Series

Minimum-phase — the series

6 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. 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.

    part 1 · frequency
  2. 40.0 dB of gain change and 180.0 degree-decades of phase, peaking at 109.8°. computed by solving, not by drawing. The gain and the phase of two leads of 10:1, together, each section buffered from the next. The gain changes by 40.000 dB from one end of the sweep to the other. The area under the phase, integrated on the solve over seven decades beyond the outermost corner, is 180.000 degree-decades, against 180.000 for ninety per twenty decibels of gain change. The peak is 109.806° at 3.16 kHz, below the 131.93° no arrangement of real leads sharing that rise can pass.

    The phase a decibel buys

    The area under a minimum-phase network's phase, counted in degrees across decades of frequency, is fixed by how far its gain moves from one end of the spectrum to the other: ninety degree-decades for every twenty decibels, however the network is arranged. One 100:1 lead peaks at 78.579 degrees and two 10:1 leads stacked together at 109.806, and both enclose 180.000. The peak is a design decision and the area is a bill — and a network that gives its gain back gives its phase back with it.

    part 2 · frequency
  3. 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.

    part 3 · frequency
  4. The gain recovered from the phase alone, right in shape, with its level supplied by the gain at direct current. computed by solving, not by drawing. The lead, 1.00 kHz to 10.0 kHz, solved at 1601 frequencies over sixteen decades, and its gain rebuilt by Bode's companion integral from the phase alone over ±3 decades of 1.00 kHz. The integral returns a difference of log-magnitudes and nothing else, so the curve it gives has no level: drawn as if the direct-current gain were one, it is the dashed curve. Supplying the direct-current gain, −20.000 dB, places it. The placed curve lies within 0.055 dB of the solved gain across the drawn band, worst at 794 kHz.

    The level the phase cannot know

    Bode's gain–phase relation runs both ways. Given only the phase of a lead network, its companion integral returns the gain's shape across six decades to 0.055 dB. It cannot return the gain's level, because multiplying a network by a constant changes no phase anywhere. The level is one number, −20.000 dB here, and it has to come from outside the phase: one gain reading at any frequency supplies it. The same integral fed an all-pass reads a flat gain as a double pole, 6.021 dB down at the all-pass's frequency and 40.086 dB down a decade above it.

    part 4 · frequency
  5. Four networks of one magnitude: the first and last are fixed at every instant, and the two between swap at 12.64 µs. computed by solving, not by drawing. A low-pass with poles at 1, 10 and 100 kHz and zeros at 3.00 kHz and 30.0 kHz, and the three networks that share its magnitude with one or both zeros moved into the right half-plane by an all-pass. The magnitudes agree to 6.7e-16 and each impulse response carries 9261.008 of energy. The fraction delivered by each instant: the all-left network is never behind any other and the all-right network never ahead of any other. The two between are not ordered. Half the energy arrives at 2.13, 2.80, 10.1, 11.2 µs in the order listed, so mirroring the higher zero is the later; nine tenths arrives at 50.2, 156, 60.9, 167 µs, so mirroring the lower zero is the later. The curves cross at 12.64 µs.

    The two mirrors that change places

    A low-pass with two zeros has four networks that share its magnitude, one for each choice of side for each zero. The one with both zeros on the left delivers its energy first at every instant, and the one with both on the right delivers last. The two in between are not ranked at all. With zeros at 3 and 30 kHz, mirroring the higher zero delays half the energy more and mirroring the lower zero delays nine tenths more. They swap at 12.64 µs, and that instant depends only on the product of the two zeros: it is where the all-pole response is rising at a rate of √(ω₁ω₂). And the network that delivers last does not start the wrong way at all.

    part 5 · frequency
  6. 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.

    part 6 · frequency

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