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<document xmlns="http://cnx.rice.edu/cnxml" xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="none">
  <name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Filter Design for Multirate Systems</name>
  <metadata xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
  <md:version xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">1.1</md:version>
  <md:created xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2005/01/31 14:52:30 US/Central</md:created>
  <md:revised xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2005/04/28 14:47:19 GMT-5</md:revised>
  <md:authorlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
      <md:author xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="dljones">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Douglas</md:firstname>
      <md:othername xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">L.</md:othername>
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Jones</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">dl-jones@uiuc.edu</md:email>
    </md:author>
  </md:authorlist>

  <md:maintainerlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="dljones">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Douglas</md:firstname>
      <md:othername xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">L.</md:othername>
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Jones</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">dl-jones@uiuc.edu</md:email>
    </md:maintainer>
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="charlet">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Charlet</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Reedstrom</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">charlet@rice.edu</md:email>
    </md:maintainer>
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="kclarks">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Kyle</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Clarkson</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">kclarks@rice.edu</md:email>
    </md:maintainer>
  </md:maintainerlist>
  
  <md:keywordlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Multirate Signal Processing</md:keyword>
  </md:keywordlist>

  <md:abstract xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/"/>
</metadata>

  <content xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="para1">
      The <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" document="col10285">filter design techniques</cnxn> learned earlier can be applied to
      the design of filters in multirate systems, with a few twists.
    </para>
    <example xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="example1">
      <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="para2">
	Design a factor-of-<m:math><m:ci>L</m:ci></m:math>
	interpolator for use in a CD player, we might wish that the
	out-of-band error be below the least significant bit, or 96dB
	down, and
	<m:math>
	  <m:mrow>
	    <m:mo>&lt;</m:mo>
	    <m:mn>0.05</m:mn>
	    <m:mi>%</m:mi>
	  </m:mrow>
	</m:math> error in the passband, so these specifications could
	be used for optimal
	<m:math>
	  <m:ci><m:msub>
	      <m:mi>L</m:mi>
	      <m:mi>∞</m:mi>
	    </m:msub></m:ci>
	</m:math> filter design.
      </para>
    </example>

    <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="para3">
      In a CD player, the sampling rate is 44.1kHz, corresponding to a
      Nyquist frequency of 22.05kHz, but the sampled signal is
      bandlimited to 20kHz.  This leaves a small transition band, from
      20kHz to 24.1kHz.  However, note that in any case where the
      signal spectrum is zero over some band, this introduces
      <emphasis xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">other</emphasis> zero bands in the scaled, replicated
      spectrum (<cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" target="fig1"/>).

      <figure xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="fig1">
	<media xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" type="image/png" src="imag001.png"/>
      </figure>
      
      So we need only control the filter response in the stopbands
      over the frequency regions with nonzero energy. (<cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" target="fig2"/>)
      
      <figure xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="fig2">
	<media xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" type="image/png" src="imag002.png"/>
      </figure>
      
      The extra "don't care" bands allow a given set of specifications
      to be satisfied with a shorter-length filter.
    </para>
 
    <section xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="section1">
      <name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Direct polyphase filter design</name>
      <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="para4">
	Note that in an integer-factor interpolator, each set of
	output samples
	<m:math>
	  <m:apply>
	    <m:ci type="fn"><m:msub>
		<m:mi>x</m:mi>
		<m:mn>1</m:mn>
	      </m:msub></m:ci>
	    <m:apply>
	      <m:plus/>
	      <m:apply>
		<m:times/>
		<m:ci>L</m:ci>
		<m:ci>n</m:ci>
	      </m:apply>
	      <m:ci>p</m:ci>
	    </m:apply>
	  </m:apply>
	</m:math>,
	<m:math>
	  <m:apply>
	    <m:eq/>
	    <m:ci>p</m:ci>
	    <m:set>
	      <m:cn>0</m:cn>
	      <m:cn>1</m:cn>
	      <m:ci>…</m:ci>
	      <m:apply>
		<m:minus/>
		<m:ci>L</m:ci>
		<m:cn>1</m:cn>
	      </m:apply>
	    </m:set>
	  </m:apply>
	</m:math>, is created by a different polyphase filter
	<m:math>
	  <m:apply>
	    <m:ci type="fn"><m:msub>
		<m:mi>g</m:mi>
		<m:mi>p</m:mi>
	      </m:msub></m:ci>
	    <m:ci>n</m:ci>
	  </m:apply>
	</m:math>, which has no interaction with the other polyphase
	filters except in that they each interpolate the same signal.
	We can thus treat the design of each polyphase filter
	<emphasis xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">independently</emphasis>, as an 
	<m:math>
	  <m:apply>
	    <m:divide/>
	    <m:ci>N</m:ci>
	    <m:ci>L</m:ci>
	  </m:apply>
	</m:math>-length filter design problem. (<cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" target="fig3"/>)
    
