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IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 40. NO. 3, MARCH 1992

Approximation of FIR by IIR Digital Filters: An Algorithm Based on Balanced Model Reduction
Bartlomiej Beliczynski, Member, IEEE, Izzet Kale, Member, IEEE, and Gerald D. Cain, Senior Member, IEEE The problem of conversion from FIR filters to reduced order IIR filters has surfaced from time to time in the signal processing literature for a number of years (e.g., [2][4]). IIR approximation of linear-phase FIR filters has received particular attention, especially in the context of delay equalization. One of the many possible avenues to FIR filter approximation is via balanced state-space realization. This method of dynamic system reduction has been a big attraction in certain reaches of system theory for the past decade, with a lot of attention focusing on state-space equation reduction [5]-[7]. The state-space realization ought to be in the balanced form, that is, such that the state-space realization has controllability and observability grammians equal and diagonal. In filter design and approximation, the concept of balanced realization seems to have been rarely used [8], [9], although one especially pertinent application of the concept may be found in [9]. A usual recipe for the reduction of a transfer function order is the following: convert the transfer function into state-space form, calculate controllability and observability grammians, take the square roots of the singular values of their product (resulting in the Hankel singular values), determine necessary similarity transformation and balanced system realization, inspect the Hankel singular values and decide upon the reduced system order, and finally convert the reduced order statespace form into a transfer function if required. The original and reduced order system can then be compared against various criteria and a new order of approximation attempted if necessary. The primary principle used for system reduction lies in the elimination of a subsystem associated with the smallest Hankel singular values. Several of todays commercial software packages like PRO-MATLAB, CTRL-C, and CC can be used to undertake the various steps needed in the model reduction algorithm. However, a computational problem may arise, especially when the original system is of relatively high order. In this paper we use a balanced realization technique to convert single-input/single-outputFIR filters to corresponding IIR filter approximations, simultaneously (and hopefully substantially) reducing system order. The starting point of our algorithm is a canonical controllable form of an FIR filter. By using the Hankel matrix factorization we derive a simple formula for similarity transformation which leads to a balanced state-space realization. How-

Abstract-This paper presents an algorithm for the approximation of FIR filters by IIR filters. The algorithm is based on a concept of balanced model reduction. The matrix inversions normally associated with this procedure are notoriously error prone due to ill conditioning of the special matrix forms required. This difficulty is circumvented here by directly formulating a reduced state-space system description which is input/output equivalent to the system that would more conventionally be obtained following the explicit step of constructing an (interim) balanced realization. Various examples of FIR by IIR filter approximations are included.

1. INTRODUCTION T is fairly easy to assemble an armory of highly effective design tools for linear-phase FIR filters and to traverse from these to other sorts of FIR designs. Whether it is merely a matter of applying a window to an elementary nonoptimal FIR filter or of invoking an elaborate optimization approach, FIR design is readily amenable to assault from a variety of directions and with finely graduated investment of algorithmic sophistication. Serious filter design necessitates a reasonably comprehensive programming suite embracing a range of design options which can be deployed to advantage in the face of variously challenging target specifications [ 13. The practioners landscape is less lush as regards IIR design. The venerable Buttenvorth, Chebyshev, and elliptic standbys can often be satisfactorily employed, and a few optimization techniques are on hand for effective use. But generally our view is that the route to routine production of filter designs is more tedious with IIR as opposed to FIR targets. In view of the great filter dimensionality advantages associated with IIR filters and their consequent appeal in resource-constrained implementation, it seems sensible to try to fashion a two-stage design process: quick amval at an acceptable FIR design (which perhaps is an intentional overkill of the specification) followed by conversion to an IIR approximant which, though never an exact rendition of the FIR design, still meets the filter specification. Having a design environment heavily slanted toward FIR work, we found this prospect to be a powerful motivation.

Manuscript received April 20. 1990; revised December 20, 1990. B . Beliczynaki was with the School of Electronic and Manufacturing Systems Engineering, Polytechnic of Central London, London WI M 8JS. U.K., on leave from the Warsaw University of Technology, Warsaw. Poland, while this work was being done. I . Kale and G . D . Cain are with the School of Electronic and Manufacturing Systems Engineering, Polytechnic of Central London. London W IM 8JS. U.K. IEEE Log Number 9105668.

