Concept

Realisation — where it appears

A particular arrangement of components giving a designed response, of which there are many for one response and they are not equivalent. Two of them for one response can differ by an order in their sensitivity, which is the whole argument for a ladder over a cascade.

Named by 19 essays across 4 fields — each of them below, with the objects they name alongside it.

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-5 ladder driven from 2× the 1 kΩ it was designed between. computed by solving, not by drawing. A doubly-terminated Butterworth ladder is a two-port designed between two stated resistances, and the resistances are part of the design rather than the environment it happens to be used in. At match it loses 6.021 dB — exactly half the voltage — and its passband has no peak anywhere in it. Driving the same five reactances from 2× that resistance moves the shape by 2.345 dB and the insertion loss to 9.542 dB. The band inside which the shape is right to 0.5 dB runs 0.8857× to 1.1371× — a window of 25 per cent on a quantity usually written down as a round number. And the two sides are not alike: at twenty times the design resistance the departure has settled at 5.33 dB, while at a twentieth of it the passband is 15.51 dB out with 7.21 dB of peaking on it, so driving a ladder from too low an impedance is worse than driving it from too high a one.

The two resistors a ladder was designed between

A passive ladder filter is not a transfer function with some resistors attached; it is a two-port designed between two stated resistances, and the resistances are as much part of the design as the inductors. Driving an order-five Butterworth from anything outside 0.886 to 1.137 times its design resistance puts more than half a decibel of error on the passband — a tolerance tighter than the resistor is usually specified to — and the two sides of that window are not alike.

filters · Filter termination
One Sallen-Key design at 10 kΩ, and the band of impedance levels it survives. computed by solving, not by drawing. A 10.0 kHz unity-gain Sallen-Key section 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 1.0e-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 31.6 Ω to 31.6 kΩ, with the least departure of 0.0133 dB at 1000 Ω; at this setting it is 0.036 dB at 20.0 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 same filter a thousand times larger

Multiply every resistance by a thousand and divide every capacitance by a thousand and the response does not change — not approximately, but to a part in ten to the fifteenth, which is the last bits of a double. So a designer has a free parameter that the design says nothing about, and what decides it is the two quantities that refuse to scale: fifty ohms of amplifier output resistance at one end and two picofarads of stray at the other. Between them the realisation survives over three decades of impedance level and nowhere else.

filters · Impedance scaling
A difference quotient is best at a step of 1e-5, and is 1e+6 times worse at 10⁻¹¹. computed by solving, not by drawing. The worst disagreement between the adjoint network's derivatives and a central difference quotient of the same quantities, against the fractional step the quotient is taken with, on a 7-element LC ladder filter at 1000 Hz. The curve has a minimum because two errors pull opposite ways: the curvature the quotient neglects falls as the square of the step, and the digits its subtraction destroys rise as one over the step. The best it reaches is 1.4e-9, against the 2.3e-11 that the two-thirds power of the machine epsilon predicts. The exact route costs 2 solves against 15, and has neither error term.

Every derivative, and the one that is zero

How much does this response move if that capacitor is one per cent out? A difference quotient answers it one component at a time, in two solves each, and its best possible accuracy is four parts in a hundred million. Transposing the matrix and solving once more answers it for every component at once, exactly. Pointed at a claim the essays on ladder filters have made from the start and never tested directly — that a doubly terminated ladder filter's response is stationary in every element at its passband maxima — it returns two parts in ten billion, where the cascade realising the identical response returns 0.72.

networks · Sensitivity
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
At the order a cascade runs out, a ladder still has 4.2 decades of level. computed by solving, not by drawing. How many decades of impedance level each structure can be built at while staying inside 0.1 dB of its own design, against order. Both carry two picofarads of stray at every node. The cascade also carries fifty ohms of amplifier output resistance, a fixed resistance, which binds it from below; its floor rises 8.5× over the four orders drawn, to 0.114 dB at order eight. The ladder's inductors carry a fixed resistance per henry instead — a fixed quality factor, which scales with the design and bounds nothing — so what limits it from below is a few milliohms of track, and at order nine it still has 4.20 decades with a floor of 0.0337 dB, 3.3× its own floor at order three against the cascade's 8.5×.

