CIRCUIT THEORY AND APPLICATIONS, VOL. 9.

461-478 (1981)

THE GENERATION OF ARBITRARY-PHASE POLYNOMIALS BY RECURRENCE FORMULAE

TAMAS HENK* Research Institute for Telecommunication, Budapest, Hungary

SUMMARY A filter-design oriented theory is presented for polynomials with prescribed phase properties. The phase function is specified by its values and/or higher derivative values at a set of given frequencies. The polynomials are generated by recurrence formulae whose coefficients are calculated by a recursive algorithm. Formulae are presented to calculate the higher derivatives o some composite functions of the phase which are utilized in the process o flat phase f f approximations.

1. INTRODUCTION Polynomials with prescribed phase properties are suitable to construct analytically some classes of transmission functions for allpass, lowpass and bandpass filters realized by lumped, distributed or digital circuits (e.g. reference 1). The phase-approximation problem has been solved for special cases only. The maximally-flat, lowpass approximation of arbitrary phase functions has been developed by means of continued and a recursive m e t h ~ d , ~ and also some polynomials approximating special phase functions have been " d e r i ~ e d . ~The maximally-flat, bandpass approximation of a prescribed phase has been tackled as a linear -'~ problem14 and also the approximation of the constant delay has been f ~ r m u l a t e d . ' ~ The interpolation of -'~ phase values at a given set of frequencies has been solved by recurrence f ~ r m u l a e ' ~ -and by means of a ~' linear set of equations,22 and also some polynomials have been derived for special case^.'*^^-^^ Finally, the simultaneous interpolation of phase and delay has been solved by using Pick mat rice^.^' In this paper a straightforward method, based on the direct formulation of the problem, is presented to derive the coefficients of the polynomial recurrence formulae by means of a recursive algorithm. The pathological and degenerate cases when the phase-approximation problem has no solution or the recursive algorithm becomes more complicated are also discussed. For flat approximations, additional formulae are presented to calculate the higher derivatives of composite functions of the phase. The proposed algorithm is more general than those in previous works, since the phase and its higher derivatives may be prescribed at any set of given frequencies. The algorithm yields new and simple formulae even in the special cases considered in previous works. This paper is the detailed version of Reference 31.

2. FORMULATION OF T H E PROBLEM
Our problem is to generate a polynomial P , ( p ) with phase values and derivatives specified at given frequencies, and with zero phase at the origin. Note that a ktr deviation from the specified phase values is allowed, where k is integer. Let the number of the prescribed derivatives be m iat a specified frequency wi, where 0 s i d r and w o = 0. Without counting the zero-phase requirement at the origin, the number of the mi.A secondary set of frequencies v~ is introduced with O s l s n phase constraints is n comprising each frequency wi (1+ mi) times. The ordering of the wi frequencies in forming the set V I is arbitrary with the only exception that vo = 0.

* Department of Electrical and Electronic Engineering, University College Dublin, Ireland, 1977-1979.
0098-9886/81/040461-18$01.80 @ 1981 by John Wiley & Sons, Ltd.
Received 31 October 1980 Revised 21 May 1981

462

TAMAS HENK

To tackle the problem more compactly, the phase specification is represented by an odd function cp (w ) exhibiting the specified phase values and derivatives, without any further restrictions. Defining the complex odd phase function 4 (p) by 4 ( j w ) = jq (w ), odd and even functions A(p) and B( p) can be introduced which satisfy tanh ~$(p)=A(p)/B(p), such that A ( p ) and B ( p ) have neither poles nor common zeros at the prescribed frequencies wi. Observe that A(p) and B ( p )are not fully determined by this definition, e.g. the function-pairsA(p)=tanh4(p),B(p)=l orA(p)=p,B(p)=p/tanhr$(p) orA(p)=sinhq5(p),B(p)= cosh4(p) are equally allowed. It will be shown how this freedom may be used to obtain tractable expressions. The problem of finding P,,( p ) is formulated by the equation

where Od [ ] and Ev [ 3 are the odd and even part operators respectively and X,,(p) is an arbitrary even function, without poles at the prescribed frequencies wi, characterizing the approximation error of A(p)/B(p). To get a more convenient treatment, the error of A(p)/E(p) is considered in equation (1) instead of the error of 4 ( p )= arctanh (A(p)/B(p)). This error representation gives obviously correct results for distinct V I frequencies, whereas it is justified by Theorem 2 in Reference 14 for the flat approximation. To solve the problem, the equation

derived from equation (l), be investigated. In pathological cases the solution of equation (2) may not will satisfy equation (l),therefore P,,( p) will be defined in the following as the solution of equation (2) and its validity for equation (1)will be investigated separately. So the problem is to find a polynomial P,,( p ) with unity leading coefficient, which satisfies equation (2) with the lowest possible degree such that X,,(p) has no poles at,the prescribed frequencies wi. As may be seen by substituting p = jvI, equation (2) is a linear problem for the coefficients of P,,(p)(e.g. References 14 and 22); however a recurrence formula approach yielding more insight into the problem and also numerically more efficient algorithms, will be pursued throughout this paper. To formulate the existence and uniqueness of P,,(p) and also the existence of the recurrence formulas, the notation S, is introduced for the degree of P n ( p ) .
Theorem 1
A unique solution P n ( p )always exists with S,,Q n, furthermore P,,(p) and X,,(p) may be generated by recurrence formulae whose coefficients are calculated by recursive methods. If P,,( p ) does not contain any of the factors ( p 2 w f ), 1d i 4 r, then it is the unique solution also for equation (l), otherwise the solution of equation (1)with the n phase-constraints in question does not exist.

