1 Basic Multirate Operations

2 Interconnection of Building Blocks

Multi-rate Signal Processing

Electrical & Computer Engineering

University of Maryland, College Park

Acknowledgment: ENEE630 slides were based on class notes developed by

Profs. K.J. Ray Liu and Min Wu. The LaTeX slides were made by
Prof. Min Wu and Mr. Wei-Hong Chuang.
Contact: minwu@umd.edu. Updated: September 5, 2012.

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1 Basic Multirate Operations

2 Interconnection of Building Blocks

Outline of Part-I: Multi-rate Signal Processing

1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1.10

Building blocks and their properties

Properties of interconnection of multi-rate building blocks
Polyphase representation
Multistage implementation
Applications (brief): digital audio system; subband coding
Quadrature mirror filter bank (2-channel)
M-channel filter bank
Perfect reconstruction filter bank
Aliasing free filter banks
Application: multiresolution analysis

Ref: Vaidyanathan tutorial paper (Proc. IEEE 90);

Book 1, 4, 5.

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Single-rate v.s. Multi-rate Processing

Single-rate processing: the digital samples before and after
processing correspond to the same sampling frequency with
respect to (w.r.t.) the analog counterpart.
e.g.: LTI filtering can be characterized by the freq. response.

The need of multi-rate:

fractional sampling rate conversion in all-digital domain:
e.g. 44.1kHz CD rate 48kHz studio rate

The advantages of multi-rate signal processing:

Reduce storage and computational cost
e.g.: polyphase implementation

Perform the processing in all-digital domain

without using analog as an intermediate step that can:
bring inaccuracies not perfectly reproducible
increase system design / implementation complexity
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1 Basic Multirate Operations

2 Interconnection of Building Blocks

1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Basic Multi-rate Operations: Decimation and Interpolation

Building blocks for traditional single-rate digital signal
processing: multiplier (with a constant), adder, delay,
multiplier (of 2 signals)

New building blocks in multi-rate signal processing:

M-fold decimator
L-fold expander
Readings: Vaidyanathan Book 4.1; tutorial Sec. II A, B
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1 Basic Multirate Operations

2 Interconnection of Building Blocks

1.1 Decimation and Interpolation

1.2 Digital Filter Banks

M-fold Decimator

yD [n] = x[Mn], M N

Corresponding to the physical time scale, it

is as if we sampled the original signal in a
slower rate when applying decimation.
Questions:
What potential problem will this bring?
Under what conditions can we avoid it?
Can we recover x[n]?
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1 Basic Multirate Operations

2 Interconnection of Building Blocks

1.1 Decimation and Interpolation

1.2 Digital Filter Banks

L-fold Expander
(
yE [n] =

x[n/L]
0

if n is integer multiple of L N
otherwise

Question: Can we recover x[n]

from yE [n]? Yes.
The expander does not cause loss of
information.

Question: Are L and M linear and shift invariant?

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1 Basic Multirate Operations

2 Interconnection of Building Blocks

1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Transform-Domain Analysis of Expanders

Derive the Z-Transform relation between the Input and Output:

(details)

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1 Basic Multirate Operations

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Input-Output Relation on the Spectrum

(details)

YE (z) = X(z L )

Evaluating on the unit circle, the Fourier Transform relation is:

YE (e j ) = X(e jL )

YE () = X(L)

i.e. L-fold compressed version of X() along

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1 Basic Multirate Operations

2 Interconnection of Building Blocks

1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Periodicity and Spectrum Image

The Fourier Transform of a discrete-time signal has period of 2.

With expander, X(L) has a period of 2/L.
The multiple copies of the compressed spectrum over one period of
2 are called images.
And we say the expander creates an imaging effect.

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1 Basic Multirate Operations

2 Interconnection of Building Blocks

1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Transform-Domain Analysis of Decimators

YD (z) =

n= yD [n]z

(
x[n]
Define x1 [n] =
0

n= x[nM]z

if n is integer multiple of M
, then we have
O.W .

