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

Group delay — where it appears

The derivative of phase with respect to frequency, which is the delay a narrow band of frequencies suffers in passing through a network. A flat magnitude says nothing about it, and the equaliser that flattens it adds more delay than the variation it removes.

Named by 18 essays across 6 fields — each of them below, with the objects they name alongside it.

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 Group delay across the passband, at order 5. The Bessel filter's delay varies 0.1% below 0.8 of the corner; the Chebyshev's peaks near the band edge and is several times its low-frequency value. Every family here has the same half-power frequency, so this is a difference in behaviour rather than in scaling.

Flat magnitude, unflat delay

A filter that passes every frequency in its band at the right amplitude and the wrong time has not passed the signal. Group delay is the measurement that says so, it is absent from the classical comparison, and it varies by fifty per cent across the passband of the two families everybody uses.

filters · Group delay A fifth-order chebyshev delay, and 1 all-pass section in front of it. computed by solving, not by drawing at 60 frequencies across the passband. The delay varies by 891 µs from end to end; 1 all-pass section, with pole pair found by search rather than taken from a table, brings that to 498 µs — a factor of 1.79. The price is that everything is later: 722 µs more at direct current, which is more than the 392 µs of variation removed.

Flat delay, bought with more delay

An all-pass section has a magnitude of one at every frequency — measured here on a solved network as 1 to within 9 × 10⁻¹⁶ over six decades — which makes it the only thing that can change a filter's delay without touching its magnitude response. It flattens by adding. A fifth-order Chebyshev's 891 microseconds of delay variation comes down to 498, and everything leaves 722 microseconds later than it did.

filters · Group delay One magnitude curve, two phase curves, and the one of them the magnitude decides. computed by solving, not by drawing. A passive lead network — a resistor with a capacitor across it, over a second resistor, its zero at 1.00 kHz — and the same network followed by a first-order all-pass. The two magnitudes agree to the last bits of a double at every one of the 1601 frequencies sampled, and the phases differ by as much as 180°. Bode's gain–phase integral, fed the magnitudes alone with their phases discarded, returns 39.29° at the corner against a solved 39.29°, and tracks the minimum-phase curve to 0.02° across the band — while being wrong about the second network by the all-pass's own phase, which is what excess phase means. The edge here is the span of the sweep rather than a frequency of the circuit: ±3 decades of magnitude carries 99.92% of the integral's weight, and what is left out is the tail of a logarithm.

The phase the magnitude already knows

For one class of network the phase is not an independent measurement: it is fixed everywhere by the magnitude, through an integral Bode wrote down in 1945. Fed nothing but the magnitudes of a solved lead network, that integral returns 39.289 degrees at the corner against a solved 39.289, and tracks the whole curve to two hundredths of a degree. Cascade an all-pass and the magnitudes agree to the last bits of a double while the phases part by 180 degrees — so the recovery is exact for one of the two and cannot see the other at all.

frequency · Minimum-phase The droop a zero-order hold imposes at 48 kHz. computed by solving, not by drawing. Holding each sample for a clock period convolves the output with a rectangle, so the spectrum is multiplied by a sinc: -0.143 dB down at a tenth of the sample rate, -0.912 at a quarter and -3.922 at half — which is exactly 20 log(2/π) and contains no design decision at all. The dots are the amplitude of the fundamental read out of the transform of the staircase itself, agreeing with the closed form to 0.008%. There is also half a sample of delay, 10.417 µs here, which is the reason a held reconstruction is not a droopy copy of the signal but a droopy copy that has moved.

The staircase on the way out

A converter does not emit impulses. It holds each sample for a whole clock period, which is a convolution with a rectangle and therefore a multiplication by a sinc — 0.14 dB down at a tenth of the sample rate, 0.91 at a quarter, and 3.92 at half, which is exactly 20 log(2/π). Nobody chose that droop and it is nearly eight times the half-decibel ripple of a Chebyshev passband. Measured on the transform of the staircase itself, it agrees with the closed form to 0.008%.

digital · Reconstruction Two networks of one magnitude deliver the same energy, and the minimum-phase one delivers half of it 5.61 times sooner. computed by solving, not by drawing. A low-pass with poles at 1.00 kHz and 10.0 kHz and a zero at 3.00 kHz, and the same network with an all-pass behind it that moves the zero into the right half-plane. Their magnitudes agree at every frequency sampled to 4.4e-16. The energy of each impulse response, from the residues in closed form, is 6029.319 for both, and the integral of |H|² over frequency gives 6029.305. What differs is when it arrives: the minimum-phase network has delivered half its energy by 11.27 µs and its mirror by 63.23 µs; by 20 µs the fractions are 0.658 and 0.352, by 100 µs 0.918 and 0.676; and at no instant has the mirror delivered more.