      <figure xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="fig3">
	<media xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" type="image/png" src="iamg003.png"/>
      </figure>

	Each 
	<m:math>
	  <m:apply>
	    <m:ci type="fn"><m:msub>
		<m:mi>g</m:mi>
		<m:mi>p</m:mi>
	      </m:msub></m:ci>
	    <m:ci>n</m:ci>
	  </m:apply>
	</m:math> produces samples 
	<m:math>
	  <m:apply>
	    <m:eq/>
	    <m:apply>
	      <m:ci type="fn"><m:msub>
		  <m:mi>x</m:mi>
		  <m:mn>1</m:mn>
		</m:msub></m:ci>
	      <m:apply>
		<m:plus/>
		<m:apply>
		  <m:times/>
		  <m:ci>L</m:ci>
		  <m:ci>n</m:ci>
		</m:apply>
		<m:ci>p</m:ci>
	      </m:apply>
	    </m:apply>
	    <m:apply>
	      <m:ci type="fn"><m:msub>
		  <m:mi>x</m:mi>
		  <m:mn>0</m:mn>
		</m:msub></m:ci>
	      <m:apply>
		<m:plus/>
		<m:ci>n</m:ci>
		<m:apply>
		  <m:divide/>
		  <m:ci>p</m:ci>
		  <m:ci>L</m:ci>
		</m:apply>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	</m:math>, where 
	<m:math>
	  <m:apply>
	    <m:plus/>
	    <m:ci>n</m:ci>
	    <m:apply>
	      <m:divide/>
	      <m:ci>p</m:ci>
	      <m:ci>L</m:ci>
	    </m:apply>
	  </m:apply>
	</m:math> is not an integer.  That is, 
	<m:math>
	  <m:apply>
	    <m:ci type="fn"><m:msub>
		<m:mi>g</m:mi>
		<m:mi>p</m:mi>
	      </m:msub></m:ci>
	    <m:ci>n</m:ci>
	  </m:apply>
	</m:math> is to produce an output signal (at a 
	<m:math>
	  <m:ci><m:msub>
	      <m:mi>T</m:mi>
	      <m:mn>0</m:mn>
	    </m:msub></m:ci>
	</m:math>
	rate) that is 
	<m:math>
	  <m:apply>
	    <m:ci type="fn"><m:msub>
		<m:mi>x</m:mi>
		<m:mn>0</m:mn>
	      </m:msub></m:ci>
	    <m:ci>n</m:ci>
	  </m:apply>
	</m:math> time-advanced by a non-integer advance 
	<m:math>
	  <m:apply>
	    <m:divide/>
	    <m:ci>p</m:ci>
	    <m:ci>L</m:ci>
	  </m:apply>
	</m:math>.
      </para>

      <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="para5">
	The desired response of this polyphase filter is thus 

