A Brief Guide to Transfer Functions, Poles and Zeroes.

Transfer Functions
What is a transfer function? It's just the gain of a linear system that is, the ratio of the output signal to the input signal, expressed as a function of frequency. Quite often, we think of the transfer function as the actual algebraic expression describing this ratio. In general, the transfer function is complex-valued, as we shall see. Let's take the familiar case of a simple RC low-pass filter, which is a potential divider with one reactive and one resistive element. Using simple conventional circuit analysis techniques, we have the following:

Vin

Vout

Vout Vin

1 1 jC = = 1 1 + jRC +R jC

Note that this is a complex function. As a convenience, it's a little easier to manipulate expressions if we make the substitution s = j ; this simply hides all the j values. Of course, to evaluate the expression at some frequency, we will eventually have to do some complex manipulations. Note that we specify 1 and the impedances of reactive elements via the substitutions C sC L sL . Then we get (equivalent to the previous expression, of course)

Vout 1 (this is the transfer function) = Vin 1 + sRC where s = j represents a steady state (i.e. constant amplitude) sinusoidal frequency. H ( s) =
In the previous case, we assumed that s (= j) was purely imaginary. Could s also have a real component? It turns out that we can generalise to s = j + with validity. If so, what does this mean? For a given frequency s, we can +)t represent the signal by the expression v(t) = Aest. Since e(j = ej te t, A Brief Guide to Transfer Functions, Poles and Zeroes Page 1

s, the Complex Frequency Variable

this can be interpreted as a sinusoidal part of constant amplitude (e ), t multiplied by a growing or decaying exponential (e ). That is, something that looks like:

j t

or

So s can be viewed as a more general complex frequency variable. The normal frequencies we think of (as might be produced by a sinusoidal signal generator) are where s = j (that is, = 0). This sort of analysis is usually arrived at via Laplace transforms, which specifically deal with the transient response of a circuit (that is, its time domain behaviour). In this shortcut we have swept a few things under the carpet, but we can use the results quite simply if we stick to the frequency domain.

H(s) its Form and Meaning

Notice that the algebraic form of H(s) in our simple example arose naturally from the circuit analysis. In the general case, it looks like this:

H ( s) =

N ( s ) a 0 + a1 s + a 2 s 2 + ...a m s m = D ( s ) b0 + b1 s + b2 s 2 + ...bn s n

This transfer function is a ratio of two real polynomials in s, and is referred to as being of order n (the order of the denominator). Alternatively, if it doesn't arise naturally, then any real system H(s) can at least still be approximated by such an expression. For example, we might have a system such as a transmission line with distributed circuit elements which, in theory, could be described by an infinite number of discrete elements. (Of course, this is just mathematics; any function can be approximated by an expression like that above, to whatever accuracy we like, provided enough terms are used.) For H(s) to be realisable (that is, able to be made with standard circuit elements) the ai and bi must be real, and n m, in general. Some examples of transfer functions might be:

s4 + 3.2s3 + s2 + 1 s5 s 4 + s3 + s 2 + s + 1 H (s ) = s2 + 2s + 1 H (s) =

(order 5, realisable) (order 2, not realisable)

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Now H(s) describes the complex frequency response; that is, for any given frequency s = j +, H(s) is a complex quantity which, if considered in polar form, gives the magnitude of the gain and the phase shift of the system (or, if considered in rectangular form, the so-called in-phase and quadrature gains).
Imaginary magnitude "quadrature" phase Real "in phase" H(s)

The following may help you to visualise the in-phase and quadrature gains of a system: if a linear system has an input vin = 1sin( t) that is, a peak amplitude of 1 at frequency , then the output can always be written in the form vout = Asin( t + ), where A is the magnitude of the gain and is the phase shift at frequency . The output can also be represented in the form vout = A1sin( t) + A2cos( t). The in-phase gain is then A1, and the quadrature gain is A2. Notice that the in-phase part (that is, A1sin( t)) is in phase with the input, while the quadrature component is shifted by 90. (In communications and signal processing disciplines, the in-phase and quadrature components of a signal are often denoted as I and Q.)

Poles and Zeroes.

