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Orthogonal Filter Banks and Paraunitary Matrices in Wavelets and Filter Banks Course, Slides of Banking and Finance

An in-depth analysis of orthogonal filter banks, paraunitary matrices, and their conditions in the time domain, polyphase domain, and modulation domain. It also discusses the unitary matrix and its properties. A useful resource for students studying the course 18.327 and 1.130: wavelets and filter banks.

Typology: Slides

2012/2013

Uploaded on 07/29/2013

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Course 18.327 and 1.130
Wavelets and Filter Banks
Orthogonal Filter Banks;
Paraunitary Matrices;
Orthogonality Condition (Condition O)
in the Time Domain, Modulation
Domain and Polyphase Domain
2
Unitary Matrices
The constant complex matrix A is said to be unitary if
AA = I
example:
A = 1
µ
µµ
µ2
1 -i
i -1 A* = 1
µ
µµ
µ2
1 i
-i -1
A-1 = -1
µ
µµ
µ2
-1 i
-i 1 A† = A*T = 1
µ
µµ
µ2
1 -i
i -1
Ω
ΩΩ
Ω A = A-1
1
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Download Orthogonal Filter Banks and Paraunitary Matrices in Wavelets and Filter Banks Course and more Slides Banking and Finance in PDF only on Docsity!

Course 18.327 and 1.

Wavelets and Filter Banks

Orthogonal Filter Banks;

Paraunitary Matrices;

Orthogonality Condition (Condition O)

in the Time Domain, Modulation

Domain and Polyphase Domain

2

Unitary Matrices

The constant complex matrix A is said to be unitary if

A

A = I

example:

A =

μμ μμ 2

1 -i

i -

A* =

μ μμ

μ 2

1 i

-i -

A

μμμμ 2

-1 i

-i 1

A

† =

A*

T

μμμμ 2

1 -i

i -

ΩΩΩΩ A

= A

òòò

w ww

w ww

w ww

www www

Paraunitary Matrices

The matrix function H(z) is said to be paraunitary if

it is unitary for all values of the parameter z

H

T

(z

) H(z) = I for all z ò 0 -----------------(1)

Frequency Domain:

H

T

(-w) H(w) = I for all w

or H*

T

(w) H(w) = I

Note: we are assuming that h[n] are real.

3

4

Orthogonal Filter Banks

Centered form (PR with no delay):

y

0

[n]

x[n]

x[n]

h

0

[n]

h

1

[n]

éé éé 2

éééé 2

åååå 2

å åå

å 2

h

0

[-n]

h

1

[-n]

y

1

[n]

Synthesis bank = transpose of analysis bank

h

0

[n] causal Ω ΩΩ

Ω f

0

[n] ô ôô

ô h

0

[-n] anticausal

7

Synthesis:

x[-3]

x[-2]

x[-1]

x[0]

x[1]

x[2]

x[3]

x[4]

x[5]

x[6]

h

0

[3]

h

0

[2]

h

0

[1] h

0

[3]

h

0

[0] h

0

[2]

h

0

[1] h

0

[3]

h

0

[0] h

0

[2]

h

0

[1] h

0

[3]

h

0

[0] h

0

[2]

h

0

[1]

h

0

[0] 4 44

4

h

1

[3]

h

1

[2]

h

1

[1] h

1

[3]

h

1

[0] h

1

[2]

h

1

[1] h

1

[3]

h

1

[0] h

1

[2]

h

1

[1] h

1

[3]

h

1

[0] h

1

[2]

h

1

[1]

h

1

[0]

y

0

[0]

y

0

[1]

y

0

[2]

y

0

[3]

4444

4 44

4

y

1

[0]

y

1

[1 ]

y

1

[2]

y

1

[3]

W

T

. .

