filtic

Initial conditions for transposed direct-form II filter implementation

Syntax

z = filtic(b,a,y,x)

z = filtic(b,a,y)

Description

z = filtic(b,a,y,x) finds the initial conditions z for the delays in the transposed direct-form II filter implementation given past outputs y and inputs x. The vectors b and a represent the numerator and denominator coefficients, respectively, of the filter's transfer function.

z = filtic(b,a,y) assumes that the input x is 0 in the past.

Examples

Zero Input Response for Past Input and Output

Determine the zero input response of the following system: $\mathit{y}\left(\mathit{n}\right)+1.12\mathit{y}\left(\mathit{n}-1\right)=0.1\mathit{x}\left(\mathit{n}\right)+0.2\mathit{x}\left(\mathit{n}-1\right)$ with initial condition $\mathit{y}\left(-1\right)=1$. Set the numerator and denominator coefficients and the initial conditions for the output.

b = [0.1 0.2];
a = [1 1.12];
Y = 1;

Calculate the zero input initial conditions for the system.

xic = filtic(b,a,Y);

Compute the zero input response.

yzi = filter(b,a,zeros(1,20),xic);
stem(yzi)

Input Arguments

b, a — Transfer function coefficients

vectors

Transfer function coefficients, specified as vectors.

Example: b = [1 3 3 1]/6 and a = [3 0 1 0]/3 specify a third-order Butterworth filter with a normalized 3 dB frequency of 0.5π rad/sample.

Data Types: double

y — Past output

vector

Past output, specified as a vector. The vector y contains the most recent output first, and oldest output last as in

$$y=[y(-1),y(-2),y(-3),\dots ,y(-m)]$$

where m is length(a)-1 (the denominator order). If length(y) is less than m, the function pads it with zeros to length m.

Data Types: double

x — Past input

vector

Past input, specified as a vector. The vector x contains the most recent input first, and oldest input last as in

$$x=[x(-1),x(-2),x(-3),\dots ,x(-n)]$$

where n is length(b)-1 (the numerator order). If length(x) is less than n, the function pads it with zeros to length n.

Data Types: double

Output Arguments

z — Initial conditions

column vector

Initial conditions, returned as a column vector. The length of z is equal to the larger of n and m. z describes the state of the delays given past inputs x and past outputs y.

Algorithms

The filtic function performs a reverse difference equation to obtain the delay states w. Elements of x beyond x(n-1) and elements of y beyond y(m-1) are unnecessary so filtic ignores them.

The transposed direct-form II structure is shown in this illustration, where n – 1 is the filter order. If your feedback and feedforward filter orders are different, you can treat the higher-order terms as 0. For example, for a filter with a = [1 2] and b = [2 3 2 4], you can assume a = [1 2 0 0].

References

[1] Oppenheim, A.V., and R.W. Schafer, Discrete-Time Signal Processing, Prentice-Hall, 1989, pp. 296, 301-302.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

Version History

Introduced before R2006a