Simple mathematics tells us that we can always factorise H(s) like this:

H ( s) =

a m ( s z1 )( s z 2 )... bn ( s p1 )( s p2 )...

where the complex numbers pi are called the poles and the zi are the zeroes. Of course, they are simply the roots of N(s) and D(s). So, H(s) is, apart from a a real constant multiplying factor m , completely defined by the collection bn of poles and zeroes. The above factorisation gives us some insight into how H(s) behaves you must remember that it is a complex function of a complex variable, so it is not easy to imagine. However, visualising some aspects of it is not too hard. Note that

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|H(s)| = 0 at zeroes (zero gain), and |H(s)| = at poles (infinite gain). This is easily visualised via a "rubber sheet" (or "circus tent") model. Imagine that the magnitude of H(s) is represented as a sheet of rubber, a surface whose height (value) at any place is a function of the two variables j and . At poles, a sharp spike pushes upward stretching the surrounding surface with it, and at zeroes a spike pushes downward, similarly distorting the surface. The analogy probably works best if the logarithm of the magnitude of the gain is taken (e.g. using decibels); the shapes of the regions near poles and zeroes are then the same, extending upward and downward to infinity. This is demonstrated in the figure below, which shows a surface plot whose height is proportional to log(|H(s)|) in a system with 3 poles and 2 zeroes. Of course, the heights of the peaks and troughs extend in principle to
Log(|H(s)|) s=j

3 poles
s=

2 zeroes

The magnitude of the "normal" (i.e. steady state) frequency response is found by evaluating H(s) (that is, slicing the sheet) along the imaginary (s = j) axis. It is generally not too difficult to visualise the shape of the rubber sheet as we move from = 0 to = , and identify the main peaks and dips occurring as we move in the vicinity of the various poles and zeroes. Note also that any real polynomial can be factorised as the product of real quadratic polynomials. Thus H(s) can always be factorised as the product of second (and/or first) order functions thus:
d 0 + d1s + d 2 s 2 f 0 + f1 s + f 2 s 2 ... H ( s) = 2 e + e s + e s2 2 g 0 + g1 s + g 2 s 0 1

The individual second order factors are referred to as biquadratic (that is, the ratio of two quadratic) functions. Since the roots of quadratics come in complex conjugate pairs, poles and zeroes come in complex conjugate

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pairs, unless they are real. For example, in the s-plane, pole-zero pairs might appear as shown below, in the pole-zero diagram. Note the notation for poles (crosses) and zeroes (circles). This pole-zero diagram is for the same system as the surface plot of |H(s)| shown above. In effect we are just looking down on the rubber sheet.
S = j
w

zero pair

S=

pole

pole pair

Note the various regions of the s-plane and the types of signals they represent:
s = j

on axis < 0; decaying

on axis > 0; growing

s=

To be stable, a system must have its poles in the left-half plane only. Zeroes can be anywhere. The following two quantities are also useful:

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Pole frequency: Pole Q factor:

p = Re( p)2 + Im( p)2

Qp = p 2 Re( p)

(distance from s = 0)

Geometric/Graphical Evaluation of H(s)

The rubber sheet model is great for visualising the magnitude of the gain, but it is not exactly quantitative, and does not give any idea of the phase. Fortunately, we can use a geometric technique to evaluate the behaviour of both the magnitude and gain of H(s) along the steady-state frequency axis s = j. We draw lines connecting s = j (that is, the current value of steadystate frequency) to each of the poles and zeroes of H(s). From the rules for manipulation of complex numbers, the magnitude of H(s) is related to the lengths of these lines, and the phase of H(s) to the angles they make with the (s = ) axis. For example, for a transfer function H(s) with 3 poles P1, P2 and P3, we might have the following pole-zero diagram:
s = j

P2
2

R2 R1
1

P1

R3

s=

P3

R1, R2 and R3 are the distances from a specific value of s to the poles. 1, 2 and 3 are the angles between these lines and the real axis (remember anticlockwise is positive in the complex number plane, starting from the east-facing direction).
Since A(cos + jsin) = Aej , the rules are:

when multiplying complex numbers, multiply magnitudes, add phases, when dividing complex numbers, divide magnitudes, subtract phases.

Now

H ( s) =

1 , hence ( s p1 )( s p 2 )( s p3 )

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H ( s) =
and

1 R1 R2 R3

arg(H(s)) = -1 -2 -3

If they had been zeroes instead of poles, then

H ( s ) = R1 R2 R3

and

arg(H(s)) = + 1 + 2 + 3

In summary: For the magnitude, multiply by the distances to the zeroes and divide by the distances to the poles. For the phase shift, add the angles subtended at the zeroes and subtract the angles subtended at the poles. Example 1: A system has two poles at 2 j and a single zero at 1 +0j. What is the magnitude and phase shift of the gain at (a) = 0 and (b) = 3 rad/sec? (Assume that the constant multiplying factor in the transfer function is 1.) The basic pole-zero diagram looks like this:
s = j

= 3 rad/sec -2 +1j

-1+0j

=0

s=

-2 -1j

The construction lines, lengths and angles for the two values of look like this:

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s = j

s = j

R = 2 2 + 22 = 2.83
= tan-1(2/2) = 45 = tan (-1/2) = -26.6
-1

R = 2 + 1 = 2.24
2 2

R = 22 + 42 = 4.47

=0

R = 12 + 32 = 3.16
= tan-1(3/1) = 71.6
s= s=

R= 1 = tan-1(1/2) = 26.6 = tan-1(4/2) = 63.4

Following our rules, the results are thus: a) At = 0: Magnitude =

1.00 =0.2, 2.24 2.24

phase = +0 26.6 (-26.6) = 0.

b) At = 3 rad/sec. 3.16 Magnitude = =0.250, 2.83 4.47

phase = +71.6 63.4 45 = -36.8.