3053-587X/92$03.00 @ 1992 IEEE

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ever, in order to avoid calculation of a possibly ill-conditioned balanced realization, we use a reduced state-space form of the system that is input/output equivalent to the balanced system, but which is obtained without inverting matrices. The algorithm we derive is applied to investigate several examples of FIR-to-IIR filter conversions. When using a design technique of this nature the designer may employ two somewhat unconventional visual aids for guidance. These are the Hankel singular value plots and the 3D magnitude and phase plots. The third dimension in these "waterfall" plots is the reduced order of the IIR approximation of the prototype FIR. Both these aids are, in our opinion, very important for a qualitative assessment of design effectiveness, and we have made use of them in the examples included in this paper. The paper is organized as follows: in Section I1 principal facts about balanced model reduction are reviewed; the algorithm for FIR-to-IIR filter conversion is derived and discussed in Section 111, various examples are included and treated in Section IV, and finally conclusions are drawn in Section V. 11. BALANCED REALIZATION AND MODEL REDUCTION Important highlights from balanced realization and model reduction theories are presented in this section. These facts wil! be used in subsequent sections to prove properties and correctness of our FIR-to-IIR approximation algorithm. Let ( A , B , C ) be matrices forming a minimal realization of a stable z-domain transfer function F(z) of order n; that is,

( A , B,

with P and Q it will then lead to a new system _ -grammians _ C ) according to (2) and to new grammians and Q , which are solutions of the following equations:

A j q ' + BE'
and

(6)

;i'QA + CTC
P = T-IP(T~)-I

e.

(7)

If (2) is substituted into (6) and (7) then one obtains (8) (9)

Q = TTQT.

The grammians P and Q depend strongly on the statespace coordinates, but the eigenvalues of their product AI (PQ) are invariant under state-space transformations, and are hence input/output invariants. We required all singular values of matrix A to be negative, i.e., Re (A,(A)) < 0. Hence, for every i, the Hankel singular values of F(z) are defined as
a,(&z))

2 ! {Al(PQ)}1'2.

(10)

And by convention these values are ordered in a descending fashion:

0 1

(F(z)) 2

0 1

+I

(W).
(T,

The maximum singular value of norm:

defines the Hankel

( 1 1)

II F(Z)IlH
P
=

Li max
I

0 1

(F(z)).

F(z) = C(ZZ - A ) - ' B .

(1)

A state-space realization such that

Q = C = diag ( a l ,( T ~ , . *
,a , )

If one selects any nonsingular _ - - matrix T and calculates a new system of matrices ( A , B , C) such that

(12)

2=
then

T-IAT,
-

B = T-IB,

C = CT

(2)

(3) there are two special matrices P and Q defined for a statespace realization of ( A , B , C ) . These are solutions of the following Lyapunov equations:
APA' and A'QA

C(zZ -

A)-9

F(z).

is referred to as a balanced realization [ 5 ] . If the system ( A , B , C ) is stable and furthermore it is controllable and observable, then the P and Q matrices are positive-definite and can be factorized as P =R R ~ Q And then the matrix SPS' = sRRTsT
(15)
=

(13) (14)

S'S.

+B B= ~ P + C'C
= Q.

(4)

is a symmetric matrix which can be factorized as follows:

(5)
where

SPST = U C 2 U T

(16)

The matrices P and Q are known as the controllability and observability grammians, respectively. Furthermore, P and Q are positive-definite matrices if the system is stable (i.e., Re ( A i ( A ) ) < 0 for every i), and if and only if pairs ( A , B ) and ( A , C ) are completely controllable and completely observable, respectively. For proof see, for example, [lo]. If transformation T is applied to the system ( A , B , C )

UU'

and I is the unit matrix. Having S, U , and C, one defines this following transformation: T
=

s-1uC'/2.

(18)

IEEE TRANSACTIONS ON SIGNAL PROCESSING. VOL. 40. NO 3. MARCH 1992

Substituting (2) into (8) and (9) and applying (14), (16), and (1 7) we have

p
and
-

= C-'/QJTSpSqJ(C-l/2)T = C-'PUTUC2UTUC-'/2 =

The Markov parameters represent the impulse response sequence of the system ( A , B , C). The Hankel matrix is hence defined as follows:

r
and can be written as

HI

H2

Q =

C'/2uT(S-I)TsTss-IuC1/2 =

So the transformation T applied to the ( A , B , C) system in accordance with (2) will result in a balanced system. Next let us assume that ( A h , B,,, cb) is a balanced system, and decompose C into two parts:

H = WOWc
where

WO= [CTATCT . . (AT)kCT, .. *IT

*

(30)

where

w,= [ B AB .
C,
=

A~B .

-1.

(31)

diag ( a l , . . , ak)

(20)

A further basic fact from realization theory is that rank ( H j = degree of F(z) (32)

and C, = diag (uk+,,*

* *

, on).

(21)

which is known as Kronecker's theorem [13], [14]. Since the solution of (4) can be written as

According to the partition, the state-space matrices can now be represented as

P =B B+ ~ ABB~A + ~. .
then P =

- +A ~ B B ~ (+ A~ .)~
e

(33)

wcw;
WTWo.

(34)

and similarly one can show that (22) and the two subsystems are ( A ,,, B , , C,)-the truncated system
(A22,B,, C2)-the rejected system.

