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Solid State Ionics 62 ( 1993 ) 131-141

SOLID
North-Holland STATE
IOlilCS

Practical application of the Kramers-Kronig transformation on


impedance measurements in solid state electrochemistry
B e r n a r d A. B o u k a m p
Department of Chemical Technology, Laboratory for Inorganic Chemistry, Materials Science and Catalysis, University of Twente,
P. 0. Box 217, 7500 AE Enschede, The Netherlands

Received 16 December 1992; accepted for publication 19 March 1993

A method is presented for executing the Kramers-Kronig transforms of electrochemical impedance data on a computer. Atten-
tion is paid to the extrapolation techniques for impedance data with a limited frequency range. It is shown that impedance spectra
of systems with blocking electrodes, exhibiting a CPE-type response, are also Kramers-Kronig transformable. The necessity and
limitations of these transforms with respect to impedance data are briefly discussed.

1. Introduction LEVM [ 2,3 ] recognizes a number of special dielec-


tric dispersion relations [ 1,10 ]. It is quite possible,
Frequency dependent impedance measurements however, that no acceptable match can be found be-
(or electrochemical impedance spectroscopy, EIS for tween the measured data set, Zi=Zre,i+JZim,~
short) have become an important research tool in ( i = I . . . N ) , and the model dispersion function,
electrochemistry. Especially since the availability of Z(o)i) = Zre(O)i) +JZim(O)i). A discrepancy in the fit
powerful complex nonlinear least squares (CNLS) is most clearly observed in a plot of the relative re-
data analysis programs (e.g. LOMPF and LEVM, siduals of the fit result
written by Macdonald [ 1-3], and EQUIVALENT
C I R C U I T by the author [4,5] ), the use of imped- Z r e , i - Zre ((Di)
ance techniques has increased considerably as these Ae,,-- IZ(o~)l '
programs allow the quantitative analysis of compli-
Z~im,i= Zira,i -- Zim (o)i)
cated dispersion data. Iz(~o,) [ ' (1)
For the analysis it is important to have an ade-
quate model function, often presented in the form of versus the logarithm of the frequency [ 11 ]. For a
an equivalent circuit, as well as a set of starting val- correct CNLS-fit these residuals should scatter ran-
ues for the adjustable parameters. The program domly around the abscissa. An inappropriate fitting
EQUIVALENT C I R C U I T comprises a simple pre- function will lead to a systematic distribution of the
analysis procedure based on the fitting of simple cir- residuals, i.e. they form a distinct trace with respect
cuits to selected parts of the total dispersion curve, to the abscissa. Several causes may be responsible for
followed by subtraction of these sub-circuit disper- the incorrect fit result:
sions from the total dispersion [6]. This method, (i) systematic errors in the data file due to a change
when applied judiciously, can yield both the model in the electrochemical system (e.g. drifting temper-
function and starting values for the subsequent total ature, aging, reaction) or due to a distortion caused
CNLS-fit procedure. Examples of this method have by the measurement system;
been presented in [7,8 ]. (ii) use of an inappropriate equivalent circuit;
For the equivalent circuit a number of basic dis- (iii) the electrochemical system exhibits a non-
persion relations or transfer functions (elements) are ideal transfer function, i.e. it cannot be represented
available [4,9]. Especially the Macdonald program by a set of simple elementary transfer functions.

0167-2738/93/$ 06.00 © 1993 Elsevier Science Publishers B.V. All rights reserved.
13 2 B.A. Boukamp / Application of the Kramers-Kronig transformation

In principle there is no real difference between case


(ii) and case (iii), but it is useful to make a dis-
Zre(CO)=Zro(0)
oo
tinction between using an incorrect equivalent cir- 2co ~ (oJ/x)Zim(X) -Zim(O~)
cuit while a correct one can be constructed or that no + -~- .; x2_¢02 dx, (3)
0
simple equivalent circuit (within the bounds of the
data analysis program) can be found. It is of im- and for the imaginary part
portance to be able to discern between case (i) and oo

