Concept

Poles — where it appears

The values of complex frequency at which a network's matrix loses rank, whose positions carry the whole of its natural behaviour. They are recovered here by sampling the determinant and rooting it, rather than by writing down a transfer function anybody could mistype.

Named by 17 essays across 4 fields — each of them below, with the objects they name alongside it.

The closed-loop poles at a gain of 3.05. The locus of the two poles as the amplifier's gain runs from 2.7 to 3.3. It crosses the imaginary axis at a gain of 3.000000 — bisected on the netlist, not quoted — and at 3.05 the real part is 2.500e+2 radians a second, which is an envelope multiplying by 1.17015 every cycle. The crosses are the closed form ω₀(k−3)/2 and they sit on the measured circles.

The gain that is exactly one

An oscillator is designed by making the loop gain one at the frequency where the phase is zero. The gain at which this circuit's poles reach the imaginary axis is 3.000000000000, bisected on the netlist — an equality, not a range. A gain three per cent high multiplies the envelope by 1.0987 every cycle and reaches the rails in 61 milliseconds; three per cent low divides it by the same factor. A one per cent resistor cannot hold the condition, and neither can any other component.

applied · Oscillator
Two poles at ζ = 0.3, recovered from the matrix. The poles are at -477.5 ± j1518 hertz. Their distance from the origin is the natural frequency to six digits; the cosine of their angle from the negative real axis is the damping ratio. The step response beside them follows.

Where the behaviour is written down

Two numbers in the complex plane contain everything a second-order circuit will ever do. Their distance from the origin is the natural frequency, the cosine of their angle is the damping — and the fastest-settling circuit is not the critically damped one, which is the case the textbooks name.

transients · Poles
A sum that is exact, and the bandwidth estimate that is not. computed by solving, not by drawing, at 28 spreads of the three capacitor values in a resistor chain. The sum of the open-circuit time constants — each capacitor's own value times the resistance seen at its terminals with the other two removed — is 600.00 µs here, and it equals the ratio of the first two coefficients of the denominator to 2.0e-9 and the sum of the negated reciprocal poles to 2.0e-9. That much is a theorem. What is an estimate is the bandwidth: one over 2πΣτ gives 265.3 Hz against a measured 309.2 Hz, low by 14.2%. It is low at every spread on the axis — the estimate is never optimistic — and comes within ten per cent only once one of the three time constants is 7.48 times the others.

A sum that is exact, and the estimate that is not

Add each capacitor's value times the resistance seen at its own terminals with the others removed, and the total is the ratio of the first two coefficients of the denominator polynomial — a theorem, holding to a part in a billion at every spread tested. Divide one by two pi times it and you have a bandwidth estimate that is 14 per cent low with three equal capacitors and never once optimistic. Two settings of the slider have the same three time constants and bandwidths two per cent apart, which is why the sum can never be more than an estimate.

transients · Open circuit time constants
A step on a series RLC at ζ = 0.079, and the two numbers read off H(s). computed by solving, not by drawing. A 50.3 kHz series RLC driven by a one-volt step, with the capacitor voltage and the inductor voltage drawn together. Two limits of the transfer function are two points of the waveform and neither needs the waveform: H(0) = 1.000000 is where the capacitor ends up, and H(∞) across the inductor is 1.0000, which is what it does at the first instant — the expansion gives 1.000000 for it at t = 0. Here the damping ratio is 0.0791, the response is inside ±2% after 7.6 cycles, and 100.0% of the last twenty-four cycles sit there. The poles are at a real part of -7.91e-2 of ω₀, which is the condition the final-value theorem actually has — not a property of H but of where sY(s) has its poles.

