Lecture 11 LTI Frequency Models 2
Lecture 11 LTI Frequency Models 2
(5)
where we can replace u(t) by
e
2
j t
U
j
and y(t) by
( )
e
2
j t
Y
j
+
. It results
( ) e
j
Y
H j
U
(6)
where
( ) ( ) { } ( ) ( )
0
e d
j
h L h H s H j
s j s j
(7)
Because the amplification of the system at frequency is the amplitude ratio of Y and U,
and the difference between two sinusoidal signals is the phase of the output signal y(t),
from Eq. (6) it results
( ) ( )
Y
A H j
U
(8)
( ) ( ) arg H j
(9)
The function H(j ) called frequency response generates the two characteristics
(diagrams) which describes the input -output transfer: amplification characteristic, A( ), and
phase characteristic, ( ). It can be rewritten as
( ) ( )
( )
e
j
H j A
(10)
Also, the following relation is valid
( ) ( )
( )
e
j
H j A
(11)
because A() is an even function and ( ) is odd.
4 Signals and Systems. Complements
The frequency response could also written as
( ) ( ) ( ) H j P j Q +
(12)
where P( ) is even and Q( ) odd.
1.3. Graphical representation of frequency response
A. Transfer place (locus) ( Nyquist characteristic ) is the geometric locus in complex plane of
the peak of vector H(j ), when is changing from - to . Generally, only the positive
frequency is used [0 +). Fig. 2 presents an example of such transfer locus.
For a point M of transfer locus, with a corresponding frequency * , the amplitude and the
phase is directly computed from diagram: amplification A( *) is done by
( ) * OM H j
and phase by
( ) ( )
* *
arg H j
.
Example: Plot the Nyquist characteristics for a system described by the transfer function
3 2
2 +1
( )
2.5 3 1
s
H s
s s s
+++
and Hs=2s+10.5s2+1.3s+1
.
Solution: Function nyquist is used to calculate the Nyquist frequency response and draw the
Nyquist characteristic. It is possible to impose a specific frequency domain, w. Clik right the
mouse on the figure to use some specialized functions.
Figure 2: Transfer place (locus)
num = [2 1]; den = [1 2.5 3 1];
sys = tf(num,den); % for continuous time-
systems;
subplot(221), nyquist(sys);
w = 0:0.1:100; grid
[Re, Im] = nyquist(sys, w);
re = squeeze(Re); % convert 1x1xN to 1xN
im = squeeze(Im); % convert 1x1xN to 1xN
subplot(222), plot(re, im); grid;
den = [0.5 1.3 1]; sys = tf(num,den);
subplot(223), nyquist(sys);
w = 0:0.1:100; grid
[Re, Im] = nyquist(sys, w);
re = squeeze(Re); % convert 1x1xN to 1xN
im = squeeze(Im); % convert 1x1xN to 1xN
subplot(224), plot(re, im); grid;
Lecture 11: Linear systems. Part 2: Frequency domain models 5
B. Bode diagrams
The use of Bode diagrams to represent the frequency response supposes two distinct
characteristics:
Magnitude response in [dB} as function of frequency [rad/s];
( ) ( ) ( ) 20log 20log
dB
A G H j
(1)
Phase response
( ) ( ) arg H j
(2)
In both diagrams, logarithmically spaced frequency is used.
Let be H(j ) the frequency response of the system, written as the product of two terms
( )
1
H j
and
( )
2
H j
. The Bode diagrams for the initial system are computed on the Bode
diagrams of the sub-systems described by
( )
1
H j
and
( )
2
H j
, by summing point by point
on frequency axis:
6 Signals and Systems. Complements
( ) ( ) ( )
1 2
20log 20log 20log H j H j H j +
(3)
( ) ( ) ( )
1 2
arg arg arg H j H j H j +
(4)
or
( ) ( ) ( )
1 2 dB dB dB
A A A +
,
( ) ( ) ( )
1 2
+
(5)
Example: Plot the Nyquist characteristics for a system described by the transfer function
H1s=2s+10.5s2+1.3s+1 and H2s=1s+1.
Solution: Function bode is used to calculate the frequency response, as magnitude and phase.