(35)

(23) (24)

The Hankel singular values of F(z) are the singular values of H and the following holds true [lo]: [The ith singular value of HI2
=

h,(PQ) = uf(F(z)). (36)

If system ( A b , Bb, C,) is asymptotically stable and balanced, then (23) and (24) are also found to be asymptotically stable and balanced. A balanced realization is unique up to an arbitrary statespace transformation Th such that

TbC

ETb and T i T b = I.

(25)

See [lo] for proof. If Fk(z) is a transfer function obtained by truncating the balanced realization of F(z) to the first k states then
IlF(2)

- FdZ)IIH

2 tr (E,).

(26)

The result (26) is presented in [ 101 and [ 1 11, albeit in the s domain. An interesting fact, stressed in 1121, is that the Hankel norm lies between two other conventional norms: those of the sum of squares and Chebyshev norms. A Hankel matrix can be used in the calculation of the Hankel singular values. For the system ( A , B , C ) the Markov parameters Hk are defined as

111. FIR TO IJR CONVERSION ALGORITHM The method presented in Section I1 is a general method for balanced model reduction, which can be applied to any filter, be it FIR or IIR. The resulting filter will always be an IIR. In many practical applications FIR filters must be of quite high order; in the process of converting from FIR to IIR this fact leads to intensive computations. These suffer from very long calculation times and numerical inaccuracies, even if very high precision arithmetic is employed. Moreover, balanced realization calculations are often ill conditioned. To try to circumvent these difficulties, we employ a unique property of the FIR filter (it can be structurally represented in a very special form) and reduce the system order without calculating explicitly its balanced realization. We start with an N-coefficient FIR filter (an nth order system, where n = N - l j written in the following transfer function form:
F(2) = CO

+ q2-I + . . +
+ F,(z).

C,,z-'l

Hk = C A - I B

fork = 1, 2, 3,

(27)

CO

(37)

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The filter F(z) may be represented as a set of difference equations

x(k
where

+ 1) = h ( k ) + Bu(k)
y(k)
=

Cx(k) + Du(k)

0 0
A =
1 0

- * .

0 0 0

will lead to a balanced realization of the system where I/ and A are defined by (43) and (44) and I * I denotes the absolute value of the matrix elements. Proof: By simply using (40) and (31) along with (42), one obtains (45). Substituting (45) into (34) results in formula (46). Now according to (29), (45), (35), and (43)

-..0

...
-0 0
* * *

B=

0 and

H = W,WC= W , = VAV

1 0
* * *

0
D
= CO.

C=

[CI

~2

~3

c,],

(40)

so also
PQ = VA2V = V 1 A ) 2 V T . If one uses the state transformation (47) then, by employing (8) and (9), one obtains

Notice that filter F , ( z ) is representable by the A , B , C matrices alone. Now for the ( A , B , C) system having a finite impulse response, the rows and columns of zeros are omitted and the following finite Hankel matrix is used:

7=

lAJ.

The matrices W Oand W, defined by (30) and (31) have their dimensions also limited

WO, w,E

anxn

(42)

where an , I is the set of real matrices. W, and W,. are usually called observability and controllability matrices, respectively. The H matrix (41) is a symmetric matrix, so it can be factorized in this manner:

Having achieved a balanced realization one can reduce the system by means of (23). However, a balanced realization calculated via transformation (47) might be ill conditioned, particularly if the diagonal elements of A vary dramatically in magnitude. The theorem which follows is then helpful. 7heorem: If the Hankel matrix H of an nth order FIR filter ( A , B , C) (where A , B , C are given by (40)) is factorized as (43), then a kth order reduced balanced system is input/output equivalent to the system

(4,
4

C,)

(48)

where
Ak = VrAVk

H
where

VAL

(43)

Bk = V:B

W T = I (44) with A being a diagonal matrix and I a unit matrix. Notice that H is not necessarily a positive-definite matrix. Corollary: For the system ( A , B , C) where the A , B , C matrices are given by (40), the controllability matrix, and the controllability grammian are unit matrices, i.e.,

c, = cv,
and Vk is a ( n X k ) rectangular matrix obtained from the following partitioning:

= [V,

Vn-,].

w, = I
P=I
and the state transformation T
=

Proof: If I A I is partitioned as follows:

(45) (46) (47) then, by using (47), one can determine balanced realization

VlAl-/2

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The balanced reduced-order system defined by ( 2 3 ) then has the transfer function

which serves as an indicator to the approximant choice subsequently employed. Apart from the Hankel singular values plot, waterfall plots of the transfer function magGk(z)= CVkI Ak1 - / * ( z l - I AkI I2VrAVk1 Ak1 -*)-I nitude and phase of a selection of reduced-order IIR filters are presented for comparison purposes. In addition a * 1 Ak1 I2V:B feather plot, which is a plot of both magnitude and = C I / , I A ~ ) - ~ / * ( Z I A ~ ~ ~ / * ) A ~ ) - ~ * phase error together, for each frequency, is also included. One final element presented in the cluster of graphical I*v,TA vk1 1 - I 2 ) - 1 I W:B representations of both the original FIR and reduced IIR filter, is the pole/zero pattern (PZP). = C V ~ ( ZI VlAVk)- V r B .

