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State Transformations

In previous work, time-domain adaptors (digital filters) converting between K variables and W variables have been devised [224]. In this section, an alternative approach is proposed. Mapping Eq.$ \,$ (E.7) gives us an immediate conversion from W to K state variables, so all we need now is the inverse map for any time $ n$ . This is complicated by the fact that non-local spatial dependencies can go indefinitely in one direction along the string, as we will see below. We will proceed by first writing down the conversion from W to K variables in matrix form, which is easy to do, and then invert that matrix. For simplicity, we will consider the case of an infinitely long string.

To initialize a K variable simulation for starting at time $ n+1$ , we need initial spatial samples at all positions $ m$ for two successive times $ n-1$ and $ n$ . From this state specification, the FDTD scheme Eq.$ \,$ (E.3) can compute $ y(n+1,m)$ for all $ m$ , and so on for increasing $ n$ . In the DW model, all state variables are defined as belonging to the same time $ n$ , as shown in Fig.E.2.

Figure E.2: DW flow diagram.
\includegraphics{eps/wglossless}

From Eq.$ \,$ (E.6), and referring to the notation defined in Fig.E.2, we may write the conversion from W to K variables as

$\displaystyle y_{n,m+1}$ $\displaystyle =$ $\displaystyle y^{+}_{n,m+1}+ y^{-}_{n,m+1}$  
$\displaystyle y_{n,m-1}$ $\displaystyle =$ $\displaystyle y^{+}_{n,m-1}+ y^{-}_{n,m-1}$  
$\displaystyle y_{n-1,m}$ $\displaystyle =$ $\displaystyle y^{+}_{n-1,m}+ y^{-}_{n-1,m}$  
  $\displaystyle =$ $\displaystyle y^{+}_{n,m+1}+ y^{-}_{n,m-1}
\protect$ (E.8)

where the last equality follows from the traveling-wave behavior (see Fig.E.2).

Figure E.3: Stencil of the FDTD scheme.
\includegraphics{eps/stencil}

Figure E.3 shows the so-called ``stencil'' of the FDTD scheme. The larger circles indicate the state at time $ n$ which can be used to compute the state at time $ n+1$ . The filled and unfilled circles indicate membership in one of two interleaved grids [55]. To see why there are two interleaved grids, note that when $ m$ is even, the update for $ y_{n+1,m}$ depends only on odd $ m$ from time $ n$ and even $ m$ from time $ n-1$ . Since the two W components of $ y_{n-1,m}$ are converted to two W components at time $ n$ in Eq.$ \,$ (E.8), we have that the update for $ y_{n+1,m}$ depends only on W components from time $ n$ and positions $ m\pm1$ . Moving to the next position update, for $ y_{n+1,m+1}$ , the state used is independent of that used for $ y_{n+1,m}$ , and the W components used are from positions $ m$ and $ m+2$ . As a result of these observations, we see that we may write the state-variable transformation separately for even and odd $ m$ , e.g.,

$\displaystyle \left[\! \begin{array}{c} \vdots \\ y_{n,m-1}\\ y_{n-1,m}\\ y_{n,m+1}\\ y_{n-1,m+2}\\ y_{n,m+3}\\ y_{n-1,m+4}\\ y_{n,m+5}\\ \vdots \\ \end{array} \!\right] \!=\! \left[\! \begin{array}{cccccccccc} \ddots & & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots & 0 \\ \cdots & 1 & 1 & 0 & 0 & 0 & 0 & 0 & 0 & \cdots\\ \cdots & 0 & 1 & 1 & 0 & 0 & 0 & 0 & 0 & \cdots\\ \cdots & 0 & 0 & 1 & 1 & 0 & 0 & 0 & 0 & \cdots\\ \cdots & 0 & 0 & 0 & 1 & 1 & 0 & 0 & 0 & \cdots\\ \cdots & 0 & 0 & 0 & 0 & 1 & 1 & 0 & 0 & \cdots\\ \cdots & 0 & 0 & 0 & 0 & 0 & 1 & 1 & 0 & \cdots\\ \cdots & 0 & 0 & 0 & 0 & 0 & 0 & 1 & 1 & \cdots\\ 0 & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \ddots \end{array} \!\right] \left[\! \begin{array}{c} \vdots \\ y^{+}_{n,m-1}\\ y^{-}_{n,m-1}\\ y^{+}_{n,m+1}\\ y^{-}_{n,m+1}\\ y^{+}_{n,m+3}\\ y^{-}_{n,m+3}\\ y^{+}_{n,m+5}\\ y^{-}_{n,m+5}\\ \vdots \end{array} \!\right]. \protect$ (E.9)