Run the code below. It is possible to impose a specific frequency domain, w. Clik right the
mouse on figure to use some specialized functions.
num_1 = [2 1]; den_1 = [0.5 1.3 1]; % S1
sys_1 = tf(num_1,den_1);
num_2 = [1]; den_2 = [1 1]; % S2
sys_2 = tf(num_2,den_2);
w = 1e-2:0.1:100;
figure(1); bode(sys_1, 'b', sys_2, 'r', w); grid;
legend('S1', 'S2');
[A1, P1] = bode(sys_1, w); A1 = squeeze(A1);
[A2, P2] = bode(sys_2, w); A2 = squeeze(A2);
G1= 20*log10(A1); % dB
G2= 20*log10(A2); % dB
figure(2); semilogx(w, G1, 'b', w, G2, 'r'); grid;
xlabel('Frequency[rad/s])'); ylabel('Magnitude [dB]');
legend('S1', 'S2');
Lecture 11: Linear systems. Part 2: Frequency domain models 7
2 2
e e
, which corresponds to the base band (Fig. 3.a).
Frequency response of time-discrete systems is obtained by replacing the variable z
with
e
e
j T
in the transfer function
8 Signals and Systems. Complements
( ) ( )
e
j T
e
j T
z e
H e H z
(1)
Magnitude and phase diagrams are defined by relations:
()
( ) ( )
20log
e e
j T j T
dB
A H e ; A H e
(2)
( )
( )
arg e
e
j T
H
;
0
2
e
(3)
Figure 3: Trajectories of current point in s and z planes, associated with frequency response
Example: Below is described the Bode diagram for a time-discrete system described by a
transfer function Hs=0.5s+0.2s2-1.4s+0.7 with Te = 0.1 The representation of the
frequency response is up to
e
/2 = /T
e
= 31.4 rad/s.
num = [0.5 0.2]; den = [1 -1.4 0.7];
Te = 0.1;
sys = tf(num,den, Te);
bode(sys); grid;
Lecture 11: Linear systems. Part 2: Frequency domain models 9
+
+
+ +
(1)
All of them have the same value of the magnitude :
( ) 1, 1, 4
i
A i
, because
2 2
2 2
1 1 2 ( )
e 1 1
1
1 2 ( )
j
Tj Tj T j
Tj
Tj T j
+
++
(2)
But he phase diagrams are different, as
( ) ( ) ( ) ( ) ( )
1 2 3 4
2 2
2arctg2
0; ; 2arctg ; ;
1-
T
T
T
(3)
Frequency representations have physical sense only for stable systems , for which the
sinusoidal permanent regime exists. As consequence, the condition of poles to be in the left
side plan is considered as satisfied.
10 Signals and Systems. Complements
The minimum phase system is a system which has the minimum phase response, in absolute
value, from the set of all systems with the same magnitude diagram . The main conditions for
a minimum phase system are:
No delay;
No- zeros in the right semi plane;
No poles in the right semi plane (stable system);
For a minimum phase system, only one diagram (magnitude or phase) could describe the
system. In fact, there are relations which allow the conversion from one to another diagram.
Let
( )=ln ( ) ln ( ) H j A
the magnitude diagram and
( ) arg ( ) H j
the phase
diagram. For minimum phase systems:
( ) { ( )}
( ) ( ) { ( )}
+
H
H
(4)
where
{ } . H
is the operator of the Hilbert transform
2
. More, if P() and Q() are the real
and imaginary part of the frequency response, P() and Q() is a Hilbert pair.
( ) {P( )}; ( ) {Q( )} Q P
-1
H H
(5)
3.1. Parametric frequency representation of minimum-phase systems
Frequencies models described by graphical representations (Bode) have arbitrary shapes
and are considered non-parametric models. There it is possible to have a parametric
representation of such a (frequency) model: asymptotic Bode diagram. (see Fig. 4). This
diagram has a standard shape (case-linear), i.e. a set of segment with a slope of
.20[dB/dec], ( i i t
integer). The graphical representation has (2n) parameters, the same as the
transfer function. The parameters are: the slopes
0 1 2 3
, , , , ... p p p p
, the cut-off
3
frequencies
2 By definition,
1 ( )
{ ( )}= ( ) d
u
u
u
H
3 Frecvente de frangere
Lecture 11: Linear systems. Part 2: Frequency domain models 11
1 2 3
, , ,...
, plus a parameter which defines the vertical position of the diagram and is
assimilated as DC gain.
Figure 4: Parametric Bode diagram
4. Non-parametric system models
Non-parametric models are graphical representations with arbitrary shapes. These could be in
''t'' domain or in '' '' domain.
From the building mechanism, we distinguish:
1). Graphical representations from experiments, as example: impulse response or step
response (for all t domain) or experimental frequency diagrams (for '' '' domain).