It is important to note that whenever the phase-approximation problem has no solution, then the set of the specification can always be supplemented by a properly chosen auxiliary specification so that the solution of the (n + 1)th-order problem exists. This will be proved in Section 3.2. Theorem 1 allows us to introduce the following definitions.
Definition 1

If 6 < n, then P,,( p ) is called a degenerate polynomial. ,

Definition 2

If P,,(p)contains any of the factors ( p z + w f ) ,1S i s r, then P,,(p)is called a pathological polynomial. Starting the proof of Theorem 1 with the pathological case, assume that the unique P,, ( p ) contains a

ARBITRARY-PHASE POLYNOMIALS

463

factor ( p 2+ w t ) . Then P , ( p ) does not satisfy equation (1)since the error term in equation (1)is not zero at p = kiwi in this case. Indeed, because P, ( j w i )= 0, the phase is indefinite, exhibiting a jump of T at wi. Thus equation (1) has no nth-order solution with the n phase constraints in question. Note that P , ( p ) may be pathological and degenerate at the same time. The proof of Theorem 1 is continued in the following sections by constructing the recursive algorithms generating P , ( p ) . The form of the algorithms, however, depends on the difference n -8,. Thus the algorithm for the regular case S , = n is given in the next section and the degenerate cases with 8, < n will be considered later.

3. REGULAR CASE
3.1. Regular recursive algorithm
The regular recursive algorithm operating on non-degenerate polynomials is formulated in the following theorem.
Theorem 2

The set of polynomials P, ( p ) may be generated by the recurrence formula

= n + 1, if S,-l = n - 1 8, = n and l / a , # 0, where a, together with X,(p) calculated by the , are and recurrence formulae

and the initial functions are

In the sense of Theorem 2, the calculation is carried out by choosing appropriate A ( p ) and B ( p ) functions from the given phase function + ( p ) and so X-l(p) X O ( are established. Then ao,X,(p),, and ~) al Xz( az, are calculated from equations (5)-(7), and finally the polynomials P,( p ) are generated by p), etc. using equation (4).
Proof. For n = 0 and n = 1, the problem is solved directly. If n = 0, then P o ( p ) = 1 follows since the p) leading coefficient of P, ( p) is unity by definition. Thus equation (2) yields the expression for XO( given in into equation (7). If n = 1, then P l ( p )= ao+p holds where a. is to be calculated. Substituting Pl(p) is =B equations (2), Xl(p)obtained with the notation X-,(p) ( p ) :

Choosing a. so that Xl(p) no pole at has

UI,

one has:

464

TAMAS HENK

To consider the case of n + 1, let P,,-l(p) and P,,(p) be the solutions of equation (2). Then P , , ( p ) and
( p 2 + ~ i ) P , , - ~ (are also solutions of equation (2) for the first n phase constraints. Since equation (2) is p)

linear, the linear combination of the two solutions expressed by equation (4) is also a solution in the same sense. The coefficient of the second term in equation (4) is unity to ensure the unity leading coefficient for P,,+l(p),and a, is determined from the (n + 1)th phase constraint by combining equation (2) for n - 1, n and n + 1 with equation (4), yielding the equation
(p2+ v;+l)xn+l(~)
=-anxn(~)+xn-l(p)

(8)

which is equivalent to equation (6). To ensure that X , , + l (p ) no pole at Y , , + ~ , a,,is calculated from has equation (5). The proof is completed by recognizing that the degree of the polynomials in the linear combination is not higher than n + 1. Considering the recursive algorithm of equations (5)-(7), the limit calculation in equation (6) is necessary only for flat approximations when some of the frequencies V I are equal. If e.g. v , , + l = v,,,then X,,( j v , , + l must ) be evaluated as a limit. The evaluation could be carried out by employing LHBspitals rule, however, a more expedient way of calculating a,, be proposed using the higher derivatives of X,,(p). The derivatives of will the even error function X,,( p ) are introduced by the notation

To formulate the recursive algorithm for a,, &,k( p ) , the higher derivatives of A( p ) / p and B(p) are also and defined:

Theorem 3
If l/ai # 0 for i = n -2, n - 1, n, then the sets of a,, x n , k ( p ) may be calculated recursively with respect and to n :

xn.&-l(p)

= -Qn-lxn-l.k

( p )+ X n - 2 . k (PI,

nB1,

k s l , ifp=*ju,,

(13)

and the initial functions are:

k20 (14) The number of the required derivatives in each recursive cycle depends on the phase-specification, as will be detailed in the following.
X-i.&(P)=bk(P),
Xo,k(P)=ak(P),

Proof.Taking the kth derivative of equation (8) with respect to p 2 by means of Leibnizs formula and then dividing it by k ! , the following equation is obtained:
( p 2 -k v,+1 ) x n + 1.k

+ x n + l . k - 1 ( p ) = - a n x n . k ( p ) + x n -1,k ( p )

(15)

from which equation ( 1 1) follows with p =jv,,+1 and k = 0, equation (13)follows with p = fjv,,+1 and finally equation (12) follows directly. So the proof is completed. without any operations Theorem 3 is suitable to construct a numerical algorithm for the calculation of a,, on functions. The given phase specification is represented by the numbers ak(jWi)and b k ( j u i ) with 0 d i d r

ARBITRARY-PHASE POLYNOMIALS

46 5

and 0 c k C mi. These specifications are consecutively realized in the course of the recursive algorithm by operating on the three dimensional matrix o x n V k ( j w which carries in each step the remaining phaie f i) constraints to be realized in subsequent cycles. Let mi,, denote the number of those phase constraints at each given frequency wi which are to be met in further cycles. The starting values for n = 0 are mi,o= mi for 1 s i s r whereas move = mo- 1 since the zero phase at the origin is exhibited automatically. When a phase constraint is realized, the corresponding mi,, value decreases by one. The numerical algorithm is formulated in the following corollary.