The band that does not close

A cascade of active sections can be built at three decades of impedance level at second order, one at sixth, and none at all at eighth — the band shuts by half a decade per order because two fixed quantities bind it from opposite ends. A doubly terminated ladder has only one of those quantities, because an inductor's loss is a fixed quality factor rather than a fixed resistance and therefore scales with the design. At order nine it still has four decades.

filters · Impedance scaling
Which resistor the noise of a Chebyshev 5 actually comes from. computed by solving, not by drawing, one solve per resistor. Each bar is that resistor's share of the noise power at the output, found by splitting its node, putting a source of √(4kTR) in series with it and re-solving the whole network — so what is drawn is not how much noise each resistor makes but how much of it arrives. The largest contributor is F2R at 64.1 per cent, the smallest F0R at 9.0, and the shares add to 1.000000000000 because noise powers add. A resistor's share of the noise is not its share of the resistance: the largest departure between the two is 3.9 percentage points.

The resistor the noise comes from

Two identical 1.59 kΩ resistors in one third-order filter contribute 60.0 and 40.0 per cent of its output noise, because a resistor's noise is filtered by everything after it and by nothing before it. Solved one resistor at a time, the rule everybody carries — the resistance in the noise bandwidth — comes out 1.551 times the truth on a seventh-order Chebyshev and 0.791 times on a sixth-order Bessel. It is wrong in both directions on the same axis, so no factor repairs it.

noise · Johnson noise
Every node of a Chebyshev 5, and the one that clips first. computed by solving, not by drawing. The largest signal each node of the realised network ever carries, over the whole frequency sweep, relative to the input. The output reaches 1.000 times the input and F0b reaches 4.537, so on a ±15 V supply the input can be driven to 3.31 V rather than 15.00 before something clips — and the thing that clips is not the output. With the floor at 249.7 nV that is 142.44 dB of range against the 155.57 dB an instrument on the output would report, a difference of 13.14 dB that no measurement at the output can see.

The ceiling is not at the output

A fifth-order Chebyshev's noisiest node is its output and its largest signal is not. F0b carries 4.537 times the input, so on ±15 V the range is 142.44 decibels and not the 155.57 an instrument on the output reports. Across fifteen realised filters the output reading spans 3.97 dB and the range they actually have spans 22.34 — and one family of the three has no internal peaking at all, at any order.

noise · Dynamic range
The floor rises as the 1.06 power of the order, and the arithmetic gives out first. computed by solving, not by drawing. The least departure a doubly terminated ladder can achieve at any impedance level, against order — the floor, which is what is left when the tolerance the band is drawn at is taken away. It rises from 0.0087 dB at order three to 0.0389 dB at order 13, as the 1.06 power of the order, so the order at which it reaches the 0.1 dB the band is drawn at is near 32. Drawn over it are the same networks with one imperfection removed at a time, and they do not add: the winding loss alone leaves a larger departure than the complete realisation does, because the track resistance is in series with the load and lifts the passband exactly where the winding loss droops it. The stray capacitance contributes nothing at all, since the level that minimises the departure is a few ohms. What ends the sweep is neither: the continued-fraction synthesis loses its leading coefficients to cancellation and stalls at order 9 for a Butterworth and 14 for a Chebyshev.

The floor that outlives the arithmetic

A band of impedance levels is what a tolerance allows; a floor is what a structure has. Measured at six orders, a doubly terminated ladder's floor rises as the 1.06 power of the order and would not reach a tenth of a decibel until order thirty-two — an order nobody builds. What stops the sweep is neither the structure nor the parasitics: the continued fraction that turns a reflection polynomial into element values loses its leading coefficients to cancellation and stalls at order nine for a Butterworth and fourteen for a Chebyshev.

filters · Impedance scaling
One component of a gyrator moves the response by 0.50; the passive ladder's inductor moves it by 3e-8. computed by solving, not by drawing. The magnitude sensitivity at the passband maximum of a gyrator ladder, against the resistance scale the gyrators are built at, for a single component and for the combination of both halves that actually changes the synthesised inductance. The passive ladder realising the identical response is at 3.2e-8. A single component sits at about a half whatever the resistance scale is, and the combination falls as one over it — the 0.97 power over 3 decades. So the stationarity has not been destroyed, it has become a statement about a combination of components rather than about a component, and independent parts do not come in combinations.

