Given a LTI-system $$y[n]=x[n]-2x[n-1]+y[n-1]- \frac{8}{9}y[n-2]$$

The transfer function $H(z)$ is: $$H(z) = \frac{1-2z^{-1}}{1-z^{-1}+ \frac{8}{9} z^{-2}} $$

How do I calculate the amplitude transfer function so I can plot a Bode diagram like this? (in hand, not in MATLAB)

enter image description here

I thought that I should substitue $z=e^{j\omega}$ in $H(z)$, but it doesn't seem to be right. I hope you guys can help me out.

  • $\begingroup$ Your method is right. Just plug $z=e^{j\omega}$ into the (stable) system's Transfer function $H(z)$. Then you should simplify the expressions, then compute the magnitude of it and insert into $20 \log_{10}(\cdot)$ $\endgroup$ – Fat32 May 29 '16 at 22:45
  • $\begingroup$ It might also be useful to recall Euler's formula $\text{e}^{j \omega} = \cos(\omega) + j \sin(\omega)$ for computing the the response. $\endgroup$ – Arnfinn May 29 '16 at 23:37
  • $\begingroup$ possible dup of this question. i have an answer that takes it a little different in that it has better numerical properties for low frequency and is simplified to as simple as it can get for a biquad (which this is). $\endgroup$ – robert bristow-johnson May 30 '16 at 2:57

There are many algebraic paths to get into the required expression some of them being long and tedious, while the others being shorter with a carefully choosen route.

Given : $$H(z) = \frac{ 1 - 2z^{-1} }{1 - z^{-1} + \frac{8}{9}z^{-2} }$$

To evaluate the corresponding Bode-Plot, by hand, we need to first derive the expression called as the Frequency Spectrum Magnitude $\lvert H(e^{j\omega})\rvert$ of $H(z)$, provided that the system is stable (i.e.all poles of $H(z)$ inside unit circle) And then compute:

$$20\log_{10}\left(\lvert H(e^{j\omega})\rvert\right),$$ to get the Magnitude in dB scale.

Let's proceed into the first step and plug $e^{j\omega}$ into $H(z)$ to get Frequency Response: $$H(e^{j\omega}) = \frac{ 1 - 2e^{-j\omega} }{1 - e^{-j\omega} + \frac{8}{9}e^{-2j\omega} }$$

As this is a complex valued rational fraction expression, it is equal to: $$H(e^{j\omega}) = \frac{P(e^{j\omega})}{Q(e^{j\omega})}$$

And from complex algebra, the magnitude of $H(e^{j\omega})$ is equivalent to: $$ \lvert H(e^{j\omega})\rvert = \frac{\lvert P(e^{j\omega})\rvert}{\lvert Q(e^{j\omega})\rvert}$$

Hence we need to compute the absolute values of the numerator and denumerator expressions, where the absolute value of a complex number is understood as: $$z=a+jb \implies \lvert z\rvert=(a^2+b^2)^{0.5}$$

Lets elaborate the Numerator: \begin{align} P(e^{j\omega}) &= 1 - 2e^{-j\omega} = \left(1-2\cos(\omega)\right) + j\left(2\sin(\omega)\right)\\ \lvert P(e^{j\omega})\rvert &= \left[\left(1-2\cos(\omega)\right)^2 + \left(2\sin(\omega)\right)^2\right]^{0.5}\\ \lvert P(e^{j\omega})\rvert &= \left[1+4\cos^2(\omega)-4\cos(\omega) + 4\sin^2(\omega)\right]^{0.5}\\ \lvert P(e^{j\omega})\rvert &= \left[5-4\cos(\omega)\right]^{0.5}\\ \end{align}

Also elaborate the Denumerator (Denominator I mean!): \begin{align} Q(e^{j\omega}) &= 1 - e^{-j\omega} + \frac 89 e^{-2j\omega} = e^{-j\omega} \left(e^{j\omega} - 1 + \frac 89 e^{-j\omega}\right)\\ \lvert Q(e^{j\omega})\rvert&=\lvert e^{-j\omega}\rvert\cdot \bigg\lvert \left(e^{j\omega} - 1 + \frac 89 e^{-j\omega}\right)\bigg\rvert\\ \lvert Q(e^{j\omega})\rvert&=\bigg\lvert \left(e^{j\omega} - 1 + \frac 89 e^{-j\omega}\right)\bigg\rvert\\ \lvert Q(e^{j\omega})\rvert&=\left[\left(\cos(\omega) - 1 + \frac 89 \cos(\omega)\right)^2 + \left(\sin(\omega) - \frac 89\sin(\omega)\right)^2\right]^{0.5}\\ \lvert Q(e^{j\omega})\rvert&=\left[\left(\frac{17}{9}\cos(\omega) - 1\right)^2 + \left(\frac 19 \sin(\omega)\right)^2\right]^{0.5}\\ \end{align}

As there seems no more useful simplifications, we can deduce $\lvert H(e^{j\omega})\rvert$ as: $$\lvert H(e^{j\omega})\lvert = \frac{\left[5-4\cos(\omega)\right]^{0.5}}{\left[\left(\frac{17}{9}\cos(\omega) - 1\right)^2 + \left(\frac 19\sin(\omega)\right)^2\right]^{0.5}}$$

The Bode plot takes the logarithm of this to produce the graph: $$\begin{align} \lvert H(e^{j\omega})\rvert_\text{dB} & \triangleq 20 \log_{10}\left(\lvert H(e^{j\omega})\rvert\right) \\ & = 20 \log_{10}\left(\frac{\left[5-4\cos(\omega)\right]^{0.5}}{\left[\left(\frac{17}{9}\cos(\omega) - 1\right)^2 + \left(\frac 19\sin(\omega)\right)^2\right]^{0.5}}\right)\\ & = 10 \log_{10}\left(\frac{5-4\cos(\omega)}{\left(\frac{17}{9}\cos(\omega) - 1\right)^2 + \left(\frac 19\sin(\omega)\right)^2}\right) \\ & = 10 \log_{10}\left(5-4\cos(\omega)\right) - 10 \log_{10}\left(\left(\tfrac{17}{9}\cos(\omega) - 1\right)^2 + \left(\tfrac 19\sin(\omega)\right)^2\right)\\ \end{align}$$

Which produces the same graph when compared with freqz([1 -2],[1 -1 8/9]) function of MATLAB to produce discrete time frequency response plot, for a linear frequency axis. In discrete time it is customary to use linear frequency axis rather than a logarithmic one as usual in continuous time Bode-Plots.

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  • 1
    $\begingroup$ i love "Denumerator". i also did some simplification of the last dB equations. that "\big(" doesn't seem to work. $\endgroup$ – robert bristow-johnson May 30 '16 at 3:17
  • $\begingroup$ Thank you for the explanation! If i want to find and sketch the phase respons can i use this formula: $arctan(\frac{Im[ 1-2e^{-jqw}]}{Re[1-e^{-jw}+8/9e^{-2*w*j}} $ ? $\endgroup$ – yoyoyo jansen May 30 '16 at 7:02
  • $\begingroup$ @robert bristow-johnson :))) "Denumerator" is possibly the opposite of numerator, that ordinary people should be calling Denominator :)) I've looked up the dictionary and no such as thing as denumerator ever defined... $\endgroup$ – Fat32 May 30 '16 at 12:40
  • 1
    $\begingroup$ Denumerator and Remunerator? :-D $\endgroup$ – Peter K. May 30 '16 at 23:32

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