On Phase Margin – From the Laplace Transform and Kirchhoff’s Laws

By Yong-Nien Rao

In this note, I try to link some concepts together to let readers get a global view of stability,
especially the phase margin, which is a routine check for feedback amplifier design to circuit
design engineers. These concepts are introduced in common electrical engineering degree
program and should not be strange to any EE college student. I hope this brief note could
give my reader a whole picture quickly without getting strayed by too many details.

We focus our discussion in the linear time-invariant (LTI) circuit.

And the topics are listed as underlying:
Concept 1: Laplace transform
Concept 2: Kirchhoff’s Laws, branch equations and passive devices
Concept 3: Network function (Transfer function)
Concept 4: Engineering Interpretation of Convolution
Concept 5: Stability Definition and Basic Criterion – from Partial Fraction Expansion and
Laplace transform
Concept 6: Nyquist Analysis
Concept 7: Phase Margin: From Nyquist Analysis to Bode Plot

© Copyright 2009 by Yong-Nien Rao Page 1 of 16

Concept 1
Laplace transform
Several techniques used in solving engineering problems are based on the replacement of
functions of a real variable (usually time or distance) by certain frequency-dependent
representations, or by functions of a complex variable dependent upon frequency. This
replacement of function is called “transform”. And Laplace transform is
∞
L{ f ( t )} = F ( s ) ≡ ∫ f ( t )e
− st
dt …(eq.1.1)
0

We could turn the differential equations problems into algebra problems which are easier to
manipulate.
Some useful properties listed here
1. Uniqueness property: Laplace transform establishes a one-to-one correspondence
between the time function f ( t ) , defined on [0, ∞ ) , and its Laplace transform F ( s ) .
2. Linearity property:
L{ c1 f1 ( t ) + c2 f 2 ( t )} = F1 ( s ) + F2 ( s ) …(eq.1.2)
3. Differential Rule:
 d 
L f ( t )  = sF ( s ) − f ( 0 − ) …(eq.1.3)
 dt 
4. Integration Rule:

{
L ∫ f ( u )du =
t

0−
} 1
s
F ( s) …(eq.1.4)

5. Convolution Rule:
L{ f1 ( t ) ∗ f 2 ( t )} = F1 ( s ) F2 ( s ) …(eq.1.5)
And convolution operator “ ∗ ” is defined as

f1 ( t ) ∗ f 2 ( t ) ≡ ∫ f ( t − τ ) f (τ ) dτ
t
1 2 …(eq.1.6)
0

(Table 1.1) Some useful transform table

number F ( s) f ( t ), t ≥ 0
1 1 δ ( t ) (impulse function)
2 1 1( t )
s
3 1 e − at
s+ a
4 1 1
t m− 1e − at
( s + a) m ( m − 1)!
5 b e − at sin ( bt )
( s + a ) 2 + b2

© Copyright 2009 by Yong-Nien Rao Page 2 of 16

6 s+ a e − at cos( bt )
( s + a ) 2 + b2
7 sk d kδ ( t )
dt k

From the uniqueness property, there exists Inverse Laplace Transform which is denoted as
L− 1{ F ( s )} = f ( t ) …(eq.1.7)
(eq.1.5) could be rewritten as
f1 ( t ) ∗ f 2 ( t ) = L− 1 { F1 ( s ) F2 ( s )} …(eq.1.8)
Another useful theory is the initial value theory

f ( t = 0 + ) = lim sF ( s ) …(eq.1.9)
s− > ∞

© Copyright 2009 by Yong-Nien Rao Page 3 of 16

Concept 2
Kirchhoff’s Laws, branch equations and passive devices

<Kirchhoff Current Law, KCL>

∑ i (t) =
For all j
j 0 …(eq.2.1) all the i with the direction of leaving the node.

And j denotes the branch connected to this node.

<Kirchhoff Voltage Law, KVL>

Vk − j ( t ) = ek ( t ) − e j ( t ) …(eq.2.2) e is the node-to-datum voltage; V is the

branch voltage. k , j denote the two endpoints (nodes) of a branch.

Branch equations are describing the v-i characteristics among the branches. The individual
branch equation is defined by the device characteristic which forms the branch. The typical
passive devices v-i characteristics is as underlying.

For resistor v j = ij Rj …(eq.2.3)

dv j
For capacitor ij = Cj …(eq.2.4)
dt
di j
For inductor v j = Lj …(eq.2.5)
dt

From these relations, we can write a specified time-domain (differential) equations for a
specified circuit N with n nodes and b branches. Solve these equations and derives the ei ( t )

at each nodes i (0 < i ≤ n - 1) , V j ( t ) across each branch j (0 < j ≤ b) and ik ( t ) at each

branch k (0 < k ≤ b) in this specified circuit N. A method called tableau analysis is a

complete general approach to get the behavior of a circuit.

