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

Spectral density — where it appears

How much of a fluctuating quantity's mean square sits in each hertz of bandwidth, quoted per hertz or per root hertz. Integrated over a response it gives a total, and the width of the brick wall that would pass the same total is the equivalent noise bandwidth.

Named by 15 essays across 3 fields — each of them below, with the objects they name alongside it.

The noise of a 1.6 kΩ resistor through a 10.0 kHz filter. computed by solving, not by drawing. A seeded white sequence of 5.06 nV/√Hz marched through the network gives 619.3 nV across six seeds, spread 1.79%. Integrating the same density against the solved |H(f)|² gives 620.6 nV — -0.21% apart, well inside the spread. The noise bandwidth is 15.03 kHz against a −3 dB point of 10.00 kHz.

The floor a resistor sets

A kilohm at room temperature produces 4.00 nanovolts per root hertz, and it does so because it is warm rather than because of anything about how it was made. That is the first boundary in this collection that bounds a model from below — gain does not help, because gain amplifies it too — and it is the only field here whose figures are samples.

noise · Johnson noise Two floors on one axis, and the 50.0 mV between them. computed by solving, not by drawing. The flat line is the Johnson current noise of 1 kΩ, √(4kT/R), which has no current in it. The rising line is shot noise, √(2qI), which has no resistance in it. They cross at 50 µA — and the direct voltage across the resistance there is 49.981 mV, which is 2kT/q and contains neither quantity. The slider moves the resistance over six decades; the crossing moves with it and the voltage at the crossing does not move at all, to the last bit of a double.

The floor a current sets

A resistor's noise contains no current and a current's noise contains no resistance, and the two are equal when the direct voltage across the thing carrying the current is 2kT/q — 50.0 millivolts at 290 kelvin, whatever the resistance and whatever the current. It is the only boundary in this collection whose axis is a direct voltage across an element. And a forward-biased junction, which has the same dynamic resistance as some resistor, produces exactly half its noise power at every current.

noise · Shot noise Five resistances, five corner frequencies, and one total on the capacitor. computed by solving, not by drawing. The noise density at a 1 pF capacitor charged through 100 Ω, 1 kΩ, 10 kΩ, 100 kΩ and 1 MΩ, at 290 K. The densities are 100 times apart and the noise bandwidths 1.0e+4 times apart, in opposite directions, so the area under every curve is the same: 63.2762 µV against 63.2762 µV, and √(kT/C) is 63.2762 µV. The resistance has cancelled out of the answer, and the reason is that ½C⟨v²⟩ is the ½kT a degree of freedom in contact with a bath holds — which no arrangement of resistors can change. The claim is about the whole frequency axis and nothing less: inside a 15.9 MHz band the same five networks give 5.05 µV to 63.07 µV, a factor of 12.5.

The total that has no resistor in it

A larger resistor is noisier and makes a narrower filter, and the two dependences are exactly reciprocal: the density goes as the square root of the resistance and the noise bandwidth as its inverse. Five decades of resistance charging one picofarad therefore give five decades of corner frequency, two and a half decades of density, and one total — 63.2762 microvolts at every one of them, which is the square root of kT over C and contains no resistance at all.

noise · kT/C noise The switches set the floor below 60.2 MHz and the amplifier sets it above. computed by solving, not by drawing. The two contributions to a switched-capacitor stage's noise floor, against the clock frequency. √(kT/C) is 63.3 µV on a 1 pF hold capacitor and does not move with the clock at all. The amplifier's own 4 nV/√Hz is white and is sampled, so all of it folds into the band: settling to 12 bits in half a clock period needs 8.32 time constants, the closed loop's noise bandwidth is then 8.32 clocks over two, and the number of folds is 8.32 — the same number, exactly. The marched route is a seeded white sequence put through the settling exponential and sampled once per clock, and it agrees with the closed form to 0.05% of variance. The two floors are equal at 60.2 MHz, above which a larger capacitor buys nothing.

