A 2-Pole Reson filter is a filter with a [[Transfer Function]] of the form:
$\huge \begin{align}
c &= Re^{i\theta} \\
\mathcal{H}(z) &= \frac{1}{
\left( 1-cz^{-1} \right) \left( 1-\bar{c}z^{-1} \right)
} \\
H(\omega) &= \frac{1}{
\left( 1-ce^{-i\omega} \right) \left( 1-\bar{c}e^{-i\omega } \right)
}
\end{align} $
Which can be simplified into,
$\huge \begin{align}
\mathcal{H}(z) &= \frac{1}{
1-(c+\bar{c})z^{-1} + R^{2}z^{-2}
} \\
&= \frac{1}{
1-2R\cos(\theta)z^{-1}+R^{2}z^{-2}
}
\end{align} $
$\huge \begin{align}
Y\left( 1-2R\cos(\theta)z^{-1}+R^{2}z^{-2} \right) &= X \\
\end{align} $
$\huge \begin{align}
y_{t} &= x_{t}+2R\cos(\theta )y_{t-1}-R^{2}y_{t-2} \\
a_{1} &= 2R\cos\theta \\
a_{2} &= R^{2} \\
y_t &= x_{t}+a_{1}y_{t-1}+a_{2}y_{t-2}
\end{align} $
We expect a [[Resonant Frequency|Resonance]] in the [[Frequency Response Function|Magnitude Response]] $|H(\omega)|$ where $\omega =\theta$.
To find the [[Resonant Frequency]] $\omega_{m}$, where $\max_{\omega_{m}}|H(\omega_{m})|$, we will minimize $\frac{1}{|H(\omega)|^{2}}=f(\omega )$
$\begin{align}
f(\omega) &= \frac{1}{
\left| H(\omega) \right| ^{2}
} \\
&= \left| e^{i\omega}-R{e}^{i\theta} \right|^{2} \left| e^{i\omega }-R e^{-i\theta} \right| ^{2} \\
&= \left| \left( e^{i\omega}-R e^{i\theta} \right) \left( e^{i\omega}-R e^{i\theta} \right) \right| ^{2} \\
&=\left| e^{2i\omega } -R e^{i\left( \omega +\theta \right) }-R e^{i\left( \omega -\theta \right) }+R^{2} \right|^{2} \\
&=
\left|
\begin{align}
\left( \cos 2\omega + i\sin 2\omega \right)
- R\left( \cos \left( \omega+\theta \right) + i\sin \left( \omega+\theta \right) \right)
- R\left( \cos \left( \omega-\theta \right) +i\sin \left( \omega-\theta \right) \right)
+R^{2}
\end{align}
\right|^{2}
\\ &=
\left|
\begin{align}
&\left| \left( \cos{2}\omega - R\left( \cos \left( \omega+\theta \right) + \cos \left( \omega-\theta \right) \right) +R^{2}jk \right) \right|
+ i\left(
\sin{2}\omega - R\left( \sin \left( \omega+\theta \right) +\sin \left( \omega-\theta \right) \right)
\right)
\end{align}
\right|^{2} \\
&=\left(
\cos 2\omega - 2R \cos\omega\cos\theta + R^{2}
\right)^{2}
+\left(
\sin 2\omega - 2R\sin\omega\cos\theta
\right) ^{2} \\
&= \left( \begin{align}
&\cos ^{2} 2\omega + 4R^{2} \sin ^{2} \omega \cos ^{2}\theta + R^{4}
+ 2R^{2}\cos 2\omega
-4R\cos{2}\omega \cos \omega \cos \theta
-R^{3} \cos \omega \cos \theta
\\
&+
\sin ^{2} 2 \omega + 4R^{2} \sin ^{2} \omega \cos ^{2} \omega - 4R \sin 2\omega \sin \omega \cos \theta
\end{align}
\right)\\
&=\left( \begin{align}
&1+R^{4}+ 4R^{2} \cos ^{2}\theta
\\ - &4R(1-2\sin ^{2} \omega) \cos \omega \cos \theta
\\ + &2R^{2} \cos 2\omega
\\ - &4R^{3} \cos \omega \cos \theta
