bilinear+prewarping

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    The bilinear transform (also known as Tustin's

    method) is used in digital signal processing and

    discrete-time control theory to transform continuous-

    time system representations to discrete-time and viceversa.

    The bilinear transform is a special case of a conformal

    mapping (namely, the Mbius transformation), often

    used to convert a transfer function of a linear, time-

    invariant (LTI) filter in the continuous-time domain

    (often called an analog filter) to a transfer function

    of a linear, shift-invariant filter in the discrete-timedomain (often called a digital filteralthough there are

    analog filters constructed with switched capacitors that

    are discrete-time filters). It maps positions on the

    axis, , in the s-plane to the unit circle, , in

    the z-plane. Other bilinear transforms can be used to

    warp the frequency response of any discrete-time linear

    system (for example to approximate the non-linearfrequency resolution of the human auditory system) and

    are implementable in the discrete domain by replacing a

    system's unit delays with first orderall-pass filters.

    The transform preserves stability and maps every point

    of the frequency response of the continuous-time filter,

    to a corresponding point in the frequencyresponse of the discrete-time filter, although to a

    somewhat different frequency, as shown in the

    Frequency warping section below. This means that for

    every feature that one sees in the frequency response of

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    the analog filter, there is a corresponding feature, with

    identical gain and phase shift, in the frequency response

    of the digital filter but, perhaps, at a somewhat different

    frequency. This is barely noticeable at low frequenciesbut is quite evident at frequencies close to theNyquist

    frequency.

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    Di c - i pp xi i

    The bili eartransform is a first order approximation of

    the nat rallogarithm function thatis an exact mapping

    ofthe z-plane to the s-plane. When the Laplacetransformis performed on a discrete-time signal (witheach element ofthe discrete-time sequence attached to a

    correspondingl delayed unitimpulse), the resultis

    precisely the Z transform ofthe discrete-time sequence

    with the substitution of

    where is the sample time (the reciprocal ofthesampling frequency) ofthe discrete-time filter. The

    above bilinear approximation can be solved for or a

    similar approximation for can be

    performed.

    The inverse ofthis mapping (and its first-order bilinear

    approximation) is

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    The bilinear transform essentially uses this first order

    approximation and substitutes into the continuous-time

    transfer function,

    That is

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    Stability and minimum hase ro erty reserved

    A continuous-time causal filter is stable if thepoles of

    its transfer function fall in the left half of the complexs-

    plane. A discrete-time causal filter is stable if the polesof its transfer function fall inside the unit circle in the

    complex z-plane. The bilinear transform maps the left

    half of the complex s-plane to the interior of the unit

    circle in the z-plane. Thus filters designed in the

    continuous-time domain that are stable are converted to

    filters in the discrete-time domain that preserve that

    stability.

    Likewise, a continuous-time filter is minimum-phase if

    the zeros of its transfer function fall in the left half of

    the complex s-plane. A discrete-time filter is minimum-

    phase if the zeros of its transfer function fall inside the

    unit circle in the complex z-plane. Then the same

    mapping property assures that continuous-time filtersthat are minimum-phase are converted to discrete-time

    filters that preserve that property of being minimum-

    phase.

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    Ex pl

    As an example take a simple low-passRC filter. This

    continuous-time filter has a transfer function

    If we wish to implementthis filter as a digital filter, wecan apply the bilineartransform by substituting forsthe

    formula above; after some reworking, we getthe

    following filter representation:

    The coefficients ofthe denominator are the 'feed-backward' coefficients and the coefficients ofthe

    numerator are the 'feed-forward' coefficients used to

    implement a real-time digital filter.

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    Frequenc warping

    To determine the frequency response of a continuous-

    time filter, the transfer function is evaluated at

    which is on the axis. Likewise, to determine thefrequency response of a discrete-time filter, the transferfunction is evaluated at which is on the unit

    circle, . When the actual frequency of is inputto

    the discrete-time filter designed by use ofthe bilinear

    transform, itis desired to know at what frequency, ,

    forthe continuous-time filterthatthis is mapped to.

    This shows that every point on the unit circle in thediscrete-time filter z-plane, is mapped to a point

    on the axis on the continuous-time filter s-plane,

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    . Thatis, the discrete-time to continuous-time

    frequency mapping ofthe bilineartransform is

    and the inverse mapping is

    The discrete-time filter behaves at frequency the same

    way thatthe continuous-time filter behaves at frequency

    . Specifically, the gain and phase shiftthatthe discrete-time filter has at frequency is the same

    gain and phase shiftthatthe continuous-time filter has

    at frequency . This means that every

    feature, every "bump" thatis visible in the frequencyresponse ofthe continuous-time filteris also visible in

    the discrete-time filter, but at a different frequency. For

    low frequencies (thatis, when or ),.

    One can see thatthe entire continuous frequency range

    is mapped onto the fundamental frequency interval

    The continuous-time filter frequency correspondsto the discrete-time filter frequency and the

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    continuous-time filter frequency correspond to

    the discrete-time filter frequency

    One can also see thatthere is a nonlinear relationship

    between and This effect ofthe bilineartransform iscalledfrequency warping. The continuous-time filtercan be designed to compensate forthis frequency

    warping by setting for every frequency

    specification thatthe designer has control over (such as

    corner frequency or center frequency). This is called

    pre-warpingthe filter design.

    The main advantage ofthe warping phenomenon is the

    absence of aliasing distortion ofthe frequency response

    characteristic, such as observed with Impulse

    invariance. Itis necessary, however, to compensate for

    the frequency warping by pre-warping the given

    frequency specifications ofthe continuous-time system.

    These pre-warped specifications may then be used inthe bilineartransform to obtain the desired discrete-time

    system.