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Prelude

I am writing an elaborate text on the relationship between the real and imaginary parts of a LTI causal system and how stability, causality and analyticity imposes various constraints on its magnitude response and the phase response. I am trying to explain three topics

  • Kramers Kronig Relationship
  • Bode's Gain-Phase Relationship
  • Hilbert Transform relationship

And finally, explain the connection between the three and their practical implications. This, I feel, is a much-needed text for people like me entering into this field. I have a list of questions, which I feel must come under the same context - please be patient in answering and kind enough to point out any mistakes.

Questions

The text, Kramers–Kronig Bode and the meaning of zero by John Bechhoefe, provides a short derivation of the gain-phase relation.

  1. What is the motivation behind taking the logarithm of the response function in deriving the gain-phase relation?

    Kramers Kronig (KK) relation requires only a causal system (analytic in the upper half of the complex $\omega$-plane) and does not talk about stability.

    The Bode's Gain Phase relation requires a minimum phase system with no zeroes in the upper half of the complex $\omega$-plane and for non-minimum phase it becomes an inequality. In other words, Bode's Gain-Phase relationship necessitates that the response function must obey KK relations.

  2. So, is the Gain-Phase relation a special case of KK relations accounting for stability too?

  3. Causality in time domain implies analyticity in frequency domain, vice-versa. Is my statement true?

  4. How are Hilbert transform relationship and KK relationship related? By Hilbert Transform relationship I mean the following (for a discrete case): $$ H_{Im}(\omega)=-\frac{1}{2\pi}\int_{-\pi}^\pi H_{Re}(\lambda)\cot(\frac{\omega-\lambda}{2})d\lambda. $$ For a given response function $H(\omega)=H_{Re}(\omega) +j H_{Im}(\omega)$.

  5. How do these relationships extend to higher dimensions? (for images and videos).

Thank you for your patience.

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3 Answers 3

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  1. I believe the motivation is to make the math easier. Without the logarithm, you have $G(\omega)=|G(\omega)|e^{j\angle G(\omega)}$. By taking the logarithm, you have $\ln G(\omega)=\ln |G(\omega)|+j\angle G(\omega)$; by removing the exponential function and turning it into a sum, the relationship between $|G(\omega)|$ and $\angle G(\omega)$ becomes much easier to handle.

    KK only requires causality and linearity. Bode is more strict because it also requires no zeros in the upper half of the plane (but make sure to look at note 16 in the paper).

  2. As far as I can see, the value of the real part of the zeros is irrelevant; only their existance matters. So, stability is not really involved in this analysis at all.

  3. The implication (causal -> analytic half plane) is true. I believe the "vice versa" (iff) is only true for stable systems, but I'm not 100% sure.

I don't know the answers to your questions 4 and 5.

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Selected answers for the ones I know

(1.) The Bode gain-phase relation gives the relationship for one possible realization of the system. The minimum phase constraint "nails it down", so to speak and determines the phase response if the magnitude response is known. However, it is not the only physically realizable system that has said magnitude response, just the one with minimum phase. In other words, the magnitude response does not uniquely identify the system. This book is an excellent reference that will probably answer all 5 questions you have.

(4.) As far as I understand, confirmed by this, The Kramers-Kronig relations are simply stating that the real and imaginary parts of the frequency response function form a Hilbert transform pair.

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The Kramer-Kronig (KK) relations state that for ALL linear, causal and stable systems, the real and imaginary components of the Fourier Transform are related by the Hilbert Transform. For $h(t)$ and $H(f)$ as a Fourier Transform pair:

$$h(t) \leftrightarrow H(f)$$

If $h(t)$ is one-sided (causal) and stable (which means all poles of the Laplace Transform are in the left half plane), then $H(f)$ MUST be complex as:

$$H(f)= H_R(f)+jH_I(f)$$

Where $H_R$ and $H_I$ refer to the real and imaginary components of $H(f)$ respectively.

And further (as given by KK) the imaginary component $H_I(f)$ is related to the real component $H_R(f)$ via the Hilbert Transform as follows:

$$H_I(f) = -\mathscr{H}\{H_R(f)\} \tag{1} \label{1}$$

The above relationship is easy to show quite intuitively by decomposing $h(t)$ into even and odd waveforms and following the Fourier Transform properties for such waveforms (the transform of an even real waveform in time will be real in frequency while the transform of an odd real waveform in time will be imaginary in frequency). For further explanation please see this write-up. From that we deduce that equation \ref{1} always holds as long as the system is linear, causal and stable (but not otherwise).

Meanwhile the Bode relations state that for ONLY minimum phase linear, causal and stable systems the magnitude and phase are also related by the Hilbert Transform as follows:

$$\phi(f) = -\mathscr{H}\{|H(f)|)\} \tag{2} \label{2}$$

Interesting! And why the restriction to being minimum phase since we already know the real and imaginary components are related by equation \ref{1}??

This too is straight-forward and can be shown to be intuitive assuming we have a knowledge of poles and zeros and how that relates to minimum phase systems (specifically that all poles and zeros must ber in the left half plane to be minimum phase, and all poles must be in the left half plane to be causal and stable; see DSP.SE#2241 for more details), and as long as we believe what has been told to us by KK. First we can see how the relationship in equation \ref{2} is established, and then from that ask if we still meet the conditions established for KK.

Equation \ref{2} comes from describing the complex $H(f)$ in polar form (magnitude and phase) as follows:

$$H(f) = |H(f)|e^{j\phi(f)}$$

If we were to take the natural log of $H(f)$, this would allow us to isolate the magnitude and phase components, but note that it is also describing another system, which I will refer to as $G(f)$:

$$G(f) = \ln(H(f)) = \ln(|H(f)|e^{j\phi(f)}) = \ln(|H(f)| + j\phi(f)$$

Interesting again! We have created a system with real and imaginary components:

$$G(f) = G_R(f) + j G_I(f)$$

Where $G_R(f) = \ln(|H(f)|$ and $G_I(f) = \phi(f)$

So IF $G_R(f)$ is stable and causal, then we have from KK the relationship similar to equation \ref{1}:

$$G_I(f) = -\mathscr{H}\{G_R(f)\} $$

Resulting in equation \ref{2}!

So here's the catch: We took the natural log of $H(f)$, and $H(f)$ specifically is the evaluation of the Laplace Transform $H(s)$ with $s=j\omega$. The system is characterized by $H(s)$ and notably by the location of its poles and zeros on the complete s-plane. If the poles are in the left-half plane and the system is causal, then it is also stable. If the zeros are also in the left-half plane, the system is minimum phase. If we consider the other system $G(s)$ given by $G(s)=\ln(H(s)$); the locations where $H(s)$ has poles will also be poles in $G(s)$ (as $\lim_{x\rightarrow\infty}\ln(x) = \infty$), but for the locations where $H(s)$ has zeros, those will become poles in $G(s)$! (since $\lim_{x\rightarrow 0}\ln(x) = \infty$). So there you have it! If $H(s)$ did have any zeros in the right half plane (meaning it is NOT minimum phase), then $\ln(H(s)$ will have poles in the right half plane and therefore is not a causal stable system, so doesn't meet the conditions for KK.

Note: I used Laplace and s-plane describing continuous-time systems, but the explanation above holds for discrete time systems as well using $H(z)$ and $G(z)$ and inside/output the unit circle on the z-plane instead of in the left half / right half plane of the s-plane.

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