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One of the most common representations of dynamic coupling between two variables x and
y is the "lead-lag" transfer function, which is based on the ordinary first-order differential
equation
where a0, a1, b0, and b1 are constants. This coupling is symmetrical, so there is no implicit
directionality, i.e., we aren't required to regard either x or y as the independent variable and
the other as the dependent variable. However, in most applications we are given one of
these
variables as a function of time, and we use the relation to infer the response of the other
variable. To assess the "frequency response" of this transfer function we suppose that the x
variable is given by a pure sinusoidal function x(t) = Asin(t) for some constants A and w.
Eventually the y variable will fall into an oscillating response, which we presume is also
sinusoidal of the same frequency, although the amplitude and phase may be different. Thus
y(t) = Bsin(t )
for some constants B and . Accordingly the derivatives of x(t) and y(t) are
Substituting for x, y, and their derivatives into the original differential equation gives
We can expand the sine and cosine functions on the left hand side by means of the
trigonometric identities
and then set the coefficients of sin(t) and cos(t) to zero. This yields two equations
Letting k denote the amplitude ratio k = B/A, we can write these equations in matrix form as
As a result we have
To determine k, recall that if tan() = z then sin() = z/(1+z2)1/2. Making this substitution in
The quantity inside the square root sign is the general form of the Fibonacci identity for the
composition of binary forms. Thus if we expand this quantity we find that it factors into the
function, because exchanging the "a" and "b" coefficients simply reverses the sign of the
If we define the "time lag" tL of the transfer function as the phase lag divided by the angular
For sufficiently small angular frequencies the input function and the output response both
approach simple linear "ramps", and since invtan(z) goes to z as z approaches zero, we see
The ratios a1/a0 and b1/b0 are often called, respectively, the lag and lead time constants of the
transfer function, so the "time lag" of the response to a steady ramp input equals the lag time
constant minus the lead time constant. Notice that it is perfectly possible for the lead time
constant to be greater than the lag time constant, in which case the "time lag" of the transfer
function is negative. In general, for any frequency input (not just linear ramps), the phase lag
is negative if b1/b0 exceeds a1/a0. Despite the appearance, this does not imply that the transfer
function is somehow reads the future, nor than the input signal is traveling backwards in time.
The reason the output appears to anticipate the input is simply that the forcing function (the
right hand side of the original transfer function) contains not only the input signal x(t) but
also its derivative dx/dt (assuming b1 is non-zero), whose phase is /2 ahead. (Recall that the
derivative of the sine is the cosine.) Hence a linear combination of x and its derivative yields
Thus the effective forcing function at any given instant does not reflect the future of x, it
represents the current x and the current dx/dt. It just so happens that if the sinusoidal wave
pattern continues unchanged, the value of x will subsequently progress through the phase that
was "predicted" by the combination of the previous x and dx/dt signals, making it appear as
though the output predicted the input. However, if the x signal abruptly changes the pattern
at some instant, the change will not be foreseen by the output. Any such change will only
reach the output after it has appeared at the input and worked its way through the transfer
function. One way of thinking about this is to remember that the basic transfer function is
directionally symmetrical, and the "output signal" y(t) could just as well be regarded as the
We sometimes refer to "numerator dynamics" as the cause of negative time lags, because the
b1 coefficient appears in the numerator of the basic dynamic relationship when represented
The ability of symmetrical dynamic relations to extrapolate periodic input oscillations so that
the output has the same phase as (or may even lead) the input accounts for many interesting
uniformly moving test particle by a "stationary" charge always points directly toward the
source, because the field is spherically symmetrical about the source. However, since the test
particle is moving uniformly we can also regard it as "stationary", in which case the source
charge is moving uniformly. Nevertheless, the force exerted on the test particle always points
directly toward the source at the present instant. This may seem surprising at first, because
we know changes in the field propagate at the speed of light, rather than instantaneously.
How does the test particle "know" where the source is at the present instant, if it can only be
influenced by the source at some finite time in the past, allowing for the finite speed of
propagation of the field? The answer, again, is numerator dynamics. The electromagnetic
force function depends not only on the source's relative position, but also on the derivative
of the position (i.e., the velocity). The net effect is to cancel out any phase shift, but of course
this applies only as long as the source and the test particle continue to move uniformly. If
either of them is accelerated, the "knowledge" of this propagates from one to the other at the
speed of light.
dynamics involves the "force of gravity" on a massive test particle orbiting a much more
massive source of gravity, such as the Earth orbiting the Sun. In the case of Einstein's
gravitational field equations the "numerator dynamics" cancel out not only the first-order
phase effects (like the uniform velocity effect in electromagnetism) but also the second-order
phase effects, so that the "force of gravity" on an orbiting points directly at the gravitating
source at the present instant, even though the source (e.g., the Sun) is actually undergoing
non-uniform motion. In the two-body problem, both objects actually orbit around the
common center of mass, so the Sun (for example) actually proceeds in a circle, but the "force
The reason the phase cancellation extends one order higher for gravity than for
electromagnetism is the same reason that Maxwell's equations predict dipole waves, whereas
Einstein's equations only support quadrupole (or higher) waves. Waves will necessarily
appear in the same order at which phase cancellation no longer applies. For electrically
charged particles we can generate waves by any kind of acceleration, but this is because
electromagnetism exists within the spacetime metric provided by the field equations. In
The Einstein field equations have an extra degree of freedom (so to speak) that prevents
simple dipole acceleration from having any "traction". It is necessary to apply quadrupole
acceleration, so that the two dipoles can act on each other to yield a propagating effect.
In view of this, we expect that a two-body system such as the Sun and the Earth, which
numerator dynamic effects in the gravitational field that give nearly perfect phase-lag
cancellation, and therefore the Earth's gravitational acceleration should always point directly
toward the Sun's position at the present instant, rather than (say) the Sun's position eight
minutes ago. Of course, if something outside this two-body system (such as a passing star)
were to upset the Sun's pattern of motion, the effect of such a disturbance would propagate
at the speed of light. The important point to realize is that the fact that the Earth's gravitational
acceleration always points directly at the Sun's present position does not imply that the "force
of gravity" is transmitted instantaneously. It merely implies that there are velocity and
acceleration terms in the transfer function (i.e., numerator dynamics) that effectively cancel