Concept

Filter order — where it appears

The number of poles in a filter's denominator, which sets its ultimate roll-off at twenty decibels a decade each. What each order costs is measured here in ripple, delay variation and realisability rather than assumed, and the three families spend it differently.

Named by 19 essays across 6 fields — each of them below, with the objects they name alongside it.

Three filter families at order 5, all with the same half-power point. At three times the corner the Chebyshev is -64.0 dB down, the Butterworth -47.7 dB and the Bessel -28.3 dB. The inset is the passband at forty times the vertical magnification, which is the only place the Chebyshev's half-decibel of ripple is visible at all.

Three families, one corner

Butterworth is flat, Chebyshev is steep, Bessel has good delay. None of those is a number, so the table they appear in cannot answer the question anybody has. Here each family's poles are computed from its definition, built as an actual network, and then measured — starting with the step every comparison skips.

filters · Filter families
What each family costs, at order 5. Measured on the solved networks. The Chebyshev is 36 dB further down at three times the corner than the Bessel, and pays for it in delay: its group delay varies 49.0% across the passband against the Bessel's 0.06%.

What a steep skirt costs

A filter's order buys attenuation at a known rate — twenty decibels per decade per pole, and no arrangement of components changes it. What varies between families is how quickly the slope is reached, and the currency it is paid for in is delay: the steepest of the three distorts delay eight hundred times more than the gentlest.

filters · Filter tradeoff
3 quarter-wave sections between 50 Ω and 200 Ω. computed by solving, not by drawing. |Γ| computed by cascading exact line impedances from the load back to the source, so every multiple reflection is in it. The binomial design is exact at the centre and holds |Γ| below 0.10 over 67.9% of the centre frequency, against 17.1% for a single section. The equal-ripple design, found by minimax search rather than from a table, covers 98.1% at the same worst reflection — 45% more — and its ripples come out level to 0.0e+0%, which is the check that the search converged.

Several sections, and the band they buy

A quarter-wave transformer is exact at one frequency, and a 4:1 transformation holds |Γ| under 0.1 over 17.1% of it. Several sections whose reflections cancel over a band take that to 47.7, 67.9, 82.1 and 92.6% — which is filter design with the reflection as the shaped quantity. An equal-ripple design found by minimax search buys a further 35 to 46% at the same worst reflection, and its ripples come out level to four decimals.

lines · Matching
Four families at order 5, and the 2 zeros in the stopband. computed by solving, not by drawing. The elliptic design is drawn at a selectivity of 0.8, so its stopband is asked to begin at 1.250 times the corner, and the degree equation returns 38.68 dB for it at 0.5 dB of ripple. From the stopband edge outward the elliptic response never rises above -38.7 dB; the steepest all-pole family of the same order is only -19.0 dB down there and does not reach -38.7 dB until 1.77 times the corner. That is what 2 transmission zeros buy. The price is in the same picture: the elliptic stopband has a floor and an all-pole one does not, so beyond 2.0×fc the all-pole response is the lower of the two and keeps going.

The zeros that buy an order

Butterworth, Chebyshev and Bessel all fall because their denominator grows, so the only way to make one fall faster is another pole. An elliptic filter puts zeros in the stopband instead, and reaches forty decibels at twice the corner with two poles where the steepest all-pole family needs five. What it charges is a stopband that stops falling — measured here at −38.7 dB, and overtaken by an ordinary Chebyshev two corners out.

filters · Filter families
One per cent on one component, in two realisations of the same order-5 filter. computed by solving, not by drawing. The two realisations agree to 3e-14 dB before anything is moved. Moving each element in turn by 1%, the worst deviation at the 2 ripple peaks is 0.1621 dB for the cascade and 0.0030 dB for the LC ladder — 54 times smaller. Across the whole passband the two are within 3% of each other, because near the band edge both are dominated by the response's own steepness rather than by the realisation.