cases (ii) and (iii), i.e. between distorted data, and


2~o f Zr¢(x) --Zre(O) )
Zim(O)) : ~- d .X.2__0)2 dx. (4)
correct data but modelled with an improper equiv- 0
alent circuit.
Correct data must obey these K - K relations. Hence
This distinction can be made with the help of the
by comparing the transformed real part, using eq.
Kramers-Kronig ( K - K ) relations [12]. Correct
(4), with the imaginary part of the impedance spec-
impedance (and admittance) dispersions must obey
trum, and vice versa for the imaginary to real trans-
these Kramers-Kronig relations, which relate the real
form (eq. (2) or (3) ), the validity of the impedance
and imaginary parts of the impedance spectrum to
data can be tested. If a discrepancy is observed be-
each other. In short, the imaginary value of each data
tween the actual and transformed values (within the
point can be obtained through a special transform of
range of experimental error) then the data must be
the complete (from ~o=0 to oo) real part of the
assumed to be corrupted. There are, however, a few
impedance spectrum. Similarly the real value of each exceptions where the data can be modelled with an
data point, apart from a constant, can be obtained equivalent circuit, but fails the K - K transform test.
by a different transform of the complete imaginary This generally occurs when a negative (differential)
part of the impedance spectrum. The conditions nec- resistance is present, a condition typically encoun-
essary for a system to comply with the K - K relations tered in corrosion studies [ 9,14,16 ].
are generally stated as [ 13,14 ]:
(i) causality: the response must only be related to
the applied perturbation. 2. Discrete K-K transform
(ii) linearity: only the first order response must be
present in the impedance. For nonlinear systems, Although several publications have been pre-
such as electrodes, this implies the use of small per- sented on applying the K - K transform [ 13-17 ], lit-
turbation voltages ( < 10 m V p p ) . tle information has been given on the procedures. The
(iii) stability: the system may not change with most simple way is to perform a discrete integration
time, nor continue to oscillate when the perturbation
Xn xi+ 1
is removed.
(iv) finite for all values of co, including co-,0 and y, dx_~ y~ Yi(x) ax, (5)
i=l
Xl xi
O)---* OO.
Examples of the application of K - K transforms where y/represents the integrand value of eqs. ( 2 ) -
have been presented by D.D. Macdonald et al. [ 13 ], (4) obtained at xi, and Y~(x) is an integrable func-
Urquidi-Macdonald et al. [15,16] and J.R. Mac- tion (e.g. polynomial or cubic spline) which is cho-
donald [ 17]. For the impedance representation of sen such that it follows the y~ values as closely as pos-
the dispersion the following special Kramers-Kronig sible. In different intervals o f x different coefficients
relations exist. For the real part of the impedance for Yi(x) may be used. For the K - K transforms (eqs.
( 2 ) - ( 4 ) ) a problem arises for x~=~o, which incor-
2 f xZim(X) - o)Zim ((,0) rectly sometimes is referred to as a singularity. Ac-
Z~(~o)=Z~(oo)+- .~ x2 c° 2 dx,
7t tually, eqs. ( 2 ) - (4) are special forms of the K - K
0
transformations in which the singularity has been re-
(2)
moved. For a detailed discussion of the K - K trans-
or forms see ref. [ 18 ].
B.A. Boukamp / Applicationof the Kramers-Kronigtransformation 133

There are two ways to deal with the x = co problem. degree m ( m + l adjustable parameters)
The most simple one is to ignore this specific data
point and exclude it from the integration procedure, y(o9)= £ aio9~, (9)
assuming that the integration function will faithfully
i=0
reproduce the curve at xi=og. The second option is to a set o f p sequential data points ( p > m ) , using a
to evaluate y~ at x~= o9, which can be useful if the dis- least squares fit procedure:
tance between data points on the frequency scale is
d k+p-- 1
rather large (e.g. 4 to 5 points per decade). By de- ( Y j - Y(Ogj) )2=O ,
veloping Z,e(x), or Zim(x), in a Taylor series around dai ;=k
x=o9 one obtains for eq. (2): i=O,...,rn, (10)
XZim(X) -- ogZim(o9) where yj represents the real (or imaginary) part of
X2--O9 2 the data and k to k + p - 1 the range o f p data points
dZim (X) in the data set to be fitted. The derivatives (in that
=[XZim (O9) -~ X ( X--Og ) T x=¢ ° range) can be found directly:
d
( x - o9) 2 d2Zim(X) I Y(O9) £ iaio9 i-L (11)
"[-X 2! dx2 Ix=coJI- (...) --ogZirn(og)] do) i= 1

X [ ( x - o g ) (x+og) ] - ' , (6)


which, for x--*og, simplifies to 4. Example

lim x Z i m ( X ) - OgZim(Og) In order to demonstrate the applicability of the


x~co X2--O9 2 discrete Kramers-Kronig transforms synthetic im-
1 Zio9
m(09) + claim (X) 1 pedance data (fig. 1 ) was generated using a simple
(7)
equivalent circuit (insert fig. 1) consisting of two
-2 ~ Ix=J
dispersive sub-circuits (parallel resistance and ca-
This transformation provides a more rigorous proof pacitance, and parallel resistance and Warburg) in
for the finiteness ofyi at x=o9 than the binomial ex- series with a resistor. Parameter values are tabulated
pansion presented in ref. [16]. Similarly the inte- in table 1. The frequency ranged from 1 mHz to 10
grand of eq. (4) can be expressed for x = o9 by MHz at 7 frequencies per decade. The K - K trans-
forms were calculated in the range 0.1 Hz to 0.1 MHz.
Zre(X)--Zre(O)) __ 1 dZ,~(x)
/m~i:: x2-o9 2 2o9 dx x=co"
(8)
400
R-2 R-4
Thus if the derivatives of the real and imaginary
components are available then the special point x = o9
can be included in the integration procedure.
200
6~ 100
~oo Ik 10
'-~ ° °°°4 ...... ~o ° °°Oo<~ 1
3. Derivatives N' lOOk\ ~ o° ° °°Oo~

The derivatives of the real and imaginary com- 0 200 400 600 800
ponents are not directly available. They can be ap- Z,~, , [Q]
proximated by fitting the real and imaginary parts of
the impedance with a polynomial expression. As the Fig. 1. Impedance spectrum of the test circuit presented in the
insert of this figure. Circuit parameter values are given in table
data most likely will contain some noise (statistical 1. The frequencyrange is 1 mHz-10 MHz. The K-K transform
errors) some degree of smoothing should be applied. values are calculated for the range 0.1 Hz-100 kHz. Frequencies
This can be accomplished by fitting a polynomial of are in Hz.
134 B.A. Boukamp / Application of the Kramers-Kronig transformation

