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Causality and delay and physics in real systems

Conference Paper  in  IEEE International Symposium on Electromagnetic Compatibility · August 2014

DOI: 10.1109/ISEMC.2014.6899107

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 Causality and Delay and Physics in Real Systems
Mikheil Tsiklauri*, Mikhail Zvonkin*, Jun Fan*, James Drewniak*,
Qinghua Bill Chen#,¥ and Alexander Razmadze†

*EMC Laboratory, Missouri University of Science and Technology, Rolla, MO, USA,
#
Yangtze Delta Region Institute of Tsinghua University, Tiaxing, China,
¥
School of Software and Microelectronics, Peking University, Beijing, China,
†
Altera Corporation, San-Jose, CA, USA

 impulse is applied, which means that the impulse response

Abstract— In the present work causality property and physics should be equal to zero for all t  0 . On Fig.1 there are given
behind it is analyzed for physical systems. Different three impulse responses. Red curve corresponds to causal
methodologies for checking or enforcing causality in both time impulse response, but green and blue ones are non-causal.
and frequency domain are discussed. Causality metric for
measuring causality violation is introduced. Physical anomaly of a
system with perfectly linear phase is discussed and shown that
small perturbation of non-linear portion of the phase can fix the
non-causal anomaly.
Index Terms— Transfer function; Impulse response; Delay;
Pulse response; Kramers-Kronig relations; Causality metric;
Linear phase.

I. INTRODUCTION: CAUSALITY IN TIME AND FREQUENCY

DOMAINS

M ost CAD tools allow system-level simulation for Signal

Integrity by computing and connecting together models
for the various sub-parts. The success of this model derivation
depends on the quality of the network parameters. Different
errors may seriously affect the quality of the frequency
characterization: frequency-dependent measurement errors,
errors due to the numerical simulation and/or discretization.
When these errors are large, model assembly and simulation
becomes difficult and may even fail. In [1] there are presented
different algorithms for S-Parameters quality checking. A very
important property for quality check of network parameters is
causality. The purpose of the paper is to analyze causality,
delay and physics in real systems. The paper is organized as
follows: in the introduction causality definition in time domain
is given and well-known Kramers-Kronig causality relations in
frequency domain in terms of real/imaginary and magnitude
phase are derived; in the second section causality metric for
non-causality estimation is introduced; in the third section
causality enforcing algorithm with real and imaginary parts is
discussed; In the fourth section physical anomaly for systems
with perfectly linear phase is studied and shown that small
perturbation of non-linear part of the phase can fix the
non-causal anomaly; In the last section the paper results are
summarized and the general conclusions are made.
As known, causality is defined in the time domain. A causal
system should not respond to the unit impulse before the unit
Fig. 1.1. Examples of causal and non-causal impulse responses.
Causality in the time domain is defined by the following
formula:
h  t   0, t  0, (1.1)
where h is a causal impulse response. Usually oscillated
causality violation near t  0 moment is caused by frequency
band limitation or measurement error at high frequencies for
corresponding transfer function (see blue curve on Fig. 1), but
causality violation similar to the green curve on the Fig. 1 can
be caused by wrong simulation model. These topics will be
discussed more detailed in the next sections.
From (1.1) let us derive well known Kramers-Kronig causality
relation between real and imaginary parts of the transfer
function. Impulse response h will satisfy (1.1) causality
condition if and only if it satisfies the following relation:
h  t   h  t  sign t  , t   ,   . (1.2)
Let us assume that H   is a transfer function corresponded