Two numbers without solving for the waveform

Where a step response starts and where it ends are two limits of the transfer function, and neither needs the waveform. Both are exact here — 1.000000000 volts at the end and the whole step at the first instant — and one of them is a lie waiting to happen: take the damping to zero and the final-value theorem still returns 1.000000 for a response that swings between 0 and 2 for ever. Its condition is not on the transfer function but on where the poles are, and the practical condition is narrower still: at five ohms the poles are safely in the left half-plane and sixty cycles is not enough time.

transients · Value theorems
A 1.0% doublet: 0.078 dB in the magnitude, 36× the settling time. computed by solving, not by drawing. Above, the magnitude of a fast circuit followed by a pole and a zero that were meant to cancel and miss by 1.00%, against the same circuit with the cancellation exact: the worst disagreement anywhere up to the fast corner is 0.0777 dB. Below, the error left in the step response, in units of the tail's own amplitude of 0.909%. Settling to 0.10% takes 245.2 fast time constants against 6.9 with the cancellation exact, and the closed form τ·ln(A/B) gives 245.2 — a time that contains nothing of the fast circuit at all.

The cancellation that leaves a tail

A pole and a zero placed on top of each other disappear from the response. Miss by one per cent and the magnitude changes by 0.078 decibels, which no measurement would report as a fault, while the time to settle to a thousandth goes from 6.9 time constants to 245 — thirty-six times longer. The settling time has a closed form containing neither the fast circuit nor the doublet's separation as such, and its consequence is blunt: settling to a part in ten thousand needs a cancellation good to a part in ten thousand, however fast the amplifier in front of it is.

transients · Doublet
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
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
The growth per cycle, and the form that is a fifth low at the top of the range. computed by solving, not by drawing. The factor the envelope is multiplied by each cycle, against the gain. The solid curve is exp(π(k−3)/√(1 − ((k−3)/2)²)), which is what the characteristic equation gives and what the netlist's own poles return to twelve digits; the dashed one is exp(π(k−3)), which drops the denominator. The circles are the marched envelope, fitted over the cycles that are still small — 80 of them at k = 3.01 and 4 at k = 3.2, and none at all above that. The two expressions differ by 3.9e-7 at k = 3.01 and by 20.462% at k = 3.8, so the approximation fails exactly where nothing is left to check it against.

Two exponentials, and where they meet

An oscillator's envelope grows by exp(π(k−3)/√(1 − ((k−3)/2)²)) a cycle, and the form usually quoted drops the denominator — exact to four parts in ten million at a hundredth above three, and 20.462 per cent low at 3.8, which is precisely where too few small cycles are left to measure it. Where the growth stops is the diode's own exponential: 108.5 millivolts of amplitude for every decade of saturation current, proportional to the ideality to four parts in a thousand. Above 60.121 nanoamperes the limiter is already conducting at zero signal and there is no oscillation at all.

applied · Oscillator
Three cliffs, not one, and the fastest damping is on the last of them. computed by solving, not by drawing. Settling time against damping for a third-order response — a complex pair at unit natural frequency and a real pole at 3 — with the second-order case behind it. Both are staircases: the settling time is set by the last excursion outside the band, so there is one step for each excursion that stops happening, and there are 3 of them between 0.3 and 0.98. They are at 0.378, 0.522, 0.773, with jumps of 1.24, 1.30, 1.42. The rung below found the last and largest of them and did not look below it. The fastest damping is 0.775, sitting on the edge of the last step, and a design a hundredth to the left of it settles 42 per cent slower.

Three cliffs, and where they are

The rung below sweeps a second-order step's damping, finds the settling time falling by a third in one step of a five-thousandth sweep, and calls it the cliff. There are three of them between 0.3 and 0.98, one for each excursion that stops leaving the band, and adding a third pole moves all three left and makes all three shallower — so the classic 0.78 for fastest two per cent settling is a second-order number, and at a third pole one and a half times the natural frequency the answer is 0.745 and 0.78 is on the wrong side of the step.

transients · Damping
The sensitivity of a pole against the room it has. computed by solving, not by drawing. A series R–L–C whose damping is walked from 0.3 to 0.999999, which slides its two poles together along a straight line and changes nothing else. The exact derivative of a pole with respect to the capacitor climbs from 0.5241 to 353.6 as the gap between them falls from 19078 to 28.28 radians a second. The fitted exponent over the closest four is -1.0000, and the product of the two is the natural frequency itself — 9999.6894 against 9999.6894, at every damping drawn and not merely in the limit, which a closed form gives and this computation never sees. The resistor's curve runs at 2ζ times the capacitor's — below it at 0.3 and at twice it by the time the poles have met — and the inductor's lies exactly under the capacitor's throughout.

