S.

Boyd EE102

Lecture 10
Sinusoidal steady-state and frequency response

sinusoidal steady-state
frequency response
Bode plots

101
 Response to sinusoidal input
convolution system with impulse response h, transfer function H
PSfrag replacements
u y
H

jt jt

sinusoidal input u(t) = cos(t) = e + e /2
Z t
output is y(t) = h( ) cos((t )) d
0

lets write this as

Z Z
y(t) = h( ) cos((t )) d h( ) cos((t )) d
0 t

first term is called sinusoidal steady-state response

second term decays with t if system is stable; if it decays it is called the
transient

Sinusoidal steady-state and frequency response 102

if system is stable, sinusoidal steady-state response can be expressed as
Z
ysss(t) = h( ) cos((t )) d
0

Z
= (1/2) h( ) ej(t ) + ej(t ) d
0

Z Z
jt j jt
= (1/2)e h( )e d + (1/2)e h( )ej d
0 0

= (1/2)ejtH(j) + (1/2)ejtH(j)

= (<H(j)) cos(t) (=H(j)) sin(t)

= a cos(t + )

where a = |H(j)|, = 6 H(j)

Sinusoidal steady-state and frequency response 103

conclusion
if the convolution system is stable, the response to a sinusoidal input is
asymptotically sinusoidal, with the same frequency as the input, and with
magnitude & phase determined by H(j)

|H(j)| gives amplification factor, i.e., RMS(yss)/RMS(u)

6 H(j) gives phase shift between u and yss

special case: u(t) = 1 (i.e., = 0); output converges to H(0) (DC gain)
frequency response
transfer function evaluated at s = j, i.e.,
Z
H(j) = h(t)ejtdt
0

is called frequency response of the system

since H(j) = H(j), we usually only consider 0

Sinusoidal steady-state and frequency response 104

 Example

transfer function H(s) = 1/(s + 1)

input u(t) = cos t

SSS output has magnitude |H(j)| = 1/ 2, phase 6 H(j) = 45

u(t) (dashed) & y(t) (solid)

0.5

0.5
PSfrag replacements
1
0 5 10 15 20
t

Sinusoidal steady-state and frequency response 105

more generally, if system is stable and the input is asymptotically
sinusoidal, i.e., jt
u(t) < Ue
as t , then
jt

y(t) yss(t) = < Ysse
as t , where
Yss = H(j)U

Yss
H(j) =
U

for a stable system, H(j) gives ratio of phasors of asymptotic sinusoidal

output & input

Sinusoidal steady-state and frequency response 106

thus, for example (assuming a stable system),

H(j) large means asymptotic response of system to sinusoid with

frequnecy is large

H(0) = 2 means asymptotic response to a constant signal is twice the

input value

H(j) small for large means the asymptotic output for high
frequency sinusoids is small

Sinusoidal steady-state and frequency response 107

 Measuring frequency response

for = 1, . . . , N ,

apply sinusoid at frequency , with phasor U

wait for output to converge to SSS

measure Yss
(i.e., magnitude and phase shift of yss)

N can be a few tens (for hand measurements) to several thousand

Sinusoidal steady-state and frequency response 108

 Frequency response plots

frequency response can be plotted in several ways, e.g.,

<H(j) & =H(j) versus

H(j) = <H(j) + j=H(j) as a curve in the complex plane (called

Nyquist plot)

|H(j)| & 6 H(j) versus (called Bode plot)

the most common format is a Bode plot

Sinusoidal steady-state and frequency response 109

 example: RC circuit
1

rag replacements
1
Y (s) = U (s)
y(t) 1+s
u(t) 1F
1
H(j) =
1 + j

0 0

5
20 log10 |H(j)|

10
30

H(j)
15

20

25
60
6

30
replacements 35 PSfrag replacements
40 2 1 0 1 2
90 2 1 0 1 2
10 10 10 10 10 10 10 10 10 10