978-1-4799-5545-9/14/$31.00 ©2014 IEEE 961

to the impulse response h  t  , In the following sections different algorithms for checking and

enforcing causality for non-causal systems will be discussed.
H    F h  t    h t  e
 jt
dt , (1.3)
 II. CAUSALITY METRIC
where F h  t  is the Fourier transform operator. From (1.3) In this section causality metric for estimation of causality
violation will be introduced.
according to the convolution theorem (see [1], p. 27, eq.
(2-74)), it follows that, transfer function H   will satisfy the Since physical system has time delay, it should be not only
following equation: causal, but delay causal system. Delay causality property of the
1 system means that signal should not appear at the output before
H    F h  t  sign  t  F h  t   F sign  t  time delay. In terms of impulse response, delay causality
2
(1.4) property can be expressed using the following formula.
1 2 1

H  ' 
 H        ' d  '. h  t   0, t   , (2.1)
2 j j 
where  is a time delay of the system.
Here by “  ” is defined the convolution operator. If U and V are
respectively the real and imaginary parts of the transfer
function H    U    jV   , then (1.4) Kramers-Kronig From (2.1) it follows that if h  t  is a delay causal function
relations can be rewritten in the following form: with  time delay, then h  t    will be causal function and if
1 V    jU  

H    V    jU    H    F h  t  is a transfer function corresponded to h  t 
    ' d '
j 
(1.5) impulse response then H   e j should satisfy (1.6)
j V   1 U  
 
  d '   d  '. Kramers-Kronig relations. Hence it follows that delay causality
     '      ' analogue for Kramers-Kronig relations can be written using the
From here if we make equal real and imaginary parts of both following formulas:
Im  H  ' e j ' 
sides of the equality, we will obtain well-known 
1
Kramers-Kronig relations in terms of real and imaginary parts: Re  H   e  j     d  ',
   '
U  '
 
1 (2.3)
V         ' d ',  Re  H  ' e j ' 
 1

(1.6) Im  H   e  j
  d  '.
  '
V  '

1 
U        ' d ' , where

Re  H   e j   V   cos    U   sin   ,


From (1.6) relation it follows that real and imaginary parts of a (2.4)
causal transfer function are not independent and can be Im  H   e j   V   sin    U   cos   .
reconstructed from each other.
Different errors, such as frequency-dependent measurement
error, errors due to the numerical simulation and/or
Kramers-Kronig relations (1.6) can be established between
discretization, may seriously affect causality property of the
amplitude and phase of the transfer function (see [2], p. 73,
physical system. When these errors are large, model assembly
equations (3-23) and (3-24); also see [3],[4]). Let us assume
and simulation becomes difficult and may even fail. Therefore,
that H    e    j   , then    phase can be uniquely it is important to have causality metric to estimate non-causality
determined from attenuation    , and for the determination violation of the physical system. Delay causality is related to
the portion of the energy of the signal which comes at the
of    one needs not only    , but also constant   0  . output of the system before the delay time. Because of this, it is
    ' natural to define non-causality of the system as a ratio of energy
      2   '2 d ', which comes before delay to the total energy:
 

(1.7)
2 
  '   h  t  dt
2
      0     '    '  d  '.
   2 2
 NonCausality  h   

100%. (2.5)

 h  t  dt
2
The proof of (1.7) is based on the fact that
ln  H         j   is analytic on the right half plane,


Pictorial explanation of non-causality of the impulse response

and correspondingly its real     and imaginary is given on Fig. 2.1.

     parts satisfy (1.6) Kramers-Kronig relations.

962
 Calculated causality estimation for the differential insertion
loss of the given geometry is equal to 89%, but pulse causality
estimation is equal to 99.9% (pulse signal was taken with 16ps
rise/fall time and 12.5Gbps bitrate).

On Fig. 2.3 there are given causality and pulse causality

violations for differential insertion loss of the measured
S-Parameters.

Fig. 2.1. Pictorial explanation of non-causality metric.

