Answers to selected exercises for chapter 1

1.1

Apply cos( + ) = cos cos sin sin , then f1 (t) + f2 (t) = A1 cos t cos 1 A1 sin t sin 1 + A2 cos t cos 2 A2 sin t sin 2 = (A1 cos 1 + A2 cos 2 ) cos t (A1 sin 1 + A2 sin 2 ) sin t = C1 cos t C2 sin t, where C1 = A1 cos 1 + A2 cos 2 and C2 = A1 sin 1 + A2 sin 2 . Put A = p 2 2 C1 + C2 and take such that cos = C1 /A and sin = C2 /A (this is possible since (C1 /A)2 +(C2 /A)2 = 1). Now f1 (t)+ f2 (t) = A(cos t cos sin t sin ) = A cos(t + ).

1.2

Put c1 = A1 ei1 and c2 = A2 ei2 , then f1 (t) + f2 (t) = (c1 + c2 )eit . Let c = c1 + c2 , then f1 (t) + f2 (t) = ceit . The signal f1 (t) + f2 (t) is again a time-harmonic signal with amplitude | c | and initial phase arg c. The power P is given by Z / Z A2 / P = A2 cos2 (t + 0 ) dt = (1 + cos(2t + 20 )) dt 2 / 4 / A2 . = 2 The energy-content is E = The power P is given by P =
3 1X | cos(n/2) |2 = 1 . 2 4 n=0

1.5

1.6 1.7

R
0

e2t dt = 1 . 2

1.8 1.9

The energy-content is E = sum 1/(1 e2 ).

n=0

e2n , which is a geometric series with

a If u(t) is real, then the integral, and so y (t), is also real. b Since Z Z u( ) d | u( ) | d, it follows from the boundedness of u(t), so | u( ) | K for some constant K , that y (t) is also bounded. c The linearity follows immediately from the linearity of integration. The time-invariance follows from the substitution = t0 in the integral R t u( t0 ) d representing the response to u(t t0 ). t1 Rt d Calculating t1 cos( ) d gives the following response: (sin(t) sin(t ))/ = R t2 sin(/2) cos(t /2)/ . e Calculating t1 sin( ) d gives the following response: ( cos(t) + cos(t ))/ = 2 sin(/2) sin(t /2)/ . f From the response to cos(t) in d it follows that the amplitude response is | 2 sin(/2)/ |. g From the response to cos(t) in d it follows that the phase response is /2 if 2 sin(/2)/ 0 and /2 + if 2 sin(/2)/ < 0. From

Answers to selected exercises for chapter 1

phase and amplitude response the frequency response follows: H ( ) = 2 sin(/2)ei/2 / . 1.11 a The frequency response of the cascade system is H1 ( )H2 ( ), since the reponse to eit is rst H1 ( )eit and then H1 ( )H2 ( )eit . b The amplitude response is | H1 ( )H2 ( ) | = A1 ( )A2 ( ). c The phase response is arg(H1 ( )H2 ( )) = 1 ( ) + 2 ( ). a The amplitude response is | 1 + i | e2i = 2. b The input u[n] = 1 has frequency = 0, initial phase 0 and amplitude 1. Since ein H (ei )ein , the response is H (e0 )1 = 1 + i for all n. c Since u[n] = (ein + ein )/2 we can use ein H (ei )ein to obtain that y [n] = (H (ei )ein + H (ei )ein )/2, so y [n] = (1 + i) cos( (n 2)). d Since u[n] = (1 + cos 4n)/2, we can use the same method as in b and c to obtain y [n] = (1 + i)(1 + cos(4 (n 2)))/2. a The power is the integral of f 2 (t) over [/ | | , / | |], times | | /2 . Now cos2 (t + 0 ) integrated over [/ | | , / | |] equals / | | and cos(t) cos(t + 0 ) integrated over [/ | | , / | |] is (/ | |) cos 0 . 2 2 Hence, the power equals (A R 1 + 2AB cos(0 ) + B )/2. b The energy-content is 0 sin2 (t) dt = 1/2. The power is the integral of | f (t) |2 over [/ | | , / | |], times | | /2 , which in this case equals | c |2 . a The amplitude response is | H ( ) | = 1/(1 + 2 ). The phase response is arg H ( ) = . b The input has frequency = 1, so it follows from eit H ( )eit that the response is H (1)ieit = iei(t+1) /2. a The signal is not periodic since sin(2N ) = 0 for all integer N . i b The frequency response H (ei ) equals A(ei )eie , hence, we obtain i i 2 that H (e ) = e /(1 + ). The response to u[n] = (e2in e2in )/2i is then y [n] = (e2i(n+1) e2i(n+1) )/(10i), so y [n] = (sin(2n + 2))/5. The amplitude is thus 1/5 and the initial phase 2 /2. a If u(t) = 0 for t < 0, then the integral occurring in y (t) is equal to 0 for t < 0. For t0 0 the expression u(t t0 ) is also causal. Hence, the system is causal for t0 0. b It follows from the boundedness of u(t), so | u( ) | K for some constant K , that y (t) is also bounded (use the triangle inequality and the inequality from exercise 1.9b). Hence, the system is stable. c If u(t) is real, then the integral is real and so y (t) is real. Hence, the system is real. d The response is Z t y (t) = sin( (t t0 )) + sin( ) d = sin( (t t0 )) 2(cos t)/.
t1

1.12

1.13

1.14 1.16

1.17

1.18

1.19

a If u[n] = 0 for n < 0, then y [n] is also equal to 0 for n < 0 whenever n0 0. Hence, the system is causal for n0 0. b It follows from the boundedness of u[n], so | u[n] | K for some constant K and all n, that y [n] is also bounded (use the triangle inequality): n n n X X X u[l] K + | u[l] | K + K, | y [n] | | u[n n0 ] | +
l=n2 l=n2 l=n2

Answers to selected exercises for chapter 1

which equals 4K . Hence, the system is stable. c If u[n] is real, then u[n n0 ] is real and also the sum in the expression for y [n] is real, hence, y [n] is real. This means that the system is real. d The response to u[n] = cos n = (1)n is y [n] = (1)nn0 +
n X l=n2

(1)l = (1)nn0 + (1)n (1 1 + 1)

= (1)n (1 + (1)n0 ).

Answers to selected exercises for chapter 2

2.1

p a The absolute values follow from x2 + y 2 and are given by 2, 2, 3, 2 respectively. The arguments follow from standard angles and are given by 3/4, /2, , 4/3 respectively. b Calculating modulus and argument gives 2 + 2i = 2 2ei/4 , 3 + i = 5i/6 3i/2 2e and 3i = 3e . In the proof of theorem 2.1 it was shown that | Re z | | z |, which implies that | z | | Re z | | z |. Hence, | z w |2 = (z w)(z w) = zz zw wz + ww = | z |2 2Re(zw) + | w |2 | z |2 2 | z | | w | + | w |2 = (| z | | w |)2 . This shows that | z w |2 (| z | | w |)2 . We have | z1 | = 4 2, | z 2 | = 4 and arg z1 = 7/4, arg z2 = 2/3. Hence, | z1 /z2 | = | z1 | / | z2 | = 2 and arg(z1 /z2 ) = arg(z1 ) arg(z2 ) = 13/12, 2 3 2 3 z2 = 2048e3i/2 and z1 /z2 = so z1 /z2 = 2e13i/12 . Similarly we obtain z1 1 3i/2 e . 2 The solutions are given in a separate gure on the website. a The four solutions 1 i are obtained by using the standard technique to solve this binomial equation (as in example 2.3). b As part a; we now obtain the six solutions 6 2(cos(/9 + k/3) + i sin(/9 + k/3)) where k = 0, 1 . . . , 5. c By completing the square as in example 2.4 we obtain the two solutions 1/5 7i/5.
4 4 4 Write z 5 z + z 1 as (z 1)(z + 1) and then solve z = 1 to nd the roots 2(1 i)/2. Combining linear factors with complex conjugate roots we obtain z 5 z 4 + z 1 = (z 1)(z 2 + 2z + 1)(z 2 2z + 1).

2.2

2.4

2.5 2.6

2.7

2.8 2.9 2.11

Since 2i = 2ei/2 the solutions are z = ln 2 + i(/2 + 2k ), where k Z.

1 ) + B/(z 2) and multiply by the denominator of Split F (z ) as A/(z 2 F (z ) to obtain the values A = 1/3 and B = 4/3 (as in example 2.6).

a Split F (z ) as A/(z + 1) + B/(z + 1)2 + C/(z + 3) and multiply by the denominator of F (z ) to obtain the values C = 9/4, B = 1/2 and, by comparing the coecient of z 2 , A = 5/4 (as in example 2.8). Trying the rst few integers we nd the zero z = 1 of the denominator. A long division gives as denominator (z 1)(z 2 2z + 5). We then split F (z ) as A/(z 1) + (Bz + C )/(z 2 2z + 5). Multiplying by the denominator of F (z ) and comparing the coecients of z 0 = 1, z and z 2 we obtain that A = 2, B = 0 and C = 1. a Using the chain rule we obtain f (t) = i(1 + it)2 .

2.12

2.13 2.14 2.15

Use integration by parts twice and the fact that a primitive of ei0 t is 3 ei0 t /i0 . The given integral then equals 4 (1 i)/0 , since e2i = 1. Since 1/(2 eit ) = 1/ eit and 2 eit 2 eit = 1, the result R 2 1 R1 follows from 0 u(t) dt 0 | u(t) | dt. 1

Answers to selected exercises for chapter 2

2.16

P 3 a Use that | an | = 1/ n6 + 1 1/n3 and the fact that n=1 1/n converges (example 2.17). P 2 b Use that | an | 1/n2 and the fact that n=1 1/n converges. n ni n n c Use that | a | = 1 / ne e = 1 / ( ne ) 1 /e and the fact that n P n 1 /e converges since it is a geometric series with ratio 1/e. n=1 a Use the ratio test to conclude that the series is convergent: n! 1 = lim lim = 0. n (n + 1)! n n + 1 b The series is convergent; proceed as in part a: 2n+1 + 1 3n + n 2 + 1/2n 1 + n/3n 2 = lim = . lim n +1 n n n 3 + (n + 1)/3 1 + 1/2n n 3 +n+1 2 +1 3

2.17

2.19

Determine the radius of convergence as follows: n+1 2n+2 2 2 1 + 1/n2 z n +1 = lim 2 z 2 lim = 2 z2 . 2 n 2 n n (n + 1) + 1 2 z n 1 + 2/n + 2/n2 This is less than 1 if z 2 < 1/2, that is, if | z | < 2/2. Hence, the radius of convergence is 2/2. This is a geometric series with ratio z i and so it converges for | z i | < 1; the sum is (1/(1 i))(1/(1 (z i))), so 1/(2 z (1 i)). b First solving w2 = 1 leads to z 2 = 0 or z 2 = 2i. The equation z 2 = 2i has solutions 1 + i and 1 i and z 2 = 0 has solution 0 (with multiplicity 2). c One has P (z ) = z (z 4 + 8z 2 + 16) = z (z 2 + 4)2 = z (z 2i)2 (z + 2i)2 , so 0 is a simple zero and 2i are two zeroes of multiplicity 2. Split F (z ) as (Az + B )/(z 2 4z + 5) + (Cz + D)/(z 2 4z + 5)2 and multiply by the denominator of F (z ). Comparing the coecient of z 0 , z 1 , z 2 and z 3 leads to the values A = 0, B = 1, C = 2 and D = 2. R 2 Replace cos t by (eit + eit )/2, then we have to calculate 0 (e2it + 1)/2 dt, which is . a Using the ratio test we obtain as limit 5/3. This is less than 1 and so the series converges. P b Since (n + in )/n2 = (1/n) + (in /n2 ) and the series n=1 1/n diverges, this series is divergent. P The series cn (z 2 )n converges for all z with z 2 < R, so it has radius n=0 of convergence R. a Determine the radius of convergence as follows: (1 + i)2n+2 z n+1 n+1 = lim | z | n + 1 (1 + i)2 = 2 | z | . lim n n+2 (1 + i)2n z n n n+2 This is less than 1 if | z | < 1/2, so the radius of convergence is 1/2. b Calculate f (z ) by termwise dierentiation of the series and multiply this by z . It then follows that zf (z ) + f (z ) =
X n=0

2.20 2.23

2.25

2.26 2.27

2.29 2.30

(1 + i)2n z n =

X n=0

(2iz )n .

