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Continuous-Discrete Conversion Methods

Choosing a Conversion Method

The c2d command discretizes continuous-time models. Conversely, d2c converts discrete-time models to continuous time. Both commands support several discretization and interpolation methods, as shown in the following table.

Discretization MethodUse When
Zero-Order HoldYou want an exact discretization in the time domain for staircase inputs.
First-Order Hold You want an exact discretization in the time domain for piecewise linear inputs.
Impulse-Invariant Mapping (c2d only)

You want an exact discretization in the time domain for impulse train inputs.

Tustin Approximation
  • You want good matching in the frequency domain between the continuous- and discrete-time models.

  • Your model has important dynamics at some particular frequency.

Zero-Pole Matching Equivalents
  • You have a SISO model.

  • You want good matching in the frequency domain between the continuous- and discrete-time models.

Least Squares (c2d only)
  • You have a SISO model.

  • You want good matching in the frequency domain between the continuous- and discrete-time models.

  • You want to capture fast system dynamics but must use a larger sample time.

Zero-Order Hold

The Zero-Order Hold (ZOH) method provides an exact match between the continuous- and discrete-time systems in the time domain for staircase inputs.

The following block diagram illustrates the zero-order-hold discretization Hd(z) of a continuous-time linear model H(s).

The ZOH block generates the continuous-time input signal u(t) by holding each sample value u(k) constant over one sample period:

u(t)=u[k],kTst(k+1)Ts

The signal u(t) is the input to the continuous system H(s). The output y[k] results from sampling y(t) every Ts seconds.

Conversely, given a discrete system Hd(z), d2c produces a continuous system H(s). The ZOH discretization of H(s) coincides with Hd(z).

The ZOH discrete-to-continuous conversion has the following limitations:

  • d2c cannot convert LTI models with poles at z = 0.

  • For discrete-time LTI models having negative real poles, ZOH d2c conversion produces a continuous system with higher order. The model order increases because a negative real pole in the z domain maps to a pure imaginary value in the s domain. Such mapping results in a continuous-time model with complex data. To avoid this issue, the software instead introduces a conjugate pair of complex poles in the s domain. See Convert Discrete-Time System to Continuous Time for an example.

ZOH Method for Systems with Time Delays

You can use the ZOH method to discretize SISO or MIMO continuous-time models with time delays. The ZOH method yields an exact discretization for systems with input delays, output delays, or transport delays.

For systems with internal delays (delays in feedback loops), the ZOH method results in approximate discretizations. The following figure illustrates a system with an internal delay.

For such systems, c2d performs the following actions to compute an approximate ZOH discretization:

  1. Decomposes the delay τ as τ=kTs+ρ with 0ρ<Ts.

  2. Absorbs the fractional delay ρ into H(s).

  3. Discretizes H(s) to H(z).

  4. Represents the integer portion of the delay kTs as an internal discrete-time delay zk. The final discretized model appears in the following figure:

First-Order Hold

The First-Order Hold (FOH) method provides an exact match between the continuous- and discrete-time systems in the time domain for piecewise linear inputs.

FOH differs from ZOH by the underlying hold mechanism. To turn the input samples u[k] into a continuous input u(t), FOH uses linear interpolation between samples:

u(t)=u[k]+tkTsTs(u[k+1]u[k]),kTst(k+1)Ts

In general, this method is more accurate than ZOH for systems driven by smooth inputs.

This FOH method differs from standard causal FOH and is more appropriately called triangle approximation (see [2], p. 228). The method is also known as ramp-invariant approximation.

FOH Method for Systems with Time Delays

You can use the FOH method to discretize SISO or MIMO continuous-time models with time delays. The FOH method handles time delays in the same way as the ZOH method. See ZOH Method for Systems with Time Delays.

Impulse-Invariant Mapping

The impulse-invariant mapping produces a discrete-time model with the same impulse response as the continuous time system. For example, compare the impulse response of a first-order continuous system with the impulse-invariant discretization:

G = tf(1,[1,1]);
Gd1 = c2d(G,0.01,'impulse');
impulse(G,Gd1)

The impulse response plot shows that the impulse responses of the continuous and discretized systems match.

Impulse-Invariant Mapping for Systems with Time Delays

You can use impulse-invariant mapping to discretize SISO or MIMO continuous-time models with time delays, except that the method does not support ss models with internal delays. For supported models, impulse-invariant mapping yields an exact discretization of the time delay.

Tustin Approximation

The Tustin or bilinear approximation yields the best frequency-domain match between the continuous-time and discretized systems. This method relates the s-domain and z-domain transfer functions using the approximation:

z=esTs1+sTs/21sTs/2.

In c2d conversions, the discretization Hd(z) of a continuous transfer function H(s) is:

Hd(z)=H(s),s=2Tsz1z+1

Similarly, the d2c conversion relies on the inverse correspondence

H(s)=Hd(z),z=1+sTs/21sTs/2

When you convert a state-space model using the Tustin method, the states are not preserved. The state transformation depends upon the state-space matrices and whether the system has time delays. For example, for an explicit (E = I) continuous-time model with no time delays, the state vector w[k] of the discretized model is related to the continuous-time state vector x(t) by:

w[kTs]=(IATs2)x(kTs)Ts2Bu(kTs)=x(kTs)Ts2(Ax(kTs)+Bu(kTs)).