A ladder is not a cascade

The same fifth-order Chebyshev, built two ways. A one per cent component moves the buffered cascade's passband by 0.162 dB at the ripple peaks and the doubly terminated LC ladder's by 0.003 dB — fifty-four times less. The number is not the claim: the claim is the exponent. Fitted over two decades of tolerance the cascade's error grows as the 0.99 power and the LC ladder's as the 2.00 power, because at maximum power transfer the response is stationary in every element it contains.

filters · Filter tradeoff
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
Sixteen more digits move the boundary by sixteen decades and leave it exactly where it was. computed by solving, not by drawing. The earlier essay's bridge, walked towards balance and solved twice: once in double precision and once with a pair of doubles carrying about 31 decimal digits, against a closed form that cannot lose any. The 33 per cent error at an imbalance of 10⁻¹⁵ becomes 7.0e-18 — so that loss was the arithmetic's and not the network's, which is what the earlier essay could not say. Each arithmetic's error is its own round-off divided by the imbalance, drawn as the two straight lines, so the second boundary is the first one moved by exactly the extra digits. The condition number is 505 in both cases and at every point, which is the diagnostic being blind twice over.

The digits the arithmetic did not have

Bounding the arithmetic of double-precision circuit solving finds two boundaries that cannot be attributed to it: a bridge with no correct figures left at an imbalance of 10⁻¹⁵, and a filter synthesis that stalls at order 14. An ill-conditioned problem stays ill-conditioned however many digits are used, and a well-conditioned one computed badly gets better — so adding digits is the experiment that tells them apart. The bridge's loss is entirely the arithmetic's. The synthesis's is mostly the data's, and doubling the digits makes it worse.

networks · Conditioning
The noise bandwidth of four families at 8 orders, and the one that has none. computed by solving, not by drawing. Every one of the 32 entries is an integral of the realised network's own squared magnitude, divided by that network's own measured −3 dB point. At order one the four families are the same filter and return 1.5706, which is π/2 — the calibration the rest of the table is quoted against. Only Butterworth then does what the ratio is usually said to do: it falls at every order, to 1.0065 at 8. Bessel is least at order 5 (1.0385) and rises to 1.0441; Chebyshev alternates with parity, 0.9637 at five against 1.0686 at six; and an even-order elliptic has no noise bandwidth at all, because its stopband comes back up to a constant — its magnitude at the top of the range moves by 0.00 decades per decade of frequency, so the integral grows with whatever limit it is stopped at.

The ratio that does not walk to one

A single pole passes π/2 times as much noise as a brick wall at its corner, and every account of it says the ratio falls towards one as the skirt steepens. Over thirty-two realised filters only Butterworth does that. Bessel is least at order five, 1.0385, and rises again; Chebyshev alternates with parity and the two branches separate only above 0.1968 decibels of ripple; and an even-order elliptic has no noise bandwidth at all, its integral returning 380 or 38,005 depending on where it was stopped.

noise · Noise bandwidth
The most sensitive direction at one ripple peak is not the one at the next. computed by solving, not by drawing. The eigenvector of the largest eigenvalue of the relative curvature matrix, at each of the 2 ripple peaks of a 5th-order 0.5 dB Chebyshev ladder, drawn as its components over the reactances in order along the ladder filter. Every one is symmetric under the filter's own reversal and no two of them are the same direction: the largest overlap between any pair is 0.0603, which is 86.5 degrees apart. The eigenvalue that belongs to them grows from -0.9473 at 554.9 Hz to -12.005 at 897.9 Hz, a factor of 12.7, so the peak nearest the band edge is both the most sensitive place in the passband and sensitive to a different combination of parts. Each direction is confirmed by a second computation of the whole matrix — four re-solves per pair, sharing no adjoint arithmetic — which returns the same direction to 7.6e-7 radians.

