2. INTRODUCTION
A system with all poles and zeros inside the unit circle is called minimum phase
system.
Both the system function and the inverse is causal and stable
Minimum phase systems are important because they have a stable inverse G(z) =
1/H(z). We can convert between min/max/mixed-phase systems by cascading all
pass filters.
When we say a system is “minimum phase”, we mean that it has the least phase
delay (or least phase lag) among all systems with the same magnitude response
2
7. MINIMUM PHASE-LAG PROPERTY
Continuous phase of a non-minimum-phase system
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
j
ap
j
min
j
d e
H
arg
e
H
arg
e
H
arg
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8. MINIMUM GROUP-DELAY
PROPERTY
Group-delay of all-pass systems is positive
Any non-minimum-phase system will always have greater group delay
j
ap
j
min
j
d e
H
grd
e
H
grd
e
H
grd
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10. MINIMUM PHASE ⇒ MINIMUM
ENERGY DELAY
Given a causal system with impulse response h[n], we can define the partial
energy of the impulse response as
n
E[n] = Σ |h[k]|2
k=0
A minimum phase system with impulse response hmin[n] has the property
n n
Emin[n] = Σ|hmin[k]|2 ≥ Σ |h[k]|2 = E[n]
k=0 k=0
for all n ≥0 and all h[n] with the same magnitude response ashmin[n].
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11. EXAMPLE : MINIMUM-PHASE SYSTEM
Consider the following system
One pole inside the unit circle:
-Make part of minimum-phase system
One zero outside the unit circle:
-Add an all-pass system to reflect this zero inside the unit circle
1
1
1
z
2
1
1
z
3
1
z
H
1
1
1
1
1
1
1
1
1
z
3
1
1
z
3
1
1
3
1
z
z
2
1
1
1
3
3
1
z
z
2
1
1
1
3
z
2
1
1
z
3
1
z
H
z
H
z
H
z
3
1
1
3
1
z
z
2
1
1
z
3
1
1
3
z
H ap
min
1
1
1
1
1
11