Impulse response includes all frequency components. If the

physical system is designed for specific type of signal (with
specific rise/fall time and bitrate), then it might be more useful
instead of (2.5) definiton of non-causality metric to use the
following definition:


 r  t  dt
2

NonCausality  hv   
100%. (2.6)


 r  t  dt
2


Here r  t  is a pulse response of the system:

r t    h t  s  v  s  ds,

where v  s  is an input pulse signal with specific rise/fall time
and bitrate. We call (2.5) equation causality estimation and (2.6)
pulse causality equation. Both causality and pulse causality
estimation were calculated for measured differential insertion
loss of the strucutre, geometry of which is given on Fig.2.2.
Fig.2.2. Geometry of the DUT structure.
Below, on the Fig. 2.3 there is given magnitude of differential
insertion loss for the DUT.
Fig. 2.4 Causality and pulse causality violations for differential
insertion loss for the structure given on Fig.2.2.
(2.7) From here follows, that 11% causality violation for the
insertion is related with high frequency components (more then
12.5Gbps speed signals contain) and if the system is
manufactured for the signals less than 12.5Gbps speed, then
the system will be almost 100% causal.
III. CAUSALITY CHECKING\ENFORCING BY MEANS OF REAL
AND IMAGINARY PARTS OF SYSTEM FUNCTION
In this section delay causality enforcing algorithm in frequency
domain will be discussed. Below is given the diagram for the
causality enforcement algorithm ( V   and U   are
correspondingly real and imaginary parts of the transfer
function after removing delay):

+
Fig. 3.1. Diagram of the causality enforcement algorithm.

In this algorithm we should calculate Hilbert transform of the

Fig. 2.3. Differential insertion loss for the geometry given on Fig. 2.2. real part. The integral in this transform is taken over the infinite

963
frequency interval, but because of frequency band limitation for For numerical reconstruction of V1  V 1  , formula (3.5) with
numerical calculation, we can just calculate integral up to a one subtraction at the point   0 can be used. After obtaining
maximum frequency:
V1 we can reconstruct V2  V 2  , using formula (3.5) with 3
U  '
B
1
V    subtractions at frequency samples  1 ,0, 1  Thus for
     ' d'  Err   . (3.1)
B calculation of Vk the following subtraction points
The error will be equal to the integral outside the frequency
band:
0,1, 1,...,k 1, k 1  can be used. Subtractions can reduce
an error caused by limitation of frequency band (see [5]). At the
U  ' U  '
B 

Err     d '  
d ' . (3.2) frequency points near DC the error is too small and small

  ' B
  ' number of subtractions will be enough, but near the maximum
If we assume that we have a passive system, which means that frequency where the error becomes large we will have already
the norm of the real part (as well as of the imaginary part) of the calculated enough values for the imaginary part and we can use
transfer function should be less than one for all the frequency as many subtraction points as it will be necessary for error
samples, then error can be estimated by the following reduction. There are two sources of errors in formula. The first
inequality (in this estimation we have also used that one is caused by limitation of the frequency band and, as
U    U    ): explained before, it can be reduced by increasing the number of
subtractions. The other error is in Lagrange polynomial LV and
 B   k

Err    ln , (3.3) is caused by using approximate values already calculated for
 B   the imaginary part. This error becomes larger with increasing
number of subtractions. From here follows that increasing
From this formula, we see that the error is equal to zero for number of subtractions reduces one error but amplifies the
frequency   0 , is small near DC and tends to infinity when other error and vice versa. So it is important to find the optimal
  B . It means that the calculations near maximum number of subtractions for formula imaginary part
frequency will be inaccurate. The integration error can be reconstruction, but this problem is not solved in the present
reduced by using so-called subtractions (see [5]). The idea of paper and remains open.
subtractions is that Kramers-Kronig relation is applied not for
real and imaginary parts but for the real part minus its Lagrange
polynomial and the imaginary part minus its Lagrange IV. CAUSALITY VIOLATION WITH PERFECTLY LINEAR PHASE
polynomial: In this section we will analyze causality anomaly for the system
    