	<m:math display="block">
	  <m:apply>
	    <m:eq/>
	    <m:apply>
	      <m:ci type="fn"><m:msub>
		  <m:mi>H</m:mi>
		  <m:mrow>
		    <m:mi>D</m:mi>
		    <m:mi>p</m:mi>
		  </m:mrow>
		</m:msub></m:ci>
	      <m:mi>ω</m:mi>
	    </m:apply>
	    <m:apply>
	      <m:exp/>
	      <m:apply>
		<m:divide/>
		<m:apply>
		  <m:times/>
		  <m:imaginaryi/>
		  <m:ci>ω</m:ci>
		  <m:ci>p</m:ci>
		</m:apply>
		<m:ci>L</m:ci>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	</m:math>
	for 
	<m:math>
	  <m:apply>
	    <m:leq/>
	    <m:apply>
	      <m:abs/>
	      <m:ci>ω</m:ci>
	    </m:apply>
	    <m:pi/>
	  </m:apply>
	</m:math>, an all-pass filter with a linear, non-integer,
	phase.  Each polyphase filter can be designed independently to
	approximate this response according to any of the design
	criteria developed so far.
      </para>
      <exercise xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="exer1">
	<problem xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
	  <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="prob_1">
	    What should the polyphase filter for 
	    <m:math>
	      <m:apply>
		<m:eq/>
		<m:ci>p</m:ci>
		<m:cn>0</m:cn>
	      </m:apply>
	    </m:math> be?
	  </para>
	</problem>	  
	<solution xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
	  <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="sol_1">
	    A delta function: 
	    <m:math>
	      <m:apply>
		<m:eq/>
		<m:apply>
		  <m:ci type="fn"><m:msub>
		      <m:mi>h</m:mi>
		      <m:mn>0</m:mn>
		    </m:msub></m:ci>
		  <m:ci>n</m:ci>
		</m:apply>
		<m:apply>
		  <m:ci type="fn">δ</m:ci>
		  <m:ci><m:msup>
		      <m:mi>n</m:mi>
		      <m:mo>′</m:mo>
		    </m:msup></m:ci>
		</m:apply>
	      </m:apply>
	    </m:math>
	  </para>
	</solution>
      </exercise>

      <example xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="ex2">
	<name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Least-squares Polyphase Filter Design</name>
	<para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="para6">
	  <list xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="list1" type="named-item">
	    <item xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/"><name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Deterministic x(n)</name>
	      Minimize 
	      <m:math display="block">
		<m:apply>
		  <m:sum/>
		  <m:bvar><m:ci>n</m:ci></m:bvar>
		  <m:lowlimit>
		    <m:apply>
		      <m:minus/>
		      <m:infinity/>
		    </m:apply>
		  </m:lowlimit>
		  <m:uplimit>
		    <m:infinity/>
		  </m:uplimit>
		  <m:apply>
		    <m:power/>
		    <m:apply>
		      <m:abs/>
		      <m:apply>
			<m:minus/>
			<m:apply>
			  <m:ci type="fn">x</m:ci>
			  <m:ci>n</m:ci>
			</m:apply>
			<m:apply>
			  <m:ci type="fn"><m:msub>
			      <m:mi>x</m:mi>
			      <m:mi>d</m:mi>
			    </m:msub></m:ci>
			  <m:ci>n</m:ci>
			</m:apply>
		      </m:apply>
		    </m:apply>
		    <m:cn>2</m:cn>
		  </m:apply>
		</m:apply>
	      </m:math>
	      Given 
	      