This is a geometric series with ratio 2iz and so it has sum 1/(1 2iz ).

4 5

3 2

1 + 2i

2 21 2

Answers to selected exercises for chapter 3

3.2

A trigonometric polynomial can be written as f (t) =

k X a0 + (am cos(m0 t) + bm sin(m0 t)). 2 m=1

Now substitute this for f (t) in the right-hand side of (3.4) and use the fact that all the integrals in the resulting expression are zero, except for R T /2 the integral T /2 sin(m0 t) sin(n0 t) dt with m = n, which equals T /2. Hence, one obtains bn . 3.4 The function g (t) = f (t) cos(n0 t) has period T , so Z T /2 Z T Z T g (t)dt g (t)dt + g (t)dt = 0 T /2 0 Z T Z T /2 Z 0 Z T /2 g (t T )dt + g (t)dt = g ( )d + g (t)dt = T /2 0 T /2 0 Z T /2 = g (t)dt.
T /2

Multiplying by 2/T gives an . 3.6 From a sketch of the periodic function with period 2 given by f (t) = | t | for t (, ) we obtain Z 0 Z 1 1 cn = (t)eint dt + teint dt. 2 2 0 As in example 3.2 these integrals can be calculated using integration by parts for n = 0. Calculating c0 separately (again as in example 3.2) we obtain c0 = , 2 cn = (1)n 1 n2

Substituting these values of cn in (3.10) we obtain the Fourier series. One can also write this as a Fourier cosine series:
4 X cos((2k + 1)t) . 2 (2k + 1)2 k=0

3.7

From the description of the function we obtain that Z 1 1 (1+in)t cn = e dt. 2 0 This integral can be evaluated immediately and leads to cn = in 1 ` (1)n e1 1 . 2(n2 2 + 1)

The Fourier series follows from (3.10) by substituting cn . 3.9 The Fourier coecients are calculated by splitting the integrals into a real and an imaginary part. For c0 this becomes:

Answers to selected exercises for chapter 3

c0 =

1 2

t2 dt +
1

i 2

t dt =
1

1 . 3

For n = 0 we have that Z Z 1 1 2 int i 1 int cn = t e dt + te dt. 2 1 2 1 The second integral can be calculated using integration by parts. To calculate the rst integral we apply integration by parts twice. Adding the results and simplifying somewhat we obtain the Fourier coecients (and thus the Fourier series): cn = 3.10 (1)n (2 n ) . n2 2

From the values of the coecients cn calculated earlier in exercises 3.6, 3.7 and 3.9, one can immediately obtain the amplitude spectrum | cn | and the phase spectrum arg cn (note e.g. that arg cn = if cn > 0, arg cn = if cn < 0, arg cn = /2 if cn = iy with y > 0 and arg cn = /2 if cn = iy with y < 0). This results in three gures that are given separately on the website. a By substituting a = T /4 in (3.14) it follows that sin(n/4) n for n = 0, c0 = 1 . 4

3.11

cn =

b As in a, but now a = T and we obtain c0 = 1, cn = 0 for n = 0.

Hence, the Fourier series is 1 (!). This is no surprise, since the function is 1 for all t. 3.12 By substituting a = T /2 in (3.15) it follows that c0 = 3.14 1 , 2 cn = 0 for n = 0 even, cn = 2 n2 2 for n odd.

We have that f (t) = 2p2,4 (t) q1,4 (t) and so the Fourier coecients follow by linearity from table 1: c0 = 3/4, cn = (2n sin(n/2) 4 sin2 (n/4))/(n2 2 ) for n = 0. Note that f (t) can be obtained from the sawtooth z (t) by multiplying the shifted version z (t T /2) by the factor T /2 and then adding T /2, that is, f (t) = T z (t T )+ T . Now use the Fourier coecients of z (t) (table 1 2 2 2 e.g.) and the properties from table 2 to obtain that c0 = T , 2 cn = iT 2n for all n = 0.

3.15

3.17 3.19

Shifts over a period T (use the shift property and the fact that e2in = 1 for all n). In order to determine the Fourier sine series we extend the function to an odd function of period 8. We calculate the coecients bn as follows (the an are 0): Z Z 1 2 1 2 (2 sin(nt/4)) dt + t sin(nt/4) dt bn = 4 4 4 2

Answers to selected exercises for chapter 3

1 4

Z
2

2 sin(nt/4) dt.

The second integral can be calculated by an integration by parts and one then obtains that 8 4 bn = 2 2 sin(n/2) cos(n ), n n which gives the Fourier sine series. For the Fourier cosine series we extend the function to an even function of period 8. As above one can calculate the coecients an and a0 (the bn are 0). The result is a0 = 3, 3.21 an = 8 (cos(n/2) 1) n2 2 for all n = 0.

In order to determine the Fourier cosine series we extend the function to an even function of period 8. We calculate the coecients an and a0 as follows (the bn are 0): Z 1 4 2 16 a0 = (x 4x) dx = , 2 0 3 while for n 1 we have Z Z 1 0 2 1 4 2 an = (x + 4x) cos(nx/4) dx + (x 4x) cos(nx/4) dx 4 4 4 0 Z 4 Z 4 1 = x2 cos(nx/4) dx 2 x cos(nx/4) dx. 2 0 0 The rst integral can be calculated by applying integration by parts twice; the second integral can be calculated by integration by parts. Combining the results one then obtains that an = 32((1)n 1) 32((1)n + 1) 64(1)n = , 2 2 2 2 n n n2 2

which also gives the Fourier cosine series. One can write this series as
8 16 X 1 + 2 cos(nx/2). 3 n=1 n2

For the Fourier sine series we extend the function to an odd function of period 8. As above one can calculate the coecients bn (the an are 0). The result is bn = 3.24 64((1)n 1) n3 3 for all n 1.

If f is real and the cn are real, then it follows from (3.13) that bn = 0. A function whose Fourier coecients bn are all 0 has a Fourier series containing cosine functions only. Hence, the Fourier series will be even. If, on the other hand, f is real and the cn are purely imaginary, then (3.13) shows that an = 0. The Fourier series then contains sine functions only and is thus odd. Since sin(0 t) = (ei0 t ei0 t )/2i we have Z T /2 Z T /2 1 1 cn = ei(1n)0 t dt ei(1+n)0 t dt. 2iT 0 2iT 0

3.25

Answers to selected exercises for chapter 3

The rst integral equals T /2 for n = 1 while for n = 1 it equals i((1)n + 1)/((1 n)0 ). The second integral equals T /2 for n = 1 while for n = 1 it equals i((1)n+1 1)/((1 + n)0 ). The Fourier coecients are thus c1 = 1/(4i), c1 = 1/(4i) and ((1)n +1)/(2(1 n2 ) ) for n = 1, 1; the Fourier series follows immediately from this. 3.27 b The even extension has period 2a, but it has period a as well. We can thus calculate the coecients an and a0 as follows (the bn are 0): Z Z 2 a/2 2 0 a0 = 2bt/a dt 2bt/a dt = b. a 0 a a/2 while for n 0 we obtain from an integration by parts that Z Z 2 a/2 2 0 an = (2bt/a) cos(2nt/a) dt (2bt/a) cos(2nt/a) dt a 0 a a/2 n 2b((1) 1) = , n2 2 which gives the Fourier cosine series. It can also be determined using the result of exercise 3.6 by applying a multiplication and a scaling. The odd extension has period 2a and the coecients bn are given by (the an are 0): Z Z 1 a/2 2bt 1 a/2 2bt 2b) sin(nt/a) dt + sin(nt/a) dt bn = ( a a a a a/2 a Z a 1 2bt + ( + 2b) sin(nt/a) dt a a/2 a 8b = 2 2 sin(n/2), n where we used integration by parts.

a /2

a 1 2

a 1 2

Answers to selected exercises for chapter 4

4.1

a The periodic block function from section 3.4.1 is a continuous function on [T /2, T /2], except at t = a/2. At these points f (t+) and f (t) exist. Also f (t) = 0 for t = a/2, while f (t+) = 0 for t = a/2 and t = T /2 and f (t) = 0 for t = a/2 and t = T /2. Hence f is piecewise continuous and so the periodic block function is piecewise smooth. Existence of the Fourier coecients has already been shown in section 3.4.1. The periodic triangle function is treated analogously. b For the periodic block function we have
X n=

| cn |2

a2 8 X 1 + 2 2 2 T T 0 n=1 n2

P P 2 1 since sin2 (n0 a/2) 1. The series n= | cn | n=1 n2 converges, so converges. The periodic triangle function is treated analogously. 4.2 4.4 This follows immediately from (3.11) (for part a) and (3.8) (for part b). Take t = T /2 in the Fourier series of the sawtooth from example 4.2 and use that sin(n0 T /2) = sin(n ) = 0 for all n. Since (f (t+) + f (t))/2 = 0, this agrees with the fundamental theorem. a If we sketch the function, then we see that it is a shifted block function. Using the shift property we obtain c0 = 1 , 2 cn = 0 even n = 0, cn = i n odd n.

4.6

The Fourier series follows by substituting the cn . One can write the series with sines only (split the sum in two pieces: one from n = 1 to and another from n = 1 to ; change from n to n in the latter):
1 2 X sin(2k + 1)t + . 2 2k + 1 k=0

b The function is piecewise smooth and it thus satises the conditions of the fundamental theorem. At t = /2 the function f is continuous, so the series converges to f (/2) = 1. Since sin((2k + 1)/2) = (1)k , formula (4.11) follows:
X (1)k = . 2k + 1 4

k=0

4.7

R a We have that c0 = (2 )1 0 t dt = /4, while the Fourier coecients for n = 0 follow from an integration by parts: Z (1)n i (1)n 1 1 cn = teint dt = + . 2 0 2n 2n2 The Fourier series follows by substituting these cn : X (1)n i (1)n 1 1 + + eint . 4 2 n n2
n=,n=0

12

Answers to selected exercises for chapter 4

13

b From the fundamental theorem it follows that the series will converge to 1 (f ( +) + f ( )) = /2 at t = (note that at there is a jump). If 2 we substitute t = into the Fourier series, take to the other side of the 4 =-sign, then multiply by 2, and nally split the sum into a sum from n = 1 to and a sum from n = 1 to , then it follows that
X (1)n 1 =2 (1)n 2 2 n n=1

(the terms with (1)n i/n cancel each other). For even n we have (1)n 1 = 0 while for odd n this will equal 2, so (4.10) results: X 2 1 = . 8 (2k 1)2
k=1

4.9

a From f (0+) = 0 = f (0) and f (1) = 0 = f ((1)+) it follows that f is continuous. We have that f (t) = 2t+1 for 1 < t < 0 and f (t) = 2t+1 for 0 < t < 1. Calculating the dening limits for f from below and from above at t = 0 we see that f (0) = 1 and since f (0+) = 1 = f (0) it follows that f is continuous at t = 0. Similarly it follows that f is continuous at t = 1. Since f (t) = 2 for 1 < t < 0 and f (t) = 2 for 0 < t < 1 we see that f is discontinuous. b The function f is the sum of g and h with period 2 dened for 1 < t 1 by g (t) = t and h(t) = t2 for 1 < t 0 and h(t) = t2 for 0 < t 1. Since g is a sawtooth, the Fourier coecients are cn = (1)n i/n (see section 3.4.3). The function h is the odd extension of t2 on (0, 1] and its Fourier coecients have been determined in the rst example of section 3.6. By linearity one obtains the Fourier coecients of f . In terms of the an and bn they become an = 0 and bn = 4(1 (1)n )/ 3 n3 . Hence, they decrease as 1/n3 . c Use e.g. the fundamental theorem for odd functions to obtain f (t) =
8 X sin(2k + 1)t . 3 (2k + 1)3 k=0

4.10 4.12

Now substitute t = 1/2 and use that f (1/2) = 1/4 and sin((2k + 1)/2) = (1)n to obtain the required result. P 2 2 1 Use (3.8) to write the right-hand side of (4.14) as a2 0 /4 + 2 n=1 (an + bn ). a The Fourier coecients of f and g are (see table 1 or section 3.4.1), respectively, fn = (sin na)/n for n = 0 and f0 = a/ and gn = (sin nb)/n for n = 0 and g0 = b/ . Substitute into Parseval (4.13) and calculate the R a/2 integral (1/ ) a/2 1 dt (note that a b). Take all constants together and then again (as in exercise 4.7) split the sum into a sum from n = 1 to and a sum from n = 1 to . The required result then follows. b Use that sin2 (n/2) = 1 for n odd and 0 for n even, then (4.10) follows. a The Fourier coecients are (see table 1 or section 3.4.2 and use that sin2 (n/2) = 1 for n odd and 0 for n even): cn = 2/n2 2 for n odd, 0 for n = 0 even and c0 = 1/2. From Parseval for f = g , so from (4.14), it then follows that (calculate the integral occurring in this formula):
1 1 8 X 1 = + 2 3 4 (2k 1)4 k=1

