Note also the singularity in the phase response of the Type
2 Chebyshev filter, caused by the two purely imaginary zeros.
The pass-band and stop-band power responses are shown in below. Notice that the design
method developed here guarantees that the response will meet the specification at the cut-off
frequency (in this case |H(jΩ)|2 = 0.9 at Ωc = 10. Other design methods (such as used by
MATLAB) may not use this criterion.

1.02
Butterworth (N=4)
1
Power response

0.98
Chebyshev Type 2 (N=3)

0.96

0.94

0.92

0.9 Chebyshev Type 1 (N=3)

0.88
0 1 2 3 4 5 6 7 8 9 10
Angular frequency (rad/sec)

0.035

0.03
Power response

0.025
Butterworth (N=4)
0.02

0.015 Chebyshev Type 1 (N=3)

Chebyshev Type 2 (N=3)
0.01

0.005

0
20 30 40 50 60 70 80 90 100
Angular frequency (rad/sec)

7–11