Circuit Response
every model has an edge, and the figure carries it
Concept

Biquad cascade — where it appears

A filter built as second-order sections in series, each buffered from the next so that every section realises its own pole pair alone. Its sensitivity to a component tolerance is first order, which is what a doubly terminated ladder realising the same response avoids.

Named by 8 essays across 4 fields — each of them below, with the objects they name alongside it.

A 4 kHz Butterworth, mapped to 48 kHz two ways. computed by solving, not by drawing. The upper panel is the digital response on the unit circle; the lower one is where each analogue frequency lands. The bilinear transform compresses the axis as it approaches half the sample rate — -3.11% at a tenth of the rate and -15.2% at a quarter — so a design mapped straight through is -3.432 dB at its own corner instead of -3.010. Pre-warping puts that one frequency back exactly and no other: above it the pre-warped curve is the further of the two from the analogue prototype. It is a choice of where to be right, not a correction.

The corner that moved

The bilinear transform has to fit an infinite frequency axis onto a circle, so something must be compressed, and what is compressed is everything near half the sample rate. A 4 kHz Butterworth mapped to a 48 kHz clock is 3.432 dB down at its own corner instead of 3.010, and at a quarter of the sample rate the axis is 15.2% out. Pre-warping puts one frequency back exactly and no other — it is a choice of where to be right, not a correction.

digital · Digital realisation An order-6 cascade at 10 kΩ: a band 10× wide. computed by solving, not by drawing. A 10.0 kHz unity-gain Butterworth of order 6, 3 Sallen-Key sections in cascade, realised at seven impedance levels three decades apart, with every resistance multiplied and every capacitance divided by the same factor. The design is exactly invariant: the solved magnitudes agree to 4.0e-15 of each other across all seven and every frequency in the passband, which is the last bits of a double rather than a good approximation. The realisation is not, because two of its quantities do not scale — 50 Ω of amplifier output resistance and 2 pF of stray capacitance to everywhere — and they bind at opposite ends. Inside 0.1 dB the band runs 316 Ω to 3.16 kΩ, with the least departure of 0.0763 dB at 1000 Ω; at this setting it is 0.182 dB at 12.9 kHz. The consideration that does not appear on either axis is noise: the resistors' density goes as √R, so across the six decades drawn the noise moves by 1000 times and points at the low end of the band.

The band that closes with the order

One Sallen-Key section is inside a tenth of a decibel of its own design over three decades of impedance level, bounded below by fifty ohms of amplifier output resistance and above by two picofarads of stray. Give it three more sections and the band is one decade; give it four and there is no impedance level at all that meets a tenth of a decibel. Every section brings three more nodes each carrying their own stray and one more amplifier carrying its own output resistance, so the floor rises with the order until it crosses the tolerance — a boundary in the order rather than in the impedance.

filters · Impedance scaling A 8th-order Butterworth at 12 bits, as a cascade and as one polynomial. computed by solving, not by drawing. The open circles are the poles as designed, on the z-plane with the unit circle drawn. Filled marks are where they go once the coefficients are stored in 12 bits. A cascade of biquads keeps two coefficients per pole pair, so a rounding error moves that pair and nothing else: 8.43e-3, largest radius 0.97478. A direct form keeps one denominator whose coefficients are symmetric functions of every pole, so one rounding error moves all of them: 6.21e-1, largest radius 1.54393 — outside the unit circle, which is not an inaccurate filter but an unstable one. The two are the same filter until they are written down.

The same filter, rounded twice

The filters field measured two realisations of one analogue response and found the passband error growing as the 0.99 power of a component tolerance in a cascade and the 2.00 power in a ladder. The digital version of that argument comes out harder. At eighth order and sixteen bits, a cascade of biquads moves its poles by 6.6 × 10⁻⁴ and stays at a radius of 0.9748; the same filter written as one polynomial moves its poles to a radius of 1.4536, which is not an inaccurate filter but an unstable one.

digital · Digital realisation Where one pole goes when each component is 5% high. computed by solving, not by drawing. A series R–L–C, its poles recovered by rooting the determinant, and the derivative of the upper one with respect to each element taken exactly from the two null vectors at the pole. The dashed lines are the first-order prediction for a 5 per cent change; the filled circles are where the root actually goes when the element is changed and the determinant re-rooted. The three directions are the argument: the resistance moves the pole along a circle of constant radius, because the natural frequency does not contain it — its normalised sensitivity has a real part of 3.1e-16. The inductance and the capacitance each carry exactly −½ of the radius, and imaginary parts that are exact negatives. At 5 per cent the prediction is out by 0.122 per cent of the pole's own magnitude.