Table 1 1 v -- 60

I :i
Parameter values of the equivalent circuit used for the example
°°°°°° uo o og o
dispersion presented in fig. 1.
10_ 2 . . . . . . . ~ °,K" o°° 40 (3
Oooo oo ° ° o~, , ° lI
Element Parameter value °oO oooo.oo °:
20
Rt 100 ,o-ooo: ....
R2 200~

...:..
0
C3 IX 10-7F E
R4 500 10° N
-2o "O
W5 [Yo(jW)°5], ]Io= l x 10-4S's -°5
10 .0 -4o
1 10 102 103 104 105 106
The low end and high end frequencies were used to
extend the integration range. Besides the exact data to , [ r a d . s 1]
set also two data sets with added noise (0.2% and
Fig. 2. Absolute values of the relative deviation, Adim of the esti-
0.5% relative to [Z(~o) [ ) were generated over the
mated differentials of Zim (OJ) with respect to the exact differen-
frequency range 0.1 Hz to 0.1 MHz using the CNLS tials for several combinations of the data sub-range, p, and the
program EQUIVALENT CIRCUIT [ 5 ]. polynomial degree, m: ( O ) p = 5 , m = 2 ; ( O ) p = 5 , m = 4 ; ([5])
As the equivalent circuit is rather simple the exact p = 7 , m = 4 , ( l l ) p = 7 , m = 6 ; ( V ) p = 9 , m = 6 . The modified
derivatives could be calculated, so that a direct com- exact differential, oodZim(Og)/do3 (drawn line), is shown for
clarity.
parison could be made with the derivative estimates
obtained through the polynomial LS-fit procedure.
that with a higher degree polynomial (with p = m + 1 )
For the noise flee impedance data set a series of de-
a more accurate value for the differential is ob-
rivatives were calculated using different combina-
tained. Applying some degree of smoothing, e.g. by
tions o f p (data sub-set length) and m (polynomial
adding two more points to the data set ( p = m + 3 ) ,
degree). The absolute values of the relative devia-
decreases the accuracy for this noise free data set.
tions, Aaiff,
For p = m + 1 an exact solution for the polynomial is
Adiff= dZj(a~)/dm-dY(oJ)/d~ obtained, but the derived differential value not nec-
dZj(oJ)/d~ essarily equals the exact value.
In fig. 3 the absolute values of the relative devia-
j = r e or im, (12)
tion of the derivatives, with respect to the exact val-
with respect to the exact imaginary differential val- ues, of the imaginary component are presented for
ues are presented in fig. 2 for the imaginary part of the 0.2% and 0.5% noise added example dispersions
the impedance. Here Y(co) represents the polynom- generated with the equivalent circuit of fig. 1. Anal-
ial function fitted to the real or imaginary part of the ysis showed that with a sub-set size of p = 9 an op-
dispersion (eqs. (9), (10)). For clarity the exact timum was obtained for m--3 or 4. Fig. 3 presents
imaginary differential is also shown in fig. 2. In or- the case for m = 4. The optimum amount of smooth-
der to limit the range the exact differential is pre- ing, however, may strongly depend on the form of
sented in the form: e). dZim (O))/dto. For the real part the impedance spectrum. The errors in the estimated
of the spectrum presented in fig. 1 identical results derivatives are much larger than the errors in the data
were obtained. set. Hence for data with appreciable noise this
For the evaluation of the coefficients, a/, of the po- method is not well suited for establishing the inte-
lynomial expression a Gaussian elimination/back- grand value at x2=to 2 in the transform integrals.
substitution algorithm [ 19 ] was used to solve the set The integrands of the K - K transforms, however,
of simultaneous equations represented by eq. (10). are well-behaved functions, as is demonstrated in fig.
In the polynomial differentiation In ~o was used as 4. Here the integrands of the real (eq. (4)) and im-
variable as this produced better results than the use aginary (eq. (2)) transforms, y,e(x, co) and o)'Yim(X,
of w. o~) are presented as function o f x for three values of
From the results presented in fig. 2 it is obvious oJ: 27~, 2~zX102 and 2~z×104 rads -~. Arrows mark
B.A. Boukamp /Application of the Kramer+Kronig transformation 13.5

1
method, i.e. skipping the point x= o, will be followed.

10"
5. Discrete transform procedure
-

g lo9 Two routes to perform the discrete transform, i.e.


- the discrete integration, will be presented here. The
1o-3 first and fastest route is by creating a cubic spline
function through the data sets [xi, y,]. The proce-
dure is well documented in many textbooks on nu-
lOA
1 10 lo2 lo3 lo4 lo5 lo6 merical computer algorithms, e.g. ref. [ 191. The cu-
bic spline function, which is continuous in its first
w , [rad..%‘l derivative, can then be presented by:

Fig. 3. Absolute value of the relative deviation of the estimated


differentials of Z,,( o) with respect to the exact differentials, d,,
for noisy data with (0 ) 0.2%, and (0 ) 0.5% relative noise added. x (x,+I -.xJ2/6 >
Data sub-set range, p=9, polynomial degree, m=6. Data was
generated using the equivalent circuit of fig. 1and parameter val- with
ues of table 1.
A=-
S+ I -x and B= X-XI
(13)
x,+1 -5 x,+l -xJ