2). Graphical representations of impulse response or step response, computed on wide set of
points (as example: the results generated by Matlab function: impulse and step) or graphical
representations of computed frequency diagrams (as example: the results generated by
Matlab function: Nyquist or Bode);
5. Non-parametric model conversions
Non-parametric models are difficult to use in analysis and synthesis because it is necessary to
a lot numerical values. It is useful then to make conversions from non-parametric to
parametric models. We distinguish:
A. Non-parametric to non- parametric model conversions;
B. Non-parametric to non-parametric with parameters (few number) model conversions;
C. Non-parametric to parametric model conversion.
A. Non-parametric to non-parametric model conversion ( h(t) < - > H( ) )
Let consider a stable system, which satisfies a finite length of the impulse response, so
( ) lim 0
t
h t
a
. This function accepts both Fourier and Laplace transform. It results:
12 Signals and Systems. Complements
() { } () ()
() { } ( )
0
e d e d
j t j t
s j
h t h t t h t t
h t H j
F
L
(1)
( ) ( ) ( ) ( ) ( )
0 0
( ) e d cos sin d
j t
H j P jQ h t t h t t j t t
+
(2)
( ) ( )
0
cos d P h t t t
;
( ) ( )
0
sin d Q h t t t
(3)
Let be
M
t
time when the response is practical zero, so when
( ) 0
M
t t
h t
>
. Numerical
computation of the frequency diagrams starting from impulse response, uses the basic
relations:
( ) ( ) ( ) ( )
0 0
cos d ; sin d
M M
t t
P h t t t Q h t t t
(4)
() () () ()
()
()
2 2
; arctg
Q
A P Q
P
+
(5)
For the invers conversion, from frequency diagram s of minimum phase systems to impulse
response, we start from the inverse Fourier transform:
() () { } () () ()[ ]
1
1 1
e d cos sin d
2 2
j t
h t H j H j P jQ t j t
1 ++
]
F
After few processing steps, we have:
( ) ( )
0
2
cos d h t P t
;
( ) ( )
0
2
sin h t Q t
(6)
Numeric calculus use finite limits for integrals:
Lecture 11: Linear systems. Part 2: Frequency domain models 13
() ( )
0
2
cos d
M
h t P t
;
() ( )
0
2
sin d
M
h t Q t
(7)
where
M
>
;
( ) 0
M
Q
>
. (8)
B. Non-parametric to non-parametric with parameters model conversion
The most used nonparametric model is the impulse response , h(t). The simplest
parameterization is the sampled form of the imp u lse response : h(iT
e
)
h(i),
0, 1 i n
.
0 ) (
n i
iTe h
Example: FIR filter. Let consider an ideal low pass filter, as in Fig. 1. The impulse response
of the filter is computed by the inverse Fourier transform of the frequency response of this
filter:
0
1.e pentru
( )
0 in rest
jt
t
H j
'
(1)
14 Signals and Systems. Complements
Figure 1: Frequency response of the ideal low pass filter
The impulse response, presented in Fig. 2, shows that the filter in physical unrealizable,
because it is non-causal: it responds before applying the input, at t=0. In order to obtain a
physical implementation we consider a finite observation rectangular window, w
R
(t), starting
from t = 0, as it is draw in Fig. 2. The observed answer is possible to FIR systems and under
digital implementation only. As effect, the response impulse is sampled and the set of
samples is
(0); (1); (2);...; ( );...; (2 ) h h h h M h M
(2)
and represented in Fig. 3. These samples represent the non-parametric model of FIR filter.
The transfer function of FIR filter is:
2
1 2 2
0
( ) (0) (1) (2) ... ( ) ... (2 ) ( )
M
M M k
k
H z h h z h z h M z h M z h k z
+ + + + + +
(3)
By considering an odd value for M, we have symmetry:
1
Lecture 11: Linear systems. Part 2: Frequency domain models 15
(0) (2 ); (1) (2 1);....., ( 1) ( 1) h h M h h M h M h M +
(4)
-5 0 5 10
0
0.2
0.4
0.6
0.8
1
h(t)
w
R
(t)
Figure 2: Impulse response and rectangular window
-1 0 1 2 3 4 5 6
-0.1
-0.05
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
h(0)
h(1)
h(2)
h(3)
h(4)
h(M)
h(2M)
T
e
M.T
e
h(k)
t
k
Figure 3: Impulse response of FIR filter
)
(1)
where the parameters which define the representation of the system are: : a
0
. a
1
, a
2
, a
N-1
.
The number of parameters is less than the number of numerical values from the initial
representation (the sampled impulse response). The choice of orthogonal functions, as in (1),
makes the simplification in the computing process of the N parameters a
i
. Taking Laplace
transform in (1) we obtain:
{ }
1 1
1
0 0
( ) .L ( ) ( )
N N
i i i
i i
H s a t a s
)
(2)
and the structure of the system is presented in Fig. 1
By choosing of the function system
{ } ( )
i
t
we obtain various parameterization solutions,
each with specific error of approximation of the initial nonparametric model. A simple
approximation solution of the impulse response is presented in Fig. 2.