4.13

14

Answers to selected exercises for chapter 4

(again we split the sum in a part from n = 1 to and from n = 1 to ). Take all constants together and multiply by 2 /8, then the required result follows. b Since S=
X X X 1 1 1 = + , 4 4 n (2 k ) (2 k + 1)4 n=1 k=1 k=0

it follows from part a that S=

1 4 4 1 X 1 = S+ . + 4 16 k 96 16 96 k=1

4.15

P 1 4 Solving for S we obtain n=1 n4 = 90 . Rb Rb Ra Since a f (t) dt = T /2 f (t) dt T /2 f (t) dt, we can apply theorem 4.9 twice. Two of the innite sums cancel out (the ones representing h0 in theorem 4.9), the other two can be taken together and lead to the desired result. This follows from exercise 4.15 by using (3.8), so cn = (an ibn )/2 and cn = (an + ibn )/2 (n N). a 4 The Fourier series is given by
X n=0

4.16 4.17

sin(2n + 1)t . 2n + 1

b Since Z t cos(2n + 1)t 1 sin(2n + 1) d = , 2 n + 1 2 n +1 the integrated series becomes

4X 1 4 X cos(2n + 1)t . n=0 (2n + 1)2 n=0 (2n + 1)2

From (4.10) we see that the constant in this series R t equals /2. c The series in part b represents the function f ( ) d (theorem 4.9 or better still, exercise 4.16). Calculating this integral we obtain the function g (t) with period 2 given for < t by g (t) = | t | . d Subtracting from the Fourier series of | t | in exercise 3.6 we obtain a Fourier series for g (t) which is in accordance with the result from part b. 4.19 4.20 This again follows as in exercise 4.16 from (3.8). Since f is piecewise smooth, f is piecewise continuous and so the Fourier coecients cn of f exist. Since f is continuous, we can apply integration by parts, as in the proof of theorem 4.10. It then follows that cn = in0 cn , where cn are the Fourier coecients of f . But cn = in0 cn by theorem 2 4.10, so cn = n2 0 cn . Now apply the Riemann-Lebesgue lemma to cn , then it follows that limn n2 cn = 0. a The Fourier coecients have been determined in exercise 3.25: c1 = 1/(4i), c1 = 1/(4i) and ((1)n + 1)/(2(1 n2 ) ) for n = 1, 1. Taking positive and negative n in the series together, we obtain the following Fourier series:

4.22

Answers to selected exercises for chapter 4

15

1 1 2X 1 sin t + + cos 2kt. 2 1 4k2 k=1

b The derivative f exists for all t = n (n Z) and is piecewise smooth. According to theorem 4.10 we may thus dierentiate f by dierentiating its Fourier series for t = n : f (t) =
1 4X k cos t sin 2kt. 2 1 4k2 k=1

At t = n the dierentiated series converges to (f (t+) + f (t))/2, which equals 1/2 for t = 0, while it equals 1/2 for t = . Hence, the dierentiated series is a periodic function with period 2 which is given by 0 for 1 < t < 0, 2 for t = 0, cos t for 0 < t < , 1 for t = . 2 4.25 4.26 Write down the expression for Si(x) and change from the variable t to t, then it follows that Si(x) = Si(x). a From the denition of Si(x) it follows that Si (x) = sin x/x. So Si (x) = 0 if sin x/x = 0. For x > 0 we thus have Si (x) = 0 for x = k with k N. A candidate for the rst maximum is thus x = . Since sin x/x > 0 for 0 < x < and sin x/x < 0 for < x < 2 , it follows that Si(x) indeed has its rst maximum at x = . b The value at the rst maximum is Si( ). Since Si( ) = 1.852 . . . and /2 = 1.570 . . ., the overshoot is 0.281 . . .. The jump of f at x = 0 is = 3.141 . . ., so the overshoot is 8.95 . . .%, so about 9%. a The function f is continuous for t = (2k + 1) (k Z) and it then converges to f (t), which is 2t/ for 0 | t | < /2, 1 for /2 t < and 1 for < t /2. For t = (2k +1) it converges to (f (t+)+f (t))/2 = 0. b Since f is odd we have an = 0 for all n. The bn can be found using an integration by parts: Z /2 Z 2(1)n 4 2 4 . bn = 2 t sin nt dt + sin nt dt = 2 2 sin(n/2) 0 /2 n n Since sin(n/2) = 0 if n even and (1)k if n = 2k + 1, the Fourier series is
4 X (1)n 2 X (1)n sin nt + 2 sin(2n + 1)t. n=1 n n=0 (2n + 1)2

4.28

Substituting t = 0 and t = it is easy to verify the fundamental theorem for these values. c We cannot dierentiate the series; the resulting series is divergent because limn (1)n cos nt = 0. Note that theorem 4.10 doesnt apply since f is not continuous. d We can integrate the series R t since theorem 4.9 can be applied (note that c0 = 0). If we put g (t) = f ( ) d , then g is even, periodic with period 2 and given by (t2 / )(3/4) for 0 t < /2 and by t for /2 t . 4.29 Use table 1 to obtain the Fourier coecients and then apply Parseval, that is, (4.13). Calculating the integral in Parsevals identity will then give the rst result; choosing a = /2 gives the second result. a The Fourier series has been determined in the last example of section 3.6. Since f is continuous (and piecewise smooth), the Fourier series converges to f (t) for all t R:

4.30

16

Answers to selected exercises for chapter 4

f (t) =

2 4X 1 cos 2nt. n=1 4n2 1

b First substitute t = 0 in the Fourier series; since f (0) = 0 and cos 2nt = 1 for all n, the rst result follows. Next substitute t = /2 in the Fourier series; since f (/2) = 1 and cos 2nt = (1)n for all n, the second result follows. c One should recognize the squares of the Fourier coecients here. Hence we have to apply Parsevals identity (4.14), or the alternative form given in exercise 4.10. This leads to Z 1 4 1 X 16 sin2 t dt = 2 + . 2 2 2 n=1 (4n2 1)2 R Since sin2 t dt = , the result follows. 4.31 a Since f1 is odd it follows that Z 1 T /2 (f1 f2 )(t) = f1 (t + )f2 ( ) d. T T /2

Now change the variable from to and use that f2 is odd, then it follows that (f1 f2 )(t) = (f1 f2 )(t). b The convolution product equals Z 1 1 (f f )(t) = f (t ) d. 2 1 Since f is odd, part a implies that f f is even. It is also periodic with period 2, so it is sucient to calculate (f f )(t) for 0 t 1. First note that f is given by f (t) = t 2 for 1 < t 2. Since 1 1 and 0 t 1 we see that t 1 t t + 1. From 0 t 1 it follows that 1 t 1 0, and so close to = 1 the function f (t ) is given by t . Since 1 t + 1 2, the function f (t ) is given by t 2 close to = 1. Hence, we have to split the integral precisely at the point where t gets larger than 1, because precisely then the function changes from t to t 2. But t 1 precisely when t 1, and so we have to split the integral at t 1: Z Z 1 1 1 t1 (t 2) d + (t ) d. (f f )(t) = 2 1 2 t1 It is now straightforward to calculate the convolution product. The result is (f f )(t) = t2 /2 + t 1/3. c From section 3.4.3 or table 1 we obtain the Fourier coecients cn of the sawtooth f and applying the convolution theorem gives the Fourier 2 2 2 coecients of (f f )(t), namely c2 0 = 0 and cn = 1/ n (n = 0). d Take t = 0 c; since f is odd and real-valued we can write R 1in part 2 | f ( ) | d , and so we indeed obtain (4.13). (f f )(0) = 1 2 1 e For 1 < t < 0 we have (f f ) (t) = t 1, while for 0 < t < 1 we have (f f ) (t) = t + 1. Since f f is given by t2 /2 + t 1/3 for 0 < t < 2, (f f ) (t) is continuous at t = 1. Only at t = 0 we have that f f is not dierentiable. So theorem 4.10 implies that the dierentiated series represents the function (f f ) (t) on [1, 1], except at t = 0. At t = 0 the dierentiated series converges to ((f f ) (0+) + (f f ) (0))/2 = (1 1)/2 = 0. f The zeroth Fourier coecient of f f is given by

Answers to selected exercises for chapter 4

17

1 2

Z (f f )(t) dt =
0

(t2 /2 + t 1/3) dt = 0.

This is in agreement with the result in part c since c2 0 = 0. Since this coecient is 0, we can apply theorem 4.9. The function R t represented by the integrated series is given by the (periodic) function 1 (f f )( ) d . It is also odd, since f is even and for 0 t 1 it equals Z 0 Z t ( 2 /2 1/3) d + ( 2 /2 + 1/3) d = t(t 1)(t 2)/6.
1 0

Answers to selected exercises for chapter 5

5.1

For a stable LTC-system the real parts of the zeroes of the characteristic polynomial are negative. Fundamental solutions of the homogeneous equations are of the form x(t) = tl est , where s is such a zero and l 0 some integer. Since tl est = | t |l e(Re s)t and Re s < 0 we have that limt x(t) = 0. Any homogeneous solution is a linear combination of the fundamental solutions. The Fourier coecients of u are u0 = 1 , 2 u2k = 0, u2k+1 = (1)k (2k + 1)

5.2

(u = p,2 , so use table 1 and the fact that sin(n/2) = (1)k for n = 2k +1 odd and 0 for n even). Since H ( ) = 1/(i + 1) and yn = H (n0 )un = H (n)un it then follows that y0 = 5.3 1 , 2 y2k = 0, y2k+1 = (1)k . (1 + (2k + 1)i)(2k + 1)

a The frequency response is not a rational function, so the system cannot be described by a dierential equation (5.3). b Since H (n0 ) = H (n) = 0 for | n | 4 (because 4 > ), we only need to consider the Fourier of y with | n | 3. From Parseval it then P coecients 2 follows that P = 3 | y | with yn as calculated in exercise 5.2. This n n=3 20 + . sum is equal to P = 1 4 9 2 Note that u has period and that the integral to be calculated is thus the zeroth Fourier coecient of y . Since y0 = H (00 )u0 = H (0)u0 R and H (0) = 1 u(t) dt = 1 (see example 5.6 for H ( )), it follows that y0 = u0 = 0 2 . a According to (5.4) the frequency response is given by 2 + 1 . 2 + 4 + 2i

5.4

5.5

H ( ) =

Since H ( ) = 0 for = 1, the frequencies blocked by the system are = 1. b Write u(t) = e4it /4 eit /2i + 1/2 + eit /2i + e4it /4. It thus follows that the Fourier coecients unequal to 0 are given by u4 = u4 = 1/4, u1 = 1/2i, u1 = 1/2i and u0 = 1/2. Since yn = H (n0 )un = H (n)un and H (1) = H (1) = 0 we thus obtain that y (t) = y4 e4it + y1 eit + y0 + y1 eit + y4 e4it 15 1 1 1 15 1 = e4it + + e4it . 12 + 8i 4 4 2 12 8i 4 It is a good exercise to write this with real terms only: y (t) = 5.6 45 30 1 cos 4t + sin 4t + . 104 104 8

We have that 1 H ( ) = . 2 2 + 0

18

Answers to selected exercises for chapter 5

19

Since | 0 | is not an integer, there are no homogeneous solutions having period 2 , while u does have period 2 . There is thus a uniquely determined periodic solution y corresponding to u. Since u(t) = q,2 (t) the Fourier coecients of u follow immediately from table 1: u0 = , 2 u2k = 0(k = 0), u2k+1 = 2 . (2k + 1)2 2 the line spectrum of y

Since yn = H (n0 )un = H (n)un = follows. 5.7

1 2 un , n2 +0

For the thin rod the heat equation (5.8) holds on (0, L), with initial condition (5.9). This leads to the fundamental solutions (5.15), from which the superposition (5.16) is build. The initial condition leads to a Fourier series with coecients Z Z 2 L/2 2 L An = x sin(nx/L) dx + (L x) sin(nx/L) dx, L 0 L L/2 which can be calculated using an integration by parts. The result is: An = (4L/n2 2 ) sin(n/2) (which is 0 for n even). We thus obtain the (formal) solution u(x, t) =
4L X (1)n (2n+1)2 2 kt/L2 e sin((2n + 1)x/L). 2 n=0 (2n + 1)2

5.9

The heat equation and initial conditions are as follows: for 0 < x < L, t > 0, for t 0, for 0 x L.

ut = kuxx ux (0, t) = 0, u(L, t) = 0 u(x, 0) = 7 cos(5x/2L)

b Separation of variables leads to (5.12) and (5.13). The function X (x) should satisfy X (x) cX (x) = 0 for 0 < x < L, X (0) = 0 and X (L) = 0. For c = 0 we obtain the trivial solution. For c = 0 the characteristic equation s2 c = 0 has two distinct roots s1 . The general solution is then X (x) = es1 x + es1 x , so X (x) = s1 es1 x s1 es1 x . The rst boundary condition X (0) = 0 gives s1 ( ) = 0, so = . Next we obtain from the second boundary condition X (L) = 0 the equation (es1 L + es1 L ) = 0. For = 0 we get the trivial solution. So we must have es1 L + es1 L = 0, implying that e2s1 L = 1. From this it follows that s1 = i(2n + 1)/2L. This gives us eigenfunctions Xn (x) = cos((2n + 1)x/2L) (n = 0, 1, 2, 3, . . .). Since Tn (t) remains as in the textbook (for other parameters), we have thus found the fundamental solutions un (x, t) = e(2n+1)
2

2 kt/4L2

cos((2n + 1)x/2L).