Corollary If l/ai # 0 for i = n - 2 , n - 1 , n, then the sets of a,,, x,,k(jwi) and mi., may be calculated by the numerical recursive algorithm m o . o = m o - l , mi,o=mi l a i s r (16) x - l , k (jwi) =bk(jwi), x O . k ( j w i )= a k ( j w i ) , 0 c k s mi,o 0s is r

where x,,k(jOi) for n 5 1 is calculated together with mi,, by the formulae

mi,,,=
mi.,,=
x,.k(bi)

if wi # u,,

- 1 if wi = u,,
u, -wi
2

OGiCr

-an- 1 X f l - I .k ( jwi 1+ xfl-2.k (jwi1- X n . k - 1 (jwi 1

2
9

if w i # u n , O s k s m i , , , O a i s r
x,.k

( j w i )= - a n - l ~ n - l s k + l ( j w i )

+x n - 2 . k + 1 (

jwi), if w i = u,,

0 c k s mi,,,, 0 s i s r.

(20)

In the sense of the Corollary, X-l,k(jUi) and xO,k(jwi) set first for every k at each given frequency wi, are then a. is calculated for the phase constraint at u l , next x l , k (jwi) follows for every k, 0 c k c mbl,for every prescribed frequency wi provided that 0 s mi,l,then a1 is calculated, etc. The algorithm is shown in Tables I and I1 for the same example with two different constructions of the set of ui. In the tables those entries of &,k ( w i )are marked which are to be calculated to obtain the set of a,,. If phase values are prescribed only, then the approximation can be applied in the iterative Remez exchange algorithm3' yielding an equiripple approximation, and the calculation of a, reduces to a recursive continued fraction as follows.
Table I. An example for the numerical algorithm
1
Vl

0
wo

1
wo

2
wo

3
0 0

4
w1

5
w1

n=5
mo=3

r=l

ml=l

i k

0 0

0
1

1
0

-1

mo.o= 2

mo., = 1

466

TAMAS HENK

Table 11. The example of Table I with an alternative construction of v1

1
VI

0
0 0

1
0 0

2
0 0

3
0 1

4
01

5
00

n=5
mQ=3

r=l
ml=l

0
-1

0 0

1
0

1 1

mo,O=2

mo,l = 1

Theorem 4
If the prescribed frequencies V I are distinct for 0 C 1 s n + 1 and l / a i # 0 for 0 s i s n - 1, then the recursive algorithm for an reduces to the recursive continued fraction, n a 0:
a, =
an-1

2 2 Wn+1-@n 2 2 Wn+1 - W n - l 2 2 on+1 -on-2 an-2 1

a 2

on+1-& 2
o n + 1 - 0 1

For this theorem, three different proofs are presented in Appendix 1. Referring to equations (3) and (4), another normalization for P , ( p ) is also

Po(P)= 1, Pl(P) = 1 +POP

pn+l(p)=pn(P)+Pn(P2+v2,)Pn-l(P),

(22)

n 31 (23) A similar recursive algorithm may also be derived for this case (Appendix 2), however there are relationships between an and Pn formulated in the following theorem, using the integer part notation [ 3.

Theorem 5
If 1/ a i# 0, ai # 0 for 0 C i S n - 1, then Pn may be calculated as:
1
Pn=-

Po=-,

1
%-Ian

, rialcalculated as:

a0

Conversely, if l/Pi # 0, Pi # 0 for 0 C i 6 n - 1, then

an may be

The proof is given in Appendix 2. The method presented in this section is illustrated by a trivial example.

ARBITRARY-PHASE POLYNOMIALS

467

Example 1
To apply Theorem 2 to the well-known of the lowpass, maximally-flat approximation to the linear phase (transformed Bessel polynomials), let A ( p ) and B ( p ) be chosen as A ( p ) = s i n h p and B(p) = cosh p. With these, the following expressions are obtained:
X _ l ( p ) = c o s h p = l + P + - + - + .P6 - 2 P4 2! 4! 6! sinhp - p2 p4 p 6 XO(P) = - 1 +-+-+-+. 3! 5 ! 6! P
(yo=--

. .
#

x-l(0) - 1
XO(0)

X1(p)=-=-+-+-+-+. -Xo(p)+X1(p) P

1 P 2 P4 P 6 1!3 3!5 5!7 7!9

..

a l = -XO(0) =3 Xl(0)
X2(P) =

-3X1(p)+Xo(p)

P2

=-

1 P4 P6 +- p 2 +-++... 1!3.5 3!5*7 5!7*9 7!9*11

and in general
a, = 2 n + 1

The same set of a,, be derived by invoking the Corollary (Table 111).Once the set of a, is obtained, the can set of P, ( p ) may be generated: P o ( p ) = l , P 1 ( p ) = l + p , Pz(P)=3+3P+P2, P3(p)=15+15p+6p2+p',...
Table 111. The example of the transformed Bessel polynomials

-1

2!
3!

1 -

1 4! 1 -

0
n

1 1 1!3
1 -

1 1 -

5!

3! 5

1!3*5

468

TAMAS HENK

3.2. Pathological polynomials

Referring to the polynomial recurrence formula equation (4),within the regular case Pn+l(jvr)occurs, =0 i.e. P,,+l(p)becomes pathological if

holds. Speciallyfor I = n, P,,+l(p) becomespathological if a,, 0 such that PnCl(p) ( p 2 + v;)P,-l(p). = = This P n - l ( p )satisfies by chance also the (n + 1)th phase constraint resulting in ~ ~ - l . ~ ( j v= 0 + ~ ) , , and case occurs if a,, 0. Multiple pathological cases occur if equation (26) holds simultaneously for several different vI = frequencies.

