Chapter 5

FIR filtering and Convolution

Nguyen Thanh Tuan, Click
M.Eng.
to edit Master subtitle style
Nguyen Khanh Loi, M.Eng.
Department of Telecommunications (113B3)
Ho Chi Minh City University of Technology [email protected]
Email: [email protected]
 Content

❖ Block processing methods

❑ Convolution: direct form, convolution table
❑ Convolution: LTI form, LTI table
❑ Matrix form
❑ Flip-and-slide form
❑ Overlap-add block convolution method

❖ Sample processing methods

❑ FIR filtering in direct form

Digital Signal Processing 2 FIR Filtering and Convolution

 Introduction

❖ Block processing methods: data are collected and processed in blocks.

❑ FIR filtering of finite-duration signals by convolution
❑ Fast convolution of long signals which are broken up in short segments
❑ DFT/FFT spectrum computations
❑ Speech analysis and synthesis
❑ Image processing

❖ Sample processing methods: the data are processed one at a time-

with each input sample being subject to a DSP algorithm which
transforms it into an output sample.
❑ Real-time applications
❑ Digital audio effects processing
❑ Digital control systems
❑ Adaptive signal processing

Digital Signal Processing 3 FIR Filtering and Convolution

 1. Block Processing method

❖ The collected signal samples x(n), n=0, 1,…, L-1, can be thought as a
block:
x=[x0, x1, …, xL-1]

The duration of the data record in second: TL=LT

❖ Consider a casual FIR filter of order M with impulse response:

h=[h0, h1, …, hM]
The length (the number of filter coefficients): Lh=M+1

Digital Signal Processing 4 FIR Filtering and Convolution

 11.1. Direct form

❖ The convolution in the direct form:

y(n) =  h(m) x(n − m)
m

❖ For DSP implementation, we must determine

❑ The range of values of the output index n
❑ The precise range of summation in m

❖ Find index n: index of h(m) → 0≤m≤M

index of x(n-m) → 0≤n-m≤L-1
→ 0 ≤ m ≤ n ≤m+L-1 ≤ M+L-1
0  n  M + L −1
❖ Lx=L input samples which is processed by the filter with order M
yield the output signal y(n) of length L y = L + M=L x + M
Digital Signal Processing 5 FIR Filtering and Convolution
 1Direct form

❖ Find index m: index of h(m) → 0≤m≤M

index of x(n-m) → 0≤n-m≤L-1 → n+L-1≤ m ≤ n
max ( 0, n − L + 1)  m  min ( M, n )

❖ The direct form of convolution is given as follows:

min( M , n )
y ( n) = 
m = max(0, n − L +1)
h(m) x(n − m) = h  x with 0  n  M + L −1

❖ Thus, y is longer than the input x by M samples. This property

follows from the fact that a filter of order M has memory M and
keeps each input sample inside it for M time units.

Digital Signal Processing 6 FIR Filtering and Convolution

 Example 1

❖ Consider the case of an order-3 filter and a length of 5-input signal.

Find the output ?

h=[h0, h1, h2, h3]

x=[x0, x1, x2, x3, x4 ]
y=h*x=[y0, y1, y2, y3, y4 , y5, y6, y7 ]

Digital Signal Processing 7 FIR Filtering and Convolution

 1.2. Convolution table

❖ It can be observed that y ( n) =  h(i) x( j )

i, j
i + j =n

❖ Convolution table

❖ The convolution
table is convenient
for quick calculation
by hand because it
displays all required
operations
compactly.

Digital Signal Processing 8 FIR Filtering and Convolution

 Example 2

❖ Calculate the convolution of the following filter and input signals?

h=[1, 2, -1, 1], x=[1, 1, 2, 1, 2, 2, 1, 1]

❖ Solution:

sum of the values along anti-diagonal line yields the output y:

y=[1, 3, 3, 5, 3, 7, 4, 3, 3, 0, 1]
Note that there are Ly=L+M=8+3=11 output samples.

Digital Signal Processing 9 FIR Filtering and Convolution

 1.3. LTI Form

❖ LTI form of convolution: y(n) =  x(m)h(n − m)

m
❖ Consider the filter h=[h0, h1, h2, h3] and the input signal x=[x0, x1, x2,
x3, x4 ]. Then, the output is given by
y(n) = x0 h(n) + x1h(n − 1) + x2 h(n − 2) + x3h(n − 3) + x4 h(n − 4)
❖ We can represent the input and output signals as blocks:

Digital Signal Processing 10 FIR Filtering and Convolution

 1.3. LTI Form

❖ LTI form of convolution:

❖ LTI form of convolution provides a more intuitive way to under

stand the linearity and time-invariance properties of the filter.
Digital Signal Processing 11 FIR Filtering and Convolution
 Example 3

❖ Using the LTI form to calculate the convolution of the following

filter and input signals?
h=[1, 2, -1, 1], x=[1, 1, 2, 1, 2, 2, 1, 1]
❖ Solution:

Digital Signal Processing 12 FIR Filtering and Convolution

 1.4. Matrix Form

❖ Based on the convolution equations

we can write y = Hx
❑ x is the column vector of the Lx input samples.
❑ y is the column vector of the Ly =Lx+M put samples.
❑ H is a rectangular matrix with dimensions (Lx+M)xLx .