The derivative of a root

The rung below turns one transposed solve into the derivative of a response with respect to every element, and found a doubly terminated ladder stationary at its ripple peaks to a part in ten to the eighth. A pole is a different object — a value of s at which the matrix loses rank — and its derivative comes from two null vectors and a division. Pointed at the same two realisations, the ladder's advantage is a factor of 2.17, not eight orders of magnitude: what is stationary is the magnitude at one frequency, and it says nothing about where the poles are.

networks · Sensitivity Fed nothing, an eighth-order cascade sits 88 least significant bits from zero. computed by solving, not by drawing. Where each section of a 12-bit rounded cascade settles with zero input and a seeded state. Nothing decays to zero: a constant state survives whenever rounding returns it to itself, which needs only |y·(1 + a₁ + a₂)| ≤ q/2, and that denominator is small precisely because the corner is far below the sample rate. Each section's own band is 30, 31, 32, 33 least significant bits and the settled offsets are -27, -50, -70, -88 — accumulating, because a section's dead-band output is the next section's input and the next section passes direct current. In volts the offset halves with every bit added; in least significant bits it does not move at all.

Zero in, and not zero out

The rung below rounds a filter's coefficients and marches it in double precision, and its own list of what it did not do names the other half: the products are rounded too. Put that in and a twelve-bit eighth-order cascade fed nothing at all settles two per cent of full scale away from zero and stays there — and the offset does not shrink with the word length, it grows as the square of how far the corner sits below the sample rate, reaching eighteen per cent at a hundred and twenty-eight times.

digital · Digital realisation Twenty-four orderings, and 11 of them are choices. computed by solving, not by drawing. Every ordering of the four sections of an eighth-order 0.5 dB Chebyshev, at 16 bits, drawn against the two things an ordering decides. The horizontal axis is the round-off floor the arrangement adds — 24.2 least significant bits at best and 99.8 at worst. The vertical axis is the largest value any section's output reaches, which is what decides whether a word overflows: 0.088 of full scale at best and 0.699 at worst, a range of 18.0 decibels. 13 of the twenty-four are beaten on both counts by another ordering and are simply mistakes; the 11 on the lower-left frontier are the actual choices, and no one of them is best.

Which section goes first

A cascade of four biquads can be assembled in twenty-four orders, all of which realise exactly the same transfer function. They do not cost the same: the round-off floor runs from 24 to 100 least significant bits and the largest value any section reaches runs over eighteen decibels — and the two go opposite ways, so eleven of the twenty-four are genuine choices and thirteen are beaten on both counts by another arrangement.

digital · Digital realisation The direct form works at 28 bits and fails again at 29. computed by solving, not by drawing. The largest pole radius of an order-8 Butterworth at a 1 kHz corner and a 48 kHz clock, at every coefficient word length from 6 to 40 bits, for both realisations. Above the unit circle the filter is not inaccurate but unstable. The direct form is outside at 23 of the 35 word lengths drawn; the cascade at none of them, its worst radius being 1.000000. The failures are not an interval: 28 bits works and 29 bits does not, so the smallest word length that works is 1 below the largest that does not and a search for the crossing has no crossing to find. The direct form's curve is clipped at 1.24: a radius of 4.5 and a radius of 1.01 are the same verdict.

The word length that is not a threshold

The essay below this one measured an eighth-order direct form at five word lengths, found its poles outside the unit circle at every one, and left behind a phrase — the coefficient resolution required. Sixty word lengths later there is no such resolution. That filter is stable at 28 bits, unstable at 29 and stable again at 30, and the smallest word length a search would return is not one anybody can use. What survives is a law with a slope: 4.53 bits of coefficient for every pole added, rising to 47 bits at twelfth order, and none at all for a cascade.

digital · Digital realisation An order-8 Butterworth: the whole sketch is 3.0103 dB out at the corner, and its 4 sections −5.85 to +8.17 dB. computed by solving, not by drawing. The error of the straight-line sketch against the solved response — for each buffered section of an order-8 Butterworth lowpass at 1.00 kHz, and for the whole cascade. At the corner the sections are out by −5.852 dB (Q = 0.5098), −4.418 dB (Q = 0.6013), −0.915 dB (Q = 0.9000), +8.175 dB (Q = 2.5629), which add to −3.0103 dB: the whole filter's error, the same 10 log 2 as a single pole. The whole sketch is never further out than that anywhere; the section with the highest quality factor is +8.343 dB out at 1.04 kHz. The quality factors multiply to 1/√2.

The corner error a filter hides in its sections

The straight lines of an eighth-order Butterworth filter are 3.0103 dB out at the corner and nowhere worse — the same as one pole, at every order. The lines of the four sections it is built from are out by −5.85, −4.42, −0.92 and +8.17 dB there, which must add to the whole because the sections multiply. The whole sketch never gets worse with order and the worst section's error grows as 20 log(n/π). And the section the sketch misrepresents most is the one whose frequency error moves the filter most: 0.312 dB for one per cent, against the 0.173 dB any section's stopband shift gives.

frequency · Asymptotic approximation

Named alongside it

The objects these essays reach for when they reach for this one.

PolesFilter orderRealisationZ planeCoefficient precisionComponent toleranceDirect formFilter familiesModel rangeNoise floorNumerical errorQuantisation

All concepts