Example 2
To demonstrate a pathological case, consider the simple phase specification of Table IV. Then Theorem 4 yields a. = J3, a 1= 3/(J3 -2) and a2= 0, and so the polynomials are obtained:

po(P)=1, pi(P)=J3+p

Indeed, P l ( p ) exhibits both cp(wl) and cp(w3)and so P3(p)is pathological such that P3(j w 2 ) = 0.

Table IV. Phase specification for demonstrating a pathological case.

i
Wi

1 1 30"

2 2
45"

3 3 60"

q(Wi)

It is important to emphasize that these pathological polynomials and also the consecutive polynomials are generated by the regular recursive algorithm. The pathological nature, however, is not inherited by the consecutive polynomials, with the practical consequence that every phase-approximation problem may be solved by supplementing the specification by one properly chosen further requirement. To see the fact that the pathological nature is not inherited, the inheritance of the phase-properties and the existence of the imaginary zeros of P,, ( p ) will be discussed in the following theorem.

Theorem 6
= n - 1 and S,, n, then only those phase values and derivatives of P , - , ( p ) and P,, ( p ) are equal = If which have been realized already at the prescribed frequencies Y Iwith 0 S I S n - 1 .

Proof. The difference of equation (1)for P,,-l(p)and P,,(p)results in apolynomial equation with multiple zeros at those frequencies where the phase values and derivatives of P,,-l(p)and P , , ( p )are equal:
Od [Pn(p)I Ev [Pn-l(p)I-Ev [Pn(p)I Od [Pn-l(p)I

- ( - l ) n + l ( p 2 + v2,)Xn(p)EV [pn-l(p)I+xn-l(~) [pn(p)I EV

B(p)

i1
I=1

(p2+

v;)

ARBITRARY-PHASE POLYNOMIALS

469

The fraction expression in the equation has no poles at the prescribed frequencies. Owing to the degree conditions SnP1 n - 1,S, = n and to the unity leading coefficients, the above polynomial equation may be = put into the form:

O d ~ P , , ~ p ~ l ~ ~ ~ ~ , , - ~ ~ p ~ l - ~ ~ ~ (~p 2 + ~ ?~ ~ l ~ ~ ~ ~ , , - ~ ~ v )
1=1

'il

which proves the theorem. This equation has been derived by another a p p r o a ~ h ' " ~ with the implicit restriction of Si= i for 0 s i < n - 2.
Theorem 7

P,,j w ) may be zero only at the prescribed frequencies f wi, 0 =zi S r. If ( = n - 2 and = n - 1, then P"(jY") # 0. Proof. If P,,(jwz) 0 and wLf w i with 0 ~S r i, then P , ( p ) / ( p ' + w : ) would also satisfy equation (2) and = so Pn(p) would not be the required solution with the minimal degree, which proves the first statement in Theorem 7. Turning to the second statement, the value of P,,(jv,,)may be expressed by using equations (4) and (68) for n if l/a,-1# 0:

= #0 which becomes zero if the conditions Pfl-2(jv,,) 0, Pn-l(jvn) and Y , , - ~f Y,, hold or the phase properties of P,,-2 ( j v n ) and P,, ( jv,) are identical. These cases however are excluded by Theorem 6 and by the already proved first statement in Theorem 7. If l/an-l= 0 on the other hand, then P , ( p ) = P , , - l ( p ) follows from Section 4 which completes the proof of the second statement in Theorem 7. We are in the position now to state that the pathological property may not be inherited.

Theorem 8

If Si= i for i

= n,

n + 1, then P,(jvl) =Pn+l(jvl) is not possible for any 1. =0

Proof. The theorem may be directly proved for n = 0. If Si = i also for 0 S i d n - 1, then the theorem may and be proved by induction using equation (4) Theorem 7, otherwise the proof is very similar by using the results of Section 4.

4. IRREGULAR CASE
Proceeding on with the construction of the arbitrary-phase polynomials, the irregular cases 6, == n are . , , investigated now. The cases of S = n - 1 and 6 < n - 1 will be termed as the degenerate and higher degenerate cases, respectively.
4.1. Degenerate polynomials

If the conditions Sn-l = n - 1 and S,,= n hold but P , ( p ) satisfies by chance also the (n + 1)th phase ~ constraint, then X , , , ~ ( ~ V , += )0 and 1/a,= 0 results. Since the arbitrary-phase polynomials are supposed to be of the lowest possible degree and of unity leading coefficient, P,+l(p) degenerates in this case such that P,,+l(p)= P , ( p ) , i.e. = n. The construction of the consecutive polynomials is given in the following theorem.
Theorem 9

If S,-l

= n - 1, 8, = n

and l/a, = 0, then P,,+l(p)degenerates as

P,+I(P) P,(P), & + I = n, n 2 0 =

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TAMAS HENK

Assuming that the further phase constraints are not satisfied automatically, P,,+z( p ) becomes pathological as P,+z(p) =(p2+v2,+z)Pn(p), n 3 0
Pn+3( p

(28)
n 3 1,
(29)