Algorithm: Tableau equations

Step 1: Choose a datum node and draw a connected digraph
Step 2: Write KCL for n-1 nodes except the datum node in matrix form
Ai(t) = 0 …(eq.2.6) 1

A is the reduced-incidence matrix ,which is (n-1)xb. i(t) is the branch current vector, bx1
Step 3: Write KVL for the b branches in matrix form

1
Leon O. Chua et al, “Linear And Nonlinear Circuits”, p24~p26.

© Copyright 2009 by Yong-Nien Rao Page 4 of 16

v(t) − A Te(t) = 0 …(eq.2.7)2
v(t) is the branch voltage vector, bx1. e(t) is the node-to-datum voltage vector, (n-1)x1
Step 4: Write the b branches equations of the circuit
( M0 D + M 1 ) v(t) + ( N 0 D + N 1 ) i(t) = u s(t) …(eq.2.8)
d
M 0 , M 1 , N 0 , N1 are bxb matrices with constant real element, D denotes the operator
dt
and u s(t) denotes the independent sources.
We could write (eq.2.6), (eq.2.7), (eq.2.8) as (eq.2.9)3

 0 0 A   e(t)   0 
 − AT 1 0   v(t) =  0 
     …(eq.2.9)
 0 M 0 D + M1 N 0 D + N1   i(t)   u s(t)
    
T(D) w(t) u(t)

T(D) is the matrix of circuit system N, w(t) is the circuit variable vector, and u(t) is the
independent source vector.

<Example>
For the linear circuit as underlying, we’d like to derive its tableau equations here.
1 L 2 3 C 4
i3 i4

i6 i1 i2 i5
n1 : n 2
Linear Circuit
Em cos ωt R

5 Ideal 6
Transformer

First we hinge the node 5 and node 6, the digraph of this circuit is as underlying. And we
assign the hinged node 5 and 6 as the datum node.
2 3

3
4 Digraph of the linear
1 2 circuit
1 4

6 5

5 6

2
Leon O. Chua et al, “Linear And Nonlinear Circuits”, p26~p27.
3
Leon O. Chua et al, “Linear And Nonlinear Circuits”, p226~p229; p462~466.

© Copyright 2009 by Yong-Nien Rao Page 5 of 16

We could write the tableau equations as underlying:

node 1 i3 + i6 = 0 
node 2 i1 - i3 = 0 
KCL:  Ai (t ) = 0
node 3 i2 + i4 = 0
node 4 - i 4 + i5 = 0 

v1 = e2 
v2 = e3 

v3 = e1 − e 2 
KVL:  v (t ) = A T e(t )
v4 = e3 − e 4 
v5 = e4 

v6 = e1 

Branch equations:

transforme r : n2 v 1 − n1v 2 = 0
transforme r : n1i1 + n2i2 = 0
d
inductor : v3 -L i3 = 0
dt
d
capacitor : C v4 - i4 = 0
dt
Resistor : v5 - Ri5 = 0
Ind. Source : v6 = Emcosω t
This is in the form of ( M0 D + M 1 ) v(t) + ( N 0 D + N 1 ) i(t) = u s(t)

© Copyright 2009 by Yong-Nien Rao Page 6 of 16

Concept 3
Network function (Transfer function)
Apply the Laplace transform to (eq.2.9), we get

 0 0 A   e(s)   0 
 − AT 1 0   v(s) =  0 
     …(eq.3.1) 4
 0 M 0 s + M 1 N 0 s + N 1   i(s)   u s(s)
  
T(s) w(s) u(s)

Consider a linear-time invariant circuit with only one independent source u j (t ) . The Laplace

transform of u j (t ) is u j (s ) .For any circuit variable wk(s) (element of circuit variable vector

w (s ) ) of its zero-state response, we could solve (eq.3.1) with Cramer’s rule5. )

det[ Tk (s)]
wk (s) = …(eq.3.2)
det[ T(s)]
The Tk (s) is the matrix formed by replacing the kth column of T(s) by the column vector u(s)
We could do the inverse Laplace transform to (eq.3.2) and get the circuit variable wk(t) in
time domain.