Example 2: What does the pole-zero diagram for a simple RC low-pass filter look like? Can we use it to simply predict the filters behaviour? The transfer function is:

1 1 1 RC H ( s) = = RC = 1 1 1 + sRC + s ( s ( )) RC RC
Note that we have rearranged the equation to have factors of the form (s p)..etc. From this we can see that there is a pole at s = -1/RC; that is, the pole-zero diagram looks like this:

j
s = -1/RC

Now consider the frequency response as we move along the s = j axis. Using the rules above, we can see that: At s = 0, the phase shift is zero, The magnitude is a maximum (in fact,

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the magnitude of the transfer function is 1. Why?). As s , the phase shift -90 degrees, and the magnitude 0. For large values of s, the magnitude behaviour approximates 1/s; that is, -20 dB/decade or -6dB/octave.

It is also not too hard at this point to geometrically derive the equations for the magnitude and gain as a function of frequency. Try this as an exercise. In general: If s is at a large distance from a group of n poles, there is a -6n dB/octave or -20n dB/decade falloff with distance from the group. If there are n poles and m zeroes near each other, the asymptotic falloff at large distances is -20(n-m) dB/decade or -6(n-m) dB/octave. This is referred to as the ultimate attenuation rate. If there are n poles and m zeroes near each other, the asymptotic phase shift at large distances is 90(n-m) degrees. If n = m then the poles and zeroes tend to cancel (that is, H(s) 1) until we get near them, at which point the relative distances to each pole and zero become significantly different. What do we mean by "near" or "far away"? Basically, if the distance to a group of poles or zeroes is large compared to the separation of the poles or zeroes, then we get near the asymptotic behaviours outlined above. In the case of a single pole or zero, we would compare the distance with the distance of the pole or zero from the origin.

Exercises:
1. For each of the following four cases, what happens to H(s) as s moves along the imaginary axis? Qualitatively plot the magnitude and phase shift, and estimate the ultimate attenuation rate.
j j

two zeroes at origin

2.

Calculate the poles and zeroes and draw pole-zero diagrams for the following transfer functions:

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1 , 2 s + 2s + 1

s2 1 , s3 + s2 + s + 1

4s2 (s2 + 1) 3(s + 0.5)

3. (a) (b) (c)

Calculate the transfer function of systems with the following poles and zeroes (assume the constant gain multiplying factor is 1): poles at s = -2 + 0j, -5 + 0j, zeroes at s = 0 poles at s = -1 j, zeroes at 1 j poles at s = -1 +0j, -1 +0j, zeroes at s = 0 2j

4. For the transfer function (in ratio-of-polynomials form) of a stable system, the coefficients of the denominator are always positive. Why?

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Further resources: Note: If you are hunting down material on transfer functions and poles and zeroes (particularly on web sites), take note of the following: Poles and zeroes also appear in the context of digital signal processing (DSP), which, although related to the analog material here, has a different treatment. Take care not to become confused between the two. Specifically, the DSP material deals with concepts such as the z-plane and z-transform. At this stage this is not of interest to us. It is common to find the notation T(s) or G(s) (rather than H(s)) for analog transfer functions, and H(z) for digital transfer functions. The complex frequency variable is sometimes called p rather than s in analog transfer functions.

Graphical interpretation of poles and zeroes: http://www.chem.mtu.edu/~tbco/cm416/PolesAndZeros.html A Java applet which lets you interactively drag poles and zeroes in a 2ndorder system and observe the effect: http://www.nst.ing.tu-bs.de/schaukasten/polezero/en_idx.html A more comprehensive Java applet which lets you add/remove/drag poles and zeroes. Great for visualizing filters. http://www-es.fernuni-hagen.de/JAVA/PolZero/polzero.html Discussion of the transfer function of a seismograph! http://www.geophys.unistuttgart.de/seismometry/man_html/node9.html Angelo and Papoulis: Pole-zero patterns in the analysis and design of loworder systems. (TK3226.A63, 1 copy in library) Sedra and Smith: Microelectronic Circuits: Sect 7.1 (intro, Bode plots), Sect11.2 (more advanced material, useful for later filter topics).
TransferFunctions.doc rev 16-Jan-02 2:39 PM

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