Superposition gives u(x, t) =

X n=0

An e(2n+1)

2 kt/4L2

cos((2n + 1)x/2L).

Substituting t = 0 (and using the remaining initial condition) leads to u(x, 0) =

X n=0

An cos((2n + 1)x/2L) = 7 cos(5x/2L).

20

Answers to selected exercises for chapter 5

Since the right-hand side consists of one harmonic only, it follows that A2 = 7 and An = 0 for all n = 2. The solution is thus u(x, t) = 2 2 7e25 kt/4L cos(5x/2L). 5.11 a The equations are for 0 < x < L, t > 0, for t 0, for 0 x L.

ut = kuxx u(0, t) = 0, ux (L, t) = 0 u(x, 0) = f (x)

b Going through the steps one obtains the same fundamental solutions as in exercise 5.9. The coecients An cannot be determined explicitly here, since f (x) is not given explicitly. 5.12 The equations are given by (5.17) - (5.20), where we only need to substitute the given initial condition in (5.19), so u(x, 0) = 0.05 sin(4x/L) for 0 x L. All steps to be taken are the same as in section 5.2.2 of the textbook and lead to the solution u(x, t) =
X n=1

An cos(nat/L) sin(nx/L).

Substituting t = 0 (and using the remaining initial condition) gives u(x, 0) =

X n=1

An sin(nx/L) = 0.05 sin(4x/L).

Since the right-hand side consists of one harmonic only, it follows that A4 = 0.05 and An = 0 for all n = 4. The solution is thus u(x, t) = 0.05 cos(4at/L) sin(4x/L). 5.15 Separation of variables leads to X (x) cX (x) = 0 for 0 < x < , X (0) = X ( ) = 0. For c = 0 we obtain the constant solution, so c = 0 is an eigenvalue with eigenfunction X (x) = 1. For c = 0 the characteristic equation s2 c = 0 has two distinct roots s1 . The general solution is then X (x) = es1 x + es1 x , so X (x) = s1 es1 x s1 es1 x . The boundary condition X (0) = 0 gives s1 ( ) = 0, so = . From the boundary condition X ( ) = 0 we obtain s1 (es1 es1 ) = 0. For = 0 we get the trivial solution. So we must have es1 es1 = 0, implying that e2s1 = 1. From this it follows that s1 = ni. This gives us eigenfunctions Xn (x) = cos(nx) (n = 0, 1, 2, 3, . . .). For T (t) we get the equation T (t) + n2 a2 T (t) = 0. From the initial condition ut (x, 0) = 0 we obtain T (0) = 0. The non-trivial solution are Tn (t) = cos(nat) (n = 0, 1, 2, 3, . . .) and we have thus found the fundamental solutions un (x, t) = cos(nat) cos(nx). Superposition gives u(x, t) =
X n=0

An cos(nat) cos(nx).

Substituting t = 0 (and using the remaining initial condition) leads to u(x, 0) =

X n=0

An cos(nx) = kx

for 0 < x < .

Answers to selected exercises for chapter 5

21

R R We have A0 = (2/ ) 0 kx dx = k and An = (2/ ) 0 kx cos(nx) dx for n = 0, which can be calculated by an integration by parts: An = 0 for n even (n = 0) and An = 4k/n2 for n odd. The solution is thus u(x, t) =
k 4k X 1 cos((2n + 1)at) cos((2n + 1)x). 2 n=0 (2n + 1)2

5.16

a From H ( ) = H ( ) and yn = H (n0 )un follows that the response y (t) to a real signal u(t) is real: since un = un we also have yn = yn . b Since we can write sin 0 t = (ei0 t ei0 t )/2i, the response is equal to (H (0 )ei0 t H (0 )ei0 t )/2i, which is ((1 e2i0 )2 ei0 t (1 e2i0 )2 ei0 t )/2i. This can be rewritten as sin 0 t 2 sin(0 (t 2)) + sin(0 (t 4)). P 2int . c A signal with period 1 has Fourier series of the form n= un e P 2int , which is 0 since H (2n) = 0 for The response is n= H (2n)un e all n. a The characteristic equation is s3 + s2 + 4s + 4 = (s2 + 4)(s + 1) = 0 and has zeroes s = 1 and s = 2i. The zeroes on the imaginary axis correspond to periodic eigenfrequencies with period and so the response to a periodic signal is not always uniquely determined. But see part b! b Since here the input has period 2/3, we do have a unique response. From Parseval and the relation yn = H (n0 )un we obtain that the power is given by Z 2/3 X X 3 P = | y (t) |2 dt = | yn |2 = | H (n0 )un |2 . 2 0 n= n= We have that H ( ) = 1 + i . 4 2 + i (4 2 )
1 2

5.18

Now use that only u3 = u3 = that P = 1/50. 5.19

and that all other un are 0, then it follows

For the rod we have equations (5.8) - (5.10), where we have to take f (x) = u0 in (5.10). The solution is thus given by (5.16), where now the An are the Fourier coecients of the function u0 on [0, L]. These are easy te determine (either by hand or using tables 1 and 2): An = 0 for n even, An = 4u0 /n for n odd. This gives u(x, t) =
2 2 2 4u0 X 1 e(2n+1) kt/L sin((2n + 1)x/L). 2 n=0 (2n + 1)

Substituting x = L/2 in the x-derivative and using the fact that cos((2n + 1)/2) = 0 for all n leads to ux (L/2, t) = 0. 5.20 a As in the previous exercise the solution is given by (5.16). The An are R L/2 given by (2/L) 0 a sin(nx/L) dx = 2a(1 cos(n/2))/n , which gives the (formal) solution u(x, t) =
2 2 2 2a X 1 (1 cos(n/2))en kt/L sin(nx/L). n=1 n

22

Answers to selected exercises for chapter 5

b The two rods together form one rod and so part a can be applied with L = 40, k = 0.15 and a = 100. Substituting t = 600 in u(x, t) from part a then gives the temperature distribution. On the boundary between the rods we have x = 20, so we have to calculate u(20, 600); using only the contibution from the terms n = 1, 2, 3, 4 we obtain u(20, 600) 36.4. c Take k = 0.005, a = 100, L = 40, substitute x = 20 in u(x, t) from part a, and now use only the rst two terms of the series to obtain the equation u(20, t) 63.662e0.0000308t = 36 (terms of the series tend to 0 very rapidly, so two terms suce). We then obtain 18509 seconds, which is approximately 5 hours.

Answers to selected exercises for chapter 6

6.1

6.2

R We have to calculate (the improper integral) eit dt. Proceed as in eaxample 6.1, but we now have to determine limB eiB . This limit does not exist. R a We have to calculate G( ) = 0 e(a+i)t dt, which can be done precisely as in section 6.3.3 if we write a = + i and use that e(a+i)R = eR ei( +)R . If we let R then this tends to 0 since > 0. b The imaginary of G( ) is /(a2 + 2 ) and applying the substituR part 2 1 tion rule gives /(a + 2 ) d = 2 ln(a2 + 2 ), so this improper integral, which is the Fourier integral for t = 0, does not exits (limA ln(a2 + A2 ) does not exist e.g.). c We have lima0 g (t) = lima0 (t)eat = (t), while for = 0 we have that lima0 G( ) = i/ . To calculate the spectrum we split the integral at t = 0: Z 1 Z 0 G( ) = teit dt teit dt.
0 1

6.4

Changing R from the variable t to t in the second integral we obtain that 1 G( ) = 2 0 t cos t dt, which can be calculated for = 0 using an integration by parts. The result is: G( ) = 2(cos 1) 2 sin + . 2

R1 For = 0 we have that G(0) = 2 0 t dt = 1. Since lim0 sin / = 1 and 1 lim0 (cos 1)/ 2 = 2 (use e.g. De lH opitals rule), we obtain that lim0 G( ) = G(0), so G is continuous. 6.5 a Calculating the integral we have that cos(a/2) 1 for = 0, F (0) = 0.

F ( ) = 2i

b Using Taylor or De lH opital it follows that lim0 F ( ) = 0 = F (0), so F is continuous. 6.7 From the linearity and table 3 it follows that F ( ) = 6.8 sin2 (a/2) 12 + 8i . 2 4+ a 2

Use (6.17) and table 3 for the spectrum of e7| t | , then F ( ) = 7 7 + . 49 + ( )2 49 + ( + )2

6.9

a From the shift property in the frequency domain (and linearity) it follows that the spectrum of f (t) sin at is F ( a)/2i F ( + a)/2i. b Write f (t) = p2 (t) sin t, obtain the spectrum of p2 (t) from table 3 and apply part a (and use the fact that sin( ) = sin( )), then F ( ) = 2i sin( ) . 2 1

23

24

Answers to selected exercises for chapter 6

6.10

Use section 6.3.3 (or exercise 6.2) and the modulation theorem 6.17, and write the result as one fraction, then (F (t)eat cos bt)( ) = a + i . (a + i )2 + b2

Similarly it follows from section 6.3.3 (or exercise 6.2) and exercise 6.9a that (F (t)eat sin bt)( ) = 6.12 Write Z F ( ) =
0

b . (a + i )2 + b2
0

f (t)eit dt +

f (t)eit dt

and R change from t to t in the second integral, then it follows that F ( ) = 2i 0 f (t) sin t dt. 6.13 a We have F ( ) = F ( ) and F ( ) is even, so F ( ) = F ( ), and thus F ( ) is real. b We have F ( ) = F ( ) (by part a) and since | F ( ) | = (F ( )F ( ))1/2 , it follows that | F ( ) | = | F ( ) |. Calculate the spectrum in a direct way using exactly the same techniques as in example 6.3.3 (or use (6.20) and twice an integration by parts): F ( ) = 6.16 2i . 1 + 2

6.14

R a/2 The spectrum is given by a/2 teit dt, which can be calculated using an integration by parts. The result is indeed equal to the formula given in example 6.3. a From the dierentiation rule (and dierentiating the Fourier transform 2 of the Gauss function, of course) it follows that i e /4a /(2a a) is the spectrum of tf (t). b If we divide the Fourier transform of f (t) by 2a, then we indeed obtain the same result as in part a. Two examples are the constant function f (t) = 0 (k arbitrary), and the 2 Gauss function et /2 with k = 2 . Using exercise 6.17a we obtain the 2 function tet /2 with k = i 2 . Use table 3 for (t)eat and then apply the dierentiation rule in the frequency domain, then the result follows: (a + i )2 . (Dierentiate (a + i )1 just as one would dierentiate a real function.) The function ea| t | is not dierentiable at t = 0. The function t3 (1 + t2 )1 e.g. is not bounded. Use the fact that limx xa ex = 0 for all a R and change to the variable 2 x = at2 in tk /eat (separate the cases t 0 and t < 0). Then part a follows and, hence, part b also follows since we have a nite sum of these terms. Apply the product rule repeatedly to get an expression in terms of the derivatives of f and g (this involves the binomial coecients and is sometimes called Leibniz rule). Since f and g belong to S , tn (f (t)g (t))(m) will be a sum of terms belonging to S , and so the result follows.