	      <m:math>
		<m:apply>
		  <m:eq/>
		  <m:apply>
		    <m:ci type="fn">x</m:ci>
		    <m:ci>n</m:ci>
		  </m:apply>       
		  <m:apply>
		    <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#convolve"/>
		    <m:apply>
		      <m:ci type="fn">x</m:ci>
		      <m:ci>n</m:ci>
		    </m:apply>  
		    <m:apply>
		      <m:ci type="fn">h</m:ci>
		      <m:ci>n</m:ci>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:math>
	      and 
	      <m:math>
		<m:apply>
		  <m:eq/>
		  <m:apply>
		    <m:ci type="fn"><m:msub>
			<m:mi>x</m:mi>
			<m:mi>d</m:mi>
		      </m:msub></m:ci>
		    <m:ci>n</m:ci>
		  </m:apply>       
		  <m:apply>
		    <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#convolve"/>
		    <m:apply>
		      <m:ci type="fn">x</m:ci>
		      <m:ci>n</m:ci>
		    </m:apply>  
		    <m:apply>
		      <m:ci type="fn"><m:msub>
			  <m:mi>h</m:mi>
			  <m:mi>d</m:mi>
			</m:msub></m:ci>
		      <m:ci>n</m:ci>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:math>.  
	      Using Parseval's theorem, this becomes 
	      <equation xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="eqn2">
		<m:math>
		  <m:apply>
		    <m:eq/>
		    <m:apply>
		      <m:min/>
		      <m:apply>
			<m:sum/>
			<m:bvar><m:ci>n</m:ci></m:bvar>
			<m:lowlimit>
			  <m:apply>
			    <m:minus/>
			    <m:infinity/>
			  </m:apply>
			</m:lowlimit>
			<m:uplimit>
			  <m:infinity/>
			</m:uplimit>
			<m:apply>
			  <m:power/>
			  <m:apply>
			    <m:abs/>
			    <m:apply>
			      <m:minus/>
			      <m:apply>
				<m:ci type="fn">x</m:ci>
				<m:ci>n</m:ci>
			      </m:apply>
			      <m:apply>
				<m:ci type="fn"><m:msub>
				    <m:mi>x</m:mi>
				    <m:mi>d</m:mi>
				  </m:msub></m:ci>
				<m:ci>n</m:ci>
			      </m:apply>
			    </m:apply>
			  </m:apply>
			  <m:cn>2</m:cn>
			</m:apply>
		      </m:apply>
		    </m:apply>

		    <m:apply>
		      <m:min/>
		      <m:apply>
			<m:times/>
			<m:apply>
			  <m:divide/>
			  <m:cn>1</m:cn>
			  <m:apply>
			    <m:times/>
			    <m:cn>2</m:cn>
			    <m:pi/>
			  </m:apply>
			</m:apply>
			<m:apply>
			  <m:int/>
			  <m:bvar><m:ci>ω</m:ci></m:bvar>
			  <m:lowlimit>
			    <m:apply>
			      <m:minus/>
			      <m:pi/>
			    </m:apply>
			  </m:lowlimit>
			  <m:uplimit>
			    <m:pi/>
			  </m:uplimit>
			  <m:apply>
			    <m:power/>
			    <m:apply>
			      <m:abs/>
			      <m:apply>
				<m:minus/>
				<m:apply>
				  <m:times/>
				  <m:apply>
				    <m:ci type="fn">X</m:ci>
				    <m:ci>ω</m:ci>
				  </m:apply>
				  <m:apply>
				    <m:ci type="fn">H</m:ci>
				    <m:ci>ω</m:ci>
				  </m:apply>
				</m:apply>
				<m:apply>
				  <m:times/>
				  <m:apply>
				    <m:ci type="fn">X</m:ci>
				    <m:ci>ω</m:ci>
				  </m:apply>
				  <m:apply>
				    <m:ci type="fn"><m:msub>
					<m:mi>H</m:mi>
					<m:mi>d</m:mi>
				      </m:msub></m:ci>
				    <m:ci>ω</m:ci>
				  </m:apply>
				</m:apply>
			      </m:apply>
			    </m:apply>
			    <m:cn>2</m:cn>
			  </m:apply>
			</m:apply>
		      </m:apply>
		    </m:apply>

