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Main Authors: Yu, Chin-Yun, Fazekas, György
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2511.14390
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author Yu, Chin-Yun
Fazekas, György
author_facet Yu, Chin-Yun
Fazekas, György
contents We introduce a general formulation for automatic differentiation through direct form filters, yielding a closed-form backpropagation that includes initial condition gradients. The result is a single expression that can represent both the filter and its gradients computation while supporting parallelism. C++/CUDA implementations in PyTorch achieve at least 1000x speedup over naive Python implementations and consistently run fastest on the GPU. For the low-order filters commonly used in practice, exact time-domain filtering with analytical gradients outperforms the frequency-domain method in terms of speed. The source code is available at https://github.com/yoyolicoris/philtorch.
format Preprint
id arxiv_https___arxiv_org_abs_2511_14390
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Accelerating Automatic Differentiation of Direct Form Digital Filters
Yu, Chin-Yun
Fazekas, György
Systems and Control
Audio and Speech Processing
Signal Processing
We introduce a general formulation for automatic differentiation through direct form filters, yielding a closed-form backpropagation that includes initial condition gradients. The result is a single expression that can represent both the filter and its gradients computation while supporting parallelism. C++/CUDA implementations in PyTorch achieve at least 1000x speedup over naive Python implementations and consistently run fastest on the GPU. For the low-order filters commonly used in practice, exact time-domain filtering with analytical gradients outperforms the frequency-domain method in terms of speed. The source code is available at https://github.com/yoyolicoris/philtorch.
title Accelerating Automatic Differentiation of Direct Form Digital Filters
topic Systems and Control
Audio and Speech Processing
Signal Processing
url https://arxiv.org/abs/2511.14390