DIGITAL SIGNAL PROCESSING

POLE-ZERO-GAIN
CHAPTER 6
FILTERS

Chapter Insight

• This chapter discusses pole-zero analysis of digital filters. Every digital

filter can be specified by its poles and zeros (together with a gain factor).
Poles and zeros give useful insights into a filter's response, and can be
used as the basis for digital filter design.

System Poles and Zeros

The transfer function provides a basis for determining important system response
characteristics without solving the complete differential equation. As defined, the transfer
function is a rational function in the complex variable s = σ + jω, that is

It is often convenient to factor the polynomials in the numerator and denominator, and to
write the transfer function in terms of those factors:

where the numerator and denominator polynomials, N(s) and D(s), have real coefficients
defined by the system’s differential equation and K = bm/an. As written in Eq. (2) the zi’s
are the roots of the equation

and are defined to be the system zeros, and the pi’s are the roots of the equation

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and are defined to be the system poles. In Eq. (2) the factors in the numerator and
denominator are written so that when s = zi the numerator N(s) = 0 and the transfer
function vanishes, that is

and similarly, when s = pi the denominator polynomial D(s) = 0 and the value of the
transfer function becomes unbounded,

All of the coefficients of polynomials N(s) and D(s) are real, therefore the poles and
zeros must be either purely real, or appear in complex conjugate pairs. In general for the
poles, either pi = σi, or else pi, pi+1 = σi±jωi. The existence of a single complex pole
without a corresponding conjugate pole would generate complex coefficients in the
polynomial D(s). Similarly, the system zeros are either real or appear in complex
conjugate pairs.

The poles and zeros are properties of the transfer function, and therefore of the
differential equation describing the input-output system dynamics. Together with the gain
constant K they completely characterize the differential equation, and provide a complete
description of the system.

Figure 1: The pole-zero plot for a typical third-order system with one real pole and a complex conjugate
pole pair, and a single real zero.

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The Pole-Zero Plot

A system is characterized by its poles and zeros in the sense that they allow
reconstruction of the input/output differential equation. In general, the poles and zeros of
a transfer function may be complex, and the system dynamics may be represented
graphically by plotting their locations on the complex s-plane, whose axes represent the
real and imaginary parts of the complex variable s. Such plots are known as pole-zero
plots. It is usual to mark a zero location by a circle (o) and a pole location a cross (×). The
location of the poles and zeros provide qualitative insights into the response
characteristics of a system. Many computer programs are available to determine the
poles and zeros of a system from either the transfer function or the system state
equations. Figure 1 is an example of a pole-zero plot for a third-order system with a single
real zero, a real pole and a complex conjugate pole pair, that is;

System Poles and the Homogeneous Response

Because the transfer function completely represents a system differential

equation, its poles and zeros effectively define the system response. In particular the
system poles directly define the components in the homogeneous response. The
unforced response of a linear SISO system to a set of initial conditions is

where the constants Ci are determined from the given set of initial conditions and the
exponents λi are the roots of the characteristic equation or the system eigenvalues. The
characteristic equation is

and its roots are the system poles, that is λi = pi, leading to the following important
relationship:

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Figure 2: The specification of the form of components of the homogeneous response from the system
pole locations on the pole-zero plot.

The transfer function poles are the roots of the characteristic equation, and also
the eigenvalues of the system A matrix.

The homogeneous response may therefore be written

The location of the poles in the s-plane therefore define the n components in the
homogeneous response as described below:

1. A real pole pi = −σ in the left-half of the s-plane defines an exponentially decaying

component, Ce−σt, in the homogeneous response. The rate of the decay is
determined by the pole location; poles far from the origin in the left-half plane
correspond to components that decay rapidly, while poles near the origin
correspond to slowly decaying components.
2. A pole at the origin pi = 0 defines a component that is constant in amplitude and
defined by the initial conditions.
3. A real pole in the right-half plane corresponds to an exponentially increasing
component Ceσt in the homogeneous response; thus, defining the system to be
unstable.

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4. A complex conjugate pole pair σ ± jω in the left-half of the s-plane combine to

generate a response component that is a decaying sinusoid of the form Ae−σt sin
(ωt + φ) where A and φ are determined by the initial conditions. The rate of decay
is specified by σ; the frequency of oscillation is determined by ω. 5. An imaginary
pole pair, that is a pole pair lying on the imaginary axis, ±jω generates an oscillatory
component with a constant amplitude determined by the initial conditions.
5. A complex pole pair in the right half plane generates an exponentially increasing
component. These results are summarized in Fig. 2.