Digital Signal Processing 13 FIR Filtering and Convolution

 1.4. Matrix Form

❖ It can be observed that H has the same entry along each diagonal.
Such a matrix is known as Toeplitz matrix.

❖ Matrix representations of convolution are very useful in some

applications:
❑ Image processing
❑ Advanced DSP methods such as parametric spectrum estimation and adaptive
filtering

Digital Signal Processing 14 FIR Filtering and Convolution

 Example 4
❖ Using the matrix form to calculate the convolution of the following
filter and input signals?
h=[1, 2, -1, 1], x=[1, 1, 2, 1, 2, 2, 1, 1]
❖ Solution: since Lx=8, M=3 → Ly=Lx+M=11, the filter matrix is
11x8 dimensional

Digital Signal Processing 15 FIR Filtering and Convolution

 1.5. Flip-and-slide form

❖ The output at time n is given by

yn = h0 xn + h1 xn −1 + ... + hM xn − M

❖ Flip-and-slide form of convolution

❖ The flip-and-slide form shows clearly the input-on and input-off

transient and steady-state behavior of a filter.
Digital Signal Processing 16 FIR Filtering and Convolution
 1.6. Transient and steady-state behavior
M
❖ From LTI convolution: y(n) =  h(m) x(n − m) = h0 xn + h1xn−1 + ... + hM xn−M
m=0
❖ The output is divided into 3 subranges:

❖ Transient and steady-state filter outputs:

Digital Signal Processing 17 FIR Filtering and Convolution

 1.7. Overlap-add block convolution method

❖ As the input signal is infinite or extremely large, a practical approach

is to divide the long input into contiguous non-overlapping blocks of
manageable length, say L samples.
❖ Overlap-add block convolution method:

Digital Signal Processing 19 FIR Filtering and Convolution

 Example 5
❖ Using the overlap-add method of block convolution with each bock
length L=3, calculate the convolution of the following filter and
input signals? h=[1, 2, -1, 1], x=[1, 1, 2, 1, 2, 2, 1, 1]

❖ Solution: The input is divided into block of length L=3

The output of each block is found by the convolution table:

Digital Signal Processing 20 FIR Filtering and Convolution

 Example 5
❖ The output of each block is given by

❖ Following from time invariant, aligning the output blocks according

to theirs absolute timings and adding them up gives the final results:

Digital Signal Processing 21 FIR Filtering and Convolution

 2. Sample processing methods
❖ The direct form convolution for an FIR filter of order M is given by

❖ Introduce the internal states

Sample processing algorithm

Fig: Direct form realization ❖ Sample processing methods are

of Mth order filter convenient for real-time applications
Digital Signal Processing 22 FIR Filtering and Convolution
 Example 6
❖ Consider the filter and input given by

Using the sample processing algorithm to compute the output and

show the input-off transients.

Digital Signal Processing 23 FIR Filtering and Convolution

 Example 6

Digital Signal Processing 24 FIR Filtering and Convolution

 Example

Digital Signal Processing 25 FIR Filtering and Convolution

 Hardware realizations
❖ The FIR filtering algorithm can be realized in hardware using DSP
chips, for example the Texas Instrument TMS320C25

❖ MAC: Multiplier
Accumulator

Digital Signal Processing 26 FIR Filtering and Convolution

 Hardware realizations

❖ The signal processing methods can efficiently rewritten as

❖ In modern DSP chips, the two

operations

can carried out with a single instruction.

❖ The total processing time for each input sample of Mth order filter:

where Tinstr is one instruction cycle in about 30-80 nanoseconds.

❖ For real-time application, it requires that

Digital Signal Processing 27 FIR Filtering and Convolution

 Example 7

❖ What is the longest FIR filter that can be implemented with a 50 nsec
per instruction DSP chip for digital audio applications with sampling
frequency fs=44.1 kHz ?

Solution:

Digital Signal Processing 28 FIR Filtering and Convolution

 Homework 1

Digital Signal Processing 29 FIR Filtering and Convolution

 Homework 2

Digital Signal Processing 30 FIR Filtering and Convolution

 Homework 3

Digital Signal Processing 31 FIR Filtering and Convolution

 Homework 4

❖ Compute the output y(n) of the filter h(n) = {1, -1, 1, -1} and input
x(n) = {1, 2, 3, 4, @, -3, 2, -1}

Digital Signal Processing 32 FIR Filtering and Convolution

 Homework 5

❖ Compute the convolution, y = h ∗ x, of the filter and input,

h(n) = {1, -1, -1, 1} , x(n) = {1, 2, 3, 4, @, -3, 2, -1} using the
following methods:
1. The convolution table.
2. The LTI form of convolution, arranging the computations in a
table form.
3. The overlap-add method of block convolution with length-3
input blocks.
4. The overlap-add method of block convolution with length-4
input blocks.
5. The overlap-add method of block convolution with length-5
input blocks.

Digital Signal Processing 33 FIR Filtering and Convolution