Minimum-Phase Systems

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Content and Figures are from Discrete-Time Signal Processing, 2e by Oppenheim, Shafer, and Buck, ©1999-2000 Prentice Hall
Inc.
 Minimum-Phase System
• A system with all poles and zeros inside the unit circle
• Both the system function and the inverse is causal and stable
• Name “minimum-phase” comes from the property of the phase
– Not obvious to see with the given definition
– Will look into it
• Given a magnitude square system function that is minimum
phase
– The original system is uniquely determined
• Minimum-phase and All-pass decomposition
– Any rational system function can be decomposed as
Hz   Hmin z Hap z 

Copyright (C) 2005 Güner Arslan TT3313 BBH 2

 Example 1: Minimum-Phase System
• Consider the following system
1  3z 1
H1 z 
1
1  z 1
2
• One pole inside the unit circle:
– Make part of minimum-phase system
• One zero outside the unit circle:
– Add an all-pass system to reflect this zero inside the unit circle
1 1
1 z
1  3z 1 1  1 1  1 1
 1
H1 z   3 z    3 z  3
1 1 1 1  3 1 3 1 1
1 z 1 z 1  z 1  1 z
2 2 2 3
 1 1  1 1 
 1  z  z  
H1 z   3 3  3   H zH z
min ap
 1  1 z 1  1  1 z 1 
  
 2  3 
Copyright (C) 2005 Güner Arslan TT3313 BBH 3
 Example 2: Minimum-Phase System
• Consider the following system
 3 j / 4 1  3  j / 4 1 
 1  e z  1  e z 
2 2
H2 z     
1
1  z 1
3
• One pole inside the unit circle:
• Complex conjugate zero pair outside the unit circle
 3 j / 4 1  3  j / 4 1 
 1  e z  1  e z 
 2   2 
H2 z  
1
1  z 1
3
3 j / 4 3  j / 4  2  j / 4  2 
e e  e  z 1  e j / 4  z 1 
2 2 3  3 

1
1  z 1
3
Copyright (C) 2005 Güner Arslan TT3313 BBH 4
 Example 2 Cont’d

9  2  j / 4  2   2  j / 4 1  2 j / 4 1 
 e  z 1  e j / 4  z 1  1  e z 1  e z 
4 3  3 3 3
H2 z      
1  2  j / 4 1  2 j / 4 1 
1  z 1 1  e z 1  e z 
3  3  3 
9 2  j / 4 1  2   2  j / 4  2 
1  e z 1  e j / 4z 1   e  z 1  e j / 4  z 1 
4 3 3 3  3
H2 z       
1  2  j / 4 1  2 j / 4 1 
1  z 1 1  e z 1  e z 
3  3  3 

H2 z  Hmin zHap z 

Copyright (C) 2005 Güner Arslan TT3313 BBH 5

 Frequency-Response Compensation
• In some applications a signal is distorted by an LTI system
• Could filter with inverse filter to recover input signal
– Would work only with minimum-phase systems
• Make use of minimum-phase all-pass decomposition
– Invert minimum phase part
• Assume a distorting system Hd(z)
• Decompose it into
Hd z   Hd,min z Hd,ap z 
• Define compensating system as
1
Hc z 
Hd,min z
• Cascade of the distorting system and compensating system

1
Gz  Hc zHd z  Hd,min zHd,ap z  Hd,ap z
Hd,min z

Copyright (C) 2005 Güner Arslan TT3313 BBH 6

 Properties of Minimum-Phase Systems
• Minimum Phase-Lag Property
– Continuous phase of a non-minimum-phase system

        
arg Hd ej  arg Hmin ej  arg Hap ej
– All-pass systems have negative phase between 0 and 
– So any non-minimum phase system will have a more negative
phase compared to the minimum-phase system
– The negative of the phase is called the phase-lag function
– The name minimum-phase comes from minimum phase-lag
• Minimum Group-Delay Property
        
grd Hd ej  grd Hmin ej  grd Hap ej
– Group-delay of all-pass systems is positive
– Any non-minimum-phase system will always have greater group
delay

Copyright (C) 2005 Güner Arslan TT3313 BBH 7

 Properties of Minimum-Phase System
• Minimum Energy-Delay Property
n n

 hk   h k 
2 2
 min
k 0 k 0
– Minimum-phase system concentrates energy in the early part
• Consider a minimum-phase system Hmin(z)
• Any H(z) that has the same magnitude response as Hmin(z)
– has the same poles as Hmin(z)
– any number of zeros of Hmin(z) are flipped outside the unit-circle
• Decompose one of the zeros of Hmin(z)

Hmin z  Qz 1  zk z1 
• Write H(z) that has the same magnitude response as

Hz  Qz z1  zk 
• We can write these in time domain

hminn  qn  zk qn  1 hn  qn  1  zk qn

Copyright (C) 2005 Güner Arslan TT3313 BBH 8

 Derivation Cont’d
• Evaluate each sum

 hk    qk  1  z q k  1qk   z qk  1q k   z 

n n
qk 
2 2    2 2
k k k
k 0 k 0

 h k    qk   z q k  1qk   z qk  1q k   z 

n n
qk  1
2 2    2 2
min k k k
k 0 k 0

• And the difference is

n

 hk 
k 0
2
n

k 0
2

  hmin k   zk  1  qk   qk  1
2
 
n

k 0
2 2
  z k
2

 1 qn
2

• Since |qk|<1
n n

 hk    hmink 
2 2

k 0 k 0

Copyright (C) 2005 Güner Arslan TT3313 BBH 9