Figure 1: The parameterization principle
Figure 2: Approximation by constant impulses of the impulse response model
Lecture 11: Linear systems. Part 2: Frequency domain models 17
Let consider the impulse response under a set of numerical values obtained by sampling
period T
e
. Because this data are accepted as initial parameters, then by choosing the width of
the rectangular functions
( )
i
t
equal with r.Te, it results a decreasing of number of
parameters of r times. The transfer functions
( )
i
z
are
( )
1
0
1
1
1
r
z
z
z
;
( )
( ) 1 1
1
1
1
, 2, 1
1
r
i r
i
z
z z i N
z
(3)
and the structure of the parameterized system is presented in Fig. 3.
Figure 3: The structure of the parameterized system by using the set function (3)
Other variants of parameterizations of non-parametric model use the approximation of the
impulse response by orthogonal poliynom, e.g. Laquerre polynoms. The functions
( ), 0, 1
i
s i n
are obtained by the filter bank of Fig.4.
Figure 4: Lagurre filter bank
For discrete time, the transfer functions of the filter bank are:
( )
1
1
0
1
1 z
z
r z
( )
1 1
1
1
1 1
1 1 c z z
z
c z c z
+
18 Signals and Systems. Complements
... (4)
( )
1
1 1
1
1
1 1
1 1
n
n
c z z
z
c z c z
_
+
,
The structure of the non-parametric model, under parameterizations of the (3), presented in
Fig. 5.
Figure 5: The structure of the parameterized system, with Laquerre polynoms
D. Non-parametric to parametric (transfer function) model conversion
The non-parametric frequency model to transfer function model conversion is considered.
The conversion procedure requires the following epochs:
1). Approximation of the logarithmic frequency diagram,
( )
dB
A
, by an asymptotic
diagram, linear on intervals. Linear segment are used with slopes of k.20 dB/dec, where
k=0,1,2,...
2). Based on obtained asymptotic diagram write the transfer function of the system , under the
minimum phase system.
3). Draw the phase diagram
( )
1
of the considered minimum phase system. By comparing
the initial phase diagram of the system,
( )
, with
( )
1
, two situations could appear:
3.a). Appropriate diagrams, including high frequencies; the transfer function is that of
stage (2);
3.b). The real diagram
( )
is below
( )
1
, with higher difference at high
frequencies; the system is of non-minimum phase, may having elements with dead time
Lecture 11: Linear systems. Part 2: Frequency domain models 19
and/or dynamic subsystems with rational transfer functions with zeros on right semi plane (all
pas filters, of order 1 or 2). Identification of the subsystems which generates only phases is
made based on diagram
( ) ( ) ( )
1
:
3.b.1). If
( ) lim
then the system has dead time;
3.b.2).
( ) lim
then some additional terms must be considered as
( )
a Ts
H s
a Ts
+
or
( )
2 2
2 2
2
2
a as s
H s
a as s
+ +
. Details could be found in [1].
6. Discretization of continuous-time systems
Two approaches are possible: (1) the use of pair sampler-holder; (2) analytic relation which
link variables s and z, which are independent variables of the transfer functions..
6.1. The sampler-holder approach
Let H(s) be the transfer function of time-continue system. By discretization, a discrete time
system is build, having sampled input-output signals u(k) and y(k). The time-discrete signal
u(k) is obtained by sampling. Because the system H(s) is time-continuous, a holder element is
used immediately after sampler. Thus, the input signal in the continue-time system is u(t). At
the output of the system, a virtual sampler is used, which generate the discrete time variable
y(k).
Figure 1: Time continue system (a) discretization by sampler-holder approach (b)
The reconstruction of the signal u(t) from sampled signal u(k) can be analyzed in two ways:
1). Ideal sampling (as theoretical reference), with u(t) output signal of the estimator;
2). Real case sampling (real case). The output of the estimator is
$
( ) ( ) u t u t
, and discrete
time system approximates the initial system, the approximation error being in strong link with
the reconstruction error of time-continue signal starting from discrete time one.
Case 1: The ideal reconstruction is made by an ideal low pass filter, with frequency diagram
of figure 2.