The Y;’ values represent the second derivatives of


the interpolating polynomial. A table of these values
is obtained through a standard subroutine (e.g.
[ 191). The importance of eq. ( 13) is that an ana-
lytic expression can be derived for the integral of the
cubic spline function:
x,+I
Y(X) b=l(x,+1 -x,)(Y,+Y,+l)
s
I” lL? 16' 1 10 10' 10" lo4 10" lo6 10' lo8 Xl
x , [rad.s.'l
-(x,+1 -x,)~(Y;+YJ’+,)/~~. (14)

Fig. 4. Integrands for the real to imaginary K-K transform, y,(x, Hence the integral can be replaced by a summation
o) (closed symbols), and for the imaginary to real transform, over all intervals x, to x,+ ,.
wy,.(x, o) (open symbols), as function of x for three values of The second route is by fitting a polynomial of de-
w: (0,O) w=2n, (A, A) o=ZnX 102and (B, 0) w=2nx lo4
gree m through a sub-set of p data points (see above).
rad SC’. The three w positions are indicated by arrows.
For the integral of the polynomial also an analytic
expression is available
the x=w positions, the corresponding data points
%+B--l- -
were calculated using eqs. ( 7 ) and ( 8 ).
If the spacing of the data points on the w-axis is
close enough then the special point x=w may be
omitted from the discrete integration procedure as (15)
proposed above, assuming that the modelling func- Thus the data set must be divided in a series of sub-
tion (cubic spline or polynomial) will closely repro- sets (each end member must also be the first mem-
duce the omitted data point. For highly accurate data ber of the next sub-set), which then can be evaluated
(little noise) the derivative estimation method may individually. The polynomial evaluation is almost a
be used. In the following procedures the simple factor 6 slower than the cubic spline evaluation,
136 B.A. Boukamp / Applicationof the Kramers-Kronigtransformation

however, once again it m a y p r o v i d e some degree o f A substantial i m p r o v e m e n t in the transforms can


smoothing for noisy data ( p > m + 1 ). The smooth- be obtained by extrapolation o f the impedance spec-
ing must be used with care as too much smoothing trum over several orders in frequency (variable x )
may result in a large d e v i a t i o n from the " h y p o t h e t - while restricting the K - K transform to the measured
ical" noise free curve. One should realize however frequency range (variable ~o in eqs. ( 2 ) - ( 4 ) ) . The
that the integration, which essentially is a s u m m a - triangles in fig. 5 represent the relative deviations of
tion, is much less sensitive to noise in the d a t a than the K - K transforms with an integration range o f
the estimation o f the derivatives is (see a b o v e ) . Xmin ~--- O)min X 10-- 2 and Xmax = O)max X 10 2 ( 1 m H z to
In order to i m p r o v e accuracy the integration was 10 M H z ) , using the complete exact data set o f fig.
p e r f o r m e d with In x instead o f x, using the relation: 1.
F o r actual i m p e d a n c e measurements this ex-
dx=xdlnx. (16)
tended data set must be created by extrapolation o f
The value Of Zre(OO) in eq. ( 2 ) was o b t a i n e d by cal- the end ranges. This is conveniently done with a
culating the m e a n difference between the real part o f " p a r t i a l data fit". The accuracy o f the extrapolation
the actual i m p e d a n c e a n d the K - K transform o f the strongly depends on the a m o u n t o f noise in the dis-
imaginary part. persion data. M o r e o v e r it is i m p o r t a n t that the dis-
First the K - K transforms were calculated with the persion m e a s u r e m e n t extends into a region that may
integration range from x = 2 7 ~ × 10 -~ to 2 ~ × l0 s rad be modelled with a single time constant, e.g. a (de-
s - ' (0.1 Hz to 0.1 M H z ) using the exact d a t a set pressed) semi-circle. If there is a significant influ-
presented in fig. 1. The relative deviations between ence o f a second dispersive process then the extrap-
the K - K transform (spline m e t h o d ) and the actual olation will be strongly flawed.
data set, 3Knr~ and ZJKKim , a r e presented in fig. 5 (cir- The i m p r o v e m e n t in the K - K transforms can be
cles). The end regions o f the real to i m a g i n a r y trans- enhanced by using an even larger extrapolation range
form (graph symbol O ) show a large deviation due (e.g. 4 decades on both sides), but this will drasti-
to the limited range o f the integration. The K - K cally increase the calculation time. Considering the
transforms calculated with the p o l y n o m i a l expres- shape of the integrands in fig. 4 it is clear that for
sions gave identical results for all c o m b i n a t i o n s o f p x << ~o or x >> ¢o the integrand function in the log-log
and rn values used in the evaluation o f the deriva- plot can be a p p r o x i m a t e d by a straight line:
tives (fig. 2).
lny=C(lnx)+D, for x << e~. (17)

Thus the last missing regions in the integration can


__ I01 °°°°~Ooo • be o b t a i n e d by fitting lines according to eq. (17) to
• ~'~ ................... ~ : : : e . ~
oO o°
the end regions, which can then be integrated ana-
102 °o o ,,o~ lytically. With In x as integration variable this results
<~
=.°°~."
in
10a . =

