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Minimum Phase Means Fastest Decay

The previous example is an instance of the following general result:

$\textstyle \parbox{0.8\textwidth}{%
Among all causal signals $h_i(n)$\ having i...
...K \left\vert h_i(n)\right\vert^2,
\qquad K=0,1,2,\ldots\,.
\end{displaymath}}$
That is, the signal energy in the first $ K+1$ samples of the minimum-phase case is at least as large as any other causal signal having the same magnitude spectrum. (See [60] for a proof outline.) Thus, minimum-phase signals are maximally concentrated toward time 0 when compared against all causal signals having the same magnitude spectrum. As a result of this property, minimum-phase signals are sometimes called minimum-delay signals.


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[How to cite this work]  [Order a printed hardcopy]

``Introduction to Digital Filters with Audio Applications'', by Julius O. Smith III, (September 2007 Edition).
Copyright © 2008-08-25 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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