YD (z) = X1 (z M )
1 PM1
k
X1 (z) = M
k=0 X(WM z)

(details)

(details)

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Transform-Domain Analysis of Decimators

YD (z) =

n= yD [n]z

n= x[nM]z

Putting all together:

YD (z) =

1
M

PM1

YD () =

1
M

PM1

k=0

k=0

kzM)
X(WM

2k
M

ENEE630 Lecture Part-1

(details)

(details)

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Frequency-Domain Illustration of Decimation

Interpretation of YD ()
Step-1: stretch X() by a factor of M to
obtain X(/M)

Step-2: create M 1 copies and shift

them in successive amounts of 2

Step-3: add all M copies together and

multiply by 1/M.

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Aliasing
The stretched version X(/M) can in general overlap with its
shifted replicas. This overlap effect is called aliasing.
When aliasing occurs, we cannot recover x[n] from the
decimated version yD [n], i.e. M can be a lossy operation.
We can avoid aliasing by limiting the bandwidth of x[n] to
|| < /M.
When no aliasing, we can recover x[n] from the decimated
version yD [n] by using an expander, followed by filtering of the
unwanted spectrum images.

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1 Basic Multirate Operations

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Example of Recovery from Decimated Signal

y [n] = x[n] where no aliasing

occurs.

freq.-domain interpretation
Question: Is the bandlimit condition || < /M necessary?
What if X () has a support over [/3, ] for M = 3?
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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Decimation Filters
The decimator is normally preceded by a lowpass filter called
decimator filter.
Decimator filter ensures the signal to be decimated is bandlimited
and controls the extent of aliasing.

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Interpolation Filters
An interpolation filter normally follows an expander to
suppress all the images in the spectrum.

time-domain interpretation
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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Fractional Sampling Rate Conversion

So far, we have learned how to increase or decrease sampling rate
in the digital domain by integer factors.
Question: How to change the rate by a rational fraction L/M?
(e.g.: audio 44.1kHz 48kHz)
Method-1: convert into an analog signal and resample
Method-2: directly in digital domain by judicious combination
of interpolation and decimation
Question: Decimate first or expand first? And why?

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Fractional Rate Conversion

Use a low pass filter with passband greater than /3 and stopband
edge before 2/3 to remove images
Equiv. to getting 2 samples
out of every 3 original samples
the signal now is critically
sampled
some samples kept are
interpolated from x[n]
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1 Basic Multirate Operations

2 Interconnection of Building Blocks

1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Time Domain Descriptions of Multirate Filters

Recall:
1

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Summary of Time Domain Description

Input-output relation in the time domain for three types of

multirate filters:
P

Pk= x[k]h[nM k] M-fold decimation filter

y [n] =
L-fold interpolation filter
k= x[k]h[n kL]

P
k= x[k]h[nM kL] M/L-fold decimation filter
Note: Systems involving expander and decimator (plus filters) are
in general linear time-varying (LTV) systems.

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Digital Filter Banks

A digital filter bank is a collection of digital filters, with a common
input or a common output.
Hi (z): analysis filters
xk [n]: subband signals
Fi (z): synthesis filters
SIMO vs. MISO

Typical frequency response for analysis filters:

Can be
marginally overlapping
non-overlapping
(substantially) overlapping
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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Review: Discrete Fourier Transform

Recall:
time-domain
M-point DFT
discrete periodic
(
P
nk
DFT: X[k] = M1
n=0 x[n]W
P
M1
1
nk
IDFT: x[n] = M
k=0 X[k]W

frequency-domain
discrete periodic
(W = e j2/M )

Subscript is often dropped from WM if context is clear

The M M DFT matrix W is defined as [W]kn = W kn
We use W to represent the conjugate of W;
also note W = WT (symmetric)
indexing convention in signal vector: [x[0], x[1], ...]T ,
i.e. oldest first

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

DFT Filter Bank

Consider passing x[n] through a delay chain
to get M sequences {si [n]}: si [n] = x[n i]

i.e., treat {si [n]} as a vector s[n], then apply W s[n] to get x[n].
(W instead of W due to newest component first in signal vector)

Question: What are the equiv. analysis filters?