\\ -& 4R 2\sin \omega \cos \omega \sin \omega \cos \theta
\end{align} \right) \\
&= \left( \begin{align}
& 1+R^{4}+4R^{2}\cos ^{2}\theta
\\ -& 4R \cos \omega \cos \theta
\\ +& 2R^{2} \cos 2\omega
\\ -& 4R^{3}\cos \omega \cos \theta
\end{align} \right) \\
&=1+R^{4}+4R^{2}\cos ^{2}\theta - 4\left( R+R^{3}\right) \cos \omega \cos \theta + 2R^{2} \cos 2\omega \\
&= 1-2R^{2} + R^{4} + 4R^{2} \cos ^{2} \theta -4\left( R+R^{3} \right) \cos \theta\cos \omega
+ 4R^{2} \cos ^{2} \omega
\\
&=1+R^{4}+4R^{2}\cos ^{2}\theta - 4\left( R+R^{3}\right) \cos \omega \cos \theta + 2R^{2} \cos 2\omega \\
&= 1-2R^{2} + R^{4} + 4R^{2} \cos ^{2} \theta -4R\left( 1+R^{2} \right) \cos \theta\cos \omega
+ 4R^{2} \cos ^{2} \omega
\\
\end{align} $
$\large \begin{align}
f(\omega ) &= \left( 1-R^{2} \right) sr + 4R^{2} \cos ^{2} \theta -4R\left( 1+R^{2} \right) \cos \theta\cos \omega
+ 4R^{2} \cos ^{2} \omega \\
\end{align}$
We find critical points by finding $f'$.
$ \begin{align}
f'(\omega ) &= 0 \\
0&= 0 - 4 R \left( 1+R^{2} \right) \cos \theta \left( -\sin \omega g \right)
+ 4R^{2} \cdot 2 \cos \omega \left( -\sin \omega \right) \\
0 &= 4R\left( 1+R^{2} \right) \cos\theta \sin \omega - 8R^{2}\cos \omega \sin \omega \\
4R\left( 1+R^{2} \right) \cos \theta \sin \omega &= 8R ^{2} \cos \omega \sin \omega \\
\left( 1+R^{2} \right) \cos \theta &= 2R ^{2} \cos \omega \\
\frac{1+R^{2}}{2R} \cos \theta &=\cos \omega \\
\let \omega _{m} &: f(\omega _{m}) =0 , \omega _{m} \in (0,\pi) \\
\end{align}
$
$\theta$ is the pole angle for the [[Transfer Function]] $\mathcal{H}(z)$.
$ \begin{align}
f''(\omega) &= 4R \left( 1+R^{2} \right) \cos \theta \cos \omega
- 8R^{2}
\left( \cos 2\omega - 1
\right) \\
f''(\omega_{m}) &= 4R\left( 1+R^{2} \right) \cos \theta + \frac{1+R^{2}}{2R}\cos \theta - 8R^{2}\left( 2\cos ^{2} \theta \left( \frac{1+R^{2}}{2R} \right) ^{2} - 1 \right) \\
&=
2 \left( 1+R^{2} \right) ^{2} \cos ^{2} \theta - 2 \cdot 2 \cos ^{2} \theta \left( 1+R^{2} \right)^{2}
+ 8R^{2} \\
&=8R^{2} - 2\left( 1+R^{2} \right) ^{2} \cos ^{2} \theta \\
&= 8R^{2} \left( 1-
\frac{2\left( 1+R^{2} \right) ^{2}}{8R^{2}} \cos ^{2} \theta
\right) \\
&=8R^{2} \left(
1 - \left( \frac{1+R^{2}}{2R} \cos \theta \right) ^{2}
\right) \\
&= 8R^{2} \left( 1- \cos \omega_{m} \right) ^{2} \\
&= 8R^{2} \sin ^{2} \omega_{m}
\end{align}
$
Design steps:
1. Closest bandwidth $B$ and [[Resonant Frequency]] $\omega _m$
2. Calculate pole radius $R$ with $R\approx 1 - \frac{B}{2}$
3. $\theta = \arccos \left( \frac{2R}{1+R^{2}} \cos \omega_{m}\right)$
4. Set $A_{0}=(1-R^{2})\sin \theta$
And you get the final filter:
$\huge \begin{align}
y_{t} &=
A_{0}x_{t} + \left( 2R\cos \theta \right) y_{t-1} - R^{2} y_{t-2}
\end{align} $