4444

8

Orthogonality condition (Condition O) is

W

T

W = I = WW

T

ΩΩΩΩ W orthogonal matrix

Block Form:

L
B
L

T

L + B

T

B = I
W =
LL

T

LB

T

BL

T

BB

T

I 0
0 I
LL

T

= I ΩΩΩΩ ƒƒƒƒ h

0

[n] h

0

[n œ 2k] = dddd[k] --------------(4)

n

LB

T

= 0 ΩΩΩΩ ƒƒƒƒ h

0

[n] h

1

[n œ 2k] = 0 --------------(5))))

n

BB

T

= I Ω

Ω ƒ ƒƒ

ƒ h

1

[n] h

1

[n œ 2k] = d dd

d[k] --------------(6)

n

êêê

ddd ƒƒƒ ƒƒƒ

ƒƒƒ ??? ???

? ??

Good choice for h

1

[n]:

h

1

[n] = (-1)

n

h

0

[N-n] ; N odd --------------(7)

Alternating flip

Example: N = 3

h

1

[0] = h

0

[3]

h

1

[1] = -h

0

[2]

h

1

[2] = h

0

[1]

h

1

[3] = -h

0

[0]

With this choice, Equation (5) is automatically satisfied:

k = -1: h

0

[0]h

0

[1] - h

0

[1]h

0

[0] = 0

k = 0: h

0

[0]h

0

[3] - h

0

[1]h

0

[2] + h

0

[2]h

0

[1] œ h

0

[3]h

0

[0] = 0

k = 1: h

0

[2]h

0

[3] œ h

0

[3]h

0

[2] = 0

k = ê2: no overlap

9

Also, Equation (6) reduces to Equation (4)

d[k] = ƒ h

1

[n] h

1

[n-2k] = ƒ (-1)

n

h

0

[N-n] (-1)

n-2k

h

0

[N-n+2k]

n n

= ƒ h

0

[?] h

0

[? + 2k]

?

So, Condition O on the lowpass filter + alternating flip

for highpass filter lead to orthogonality

10

&'(&'(&'( &'(&'(&'(

H

0,even

(z) H

0,even

(z

) H

0,odd

(z) H

0,odd

(z

Express Condition O as a condition on H

0,even

(z),

H

0,odd

(z):

Frequency domain:

13

úúúúH

0,even

(wwww)úúúú

2

  • úúúúH

0,odd

(wwww)úúúú

2

The alternating flip construction for H

1

(z) ensures

that the remaining conditions are satisfied.

H

0

(z) = H

0,even

(z

2

) + z

H

0,odd

(z

2

H

1

(z) = -z

-N

H

0

(-z

) alternating flip

= -z

-N

{H

0,even

(z

) - z H

0,odd

(z

= -z

-N

H

0,even

(z

) + z

-N+

H

0,odd

(z

&'( &'(

z

H

1,odd

(z

2

) H

1,even

(z

2

So

H

1,even

(z) = z

(-N+1)/

H

0,odd

(z

H

1,odd

(z) = -z

(-N+1)/

H

0,even

(z

Ω H

0,even

(z) H

1,even

(z

) + H

0,odd

(z) H

1,odd

(z

and H

1,even

(z) H

1,even

(z

) + H

1,odd

(z) H

1,odd

(z

14

15

Modulation Domain

x[n]

éééé 2

éééé 2

H

0

(z)

y

0

[n]

y

1

[n]

H

0

(z

åååå 2

å åå

å 2

x[n]

H

1

(z

H )

1

(z)

PR conditions:

H

0

(z) H

0

(z

) + H

1

(z) H

1

(z

H

0

(-z) H

0

(z

) + H

1

(-z) H

1

(z

[H

0

(z

) H

1

(z

)]
H

0

(z) H

0

(-z)

H

1

(z) H

1

(-z)

&'(&'(&'(&'(

H

m

(z) modulation matrix

No

distortion

Alias

cancellation

16

Replace z with œz in Equations (10) and (11)

H

0

(-z) H

0

(-z

) + H

1

(-z) H

1

(-z

H

0

(z) H

0

(-z

) + H

1

(z) H

1

(-z

H

0

(z

) H

1

(z

H

0

(-z

) H

1

(-z

H

0

(z) H

0

(-z)

H

1

(z) H

1

(-z)

&'( &'(&'(

&'(

&'(&'(&'(&'( &'( &'(&'(

&'(

H

m

T

(z

H

m

(z) 2I

Condition O:

H

m

T

(z

) H

m

(z) = 2I ΩΩΩΩ H

m

(z) is paraunitary