6.17

6.18

6.19

6.20 6.21

6.22

Answers to selected exercises for chapter 6

25

6.23

6.25 6.26

R We have that ( )(t) = 0 (t ) d . Now treat the cases t > 0 and t 0 separately, then it follows that ( )(t) = (t)t. (If t 0, then t < 0 for > 0 and R t so (t ) = 0; if t > 0 then (t ) = 0 for > t and the integral 0 1 d = t remains.) Since (t)t is not absolutely integrable, the function ( )(t) is not absolutely integrable. R From the causality of f it follows that (f g )(t) = 0 f ( )g (t ) d . For Rt t < 0 this is 0. For t 0 it equals 0 f ( )g (t ) d . a We use the denition of convolution and then split the integral at = 0: Z Z 0 (e| v | e| v | )(t) = e e| t | d + e e| t | d.
0

First we take t 0. Then | t | = t for < 0. Furthermore we have for > t that | t | = t and for 0 < t that | t | = t. Hence, Z t Z Z 0 (e| v | e| v | )(t) = et d + et2 d + e2 t d.
0 t

A straightforward calculation of these integrals gives (1 + t)et . Next we take t < 0. Then | t | = t for > 0. Furthermore we have for < t that | t | = t and for t < 0 that | t | = t . Hence, Z Z 0 Z t (e| v | e| v | )(t) = et2 d + et d + e2 t d.
0 t

A straightforward calculation of these integrals gives (1 t)et . b Use the result from section 6.3.3 and the convolution theorem to obtain the spectrum (2(1 + 2 )1 )2 = 4/(1 + 2 )2 . c Since (1 + | t |)e| t | = e| t | + | t | e| t | and the spectrum of e| t | is 2(1 + 2 )1 , we only need to determine the spectrum of f (t) = | t | e| t | . But f (t) = tg (t) with g (t) the function from exercise 6.14, whose spectrum weve already determined: G( ) = 2i (1 + 2 )1 . Apply theorem 6.8 (dierentiation rule in the frequency domain): the spectrum of f (t) is G ( )/i. Calculating this and taking the results together we obtain 4/(1 + 2 )2 , in agreement with part b. 6.28 a From the dierentiation rule in the frequency domain we obtain that 2 the spectrum of tg (t) is iG ( ) = i 2e /2 . Since (F tg (t))(0) = 0, 2 we may apply the integration rule to obtain that F1 ( ) = 2e /2 . b Apply the dierentiation rule in the frequency domain with n = 2, then 2 F2 ( ) = 2 (1 2 )e /2 . c Since f3 (t) = f2 (t 1), it follows from the shift property that F3 ( ) = ei F2 ( ). 2 d From part a and exercise 6.9 it follows that F4 ( ) = ( 2e(4) /2 + 2 2e(+4) /2 )/2i. e Use the scaling property from table 4 with c = 4, then F5 ( ) = G(/4)/4.
1 1 b Since p1 ( ) = 0 for | | > 2 and 1 for | | < 2 , we have Z 1/2 (p1 p3 )(t) = p3 (t ) d. 1/2

6.29

26

Answers to selected exercises for chapter 6

Here p3 (t ) = 0 only if t 3/2 t + 3/2. Moreover, we have that 1/2 1/2, and so we have to separate the cases as indicated in the textbook: if t > 2, then (p1 p3 )(t) = 0; if t < 2, then also R 1/2 (p1 p3 )(t) = 0; if 1 t 1, then (p1 p3 )(t) = 1/2 1 d = 1; if R 1/2 1 < t 2, then (p1 p3 )(t) = t3/2 1 d = 2 t; nally, if 2 t < 1, R t+3/2 then (p1 p3 )(t) = 1/2 1 d = 2 + t. c Apply the convolution theorem to T (t) = (p1 p3 )(t), then the spectrum of T (t) follows: 4 sin(/2) sin(3/2)/ 2 .

Answers to selected exercises for chapter 7

7.1

From the spectra calculated in exerices 6.2 to 6.5 it follows immediately that the limits for are indeed 0: they are all fractions with a bounded numerator and a denominator that tends to . As an example we have from exercise 6.2 that lim 1/(a + i ) = 0. Use table 3 with a = 2A and substitute = s t. Take C > 0, then it follows by rst changing from the variable Au to v and then applying (7.3) that Z C Z AC sin Au sin v lim du = lim dv = . A 0 A 0 u v 2 Split 1/(a + i ) into the real part 1/(1+ 2 ) and the imaginary part /(1+ 2 ). The limit of A of the integrals over [A, A] of these parts gives limA 2 arctan A = for the real part and limA (ln(1 + A2 ) ln(1 + (A)2 )) = 0 for the imaginary part. a In exercise 6.9b it was shown that F (R ) = 2i sin( )/ 2 1). The R( function f (t) is absolutely integrable since | f (t) | dt = | sin t | dt < . Moreover, f (t) is piecewise smooth, so all conditions of the fundamental theorem are satised. We now show that the improper integral of F ( ) exists. First, F ( ) is continuous on R according to theorem R 6.10, so it is integrable over e.g. [2, 2]. Secondly, the integrals 2 F ( ) d and R 2 F ( ) d both exist. For the former integral this can be shown as follows (the other integral can be treated similarly): Z Z 2 F ( ) d d 2 1 2 2 since | 2i sin( ) | 2 (and 2 1 > 0 for > 2). The integral in the right-hand side is convergent. b Apply the fundamental theorem, then Z 2i sin( ) it 1 f (t) = e d 2 2 1 for all t R (f is continuous). Now use that F ( ) is an odd function and that 2 sin sin t = cos( t) cos(

7.2 7.3

7.4

7.6

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69

and hence, f [0] = 0, f [1] = 0, f [2] = 0, f [3] = 2, that is, f [n] = 24 [n 3]. 16.10 On [0, 2 ] the periodic function f is given by ( t for 0 t , |t | f (t) = 1 = 2 t for t 2 .

Since f (t + ) = 1 t/ for 0 < t and f (t + ) = f (t ) = t/ 1 for t 2 we obtain that f (t) + f (t + ) = 1 for all t. b Since f [n] = f (2n/N ) we obtain from part a that f [n]+f [n+N/2] = 1. c Apply the N -point DFT to f [n] + f [n + N/2] = 1, using the shift rule in the n-domain. Since 1 N N [k] (table 11), we the obtain that F [k] + e2iN k/2N F [k] = N N [k], hence (1 + eik )F [k] = N N [k]. When k is even and not a multiple of N then 2F [k] = N N [k] = 0, so F [k] = 0. When k is a multiple of N then N [k] = 1, hence, F [k] = N/2. 16.12 16.13 16.14 The signal is real, so F [k] = F [k], which gives F [3] = F [1] = F [1] = i. Applying the inverse DFT leads to f [n] = (1 + in+1 + (i)n+1 )/4. Apply the denition of the cyclical convolution and use theorem 15.2, then one obtains that (f f )[n] = f [n]+ f [n 1] = N [n]+2N [n 1]+ N [n 2]. Use the convolution theorem: rst determine the functions f1 and f2 with f1 cos(2k/N ) = (e2ik/N + e2ik/N )/2 and f2 sin(4k/N ) = (e4ik/N e4ik/N )/2i and then calculate f [n] = (f1 f2 )[n]. Since N [n m] e2imk/N (table 11 and table 12, shift in the n-domain), we have f1 [n] = (N [n 1] + N [n + 1])/2 and f2 [n] = (N [n + 2] N [n 2])/2i. From the convolution theorem and theorem 15.2 it then follows that f [n] = (f1 f2 )[n] = (f2 [n + 1] + f2 [n 1])/2, which equals (N [n + 3] + N [n + 1] N [n 1] N [n 3])/4i. From table 11 we have that N [n] 1 and so (table 12, shift in the ndomain) N [n l] e2ilk/N . Since cos2 (k/N ) = (1 + cos(2k/N ))/2 = (2 + eik/N + eik/N )/4 it follows that f [n] = (2N [n] + N [n 1] + N [n + 1])/4. The power equals
N 1 1 X | f [n] |2 . N n=0

16.16

Now | f [n] |2 = (4N [n] + N [n 1] + N [n + 1])/16 since N [n]N [n + 1] = N [n]N [n 1] = N [n 1]N [n + 1] = 0. Also note that N [n + 1] = N [n (N 1)] and hence, | f [0] |2 = 1/4, | f [1] |2 = 1/16, | f [N 1] |2 = 1/16, while all other values are 0. This means that 1 1 3 1 1 + + = . P = N 4 16 16 8N 16.18 a We calculate G[k] from the expression for the 5-point DFT. Note that g [3] = g [2] = c2 = 1 and g [4] = g [1] = c1 = 2. Hence, G[k] = g [0] + g [1]e2ik/5 + g [2]e4ik/5 + g [3]e6ik/5 + g [4]e8ik/5 = 1 + 2e2ik/5 + e4ik/5 + e6ik/5 + 2e8ik/5 = 1 + 4 cos(2k/5) + 2 cos(4k/5). b Since the Fourier coecients of f are known, we can express f as a Fourier series: f (t) = c0 + c1 ei0 t + c1 ei0 t + c2 e2i0 t + c2 e2i0 t . Hence, f (2m/50 )

70

Answers to selected exercises for chapter 16

= g [0] + g [1]e2im/5 + g [2]e4im/5 + g [3]e6im/5 + g [4]e8im/5 = G[m]. c First use Parseval for Fourier series: Z T X 1 | f (t) |2 dt = | cn |2 . T 0 n=

P2 P 2 2 Since ck = 0 for | k | 3 we obtain that n=2 | g [n] | = n= | cn | = P4 2 n=0 | g [n] | . Applying Parseval for the DFT one obtains the result. 16.19 a From table 11 we have that N [n] 1 and so (table 12, shift in the n-domain) f [n] e2ik/N 1 + e2ik/N = 2 cos(2k/N ) 1. b Calculate the convolution using (16.14) and theorem 15.2, then (f g )[n] =
N 1 X l=0

f [l]g [n l] = g [n + 1] g [n] + g [n 1].

c First write g [n] as complex exponentials and then determine the N point DFT using table 11 and the shift rule in the k-domain: G[k] = N (N [k 2] + N [k + 2]). 2

Finally apply (16.19) to calculate the power: 2 N 1 N 1 1 1 X 1 X N | N [k 2] + N [k + 2] | = . | g [n] |2 = 2 N n=0 N 2 2

k=0

16.20

a Since f (t) is real and even, the sampling f [n] is real and even since f [n] = f (nT /5) = f (nT /5) = f [n]. b Apply the inverse DFT, where the values of F [3] and F [4] are calculated using the fact that F has period 5 and is even. Hence, f [n] = (1 + 2e2in/5 + 2e8in/5 + e4in/5 + e6in/5 )/5, which equals (1 + 4 cos(2n/5) + 2 cos(4n/5))/5. c The function f is band-limited with band-width 10/T . The Fourier coecients ck of f contribute to the frequencies k0 = 2k/T . Hence, these are 0 for | k | 3. This means that f (t) is equal to the Fourier series c0 + c1 ei0 t + c1 ei0 t + c2 e2i0 t + c2 e2i0 t . Substituting t = nT /5 (and rearranging) we obtain that f [n] = c0 + c1 e2in/5 + c2 e4in/5 + c2 e6in/5 + c1 e8in/5 . But this is precisely the expression for the inverse DFT, which implies that c0 = F [0]/5, c1 = F [1]/5, c2 = F [2]/5, c2 = F [3]/5 = F [2]/5, c1 = F [4]/5 = F [1]/5. Hence ck = F [k]/5 for | k | 2. Since F [k] has period 5 and ck = 0 for | k | > 2 we do not have ck = F [k]/5 for | k | > 2.

