It is useful to analyze some system based on frequency response.
It helps to understand actual capability of the system.
See following article to understand it.
http://techteach.no/publications/articles/frequency_response.pdf
Web-learning
http://www.library.cmu.edu/ctms/ctms/freq/freq.htm
http://ctms.engin.umich.edu/CTMS/index.php?example=Introduction§ion=ControlFrequency
Pole-zero plot
http://en.wikipedia.org/wiki/Pole%E2%80%93zero_plot
http://web.mit.edu/2.14/www/Handouts/PoleZero.pdf (Good explanation)
http://seit.unsw.adfa.edu.au/staff/sites/valu/TEACHING/CT1/effects.pdf
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