) may be generated by the recurrence formula

Pn+3(p)=~n+lPn+l(P)+~n+ZPn+2+(p2+v:)(pZ+ V:+l)P,,-dp),

where ( p 2 + v : ) P , , - l ( p )is to be replaced by p for n =0, and P,,+,(p) for m a 4 may be generated by 4. equation ( )
Proof. Equation (27) has already been justified. Equation (28) may be verified by substituting it into equation (2). Turning to P,,+3(p),it may not be generated by equation (4) since the phases of P , + l ( p ) and P,,,z(p) are either equal or differ by T. It is necessary now to construct P,,+3(p)as a linear combination of and ~ ( not three terms: the degrees of a,,+lP,,(p) ( p z + v ; ) ( p z +~ 2 , + ~ ) P , , -are p ) higher than n + 3 and they thus satisfy equation (2) up to v , , + ~ , a,,+1is chosen such that their sum is to satisfy equation (2) up to v,,+z. But ~ y , , + ~ ( Y ~ + ~ ) P , ,has ) same property, and so antZmay be chosen for v , , + ~ , p: ( ~ the which proves the theorem. may The formulae for X,,+l(p),X,,+2(p)and X n + ~ ( p ) be derived again by combining the formulae for P,,+l(p),P,,+2(p) and P,,+3(p)with equation (2), yielding for n 3 0 : ( p 2 + v:+l)X,+l(p) = -Xfl(p), Xfl+z(p) -Xn+1(p), =
( p Z +v ; f + z ) ( p 2 + + 3 ) X " + 3 ( P )= ~ 4

(30) (31)

n + l ~ n + ~ ~ P ~ + ~ " - ~ ~ v2,+Z)Xn+l(P), ~ ~ 2 + ~ ~ + ~ n + *

from which the recursive algorithm for a,,+1,a,+2 and x , , + l . L ( p ) , X n + Z . k ( p ) , x n + 3 , k ( p ) may be derived similarly to the regular case by taking derivatives and substituting p = jv,,+l, jv,,+z, j ~ , , + ~ .
Example 3

To demonstrate a degenerate case, consider the simple example of Table V obtained by interchanging two points in Example 2 demonstrating the pathological case. Then Theorem 4 yields a. = J3, a 1= co and so the polynomials are obtained:
p o ( p ) =1, p i ( p ) = p z ( p ) = J 3 + p , p3(p)=(p2+4)(J3+p)
Table V. An example for the degenerate case
i

Apart from P2(p), these polynomials are identical to those of Example 2 as was expected.

4.2. Higher degenerate polynomials

If P,,(p)satisfies by chance the phase specification also for Y , + Z beside v,,+1, then l/a,,+l= 0, l/a,,+z= 0 results and the recurrence formulae are further modified:
Pfl+Z(P) =Pn+l(p) =P?I(p), P n + 3 ( p )= ( p Z + vz,+3)Pn(p), Pn+4(p)= ( p 2 + v2,+4)Pfl+3(p),

(32) (33)

ARBITRARY-PHASE POLYNOMIALS

47 1

P + 5 ( p = a n +2Pn+2 ( p ) + a n + 3 P n + 3 ( p n

+ a n +4Pn +4( p )

+ ~ p 2 + v 2 n ~ ~ p 2 + ~ 2 n + 1 ~ ~ p z + ~ 2 nif+n 2 1~, f l - 1 ~ p ~ , (34) ~~

where P , + 3 ( p ) and P,+,(p) are pathological. Another higher degenerate case occurs, if P,+2(p)of the simple degenerate case satisfies equation (2) also resulting in l/a,,+z = 0, and the following formulae are obtained: for v , + ~ P,+l(P) = P f l ( p )
P , + 3 ( p ) = P f l + 2 ( p ) = ( p z + v 2 n + 2 ) P f l ( p ) ,p f l + 4 ( p ) = ( p z + v 2 , + 4 ) P f l + 3 ( p )

(35)

(36)
(37)

P +5 ( p ) = a n + 1 ( p n

+ v; + 3 )Pn+ 1 ( p ) + a n + 3 P n + 3 ( p ) + a n + 4 P n +4( p )

+(p2+~2n)(p2+v2n+l)(pZ+ S ) P n - l ( p ) , i f n 3 1 v:+

where P,+2(p),Pn+3(p) P n + 4 ( pare pathological. Note that ( p 2 + v ; ) P f l - l ( pin equations (34) and (37) and ) ) is to be replaced by p for n = 0. Generalizing the above cases, the higher degenerate solutions may be formulated as follows.

Theorem 10 If Si = i for i = n - 1, n, n + m, n + m + 1 and, moreover, Si= i and & + I = i + 1 do not hold simultaneously for n G i G n + m - 1, then m is even and the arbitrary-phase polynomials take the forms for n L 0:
Pfl+l(P= )

Pflb)

(38)

mf 2

P,+m+l(p)=Zrn(p)P,(p)+(p2+v2n)

q=l

II ( p Z + v i ) ~ , - i ( p ) , n 3 1

(41)

where P , + i ( p )with O<hi and P , + , ( p ) are pathological, I ( ) is an even polynomial with degree not m P 2 greater than m ; furthermore n < ( k q , 1 , ) s n +m, k, # l q and ( p +v;)P,-~(p) in equation (41) is to be replaced by p for n = 0. The formulae for the set of a, or I m ( p )and for the set of X , ( p ) may be derived as before. The number of the degenerate polynomials becomes infinite if P n ( p )satisfies the specified phase without any error, i.e. X , ( p ) = 0. In this case, the specified phase belongs to a polynomial, and so P , + i ( p )= P , ( p ) , i 80.

4.3. Conclusions
The arbitrary-phase polynomials have been constructed in the form of recurrence formulae in the regular (Section 3) and irregular (Section 4) cases. These results complete the proof of Theorem 1. To calculate the polynomials however, some preliminary calculations are employed which are developed in the next section.