n
with perfectly linear phase. Delay causal system can’t have
U  '  LU   d '
q B
perfectly linear phase, if magnitude is frequency depended. Let
V    LV     
q 1
, (3.4) us consider transfer function with linear phase and frequency
   '
 
n
B  ' q depended magnitude:
q 1
H    A   e j ,   0, (4.1)
where LV   and LU   are Lagrange polynomials for the
where A   is magnitude and  is a delay of the system.
imaginary and real parts of the transfer function, respectively. If
we move Lagrange polynomial LV   from the left to the right To obtain real impulse response, for negative frequencies
transfer function should be defined by the following way:
hand side, we get the following formula for the imaginary part
of the transfer function: H     H *    A   e j ,   0. (4.2)
n Impulse response of (4.1) transfer function is calculated using
     q B
U  '  LU   d  ' inverse Fourier transform:
V    LV     B n
q 1
, (3.5) 1

   ' h t    H   e d.
jt
 
q 1
'  q 2 
(4.3)

This formula is used for causality verification in [5]. However, From here using (4.2) formula we will obtain:
0 
it cannot be used for causality enforcement because the h t   H   e jt d    H   e jt d 
construction of Lagrange polynomial LV   requires the 
 0

values of unknown imaginary part of the transfer function at 0

some frequency samples. Below we propose an algorithm for   H    e j   t d      H   e jt d  (4.4)

 0
causality enforcement of the transfer function on the basis of
 
formula (3.5).
  H    e  jt d    H   e jt d .
0 0
The imaginary part of the causal transfer function is an odd
function and is equal to zero at the zero frequency sample. It In this formula let us replace H   and H    by (4.1) and
means that the value of the reconstructed imaginary part at the (4.2) formulas, we will obtain
first frequency sample is already known.
V0  0 (3.6)
964
   Then we will calculate impulse responses for all three cases and
h  t    A   e j e  jt d    A   e  j e jt d  compare to each other.
0 0
(4.5) As we see from Fig. 4.2-4.3, all three cases have absolutely the

  A   e  j   t 
e  j   t 
 d . same amplitudes and maximal difference between phases is
equal to 0.2%.
0

Using formula (4.5) let us calculate h   t  - we need just

replace t by   t in (4.5) formula:

 

h   t    A   e 
j     t  
e 
 j     t  
d
0

(4.6)
  A    e  jt
e jt
 d .
0

By the same way let us calculate h   t  :

 

h   t    A   e 
j     t  
e 
 j     t  
d
0

(4.7)
  A    e jt
e  jt
 d .
0

From (4.6) and (4.7) we see that h   t   h   t  , which

means that (4.3) impulse response is symmetric regarding 
and if we have some response after  , we should have the same
response before  . If (4.3) impulse response is  delay causal
than h   t  should be equal to zero, from here and
symmetricity of the impulse response follows that h   t  Fig. 4.3 Unwrapped phases for SDD1, SDD2 and SDD3 insertion
losses.
also should be equal to zero. It is possible if and only if we have
a delta function (shifted by  ), which is impossible if a On Fig. 4.4 there are given impulse responses for all three cases.
magnitude of the transfer function is frequency depended. Blue curve corresponds to the original insertion losss - SDD1;
red curve corresponds to insertion loss with perfectly linear
Below we will show that a small perturbation of the phase for phase – SDD2 (Non-linear part of the phase is removed from
network parameters can significantly change impulse response. SDD1); and green curve corresponds to SDD3 insertion loss
For this purpose let us construct three different insertion losses:
(Non-linear part of the phase in SDD1 is reversed).
The first SDD1 is original differential insertion loss for the
geometry given on Fig. 2.2 (blue curve on Fig 4.1 and Fig. 4.2);
The second SDD2 insertion loss has the same magnitude as
original one, but the phase is perfectly linear (red curve on Fig.
4.1 and Fig. 4.2); The third SDD3 insertion loss has the same
amplitude as original one but the phase is equal to perfectly
linear phase plus reversed non-linear part of original one (green
curve on Fig. 4.1 and Fig. 4.2).
Fig. 4.4 Impulse responses corresponded to SDD1 (Original insertion
loss), SDD2 (Insertion loss with linear phase) and SDD3 (Insertion loss
with reversed non-linear part of the phase).