Ts is the sample time of the discrete-time model. A and B are state-space matrices of the continuous-time model.

Tustin Approximation with Frequency Prewarping

If your system has important dynamics at a particular frequency that you want the transformation to preserve, you can use the Tustin method with frequency prewarping. This method ensures a match between the continuous- and discrete-time responses at the prewarp frequency.

The Tustin approximation with frequency prewarping uses the following transformation of variables:

Hd(z)=H(s),s=ωtan(ωTs/2)z1z+1

This change of variable ensures the matching of the continuous- and discrete-time frequency responses at the prewarp frequency ω, because of the following correspondence:

H(jω)=Hd(ejωTs)

Tustin Approximation for Systems with Time Delays

You can use the Tustin approximation to discretize SISO or MIMO continuous-time models with time delays.

By default, the Tustin method rounds any time delay to the nearest multiple of the sample time. Therefore, for any time delay tau, the integer portion of the delay, k*Ts, maps to a delay of k sampling periods in the discretized model. This approach ignores the residual fractional delay, tau - k*Ts.

You can to approximate the fractional portion of the delay by a discrete all-pass filter (Thiran filter) of specified order. To do so, use the FractDelayApproxOrder option of c2dOptions. See Improve Accuracy of Discretized System with Time Delay for an example.

To understand how the Tustin method handles systems with time delays, consider the following SISO state-space model G(s). The model has input delay τi, output delay τo, and internal delay τ.

The following figure shows the general result of discretizing G(s) using the Tustin method.

By default, c2d converts the time delays to pure integer time delays. The c2d command computes the integer delays by rounding each time delay to the nearest multiple of the sample time Ts. Thus, in the default case, mi = round(τi/Ts), mo = round(τo/Ts), and m = round(τ/Ts).. Also in this case, Fi(z) = Fo(z) = F(z) = 1.

If you set FractDelayApproxOrder to a non-zero value, c2d approximates the fractional portion of the time delays by Thiran filters Fi(z), Fo(z), and F(z).

The Thiran filters add additional states to the model. The maximum number of additional states for each delay is FractDelayApproxOrder.

For example, for the input delay τi, the order of the Thiran filter Fi(z) is:

order(Fi(z)) = max(ceil(τi/Ts), FractDelayApproxOrder).

If ceil(τi/Ts) < FractDelayApproxOrder, the Thiran filter Fi(z) approximates the entire input delay τi. If ceil(τi/Ts) > FractDelayApproxOrder, the Thiran filter only approximates a portion of the input delay. In that case, c2d represents the remainder of the input delay as a chain of unit delays z–mi, where

mi = ceil(τi/Ts) – FractDelayApproxOrder

c2d uses Thiran filters and FractDelayApproxOrder in a similar way to approximate the output delay τo and the internal delay τ.

When you discretizetf and zpk models using the Tustin method, c2d first aggregates all input, output, and transport delays into a single transport delay τTOT for each channel. c2d then approximates τTOT as a Thiran filter and a chain of unit delays in the same way as described for each of the time delays in ss models.

For more information about Thiran filters, see the thiran reference page and [4].

Zero-Pole Matching Equivalents

This method of conversion, which computes zero-pole matching equivalents, applies only to SISO systems. The continuous and discretized systems have matching DC gains. Their poles and zeros are related by the transformation:

zi=esiTs

where:

  • zi is the ith pole or zero of the discrete-time system.

  • si is the ith pole or zero of the continuous-time system.

  • Ts is the sample time.

See [2] for more information.

Zero-Pole Matching for Systems with Time Delays

You can use zero-pole matching to discretize SISO continuous-time models with time delay, except that the method does not support ss models with internal delays. The zero-pole matching method handles time delays in the same way as the Tustin approximation. See Tustin Approximation for Systems with Time Delays.

Least Squares

The least squares method minimizes the error between the frequency responses of the continuous-time and discrete-time systems up to the Nyquist frequency using a vector-fitting optimization approach. This method is useful when you want to capture fast system dynamics but must use a larger sample time, for example, when computational resources are limited.

This method is supported only by the c2d function and only for SISO systems.

As with Tustin approximation and zero-pole matching, the least squares method provides a good match between the frequency responses of the original continuous-time system and the converted discrete-time system. However, when using the least squares method with:

  • The same sample time as Tustin approximation or zero-pole matching, you get a smaller difference between the continuous-time and discrete-time frequency responses.

  • A lower sample time than what you would use with Tustin approximation or zero-pole matching, you can still get a result that meets your requirements. Doing so is useful if computational resources are limited, since the slower sample time means that the processor must do less work.

References

[1] Åström, K.J. and B. Wittenmark, Computer-Controlled Systems: Theory and Design, Prentice-Hall, 1990, pp. 48-52.

[2] Franklin, G.F., Powell, D.J., and Workman, M.L., Digital Control of Dynamic Systems (3rd Edition), Prentice Hall, 1997.

[3] Smith, J.O. III, "Impulse Invariant Method", Physical Audio Signal Processing, August 2007. https://www.dsprelated.com/dspbooks/pasp/Impulse_Invariant_Method.html.

[4] T. Laakso, V. Valimaki, "Splitting the Unit Delay", IEEE Signal Processing Magazine, Vol. 13, No. 1, p.30-60, 1996.

See Also

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