双线性变换c语言实现,[转载]双线性变换（Bilinear transform）

来源：http://en.wikipedia.org/wiki/Bilinear_transform

双线性变换(Bilinear transform)

The bilinear transform (also known as Tustin's

method) is used in digital signal processing and

discrete-time control theory to transform

continuous-time system representations to discrete-time and vice

versa. The bilinear transform is a conformal mapping, often used to convert a

transfer function

of a linear, time-invariant (LTI) filter in the continuous-time domain (often called an

analog filter) to a

transfer function

of a linear, shift-invariant filter in the discrete-time domain (often called a digital filter although there are analog

filters constructed with charge-coupled devices that are

discrete-time filters). It maps positions on the

axis,

, in the s-plane to the unit

circle,

, in the z-plane. Other bilinear transforms can be

used to warp the frequency response of any discrete-time

linear system (e.g., to approximate the human auditory's non-linear

frequency resolution) and are implementable in the discrete domain

by replacing a system's unit delays

with first order all-pass filters.

The transform preserves stability and maps every point of the frequency response of the continuous-time

filter,

to a corresponding point in the frequency response of the

discrete-time filter,

although to a somewhat different frequency, as shown in the

Frequency Warping section below. This means that for every feature

that one sees in the frequency response of the analog filter, there

is a corresponding feature, with identical gain and phase shift, in

the frequency response of the digital filter but, perhaps, at a

somewhat different frequency. This is barely noticeable at low

frequencies but is quite evident at frequencies close to the

Nyquist frequency.

The bilinear transform is a first-order approximation of the

natural logarithm function that is an exact mapping of the z-plane

to the s-plane. When the Laplace transform is performed on a

discrete-time signal (with each element of the discrete-time

sequence attached to a correspondingly delayed unit impulse), the result is precisely

the Z transform of the

discrete-time sequence with the substitution of

where

is the sample time (the reciprocal

of the sampling

frequency) of the discrete-time filter. The above bilinear

approximation can be solved for

or a similar approximation for

can be performed.

The inverse of this mapping (and its first-order bilinear

approximation) is

The bilinear transform essentially uses this first order

approximation and substitutes into the continuous-time transfer

function,

That is

The bilinear transform is a special case of a conformal mapping, namely, the Möbius transformation defined as