One inductor, and ten components

The rung below built an inductor out of an amplifier and ended with a boundary that is not a frequency: one end of it is soldered to ground. A ladder's series inductors are floating, so making one takes four amplifiers rather than two — and the four-amplifier version is exactly floating, to five figures, and reproduces the ladder's response to a hundredth of a decibel. It does not reproduce its stationarity. Each of a gyrator's ten components moves the response by exactly a half, where the inductor it replaced moved it by ten to the minus eight.

filters · Gyrator
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

Rounding a filter's coefficients and marching it in double precision leaves out 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
What the accuracy costs: dynamic range against the resistance scale. computed by solving, not by drawing. The earlier essay found the active realisation's response converging on the passive one's as the resistance scale rises. This is the price. The floor rises as the square root of the scale — fitted at 0.500 — because the resistors are the noise. The largest internal swing rises as the scale itself — fitted at 1.012 — because each gyrator forces the inductor's own current through its own resistors, so an amplifier inside it carries that current times R. Dynamic range on a ±15 V supply therefore falls as the three-halves power: 78 dB at 100 kΩ and 18 dB at 10 MΩ. The passive ladder realising the same response has 141 dB, and its worst internal node carries 1.10 times the input.

Eight amplifiers, and what they add

The rung below realised a Chebyshev ladder out of floating gyrators and found the response converging on the passive one's as the resistance scale rises — twenty-two decibels out at ten kilohms, a twentieth of a decibel at ten megohms. It closed by naming two quantities it had not measured. They are the same quantity: the resistors that buy the accuracy are the noise, and the amplifiers inside the gyrators carry the inductor's own current through them, so the floor rises as the square root of the scale and the ceiling falls as the scale.

filters · Gyrator
An amplifier a hundred times the corner moves the unity-gain section's Q by 2.0%. computed by solving, not by drawing. A unity-gain Sallen–Key section designed for Q = 2 at 1.00 kHz, built with a one-pole amplifier, and its poles recovered by rooting the determinant. The section as drawn has two poles; as built it has three, and the pair is not where it was put. At a gain-bandwidth of a hundred times the corner — which is the rule of thumb — the quality factor is 1.97 per cent high and the pole frequency is 1.97 per cent low. The two are the same number with opposite signs over the window where the amplifier is well clear of the section and its own pole is still resolvable, and the number is the designed quality factor, 2, divided by the ratio: 2.00 per cent at 100 times the corner.

The Q the amplifier decides

A second-order section's quality factor is set by a capacitance ratio and its pole frequency by a product of four passive values, and neither expression contains the amplifier. Build it with one that has a gain-bandwidth a hundred times the corner — the usual rule — and the Q comes out 1.97 per cent high while the pole comes out 1.97 per cent low, the same number in both directions, and the number is the designed Q divided by the ratio. A fifth-order half-decibel Chebyshev built that way has 2.1 decibels of ripple.

filters · Q enhancement
The Chebyshev 5's sections, each node's peak before and after equal-maxima scaling. computed by solving, not by drawing. Unscaled (lighter), section by section the largest signal anywhere inside reaches 4.537×, 3.109×, 1.000× the input, so the ceiling is 4.537× at F0b. With a gain of 0.220 at the input, 1.000 and 1.602 between sections and 2.833 at the output, every section peaks at 1× (darker) and the response is unchanged. The floor rises from 249.7 to 883.8 nV, so the range gains 2.16 dB of the 13.14 dB the internal peak was costing.

The ceiling a gain gives back

A fifth-order Chebyshev loses 13.14 dB of its range because its first section's capacitor node carries 4.537 times the input. The textbook repair is to scale: divide the signal in front of the loud section, restore it later, so that every node peaks at the same level. Done exactly, with silent gains of 0.220, 1.000, 1.602 and 2.833 and the response unchanged to the last digit, it lowers the ceiling to the input and raises the floor from 249.7 to 883.8 nV — and gives back 2.16 dB of the 13.14. Every section between the division and the restoration has its noise multiplied by what the signal was divided by. On the even-order Chebyshevs scaling loses half a decibel; on the seventh-order it recovers 3.77 of 22.45. Reordering the sections and scaling them together gives 4.75 dB. The rest of the ceiling belongs to the high-Q section and no gain moves it.

noise · Dynamic range
Fed nothing, a 12-bit eighth-order cascade sits 88 least significant bits from zero; with its rounding error fed back, never more than 1. computed by solving, not by drawing. The same cascade with its corner at 1 kHz and its clock 48 times higher, each section's state seeded at eight least significant bits and every product rounded to 12 bits, marched with no input. Plainly rounded, the sections settle at 27, 50, 70, 88 least significant bits — a constant state survives whenever rounding returns it to itself, and each section's offset is the next one's input. With each section's last two rounding errors added back with weights −2 and +1, the error reaches the output through (1 − z⁻¹)²/A(z), a constant state y needs (1 + a₁ + a₂)·y = 0, and the only one is zero: the largest excursion over the last two thousand samples is 1, 1, 1, 1 least significant bit, single isolated steps rather than a settled offset.