Sinusoidal steady-state and frequency response 1010

 example: suspension system of page 8-6 with m = 1, b = 0.5, k = 1,

0.5s + 1 (0.75 2 + 1) j0.5 3

H(s) = 2 , H(j) =
s + 0.5s + 1 4 1.75 2 + 1

10
0

0
20 log10 |H(j)|

20

H(j)(degrees)
10 40

20 60

30 80

replacements 40 PSfrag replacements 100

6

50 2 120
1 0 1 2 2 1 0 1 2
10 10 10 10 10 10 10 10 10 10

Sinusoidal steady-state and frequency response 1011

 Bode plots
frequency axis
logarithmic scale for
horizontal distance represents a fixed frequency ratio or factor:
ratio 2 : 1 is called an octave; ratio 10 : 1 is called a decade

magnitude |H(j)|
expressed in dB, i.e., 20 log10 |H(j)|
vertical distance represents dB, i.e., a fixed ratio of magnitudes
ratio 2 : 1 is +6dB, ratio 10 : 1 is +20dB
slopes are given in units such as dB/octave or dB/decade

phase 6 H(j)
multiples of 360 dont matter
phase plot is called wrapped when phases are between 180 (or
0, 360); it is called unwrapped if multiple of 360 is chosen to make
phase plot continuous

Sinusoidal steady-state and frequency response 1012

 Bode plots of products

consider product of transfer functions H = F G:

PSfrag replacements

u G F y

frequency response magnitude and phase are

20 log10 |H(j)| = 20 log10 |F (j)| + 20 log10 |G(j)|

6 H(j) = 6 F (j) + 6 G(j)

here we use the fact that for a, b C, 6 (ab) = 6 a + 6 b

so, Bode plot of a product is the sum of the Bode plots of each term
(extends to many terms)

Sinusoidal steady-state and frequency response 1013

 example. F (s) = 1/(s + 10), G(s) = 1 + 1/s
0
20
20 log10 |F (j)|

25

F (j)
30
45

35

6
ag replacements 40 PSfrag replacements
45 2 90
1 0 1 2 2 1 0 1 2
10 10 10 10 10 10 10 10 10 10

40 0
20 log10 |G(j)|

35
30

G(j)
25
20 45
15
6

10
ag replacements 5 PSfrag replacements
0 90
2 1 0 1 2 2 1 0 1 2
10 10 10 10 10 10 10 10 10 10

Sinusoidal steady-state and frequency response 1014

 Bode plot of

1 + 1/s s+1
H(s) = F (s)G(s) = =
s + 10 s(s + 10)

30
20

40
20 log10 |H(j)|

10

0 50

H(j)
10 60

20 70

30 6
replacements PSfrag replacements 80

40
2 1 0 1 2
90 2 1 0 1 2
10 10 10 10 10 10 10 10 10 10

Sinusoidal steady-state and frequency response 1015

 Bode plots from factored form

rational transfer function H in factored form:

(s z1) (s zm)
H(s) = k
(s p1) (s pn)

m
X
20 log10 |H(j)| = 20 log10 |k| + 20 log10 |j zi|
i=1
n
X
20 log10 |j pi|
i=1

m
X n
X
6 H(j) = 6 k+ 6 (j zi) 6 (j pi)
i=1 i=1

(of course 6 k = 0 if k > 0, and 6 k = 180 if k < 0)

Sinusoidal steady-state and frequency response 1016

 Graphical interpretation: |H(j)|

s = j
Qm
dist(j, zi)
|H(j)| = |k| Qni=1
i=1 dist(j, pi )

since for u, v C, dist(u, v) = |u v|

placements

therefore, e.g.:

|H(j)| gets big when j is near a pole

|H(j)| gets small when j is near a zero

Sinusoidal steady-state and frequency response 1017

 Graphical interpretation: 6 H(j)

s = j

m
X n
X
6 H(j) = 6 k+ 6 (jzi) 6 (jpi)
i=1 i=1

placements

therefore, 6 H(j) changes rapidly when a pole or zero is near j

Sinusoidal steady-state and frequency response 1018

 Example with lightly damped poles

poles at s = 0.01 j0.2, s = 0.01 j0.7,

s = 0.01 j1.3,

50 0
20 log10 |H(j)|

0
180

50 H(j)
360
6

100
replacements PSfrag replacements
150 1 540
0 1 1 0 1
10 10 10 10 10 10

Sinusoidal steady-state and frequency response 1019

 All-pass filter

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

1 0
20 log10 |H(j)|

0.5 90

H(j)
0 180

6
0.5 270
replacements PSfrag replacements
1 3 2 1 0 1 2 3
360 3 2 1 0 1 2 3
10 10 10 10 10 10 10 10 10 10 10 10 10 10

called all-pass filter since gain magnitude is one for all frequencies

Sinusoidal steady-state and frequency response 1020

 Analog lowpass filters

analog lowpass filters: approximate ideal lowpass frequency response

|H(j)| = 1 for 0 1, |H(j)| = 0 for > 1

by a rational transfer function (which can be synthesized using R, L, C)

example nth-order Butterworth filter
PSfrag replacements /(2n)
/n
p1

p2
1 /n
H(s) =
(s p1)(s p2) (s pn)

n stable poles, equally spaced /n

pn1
on the unit circle
pn
/n
/(2n)
Sinusoidal steady-state and frequency response 1021
 magnitude plot for n = 2, n = 5, n = 10