The amplifier inside the sample

kT/C is exactly independent of the clock, of the capacitor ratio and of the switch resistance — two essays measured that and found it identically true rather than nearly so. The amplifier in the same loop behaves in the opposite way in every respect: its noise is white, it is sampled, and the number of times it folds into the band is exactly the number of time constants the settling needs. So the switches set the floor below sixty megahertz and the amplifier sets it above, and asking for two more bits of settling costs fifteen per cent more noise before anything else has changed.

noise · kT/C noise Against its own shaping the error is 17.4× tonal, not 51×. computed by solving, not by drawing. The share of an order-1 loop's in-band error sitting in its five largest lines, from 0.02 to 0.9 of full scale, with both nulls drawn. The lower level is 1.953 per cent — five lines of a FLAT error over 256 — and it is what this measurement has always been quoted against. The upper level is 5.74 per cent, which is what five lines of the loop's OWN shaping hold with no tone anywhere in them. Measured against the first the error is 51 times tonal at 0.02 of full scale and 26 at 0.9; against the second, 17.4 and 8.9. The direction survives the correction and the size does not.

A floor, or five tones

The field's sharpest statement about a one-bit loop is that three quarters of its in-band error sits in five lines, against the 1.953 per cent a white error would put in any five — a factor of thirty-eight. The comparison is to a white error, and a shaping loop exists to make its error anything but white. Measured against the loop's own transfer function, which the loop reproduces line by line to a part in five hundred when it is dithered, the same error is 17.4 times tonal at a fiftieth of full scale and 8.9 times at nine tenths. And 99.5 per cent of it at the quiet end is two harmonics of the input.

digital · Noise-shaping Three averagers passing the same noise, and three different half-power points. Integrated by eight-point quadrature on every lobe, with the tail past the last lobe in closed form. A mean over 20 ms has the response sin(πfT)/(πfT), and the area under its square is 25.000000 Hz against the 25 Hz of 1/(2T) — the brick wall drawn shaded. A mean over the window passes half its power at 22.147 Hz, so the noise bandwidth is 1.12880 times that frequency; A one-pole averager passes half its power at 15.915 Hz, so the noise bandwidth is 1.57080 times that frequency; Two means in cascade pass half their power at 23.919 Hz, so the noise bandwidth is 1.04521 times that frequency. Every curve drawn encloses the same area; they differ in where they spend it.

The filter an average is

A mean taken over a window is a filter, and the area under its squared response is exactly one over twice the window — 25 hertz of noise bandwidth for twenty milliseconds, passing half its power at 22.15. Built to the same noise, a one-pole averager passes half its power at 15.92 hertz and takes 2.33 times as long to settle to one per cent, and two means in cascade pass half at 23.92 and take 1.25 times as long. Between its nulls a mean rejects the mains no better than the one-pole does, and one per cent off a null it rejects it by forty decibels however many cycles the window holds.

noise · Noise bandwidth What is warm in a capacitor, by its two loss models. computed by solving, not by drawing. One 100 nF capacitor of loss tangent 0.02, written as a 3.183 Ω resistance in series with it and as a 7.958 kΩ resistance across it — the pair that converts exactly at 10.0 kHz and nowhere else. The noise at the terminals is 4kT times the real part of the impedance, so the two models give the same density at 10.0 kHz and are 33.0 dB apart at 100 Hz and 40.0 dB apart at a megahertz. The dots are the same quantity computed the other way — the resistor split out of the netlist, a source put in its place and the network re-solved — agreeing to 3.3e-16. The reactance itself contributes nothing at either end: a lossless capacitor has no real part and is not warm.