The gap a derivative needs

The derivative of a pole is exact and has no step size in it, and beside the formula sits a sentence nobody had measured: it divides by a quantity that vanishes when two poles meet. Driven together, the sensitivity climbs as the reciprocal of the gap — fitted exponent −1.0000, the product a constant 1.00000 times the natural frequency — while the largest change it still describes falls as the gap *squared*. A one per cent capacitor is outside first order once the poles are 3194 radians a second apart, which is an ordinary critically damped design.

transients · Poles
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
The fastest damping is a surface, and the band is worth 5 times the third pole. computed by solving, not by drawing. Each point is the last settling cliff, bisected — the damping at which the first overshoot's peak lands exactly on the band's edge, which is where the fastest settling is. Across the five bands the optimum moves by 0.231 of damping ratio; across a third pole from 1.5 times the natural frequency out to a second-order response it moves by 0.047. The two axes are worth 5.0 to one, and the expensive one is the specification rather than the parasitic. The classic 0.78 for fastest two per cent settling is the second-order curve's value at ±2%, 0.7797; at ±1% the same response wants 0.8261.

The best damping is not the one to build

The fastest settling damping is the right-hand limit at a discontinuity, so two thousandths below it costs 41 per cent and two thousandths above it costs 0.34 — a ratio of 120 in the penalty for the same error. With ±2 per cent on the damping ratio the nominal that minimises the worst case is 0.7927 rather than the optimum's 0.7734, and it guarantees 4.243/ωₙ against 5.943. The band moves the optimum by 0.231 of damping ratio and the third pole by 0.047, and 0.78 is exact at ±2% and 55 per cent slow at ±1%.

transients · Damping
The ladder's step response, and the sum of its own stages — 0.95 per cent apart at worst. computed by solving, not by drawing. A step of power into a three-stage thermal ladder, and the junction's rise divided by it. The solid curve is exact: the impedance is a continued fraction in s, its denominator has 3 real negative roots, and the partial-fraction expansion of Z(s)/s is a sum of that many ordinary exponentials — no march, no step size. The dashed curve is the sum every account of a thermal path writes, each stage's own resistance times 1 − exp(−t/RC) with its own local time constant, and it is an approximation because the stages load each other. What that costs is 0.950 per cent, once, at 12.9 ms — between the fastest stage's 2.4 ms and the next one's 200 ms, which is the only place two stages are moving together. It is one-sided: the sum never reads low.

Two ladders the terminals cannot tell apart

A thermal path drawn as a ladder and the same path drawn as a sum of exponentials are called different models of one object, and the difference between them has never been priced because pricing it needs an exact answer. Solved in closed form, the sum is 0.950 per cent high at worst and never low; the marched netlist is right to a part in 21,169; and the largest disagreement in the picture was 2.919 per cent that has nothing to do with heat at all, which reading the curve one sample differently removes.

transients · Reverse-recovery
The lower corner, estimated from short-circuit time constants. computed by solving, not by drawing, on three coupling capacitors and three shunt resistors at 28 spreads of the capacitor values. Each capacitor's short-circuit time constant is its own value times the resistance between its terminals with the other two shorted; the sum of the RECIPROCALS is 60000 s⁻¹ here, and it equals the ratio of the denominator's two highest coefficients to 1.4e-12 and the negated sum of the poles to 1.4e-12. That much is the same theorem as the other end. What is an estimate is the corner: 9549 Hz against a measured 8192 Hz, high by 16.6%. It is high at every spread drawn — the error reverses direction with the construction, so both ends of a band are estimated inwards.