The rounding a section keeps

A fixed-point biquad that remembers its last two rounding errors and adds them back with weights −2 and +1 before it rounds again sends its error to the output through (1 − z⁻¹)²/A(z) instead of 1/A(z). For a low-pass clocked far above its corner that double zero lands exactly on the recursion's largest gain. Fed nothing, an eighth-order 12-bit cascade at 48 times its corner sat 88 least significant bits from zero; with the error kept, a constant state needs (1 + a₁ + a₂)·y = 0, its only solution is zero, and the output never strays more than one bit at any clock rate from 8× to 128×. The round-off floor at 128× falls 89 times, 6.5 bits, for two additions and a shift per section — and the white-noise model, which the plain cascade broke by a factor of ten at eight bits, holds to 2.3% from six bits to twenty.

digital · Digital realisation
Scaling a Chebyshev 5 with real 4 nV/√Hz amplifiers everywhere: 118.18 dB at equal maxima and 118.32 dB with no gain stages at all, so the gains cost 0.14 dB, where silent ones promised 2.16 dB. computed by solving, not by drawing: the dynamic range on ±15 V of a fifth-order Chebyshev with gains d^α in front of each section and after the last, against α. Every amplifier has a voltage noise of 4 nV/√Hz, the sections' own and the stages', and each stage carries a kilohm in its divider or lower feedback arm (solid). With every amplifier and gain silent (dashed), equal maxima recovers 2.16 dB over no scaling, 142.44 dB to 144.60 dB. With real ones: 118.32 dB with no stages, and with stages 115.75 dB at α = 0.2, 116.27 dB at α = 0.4, 116.86 dB at α = 0.6, 117.50 dB at α = 0.8, 118.18 dB at α = 1. Merely having the stages is a step down at the smallest α, since each is a real amplifier in the path, and the curve climbs from there to equal maxima. The response is unchanged to a part in a billion at every α.

The floor the gains bring

Equal-maxima scaling recovers 2.16 decibels of a fifth-order Chebyshev's range when its gains make no noise and its amplifiers make none either. Give every amplifier in the circuit a voltage noise of 4 nV/√Hz, the sections' own and the stages', and the unscaled filter reads 118.32 dB over a 1 MHz band and the scaled one 118.18: the last gain has nothing after it to filter its noise, so it multiplies 4 µV of wide-band noise by 2.83, and the lower ceiling is spent paying for it. At 1 nV/√Hz scaling costs 6.61 dB, and at 16 nV/√Hz it gains 0.99, so a noisier amplifier makes it look better. A narrower measuring band does not rescue it. On a Chebyshev 7, with a node 13.26 times the input, the same arrangement gains 6.15 dB.

noise · Dynamic range
A follower section of Q = 5 on an amplifier 100 times the corner: +4.79% as designed from the formula; designed for that amplifier, exact at it, and +1.64% and −0.966% on parts 30% slow and fast. computed by solving, not by drawing: the realised Q of a unity-gain Sallen–Key section against the actual amplifier's gain–bandwidth, relative to the typical value it was chosen for, from the poles of the netlist. Designed from the textbook formula (solid): +6.51% at 0.7, +4.79% at 1, +3.78% at 1.3. Predistorted, with its capacitance ratio and resistors found by iteration on the netlist so that the typical part is exact (dashed): +1.64% at 0.7, exact at 1, −0.966% at 1.3. Predistortion moves the line down without changing its slope much: it removes the error the amplifier has in common and leaves what differs between amplifiers.

The Q designed for the amplifier

A follower section's Q comes out 4.79 per cent high at Q = 5 with an amplifier a hundred times the corner, and nothing stops a designer asking for 4.771 so that the real circuit lands on 5.000. That removes the error the amplifier has in common and leaves what differs between amplifiers: parts 30 per cent slow and fast read +1.64 and −0.97 per cent. So the exchange rate is the spread itself, and it is large. One per cent of Q across ±30 per cent asks for 725 times the corner from the formula and 196 designed for the part. The design runs out at a definite ratio, 7.2 times at Q = 5, below which no value of its parts reaches the Q wanted. On a whole Chebyshev 5 the passband error falls from 1.43 dB to nothing on a typical part and 0.55 on a slow one.

filters · Q enhancement

Named alongside it

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

Design tradeoffModel rangeComponent sensitivityNoise floorNumerical errorQuality factorDynamic rangeImpedance scalingJohnson noiseBiquad cascadeFilter orderHeadroom

All concepts