Finite worldlength effects in fixed-point implementations of linear systems

Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1998.Includes bibliographical references (p. 173-194).by Vinay Mohta.M.Eng

NATURAL ALGORITHMS IN DIGITAL FILTER DESIGN

Digital filters are an important part of Digital Signal Processing (DSP), which plays vital roles within the modern world, but their design is a complex task requiring a great deal of specialised knowledge. An analysis of this design process is presented, which identifies opportunities for the application of optimisation. The Genetic Algorithm (GA) and Simulated Annealing are problem-independent and increasingly popular optimisation techniques. They do not require detailed prior knowledge of the nature of a problem, and are unaffected by a discontinuous search space, unlike traditional methods such as calculus and hill-climbing. Potential applications of these techniques to the filter design process are discussed, and presented with practical results. Investigations into the design of Frequency Sampling (FS) Finite Impulse Response (FIR) filters using a hybrid GA/hill-climber proved especially successful, improving on published results. An analysis of the search space for FS filters provided useful information on the performance of the optimisation technique. The ability of the GA to trade off a filter's performance with respect to several design criteria simultaneously, without intervention by the designer, is also investigated. Methods of simplifying the design process by using this technique are presented, together with an analysis of the difficulty of the non-linear FIR filter design problem from a GA perspective. This gave an insight into the fundamental nature of the optimisation problem, and also suggested future improvements. The results gained from these investigations allowed the framework for a potential 'intelligent' filter design system to be proposed, in which embedded expert knowledge, Artificial Intelligence techniques and traditional design methods work together. This could deliver a single tool capable of designing a wide range of filters with minimal human intervention, and of proposing solutions to incomplete problems. It could also provide the basis for the development of tools for other areas of DSP system design

Digital Filtering Algorithms for Decorrelation within Large Least Squares Problems

The GOCE (Gravity Field and steady-state Ocean Circulation Explorer) mission is dedicated to the determination of the Earth's gravity field. During the mission period of at least one year the GOCE satellite will collect approximately 100 million highly correlated observations. The gravity field will be described in terms of approximately 70,000 spherical harmonic coefficients. This leads to a least squares adjustment, in which the design matrix occupies 51 terabytes while the covariance matrix of the observations requires 72,760 terabytes of memory. The very large design matrix is typically computed in parallel using supercomputers like the JUMP (Juelich Multi Processor) supercomputer in Jülich, Germany. However, such a brute force approach does not work for the covariance matrix. Here, we have to exploit certain features of the observations, e.g. that the observations can be interpreted as a stationary time series. This allows for a very sparse representation of the covariance matrix by digital filters. This thesis is concerned with the use of digital filters for decorrelation within large least squares problems. First, it is analyzed, which conditions the observations must meet, such that digital filters can be used to represent their covariance matrix. After that, different filter implementations are introduced and compared with each other, especially with respect to the calculation time of filtering. This is of special concern, as for many applications the very large design matrix has to be filtered at least once. One special problem arising by the use of digital filters is the so-called warm-up effect. For the first time, methods are developed in this thesis for determining the length of the effect and for avoiding this effect. Next, a new algorithm is developed to deal with the problem of short data gaps within the observation time series. Finally, it is investigated which filter methods are best adopted for the application scenario GOCE, and several numerical simulations are performed.Digitale Filteralgorithmen zur Dekorrelation in großen kleinste-Quadrate Problemen Die GOCE (Gravity Field and steady-state Ocean Circulation Explorer) Mission ist der Bestimmung des Erdschwerefeldes gewidmet. Während der Missionsdauer von mindestens einem Jahr wird der GOCE Satellit circa 100 Millionen hoch korrelierte Beobachtungen sammeln. Das Erdschwerefeld wird durch circa 70.000 sphärisch harmonische Koeffizienten beschrieben. Dies führt zu einem kleinste-Quadrate Ausgleich, wobei die Designmatrix 51 Terabytes benötigt während die Kovarianzmatrix der Beobachtungen 72.760 Terabytes erfordert. Die sehr große Designmatrix wird typischerweise parallel berechnet, wobei Supercomputer wie JUMP (Juelich Multi Processor) in Jülich (Deutschland) zum Einsatz kommen. Ein solcher Ansatz, bei dem das Problem durch geballte Rechenleistung gelöst wird, funktioniert bei der Kovarianzmatrix der Beobachtungen nicht mehr. Hier müssen bestimmte Eigenschaften der Beobachtungen ausgenutzt werden, z.B. dass die Beobachtungen als stationäre Zeitreihe aufgefasst werden können. Dies ermöglicht es die Kovarianzmatrix durch digitale Filter zu repräsentieren. Diese Arbeit beschäftigt sich mit der Nutzung von digitalen Filtern zur Dekorrelation in großen kleinste-Quadrate Problemen. Zuerst wird analysiert, welche Bedingungen die Beobachtungen erfüllen müssen, damit digitale Filter zur Repräsentation ihrer Kovarianzmatrix benutzt werden können. Danach werden verschiedene Filterimplementierungen vorgestellt und miteinander verglichen, wobei spezielles Augenmerk auf die Rechenzeit für das Filtern gelegt wird. Dies ist von besonderer Bedeutung, da in vielen Anwendungen die sehr große Designmatrix mindestens einmal gefiltert werden muss. Ein spezielles Problem, welches beim Benutzen der Filter entsteht, ist der sogenannte Warmlaufzeiteffekt. Zum ersten Mal werden in dieser Arbeit Methoden entwickelt, um die Länge des Effekts zu bestimmen und um den Effekt zu vermeiden. Als Nächstes wird ein neuer Algorithmus zur Lösung des Problems von kurzen Datenlücken in der Beobachtungszeitreihe entwickelt. Schließlich wird untersucht, welche Filtermethoden man am besten für das Anwendungsszenario GOCE verwendet und es werden verschiedene numerische Simulationen durchgeführt

