Friday, October 26, 2018

Is a leaky integrator the same thing as a low pass filter?


The equation governing a leaky integrator (according to Wikipedia at least) is


$\frac{d\mathcal{O}}{dt} + A\mathcal{O}(t) = \mathcal{I}(t)$.


Is a continuous-time leaky integrator thus the same thing as a low pass filter with time-constant $A$, up to some scaling of the input?



Answer



A so-called leaky integrator is a first-order filter with feedback. Let's find its transfer function, assuming that the input is $x(t)$ and the output $y(t)$:


$$ \frac{dy(t)}{dt} + Ay(t) = x(t) $$


$$ \mathcal{L}\left\{\frac{dy(t)}{dt} + Ay(t)\right\} = \mathcal{L}\left\{x(t)\right\} $$


where $\mathcal{L}$ denotes application of the Laplace transform. Moving forward:


$$ sY(s) + AY(s) = X(s) $$



$$ H(s) = \frac{Y(s)}{X(s)} = \frac{1}{s + A} $$


(taking advantage of the Laplace transform's property that $\frac{dy(t)}{dt} \Leftrightarrow sY(s)$, assuming that $y(0) = 0$).


This system, with transfer function $H(s)$, has a single pole at $s = -A$. Remember that its frequency response at frequency $\omega$ can be found by letting $s=j\omega$:


$$ H(j\omega) = \frac{1}{j\omega + A} $$


To get a rough view of this response, first let $\omega \to 0$:


$$ \lim_{\omega \to 0} H(\omega) = \frac{1}{A} $$


So the system's DC gain is inversely proportional to the feedback factor $A$. Next, let $w \to \infty$:


$$ \lim_{\omega \to \infty} H(\omega) = 0 $$


The system's frequency response therefore goes to zero for high frequencies. This follows the rough prototype of a lowpass filter. To answer your other question with respect to its time constant, it's worth checking out the system's time-domain response. Its impulse response can be found by inverse-transforming the transfer function:


$$ H(s) = \frac{1}{s+A} \Leftrightarrow e^{-At}u(t) = h(t) $$



where $u(t)$ is the Heaviside step function. This is a very common transform that can often be found in tables of Laplace transforms. This impulse response is an exponential decay function, which is usually written in the following format:


$$ h(t) = e^{-\frac{t}{\tau}}u(t) $$


where $\tau$ is defined to be the function's time constant. So, in your example, the system's time constant is $\tau = \frac{1}{A}$.


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