Although the relative strengths of these components in any given situation is

determined by the set of initial conditions, the following general observations may be
made:

1. The term e−3t, with a time-constant τ of 0.33 seconds, decays rapidly and is
significant only for approximately 4τ or 1.33seconds.
2. The response has an oscillatory component Ae−t sin(2t + φ) defined by the complex
conjugate pair, and exhibits some overshoot. The oscillation will decay in
approximately four seconds because of the e−t damping term.
3. The term e−0.1t, with a time-constant τ = 10 seconds, persists for approximately 40
seconds. It is therefore the dominant long term response component in the overall
homogeneous response.

Figure 3: Definition of the parameters ωn and ζ for an underdamped, second-order system from the
complex conjugate pole locations.

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The pole locations of the classical second-order homogeneous system

If ζ ≥ 1, corresponding to an overdamped system, the two poles are real and lie in the left-
half plane. For an underdamped system, 0 ≤ ζ < 1, the poles form a complex conjugate
pair,

and are located in the left-half plane, as shown in Fig. 4. From this figure it can be seen
that the poles lie at a distance ωn from the origin, and at an angle ± cos−1(ζ) from the
negative real axis. The poles for an underdamped second-order system therefore lie on
a semi-circle with a radius defined by ωn, at an angle defined by the value of the damping
ratio ζ.

System Stability

The stability of a linear system may be determined directly from its transfer
function. An nth order linear system is asymptotically stable only if all of the components
in the homogeneous response from a finite set of initial conditions decay to zero as time
increases, or

where the pi are the system poles. In a stable system all components of the homogeneous
response must decay to zero as time increases. If any pole has a positive real part there
is a component in the output that increases without bound, causing the system to be
unstable.

In order for a linear system to be stable, all of its poles must have negative real
parts, that is they must all lie within the left-half of the s-plane. An “unstable” pole, lying in
the right half of the s-plane, generates a component in the system homogeneous
response that increases without bound from any finite initial conditions. A system having

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one or more poles lying on the imaginary axis of the s-plane has non-decaying oscillatory
components in its homogeneous response, and is defined to be marginally stable.

Geometric Evaluation of the Transfer Function

The transfer function may be evaluated for any value of s = σ + jω, and in general,
when s is complex the function H(s) itself is complex. It is common to express the complex
value of the transfer function in polar form as a magnitude and an angle:

with a magnitude |H(s)| and an angle φ(s) given by

where ℜ{𝐻 (𝑠)} is the real operator, and ℑ{𝐻 (𝑠)} is the imaginary operator. If the
numerator and denominator polynomials are factored into terms (s − pi) and (s − zi) as in
Eq. ( 2),

each of the factors in the numerator and denominator is a complex quantity, and may be
interpreted as a vector in the s-plane, originating from the point zi or pi and directed to
the point s at which the function is to be evaluated. Each of these vectors may be written
in polar form in terms of a magnitude and an angle, for example for a pole pi = σi +ωi, the
magnitude and angle of the vector to the point s = σ + ω are

as shown in Fig. 5a. Because the magnitude of the product of two complex quantities is
the product of the individual magnitudes, and the angle of the product is the sum of the
component angles, the magnitude and angle of the complete transfer function may then
be written

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The magnitude of each of the component vectors in the numerator and

denominator is the distance of the point s from the pole or zero on the s-plane. Therefore,
if the vector from the pole pi to the point s on a pole-zero plot has a length qi and an angle
θi from the horizontal, and the vector from the zero zi to the point s has a length ri and an
angle φi, as shown in Fig. 5b, the value of the transfer function at the point s is

Figure 5: (a) Definition of s-plane geometric relationships in polar form, (b) Geometric evaluation of the
transfer function from the pole-zero plot.

The transfer function at any value of s may therefore be determined geometrically

from the pole-zero plot, except for the overall “gain” factor K. The magnitude of the
transfer function is proportional to the product of the geometric distances on the s-plane
from each zero to the point s divided by the product of the distances from each pole to
the point. The angle of the transfer function is the sum of the angles of the vectors
associated with the zeros minus the sum of the angles of the vectors associated with the
poles.

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The pole-zero plot is shown in Fig. 6. From the figure the transfer function is

Figure 6: The pole-zero plot for a second order system with a zero at the origin.