In Xmin
.~ .... ....~,~.°*o*** .. ~o
104
ooooOOO ,
oo
o f eClnx+Ddlnx=eDxCmin/C , (18)
oooOO °°°°OOo
-- 1 0 -5

o
10-6 and
I 10 102 103 I¢ I0s 106
w , [rads ~]
i eC'nx+Ddlnx=-eDxC.x/C , (19)
Fig. 5. Plot of the absolute values of the relative differences, 3r~
In Xmax
and 3im,between the exact data of fig. 1 and the K-K transforms:
(@, ©) using the limited range of 0.1 Hz-0.1 MHz; ( A, A ) p r o v i d e d that C is positive in eq. (18) and negative
using two decades extrapolation at the low and the high fre-
in eq.,, ( 19): Including this final extrapolation to x = 0
quency side (eqs. (18) and (19) ), and (@, ~ ) with extrapola-
and x = oo a further i m p r o v e m e n t in the K - K trans-
tion to x=0 and x=oo ( +eqs. (21) and (22)). Open symbols
for the real to imaginary transform, closed symbols for the re- forms is obtained. This is clearly d e m o n s t r a t e d in
verse transforms. A spline integration procedure was used. fig. 5 by the relative deviations ( d f a m o n d s ) for the
B.A. Boukamp / Application of the Kramers-Kronig transformation 137

complete K - K transforms, including eqs. (18) and polynomial routine, with sub-set length p = 9 and po-
(19), of the exact data set of fig. 1. If the deviations lynomial degree m = 6, took 10.5 s for the same data
are taken relative to the modulus of the impedance set. The results obtained by both procedures, how-
vector (eq. ( 1 ) ) even lower values, especially for the ever, were very close. The K - K test program used
real to imaginary transform, are obtained for the Av,~. was written and compiled in Turbo Pascal v. 6.0
An example of the complete K - K transforms of (trademark Borland International Inc.) ~ using
the impedance data of fig. 1, but containing 0.2% and double precision for the floating point variables.
0.5% noise (relative to the modulus of the imped-
ance vector), is presented in fig. 6. The scatter in the
relative deviations, Av,~e and /IKmm, of the K - K 6. Blocking electrodes
transforms appears larger than in the original data,
but when the deviations are taken relative to the The Kramers-Kronig rules require the data to be
modulus of the impedance vector (eq. ( 1 ) ) the scat- finite for ~o--,0 and o J ~ . For impedance measure-
ter becomes comparable to the original noise in the ments on ionically conducting solid samples with
data set. blocking electrodes the condition of finiteness for
The full range K - K transforms of the data set o f ~o~0 is seldom met. Generally an "open ended" CPE
fig. 1 (43 frequencies), using the spline integration (constant phase element) type dispersion is ob-
routine, took less than 2 s on a 25 M H z 80386 per- served for o)---->O)min, where OJmin represents the lowest
sonal computer with coprocessor (80387 chip). The frequency measured. As each system will have a d c
conductance, however small it may be, the low fre-
quency dispersion will eventually return to the real
axis for ~o~0. But this will occur at extremely low
m data with 0.2% noise frequencies for which it is impractical (if not im-
0
101 possible) to carry out reliable impedance measure-
0
<3 °o° o ments. Fortunately the dispersion relation of a CPE
0 °°°o o o o °
- - 162 o o
o
oo Oo
element (impedance representation: Z(og)=
o o °
• o °
o o
• Zo(jog) - " ) does obey the K - K transforms [20] re-
o • Oo~ • • • • oeOO •
O• sulting in a finite value for the transform integral.
e• • • o° 0 ° 0 °o° •
<3 1 0 -3 • oO °°e o 0
o ° •
o• • This can be demonstrated by considering the trans-
form integral for a CPE element in the range 0~<
........ , ........ , . . . . . . . . . , ....... , . . . . . . . . . , ,, ,,,,,
X~Xmin, with X m i n < < (O. With X 2 <<[ O ) 2 the integral o f
10 ld ld 1~ ld 1~ eq. (2) simplifies to
W , [rad.s 11
Xm(n X Z o , i m X - ~ -- o)Zo,im o ) - o~

d
x2 o)2 dx
0
o
data with 0.5% noise Xmin
,~ 10"1 o Ooo o
Z°'im ff °)l-°~-xl-°~dx
o °°°o o o 092
<3 o
o Oo o 0
o o o o o o
- - 10-2 • • • o o

Oo
e• ° • o
Do• o• • oo • o •

• °• o e o •
eo
o • • =/O,im 0") 1 ~ 2 X m i n X 2 i'-n°t 1
• eo o •~o • ° • (20)
• o• co2(2-a)J '
• • o o
<3 10a
with
,,,, ........ , ........ , . . . . . . . . , . . . . . . . . , . . . . . . . . . , . . . . . .

