A finite impulse response (FIR) filter is a type of a signal processing filter whose impulse response (or response to any finite length input) is of finite duration, because it settles to zero in finite time. This is in contrast to infinite impulse response (IIR) filters, which have internal feedback and may continue to respond indefinitely (usually decaying). The impulse response of an Nth-order discrete-time FIR filter (i.e. with a Kronecker delta impulse input) lasts for N+1 samples, and then dies to zero.
FIR filters can be discrete-time or continuous-time, and digital or analog.
Contents
|
The output y of a linear time invariant system is determined by convolving its input signal x with its impulse response b.
For a discrete-time FIR filter, the output is a weighted sum of the current and a finite number of previous values of the input. The operation is described by the following equation, which defines the output sequence y[n] in terms of its input sequence x[n]:
where:
An FIR filter has a number of useful properties which sometimes make it preferable to an infinite impulse response (IIR) filter. FIR filters:
The main disadvantage of FIR filters is that considerably more computation power in a general purpose processor is required compared to an IIR filter with similar sharpness or selectivity, especially when low frequency (relative to the sample rate) cutoffs are needed. However many digital signal processors provide specialized hardware features to make FIR filters approximately as efficient as IIR for many applications.
The impulse response h[n] can be calculated if we set in the above relation, where δ[n] is the Kronecker delta impulse. The impulse response for an FIR filter then becomes the set of coefficients bn, as follows
for to
.
The Z-transform of the impulse response yields the transfer function of the FIR filter
FIR filters are clearly bounded-input bounded-output (BIBO) stable, since the output is a sum of a finite number of finite multiples of the input values, so can be no greater than times the largest value appearing in the input.
To design a filter means to select the coefficients such that the system has specific characteristics. The required characteristics are stated in filter specifications. Most of the time filter specifications refer to the frequency response of the filter. There are different methods to find the coefficients from frequency specifications:
Software packages like MATLAB, GNU Octave, Scilab, and SciPy provide convenient ways to apply these different methods.
Some filter specifications refer to the time-domain shape of the input signal the filter is expected to "recognize". The optimum matched filter for separating any waveform from white noise is obtained by sampling that shape and using those samples in reverse order as the coefficients of the filter -- giving the filter an impulse response that is the time-reverse of the expected input signal.
In the Window Design Method, one designs an ideal IIR filter, then applies a window function to it – in the time domain, multiplying the infinite impulse by the window function. This results in the frequency response of the IIR being convolved with the frequency response of the window function[3] – thus the imperfections of the FIR filter (compared to the ideal IIR filter) can be understood in terms of the frequency response of the window function.
The ideal frequency response of a window is a Dirac delta function, as that results in the frequency response of the FIR filter being identical to that of the IIR filter, but this is not attainable for finite windows, and deviations from this yield differences between the FIR response and the IIR response.
A moving average filter is a very simple FIR filter. It is sometimes called a boxcar filter, especially when followed by decimation. The filter coefficients are found via the following equation:
To provide a more specific example, we select the filter order:
The impulse response of the resulting filter is:
The Fig. (a) on the right shows the block diagram of a 2nd-order moving-average filter discussed below. To discuss stability and spectral topics we take the z-transform of the impulse response:
Fig. (b) on the right shows the pole-zero diagram of the filter. Zero frequency (DC) corresponds to (1,0), positive frequencies advancing counterclockwise around the circle to (-1,0) at half the sample frequency. Two poles are located at the origin, and two zeros are located at ,
The frequency response, for frequency ω in radians per sample, is:
Fig. (c) on the right shows the magnitude and phase plots of the frequency response. Clearly, the moving-average filter passes low frequencies with a gain near 1, and attenuates high frequencies. This is a typical low-pass filter characteristic. Frequencies above π are aliases of the frequencies below π, and are generally ignored or filtered out if reconstructing a continuous-time signal. The following figure shows the phase response. Since the phase always follows a straight line except where it has been reduced modulo π radians (should be 2π), the linear phase property is demonstrated.