Content and Figures are from Discrete-Time Signal Processing, 2e by Oppenheim, Shafer, and Buck, ©1999-2000 Prentice Hall
Inc.
Minimum-Phase System
• A system with all poles and zeros inside the unit circle
• Both the system function and the inverse is causal and stable
• Name “minimum-phase” comes from the property of the phase
– Not obvious to see with the given definition
– Will look into it
• Given a magnitude square system function that is minimum
phase
– The original system is uniquely determined
• Minimum-phase and All-pass decomposition
– Any rational system function can be decomposed as
Hz Hmin z Hap z
9 2 j / 4 2 2 j / 4 1 2 j / 4 1
e z 1 e j / 4 z 1 1 e z 1 e z
4 3 3 3 3
H2 z
1 2 j / 4 1 2 j / 4 1
1 z 1 1 e z 1 e z
3 3 3
9 2 j / 4 1 2 2 j / 4 2
1 e z 1 e j / 4z 1 e z 1 e j / 4 z 1
4 3 3 3 3
H2 z
1 2 j / 4 1 2 j / 4 1
1 z 1 1 e z 1 e z
3 3 3
1
Gz Hc zHd z Hd,min zHd,ap z Hd,ap z
Hd,min z
arg Hd ej arg Hmin ej arg Hap ej
– All-pass systems have negative phase between 0 and
– So any non-minimum phase system will have a more negative
phase compared to the minimum-phase system
– The negative of the phase is called the phase-lag function
– The name minimum-phase comes from minimum phase-lag
• Minimum Group-Delay Property
grd Hd ej grd Hmin ej grd Hap ej
– Group-delay of all-pass systems is positive
– Any non-minimum-phase system will always have greater group
delay
hk h k
2 2
min
k 0 k 0
– Minimum-phase system concentrates energy in the early part
• Consider a minimum-phase system Hmin(z)
• Any H(z) that has the same magnitude response as Hmin(z)
– has the same poles as Hmin(z)
– any number of zeros of Hmin(z) are flipped outside the unit-circle
• Decompose one of the zeros of Hmin(z)
Hmin z Qz 1 zk z1
• Write H(z) that has the same magnitude response as
Hz Qz z1 zk
• We can write these in time domain
hk
k 0
2
n
k 0
2
hmin k zk 1 qk qk 1
2
n
k 0
2 2
z k
2
1 qn
2
• Since |qk|<1
n n
hk hmink
2 2
k 0 k 0