Partial Fraction Expansion: residuez.m
Figure J.8 gives a listing of a matlab function for computing a ``left-justified'' partial fraction expansion (PFE) of an IIR digital filter as described in §6.8 (and below). This function, along with its ``right justified'' counterpart, residued, are included in the octave-forge matlab library for Octave.J.1
function [r, p, f, m] = residuez(B, A, tol) if nargin<3, tol=0.001; end NUM = B(:)'; DEN = A(:)'; % Matlab's residue does not return m (implied by p): [r,p,f,m]=residue(conj(fliplr(NUM)),conj(fliplr(DEN)),tol); p = 1 ./ p; r = r .* ((-p) .^m); if f, f = conj(fliplr(f)); end
This code was written for Octave, but it also runs in Matlab if the 'm' outputs (pole multiplicity counts) are omitted (two places). The input arguments are compatible with the existing residuez function in the Matlab Signal Processing Toolbox.
As can be seen from the code listing, this implementation of residuez simply calls residue, which was written to carry out the partial fraction expansions of -plane (continuous-time) transfer functions :
where is the ``quotient'' and is the ``remainder'' in the PFE:
where is the order of the quotient polynomial in , and is the multiplicity of the th pole. (When all poles are distinct, we have for all .) For , we define .
In the discrete-time case, we have the -plane transfer function
For compatibility with Matlab's residuez, we need a PFE of the form such that
We see that the -plane case formally does what we desire if we treat -plane polynomials as polynomials in instead of . From Eq.(J.2), we see that this requires reversing the coefficient-order of B and A in the call to residue. In the returned result, we obtain terms such as
Example with Repeated Poles
The following Matlab code performs a partial fraction expansion of a filter having three pairs of repeated roots (one real and two complex):J.2
N = 1000; % number of time samples to compute A = [ 1 0 0 1 0 0 0.25]; B = [ 1 0 0 0 0 0 0]; % Compute "trusted" impulse response: h_tdl = filter(B, A, [1 zeros(1, N-1)]); % Compute partial fraction expansion (PFE): [R,P,K] = residuez(B, A); % PFE impulse response: n = [0:N-1]; h_pfe = zeros(1,N); for i = 1:size(R) % repeated roots are not detected exactly: if i>1 && abs(P(i)-P(i-1))<1E-7 h_pfe = h_pfe + (R(i) * (n+1) .* P(i).^n); disp(sprintf('Pole %d is a repeat of pole %d',i,i-1)); % if i>2 && abs(P(i)-P(i-2))<1E-7 ... else h_pfe = h_pfe + (R(i) * P(i).^n); end end err = abs(max(h_pfe-h_tdl)) % should be about 5E-8
Partial Fraction Expansion: residued.m
Frequency Response Plots: plotfr.m