Answers to selected exercises for chapter 17

17.1

k We can write (17.2) for N = 5 as follows: F [k] = f [0] + f [1]w5 + + 4k 2i/5 f [4]w5 where w5 = e = w. Hence,

f [0] + f [1] + + f [4] = F [0], f [0] + f [1]w1 + + f [4]w4 = F [1], f [0] + f [1]w2 + + f [4]w8 = F [2], f [0] + f [1]w3 + + f [4]w12 = F [3], f [0] + f [1]w4 + + f [4]w16 = F [4]. Using that w5 = 1 we then obtain a system that is equal to the system arising from the matrix representation. 17.2 As in exercise 17.1 we can write the formula for the inverse DFT in matrix form: 01 1 1 1 1 1 0 F [0] 1 0 f [0] 1 2 3 w w4 C B F [1] C B f [1] C B1 w w 1B CB C B C B 1 w2 w4 w w3 C B F [2] C = B f [2] C . 5@ A @ A 3 4 2 A@ F [3] f [3] 1 w w w w 4 3 2 1 w w w w F [4] f [4] The matrix in the left-hand side is thus the inverse of the matrix in exercise 17.1. 17.4 Take N1 = 2 and N2 = 2. Note that f [3] = f [1]. The matrix Mf now looks as follows: f [0] f [2] 2 2 Mf = = . f [1] f [3] 0 1 The 2-point DFT of the rows of this matrix gives 4 0 C= . 1 1
Multiplying this by the twiddle factors w4 with w4 = ei/2 = i gives 4 0 Ct = . 1 i

Now calculate the 2-point DFT of the columns of this matrix to get the 4-point DFT: 5 i MF = . 3 i Hence, F [0] = 5, F [1] = i, F [2] = 3, F [3] = i. 17.6 The matrix Mf looks as follows: f [0] f [2] . . . f [N 2] Mf = . 1 1 ... 1 The N/2-point DFT of the rst row of this matrix is A[k], while the N/2point DFT of the second row follows from table 11. This gives the matrix C:

71

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Answers to selected exercises for chapter 17

C=

A[0] N/2

A[1] 0

... ...

A[N/2 1] 0

Multiplying this by the twiddle factors will not change this matrix because of the zeroes in the second row of C and hence Ct = C . Now calculate the 2-point DFT of the columns of Ct = C to get the matrix MF and, hence, the required N -point DFT of f [n]: A[0] + N/2 A[1] . . . A[N/2 1] MF = A[0] N/2 A[1] . . . A[N/2 1] F [0] F [1] . . . F [N/2 1] = . F [N/2] F [N/2 + 1] . . . F [N 1] 17.7 Let A1 [k] be the 2N -point DFT of f [2n] and B1 [k] the 2N -point DFT of f [2n + 1]. Then we have for the 4N -point DFT of f [n] (see (17.14)):
F [ ] = A1 [ ] + w4 N B1 [ ], F [2N + ] = A1 [ ] w4 N B1 [ ],

where = 0, 1, . . . , 2N 1. The 2N -point DFT of f [2n] follows analogously from the N -point DFT of f [4n] and f [4n + 1]:
A1 [ ] = A[ ] + w2 N C [ ], A1 [N + ] = A[ ] w2 N C [ ],

where = 0, 1, . . . , N 1. Also, the 2N -point DFT of f [2n + 1] follows from the N -point DFT of f [4n + 1] and f [4n + 3]:
B1 [ ] = B [ ] + w2 N D [ ], B1 [N + ] = B [ ] w2 N D [ ],

where = 0, 1, . . . , N 1. Combining these results leads to the 4N -point DFT of f [n]:

3 F [ ] = A[ ] + w2 N C [ ] + w4N B [ ] + w4N D [ ], 3 F [N + ] = A[ ] w2 N C [ ] + w4N B [ ] w4N D [ ], 3 F [2N + ] = A[ ] + w2 N C [ ] w4N B [ ] w4N D [ ], 3 F [3N + ] = A[ ] w2 N C [ ] w4N B [ ] + w4N D [ ],

where = 0, 1, . . . , N 1. 17.8 RT Since f (t) is causal we have FT ( ) = 0 f (t)eit dt. Apply the trapezium rule to the integral and substitute = (2k + 1)/T , then it follows that FT ((2k + 1)/T )
N 1 T X in/N e f [n]e2in/N . N n=0

This shows that the spectrum at the frequencies = (2k + 1)/T can be approximated by the N -point DFT of ein/N f [n]. 17.9 Let F ( ) be the Fourier transform of f (t). Applying the trapezium rule to RT RT f (t)eit dt and to 0 f (t)eit dt leads to (T /N )F [k] and (T /N )F [k] 0 respectively, where F [k] denotes the N -point DFT of f [n]. Adding this gives F( T 2k ) (F [k] + F [k]) T N for | k | < N/2.

Answers to selected exercises for chapter 17

73

This means that we can eciently approximate the spectrum of f at the frequencies 2k/T with | k | < N/2 by using an N -point DFT. 17.11 First we determine the DFTs of the signals using table 11. Since f1 [n] = N [n] + N [n 1] F1 [k] = 1 + e2ik/N and f2 [n] = N [n] + N [n + 1] F2 [k] = 1 + e2ik/N we obtain the DFT of the cross-correlation as follows: 12 F1 [k]F2 [k] = (1 + e2ik/N )2 = 1 + 2e2ik/N + e4ik/N . Applying the inverse transform gives the cross-correlation 12 = N [n] + 2N [n + 1] + N [n + 2]. Let P (z ) = f [0] + f [1]z + f [2]z 2 and w3 = e2i/3 = (1 + i 3)/2 = 1/w. k k k 2k Then F [k] = P (w3 ) = P (w ) = f [0]+ f [1]w + f [2]w = f [0]+ wk (f [1]+ wk f [2]). Let Mf be the 3 N -matrix given by 0 1 f [0] f [3] . . . f [3N 3] Mf = @ f [1] f [4] . . . f [3N 2] A . f [2] f [5] . . . f [3N 1] The N -point DFT of the rows of this matrix are given by A[k], B [k] and C [k] respectively. The matrix C is then given by 1 0 A[0] A[1] . . . A[N 1] C = @ B [0] B [1] . . . B [N 1] A . C [0] C [1] . . . C [N 1]
Multiplying this by the twiddle factors w3 gives the matrix Ct. The N 3-point DFT of the columns of Ct will give us the matrix MF : 0 1 F [0] F [1] . . . F [N 1] MF = @ F [N ] F [N + 1] . . . F [2N 1] A . F [2N ] F [2N + 1] . . . F [3N 1] k 2k Since the 3-point DFT of g [n] is given by G[k] = g [0] + g [1]w3 + g [2]w3 we conclude that

17.13

17.14

F [N + ] = A[ ] + w3N 17.15

( +N ) m1

B [ ] + w3N

2( +N )

C [ ].

Take N1 = 3 and N2 = 3 and consider the N1 N2 -matrix 0 1 f [0] f [3] . . . f [N 3] Mf = @ f [1] f [4] . . . f [N 2] A . f [2] f [5] . . . f [N 1] Let the N2 -point DFT of the rows f [3n], f [3n + 1] and f [3n + 2] be given by A[k], B [k] and C [k], then the matrix C is given by 0 1 A[0] A[1] . . . A[N2 1] C = @ B [0] B [1] . . . B [N2 1] A . C [0] C [1] . . . C [N2 1] Multiplying this by the twiddle factors and then applying the 3-point DFT of the columns gives the matrix MF containing the N -point DFT of f [n]: 0 1 F [0] F [1] . . . F [N2 1] MF = @ F [N2 ] F [N2 + 1] . . . F [2N2 1] A . F [2N2 ] F [2N2 + 1] . . . F [N 1]

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Answers to selected exercises for chapter 17

17.16

To calculate the 3-point DFT we need 6 additions and 4 multiplications, hence 10 elementary operations. The N2 -point DFT of f [3n], of f [3n + 1], and of f [3n + 2] can be determined by repeatedly splitting this into (multiples of 3), (multiples of 3) + 1, and (multiples of 3) + 2. We thus only have to determine 3-point DFTs. P Let h[n] = N l=0 f [l]g [n l]. Since g [n] is causal and g [n] = 0 for n > N we have that h[n] = 0 for n < 0 or n > 2N . Hence, it suces to calculate h[n] for n = 0, 1, . . . , 2N . Now let fp [n] and gp [n] be two periodic signals with period 2N + 1 and such that fp [n] = f [n] and gp [n] = g [n] for n = 0, 1, . . . , 2N . Then h[n] =
2N X l=0

fp [l]gp [n l] = (fp gp )[n]

for n = 0, 1, . . . , 2N .

Now let fp [n] Fp [k] and gp [n] Gp [k]. Then we have h[n] =
2N X 1 Fp [k]Gp [k]e2ink/(2N +1) 2N + 1 k=0

for n = 0, 1, . . . , 2N . Although these are really 2N + 1-point DFTs, we continue for convenience our argument with 2N . If we assume that calculating a 2N -point DFT using the FFT requires 2N (2 log N ) elementary operations, then the number of elementary operations to calculate h[n] will (approximately) equal 2N (2 log N )+2N (2 log N )+(2N +1)+2N (2 log N ) = 6N (2 log N ) + 2N + 1. A direct calculation would require in the order N 2 operations, which for large N is much less ecient. 17.17 Let P (z ) = f [0] + f [1]z + f [2]z 2 + f [3]z 3 and w = e2i/4 = i. Then F [k] = P (wk ), hence, F [0] = P (1), F [1] = P (i), F [2] = P (1), F [3] = P (i). Now f [n] is even and so f [3] = f [1] = f [1]. Then F [k] is also even, hence F [3] = F [1]. This gives F [0] = f [0] + f [1] + f [2] + f [3] = f [0] + 2f [1] + f [2], F [1] = f [0] if [1] f [2] + if [3] = f [0] f [2], and F [2] = f [0] f [1] + f [2] f [3] = f [0] 2f [1] + f [2].

Answers to selected exercises for chapter 18

18.1

When f [n] = 0 for | n | > N for some N > 0, then F (z ) =

X n=

f [n]z n =

1 X n=N

f [n]z n +

N X n=0

f [n]z n .

The anti-causal part converges for all z , while the causal part converges for all z = 0. The region of convergence is thus given by 0 < | z | < . If f [n] = 0 for n 1 then the z -transform converges for all z C. 18.2 The anti-causal part converges for all z . The causal part can be written as n n X 1 1 + . 2 z 3 z n=0 Hence, the z -transform converges for | 2z | > 1 and | 3z | > 1, that is, for | z | > 1/2. 18.3 a A direct calculation of F (z ) gives + z n 3 .

X z n n=0

This series converges for | z/2 | < 1 and | z/3 | < 1, hence, for | z | < 2. b The z -transform is given by F (z ) =
X n=0

cos(n/2)z n .

P n Since | cos(n/2) | 1 for all n and since converges n=0 | z | P for | z | > 1, the z -transform also converges for | z | > 1. Moreover, n=0 cos(n/2) diverges since limn cos(n/2) = 0. We conclude that the z -transform converges for | z | > 1. c From parts a and b it follows immediately that the region of convergence is the ring 1 < | z | < 2. 18.4 a We rewrite f [n] in order to apply a shift in the n-domain: f [n] = 2(n 2) [n 2] + 4 [n 2]. Since [n] z/(z 1) for | z | > 1, we obtain from the shift rule that 4 [n 2] 4z 1 /(z 1). It also follows from [n] z/(z 1) and the dierentiation rule that n [n] z/(z 1)2 and applying the shift rule we then obtain that (n 2) [n 2] z 1 /(z 1)2 . Combining these results gives the z -transform F (z ) of f [n]: F (z ) = 4z 1 4z 2 2z 1 + = (z 1)2 z1 z (z 1)2 for | z | > 1.

b We rewrite f [n] in order to apply a shift in the n-domain: f [n] = 2(n + 2) [(n + 2)] 4 [(n + 2)]. From [n] z/(z 1) we obtain from time reversal that [n] (1/z )/((1/z ) 1) = 1/(1 z ) for | z | > 1. From the shift rule it follows that 4 [(n + 2)] 4z 2 /(1 z ). It also follows from [n] 1/(1 z ) and the dierentiation rule that n [n] z/(1 z )2 and applying the shift rule we then obtain that 2(n + 2) [(n + 2)] 2z 3 /(1 z )2 . Combining these results gives

75

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Answers to selected exercises for chapter 18

F (z ) = c

2z 3 4z 2 2z 3 4z 2 = . 2 (1 z ) 1z (1 z )2
X n=0

We can, for example, calculate this z -transform in a direct way: (1)n z n = 1 1+z for | z | < 1.

f [n] = (1)n [n]

d Again we can, for example, calculate this z -transform in a direct way: f [n] = [4 n]
X n=4

zn =

z 4 1z

for | z | < 1.