lo ld ld 1¢ 10~ 10"
to, [rad.s 1]
"; Most of the algorithms described in this paper are available
Fig. 6. Plot of the absolute values of the relative differences, Av.v~e from standard computer libraries. However, interested read-
( • ) and Jv,xim ( © ) for the impedance data of fig. 1, but pol- ers may obtain the source code of the described procedures by
luted with 0.2% (upper graph) and 0.5% (lower graph) noise. sending a formatted diskette to the author in a reusable mailer.
13 8 B.A. Boukamp / Application o f the Kramers-Kronig transformation

sured frequency (thus x2<<o) 2) by fitting a series


Zo,im = Z 0 s i n -~-, combination of a resistance and a CPE using a CNLS
type procedure [ 5,6 ].
yielding a finite value. As the integral for Xmin ~ X ~ OO (ii) Calculate the transform integrals in the range
also will yield a finite value the entire K - K trans- COextto oo u ag either the spline or polynomial in-
form remains finite. Similarly the imaginary to real tegration a td the high frequency end-point correc-
transform will yield a finite value. tion of eq ( l 9).
This can be used to perform the "end region ex- (iii) Calculate the low frequency end-point cor-
trapolation", in analogy with the regular case dis- rection using eq. (21) or (22). To demonstrate this
cussed above, for the blocking electrode. If the low procedure a new set of synthetic data, with 0.2% rel-
frequency end of the measurement is in a single time ative noise added, was produced using the program
constant range then it can be extrapolated over a few EQUIVALENT CIRCUIT. The equivalent circuit,
decades using a resistance, RCPE, in series with CPE. consisting of a parallel R - C circuit in series with a
While the regular transforms (eqs. (2) and (4)) are CPE (cg=0.7), and the impedance dispersion are
carried out over the extended frequency range, the presented in fig. 7. The circuit parameter values are
low frequency end-correction, for 0~<X~<Xmin with given in table 2. The limited data set was extrapo-
X<< Co, can be found from lated by two decades at both the low and high fre-
xmin
f XZoimX-°:--(DZim(O)) 0.1 •
' x2_oj2 dx
R-2
0
Xmin
1.0
,~ -- - ~ 1 I Zo,imXl-°~-(A)Zim((,O) dx
o

Xmin Z i m ( ( - 0 ) -- X2mi--na' Zo im, (21 ) O


- to o92(2- o~) '
0.5 O
o
with N
1 o°
O/7[
lk o°
Zo,im = Z 0 s i n -~-. o o

0 _¢°'%¢' ° . . . . .

Similarly the value of the integral of eq. (4) in the 0 0.5 1.0
range 0 <~X<~Xmin,with Xmin<< 0), is found: Zreal , [k O]
Xmin
I Ro, E+Zo,reX-°t--Zim Fig. 7. Impedance spectrum of circuit with "open ended" CPE-
X2__ O)2 dx dispersion at low frequencies, obtained with the equivalent cir-
o cuit presented in the insert. Parameter values are presented in
table 2. The data was generated over the frequency range 0.1 Hz
Xmin X min (22) to 0.1 M H z and polluted with 0.2% relative noise using the pro-
O92 ( Z r e ( ° ) ) - - R c P E ) -- ( 1 - o Q o ) 2 Zo. . . . gram EQUIVALENT CIRCUIT.

with
Table 2
Parameter values of the equivalent circuit used for the example
Zo,r~ = Zo cos -~-. dispersion presented in fig. 7.

Element Parameter value


Hence in the case of blocking electrodes with clear
CPE behaviour at low frequencies the following pro- Rl 100~
cedure can be applied for evaluation of the K - K R2 200
C3 1X10-6F
transforms:
CPE4 [ Yo(jtn)'~ ], Yo = 1 X 10 -3 S ' s - "
(i) Extrapolate the measured impedance to a lower o~= 0,7
frequency limit, toext, 10 -2 times the lowest mea-
B.A. Boukamp / Application of the Kramers-Kronig transformation 13 9

quency end. The low-end extrapolation was mo- 7. High frequency inductive effects
delled with a series combination of a resistance and
a CPE, the high frequency end by a (depressed) Sometimes inductive effects appear in the imped-
semicircle which was very close to capacitive behav- ance spectra at high frequency. This is almost always
iour ( a = 0.99). Parameters were obtained with the due to contributed lead inductances and/or instru-
CNLS program EQUIVALENT CIRCUIT. The mental distortions. Specifically the current-voltage
comparison of the actual values and the K - K trans- converters in many potentiostats add a substantial
forms are presented in fig. 8. The corresponding de- (series) inductive dispersion to the measured
viations from the original data set, now taken rela- impedance at high frequencies. In the impedance
tive to the modulus of the impedance vector, are representation the imaginary part, which contains the
presented in fig. 9. These results show that the pro- series inductance dispersion, does not transform to
posed procedure yields a suitable K - K transform yield the real part. This is most clearly demonstrated
method for blocking electrode measurements. by taking the imaginary to real transform integral in
the range Xma x ~ X ~ (:X), with o~<< Xma x
" x L x - o3L¢o 0) 2
1.0
"t
Xrnax
x2_m 2 dx~
i
Xmax
L- -~-f L d x

0.5

=L x + co =~, (23)
0
Xmax
N
-0.5
where L is the value (in Henry) of the apparent se-
9_ ries inductance. The failure to transform can simply
N -1.0
be understood by considering a simple RL series cir-
-1.5 cuit. In the impedance representation the real part
10 102 103 104 105 106 does not contain any information on the dispersive
W, [rad.s 1] component (the inductance), hence the imaginary
part cannot be derived from the real part. Thus these
Fig. 8. Comparison fo the K - K transforms (real: (C)), imag.: "high frequency" inductive effects must be removed
( [] ) ) and actual data set (drawn lines) of fig. 7. The transforms from the measured dispersion before a K - K trans-
were carried out with the special extrapolations of eqs. ( 19 ), (22)
and (23) using the spline integration routine.
form, in the impedance representation, can be ap-
plied. This is a rather simple procedure as these in-
0.06 ductive effects can be accurately measured using a
o known resistance in place of a sample. As the in-
0.04 ductive effect is generally added in series to the
impedance dispersion subtraction is straightfor-
0.02 o
ward. In the admittance representation, however, the
o 0
K - K transform can be applied to a system contain-
oo o • ing a series inductance.
0