I I

Remark: Because of the very special forms of matrices A and B , (40), one can prove that
Ak = V ( 2 : n , l : / ~ ) ~ V ( l : n 1, 1:k)

A . Example 1

Bk = V(1, I : k ) T

(49) where V(i : j , k : m ) denotes an extraction of matrix Vs rows from i t o j and its columns from k to m . Now, at last, a complete algorithm can be presented. The Algorithm Given co, c I , * , c,, the FIR filter coefficients: 1) Create the Hankel matrix, H - (41). 2 ) Decompose the H matrix to obtain V and A - (43). 3 ) Display the Hankel singular values (i.e., the elements of 1 A I), and choose a desired order of approximation. 4) Calculate A k , Bk, Ckmatrices - (49) 5) Convert the system state-space representation (Ak, Bk, Ck,D), where D = c,,, into the transfer function form.
IV . FIR-TO-IIR REDUCTION EXAMPLES We have scrutinized many cases of FIR filters, with the number of coefficients N ranging from 4 to more than 2 5 6 , successfully converting and reducing to an appropriate IIR form. Since it is more convenient for us to dimension IIR results in terms of the order n of the z-domain numerator and denominator polynomials, we relinquish the more conventional (for FIR) N notation and declare our original filters size in terms of n , so that before-and-after size comparisons can be facilitated. In this section we restrict ourselves to presenting six primary examples, which clearly demonstrate this model reduction technique, its strengths and areas where its use can be especially advantageous. In these examples several conditions of phase (minimum phase, linear phase, and maximum phase) for the original FIR filter, having identical magnitude response, are investigated. The results are presented in a variety of formats, highlighting the important aspects of our findings in a manner we believe aids visualization. One of the most important graphs included in all our findings is a plot of the Hankel singular values, which serves as a guideline for order selection of the reduced IIR realization. A common feature seen on all our Hankel singular values plots is an arrow,

C,

CV(l : n , 1 : k )

In this example, we look at a narrow stopband, bandreject filter, with monotonic passband characteristics, having filter order n = 88 in the original prototype FIR. We investigate and comment upon its reducibility as well as identifying and stating some underlying factors present in the reduction mechanism. Fig. 1 is a sample plot for the reduction of the n = 88 linear phase FIR to an n = 45 IIR. Here phase is linear only in the passband of the IIR version. Before we discuss the results presented in Fig. 1, it is necessary to clearly define and explain what each segment of Fig. 1 represents. Starting with Fig. l(a), we have a plot of the Hankel singular values versus the desired IIR order. The Hankel singular value plot, when closely examined, readily reveals that the sharper the falloff to zero, the more effectively and accurately the prototype FIR can be approximated. Thus, when the Hankel value becomes negligible, there is no need to engage in increasing the IIR approximation order. This happens at about the location of the arrow (i = 45), which sets the conditions leading to Figs. l(b) to (f). Fig. l(c) is a composite plot which shows the prototype FIR filters magnitude response represented by small dots, overlaid by the reduced IIR filters magnitude response, represented by the ellipse-like symbols, plotted as absolute gain against normalized frequency. This plot reveals where the FIR specification is not being met by the IIR approximation. Similarly, Fig. I(d) employs the same symbology as in Fig. l(c), only now exhibiting the integrity of the phase approximation (calibrated in radians). Fig. l(b) is a handy form of vector error plot, a feather plot showing magnitude error combined with the corresponding phase error, at each frequency displayed. The point of view adopted is that the original FIR prototype given is the reference datum (dismissing consideration of the degree to which that FIR might itself have been an inadequate approximation to some idealized filter specification). Thus, goodness is tantamount to original FIR transfer function closeness. Notice that the vertical axis is a measure of the absolute error and has been scaled so as to magnify the quite modest error profile prevailing for this particular Hankel value choice. Figs. l(e) and (f) give the pole/zero patterns (PZPs) of the prototype FIR and the approximating IIR, respectively. The PZPs furnish invaluable graphical perspec-

BELlCZYNSKl er a/: APPROXIMATION OF FIR BY IIR DIGITAL FILTERS

2.8

537

4) x

1.4
i 0

E
t

3
4

J
-1.4

index i
(a)
FIR
ooo

50

100

normalized frequency (b)

... FIRi,o;o

0.25

0.5

IIR
7

1 , ~ ,

IIR

0.8

0.4

t
0

: :
0.25

1
0.5

-4

0.25

0.5

normalized frequency (C)

normalized frequency (d)