Frequency Response and the Pole-Zero Plot

The frequency response may be written in terms of the system poles and zeros
by substituting jω for s directly into the factored form of the transfer function:

Because the frequency response is the transfer function evaluated on the imaginary axis
of the s-plane, that is when s = jω, the graphical method for evaluating the transfer

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function described above may be applied directly to the frequency response. Each of the
vectors from the n system poles to a test point s = jω has a magnitude and an angle:

as shown in Fig. 7a, with similar expressions for the vectors from the m zeros. The
magnitude and phase angle of the complete frequency response may then be written in
terms of the magnitudes and angles of these component vectors

Figure 7: Definition of the vector quantities used in defining the frequency response function from
the pole-zero plot. In (a) the vector from a pole (or zero) is defined, in (b) the vectors from all
poles and zeros in a typical system are shown.

As defined above, if the vector from the pole pi to the point s = jω has length qi and
an angle θi from the horizontal, and the vector from the zero zi to the point jω has a length
ri and an angle φi, as shown in Fig. 7b, the value of the frequency response at the point
jω is

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The graphical method can be very useful for deriving a qualitative picture of a
system frequency response. For example, consider the sinusoidal response of a first-
order system with a pole on the real axis at s = −1/τ as shown in Fig. 8a, and its Bode
plots in Fig. 8b. Even though the gain constant K cannot be determined from the pole-
zero plot, the following observations may be made directly by noting the behavior of the
magnitude and angle of the vector from the pole to the imaginary axis as the input
frequency is varied:

1. At low frequencies the gain approaches a finite value, and the phase angle has a
small but finite lag.
2. As the input frequency is increased the gain decreases (because the length of the
vector increases), and the phase lag also increases (the angle of the vector
becomes larger).
3. At very high input frequencies the gain approaches zero, and the phase angle
approaches π/2.

As a second example consider a second-order system, with the damping ratio

chosen so that the pair of complex conjugate poles are located close to the imaginary
axis as shown in Fig. 9a. In this case there are a pair of vectors connecting the two poles
to the imaginary axis, and the following conclusions may be drawn by noting how the
lengths and angles of the vectors change as the test frequency moves up the imaginary
axis:

1. At low frequencies there is a finite (but undetermined) gain and a small but finite
phase lag associated with the system.
2. As the input frequency is increased and the test point on the imaginary axis
approaches the pole, one of the vectors (associated with the pole in the second
quadrant) decreases in length.
3. At very high frequencies, the lengths of both vectors tend to infinity, and the
magnitude of the frequency response tends to zero, while the phase approaches
an angle of π radians because the angle of each vector approaches π/2.

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Figure 8: The pole-zero plot of a first-order system and its frequency response functions and at some point,
reaches a minimum. There is an increase in the value of the magnitude function over a range of frequencies
close to the pole.

The following generalizations may be made about the sinusoidal frequency response of
a linear system, based upon the geometric interpretation of the pole-zero plot:

1. If a system has an excess of poles over the number of zeros the magnitude of the
frequency response tends to zero as the frequency becomes large. Similarly, if a
system has an excess of zeros the gain increases without bound as the frequency
of the input increases. This cannot happen in physical energetic systems because
it implies an infinite power gain through the system.
2. If a system has a pair of complex conjugate poles close to the imaginary axis, the
magnitude of the frequency response has a “peak”, or resonance at frequencies in
the proximity of the pole. If the pole pair lies directly upon the imaginary axis, the
system exhibits an infinite gain at that frequency.
3. If a system has a pair of complex conjugate zeros close to the imaginary axis, the
frequency response has a “dip” or “notch” in its magnitude function at frequencies
in the vicinity of the zero. Should the pair of zeros lie directly upon the imaginary
axis, the response is identically zero at the frequency of the zero, and the system
does not respond at all to sinusoidal excitation at that frequency.
4. A pole at the origin of the s-plane (corresponding to a pure integration term in the
transfer function) implies an infinite gain at zero frequency.

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5. Similarly, a zero at the origin of the s-plane (corresponding to a pure differentiation)

implies a zero gain for the system at zero frequency.

Figure 9: The pole-zero plot for a second-order system and its frequency response functions.

Reference:
https://web.mit.edu/2.14/www/Handouts/PoleZero.pdf
https://www.dsprelated.com/freebooks/filters/Bandwidth_One_Pole.html
Video Tutorial Link:
Intro to Control - 7.1 Poles and Zeros

• https://www.youtube.com/watch?v=Em5TuH4TVr4
Intro to Control - 7.2 Poles and Stability

• https://www.youtube.com/watch?v=flLDEJYrICk

Intro to Control - 8.1 Imaginary Poles and Stability

• https://www.youtube.com/watch?v=Io3Lw_ExH2g&list=RDCMUCRCdl
2SXma02BG384RuZPqg&index=3

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