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Minimum-Phase/Allpass Decomposition

Every causal stable filter $ H(z)$ with no zeros on the unit circle can be factored into a minimum-phase filter in cascade with a causal stable allpass filter:

$\displaystyle H(z) \eqsp H_{\hbox{mp}}(z)\,S(z)
\qquad\hbox{(Minimum-Phase/Allpass Decomposition)}

where $ H_{\hbox{mp}}(z)$ is minimum phase, $ S(z)$ is a stable allpass filter:

$\displaystyle S(z) \eqsp \frac{s_L + s_{L-1}z^{-1}+ \cdots + s_1 z^{-(L-1)} + z^{-L}}
{1 + s_1z^{-1}+ s_2 z^{-2}+ \cdots + s_L z^{-L}},

and $ L$ is the number of maximum-phase zeros of $ H(z)$.

This result is easy to show by induction. Consider a single maximum-phase zero $ \xi$ of $ H(z)$. Then $ \left\vert\xi\right\vert>1$, and $ H(z)$ can be written with the maximum-phase zero factored out as

$\displaystyle H(z) \eqsp H_1(z) (1-\xi z^{-1}).

Now multiply by $ 1=(1-\xi^{-1}z^{-1})/(1-\xi^{-1}z^{-1})$ to get

$\displaystyle H(z) \eqsp \underbrace{H_1(z) (1-\xi^{-1}z^{-1})}_{\displaystyle\...
...nderbrace{\frac{1-\xi z^{-1}}{1-\xi^{-1}z^{-1}}}_{\displaystyle\isdef S_1(z)}.

We have thus factored $ H(z)$ into the product of $ H_2(z)$, in which the maximum-phase zero has been reflected inside the unit circle to become minimum-phase (from $ z=\xi$ to $ z=1/\xi$), times a stable allpass filter $ S_1(z)$ consisting of the original maximum-phase zero $ \xi$ and a new pole at $ z=1/\xi$ (which cancels the reflected zero at $ z=1/\xi$ given to $ H_2(z)$). This procedure can now be repeated for each maximum-phase zero in $ H(z)$.

In summary, we may factor maximum-phase zeros out of the transfer function and replace them with their minimum-phase counterparts without altering the amplitude response. This modification is equivalent to placing a stable allpass filter in series with the original filter, where the allpass filter cancels the maximum-phase zero and introduces the minimum-phase zero.

A procedure for computing the minimum phase for a given spectral magnitude is discussed in §11.7 below. More theory pertaining to minimum phase sequences may be found in [60].

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