The direction a response is most sensitive to

An earlier essay diagonalised a ladder filter's curvature at one ripple peak and read only the eigenvalues: rank two of five, three directions of nothing. The eigenvectors say what the two directions are, and doing it at every peak rather than one changes the conclusion. The most sensitive combination at 554.9 Hz and the one at 897.9 Hz are 86.5 degrees apart, the curvature that belongs to them grows from −0.556 to −75.4 across a ninth-order passband, and exactly one combination survives the whole band at every order — which turns out to be the ripple depth.

networks · Sensitivity
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
What an oversampling ratio buys, and at two different rates. computed by solving, not by drawing. A 20 kHz band on a 48 kHz base clock, interpolated by ratios from 1 to 64. The hold's droop at the band edge falls with the SQUARE of the ratio — the fitted exponent over six doublings is -2.0113 — from 2.640 dB at the Nyquist rate to 0.0097 at sixteen times it. The nearest image moves out with the FIRST power, exponent 1.0222, from 1.40 times the band edge to 37.4. So one decision buys two things at rates differing by a factor of two in the exponent, and the third quantity — the poles a reconstruction filter needs for sixty decibels — collapses from 20.5 to 3.21 by a ratio of four alone.

One knob, and the two exponents it turns

Oversampling is quoted as buying one thing and buys two that improve at different rates. The hold's droop at the band edge falls with the SQUARE of the ratio — fitted exponent −2.011 over six doublings, from 2.640 dB at the Nyquist rate to 0.0097 at sixteen times it — while the nearest image moves out with the first power, exponent 1.022. The third quantity, the poles a reconstruction filter needs for sixty decibels, collapses from 20.5 to 3.21 by a ratio of four alone, because it is a logarithm of the second.

digital · Reconstruction
An order buys 38.7 dB at 1.25× the corner and 56.6 at 1.67×. computed by solving, not by drawing. The degree equation for an order-5 elliptic filter, swept over the two quantities a designer sets. The horizontal axis is where the stopband is required to begin; the five curves are passband ripples from 0.01 to 3 decibels. Nothing on this page is a choice: pick a ripple and a transition width and the attenuation is decided. At a half decibel of ripple, order 5 gives 38.68 dB with the stopband beginning at 1.25 times the corner and 66.09 dB with it beginning at twice — a factor of two in transition width for 27.4 decibels. The vertical spacing between the curves is the ripple's own term and is the same at every transition width: relaxing from a half decibel to three buys 9.12 dB wherever it is spent.

The selectivity that is not free

The filter trade is normally drawn with two quantities in it. It has three, and an order fixes a relation between all of them: at order five and half a decibel of ripple, a stopband asked to begin at twice the corner is worth 66.1 decibels and one asked to begin at 1.25 times is worth 38.7. The exchange is exact addition in decibels — relaxing the ripple from a half to three buys 9.12 dB wherever it is spent — and there is a fourth price nobody writes down: settling to a tenth of a per cent goes from 9.04 milliseconds to 23.23 while the overshoot does not move.

filters · Filter tradeoff
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
The order is worth 0.68 bits and a factor of 29 in clock. computed by solving, not by drawing. A butterworth design at a 20 kHz passband, at each order from two to ten and at three impedance levels, with the sample rate it demands for eighty decibels and the resolution its own resistors' noise allows. The clock demand falls steeply — 50.50×, 11.27×, 5.50×, 3.65× and on down to 1.76×, a factor of 28.8 — and the bar widths carry it. The noise rises: 2.00 µV at order two against 3.22 µV at ten, which is 0.68 of a bit. So the order is cheap in the currency everybody worries about and expensive in nothing. What is expensive is the impedance level: every resistance goes as one over the capacitance and a noise voltage as the square root of a resistance, so a decade of capacitance is 1.66 bits — the same at every order, to 0.000 of a bit — and the three curves are ten, one and a tenth of a nanofarad a section. The ceiling on resolution is set by a choice nobody prices, and the order, which everybody argues about, moves it by two thirds of a bit.