-0.02
8. Discussion
w, [rad.s 1]
In practical applications the use of the K - K trans-
Fig. 9. Plot of the absolutevaluesof the relative differences,Ar.r~ forms seems to be limited by two shortcomings of
( • ) and 3r.ram (O) between the K-K transforms and the actual real data: (i) a limited, finite frequency range, and
impedance data of fig. 7. Here the differences are taken relative (ii) the presence of noise. With respect to the first
to the modulus of the impedance vector. restriction, this strongly depends on the type of elec-
140 B.A. Boukamp / Application of the Kramers-Kronig transformation

trochemical system under investigation. In some possible so that the corresponding impedances ap-
cases the limit values for the impedance, Z ( o J = 0 ) proach the limit value.
and Z(o~=ov), are readily approached in a normal Another solution to this problem may be the ex-
range of frequencies (e.g. 1 mHz-10 MHz). The K - trapolation method recently presented by Orazem et
K transformations can then be calculated with little al. [21,22]. In their approach the missing low fre-
error in the values for the end ranges. But generally quency part is modelled with two sets of polyno-
this is not the case and an "end region extrapola- mials, one for the real part and one for the imaginary
tion" must be included. If the dispersion in the end part of the dispersion. On the polynomials the re-
region is mainly due to one dispersive process, then striction is imposed that, together with the measured
extrapolation can simply be done by using a de- data set, they must obey the K - K transforms. The
pressed semicircle model or, at low frequencies for restriction leads to a set of simultaneous equations
blocking electrodes, a single CPE/resistance model from which the polynomial coefficients can be ob-
(eqs. (21) and (22)). If the end region of the dis- tained. This method provides two interesting pos-
persion also contains a significant contribution of a sibilities, it can estimate the dc resistance of an elec-
second dispersive process then this must be included trochemical system and it can indicate whether the
in the extrapolation. Simple estimations of the nec- measured data set complies with the K - K trans-
essary parameters for the extrapolation model will forms. A clear offset between the measured and the
then be more difficult and less precise. Partial CNLS- extrapolated frequency ranges is indicative of non
fit analysis of the end regions of the impedance spec- K - K compliance. The adjusting procedure for the
trum may be used to elucidate the proper dispersion polynomials is, however, rather complex, execution
model. The interactive CNLS program EQUIVA- times of 5 rain on a 16 MHz 386 computer with math
LENT CIRCUIT can be helpful in this respect coprocessor have been reported [ 22 ]. A point of dis-
through its pre-analysis sub-program [6] combined cussion is to what extent the dispersion of the "dom-
with the data simulation sub-program [5]. inant time constant in the lower frequency domain"
The presence of noise is mostly a problem with re- should be present in the measured data set. If the
spect to the estimation of the end regions extrapo- same requirements as presented in this paper must
lation. Testing various kinds of simulated data that be met, then the method described in this paper pre-
was polluted with random noise, relative to the sents at least equal accuracy at a much greater speed
impedance vector modulus, showed that the noise (seconds versus minutes).
level in the K - K transformed data was somewhat A quite different approach to a general K - K test
smaller than in the original data. Hence if the sys- of impedance data was presented by Agarwal and
tematic ("non K - K " ) error in the data is larger than Orazem [23,24]. This method is based on modelling
the mean statistical error, it will also appear in the of the dispersion with a large number o f parallel R -
comparison of the real data set and its K - K trans- C circuits connected in series (Voigt model). R - C
form, provided that the end region extrapolations do circuits are added until the overall dispersion equals,
not contribute a significant error to the transforms. within a certain preset error limit, the measured dis-
A study on the propagation of errors in the K - K persion. As each R - C circuit is K - K transformable
transforms is important in this respect. A brief dis- the entire model obeys the K - K transform. Hence if
cussion on this subject has recently been presented parts of the measured dispersion (generally the end
by Macdonald [ 17 ]. regions) fail to be modelled within the error limit
A serious problem arises when it is clear that one then these must be considered to be corrupted. In
of the end regions of the measured dispersion cannot order to keep the number of R - C circuits manage-
be modelled with the available dispersion relations. able a rather large (e.g. 2%) fit error must be ac-
This means that no proper end region extrapolation cepted. So far the method has been applied success-
can be carried out while this extrapolation is espe- fully on a number of systems, however, it remains to
cially crucial to the K - K transforms of the end re- be proven that it can also be applied to special cases
gion data points. In this case it is essential to extend such as e.g. an "open ended" CPE or bounded dif-
the frequency range of the measurement as far as fusion dispersion.
B.A. Boukamp / Application of the Kramers-Kronig transformation 141