		    <m:apply>
		      <m:min/>
		      <m:apply>
			<m:times/>
			<m:apply>
			  <m:divide/>
			  <m:cn>1</m:cn>
			  <m:apply>
			    <m:times/>
			    <m:cn>2</m:cn>
			    <m:pi/>
			  </m:apply>
			</m:apply>
			<m:apply>
			  <m:int/>
			  <m:bvar><m:ci>ω</m:ci></m:bvar>
			  <m:lowlimit>
			    <m:apply>
			      <m:minus/>
			      <m:pi/>
			    </m:apply>
			  </m:lowlimit>
			  <m:uplimit>
			    <m:pi/>
			  </m:uplimit>
			  <m:apply>
			    <m:times/>
			    <m:apply>
			      <m:abs/>
			      <m:apply>
				<m:minus/>
				<m:apply>
				  <m:ci type="fn">H</m:ci>
				  <m:ci>ω</m:ci>
				</m:apply>
				<m:apply>
				  <m:ci type="fn"><m:msub>
				      <m:mi>H</m:mi>
				      <m:mi>d</m:mi>
				    </m:msub></m:ci>
				  <m:ci>ω</m:ci>
				</m:apply>
			      </m:apply>
			    </m:apply>
			    <m:apply>
			      <m:power/>
			      <m:apply>
				<m:abs/>
				<m:apply>
				  <m:ci type="fn">X</m:ci>
				  <m:ci>ω</m:ci>
				</m:apply>
			      </m:apply>
			      <m:cn>2</m:cn>
			    </m:apply>
			  </m:apply>
			</m:apply>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		</m:math>
	      </equation>
	      This is simply weighted least squares design, with 
	      <m:math>
		<m:apply>
		  <m:power/>
		  <m:apply>
		    <m:abs/>
		    <m:apply>
		      <m:ci type="fn">X</m:ci>
		      <m:ci>ω</m:ci>
		    </m:apply>
		  </m:apply>
		  <m:cn>2</m:cn>
		</m:apply>
	      </m:math> as the weighting function.
	    </item>
	    <item xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/"><name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">stochastic X(ω)</name>
	      <equation xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="eqn3">
		<m:math>
		  <m:apply>
		    <m:eq/>
		    <m:apply>
		      <m:min/>
		      <m:apply>
			<m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#expectedvalue"/>
			<m:apply>
			  <m:power/>
			  <m:apply>
			    <m:abs/>
			    <m:apply>
			      <m:minus/>
			      <m:apply>
				<m:ci type="fn">x</m:ci>
				<m:ci>n</m:ci>
			      </m:apply>
			      <m:apply>
				<m:ci type="fn"><m:msub>
				    <m:mi>x</m:mi>
				    <m:mi>d</m:mi>
				  </m:msub></m:ci>
				<m:ci>n</m:ci>
			      </m:apply>
			    </m:apply>
			  </m:apply>
			  <m:cn>2</m:cn>
			</m:apply>
		      </m:apply>
		    </m:apply>
		    
		    <m:apply>
		      <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#expectedvalue"/>
		      <m:apply>
			<m:power/>
			<m:apply>
			  <m:abs/>
			  <m:apply>
			    <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#convolve"/>
			    <m:apply>
			      <m:ci type="fn">x</m:ci>
			      <m:ci>n</m:ci>
			    </m:apply>
			    <m:apply>
			      <m:minus/>
			      <m:apply>
				<m:ci type="fn">h</m:ci>
				<m:ci>n</m:ci>
			      </m:apply>
			      <m:apply>
				<m:ci type="fn"><m:msub>
				    <m:mi>h</m:mi>
				    <m:mi>d</m:mi>
				  </m:msub></m:ci>
				<m:ci>n</m:ci>
			      </m:apply>
			    </m:apply>
			  </m:apply>
			</m:apply>
			<m:cn>2</m:cn>
		      </m:apply>
		    </m:apply>

