ECE 370 SIGNALS AND SYSTEMS - FALL 2012

Text: These lecture notes and board notes.
Optional Texts: H.P. Hsu, Signals & Systems. Shaum's Outline: McGraw{Hill, 1995.
This is essentially a good source of worked examples, all in the standard EE notation that
we use in ECE 370. Reasonably priced!
C.L. Phillips, J.M. Parr, and E.A. Riskin, Signals, Systems, & Transforms. 4th Edition,
Prentice-Hall, 2008. Only get this if you are inclined to read additional books!
Prerequisites: ECE 225 Electric Circuits, MA 238 Di®erential Equations.
Course Goals: To provide electrical engineers with physical understanding and competence in mathematical signal analysis and systems theory.
Instructor: Robert W. Scharstein, Houser 209
phone 205-348-1761, e-mail rscharst@bama.ua.edu
O±ce hours: to be announced and by appointment.
Lecture: 12:00 noon { 12:50 pm, Mon, Wed, Fri; SERC 1013.
Problem Session: Wednesday 7:00-8:00 pm, Houser 301, optional. Bring your questions!
Daily Homework: Homework problems and textbook reading will be assigned for each
class.
FFF !!!THESE ARE YOUR PRIMARY RESPONSIBILITY!!! FFF
Tests will consist of homework problems, modi¯ed homework problems, new problems,
and concepts and derivations from the text and lecture. Details and discussion of the
MATLAB homework problems will appear on tests.
Tentative Grades: All quizzes and tests are closed-book.
Eleven Friday quizzes : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 1/3
Test 1, Friday September 21 : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 1/6
Test 2, Friday November 2 : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 1/6
Final Exam, Monday December 10 11:30 am { 2:00 pm : : : : : : : : : : : : : : : : : : : : : : : : : : 1/3
Instructor may determine ¯nal course grades using any combination of the above. However,
the ¯nal exam will not be weighted less than 1/3.
Friday quiz dates: 1: Aug 24, 2: Aug 31, 3: Sept 7, 4: Sept 14, 5: Sept 28, 6: Oct 12
7: Oct 19, 8: Oct 26, 9: Nov 9, 10: Nov 16 11: Nov 30

\Our goal is not to develop all the applications, but to prepare for them
- and that preparation can only come by understanding the theory."
Gilbert Strang Linear Algebra and Its Applications, Academic Press, 1976 page x

Typeset by AMS-TEX
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ECE 370 SIGNALS AND SYSTEMS - ROUGH LECTURE NOTES
Robert W. Scharstein
23 July 2012
CONTENTS
BACKGROUND AND TIME-DOMAIN SYSTEMS
Complex Numbers : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 1.
A Couple of Singularity Functions : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 7.
Symmetry : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 10.
A Note on Mathematical Functions and Units/Physical Dimensions : : : : : : : : : : : : : : : : : 13.
Linear System : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 15.
Time-Invariant System : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 16.
Input/Output Relationship for a LTI System : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :17.
Convolution : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 18.
Another Convolution Example: The Convolution of Two Gaussian Pulses : : : : : : : : : : : 21.
Yet Another Convolution Example : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 22.
Causal System : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 28.
Bounded Input/Bounded Output Stability : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 28.
Singular Functions and Integrals : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 29.
Homework Problems : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :35.
Relationship Between Impulse Response and Step Response : : : : : : : : : : : : : : : : : : : : : : : : : 37.
Time-Domain RC Circuit Analysis : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 38.
Step Response of an RC Circuit : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 41.
Step Response of Another RC Circuit : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 43.
Homework Problems : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :45.
Step and Impulse Response of Series RLC Circuit : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 46.
Homework : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :53.
FOURIER INTEGRAL
Evaluation of an Important Integral via the Laplace Transform : : : : : : : : : : : : : : : : : : : : : : 54.
Spectral Form of the Dirac-Delta Function : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 57.
Fourier Transform : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 58.
Fourier Transform Exercises : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 59.
Tables of Integral Transforms : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 60.
Fourier Transform of the Gaussian : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 63.
Fourier Transform of the Heaviside Unit Step Function : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 65.
Duality Property of the Fourier Transform : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 68.
Half-Power Bandwidth or Pulse width : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 70.
Homework : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :73.
Uncertainty Principle for the Fourier Integral : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 74.

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*Riemann-Lebesgue Lemma (two serious treatments) : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 76.
Riemann-Lebesgue Lemma (one reasonable treatment) : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 78.
Convergence of the Fourier Integral Representation : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :79.
System Transfer Function : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :81.
Superposition Interpretation of the System Transfer Function : : : : : : : : : : : : : : : : : : : : : : : 83.
Transfer Function for Linear Electric Circuits : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 84.
Parseval's Theorem for the Fourier Integral : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 87.
Other Conventions for the Fourier Transform Pair : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :88.
Cascade of Two LTI Systems : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 90.
Linear Dispersionless Filter : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 90.
Rectangular Pulse Response of Ideal Low Pass Filter : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 91.
Ideal Band-Pass Filter : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 95.
Complex Phasors for Time-Harmonic Circuit Analysis : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :96.
Homework Problem on Uncertainty Principle : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 98.
*Approximate Analysis of Dispersion : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 99.
Fourier Integral Solution of Potential Problem : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 103.
FOURIER SERIES
Fourier Transform of the comb : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :106.
Fourier Transform of a Periodic Signal : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 107.
Periodic Signals and Fourier Series : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :110.
Orthogonality : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 110.
Kronecker delta : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 111.
Orthogonality of the Fourier basis : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 111.
Derivation of Fourier Coe±cients by Minimizing the Mean Square Error : : : : : : : : : : : : 112.
Fourier Coe±cients by a Direct Inner Product : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 114.
Trigonometric Form of the Fourier Series : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 114.
Two Standard Notations for the Trig Fourier Series : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 116.
Riemann-Lebesgue Lemma: Fourier Coe±cients : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 117.
Gibbs' Phenomenon: Example Square Wave : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 118.
Pointwise Convergence of the Fourier Series : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 119.
On the Convergence and Summation of Some Series : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :126.
Kummer Transform : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 129.
Homework Problem: Convergence of Fourier Series : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 131.
Fourier Series of Full-Wave Recti¯ed Sine Wave : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 132.
Parseval's Theorem for the Fourier Series : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 134.
Power Supply Performance : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 135.
Periodic Excitation of a Simple Parallel GLC Circuit : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 139.
Homework Problems : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 140.
Simple Low-Pass and Hi-Pass Filter Response to a Periodic Input : : : : : : : : : : : : : : : : : : 141.
The Vibrating String : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 147.
Homework Problems : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 150.
Poisson Sum Formula : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 151.

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The Z-Transform : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 163. " M. mathematics is learned by doing it.. \. Convolution Theorem of the Z-Transform : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 166. iii . Example: DFT Approximation of a Fourier Sine Integral : : : : : : : : : : : : : : : : : : : : : : : : : : : 174.. and Transforms : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 157.Di®erence Equation and Z-Transform : : : : : : : : : : : : : : : : : : : : : : : : 165. * Sections marked by the asterisk are A+ level. Numerical Example of Using the FFT to Evaluate the Fourier Integral : : : : : : : : : : : : : 171.TRANSITION TO DISCRETE-TIME SYSTEMS Sampling and Reconstruction : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 153.. Discrete-Time Systems : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 159. Functional Analysis. page ix. Z-Transform of a Delayed Sequence : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 166. Discrete-Time Signals.. Systems. Exercises : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 169. Input/Output Relationship : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 160. 1980. Linear Time-Invariant Discrete-Time Systems : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 160. Simon. Exercises : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 159. System Transfer Function : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 166. Fibonacci Sequence . Example of a LTI Discrete-Time System : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 161. Reed and B. DFT Approximation of the Continuous-Time Fourier Transform : : : : : : : : : : : : : : : : : : : :170. Discrete-Time Approximation for the Step Response of Series RLC Circuit : : : : : : : : : 177. Discrete Fourier Transform : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 167. not by watching other people do it . Academic Press. so put these last in your prioritized list of study topics. Discrete-Time Fourier Transform : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 167.

written as a function of the complex variable z is 1 X zn z e = : n! n=0 1 ..... ....... .... ... ....... ... ..... .................. . . ...... . ... ........ then we write the complex number z in rectangular and polar form as z = x + jy = rejÁ : Refzg = x and Imfzg = y The modulus or magnitude of z is jzj = r and the argument or angle of z is argfzg = Á: The complex conjugate of z = x + jy = rejÁ is z ¤ = x ¡ jy = re¡jÁ : z + z ¤ = 2x and z ¡ z ¤ = 2jy zz ¤ = jzj2 = r2 Euler's identity: ejÁ = cos Á + j sin Á Taylor series for the exponential function............ . Á 2 R.. ....... . .......... . ........... r..... ..... ² z r Á x complex z = x + jy plane If z 2 C and x.. .. ........... . ... .... . .... . .......... . . .. .. . ....................... ......... . ...... . ...... ...... .. . ..... ...... .. ... . ............... ... .Complex Numbers p j = + ¡1 y .... . ...... ........... ...... .................. ...... ..... y........... .... . ...... .. . . . .. ............. .. .. ....... . . . ...... . ....

In MATLAB. For example.Let z = jy and separate the real and imaginary parts via the even and odd powers in 1 1 1 X X X (jy)n (jy)2m (jy)2m+1 = + ejy = n! (2m)! (2m + 1)! n=0 m=0 m=0 Note that j 2m = (¡1)m and j 2m+1 = j(¡1)m so that 1 1 X X (¡1)m y 2m (¡1)m y 2m+1 jy +j = cos y + j sin y e = (2m)! (2m + 1)! m=0 m=0 There was nothing special about the real number y. observe that μ ¶ p j3¼=4 1 3¼ ¡1 z1 = ¡1 + j = 2e where tan = ¡1 4 is certainly di®erent from μ ¶ p ¡j¼=4 ¡1 ¼ ¡1 z2 = 1 ¡ j = 2e where tan =¡ 1 4 Your calculator has the two-argument arctangent function as part of its rectangular-topolar conversion. it's called atan2(y. 2 . and we also write ejÁ = cos Á + j sin Á: The sum of ejÁ and its conjugate gives ejÁ + e¡jÁ = 2 cos Á and the di®erence gives ejÁ ¡ e¡jÁ = 2j sin Á which are the important representations ejÁ + e¡jÁ 2 jÁ e ¡ e¡jÁ sin Á = 2j Many (all?) of the trig identities are easily seen in complex form: Consider ³ ´³ ´ ³ ´³ ´ jÁ 2 jÁ ¡jÁ 1 = je j = e e = cos Á + j sin Á cos Á ¡ j sin Á = cos2 Á + sin2 Á: cos Á = Now observe £ ¤ z = x + jy = rejÁ = r cos Á + j sin Á Equating real and imaginary parts separately gives x = r cos Á 2 ¤ and 2 y = r sin Á: jzj = zz = r = (x + jy)(x ¡ jy) = x2 + y 2 p r = + x2 + y 2 ³y ´ Á = tan¡1 x Note that the two-argument arctangent function (that maintains full information about quadrant) is required.x) just like Fortran and probably C§ .

7 < 13. Then our four basic operations are: addition z1 + z2 = x1 + jy1 + x2 + jy2 = (x1 + x2 ) + j(y1 + y2 ) multiplication by a real constant c: cz1 = c(x1 + jy1 ) = cx1 + jcy1 multiplication z1 z2 = (x1 + jy1 )(x2 + jy2 ) = (x1 x2 ¡ y1 y2 ) + j(x1 y2 + x2 y1 ) and division z1 z2 = (r1 ejÁ1 )(r2 ejÁ2 ) = r1 r2 ej(Á1 +Á2 ) (x1 x2 + y1 y2 ) + j(x2 y1 ¡ x1 y2 ) z1 x1 + jy1 (x1 + jy1 )(x2 ¡ jy2 ) = = = z2 x2 + jy2 (x2 + jy2 )(x2 ¡ jy2 ) x22 + y22 and z1 r1 ejÁ1 r1 = = ej(Á1 ¡Á2 ) jÁ 2 z2 r2 e r2 Generally. jz1 + z2 j · jz1 j + jz2 j ¯ ¯ jz1 ¡ z2 j ¸ ¯jz1 j ¡ jz2 j¯ 3 etc . since the real number line is a subset of the complex plane.e. there is no inequality on the complex plane. Triangle inequalities. x1 > x2 . all of our ordinary functions f (x) of a real variable x have extensions (or continuations) to a function f (z) of a complex variable z. y1 · y2 . Inequality is only de¯ned on the reals. i. but something like z1 < z2 is meaningless.Consider z1 = x1 + jy1 and z2 = x2 + jy2 . One notable di®erence between the real number line and the more general complex plane is the lack of ordering on z: That is.

.. ... ....Proof of the ¯rst triangle inequality: jzj2 = x2 + y 2 jzj = p x2 + y 2 ¸ jxj jzj ¸ jRe(z)j jzj ¸ Re(z) jz1 z2¤ j ¸ Re(z1 z2¤ ) (1) jz1 + z2 j2 = (z1 + z2 )(z1¤ + z2¤ ) = z1 z1¤ + z2 z2¤ + z1 z2¤ + z1¤ z2 = jz1 j2 + jz2 j2 + 2Re(z1 z2¤ ) (jz1 j + jz2 j)2 = jz1 j2 + jz2 j2 + 2jz1 jjz2 j = jz1 j2 + jz2 j2 + 2jz1 z2¤ j compare (2) and (3) in view of (1) jz1 + z2 j2 · (jz1 j + jz2 j)2 ..... . ..... ...... ..... Hint: let z1 = ³1 ¡ ³2 and z2 = ³2 in the ¯rst triangle inequality................. ...... ..... ..... ........ ....... 4 (2) (3) .. .. . .. ....... .... .. . . ............. ... ....... 1 2........ ..... ....... ... ........ ........ .......... .. .. ...... .... ..... ......... ............ .. ............. ..... ....... .... ...... ....... ....... ............ .... . . ... . ... ......... .... . .......... ..... ... . . ..... z +z jz1 + z2 j · jz1 j + jz2 j z z1 Extensions ¯N ¯ N ¯X ¯ X ¯ ¯ f (z) · jfn (z)j ¯ ¯ n ¯ ¯ n=0 n=0 ¯ b ¯ ¯Z ¯ Zb ¯ ¯ ¯ f (t) dt¯ · jf (t)j dt ¯ ¯ ¯ ¯ a a (Sometimes called the monotonicity property of the integral. ....... 2 ... .. ......) F Prove the second triangle inequality..

.... . ....... .. . 1.. : : : ) (k = 0.... . .. .... §1. .......... . .......... .. .... ...... ...... . n ¡ 1) distinct roots . .......... .. ..... .. ..... ...... . .. . . . .... ........ . . .......... . §1..... ................ ........ ......... .. .. ..... . . .. .. .. .. ... . . .... ... .... ...... ...... ... ... .... . . ........ 5 . ......... ....... ... .. .................. : : : ) The value for k = 0 is called the principal branch of the logarithm... .......... ... .. . .. ......... .... .. . . ............ ...... ..... . ..... . .......... ..... .... .. . The nth roots of unity 1 = ej2k¼ 11=n = ej2k¼=n (k = 0.................. . . .............. Examples.... .. .. .... ...... . ......... ... .. .... . .... ... . . .. ... . .. ...... : : : .... ... ............. 2. . .. .. .. . (k = 0) ² (k = 1) ² (k = 2) ² logarithm ¤ £ ¤ £ ln(z) = ln rejÁ = ln rej(Á+2k¼) = ln(r) + j(Á + 2k¼) (k = 0. ... . .. ... ........ .... .. .... ...... . .. .... . .... ..... .... . .. ....... ... ... . .... ... .. .... . ......... .Multivalued functions.. ..... .. ..... . ....... .. 1=2 1 11=3 = ½ ej0 = 1 (k = 0) ej¼ = ¡1 (k = 1) 8 j0 e =1 > > p > > < j2¼=3 ¡1 + j 3 = = e 2 p > > > > ¡1 ¡ j 3 : ej4¼=3 = 2 ² ² . .. . ... . ......... . .. ... ... ... .... .................... .. §2...... .. . ... ...... ... .. ........ ........ ...... .. §2. . .. .. . ....

n) of the polynomial Pn (z) are all real. y. £ ¤ £ ¤ z w = exp ln(z w ) = exp w ln z and we know how to interpret/evaluate £ ¤ ez = ex+jy = ex cos y + j sin y Example. then any complex roots must occur in complex conjugate pairs. ln(j) = j(¼=2 + 2k¼) j j = ej¢j(¼=2+2k¼) = e¡(¼=2+2k¼) principal value is j j = exp(¡¼=2) = 0:2079 ¢ ¢ ¢ μ Problem: Show that Hint: use the ¯nite geometric series n¡1 P a k ¶ on page 164 k=0 n¡1 X ej2¼k=n = 0 k=0 Fundamental theorem of algebra. That is. 1. if Pn (z) = 0 then Pn (z ¤ ) = 0. : : : . It has exactly n roots (zeros) counting multiplicity. proof: an z n + an¡1 z n¡1 + ¢ ¢ ¢ + a2 z 2 + a1 z + a0 = 0 take the complex conjugate an (z ¤ )n + an¡1 (z ¤ )n¡1 + ¢ ¢ ¢ + a2 (z ¤ )2 + a1 z ¤ + a0 = 0 6 . w 2 C and x. Proposition: If the coe±cients ak (k = 0.powers: Let z = x + jy and w = u + jv be two complex numbers. 2. v 2 R. that is z. u. The polynomial Pn (z) = an z n + an¡1 z n¡1 + ¢ ¢ ¢ + a2 z 2 + a1 z + a0 with an 6 = 0 is said to be of degree n.

................. Here are several: μ ¶ t 1 lim ¦ = ±(t) ²!0 ² ² ²=¼ lim 2 = ±(t) ²!0 t + ²2 r ® ¡®t2 lim e = ±(t) ®!1 ¼ sin −t 1 = lim lim −!1 ¼t −!1 2¼ μ ¶ ½ 1 jtj < T =2 t where ¦ .. u(t + T =2) ¡ u(t ¡ T =2) = T 0 jtj > T =2 Cauchy or Lorenz distribution Gaussian distribution Z− e§j!t d! = ±(t) ¡− 7 Dirichlet kernel ................... .................... a < t0 < b 0..... ......... .......................................... t > T Dirac delta-function (de¯nition) ±(t) = 0 if t6 =0 AND Z1 ±(t) dt = 1 ¡1 From this strange de¯nition. t < T : 1...... t < 0 u(t) = 1....." Relationship: Zt ±(¿ ) d¿ = u(t) ¡1 () ±(t) = du(t) dt Dirac-Delta Sequences: There are lots (1!) of ordinary functions that satisfy.... This is e®ectively an operational de¯nition of the Dirac-delta..... if f (t) is continuous at t = t0 ... It is under the operation of integration that the Dirac delta-function enjoys meaning.. o...... ... ... and thus it is sometimes said that \every Dirac-delta function is begging to be integrated... ...... the sampling or sifting property follows: Zb a f (t)±(t ¡ t0 ) dt = ½ f (t0 )..... .. N ................ t > 0 (1) ...... ....................... in some limit...... t 0 Heaviside unit-step function ½ 0...A Couple of Singularity Functions (or \Distributions" or \Generalized Functions") u(t) ±(t) 1 ............ the two-statement de¯nition of the Dirac-delta function.............. 0 u(t ¡ T ) = =) ½ t 0.......w.................................. ....

so that we want to show ½ Zb f (0). in the words of Lennon & McCartney. it's \nothin' to get hung about" from Strawberry Fields Forever. and some books might say that \±(0) = 1 ". Zb a 1 f (t)±(t) dt = lim ²!0 ² ¸ Z²=2 · t2 00 0 f (0) + tf (0) + f (0) + : : : dt: 2! ¡²=2 8 . a < 0 < b f (t)±(t) dt = 0. o. But. It cannot be divided. Another note: (along the same line) If a Dirac-delta function appears in the integrand of some integral. Also examine the Heaviside unit-step sequence lim 1 [1 ®!1 2 + tanh ®t] = u(t) and its time-derivative. Warning: the integration limits cannot \split" a Dirac-delta function \down the middle. the integral is evaluated from the sampling property.Study the time behavior of the above \Dirac-delta sequences" to see how they approach the ideal delta function." for example Z1 ±(t) dt 0 should be either Z1 ±(t) dt = 1 or 0¡ Z1 ±(t) dt = 0: 0+ You either capture all of the delta-function or you don't get any of it. We don't ever have to attach a value to the Dirac delta function when its argument is zero. Or you will have to agree on some scheme to cut it up while minimizing bloodshed. You might want to. Note: we don't ever try to evaluate ±(0). Proof of the SAMPLING PROPERTY: No harm is done in taking t0 = 0. use the limit of the rectangular pulse to represent μ ¶ t 1 ±(t) = lim ¦ ²!0 ² ² and represent the continuous f (t) by its Taylor series about t = 0: f (t) = f (0) + tf 0 (0) + t2 00 t3 f (0) + f 000 (0) + O(t4 ): 2! 3! Then the integral of interest is. For de¯niteness. for a < 0 < b. a for f (t) continuous in a neighborhood of t = 0.w. but I would prefer we avoid this point.

and a terrible waste of time. ¡²=2 Z²=2 ²3 t dt = 12 2 ¡²=2 ¸ · 1 ²3 00 5 f (t)±(t) dt = lim ²f (0) + f (0) + O(² ) = f (0): ²!0 ² 24 If. it's not worth being said at all. neurotic. \The pursuit of excellence is gratifying and healthy. The pursuit of perfection is frustrating." Bernard H. If it can't be said simply. p. then the integral is zero since ±(t) = 0 for t 6 = 0.Note Z²=2 ¡²=2 and so Zb a dt = ². either 0 < a or b < 0. ¥ F Provide an alternate proof of the sampling property by appealing to the mean value theorem of the integral. 1991. \Heavy formalism is not required to get across fundamental ideas. Z²=2 t dt = 0. for a < b. viii." Edwin Bliss 9 . Lavenda. Statistical Physics.

. .. .... .... . .... . ... .... .... .... . ....... ......... .... .... ...... ... ..... . ........ . .... ..... ... ...... ........ . ..... . . .. . .. ......... .... ... is immunity to a possible change. ....... . .... ..... ..... ...... ...... ...... .. ......... . .... ... ........ ... .. .. .... ........ ........ . . .... .... ...... ........ ..... x x 3x) ... ..... . .... .. ............... ....... .......... ......... . ... .. ..... ..... ..... . .... . ...... .... .. .... .. ... ...... . ....... ....... ....... ...... ... .. . . .............. ...... ............. ... .... . ........ ....... ... ......... . .. . ... ...... . ..... .... .... . . .. . ..... ....... ... .. . .. ....... .. ...... ...... .. ...... ... ... .. . ........... ........ ¡ ¡ 30x2 + 3) ............ ............ .. .... ... ............. ...... . .... . .. .............. ... ..... ..... .......... .... ..... .. . ............. ...... ........ .. . ......... . ......... . ...... ..... .... ... . ... . ... .... . ... ..... .... ......... . ...Symmetry1 symmetric or even fe (¡x) = fe (x) asymmetric or odd fo (¡x) = ¡fo (x) cos(x) sin(x) ... ....... ......... ... ....... ................. . ..... ... ... .. .... ........... . .. . . . .. ... ......... ................ ................ .. ................ .... .... .... .... . ..... ............ ..... . . ... ... . .. . Springer. ..... ..... ......... . ...... ... ... ... . .... ............. .................. ...... ... ... .... .. ... . .. ........ . . ... .......... ... ......... .. ...... . . ................ . ........ .. . ...... ................... .. ... . .... .............. .. ..... .. .. ......... .... .. ......... .... .. ...." J.. ........ ... .... .... . . . ... ...... .. . ................ ........ .. ... . ..... . . . ..... ... .. ...... .. .. .......... ... ..... ............ .. . . ..... ........ ... .... . .... .. ... ... . .. ....... .. ..... . ... . ... .... .. .... ....... .. . .. .. .. .. . ............. . ..... .... . ..... .... .... .... .. . .. .. .. . . .. ...... .. .... .. . . .... .. ..... ... ... ... . .. Symmetry Rules. .. .. ... .. . . 2 . .... ... ....... ... .. ... ...... . . .... . . ......... . .... ... ..... . ......... . . . ........ .. ......... ... ... . .... .. .. ..... .. .... ........ .. .. ..... .. . ...... ... ....... ... ............. .. . .. ..... .. .. . ...... . . ...... .... . .... ... ..... . ........ ... .. ... .. . 1 3 2 (5x . ....... .. . ... ...... .. .... ........ . .. ..... ..... .. . .... . ....... . ......... ... .... .... . .. ... ........................... .. . . .. .. . ... ..................... .. ....... .... . ..... ... . ....... .. .............. . .... . ........... .... ........ .. ... ...... .... . .. . .. .. ... .. . ...... .... ... .. .. . .. . ....................... . . ... . . .. ..... .......... . . ...... .... ..... ..... . .... ........... .... ..... . . . .... .... .. ............ ............ ..... ....... .. .... .......... . . ...... . .. .... ..... . ....... .. .... .. ....... x x x ¡ 25 1 4 8 (35x 1 \Symmetry x .... ... ........ . ..... .. ... ..... . .... ..... ... .. . ............ ..... . . ... . .... . . .. ........ . ..... ........ .. .. ... ........ . ...... ............. .... .. .. ... . .. . .. ........... ...... . .. ...... ... .... .... . ..... ..... .. ........ .... ... ............ ..... .. 2008..... .. .. .. ..... ... ... .. ... .. ....... ... ...... . .......... . .. .. . .. . . ...... .. ..... ........ . . . .... . .. ... . ......... ... ............ ...... .. ............. ...... .... . .... ... ..... ...... ....... ... ... ........... . ... ..... ......................... ...... .. .. ............. .. .. . .. ... ......... . .. ... ... ...... ........................... . . .. ..... .................. ...... .. .. ........ . .. .. ..... ... . . . ..... .... ............... ... ...... ............. .. .... ..... ........... .. ..... ........ . .... . ... ......... .. . . Rosen..... ... .... ........ ........... .. . .... .... ........... ...... ..... ..... ... .. .. ...... .... . . ... . . . .. ..... . ... ..... . . ... .......... ........ ... ..... ..... ........ .... ... .. ........ .. . . .......... ........ ..... .. .... ..... .. ...... ...... .... ...... ........ ........ .. ... .. ......... ...... ....... .......... .... .... ..... . .. . .. ... ....... . . ....... ... . . 4 10 x x ...... ... .... p. ..

¢t!0 ¢t dt fe0 (¡t) = lim Similarly. f (2) (x). note that fe0 (0) = 0 (if fe (x) is continuous and di®erentiable at the origin).If a function f (x) is continuous to all orders (the function f (x) and all of its nth derivatives f (1) (x). note that fo (0) = 0 (if fo (x) is continuous at the origin). d fo (t) is even where fo (¡t) = ¡fo (t) is an odd function. the Taylor series of an odd function will have only odd powers of x 1 X f (2n+1) (0) 2n+1 x fo (x) = (2n + 1)! n=0 and therefore all of its even derivatives (at the origin) vanish ¯ d2n f (x) ¯¯ (2n) fo (0) = = 0: dx2n ¯ x=0 In particular. Even-Order Derivatives Preserve Symmetry and Odd-Order Derivatives Reverse Symmetry f (t + ¢t=2) ¡ f (t ¡ ¢t=2) ¢t!0 ¢t f (¡t + ¢t=2) ¡ f (¡t ¡ ¢t=2) f 0 (¡t) = lim ¢t!0 ¢t Even function fe (t) = fe (¡t) f 0 (t) = lim fe (t + ¢t=2) ¡ fe (t ¡ ¢t=2) ¢t!0 ¢t fe0 (t) = lim fe (¡t + ¢t=2) ¡ fe (¡t ¡ ¢t=2) fe (t ¡ ¢t=2) ¡ fe (t + ¢t=2) = lim ¢t!0 ¢t!0 ¢t ¢t fe (t + ¢t=2) ¡ fe (t ¡ ¢t=2) d = ¡ lim = ¡fe0 (t) =) fe (t) is odd. Similarly. dt This is also seen by appealing to the Taylor series for even and odd functions. 11 . : : : are continuous) then f (x) can be represented by a Taylor series about the origin 1 X f (n) (0) n f (x) = x : n! n=0 The Taylor series of an even function will have only even powers of x 1 X f (2n) (0) 2n fe (x) = x (2n)! n=0 and therefore all of its odd derivatives (at the origin) vanish ¯ d2n+1 f (x) ¯¯ (2n+1) fe (0) = = 0: dx2n+1 ¯ x=0 In particular.

.... ...................... .. . ... ...... .... ... . .. .. ....... ..... .. .......... ... .................. ..... ..... ...... ...... .. . . ............................ . ........ ......... ......... ....... . ..... .... .... ......... . ... .. .... .................. . .... ...... . ....Consider the integral of f (t) between limits that are symmetrically disposed about the origin........ .. ... ... . ....... ¡T T ZT t fo (t) dt = 0 ¡T fe (t) . . ..... ....... .. .. ..... ... ............. ... .... ....... ....... ... . . .... ................... .......... ....... ... . .... ........ ... .......................... .... . ....... ....... ..... ........... ...... .... .......... ................ ........ ...... . ... .... ... . ..... ...................... ... ...... . ............ .................. ................ .......... ......... ......................... ... ..... ...... ........ ............................... .................... ...... .. .............. . .... ............... ............. ....... .... .... . ........ ......... 0 T ...... . . ...... ¡T T t t F Homework... ...... . . ... ......... ....... ....... ......... ...... .... ...... ...... .................... ... . . . ..... ................... ........ ............... .. ....................... ........ ...... . ......... ............... .. ... .... ..... ... ...... .. . ... ......... ........... . ... ..... Decompose the Heaviside unit step function u(t) into the sum of a symmetric plus antisymmetric signal... .. . .. .. ................... . .. .. ........ ... ....... ............. .. .... that is look at ZT f (t) dt ¡T where T is some ¯xed.. .... ........ .... .... ... .. ..... ..... .... fo (t) ..... 12 ........... .... ... ¡T T t ZT fe (t) dt = 2 ¡T ZT fe (t) dt 0 Any function f (t) (neither symmetric nor antisymmetric) can always be decomposed into a linear combination of a symmetric plus an antisymmetric part since f (t) = Example....... ...... .... ........ .... .... . .. .......... .... .... .... ... ........ ..... .......... ............ ... .. ... ..... .... .. .. . . ................. ... ...... ............................ ...... . ....... .. .... ...... . ............. . .............. ............ . . ..... ........... f (t) + f (¡t) f (t) ¡ f (¡t) + = fe (t) + fo (t): 2 2 ... .. . . ........ ................. ........ ... ............... ...................... ... ...... . .. . .... .. ............. .......... .................. ...... ... .. .......... .... .. . ............... ... ........... ........ .. .......... positive constant......... ... .... ............................... ...... ................ ................. .......... .. ..... .. .. ...... . ... ... . ... .. ...... .... . .... ........... .. ....... .............. ......... ....... ... ..... . ............... ........ t = + ¡T T ... .. .... . .... .... . ..... ......... ....... ........ ..... ........ ......... ................... .... ......... . .... .. ...... ......... .. .. ... ....... .. .. .......... .......... .

2 Not ±(x) or u(x) or jxj. The constant V0 = 12 (V) carries the dimensions of the voltage signal v(t). then there really is a transparent (or hidden) frequency ! = 1 (s¡1 ) multiplying the t so that v(t) = V0 cos(!t + Á): Now the argument !t + Á of the cosine is clearly dimensionless. you have dealt with a time-domain voltage signal such as v(t) = 12 cos(t + 45± ) or 12 cos(t + ¼=4): If the time variable t is measured in (s). To see this. etc. For example. but a radian is not dimensioned: Its use in (rad/s) is simply a reminder that we are using the angular frequency ! and not the common experimentalist's frequency f = !=2¼ (cycle/s=Hz). the frequency ! is in (s¡1 ). then the sum would be nonsense since the ¯rst term is dimensionless. the second term has units (m)2 . Also note that the function f (x) itself is dimensionless. such as f (x) = cos(x) = 1 ¡ x2 x4 + ¡ :::: 2! 4! If x has units such as meters (m). This may seem strange and somewhat contrary to your previous experience. The operators di®erentiation and integration impart units: Consider the timedomain current signal i(t) = I0 cos(!t): In our standard mksC (SI) units. Also note that we often say ! has units of (rad/s). 13 . too.A Note on Mathematical Functions and Units/Physical Dimensions Consider almost any \ordinary" or \regular" function2 of an independent variable x. the current amplitude I0 is in (A). to name a few exceptions. examine the Taylor series expansion. such as f (x) = cos(x) or sin2 (x) or 3x2 ¡ 7x or ex : The argument or independent variable x is always dimensionless. and the time t is in (s). Di®erentiation with respect to the dimensioned variable t imparts the units of 1=t or (s¡1 ) since di(t) = ¡!I0 sin(!t): dt We can also see that the di®erential operator has to have units of inverse time by appealing to the de¯nition of the derivative df (t) f (t + ¢t) ¡ f (t) = lim : ¢t!0 dt ¢t The (s¡1 ) comes from the denominator ¢t that is in (s). the third term has units (m)4 .

Integration with respect to the dimensioned variable t imparts the units of t or (s) since Zt t0 Zt i(¿ ) d¿ = I0 cos(!¿ ) d¿ = t0 ¤ I0 £ sin(!t) ¡ sin(!t0 ) : ! Note the good practice of using a dummy time variable for the integration. When dealing with a generic function such as f (t) or g(x). as in f 0 (») = Note that df (») d» or f 0 (~) = df (~) : d~ d d» df (») d» f (») = = f 0 (») : dt d» dt dt 14 . We can also see that the integral operator has to have units of time by appealing to the de¯nition of the integral in terms of a limit on the Riemann sum Zb f (t) dt = lim N !1 a N X f (tn )¢tn : n=1 The prime notation for derivatives. we commonly denote derivatives using the prime df (t) = f 0 (t) dt and dg(x) = g 0 (x): dx The prime denotes di®erentiation to the entire argument of the function. to avoid confusion with the ¯nal time that is the upper integration limit.

. F HW 1 Test the examples T1 ..... then the system is said to be linear... ...... T3 fx(t)g = T5 fx(t)g = Zt d x(t) dt x(¿ ) d¿ ¡1 T7 fx(t)g = Ax(t) + B: Linear System: If the input/output relationship or system operator or system transformation rule satis¯es the superposition principle T fc1 x1 (t) + c2 x2 (t)g = c1 T fx1 (t)g + c2 T fx2 (t)g... ........... ... ... : : : ........ T7 above for linearity........... T2 fx(t)g = x(t ¡ t0 )......... μ ¶ d2 d T4 fx(t)g = c2 2 + c1 + c0 x(t)....... . ... . ... ................ .. dt dt T6 fx(t)g = x2 (t). such that y(t) = T fx(t)g: Another name for T is system transformation rule............ . T2 .............. ......Linear System . .. 15 ......... x(t) y(t) T Assume the zero-state response y(t) of a system to the input x(t) is described by an operator T . Examples might be T1 fx(t)g = Ax(t).... ................. .. . .... ................... .. ............

.................... ................ . .......... .. .. ... . ...... ............ .... .... ... ..... ... .. . . ... .... ...........r...... ... .. .......... .......... ...... ..... . ......... ....... ................. .......... ... ... and the system is said to be time-invariant. ... ........... ... x(t) y(t) T ........e...... ... ..... ... ... ... ......... .... ............... ..... .............. the characteristics of the system did not change in time...... ........................... .... . ................. . . . ............ ...... ............. ......... .......... the equation-of-motion is typically a linear integrodi®erential equation................. ....... . ..... Note: In our linear RLC circuit analysis............... .... .. ..... ... ............ ............... . . ........ R. .. .............. ...... ...... ... ........ ... ........... . t so that di(t) 1 d2 i(t) +R + i(t) = vg0 (t): L 2 dt dt C Again. 16 .. .... ......... . ..... ....................... ......... . ........ ... .... ..... ........ time-varying system... i(t) vg (t) + ¡ C Zt di(t) 1 L + Ri(t) + dt C vg (t) .... ... ... .... ...... ........ .t. . .... .... ....... .... ...... ......... ...... ....... ..... ......... ........ . ........ and 1=C. ....... ...... ........ note the constant coe±cients L....... ...... ... ... . . ...... . ... ... such as R L ... ... ............... ... If the equation-of-motion of a system is a di®erential equation with non-constant (i.. ..... .... .... F HW 2 Give an example of a linear.. ...... ... ... ...... ... ..................... ............ ....... ..... ........ . time varying) coe±cients....... ............. . ... ... ........ .... ... ......... ..... .. .............. ... . ...... ............ . .... ........... ...... .... . ........... with constant coe±cients.............. i(t) i(¿ ) d¿ = vg (t) ¡1 which is easily converted to an ordinary di®erential equation by di®erentiating w........ ...... ... .. .. . ........ .. ... .......... ............... . ......... .......... ................ ....... . If the response to the delayed input x(t ¡ t0 ) is the delayed response y(t ¡ t0 ).... ..... ................... ... ........... ........... x(t ¡ t0 ) y(t ¡ t0 ) T Let the response of a system to the input signal x(t) be the output signal y(t)..... . .........Time-Invariant System: ... . ..... .. ..... . ....... .. .. ... . ............. .................... ................. ... ..... ....... ... ... . ................... .. then the system is a time-variant system. .

... .............. .......... time-invariant system. ....... ...... ............... ........ .... ... .. ...... First.......... is called the convolution integral..... T f±(t ¡ ¿ )g = h(t ¡ ¿ ) and the result above is y(t) = Z1 ¡1 x(¿ )h(t ¡ ¿ ) d¿: This integral operator that takes two functions of time x(t) and h(t)..... invoke the sampling property of the Dirac-delta function to write Z1 x(t) = ¡1 x(¿ )±(t ¡ ¿ ) d¿: Now exploit the linearity of the operator T and note that T f¢g operates only on functions of time t. ... .................. ...........Input/Output Relationship for a LTI System (zero-state or driven response) x(t) .......... .. .. . .. . ...... ... ....... .............. .... ........................... .... It is a fundamental characterization of any linear... . In particular......... ¡1 ¡1 The response of our system to the Dirac-delta function or impulse function is called the system impulse response and it is denoted by the signal h(t)........ .. .... and produces a third function of time y(t).... .............. ...... ................... ........ ......... ..................... ................. ............................................. ±(t) h(t) T ......... T treats x(¿ ) as a constant..... ....... ..... ............ .......... ......... T y(t) = T fx(t)g This fundamental concept is easy to see and derive........... . . ..... .... ........ starting with a little \trick" by way of the notation.............. we write y(t) = x(t) ~ h(t): 17 ............... .............. and acts only on the time-domain function ±(t ¡ ¿ ) 8 1 9 Z1 <Z = y(t) = T fx(t)g = T x(¿ )±(t ¡ ¿ ) d¿ = x(¿ )T f±(t ¡ ¿ )g d¿: : ........ .............. .. ............... ........ .... . ....... ............ ±(t ¡ ¿ ) T h(t ¡ ¿ ) Since the system is also time-invariant.

.................... .... ......... .. ............................. ............. .. ........... ......................... ... ........ ................ .... ....... . . .... ............ ................... .................... ............. ....... ...... .. ... ............................................................................ ..................... ....... ..... ........ .... . ..... ....... ......... ..... ................. ..... ...................................... ......... .............. ...... .................. ... ........... .... ........... .................... ....... ...... ............ .... ........... .. ......... ........... ........ . .... ...... .Convolution The convolution operation is not restricted to our above LTI system application.... ..... ........ ....... ..... ............ Evaluate s(t) = f (t) ~ g(t) where f and g are causal............ ..... ................ ......... .. ............. .. ....... ...... .. ..... ........ ........... ....... . ... .. ....... ........... ....... ... ......... ........ . .. ...... ... ...... .. say f (t) and g(t): f (t) ~ g(t) = Z1 ¡1 f (¿ )g(t ¡ ¿ ) d¿: Example.......... . ..... ............. ... ...... . .............................. ....... ..... .... ........... ........... .... ....... ..................................... ¿ 0 ) g(t ¡ ¿ ) = e¡b(t¡¿ u(t ¡ ¿ ) ................ .......... .............. .... ....... ....... ............. ............................................... . ................... ................ ................. ... ....... .......... .. .. .. ..................... ..................... .. ........................... It can operate on any two (reasonably) arbitrary signals............................... ........... ..... .. . .. .. ... ... . .............. ..... t ¿ 0 f (¿ )g(t ¡ ¿ ) .... decaying exponential signals f (t) = e¡at u(t) and g(t) = e¡bt u(t) with 0 < a < b: case: t < 0 f (¿ ) = e¡a¿ u(¿ ) ..... .. .. ......... ..... .................... . .................................... ........... t s(t) = Z1 ¡1 0 f (¿ )g(t ¡ ¿ ) d¿ = 18 Z1 ¡1 0 d¿ = 0 ¿ .... ...... ...... ............ ....... .................. ................. ...