Quite recently two methods based on Fourier References


transforms have been presented by Vander Noot [25 ]
a n d Macdonald [ 17 ]. The latter method, using spe-
[ 1] J.R. Macdonald and L.D. Potter, Jr., Solid State Ionics 24
cial multiple Fourier transforms, is able to remove
(1987) 61.
systematic errors from data that does not comply with [2] J.R. Macdonald, J. Appl. Phys. 65 (1989) 4845.
the K - K transforms. How well these methods can be [3] J.R. Macdonald, Electrochim.Acta 35 (1990) 1483.
used with incomplete data is not yet clear. [4] B.A. Boukamp, Solid State lonics 20 (1986) 31.
As m e n t i o n e d above, some electrochemical sys- [ 5 ] B.A. Boukamp, Equivalent Circuit, Internal report CT89/
tems contain a negative differential resistance due to 214/128 (University of Twente, 1989).
the negative slope of the polarisation curve at the ap- [6] B.A. Boukamp, Solid State lonics 18/19 (1986) 136.
plied polarisation. Dispersion curves of these sys- [7] B.A. Boukamp, 9th Europ. Congr. on Corrosion (Royal
Netherlands Industries Fair, 1989) FU-252.
tems do not comply with the K - K transforms. How-
[8] B.A. Boukamp, B.A. van Hassel and A.J. Burggraaf, in:
ever, quite often they can very well be modelled with
Symp. on High Temperature Electrode Materials and
an equivalent circuit [14] and thus should not be Characterization,eds. D.D. Macdonaldand A.C. Khandkar,
rejected solely on grounds of the K - K transform re- Electrochem. Soc. Proc. Vol. 91-6 ( 1991 ) p. 44.
sults. When a negative resistance is found parallel to [9] D.D. Macdonald and M.C.H. McKubre, in: Impedance
a negative capacitance (or negative CPE) then the Spectroscopy, EmphasizingSolid Materialsand Systems,ed.
dispersion does comply with the K - K transforma- J. Ross Macdonald (Wiley, New York, 1987) pp. 260-316.
tion. This type of sub-circuit is often encountered in [ 10] R.L. Hurt and J.R. Macdonald, SolidState Ionics 20 (1986)
the equivalent circuit used to model electrode re- lll.
[ l 1] B.A. Boukamp, Solid State Ionics 11 (1984) 339.
actions.
[12] H.W. Bode, Network Analysis and Feedback Amplifier
Design (Van Nostrand, New York, 1945).
[ 13] D.D. Macdonald and M. Urquidi-Macdonald, J.
Electrochem. Soc. 132 (1985)2316.
9. Conclusions [ 14 ] J.A.L. Dobbelaar, The use of impedance measurements in
corrosion research, Ph.D. Thesis (Delft University of
Technology, 1990) p. 28.
If an impedance spectrum can be modelled satis-
[15]M. Urquidi-Macdonald, S. Real and D.D. Macdonald, J.
factorily in a CNLS-fit procedure using an equiva- Electrochem. Soc. 133 (1986)2018.
lent circuit then data validation by K r a m e r s - K r o n i g [16] M. Urquidi-Macdonald, S. Real and D.D. Macdonald,
transformation becomes superfluous. In cases where Electrochim. Acta 35 (1990) 1559.
no "good fit" can be obtained it is useful to check if [ 17] J. Ross Macdonald, presented at the 2nd Int. Symp. on
the data is K - K transformable. In that case it is im- Electrochemical Impedance Spectroscopy, Santa Barbara,
portant to extend the frequency range far enough that July 1992 (Proc. to appear in Electrochim. Acta.).
the dispersion can be extrapolated at the extremes by [ 18] J. Ross Macdonald and M.K. Brachman, Rev. Mod. Phys.
28 (1965) 393.
a "single time constant" model each. Statistical noise
[ 19] W.H. Press, B.P. Flannery, S.A. Teukolsky,W.T. Venering,
in the transformed data is generally of the same mag-
Numerical Recipes (Cambridge University Press,
nitude as in the original data, hence systematic er- Cambridge, 1986).
rors will not be masked in the K - K transform pair. [20] I.D. Raistrick, C. Ho, Y-W. Hu and R.A. Huggins, J.
Inductive effects appearing at high frequencies, due Electroanal. Chem. 77 (1977) 319.
to the leads a n d / o r i n s t r u m e n t a t i o n , must be re- [21 ] M.E. Orazem, J.M. Esteban and O.C. Moghissi, Corrosion
m o v e d carefully from the measured dispersion be- 47 (1991) 248.
fore a K - K transform can be executed in the imped- [22] J.M. Esteban and M.E. Orazem, J. Electrochem. Soc. 138
(1991) 67.
ance plane. Dispersions of blocking electrodes ( n o n -
[23] P. Agarwal and M.E. Orazem, J. Electrochem. Soc. 139
t e r m i n a t e d CPE behaviour at low frequencies), al-
(1992) 1917.
though violating the K - K ground rules, obey the K - [24] P. Agarwal and M.E. Orazem, presented at the 2nd Int.
K transforms. Hence this type of impedance data may Symp. on ElectrochemicalImpedance Spectroscopy, Santa
equally well be subjected to data validation using the Barbara, July 1992 (Proc. to appear in Electrochim.Acta.).
K - K transforms. [25] T.J. Vander Noot, J. Electroanal. Chem. 322 (1992) 9.