5 . PRELIMINARY CALCULATIONS

According to the developed algorithm, first the higher derivatives of the composite phase functions ak ( w i ) and bk ( w i )are calculated, then the set of a, is generated and finally P, ( p ) is derived. The generation of the f f set o a, and P , , ( p )has been developed in the previous sections, and the calculation o uk(wi)and b k ( W i )

472

TAMAS HENK

from the phase specification will be detailed in this section for lumped filters first and then for distributed and digital filters.

5.1. Lumped filters

Let $(w ) denote the phase of transfer functions realized by lumped filters. Considering some transfer functions constructed by applying arbitrary-phase polynomials with phase q ( w ) (Reference 1, Chapter 4 or Reference 16), one may write: q ( w ) = - $ ( w ) / 2 or q ( w ) = -$(oh So the problem is to generate u k ( w i ) and bk( w i )from the phase specification

where hi = mi if

wi # 0

and hi = 2mi + 1 if wi = 0, implying the truncated Taylor expansion

c~(w)=

&=O

c
hl

qk(Wi)(p-iwi)"

To obtain tractable formulas, let A(p) and B ( p )be chosen and expanded with respect t o p with truncation as follows:

and so v k ( w i ) and yk(wi)are the Taylor coefficients of sin q ( w ) and cos q ( w ) , respectively, and they may recursively be calculated from qk(wi)14at each given frequency wi, 0 s i s r:

Finally, the truncated Taylor expansions with respect to p, equations (43) and (44), will be converted into truncated Taylor expansions with respect to p z

by means of the following two closed-form linear transformations.

Theorem 11
If the Taylor expansion for an even function exists, then the relationship between the coefficients of the representations

is the linear transformation:

ARBITRARY-PHASE POLYNOMIALS

473

furthermore

n>0, Theorem 12

ifwi#O

If the Taylor expansion for an odd function exists, then the relationship between the coefficients of the representations

is the linear transformation

fl

a,(ui)=

C (-l)k-k =[n/2]

a k ( j u i ) , n*O

(53)

furthermore
n 20, , a,,(jwi)= ( - l ) " ~ ~ f l + l ( ~ i ) if w i = 0,
k =O

(54)
ifoi#O
(55)

2n-k n-k

crk((oi),

n*O,

The proofs for Theorems 11 and 12 are omitted. It should be noted that recursive formulae for a,,and X,,(p) could have been derived by using the derivatives of equation (8) with respect to p instead of p 2 , however in that case the formulae of Theorem 3 would have been more complicated.

5.2. Distributed and digital filters

Turning to distributed or digital filters, let s = i n denote the frequency normalized to the one way stub delay or to the half sampling period, respectively. Since the design of most of these filters is traced back to the design of lumped filters applying the frequency transformation
p = tanh s,
w = tan s = arctanh p

R, R = arctan w

the phase requirements for the equivalent lumped filters are to be predistorted to equalize the phasedistortion due to this transformation." Let $@) denote the phase of transfer functions realized by distributed or digital filters. Considering some transfer functions constructed by applying arbitrary phase polynomials with phase q ( w ) (Reference 1, (Chapters 7,8) and Reference 9), one may write:
q ( w ) = --[$(arctan

1 1

w)

+ m arctan w ] ,

1 = 1, 2 and m = -1, 0, 1

(57)

So the problem is to generate ( P k ( u j ) from the original specification

$k(oi) =-

k!

7 dR n=n,

dk*k(R)l

Once ( P k ( W i ) is obtained, the further calculations are identical to those developed for lumped filters. The calculation of P k ( w i ) may be carried out by applying the following theorem.

474

TAMAS HENK

Theorem 13
If the Taylor expansion $(arctan w ) =
n

1 $,,(arctan wi)(arctanw -arctan milh -0

1 &(Wj)(W -milk
k 10
m

exists, then the coefficients of the Taylor expansion $(arctan w ) =

may be generated by calculating the coefficients of the Taylor expansion arctan w = by means of the formulae .rlo(wi) arctan wi = vl(wi) = (-1) sin (1 arctan w i ) l(1

C
1=0

.rll(wi)(w w i ) -

1
if1 i s e v e n a n d l Z 0

then by calculating the coefficients PI.,,(ai) resursively:

and finally
k

6k(wi)

h =O

Marctan wi)p&-h+l.h(wi),

k30

The theorem is valid also if

$(a) not an odd function. The proof of the theorem is omitted, is

Example 4
To illustrate the calculations of this section, consider the example of the lowpass, maximallyflat approximation to the linear phase $(a)--an with delay a, implying the predistorted phase q ( w ) = a arctan w. The corresponding polynomials have been developed by Abele'Oand it has been pointed out that they are the transformed symmetrical Jacobi polynomials." Employing Theorem 13, (Pk(0)= 0 for even k whereas qk(0) (- l)'k-1)'2a/k for odd k are obtained. = Then the expansions of X-l(p) = cosh ( a arctanh p ) andXo(p) = (sinh ( a arctanh p ) ) / p are obtained (Table VI) by equations (451, (46) and (50), (54). Applying equations 70-74, the calculation is rather carried out since the form of P,, is more for P,, (Table VI), implying the normalization of equation (23), than for a,, simple in this example than that of a,,. Finally, equations (22) and (23) yield the polynomials:

Po(p) = 1,
P3(p)=l+ap+---

= 1+up,

P 2 ( p ) = 1+up
P 2

a'- 1 f3 PZ

2a2-3
5

a3-4a + F p etc.

ARBITRARY-PHASE POLYNOMIALS

475

Table VI. An illustrative example for distributed filters.