		    <m:apply>
		      <m:min/>
		      <m:apply>
			<m:times/>
			<m:apply>
			  <m:divide/>
			  <m:cn>1</m:cn>
			  <m:apply>
			    <m:times/>
			    <m:cn>2</m:cn>
			    <m:pi/>
			  </m:apply>
			</m:apply>
			<m:apply>
			  <m:int/>
			  <m:bvar><m:ci>ω</m:ci></m:bvar>
			  <m:lowlimit>
			    <m:apply>
			      <m:minus/>
			      <m:pi/>
			    </m:apply>
			  </m:lowlimit>
			  <m:uplimit>
			    <m:pi/>
			  </m:uplimit>
			  <m:apply>
			    <m:times/>
			    <m:apply>
			      <m:power/>
			      <m:apply>
				<m:abs/>
				<m:apply>
				  <m:minus/>
				  <m:apply>
				    <m:ci type="fn"><m:msub>
					<m:mi>H</m:mi>
					<m:mi>d</m:mi>
				      </m:msub></m:ci>
				    <m:ci>ω</m:ci>
				  </m:apply>
				  <m:apply>
				    <m:ci type="fn">H</m:ci>
				    <m:ci>ω</m:ci>
				  </m:apply>
				</m:apply>
			      </m:apply>
			      <m:cn>2</m:cn>
			    </m:apply>
			    <m:apply>
			      <m:ci type="fn"><m:msub>
				  <m:mi>S</m:mi>
				  <m:mrow>
				    <m:mi>x</m:mi>
				    <m:mi>x</m:mi>
				  </m:mrow>
				</m:msub></m:ci>
			      <m:ci>ω</m:ci>
			    </m:apply>
			  </m:apply>
			</m:apply>
		      </m:apply>
		    </m:apply>

		  </m:apply>
		</m:math>
	      </equation>
	      <m:math>
		<m:apply>
		  <m:ci type="fn"><m:msub>
		      <m:mi>S</m:mi>
		      <m:mrow>
			<m:mi>x</m:mi>
			<m:mi>x</m:mi>
		      </m:mrow>
		    </m:msub></m:ci>
		  <m:ci>ω</m:ci>
		</m:apply>
	      </m:math>
	      is the power spectral density of
	      <m:math><m:ci>x</m:ci></m:math>.

	      <m:math display="block">
		<m:apply>
		  <m:eq/>
		  <m:apply>
		    <m:ci type="fn"><m:msub>
			<m:mi>S</m:mi>
			<m:mrow>
			  <m:mi>x</m:mi>
			  <m:mi>x</m:mi>
			</m:mrow>
		      </m:msub></m:ci>
		    <m:ci>ω</m:ci>
		  </m:apply>
		  <m:apply>
		    <m:ci type="fn" class="discrete">DTFT</m:ci>
		    <m:apply>
		      <m:ci type="fn"><m:msub>
			  <m:mi>r</m:mi>
			  <m:mrow>
			    <m:mi>x</m:mi>
			    <m:mi>x</m:mi>
			  </m:mrow>
			</m:msub></m:ci>
		      <m:ci>k</m:ci>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:math>

	      <m:math display="block">
		<m:apply>
		  <m:eq/>
		  <m:apply>
		    <m:ci type="fn"><m:msub>
			<m:mi>r</m:mi>
			<m:mrow>
			  <m:mi>x</m:mi>
			  <m:mi>x</m:mi>
			</m:mrow>
		      </m:msub></m:ci>
		    <m:ci>k</m:ci>
		  </m:apply>
		  <m:apply>
		    <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#expectedvalue"/>
		    <m:apply>
		      <m:times/>
		      <m:apply>
			<m:ci type="fn">x</m:ci>
			<m:apply>
			  <m:plus/>
			  <m:ci>k</m:ci>
			  <m:ci>l</m:ci>
			</m:apply>
		      </m:apply>
		      <m:apply>
			<m:conjugate/>
			<m:apply>
			  <m:ci type="fn">x</m:ci>
			  <m:ci>l</m:ci>
			</m:apply>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:math>

	      Again, a weighted least squares filter design problem.
	    </item>
	  </list>
	</para>

	<exercise xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="ex3">
	  <problem xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
	    <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="paraex2">
	      Is it feasible to use IIR polyphase filters?
	    </para>
	  </problem>
	  <solution xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
	    <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="solex2">
	      The recursive feedback of previous outputs means that
	      portions of each IIR polyphase filter must be computed
	      for every input sample; this usually makes IIR filters
	      more expensive than FIR implementations.
	    </para>
	  </solution>
	</exercise>
      </example>
    </section>
    
  </content>
  
</document>