Since the u(s) has only one non-zero element, the det[ Tk (s)] of (eq.3.2) holds for

det[ Tk (s)] = C jk (s)u j ( s ) …(eq.3.3)

C jk (s) is the cofactor6 of ( j , k ) entry of T(s)

We define that the network (transfer) function H (s ) as

wk ( s) C jk (s)
H (s) ≡ = …(eq.3.4)
u j ( s) det[ T(s)]

In special case, u j (t ) could represent an input voltage vi (t ) . And wk(t) could represent an

output voltage vo (t ) . We could see the network function in the form

L{ vo (t )} vo ( s )
H (s) ≡ = …(eq.3.5)
L{ vi (t )} vi ( s )

4
Leon O. Chua et al, “Linear And Nonlinear Circuits”, p595~p596
5
http://en.wikipedia.org/wiki/Cramer%E2%80%99s_rule
6
http://en.wikipedia.org/wiki/Cofactor_(linear_algebra)

© Copyright 2009 by Yong-Nien Rao Page 7 of 16

vo ( s ) = H ( s )vi ( s ) …(eq.3.6)

© Copyright 2009 by Yong-Nien Rao Page 8 of 16

Concept 4
Engineering Interpretation of Convolution7
If we apply inverse Laplace transform to (eq.3.6), from (eq.1.8) and No. 1 of (Table 1.1)

vo ( t ) = h( t ) ∗ vi ( t ) = ∫ h( t − τ )v (τ ) dτ
t
i …(eq.4.1)
0

vo ( t ) is zero-state response, h( t ) is impulse response and vi ( t ) is input.

We’d like to give a time-domain interpretation of (eq.4.1) as underlying.
If we define the input pulse component
1
[1( t ) − 1( t − ∆ ) ]
p∆ ( t ) = …(eq.4.2)
∆
And as ∆ → 0 , p∆ ( t ) → δ ( t ) (called impulse). Thus the vo ( t ) → h( t ) . If we multiply p∆ ( t )
by ak and delay this pulse by τ k , we get the underlying relations.
vi v0

ak akp Δ(t-τk) akh Δ(t-τk)

Δ

0 τ k τ k+Δ t 0 τ k τk+Δ t

For any input vi ( t ) , it could be approximated to

N
vi (τ ) ≅ ∑ v ( τ ) • ∆ • p (τ
i k ∆ − τ k) for 0 ≤ τ ≤ t …(eq.4.3)
k= 0

t
and ∆ ≡ …(eq.4.4)
N+1
vi

0 τ1 τk τk+Δ τN t τ

From the linearity and time-invariant, we see that

N
vo ( t ) ≅ ∑ v (τ ) • ∆ • h ( t − τ )
i k ∆ k …(eq.4.5)
k= 0

Let ∆ → 0 , i.e., N → ∞ , (eq.4.5) becomes (eq.4.1)

7
Leon O. Chua et al, “Linear And Nonlinear Circuits”, p620~p623

© Copyright 2009 by Yong-Nien Rao Page 9 of 16

Concept 5
Stability Definition and Basic Criterion – from Partial Fraction Expansion and Laplace
transform
A circuit is stable iff (1) the circuit with bounded response (output) to a bounded input. And (2)
its impulse responseh( t ) approaches zero as t approaches infinity.
And we could analysis the transfer function H (s ) to figure out the circuit is stable or not by
these criterions and Laplace transform table.
(eq.3.5) could be rewritten as
m

∑ bi s i
H(s) = i= 0
n …(eq.5.1)
∑i= 0
ai s i

First we deal with the case of an = 1, and n ≥ m

If H (s ) has ni poles at − pi ,
m

∑ bi s i
H(s) = r
i= 0
…(eq.5.2)
∏ (s + p )
ni
i
i= 1

r
Where ∑i= 1
ni = n

(eq.5.2) could be expanded by the partial fraction expansion891011

r ni
cik
H(s) = bn + ∑ ∑ (s + p )
i= 0 k = 1
k …(eq.5.3)
i

Where cik =
1 d ni − k
( ni − k )! ds ni − k
[
( s + pi ) ni H ( s ) ] s = − pi …(eq.5.4)

If we do the inverse Laplace transform to (eq.5.3), from (Table 1.1) we get

r ni
cik
h(t) = bnδ ( t ) + ∑ ∑ ( k − 1)!t k − 1 − pi t
e …(eq.5.5)
i= 0 k = 1

If pi is a real number, pi must be positive to avoid H (t ) → ∞ when t → ∞ (Hint: expand

the e − pi t into Taylor series12)
If pi is a complex number, from the Euler's formula13,

