An Easy-to-Use Digital Filter

Fourier Series The exponential moving average (EMA) is a type of infinite impulse response (IIR) filter that can be used in many embedded DSP applications. It requires only a small amount of RAM and computing power.

What is a Filter?

Filters come in both analog and digital forms and exist to remove specific frequencies from a signal. A common analog filter is the low pass RC filter shown below.

First Order Low Pass Filter

Analog filters are characterized by their frequency response; that is how much the frequencies are attenuated (magnitude response) and shifted (phase response). The frequency response can be analyzed using a Laplace transform which defines a transfer function in the S-domain. For the above circuit, the transfer function is given by:

Filter Formula 1

For R equals one kilo-ohm and C equals one microfarad, the magnitude response is shown below.

Low Pass Filter Magnitude

Note that the x-axis is logarithmic (every tick mark is 10 times greater than the last one). The y-axis is in decibels (which is a logarithmic function of the output). The “cutoff frequency” for this filter is 1000 rad/s or 160 Hz. This is the point where less than half the power at a given frequency is transferred from the input to the output of the filter.

Analog filters must be used in embedded designs when sampling a signal using an analog to digital converter (ADC). The ADC only captures frequencies that are up to half the sampling frequency. For example, if the ADC acquires 320 samples per second, the filter above (with a cutoff frequency of 160Hz) is placed between the signal and the ADC input to prevent aliasing (which is a phenomena where higher frequencies show up in the sampled signal as lower frequencies).

Digital Filters

Digital filters attenuate frequencies in software rather than using analog components. Their implementation includes sampling the analog signals with an ADC then applying a software algorithm. Two common design approaches to digital filtering are FIR filters and IIR filters.

FIR Filters

Finite Impulse Response (FIR) filters use a finite number of samples to generate the output. A simple moving average is an example of a low pass FIR filter. Higher frequencies are attenuated because the averaging “smooths” out the signal. The filter is finite because the output of the filter is determined by a finite number of input samples. As an example, a 12 point moving average filter adds up the 12 most recent samples then divides by 12. The output of IIR filters is determined by (up to) an infinite number of input samples.

IIR Filters

Infinite Impulse Response (IIR) filters are a type of digital filter where the output is inifinetely–in theory anyway–influenced by an input. The exponential moving average is an example of a low pass IIR filter.

Exponential Moving Average Filter

An exponential moving average (EMA) applies exponential weights to each sample in order to compute an average. Though this seems complicated, the equation–known in digital filtering parlance as the difference equation–to compute the output is simple. In the equation below, y is the output; x is the input; and alpha is a constant that sets the cutoff frequency.

Filter Formula 2

To analyze how this filter impacts the frequency of the output, the Z-domain transfer function is used.

Filter Formula 3

The magnitude response is shown below for alpha equal 0.5.

Digital Filter Magnitude

The y-axis is, again, shown in decibels. The x-axis is logarithmic from 0.001 to pi. The real-world frequency maps to the x-axis with zero being the DC voltage and pi being equal to half the sampling frequency. Any frequencies that are greater than half the sampling frequency will be “aliased”. As mentioned, an analog filter can ensure practically all frequencies in the digital signal are below half the sampling frequency.

The EMA filter is beneficial in embedded designs for two reasons. First, it is easy to adjust the cutoff frequency. Decreasing the value of alpha will lower the cutoff frequency of the filter as illustrated by comparing the above alpha = 0.5 plot to the below plot where alpha = 0.1.

Digital Filter Magnitude 2

Second, the EMA is easy to code and requires only a small amount of computing power and memory. The code implementation of the filter uses the difference equation. There are two multiply operations and one addition operation for each output–this ignores the operations required for rounding fixed point math. Only the most recent sample must be stored in RAM. This is substantially less than using a simple moving average filter with N points which requires N multiply and addition operations as well as N samples to be stored in RAM. The following code implements the EMA filter using 32-bit fixed point math.

#define DSP_EMA_I32_ALPHA(x) ( (uint16_t)(x * 65535) )

int32_t dsp_ema_i32(int32_t in, int32_t average, uint16_t alpha){
  if ( alpha == 65535 ) return in;
  int64_t tmp0;
  tmp0 = (int64_t)in * (alpha+1) + average * (65536 - alpha);
  return (int32_t)((tmp0 + 32768) / 65536);
}

The code below is an example of how to use the above function.

int32_t my_avg_func(void){
     static int32_t average = 0;
     int32_t adc_value;    
     adc_value = read_the_adc_value();
     average = dsp_ema_i32(adc_value, average, DSP_EMA_I32_ALPHA(0.1));
     return average;

Conclusion

Filters, both analog and digital, are an essential part of embedded designs. They allow developers to get rid of unwanted frequencies when analyzing sensor input. For digital filters to be useful, analog filters must remove all frequencies above half the sampling frequency. Digital IIR filters can be powerful tools in embedded design where resources are limited. The exponential moving average (EMA) is an example of such a filter that works well in embedded designs because of the low memory and computing power requirements.