Only the real part is warm

Johnson's 4kTR is the special case of a statement about impedances: the noise across any passive two-terminal in equilibrium is 4kT·Re{Z}, so a reactance contributes nothing however large it is. That turns a modelling convenience into a noise figure. A 100 nF capacitor of loss tangent 0.02 written as 3.183 Ω in series and as 7.958 kΩ across it — the pair that converts exactly at 10 kHz — gives 0.226 and 10.10 nV/√Hz at 100 Hz, 33 dB apart, and 40 dB apart the other way at a megahertz.

noise · Johnson noise The floor a biased resistor is not standing on. computed by solving, not by drawing. A 100 kΩ resistor with 10 V across it. Its Johnson noise is 40.02 nV/√Hz and does not depend on the voltage; its excess noise is a 1/f density proportional to that voltage, 0.1 µV per volt per decade here, and the two are equal at 271 Hz. Below that the resistor is dominated by a generator that is a property of how it was made rather than of its resistance, and the crossover moves with the SQUARE of the voltage. Splitting the same total resistance into eight parts in series leaves the Johnson noise exactly where it was and divides the excess by √8 = 2.828, taking the total at 1 Hz from 660.2 to 236.4 nV/√Hz. With no voltage across it the second generator is absent rather than small.

The floor that is only a floor while nothing flows

Johnson noise depends on a resistance and a temperature and on nothing else, which is what makes it a floor. A real resistor has a second generator that depends on how it was made and on the voltage across it: 0.1 µV per volt per decade for a metal film, rising as 1/√f. On 100 kΩ with 10 V across it the two are equal at 271 Hz, and the crossover moves with the SQUARE of the voltage — 0.678 Hz at half a volt, 2.44 kHz at thirty. Splitting the same total resistance into eight parts in series divides the excess by exactly √8 and leaves the Johnson noise where it was.

noise · Johnson noise The bandwidth a windowed density is divided by, against the one bin an analyser assumes. Computed from the weights, from the coefficients in closed form, and out of the bins by Parseval — three routes agreeing to a part in 10¹². A record of N samples weighted by a window and transformed gives bins whose noise bandwidth is N·Σw²/(Σw)² in units of the bin spacing: 1 exactly for an unwindowed record, 1.5000 for Hann — three halves, exactly, because (a₀² + ½a₁²)/a₀² is (0.25 + 0.125)/0.25 with no record length in it — 1.3628 for Hamming, 1.7268 for Blackman and 2.0044 for Blackman–Harris. A density divided by one bin instead is wrong by the figure beside each bar. The bandwidth is not ordered with the sidelobe: Hamming's first sidelobe is 11.2 dB below Hann's and it costs less bandwidth as well, so the received sequence of windows fails at its second entry. What Hann buys is the far skirt instead, and that is a different measurement.

The bandwidth a bin is not

A density read off a transform is divided by a bandwidth, and the bandwidth belongs to the window rather than to the bin spacing — exactly three halves of a bin for a Hann window, so a density divided by one bin is 1.761 decibels high in power. Measured three ways that share only the weights. And the received sequence of windows fails at its second entry: Hamming's first sidelobe is 11.2 decibels below Hann's and it costs less bandwidth as well, with Hann collecting its debt at the fourth sidelobe and every one after it.

noise · Noise bandwidth Where "the noise is the density over twice the window" is true for a mean of 600 samples. The exact sampled autocorrelation of a one-pole front end, summed in closed form and checked against seeded samples through the same filter. The solid curve is the reading's noise power divided by what the rule gives. It crosses one at 0.1355 of half the sample rate and nowhere else, so the rule is right at one front-end bandwidth rather than over a range: it is within one per cent from 0.0712 to 0.205 of half the sample rate, a window a factor of 2.88 wide. Above it the front end admits noise from past half the sample rate and the sampler folds it in, the ratio tending to (x/2)·coth(x/2) with x = 1/(τ·fₛ), which has no N in it — so the sample rate must be 9.7 times the front end's noise bandwidth for one per cent, not twice it. Below it the front end has already removed noise the rule charges for, and the faint curve — the √N law's own error, which is a claim about the samples rather than about a density — shows why: consecutive samples are correlated by ρ = e^(−1/(τ·fₛ)) and a mean of 600 of them is a mean of fewer things.