T-not t o scale

(e)

FIR

(fi

IIR

Fig. 1 . (a) Hankel singular values versus the desired IIR order. (b) Error (IIR relative to FIR). An n = 88 linear-phase band-reject FIR prototype (shown by ellipses in (c) and (d)) and its n = 45 IIR approximant (shown by dots in ( c ) and (d)). The corresponding z-plane pole/zero patterns are given in (e) and ( f ) .

tive for understanding why the reduction mechanism works and how much further one can reduce. Starting the examination of our results from Fig. l(e), we observe that all the zeros of the prototype FIR filter are in what we refer to as conjugal quartet form (i.e., in conjugate and having another conjugate pair at the reciprocal of the radius applying to the first pair). This construct is a well-known feature of linear-phase FIR filters and prevails everywhere except where zeros fall on the real axis at reciprocal radii or on the unit circle. If we now examine the PZP of the (reduced) IIR version with n = 45 it becomes clear that our resulting filters PZP takes on the form of an almost all-pass construct. A slight angular rotation offset prevents all-pass action and instead gives us a good band-reject filtering characteristic with linear phase in the passband. This suggests that the poles of the prototype FIR, once released from the origin in the z plane, find themselves propelled on top of those zeros inside the unit circle. This of course results in pole/zero cancellation. Since half the zeros of the prototype FIR were inside the unit circle, half of the poles freed from the origin are expended in annihilating these zeros, leav-

ing the other half available for use in realizing the almost all-pass behavior that characterized the FIR prototype. This observation ties in with the information conveyed by the Hankel singular value plot of Fig. l(a) which suggests that any order reduction below n = 45 (approximately the number of minimum-phase zeros the prototype FIR possesses) would result in a bad approximation. This further implies that poles and zeros which do not naturally cancel one another (and hence have a role to play in shaping th: desired filter response) are forcibly ignored. At the other extreme, if IIR approximation orders in excess of 47 are chosen, redundant poles and zeros (placed on top of one another) are brought in, and serve no useful purpose apart from canceling each other out. We might as well not have this excess baggage. The point about allowing n , the IIR order, to be greater than that required for the onset of negligible Hankel singular values (inevitably resulting in redundant poles and zeros) is demonstrated in the second part of this example. If the magnitude and phase approximation errors displayed in Fig. l(b) are examined in detail, we find that for n = 45, the error is less than 0.01 in the passband, and less than 0.03 in the stopband. This is a fairly decent approximation which suggests that, if linear phase in the passband is required, there is no computational burden improvement by realizing the filter with an IIR construct, since an IIR of order 45 would have 45 numerator and 45 denominator coefficients, resulting in a slightly more expensive computational burden than the original 89 coefficients of the FIR prototype. If, on the other hand, passband phase may be assigned with greater freedom, a quick glance at the prototype FIRS PZP leads to a realization that, if a minimum-phase situation were to be chosen, a massive saving ought to be possible. Fig. 2 displays the results for this minimumphase situation. Except for Figs. 2(e) and (f), which are the counterparts of Fig. l ( f ) , but with a reduction to n = 5 and n = 30, respectively, it is apparent that a tenfold reduction improvement with respect to the linear-phase situation is achieved, and that roughly comparable approximation fidelity occurs. It is worth noting that the magnitude errors in the n = 5 case are less than 0.016. The explanation of this, as our intuition suggested, lies in the much greater scope available for simultaneous polel zero cancellation, and concomittant stability, when all the zeros are to be found inside the unit circle. In the interest of conserving space in Fig. 2 we have not shown the PZP of the minimum-phase prototype (easily seen by expunging the zeros outside the unit circle in Fig. l(e) and amending those inside to double-order zeros). The case of n = 30 has a PZP (see Fig. 2(f)) which clearly demonstrates the wasteful redundancy the Hankel singular values plot dictate, in the form of poles on top of zeros. Obviously Fig. 2(e) has been contaminated by superfluous pole-zero pairs very nearly canceling each other. Fig. 3 is a plot of the Hankel singular values for the maximum-phase case. The Hankel singular values clearly indicate that there is no scope for reduction due to the fact

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IEEE TRANSACTIONS ON SIGNAL PROCESSING. VOL. 40. NO. 3. MARCH 1992

2
E

0.8

ca

, o.:bo;q
o
--0.8

leftmost) filter response in all these waterfall plots is always that of the FIR prototype. Such 3D representation of the approximation results serves as a very valuable form of visual aid in conveying the sensitivity of the process of IIR approximation in one plot.