Relationships between digital signal processing and control and estimation theory

Bibliography: leaves 83-97.NASA Grant NGL-22-009-124 and NSF Grant GK-41647.Alan S. Willsky

Finite state machine representation of digital signal processing systems

A new method for implementing digital filters is discussed. The met11od maximises the output signal to noise ratio of a filter by assigning at each of the filter variables an optimal quantization law. A filter optimised for a gaussian process is considered in detail. An error model is developed and applied to first and second order canonic form filter sections. Comparisons are drawn between the gaussian optimised filter and the equivalent fixed point arithmetic filter. The performance of gaussian optimised filters under sinusoidal input signal conditions is considered ; it is found that the gaussian optimised filter exhibits a lower approximation error than the equivalent fixed point arithmetic filter. It is shown that when high order filters are implemented as a cascade of second order sections - with if necessary one first order section - the section ordering has a very small effect on the overall signal to noise r atio performance. A similar result for the pairing of poles and zeroes is found. Bounds on the maximum limit cycle amplitude for first and second order all-pole sections are presented. It is shown that for a first order all-pole the maximum limit cycle amplitude is lower than would be expected in the equivalent fixed point arithmetic filter, whereas , for the second order all- pole the bound is twice as large. Examples of a low-pass , band-pass and wideband differentiating filter,designed using free quantization law techniques,are presented. This new design method leads to a filter whose arithmetic operations can not be performed using fixed point arithmetic hardware. Instead, the filter must be represented as a finite state machine and then implemented using sequential logic circuit synthesis techniques. The logic complexity is found to depend - amongst other considerations - on the so called state (code) assignment. Some preliminary results on this problem are presented for the case of a next state function computed using the AND/EXCLUSIVE- OR (ring-sum) logic expansion. A review of the state assignment techniques in the literature is included. A part of the state assignment problem - for the case of AND/EX'·/OR logic - requires the numerous and consequently rapid computation of the Reed-Muller Transformation. A hardware processor - designed as an add-on to a minicomputer - is described; speed comparisons are drawn with the equivalent software algorithm.Digitisation of this thesis was sponsored by Arcadia Fund, a charitable fund of Lisbet Rausing and Peter Baldwin

Digital Filtering with the iAPX 86/20

The iAPX 86/20 (8086 with the 8087 numeric coprocessor) is considered for digital filtering. The advantage in using the iAPX 86/20 lies in the 80-bit width of the 8087 floating-point arithmetic-registers. With such large arithmetic registers, the effects of coefficient roundoff and arithmetic roundoff errors on the filter output are reduced. The price paid for the improved numerical performance is the increased time spent by the system moving data to and from memory. The method of Knowles and Olcayto for measuring the effect of coefficient roundoff is studies in detail. This method is applied to an example filter in order to demonstrate that the iAPX 86/20 can meet filter specifications that the 8086 without the numeric coprocessor (iAPX 86/10) cannot meet

Digital Filters and Signal Processing

Digital filters, together with signal processing, are being employed in the new technologies and information systems, and are implemented in different areas and applications. Digital filters and signal processing are used with no costs and they can be adapted to different cases with great flexibility and reliability. This book presents advanced developments in digital filters and signal process methods covering different cases studies. They present the main essence of the subject, with the principal approaches to the most recent mathematical models that are being employed worldwide

Digital signal processing algorithms and structures for adaptive line enhancing

Imperial Users onl