The energy that arrives first

Two networks with the same magnitude at every frequency have the same impulse-response energy, and Parseval's theorem says so before either is solved. They do not deliver it on the same schedule. A low-pass with poles at one and ten kilohertz and a zero at three delivers half its energy by 11.27 microseconds; the same network with its zero mirrored into the right half-plane, which changes no magnitude anywhere, takes 63.23, and at no instant has it delivered more. Its step response starts the wrong way, to −0.170 of the final value, before it turns round. Minimum phase is minimum delay, and the delay is in the energy rather than in any one number a frequency plot shows.

frequency · Minimum-phase 20 sections imitating a 1 m line: its delay is 1% long at 318 MHz and its group delay at 185 MHz, and it passes nothing above 1.32 GHz. computed by solving, not by drawing, as a chain of 20 series inductors and shunt capacitors carrying the inductance and capacitance of a metre of 50 Ω line of delay 4.83 ns, terminated in 50 Ω at both ends, beside the Bloch phase of an endless chain, 2·arcsin of ω over the cutoff, a section. The chain's cutoff is the cutoff 2/√(LₛCₛ), 1.32 GHz. Its phase delay is too long by arcsin(x)/x − 1 with x = f over that cutoff, 1% at 318 MHz (x = 0.2417); its group delay by 1/√(1 − x²) − 1, 1% at 185 MHz (x = 0.1404). Well below cutoff the solved chain's delay follows the closed form; nearer it the fifty-ohm terminations, which are not the LC ladder's own impedance there, add a ripple. Ten sections per wavelength is 414 MHz for this chain.

The sections a wavelength needs

A ladder of inductors and capacitors is a line only below its own cutoff, 2/√(LC) of one section, and in the frequency domain how far below can be written down exactly: its delay is too long by arcsin(x)/x − 1 and its group delay by 1/√(1 − x²) − 1, where x is π over the number of sections per wavelength. One per cent of delay needs 13.0 sections per wavelength; one per cent of group delay, 22.4. The rule of ten per wavelength is 1.72 per cent slow in phase and 5.33 in group delay. Twenty sections imitating a metre of cable are a line to a per cent of group delay up to 185 megahertz and pass nothing at all above 1.32 gigahertz.

lines · Distributed vs lumped 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 With the crossover at 10% of the clock the straight line overshoots 13.7%, the hold with its pole 32.8%. computed by solving, not by drawing, marched at 160 steps a clock. A unit step through a loop whose plant is an integrator crossing over at 10% of the sample rate, reconstructed three ways: held (dotted), joined by straight lines (solid), and held then passed through the analogue pole that attenuates the nearest image, at 90% of the clock, exactly as much as the straight line's second sinc does (dashed) — a pole at 9.90% of the clock, at the crossover itself. Overshoot: 0.0%, 13.7% and 32.8%. The straight line buys the same image rejection for half a clock of delay; the pole buys it for forty-five degrees.

Half a clock against a pole

Inside a digitally controlled loop a converter's delay is phase at the crossover, and a straight-line output pays one more half clock than a hold: 180 degrees times the crossover over the clock. The analogue pole that rejects the nearest image as much as the straight line's second sinc does turns out to sit at the crossover itself — 0.990 of it when the loop crosses over at a tenth of its clock, sinc(r) of it in general — so it costs forty-five degrees however slow the loop is. By the phase estimate the half clock is the cheaper filter below 26% of the clock. Marched as a sampled loop the answer is 17.6%, and at a tenth of the clock a step overshoots 13.7% through the straight line against 32.8% through the hold and its pole, for the same image rejection measured on both waveforms.

digital · Reconstruction With inductors of Q 100 the filter absorbs up to 10.5% of the available power, and the loss rate times its delay predicts the curve's shape — 11.2% at the same frequency. computed by solving, not by drawing. The fifth-order 0.5 dB Chebyshev ladder filter of the reflection essay, each inductor given a series resistance ωL/Q at the corner, so that each loses energy at the rate σ = 2πfc/Q. The power absorbed in the inductors, as a fraction of the available power, against frequency; beside it the lossless ladder filter's delay, D = |t|²τ₂₁ + |ρ|²τ₁₁, times σ — the stored energy over the available power, times the loss rate. At Q 100 the absorption peaks at 10.53% at 0.957 of the corner, where σ·D is 11.24%; between 0.3 and 0.95 of the corner the two agree to 7%, the rest being the split between magnetic and electric energy and the terms of second order in the loss. The slider is the inductors' Q.