8
Joseph J. DiStefano, III et al, “Theory and Problems of Feedback and control systems” 2nd ed. P83~p86
9
http://en.wikipedia.org/wiki/Partial_fraction
10
http://www.swarthmore.edu/NatSci/echeeve1/Ref/LPSA/PartialFraction/PartialFraction.html
11
http://www.swarthmore.edu/NatSci/echeeve1/Ref/LPSA/SolutionMethods/LaplaceXform/InvLaplace/InvLaplaceXform.html
12
http://en.wikipedia.org/wiki/Taylor_series
13
http://en.wikipedia.org/wiki/Euler%27s_formula

© Copyright 2009 by Yong-Nien Rao Page 10 of 16

e − pi t = e − Re{ pi } t * e − Im{ pi } t = e − Re{ pi } t [ cos(− Im{ pi } t ) + i sin( − Im{ pi } t )] …(eq.5.6)

It is obvious that Re{ pi } must be positive to avoid H (t ) → ∞ when t → ∞ . That is, the
pole − pi must have negative real part to let the circuit stable.
i sin(− Im{ pi } t ) of (eq.5.6). It
(Note: Don’t worry about the interpretation the imaginary term
will be canceled out by the accompanied complex conjugate of pi )

Second we’d like to deal with the (eq.5.1) for an = 1, and n < m
If we let the bounded input vi (t ) = 1(t ) , the output vo (t ) could be determined by (eq.3.6),
(eq.5.1) and (Table 1.1) as
m m

1 ∑ bi s i ∑ bi s i
v o ( s ) = vi ( s ) H ( s ) = i= 0
n
= n
i= 0
…(eq.5.7)
s
∑ i= 0
ai s i
∑
i= 0
ai s i+ 1

Because n < m , the (eq.5.7) could be rewritten as

m− n− 1 ni
r
d ik
vo(s) = ∑j= 0
d js j + ∑ ∑ (s + p )
i= 0 k = 1
k …(eq.5.8)
i

Apply inverse Laplace transform to (eq.5.8), from (Table 1.1)

m− n− 1 r ni
vo(t) = ∑ d jδ j
( t ) + ∑ ∑ d ik t k − 1e − p t i
…(eq.5.9)
j= 0 i = 0 k = 1 ( k − 1)!

The 1st term of the right side of (eq.5.9) is not a bounded value. It means the bounded input
1(t ) has unbounded output. This circuit is not stable.

We conclude that the circuit is stable iff (1) n≧m in (eq.5.1) (2) its transfer function H (s ) has
all its poles in the open Left Half Plane (LHP). In other words, there is no pole in the close
right half plan (RHP).

© Copyright 2009 by Yong-Nien Rao Page 11 of 16

Concept 6
Nyquist Analysis14
Nyquist analysis is a graphical procedure for determining absolute and relative stability of a
circuit transfer function. It is important for two reasons: first, it gives a test for stability and a
suggestion to improve it; second, the test relies on easily obtainable experimental data,
namely, the sinusoidal steady-state measurements.
From concept 5, we already know that the poles must be in LHP if the circuit is stable. But
how could we know where the poles are? Nyquist analysis helps us to handle it.
Firstly we get to review the concept of mapping. Underlying is the mapping H between s
and H (s ) .

Im(s) or jω s = σ + jω Im(H(s))
H Mapping

s0 H(s0)

Re(s) or σ Re(H(s))

s plane H(s) plane

And we have an important principle “Cauchy's argument principle1516” as

N= Z− P …(eq.6.1)
N is the net number of clockwise encirclement by curve CA about the origin in the H(s)
plane, Z is the number of zeros encircled by curve C in the s plane, and P is the number of
poles encircled by curve C in the s plane. Underlying is the graphic representation.

Im(s) Im(H(s))
H Mapping

CA
C

Re(s) Re(H(s))

s plane H(s) plane

From the stability criterion, we know that a circuit is stable iff there is no pole in the close RHP.

14
Joseph J. DiStefano, III et al, “Theory and Problems of Feedback and control systems” 2nd ed. P246~p263
15
http://en.wikipedia.org/wiki/Argument_principle
16
http://www.scribd.com/doc/14530659/Introduction-of-Cauchy-Argument-Principle-in-Nyquist-Stability-Analysis-

© Copyright 2009 by Yong-Nien Rao Page 12 of 16

Thus we could let the curve C enclose the whole RHP (called Nyquist path, sketched as
underlying), and check the net number of clockwise encirclement by the mapping curve CA
(called Nyquist plot) about the origin in the H(s) plane. That is, we could get N in (eq.6.1). If
we know Z in (eq.6.1), we could get P and understand the circuit is stable or not.

