Concept

Z plane — where it appears

The complex plane a sampled system's poles and zeros live in, where the unit circle plays the part the imaginary axis plays for a continuous one. Stability is a pole inside that circle, and a response is read by walking round it rather than up an axis.

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

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
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

Named alongside it

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

Biquad cascadePolesCoefficient precisionDirect formStabilityBilinear transformBisectionConditioningFilter familiesFrequency warpingModel refusal

All concepts