One can also use [n] 1/(1 z ) and apply a shift rule. e From example 18.6 it follows that (n2 n) [n] 2z/(z 1)3 and n [n] z/(z 1)2 . Adding these results gives n2 [n] z (z + 1) (z 1)3 for | z | > 1.

From example 18.2 we obtain that 4n [n] z/(z 4) for | z | > 4. The dierentiation rule implies that n4n [n] 4z/(z 4)2 for | z | > 4. Together these results give F (z ) = 18.5 a z (z + 1) 4z + (z 1)3 (z 4)2 for | z | > 4.

A direct calculation of the z -transform gives (for | z | > 1):

X n=0

F (z ) =

cos(n/2)z n = 1 z 2 + z 4 =

z2 1 = . 2 1+z 1 + z2

b A direct calculation of the z -transform gives (for | z | > 1): F (z ) = c

X n=0 X n=0

sin(n/2)z n = z 1 z 3 + =

z 1 z = . 1 + z 2 1 + z2

A direct calculation of the z -transform of ein [n] gives (for | z | > 1): ein z n = 1 + ei z 1 + e2i z 2 + = 1 z = . 1 ei /z z ei

A direct calculation of the z -transform of 2n ein [n] gives (for | z | < 2):
0 X n=

2n ein z n =

X n=0

2n ein z n =

1 . 1 ei z/2

Hence we get for 1 < | z | < 2: F (z ) = 18.8 z 1 + . z ei 1 ei z/2

One could apply a partial fraction expansion here (see e.g. exercise 18.10). However, in this case it is easy to obtain the z -transform in a direct way by developing F (z ) in a series expansion. Since the z -transform has to converge for | z | > 2 (there are poles at z = 2i and f [n] has a nite switch-on time) we develop F (z ) as follows: 1 1 4 16 F (z ) = 2 = 2 1 2 + 4 + . z +4 z z z

Answers to selected exercises for chapter 18

77

From the series we now obtain that f [n] = 0 for n 0 and that f [2n] = (1)n1 22n2 , f [2n + 1] = 0, for n > 0. 18.9 As in the previous exercise we obtain the z -transform in a direct way by developing F (z ) in a series expansion. Since the unit circle | z | = 1 has to belong to the region of convergence (f [n] has to be absolute convergent) we develop F (z ) for | z | < 2 as follows: 1 1 z4 z2 F (z ) = = + + . 1 4(1 + z 2 /4) 4 4 16 From the series we obtain that f [n] = 0 for n 1 and f [2n] = (1)n 22n2 , f [2n 1] = 0, for n 0. 18.10 The poles are at z = 1/2 and z = 3; the signal f [n] must have a nite switch-on time, hence, the z -transform has to converge for | z | > 3. A partial fraction expansion of F (z )/z gives F (z ) 1/10 18/5 =1+ . z z + 1/2 z+3 Applying (18.14) to the expansion of F (z ) gives (1/2)n [n] z z for | z | > 1/2, (3)n [n] for | z | > 3. z + 1/2 z+3

Combining this gives f [n] = [n + 1] + ((1/2)n [n] 36(3)n [n])/10. 18.11 In exercise 18.10 we obtained the partial fraction expansion. Now the signal f [n] has to be absolutely convergent, which means that | z | = 1 has to belong to the region of convergence. Applying (18.14) to z/(z + 1/2) gives z (1/2)n [n] for | z | > 1/2, z + 1/2 while applying (18.15) to z/(z + 3) gives (3)n [n 1] z for | z | < 3. z+3

Combining this gives f [n] = [n +1]+((1/2)n [n]+36(3)n [n 1])/10. 18.12 A direct application of the denition of the convolution product gives (f g )[n] =
M1 X l=N1

f [l]g [n l]

= f [N1 ]g [n N1 ] + f [N1 + 1]g [n N1 1] + + f [M1 1]g [n M1 + 1] + f [M1 ]g [n M1 ]. Since g [n N1 ] = 0 for n < N1 + N2 and, hence, also g [n N1 1] = 0, g [n N1 2] = 0, etc., we have that (f g )[n] = 0 for n < N1 + N2 . This means that the switch-on time is N1 + N2 . Since g [n M1 ] = 0 for n > M1 + M2 and, hence, also g [n M1 + 1] = 0, g [n M1 + 2] = 0, etc., we have that (f g )[n] = 0 for n > M1 + M2 . This means that the switch-o time is M1 + M2 . 18.13 a The signal is causal and F (z ) has poles at z = i. The z -transform converges for | z | > 1. Write F (z ) as the sum of a geometric series (or use a partial fraction expansion):

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Answers to selected exercises for chapter 18

F (z ) =

z 1 = z2 + 1 z

1 1 1 2 + 4 + . z z

From the series we obtain that f [n] = 0 for n < 0 and f [2n + 1] = (1)n , f [2n] = 0, for n 0. b The convolution theorem gives (f f )[n] F 2 (z ). Hence, ! n X X h[n] = (f f )[n] = f [l]f [n l] = f [l]f [n l] [n].
l= l=0

From this we obtain that h[n] = 0 for n < 0 while for m 0 we have: h[2m + 1] = f [0]f [2m + 1] + f [1]f [2m] + + f [2m + 1]f [0] = 0, h[2m] = f [0]f [2m] + f [1]f [2m 1] + + f [2m]f [0] = 0 + (1)0 (1)m1 + 0 + + (1)m1 (1)0 + 0 = m(1)m1 . 18.14 18.15 Apply the denition of the convolution product and use that [n l] = 0 for l > n and [n l] = 1 for l n. Use that f [n] F (z ) and [n] 1 and apply the convolution theorem (assuming that the intersection of the regions of convergence is non-empty) then (f )[n] F (z ) 1 = F (z ). Hence, f [n] = (f )[n]. P ln Dene a discrete-time signal h[n] by h[n] = n f [l], which is the l= 2 n n convolution product of f [n] with 2 [n]. Now 2 [n] z/(z 1/2) for | z | > 1/2 and f [n] F (z ). Hence, h[n] zF (z )/(z 1/2). Assuming that | z | = 1 belongs to the region of convergence of the z -transform of f [n] we get
X ei F (ei ) = h[n]ein . ei 1/2 n=

18.17

Using (18.22) to determine h[n] gives Z 1 ei F (ei )ein d. h[n] = 2ei 1 18.19 Applying (18.31) gives Z Z 2 X 1 1 1 i | f [n] |2 = F ( e ) d = cos2 d = . 2 2 2 n= (One can also determine f [n] rst and then calculate ectly.) 18.20 P
n=

| f [n] |2 dir-

We have that [n] = (g f )[n] with g [l] = f [l]. The convolution theorem and property (18.25) (or table 15, entry 2) imply that the spectrum of [n] is given by G(ei )F (ei ). But G(ei ) = F (ei ) (combine table 15, entries 2 2 and 5) and hence [n] F (ei )F (ei ) = F (ei ) . a The signal f [n] is causal. The region of convergence is the exterior of a circle. Applying the shift rule to 2n [n] z/(z 1/2) for | z | > 1/2 gives 2(n+2) [n + 2] z 3 /(z 1/2) for | z | > 1/2. Hence, F (z ) = 4z 3 /(z 1/2) for | z | > 1/2. b One could write g [n] = (f )[n], apply the convolution theorem and then a partial fraction However, it is easier to do a direct P expansion. l calculation: g [n] = n [l + 2] and hence, g [n] = 0 for n < 2 while l= 2 P l g [n] = n = 8(1 2n3 ) for n 2 (it is a geometric series). We l=2 2

18.22

Answers to selected exercises for chapter 18

79

thus obtain that g [n] = (8 2n ) [n + 2]. c The z -transform of f [n] converges for | z | > 1/2, which contains the unit circle | z | = 1. Hence, the Fourier transform of f [n] equals F (ei ) = 4e3i /(ei 1/2). 18.23 a The signal f [n] is absolutely summable. The z -transform has one pole at z = 2 and therefore the region of convergence is | z | < 2, since it must contain | z | = 1. Since F (z )/z = 1 2/(z + 2) we have F (z ) = z 2z/(z + 2) for | z | < 2. The inverse transform of this gives f [n] = [n + 1] (2)n+1 [n 1]. b The Fourier transform of f [n] equals F (ei ) = e2i /(ei + 2). c We have f [n] F (z ) for | z | < 2. The scaling property (table 14, entry 5) gives 2n f [n] F (z/2) for | z | < 4. The spectrum of 2n f [n] is thus equal to F (ei /2) = e2i /(2ei + 8). a The signal f [n] is causal. The poles of F (z ) are at i/2 and at 0. The region of convergence is the exterior of the circle | z | = 1/2. This contains the unit circle and so the signal is absolutely summable. The spectrum of f [n] equals F (ei ) = 1/(ei (4e2i + 1)). b First apply a partial fraction expansion to F (z )/z (the denominator equals z 2 (2z + i)(2z i)): F (z ) 1 i i = 2 + . z z z i/2 z + i/2 Applying (18.14) to F (z ) gives f [n] = [n 1] + (i(i/2)n i(i/2)n ) [n]. c If F (ei ) = F (ei ), then the signal is real. Since F (ei ) = 1/(ei (4e2i + 1)) = F (ei ), the signal is indeed real. (One can also write (i(i/2)n i(i/2)n ) = in+1 2n (1 (1)n ), which equals 0 for n = 2k and 21n (1)k+1 for n = 2k + 1, showing clearly that it is real.) P For n < 0 we have that n l=0 g [l]g [n l] = 0 since g [n] is causal. Thus f [n] is also causal. Since g [l] = 0 for l < 0 and g [n l] = 0 for l > n we can write f [n] =
X l=

18.24

18.25

g [l]g [n l] = (g g )[n].

This implies that F (z ) = G(z )2 , so we need to determine G(z ). To do so, we write G(ei ) = 1/(4 + cos 2 ) as a function of ei : 1 1 2e2i = = 4i . 1 2 i 2 i 4 + cos 2 e + 8e2i + 1 4 + 2 (e +e ) Taking z = ei we nd that G(z ) = 2z 2 /(z 4 + 8z 2 + 1), which gives F (z ) = G(z )2 .

Answers to selected exercises for chapter 19

19.2

Substituting [n] for u[n] we nd that

n 1 X l=

h[n] =

2ln [l] = 2n [n 1].

Use the denition of [n] and [n] to verify (19.3): y [n] =

n 1 X l=

2ln u[l] =

X l=

2ln [n 1 l]u[l] =

X l=

h[n l]u[l].

b As in part a we obtain that h[n] = ( [n + 1] + [n 1])/2 and

1 X u[l] ( [n l + 1] + [n l 1]) 2 l= l= 1 = (u[n + 1] + u[n 1]) = y [n]. 2 P ln c We now have h[n] = [l] = 2n [n] and l=n 2 X

h[n l]u[l] =

X l=

h[n l]u[l] =

X l=

u[l]2ln [l n] =

X l=n

u[l]2ln = y [n].

19.3

a An LTD-system is causal if and only if the impulse response is a causal signal. So this system is causal. The system is stable if and only if P the impulse response is absolutely summable. Since n = | h[n] | = P n 2 = 1 < , this system is stable. n=1 b This system is not causal, but it is stable since
X n=

| h[n] | =

X n=

( [n + 1] + [n 1])/2 = 1 < . P | h[n] | =

c This system is not causal, and it is not stable since P n n=0 2 = . 19.4

n=

a The step response is the P response to [n] and can be calculated using (19.3): a[n] = (h )[n] = l= ( [l] 2 [l 1] + [l 2]) [n l] = [n] 2 [n 1] + [n 2]. b The response to an arbitrary input also follows from (19.3): y [n] = (h u)[n] = u[n] 2u[n 1] + u[n 2]. Since [n] = [n] [n 1], it follows from linearity and time-invariance that h[n] = a[n] a[n 1]. Now use (19.3) to calculate the response y [n] to u[n] = 4n [n]: y [n] = (h u)[n] = =
X l= X l=

19.5

a[l]u[n l]
X l=

X l=

a[l 1]u[n l]

a[l]u[n l]

a[l]u[n 1 l].