The window the square-root law has

Averaging N readings divides the noise power by N only if the readings are independent, and samples of a filtered noise are independent only over a band. Measured on the exact sampled autocorrelation, the rule that a reading's noise is the density over twice the window is right at one front-end bandwidth and wrong on both sides — a factor of three wide at six hundred samples, asking the sample rate to exceed the front end's noise bandwidth by about ten rather than by two. Above it the folded noise arrives at full amplitude; below it the front end has removed noise the rule is still charging for.

noise · Noise bandwidth Adding powers is wrong by the number of sources, when they are coherent. computed by solving, not by drawing, at five source counts. 8 ten-volt sources reach one hundred-ohm load through a hundred ohms each. With every source in phase the load takes 790.1 mW against the 98.77 mW that adding their separate powers gives — exactly 8 times, at every count, to a part in 10¹², because all 28 cross terms are positive and equal. With seeded random phases it takes 0.9865 times the sum over 64 runs, against a standard error of 0.125 — the cross terms average to nothing, which is the reason noise powers add and a root-sum-square is the right arithmetic for uncorrelated interference. The factor between the two limits is the source count itself, so it grows without bound: adding powers is not wrong by a bounded amount, it is wrong by how many things are being added.

The cross terms that outnumber the sources

With two sources the power in a load has one cross term, and adding the separate powers is wrong by a factor of two. With thirty-two there are four hundred and ninety-six of them, and the factor is thirty-two: 940 milliwatts delivered against the 29.4 that adding gives. With the same thirty-two sources at seeded random phases it is 26.9 milliwatts — the sum itself, inside the standard error of sixty-four runs, because every cross term averages to nothing. One identity, two limits, and the two are a phased array's gain and a noise sum's.

networks · Superposition 1 pA in 10.0 kHz: 312 carriers a window, and a Gaussian of the same variance that looks right and is not in its tails. computed by solving, not by drawing. A direct current of 1 pA counted in windows of 1/(2B) for a noise bandwidth of 10.0 kHz: the mean count is N = I/(2qB) = 312.1, and the count is Poisson, drawn as bars, against a Gaussian of the same mean and variance, drawn as a curve. The variance is N exactly, so 2qI is right; the signal-to-noise ratio is √N = 17.67 and the skewness 1/√N = 0.0566. The count exceeds its mean by five standard deviations with probability 7.84 × 10⁻⁷, against the Gaussian's 2.87 × 10⁻⁷. A seeded arrival train counted in 20,000 windows gives a mean of 312.200 and a variance of 314.461.

The count under the density

Shot noise's density, 2qI, is exact at every current, because it is the variance of a count of independent carriers, and that count is Poisson at any size. Reading that variance as a Gaussian floor is not exact. A picoampere in a 10 kHz noise bandwidth is 312 carriers a window, and it passes five standard deviations above its mean 2.74 times as often as a Gaussian of the same variance says. At 10 femtoamperes it is 359 times as often, and 4.4 per cent of the windows are empty. A single pole reads a third more skewness than a count does, (4/3)/√N against 1/√N. The density is right and the shape is wrong, and the shape is what a threshold uses.

noise · Shot noise A band from zero to its top frequency takes 4.77 dB less from 10 ps of jitter than a tone at the top: it is the rms frequency that counts, not the highest. computed by solving, not by drawing. Forty-eight equal tones at random phases filling a band from 0 to 1 of its top frequency, sampled 16,384 times at instants displaced by a seeded 10 ps Gaussian, at seven top frequencies from 100 kHz to 100 MHz. The measured signal-to-error ratio (dots) is 88.64 dB at 1 MHz, against −20 log(2π × rms frequency × jitter) = 88.76 dB from the band's power-weighted rms frequency, 580 kHz — and against 84.04 dB for a tone at 1 MHz itself. The gap is 4.77 dB at every frequency, 10 log(3/(1 + r + r²)) for a flat band from r to 1 of the top: 4.77 dB (a factor of √3 in frequency) for a band from zero, nothing for a narrow one. At 1 MHz the band holds 14.43 bits where the tone holds 13.67.