The heat a delay predicts

A lossy LC ladder filter absorbs power where it stores energy, and a lossless ladder filter stores energy in exact proportion to its delay — the transmitted delay weighted by what it transmits plus the reflected delay weighted by what it reflects. So the droop of a lossy filter is its loss rate times that delay: with equal losses in inductors and capacitors, to 0.09% at Q 10,000. With inductors of Q 100 in a fifth-order Chebyshev, 10.5% of the available power is absorbed at the band edge against 11.2% predicted. Inductor loss alone misses only by the split between magnetic and electric energy — near one in the passband, 4.6 to one at 1.6 times the corner — and the dual ladder filter mirrors the split. The law is first order, and it overstates the band-edge peak by 17.5/Q.

filters · Filter termination A chebyshev low-pass of order 5: where its impulse response balances, and where its step crosses half. computed by solving, not by drawing, the step built from the network's poles and the impulse response its derivative. The impulse response (dark, scaled to its peak) balances at 0.7090 ms; the group delay at a thousandth of the corner is 0.7090 ms — the same number by a different route. The step (pale) crosses half its final value at 0.7238 ms, 2.1% after it.

The delay that is a centre of mass

A filter's group delay at zero frequency is not an approximation to when its step arrives; it is exactly where its impulse response balances. Across three families and orders one to seven the two agree to 5.7 parts in a million by routes that share only the netlist. The step's half-way point is a different thing: ln 2 of the delay for one pole, approaching it from below for a Bessel filter, and passing it — by up to 16.9 per cent — for Butterworth and Chebyshev filters whose impulse responses swing negative. Elmore's RC-tree delay is the same centre of mass, and a uniform ladder network crosses half at 0.757 of it.

filters · Group delay A 1 kHz tone burst through a band-pass of Q = 10, centred on its resonance. computed by solving, not by drawing, marched twice — sine and cosine carriers — so the output's envelope is the modulus of the two, exactly. The input envelope (pale) peaks at 240 ms; the output's (dark) at 243.171 ms, 3.171 ms late. The group delay at resonance is 2Q/ω₀ = 3.183 ms. The phase there is zero, so the carrier itself is not delayed at all.

The envelope that leaves early

A band-pass's group delay at its centre is the delay of an envelope, not of a carrier. Marched twice — on a sine and a cosine carrier, so the envelope is their modulus exactly — a 1 kHz burst through a band-pass of Q = 10 comes out 3.171 ms late against 2Q/ω₀ = 3.183, while the carrier's zero crossings come out within 6.4 µs of where they went in. Through a notch, whose group delay at its centre is −3.810 ms, the envelope peaks 3.746 ms before the input's. Neither is a paradox, and both hold only for bursts long against the inverse bandwidth: 60.6 per cent wrong at 0.6 of it, 0.7 per cent at 20.

filters · Group delay A chain of identical one-pole stages: the time its step takes to settle within 1%, against the number of stages. computed by solving, not by drawing: the chain's step response is the Erlang distribution's, and its 1% settling bisected on it, held against a fourth-order march of the chain at one, four and sixteen stages. One stage settles in 4.61τ, the familiar ln 100; four in 10.0τ, sixteen in 26.7τ, a thousand and twenty-four in 1099.9τ. The frequency edge's rule, √N stretched by the bandwidth that holds 1% (faint), says sixteen stages need 4.02 times one stage's time; they need 5.81. For a long chain the settling time approaches the delay, N time constants (dashed): 1.074 of it at 1024 stages. For one stage (τ = 1.59 µs at 100 kHz) the 1% time is 7.33 µs.