... ...... . ....... ................. ...... ..................... .............. ... ... .. .......... . .... . ... ....case: t > 0 f (¿ ) = e¡a¿ u(¿ ) ...... .............. . .... ................. ....... .. .... .................. ........ .... .... ............ ......................................................... .................... ................. ¿ t 0 f (¿ )g(t ¡ ¿ ) . ..... .. .................. ........... ... .......................... ...... . ............... ... .. ............................ ............................. ....................... ........ ............................................ . ......... ..... .. . . .................... .......................................... ....... .. .. ..... . ..... .... ... ................... .............. ....................................... ............. ..... ..... .................... ...................... ................... ..................................... t 0 s(t) = Z1 ¡1 = Z0 f (¿ )g(t ¡ ¿ ) d¿ 0 d¿ + ¡1 = e¡bt Zt ¡a¿ ¡b(t¡¿ ) e e d¿ + t 0 Zt Z1 e(b¡a)¿ d¿ = 0 19 e¡at ¡ e¡bt b¡a 0 d¿ ¿ .......... ....... ......................... ......... .... .. .......... ........................... ........... ................ ...... ..... . .............................. ...................... ..... .... .. ................. ......... ............... .. ............................ .. ¿ 0 ) g(t ¡ ¿ ) = e¡b(t¡¿ u(t ¡ ¿ ) ... ......... ...... .. ............. ..................... .... .. ..... . .... ........ ... ....... ............ ............................................................... ......................................................................... .... . ... ........ .................................................... .............................. ...... ....... ........................ .. ................. .................................................... ...... . . ....................... ............... ............................ .................... ... .. .. . .......

.......................... ......... .... ..... . ..... .... so write s0 (tm ) = 0 so that ae¡atm = be¡btm b e(b¡a)tm = a tm = ln(b=a) b¡a 20 ... .......... The derivative vanishes at time t = tm ... ... ................................. ............... ... . ...... ........... .. ........................... ....... . ...... .... . .......... ... 0 tm t Let's look for the maximum of s(t) analytically: The derivative be¡bt ¡ ae¡at e¡at ¡ e¡bt u(t) + ±(t) b¡a b¡a be¡bt ¡ ae¡at = u(t) b¡a s0 (t) = since ¯ e¡at ¡ e¡bt ¯¯ = 0: b ¡ a ¯t=0 Recall that Ã(t)±(t) = Ã(0)±(t)............ .... ..... ......... ............... ............... ........................ .................................... .... .......................... . ... ... ... .............. ...... . ........ .... .. .... .. .. ................ .... .....................Now combine both expressions (¯rst one for t < 0 and second one for t > 0) into a single equation valid for all t e¡at ¡ e¡bt u(t): s(t) = b¡a s(t) .......... ............. ... .....

z(t) = Z1 ¡1 f (¿ )g(t ¡ ¿ ) d¿ = 2 = e¡bt Z1 e¡[(a+b)¿ 2 Z1 2 2 e¡a¿ e¡b(t¡¿ ) d¿ ¡1 ¡2bt¿ ] d¿ ¡1 complete the square μ ¶2 p bt (bt)2 (a + b)¿ ¡ 2bt¿ = a + b¿ ¡ p ¡ a+b a+b 2 z(t) = exp ·μ " μ ¶ ¸ Z1 ¶2 # p bt b2 2 ¡b t exp ¡ a + b¿ ¡ p d¿ a+b a+b ¡1 let x= p bt a + b¿ ¡ p a+b p dx = a + b d¿ ¿ = §1 ¡! x = §1 recall or use (\and it is a trick!"see page 63) Z1 2 e¡x dx = p ¼ ¡1 ·μ ¶ ¸ Z1 2 b2 dx z(t) = exp ¡ b t2 e¡x p a+b a+b ¡1 r · μ ¶ ¸ b2 ¼ = exp ¡ b ¡ t2 a+b a+b r · ¸ ¼ ab 2 = exp ¡ t a+b a+b The convolution of two Gaussians is a third Gaussian. so we don't have to worry about sketching them to see when they turn on or o®. Both f (t) and g(t) are \on" for all time.Another Convolution Example: The Convolution of Two Gaussian Pulses Evaluate z(t) = f (t) ~ g(t) with f (t) = exp(¡at2 ) and g(t) = exp(¡bt2 ). 21 .

.................................... .......... ..... .. ................................................................... ................. ............ .... ..... g(t) t 1 0 b Z1 s(t) = f (t) ~ g(t) = ¡1 t f (¿ )g(t ¡ ¿ ) d¿ Since the arguments of our individual signals are ¿ (and a shifted.. ................ ............................ .................... ................. ...................... ................. . .............. ....... ... ........... .... ....................... f (¿ ) 1 a 0 ..... .... .. g(¿ ) ¿ 1 0 b 22 ¿ ............................... ......................... ............................... ...... ............................ ....................... ........ ................................................................................................ ...................................... ......... ........................ .......................... ........................... ........... .................. 0 < t < b 0................. t < 0 or t>a 1........ ...... ............... ................................................................................ ..................... ......... ....................... ........................................... ..................................................................... ............... ..... . .. ........... ....................... .... f (t) 1 a 0 . ........................ ............. ...... . ..... ...................... ... rotated version of ¿ ) in the convolution integral................ ..................... . ................ ......................... ..................... ....................................... ............................. .............................. 0 < t < a 0........................................ . ................ ................ ..................................Yet Another Convolution Example Evaluate s(t) = f (t) ~ g(t) where f (t) and g(t) are the given rectangular pulses: f (t) = u(t) ¡ u(t ¡ a) = g(t) = u(t) ¡ u(t ¡ b) = ½ ½ 1.............. let's redraw our functions f and g as functions of the dummy variable ¿ ... ............ ....... .................. ......... ....................................... ......... ............................................................. .................. ........ .......... ............................... ....................... ...................... . .............................. ...... . t < 0 or t>b Here the pulse width a of f (t) has been arbitrarily selected to be greater than the pulse width b of g(t)............................ ............................................................................... ................... .................................................................. ................................... .............................. ................. .............................................. ................................. ............... ........ ................................................... ......................... ............ ...................................... .. ................

................. ........................... ........................ ....... ............... g(¿ ¡ t) t 0 t+b ............................ ..................... ......... ............ .. ..................................................... .......................... ... .......................... .......................... ............ .......... ......................... ......................... ........... .......................... ............... .......................................................... ............ .......... ...... .... .......................... ..................... . .. ..... ¿ g(t ¡ ¿ ) 0 t¡b t ¿ Now let's vary the parameter t (it survives the ¿ integration)... ... ............................................. ....... ........................ ........... .... ............................... . .......... ... . . ..................... ... ..................... ... .................... ............................ ......................................... ........................ ............................ ................. ........................................ ...................... ................................. ..... case: t < 0 .............. ............ ....... ............................................................... .............. .. ........ ................................................... ........................... .................. ............ .................... ... ................ .... ..... .......................................... ............. .. ... .............................................. ......................................................... .... . .............................................. . ........ .............. ......................... f (¿ ) 0 a b . ... ..... ..................................... ................. ..... ............... ........ ..................... ¿ g(t ¡ ¿ ) t¡ b t 0 ........... ...................... ... ........... ¿ f (¿ )g(t ¡ ¿ ) 0 s(t) = f (t) ~ g(t) = Z1 ¡1 f (¿ )g(t ¡ ¿ ) d¿ = 23 Z1 ¡1 0 d¿ = 0 ¿ .............................. .... .. .................................................... ....... ........... .. ........... ........... That is.............................................................................. .... ............ ......................... ............................. we must calculate the total area under the curve of f (¿ )g(t ¡ ¿ )................. ........................................ ...... ............................ ..... ................. ................... . . ... .................. .. ............... ......... ................................. ....... ............................ ....... ................... ..... ............................ .................... ................................... compute (graph!) the product of f (¿ ) and g(t ¡ ¿ ). ................ and evaluate the in¯nite range integral from ¿ = ¡1 to ¿ = +1........................... ... .... ........................... and shift and rotate g(¿ ) (as it appears in the version of the convolution integral above).. .. ..... .... .. ......................... ......................... ....... .. .......................... ................ .......... ...... .... .Let's leave f (¿ ) alone (as in the version of the convolution integral above)................................. .................................. ............................. .......................................... .................... ...... ... ...................................................................... .........

.............. ...................................................................... .............................. .......... .... ............................................... ...... ...................... ........... ........................ ¿ f (¿ )g(t ¡ ¿ ) 0 s(t) = f (t) ~ g(t) = Z1 ¡1 t a b f (¿ )g(t ¡ ¿ ) d¿ = Zt ¿ d¿ = t 0 case: b < t < a ........... ........ .............. ....................... .................. ............................... ................................................. ..... ........ ............... ....... ........................... .................................................... ....................................................... ¿ f (¿ )g(t ¡ ¿ ) 0 t¡ b s(t) = f (t) ~ g(t) = Z1 ¡1 b f (¿ )g(t ¡ ¿ ) d¿ = t a Zt t¡b 24 d¿ = b ¿ .................. .............................. ........................... .......... ..... .. ............ ............................................ ......... ................. ........... ................................ .. . ................ ............... .... ............... f (¿ ) 0 a b ............ ................ . ....... ........ ................................ ... ....................... ............ ...................... .............. . ......... .... .. .......... ............................case: 0 < t < b ......... ..... ..... ................................... ................... ............. .................... .... ... .................................................. ....................... ...................... ................................................ .................. ................. ... ..................... ............... ... .................................... . ................................ .............................. ......................... ........................................ .......... ................................ ..... ............ ............................................... ........................... ............... ......... ............................. .... ¿ g(t ¡ ¿ ) t¡ b 0 t ... ....................................................... .. ...................................... . ......... ...................... .... .... . ............. ...... f (¿ ) 0 a b ....... ........................................ ............................... ..... . ......................................... ........... ........................ ............................................... . .................... ......................................... ....................... ............... ............... .... . .................... .................................... .. ..... ......................... ..................... ¿ g(t ¡ ¿ ) 0 t¡ b t ............ ..................................................... ........................................... ...................... ..................... ................................ ............ ................... .............. .............. ............ ......................... ................................................... ....... ............ ...................... ....................................... .............. .............. .............. . ................................... ......... ............... ...................... ............ ............................................. . .................................................................... ........... . ...... ............ .................... .................... ............................. ................... .... ..... ................................ ......................... ................ ............ ..... ........................ .............................. ............ ... .............................................. ...... ................ ............... . .............................................. . . ......... .. .. ...... .............................. ...... ......................................................

........... ............... ................ ......... ............................ ...... . .. ......... .. ................ ............................................................ ............................................................................................................................................. .......... .... ... . ..................... .......................... .................... .................................... .................................................... ....................... .. .............. ............................... ............... ........ ........................................................ ..................... .................. ........... ... ...... .......... ............................................. .................. ........................... .............................. .... ....................... . .............................. .... .... ........................................................................ ... ........................................................ ............................ .. ............................................................. . .................... .................................. ............. .... ....................................................... .... ........................ ..... ................................................. .... ................................ ................ ..................... .... ¿ f (¿ )g(t ¡ ¿ ) 0 s(t) = f (t) ~ g(t) = Z1 ¡1 f (¿ )g(t ¡ ¿ ) d¿ = 25 Z1 ¡1 0 d¿ = 0 ¿ ........................................ ................ .................... ......................... .......... ..... .............. ........ ....... ............................................................ . ...... ............ .................... ........................... ....... ..................... .... ............. ................................. ..... ......... ...... ...... ........... ................ ............................................. ............ ....... ............. ........ .... ..... ................... ................................ ...... ................................................... .......... .......................... . ................ .......... .................. .......... ........ ...... ........................ .......................... ..................................... .......... . .................... . ........................ ....... f (¿ ) 0 a b a+b ............................................ .................. . ................. ¿ g(t ¡ ¿ ) a 0 t¡b a + b t ........... .. .. ...... ............. ................................... ............ ............ . ................... ...... .......... ... ................ .... ............................. . ¿ f (¿ )g(t ¡ ¿ ) t¡b 0 s(t) = f (t) ~ g(t) = Z1 ¡1 a f (¿ )g(t ¡ ¿ ) d¿ = t Za a+b ¿ d¿ = a + b ¡ t t¡b case: t > a + b ........ ..... ............... .......................... ..................... .... f (¿ ) 0 a b a+b .............. ............................................ ......... ............. ............................ . ....... ............................................... ........................ ............................................................................. . .......................... . ................... .................................... .. ................. ................ ................. ¿ g(t ¡ ¿ ) t¡b 0 a t a+b .. ........ ...... .............. .............. ...... . ....................... ................................... . ....................... .......................................... ..................................... ........... ...... .... ... ...................... ...................... ................ .................. . ............case: a < t < a + b .............. .......... ......... ........ ...... .............

............ ................. . ........... . ......... ... ..... ....... .... ... .. ............ ..... . .. .............. ......... ....... .... . .... .. . > > > a + b ¡ t.. ...... .. ........ ... > > > > > < t...... . . .. ....................... . . ..... . ...... ... 8 0.... ........... ...... ...... .... ..... .. ... ... .... ... . .... ...... .... . ........... ... .... ..... ....... . .. ............................. ... ..... .... .... ... ... . .... ............ . .................. ..... t<0 0<t<b b<t<a a<t<a+b t>a+b s(t) .................................. s(t) = f (t) ~ g(t) = b.... . . ... ....... ... .... ...... ....... ...... ... ................................. ... .......... .. ......... ........ ....... ........... . ..... ....... ... b 0 a b 26 a+b t ............. ..... ... . ................... .................. ....................... ..... . ........... . .. .... ............ ... .. > > : 0......... .... ............ ..... .. . .............. ..... .. ... .. .................... ......All together now.... .................... .... ... ............. ..... ....... .......... ...... ........ .... .. ......... ........ ....... .... ... ............... ....... ... .......... ...... ......

... ..... 1 . Find an expression for.. . ..... ...... .... ... .......... ...... Express the result in terms of the standard triangular pulse ¤(t=T ).... ... ... ..... . .. ¡T ¦(t=T ) = ½ ¤(t=T ) = t T 5.. ............... .. ......... Evaluate the convolution of the standard rectangular pulse with itself ¦(t=T ) ~ ¦(t=T )........ ... .... . ... . . . .... .... ....... . .. ...... ..... .... .... ..... ¯nd r(t) = f (t) ~ f (t)...... .. ....... .... .. each of the derivatives d ¤(t=T ) dt and 27 d ¦(t=T ): dt ½ 1 ¡ jtj=T. ....... ... .. ....... ....... ... .... .............. .......... .... ... .... ....... .. ................... ........... 3..... 2... . Show that f (t) ~ ±(t ¡ t0 ) = f (t ¡ t0 ).... ...... ... ... ......... . that is let b = a. ..... .......... Show that your result can also be obtained from the limit of the above as b ! a r(t) = lim s(t): b!a Use l'Hopital's rule to disarm the 0=0 form..... ...... ..... .... .. . . ........ . . ..... In the above example on page 18....... ... . . .... .. ..... ... . . ................ ........... Show that Zt f (t) ~ u(t) = f (¿ ) d¿: ¡1 4......... ......... . . ..... ............... . ............... . ...... . ......... ...... .... . ...... .... and graph...... ...... .. .. .. ...... .. . ........ (jtj > T =2) T =2 0 . ... .. ... ..... ........... ....... ...... ... ............... ............ .. .................. ...... ¦(t=T ) ¡T =2 t 1 ¤(t=T ) 0 1.. ......... .. ........................... ... ......... .. . ... ........... ........ . .. (jtj > T ) .... .. ........ .. . .. .. ..... ..... ..... . . .... ................. ... ............ ... ........ ............ .. ...... ..... ....... .................. .. (jtj < T =2) 0... .. . ... ... ........ .... ..... . . ....... (jtj < T ) 0............... .. ... ........ .. . ...........Homework Problems 1... ........ ... ... ................ . ....

The impulse response of a causal system is therefore a causal signal.Causal system: If the input x(t) = 0 for t < t0 . If f (t) and g(t) are both causal signals. then the zero-state response y(t) = 0 for t < t0 . then the zero-state output y(t) is also bounded if the impulse response is absolutely integrable: ¯ ¯ 1 ¯ ¯Z Z1 Z1 ¯ ¯ ¯ ¯ ¯ ¯¯ ¯ ¯h(¿ )x(t ¡ ¿ )¯ d¿ = ¯h(¿ )¯¯x(t ¡ ¿ )¯ d¿ h(¿ )x(t ¡ ¿ ) d¿ ¯¯ · jy(t)j = ¯¯ ¯ ¯ ¡1 ¡1 ¡1 ·A Z1 ¡1 if Z1 ¡1 ¯ ¯ ¯h(t)¯ dt < 1: 28 ¯ ¯ ¯h(¿ )¯ d¿ < 1 . such that jx(t)j · A < 1 for all time t. Bounded input/bounded output stability: If the input signal is bounded. then so is their convolution f (t) ~ g(t).

...... ..... . .. . ...... .............. .... . .. ............ ................. ... . . ... ............ ........... ........................ ........... ... ..... . then we say the function f (x) is bounded... . . ................. ..... .... ... .......... . ................... ........ ......... ... .. .... ....... ...... ....... ........... . ..... .. ..... ... ..... ................ .... ................ ..... ........... then we say f is singular at x0 ..... .......... .. ..... if jf (x)j · A < 1 for all x. ............ . Examples....... ....... .. ..... ..... .. .... ......... .... ... ...... ...... ..... .. ......... . ...... .. ....... ..... ................... .. 1=x ............ .... ....... . ...... .............. .. .. . x 1 is singular at x = 0 x x sin(x) is bounded at x = 0 x x cos(x) is singular at x = 0 x sin(x)=x ...... ...... ................ ....... ........ ....... ............... ...... . ................ With A some positive and ¯nite constant...... .............. .................. ........ .... .... .. .................................. . . ................. ........... . .......... ............ ...... ......... .. ..... ... ....... and x0 is a singular point of f .......... . ...... ..... ....Singular Functions and Integrals Consider a real-valued function f of a real variable x........ .... ..... .. ... . ..... ..... ... . ... ...... ......... . ...... .. . .......... .... ............... ..... ..... ........... ...... .. ..................... .... ..... 29 ....... ..... ........ . ............... ......... ............ ... . ... cos(x)=x .......... .. .... ...... .... ..... If jf (x0 )j = 1 for some particular x = x0 .. .. .............. ............. . ...... ............. .. .......... ... . ........ ... ...... ..... . . .......... ........... .. .. .......... ......... ............ ............... .... . .... ......... ........... . .... ........ . ............... ...... ..

........ .... ... . ........... and it does not exist.. ... ¯ ¯ then the integral converges.. . . ........ ..... .......... . .. .......... .. ...... .... ... . ......... . ...... ........ .. .... ... ............... .. These limits are arbitrary........ .... . .... 1 p is singular at x = 0 x x 0 Consider now the de¯nite integral of f (x) between the limits x = a and x = b. .. .... ..1=(x ¡ 7)2 .. .. ... .... . ... ....... .. ... ..... .. ..... .... ..... ................. .... .............................. .. ............... ..... ....... .. .......... ... ...... .. . ... .............. . .... .... . ... ..... ..... .... .... .... .......... but with the restriction that a · b........... . . ......... .... . .... 0 1 is singular at x = 7 (x ¡ 7)2 x 7 p 1= x . . . .............. ...... ......... .... ........... . ...... ............. ... .. .............. a From the triangle inequality ¯ Zb ¯Zb ¯ ¯ ¯ ¯ ¯ f (x) dx¯ · jf (x)j dx: ¯ ¯ a a 30 .................. . ....... . .. ......... . a ¯Zb ¯ ¯ ¯ ¯ ¯ If ¯ f (x) dx¯ = 1.... . . . .................. ....... ........... . . ... ...... ...... . ... .... .... .... .... ........ ..... ................. ... .......... ......... ¯ ¯ then the integral diverges..... . . ....... .. and it exists......... . ................ .................. ........ ¯ ¯Zb ¯ ¯ ¯ ¯ If ¯ f (x) dx¯ · A.... .................. ..... ... ... . ..... ........ .. .... .

x x=0 ¯1 dx 1 ¯¯ = ¯ x2 x¯ x=1 = 1 ¡ 0 = 1 is convergent. 31 . the integral evaluates to Z1 ¯² 1 ¯¯ dx = ¯ x2 x¯ x=1 ² = 1 ¡ 1: ² Clearly this integral is unbounded (singular) if we let ² ! 0. for simplicity. then Zb a f (x) dx ¸ 0: Therefore. 0 With ² > 0. Examples.If f (x) = jf (x)j (f is non-negative. that is f (x) ¸ 0). (2) An in¯nite range integral (a = ¡1 and/or b = 1) having a bounded integrand that doesn't decay fast enough at 1. let's temporarily restrict our attention to non-negative f (x). x x=0 Z1 0 Z1 1 ¯1 dx ¯ p = 2x1=2 ¯ = 2 is convergent. Z1 dx x2 diverges because the integrand has a non-integrable singularity at the origin. Z1 0 ¯1 dx ¯ = ln(x)¯ = 0 ¡ ln(0) = 1 is divergent. if we avoid the second-order pole at the origin. Basically. there are two ways to get a divergent integral: (1) A ¯nite range integral (¡1 < a < b < 1) having an integrand with a non-integrable (too big!) singularity. and if b > a.

¡1 If we want to integrate 1=x from x = ¡1 to x = 1. .. ...... ... ignoring the singularity at the origin.. .... If f (x) is bounded everywhere and if a < c < b................... ............. then we can always break the integration domain from a to b at the point c and write Zb f (x) dx = a Zc f (x) dx + a Zb f (x) dx: c We have already seen that the function f (x) = 1=x has a non-integrable singularity at the origin... ...... .. ... .. .. . .... ........... x 0 Also observe that Z0 dx x is divergent. then we can say PV Z1 ¡1 2 ¡² 3 Z1 Z Z1 dx dx dx dx 5 =| = lim 4 + = 0: ²!0 x x x x ¡1 ¡1 ² .. .... . .. strictly speaking....... ....... .. .... ....... . .. non-integrable. ............ . ¯ x x=1 Cauchy Principal Value Sometimes we relax our concept of the integral to obtain a ¯nite result and \dance around" singularities in the integrand that are.... .. ...............Z1 1 ¯1 ¯ dx ¯ = ln(x)¯ = 1 ¡ 0 = 1 is divergent. ......... . .......... if we exploit the odd symmetry of the integrand..... . ...... since Z1 dx is divergent............... . ..... 1=x ¡1 32 1 x ...... . .. . .... ..... Here is one example that demonstrates what is meant by the Cauchy principal value which is one possible interpretation of an otherwise divergent integral............... .... ............... .... ...... .. . .................... .............. ..... ............. ... .......... ......... ............ .... ..... we should not break it as Z1 ¡1 Z0 Z1 dx dx dx 6 = + : x x x ¡1 0 But under the Cauchy principal value interpretation........... ..... ...... ........ .......... ... .... ....... .... .. ..... ..... .. ...................

.. ....... .. ... . . ... ... .. . ...... . . .... .. ... . . . .. ....... ... .. . . . ..... .. .......... ..... ....... . .. . .. ... . .. .... .. .. .. ... . .. .... v 33 .. . ... . ...... 2001.. ..... .... . ... . . .... .. . .. . ... Springer...... .. . . .... .. . .. .. . . . . .. ... . . ........ . ... .... ....... . . ...... ... ... .. . ... . ...... .. . . .......... . . . .. ... . . . . ... .. .... .. . . ." E. ..... ........ . (k + 1=2)¼ k¼ x (k + 1)¼ (k+1)¼ Z ¯ k¼ ¯ ¯ sin x ¯ ¼=2 1 ¯ ¯ ¯ x ¯ dx > (k + 1=2)¼ = 2k + 1 (k+1)¼ ¯ ¯ ¯ ¯ Z1 ¯ Z¼ ¯ Z ¯ Z¼ ¯ 1 1 X X ¯ sin x ¯ ¯ sin x ¯ ¯ sin x ¯ ¯ sin x ¯ 1 ¯ ¯ dx = ¯ ¯ dx + ¯ ¯ dx > ¯ ¯ dx + =1 ¯ x ¯ ¯ x ¯ ¯ x ¯ ¯ x ¯ 2k + 1 k=1 k¼ k=1 0 0 0 | {z } | {z } ¯nite divergent \.... . .... . .......... . . .. ... ...... . . ...... ........ ..¯ Z1 ¯ ¯ sin x ¯ ¯ ¯ SHOW THAT ¯ x ¯ dx IS DIVERGENT 0 . ... . . .. .... ...... . ... ..... . . ... . ....... . ..... . . ....... .. ......... . ... . .. .. . ........ ..... .. ..... ... . . . . . .. .... p.. .. ..... . . ...... ...... . ... .... .... . ...... better to say something new and stimulating to the interested students than to show routine steps to the uninterested ones. ......... .. .. .. . .... ......... .... . .. .. . . .. ..... .. . . . . ..... . .. ........ ..... ... . ..... ...... .......... .. . ... . . ... . .. ........ ..... ........ . . ... .... ... ... ... . .... ....... .... .... ... . .. . . .. .. ...... . .. ... ..... ..... .... ... ... ... .. . ... .. .. .......... .... ........ ... ... .. .. . .. . .. .. .... ........ . .. . ...... . ........ .G. .. ... Peter Rowe Geometrical Physics in Minkowski Spacetime............ . . ...... .............. . . ... . . . .. .. .. .... ... . ... ........

....... .... ......... .... .. .. .. ........ ........... . .... .... . .... (2k + 2)¼ (2k+2)¼ Z x (2k + 1)¼ 2k¼ sin x dx = x (2k+1)¼ Z 2k¼ sin x dx + x 2k¼ = (2k+1)¼ (2k+1)¼ Z | sin x dx ¡ x 2k¼ = (2k+2)¼ Z sin x dx x {z let t=x¡¼ (2k+1)¼ Z } sin t dt t+¼ 2k¼ (2k+1)¼ Z sin x μ 1 1 ¡ x x+¼ ¶ dx 2k¼ =¼ (2k+1)¼ Z sin x dx < ¼ x2 + ¼x 2k¼ Z1 0 sin x dx = x 2N Z ¼ 0 1 X sin x dx + x k=N (2k+1)¼ Z dx 1 = x2 4k2 + 2k 2k¼ (2k+2)¼ Z sin x dx < x 2N Z ¼ 0 2k¼ | 34 1 X sin x 1 dx + 2 x 4k + 2k k=N | {z } {z } ¯nite ¯nite ............. ... .... .. . ...... .. ...... . ...... ....... . .... .... .. .... . .. . .... . ................ .. ... ... . ...... ... ........ .... .. ...... .. ... ....... ....... .... .... . ......... ........ ..... ............. ............ .. ...... .... ....... .. . . .... .. . . ...SHOW THAT Z1 sin x dx IS CONVERGENT x 0 ..... . .. . ....... .. ..... ...... .. .. . .. ... .................. .. ...... . . .. ............... . . ... . .......... ........ .... ....... .... ........... ... .. . ......... ..... .... ............. ......... ... ... ......... .... ...... ... . ... ... . .. ...... ........ ... .... .. .. ... .. .......... . . ...... ........ .... ............ .. ... .. . . ..... ..... .. . ..... ... .. .......... . ... . ... .... ... ... ... ................... . ..... ........ . .... .. .. . ...... ... .. . . ... ....... . .. . ....... . ........ .. .. ...... .. ...... .......... .... .... .. .......... ....... ..... . .. ... . ............... . ..................... ...... ... ......... .. ........ .. . ..... . . .. ....... . ......... . .. .... ... . . ... . ................ .... . .... .... . .... . .. .. .... .... . ....... . . .. ......... ....... .. . ..... .. ............ ..... .. .. . .... .. ..... ............. ........ . ............... . .... .. ......... ......... ...... ...... ..... .... ............ . .... .....

...... . . . ....... . ..... ......................... ... .. ............ .. ..... ... . ....... ........ . ...... ..... .... .......... .. .... .... ... . ... . . .... .. ...... .................. ... .... ..... .. ........... ...... .. .... . . .... .. ... ... ......... .. .. ........ .... ......... .. ... ... .... ... ....... .. ........ .... x Z1 ¡1 0 Z2¼ · p ¡ ¼ u(t)e¡¾t e¡j!t dt cos x dx.... .... .. .... ..... ..... ... . ... . .... ..... .... ...... ..... . ...... ...... ........ Express each of these four functions (signals) in terms of shifted.. .................. .... ....... . .... x2 1 Z1 0 dx . .. ..... ..... ......... . unit steps.... ..... .. . ......... . . .. B ¡T 0 T A t 0 t T2 T1 ¡B 2.... ..... ....... .. . . ... ........ ....... . ... ........ ........ . . . .................. ....... .... .. .......... ........ . x 0 ¸ exp[j sin2 (!0 t)] ±(t + ¼) ¼ 2 sin(3t=2) ±(t ¡ ¼) ¡ 2 dt t3 tan(7t) + ln(sin t) t + 2t ¡ 4 sin¡1 (t=¼) 35 Z1 0 dx p x ..... .. ....... ...... ..... ........ .......... ................... ...... .......... .. .... .... ....... .. . ............ ... ... x2 Z1 dx p ............. .... ¡1 cos x dx.. ¡1 Z1 u(t)e¡¾t dt (¾ > 0).... ........ ....... .................. .................. .... . ... .. .... ... ..... . ................. Discuss the existence and evaluate (if appropriate!) the following integrals.. .. ..... .. . . ... Z1 Z1 u(t) dt. . .. . ... .. . .......... ..... . .. . ..... μ ¶ t ¤ T ... .. ..... . ..... ........ ...... ...... ........... .. ... .. ........ .. ................... ..... ............... . .... ........ .... ... f (t) .... ......... .. ... ...... ... .............. ...... .. . ....... ................. .... . ...... .... .... ... .. . .... . .... .......... ..... .......... ..... ........ . .. ....... .... ..... ............... .... .......... ... .. ... ............... . x sin(x2 ) ±(x ¡ 2¼) dx ln(x=¼) 0 Z1 dx ........ ...... .................. . ...... ............... ...... ¡1 Z1 Z1 ¡1 Z1 Z¼ cos(!0 ¿ )±(¿ ) d¿.. .. ........... .............. ¡1 sin(!0 ¿ )±(¿ ) d¿.... .... ..... ... . ....... ..... .. .... . ... .. ..... .. First sketch the integrand (except in an extreme case!)...... ... ............. . ............ ..................... . . .......... ........ ......... . ... .. ................ .. modulated............ ................ ........... ..... . ..... . .. . ........Homework Problems 1............... ..... ..... ....... . . ... ............ .. ........ . ............. ......... +A ¡T 0 T t 1 ¡T T 0 t ¡A x(t) g(t) .. ............. .. . .... ............................... ..... .... . .. .. .. .... ...... .. ......... . .......

Prove that convolution is commutative: f (t) ~ g(t) = g(t) ~ f (t): 4. Show that ±(t) = ±(¡t) is an even function. If f (t) is continuous at t = t0 . show that f (t)±(t ¡ t0 ) = f (t0 )±(t ¡ t0 ). Evaluate u(t) ~ u(t). 36 . 5. 6.3.

Relationship Between Impulse Response and Step Response
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d
±(t) = u(t)
dt

±(t)

Zt

u(t)

u(t) =

h(t)

h(t) =

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±(¿ ) d¿

¡1

s(t)
s(t) =

Zt

d
s(t)
dt

h(¿ ) d¿

¡1

To see this, consider the general linear system input/output relationship.
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x(t)

y(t)

h(t)

Z1

y(t) = x(t) ~ h(t) =

¡1

d
y(t) =
dt

Z1
¡1

x(¿ )h(t ¡ ¿ ) d¿ =

d
x(¿ ) h(t ¡ ¿ ) d¿ =
dt

Z1
¡1

Z1
¡1

h(¿ )

h(¿ )x(t ¡ ¿ ) d¿

d
x(t ¡ ¿ ) d¿
dt

= x(t) ~ h (t) = x (t) ~ h(t)
0

0

The output of these two systems is identical, since the order of di®erentiation and passing
through the linear system having a given impulse response h(t) does not matter. More
concisely, the operators h(t)~ and d=dt commute.

x
e(t)

x
e(t)

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d
dt

h(t)

..... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ....
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d
dt

h(t)

37

ye(t)

ye(t)

Time-Domain RC Circuit Analysis
R

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+

t=0

V0 cos(!t)u(t) = vg (t)

+
¡

C

v(t)
¡

The capacitor is initially charged, such that v(t) = Vc0 prior to the closing of the switch
at time t = 0. Find an expression for the signal v(t) that is valid for all time t ¸ 0.
The constants R, C, !, V0 , and Vc0 are given and thus known.
The initial condition on the voltage v(t) that applies to our circuit for time t ¸ 0 is v(0+ )
and v(0+ ) = v(0¡ ) = Vc0 since the voltage across a capacitor must be a continuous function
of time. That is, if the capacitor current is bounded, because the voltage/current terminal
relationship of a capacitor is
d
iC (t) = C vC (t)
(1)
dt
where iC (t) and vC (t) are related by the passive sign convention. Inverting this, that is,
writing the voltage as a function of the current, we have
1
vC (t) =
C

Zt
¡1

1
iC (¿ ) d¿ =
C

Z0

1
iC (¿ ) d¿ +
C

¡1

Zt

1
iC (¿ ) d¿ = vC (0) +
C

0

Zt

iC (¿ ) d¿: (2)

0

The Kirchho® current law applied to the (single unknown) node of potential v(t), for time
t ¸ 0 is
dv(t) v(t) ¡ vg (t)
C
+
=0
(3)
dt
R
which is rearranged as
dv(t)
1
V0
+
v(t) =
cos(!t)u(t):
(4)
dt
RC
RC
Here we are already working in the time zone t ¸ 0, so with the stipulation that t ¸ 0, the
Heaviside unit step is probably unnecessary so we can write
dv(t)
1
V0
+
v(t) =
cos(!t):
dt
RC
RC

(5)

The homogeneous solution is the solution to
1
dvh (t)
+
vh (t) = 0
dt
RC
38

(6)

and it is
vh (t) = Ke¡t=RC

(7)

where the constant K cannot be determined until we construct the complete solution. The
particular solution is some speci¯c or particular function vp (t) that yields the right-hand
side (forcing term) when operated upon by the di®erential operator
μ

V0
d
1
+
vp (t) =
cos(!t):
(8)
dt RC
RC
There are no unknown constants (unknown by the di®erential operator) in the particular
solution.3 Since the forcing function is cos(!t) and since cos(!t) is not a homogeneous
solution, then we see that the particular solution must be a linear combination of cos(!t)
and sin(!t), as in
(9)
vp (t) = A cos(!t) + B sin(!t):
The constants A and B come directly from the di®erential equation (8) , which readily
surrenders them (to us): All we have to do is insert the form (9) into the di®erential
equation (8). To do this, ¯rst write the required derivative
dvp (t)
= !B cos(!t) ¡ !A sin(!t):
dt
Insertion of (9) and (10) into (8) yields
μ

μ

A
B
V0
+ !B cos(!t) +
¡ !A sin(!t) =
cos(!t):
RC
RC
RC

(10)

(11)

The only way this can be true for all t ¸ 0 is if the coe±cients of the cos(!t) and the
sin(!t) terms are separately equal on both sides of the equation, so that
A
V0
+ !B =
RC
RC

(12)

B
¡ !A = 0:
RC
The solution to this two-by-two system of simultaneous, linear equations is
A=

V0
1 + (!RC)2

and

B=

!RCV0
;
1 + (!RC)2

(13)

(14)

and so our particular solution (9) is
vp (t) =

£
¤
V0
cos(!t)
+
!RC
sin(!t)
:
1 + (!RC)2

3 In

(15)

other words, the particular solution comes only from the di®erential equation, that is, the particular
solution is completely independent and ignorant of any initial conditions.
39

If we instead group terms proportional to Vc0 and V0 . we have for t ¸ 0 v(t) = ¡t=RC Vc0 e | {z } zero-input response + h i V0 ¡t=RC cos(!t) + !RC sin(!t) ¡ e : 1 + (!RC)2 | {z } (19) zero-state response If there is no input signal (or generator voltage vg (t) or forcing term). note that vp (t) comes completely from the di®erential equation alone. so that Vc0 = 0. observe that for t ¸ 0 · ¸ V0 v(t) = Vc0 ¡ e¡t=RC 1 + (!RC)2 | {z } homogeneous solution + £ ¤ V0 cos(!t) + !RC sin(!t) 1 + (!RC)2 | {z } (18) particular solution is exactly in the form in which we constructed the solution. On the other hand. the sum of the homogeneous plus particular solutions. that is. 40 . because the di®erential equation is valid for time t ¸ 0) to (16) gives Vc0 = K + V0 1 + (!RC)2 K = Vc0 ¡ or V0 : 1 + (!RC)2 (17) Let's write out the complete solution in two forms. then V0 = 0 and the output signal v(t) is caused solely by the initial energy (or non-zero initial state of the system) stored in the capacitor. Firstly. if the initial state of the system is zero. We now can assemble the complete solution v(t) = vh (t) + vp (t) or v(t) = Ke¡t=RC + £ ¤ V0 cos(!t) + !RC sin(!t) : 1 + (!RC)2 (16) Application of the one initial condition v(0) = v(0+ ) = Vc0 (note that it is the plus side of zero that applies to our di®erential equation. then the response due to the input vg (t) that is proportional to V0 is called the zero-state response. and is proportional to the non-zero initial condition voltage Vc0 .Again.

.. ................ ...................... ............ .. ............ .... .......... .... .. .. ..................................... ...... ................. .................................. ........ the step response s(t) = y(t) should be the response due to a non dimensioned input signal u(t) = x(t). ....... . .......................... .. . ......... . by the continuity of capacitor voltage we have the initial condition v(0+ ) = v(0¡ ) = 0: (20) Ultimately...... .................................... . .......... ......... ................. . ............ ........... ............ ... . At the end we can normalize by V0 .... .. s(t) For the step response.............. ...... ................... ...................... by de¯nition.. .............. .... for example............................................ ....... ... .. ........ .................Step Response of an RC Circuit R ....... ...... .... ...... ..... ............... ............. ..... .......... .. we have: u(t) Our ensuing circuit analysis regards the input as x(t) = vg (t) = V0 u(t) and our output signal is y(t) = v(t)........... Therefore...... ................. ..... ............... ..... ......... .......... ........ In systems engineering (\black-box") notation. ... ............................ but in doing circuit analysis I ¯nd it better to explicitly express all physical signals such as voltages and currents in appropriate mksC (SI) units.......... . ... ........... ... y(t) ... a zero-state response so the capacitor C is initially uncharged prior to the turning on of the input step function at time t = 0.. ... .......... The Kirchho® current law applied to the node of potential v(t) in the circuit is for time t ¸ 0 C dv(t) v(t) ¡ vg (t) + =0 dt R (21) which is rearranged as 1 V0 dv(t) + v(t) = u(t): dt RC RC 41 (22) . ......... + ¡ V0 u(t) = vg (t) C + v(t) ¡ The step response is............ ............. .............. ................ .......... ..... ........................ ........... ............................ ............................................... ....... ......... . ............. ......................... we have the general form of a zero-state response y(t) to some arbitrary input x(t) like this: x(t) ............ ..... ................................... . ..........

completely determined (that is known by) the di®erential equation (24). 42 . and it is critically important if (when!) we di®erentiate the response. as advertised. but its inclusion is invaluable in emphasizing the causal nature of the response.Here we are already working in the time zone t ¸ 0. and obtain the true. But that will not happen in general. since the contribution £ ¤ £ ¤¯ ¡t=RC ¡t=RC ¯ 1¡e ±(t) = 1 ¡ e ±(t) = 0±(t) = 0 (32) ¯ t=0 is zero. In this particular instance. call it vp (t) = D: (25) This constant D is. whereupon the initial condition (20) gives K = ¡V0 so that £ ¤ v(t) = V0 1 ¡ e¡t=RC (t ¸ 0): A better (systems engineering style!) way to write this is £ ¤ v(t) = V0 1 ¡ e¡t=RC u(t): (26) (27) (28) (29) The unit step not only eliminates the need for the disclaimer t ¸ 0. due to a constant forcing term. the Heaviside unit step is probably unnecessary so we can write 1 V0 dv(t) + v(t) = : dt RC RC The homogeneous solution is (still) of the form vh (t) = Ke¡t=RC (23) (24) where K is some (new) unknown constant. so with the stipulation that t ¸ 0. is itself a constant. again. the chainrule di®erentiation that also di®erentiated the u(t) to get a ±(t) might appear super°uous. Insertion of (25) into (23) gives the rather trivial V0 D = or D = V0 : RC RC The complete solution is now v(t) = vh (t) + vp (t) or v(t) = Ke¡t=RC + V0 . non dimensional step response £ ¤ s(t) = 1 ¡ e¡t=RC u(t): (30) The impulse response is the derivative of the step response £ ¤ d 1 ¡t=RC h(t) = s(t) = e u(t) + 1 ¡ e¡t=RC ±(t) dt RC 1 ¡t=RC e u(t): (31) = RC Note that the units of h(t) are [(−)(F)]¡1 = (s)¡1 . But now the particular solution. Now we can normalize by V0 .