Im(s)
Nyquist Path

R->infinite

Re(s)

One of the most popular application of Nyquist analysis is feedback amplifier design.
Let an open loop amplifier circuit with its transfer function as
n( s )
H (s) = …(eq.6.2)
d (s)
H (s ) has no RHP pole. And the degree
And this open loop amplifier circuit is stable. That is,
of polynomial n(s ) is smaller than the degree of polynomial d (s ) .
And the unity gain feedback close loop transfer function of this feedback amplifier circuit is
H ( s)
G ( s) = …(eq.6.3)
1 + H ( s)
If G (s) is stable, G (s) should have no RHP pole. That is, 1 + H ( s) should have no RHP
zero. Following is our analysis for this proposition.
Since H (s ) has no RHP pole, 1 + H ( s) has no RHP pole from (eq.6.2), either. That is
P = 0 in the (eq.6.1). Thus Z = N in this case. What we need to do is only to check the
encirclement about the origin of 1 + H ( s ) (in other words, N). If it is not equal to 0, there
should be a zero in the RHP for 1 + H ( s ) and G (s ) would be unstable.
And please be noted that encirclement about the origin of 1 + H ( s) means encirclement
about (-1,0) of H (s ) .

© Copyright 2009 by Yong-Nien Rao Page 13 of 16

This analysis could be represented as underlying

Im(s) Im(H(s)+1) Im(H(s))

1+H Mapping

Re(s)
(0,0)
Re(H(s)+1)
= (-1,0)
Re(H(s))

The most right graph shows that we could check the H (s ) encirclement about (-1,0) to
determine the Z. And we could understand the close loop amplifier is stable or not.
We could summarize the Nyquist criterion for a unity gain feedback circuit as
“This unity feedback circuit with its open loop transfer function H (s ) is stable iff the Nyquist
plot of H (s ) does not encircle the (-1,0).”

Another important advantage is that the Nyquist plot could be derived easily from the
experiment data. It is because of the underlying characteristics
1. For s = jw 0 < w < ∞ , and apply a sinusoid wave sin ( wt ) to the input of a circuit h( t ) ,
the sinusoidal steady state output of h( t ) is Asin ( wt + θ ) . Then17

H ( s ) |s = jw = A and ∠ H ( s ) |s = jw = θ

s = R∠ ϕ R → ∞ ,− π ≤ϕ ≤π
2. For
2 2 , then
H (s) → 0 (Because of the higher degree of denominator)
3. For s = − jw 0 < w < ∞ then

Since the Nyquist plot is symmetric to the real axis18. The H ( s ) |s = − jw = H ( s ) |s = jw = A and

∠ H ( s ) |s = − jw = − ∠ H ( s ) |s = jw = − θ

We complete a Nyquist plot graphically!

17
http://www.scribd.com/doc/16250512/Transfer-Function-vs-Sinusoid-Freqency-Response
18
http://www.scribd.com/doc/16250603/Symmetry-of-Nyquist-Plot

© Copyright 2009 by Yong-Nien Rao Page 14 of 16

Concept 7
Phase Margin: From Nyquist Analysis to Bode Plot
In many applications, the magnitude and the phase of H ( jw) decrease as w increases.
This is the case of OP amp. As a result of this simple behavior of H ( jw) , it is easy to draw
the conclusions of the Nyquist criterion on the basis of the Bode plot. Basically, Bode plot is
another representation of Nyquist plot for s=jω. The Nyquist plot and Bode plot is shown as
underlying. And we could find the phase margin, unity-gain frequency and some other popular
terms in Bode plot and corresponding Nyquist plot intuitively.
Im(H(s))

(-1,0) ω 180 ω=∞

Re(H(s))
ω=0
ω ug
Phase margin
A(jω)
ω increases

Nyquist Plot of A (s)

(Half)
Im(H(s))

20log|A(jω)|
Bode plot of A (jω)

0 ω
ωug (log scale)

Phase(A(jω))

0˚ ω
ω180
(log scale)
-90˚
-180˚
Phase margin
-270˚

We could see that if the phase margin is larger than 0, the Nyquist plot does not encircle the

© Copyright 2009 by Yong-Nien Rao Page 15 of 16

(-1,0) point and the OP amp is stable. The larger the phase margin is, the more unlikely the
Nyquist plot encircle the (-1,0) and the more stable this design be. And if the phase margin is
less than 0, we could see that the corresponding Nyquist plot encircle the (-1,0) and the OP
amp is unstable.
Hope you could enjoy the world of margins!

© Copyright 2009 by Yong-Nien Rao Page 16 of 16