Denote the linear transformation operator by $ \mathbf{T}$ and the K and W state vectors by $ \underline{x}_K$ and $ \underline{x}_W$ , respectively. Then Eq.$ \,$ (E.9) can be restated as

$\displaystyle \underline{x}_K= \mathbf{T}\underline{x}_W. \protect$ (E.10)

The operator $ \mathbf{T}$ can be recognized as the Toeplitz operator associated with the linear, shift-invariant filter $ H(z)=1+z^{-1}$ . While the present context is not a simple convolution since $ \underline{x}_W$ is not a simple time series, the inverse of $ \mathbf{T}$ corresponds to the Toeplitz operator associated with

$\displaystyle H(z) = \frac{1}{1+z^{-1}} = 1 - z^{-1}+ z^{-2} - z^{-3} + \cdots.
$

Therefore, we may easily write down the inverted transformation:

$\displaystyle \left[\! \begin{array}{c} \vdots \\ y^{+}_{n,m-1}\\ y^{-}_{n,m-1}\\ y^{+}_{n,m+1}\\ y^{-}_{n,m+1}\\ y^{+}_{n,m+3}\\ y^{-}_{n,m+3}\\ y^{+}_{n,m+5}\\ y^{-}_{n,m+5}\\ \vdots \end{array} \!\right] \!=\! \left[\! \begin{array}{crrrrrrrrc} \ddots & & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \pm1 \\ \cdots & 1 & -1 & 1 & -1 & 1 & -1 & 1 & -1 & \cdots\\ \cdots & 0 & 1 & -1 & 1 & -1 & 1 & -1 & 1 & \cdots\\ \cdots & 0 & 0 & 1 & -1 & 1 & -1 & 1 & -1 & \cdots\\ \cdots & 0 & 0 & 0 & 1 & -1 & 1 & -1 & 1 & \cdots\\ \cdots & 0 & 0 & 0 & 0 & 1 & -1 & 1 & -1 & \cdots\\ \cdots & 0 & 0 & 0 & 0 & 0 & 1 & -1 & 1 & \cdots\\ \cdots & 0 & 0 & 0 & 0 & 0 & 0 & 1 & -1 & \cdots\\ 0 & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \ddots \end{array} \!\right] \!\! \left[\! \begin{array}{c} \vdots \\ y_{n,m-1}\\ y_{n-1,m}\\ y_{n,m+1}\\ y_{n-1,m+2}\\ y_{n,m+3}\\ y_{n-1,m+4}\\ y_{n,m+5}\\ \vdots \\ \end{array} \!\right] \protect$ (E.11)

The case of the finite string is identical to that of the infinite string when the matrix $ \mathbf{T}$ is simply ``cropped'' to a finite square size (leaving an isolated 1 in the lower right corner); in such cases, $ \mathbf{T}^{-1}$ as given above is simply cropped to the same size, retaining its upper triangular $ \pm 1$ structure. Another interesting set of cases is obtained by inserting a 1 in the lower-left corner of the cropped $ \mathbf{T}$ matrix to make it circulant; in these cases, the $ M\times
M$ matrix $ \mathbf{T}^{-1}$ contains $ \pm1/2$ in every position for even $ M$ , and is singular for odd $ M$ (when there is one zero eigenvalue).


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``Physical Audio Signal Processing'', by Julius O. Smith III, W3K Publishing, 2010, ISBN 978-0-9745607-2-4.
Copyright © 2015-05-22 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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