........ .. ..... .. .. ................ . By the continuity of capacitor voltage vC (0+ ) = vC (0¡ ) = 0: (33) The application of the Kirchho® current law to the node of potential v(t) gives ¤ d£ v(t) +C v(t) ¡ vg (t) = 0 R dt (34) or dv(t) 1 dvg (t) + v(t) = : (35) dt RC dt The forcing term is now the derivative of the voltage generator......... ... ..... ..... ...... .... ... but the capacitor voltage vC (t) must also be speci¯cally addressed because of the importance of continuity of capacitor voltage for determining initial conditions.. The zero-state response demands that there is no initial energy storage in the capacitor so vC (0¡ ) = 0 prior to the unit step input turning on at time t = 0... ....... ............ .. then the delta function is zero and we have (note the time restriction) 1 dv(t) + v(t) = 0 (t > 0): (37) dt RC It looks as though we have lost our excitation: The di®erential equation is now homogeneous... ... ... ... .... is included in the initial condition............... ..... .... ............ ...Step Response of Another RC Circuit + vC (t) ¡ ..... .. .... ............. .................. ....... ... . ......... ......... ......... . ... . ... . Information about the excitation. ........ . ... + C V0 u(t) = vg (t) + ¡ R v(t) ¡ In this circuit........ ..... ........ embodied by the source strength V0 ....... ..... which puts us in the unfamiliar realm of solving a di®erential equation with a wild Dirac-delta forcing term 1 dv(t) + v(t) = V0 ±(t): dt RC (36) If we stay away from t = 0. ............ . ................ Observe in the circuit that vg (t) = vC (t) + v(t) 43 (38) ..... .... ........ .............. ........... .. .................... ...... ...... .. .. .... ............ . ........ ........ .... . ............................. . ... ...... ..... .... . ...... .. ........ we take our output signal to be the voltage v(t) across the resistor. .. ........ ........... . .. ........ .......... ............. . ..

The non dimensional step response is therefore (42) s(t) = e¡t=RC u(t) and the corresponding impulse response is h(t) = since 1 ¡t=RC d s(t) = e¡t=RC ±(t) ¡ e u(t) dt RC 1 ¡t=RC e = ±(t) ¡ u(t) RC ¯ ¯ ¡t=RC ¯ e ¯ ¯ = 1: (43) (44) t=0 Observe that the proper use of chain-rule di®erentiation and explicitly including the u(t) in the step response s(t) is necessary to get the true impulse response h(t). 44 . No particular solution is required for the complete solution to our homogeneous di®erential equation (37).and at time t = 0+ this is vg (0+ ) = vC (0+ ) + v(0+ ): (39) The initial condition (33) on the capacitor voltage together with vg (0+ ) = V0 reveals that the non-zero initial condition on our output signal v(t) is v(0+ ) = V0 . which is readily seen to be v(t) = V0 e¡t=RC (t > 0): (40) Inclusion of the Heaviside unit step function gives v(t) = V0 e¡t=RC u(t) (41) so that the time zone restriction t > 0 can be removed. which most de¯nitely contains a ±(t) term.

... ....... ...... ....... if Vc0 = 0 and ! = 0...... ....... ................... . ............ ..... ........ ........................... ........... Then we see that the output of circuit (a) is the voltage across C and the output of circuit (b) is the voltage across R....... . .... . ........ since d h(t) = s(t) dt () 45 s(t) = Zt ¡1 h(¿ ) d¿: ........ ............ ... .... ...... .... .... .. ............ ..... ... ........ ........... ....... ............ .. ............. .............. ... . simply connect R and C in series and hang the series leg across the output terminals of a (ideal?) voltage source. .......... ........... . . . . .... C ha (t) ±(t) ¡ ¡ ......... ......... ......... and obtain the two step responses (30) and (42) by integrating the corresponding impulse responses (31) and (43)....Relationship Between the Two RC Circuits + .............. ....................... ............. . .... ...... ................... ....... . .... Kirchho®'s voltage law clearly shows the simple relationship that is displayed by comparing (30) and (42) and by comparing (31) and (43)..... ..... ..... . R vg (t) + ¡ C + vb (t) vg (t) = va (t) + vb (t) ¡ ±(t) = ha (t) + hb (t) + va (t) u(t) = sa (t) + sb (t) ¡ Homework Problems 1.... ......... . .. ...... ................. .............. ............... .................... .. .......... ² R ±(t) ¡ C + + ............ ..... .............. ...... ..... .... .............. ..... ................................................................. .. ....... ....... ... ............. . ............................. Go backwards..... . .. .. ....... ................ ..... ² ² + hb (t) R ² ¡ In the lab. ....... ............ .. ...... ....... Graph this response using MATLAB for several numerical values of the important (non dimensional) parameter T =RC... .......... ...... ... ... ..... ....... ... Observe that the circuit on page 41 is a special case of the circuit on page 38.......................... . ....... .............. ........... ............................... .......... ........... 2... ... ................ ........ ... .... . ...... ............ ....... .......... 3..... ....... ....... ................ ........ .. .. ......................... .... ....... ...... ... ......................... ...... ..... . ............ show for yourself that the response (29) is the corresponding special case of the response (19).. ............ ................ ... Therefore..... ........................................... ........................ ...... ................ Use convolution to ¯nd the zero-state (or driven) response of the RC circuit on page 41 to a rectangular input pulse vg (t) = V0 [u(t)¡u(t¡T )]. . ......... ............................ .... ...........................

...... . .. ........................ .... . .. ..... . .................... .......... .. . . ...... ...... ......... .. ... .... .. ... ......... ..................... ........ .. ... ....... ...... .... ...... .. ........ ...... .... ... ..... .. .... ....... ............ . ... .. ........... .................. ........... .. ...... .. .. .. . ...... ... ........... .. . . . ..... .... . ... . ........ ....... .. . ... ... ..... . . . ......... .... ... ..... . ... . ...... ....... ... . ..... ................... ... ............... .... .. .... ...... .. . Circuit layout.. .. ...... ... ............. .. . .. .......... ..... .... ... ..... . ...... .. ....... ....... ..... . .... ..... ..... ... ... . ......... ..... .. For de¯niteness and to keep track of the physical units.. ..... ..... . ... ..... . .............. ...... ... .......... ... ..................... .... . ... .. ........ ..... ..... ..... . .. ..... ....... ......... ........ .. . ................. .. ... . .. . ..... .. .... ..... ......Step and Impulse Response of Series RLC Circuit ..... . .. .... .......... .. ... ...... .......... .................... ... .. ....... . C ... ........... .... . ...... System block diagram. ....... .. ........ .. .......... ... .. ... ..... .. . . ................... .. ... .. ............ .. ........... . ....... . ... .... ........... ....... ......... ........... .. .. . .. . .. .... .... .. . ...... . . ......... .... ... ..... . ....... ..... . .. . ........ ... . . ... ....... .. ..... ...... ............... ............. ... .... .... ........... ...... ...... . ... .. .... .... vg (t) = x(t) . ..... ..... .... let vg (t) = V0 u(t) 46 (1) ....... ....... .. .. .... ......... .. ..... . ..... ........ ........ .. .. . ....... .... .. .... ............ ... ........... ......... .. .... .. .... ......... .. .. .. . . ....... .... .. . ........... ... .... .. ............ ... ... .. . . ... ......... ... .. ... .......... .... .. ...... ........ .... ..... 2. .. ..... .. .. . . ..... ........ . .. .. ....... .... . ..... . . .... .. .... . ...... ....... ............ .... .... ........ .......... . .. . . .... ... ... . . ........ . ...... ....... . ... ........ .... ....... ........ .. ... . ... .... ... ...................... ... ........ ..... . ........... . .. ... ... .. ......... .......... ... .... .. ... .. ... ... . ........... .. .............. .... .... .. ... ... .. . ... .. ... . ...... .... ..... ..... . .... . ...... ..... . . .. ..... . . ... ... .. ....... . ...... .. . ... ... .......... .................. .... ........ . ....... .. . . . y(t) = Ri(t) Fig.... ... ... .. .. ... ...... ... .... ... .... ... ...... ..... ... 1. .. ......... ..... .... ............. ... ....... ... .. ......... . ..... . ... .... ...... The system step response is a \zero-state" response: No energy is initially stored in the system prior to the onset of the exciting Heaviside step function that turns on at t = 0.. ..... . .... .. .............. .... .. + v (t) ¡ L ² i(t) vg (t) + C + ¡ R ² vR (t) ¡ Fig. . ...... .. ..... . .... . .. ....... . ... .. .. ......... ..... ............ .......

requires the speci¯cation of one initial condition. This second initial condition was already contained in (6). then its current must be a continuous function of time. if the capacitor current dvC (t) dt is to be bounded. If we di®erentiate (6) once to eliminate the integral operator. Since the instantaneous energy stored in the inductor and capacitor at time t are wL (t) = 12 Li2 (t) 2 wC (t) = 12 CvC (t). and hence vL (t) = L i(0+ ) = i(0¡ ): (4) Similarly. zero initial (at time t = 0¡ ) energy storage requires i(0¡ ) = 0 vC (0¡ ) = 0: and (3) If the inductor voltage di(t) dt is to be bounded. 1 is Kirchho®'s voltage law Zt di(t) 1 + Ri(t) + L dt C i(¿ ) d¿ = vg (t). then its voltage must be a continuous function as in iC (t) = C vC (0+ ) = vC (0¡ ): (5) The equation-of-motion for the series circuit of Fig. X i0 (0+ ) = 47 (11) . before we di®erentiated. starts o® at zero vC (0+ ) = 0. The physics of the circuit dictates i(0+ ) = 0. the unique solution of equation (6). whose highest derivative term is of degree one. Evaluation of (6) at time t = 0+ is Li0 (0+ ) + Ri(0+ ) + vC (0+ ) = vg (0+ ): (9) L The capacitor voltage. (6) ¡1 an integrodi®erential equation in the unknown series current i(t). (7) from (3) and (4). With the forcing function vg (t) known. the resulting second-order di®erential equation di(t) d2 i(t) 1 +R (8) + i(t) = vg0 (t) 2 dt dt C now requires two initial conditions for a complete (unique) solution.with the (real) constant V0 being the amplitude of the exciting step function. from (3) and (5). (10) so that together with (1) and (7). statement (9) gives V0 : L Note that the dimensions are consistent in that (A/s) = (V/H). and (2) respectively.

but note that initial condition (14) has information about the original source in the circuit. And our input (1) is proportional to the constant V0 that explicitly appears in the nonzero (\nonhomogeneous") initial condition (14). I believe. Let's restate our initial value problem: L 1 di(t) d2 i(t) + i(t) = vg0 (t) +R 2 dt dt C i(0+ ) = 0 i0 (0+ ) = (12) (13) V0 : L (14) Since our voltage generator is vg (t) = V0 u(t). then the delta function is zero and our equation is homogeneous L di(t) 1 d2 i(t) + R + i(t) = 0 dt2 dt C (t > 0): (16) It looks as though the homogeneous di®erential equation (16) has lost the source. two di®erent r values). but that is not the view we will take. i. Of course.e. Before proceeding. But that's not the point: We choose the best path because it draws attention to what is important and because it is e±cient and 48 . the forcing function on the right-hand side of (12) is a Dirac-delta function. In one view the ensuing construction of the solution to the di®erential equation may seem like a pure exercise in mathematics.e. If there is no initial energy storage to drive the \dead" circuit. L. are required in our case of a second-order equation. we want to let each step in our solution be guided by the physics that the mathematics represents. since the solutions are exponentials. Homogeneous constant-coe±cient linear ordinary di®erential equations (LODE's) are particularly easy to solve. required our detailed understanding of the electrophysics embodied in the circuit. say of the form i(t) = exp(rt) where two such linearly independent forms (i. no one could truly do this in advance if they had not already solved the problem (or read someone else's solution). combine the element values R. but even begs for physical interpretation. the excitation of a nonzero response has to come from an explicit input. then our symbols and formulas and solution will be in a form that not only allows. so that our mathematics will be e±cient and keep us in touch with the important physics that is our quest. especially stating the correct number (two) and type of initial conditions (on the current and its derivative).The proper formulation of the above initial value problem. L d2 i(t) di(t) 1 + i(t) = V0 ±(t): +R 2 dt dt C (15) That looks troublesome. Instead. it is expedient to condense the notation and in fact. and C by in a manner that anticipates the solution. If we do this right. but if we stay away from t = 0.

Firstly. and since the exponential cannot equal zero. The case when ® = !0 is called critically-damped. If ® < !0 . it can be constructed directly. we arrive at the characteristic polynomial for the two roots r2 + 2®r + !02 = 0: (19) The quadratic formula provides the two roots immediately r1.2 = ¡® § j¯: (22) The solution to the homogeneous di®erential equation (18) is a linear combination £ ¤ i(t) = K1 er1 t + K2 er2 t = K1 e¡(®¡j¯)t + K2 e¡(®+j¯)t = e¡®t K1 e¡j¯t + K2 e+j¯t = e¡®t [A cos(¯t) + B sin(¯t)] : (23) It is critically important to recognize that a linear combination of exp(§jx) is equivalent to a (di®erent) linear combination of cos x and sin x.because it works. Or. Under-damped circuit. introduce yet another parameter (constant) q ¯ = + !02 ¡ ®2 (21) so that the two roots (20) are a complex-conjugate pair r1. and can be obtained from either of the other two cases in the limit as ® ! !0 . Although either form is ¯ne. normalize (16) so that the coe±cient of the highest derivative is unity 1 d2 i(t) R di(t) + i(t) = 0 + dt2 L dt LC and then introduce constants 1 LC (17) d2 i(t) di(t) + 2® + !02 i(t) = 0: 2 dt dt (18) ®= to write R 2L and !02 = Insertion of i(t) = exp(rt) into (18) gives £ 2 ¤ r + 2®r + !02 ert = 0. the 49 .2 q = ¡® § ®2 ¡ !02 : (20) Two distinct possibilities exist: The case of an over-damped circuit having ® > !0 and an under-damped circuit when ® < !0 .

(30) the output is y(t) = RV0 ¡®t e sin(¯t)u(t): ¯L (31) If we normalize both signals by the amplitude V0 . with attention drawn to its \turned-on" nature. then the nondimensional input/output signals are R ¡®t x(t) = u(t) and y(t) = s(t) = e sin(¯t)u(t): (32) ¯L The response to the Heaviside unit step function is called the step response. Initial condition (13) gives i(0) = A = 0 (24) immediately! The derivative of the remaining form is i(t) = Be¡®t sin(¯t) (25) £ ¤ i0 (t) = Be¡®t ¯ cos(¯t) ¡ ® sin(¯t) (26) i0 (0) = ¯B: (27) which has initial value Initial condition (14) is now V0 L and the complete solution to the initial value problem is (28) ¯B = i(t) = V0 ¡®t e sin(¯t) ¯L (t > 0) or. so that when the input vg (t) is regarded as x(t) = V0 u(t). so that the current is in (A). The derivative of the convolution z(t) = f (t) ~ g(t) = Z1 ¡1 f (¿ )g(t ¡ ¿ ) d¿ = 50 Z1 ¡1 g(¿ )f (t ¡ ¿ ) d¿ (33) . The signal that is regarded as the output in the linear system diagram of Fig.trig form is better here because it facilitates the application of initial conditions. i(t) = V0 ¡®t e sin(¯t)u(t): ¯L (29) Note that the dimensions of ® and ¯ are both (s¡1 ) and that the dimensions of the product ¯L are (H/s= −). and is denoted here as s(t). 2 is the voltage vR (t) = Ri(t).

........50 ¯L s(t) R 0. .. .... . ..... ..........00 0. ... ...... . ..... .. . . . . ... .. ... ..... .. . ... .... . . ..... . ..... ....... 1 is therefore ¸ · R ¡®t ® h(t) = e cos(¯t) ¡ sin(¯t) : L ¯ (36) Note that the units of h(t) are (s¡1 ).. ... .... .. .... ... .. .... ... ... ...... ... . ... ........ ........ ....... ........ ................ .. . ..... Normalized step response of underdamped RLC circuit... ..... .. ....... ...... .. ... ..... ....... ... ... . ...... .. .... .. .. . ..... ........ .....00 ¡0:25 ¡0:50 ¡0:75 .. .. ..... Dashed curve: ®=¯ = 0:5 51 18 20 ... . ..... 0 2 4 6 8 10 12 14 16 ¯t Fig 2.....is z 0 (t) = f 0 (t) ~ g(t) = f (t) ~ g 0 (t): (34) Therefore. .. . ... .... .. ... ....... .. ....... .... ... ......... ... . .... ....... .... .. ... ... ..... .. ..... ..... ........... .. .. . .... .... . .......... .. .... ... . ....... ..... . .... . .. ...... . . .......... .. .... . .. .... . ............ ....... ...... ...... . .... .... ... . .... as are the units of ±(t).. ... . Sold curve: ®=¯ = 0:1.. ............ ..... ... .......... .......... .....25 0......... .. .. . .......... .... ...... ....... ..... .. . .. ....... .. .. .. .. ..... . ..75 0. ........ . . .... .. .............. . .. ...... .... ........ ...... .. . ......... ........ 1........ .... . ....... .. ... .. .......... ..... .... ................... . ..... .......... ........ ............. ...... ............ ........... the system impulse response is the derivative of its step response h(t) = s0 (t): (35) The impulse response of the RLC circuit of Fig........... .. ............. ... . ... . . .. .. .. ............... .... . ........... ... ...... . . .. .. .. . .. . ... ........ ... .... ...... ...... . ...... ....... ... .... ....... .............. ...... ....... ........ ... ...

(37) (38) we see that 0 < ®1 < ®2 and the solution to the homogeneous di®erential equation (16) can be written as the linear combination i(t) = k1 e¡®1 t + k2 e¡®2 t (t > 0): (39) Initial condition (13) is i(0+ ) = 0 so that k2 = ¡k1 and therefore £ ¤ i(t) = k1 e¡®1 t ¡ e¡®2 t : (40) £ ¤ i0 (t) = k1 ®2 e¡®2 t ¡ ®1 e¡®1 t (41) The required derivative is and at time t = 0+ this must be £ ¤ V0 i0 (0+ ) = k1 ®2 ¡ ®1 = L and therefore (42) V0 : (®2 ¡ ®1 )L (43) £ ¡®1 t ¤ V0 e ¡ e¡®2 t u(t) (®2 ¡ ®1 )L (44) k1 = The solution for the current is now i(t) = and the nondimensional step response is s(t) = £ ¡®1 t ¤ R e ¡ e¡®2 t u(t): (®2 ¡ ®1 )L 52 (45) . If ® > !0 . so with r1 = ¡®1 q with ®1 = ® ¡ ®2 ¡ !02 and r2 = ¡®2 with ®2 = ® + q ®2 ¡ !02 . then both roots of the characteristic quadratic polynomial (19) are real.Over-damped circuit.

....... .. .......... . .... ....... .......... ha (t) ........... .... .......... ...... .............. ............................... . ... .......... . ......... ... ........ ....... .... ............................ ............ .... .......... .... .................... ............................... ................................ ..... ............... ...... ............. and in fact more illuminating than..... ................... . ...................... Given that a (scaled) rectangular pulse 1 x(t) = ¦ T μ ¶ t T behaves as the Dirac-delta function in the limit as T ! 0..... ........... ........ . ... .. ........ ............ . specifying the circuit element values R....................... ........ + . L ² ² C ±(t) ² R + ................ ........... ......................... ..................................................................... ................. ....................... ..... ..... ........... ... .................... .. ............... ... repeated root........ ................. how small does T have to be so that the response y(t) of a system to the pulse x(t) is a good approximation to the true system impulse response h(t) ? Consider the underdamped RLC circuit with parameters ® and ¯........ Find the impulse response of these four circuits. ................................. ................. ..... ....... .. ........................ ......... .. .. ... L.... ............ Find the step and impulse responses of the series RLC circuit that is critically damped: when ® = !0 and the characteristic quadratic polynomaial has a single... ...... .. ..) Use MATLAB to compare graphs of h(t) with y(t) for several values of the pulse-width T ............... ............ ........ .................... ........... Homework Exercises.... .................. (Note that specifying ® and ¯ is equivalent to. ............................. ................. ................. .......... ............... ..... ² + ...... ................................................. ..... ....... ......... .... . ...................................... .................. .......................................... ............................... ² L hc (t) ±(t) ¡ ¡ What is the relationship between ha (t) and hb (t) ? + ¡ + hd (t) R ² ¡ Between ha (t) and hd (t) ? Homework.................... .. ........... ...... The important parameter(s) of the problem should be nondimensional......... .. . ² R ±(t) ¡ + C ±(t) ¡ ¡ ¡ + + ..... .. ... and C......................... ................... ............................ ...................... ..... ...................................... ................ ................. .. ................ .. hb (t) R ² .. ......................... ...... ........................Homework....................... ... ........................ ............ ........................... .................................................. ... ..................... 53 ...... .........

. .... . .. ........... ... . . .. ..... . .................. . . ............ . . .. . ..Evaluation of an Important Integral via the Laplace Transform 1.... ....... ...... .... . ..... . ... .. .. ...... . . ... ..... ... ........ . ..... . ........ ............ ........ .. ... . ...... .......... ....... ........ ... .. . ........... ........... ......... .. ... ....... .. .... . .. .. .... ............. ............ ..... .... .. ... . ..... ...................... ...8 0. .... ...... ..... .. . ...... .............. ... ............. ...... . ... ........ ..................... . .... observe that Z1 sin(x) dx = 2 x ¡1 Z1 0 54 sin(x) dx: x (5) . ... .. .. .. .... .0 0... .. . .. ...... ... ........ .... . .......0 ¡0:2 ¡0:4 ... .2 0........ . ...6 sin(x) x 0...... ..... ..... ....... . .. = (¡1) = x¡ + ¡ ::: x x n=0 (2n + 1)! x 3! 5! · ¸ x2 x4 = 1¡ + ¡ ::: 3! 5! sin(x) =1 x!0 x sinc(0) = lim sinc(¡x) = sinc(x) We want to show that Z1 is even sin(x) dx = ¼: x (1) (2) (3) (4) ¡1 Since sinc(x) is even.. .... ... ................... .......4 0.. ...... ... ....... ............. .... . ............ ..... ............ . .... .. ......... . ...... ........... ... . . ............. ..... ....... .. ...... ..... ..... . ......... ¡6¼ ¡4¼ ¡2¼ 0 2¼ 4¼ 6¼ x · ¸ 1 2n+1 sin(x) 1X 1 x3 x5 n x sinc(x) . .. .... . ................... ...... ......... .... . .... ........ ..... ... .. ....... . . . .. .... . ............... ..... ..... . ... .... ..... .. . ... ........ ......... .......... . ... ............ ... . .....

Consider y = tan(x) so that dy d sin(x) = = 1 + tan2 (x) dx dx cos(x) 4 If you know one. Although not important for our purposes. x (6) 0 called the \sine integral. or you can use a web-based integrator4 ). ¯nd one! 55 . then · ¸ Z1 f (t) L = F (¸) d¸ t (8) 2 t 3 Z F (s) L 4 f (¿ ) d¿ 5 = s (9) s 0 lim f (t) = lim sF (s) t!1 ¯nal value theorem s!0 (10) The Laplace transform of g(t) = sin(t)u(t) (11) 1 : +1 (12) is G(s) = s2 The Laplace transform of h(t) = g(t) = sinc(t)u(t) t is then H(s) = Z1 d¸ : +1 ¸2 (13) (14) s This integral can be found in a table (say in your calculus book. Perhaps it is helpful to write Si(t) using ¿ as the dummy variable of integration Si(t) . If you don't know one. tell the class. Zt sin(¿ ) d¿: ¿ (7) 0 We will use the following Laplace transform properties. let's do it ourselves just for fun. If L[f (t)] = F (s)." Our desired integral (half of it!) is the ¯nal value of Si(t). that is Si(1).Our approach is to ¯nd the Laplace transform of the function Si(t) . Zt sin(x) dx. or you can use a symbolic mathematical tool such as MAPLE.

.. .. .... ...... . . .. ...... . .. . .. .. ..... .... .. . . . . .... .. ... . ..... ... .. ... .. ... .. . ... ... .. . ... . . ... ... ..... ... ... . . .Z Z1 s dy 1 + y2 dy = dx 1 + y2 Z = dx = x = tan¡1 (y) dy ¼ = tan¡1 (1) ¡ tan¡1 (s) = ¡ tan¡1 (s) = tan¡1 (1=s) 2 1+y 2 . .... . .... ... ... .... ... . .. .. . .. .... .. ....... .... ... ..... .... .... .......... ..... . ..... . .... ... ... . .. ...... . .... ... .. ... ........... . . . ....... ... ...... ... ... .. ... .. .. . ... ........ . ... .. ¼=2 ¡ μ tan¡1 (s) + tan¡1 (1=s) = s ¼ 2 μ 1 Therefore the Laplace transform of h(t) = sinc(t)u(t) is H(s) = tan¡1 (1=s): (15) The Laplace transform of f (t) = Si(t) = Zt sinc(¿ ) d¿ (16) 0 is now F (s) = tan¡1 (1=s) s (17) and the ¯nal value theorem gives Si(1) = f (1) = lim sF (s) = lim tan¡1 (1=s) = s!0 s!0 56 ¼ : ¥ 2 (18) .. . .. .... .. ...... ...... . . . . . .. ... ... ....... . .... .. ... . . . ..... ..... ... ...... .. . .... . . ..... . . ........ . .

(4) . x (2) ¡1 Dirichlet's discontinuous integral falls out Z1 ¡1 sin ®x dx = ¼ sgn(®) = §¼ x (® ? 0): (3) Integrate the left hand side of (1) from a to b: Zb a 1 2¼ Z1 j!t e ¡1 1 = 2¼ 1 d! dt = 2¼ Z1 · ¡1 Z1 Zb ¡1 a sin b! sin a! ¡ ! ! j!t e ¸ 1 dt d! = 2¼ Z1 ejb! ¡ eja! d! j! ¡1 1 d! = [¼ sgn(b) ¡ ¼ sgn(a)] = 2¼ This is the sampling property of ±(t) ¤: 57 ½ 1. o. a < 0 < b 0. This Fourier integral satis¯es the de¯nition of the Dirac-delta (distribution or generalized function): 1 2¼ Z1 ej!t d! = ±(t): (1) ¡1 Given the integral Z1 sin x dx = ¼.w.Proposition (Spectral form of the Dirac-delta).

We can easily demonstrate the legitimacy of the Fourier transform pair by taking the inverse transform of the forward transform 2 3 Z1 Z1 n £ o ¤ 1 4 F ¡1 F f (t) = f (¿ )e¡j!¿ d¿ 5 ej!t d! 2¼ ¡1 ¡1 {z } | F (!) = Z1 ¡1 = Z1 ¡1 f (¿ ) Z1 1 ej!(t¡¿ ) d! d¿ 2¼ ¡1 | {z } ±(¿ ¡t) f (¿ )±(¿ ¡ t) d¿ = f (t): 58 .Fourier Transform F (!) = F[f (t)] = Z1 1 f (t) = F ¡1 [F (!)] = 2¼ F f (t)e¡j!t dt () ¡1 Z1 F (!)ej!t d! ¡1 ¯ 1 ¯ ¯Z ¯ Z1 Z1 ¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯f (t)e¡j!t ¯ dt = ¯f (t)¯ dt f (t)e¡j!t dt¯¯ · ¯ ¯ ¯ ¡1 ¡1 ¡1 Therefore a su±cient (not necessary) condition for the existence of F (!) is the absolute integrability of f (t) Z1 ¯ ¯ ¯f (t)¯ dt < 1: ¡1 Note that the zero frequency value of the Fourier transform (or spectrum) F (0) = Z1 f (t) dt ¡1 is the DC or \average value" of the signal f (t).

f (t) = Ae¡®t Gaussian signal \and it is a trick" 6. f (t) = 1 P k=¡1 16.Fourier Transform Exercises Find an expression for the Fourier transform of the following time-domain signals. decaying exponential (a > 0) 1. f (t) = A ±(t ¡ nT ) Woodward's comb function g(t ¡ kT ) periodic replication where F[g(t)] = G(!) 1 P k=¡1 ¦[(t ¡ kT )=¿ ] rectangular pulse train 59 . and sketch BOTH f (t) and F (!): 0. f (t) = (!0 t) sin 8. !0 =2¼ = 1250 (kHz) and m(t) = \Your Cheatin' Heart" 11. f (t) = t¦(t=T ) 14.e. f (t) = B¤(t=T ) triangular pulse 3. f (t) = u(t) Heaviside unit-step function (why is this one so hard?) hint: write u(t) = lim e¡at u(t) and note lim a!0 a2 a!0 9. f (t) = C constant 4. f (t) = D combT (t) = D 1 P n=¡1 15. f (t) = A¦(t=T ) rectangular pulse 2. f (t) = m(t) cos(!0 t) AM modulated signal i. f (t) = e¡®jtj ½ ¾ cos 7. f (t) = e¡at u(t) causal. f (t) = sinc(®t) 12. f (t) = ±(t ¡ t0 ) delayed Dirac impulse 2 5. f (t) = sgn(t) a = ¼±(!) + !2 signum (or signature or sign) function 10. f (t) = ¦(t=T ) ~ sgn(t) 13.

Fourier Series f (t) = a0 + 1 X cn ejn!0 t (!0 = 2¼=T ) n=¡1 n=1 1 a0 = T 1 X [an cos n!0 t + bn sin n!0 t] = tZ 0 +T ½ f (t) dt an bn ¾ 2 = T t0 tZ 0 +T f (t) ½ cos sin ¾ (n!0 t) dt t0 1 cn = T tZ 0 +T f (t)e¡jn!0 t dt t0 Fourier Transform F (!) = F[f (t)] = Z1 ¡j!t f (t)e ¡1 Properties 1. time di®erentiation ¡1 Transform c1 f1 (t) + c2 f2 (t) 4. time scale 5. time delay 7. integration Rt ¡1 c1 F1 (!) + c2 F2 (!) F (!)G(!) 1 F (!) ~ G(!) 2¼ f (t)g(t) ¡jtf (t) F (!)ej!t d! F (! ¡ !0 ) f (t) ~ g(t) 9. superposition 2. convolution dt () f (t) = F Signal 3. duality 6. multiplication f (®t) F (t) 10. frequency translation F j!F (!) d F (!) d! f (¿ ) d¿ ¼F (0)±(!) + ¡1 60 1 F (!) j! . frequency di®erentiation Z1 2¼f (¡!) f (t)ej!0 t df (t) dt 1 [F (!)] = 2¼ e¡j!t0 F (!) 1 ³!´ F j®j ® f (t ¡ t0 ) 8.

time delay 1 X x[n]z ¡n n=¡1 Signal Transform c1 x1 [n] + c2 x2 [n] z ¡m X(z) x[n ¡ m] 3.Z1 ¡1 1 jf (t)j dt = 2¼ Z1 2 F u(t) () F ¦(t=¿ ) () ¿ 1 + ¼±(!) j! sin(!¿ =2) = ¿ sinc(!¿ =2) !¿ =2 F sinc(¯t) () F combT (t) () ¡1 jF (!)j2 d! ¼ ¦(!=2¯) ¯ 2¼ comb2¼=T (!) T Z-Transform Zfx[n]g = X(z) = Properties 1. accumulation n P c1 X1 (z) + c2 X2 (z) X(z=³) X(z)Y (z) d X(z) dz 1 X(z) 1 ¡ z ¡1 ¡z x[k] k=¡1 61 . superposition 2. convolution x[n] ~ y[n] 5. frequency di®erentiation nx[n] 6. modulation x[n]³ n 4.

Lff (t)g = F (s) = Z1 f (t)e¡st dt is the transform pair L f (t) . F (s) 0 property t-domain linearity ®f (t) + ¯g(t) s-domain ®F (s) + ¯G(s) e¡st0 F (s) f (t ¡ t0 )u(t ¡ t0 ) time delay time scaling 1 ® F (s=®) f (®t) exponential modulation e¡®t f (t) time di®erentiation df (t)=dt time integration time integration s-domain di®erentiation sF (s) ¡ f (0) s2 F (s) ¡ sf (0) ¡ f 0 (0) F (s)=s F (s)=s + ¡dF (s)=ds R1 F (¸) d¸ s tf (t) division by t f (t)=t t-domain convolution f (t) ~ g(t) F (s)G(s) Initial value theorem lim f (t) = lim sF (s) t!0 s!1 lim f (t) = lim sF (s) Final value theorem t!1 s!0 Short Table of Laplace Transforms (s = ¾ + j!) ±(t) u(t) e¡at u(t) te¡at u(t) tn u(t) cos(®t)u(t) sin(®t)u(t) (® > 0) F (s + ®) d2 f (t)=dt2 Rt f (¿ ) d¿ 0 Rt f (¿ ) d¿ ¡1 reprise (t0 ¸ 0) 1 1 s 1 s+a 1 (s + a)2 n! n+1 s s 2 s + ®2 ® 2 s + ®2 62 (8s) (¾ > 0) (¾ > ¡Re[a]) (¾ > ¡Re[a]) (¾ > 0) (¾ > 0) (¾ > 0) 1 s R0 ¡1 f (t) dt .

A preliminary integral Z1 I= 2 e¡x dx = p ¼ ¡1 is required. But it's so pervasive in signal analysis and communications that we use it almost daily. The trick5 to derive this is to consider Z1 2 I = ¡x2 e dx ¡1 Z1 ¡y 2 e Z1 Z1 dy = ¡1 e¡(x 2 +y 2 ) dx dy: ¡1 ¡1 Conversion to polar coordinates via x = r cos Á and y = r sin Á gives 2 I = Z2¼Z1 0 ¡r2 e μ ¶ 1 =¼ r dr dÁ = (2¼) 2 and so I= 0 Our desired Fourier integral is F (!) = Z1 ¡®t2 ¡j!t e e dt = 2 Z 1 2 e¡®t cos !t dt 0 ¡1 since f (¡t) = f (t) is even. Di®erentiation w. ® If f (t) = exp[¡®t2 ] This one is a bit involved to show. ! gives dF (!) = ¡2 d! Z1 2 te¡®t sin !t dt: 0 Integration by parts 5 \And Z u dv = uv ¡ it is a trick!" 63 Z v du p ¼: .t. so here is a classical derivation that uses nothing more than integration-by-parts and a simple ¯rst order di®erential equation.Fourier Transform of the Gaussian r ¼ then F (!) = exp[¡! 2 =4®]. especially without complex variable theory.r.

.. ..... . ..... .....8 0. . ..... . . . ... ......... .. ... ... .... .. .. .0 ..... . . . .. ... ... .. . .. .. .. ....... .. .... ... ..... . .0 .. . .... ....... . . ...... . . .. .. .. . . .... ........ ... . .. .. . ... ....... ... . . ... . ... . ... ... . ....... ... . . . .. .. . .... ... ..... . . ..... .... ...... . ..... .... ...... .. ¡3 ¡2 ¡1 0 1 2 1. . . . . . . .. ... . .. . ..... .. .. . .... . . . ..... ... . ..... ... .......... . ........ ...... . . .. .... ... . .. ... . .with u = sin !t du = ! cos !t dt 2 e¡®t v= ® ¡®t2 dv = ¡2te gives ¯1 Z ¯ ! 1 ¡®t2 1 ¡®t2 dF (!) ¯ sin !t¯ ¡ e cos !t dt = e d! ® ® 0 t=0 or dF (!) ! = ¡ F (!) d! 2® dF (!) d! = ¡ ! F (!) 2® d ! ln F (!) = ¡ d! 2® 2 ! +C ln F (!) = ¡ 4® F (!) = eC e¡! Z1 C e = F (0) = 2 =4® ¡®t2 e dt = r ¼ ® ¡1 F (!) = r ¼ ¡!2 =4® e ® solid curves: ® = 1.. ...... . . . .5 0.. .. ...2 0. ... ... . ..... ... ...... ...... .... .0 F (!) 2... ... ... . .4 0.... . . . . ..... . ... . . .. ..... ..... ... . . .. . . ..... ...... ... .. . . . .. . ..... .... .0 0.. ....... . .. ... ..6 0... ...... .. ...... .... ... .. ....... . . ¡8 ¡6 ¡4 ¡2 0 ! 3 t 64 2 4 6 8 .. .. . .. ..... .0 0. . .. ... . . . . ..... . ... . . .......... . . .. .... ...... ....... . ... ... .... . . .. . . .. . . ..... . . ..... ........ . .. .. . . . .. . ... ... . ... . . . . . ... .. .... . .. ..... . .... . ..... .. ... .. . ... . . . . ..... . . .. .... . . . ... . . . .. ..... dashed curves: ® = 2 f (t) 1. . . . ... .. ... . . .... .. . .. .... .... .. . . ... . .... .. . .. ... . .. ... ......... .... . ... ... ... . ... . .. . .. . .... ..... .5 1. .... .. ... .

that is Z1 ¡1 jf (t)j dt < 1: The Heaviside unit step function is not absolutely integrable Z1 ¡1 ju(t)j dt = Z1 dt ¥ 1 0 and therefore we might anticipate that its Fourier transform will be both di±cult to evaluate and exhibit singular behavior. Recall or note that the periodic signal cos(!0 t) is not absolutely integrable. 65 . Clearly ®=¼ lim 2 = 0 if ! 6 = 0. so the truth of (1) is veri¯ed.Fourier Transform of the Heaviside Unit Step Function F (!) = F[f (t)] = Z1 ¡j!t f (t)e F () dt ¡1 f (t) = F ¡1 1 [F (!)] = 2¼ Z1 F (!)ej!t d! ¡1 Recall that a su±cient (but not necessary) condition for the Fourier transform F (!) of a signal f (t) to exist is that the signal be absolutely integrable. ®!0 ® + ! 2 The integral ® ¼ Z1 ¡1 d! 1 = 2 2 ® +! ¼ Z1 ¡1 ¯1 ¯ dx 1 ¼=2 ¡ (¡¼=2) ¡1 ¯ = tan (x) = =1 ¯ 2 1+x ¼ ¼ x=¡1 gives unity independently of ®. and its spectrum consists of Dirac-deltas 2 1 3 Z1 j!0 t Z Z1 ¡j!0 t e +e 1 e¡j!t dt = 4 F[cos(!0 t)] = e¡j(!¡!0 )t dt + e¡j(!+!0 )t dt5 2 2 ¡1 ¡1 ¡1 ¤ £ = ¼ ±(! ¡ !0 ) + ±(! + !0 ) : Two preliminary formulae or ideas: First: lim ®=¼ = ±(!) + !2 ®!0 ®2 (1) This is the Cauchy or Lorentz Dirac-delta sequence (that we already studied back on page 7).