And if having a multiplicative factor i to the si [n]?
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1 Basic Multirate Operations

2 Interconnection of Building Blocks

1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Input-Output Relation of DFT Filter Bank

(details)

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2 Interconnection of Building Blocks

1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Relation between Hi (z)

(details)

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Uniform DFT Filter Bank

A filter bank in which the filters are related by
Hk (z) = H0 (zW k )
is called a uniform DFT filter bank.

The response of filters |Hk ()| have a large amount of overlap.

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1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Time-domain Interpretation of the Uniform DFT FB

(details)

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1 Basic Multirate Operations

2 Interconnection of Building Blocks

1.1 Decimation and Interpolation

1.2 Digital Filter Banks

Time-domain Interpretation of the Uniform DFT FB

The DFT filter bank can be thought of as a spectrum analyzer

The output {xk [n]}M1
k=0 is the spectrum captured based on
the most recent M samples of the input sequence x[n].
The filters themselves are not very good: wide transition
bands and poor stopband attenuation of only 13dB
due to the simple rectangular sliding window H0 (z).
Question: How can we improve the filters in the uniform DFT
filter bank, esp. the prototype filter H0 (z)?

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1 Basic Multirate Operations

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2.1 Decimator-Expander Cascades

2.2 Noble Identities

Interconnection of Building Blocks: Basic Properties

Basic interconnection properties:

)
by the linearity of M & L

Readings: Vaidyanathan Book 4.2; tutorial Sec. II B

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2.1 Decimator-Expander Cascades

2.2 Noble Identities

Decimator-Expander Cascades

Questions:
1

Is y1 [n] always equal to y2 [n]?

Not always.

E.g., when L = M, y2 [n] = x[n], but

y1 [n] = x[n] cM [n] 6= y2 [n], where cM [n] is a comb sequence
2

Under what conditions y1 [n] = y2 [n]?

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2.1 Decimator-Expander Cascades

2.2 Noble Identities

Example of Decimator-Expander Cascades

x0

L = 3, M = 2

x0

L = 6, M = 4

2
0.5

0.5
0

-2

10

0.2

0.4

0.6

0.8

1
-2

x1

y1

-2

-2

-2

-2

10

10

20

30

0.2

0.4

10

10

0.8

-2

-2

15
0

0.5

1.5

x2

0.6
y1

10
y2

y2
4

x1

x2
4

15
-2

20

40

ENEE630 Lecture Part-1

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10

15

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2.1 Decimator-Expander Cascades

2.2 Noble Identities

Condition for y1 [n] = y2 [n]

Examine the ZT of y1 [n] and y2 [n]:

(details)

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2.1 Decimator-Expander Cascades

2.2 Noble Identities

Condition for y1 [n] = y2 [n]

 k M1  kL M1
Equiv. to examine the condition of WM
WM k=0 :
k=0
iff M and L are relatively prime.
Question: Prove it. (see homework).

Thus the outputs of the two decimator-expander cascades,

Y1 (z) and Y2 (z), are identical and (a) (b) iff M and L are
relatively prime.

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2.1 Decimator-Expander Cascades

2.2 Noble Identities

The Noble Identities

Recall: the cascades of decimators and expanders with LTI systems
appeared in decimation and interpolation filtering.
Question:

Generally No.
Observations:

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2.1 Decimator-Expander Cascades

2.2 Noble Identities

The Noble Identities

Consider a LTI digital filter with a transfer function G (z):

Question: What kind of impulse response will a filter G (z L ) have?

Recall: the transfer function G (z) of a LTI digital filter is rational for
practical implementation, i.e., a ratio of polynomials in z or z 1 . There
should not be terms with fractional power in z or z 1 .
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2 Interconnection of Building Blocks

2.1 Decimator-Expander Cascades

2.2 Noble Identities

Proof of Noble Identities

details

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