1 6 .-

normalized frequency (b)

... FIR;

0.25

0.5

,5

.._ F I R ,

ooo IIR

, ~ ,

y 2 ;

IIR

0.8

-0.5
-1
0-

-1

5
0

05

normalized frequency

025

normalized frequency (d)

0.25

0.5

Fig. 2 . (a) Hankel singular values versus the desired IIR order. (b) Error (IIR relative to FIR). An n = 88 minimum-phase band-reject FIR prototype and IIR approximants (?I = 5 in (b)-(e) and n = 30 ( f ) ) . The :-plane pole/ zero patterns for these approximants are given in (e) and ( f ) .

I
0

50

100

index i
Fig. 3 . The Hankel singular values for the maximum-phase case. An n 88 maximum-phase band-reject FIR prototype.
=

that all the zeros are outside the unit circle and we have a wide passband where phase control is required. So one is better off using the prototype FIR in these circumstances. In Fig. 4 we return to more productive territory: linearphase and minimum-phase conditions. Presented in Fig. 4 are waterfall displays of the magnitude and (unwrapped) phase responses of the linear-phase and the minimumphase cases for a range of IIR approximation orders. For Figs. 4(a) and (c), n varies from 48 down to 43. A much more economical scene is portrayed in Figs. 4(b) and (d), where n starts at 8 and decreases to only 3 . The first (i.e.,

B. Example 2 In this example we examine the extent of reducibility, as well as the dominant factors influencing reduction, for a narrow-band bandpass filter having n = 88. As in the previous example, let us look at the linear-phase condition first. Our starting point in the analysis of the results in this example is the Hankel singular values plot as shown in Fig. 5(a), which suggests the possibility of about a fourfold reduction, with minimal errors. As seen from Figs. 5(c) and (d) and further confirmed by Fig. 5(b), an IIR approximation with n = 12 results in an approximation which tracks the prototype FIR fairly closely (a maximum absolute passband magnitude error of some 0.01). The results obtained above confirm a characteristic we found in the many examples we tried: narrow passband filters, be they low-pass, high-pass, bandpass, bandstop, or multiband, requiring linear phase in their passbands, lend themselves favorably to reduction because of the rapid falloff exhibited by the Hankel singular values, resulting from the inherent narrow-band simultaneous magnitude and phase constraint imposed. Through experimentation with narrow passband filters we have further observed that in the remaining two cases of phase, i.e., minimum and maximum, the margin for order reduction in the reduced IIR filter (for comparable error profiles with respect to the linear-phase case) is fairly small. For the bandpass filter we are dealing with in this example, reduction by order 4 (by recasting the FIR prototype as minimum phase rather than linear phase) or increase by order 4 (by designing maximum-phase rather than linear-phase) is the extent to which phase selection can perturb the order reduction. Since this is only a possible 5 % improvementldegradation swing it can be said that the overriding influence in the reduction mechanism in narrow passband cases is no longer the phase, but rather the bandwidth of the passband. This is all because phase is insignificant in the stopband. It should however be made very clear that the minimum-phase case consistently resulted in better reduction than the other two conditions. In Figs. 6(a) and (b) the Hankel singular value plots of the minimum and maximum phase conditions for the n = 88 FIR narrow passband bandpass filter are presented in turn. These two Hankel singular value plots look very similar to the one that can be obtained for the linear-phase case. The main difference in the three comes in the decay rate to negligible Hankel values. Figs. 6(c)-(f) give waterfall magnitude and phase plots of the minimum and maximum phase cases respectively, each for a spread of eleven credible JIR filter approximation orders, having n ranging from 4 to 14 for the minimum-phase case and 9 to 19 for the maximum phase.

BELICZYNSKI er al.: APPROXIMATION OF FIR BY IIR DIGITAL FILTERS

53Y

Q A ?

(C)

(d).

Fig. 4. Variations of IIR approximation quality starting with n = 88 band-reject FIR prototypes (linear phase in (a) and (c) and minimum phase in (b) and (d))

50

100

-1.2

index i
(a)
FIR
4/

normalized frequency (b)

...

0.25

0.5

ooo

IIR

,
0.8

FIR , ! o o o

IIR

00

however, in an FIR design environment this task is easy. In this example we investigate one such multiband filter. Fig. 7(a) shows the Hankel singular values for an n = 135 minimum-phase (minimum phase was chosen to result in the best reduction) multiband FIR filter; inspection of the Hankel singular values immediately suggests that about a sixfold reduction should be possible. Figs. 7(b)-(d) are results for an IIR approximation of order n = 20. Absolute magnitude errors across all frequencies for this choice of IIR order lie below 0.09. The above filter's reducibility was further explored for a variety of bandwidths, with identical filter passband characteristics, and the results obtained substantiated our findings stated in example 2. Figs. 7(e) and (f) are waterfall plots of the IIR phase and magnitude approximations for n ranging from 12 to 23. It is apparent from the waterfall plots in Figs. 7(e) and (f) that the choice of any approximant order above n = 20 does not appreciably improve the approximation.