That is £ ¤ F[u(t)] = lim F e¡®t u(t) = lim 1 : ®!0 ® + j! ®!0 Rewrite 1 ® ¡ j! ® ¡j! = = 2 + 2 2 ® + j! (® + j!)(® ¡ j!) ® +! ® + !2 so that F[u(t)] = lim ®!0 ®2 ® ¡j! 1 + lim 2 = ¼±(!) + 2 2 ®!0 ® + ! +! j! from (1) and (2) above. The only other possibility is that our limit also has a Dirac-delta at the origin of strength or weight K 1 1 = + K±(!): ®!0 j![1 + (®=!)2 ] j! lim Integrate both sides of this from ! = ¡² to ! = +² 1 j Z² d! ![1 + (®=!)2 ] ¡² = Z² 1 j d! ! + ¡² K Z² ±(!) d! ¡² and observe that the integral on the left side and the ¯rst integral on the right side vanish because of the odd symmetry of their integrands. 66 (F) . Although the restriction ® > 0 enabled us to evaluate the Fourier transform of the decaying exponential. One of our ¯rst examples (or exercises) of Fourier integral evaluations was the causal. Therefore the only possibility is K = 0 and the truth of (2) is established. by making the time-domain function decay su±ciently fast as t ! 1. decaying exponential ¤ £ 1 (® > 0): F e¡®t u(t) = ® + j! The condition that ® > 0 is necessary to ensure convergence of the integral.Rewrite it as ¡j! 1 = 2 +! j! lim Second: (2) ®!0 ®2 1 1 = 2 ®!0 j![1 + (®=!) ] j! lim which is clearly true if ! 6 = 0. let's try to get our desired Fourier transform of the plain Heaviside unit-step by taking the limit of the above result as ® ! 0.

Since 2u(t) = 1 + sgn(t) we now have the Fourier transform of the signum function as · ¸ 2 1 F[sgn(t)] = 2F[u(t)] ¡ F[1] = 2 ¼±(!) + ¡ 2¼±(!) = : j! j! With F[u(t)] = ¼±(!) + 1 j! then by the time-di®erentiation property of the Fourier transform · ¸ df (t) F = j!F[f (t)] dt where ±(t) = du(t) . dt we have the correct transform · ¸ 1 F[±(t)] = j! ¼±(!) + = 1: j! Using the convolution property of the Fourier transform F[f (t) ~ g(t)] = F (!)G(!) and the integral identity Zt f (¿ ) d¿ = f (t) ~ u(t). ¡1 we have the Fourier transform of the integral as 2 F4 Zt ¡1 3 · ¸ 1 F (!) f (¿ ) d¿ 5 = F (!) ¼±(!) + = ¼F (0)±(!) + : j! j! 67 .

we want the Fourier transform of some signal F (t): F[F (t)] = Z1 F (t)e¡j!t dt: (1) ¡1 The fact that our time domain signal is a \big" F of t means that we interpret our big F as related to some \little" f via a direct Fourier transform F (x) = Z1 f (»)e¡jx» d» (2) ¡1 and therefore the particular little f that must have spawned our big F must be Z1 1 f (») = 2¼ F (x)ejx» dx: (3) ¡1 According to (2).Duality Property of the Fourier Transform Recall our notation for the Fourier transform F (!) = F[f (t)] = Z1 ¡j!t f (t)e ¡1 F dt () f (t) = F ¡1 1 [F (!)] = 2¼ Z1 F (!)ej!t d!: ¡1 For our duality property. e¡j!t dt: (5) Reverse the orders of the » and t integrations F[F (t)] = Z1 ¡1 2 f (») 4 | Z1 ¡1 3 e¡j(»+!)t dt5 d» {z } recognize as 2¼±(»+!) 68 (6) . we can also write F (t) = Z1 f (»)e¡jt» d» (4) ¡1 and insertion of this into (1) yields F[F (t)] = 8 Z1 < Z1 ¡1 : f (»)e¡jt» d» ¡1 9 = .

and so F[F (t)] = 2¼ Z1 f (»)±(» + !) d» = 2¼f (¡!): (7) ¡1 Our desired duality property of the Fourier transform is here F[F (t)] = 2¼f (¡!) where F f (t) . by inspection. If we know the forward transform. T (8) ³ !´ F[T sinc(tT =2)] = 2¼¦ ¡ T (9) it follows from duality that or 2¼ ³ ! ´ ¦ (10) T T by the linearity of the Fourier transform operator. and invoking the even symmetry of the pulse function ¦. Now T is just a remnant parameter from the original pair (8). 69 . so let's introduce a new (better!) constant ® = T =2 such that the above is F[sinc( T2 t)] = ¼ ³!´ F[sinc(®t)] = ¦ : ® 2® (11) Add this entry in your table of Fourier transforms! Another View. then we also know the reverse transform of any function. Consider a function ª(x) related to a given function Á(u) through the direct Fourier transform operator ª(x) = Z1 Á(u)e¡jux du: (12) ¡1 Consider a second function Ã(x) related to our given function Á(u) through the inverse Fourier transform operator Z1 1 Ã(x) = Á(u)ejux du: (13) 2¼ ¡1 Observe that ª(x) = 2¼Ã(¡x). Example. Since we already know the Fourier transform pair μ ¶ t F ¦ . T sinc(!T =2). F (!) is the notation for the original Fourier transform pair F[f (t)] = F (!).

............. Often our time-domain signals are one of the \linear" signals in an electric circuit.... ...... ......... ... . .. .. .... ......... .... . ................... . .. ....... .. ... such as a voltage v(t) or a current i(t).......... .... ......... ..... ... If the signal f (t) does possess a clear maximum and most of its energy or power 6 6 This is an example of hazy (perhaps lazy.. x Consider the three functions (or signals) graphed above... ..... ..... .. ................ ... ............ .. .. .. . . .. . ..... too) language..... .... . ...... ....... .... . ..... .. ........ ... ..... . ..... ... ....... ... . .... Power p(t) (in Watts) is not equal to energy E(t) (in Joules) but we are approximately thinking that p(t) / E(t) / jf (t)j2 ........ ........... .... ... ... . ....... ... ...... .. . ........... ......... .... .. . .. .... . .... . . .. ... .. . . ..... ... . ...... .. .......... . ...... ..... .............. .............. .. ... .. .. .. . ...... The oscillatory and somewhat wild signal f3 (x) possesses no obvious maximum that we see in its graph and it is unclear how to de¯ne any kind of a pulse width for it. .. .... ....... ... ... .... . ........ ..... . . ... .... .... .. .. ............... .... ...... ... .... .............. . . . ... ... .... ............. . .. ..... .... .. ........ . ......... ... ........ .. ........ ............ .......... . ........ . . . ...... . ..... .. ... ...... ... ...... ...... ......... .. .... .... .... x f3 (x) .. . . ..... ...................... ..... . ..... .... .......... ... . ... ......... .... .......... .. .... . ........... ... ..... ............ ... ...... ..... .... .............................. .. . ......... ....... ....... . .. . ..... ....... . .... ............. . ... ...... .............. ..... .... .... ... ... ....... . ... ...... ... . ............... ........... ...... x f2 (x) ... .... . .............. . . ........ ... .. .... .... ....... .... ...... . ....... ....... . .................. ........ ........ ..... . . . ... ..... . . ... ....... ... . ..... ..... ...... ..... .. .... ... ...... ..... ... ... ... .. . . ....... ... ...... .... ........ . .. . . ...Half-Power Bandwidth or Pulse width f1 (x) ...... .... ..... ...... ............. . ...... . .... ........ . ...... ........ .... ..... . ... ....... ...... . .... ..... . .. .... ....... .. . ... .. .. .. . ........ . . ............. ........ ......... ....................... ........ ..... .... .. .... ..... ..... . . ... . . .. ..... The function f1 (x) has a clear maximum and a \function width" or \pulse width" about the maximum where most of its energy is concentrated........ .... ....... ... .... ... .. ..... .................... ..... . ... . . . .. ... ............... ... ...... ..... ..... . ............ . ... ..... .... .............. . ..... The same observation applies to the signal f2 (x)....... . . ... .... .. ... . ... .. . .... . . ... ..... The instantaneous power associated with one of the linear signals f (t) is proportional to jf (t)j2 ...... .... . .... ...... ... ..... .. . .... . .. .............. ... ... ... ....... ..... .. . ........... ....... . .............. ......... .. .. .... ... .. ...... ... ..... ........ .. ...... . .. .. .... . .. 70 ..... .. ...... .. ... .. ............ ... ...... .. .... . ... .... ... ...... ...... .. ......... ... .... ...... .. .. .. ...... the displacements x(t) or velocities v(t) are examples of one of the so-called \linear" signals that we might be interested in.... .... ........... . ....... ... .. .. .... but its \pulse width" is perhaps not as obvious.... .... ................ .. . ... . ........... ........ .... .. ... .. ........ . ... . . ..... .... .. ..... . .. . ..... ..... .. .... . . ..... .. ....... ..................... .. ... ....... .. .. ....... .. .. .. ....... ...... .. .............. In a mechanical system. .... ....... .. ......... .. .... .. ......... .. . .. ... .... . .......... ... . .. . . .... ... ........ .

.. .. .. ... 71 p 8® ln 2 ! .. ... .. ... ...... .. .. .... . .... .... . ..... ... . ... ... .. . .... . ........ .... 1=2 .2 )j2 1 = 2 jfmax j 2 or jf (t1.. ... the half-power points t1.................... ...... . ........... . .. .. . . .. .. .. ......... .. ..... ........ ...... ... .. ... .. This will not be true in general. . ...... ... .... ..... ............ . ..... but a simple B1=2 seems ¯ne... ....... . .. ....... .... . ... ... . ........ ..... ... ..... ... ......... . . ... ......... .... . jf j jF j jf j p 2 T t1 T1=2 jF j p 2 t B !1 t2 exp(¡®t22 ) 1 =p 1 2 r ln 2 t2 = 2® r 2 ln 2 = t2 ¡ t1 = 2t2 = ® !2 exp(¡!22 =4®) 1 =p 1 2 !2 = p 2® ln 2 B1=2 = !2 ¡ !1 = 2!2 = The \BT product" B1=2 T1=2 = 4 ln 2 is independent of ®.......... . . ..... ............ . .. ......... .... ... . .. .. ... .... .... ........ .... . . . ...... . .. ... . ......... ... . ..... . .......... ................. ....... .......... ............ ... ......... ... ..... .... . The symbol for bandwidth is typically BW in communications work.. .... ...... ..... .. .... .. ....... . ..... .... ..... ... ... . ..... ....... ...... ..... ... .... max .. .. . . .... .. .. ..... .. ..... ... .. ................is concentrated around the maximum (such as the functions f1 and f2 above)..... ....... ... .... .. . . .... .... .. ... . ......... 1=2 . . ... ...... .... ..2 )j 1 =p : jfmax j 2 When the signal magnitude is given or graphed in units of decibels (dB). ......." This measure of \signal duration" applies equally well in the frequency domain. .... . . .. . .............. .. ........ ...... ......... ... ... ............ .... .... . ... ........ .. .. . . .... . . .... . ... ... ... then we de¯ne the half-power pulse width as T1=2 = t2 ¡ t1 where jf (t1. . .. ........ ...... . . . ... . .. ............ . .. ........ .. .... ..... . ..... . ....... where the term bandwidth is commonly used instead of pulse width. . ...... .. ...... .... . ........ ... .. . .......... .. .......... .. . .. Example: Gaussian pulse.. . ... . .. . ... ....... ... . r ¼ F (!) = exp(¡! 2 =4®) f (t) = exp(¡®t2 ) ® . ... . . .... max ... . ........ . .. ... .. .... .... ... ..... ..... .. ... . .... . .... . . ... .. ............. . . .. ...... . . .... ....... .. .. . ..... . .. . .............. .. .... . max .... .... .. .......... ..... .... ......... ........ . . ........ ... .. . .. ... ... ... ......... .. . . . ......... .. ...... ......... ... . .... ... .. ..... . . .. ... .... . . ...... .... .. .............. . . .. .. .. .... ... .. ... .. ....... .. .2 are also called the \3 (db)" points since p 10 log10 (1=2) = 20 log10 (1= 2) ¼ ¡3: The half-power pulse width is also then called the \3 (dB) pulse width.... ..... max ... . ..... . ...... . ... ... ...... ..... Note in this case that jf (t)j = f (t) and jF (!)j = F (!)... .. . .. ... .. .. . ....... .

... ...... . . . .. ... ..... ....... .. .. .... .. ..... . .. . . . ..... .. ... ... . .... . . ... . . . .. . .... 1.... . . . .. . . . ................ .. ... ... ..... .... .. . .. .... .. ..... . ... ... . .. .. .... .... . .... .. . . . ... . .... . . . . .. ..... .. .. . . . . . . .. . .. .. . ... . . . . ........ .......... . .. .. . ........ .... .. ... .. . .. .. . . . .. . . .... .... . .... .. .. . . ¡30 ¡10 sin(x1 ) 1 =p x1 2 ¡8 ¡8 =) ¡6 x1 = ¡4 ¡2 p 2 sin(x1 ) 0 x x1 =) 2 4 6 8 10 x1 = 1:391557378251510 If f (t) = ¦(t=T ) is the standard rectangular pulse of pulse width T ... .. ....... . . .. .. .. .. .. ... . . .... .. . . ...4 0. ..... . . .......Example: The sinc function. ....... .. .. .. .. . . ... . ...... .... .. . . ... . . .. . ... .... . .. .. . . .... ... .... . . . ... .. . . .. . . .. . . ... . .. ... . .. .. . . .. ... ... . ........ which can serve as a scaled frequency ! for the spectrum of a time-domain rectangular pulse. . .. .. ... ..... ..... .. ... . . . ... .. . . ... . . ... .. ....... . .. . . .... ....... . ..... . .. . . .. . . .. . ... ..... . . ....... ... . .... .. . . .. ..... .. . .. .. .. ...... . ... .... .. ..... .. . . ... .... .. .... .. . . ... . . . . . .. .. .. . . .... ...... ...... . .. ...... .. . ... . .. . . .. . we see that the half-power bandwidth is B1=2 = 2!1 ¼ 2 £ 2 £ 1:39 5:56 ¼ : T T 72 ............ . . ................ . . . . . .. ..... . ... . . . ...6 jsinc(x)j 0. ... . . . .. . . .. .... ..... .. . . .. . .. .... .. .. .... ... .. . . . then since the spectrum is F (!) = T sinc(!T =2). ........... . ... .... ... . ....... . ... . . ... ......... .. .... ....... .. . ......... . ....... ......... .. .. . ...... .... . . . . ..... ... .. . . . ... . ...... .. . ... . . .. ... . .. .. ... . .. .. .. ... . .... ... ... . . . . .. .. ... ... .. . ... ... ... . . ...... . . .. . . .... . .8 p 1= 2 0.. .. . ... ...... . . .. ..... . . . . . . .... . . The abscissa is x. . .. . .. .. .. . . .. ... ... . ... . . .... . ..... ... .. .. ..... . .. . ..... .. .. ... . ... . .. ... . ... ... .. . .. .. . . ........... .. .. .... . ..... ... . . . . . .. ... .. . . . . . ... . .. . .... . . ... ..... .. ... . .... . . .... .. .. . ..... ... . .. ...0 0. . . . .. . . . ..... ... . . ..... . . . .... .. .. .. .. ... . . . ... .... ... . .. . ..... . . . . .. . . . . ..... . ... .. ....... ... . . .. ... . ... .. . .. ....0 ¡10 0 ¡3 ¡5 ¡10 jsinc(x)j (dB) ¡15 ¡20 ¡25 ¡6 ¡4 ¡2 0 x x1 2 4 6 8 10 ... .... ... .. ........ . .2 . .... .. ...... .. . .. .. . ... .. .. . .... . .... .... .. .. .. ..... ... ... . ... ... .... .. .... . .. .. . ...... .... ... . ... .... .... .. . . . .... . .. . ... . .. . . ... ..... .... .. ... . .. ... ..... . . . . .. .... . . ... . Examine the two graphs of j sinc(x)j = j sin(x)=xj.... . .. . . .... . . . . ... . .. . .. . . ... ... ... . .. .... . ... .... .. . . . . . .... . .... . .. ... . .......... ... .. . ... . .. .. .... . . ... . ....... ... . .... . .. ..... .. ..... .. . .. ... ..... . .... ... .. .... . ... . . . .. . .... ... .. . .. .. ... ... . the one on the top using a linear ordinate scale and the one on the bottom using a logarithmic (dB) ordinate scale.. . .. .... . ... . . .. . .. .. . ... . .... .. . . ... ........ .. ..... .. . ... . .. . . . .... .. .... .. .. . . . . .... . ......... . .. .. . .... .. ... .... .. .... ... . . . ..... ... . ..... ... .. .. . .... . ..... . .... .... . .... ... ... .... . . .. . ... . . . .. . .. . .... .. .... ..... . ............. .. . . .. 0. .... .. .. . ..... ...... .. . ..... .... ....... .. .......... ... .. . . .... . .. . . ... .. ....... . ......... . . .... .. . ... .... .. . . .. . . . . .. . .. ... . . . .. . . ... . . .. . ... . . . ... . .. . .... .. . ......... . . ... .... .. .

to be yet another measure of a signal's pulse width. 73 . If the signal is normalized to have unit energy Z1 ¡1 jf (t)j2 dt = 1 then the (square of) pulse width is Dt2 = Z1 ¡1 t2 jf (t)j2 dt: In other words. use the Gaussian pulse.Homework 1. and BT product of these two signals: f (t) = exp(¡®jtj) and g(t) = exp(¡®t)u(t): Graph jf (t)j and its amplitude spectrum jF (!)j. 2. bandwidth. Find the pulse width. Compare the half-power pulse width T1=2 described above with the (statistical class) of pulse width Dt that is used in the mathematical analysis of the Uncertainty Principle that appears on page 74. Use at least two values for the constant ®. simply take Dt as de¯ned here. and also jg(t)j and jG(!)j. For a speci¯c signal.

Z1 ¯ ¯2 Z1 ¯ df ¯ 1 ¯ ¯ dt = j!F (!)j2 d! ¯ dt ¯ 2¼ ¡1 ¡1 and so Schwarz's inequality gives 1 · 4 Z1 ¡1 1 jtf (t)j2 dt 2¼ 74 Z1 ¡1 j!F (!)j2 d! . then it is reasonable to de¯ne the t and !-domain durations by Z1 Z1 Dt2 = t2 jf (t)j2 dt and D!2 = ! 2 jF (!)j2 d!: ¡1 ¡1 Our so-called \uncertainty principle" states: If lim t!§1 p jtjf (t) = 0. respectively. Let g1 (t) = tf (t) and g2 (t) = f 0 (t): ¯ 1 ¯2 ¯Z ¯ ¯2 Z1 Z1 ¯ ¯ ¯ ¯ ¯ df (t) df (t) 2 ¯ ¯ ¯ · ¯ tf (t) dt jtf (t)j dt ¯ ¯ dt ¯ dt: ¯ dt ¯ ¯ ¡1 ¡1 ¡1 Integrate by parts Z1 ¡1 ¯1 Z1 df tf 2 (t) ¯¯ 1 1 tf dt = ¡ jf j2 dt = ¡ : ¯ dt 2 2 2 ¡1 | {z ¡1} | {z } =0 by above =1 by above From the Fourier transform pair f 0 (t) () j!F (!) and Parseval's theorem. Then Dt D! ¸ r ¼ : 2 prf: Equality holds in Schwarz's inequality ¯2 ¯ b ¯Z ¯ Zb Zb ¯ ¯ ¯ g1 g2 dt¯ · jg1 j2 dt jg2 j2 dt ¯ ¯ ¯ ¯ a a a only if g2 (t) = kg1 (t).Uncertainty Principle for the Fourier Integral To simplify our notation. assume that the signals under consideration are normalized to have unit energy: Z1 Z1 1 jf (t)j2 dt = jF (!)j2 d! = 1: 2¼ ¡1 ¡1 If we further assume that both f (t) and its Fourier transform F (!) are centered about t = 0 and ! = 0.

this is the inescapable Gaussian function f (t) = μ 2® ¼ ¶1=4 ¡®t2 e () F (!) = μ 2® ¼ 75 ¶1=4 r ¼ ¡!2 =4® = e ® μ 2¼ ® ¶1=4 e¡! 2 =4® : .or ¼ · Dt2 D!2 : 2 ¥ Equality holds if df (t) = ktf (t): dt The solution of this di®erential equation is f (t) = Cekt 2 =2 : Let k = ¡2®.

X). absolutely continuous in the interval (¡X. ¡1 f (x) sin ¸x dx. jf (x)j dx < ²: ¡1 X Hence ¯ ¯ 1 ¯Z ¯ ¯ ¯ ¯ f (x) cos ¸x dx¯ < ². f (x) is absolutely integrable Z1 jf (x)j dx < 1: ¡1 Then the integrals Z1 Z1 f (x) cos ¸x dx. a similar proof applies to the sine integral. ¯ ¯ ¯ ¯ ¯ ¯ ¡X ¯Z ¯ ¯ ¯ ¯ ¯<² f (x) cos ¸x dx ¯ ¯ ¯ ¯ ¡1 X for all values of ¸. ¥ 76 . Let f (x) 2 L1 (¡1. Proof. Then ¯ 1 ¯ ¯Z ¯ ¯ ¯ ¯ f (x) cos ¸x dx¯¯ < 4² (¸ > ¸0 ): ¯ ¯ ¯ ¡1 This proves the theorem for the cosine integral. ¡1 tend to zero as ¸ ! 1. ¡X and (for a ¯xed X) we can choose ¸0 so large that the modulus of this is less than ² for ¸ > ¸0 . Consider the cosine integral. Next. Then we can choose X so large that ¡X Z1 Z jf (x)j dx < ². we can de¯ne a function Á(x). such that ZX jf (x) ¡ Á(x)j dx < ²: ¡X Then ¯ ¯ X ¯Z ¯ ¯ ¯ ¯ ff (x) ¡ Á(x)g cos ¸x dx¯ < ² ¯ ¯ ¯ ¯ ¡X for all values of ¸. 1). That is.Theorem (Riemann-Lebesgue Lemma). Finally ZX ¡X Á(X) sin ¸X Á(¡X) sin ¸X 1 Á(x) cos ¸x dx = + ¡ ¸ ¸ ¸ ZX Á0 (x) sin ¸x dx. Let ² be a given positive number.

(1) ¡1 then ¡F (!) = Z1 e¡j![t+(¼=!)] f (t) dt = ¡1 Z1 ¡1 e¡j!t f (t ¡ ¼=!) dt: (2) Subtracting (2) from (1) we obtain 2F (!) = Z1 ¡1 Hence 2jF (!)j · But since f 2 L1 .The above is the working-class proof of the Riemann-Lebesgue lemma. Titchmarsh in Introduction to the Theory of Fourier Integrals. lim Z1 !!§1 ¡1 e¡j!t [f (t) ¡ f (t ¡ ¼=!)] dt: Z1 jf (t) ¡ f (t ¡ ¼=!)j dt: (3) jf (t) ¡ f (t ¡ ¼=!)j dt = 0 (4) ¡1 by the continuity-in-the-mean theorem. Perhaps you will prefer this one. The theorem follows from (3) and (4). Cambridge University Press. Suppose 1 · p < 1. If f 2 L1 then Z1 lim F (!) = lim !!§1 !!§1 ¡1 Proof. Since Z1 F (!) = e¡j!t f (t) dt = 0: e¡j!t f (t) dt. 1962. 1937.R. If f 2 Lp then kf kp is de¯ned to be 0 ¡1 @ Z1 ¡1 11=p jf (x)jp dxA : The symbol kf kp is read as the Lp norm of f . Definition (the Class Lp ). Fourier Transforms. Goldberg. The function f on (¡1. ¥ 77 . 1) is said R1 to be of class Lp (written f 2 Lp ) if jf (x)jp dx < 1. from R. Theorem (Riemann-Lebesgue).C. as given by E.

PROOF: Integrate by parts F (!) = Z1 ¡1 ¡j!t f (t)e ¯1 Z1 f (t)e¡j!t ¯¯ 1 dt = + f 0 (t)e¡j!t dt ¯ ¡j! j! t=¡1 ¡1 If f (§1) is ¯nite. The integral is the Fourier transform of the derivative of f (t) Z1 ¡1 f 0 (t)e¡j!t dt = F [f 0 (t)] and this Fourier integral exists (has ¯nite magnitude jF [f 0 (t)] j < 1) if the derivative is absolutely integrable Z1 jf 0 (t)j dt · A < 1: ¡1 If jF [f 0 (t)] j < 1.Riemann-Lebesgue Lemma If f 0 (t) is absolutely integrable. then the integral term F [f 0 (t)] ¡¡¡¡¡! 0: j! !!§1 Exercise. then F (!) ! 0 as ! ! §1. Examine the high frequency limiting behavior (! ! §1) of the spectra of these signal pairs and interpret in terms of the Riemann-Lebesgue Lemma: F u(t) () 1 + ¼±(!) j! F ¦(t=T ) () T sinc(!T =2) ¼ F sinc(¯t) () ¦(!=2¯) ¯ 1 F e¡®t u(t) () ® + j! F ±(t) () 1 1 F ¼ () sgn(!) t j 78 . then the boundary terms go to zero as ! ! §1.

in that lim f (t + x) = f (t¡ ) 6 = f (t+ ) = lim+ f (t + x).Convergence of the Fourier Integral Representation F (!) = F[f (t)] = Z1 ¡j!t f (t)e F () dt ¡1 f (t) = F ¡1 1 [F (!)] = 2¼ Z1 F (!)ej!t d! ¡1 Assume f 0 (t) is absolutely integrable so that the Riemann-Lebesgue lemma guarantees lim F (!) = 0: !!1 Denote the inverse Fourier transform of the Fourier transform as 1 fe(t) = lim −!1 2¼ = lim Z− Z1 f (¿ )e¡j!¿ d¿ ej!t d! ¡− ¡1 Z1 −!1 ¡1 Z1 Z− 1 f (¿ ) 2¼ ¡− sin[−(¿ ¡ t)] d¿ ¼(¿ ¡ t) = lim f (¿ ) = lim f (x + t) −!1 ¡1 Z1 −!1 ¡1 ej!(t¡¿ ) d! d¿ sin −x dx: ¼x If f is continuous at t. x!0¡ x!0 then it is appropriate to break the integral above at x = 0 so that fe(t) = lim Z0 −!1 ¡1 = lim Z0 −!1 ¡1 Z1 sin −x f (x + t) dx + lim −!1 ¼x Z1 f (x + t) sin −x dx ¼x 0 f (x + t) ¡ f (t¡ ) sin −x dx + lim f (t¡ ) −!1 ¼x −!1 sin −x dx ¼x ¡1 f (x + t) ¡ f (t+ ) sin −x dx + lim f (t+ ) −!1 ¼x + lim Z0 0 Z1 0 79 sin −x dx ¼x . then clearly fe(t) = f (t) if we accept the Dirac-delta representation sin −x = ±(x): −!1 ¼x lim If f su®ers a jump discontinuity at t.

From the famous integral Z1 sin u du = ¼ u ¡1 and its variation Z1 sin ¯u du = ¼ sgn ¯. u ¡1 then for − > 0 we have Z0 ¡1 sin −x dx = ¼x Z1 sin −x dx = 12 : ¼x 0 Therefore. the ¯rst term on the right-hand side of the above integral vanishes as − ! 1.) By the Riemann-Lebesgue lemma.The function f (x + t) ¡ f (t¡ ) ¼x is continuous at x = 0¡ . (We are assuming that f is continuous everywhere except at the particular t of interest. then each one can be handled in a similar fashion. we have shown F ¡1 fF [f (t)]g = fe(t) = 80 1 2 £ ¡ ¤ f (t ) + f (t+ ) : . If f actually has a ¯nite number of such jump discontinuities. The same argument applies to the function f (x + t) ¡ f (t+ ) ¼x and its Fourier integral. and is well-behaved everywhere else by our initial assumption.

....................... working in the frequency domain also gives us a whole another conceptual view of the input/output dynamics of our systems...... ............... to avoid confusion with the Fourier transform frequency variable plain !................. ................... ......... the mathematics of signal analysis usually (always?) is much simpler in terms of the complex exponential form........... ... ... time-invariant (LTI) system is the convolution of the input signal with the system impulse response y(t) = x(t) ~ h(t): (1) The direct Fourier transform of this equation is Y (!) = X(!)H(!) (2) which exhibits the important role of the system transfer function Ffh(t)g = H(!): (3) By transforming to the frequency domain... The response of our system to the excitation (5) is y(t) = h(t) ~ x(t) = = ej!0 t Z1 Z1 ¡1 h(¿ )x(t ¡ ¿ ) d¿ = Z1 ¡1 h(¿ )e¡j!0 ¿ d¿ = ej!0 t H(!0 ): ¡1 81 h(¿ )ej!0 (t¡¿ ) d¿ (6) ...... the nontrivial convolution operator has been replaced by a simple multiplication! Besides algebraic simplicity.......... the transfer function H(!) immediately gives the response of a LTI system to a time-harmonic signal........... the time-domain response y(t) now requires an inverse Fourier transform (4) y(t) = F ¡1 fX(!)H(!)g: However........ .... ... ........... .......... ...... h(t) y(t) The zero-state response (in the time domain) of our linear............ . . ................ we always take the simpler path....... ............. ... ..............System Transfer Function x(t) .......) Note the use of !0 to denote some particular frequency................ .. .. ........... but as we have seen repeatedly this semester... And in deriving important concepts and principles....... Electrical engineers work so much in the frequency domain that we sometimes loose touch with the original time domain! For an arbitrary input signal x(t).. .................. ... ......... ..... The simplest time-harmonic input signal is the complex exponential form (5) x(t) = ej!0 t : (The only other choice would be a real-valued cosine or sine.....

............ .................... ..... ............... .. .. .............. .... ......... ... ................ . ....... ... y(t) = xr (t) ~ h(t) + jxi (t) ~ h(t) Refx(t)g = xr (t) ........... . ....... ....... Now consider the periodic excitation 1 X x(t) = cn ejn!0 t n=¡1 applied to a LTI system having arbitrary (not necessarily real) impulse response h(t)............... ... ......... ........... .... ....... F Exercise 2... . . ............................... In AC circuit analysis.................... .... ............... ..... ... Hint: write x(t) = RefAejÁ ej!0 t g... ......... ..................... we call AejÁ the complex phasor.... ................ .......... ......... ....... ........ ... ......... .... ......... ... ................... . .................... ... .. ............. ................................ ........ ..... ...... . ........... ... ......... Specialize the above result to the case where x(t) = sin(!0 t): F Exercise 3....... The transfer function is the generic H(!)............. ................ ................................................ ............................ .................Observe that the response (steady-state since the excitation has been on forever) of a LTI system to a time-harmonic signal is a time-harmonic signal of the same frequency as the excitation................ ........ .................................... ...... 82 ......... .... .......... .. . What is the form of the response? Think about the linearity of the system.. .... Only the amplitude and phase of the response have been modi¯ed by the amplitude and phase of the system transfer function.................. yi (t) = Imfy(t)g h(t) h(t) real F Exercise 1.. .................. h(t) real yr (t) = Refy(t)g Imfx(t)g = xi (t) ............. ........... Show that the time-harmonic response of a real LTI system to a cosine excitation x(t) = A cos(!0 t + Á) of arbitrary amplitude A and phase Á is y(t) = AjH(!0 )j cos[!0 t + Á + £(!0 )] where the amplitude and phase of the transfer function are de¯ned in (7)........................... evaluated (of course) at the excitation frequency............... ................. .............................. .... then we can recover the separate responses to the real and imaginary parts of a complex input by inspection: x(t) = xr (t) + jxi (t) . ...... .......... ........ The amplitude and phase are apparent in the polar representation H(!) = jH(!)jej£(!) : (7) Note that if the system impulse response h(t) is a real-valued function of time....... . .................................

..... ............ ..... ... . .... ............ ... .............. .... ......................... ....... ..................................... ........ ...... .. ...................... ...... ...... ............. ....... ... .... X(!n )e H(! )X(! )e ..... ......... ....... ......... ... . ........ ............ ..... . .. .............. ......................... ............ .. ........ ................. ....... ............. ................. .. . . ........... X(!2 )e ......... .......... ...... .. .............. ...... . ...... ........... .... ............ .. .. . j!2 t j!2 t .. H(!) 1 2¼ Z1 H(!)X(!)ej!t d! = y(t) ¡1 ............. ................ ...... ...................... ..... . . .............. ........ ..... ... ... n n .... ... H(! )X(! )ej!1 t ................. j!n t .......... .................. .. ......... .......... ...... ................ ....... .. .... .... .. ............ ...................... X(!1 )ej!1 t H(!) H(!) x(t) = P n X(!n )e H(!) § H(!) H(!) 83 P n H(!n )X(!n )ej!n t = y(t) ........ .... .. .... ............... ... .. ...... ..... .. ........................... . ......... H(!2 )X(!2 )e . ............... ............... .. ........ ............................................... ......... .... .......... .. ................... ............... ... .. . ........ . . ... ............. ........... ....... ......... ............ ... ...................... ..... ......... .......... .. .............. ......................... .... .... ................ ...... ......... ................ j!n t ........ ............. .... ...... ....... ...... .......... ... .... ...... ... j!n t ..... ................. .......... ....... ......... .. .................. ....... .............. ............ .......... ........ ................................ ....................... ....... ............ ................ ........ .... .... . .. .. ... ..... ............... .... .... ............ .. ............. ................ ........... ......... . .. . ............ ...... ............. .... 1 1 .. . . ...... .....Superposition Interpretation of System Transfer Function x(t) = 1 2¼ Z1 j!t X(!)e ¡1 d! .... ......... .... .. ..................... ......... ............ .................. ....... ..... .......... ............ ......... . .... . ... ....................... ............. ...... ........... .... . .............. ...... . ....

... F Exercise 4...... ² R x(t) ¡ + y(t) L ² ¡ Recall (look back in your notes..................... .... . ... ................ .... ........ ...... .......................... ..... .............. .......... ........ ......... .... . ........Transfer Function for Linear Electric Circuits Example...... . + ....... .............. ........... ............................ ............ . .................. At least this helps my circuit analysis... ......... ...... . .. . ............. Fortunately.. ............ ............... . .... ..... ............. ... .... i(t) vg (t) ² R + ¡ + v (t) L ² ¡ Kirchho®'s voltage law is vg (t) = Ri(t) + L di(t) dt (9) and the direct Fourier transform of this is Vg (!) = [R + j!L]I(!): (10) Note the natural occurrence of the familiar complex impedance............................... ...... ...... . The ratio of output to input voltage spectra VL (!) j!L ZL = = (11) Vg (!) R + j!L ZR + ZL could have been written by inspection as a simple voltage divider........ ... .. ............... .... ........ . . ......... ..... ............ ..................... ............................................. .. .................... ....................... ......... ........ Our transfer function is Y (!) j!L j!L=R j!=!b H(!) = = = = (12) X(!) R + j!L 1 + j!L=R 1 + j!=!b where the constant !b = R=L (s¡1 ) is called the break frequency or half-power frequency or maybe even cut-o® frequency of this simple high-pass ¯lter....... 84 ............... . ... .. Temporarily set the input x(t) = vg (t) and the output y(t) = vL (t) for obvious dimensional consistency and to use signal labels for voltages that look like voltages............. ... ........ ...... ......... .......... .. Verify that the Fourier transform of impulse response (8) gives transfer function (12). .. ...... ............. L . ............ no one memorizes such speci¯cs) that the impulse response of the given RL circuit is μ ¶ R R h(t) = ±(t) ¡ exp ¡ t u(t): (8) L L Most of us would agree that the correct derivation of this time-domain result is a nontrivial exercise............................................... ................................ . .. ........... ..... ........ ............. .... We ¯rst found the step response s(t) and then di®erentiated to get h(t) = s0 (t)........... ..... .......... .... the Fourier transform allows us to circumvent the time-domain di®erential equations and work with purely algebraic equations............ . ......... ....................... ......... ... .. ........................ ......................... ............................... ..................

.......................... ...................... ........... . ... ..... .. ...... ....... ......... .. .......... .... ...... .. . .. .... .... ........ ..... ................ ...... ........ ... .... ........ ....... ¡40 10¡2 10¡1 100 !=!b 101 102 (a) Magnitude response...... ... ....... .. .. . . . .......... ... . ... . ...... ............ ¼=2 3¼=8 arg H ¼=4 ¼=8 0 . ............ ......... ................... ......... . ........ . ....... ........ ... ......... .. ...... ... ............. . .. .... ... ...... .. .. Frequency behavior of single-pole high-pass ¯lter.............. .. Fig.. .... 85 102 . ........ ...... .. .... .......... .. ......... 1... .. .... .. ..... .............. ...... .... . .0 ¡5 ¡10 ¡15 jHj (dB) ¡20 ¡25 ¡30 ¡35 ..... . . ............... ..... ...... . 10¡2 10¡1 100 !=!b 101 (b) Phase response. ... .......... .. .... ... ............ ........... ....... .. ... ..... ... ....... ..... ...... .... .. ............. ...... ... . ... ... . . ... ... .... . ...... . ........ . .. ..... .. . .. . ...... ................ ......... .... ... ............. ....... ... .... . ..... .... . .. . . ... .. ... .. .. ...... .............. ...

! = !b 1 + j!=!b > 1+j > : 1. (\Big Red"or \Citizen's Handbook"). ! À !b clearly show that this ¯lter passes the high frequencies unscathed. ! ¿ !b > > < j!=!b j H(!) = = (15) . too! 86 . for various values of the dimensionless parameter BT . National Bureau of Standards. 231{232. the sine integral7 Zu sin » Si(u) = d» Si(¡u) = ¡ Si(u) Si(1) = ¼=2: » 0 7 M. This problem is most readily solved in terms of a special function. y(t) ¼ F Exercise 5.1. 1. the frequency-domain relationship is j!X(!) Y (!) ¼ : (16) !b Inverse Fourier transformation of (16) to the time domain gives 1 dx(t) (17) !b dt so we see that a high-pass ¯lter acts as a di®erentiator when it is having its biggest e®ect on the input. Stegun. Consider the simple circuit having the positions of R and L reversed relative to the circuit above. We also use a logarithmic (unnatural or base 10) scale to express the magnitude in decibels according to jHj (dB) = 20 log10 jHj: (14) H(!) = Note that the low and high frequency approximations 8 j!=!b .A. 1970. Handbook of Mathematical Functions. MATLAB has it built-in.The magnitude and phase response of the transfer function (12) j!=!b (13) 1 + j!=!b are graphed versus a logarithmic and normalized frequency abscissa in Fig. pp. Table 5. In the low frequency regime (! ¿ !b ) where this ¯lter has the greatest e®ect between the input and output. Consider an ideal low-pass ¯lter of bandwidth B and subsequent transfer function ³ ! ´ H(!) = ¦ : 2B Find the transient response y(t) of this ¯lter to a rectangular pulse of pulse-width T x(t) = ¦(t=T ): Graphical results simplify with normalized time t=T as the independent variable. Homework Problem: Rectangular Pulse Response of Ideal Low-Pass Filter. Abramowitz and I. Find its transfer function and show that this low-pass ¯lter acts as an integrator when it is having its greatest e®ect on the input signal.