X".k(O)

k=O
-1
0
n

k=l
a2 -

k=2
3 as a 3 -+-+- a 120 6 5
a4 -+24 a2

P.

1
a a3 -__ a

1
2

3 3 as a3 4 ---

2 a3 a -+- 3 6 as a -+--- 3 a 30 6 5

a a2- l2

3
a2-2*

45 9

+-a

45

3.5

6. CONCLUSIONS

The generation of an arbitrary-phase polynomial P,,( p ) , whose phase exhibits the specified values and/or has higher derivatives at a given set of frequencies o,,, been developed by the direct formulation of the problem. Although the polynomials may be calculated by solving a linear set of equations, a recursive approach ensures a more economical calculation and gives more .insight into the problem. So the polynomials are calculated by a recurrence formula with coefficients a,,. As has been emphasized in Appendix 1, recursive algorithms for the set of a,, may be established in several ways, however their derivation by means of the error function of the approximation X,,(p)yields the most simple algorithm if derivatives are also specified. So, eventually, X , ( p ) carries the phase specification to be realized in the further recursive cycles. The main algorithm is formulated in Theorem 2. For flat approximations, however, it is more expedient to calculate also the higher derivatives of X , , ( p )in each recursive cycle (Theorem 3), leading to a well programmable numerical algorithm (Corollary). If all of the given frequencies vl are distinct on the other hand, then the algorithm reduces to a very compact recursive continued fraction (Theorem 4). The polynomials are normalized to possess unity leading coefficients, in some cases however a different normalization with coefficient P,, in the polynomial recurrence formula yields more simple formulae (Example 4). The coefficients a, and P,, are simply related to each other (Theorem 5 ) . It has been shown that P, ( p )may have imaginary zeros only at the prescribed frequencies (Theorem 7). If these zeros occur, P,,(p) becomes pathological such that it is not a solution for the original phaseapproximation problem which has no solution in this case. Owing to the unique phase-inheritance property (Theorem 6) however, the pathological property cannot be inherited (Theorem 8). The polynomial P,, ( p ) may always be generated by the regular recursive formula (Theorem 2) unless P,,(p) or the preceding polynomials degenerate such that their degree becomes lower than the number of the phase constraints, involving more complicated recursive algorithms (Theorems 9, lo). If some or all of the frequencies v l are equal, then it is necessary to calculate the higher derivatives of some composite functions of the phase. A part of these calculations is solved in closed form (Theorems 11 and 12). For microwave and digital filters however, a further recursive and rather tedious algorithm is involved (Theorem 13). The problem of the phase-approximation by polynomials at prescribed frequencies is closely related to the Hurwitz test of polynomials, especially to the Routh algorithm, and furthermore to the theory of continued fractions, orthogonal polynomials and Pad6 approximation. These relationships will be described in further contributions.

476

TAMAS HENK
ACKNOWLEDGEMENTS

The author is grateful to Professor S. 0. Scanlan of University College Dublin (U.C.D.) for his constant interest in this work and for the many valuable discussions, as well as for permission to use the facilities of U.C.D. author also wishes to express his thanks to Professor J. D. Rhodes of the University of Leeds The and to Dr. H. Baher, U.C.D. for their interest, to Dr. A. Baranyi, Res. Inst. for Telecomm. Budapest, for his advice in writing this paper, and to N. OReilly, U.C.D. for correcting the English. The financial support of the Department of Education, Ireland is greatefully acknowledged and the author is indebted to the Research Institute for Telecommunication, Budapest for its support. APPENDIX 1. Proofs for Theorem 4

Proof 1
Choosing A(p) = p and B ( p )=p/tanh + ( p ) , equations ( 3 4 7 ) yield:

Equation (6) may be evaluated by the repeated application of equation (66), and the termination is determined by equation (65).

Bearing in mind equation (2), equation (67) gives the expression for a,,:

If the conditions of the theorem hold, equations (4) and (68) are sufficient to calculate P,,(p) and a,, recursively. Note that a similar technique has been published recently.2 However, equation (67) may be rearranged as

B ( P )Od [P,,-i(p)l-A(p) Ev [P~-i(p)l B ( p )Od [P,,(p)I-A(p) Ev[Pfl(p)l

1

and its repeated substitution into equation (68) proves the theorem.

Proof 3
Applying Thieles inverse interpolation (Reference 33, equation 25.2.50 or Reference 34), a recursive technique was recently presented to calculate an (Reference 20) under the conditions of Theorem 4. By a reasoning similar to Proof 1, Theorem 4 may also be established on the basis of this technique.

ARBITRARY-PHASE POLYNOMIALS

477

The techniques in Proof 2 and Proof 3 for calculating a, may also be developed for flat approximations by differentiating, however they lead to more complicated formulae than those of Theorem 3. APPENDIX 2. Formulae for a different normalization The coefficientsPn in equations (22) and (23) may be calculated similarly to the formulae of the Corollary:

moSo mo - 1, mi,o= mi, 1 s i s r, =

x-l,k(jwi)=

bk(jwi), x ~ . k ( j w i ) = u k ( j w ~ )O c k s m i , o , O s i s r , ,

(70)

and for n

3 1 one

has

If the prescribed frequencies U I are distinct for 0 c i s n fraction may be written:

2
Pn(Wn+l

+ 1 and Pi # 0, 0 s i s n - 1, then the continued

2

-w,) = 1-

2 Pn-l(Wfl+l

-0Jfl-1)

1-

2 Pn-2(W,+l

2
-wn-2)

, n>O.

