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Linear time-invariant operators as transfer matrices

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3 Linear time-invariant operators as transfer matrices

Let \(h\) be a finite impulse response and

\[ y=h*x, \qquad y[n]=\sum_{q\in{\mathbb Z}}h[q]x[n-q]. \]

Resolve both input and output into \(N\) phases. For output phase \(k\) and input phase \(s\), define the transfer kernel

\[ \boxed{ h_{ks}[m]=h[Nm+k-s]. } \]

Out-of-range taps are understood to be zero.

Theorem 3.1: Exact FIR polyphase transfer law

The output channels satisfy

\[ \boxed{ y_k[n] = \sum_{s=0}^{N-1}\sum_{m\in{\mathbb Z}} h_{ks}[m]x_s[n-m]. } \]

For the numerical channel transform, take \(z\in{\mathbb C}\setminus\{0\}\) and assume

\[ \sum_{n\in{\mathbb Z}}|x_s[n]z^{-n}|<\infty\quad(0\le s<N). \]

Define \(X_s(z)=\sum_nx_s[n]z^{-n}\). The output series then also converge absolutely, and

\[ {\boldsymbol{Y}}(z)={\boldsymbol{H}}^{(N)}(z){\boldsymbol{X}}(z), \qquad H^{(N)}_{ks}(z)=\sum_m h[Nm+k-s]z^{-m}. \]

Proof of Theorem 3.1

Evaluate \(y\) at address \(Nn+k\) and partition every input index by its residue \(s\):

\[ \begin{aligned} y[Nn+k] &=\sum_qh[q]x[Nn+k-q]\\ &=\sum_{s=0}^{N-1}\sum_m h[Nm+k-s]x[N(n-m)+s]. \end{aligned} \]

For a fixed output phase \(k\), the change of tap address \(q=Nm+k-s\) is a bijection between \({\mathbb Z}\) and the pairs \((s,m)\) with \(0\le s<N\): choose \(s\equiv k-q\pmod N\) and then \(m=(q-k+s)/N\). Thus this is a reindexing of the finite filter support, valid for every bilateral input sequence, without a convergence assumption on \(x\).

The last factor is \(x_s[n-m]\), giving the time-domain formula. Under the additional transform hypothesis, each delayed channel has transform

\[ \sum_nx_s[n-m]z^{-n} =z^{-m}\sum_jx_s[j]z^{-j}. \]

Absolute summability permits this bijective reindexing, and only finitely many delayed channels are combined. Taking their finite linear combination gives the matrix formula. The time-domain theorem therefore remains valid even when no numerical bilateral transform exists.

Four-by-four transfer matrix for a seven-tap FIR filter, showing coefficients and delays.
The exact transfer matrix for a seven-tap FIR filter in four phases. Every cell records the delays and coefficients carrying one input packet into one output packet.

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Remark 3.2: Operator-block form

If \(H\) denotes convolution by \(h\), the same identity is

\[ H=\sum_{k,s}P_{N,k}HP_{N,s}. \]

Thus the familiar polyphase matrix is exactly the transfer-block matrix of the seed calculus.

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