Roundoff noise in digital filters: Frequency transformations and invariants

The family of filters {H(F(z)):F(z) a frequency transformation} generated from a prototype filter H(z) is shown to possess certain common properties. These are coordinate-free quantities (called second-order modes) which are invariant under frequency transformation. The invariance is significant in the design of low-noise fixed-point digital filter structures since the second-order modes characterize the minimum attainable noise. Filter structures (including parallel, cascade, and ladder configurations) are studied whose output noise is essentially independent of bandwidth and center frequency. An analysis of direct form structures (whether isolated or as one section within a cascade or parallel configuration) results in an expression giving the dominant term in the output noise as a function of the parameter in the low-pass-low-pass transformation. This noise term approaches infinity as bandwidth approaches zero. Thus, for narrowband filters, a difference of several orders of magnitude in the output noise can exist between a scaled direct form (having six multiplications per two-pole section) and the optimal form (having nine multiplications per two-pole section).