Consider the discrete-time time-invariant system with input $x[n]$ and output $y[n]$ satisfying

$$y[n] = \sum_{k=1}^5{x[n-k]}$$

Consider approximating the desired system with a second-order IIR system with system function

$$H^{'}(z)= \frac{1}{1+a_1z^{-1}+a_2z^{-2}}$$

Use the following error criterion:

where $h_d$ is the desired impulse response. $$E = \sum_{n=-\infty}^{\infty}\left\lvert h_d[n]+a_1h_d[n-1]+a_2h_d[n-2]\right\rvert^2$$

How can the particular error function be useful in solving the system of equations or the desired impulse response?

Do I need to take derivative w.r.t both $a_1$ and $a_2$ and make it 0 to get the system of equations?

Now this is what I am getting: $$0 = \sum_{n=-\infty}^{\infty}( h_d[n]h_d[n-1]+a_1h_d[n-1]h_d[n-1]+a_2h_d[n-2]h_d[n-1])$$ and
$$0 = \sum_{n=-\infty}^{\infty}( h_d[n]h_d[n-2]+a_1h_d[n-1]h_d[n-2]+a_2h_d[n-2]h_d[n-2])$$

Now how can I solve these system of two equations and how can I approximate the desired impulse response from that?

  • $\begingroup$ This question appears to be homework. Complete answers to homework are off-topic, but specific questions about homework are acceptable if they include enough detail. Please edit the question to include more background about what you don't understand. $\endgroup$ Oct 30, 2020 at 10:38
  • $\begingroup$ How can the particular error function be useful in solving the question? $\endgroup$ Oct 30, 2020 at 12:04
  • $\begingroup$ it's not "useful", it's the thing you need to optimize. $\endgroup$ Oct 30, 2020 at 12:15
  • $\begingroup$ How can I do this ? Can you give a little details? $\endgroup$ Oct 30, 2020 at 12:41
  • $\begingroup$ you mean I need to take derivative w.r.t both a1 and a2 and make it 0 to get the system of equations? $\endgroup$ Oct 30, 2020 at 12:42

1 Answer 1


I think it's instructive to try to understand how this error function is derived and why it makes sense. First, the desired impulse response $h_d[n]$ is given implicitly by the input-output relation of the desired system:


The given error function is the error function minimized by Prony's method for the design of IIR filters. We try to approximate a given transfer function $H_d(z)$ by an IIR filter $H(z)=B(z)/A(z)$:


For the given example we get (with $B(z)=1$)


For equation $(3)$ to be satisfied, we need all coefficients associated with negative powers of $z$ to vanish:

$$\begin{align}h_d[1]+h_d[0]a_1&\stackrel{!}{=}0\\ h_d[2]+h_d[1]a_1+h_d[0]a_2&\stackrel{!}{=}0\\ h_d[3]+h_d[2]a_1+h_d[1]a_2&\stackrel{!}{=}0\\\vdots\end{align}\tag{4}$$

In practice, we can solve $(4)$ in an approximate way by minimizing the sum of the squares of the left-hand side, leading to the given error function


Finally, the optimal coefficients $a_1$ and $a_2$ are obtained by taking the derivative of $(5)$ w.r.t. $a_1$ and $a_2$ and equating them to zero. This results in two linear equations with two unknowns.


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