Shorted instead of opened, and the error changes sign

The same construction with the other capacitors shorted rather than removed sums the reciprocals of the products, and that sum is the ratio of the denominator's two HIGHEST coefficients — the negated sum of the poles, exact to a part in 10¹². Divided by 2π it estimates the lower corner of a band, and it is 16.6 per cent HIGH with three coupling capacitors and never once low. Two settings of the slider give the same three time constants in a different order, the same sum, and corners two per cent apart.

transients · Open circuit time constants
Where the bandwidth estimate stops being conservative. computed by solving, not by drawing. A Sallen–Key low-pass at unity gain, its quality factor swept by the ratio of its two capacitors. The sum of its open-circuit time constants is 2RC₂ and nothing else — the feedback capacitor sees zero resistance — so the estimate is 7957.7 Hz at every setting while the measured corner walks down past it. Below a quality factor of √2 the estimate is low, as it is on every network with real poles; above it the estimate is HIGH, by 6.45 times at a Q of ten. The crossing, bisected on the solved response, is at 1.414213032 against √2 = 1.414213562, and the estimate is at its worst at the Butterworth value 1/√2 where it is low by exactly 1 − 1/√2 = 29.29%.

Where the estimate stops being a bound

The sum of open-circuit time constants is never optimistic on a network with real poles, and the claim is about the network rather than about the theorem. On a second-order section the ratio of the estimate to the truth is Q/√(k + √(k²+1)) with k = 1 − 1/2Q², which is exactly 1/√2 at the Butterworth quality factor — its worst point, 29.29 per cent low — and exactly 1 at a quality factor of √2. Above that the estimate is high, by 6.45 times at a Q of ten, and the crossing bisected on the solved response is 1.414213 against 1.414214.

transients · Open circuit time constants
A step through r sections starts as (t/τ)^r: it reaches 1% at 10.1 µs, 105 µs, 243 µs, 380 µs, 508 µs for r = 1 to 5. Solved, and expanded two ways. The step response of buffered RC sections of time constants τ, τ/2, … τ/r, with τ = 1 ms, on logarithmic axes. The relative degree of the recovered transfer function is r, so the first r − 1 derivatives of the step are zero at the start and the r-th is lim s^r·H(s) = r!/τ^r, read off the network solved far above its poles and off the expansion of H about infinity; the step therefore starts as (t/τ)^r, a straight line of slope r. The expansion about infinity and the residue expansion agree to a part in a million where both are well conditioned. The output reaches 1% at 10.1 µs (r = 1), 105 µs (r = 2), 243 µs (r = 3), 380 µs (r = 4), 508 µs (r = 5), and half its final value at 693 µs, 1.23 ms, 1.58 ms, 1.84 ms, 2.04 ms. For these time constants the whole step is (1 − e^(−t/τ))^r, checked against both expansions, so the time to a fraction ε is −τ·ln(1 − ε^(1/r)).

The start a step takes from infinity

The initial-value theorem reads where a step starts off H at infinite frequency. Apply it again to s·H, s²·H and on, and it reads how the step starts: the first r − 1 derivatives are zero for a network r degrees more poles than zeros, and the r-th is the ratio of the leading coefficients. So a step through r sections begins as a power of time — for sections of τ, τ/2, … τ/r, exactly (t/τ) to the r — and reaches one per cent at 10.1 µs through one section, 105 µs through two and 508 µs through five. Put a zero anywhere, even a thousand times above every pole, and the step starts linearly instead, with a slope of twice the zero's time constant over τ² that is the larger term for the first two of them.

transients · Value theorems

Named alongside it

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

Model rangeSettling timeResiduesBiquad cascadeComponent toleranceDamping ratioVerificationBandwidthBisectionOpen circuit time constantsOvershootStability

All concepts