From Fig. 4.2-4.3 we see that magnitudes for all three cases are
absolutely the same and difference between phases are less than
0.2%, but From Fig. 4.4 we see that corresponding impulse
responses are absolutly different: original impulse response is
physical, the causality is equal to 89%; impulse responses with
linear phase and reversed non-linear part of the phase are
non-physical. The causality of the impulse response with linear
phase is equal to 50% and causality of the impulse response
with reversed non-linear part of the phase is equal to 11%.
From here follows that if we have causality violation for
Fig. 4.2 Magnitudes for SDD1, SDD2 and SDD3 insertion losses. network parameters, it is possible to make a small perturbation
in the phase that improves causality of the system function
965
 without changing the magnitude. [5] Triverio, P.; Grivet-Talocia, S., "A robust causality verification tool for
tabulated frequency data," Signal Propagation on Interconnects, 2006.
IEEE Workshop on , vol., no., pp. 65,68, 9-12 May 2006, doi:
Reconstruction of the phase from magnitude is possible from 10.1109/SPI.2006.289191.
the first equation of formula (1.7). Because of frequency band
limitation the similar problem as for real/imaginary (see section
III) will occur. Solution of this problem also needs to find
optimal number of subtractions for reducing numerical error
caused by frequency band limitation. This problem is not
resolved in the proposed paper and remains open.

V. CONCLUSION
Checking, estimating and enforcing causality for the transfer
function is very important, as using non-causal transfer
function for link path analysis leads to nonsense: we will get the
response of physical channel before actual delay. In the
proposed paper there are discussed different aspects of delay
causality property and physics behind it. A natural metric for
causality estimation for impulse response of the system is
proposed. There is shown that the system with frequency
depended magnitude and linear phase cannot be physical.
Impulse response of such system is symmetric and the center of
the symmetry is a system delay. From here follows that
everything what happens after delay, should happen before
delay, which violates causality property. Many commercial
tools have implemented causality check and enforce
algorithms, but they are related with Kramers-Kronig relation
between real and imaginary parts. This type of enforcement
will change magnitude of the original frequency response and
therefore significantly modify original data. In the paper is
shown that small perturbation of the phase can dramatically
change causality property. From here follows that the best way
to enforce causality for non-causal system is a small
perturbation of the phase. We are going to develop algorithm
for phase reconstruction from magnitude using formula (1.7).
The main challenge of the algorithm is to reduce maximally
numerical error caused because of frequency band limitation of
the measured or simulated frequency characterization.

ACKNOWLEDGEMENT
This material is based upon work supported partially by the
National Science Foundation under Grant No. 0855878, and
partially by Jiaxiang S&T project (2011AZ1013), Qianjiang
talent project (2013R10082) of Zheijiang Province and NSF
(BK2010137) of Jiangsu Province, China.

REFERENCES
[1] Y. Shlepnev, Quality of S-parameter models, Asian IBIS Summit,
Yokohama, November 18, 2011,
http://www.simberian.com/Presentations/Shlepnev_Japan_IBIS_Summit
2011.pdf
[2] N.M. Nussenzveig, “Causality and dispersion relation”, Academic Press,
1972.
[3] J. Bechhoefer, Kramers–Kronig, Bode, and the meaning of zero,
American Journal of Physics, Volume 79, Issue 10, pp. 1053-1059
(2011).
[4] K. N. van Dalen, E. Slob and Ch. Schoemaker, Generalized
minimum-phase relations for memory functions associated with wave
phenomena, Geophysical Journal International, Volume 195, Issue 3,
p.1620-1629 (2013).

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