20 Signals and Systems. Complements
Figure 2: Ideal low pass filter (LPF) frequency diagrams
The frequency response and the impulse response of the low pass filter are
( )
, pentru
2
0, pentru
2
e
e
e
T
H j
'
>
and
( ) ( ) { } ( )
1
2
2
1
e d
2
1
e d sinc
2 2
e
e
j t
j t e
e
h t H j H j
t
T
F
(1)
This response reflects the non-causal character of the low pass ideal filter (i.e.
0
( ) 0
t
h t
<
), and thus the existence of finite error in discretization process.
The estimation elements used for time continue signal
( )
u t
, are composed of extrapolators,
with transfer function
( )
d
H z
, having input as
( ) u k
and output by
( ) y k
, is:
( ) ( ) ( ) { }
d E
H z H s H s Z
(2)
For zero-order holder, the response impulse is presented in Fig. 3 and has a transfer function
as
( ) ( ) { }
1 e
e
T s
E
H s L h t
s
(3)
The transfer function of the discrete system is
( ) ( )
( )
( )
1
1 e 1
1
s
e
T s
d
H z H s z H s
s
' ) ' )
Z Z
(4)
Lecture 11: Linear systems. Part 2: Frequency domain models 21
In order to evaluate the error of estimation, the frequency diagrams of zero-order extrapolator
and ideal low pass filter will be compared. The magnitude and phase diagrams, computed
from the frequency response,
( ) (1 e ) /
e
j T
E
H j j
,, are
( ) ( ) sinc
2
e
E E e
T
A H j T
,
( ) ( ) arg
2
e
E E
T
H j
(5)
As presented in Fig. 3 the approximation could be accepted only on the low frequency range.
Figure 3: Impulse response and frequency diagrams of the zero-order extrapolator
For first-order extrapolator, represented in Fig. 4, the impulse reasons could be approximate
by
( ) ( ) ( ) ( ) ( ) ( ) ( ) 2 2 2 2
E e e e e
h t u t t T t T r t r t T r t T + + +
(6)
where
( ) r t
is a triangular function with slope
e
T 1
. The transfer function of extrapolator is
then:
( ) ( ) { }
2
1 1 e
e
T s
e
E E
e
T s
H s h t
T s
_
+
,
L
(7)
22 Signals and Systems. Complements
Figure 4: Impulse response and frequency diagrams for the first -order extrapolator
The general expressions for magnitude and phase diagrams are:
( ) ( ) ( )
2
2
1 .sinc 2
E e e e
A T T T +
( ) arctg
E e e
T T +
(8)
Presented also in Fig. 4. The result shows the superiority of the first order extrapolator with
reference to the zero order.
6.2. Tustin method
The relation
e
e
sT
z
is processed as
2
2
2
2
1 1
1
e 1! 2 2! 2
e
1 1
1
e
1! 2 2! 2
e
e
e
sT
e e
sT
sT
e e
sT sT
z
sT sT
_
+ + +
,
_
+
,
L
L
(9)
Taking the first two terms from the series we obtain:
2
2
e
e
sT
z
sT
+
(10)
Selecting the variable s:
1
1
2 1
1
e
z
s
T
z
+
(11)
Lecture 11: Linear systems. Part 2: Frequency domain models 23
A bilinear transformation is obtained, which project the imaginary axis
s j
on the unit
ration circle
1 z
. The points of the right side of s semi plane are translated into the
interior of this circle. So, the method called Tustin consist n replacing the variable s from
transfer function H(s) by (11) :
( ) ( ) 1
1
2 1
1 e
z
s
T
z
H z H s
(13)
Example : Let be a first order system, with gain 1 and unit time constant. Using sampling
period as T
e
=0.2 s, the frequency diagrams are considered for frequencies up to
e
/2 for both
systems: the continuous and discretized one. As presented in figure, there are errors around
the limit
e
/2.
num = [1]; den = [1 1];
sys = tf(num,den);
Ts = 0.2;
i = 1; method = 'zoh'; sys_d1 = c2d(sys, Ts, method);
i = i+1; method = 'foh'; sys_d2 = c2d(sys, Ts, method);
i = i+1; method = 'tustin'; sys_d3 = c2d(sys, Ts, method);
w = 1e-2:0.01: pi /Ts;
bode(sys, w); hold on;
bode(sys_d1,w); hold on;
bode(sys_d2,w); hold on;
bode(sys_d3,w); hold off; grid;
legend('(1)-cont', '(2) d-zoh', '(3) d-foh', '(4)d-tustin');
24 Signals and Systems. Complements
Figure: Magnitude and phase diagrams for continuous-time (1) and discretized by (2) zero-
order (3) first order extrapolator; (4) Tustin
References
[1]. Emil Ceanga, Analiza si sinteza circuitelor si sistemelor, 2010.