Derive the generalized Parseval theorem Z1 f (t)g ¤ (t) dt = ¡1 F Exercise 7. 2¼ = 1 = 2¼ = 1 2¼ ¡1 Z1 ¡1 Z1 ¡1 ¡1 Z1 F (!) ¡1 ¡1 1 F ¤ (−)±(− ¡ !) d− d! = 2¼ Z1 F (!)F ¤ (!) d! ¡1 jF (!)j2 d! F Exercise 6. The similarity (more than similar! ) in the numerical values strikes me as a strange coincidence.Parseval's Theorem for the Fourier Integral The energy associated with the signal f (t) is E= Z1 ¡1 jf (t)j2 dt = Z1 ¡1 Z1 f (t)f ¤ (t) dt 2 32 Z1 Z1 3¤ 1 4 1 F (!)ej!t d! 5 4 F (−)ej−t d−5 dt 2¼ 2¼ ¡1 ¡1 ¡1 2 32 3 1 1 Z Z Z1 1 4 1 = F (!)ej!t d! 5 4 F ¤ (−)e¡j−t d−5 dt 2¼ 2¼ ¡1 ¡1 ¡1 8 9 1 1 1 Z Z Z < = 1 1 = F (!) F ¤ (−) ej(!¡−)t dt d− d! : 2¼ . What do you think? (You'll need the answers. ¯rst!) 87 . Find a simple evaluation for the integrals Z1 sin x dx x ¡1 Z1 · sin x x ¸2 dx: ¡1 We met the ¯rst one back on page 54.

as opposed to the natural frequency !. because of their natural preference to measure frequency f in (Hz). Its supporters are often experimentalists.Other Conventions for the Fourier Transform Pair Note that our forward Fourier transform could be scaled by any constant K as long as we divide by K in performing the inverse: Z1 Z1 1 F ¡j!t F (!) = K f (t)e dt () f (t) = F (!)ej!t d!: 2¼K ¡1 ¡1 p The common choice K = 1= 2¼ gives a pleasingly symmetric pair Z1 Z1 1 1 F ¡j!t F (!) = p f (t)e dt () f (t) = p F (!)ej!t d!: 2¼ 2¼ ¡1 ¡1 One-sided (unilateral) trigonometric forms Fc (!) = Z1 Fs (!) = 0 Z1 f (t) cos(!t) dt f (t) sin(!t) dt F () F () 2 f (t) = ¼ f (t) = 2 ¼ 0 Z1 Fc (!) cos(!t) d! 0 Z1 Fs (!) sin(!t) d! 0 Note that the sine transform is a natural choice if f (0) = 0. and our usual Fourier transform pair Z1 Z1 1 F ¡j!t X(!) = x(t)e dt () x(t) = X(!)ej!t d! 2¼ ¡1 becomes X(f ) = Z1 ¡1 ¡1 x(t)e¡j2¼f t dt F () x(t) = Z1 ¡1 X(f )ej2¼f t df: This form has the advantage that both variables t and f appear symmetrically without any multiplying factors outside the integrals. ! rules! 88 . do you place them as harmless scaling factors outside the integrals. where. Its disadvantage (to me) is the appearance of a 2¼ in every kernel function exp(§j2¼f t). at least for now. The use of frequency f (Hz=cycle/s) instead of ! (1/s) Introduce the frequency f (Hz) such that ! = 2¼f . Either way you look at it. but not in our course. or do you turn them loose as pesky irritants inside the arguments of the complex exponentials. The use of f can also pave the way for a slightly smoother transition to the discrete-time world. the world is divided and you will inevitably need to translate between the two forms. the Fourier transform pair has to have 2¼'s somewhere: The question is. so that every di®erential and integral operation results in a factor of 2¼ or (2¼)¡1 ? Seriously. while the cosine transform ¯ts the case when f 0 (0) = 0.

1.) If f (t) = ¡f (¡t) is odd. III Take-Home: due next class.) What is the physical (geometric) signi¯cance of F (0)? Z1 F (!) = f (t)e¡j!t dt ¡1 ************************** SOLUTION ************************** F (!) = Z1 ¡1 f (t) cos(!t) dt ¡ j Z1 ¡1 f (t) sin(!t) dt = Fr (!) ¡ jFi (!) If f (t) = f (¡t) is even. the DC value. or arbitrarily complex? 3. real signal is pure imaginary and is an odd function of !. F (0) = Z1 f (t) dt is the integral of f (t). what can you deduce about the symmetry (even/odd parity) of F (!)? Is F (!) pure real.ECE 370 QUIZ 7 9 October 1940 Name IgÄ or Reiruμ of. If f (t) = ¡f (¡t) is odd. Assume that f (t) is absolutely integrable so that we are assured of the ¯niteness of F (!) for all frequencies. pure imaginary. or arbitrarily complex? 2. then Fr (!) = 0 and Fi (!) = 2 Z1 f (t) sin(!t) dt = ¡Fi (¡!): 0 That is. pure imaginary. real signal is pure real and is an even function of !. what can you deduce about the symmetry (even/odd parity) of F (!)? Is F (!) pure real. the spectrum of an even. ¡1 89 . then Fi (!) = 0 and Fr (!) = 2 Z1 f (t) cos(!t) dt = Fr (¡!): 0 That is. the spectrum of an odd.) If f (t) = f (¡t) is even. total area under the curve. Wednesday October 31 12:00 noon Consider a real-valued function f (t) that possesses a de¯nite Fourier transform F (!).

.. ..... ......... ...... ... .... ................................. .............................. ............... .......... ............................. ....... ... ...... .......... 0 ............ h(t) = ±(t ¡ t ) H(!) = e¡j!t0 y(t) = x(t ¡ t0 ) \linear phase" 90 y(t) ............... .......... ...... ............................. ... ............. ....... ..... .......... ............ ...... ............... ........... ......Cascade of Two LTI Systems x(t) . ....... ..................... . .................................... .................... ................... ..... ........................ ..... ... ................ .... ........... ...... h (t) h (t) h(t) = h1 (t) ~ h2 (t) H(!) = H1 (!)H2 (!) Linear Dispersionless Filter x(t) .... 1 2 ........ .. ........... . ...... . ........ .......... ................ ........ ...... . .. ............. .............. . ..... .. .... ... ... ............ ..................... ................................................................................................ ......... ............................. ....... ........... .......... ................. ............... ...................................................... ..

... for various values of the dimensionless parameter BT .... This problem is most readily solved in terms of a special function.. 1970..... National Bureau of Standards..... . ... ........ .. .............. approaches to ¯nding the output y(t) are worth considering........... the spectrum of the input signal is X(!) = F[x(t)] = T sinc(!T =2): (5) At least three di®erent.......................... ..... .... Stegun. ..... 231{232. Consider an ideal low-pass ¯lter of bandwidth B and subsequent transfer function ³ ! ´ : (1) H(!) = ¦ 2B Find the transient response y(t) of this ¯lter to a rectangular pulse of pulse-width T x(t) = ¦(t=T ): (2) Graphical results simplify with normalized time t=T as the independent variable................ ......... .....................................1...... the sine integral8 Si(z) = Zz sin » d» » Si(¡z) = ¡ Si(z) Si(1) = ¼=2: (3) 0 x(t) . (\Big Red"or \Citizen's Handbook")....... Table 5..................... pp....... but related..... ... . ....... . ........ . . Handbook of Mathematical Functions........... ............... ....Homework Problem: Rectangular Pulse Response of Ideal Low-Pass Filter.... MATLAB has it built-in....... h(t) y(t) The ¯lter impulse response is h(t) = F ¡1 [H(!)] = B sinc(Bt) ¼ (4) which can be found from your table of Fourier transforms or by direct evaluation of the inverse transform integral....A.... ..... y(t) = x(t) ~ h(t) = Z1 ¡1 B = ¼ T =2 Z ¡T =2 x(¿ )h(t ¡ ¿ ) d¿ = sin[B(t ¡ ¿ )] B d¿ = B(t ¡ ¿ ) ¼ T =2 Z h(t ¡ ¿ ) d¿ (6) ¡T =2 T =2 Z ¡T =2 8 M..... .... ........... ..... too! 91 .......... ......... Similarly.......... sin[B(¿ ¡ t)] 1 d¿ = B(¿ ¡ t) ¼ B(T Z=2¡t) B(¡T =2¡t) sin » d» » (7) Abramowitz and I. Time-Domain Convolution....

Also note that time appears normalized to the incident pulse width T as in t=T . Frequency-Domain Multiplication. y(t) = F 1 = ¼ ¡1 Z1 1 [X(!)H(!)] = 2¼ ZB j!t X(!)H(!)e ¡1 sin(!T =2) j!t e d! ! ZB ZB T sinc(!T =2)ej!t d! ¡B only the even part of ej!t contributes ¡B 1 = ¼ 1 d! = 2¼ sin(!T =2) 2 cos(!t) d! = ! ¼ ¡B ZB sin(!T =2) cos(!t) d! ! (10) (11) (12) 0 Use the trig identity 2 sin X cos Y = sin(X ¡ Y ) + sin(X + Y ) so that 1 y(t) = ¼ ZB © ª d! : sin[!(T =2 ¡ t)] + sin[!(T =2 + t)] ! (13) 0 Let » = !(T =2 ¨ t) so that ZB d! sin[!(T =2 ¨ t)] = ! 0 B(T Z=2¨t) sin » d» = Si[B(T =2 ¨ t)] » (14) 0 whereupon (13) is ª 1© Si[B(T =2 ¡ t)] + Si[B(T =2 + t)] ¼ 1© = Si[B(t + T =2)] ¡ Si[B(t ¡ T =2)]: ¼ y(t) = 92 (15) .ª 1© ª 1© Si[B(T =2 ¡ t)] ¡ Si[¡B(T =2 + t)] = Si[B(t + T =2)] ¡ Si[B(t ¡ T =2)] ¼ ¼ (8) ½ · μ ¶¸ · μ ¶¸¾ 1 t 1 t 1 = Si BT + ¡ Si BT ¡ (9) ¼ T 2 T 2 y(t) = Note that y(t ! 1) = 0. and that the single (dimensionless!) parameter that characterizes the ¯lter response to the rectangular pulse is the product BT .

a di®erent but related special function. but that's ok since we know that Si(0) = 0 and it is an odd function Si(¡x) = ¡ Si(x). so here is an alternate computation that uses MATLAB's routine expint. f(k)=(pi/2+imag(expint(i*abs(x(k))))).Linear Combination of Step-Responses. function f=sinintRWS(x) % f=sinintRWS(x) sine integral Si(x) for real x f=zeros(size(x)).m calls the symbolic toolbox.*sign(x(k)). E1 (z) = Z1 e¡t dt t z Si(x) = ¼ + ImfE1 (jx)g 2 The routine for E1 (jx) will not work for (real) values of x · 0. 93 . built upon MAPLE. It doesn't work at all on my computer. and does an extremely slow and ine±cient numerical integration to compute the function Si(x). k=find(x»=0). Recognize that our particular input can be written as x(t) = ¦(t=T ) = u(t + T =2) ¡ u(t ¡ T =2) (16) so that the response is y(t) = s(t + T =2) ¡ s(t ¡ T =2) (17) where the step response is Zt Zt ZBt B 1 sin » h(¿ ) d¿ = sinc(B¿ ) d¿ = s(t) = d» ¼ ¼ » ¡1 ¡1 ¡1 2 0 3 Bt Z Z i 1 sin » sin » 5 1 h ¼ 14 1 = d» + d» = + Si(Bt) = + Si(Bt): ¼ » » ¼ 2 2 ¼ ¡1 (18) (19) 0 The linear combination (17) of shifted step responses now yields y(t) = 1© Si[B(t + T =2)] ¡ Si[B(t ¡ T =2)]: ¼ (20) The MATLAB routine sinint.m for the exponential integral. Therefore Si(x) = Si(jxj) sgn(x).

.. .. . .. . . ... ...... ....... . ... .. ... . ...... ..... ..... ... . . ........ . . .... ...... ...... ... ... .. ....... ... ... . .. ........ .... . Rectangular pulse response of ideal low-pass ¯lter.... . .... ... ...5 2.... . . ... ... .. ........ .. ... .... .. .1. . ........ .. . ... ... . ........... ..4 0.. ..0 0. .. .... .. .... .. .. .... . . . . . . 1.. . ... .. ..... . .. . ... . ... ... .... .... . .. .. ... ... . ...... . .. ...... .. .. ...... . ... .... .... .. .. . . .. . ....... .. ...... .. ... ....... .. .. . ...... ..... .. .. ...... .......... ... .. . ..... . . . .. .... . ... ... .... . . ........... . .... .... ... ..... .. ......... ... 94 1.. ... . . ... .... dashed curve: BT = 10 solid curve: BT = 50 0. .. ...... ..0 ... . . . .. ............ .. .... .... . .. ... ... ..... . . ..0 ¡0:2 ¡2:0 ¡1:5 ¡1:0 ¡0:5 0.... . .. ..... ... ..... ...... ..... ...... ... ... .......... .. .... .... ..... . ........ . .... . . .. . . . ............. ... . ..... . . .. ..... . ..... ... . . . .. ..8 0.. .. ... ..... ... ... ..... . .. .. .. ......2 1.... ........ ... .. .... ....... .. ........... ........ ........ .... .. .. .. ..... ...... . ... ....... .... . .. . ...... . ... .... .. .. . . ....5 1. . ... . . . . . . . .... .. .. ............ .. .... ... ..... . .. ...... . ... . .... ...6 y(t) 0....... .......... .. . ..... . .. .... ..... .......... ... .... ...... ..... .. ..... .. ....... ..0 ... ..... ..... ... .... .. .... ........ .... ... .... .. .... ..... . ....... ..2 0..... .. . ........ ..... .. ........ .... . ..... .... . .. .......... . ... ....... . ... .. ....... ......... . .. .... .. . ... ...... .. . . .. .. .. .. . ......... .. ... .... ... . .... . .. .... .. ... .. ........ . . ... . .... .... .. . . . ... ... ... .. .. ..... .......... ... ... .. .0 t=T Fig.. ........ ... ......... .. .. .... ......

....... ... . ............. ... ......... .. ......... .... . .. ....... . .. .. ........ ..... ....... ............ . ... ... ........ .... .. .............. ... .. . ...... .... . .. .......... ....... . ! = 100.......... .. .. . .... . ...... .. ...... ....................... ... . ..... ... .... . . ...... . . ........ . . . . ............ ........ ... ........ . . ............ ......... . . ........ ... ... ... ... . ..... ... .. ..... ..... . ... . ... ......... ..... . .... ... . . .......... . .. ..... ... . ...... . ...... ....... . .. . ...... ....... .............. .. .... . . . .. ................ .... .... ...... . .. ... .. .... .... ...... . ....... ... . . ...... . .. ....... ... ... ........ ... ........ . .... . .. . ....... .. .......... . .. ....... ........ ... ...... ........ .... . .... ............ ... .... . .. ... ... ............. .. ........ ......... ...... ... .... ... ..... .................. ... . ....... . ... .. . ....... . ... . .. ............ ... ... . . . ... .... ...... .... ............. . 0 ...... ............ . . .......... ..... .... ... ...... .................. ... . ... .... . . ... . .. ...... ... .... ... ...... ... ........... ... . . ...... ... ..... .... .... .... .. . ..... ........ .. .. .. ........... .... .. .......... ..... .......... ........ ... .. .. . .... ......... .......... . . ..... ... .......... . ......... ....... ........... ...... . .... .. . .. ........ .. ........... . ... . ... ...... ...... . ........ ......... .. .. ................ .. . ... ..... . ........... ..... . . .. ... . . .... . ....... . .......... .......... ...... ........ . ... . . .. ... . . .... . ..... .. .... ... ....... ........... ....... ........... . .. . .... . .. . ..... . ....... ............ .......... ... .. . ....... .. .. .............. . .. . ...... ...... .. ............. .... ............. .. .......... . ... .... .. ... .. .. ... .. .... .. ... ..... ..... .... ..... .. .. .. ... ... ... ........... . ... . . . ........ . ..... ...... ... . ...... ..... .. . .. .... .... ......... . .... .. .. . .. . . ..... . .... ...... . .. . .. .... . ... ........... ....... ............. .. .. .. ...... .. .... ...... .. . .. .... . . .... ... ...... ... . . . . ....... ... ..... ..... .... ... ... ......... ... . ... ...... . . .... ....... .. ... ..... .. .. . ... ... ...... .......... .... . ...... . .... ...... . . .. . . .. ... ....... ..... .... .... ....... .. . . ... . ...... .... .. ...... .. ... f (t) B sinc 2¼ e μ F (!) Bt 2 ¶ ¦ ³!´ B F (! ¡ ! ) f (t) ¤ £ B sinc(Bt=2) ej!0 t + e¡j!0 t 2¼ B = sinc(Bt=2) cos(!0 t) ¼ h(t) = h(t) ... .... ... .... ........... ..... ...... .. .. . . ............... ... ... ........ .. .. ..... .. ........... ... ..... . ......... ....... . . ....... ........ ............ . .. .. .. ........ ..... .. . . ...... . . . ...... ............. .. . .... .......... ..... ........ . . .... . ...... ... . . ....... .... ........ j!0 t ..................... . ... ......... ... ..... . ... .. . ...... ..... . .... . ........... ... ... ......... . .. .... ..... . .... ......... .. ... . ... . .. ..... . .... ............. .... ... .... ... .. . ...... . ... . ....... ......... . .. ... ....... . . ..... . ....... ... .... .... ... ..... .... ..... .... ........ .. . . ... .. ... ....... ....... ... . ................. ............. .......... . ......... ... .. ...... .... . ........... ... . . ........... .. .... ..... ..... . ... . ............ ..... .. .... ... ... . ..... . .. . ........ ...... . .... ..... ....... ... ....... ............ ...... ............ .. ...... ... ....... . . ... .. . B = 20 95 t . . ..... . .. .. ........... ....... ..... ..... 0 . . ..... ................. . ... B B ¡!0 !0 0 H(!) = ¦ μ ! ¡ !0 B ¶ +¦ μ ! + !0 B ! ¶ ....... ..... ........ ...... ........ ..... ............. ... ......... .. ... .... .......... ....... ....... ....... .... .. ...... ............... .. .............. .. .. ....... ... . .. ... ............ ...... .. ......... ..... .. . .. .. ...... . ......... . ....... ... . . . ......... ..... ....... . ..... .... .... . .... .. .. ... ... ... ....... .. ........ ..... . . . .. ... ........ ......... .. .. ... .... ... .. ..... .. ......... ..... . ..... .... .... . ... .. ... ..... .. .. ...... ................. ........... .... .. . ....... . . .. ... .......Ideal Band-Pass Filter H(!) .... . .... . ... . .. .. .. . . .... ....... ... . ..... ............. ......... ........ ........ . . ... .. ... . .............. ......... ........ . ..... ....... .. . ...........

......... i o ........ .............. ...... .............. .......... ...... whereupon μ ¶ £ ¤ 1 R + j!L + I(!) = ¼Vp ejÁ ±(! ¡ !0 ) + e¡jÁ ±(! + !0 ) : j!C | {z } Z(!) 96 ............. .................. ..... .. Recall that the time-harmonic signal i(t) is represented in terms of the complex phasor I via i(t) = RefIe+j!t g: The Fourier transform of the input or generator voltage is ½ ¾ ¤ Vp £ j(!0 t+Á) ¡j(!0 t+Á) Vi (!) = F[vi (t)] = F[Vp cos(!0 t + Á)] = F +e e 2 ¤ Vp £ = 2¼ejÁ ±(! ¡ !0 ) + 2¼e¡jÁ ±(! ¡ !0 ) : 2 The Fourier transform of the entire (KVL) equation above (both the LHS and RHS) is · ¸ £ ¤ 1 I(!) j!LI(!) + + ¼I(0)±(!) + RI(!) = ¼Vp ejÁ ±(! ¡ !0 ) + e¡jÁ ±(! + !0 ) : C j! Physically argue that I(0) = 0 here... ... .... . ..... that is vo (t) = Ri(t)................... ...... ............ .. ...... ..... ..... .... .... ....... ............. . since we expect zero steady-state DC current through the capacitor...................... the (simple and compact!) complex phasor analysis of time-harmonic circuits such as this one. ............... .. .. .. .............. and is therefore the motivation for.. .... ....... ........ ......... .. + ² L i(t) + C v (t) v (t) R ¡ ² ¡ (1) Solve for vo (t) by representing the time-domain signals in terms of their Fourier transforms. . .. .. .. ... .............. ... ................................. ........ ........ .. . . .... ........ ...... ........ (2) Show that the Fourier transform analysis is equivalent to.. Consider the sinusoidalsteady-state response of the given RLC circuit................. .......... ..... ....... ....... ..................... .................... ..Complex Phasors for Time-Harmonic Circuit Analysis... ........... ... ... ............. ........... .. .................... ...... ... that is ¯nd vo (t) if vi (t) = Vp cos(!0 t + Á)..... ....... .......... .... .. The time-domain integro-di®erential equation (Kirchho®'s voltage law) that is appropriate for this network is Zt di(t) 1 L + i(¿ ) d¿ + Ri(t) = vi (t) dt C ¡1 and the output voltage is simply a scaled version of the mesh current................ ....... ........................ ..... .. ........ ....... ........ ....................... ...... ..... ....................... ............................. ...... .................... . ....... .... ......... ..... ............... .

c. 97 .Now solve this algebraic equation for the unknown spectrum ejÁ ±(! ¡ !0 ) + e¡jÁ ±(! + !0 ) : I(!) = ¼Vp Z(!) Fourier inversion proceeds as 1 i(t) = 2¼ Z1 ¡1 2 I(!)ej!t d! Z1 Z1 3 Vp 4 jÁ ±(! ¡ !0 ) j!t ±(! + !0 ) j!t 5 e e d! + e¡jÁ e d! 2 Z(!) Z(!) ¡1 ¡1 · ¸ j!0 t ¡j!0 t e Vp jÁ e = e + e¡jÁ note Z(¡!0 ) = Z ¤ (+!0 ) 2 Z(!0 ) Z(¡!0 ) · ¸ 1 Vp ejÁ j!0 t Vp e¡jÁ ¡j!0 t = e e + ¤ 2 Z(!0 ) Z (!0 ) · ¸ 1 Vp ejÁ j!0 t = e + c. Vo = RI and vo (t) = Ri(t): It looks like the two steps alluded to in the problem statement are more naturally done together. an expression plus its complex conjugate 2 Z(!0 ) · ¸ £ ¤ Vp ejÁ j!0 t e = Re = Re Iej!0 t Z(!0 ) = where the complex phasor I= Vp ejÁ Vi = Z(!0 ) Z(!0 ) introduced itself! If you still want it.

. .................................................. ................. .............. note that changing T has no e®ect on the total input energy.. + ² L x(t) y(t) R ¡ ² 98 + ¡ .................. consider the energy in the output voltage y(t) Z1 jy(t)j2 dt: Ey = ¡1 Again................. .................. ............ If T is increased........... ....... ... ......... ................ .... ................... ....... will the output energy Ey increase...... ....................................... ......... ................ with ¯xed values of R and L................ ..............Homework Problem on Uncertainty Principle Consider the signal 1 x(t) = p ¦(t=T ) T where T > 0 and the total energy in x(t) is Ex = Z1 ¡1 jx(t)j2 dt = 1: (The multiplying factor T ¡1=2 ensures that Ex is independent of T ............ ................... or remain the same? Explain............ ....... ................ .. ........................ .................... ...... ..................... ...... . .............. ......) If x(t) is the input voltage to the given electric circuit......... ....... ................. decrease....................

. . .. ... . ............... Typical Narrow-Band Spectrum For real signals x(t) and h(t)... ... . ....... . . . .. ....... .......... .......... .... .. ...... .......... The response of the system is the inverse Fourier transform of X(!)H(!).. .......... ......... x(t) y(t) H(!) Fig....... ..... ... ... ... ... ... . ..... .. ... ... 1. .. .. ¡!0 0 ! !0 Fig........ the spectra satisfy X(¡!) = X ¤ (!) and H(¡!) = H ¤ (!). . .... ........... .. . .. .... ............... with the positive and negative frequency contributions written separately as 99 .... 2. .... ... ... ..... ..... . ...... .. .... . . .... ...... .......... then the spectrum of the the modulated carrier x(t) = a(t) cos(!0 t) (1) X(!) = 12 [A(! ¡ !0 ) + A(! + !0 )]: (2) is An example spectrum is shown in Fig......Approximate Analysis of Dispersion .. . . .... ...... . .... .. ................. .... ............ jX(!)j ... ................... . ...... ........ ... .. . . ..... ................... ... ... .. .............. . ................. ......... .......... ....... ... ..................... .......... .... ... .. .. ...... . .............. ........ . . .. ............ . . ............... . .. . . .. .... . .......... .......... . ..... ..... ....... ... . ..... ..... .. ... ...... ... .... .. ... . . .... ........... ......... ... . .... System Block Diagram If the modulating signal or envelope of a high frequency sinusoid of frequency !0 is the baseband signal a(t). ............ . ... ... ......... .. . .. .. ............ ..................................... .. .... .. . ..... .............. ..... ..... .......... . .. ..... .. ........ ..... .. 2... ... . .. .... ........... ....... ........... ....... ... ....... ....... having bandwidth considerably less than !0 (say 10%).. . ... ... ...... ..

The phase or argument of the transfer function H(!) in a neighborhood of the carrier frequency !0 is of most interest.c. baseband or low-pass signal.1 y(t) = 2¼ Z1 1 2¼ Z1 0 0 1 2¼ Z1 Z1 j!t X(!)H(!)e 0 = = = = 1 2¼ 0 Z1 Z0 1 d! + 2¼ X(!)H(!)ej!t d! + X(!)H(!)ej!t d! + 1 2¼ X(!)H(!)ej!t d! ¡1 Z1 1 2¼ X(¡−)H(¡−)e¡j−t d− £ ¤¤ X(−)H(−)ej−t d− 0 X(!)H(!)ej!t d! + c. Write H(!) = exp[j£(!)]: (5) A Taylor series about !0 of the phase function £(!0 + −) = £(!0 ) + −£0 (!0 ) + 12 −2 £00 (!0 ) + : : : (6) gives the approximate transfer function 0 H(− + !0 ) ¼ ej£(!0 ) ej−£ (!0 ) : (7) An approximation for the pre-envelope (4) is therefore Z1 0 1 j[!0 t+£(!0 )] y+ (t) ¼ e A(−)ej−[£ (!0 )+t] d− 2¼ ¡1 = ej[!0 t+£(!0 )] a[t + £0 (!0 )] (8) and so the ¯nal approximation for the output of the dispersive ¯lter (5) is y(t) ¼ a[t + £0 (!0 )] cos[!0 t + £(!0 )]: (9) The phase delay (of the carrier) is due to £(!0 ) and the group delay (of the envelope) is due to £0 (!0 ). 100 . 0 1 2 [y+ (t) ¤ + y+ (t)] (3) The signal y+ (t) is called the pre-envelope of y(t). and consists of positive frequencies only Z1 1 y+ (t) = [A(! ¡ !0 ) + A(! + !0 )]H(!)ej!t d! 2¼ 0 1 ¼ 2¼ Z1 ¡1 1 A(! ¡ !0 )H(!)ej!t d! = 2¼ Z1 A(−)H(− + !0 )ej(−+!0 )t d− (4) ¡1 where A(−) is the original.

101 . If !c = 0. The phase function of a length of waveguide transmission line is p £(!) = ¡ ! 2 ¡ !c2 t0 where !c is the cuto® frequency of the guide and t0 = d=c where d is the length and c is the free-space phase velocity.Numerical Example. If !c = 25. !0 = 30. The 4096 point FFT uses ¢! = 0:3. then £0 (!0 ) = ¡t0 . t0 = 3. then (30)(3) £0 (!0 ) = ¡ p = ¡5:43 302 ¡ 252 The following ¯gures are the result of an inverse FFT approximation for the signal 2 x(t) = e¡t cos(!0 t) applied to the input of the above dispersive waveguide section.

............ .. ... .. ..... . ...... ......... .. .... . .. .... .... ...... .. .. ........... ...... . ........... ......... .. ..... .... . ...... ............. ........ ....... . . . . . ... ........... .. ... t = 3....... .. . ... ... .. .. .. ....... . ... ........ ... ..... .......... ........ .. ... ....... .... .... . ... .... ...... . . ......... ......... . .. .. .......... . .. ...... . ... ............. ....... . ....... ....... . ............. ..... .... . .... ............ .... ... ....... ........... ........ .. ..... ...... ..... .... .. ........ 3..... . ... ...... ......... c 0 . ...... ..... .. . .. ...... ...... ........ ............... .. .... ..... . ! = 30 0 1 2 3 4 5 6 7 8 9 10 t 1...... .. ..... ...... .... ....... ......... ............ ...... ..... .. .. ... .. ... . ...... . .. ...... ... .. .... ... .. . ... ..... ... . ...... ......... .. ....... .. .. .......... . . .... . ......... ..5 y(t) 0....... .. ..... ............ .. . .... ... ........ .... . ....... ..... ... .... ......................... .. . . . ........... ...... ..... ... . . ... ............ ... ....... ...... ............... . . . ...... . . . ......... ..... . . .. .... .... . .0 ¡0:5 ¡1:0 ....... . .............. ...... .. ....... .. ........... .... ....... ......... .............. . ....... ....... . . ...... . ....... .. . ....... . . ....... .. .................. . .. . . ....... ... ...... .. ... ...... ......... .... . ... .. ...... ........ . ... ............. .. ................ . ... ..... ............ ...... . ........ . .. .. ........... .. .. ........ . . ...... . ............ ...... ....... . ............ ......... ........ ... .... .... .. .. . ... . . .. ... ... ...... ... . .. . . ...... ...... .............. ........ .................. ......... ......... .... ....... ... ........ ... ... ......... ... .. .. .. .. . ....... ........ ........... .. . . . .. . .. ....... ......... .... . ......... ... ........ ..... .. ...... .......... ........ . . .. ... .. .... .. .. ....0 0. .............. .. .... . ..... .. ... .............. . ....... .. . .......... . . ..... ..... . ... .... . .. .. ... ....... ...... . . .... ............ . .......... .......... ....... .... ........... . ............. ... .... .. .. .. ...... ... . ...... .. ...... ..... ...... .. ....... .... .......... c 0 0 . ..... ............... .... .. ................ ... ... .. ....... . ......... ... ...... . ... ......... .. .... ..... ......... ........... .. ......... .. ..... ......... ... ............ .. ... ............... ....... .... .. ................. .. ............. .......... ... .......... ..... .......... . ..... . .... ........ ............ ........ . . ! = 25................. .............. .. .. ....0 0.............. ... .. ... ..................... ....5 y(t) 0... ... ..... .... ... .................. ... ..... ................ .... .. ...... .. .. ... . . ..... ....... . ... . ........ .... . ... .. ... .. ..... .......... . . .. ... . . .................. .. . . ... ...... .. .. ... ........... ............... . ............ ... ... . ... ... ...... .. ... ........ .. ............... . .. . ..... .................. .. .......... ..... . ... .. .. ........ ...... .......... .. .... .. ...... .. .. ...... . ..... .............. .... .. ... .......... ....... ... ... ...... ... ...... . . .. .... ....... . ... .. ....... .. ......... . ... ..... .. ............................ ... .... . . . ................. ..... ..... .. ......... ........... . .... ... ..................... ..... ......... ......... . .. ........... ........ ....... ...... ...... . . .. .... ............ ......... ... . .............. . .. .... ...... .................. ....... ..... ........ .. .... . .... ...... .... .. ....... ........... .. . .... ... . . ........ . ..... .. ........... ... . .... . . ...... .. ... .... .... . . ... .. ... . ..... ... .... ... ............. .. . ....... . . . ... . ........ .... .... .. . . ....... . .. ..... ... ..... ............... ..... ... ........ ......... ....... ............. .... !0 = 30 0 1 2 3 4 5 6 7 t Fig.... ... . ... .... ........ . . ...... . ...... .... . ... ... ..... ............ ... ..... .. ..... . .. .. .... ... ...... ... . ........... . .. .... . ........... ..... ......... ... ...... .. ..... . ......... ... ............. ... .......... .. .... .... ........... ... ... . . . ..... .......... ......... .... Dispersive Filter Output 102 8 9 10 .... . ..... . ...... ... .... .. ..... ....... . . . .. . ... . ...... .. . .. . . ... .......0 ¡0:5 ¡1:0 ... . ........ .. .. .. ... .. .. ....... .... .. .. . . .... . . .... ... . ...................... .. . ........ ... ...... . . ..... ... ... ... . .... .... t = 3.......... .... .... .. ..... ...... . ...... . ........ ........... .. ... ....... ....... .1..... . ....... . .. ................. .... ...... . ............ ............ ..... . ...... . . .... ....... ...... ......... . ..... ... ..... . . ....... ........... ! = 0...... ............ .....

y) = Z1 A(k) cos(kx)e¡kjyj dk 0 Ã(x. jxj > 1 separate variables Ã(x. y) = μ @2 @2 + 2 @x2 @y boundary conditions Ã(x. y) = cos(kx)e¡kjyj Ã(x. y) = ¼ Z1 sin k cos kx ¡kjyj e dk k 0 Z1 sin[k(x + 1)] ¡ sin[k(x ¡ 1)] ¡kjyj e dx k 0 · μ ¶ μ ¶¸ 1 x+1 x¡1 ¡1 ¡1 = tan ¡ tan ¼ jyj jyj = 1 ¼ using G&R 3. 0) cos(kx) dx = ¼ 0 Z1 cos(kx) dx = 2 sin k ¼ k 0 2 Ã(x. 0) = Z1 A(k) cos(kx) dk 0 inverse Fourier transform 2 A(k) = ¼ Z1 2 Ã(x. y) = X(x)Y (y) X 00 (x) Y 00 (y) + =0 X(x) Y (y) | {z } | {z } =¡k2 =+k2 solution form Ã(x. jxj < 1 0. y) = 0 1. 103 .Fourier Integral Solution of Potential Problem Laplace's equation 2 r Ã(x. 0) = ½ ¶ Ã(x.941(1).

Equipotentials 104 1 2 3 .6 5 4 3 2 1 0 −3 −2 −1 0 Fig. 1.

page 60 prob 9. 105 2 ¼k . 0) sin(kx) dx = ¼ 0 Z1 sin(kx) dx = 0 a bit tricky! recall ECE 370 and sgn(x) = u(x) ¡ u(¡x) 2 Ã(x. y) = 0 boundary conditions Ã(x.Fourier Integral Solution of Potential Problem M. Cambridge.J. y) = sin(kx)e¡kjyj Ã(x.S. Complex Variables. y) = Z1 B(k) sin(kx)e¡kjyj dk 0 Ã(x. y) = ¼ Z1 sin kx ¡kjyj e dk k 0 μ ¶ μ ¶ 2 2 x jyj ¡1 ¡1 = tan = 1 ¡ tan ¼ jyj ¼ x using G&R 3. Ablowitz and A. Fokas. Laplace's equation r2 Ã(x. 1997.941(1). y) = X(x)Y (y) X 00 (x) Y 00 (y) + =0 X(x) Y (y) | {z } | {z } =¡k2 =+k2 solution form Ã(x. 0) = sgn(x) = §1 (x ? 0) separate variables Ã(x. 0) = Z1 B(k) sin(kx) dk 0 inverse Fourier transform 2 B(k) = ¼ Z1 2 Ã(x.

We will make use of the discontinuous sum 1 X sin(nx) ¼ ¡ jxj = sgn(x) n 2 n=1 (¡2¼ < x < 2¼) (4) where. x = 0 > : +1. we see that F[combT (t)] = 2¼ T comb2¼=T (!): ¥ Now we are in a position to derive the Fourier series from the Fourier integral. we de¯ne 8 > < ¡1. The integral of interest is Zb X 1 a n=¡1 1 Z X b ¡jn!T e d! = b ¡ a + 2 cos(n!T ) d! n=1 a 1 X 2 1 [sin(nbT ) ¡ sin(naT )] T n=1 n ³¼ ´ ³¼ ´ =b¡a+ ¡ jbj sgn(b) ¡ ¡ jaj sgn(a) T T ½ 2¼=T if ¡ ¼=T < a < 0 < b < ¼=T = : 0 if a < b < 0 or 0 < a < b =b¡a+ (6) Therefore. Let's integrate F (!) over the range a < ! < b.The Fourier Transform of combT (t) is 2¼ T comb2¼=T (!) Recall our notation F (!) for the Fourier transform F (!) = F[f (t)] = Z1 ¡j!t f (t)e ¡1 F dt () f (t) = F ¡1 1 [F (!)] = 2¼ Z1 F (!)ej!t d!: (1) ¡1 The Fourier transform of Woodward's comb function. We are in excellent shape to now do some real damage. x < 0 sgn(x) = 0. in this context. And recall that we essentially derived the Fourier integral from the \spectral representation of the Dirac-delta" function. where ¡¼=T < a < b < ¼=T . The minimum and maximum restrictions cover one period. x > 0 (5) in order to ensure the vanishing of the sum for x = 0. or impulse train f (t) = combT (t) = 1 X n=¡1 is therefore F[combT (t)] = 1 X ±(t ¡ nT ) e¡jn!T = F (!) = F (! + 2¼=T ). centered about the origin (! = 0). (2) (3) n=¡1 periodic in ! with period 2¼=T . 106 .

............. ..... .............. ....... ... ..... .... .. ......... .... .... . . ......... ..... ...... ................... ... ........ ... ...... ........... . ........ . (The function f does not have to go to zero at t = nT . .......... . ..... .. ... ..... ... ........... ¡T 0 T t 2T Consider the arbitrary periodic signal f (t) = f (t + T )..... ..... ....... .... .... ..... .... .... ......... .............. .. .. . ................. ... .. ... .............. . .. ... . ...... .... ...... .... . ..... ...... ..... ... ::: ::: ¡T 0 T t 2T g(t) ......... ................. .... . ......... ...... ............ ... .. ..... . ........ ............ . ....... .. ... ............. .............. ....... ......... . ...... ......... ....... ... ... ... .... . .. ....... ... . ..... .. ... . .... ..... .... ........ ............... . ........... also de¯ned for all t according to ½ f (t)........................... .. ...... . ............... . ........ ................. .... ..... ...... ......... ........... ... ....... . ... ................ .................... .. ... ............ .... .... . .............. . ..... ....... ....... ....................................... .......... ........ ..... or even real-valued..... ....... ........... . . .......................... but since all periods are equivalent we might as well work with the selected one. ......... .... .... .. . .. . ....... .......... .. ...... .... .... .. ......... ..... .. ........ . ... . . . . .............. .......... ... .............. ................ ....... .......... ........ ..... ..... .. . . ... ........................ . .......... .... ...... . ............. ..... .........() . .............. .......... .................. .... ....... ... ........ ............... ........... ...... . ... ... .... ........................... ..................... ..... ......... . ...... . .. .. .... . . And of course the function f does not have to be positive.... .... . ................ ........ .... .. . . ..... .... ... ... . That is. ....... and let's focus our attention on the particular period 0 · t · T .. ::: ............ ......... ... . Any period would work..... ......... .. it was simply easier to draw one like this. ..... ........ ......... ..... ............ we write f (t) as the periodic extension of g(t) in the form f (t) = 1 X n=¡1 107 g(t ¡ nT ): (2) .......... .. ............ .......... .. ... ..... . ... ..................... ... . ...... ........ .... .......................... ................ ...... . ....... ............ . ......... . ........... .. ... .... ... .. .. .... .................... .......... .. .. ..... ....... .. ..... .................. .. ........................... .. .. 0 · t · T g(t) = (1) 0.............. . ....... ........... t < 0 or t > T: We can easily reproduce the entire periodic signal f (t) by replicating g(t) all up and down the t-axis.... .. .. ....) Introduce the new aperiodic function g(t)..... ::: ¡2T ¡T 0 2¼ comb 2¼ (!) T T F combT (t) T 2T ::: t ::: 4¼ ¡ T 2¼ ¡ T 0 2¼ T ! 4¼ T Fourier Transform of a Periodic Signal f (t) = f (t + T ) . . .......... ....... .. . ....... ... .. ........... ..... ......... ............ ........ ... . .. ........ ................ ...... . .. .... ......

