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Introduction
It is illuminating to look at matrix representations of digital
filters.F.1Every linear digital filter can be expressed as a
constant matrix
multiplying the input signal
(the
input vector) to produce the output signal (vector)
, i.e.,
For simplicity (in this appendix only), we will restrict attention
to finite-length inputs
(to
avoid infinite matrices), and the output signal will also be length
. Thus, the filter matrix
is a square
matrix,
and the input/output signal vectors are
column vectors.
More generally, any finite-order linear operator can be
expressed as a matrix multiply. For example, the Discrete Fourier
Transform (DFT) can be represented by the ``DFT matrix''
, where the column index
and row index
range from 0
to
[84, p. 111].F.2Even infinite-order linear operators are often thought of as matrices
having infinite extent. In summary, if a digital filter is
linear, it can be represented by a matrix.
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