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D. Example 4
Next we investigate an n = 127 linear-phase wide-band low-pass filter, and examine its reducibility in the context of findings we have established in the previous examples. The situation so far as reducibility goes in this case is, as expected, not very favorable since we have a wide band over which phase linearity is required. Confirmation of this is clearly set out by the Hankel singular values plot (Fig. 8(a)). A sample reduction case of n = 51 creates

Fig. 5 . (a) Hankel singular values plot. (b) Error (IIR relative to FIR). An n = 88 linear-phase bandpass FIR prototype and its n = 12 IIR approximant. shown in (c) and (d).

C. Example 3 Techniques for the design of multiband filters with arbitrary band locations and weightings are tedious and not well established in traditional IIR design approaches;

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Fig. 6 . Variation of approximation quality for n = 88 bandpass FIR prototypes (minimum-phase in (a), (c), and (e) and maximum phase in (b). (d), and ( 0 ) .

(e) Fig. 7. An n = 135 minimum-phase multiband FIR prototype and its n = 20 IIR approximant ((a)-(f)). Variations of IIR approximation quality are indicated in (e)-(f).

Figs. 8(b) to (d). This choice of n resulted in moderately small magnitude errors. This example reinforces our earlier observations, that demand for phase linearity over a wide band in conjunction with simultaneous magnitude constraints will result in increased system order n , in order to satisfy both these requirements.

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E. Example 5 Finally, we present results for a bandwidth situation which is a contrast to that considered in example 4, namely, very narrow band and low pass. As example 4, however, the phase is linear. In formulating this case we reduced the bandwidth of the low-pass filter of example 4 by a factor of 35, which resulted in the Hankel singular values of this narrow-band low-pass filter (see Fig. 9(a)) exhibiting a rolldown to negligible values at a much reduced (by a factor of 10 in comparison to the wide-band case) system order index i. The implication of this in terms of required IIR approximant order is that a much lower n value than that seen in example 4 should suffice. Indeed, satisfactory results for an approximant choice of n = 6 are presented in Figs. 9(b) to (d).

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BELICZYNSKI er

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APPROXIMATION OF FIR BY I I R DIGITAL FILTERS

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1) Narrow passband filters can be reduced more effectively than wider passband filters of the same phase type. 2) For various filters having the same magnitude response, the best reduction is achieved if the original filter is strictly a minimum-phase filter. The maximum-phase condition resulted in significantly poorer order reduction. (However, in one case not explicitly reported above, the poorest reduction ever encountered has been in a comb filter, where all the zeros of the FIR are placed in an equispaced manner from dc to Nyquist around the unit circle. In such cases sensible reduction is not possible.) 3) The technique we presented is very appealing for almost linear-phase IIR filter design. Efficient model reduction is possible due to the fact that the prototype FIR linear-phase filter has linear phase in the whole range of frequencies, but its reduced IIR form has its phase nonlinearity harmlessly concentrated in stopbands, retaining linear phase where it matters-in the passbands.

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normalized frequency (d) Fig. 9. (a) Hankel singular values plot. (b) Error (IIR relative to FIR). An n = 127 linear-phase narrow-band low-pass FIR prototype and its n = 6 IIR approximant, see (c) and (d).

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ACKNOWLEDGMENT The authors wish to thank A. Wood of the Centre for Microelectronic Systems Applications at the Polytechnic of Central London for his help in providing the necessary interface routines and the software installation in the preparation of this paper. REFERENCES
New York: Wiley, 1987. [2] J . B. Bednar, On the approximation of FIR by IIR digital filters. IEEE Trans. Acoust.. Speech, Signal Processing, vol. ASSP-31, no. 1, pp. 28-34, Feb. 1983. [3] D. H. Friedman, On appproximating an FIR filter using discrete orthonormal exponentials, IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-29, no, 4, pp. 923-926, Aug. 1981. [4] K. Hackelmann and R. Unbehauen, Approximation of the frequency response of a FIR filter by an IIR filter. in Proc. Euro. Con$ Circuits Theory Design (Paris, France), Sept. 1-4. 1987, pp. 477-482. [SI B. C. Moore, Principal component analysis in linear systems: Controllability, observability, and model reduction. IEEE Trans. Automat. Contr., vol. AC-26, no. 1, Feb. 1981. [6] L. M. Silverman and M. Bettayeb. Optimal approximation of linear systems, in Proc. Joint Automat. Contr. Conf., Pap. FA8-A, 1980. [7] L. Prenobo and L. M. Silverman, Model reduction via balanced state space representation, IEEE Trans. Automat. Contr., vol. AC-27, no. 2, pp. 382-387, Apr. 1982. [8] S . Y . Kung, A new identification and model reduction algorithm via singular value decomposition, in Proc. 12th IEEE Asilomar Con$ Circuits Sysl. Comput. (Pacific Grove, CA), Nov. 1978. [9] H. Kimura and Y. Honoki, Balanced approximation of digital FIR filter with linear phase characteristics. in Proc. Inr. Symp. Circuits Syst. (Kyoto, Japan), vol. I . June 5-7. 1985. pp. 283-286. [IO] K. Glover, All optimal Hankel-norm approximation of linear multivariable systems and their L-error bounds, lnt. J . Contr.. vol. 3 9 , n o . 6 , p p . 1115-1117. 1984. [ I I] D. F. Enns. Model reduction with balanced realizations: An error bound and a frequency weighted generalization. in Proc. Cor75 Decision Contr.. Dec. 1984, pp. 127-132. [I21 S . Y. Kung and D. W . Lin, Optimal Hankel-norm model reductions: Multivariable systems, IEEE Trans. Autornat. Coritr.. vol. AC-26. no. 4 , pp. 832-852. Aug. 1981. 1131 N. J . Young. An Introduction to Hilbert Spuce. Cambridge: Cambridge University Press, 1988. [ 141 F. R . Gantmacher. Theory ofMotrices. Moscow: Nauka, 1966, second Ed.; English translation, New York: Chelsea, 1959.