. . .. .......... .. ... ......... .. .. . .. ...Recognize that (2) can be written as f (t) = g(t) ~ 1 X n=¡1 ±(t ¡ nT ) = g(t) ~ combT (t): (3) The Fourier transform of (3) is 2¼ comb 2¼ (!) T T 1 X 2¼ G(!) = ±(! ¡ n!0 ) T n=¡1 F (!) = G(!) ¢ where !0 ... . .. .. ....... ..... ... .. ... .. .. .... .... .... .. . . .. .. ........ .. .... ........ ... .... . .. . .. ... .. ... .. . ....... .. ...... ... .... ..... . . .... ............ . . . . ... ... . ..... . .. .... ...... .. . .... ... ..... ... . .. . . ... .... .. .... . ... .... .. .. .. .. ... . .. . .. ...... . . . ......... ...... . ... .. ... ... . ....... ....... . .... ... .... ............ .. . ... .... ...... . ... .. .. ... . . .. ... .... . ... ..... ... . ...... . .... .... ...... .... .. .. .... . . ... . .. . .. .... . . . . ......... . .... . .. . . . ... .. ¡10 ¡8 ¡6 6 ¡4 ¡2 0 2 108 4 8 10 ! !0 . .. .. . . ... . ..... .... .... . . .... ..... .. ............... .. . ... ........ ... .. . . .. . ... . .. ........... .. .. . . . .. ... ..... ... . .... . .. . ..... ... .......... ... .. ... ... . .. ... ..... ... . .. ... .. . . ...... .... .. .. . .... .... .. . ....... . . .. .. ....... ... The nth multiple is called the nth harmonic. .. ... .... ......... . ... . . . ... .. . .. . ........ . ...... . ....... .. . .. .. . . .. .. ... ... ... ..... . . .. ... .. ......... .... ... .. . .. ..... . . ......... .. ..... .. ..... ........ ...... . .... .... . . .. .......... .... .... .. ... ... ........ .... .. ..... .. .. ... . .......... . ..... ... .... .. ... . ... ......... ...... .... . ....... .... . .... . ... ... ..... . .... ... . Note that negative n are just as important as positive n.. . ... ..... . ......... ... . ...... .. . ... . ... . . ..... .... . .... . ......... .. ... . . .... . . ... .. ..... . .......... . ..... . ... . . . ... .. ... .. .... . .. . . . .. .. . ....... .... ... . ... ...... . ... ... . .......... .... . ........ . ..... .. ....... . ... .. ...... ......... .. ... . ... ... ............. . ... ... ....... . .. . ... .. .. ... .. ... . .... .. .. ... . ..... ... .. . . ... . . .. . . ... . . . . ...... ... . .. .. . .... ..... ...... .... . . . ..... .. .. ..... .. .... ... .... .... ..... ...... ... . .. .. . .. .... . ... .. .. .... .. .. . . . .. . . ....... .. . . ....... . ... .. ... 2¼ T 1 2¼ X = G(n!0 )±(! ¡ n!0 ): T n=¡1 (4) The spectrum F (!) of the periodic signal f (t) consists of discrete spectral lines at integer multiples n!0 of the fundamental frequency !0 = 2¼=T ..... .. .. .... .. .... .. .... .... .. . ..... . .. . ......... . ... ..... .. ..... .. . . ... . .

(They can split it to ¯t any ¯nancial boundary conditions. in detail. Woodward's comb function. In fact. starting from the Fourier integral. Find an interested (or at least willing) fellow student or more who are at or above your present level with respect to Fourier analysis. buy the survivor(s) a Coke. The two key components are the correspondingly appropriate spectral representations for the aperiodic Dirac-delta function and for its periodic version. All that was required on our part was a reasonable °uency with the Fourier transform properties and a few fundamental signals. applied. If you explain it correctly and with some degree of coherence. If none ¯t that description. 109 . see me for more.The inverse Fourier transform of F (!) should give us our original periodic f (t). too.) You deserve one. Otherwise go back and do any of the homework exercises (including enough of the 16 Fourier transform pairs on page 59) that strike your fancy. and your entire audience has not deserted you. of course. to your total solution. It does. F Exercise 8. and explain to them. the above derivation starting from the top of three pages back. since the total integrand is periodic with period T : tZ 0 +T 1 f (t)e¡jn!0 t dt: (8) cn = T t0 You now have the complete and uncluttered derivation of the Fourier series representation of a periodic signal. it gives us a whole new representation for a periodic signal 1 f (t) = 2¼ Z1 ¡1 j!t F (!)e Z1 1 1 X X G(n!0 ) G(n!0 ) jn!0 t d! = ±(! ¡ n!0 )ej!t d! = e T T n=¡1 n=¡1 ¡1 (5) where ¯ G(n!0 ) = G(!)¯!=n!0 = Z1 ¡jn!0 t g(t)e dt = ¡1 ZT ¡jn!0 t g(t)e 0 dt = ZT f (t)e¡jn!0 t dt: (6) 0 We usually call the Fourier coe±cients cn instead of G(n!0 )=T and write the whole package as ZT 1 X 1 jn!0 t f (t) = cn e cn = f (t)e¡jn!0 t dt: (7) T n=¡1 0 Of course any period will work for the integration limits.

Periodic Signals and Fourier Series The period of a periodic signal is the smallest positive number T such that f (t) = f (t + T ) for all t. That is. g(t)i¯ . The inner product of a signal and itself is sometimes called the energy in the signal Zb hf (t). Two functions (generally complex) are said to be orthogonal on the domain a · t · b if the inner product ¯b Zb ¯ hf (t). integration over any complete period yields the same result. §1. a jf (t)j2 dt = E and the square-root of this necessarily non negative quantity is called the norm of the signal 2 b 31=2 Z p kf (t)k = + hf (t). DEFN: Orthogonality. F Be sure you can show/verify this important property for yourself. 2¼=T to be the fundamental frequency of the periodic signal. An important property of a periodic signal is that the integral tZ 0 +T t0 f (t) dt = ZT f (t) dt = 0 T =2 Z f (t) dt = ¡T =2 3T Z =4 f (t) dt = : : : ¡T =4 is independent of the time t0 . §2. Another useful observation is that if f (t) = f (t + T ). so that we can condense the notation on the inner product angle brackets. f (t)i . the e®ective or root-mean-square value is 2 t +T 31=2 Z0 1 frms = 4 jf (t)j2 dt5 : T t0 110 . f (t)g ¤ (t) dt = 0: a a In any given situation. let's assume the interval of interest a · t · b is known and ¯xed. so that the integral tZ 0 +T f (t)ejn!0 t dt t0 is also independent of the time t0 . It will be frequently convenient to de¯ne !0 . : : : . f (t)i = 4 jf (t)j2 dt5 : a When dealing with periodic signals so that the interval of interest is any period t0 · t · t0 + T . then the product f (t)ejn!0 t is also periodic with period T . with n!0 the nth harmonic frequency for integer n = 0.

hejn!0 t . sin(m!0 t)iT = tZ 0 +T cos(n!0 t) sin(m!0 t) dt = 0 (n. Orthogonality of the Fourier basis. cos(m!0 t)iT = tZ 0 +T cos(m!0 t) dt = T ±0. : : : ) sin(n!0 t) sin(m!0 t) dt = T ±n. 1. 2. : : : ) t0 When n = 0 the nth cosine is unity. 1. and therefore not used. 2.m 2 (n. This simple function is a function of two integers m and n and is de¯ned as ½ 1.m (m = 0.m 2 (n. : : : ) t0 h1. sin(m!0 t)iT = tZ 0 +T sin(m!0 t) dt = 0 (m = 1. cos(m!0 t)iT = hsin(n!0 t). 2.Kronecker delta. F Homework: Verify/derive each of the above orthogonality relations. m = 0. §2. §1. ejm!0 t iT = tZ 0 +T hcos(n!0 t). m = 1.n = 0. m 6 = n: It is unrelated to the Dirac-delta function ±(t) that is explicitly written as a function of the continuous time variable t. 2. m = 1.m t0 tZ 0 +T (n. : : : ) t0 tZ 0 +T t0 hcos(n!0 t). The operational advantage of introducing this notational convenience will be clear as we progress. : : : ) cos(n!0 t) cos(m!0 t) dt = T ±n. : : : ) t0 Note that sin(m!0 t) is trivial. 2. m = n ±m. You will need to use trig identities to simplify the products in the integrands. m = 0. sin(m!0 t)iT = ej(n¡m)!0 t dt = T ±n. and we have h1. when m = 0. 111 .

In doing so. the Fourier coe±cients appeared naturally.Derivation of Fourier Coe±cients by Minimizing the Mean Square Error The concept of the Fourier series arose naturally back on page 108 when we wrote a periodic signal as the inverse Fourier integral of its Fourier transform. One approach to derive the expression for the Fourier coe±cients cn is to ask the question: What values of the cn minimize the mean square error between the original signal f (t) and its proposed Fourier series representation fe(t) ? Firstly.m c¤m e¡jm!0 t dt {z fe¤ (t) ej(n¡m)!0 t dt } . 1 T tZ 0 +T t0 1 jfe(t)j2 dt = T tZ 0 +T t0 1 X cn e n=¡1 | {z fe(t) 1 X 1 X 1 X 1 X 1 = cn c¤m T n=¡1 m=¡1 = = n=¡1 1 X cn 1 X jn!0 t m=¡1 cn c¤n n=¡1 112 m=¡1 } | tZ 0 +T t0 c¤m ±n. write the mean square error 1 E = T 2 1 = T tZ 0 +T t0 1 jf (t) ¡ fe(t)j2 dt = T tZ 0 +T £ ¤£ ¤ f (t) ¡ fe(t) f ¤ (t) ¡ fe¤ (t) dt t0 tZ 0 +T t0 £ ¤ jf (t)j2 + jfe(t)j2 ¡ f (t)fe¤ (t) ¡ f ¤ (t)fe(t) dt: We need the following component integrals. Now let's start over by assuming that the periodic signal f (t) = f (t + T ) can be represented by a Fourier series. call it fe(t) = 1 X cn ejn!0 t n=¡1 to temporarily avoid any premature claims that fe(t) = f (t).

1 T tZ 0 +T t0 1 T tZ 0 +T f (t)fe(t) dt = ¤ e¤ 1 X 1 cn T n=¡1 1 X f (t)f (t) dt = t0 c¤n n=¡1 1 T tZ 0 +T f ¤ (t)ejn!0 t dt t0 tZ 0 +T f (t)e¡jn!0 t dt t0 Now the mean square error is 1 E = T 2 tZ 0 +T t0 2 jf (t)j dt + 1 X cn c¤n n=¡1 1 X tZ 0 +T 1 X tZ 0 +T 1 ¡ cn T n=¡1 ¡ c¤n n=¡1 1 T f ¤ (t)ejn!0 t dt t0 f (t)e¡jn!0 t dt t0 2 To minimize E with respect to the Fourier coe±cients cn . set to zero the partial derivative with respect to each of the ck (for all integer k) @ 2 1 E = c¤k ¡ @ck T or c¤k 1 = T tZ 0 +T f ¤ (t)ejk!0 t dt = 0 t0 tZ 0 +T f ¤ (t)ejk!0 t dt t0 the conjugate of which gives the required Fourier coe±cient formula 1 ck = T tZ 0 +T f (t)e¡jk!0 t dt t0 where k can now be replaced by n 1 cn = T tZ 0 +T f (t)e¡jn!0 t dt: t0 113 .

2. : : : ) in terms of the complex exponential coe±cients cn (n = : : : . 1. 1. 2. 0. ¡1.m = T cm n=¡1 and therefore cm 1 = T tZ 0 +T f (t)e¡jm!0 t dt: t0 Trigonometric Form of the Fourier Series 1 X ¤ £ f (t) = a0 + an cos(n!0 t) + bn sin(n!0 t) n=1 To ¯nd the trig coe±cients an and bn (n = 0.Fourier Coe±cients by a Direct Inner Product Write 1 X f (t) = cn ejn!0 t n=¡1 and then take the inner product of both sides with ejm!0 t tZ 0 +T 1 X f (t)e¡jm!0 t dt = n=¡1 t0 = 1 X cn tZ 0 +T ej(n¡m)!0 t dt t0 cn T ±n. : : : ) set 1 X cn e n=¡1 c0 + 1 h X c0 + jn!0 t cn e n=1 jn!0 t 1 X ¤ £ = a0 + an cos(n!0 t) + bn sin(n!0 t) n=1 ¡jn!0 t + c¡n e i 1 X £ ¤ = a0 + an cos(n!0 t) + bn sin(n!0 t) n=1 1 h X © ª © ªi cn cos(n!0 t) + j sin(n!0 t) + c¡n cos(n!0 t) ¡ j sin(n!0 t) n=1 1 X = a0 + n=1 ¤ £ an cos(n!0 t) + bn sin(n!0 t) 1 h 1 i X X £ ¤ c0 + (cn +c¡n ) cos(n!0 t)+j(cn ¡c¡n ) sin(n!0 t) = a0 + an cos(n!0 t)+bn sin(n!0 t) n=1 n=1 114 .

115 . sin(m!0 t). 2. and unity. : : : ) t0 F Homework.Therefore 1 a0 = c0 = T tZ 0 +T f (t) dt t0 an = cn + c¡n 2 = T tZ 0 +T f (t) cos(n!0 t) dt (n = 1. Derive the trig Fourier coe±cients by taking the direct inner product of 1 X £ ¤ f (t) = a0 + an cos(n!0 t) + bn sin(n!0 t) n=1 with each of the trig Fourier basis functions cos(m!0 t). 2. : : : ) t0 2 bn = j(cn ¡ c¡n ) = T tZ 0 +T f (t) sin(n!0 t) dt (n = 1.

Two Standard Notations for the Trigonometric Fourier Series

f (t) = a0 +

1
X
¤
£
an cos(n!0 t) + bn sin(n!0 t)

n=1

1
a0 =
T

tZ
0 +T

f (t) dt

t0

2
an =
T

tZ
0 +T

f (t) cos(n!0 t) dt

(n = 1; 2; : : : )

f (t) sin(n!0 t) dt

(n = 1; 2; : : : )

t0

2
bn =
T

tZ
0 +T
t0

1
¤
a0 X£
f (t) =
+
an cos(n!0 t) + bn sin(n!0 t)
2
n=1

2
an =
T

tZ
0 +T

f (t) cos(n!0 t) dt

(n = 0; 1; 2; : : : )

t0

2
bn =
T

tZ
0 +T

f (t) sin(n!0 t) dt

(n = 1; 2; : : : )

t0

The second form uses the general form for an to also calculate the DC term a0 , avoiding
the need for a separate formula for a0 .
It is silly, but observe that this captures the spirit:
1

¤
| X£
f (t) =
+
an cos(n!0 t) + bn sin(n!0 t)
7 n=1
7
|=
T

tZ
0 +T

f (t) dt

t0

F Homework. In some applications, the Fourier series is written in the form
1
X
f (t) = A0 +
An cos(n!0 t + Án ):
n=1

Find an expression for An and Án in terms of an and bn .
116

Riemann-Lebesgue Lemma - Fourier Coe±cients
f (t) = f (t + T ) =

1
X

cn ejn!0 t ;

!0 = 2¼=T

n=¡1

T cn =

tZ
0 +T

f (t)e¡jn!0 t dt

t0

¯t0 +T
tZ
0 +T
f (t)e¡jn!0 t ¯¯
1
=
+
f 0 (t)e¡jn!0 t dt
¯
¡jn!0 ¯
jn!0
t=t0

t0

by integration-by-parts. The boundary terms are zero by the periodicity of the integrand.
The remaining integral has
¯
¯ t +T
tZ
0 +T
¯
¯ Z0
¯
¯
0
¡jn!
t
0
¯
f (t)e
dt¯¯ ·
jf 0 (t)j dt · K < 1
¯
¯
¯
t0

t0

if f 0 (t) is absolutlely integrable. Therefore
jcn j ·

K
:
2n¼

If f 0 (t) is absolutlely integrable, then cn ! 0 as n ! 1.

Corollary.
If f (k) (t) is absolutely integrable, but f (k+1) (t) is not, then cn = O(n¡k ) as n ! 1.

117

Gibb's Phenomenon - Example Square wave

S5 (t)

1.0

0.5

f (t)

0.0

¡0:5
¡1:0

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0.0

0.5

1.0

t=T
Fourier series of the above square wave is
f (t) =

1
4 X sin[(2k ¡ 1)!0 t]
;
¼
2k ¡ 1

!0 = 2¼=T

k=1

Truncated Fourier series

N
4 X sin[(2k ¡ 1)!0 t]
SN (t) =
¼
2k ¡ 1
k=1

Di®erentiate to ¯nd its extrema
0
SN
(t) =

N
8X
cos[(2k ¡ 1)!0 t]
T
k=1

write
cos[(2k ¡ 1)!0 t] =

sin(2k!0 t) ¡ sin[(2k ¡ 1)!0 t]
2 sin !0 t

All terms cancel except
0
SN
(t) =

4 sin(2N !0 t)
T sin !0 t
118

¡T =2 the truncated Fourier series feN (t) = N X n=¡N 119 cn ej2n¼t=T . Here ¢x = ¼=N so a = ¼. 2 SN (t0 ) ¼ ¼ Z¼ sin x 2 dx = Si(¼) ¼ 1:18 x ¼ 0 1:18 ¡ 1 £ 100% ¼ 9% total jump of 2 overshoot is Pointwise Convergence of the Fourier Series The Dirichlet kernel is DN (x) = N X jnx e ¡jN x =e 2N X ejnx = e¡jN x n=0 n=¡N sin[(N + 1=2)x] 1 ¡ ej(2N +1)x = . Consider a periodic function f (t) = f (t + T ) having a single jump discontinuity at the point ¡T =2 < t < T =2. jx 1¡e sin(x=2) an even function DN (¡x) = DN (x). De¯ne the right and left-hand limits and f (t¡ ) = lim+ f (t ¡ ²): f (t+ ) = lim+ f (t + ²) ²!0 ²!0 With the Fourier coe±cients 1 cn = T T =2 Z f (¿ )e¡j2n¼¿ =T d¿.Smallest zero is ¼ 2N !0 h i h i (2k¡1)¼ N sin (2k¡1)¼ N sin X X 2N 2N 4 4 ¼ SN (t0 ) = = (2k¡1)¼ ¼ 2k ¡ 1 ¼ 2N t0 = k=1 Riemann sum Za k=1 2N £ ¤ N X sin 2k¡1 ¢x sin x 2 dx ¼ ¢x 2k¡1 x 2 ¢x k=1 0 where N ¢x = a.

as N ! 1. · sin x μ (2N + 1) sin ¶ dx ¸ T f x + t ¡¡¡¡! f (t¡ ) (2N + 1)¼ N !1 120 x 2N + 1 ¶ dx .is feN (t) = T =2 Z T =2 Z N 1 X j2n¼(t¡¿ )=T 1 f (¿ ) e d¿ = f (¿ ) DN [2¼(t ¡ ¿ )=T ] d¿ T T n=¡N ¡T =2 Zt = 1 f (¿ ) DN [2¼(¿ ¡ t)=T ] d¿ + T ¡T =2 | Zt I¡ = ¡T =2 {z } I¡ T =2 Z 1 f (¿ ) DN [2¼(¿ ¡ t)=T ] d¿ T t {z } | I+ 1 [f (¿ ) ¡ f (t¡ )] DN [2¼(¿ ¡ t)=T ] d¿ + f (t¡ ) T ¡T =2 Zt 1 DN [2¼(¿ ¡ t)=T ] d¿ T ¡T =2 Introduce the change-of-integration variable x= such that 2¼ (N + 1=2)(¿ ¡ t) T 1 DN [2¼(¿ ¡ t)=T ] d¿ = T sin x dx ¶ x (2N + 1)¼ sin 2N + 1 μ ¿ = ¡T =2 =) x = ¡(2N + 1)¼(1=2 + t=T ) = ¡X ¿ = t =) x = 0 T ¿ ¡t= (2N + 1)¼ 1 I¡ = ¼ Z0 ½ · f ¡X f (t¡ ) + ¼ Z0 ¡X ¾ ¸ T ¡ x + t ¡ f (t ) (2N + 1)¼ sin x μ (2N + 1) sin x 2N + 1 Since ¡X < x < 0 .

the second integral gives f (t¡ ) I¡ ¡¡¡¡! ¼ N !1 Z0 sin x f (t¡ ) dx = : x 2 ¡1 The same philosophy yields f (t+ ) I+ ¡¡¡¡! ¼ N !1 so that N X j2n¼t=T cn e n=¡N Z1 sin x f (t+ ) dx = x 2 0 f (t+ ) + f (t¡ ) ¡¡¡¡! : 2 N !1 ¥ F Homework Consider the simpler case where f (t) is continuous everywhere. and therefore demonstrate that N X cn ej2n¼t=T ¡¡¡¡! f (t): N !1 n=¡N 121 .so that the ¯rst integral above vanishes. The denominator becomes (2N + 1) sin μ x 2N + 1 ¶ ¡¡¡¡! x N !1 and with X ! 1.

.... .. ... ............ . .. .............. . ... .. . .. ......... .. ..... .. ... ......... ..... ... .. . . . ... ... .. ..... ....... . ............ ....... For example....... ...... ....... .... ......... .. . ................... ..... ............... . .... . ...... . .... ...... .. . .......... ........... ...... and the DC or average value is a0 1 = 2 T ZT f (t) dt = 1 ........ . . .. ... .. . .. . ............. .... ...ECE 370 16 January 1978 QUIZ 3 NAME Take Home .. .. ................ There are no sines (bn ´ 0) in this even function.... .. ... ... ... . . ... .. .. ................................ 2.... ...... .. .........) Find a Fourier series representation of the signal f (t).. ... ... .......... 2. ......... .. .Due Wednesday January 18 f (t) ... .. .) Use MATLAB to graph the N th partial sum of this Fourier series.... ... .. ... .. ... ......... ... . ...... ..... : : : ) are 2 an = T tZ 0 +T t0 2 f (t) cos(n!0 t) dt = T T =2 Z 2 f (t) cos(n!0 t) dt = ¢ 2 T T =2 Z f (t) cos(n!0 t) dt (2) 0 ¡T =2 122 .. . ...... . ...... .... ... ...... ........ . .. . .. . .. ....... .... ........... ... ...... ... ... ........ if 1 a0 X f (t) = + an cos(n!0 t).. ... .............................. . ................................. . ....... .. . ..... .............. ....... 1 ::: ::: ¡T ¡T =2 T =2 0 T t 3T =2 1............ .... ...... The cosine coe±cients (for n = 1...... .... 2 (1) 0 as the graph shows (perhaps after a little thought). 2 n=1 then let N a0 X fN (t) = + an cos(n!0 t): 2 n=1 Pick several N to demonstrate (pictorially) the convergence of this Fourier series.. ........ . .... . .... .... .......

The ¯rst method is based on the observation that the parameter ® is independent from the integration variable x.by the even symmetry of the product of f (¡t) = f (t) and the nth cosine. Required now is 2 an = ¢ 2 T T =2 Z 2t 8 cos(n!0 t) dt = 2 T T T =2 Z t cos(n!0 t) dt: 0 (3) 0 In terms of di®erent variables. or a table such as the CRC). But here are two di®erent techniques to evaluate it. which is the line of slope 2=T through the origin: f (t) = 2t=T . we need the integral I= Zd x cos(®x) dx: (4) 0 It is perfectly acceptable to use a table of integrals (perhaps in your calculus book. ® ®2 123 (6) . so that we can write I= Zd d x cos(®x) dx = d® 0 Zd sin(®x) dx = d 1 ¡ cos(®d) d® ® 0 d sin(®d) 1 ¡ cos(®d) = : ¡ ® ®2 (5) The second method is integration by parts: d(uv) = u dv + v du =) Zb a The choice u=x dv = cos(®x) dx =) ¯b Zb ¯ u dv = uv ¯ ¡ v du: a a du = dx 1 v = sin(®x) ® gives I= Zd 0 Zd ¯d x 1 ¯ x cos(®x) dx = sin(®x)¯ ¡ sin(®x) dx ® ® x=0 0 ¯d d 1 ¯ = sin(®d) + 2 cos(®x)¯ ® ® x=0 d cos(®d) ¡ 1 = sin(®d) + . The last integral above requires an expression for f (t) in the range 0 · t · T =2.

but it would more commonly be written in the (probably nicer looking) completely equivalent form μ ¶2 X 1 1 1 2 cos[(2n ¡ 1)2¼t=T ]: (9) f (t) = ¡ 2 ¼ n=1 (2n ¡ 1)2 And it would be perfectly acceptable to write it in terms of the fundamental frequency as μ ¶2 X 1 1 2 1 f (t) = ¡ cos[(2n ¡ 1)!0 t]. In fact.in agreement with the ¯rst result (5). n odd n an = ¡ 2 =¡ [1 ¡ (¡1) ] = (7) ¼ n2 2 2 : T (n!0 ) (n¼) 0. The needed integral in (3) has upper limit d = T =2 and frequency (the factor multiplying the integration variable t in the argument of the cosine) ® = n!0 . This series converges nicely. n even: Together with the DC value (1). whereupon ®d = n!0 T =2 = n¼ (recall !0 T = 2¼). note that f (T =2) = 1 and so (9) gives μ ¶2 X 1 2 1 1 cos[(2n ¡ 1)¼] 1= ¡ 2 2 ¼ (2n ¡ 1) n=1 or 1 X 1 ¼2 = : 2 (2n ¡ 1) 8 n=1 Note that the sum over both odd and even integers is 1 1 1 X X X 1 1 1 = + 2 2 n (2n ¡ 1) (2n)2 n=1 n=1 n=1 1 X 1 1 1X 1 = + 2 (2n ¡ 1) 4 n=1 n2 n=1 124 . In this case.3. the entire trigonometric Fourier series for our even. 2 ¼ n=1 (2n ¡ 1)2 as long as it is perfectly clear that we have de¯ned !0 = 2¼=T .5. The Fourier coe±cients (3) are now 8 μ ¶2 1 2 < n 8 1 ¡ (¡1) 2 ¡ . since jan j » n¡2 as n ! 1 (in fact.::: The sum is reasonably clear (at least to me). these an are 1=n2 for all odd n. Note that the values of the trig functions are thus sin(n¼) = 0 and cos(n¼) = (¡1)n . periodic function f (t) is μ ¶2 X 1 2 1 1 f (t) = ¡ cos(2n¼t=T ): (8) 2 ¼ n2 n=1. Fourier series representations of known functions are used to sum certain series.

or 1 1 X 3X 1 1 = 2 4 n=1 n (2n ¡ 1)2 n=1 = and therefore ¼2 8 1 X 1 ¼2 = : n2 6 n=1 This is the Riemann zeta function 1 X 1 ³(x) = nx n=1 of argument x = 2. 125 .

Here is an important class of series: With p real 1 X 1 np n=1 converges i® p > 1. 126 . since ¯1 ¯ 1 ¯X ¯ X ¯ ¯ an ¯ · jan j: ¯ ¯ ¯ n=1 n=1 A convergent series that is not absolutely convergent is called conditionally convergent.On the Convergence and Summation of Some Series The basic form to consider is S= 1 X an = a1 + a2 + a3 + : : : n=1 where the indexing can just as easily start at n = 0 1 X an = a0 + a1 + a2 + : : : n=0 and negative indices are also commonly encountered 1 X an = a0 + n=¡1 If the series 1 P n=1 1 X an + n=1 jan j converges. This can be shown by using the integral argument (Do it!) on the next page. then we say that 1 X n=1 1 P a¡n : an is absolutely convergent. Any series n=1 that is absolutely convergent is convergent.

............... ...... . ............ .. ...... ........... ........ ......... ... ................... .......... ............. .............. ........ ......... .......... . ............. ....... ........... . .. ............... .............. .... ... .... ...... ..... .... . .... ......... .. .......... ......... ...... ..... ........................... . .. .... .. ... ... ................................... . ... . ............... ... we have both a lower and an upper bound. ...... ............. ..... ...... .............. ... ... ............ ...... ........... 1 ............ ................... .................... g(x) X N N +1 N +2 N +3 g(n) < Z g(x) dx x ::: Therefore...... ...... ......... ..... . . ...... ..... ..... ......... ......... .................... ........... ..... .. .. ... ..... ....... ..... ........ ........... ................... ......... .. .... ............... .. .......... .................. ................... .... . ................ . .......If all of the terms of the original series are positive (true for exp(z) if z > 0). ........ .. ... ... ............. ...... ...... ......... .. .... . ................................ ................. so that the error or \tail" sum is Z1 N +1 g(x) dx < 1 X n=N +1 127 g(n) < Z1 N g(x) dx: ... ......... ....... ... . 1 .... ... . ... ... .... .... ... ..... ............. ......... ...... . ................... ............................ ......... .. . ............................ ...... . ... .... ....... .. ........... .... ........... .... ......... .. ............ . N ..... ...... .......... . .... ........ .... then a related integral can provide error bounds by the following reasoning. . .................................. . ........ 1 . .... .... .. . ........... ........... .. ................ .......................... ........... ........ ......................... . ... . .... ..................... ..... ....... .. ........ ........................... n=N +1 ............ ................... .......... ..... ....... .. . ....... .. 1 ........... .......... ..................... ... ..... .. ...... ............ ..... ..................... .......... ........................ .. ............. ........ ... ..... ..... .... . ... ........... ............................ ...... ..... ................................... . ... ...... . ...... ................. . .. .. .... .... ........ ... .. ...... ... .. . . ... .......... ......... ............. .. ......... .... ...... . ............. ... ............ ... ..... .. ....... .. .... .............. .......... ............. ... ........... .. ............ ....... .... . ................... ............ ........ ..... .. ...... ...... n=N +1 ..... ........ . .... ... ................. . .................. .................... . ..... ................ ........ .................. . g(x) X N +1 N +2 N +3 g(n) > Z g(x) dx x ::: .............. ....... ..... .... .... . ................. . ............................... ..... ... ......... .......... ...................... ....... .. N +1 .................. .... . ..... ............ ......... .......

Suppose that the limit lim ¯¯ n!1 an ¯ 1 P series an . n!1 as we demonstrate by example.If the series 1 P n=1 jan j converges. 128 . then we must have lim an = 0: The converse is not true. and the divergence of the series an n=1 bn . Then a su±cient 1 1 P P an is that the series bn converges. n=1 Weierstrass M-Test for Absolute Convergence. since the series 1 X 1 np n=1 is divergent for p = 1=2 but 1 p ¡¡¡! 0: n n!1 Comparison Test. n=1 Suppose there exists an index N such that jan j · bn for all n > N . then the convergence of the series 1 P an . If there N . n=1 (1) if ® < 1 then the series 1 P an converges absolutely 1 P an diverges n=1 (2) if ® > 1 then the series n=1 (3) there exist both absolutely convergent and divergent series for which ® = 1. Let 1 P n=1 an and 1 P bn be series. Let 1 P an and 1 P bn be two n=1 bn for all n > 1 P n=1 exists an index N such that an · 1 P bn implies the convergence of the series n=1 implies the divergence of 1 P n=1 series with nonnegative terms. condition for absolute convergence of the series n=1 n=1 ¯ ¯ ¯ an+1 ¯ ¯ = ® exists for the Ratio (d'Alembert's) Test.

Acceleration of series convergence by subtracting out the asymptotic form
(Kummer transform):
Consider the series

1
P

f (n) where the large n form of f (n) is

n=1

f (n) ¡¡¡! fasy (n):
n!1

If the original terms f (n) decay so slowly with n as to be numerically disagreeable, but
the asymptotic form can be summed by some alternate method, then write
1
X

f (n) =

n=1

1
X

n=1

[f (n) ¡ fasy (n)] +

1
X

fasy (n):

n=1

The terms of the di®erence f (n) ¡ fasy (n) will approach zero faster than the original f (n),
so that truncation of the di®erence sum can be made at a smaller n to achieve a given
level of accuracy.
Example. One series that can be summed exactly using the Poisson sum formula (on
pages 150-151) is
1
X
1
¼
= coth ¼b:
2
2
n +b
b
n=¡1
We choose an example series where we know the exact value of the sum simply to be able
1
P
to check our result. Let's get this series into the form
f (n), where f (¡n) = f (n) is an
n=1

even function of the summation index,
1
X

1
X
1
1
1
=
2
+ 2
2
2
2
2
n +b
n +b
b
n=¡1
n=1

and therefore
S=

1
X

n=1

n2

¼b coth ¼b ¡ 1
1
=
:
2
+b
2b2

Now let's compare the brute-force summation of S as it stands, with a simple Kummer
transform. Having the exact value of S allows us to gauge our accuracy. The asymptotic
form of the summand f (n) is fasy (n) = n¡2 so that the Kummer transform is
¸ X
1 ·
1
X
1
1
1
S=
¡
+
:
n2 + b 2
n2
n2
n=1
n=1
The asymptotic or \tail" sum is the Riemann zeta function of argument 2 (a well-known,
actually famous sum) that we encountered back on page 124
1
X
1
¼2
³(2) =
=
:
2
n
6
n=1

129

The di®erence terms
1
n2 ¡ (n2 + b2 )
¡b2
1
¡
=
=
= O(n¡4 )
n2 + b2
n2
n2 (n2 + b2 )
n2 (n2 + b2 )
decay much faster than the original terms of O(n¡2 ). The Kummer transform of the
original sum S is now
1
X
1
¼2
S = ¡b2
+
:
2 (n2 + b2 )
n
6
n=1
To do the comparison, label the truncated brute-force sum
S0 (N; b) =

N
X

n=1

n2

1
+ b2

and the truncated Kummer-accelerated sum
SK (N; b) = ¡b

2

N
X

1
¼2
+
:
n2 (n2 + b2 )
6
n=1

With the exact value

¼b coth ¼b ¡ 1
2b2
let's compare the numerical performance of
S(b) =

S0 (N; b)
S(b)

with

SK (N; b)
S(b)

as a function of the truncation index N for one or more values of the parameter b.

N

S0 (N; 10)
S(10)

SK (N; 10)
S(10)

101
102
103
104

0:499726021056655
0:934787298579118
0:993428003029169
0:999342482848786

1:125492496191760
1:000214644029801
1:000000218841745
1:000000000219156

Exercise. Using ³(4) =

1
P

n¡4 = ¼ 4 =90, perform a second Kummer transform on the

n=1

series in the example and compare its convergence to the data above.

130

Homework Problem: Convergence of Fourier Series. Consider the three periodic
functions x(t), y(t), and z(t) as graphed below. Find appropriate Fourier series expansions
for each of the three functions. Study and discuss the convergence of each series, including
graphical display.
For example, say the odd function y(t) is most conveniently represented by the Fourier
sine series
1
X
y(t) =
bn sin(2n¼t=T )
n=1

where the coe±cients bn are known. Truncation of this Fourier series yields the approximation
N
X
bn sin(2n¼t=T ):
yN (t) =
n=1

Compare these truncated series yN (t) with the original function y(t) for several (you decide
which range of values has signi¯cance to your convergence study) values of the ¯nal or
truncation index N . Certainly, the rate of decay of jbn j as n ! 1 is the important
feature.
Note: How are x(t), y(t), and z(t) related? How then are their Fourier series related?
+1

x(t)

.............
.......
..... .....
.... .........
..... .........
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.....
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.....
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... ...
.. ...
...................................................................................................................................................................................................................

¡T =2

T =2

0

t

T

+1

y(t)

.....................
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...
..
...
..
...
..
..
...
...
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...
...
..
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..
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..
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..
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...
..
..
..
..
...
..
...
..
.
.
.
.
...................................................
...................................................
......... (+1)
N
......
...

z(t)

¡1

N

......
.........
......
...............
.........
......
......
......
......
.........
.........
......
......
.
.
.
............................................................................................................................................................................................................
.........
.........
.........
.........
.........
.........
.........
.........
.........
.........
.........
.........
.........
.........
...
...

H

H (¡1)

131

t

t

.......... . . .. ......... ....... . .. .... ... ....... .. .. ....... .. ...... ............. ... ....... ...... .. ...... ......... . . ... ..... .. .. ............... . . . 2.. ..... . The DC or average value of f (t) is a0 1 = 2 T ZT 1 f (t) dt = T 0 ZT 0 ¯ ³! ´ ³ ! ´¯0 2 ¯ 0 0 sin t dt = cos t ¯ 2 !0 T 2 ¯ t=T = 2 2 [1 ¡ cos ¼] = : (2) 2¼ ¼ For n = 1....... .... .. .. ... Note that the period of the sine wave prior to recti¯cation is 2T ....... Equivalently... ...... .. .................. .. ... .................... .... ... . . . . .... .... . ..... ... ...... in terms of its period T .. ..... . ...... .. ......... .. .. .... ... ... .... ......... .... .... ...... . ....... ... . .. .... ... ..... ..... . .. .......... .. .. . ......... ... .. . ..... ..... ..... ... ...... .. the frequency of the un-recti¯ed sine wave is half the frequency of the recti¯ed signal f (t)... .. . . ...... ... . ...... : : : 2 an = T tZ 0 +T t0 2 f (t) cos(n!0 t) dt = ¢ 2 T T =2 Z ³! ´ 0 sin t cos(n!0 t) dt 2 0 132 (3) .... ...... ... ... ... ....... . .... .. .. ..... ..... ..Fourier Series of Full-Wave Recti¯ed Sine Wave sin( 12 !0 t) = sin(¼t=T ) . .. .... . .. ...... . . ... ... ...... .... ... ... .. ........... . .... .. ............ .... ...... . .... ...... ........... .... ......... . ........... .. . .. ......... .. ... ........... ... ¡T 0 t T The even function f (t) = f (¡t) is expanded in a Fourier series 1 a0 X f (t) = + an cos(n!0 t) 2 n=1 (1) where its fundamental frequency is !0 = 2¼=T . . .......... . .. ...... . ¡T 0 t T f (t) = j sin( 12 !0 t)j = j sin(¼t=T )j .. ...... ......... ......... . .... ......... ... ....... ........ . ... ..... .... ..... . ..... ....... ...... .. ................... ........ . .. . .................... ........ ... .... . . .... ............. ....... .. .... . .... . ..... ..... .. .......... ......... ...... . . .... ... ...................... ....... ... . . . ...

since

¯ ³ ! ´¯
³! ´
¯
¯
0
0
t ¯ = sin
t
f (t) = ¯sin
2
2
Use of the trig identity

for 0 · t · T =2:

(4)

2 sin A cos B = sin(A ¡ B) + sin(A + B)
yields
2
an =
T

T =2½
¾
Z
£
¤
£
¤
1
1
sin (n + 2 )!0 t ¡ sin (n ¡ 2 )!0 t dt:

(5)

0

Let's economize the algebra and do both forms at once by considering
¯0
T =2
Z
¯
£
¤
£
¤
2
2
1
¯
1
1
sin (n § 2 )!0 t dt =
cos (n § 2 )!0 t ¯
1
¯
T
T (n § 2 )!0
t=T =2
0
¤
¤
£
£
1
1 ¡ cos (n § 2 )!0 T =2
1 ¡ cos (n § 12 )¼
1
=
=
=
:
1
1
(n § 2 )!0 T =2
(n § 2 )¼
(n § 12 )¼ (6)
Insertion of (6) into (5) gives
·
¸
1
1
1
1 (n ¡ 12 ) ¡ (n + 12 )
1
an =
¡
=

:
1
1
1
1
¼ n+ 2
¼ (n + 2 )(n ¡ 2 )
n¡ 2
¼(n2 ¡ 14 )

(7)

Together with the DC term (2), the full Fourier series for f (t) is now
1
2
1X
1
f (t) = ¡
2
¼ ¼ n=1 n ¡

1
4

cos(2n¼t=T );

(8)

and its truncated version (N th partial sum) is
fN (t) =

N
1X
1
2
¡
¼ ¼ n=1 n2 ¡

1
4

cos(2n¼t=T ):

(9)

solid curve: N = 3
dashed curve: N = 20

.........
.............. ......................
........
........
........
........
.......
.......
.
.
.
.
.
.....
.
.
.
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.....
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.
.
.
.
.....
..
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.
.......
...
.
......
.
......
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.......
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......
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......
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.
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..
......
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...
...
...
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.....
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......
.....
..... ............
...................
..............
. ..
.. .
.........................................................................................................................................................................................................................................................................................
.
.

0

1
133

t=T

Parseval's Theorem for the Fourier Series
Consider a periodic signal f (t) = f (t + T ) and its Fourier series representation
f (t) =

1
X

cn ejn!0 t

(!0 = 2¼=T ):

n=¡1

The average power (per period) \in" or \of" f (t) is

Pav

1
=
T

tZ
0 +T
t0

1
=
T

tZ
0 +T

jf (t)j2 dt
1
f (t)f ¤ (t) dt =
T

t0

=

1
X

n=¡1

=

1
X

n=¡1

tZ
0 +T

cn

m=¡1

c¤m

1
T

tZ
0 +T

jn!0 t

cn e

n=¡1

t0
1
X

1
X

j(n¡m)!0 t

e

1
X

c¤m e¡jm!0 t dt

m=¡1

dt =

1
X

n=¡1

t0

cn

1
X

m=¡1

c¤m ±mn

=

1
X

cn c¤n

n=¡1

jcn j2

F Homework: Find the comparable expression in terms of the trigonometric Fourier
series coe±cients.