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Answers to selected exercises for chapter 19

81

We now calculate the rst sum; the second one then follows by replacing n by n 1.
X l=

a[l]u[n l] = = =

X 2l [l] 3l [l 1] u[n l] l= X l ln X l=1 n n X (4/3)l [n 1] l=1

2 4

l=0

n X l=0

[n l] ! [n] 4

3l 4ln [n l]

= 4n (2n+1 1) [n] 3 4n ((4/3)n+1 (4/3)) [n 1] = (21n 4n ) [n] 4(3n 4n ) [n 1]. Hence, replacing n by n 1 and then taking terms together in the sum, y [n] = (21n 4n ) [n]4(3n +2n 24n ) [n1]4(31n 41n ) [n2]. 19.8 The transfer function follows from an [n] z/(z a) for | z | > | a |; this is because we can write cos n = (ein + ein )/2, and hence z z 1 + h[n] 2 z ei /2 z ei /2 i for | z | > e /2 = 1/2. We thus obtain: H (z ) = z (z cos /2) z 2 cos z + 1/4

for | z | > 1/2. The poles are at ei /2 and ei /2, which is inside the unit circle. Therefore the system is stable. 19.9 a The impulse response h[n] can be determined by a partial fraction expansion of H (z )/z . Since 1/3 H (z ) 1 1 = z 9 z + 1/3 (z + 1/3)2 we have H (z ) = 1 9 z/3 z z + 1/3 (z + 1/3)2 .

The system is stable, so the region of convergence must contain | z | = 1. This region is thus given by | z | > 1/3. Using table 13 we nd that h[n] = ((1/3)n + n(1/3)n ) [n]/9. b Write u[n] = (ein/2 ein/2 )/2i and use (19.10): ein/2 has response H (ei/2 )ein/2 , so the response to u[n] is (H (ei/2 )ein/2 H (ei/2 )ein/2 )/2i, which is of the form (w w)/2i = Im (w). Hence the response is 1 8 + 6i Im ein/2 = Im (cos(n/2) + i sin(n/2)) , 9 + 6i + 1 100 which is (3 cos(n/2) + 4 sin(n/2))/50. 19.11 a The frequency response can be written as H (ei ) = 1 + e2i + e2i . P i Since H (e ) = n= h[n]ein it follows that h[0] = 1, h[2] = h[2] = 1 and h[n] = 0 for all other n. Hence, the impulse response is h[n] = [n] + [n 2] + [n + 2]. The input is u[n] = [n 2]. Since [n] h[n], we have

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Answers to selected exercises for chapter 19

u[n] h[n 2], so the response to u[n] is y [n] = [n 2] + [n 4] + [n]. b The impulse response is not causal, so the system is not causal. 19.13 From (19.15) and the fact that H (ei ) is even we obtain that Z Z 1 1 b h[n] = cos(n ) d H (ei ) cos(n ) d = 2 a 1 = (sin nb sin na ), n
1 which can be written as 2(sin 2 n(b a ) cos 1 n(b + a ))/(n ) for n = 0 2 and Z 1 b b a h[0] = d = . a

19.14

The spectrum Y (ei ) of y [n] is a periodic function with period 2 . Apply Parseval for periodic functions and substitute Y (ei ) = H (ei )U (ei ) to get the desired result. a Apply the z -transform to the dierence equation, using the shift rule 1 1 in the n-domain. We then obtain that (1 + 2 z )Y (z ) = U (z ). Since H (z ) = Y (z )/U (z ) it follows that H (z ) = z 1 = . 1 + z 1 /2 z + 1/2

19.15

From table 13 we get the impulse response h[n] = (1/2)n [n]. b We could use z -transforms here: from Y (z ) = H (z )U (z ) we get Y (z ) = z 2 /((z + 1/2)(z 1/2)) (use table 13) and applying a partial fraction expansion to Y (z )/z then leads to y [n] (again use table 13). However, in this case it is easier to follow the direct way: (h u)[n] =
X l=

(1/2)l [l](1/2)nl [n l].

P l Now if n < 0 then this is 0, while if n 0 then it equals (1/2)n n l=0 (1) = n+1 n (1/2) (1 + (1) ). c The transfer function H (z ) has one pole at z = 1/2, which is inside the unit circle, so the system is stable. 19.17 a From the dierence equation we obtain that (1 z 2 /4)Y (z ) = (1 + z 1 )U (z ) and hence H (z ) = z (z + 1) 1 + z 1 = 2 . 1 z 2 /4 z 1/4

A partial fraction expansion of H (z )/z gives 1/2 3/2 H (z ) = + . z z + 1/2 z 1/2 Hence, H (z ) = (z/2)/(z + 1/2) + (3z/2)/(z 1/2). Using table 13 we nd that h[n] = ((1/2)n+1 + 3(1/2)n+1 ) [n]. b The (rational) transfer function H (z ) has poles at z = 1/2, which lie inside the unit circle, so the system is stable. c The z -transform of [n] is z/(z 1) and therefore the z -transform A(z ) of the step response a[n] is given by A(z ) = H (z )U (z ) = z 2 (z + 1)/((z 1)(z + 1/2)(z 1/2)). A partial fraction expansion of A(z )/z gives

Answers to selected exercises for chapter 19

83

A(z ) 8/3 3/2 1/6 = . z z1 z 1/2 z + 1/2 Multiply this by z and use table 13 to obtain a[n] = ((8/3) 3(1/2)n+1 (1/3)(1/2)n+1 ) [n]. d Since u[n] = [n] + [n 2] and [n] a[n] we get u[n] a[n] + a[n 2]. 19.18 a To nd the impulse response we rst apply a partial fraction expansion to H (z )/z , which gives H (z ) 1/4 1 1 = . z z z + 1/2 (z + 1/2)2 Multiply this by z and use table 13 to obtain that h[n] = [n] ((1/2)n (1/2)n(1/2)n ) [n]. b According to (19.9) we have that z n H (z )z n . Substituting z = 1 we get the response to the input (1)n . Since H (1) = 0, the response is the null-signal. c The (rational) transfer function H (z ) has one pole at z = 1/2, which is inside the unit circle, so the system is stable. d The impulse response is real, so the system is real. e Let u[n] P y [n], then Y (ei ) = H (ei )U (ei ). Furthermore we have in that U (ei ) = . Comparing this with U (ei ) = cos 2 = n= u[n]e 2i 2i (e +e )/2 we may conclude that u[2] = u[2] = 1/2 and u[n] = 0 for n = 2, hence, u[n] = ( [n 2] + [n + 2])/2. By superposition it then follows from [n] h[n] that y [n] = (h[n 2] + h[n + 2])/2. 19.19 a The response to u[n + N ] is y [n + N ] (time-invariance), but also u[n] = u[n + N ] for n Z, so y [n] = y [n + N ] for n Z. b In (16.7) (with f replaced by u) the input u[n] is written as superposition of the signals e2ink/N . Since z n H (z )z n , we have e2ink/N H (e2ik/N )e2ink/N . Hence we obtain from (16.7) that y [n] =
N 1 1 X U [k]H (e2ik/N )e2ink/N . N k=0

On the other hand we have from the inverse DFT for y [n] that y [n] =
N 1 1 X Y [k]e2ink/N , N k=0

where Y [k] is the N -point DFT of y [n]. Hence, Y [k] = U [k]H (e2ik/N ). 19.20 a Since H (ei ) = cos 2 = (e2i + e2i )/2 we see from denition (19.11) of the frequency response that h[2] = h[2] = 1/2 and h[n] = 0 for n = 2. Hence, h[n] = ( [n + 2] + [n 2])/2. b Using the inverse DFT we can recover u[n] from the DFT F [k] of u[n]: u[n] =
3 1X F [k]e2ink/4 , 4 k=0

where F [k] is the 4-point DFT of u[n]. We have F [0] = 1, F [1] = 1, F [2] = 0, F [3] = 1 and since e2ink/4 H (e2ik/4 )e2ink/4 , it follow by superposition that y [n] = (1 + 2i sin(n/2))/4. 19.21 a Since [n] = [n] [n 1] we have for the responses that h[n] = a[n] a[n 1] and hence h[n] = n2 (1/2)n [n] (n 1)2 (1/2)n1 [n

84

Answers to selected exercises for chapter 19

1]. For the z -transforms we have (use the shift rule in the n-domain) H (z ) = A(z ) A(z )/z = A(z )(z 1)/z . From table 13 that ` it follows (1/2)n [n] z/(z 1/2), n(1/2)n ` [n ] (z/2)/(z 1/2)2 , n (1/2)n [n] 2 (z/4)/(z 1/2)3 and since n2 = 2 n + n it then follows that 2 A(z ) = z/2 z/2 1 z (z + 1/2) + = . (z 1/2)3 (z 1/2)2 2 (z 1/2)3

This means that the transfer function H (z ) equals H (z ) = 1 (z 1)(z + 1/2) . 2 (z 1/2)3

b The impulse response is causal, so the system is causal. c From ein H (ei )ein it follows that y [n] = 19.22 1 (ei 1)(ei + 1/2) in e . 2 (ei 1/2)3

a From the dierence equation we obtain that (1 z 1 /2)Y (z ) = (z 1 + z 2 )U (z ) and hence H (z ) = z+1 z 1 + z 2 = 2 . 1 z 1 /2 z z/2

Since [n] z/(z 1) = U (z ) we have a[n] A(z ) = H (z )U (z ) = z+1 . (z 1/2)(z 1)

A partial fraction expansion of A(z )/z gives A(z ) 2 4 6 = + . z z z1 z 1/2 Multiply this by z and use table 13 to obtain that a[n] = 2 [n] + (4 6(1/2)n ) [n]. b The (rational) transfer function H (z ) has poles at z = 0 and z = 1/2, which lie inside the unit circle, so the system is stable. 19.23 a From the dierence equation we obtain that (6 5z 1 + z 2 )Y (z ) = (6 6z 2 )U (z ) and hence H (z ) = 6(z 2 1) 6 6z 2 = 2 . 1 2 6 5z + z 6z 5z + 1

A partial fraction expansion of H (z )/z (note that the denominator equals z (2z 1)(3z 1)) gives H (z ) 6 16 9 = + . z z z 1/3 z 1/2 Multiply this by z and use table 13 to obtain that h[n] = 6 [n] + (16(1/3)n 9(1/2)n ) [n]. b The frequency response H (ei ) is obtained from the transfer function H (z ) by substituting z = ei , so H (ei ) = 6(e2i 1)/(6e2i 5ei + 1). c From (19.10) we know that Y (ei ) = H (ei )U (ei ). Since y [n] is identically 0, we know that Y (ei ) = 0 for all frequencies . Since H (ei ) = 0 for e2i = 1 we have U (ei ) = 0 for e2i = 1. The frequencies = 0 or = may still occur in the input. These frequencies correspond to

Answers to selected exercises for chapter 19

85

the time-harmonic signals ei0n = 1 and ein = (1)n respectively. Hence, the input consists of a linear combination of 1 and (1)n , which means that the solution equals u[n] = A + B (1)n , where A and B are complex constants. 19.24 a The frequency response can be written as H (ei ) =P 1+2 cos +cos 2 = in it 1 + ei + ei + e2i /2 + e2i /2. Since H (ei ) = n= h[n]e follows that h[n] = [n] + [n + 1] + [n 1] + [n + 2]/2 + [n 2]/2. b If we write U (ei ) = 1+sin +sin 2 as complex exponentials, as in part a, then it follows that u[0] = 1, u[1] = u[2] = i/2, u[1] = u[2] = i/2 and so u[n] = [n] + i( [n 1] + [n 2] [n + 1] [n + 2])/2. We have to P 2 calculate E = n= | y [n] | . In this case it is easiest to do this directly (and so not using Parseval). From the expression for u[n] it follows (by linearity and time-invariance) that y [n] = h[n] + i(h[n 1] + h[n 2] h[n + 1] h[n + 2])/2. Substituting h[n] from part a we get y [n] as a linear combination of [n 4], [n 3], . . . , [n + 3], [n + 4]. The coecients in this combination are not hard to determine. In fact, they are i/4, 3i/4, (1/2) i, 1 3i/4, 1, 1 + 3i/4, (1/2) + i, 3i/4, i/4. Their contribution to E is 1/16, 9/16, 20/16, 25/16, 1, 25/16, 20/16, 9/16, 1/16. The sum of these 7 contributions is 126/16, hence, E = 7 8 .