V . CONCLUSIONS The method of balanced model reduction has been used to convert an FIR filter to an IIR filter. Because of the special form of FIR filters, the general algorithm for balanced model reduction was simplified. The canonical controllable state-space form of an FIR filter, the corollary, and the theorem we have presented, give the basis for the efficient reduction algorithm. This algorithm takes into account both magnitude and phase simultaneously. The Hankel singular values have been successfully determined from the filters Hankel matrix, not via grammians. Balanced realization is not directly calculated at all, but exactly the same results are obtained as in model reduction, via a transformation which does not employ any matrix inversion. This procedure gives a robust algorithm for conversion from FIR to IIR. We have implemented our algorithm through the use of the Matlab package, processing several dozen different FIR filters with orders up to 256 or so. In some cases (mostly high dimensional) we had numerical problems. For filters with 500 or more coefficients we have found the accuracy of Matlab generally not sufficient to implement the algorithm we have described. A key role in the selection of order of reduction is played by the Hankel singular values plot. This plot readily supports a qualitative judgement of how far it is possible to reduce the filter order, guiding the user to the threshold where higher orders fail to secure significant improvements in approximation quality. Several practical observations we have made are as follows.

[ I ] T. W. Parks and C. S . B u m s . Digital Filter Design.

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B a r t l o m i e j Beliczynski (M91) was born in Kielce, Poland, in 1946. He received the M.S. and Ph.D. degrees in electronics and electrical engineering, respectively, from the Warsaw University of Technology in 1968 and 1974, respectively. Since 1969 he has been with the Department of Electrical Engineering of the Warsaw University of Technology. In 1974/1975 he spent one year with the Shizuoka University in Hamamatsu, Japan, as a research student and from 1987 to 1990 he was a Visiting Lecturer at the Polytechnic of Central London. His research interests include computer-controlled and adaptive systems, along with digital signal processing.

gaging in research in the areas of digital signal processing and VLSI and participating in the development and delivery of continuing education programs in these areas. Mr. Kale is an Associate Member of IEE.

Izzet Kale (M88) was born on November 23,

1960 in Akincilar, Cyprus. He received the B.Sc (Hon.) degree in electrical and electronic engineering from the Polytechnic of Central London (PCL), London, England, in 1983, and the M.Sc. degree in the design and manufacture of mrcroelectronic systems from Edinburgh University, Edinburgh, Scotland, in 1984. Since 1984 he has been a member of the lecturing staff in the School of Electronic and Manufacturing Systems Engineering at PCL, actively en-

Gerald D. Cain (M66-S69-M7O-SM90) was born in Anniston, AL. He received the B.S.E.E. degree from Auburn University, Auburn, AL, in 1963, and the M.S.E.E. degree from the University of New Mexico, Albuquerque, in 1965, and the Ph.D. degree in communication theory from the University of Florida, Gainesville, in 1970. He participated in the technical development program of Sandia Laboratories, carrying out development work for laser radar and test range timing control instrumentation. He ioined Tele- ~ -and c dyne Brown Engineering Company in 1965 and led a small team of radar analysts engaged in system modeling and simulation. Since 1971 he has been with the Polytechnic of Central London (PCL), London, England, teaching and coordinating joint research activity in signal processing with several international partners. Presently, he is Head of PCLs School of Electronic and Manufacturing Systems Engineering and directs the Centre for Microelectronic Systems Applications which brings together digital signal processing and VLSI. He has actively developed continuing education programs in data communication and digital signal processing topics and is currently involved in several trans-European educational exchange programs