134

Homework Problem: Power Supply Performance.
sin( 12 !0 t) = sin(¼t=T )

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¡T

0

t

T

x(t) = j sin( 12 !0 t)j = j sin(¼t=T )j

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¡T

0

x(t) =

1
2
1X
1
¡
¼ ¼ n=1 n2 ¡

t

T

1
4

cos(2n¼t=T )

Consider a real power supply, consisting of a full-wave recti¯er followed by a simple lowpass ¯lter. Find an expression for, and graph, the time-domain output y(t) of the power
supply for several values of the important parameter !b =!0 . De¯ne the percent ripple as
the ratio of average power in the unwanted harmonics to the desired DC power. Graph
percent ripple versus !b =!0 . Recall Parseval's theorem for Fourier series.

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²

R

x(t)
¡

y(t)

C

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²

135

+

¡

so that in terms of normalized time t=T . With the ¯lter input written as the particular Fourier series x(t) = 1 X an cos(n!0 t). with An = an jH(n!0 )j and Án = £(n!0 ). Also note that H(0) = 1 is real. The transfer function of the low-pass ¯lter is 1 1 1 j!C H(!) = = = 1 1 + j!RC 1 + j!=!b R+ j!C with !b . that is. which is twice the frequency of the pure sine wave that is the initial input to the full-wave recti¯er. 1 : RC In polar form H(!) = jH(!)jej£(!) the magnitude of H(!) is 1 1 + (!=!b )2 jH(!)j = p and the phase of H(!) is £(!) = ¡ tan¡1 (!=!b ): Note that the ¯lter impulse response is necessarily real. instead of a0 =2. the above expression is y(t) = 1 1X 2 1 ¡ ¼ ¼ n=1 n2 ¡ 1 4 £ ¤ 1 p cos n!0 t ¡ tan¡1 (n!0 =!b ) : 1 + (n!0 =!b )2 Note that the single (dimensionless!) numerical parameter required to characterize the complete power supply output is !0 =!b . physical electric circuit. Recall that !0 . n=0 the response of the ¯lter is y(t) = 1 X n=0 an jH(n!0 )j cos[n!0 t + £(n!0 )]: Note that the DC term is now called a0 . we have μ ¶ 1 t 1 2 1X y = ¡ T ¼ ¼ n=1 n2 ¡ 1 4 · ¸ 1 t ¡1 p cos 2n¼ ¡ tan (n!0 =!b ) : T 1 + (n!0 =!b )2 The form of the Fourier series for y(t) is. £(0) = 0. Speci¯cally. 2¼=T is the fundamental frequency of the recti¯ed sine.Solution. Time t is always multiplied by !0 = 2¼=T . y(t) = 1 X An cos(n!0 t + Án ) n=0 136 (1) . since the ¯lter is an actual.

m = 1. the total average power in the signal y(t) is Ptot = jA0 j2 + 1 1X jAn j2 .and the total average power in the output y(t) is Ptot 1 = T tZ 0 +T t0 1 = T jy(t)j2 dt tZ 0 +T " 1 X n=0 t0 1 1 X X = An cos(n!0 t + Án ) #" Am cos(m!0 t + Ám ) #¤ dt m=0 An A¤m n=0 m=0 1 X 1 T tZ 0 +T cos(n!0 t + Án ) cos(m!0 t + Ám ) dt: t0 The DC terms (n = 0 and/or m = 0) are a little di®erent. total power output or 1 P 1 jAn j2 2 n=1 r= £ 100%: (2) 1 P 1 2 2 jA0 j + 2 jAn j n=1 137 . : : : ): t0 Therefore." Therefore. 2. 2. m = 1. one de¯nition of percent ripple is unwanted power in the ripples £ 100% r. : : : ) 1 ±nm 2 (n. : : : ) give rise to the unwanted \ripple. Recall or note that Á0 ´ 0. 2 n=1 which is the form of Parseval's theorem that applies for our particular representation of y(t). while all of the higher harmonics (n = 1. 2. The DC (n = 0) term is our desired power supply output. but I included them in the series (starting at n = 0 instead of starting at n = 1) for notational convenience. The inner products of interest are: 1 T tZ 0 +T t0 1 T tZ 0 +T t0 1 T tZ 0 +T 1 ¢ 1 dt = 1 (n = m = 0) 1 ¢ cos(m!0 t + Ám ) dt = 0 cos(n!0 t + Án ) cos(m!0 t + Ám ) dt = (n = 0.

. .. .............. .. ..... .25 0.2 !i =!b = 0:1.. ..... . ..... ... ..... ... .............. ..00 0.... . ..... .... . ......... .. . .. ..... . .... ... ....... ... ......... .... . . . .... .. ... ... .... ... .. . . ........... .... .. .... .... .... . . .. .... . ... ............... .. . .... ... . .. ... . .... ... . ...... . . .. ... ........... ..... the problem statement evidently de¯ned percent ripple as 1 2 r= 1 P n=1 jAn j2 jA0 j2 £ 100%: These two r expressions will be nearly identical when the majority of the output power is in the DC component....... .. .. .. .. ... ......... .... .. . . ...... ................8 1 10 0..... . ... ..... ... . . ... ... . . ..... ...... .... ... .. ...2 0.. . . .. ..... . ......... ........ ........ ..... ..... . . .... . ............. ... .. ...... ... ... . .. . .. .. ...... . ... .. ... ... .. .. .. .... .. . .0 ..... . .. ......... .. ..... .. .... .................. ... ... .. .. .. ... ............ ........ ... ...6 y(t) 0. .. .. . ...... ... .. .75 t=T 20 18 16 14 12 r (%) 10 8 6 4 2 0 .0 ¡0:2 input frequency of unrecti¯ed sine is !i = !0 =2 ¡0:75 ¡0:50 ¡0:25 0.... 0........... .. .. .......... ........ .50 0.............. ....... .. ............... ...... .... ..... ..... . . ..... ....... . ..... ......... ............. ....... ... . ... ... ..... .... ... .. .. . ... ... .... ............. . .. ..... . .. ...... . ..... ... ....... ........ .. ....... ....... ... ..... . ..... .............. ...... .. .... 0 1 2 3 4 !i =!b = freq of unrecti¯ed sine/¯lter break 138 5 . ... ....... .. ........ ...... .. but for a very poor power supply I suppose some marketing/sales people would prefer to use (2). . . .. .. 1.. ... .. . ... .. . ....... . .... .... .. .. ... .... . . ................ ... .. ....... . .. . . .. ..... . . ... ........... ..... .... .. ... ........ ... . ... . .... ...... ..... ... . ..... . ..... ........ ..... .... .. ..... .. .. ... .. . ....... .......4 0. .However. .. ........ ...... ... ..... ... ... .. .... ....... ... .. .............................. .... .. . .. ... The second form might be greater than 100%! 1. .

........ ...... .. . ............. . .. ...................... .. .. ... .... ............. .. . ..... .. .... .... ...... .... . then the steady-state solution for all of the linear signals (common voltage v(t).................. . .. ..... which is our independent variable t... ..... The periodic voltage signal is written as a Fourier series 1 X v(t) = °n ejn!0 t (4) n=¡1 139 .... .... ..... ...... ....... ............ .. then we can ¯nd its Fourier series representation ig (t) = 1 X cn ejn!0 t : (1) n=¡1 Here is a case where it is more convenient and natural to use the complex exponential form of the Fourier series: The trigonometric form would su±ce in principle.. . ..... . ....... .. .. ............... . .. .... ........... ........ ... ... ................. ... .......... ..... .. ... ... . ...... ..... . .. ............... ... .. . .... . .. . . ......... ........ .... all three branch currents) will also be periodic with the same fundamental frequency !0 = 2¼=T of the excitation.. ........ but carrying around two sets of coe±cients an and bn is more awkward.................. ...... ..... .... .. .......... .......................... .. . ..... ........ and the prime on the generator current denotes di®erentiation with respect to its argument........ .............. .. . . ...... ... .......... ............... ......................... . ......... ........ ... ................ ......... .. ..................... .. ....... .... .. ..... ..... .... If we know the waveform ig (t).... .. ... .... ... ........ . ... ...... .. ........... Kirchho®'s current law supplies the equation-of-motion for the unknown voltage signal v(t) in our circuit Zt 1 dv(t) + v(¿ ) d¿ = ig (t): (2) Gv(t) + C dt L ¡1 This integrodi®erential equation is converted to a pure di®erential equation by di®erentiating once to eliminate the integral operator in the inductive current C d2 v(t) dv(t) 1 +G + v(t) = i0g (t): 2 dt dt L (3) The order of the terms was rearranged to put the di®erential equation in standard form.... .. ................... ...... .... ........... ..... .. .. ...... ............ ................... G C ² L ² If the source signal ig (t) = ig (t + T ) is a periodic signal. ...... ... . .... ..................... .. ...... .... .......... ... ................ .. Plus di®erentiating exp(jn!0 t) is much cleaner than di®erentiating cos(n!0 t) and sin(n!0 t)..... ..... ..Periodic Excitation of a Simple GLC Electric Circuit v(t) ² ² ig (t) .... . .

) Interpret this high frequency approximation in terms of the circuit. so far.where the Fourier coe±cients °n are unknown. All three terms in the denominator are dimensionless (check for yourself). what is the physical signi¯cance of a harmonic having n!0 = 1= LC ? 4. Write down an approximation for the higher-order terms in the series for v(t). The units of the °n are therefore (V). 7. say of amplitude §I0 . If the lossy element is removed from the circuit (G p = 0 or G = R = 1). If ig (t) is a real-valued source current. 140 . Find an expression for the average power dissipated as heat in this circuit. If f (t) is a real function of time. Give a physical explanation for the absence (zero value) of the n = 0 term in the voltage. and the Fourier coe±cients cn de¯ned in (1) are in (A). Problems 1. Use normalized parameters. 5. show that the coe±cients cn in its complex exponential Fourier series 1 X cn ejn!0 t f (t) = n=¡1 must satisfy the requirement cn = c¤¡n . Show the e®ect of varying the circuit element values. cn = 1 1 ¡ (n!0 )2 LC + jn!0 LG (jn!0 )2 C + (jn!0 )G + L and our particular solution (4) for the voltage is v(t) = 1 X jn!0 L cn ejn!0 t : 2 1 ¡ (n!0 ) LC + jn!0 LG n=¡1 (7) (8) Note that the (SI or mksC) units of the numerator are those of !0 L. as much as possible. Graph the signal v(t) when the current source is a square wave. which are (H/s) or (−). 6. show that the expression (8) is also real. One way to see this is to examine f ¤ (t) = f (t). ¡1 3. (The terms with negative indices behave similarly. to simplify the results. as required. Insertion of both series (1) and (4) into the di®erential equation (3) gives · ¸ 1 1 X X 1 jn!0 t 2 °n (jn!0 ) C + (jn!0 )G + e = (jn!0 )cn ejn!0 t : (5) L n=¡1 n=¡1 Since the above two Fourier series in (5) are equal for all t and they are written in terms of the same Fourier basis functions exp(jn!0 t). that is as n ! +1. the corresponding coe±cients are equal ¸ · 1 2 = (jn!0 )cn : °n (jn!0 ) C + (jn!0 )G + (6) L Therefore the °n are given explicitly in terms of the known cn jn!0 jn!0 L °n = cn . 2.

........... ....... ........................ .. ............ ................... ......... ... .......... . ..... ..... ..................... .... . ........................ .................. . .................................... ........ ................ . .... ... . ... . .... .. .. . ..... ... ...... ....... ................ ....... .... .... ....... ...... ... .......................... ... ........ . ..................... .... ..... .... ........... .. ......... .. ........... .. ....... ............... . ..... ... ..... ....... ............. .... ...... ... ... ............. .....Simple Low-Pass and Hi-Pass Filter Response to a Periodic Input Problem: Find expressions for and graph the signals ya (t) and yb (t) for several values of the important (nondimensional) parameters that appear naturally............. ....... .... .... .. ....... ...... .... ......... ............ .. ........................... . ..... ...... ........... ........ .............. ....... ... .. 2¼=T ) n=1 4 x e(t) sin(n!0 t) dt = T T =2μ Z t 1 ¡ T 2 ¶ sin(n!0 t) dt 0 141 T =2 Z x e(t) sin(n!0 t) dt 0 t . ............ ............... .. ........... ... ................. .. ............. .. .. ... ..................... ... ................ ... ............ .... ² C y (t) x(t) ¡ ¡ a .... ......... . ............. ...... ............................ .................... ....... .. . . ................... ...... ............. .... .. ..................... ..................... ..... . ....... . .. ..... . ............ ... ...................... .. .... ¡T + 0 ... ..... ..... .... .............. ........ .............. ...... .......... ... . ... ...... ..... ...... ...... . .................. ... ............ The graph of x e(t) = x(t) ¡A=2 is clearly an antisymmetric (odd) function.............. ......... .. .... ... ....... ...... . ...... ....... ................ .. . ...... ... .. .... .............. .. ................................... .. ................................ ....... .......... ....... ... . .... ....... .................. ² 2T T + t + yb (t) R ² ¡ Note that the excitation x(t) has both even and odd parts. ......... ... .... ................ ... ....... ...... ........... .............. ........................... ............ ..... .. ..... ...... ......... .... . ......... ......... .. .. ............. .................. ........ ... ... . ..... .. ... .. .. ............. ... ...... . . ........... x e(t) = x(t) ¡ A=2 A=2 ............. . ..... .. ........ ............. . . .......... ............ .... ..... ... . ... .. ..... . .... ..... ................ ...... ..... .............. ...... . ...... ..... ......... .. ....... ...... . ....... . .... ........ .. . ................. .. ....... ...... .. .... .... . . ..... ...... ......... .. ... .. ..... ........ ................. ................... ..... ....... .......................... ¡T 0 ¡A=2 x e(t) = ¡e x(¡t) x e(t) = T =2 Z 2 bn = T ¡T =2 4A = T 1 X x e(t) = A bn sin(n!0 t) 2T T μ 1 t ¡ T 2 ¶ (0 < t < T =2) (!0 .. .. . .................. .............. .............. . .... .... x(t) A .. . ..... . . .................... ......................... ............... ........ ........ ... ...... ............. ............... . .......... ² R x(t) ¡ C + ...... .... but the even part is simply A=2... ...... ...... ...... ..... ....... .... ............ .... ............ ............... . .. .. . .... ...... ........ ..... ............ so that its Fourier series is most logically written in the trigonometric form with only sine functions............ .. .. .. ....... .. .. ................... . ......... .............. .................... ........ .. . ....................... ... ..... .. ..... . .. .. ........ ............ .. ...... .. ........... .................... ......... ...... .....

142 . Note that Ha (0) = 1 and Hb (0) = 0.T =2 ¯0 Z cos(n!0 t) ¯¯ 1 ¡ cos(n!0 T =2) 1 ¡ cos(n¼) 1 ¡ (¡1)n sin(n!0 t) dt = = = = n!0 ¯t=T =2 n!0 n!0 n!0 0 8 < 2 n odd n!0 = (but this form is not as useful as it might appear) : 0 n even Z Z u dv = uv¡ v du u=t du = dt dv = sin(n!0 t) dt v=¡ cos(n!0 t) n!0 T =2 T =2 ¯0 Z Z t cos(n!0 t) ¯¯ 1 t sin(n!0 t) dt = + cos(n!0 t) dt ¯ n!0 n!0 t=T =2 0 0 ¯T =2 sin(n!0 t) ¯¯ T sin(n¼) T =¡ cos(n!0 T =2) + = ¡ cos(n¼) + 2n!0 (n!0 )2 ¯t=0 2n!0 (n!0 )2 ¡T (¡1)n = 2n!0 Now go back and assemble the required Fourier coe±cient · ¸ 4A ¡(¡1)n 1 ¡ (¡1)n ¡A ¡4A = : bn = ¡ = T 2n!0 2n!0 2n!0 T n¼ The Fourier series representation of the input signal is therefore 1 A A X sin(n!0 t) : x(t) = ¡ 2 ¼ n=1 n The transfer functions of our two ¯lters. assume the magnitude function jHa (!)j and £a (!) are known (they are!). are 1 1 j!C Ha (!) = = = jHa (!)jej£a (!) 1 1 + j!RC R+ j!C Hb (!) = R 1 R+ j!C = j!RC = jHb (!)jej£b (!) : 1 + j!RC Let's not write out the polar representations explicitly: MATLAB will compute those for us. That is. and obviously the same for the b circuit. from a simple frequency domain voltage divider.

As n ! 1. Recall that !0 = 2¼=T is the fundamental frequency of the periodic excitation. the numerical convergence of the signal ya (t) is much faster. we can numerically evaluate the series for ya (t) (because its series converges faster).The Fourier series for the two output signals are therefore 1 £ ¤ A A X jHa (n!0 )j sin n!0 t + £a (n!0 ) ya (t) = ¡ 2 ¼ n=1 n 1 ¤ £ A X jHb (n!0 )j yb (t) = ¡ sin n!0 t + £b (n!0 ) ¼ n=1 n Let's use normalized time t=T and normalize by the amplitude A of the input to write 1 £ ¤ 1 1 X jHa (n!0 )j ya (t=T ) = ¡ sin 2n¼t=T + £a (n!0 ) A 2 ¼ n=1 n 1 £ ¤ yb (t=T ) 1 X jHb (n!0 )j =¡ sin 2n¼t=T + £b (n!0 ) A ¼ n=1 n We need Ha (n!0 ) = 1 !b 1 = ¡¡¡! 1 + jn!0 RC 1 + jn!0 =!b n!1 jn!0 Hb (n!0 ) = jn!0 RC jn!0 =!b = ¡¡¡! 1 1 + jn!0 RC 1 + jn!0 =!b n!1 where !b . the important nondimensional parameter of our problem is !0 =!b = !0 RC. and then avoid computing the poorly convergent series for yb (t) simply by using the known relationship yb (t) = x(t) ¡ ya (t): 143 . That is. Note that the outputs ya (t) and yb (t) are intimately related since Ha (!) + Hb (!) = 1 =) ya (t) + yb (t) = x(t): Therefore. Therefore. Therefore. 1 RC is the break frequency (or cut-o® frequency or half-power frequency) of (both of) the ¯lters. the terms in the series for the low-pass ¯lter output ya (t) vary like n¡2 while the higher-order terms in the high-pass ¯lter output yb (t) vary like n¡1 . truncation of the ya (t) series at some ¯nite value of n will give a much better approximation for the in¯nite series than will the same truncation of the series for yb (t).

. .. . . .... . .... ..... . . ... ... .... . . .. . ...... . ... ....... .. ... . .. . .. ...... . .. ..... .. . ... ........ .... .... .. .. .. . .. ... ...... ........ . . . .. . . . .. . . ..... .. . . .... ... .. . ...... .. . . . .. ... ... ... ... ........ . . . . ..... .......... . . . ....... ... .. ... ....... . ... ............... ... . ... .. .... .. .. ...... .. .... ..... ... .. .. ... . ... . . . ................. .. .. . ... .. .... ... ... .............. ......... .. .. .... .. ..... .. .. . ..... . .. . .. . . . .. .... ... .... . .. ...... ... . .... .. .... .......... . . .... . . . ..... . ... ........ . ... ... .. .... . .... . .. .... .... . .... ... ... .. .. . . .. .... . .... . . .. . .. ... .......... ... .. ....... .. .. . . .. ....... ... ... . .. . .. ..... . .... . . ... .... .... . .. . . ...... . ... ........ .. ...... .. . . ...... ... .... .... . ..... .. . . . . .............. . . ... . . . .. . . ........... .. . . .. . .. .. . ....... . .. .. ... ..... ... . ... ... .. . .... . .. .. ... .. ........ . . ... .... . .......... ... . . .. ..... . .... .. ... ........ . .. .. . ..... ...... ....... .. ... .... . ... ... .... ...... . .... . ....... ... . ..... ...... .. .... . .. ...... . .. ... ...... .. .. . ..... ..... . ......... ........... ..... . ....... . ...... ....... . . .... . . . .. ... ... . .. ... .. .. .. .. .. .. .. . .. .. . .. .... . . .... . ........ .. . ....... . ...... ........ ...... . . .. ... .......... ...... .. . .... . . . .... ... . . .. . .. . ... ..... . .. . .. . . ..... ... . .... .... . .. ..... .. .. . ... ..... . .. .. .... ..!0 =!b = 0:1 y (t) . .. .............. ..... ...... ......... ... ... ... .. ... a .. . t=T y (t) ........... .. ... . . ............. ... .... .... ... . . . ... .. .. .. ............ ...... . . . . .. . ... .. . . . .. . ..... .. .... .. ....... . .... . . ..... . . . ..... . .. ... . .... . .. . ... .. . . b .... ..... .. . . . .. ...... ........ . . .. ...... . .... . . .. ........ .. . .... . .. ........ . . . .... .... . .... .... ......... .. . . .... .... .. . .. .......... ......... ... . ..... ...... .. .. . ..... . ... . .. . ........... . . ... ....... .. ... .. ........ .. .... ... . ... .. . ... .. ........ ... ....... ... .. . . ... .. ....... .. .... ...... . ... . ... ... . ..... .. ....... .. ... .. .. ....... .... ......... .. . ..... . .... .... ....... .. ... . . ... .. .. .. ..... .. . .. .... . 144 t=T . .... .. ... .. ...... . . . . ... . . .. . .......... ........ .... . ....... . . ...... .... .... .. . ...... . . .. . . .. . ..... . .......... ... . .. . .. .. . .. .. . .. . ..... .. ... ..... . ... .. ........ ... .. .. .. .... ........... . . . .......... . . ..... .. . ... . . .. . .. ...... . ... .. ... . .... .. . .. ... . ..... ... . .. ........... ... . ... . . . ...... ... . ... . .... .. . ....... . . . ... ... .... . ... . . ...... ... ... ..... .. ..... ... ... .... . . . .. . . ...... . ... . ...... . ... . . . .. . .. . ......... .... .... . . . . .. ... . ... . . . ... . ... . . .. ... . . ...... ....... ... .. .... ..... . . ... . ... . .. . .. ..... . . .. .... .. . ........ ... . . .... . . .. . . . . . .... ..... ..... ... .. . .. .. .... .. .... . . ..... .. ... ... .... .. . .... ... .. ... .. ..... ... ... ... ..... . ... . . .. .. .. ... . . .. ... ....... .. .... . .... . .. .. ....... . ..... . . ......... . ... ..... . . ........ .. . . .. .. .... .... ....... .. ...... . . .. ..... . .. . . ...... ... ..... .... . . ....... ... ..... .... .. . ... ...... . .. . . . .... ... . . . ...... .. .... ... . .. . . .... . .. . . ..... ... . .. . .... .. . .. . . ..... . ........ . ... . ........ ..... . ..... .... .. .

... . .... . . .... ..... ... t=T y (t) . .. ....... . ...... . ... . ..... .. ......... . . ... ..... .... .......... ... ................. .......... .. .. ........... ........ ... ... . . .... ...... ...... ... . .... . ....... .... . ... ..... . .. ........... . .... ..... . . . ... .. ........ . . ...... . .... .. ..... ..... . .. ... ... .. ..... ... ... ... .. .. ....... . ... .. . . .. ....... ..... . ..... .. .... . ... ... ... .... ....... .. ... .. .... ......... ... ...... . .......... . . .. .......... ......... ......... .. . . .. . .. ... ..... . .. ... ........ . ...... . . . ... ..... .... .. ........ .. .......... ... . ... . .. ......... . .... . ... .. .. .. .... . .... .. .. .. ... ..... .. ... .. ... ....... ..... .. ... . . .. ...... . .. ....... . ... .. . ..... .... .. . .. ..... . . ... .... .... ... . .. . ........ ... ............ ...... .. .. . . . ... . .. .... .. ........ . .. ... .... . . ....... ... ...... .. . .. .... ...... . ..... . . .. . ........... . ..... .. ........ ..... ... ..... . . .. . .. ... . ... .. . .. ............. . ... ......... . .. ..... . . ........ ... ........... .. . ... ..... ..... .. . .. .. . ....... . . . .. . . .... ....... . . ......... ... . . .... ...... ... .... . .. .... .. ....... ... .... . . ....... ...... ....... . ... a . .... . . .... .... .. ... ........... ... . ..... .. . . . .... ............... ....... .. . .... ....... .. .. .. . . .... .. ... . .... ... .. . ..... ..... ..... .. .......... ..!0 =!b = 1 y (t) . ... .. . . ... .. .. ..... .... ... ..... . ... . ... . ..... ... ......... .. . ... . ...... ... ..... . .... ... .... . . ... .. . .. .... ... .... . . ..... ...... ... .. ... ..... . .. ... . .. . .. . ........... ............. . .......... ... . . .......... .... ................ . ...... . ..... . ... .. .... .. . .. ....... . . . .. ... ..... ... .......... .. ...... ..... . .. ....... . .... . ... .... ... . ... . ... . ... .... . .. .. ... ............ .. .. .. .. . .......... .... ... .. . ... .. ... .... . .... . ... ........ ........ . ..... ....... ... .. . .. ... .. ....... .... ..... .. . ... .. .... .......... ..... ... . .. . ...... . .... ..... ... . ...... . . .. ... .. ....... . . .... .. .... .... .. . .......... . .. .... . .. . .... ... .......... .......... ...... .. .... .... . ..... .. .. ............ .. ... ..... . .... . ....... ... ..... . ........ ...... .. .. . . ... ... .... . . ..... . .... . .. . ... .......... .. ..... ...... . .. .. . ..... ........ . ... .. . . .. . ....... . . ...... . b .... . ..... . ..... . . . .... ... ..... .... ....... . . .... ... .. . ..... ..... . ... .. ....... . .... .. . . ... . ... .. .. ........ ....... . .. .... .... ..... . . . . ...... ... .. . ............ .... . ... ... ... . . . . .. ..... . . .... ..... . .. .... ... ..... . .... . . . .. ..... ...... ... ..... . ..... .. ... ....... ...... . .. .. . ...... ... ... ..... .. ... .............. . ... ....... . . .............. ...... .. ... ... . . .. .... .. . . ........ .... . ... .. . . ........ ..... . .... . .. .. . ....... .. . ........ ....... .... .... ...... ... ....... . .... . ... . . . ........ ........... ... .. ........ 145 t=T .. . . .......... . ..... .... .... ............... .. . . ... ... ... ..... .. ........ . .... ... .... ... .. . ... . ... .............. . .. .

.. . . .... ........ ....... ... . ... ....... .. .... . . ..... .. ... .. .. . .. .. ... ..... . . .... .... .... . .. . . ..... .... ... . .. .. .... .......... . .......... . ...... ............ ....... ..... ... .. ................ .... .. ..... ... ...... ... ...... .. ... . .. ...... ... .. ........... ... ....... . . ....... .............. . ....... .. ..... ... .. .. .. .. ... .. . .... ......... .... ... . ...... ... ...... . ......... ... .. .................. . . .. ..... ... ..... ..... .. . ........ .. ..... ... .. . ... . .. . ........ . .. .. .... .. . ....... . . ... .... . ..... .... . ..... .......... . ..... .. ....... ...... ....... .. . ........ . ... ... .. .... ....... ... .... . . ... ... .. ...... ..... . . .... .... . . . .... .. ... . .. ..... . .... .... .... ... ... ..... . . .......... .. . .. .... .... .. .. .. t=T y (t) ... .. . . . ... .... . ........ ... .. .............. . . ....... . .. ....... .. .... ......... ... .... ........ ... ... ........ .............. .. .. . .. ... ... ... .... . ... .... .... . . ... . .. .... . ........ ... ..... b . .. . . ..... ... ...... ..... ... . .... ..... . . ....... ...... . ..... .. ... . .. .... . ... .. .... . . . ....... ... ...... ... . . . . ..... ........ . .. ..... .... .... ........ . .. . .. ..... .. ..... .... . ...... ........... .. ... ... .. ...... .. .... . .. ......... . ....... .. . ...... .. . ... . . ... .. ...... .... .. .... ..... . ... . . ........ . ... .......... .. ..... . .... . . ........ ..... .. . ... ... ..... .. .. . ....... ..... .. . ...... . ............. .. ...... .. ......... ....... . . ....... .... .. . . .. .......... .... . .... ...... ........ .. . . .. ......... ...... ... . .... . ................. .!0 =!b = 10 y (t) . ..... . ......... ... ... ... . .. . . . . ............ . . .... ..... . .... ..... ..... .. ..... .. .. .... ....... ....... ......... ..... .... . . . . . . .... ... .. ... .. . ..... . . ..... . .... . .......... . . ....... ... . .. . . . .. . ......... ....... . . ........... . ... . .... .... .. ............. . .. .. .... ... . . ............. .......... ............... ...... . .... .......... ... a .. .... . ..... .... . . .......... ..... ....... .. . .... ..... ....... ... . . .. .. .. ... .. . ..... . ......... . . ... .. .... .... ... ... .. .. .... . . ..... .......... ... .. . .. .... ...... . . .............. .... .... .. . ... . ......... ... ....... ..... . ... .... ... ........ 146 t=T ..... .... .... .... ..... .... . .... ........... .............. . ....... ........ .... . . .... .. . . . ..... . . .............. ... .... .... .... ........... ... . . ....... ... ..... .... . ........ .. ..... ..... ... . . .................... .. .... .. .... ...... ... . .... . ....... . . ..... . ... ..... ... . .. . .............. . ....... ........... ........ .. .... .. . . .... ....... ... . ..... . ..... . ........ ... . . . . ......... . ....... ...... .... .. .......... .. .. . . ......... . ..... ........ . .. ... .... ... ... ... ... . .. ....... .. . .. .. .. .. ....... .. ... .. . . ... .. .. .. .. ....... . .. .... .... .. ... . .. . . ... ..... . ......... . ...... .... .... . .... .... ............ ...... .... .... . .. . ... ...

. ...... ........ ... ....... ..... . .... .......... .. . ... . . .The Vibrating String This is one of the most celebrated problems of mathematical physics.. .... .. ..... .. . ... ........ ... .. .. .... ................. ... . .. ... ..... . .. 1 shows the pro¯le (at some particular time t0 ) of the vertical de°ection of a string.......... .. ....... x x + ¢x Fig....... 0 ....... for all t. .. . .... . ..... .... 2............ .. . ............. .. . ... ... .... Let's see what our Fourier analysis can tell us about this simple and important wave equation.. . .... ... ... .... x a 0 Fig.... t0 ) . And since the early 1950's.. ........ .. .. . .. . . ................. ... ......... Snapshot of string displacement at time t = t0 .. .. .. . ......... ............. .... ... ........ about its equilibrium position y = 0. ................ ....... . . ...... . hence y(0... . ...... ........... .. . . ...... .. .... .. . .. ..... ... . ......... .. ........ ... .... ..... .......... . . 147 T . .... .. . .... .................... .... .. . . .... ... . .... . .... ..... .... .......... . . ... ...... . . ... ... .... .. .... ..... . ... . ........ ..... ............ ... .. Fig.. ... ...... . ... .... ... ...... . ... . . . ...... .... . . ............. ... . .... . .... ...... . . . .... ......... . .... ... . ... ........ ... μ T ...... . .. .. ... ..... μ .... ... . . ..... .. .. ......... ..... . . ....... ......... .............. .. the unchallenged lead instrument in the sound track of Western culture has been constructed around a set of six such steel strings... . t) = y(a... .... 1........ ....... .. ..... . ... ...... ... .. ........ . ......... .... ....... y(x.. . of total length a.......... ... ... . .. t).... . .... .. . ............ . ............ .... ...... . ...... ... . ..... ..... ........ . . . .......... ..... ..... ..... .... . .. ... .. .. . ......... ...... ..... ... . ... .. ....... ........ .. .. t) = 0 (1) are the boundary conditions imposed on our unknown function y(x............ ... ........ . .. ....... ... ... ...... ... Free-body diagram of elemental string length... ......... ..... ... . .. .. .......... ........ The string is ¯xed at each end.. ...... ..... .... .. . . ............. . .......... ............

. Á(x) .............. .... ........ .. ... ...... ..... t) ½ @2 @x @x = y(x.... ....... . For small displacements about equilibrium sin μ0 ¼ tan μ0 = @ y(x + ¢x) @x and sin μ ¼ tan μ = @ y(x) @x (3) resulting in @ @ y(x + ¢x... we have the wave equation · where c = ¸ 1 @2 @2 ¡ 2 2 y(x.. ... t) into a Fourier series in x.... t) ¡ y(x........ . 0) = Á(x) @ y(x.... then the sum of the forces in the y-direction......... ......... .. ........ .......... ..... ... . t): ¢x T @t2 (4) In the limit as ¢x ! 0........ .. x a 0 Fig................ Let's excite our string by holding it in the initial rest position y(x...Consider the free-body diagram (Fig. 3.... ....... .................... ......... .. according to Newton's second law. 3) (initially at rest) (6) (7) and releasing it............ We can solve our partial di®erential equation (5) by expanding y(x.... ..... t) = 0 @x2 c @t (5) p T =½ will be the wave speed in (m/s). ................ . .... . 2) of a di®erential length of string. If the entire string is subject to a tensile force T (N)............................ . ... ............ ... . . 0) = 0 @t (one possibility shown in Fig.. must be T sin μ0 ¡ T sin μ = ½ ¢x @2y @t2 (2) where ½ is the lineal mass density (kg/m) of the string.. .. . .. . ............. Initial displacement of string.......... . . which is equivalent to periodically extending the function y(x) beyond our original physical domain 0 · x · a. ............. Since y vanishes at the end points x = 0 148 ..... ... .. ........ . ................. ...... . ... .

that is · 2 ³ n¼c ´2 ¸ d + (12) Bn (t) = 0: dt2 a The solution of this homogeneous di®erential equation is a linear combination of ½ cos sin ¾μ n¼ct a ¶ : We select the cosine (discard the sine) in accordance with the initial condition (7). which gives y(x. according to the initial condition (6). in principle and in reality. write it as 1 X Á(x) = bn sin(n¼x=a) (9) n=1 where the bn are known. t) = Bn (t) sin(n¼x=a). we can use a sine series. We need the appropriate Fourier series representation of our initial displacement (6). so each coe±cient must be zero.and x = a. t) = 1 X ¯n cos(n¼ct=a) sin(n¼x=a): (13) n=1 Evaluation at t = 0. So the form of our sought-after solution is 1 X y(x. since we know the initial displacement Á(x): Za 2 Á(x) sin(n¼x=a) dx: (10) bn = a 0 Insertion of our solution form (8) into the wave equation (5) yields ¸ 1 · ³ X 1 d2 n¼ ´2 ¡ 2 2 Bn (t) sin(n¼x=a) = 0: ¡ a c dt n=1 (11) This is itself a Fourier series representation of zero. t) = 1 X bn cos(n¼ct=a) sin(n¼x=a): n=1 149 (14) . Now we have Bn (t) = ¯n cos(n¼ct=a) in terms of (unknown) constants ¯n . which is the odd periodic extension of period 2a. (8) n=1 where the functions Bn (t) (Fourier coe±cients for the x-expansion) are unknown at this point. and so y(x. provides ¯n = bn .

.. .... ... ...... ¯nally...... . ....) Why do we say that f (x + ct) and g(x ¡ ct) are propagating in the ¨x-directions.. and the homogeneous boundary conditions (1). . t) = i 1 h~ ~ + ct) Á(x ¡ ct) + Á(x 2 (15) (16) ~ means the odd periodic extension (Fig.... . . ......... Problems 1...... . .. ... .. . ....... ..... ..... ... ..... . ... .......... .... .... . ... . . ... . .... .... .. .. ... .. ... .. .. ......... ... .. . ..... . ... .. . . . .. .. ....) Verify that any functions f (x + ct) and g(x ¡ ct) satisfy the wave equation (5)....... .. ... ..... .. . .. Also note ~ ¨ ct) is a wave propagating with speed c in the §x-direction. .. .............. .... ..... Certainly......... .. .... .... .... ... ........... ...... . .. ... ... that Á(x ~ Á(x) .. ........ .. .... with speed c? 150 . t) = 2 n=1 a a or... . Odd periodic extension of initial displacement of string. .... .... .. .. ....) Verify that (16) satis¯es the initial conditions (6) and (7).... ... ..... . ¡a a 0 2a x Fig.. . . . .The physical interpretation of our solution(!) (this is it!!!) is much clearer upon rewriting it (via a trig identity) as 1 i h n¼ io 1 X n h n¼ bn sin (x ¡ ct) + sin (x + ct) y(x.... .. ... .... ...... .... .. ... 4) of the initial displacement Á(x) as where Á(¢) given in the sine series (9): ~ Á(x) = 1 X n=¡1 Á(x ¡ 2na) ¡ 1 X n=¡1 Á[¡x ¡ (2n + 1)a]: (17) In (17) we are taking Á(») to be zero outside of the original domain 0 · » · a.. ... ..... . . . .. ..... . ..... 3.. ..... ........ . ... . y(x. . . ... ..... ......... ... ...... . . ... 2... . 4.... ...... ....... .... . ......... ...... ...... . .. ............. .... . ...... ... . . . . . .. . then... ... . .. .... ...... ..... Such forms are called the d'Alembert solution. . .. . . . . .. .. . ...... ... . ... (16) is a solution..... . .... ....... .... ..... .. .. ... respectively.. ... .. ... .... ... . .... .. ... . .... .....

Poisson Sum Formula Let f (t) be any function that is Fourier transformable. Then its periodic extension can be represented by a Fourier series: 1 X g(t) = f (t + nT ) = n=¡1 1 X ck ej2k¼t=T k=¡1 with Fourier coe±cients 1 ck = T ZT g(t)e¡j2k¼t=T dt 0 1 Z 1 X = f (t + nT )e¡j2k¼t=T dt T n=¡1 T 0 with ¿ = t + nT (n+1)T Z 1 1 X = T n=¡1 1 = T Z1 f (¿ )e¡j2k¼¿ =T ej2kn¼ d¿ nT ¡j2k¼¿ =T f (¿ )e 1 d¿ = F T μ 2k¼ T ¶ : ¡1 The resulting Poisson sum formula μ ¶ 1 1 X 2k¼ f (t + nT ) = F ej2k¼t=T T T n=¡1 1 X k=¡1 is often written in the common form. Sum the slowly converging series 1 X n=¡1 n2 1 ¼ = coth ¼b: 2 +b b 151 . with t = 0 and T = 1 such that 1 X f (n) = n=¡1 1 X F (2k¼): k=¡1 F Homework.

then 1 X 1 X 1 1 1 1 1 ¼2 : ¡¡¡! +2 = 2 + 2³(2) = 2 + n2 + b2 b!0 b2 n2 b b 3 n=¡1 n=1 Formula 4.67 of Big Red shows that.Solution.5. Recall that the Fourier transform of g(t) = exp(¡®jtj) with ® > 0 is G(!) = Z0 e(®¡j!)t dt + ¡1 Z1 e¡(®+j!)t dt = 0 1 2® 1 + = 2 : ® ¡ j! ® + j! ® + !2 Duality says that the Fourier transform pair F g(t) () G(!) F G(t) () 2¼g(¡!): also gives so that the Fourier transform of f (t) = is F (!) = t2 1 + ®2 ¼ ¡®j!j e : ® We will also use the geometric series 1 X zk = k=1 The Poisson sum formula 1 X z 1¡z f (n) = n=¡1 (jzj < 1): 1 X F (2k¼) k=¡1 therefore gives (assume b > 0 and note that the desired sum is even in b) " # · ¸ 1 1 1 X X 1 ¼ X ¡2jkj¼b ¼ 2e¡2¼b ¼ ¡2¼bk 1+ = e = 1+2 e = 2 + b2 n b b b 1 ¡ e¡2¼b n=¡1 k=¡1 = k=1 ¡2¼b ¡¼b ¼b ¼1+e ¼e +e ¼ = = coth(¼b): ¡2¼b ¼b ¡¼b b 1¡e b e ¡e b ~ It is interesting to look at the limiting case of very small b. for jzj < ¼. If jbj ¿ 1. coth z = so that 1 z z3 + ¡ + ::: z 3 45 · ¸ ¼ ¼b (¼b)3 1 ¼2 ¼ 1 coth(¼b) ¡¡¡! + ¡ +::: = 2 + + O(b2 ): b b ¼b 3 45 b 3 b!0 How can you see the behavior of the sum for very large b. that is for b ! 1 ? 152 .