The frequency a band moves at

The jitter rule is written for a sinusoid: ten picoseconds holds a tone at 1 MHz to 84.04 dB. A signal that fills the band up to 1 MHz holds 88.64 dB against the same clock, because each sample's error is its own slope times its own timing error, and a band's slope is set by its rms frequency — the top frequency over √3 for a flat band, 4.77 dB better. Pink content up to 1 MHz is 11 dB better than the rule and content falling as 1/f² is 29 dB better. So the same ten picoseconds hold sixteen bits to 199 kHz for a tone, 344 kHz for a flat band and 734 kHz for a pink one: an aperture figure needs a signal as well as a frequency.

digital · Aperture jitter A terminated ladder network's output noise three ways: one solve per resistor, one solve from the output, and 4kT·Re{Z}. computed by solving, not by drawing, at 290 K. The line is 4kT·Re{Zout}. The dots sum each resistor's 4kT/R through its own transfer to the output, one solve per resistor. The rings get the same transfers from a single solve with an ampere injected at the output — reciprocity — and agree to 4.4e-16; the sum agrees with Nyquist's expression to 4.4e-16. 4.60 nV/√Hz at 100 Hz, 3.82 at 1 MHz.

The resistance colder than the room

In a passive network the noise at a port is 4kT times the real part of its impedance, and reciprocity is why: the transfer from each resistor to the port equals the transfer from the port to that resistor, so one solve from the output gives every resistor's share and the shares add to Nyquist's expression, here to 4.4 × 10⁻¹⁶. With gain in the network both fail. A 50-ohm termination made by feedback around an amplifier of gain A presents 50.000 Ω and has the noise of a 50-ohm resistor at 290/(1 + A) kelvin — 2.90 K at a gain of 99 — but only where the amplifier still has its gain.

networks · Reciprocity A second-order four-bit loop whose integrators are built round amplifiers of finite gain: the ratio in the band against oversampling. computed by solving, not by drawing: each integrator's pole at 1 − 1/A, half-scale input, half a step of shaped dither, three seeds averaged, squared Hann window. With perfect integrators the ratio rises 15.1 dB an octave, to 138.9 dB at 512. With A = 1000: 138.5 dB at 512, 0.4 below; with A = 100: 122.3 dB at 512, 16.6 below; with A = 30: 102.9 dB at 512, 35.9 below; with A = 10: 85.0 dB at 512, 53.9 below. Each curve leaves the ideal one near a ratio of about πA; for A = 10 the last octave gains 2.7 dB against the ideal's 15.1 — toward the three an octave a floor that is not shaped improves at.

The integrator that leaks the zero away

A noise-shaping loop puts its error's zero at zero frequency because its integrators never forget. An integrator built round an amplifier of gain A forgets a part in A every sample, and the zero moves off zero frequency to a floor. The cost is a function of one number, the oversampling ratio over π times the gain: for two leaky integrators it is 10 log(1 + (10/3)x² + 5x⁴), which the marched loops follow to within two decibels from gains of 10 to 300, and keeping it under a decibel needs a gain of 1.2 times the oversampling ratio. A first-order loop pays a second way: inputs within exactly 1/(2A − 1) of zero leave its output where it was.

digital · Noise-shaping

Named alongside it

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

Equivalent noise bandwidthVerificationJohnson noiseModel rangeSeeded generatorNoise floorAliasingAveragingBrick wall filterDesign tradeoffIdle tonesIntegration

All concepts