Two thirds of a bit for a factor of twenty-eight

An anti-alias filter costed in clock rate gets steeply cheaper with order — fifty times Nyquist at the second and 1.76 at the tenth — and the obvious objection is noise, since the filter is in the signal path and every section adds resistors. Measured, the objection barely holds: from order two to order ten the clock demand falls by a factor of 28.7 and the resolution the filter's own noise allows falls by 0.69 of a bit. What does cost resolution is the impedance level, at five thirds of a bit per decade of capacitance, and nobody argues about that at all.

digital · Anti-alias
Joining the samples with straight lines squares the hold's sinc: 5.28 dB of droop and 5.8 dB of image rejection, both doubled. computed by solving, not by drawing. A 20 kHz tone on a 48 kHz clock, reconstructed two ways: held for a whole clock period (dashed envelope, open stems) and joined sample to sample by straight lines (solid envelope, filled stems). Every line is read from a transform of that waveform itself. The held one comes out 2.640 dB down and its nearest image 2.92 dB below it; the interpolated one 5.280 dB down with the image 5.85 dB below. A straight line between samples is a triangle two clocks wide, which is a rectangle convolved with itself, so its transform is the sinc squared: every decibel doubles and the nulls stay where they were.

The pole a straight line is worth

A converter that joins its samples with straight lines instead of holding each one is convolving with a triangle rather than a rectangle, and its transform is the hold's sinc squared. Every decibel doubles: 5.28 dB of droop at a 20 kHz band edge on a 48 kHz clock instead of 2.64, and 5.85 dB of image rejection instead of 2.92. Both exponents of the oversampling ratio are unchanged. The second sinc is worth exactly one pole of reconstruction filter at every ratio, because a sinc's rejection of the nearest image is twenty times the log of that image's distance from the band edge, identically. A single analogue pole allowed the same droop gives a fraction of that rejection. The price is a whole clock of delay rather than half.

digital · Reconstruction
4 rectangles: the hold's sinc to the power 4, 10.56 dB of droop and the first image 11.7 dB down. computed by solving, not by drawing. A 20 kHz tone on a 48 kHz clock, reconstructed by a pulse of 4 rectangles convolved together — the hold, the straight line, the quadratic and the cubic B-spline for one to four — with the envelopes of all four drawn and the lines of the 4-rectangle waveform read from its own transform (stems). They agree with the sinc to the 4th power to 0.000 per cent. Droop 10.560 dB; the nearest image 11.69 dB below the signal, 4 times the hold's 2.92. The nulls stay on the multiples of the clock; each rectangle deepens everything else.

Four rectangles and no filter

A converter's output pulse can be any number of one-clock rectangles convolved together: one is the hold, two the straight line, four the cubic B-spline. Measured on its own waveform, n rectangles give the hold's sinc to the n-th power to a few parts in ten million, so each one rejects the nearest image by exactly what one analogue pole could at best — and each saves exactly one pole of reconstruction filter until none is left. At the Nyquist rate that is three poles of nineteen and a half, bought with 10.56 dB of droop. From about 2.8 times oversampling the cubic pulse needs no analogue filter at all for 60 dB, for 0.62 dB of droop at four times and two clocks of delay. The cost is that from three rectangles on the output no longer passes through its samples.

digital · Reconstruction
At 60 dB of rejection an eighth-order filter keeps 3 of the brick wall's 6 windows; a fourth-order one keeps 2. computed by solving, not by drawing. The sample rates at which a band from 100 to 120 MHz can be sampled without anything the filter in front passes at more than −60 dB folding onto the band, for a band with hard edges and for Butterworth bandpass filters of order 12, 8, 6 and 4 on the band's own edges; each row is labelled with the span, in megahertz, where the filter is still above −60 dB. A real filter moves each window's edges inward by half its transition band. The window from 120 to 200 MHz narrows to 124.4–193.2, 127.9–188.4, 132.8–182.4, 149.7–166.9 MHz as the order falls, and the lower windows close altogether. Every window is checked by folding every frequency the filter passes.