The delay a chain adds

A chain of one-pole stages leaves its flat band as the square root of the number of stages, and it leaves its settling time faster: four stages take 10.0 time constants to settle within 1 per cent against one stage's 4.61, sixteen take 26.7 — 5.81 times one stage, where the frequency rule allows 4.02. The difference is a delay. The chain's step is the sum of N exponential lags, so it is an edge of mean N time constants and spread √N; the magnitude response sees only the spread. At a thousand stages the 1 per cent time is 1.074 of the delay. A chain budgeted to stay flat to 1 per cent settles to 1 per cent 45 per cent late.

limits · Model edges The group delay of fifth-order filters along the line from Bessel to Butterworth, and of a 0.1 dB Chebyshev, all with one half-power point. computed by solving, not by drawing: the delay as a sum over each pole set's poles, held to the slope of each realised network's own phase at four frequencies. At zero frequency the delay is 0.386, 0.413, 0.449, 0.488, 0.515, 0.633 periods of the corner; across the passband it varies by 0.40%, 5.7%, 16.4%, 34.1%, 59.6%, 122.7% of that. The Bessel is flat to the corner and beyond; every step toward Butterworth bends the delay up into a peak near the corner, and the Chebyshev's peak is the largest.

The attenuation a flat delay cannot buy

Along the fifth-order line from Bessel to Butterworth the group delay's spread across the passband grows at every step, from 0.40 per cent to 59.6, and on through the Chebyshevs to 191 — monotone, like overshoot and settling, and lost fastest in the first eighth of the way. The third axis turns the frontier into something sharper than a trade. More order flattens a Bessel's delay four to seven times an order and buys it no attenuation at all: 14.17 dB at twice the corner at order six is the most any Bessel reaches, and from there the attenuation falls toward the 12.04 dB of the Gaussian every delay-flat filter tends to. A flat delay and a steep skirt cannot both come from poles.

filters · Filter families A complex pair of zeros at 30.0 kHz, damping 0.5, and its mirror: one magnitude, and half the energy 10.6 µs later — 4ζ/ω₀ is 10.6. computed by solving, not by drawing. A low-pass with poles at 1, 10 and 100 kHz and a pair of zeros at 30.0 kHz with damping ζ = 0.5, against the same network with the pair mirrored into the right half-plane; the fraction of the impulse response's energy delivered by each instant, from the residues, with the mirrored network also marched from its polynomials (dots, within 6e-7). Both carry the same energy. The left-half-plane network is ahead at every instant; half its energy arrives at 75.4 µs against 86.0, a delay of 10.62 µs, where the mirror's all-pass delays a low frequency by 4ζ/ω₀ = 10.61 µs.

The zeros that have no side

A complex pair of zeros can be mirrored into the right half-plane without changing a magnitude anywhere, and what the mirror adds is a second-order all-pass whose delay is 4ζ/ω₀ at low frequency. Above the band that is the whole story: with the pair at 30 kHz on a 1 kHz low-pass, half the energy arrives 0.21 µs later at ζ = 0.01, 2.12 µs at 0.1 and 21.2 µs at 1, linear in the damping — so the zeros of a notch, which sit on the axis, have no side worth choosing. Inside the band the all-pass's delay peaks at a millisecond exactly where the notch has removed the energy, and the energy's centroid moves by the delay averaged over |H|², which for fifteen pairs from 2 to 100 kHz matches a quadrature over frequency to five parts in a hundred thousand. And unlike one mirrored zero, a mirrored pair never starts a step the wrong way: it is only late.

frequency · Minimum-phase 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 A line ten rises long stood in for by 20 LC sections, matched at both ends: the edge overshoots 17.5% and takes 1.66 rises to climb, where the line delivers it unchanged. computed by solving, not by drawing: an edge of 10–90% rise tr at the far end of a chain of 20 LC sections with a total delay of 10 tr, matched at both ends, marched (solid), against the same edge delayed by exactly 10 tr, which is what a line delivers (dashed). Overshoot 17.5%, rise 1.66 tr. With no reflections at either end, everything here is the chain's own dispersion: a section has a group delay that rises with frequency, so the fast end of the edge arrives late and rings behind it.

The sections an edge needs

A chain of LC sections rings on an ideal step however many sections it has, because a step has energy all the way to the chain's cut-off. An edge has a top frequency, and for a matched chain carrying one the section count has a clean answer: for one per cent of overshoot, 6 sections on a line one rise long, 183 on ten rises and 5,760 on a hundred, 5.8 times the length in rises to the three-halves power, within a few per cent from end to end. So sections per rise is not a constant. A section's phase error goes as the cube of frequency and the inverse square of the count, and it accumulates along the line. A 1 ns edge on a metre of cable asks for 62 sections, a 100 ps edge for 2,048, and the delay is right long before the edge is.

lines · Distributed vs lumped

Named alongside it

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

Design tradeoffPhase linearityAll-passChebyshevFilter orderReconstructionZero-order holdAnti imaging filterExcess phaseFilter familiesMinimum-phaseQuality factor

All concepts