20
20 log |H(j)|

40
n=2

60 n=5
PSfrag replacements
80 n = 10

100 2 1 0 1 2
10 10 10 10 10

Sinusoidal steady-state and frequency response 1022

 Sketching approximate Bode plots

sum property allows us to find Bode plots of terms in TF, then add

simple terms:

constant

factor of sk (pole or zero at s = 0)

real pole, real zero

complex pole or zero pair

from these we can construct Bode plot of any rational transfer function

Sinusoidal steady-state and frequency response 1023

 Poles and zeros at s = 0

the term sk has simple Bode plot:

phase is constant, 6 = 90k

magnitude has constant slope 20kdB/decade

magnitude plot intersects 0dB axis at = 1

examples:

integrator (k = 1): 6 = 90, slope is 20dB/decade

differentiator (k = +1): 6 = 90, slope is +20dB/decade

Sinusoidal steady-state and frequency response 1024

 Real poles and zeros

H(s) = 1/(s p) (p < 0 is stable pole; p > 0 is unstable pole)

p
magnitude: |H(j)| = 1/ 2 + p2

for p < 0, 6 H(j) = arctan(/|p|)

for p > 0, 6 H(j) = 180 + arctan(/p)

Sinusoidal steady-state and frequency response 1025

Bode plot for H(s) = 1/(s + 1) (stable pole):
Bode Diagrams

10

20

30
Phase (deg); Magnitude (dB)

40

50

60

20

40

60

80

0.001 0.01 0.1 1 10 100 1000

Frequency (rad/sec)

Sinusoidal steady-state and frequency response 1026

Bode plot for H(s) = 1/(s 1) (unstable pole):
Bode Diagrams

10

20

30
Phase (deg); Magnitude (dB)

40

50

60

100

120

140

160

180
0.001 0.01 0.1 1 10 100 1000

Frequency (rad/sec)

magnitude same as stable pole; phase starts at 180, increases

Sinusoidal steady-state and frequency response 1027

straight-line approximation (for p < 0):

for < |p|, |H(j)| 1/|p|

for > |p|, |H(j)| decreases (falls off) 20dB per decade
for < 0.1|p|, 6 H(j) 0
for > 10|p|, 6 H(j) 90
in between, phase is approximately linear (on log-log plot)

Sinusoidal steady-state and frequency response 1028

Bode plots for real zeros same as poles but upside down

example: H(s) = s + 1
Bode Diagrams

60

50

40

30
Phase (deg); Magnitude (dB)

20

10

80

60

40

20

0
0.001 0.01 0.1 1 10 100 1000

Frequency (rad/sec)

Sinusoidal steady-state and frequency response 1029

example:
104
H(s) =
(1 + s/10)(1 + s/300)(1 + s/3000)
(typical op-amp transfer function)

DC gain 80dB; poles at 10, 300, 3000

Sinusoidal steady-state and frequency response 1030

Bode plot:
Bode Diagrams

50

0
Phase (deg); Magnitude (dB)

50

50

100

150

200

250
0 1 2 3 4 5
10 10 10 10 10 10

Frequency (rad/sec)

Sinusoidal steady-state and frequency response 1031

example:
(s 1)(s 3) s2 4s + 3
H(s) = =
(s + 1)(s + 3) s2 + 4s + 3

|H(j)| = 1 (obvious from graphical interpretation)

(called all-pass filter or phase filter since gain magnitude is one for all
frequencies)

Sinusoidal steady-state and frequency response 1032

Bode plot:
Bode Diagrams

0.5

0
Phase (deg); Magnitude (dB)

0.5

100

200

300

0.001 0.01 0.1 1 10 100 1000

Frequency (rad/sec)

Sinusoidal steady-state and frequency response 1033

 High frequency slope

b0 + b m s m
H(s) =
a0 + + a n sn

bm, an 6= 0

for large, H(j) (bm/an)(j)mn, i.e.,

20 log10 |H(j)| 20 log10 |bm/an| (n m)20 log10

high frequency magnitude slope is approximately 20(n m)dB/decade

high frequency phase is approximately 6 (bm/an) 90(n m)

Sinusoidal steady-state and frequency response 1034