The windows a real filter leaves

A band from 100 to 120 MHz can be sampled at any clock in six disjoint windows — for a band with hard edges. Put a real bandpass filter in front and ask that whatever folds onto the band be 60 dB down, and every window's edges move inward by half the filter's transition band: an eighth-order Butterworth keeps three of the six, a fourth-order one two, and the window from 120 to 200 MHz shrinks from ±25 per cent of clock tolerance to ±19.1 per cent at order eight and ±5.4 per cent at order four. The windows depend on the rejection only through the rejection per order: 40 dB at order four, 60 at order six and 80 at order eight all leave the same ±15.7 per cent. So a filter's order is bought in clock tolerance, at one order per ten decibels.

digital · Anti-alias
Three matches of one length, half a wavelength at f₀: two quarter-wave sections are bad again at 2f₀ and 4f₀; an exponential and a Klopfenstein taper are not bad again at all. computed by solving, not by drawing, as cascades of exact line input impedances. 50 Ω into 200 Ω through three matching sections each half a wavelength long at f₀: a two-section binomial transformer (dashed), an exponential taper (solid) and a Klopfenstein taper designed for 5% ripple (dotted), the tapers as four hundred thin slices. The stepped transformer is a band-pass: matched at f₀, and at 2f₀, where each section is half a wavelength and transparent, |Γ| is the bare mismatch, 0.600, again — and at 4f₀, and every even multiple. The tapers are high-pass: the exponential is 0.0194 at f₀ and under 0.131 everywhere above 1.6f₀; the Klopfenstein holds 0.050 from 1.1f₀ up.

The match with no upper edge

A stepped quarter-wave transformer is a band-pass in disguise: at twice its design frequency every section is half a wavelength and transparent, and a 50-to-200 Ω match reflects the bare 0.600 again. Let the steps multiply over a fixed length and the staircase of n steps returns the mismatch at n·f₀; in the limit the upper edge has gone, and what is left is a taper — a high-pass match. An exponential taper half a wavelength long is 0.019 at f₀ and never above 0.131 past 1.6f₀. The Klopfenstein profile, the Chebyshev design's continuous limit, holds 0.050 from 1.1f₀ up, needs half the exponential's length for |Γ| ≤ 0.1 and an eighth of it for 0.02, and is not continuous: it starts with a step from 50 to 52.6 Ω. And the small-reflection formula that defines all of them as a Fourier transform overstates a 10:1 taper's reflection by 41% — the line gives tanh of it.

lines · Matching
A fifth-order Chebyshev ladder built from parts of Q = 100: its passband sags by 0.94 dB near the edge and 0.38 dB at low frequency — 8.686·δ·τg, the group delay times the dissipation. computed by solving, not by drawing. A doubly terminated 0.5 dB Chebyshev ladder, fifth order, 1 kHz edge, 1 kΩ terminations, lossless (dashed) and with every inductor given a series resistance and every capacitor a shunt conductance for a uniform dissipation δ = ωc/Q = 62.8 s⁻¹ (solid), and the lossless response plus 8.686·δ·τg(f), with τg read off the lossless filter's phase (dots). The prediction holds to 3.6% of the extra loss across the passband. The extra is smallest where the delay is smallest, 0.383 dB at 38 Hz, and largest at 953 Hz near the edge, 0.943 dB, where the delay peaks at 1.79 ms: the ripple the design specified is rounded off where it was steepest.

The derivative that is a delay

A doubly terminated ladder filter is stationary in every element's value at its ripple peaks, and that insensitivity says nothing about the parts' losses. Give every reactance the same dissipation δ — a series resistance δL in each inductor, a shunt conductance δC across each capacitor — and every reactance has the impedance it had at s + δ, so the lossy ladder is exactly H(s + δ). By the Cauchy–Riemann equations the loss then rises by 8.686 times δ times the group delay, in decibels: the derivative of a ladder filter's response with respect to its parts' dissipation is its group delay. Solved with the resistors in, a fifth-order 0.5 dB Chebyshev of Q = 100 parts sags 0.383 dB at low frequency and 0.943 dB near its edge, where the delay peaks at 1.79 ms, the law holding to 3.6%. The sag falls as one over Q, grows with the order — 0.37 dB at third order, 2.74 at ninth — and is set by the mean of the inductors' and capacitors' dissipations.

networks · Sensitivity

Named alongside it

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

Design tradeoffChebyshevGroup delayOversamplingPassband rippleRealisationStopband attenuationAnti imaging filterBiquad cascadeComponent sensitivityElliptic filterFilter families

All concepts