Consider finally the proof of Theorem 5 . The cases a, = 0, 1/P, = 0 or l/a, = 0, Pn = 0 are evident. Otherwise, divide equation (4) by fl;=o a i :

Comparing equation (76) to equations (22) and (23), equation (24) is proved. Inverting equation (24) or dividing equation (23) by nS"I,"P,-z~,equation (25) is obtained.

REFERENCES 1 . J. D . Rhodes, Theory of Electrical Filters, Wiley, 1976. 2. S.Darlington, 'Network synthesis using Tchebycheff polynomial series', Bell. Sys. Tech. J., 31,613-665 (1952). 3. G.Szentirmai, 'The problem of phase equalization', IEEE Trans. Circuit Theory, CT-6, 272-277 (1959). 4. B.D . Rakovich and D . M. Rabrenovich, 'Method of synthesis of phase-correcting networks', Proc. IEE, 115, 57-67 (1968). 5. B. D . Rakovich, 'Linear-phase transmission-line filters with increased selectivity', IEEE Trans. Circuit Theory, CT-17, 41-45 (1970). 6. Kiyasu-Zen'iti, 'On the design method of delay networks', J. Inst. Elect. Commun. Engrs., Japan, 26, 598-610 (1943).(In Japanese).

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W. E. Thomson, Delay networks having maximally flat frequency characteristics, Proc. IEE, 96, Pt. 111,487-490 (1949). W. E. Thomson, Networks with maximally-flat delay, Wireless Engr., 29, 256-263 (1952). Corrections, ibid., 309. L. Storch, Synthesis of constant-time-delay ladder networks using Bessel polynomials, Proc. IRE, 42, 1666-1675 (1954). T. A. Abele, Transmission line filters approximating a constant delay in a maximally flat sense, IEEE Trans. Circuit Theory, CT-14,298-306 (1967). 11. J. D. Rhodes, The design and synthesis of a class of microwave bandpass linear phase filters, IEEE Trans. Microwave Theory and Techniques, MTT-17, 189-204 (1969). 12. V. Garault, P. Jarry and M. Clapeau, Microwave filters with flat time delay both in passband and stopband, IEEE Trans. Circuits and Systems, CAS-22,424427 (1975). 13. J. D. Rhodes, Matched-filter theory for Doppler-invariant pulse compression, IEEE Trans. Circuit Theory, CT-19, 53-59 (1972). 14. H. J. Orchard and G. C. Temes, Maximally flat approximation techniques, Proc. IEEE, 5 6 , 6 5 4 6 (1968). 15. W. F. McGee, Band-pass Bessel polynomial filters and delay approximation, IEEE Trans. Circuit Theory, CT-12, 622-623 (1965). 16. P. H. Halpern. Solution of flat time delay at finite frequencies, IEEE Trans. Circuit Theory, CT-18.241-246 (1971). 17. J. D. Rhodes and M. Z. Ismail, Cascade synthesis of selective linear-phase filters, IEEE Trans. Circuit Theory, CT-19,183-189 (1972). 18. M. F. Fahmy. Generalized Bessel polynomials with application to the design of bandpass filters with approximately flat group delay response, Int. J. Cir. Theor. Appl., 5 , 337-342 (1977). 19. J. D. Rhodes, Filters approximating ideal amplitude and arbitrary phase characteristics, IEEE Trans. Circuit Theory, CT-20, 120-124 (1973). 20. M. F. Fahmy, Transfer functions with arbitrary phase characteristics, Inr. J. Cir. Theor. Appl., 7,21-29 (1979). 21. L. F. Lind and S. A. Mohammed, Arbitrary phase polynomials, Electronics Letters, 16.78-80 (1980). 22. R. Gregorian and G. C. Temes, Design techniques for digital and analog all-pass circuits, ZEEE Trans. Circuit and Systems, CAS35,981-988 (1978). 23. J. Valand, Onthe linear phase approximation, Proc. IEEE, 55, 1627-1628 (1967). the 24. J. Valand, On linear-slope delay approximation, Proc. IEEE, 55,2059-2060 (1967). the 25. J. Valand, Addendum to On linear-slope delay approximation, Proc. IEEE, 56,748-749 (1968). 26. G. Gordos, Chebyshev approximation of a constant with prescribed nonuniform error, Proceedings of the International Symposium on Network Theory, Belgrade, Sept 1968, pp. 330-342. 27. J. D. Rhodes, A low-pass prototype network for microwave linear phase filters, IEEE Trans.Microwave Theory and Techniques, MIT-18,290-301 (1970). 28. M. F. Fahmy and J. D. Rhodes, The equidistant linear phase polynomial for distributed and digital networks, Znr. J. Cir. Theor. Appl., 2,341-351 (1974). 29. J. D. Rhodes and M. I. F. Fahmy, Proof of the recurrence formula for the distributed equidistant linear phase polynomial, In?.J. Cir. Theor. Appl., 2,405-406 (1974). 30. T. Koga and T. Madachi, Intgrpolation o phase and delay characteristics with all-pass type rational transfer functions, f Electronics and Communication in Japan, 59,54-62 (1976). 31. T. Henk, General algorithm for phase-interpolation, European Conference on Circuit Theory and Design, Warsaw, Sept 2-5, 1980, VOI. 1, 271-276. 32. G . C. Temes and J. A. Bingham, Iterative Chebyshev approximation technique for network synthesis, IEEE. Trans. Circuit Theory, CT-14,31-37 (1967). 33. M. Abramowitz and I. A. Stegun, (Eds.), Handbook of Mathematical Functions, Dover, New York, 1970. 34. F. B. Hildebrand, Introduction to Numerical Analysis. McGraw-Hill, New York, 1956.