... .... .... .. 3.. .............. .......... ................... ........ . ........ ............ . x (t) x(t)...... .......... ......... ......... But a useful representation of the sampled signal xs (t) in continuous-time notation is 1 X xs (t) = x(t) combT (t) = x(nT )±(t ¡ nT ): (2) !s = n=¡1 From our table of Fourier transform properties we need £ ¤ 1 F (!) ~ G(!): F f (t)g(t) = 2¼ (3) The easiest way to get this is to take the inverse Fourier transform of the frequency-domain convolution Z1 Z1 £ ¤ 1 ¡1 F F (−)G(! ¡ −) d− ej!t d! F (!) ~ G(!) = 2¼ ¡1 ¡1 = Z1 1 F (−) 2¼ ¡1 Z1 ¡1 G(! ¡ −)ej!t d! d−: The inner integral (in !) is 1 2¼ Z1 ¡1 1 G(! ¡ −)ej!t d! = 2¼ Z1 G(¸)ej(¸+−)t d¸ = ej−t g(t) ¡1 and therefore £ ¤ F ¡1 F (!) ~ G(!) = g(t) Z1 F (−)ej−t d− = 2¼f (t)g(t) ¡1 which is identical to (3)... ... . ......... . . .. s ..Sampling and Reconstruction ...... .... Typeset by AMS-TEX 153 .... .. .. 1.. Once x(t) has been sampled................ .. ........ .... . 2.... ...... . ........ ... .... 0...... ............... .. ... ¡1............. ....... ........ ............ ... ............... ....... ........... ....... all we have is a table (list) of numbers x(nT ).... . ........................... ........ ¡2....... .. ... ....... .... ... ......... ................ ...... h(t) y(t) combT (t) Consider a continuous-time (analog) signal x(t) that is uniformly sampled at the times tn = nT (n = : : : ...................... ......... : : : ) so that the sampling frequency is 2¼ (1) T in terms of the sampling period or interval T ...

.. ....... ...... .. ..... ...... . ......... .......... ........ ... . . ... .......... . ........ ... ............ ..................... .......................... ..... ............ ....................... ....... ...... ........... .. . ........ . .... ...... ..... .... .......... . .. ... ...... .. . . .... ..... . ........ ....... ...... ..... .. ..... . ...... ........ .... ........ .. .......... . ........... . ..... . ...... ...... .. .... ... .... .... .... . ... .... ......... ........ . ... ..... . ..... . . . .... .... ......... .... . . ........ ............ ¡2!s ¡!s ¡!s =2 0 !s =2 !s ! !s ! 2!s The middle curve shows Xs (!) for the case !s > 2!h and the bottom curve is for !s < 2!h ........ ..... ........ ....................... . .... .... . ..... ... ..... .... . ............ ....... .......... .... ...... ......... .. ¡!s Xs (!) when !s =2 < !h 0 ¡!s =2 !s =2 . .. ... ...... ....... ............. .. .......... .. ... . ...... ....... .. ................ ........ .... ................. If we pass xs (t) through an ideal low-pass ¯lter having transfer function H(!) = T ¦ 154 μ ! !s ¶ ....... ..... ... ............ ... .... ..................... ............. .. . .. ................ ......... ... .......... . . . .. ..... ..... . . ...... ........ ....... .. .... .. ..... ........ . ........... ......... .. ................. ...... ......... .. .... ............ ....... .. . ...... .. ... . ... .. . ........... ... ........ . .. . .. ..... .. ...... . .. ............. ....... .. . ........ ..... . .. .. ..... . .... .... .. .......... ........... ... . .. ...... .... .... ... . .... ..... ..... .... ... ... ................... . . . ... . . ... ...... . ... ...... ........ .... .. ..... .................... .. ..... ....... . ............. . .... .......... ..... .. .. ........ ....... ..... ............ .. . ....... ..... ...... ..... .. .. ... .. . .. ...... . ... ... . .... ......... . ... ... .. . .................. . ..... ....... ... ...... ........... ........... ...... .... .... ....... . .. .......... .. ............................ ...... .. .... . ......... ........ . ....... ...... .. ....... . . ..... . .................... . ... .................... ... ...... ............... ......... .. ... then X(!) = 0 for j!j > !h : (6) This means that the spectrum of x(t) has a highest frequency !h ............. ...... ......... ..... ..... .. .... ... .... . ... .... .. ..... ... ..................... .. .... .... .The Fourier fransform of the time-domain comb function is £ ¤ 2¼ comb 2¼ (!) F combT (t) = T T (4) and thus the spectrum of the sampled signal xs (t) is Xs (!) = 1 X 1 1 2¼ ±(! ¡ k!s ) X(!) ~ comb 2¼ (!) = X(!) ~ 2¼ T T T k=¡1 = 1 T 1 X k=¡1 X(! ¡ k!s ): (5) If x(t) is a \low-pass" signal. ... .. ....... .... .... .. An example low-pass spectrum appears in the ¯rst row of the ¯gure below........ .... ..... ... .. .......... . ...... ............. .. . . ... .......... ......... . .... ........ .. .. .................. .................. X(!) ..................... .. . . ..... ... . ... .. . ....... .. . .. .. ...... .... .... ................. .... . ...... .................... (7) .. .................. ....... ......... .... .... ...... ......... ............. . . ........ ......... . . ¡!h ! !h 0 Xs (!) when !s =2 > !h .. ..... ..... ... ... . ..... ......... ........ .. . ... .......... ... ... ...... .. .... ... ... .... ...... .. ............ .... .... ....... .............. ... ..... ..... .. . ......... ....... ...... . .. ..... ... ... ..... .. ........ .............. . .............. ............... ... .. ........ .... ....... . ... .. ..... .. .................... ..

Now let's examine the output y(t) in the time-domain to get another perspective. Y (!) = X(!) if !s > 2!h : (8) In this case. as shown in the bottom curve of the previous ¯gure. If the low-pass signal x(t) having spectrum X(!) = 0 for j!j > !h is sampled uniformly at the rate !s > 2!h (the Nyquist rate). then x(t) is exactly recoverable by passing the sampled signal through the ideal reconstruction ¯lter having transfer function H(!) = T ¦(!=!s ). and for an arbitrary sampling frequency (that is. y(t) = x(t) and we have exactly recovered the low-pass signal x(t) from its sample values! The minimum sampling frequency is called the Nyquist rate or Nyquist frequency 2!h . the output is always equal to the input in that y(mT ) = 1 X n=¡1 x(nT ) sinc [¼ (m ¡ n)] = 155 1 X n=¡1 x(nT )±mn = x(mT ): (13) . for all !. ignoring both Nyquist and Shannon). (10) and this ideal low-pass ¯lter is also called the sinc interpolation ¯lter. the output of the ¯lter in response to the sampled signal (2) is always y(t) = xs (t) ~ h(t) = 1 X n=¡1 x(nT )±(t ¡ nT ) ~ h(t) = · μ ¶¸ t = x(nT ) sinc ¼ ¡n : T n=¡1 1 X n=¡1 x(nT )h(t ¡ nT ) 1 X (11) If k is an integer. k = 60 (12) in terms of the Kronecker-delta. 0. The frequency domain renders this derivation clear and simple. The error or distortion that results from the overlap in the adjacent shifted transforms X(! ¡ k!s ) is called aliasing.then we see that. then Y (!) 6 = X(!) if !s < 2!h (9) and of course then y(t) 6 = x(t). k = 0 = ±k0 . The impulse response of the ideal reconstruction ¯lter is ¤ £ h(t) = F ¡1 T ¦(!=!s ) = sinc(!s t=2) = sinc(¼t=T ). Therefore. Independent of x(t) being a low-pass signal or not. we see that at the sample times t = mT . The whole concept is usually called: Shannon's sampling theorem. observe that sin(k¼) sinc(k¼) = = k¼ ½ 1. If we sample at too low a frequency.

. . ... .. .. .. .... .. . . .. . ........... . ... . .. .. ........ .. . .... ... .. . .. . . ... .. . .... ... .. . ......... . ...... . .. .. . ....... .4 0..... ... .. . ... ... . . . .. . . .. .. ... ...... . .... . . ....... .. . .. . .. . . . . . .. ...... ... ... . . ..... ... ... .. ... .... .. .. ..2 0...... .... .. ...... ......... .. .. . ... . .. .... . . ...... ...... .. . . . .... . . . ... .... ....... ........ . .. .. ... . . . .. ......... ..... ...... .....0 0... . ... .. .. .. .... .. .. . ... . . ..... ............ ... . ... .. . . . . .. .. .. .... . . . . .. .... .. . ... ... . ... . .. ... .. . .... . .... ... .. .. . .. ....... .. ... ... . ... ..... .... .. ... .... ........ ...... .. .... ..... . ... ... ....0 ¡0:2 ¡0:4 ¡2 ¡1 0 1 2 t=T 156 3 4 5 . ........ .. ........... .. .. . ..... ..... .. ....... ...... ... .. .. If all other (n = 4. .. .. ... .. ..... .... .. ...... . . . ..... . .. ... . ....... ... . . ... .. ....... ..... ... . .. .... .... . .. .. ... ...... .. . . ...... ...... ... ... .. . . .. . ..... .. ......... ..... .. .... .. .... .. . . . . . . . .. . ......... .. .. .. . . ¡2... .. ..... ... . Do you see which curve is which? 1. . . . ... . . . .. ... .. . ..... .... ..... ... .. ....... ....Dissection of the Time-Domain Output of the sinc Interpolation Filter: Consider a small number (four) of samples x[n] = x(nT ) for n = 0.... ........ . ... .. ....... .8 0.. ... .. . . .. . ... .. ...... .... .... ... .... .. ....... . . .. . . . . ... .... .. ... . . . .. .. . ..... . . ...... . .... . .. . . . ..... . .. . . . . ... . . . .. . .. .... ... .. .. ... .. .... .... .. . . . .. .... . ...... . .. . .. . .... . . ... ... .. . ... ............ . . . .. . .. . ... . ... ....... .... ... .... ...... ..... ... ...... . .. . ... ...... . .. .... .. .. .. . . 2......... ..... .. .. .... . .... . .. . .. . .. ... ... . . . .. . . .. ... .... ..... .. .. .... . .......... .. then the output (11) of the sinc interpolation ¯lter is ¶ · μ ¶¸ μ t t + x[1] sinc ¼ ¡1 y(t) = x[0] sinc ¼ T T · μ ¶¸ · μ ¶¸ t t + x[2] sinc ¼ ¡ 2 + x[3] sinc ¼ ¡3 : T T Each of these individual terms are graphed below for the example data x[0] = 0:5 x[1] = 1:0 x[2] = 0:8 x[3] = 0:6 along with the sum of all four terms.. ... . .. .. .... .. . ..... .. ...... .. .. . .... . 3.... . . .... ... .. . ... .. . .. . ...... .. .. .. .. . ..... .... .... .. ... ....... ... .. .. .. ... ... .. . .... . ... .. ... .... ... .. .. . . .. . .. .... . . ....... .... . .. ... .. ....... ... .. ..... . . .. .. .... . . . .. ........ : : : and n = ¡1.. ..... . . ..... .... . .. ........ .... ... . . .. .. ... ... . .. ........ . .. .. . .. ... . .. .. .. ... . . ... . . . . . . .... .... . . . ... . .. .. . ... . . ........ ..... ...... .... .. . .... . . ...... . .... . .. .. .. .. 5...... .. . . .. ...... . ..... . .. . ... ... .. ... . . . .. .. . .... .. . ..... .. ... .... .. . . ... ... ... ..... . . . . . . ..... ... . ... ....... .. ... ... . .. ... . . . . ...... . .. .. . . .... ..... ....... .. .... . ... .. ...... .. ...... . .... ... .. .... . ..... . . . ... .. .. .. . .. ... .... ... .. . . . . . .. .... . . . . ...... .. . . .. . .... . ....... . ... .. .. . . .. .. .. . . ... .. .. .. .. .... ... . . ... .. .... ... . .... ... . ... .... .. .. . . . ... .... .. . .... . .. . .... ² ² ² 0. . . .... ..... . . . . .. . ...... ... .. . .. .. . .. .... ..... 1.. . ... .. .... . ..... . .. . . . .. ... .... ....... ... .... ..... . ....... : : : ) of the x[n] are zero (or absent).. .. .... ........ . .. .. . ..... ..... ... ... ... .. . . .. ..... .... ..... ... ..... .... . ..... . ...... . . .... . .... . ....... . . . . ..... . .. ... ...6 ² .. ... ....... ... .. .. .. ..... ....... ..... ... ... ..

.. ......................... ..... ½ ..... ±[n] = u[n] ¡ u[n ¡ 1] u[n] = n X k=¡1 157 ±[k] ..... di®erent names are used......² .......... Many of our familiar continuous-time signals have discrete-time analogues or cousins. ...... The Kronecker-delta possesses the sampling property x[n] = 1 X k=¡1 x[k]±[k ¡ n]: Relationship......... Note that the sequence x[n] can take on real or complex values. .... n = §1..² .............................. ............. n = 0 0 1 2 3 4 Unlike the continuous-time Dirac-delta function ±(t) that is illegal at t = 0. Once we're in the discrete-time world.. . ............. ....... ........... n = 0.....² ....................... 0.... 1. ............ .................. ...... Usually we are not concerned with any underlying sample period T that was used to obtain our sequence from some original x(t)........... Heaviside unit-step sequence............. The continuous-time calculus operators of di®erentiation and integration have analogous operators of di®erencing and accumulation in discrete-time.. as in x[n] = x(nT ) n = : : : ........ .. ... .................... ¡2.... AND TRANSFORMS A common source for a discrete-time signal is to uniformly sample a continuous-time signal. for example the Heaviside unit-step function u[n].......... : : : The discrete-time signal x[n] is also called a sequence.......................... the discretetime Kronecker-delta sequence clearly takes on the value ±[0] = 1.......² ........... ½ 0........ ..... ......... it is a function of the integers n..... 1.² .......DISCRETE-TIME SIGNALS.. ........² ....... : : : . ... there is no such thing as continuity in discrete-time. SYSTEMS........... 0............... 2...... ² ² ² ² 0 1 2 3 4 .. ..... ...... §3............. . ¡1... goes by the same name and similar symbol as its continuous-time counterpart. the unit-step sequence clearly takes on the value u[0] = 1... Sometimes the discrete-time version of a common signal.. ¡2.² ......... : : : u[n] .... Note. In other cases. ...... .. ........... : : : u[n] ²..... (also called unit impulse sequence) ±[n] ².. .. For starters..... ....... Kronecker delta sequence........... ¡3 ¡2 ¡1 1.... ........... I suppose the Heaviside unit-step sequence is a better name that draws attention to its di®erence with the continuous-time signal u(t).......... . n = ¡1.. Our sequence x[n] is simply a list or table of ordered numbers.. . .. .. ..... 1..... ......... §2.......... ...... . but be aware that their behavior is often (usually? always?) quite di®erent.. ::: ² ¡3 ² ¡2 ² ¡1 ::: n Unlike u(t) that is not well-de¯ned at t = 0... 3... ::: ::: .. however that u[0:5] is complete notational nonsense. ........ 2.............. .... the independent time variable is simply the integers n.... . n ±[n] ......... ...

for example. Is x[n] periodic in the independent time variable n ? Let's denote its candidate period by the speci¯c integer N . and the lowest frequency is − = 0 (which is identical with − = 2¼). the discrete-time complex exponential is a periodic function of the frequency variable −. ¡¼). The discrete-time complex exponential is substantially di®erent. then x[n + N ] = x[n] which requires that −N = 2k¼ where k is any integer.Complex exponential. Consider the discretetime sequence x[n] = ej−n where the frequency − is any real number: Take it to be positive for starters. in discrete-time work. First. recall that for any positive real number ! (called the frequency). since x(t + T ) = ej!(t+T ) = ej!T ej!t = ej!t = x(t) whenever !T = 2¼. since ejn(−+2¼) = e2n¼j ejn− = ejn− : Therefore. the continuous-time complex exponential x(t) = ej!t is always periodic in time t with period T = 2¼=!. This only happens if −= k 2¼ = a rational multiple of 2¼: N However. The highest frequency possible is − = ¼ (or equivalently. we only have to consider frequencies − in the primary range ¡¼ < − · ¼. 158 . and examine x[n + N ] = ej−(n+N ) = ej−N ej−n : If x[n] is periodic with the period N . since e2¼j = 1.

............. . ...... ................ ...... ... .. ....... ..... . . constant-coe±cient di®erence equation is c0 y[n] + c1 y[n ¡ 1] + c2 y[n ¡ 2] = b0 x[n] + b1 x[n ¡ 1]: When accompanied by two (the di®erence equation is second order) initial conditions of the form y[¡1] = y¡1 and y[¡2] = y¡2 ... .... ....... for the given sequence x[n]........ ............... ....... Classical solution techniques are analogous to the classical methods used to solve ordinary di®erential equations in continuous-time....... . ... ........ ........ ............ ....... .... . .......... ....... .. ............. ..... . . ... . .... ....... . Write an expression....... ........... ........... ....... ........ ....... ........... .. ... .... . . .. .. in terms of n.. .... . ........................ .......................... Graph the exponential (or geometric) sequence x[n] = an u[n]. An example of a second-order...... .............. y[n] The equation-of-motion.... .. too.... .. . ... .. for a discrete-time system is often a di®erence equation.. ...... .. ...... a = ¡1=2.. ................. ...... ..... N ......... ................... ....... ..... .. ..... ... . ..... a = rej− where r = 1=2 and − = 1 Discrete-Time Systems x[n] . .... .. ..... ............... .......... ....... . ......N ²..... The inverse Z-transform gets our solution back to the time [n] domain............. . ... ............. ... . .... .. .... . ...... .. ... ...... ..... ... .... ..... ...... ... . .... .. ...... ..... ................ Exercises......... . . ....... . .... ......... ............. ........... ... .......... ... . . . ... .... . . .. .... ..... ....... . . and it... and u[¢]....... . ... .... we have a discrete-time initial value problem.. .................... .. ....... ....... . ... . ... ... .. .. . ....... .. that describes the relationship between the input x[n] and the output y[n].......... ...... .... .. .... ... N ¡1 ² ² x[n] 1........ .... .... ........ .. ....... . ............ ... ..... . Look at the following speci¯c cases: a = 1=2........................ .......... . ...... . ......... .... .... 3² 2² 1² ::: ² ¡3 ² ¡2 ² ¡1 ² 0 1 2 3 : : : N ¡1 N ² N +1 ::: ² n 2. .... .... .. .. ............. ............ ..... a = 2... ..... .. .. provides an attractive path to solve discrete-time di®erence equations by converting them into purely algebraic equations in the transform (z) domain...... .... .... Di®erence equations can sometimes be solved recursively: y[n] = ¡ c2 b0 b1 c1 y[n ¡ 1] ¡ y[n ¡ 2] + x[n] + x[n ¡ 1]: c0 c0 c0 c0 The discrete-time version of the Laplace transform (or Fourier transform) is called the Z-transform... .. ....... . 159 .. . .... .... . ......... ..... .

.. ............ ... .... . Using the sampling property of the Kronecker-delta sequence............................. .. . .... ......... ............. .......... ........ ...... ... .......... ... ....... .. ...................... ......... ... .................................... .. .. .... treating all other variables as constants....... ..... ...... .. write the input sequence as x[n] = 1 X k=¡1 x[k]±[n ¡ k]: The system operator T operates only on functions of the running time variable n... ...... .............. ............... ....... ... ..... By the (assumed or de¯ned) time-invariance of the linear system....... ...................... ............... ............ ..... .... . ......... .... the 160 .........Linear Time-Invariant Discrete-Time Systems x[n] .. ...... ....................... ..... then the system is time-invariant............... ...... ....................... .. ......... y[n] = T fx[n]g y[n ¡ n0 ] = T fx[n ¡ n0 ]g Input/Output relationship................................................ if the response to the delayed input x[n ¡ n0 ] is the delayed response y[n ¡ n0 ].... .... .... . ..... x[n] x[n ¡ n0 ] .... ........................... .... ....... .... so that the T operator can be moved inside the summation in ( 1 ) 1 X X y[n] = T fx[n]g = T x[k]±[n ¡ k] = x[k]T f±[n ¡ k]g: k=¡1 k=¡1 The response to a Kronecker-delta or unit impulse sequence is the system impulse response h[n] = T f±[n]g........................... ............. ..... y[n] = T fx[n]g Assume that the zero-state response sequence y[n] to the exciting sequence x[n] is given by the operator or system transformation rule y[n] = T fx[n]g.................... ...... ....................... ........ ... Given that the zero-state response to the input sequence x[n] is y[n]................... .... ...................... ..... .............. then the discrete-time system is linear. ..................................... If the operator T satis¯es the superposition property T fc1 x1 [n] + c2 x2 [n]g = c1 T fx1 [n]g + c2 T fx2 [n]g for any values of the constants c1 and c2 and for arbitrary sequences x1 [n] and x2 [n].............. ................................................. ................ ....... ..... ........................ ........... ...................... ............................................

.. summer f [n] ... ............... .... z ¡1 .......................... ..................... .... .............. ..... .......response due to a delayed unit impulse ±[n ¡ k] is the delayed h[n ¡ k] = T f±[n ¡ k]g...........f [n ¡ 1] .... ............... ...... .. . .......... ................... ............... . ............. .. ........... . .................. ....... ..... . ........ ................ f [n] .... ......................... x[n] ........... ..................... . and therefore the zero-state response is y[n] = 1 X k=¡1 x[k]h[n ¡ k] = x[n] ~ h[n]: This is the discrete-time convolution sum between the two signals x[n] and h[n].... ........ ......................... .... P f [n] + g[n] g[n] ampli¯er/attenuator unit delay f [n] ........... .. .... ............ ...... ................. .. ..... The reason that the unit delay is represented by the symbol z ¡1 will be clear when we study the Z-transform. .............. .......... ........ ................... 161 ............ ® ®f [n] ....... .. . .............. ...................... .... ..... ... ............ ....... ......... . . ......... ........... .... .. ............... ...... We need to ¯rst introduce several basic components of such system block diagrams..... ... h[n] y[n] = x[n] ~ h[n] Example of a LTI Discrete-Time System.... Let's look at one particular discrete-time system in detail and study its input/output dynamics from several perspectives........................... ................. ......... ........... ........ ... ......... One common way to specify a discrete-time system is via a system block diagram....................... ............ ........... ....... .. .............. ...........

..... ........ . . ... . ... ................. . .... ....... ...... .. . ........... .. . .... 162 k ® u[k] = n X k=0 ®k ..... . . .. ... ... ...... ... ........ ............ ....... ..... . .... ..... . .......... ... ..... .... ... .......... ...... ..... .......... ...... .. ... The impulse response h[n] is the response y[n] to the input sequence x[n] = ±[n]. .. .. ..... ... ..... .. ... .... .. .. . ..... .. ..... ¡1 ........ and being a zero-state response... ... ...... ... .. .... ... its initial condition is h[¡1] = 0... ............. ....................... ... ..... ...... .......... ......... .... .... ..... ....... .......... ..... ...... ..... . ........ .. and this is one h[n] = ®h[n ¡ 1] + ±[n] h[¡1] = 0 h[0] = ®h[¡1] + 1 = 1 h[1] = ®h[0] + 0 = ® h[2] = ®h[1] = ®2 h[3] = ®h[2] = ®3 .. ...... ... .. .... ..... ... ....... ............. ....... .. .. ...... .... . ... ..... .. ......... . the zero-state response due to any input sequence is readily computed via the convolution sum.... .. ... . .. . ....... .. .... .... . ... ... .. ....... . . . ......... .. constant coe±cient.......... ............ ... . ........ . .. P ² ® y[n] z The output of the summer is y[n] = x[n] + ®y[n ¡ 1] and so the discrete-time system depicted by the block diagram above is governed by an equation-of-motion that is a linear. .... ..... ..... ..x[n] . . ... ..... .... .. . ... . .... .... ........... .. .. ..... . ...... For example....... .... ..... the unit step response is s[n] = u[n] ~ h[n] = 1 X k=¡1 h[k]u[n ¡ k] = n X k=¡1 h[k] = n X k=¡1 n+1 = 1¡® 1¡® u[n]: The required ¯nite geometric series is detailed two pages ahead. ... . . .... . ... . ..... . ... h[n] = ®n u[n] With the unit impulse response h[n] in hand....... ¯rst-order di®erence equation. ............. ...... .. ... ..... . .. .... .... ... . ... ............ ... . . .. . ..... .. Sometimes di®erence equations can be solved recursively......... ............ ..... .. ..... .... .. . .. ..... .. ...... ..... ....

.. . .. ..... . so to speak.... . . .... . . ...... ... .. .. .................... .... ... .. ... ... .......... ..... .. ... ........... ... ..... ... . . ........... ..... . .... ........ .. . . ................... ...... ..... . . ..... .. and write a sampled (discretized) continuous-time signal as .. ........ .. . ....... ..... .. ..... . ...... ............. ... .. ... .... ....... ..... ... . ........ .. ..... .............. ... .. . . . ..... ... ... . .... .. ...... . .... ... .. . ............ . .... .. ... ..... ........... ... ............... ...... ... . ......... . .. .... ... .... . . ... ..... ..... .. ...... ...... ............ .. 163 ...... ..... ....... . .. . ........... ...... .... . ....... .... .. . ... The Laplace-transform of the discretized signal xd (t) is therefore Xd (s) = 1 X n=¡1 x[n] Z1 ¡1 ¡st ±(t ¡ nT )e dt = 1 X x[n]e¡nsT : n=¡1 Introduce the transformed variable z = esT so that the above Laplace-transform is now called the Z-transform Zfx[n]g = X(z) = 1 X x[n]z ¡n : n=¡1 The Z-transform converts a function of the integers n (a sequence) to a function of a complex variable z..... ........ ............ . .. .... ...... ... ... . . ... . .. ........... ..... .. . . ... ..The Z-Transform In order to derive the Z-transform from the Laplace transform....... .... .. n=¡1 n=¡1 ............................ ...... .... .. ..... . ........ . ......... ... ............. ......... .. . ..... .... . .... ...... ..... ... .............. . ............ .... .... ........ . we need to represent our sequence x[n] in continuous-time notation: Take a step backwards....... .... ............. .. .... .......... .. . . ... ..... 1 1 ........... .... . ... . .... ...... . . ..... .......... ......... .. ... .. . .. ....... .............. ............. ..... .. ... ..... . ..... .... . .... .... ..... ... .. ..... .......... ....... ........ . ....... ...... ...... . ....... . ... ...... ... d T .... . ..... .... .. .... .. ...... .... .... . ..... ² x (t) = x(t) comb (t) = X x(nT )±(t ¡ nT ) = X x[n]±(t ¡ nT ): ² ² T ² ² ² ² ² ² ² ² ² ² ² ² ² ² ² ² t The bilateral Laplace transform of a continuous-time signal f (t) is de¯ned as the integral Lff (t)g = F (s) = Z1 f (t)e¡st dt ¡1 where s = ¾ +j! is a complex frequency variable... . ..... . .. ....... ................................ ..... .... .. .. . .. .. .... .... ....... .....

There is no question about the convergence of this series. Similarly. We can obtain a closed-form expression for the sum S by this neat trick: S = 1+a + a2 + a3 + ¢ ¢ ¢ + aN ¡1 + aN a + a2 + a3 + ¢ ¢ ¢ + aN ¡1 + aN + aN +1 aS = S ¡ aS = 1¡aN +1 N +1 S(1 ¡ a) = 1 ¡ a =) S= N X an = n=0 1 ¡ aN +1 1¡a Note that when a = 1. Then the Z-transform of x[n] is X(z) = 1 ³ ´n X a n=0 z = 1 z a = z¡a 1¡ z (jzj > jaj): The region-of-convergence in the complex z-plane for X(z) to be a valid transform of x[n] is the exterior of the circle of radius jzj = jaj. we have S = N + 1. which is the limit as a ! 1 of the above result.Geometric series. Z-transform example: causal exponential sequence. Firstly. consider the ¯nite geometric series N X S= an n=0 where a is an arbitrary complex number. 164 . Consider the sequence x[n] = an u[n] where a is an arbitrary complex number. the expression for the in¯nite geometric series 1 X an = n=0 1 1¡a (jaj < 1) explicitly displays its region-of-convergence jaj < 1. since it is simply the sum of a ¯nite number of terms.

2. 55. 89.Fibonacci Sequence . 8. Zff [n]g = F (z) = Zff [n ¡ 1]g = f [¡1] + z ¡1 F (z). 2.Di®erence Equation and Z-Transform f [n] = f [n ¡ 1] + f [n ¡ 2] initial conditions: f [¡2] = 0. 1. : : : p f [n + 1] 1+ 5 ¡¡¡! n!1 f [n] 2 f = 0. 21. 13. ¡1. 1. 5. 1. 144. 0. 34. : : : 165 . 3. 1 X f [¡1] = 1 f [n]z ¡n n=0 Zff [n ¡ 2]g = f [¡2] + z ¡1 f [¡1] + z ¡2 F (z) F (z) = 1 + z ¡1 F (z) + z ¡1 + z ¡2 F (z) F (z) = z(z + 1) 1 + z ¡1 = 2 ¡1 ¡2 1¡z ¡z z ¡z¡1 F (z) z+1 z+1 = 2 =³ p ´³ p ´ z z ¡z¡1 z ¡ 1+2 5 z ¡ 1¡2 5 ³ ´ ³ ´ 1 1 p3 p3 1 + 1 ¡ 2 2 5 5 p p = + via partial fraction expansion z ¡ 1+2 5 z ¡ 1¡2 5 1 f [n] = 2 p !n p !n μ μ ¶Ã ¶Ã 3 1 3 1+ 5 1¡ 5 1+ p 1¡ p + 2 2 2 5 5 for n = ¡2.

The Z-transform of the governing di®erence equation y[n] ¡ ®y[n ¡ 1] = x[n] is (1 ¡ ®z ¡1 )Y (z) = X(z) and therefore the system transfer function is Zfh[n]g = H(z) = 1 z = : 1 ¡ ®z ¡1 z¡® 166 . y[n] = x[n] ~ h[n] Z () H(z) = Y (z) = X(z)H(z) Y (z) X(z) Recall the system block diagram for the example four pages back.Convolution Theorem of the Z-Transform Zff [n] ~ g[n]g = = ( 1 X n=¡1 1 X 1 X k=¡1 f [k] " f [k] " k=¡1 (let m = n ¡ k) = = 1 X k=¡1 1 X ) f [k]z f [k]g[n ¡ k] z ¡n 1 X n=¡1 1 X g[n ¡ k]z ¡n # g[m]z ¡(m+k) m=¡1 1 X ¡k # g[m]z ¡m m=¡1 k=¡1 = F (z)G(z) Z-Transform of a Delayed Sequence. Zff [n ¡ n0 ]g = 1 X n=¡1 ¡n0 =z f [n ¡ n0 ]z ¡n = 1 X f [m]z ¡(m+n0 ) = z ¡n0 m=¡1 1 X f [m]z ¡m m=¡1 F (z) System Transfer Function.

Observe that the DTFT is essentially a Fourier series representation of the periodic function X(ej− ). if we restrict z to lie on the unit-circle (jzj = r = 1). N ¡ 1) that are uniformly distributed around the unit circle. with period 2¼. N ¡ 1. : : : . Consider a ¯nite or partial sequence x[n]. With z written in polar form as z = rej− . the inverse DTFT is simply obtained by applying the operator Z¼ 1 d− ejm− 2¼ ¡¼ to the DTFT above 1 2¼ Z¼ j− jm− X(e )e ¡¼ Z¼ 1 d− = x[n] ej(m¡n)− d− = x[m]: 2¼ n=¡1 ¡¼ | {z } 1 X ±mn The discrete-time Fourier transform pair is therefore j− DTFTfx[n]g = X(e ) = 1 X x[n]e¡jn− n=¡1 ¡1 DTFT 1 fX(e )g = x[n] = 2¼ j− Z¼ X(ej− )ejn− d−: ¡¼ Discrete Fourier Transform. 2. where x[n] are the Fourier coe±cients! Therefore. 2. we have j−k X(e )= N ¡1 X x[n]e¡j2nk¼=N : n=0 167 . Its DTFT is j− X(e ) = N ¡1 X x[n]e¡jn− : n=0 If we now sample the DTFT at N values of − −k = 2k¼ N (k = 0. 1. 1. : : : .Discrete-Time Fourier Transform. then we have the discrete-time Fourier transform 1 ¯ X ¯ j− = X(e ) = x[n]e¡jn− : X(z)¯ jzj=1 n=¡1 The discrete-time Fourier transform (DTFT) is a mapping from a function of the integers n to a periodic function of the continuous real variable −. where our attention is centered on the indices n = 0.

2. 1. 2. Observe that the sum is a ¯nite geometric series (page 163): The result follows at once. Rather than write it as the cumbersome X(ej−k ). 2.This is a mapping from a function x[n] of the integers n = 0. are a single period of periodic sequences. N ¡ 1): The DFT (FFT is the fast algorithm that e±ciently computes the DFT) is therefore a transformation that converts N numbers into N other numbers. 1. : : : . To see this. 2. Therefore. each with period N . N ¡ 1 to another function of the same integers k = 0. 1. : : : . application of the operator N ¡1 1 X j2mk¼=N e N k=0 (m = 0. N ¡ 1) to the DFT above gives N ¡1 N ¡1 N ¡1 X 1 X 1 X j2(m¡n)k=N j2mk¼=N X[k]e = x[n] e = x[m]: N N n=0 k=0 k=0 | {z } ±mn Hence. N ¡ 1) (n = 0. 2. 1. : : : . : : : . 2. 1. 1. : : : . the DFT transform pair is DFTfx[n]g = X[k] = N ¡1 X x[n]e¡j2nk¼=N n=0 ¡1 DFT N ¡1 1 X fX[k]g = x[n] = X[k]ej2nk¼=N N k=0 (k = 0. N ¡ 1): n=0 The inverse DFT is most easily derived by ¯rst looking at the comparable discrete-time spectral representation of the Kronecker-delta sequence ±[n] = N ¡1 1 X §j2nk¼=N e : N k=0 The truth of this last equation can be established in a number of ways. x[n] and X[k]. N ¡1. we focus our attention on the discrete frequency parameter k and write it as the discrete Fourier transform or DFT X[k] = N ¡1 X x[n]e¡j2nk¼=N (k = 0. observe that x[n + N ] = N ¡1 N ¡1 1 X 1 X X[k]ej2(n+N )k¼=N = X[k]ej2nk¼=N ei2k¼ N N k=0 = 1 N N ¡1 X k=0 X[k]ej2nk¼=N = x[n] k=0 168 . : : : . But each of the sets of N numbers.

Given the sequence x[n] = ±[n] (n = 0. : : : . 1. Graphs. rectangular pulse sequence x[n] = u[n] ¡ u[n ¡ N ]. 3. 1. Compare with Table 9. : : : . Recall from page 165 that the Z-domain transfer function of the system having block diagram on page 161 is 1 : H(z) = 1 ¡ ®z ¡1 Graph the magnitude and phase response H(ej− ) as a function of − for these values of the constant ®: (a) ® = 1 and ® = ¡1 (graph on the same axes) (b) ® = 1=2 and ® = ¡1=2 (also graph on common axes) Graph 20 log10 fjH(j−)jg (dB) for the magnitude characteristic. ¯nd its DFT X[k]. N ¡ 1). 1. The Bessel function of order n and argument t is de¯ned as the integral 1 Jn (t) = 2¼ Z2¼ ej(nÁ¡t sin Á) dÁ: 0 Approximate this integral using the DFT. where N > 0. 20. Find the Z-transform and its region-of-convergence for the ¯nite. 4. 2. and Mathematical Tables. National Bureau of Standards (also reprinted by Dover). 2. Handbook of Mathematical Functions with Formulas. 169 . : : : . Stegun. ¯nd its DFT X[k].4 of Big Red: M. Given the sequence x[n] = 1 (n = 0. 1. 5. 2. Abramowitz and I.A. Explain the frequency behavior with respect to the sign of ®. Use the fft algorithm in MATLAB to generate values of Jn (1) and Jn (50) for n = 0. 2.and X[k + N ] = N ¡1 X x[n]e N ¡1 X x[n]e¡j2nk¼=N = X[k]: ¡j2(k+N )n¼=N = n=0 = N ¡1 X x[n]e¡j2nk¼=N e¡j2n¼ n=0 n=0 Exercises. N ¡ 1).

........ .... ..... .. .. ......... . ...... .. .................... N=2 f ((n ¡ N )¢t). ........... ... .... ..... .. ....... ............... .... .... ............ .. ......................... .......... ............... .. ... ................... ..................... .. .................. ...... ...... .. ..... ........... ......... ......... ................ ...... ...... ... ....... ......... ........ ..... ...... ... .. .. ....... ............ .... ........ ... .. ..... .... . ........ .......... . ... ..... .... ......... ......... .. ................ . .... ... .... ... ...... . ....... ......... If F (!k ) is desired for negative k............... ......... ....... N ¡ 1 where x[n + N ] = x[n]..... ........ employ the periodicity of X[k] = X[k + N ]....... ............ ....... ........ ....... ... . ...... ........................... ........ ................. .................. ... 170 ¢t .... ...... . ... . ......... Evaluation at speci¯c frequencies gives F μ k2¼ N ¢t ¶ N=2 ¼ ¢t X f (n ¢t)e¡j2¼nk=N : n=¡N=2+1 De¯ne the periodic sequence x[n] = ½ f (n ¢t)................ ....... ...... .. ....... ........... ...... . . . ...... ... .. : : : ........... ........ ................ .......... ......... Also note that exp(¡j2¼nk=N ) is periodic in both n and k with period N ....... ... .............. ............ .......... ....... ... ... ..... .. ............. .................... ................ ....... ............. . .... .................... ......... ......... ........ ................. ... ........ ....... ......... .... .. ............ .. .. .................... ............... .. ... .... Also note that the range of available frequencies is ¼ ¡ ¢t μ ¶ 2 ¼ 1¡ ·!· : N ¢t .. ......... . ........... ....... .... ............... . ...... ....... .................... .. .... . .... .. ........ .. . .. . ..... ....... ... . . ..................... ...... ..... ....... .... : : : ...... .... . .... n = 0..... .... .. .. ...................... .. . .. . ........ .... . .. ..... ...... . ..... .......... ....... ...... ... .. .... ...... .. ... ............ ........ ..DFT APPROXIMATION OF THE CONTINUOUS-TIME FOURIER TRANSFORM F (!) = Z1 ¡j!t f (t)e ¡1 dt ¼ 1 X N=2 ¡j!n ¢t f (n ¢t)e n=¡1 ¢t ¼ ¢t X f (n ¢t)e¡jn! ¢t .... ... ......... ...... .............. ... . ............. ..... .. .. ....... ...... The approximate Fourier transform above is now F μ k2¼ N ¢t ¶ ¼ ¢t N ¡1 X n=0 x[n]e¡j2¼nk=N ¼ ¢t X[k] in terms of the DFT X[k] of the sequence x[n]. ... ... .. .. . ...... .......... .. .......... ..... ..... n=¡N=2+1 subject to appropriate restrictions.... .. . ... . ......... ........... . ............... ........... .... ..... ...... ..... .... . ... . . ..... .... ....... t . ............ . ...... .......... ..... . ........ .... ... . ......... .......... ....... . .. . .. .... ..... . .... .. .... 1.. ..................... .... . ......... ... . ...... . ...... .. .. ..... .. ......... .. ... n = N=2 + 1........ . .................. .......... ... .....

....... ............................... ..................... ....... .... ... .................. ... .. ... .............. . . ................... ...... ............ .......... ..... ..................................................... ....................................... .................................................. .. ...... ..... . ........ ....... ....... .... ² + + C x(t) y(t) R ¡ ² F y(t) = x(t) ~ h(t) () ¡ Y (!) = X(!)H(!) (1) The time-domain input to the simple RC ¯lter is a Gaussian pulse 2 x(t) = e¡®t (2) r (3) having spectrum X(!) = ¼ ¡!2 =4® : e ® The circuit transfer function is H(!) = Y (!) = X(!) R 1 R+ j!C j!RC j!=!b = 1 + j!RC 1 + j!=!b = (4) where the ¯lter break frequency is de¯ned to be !b = 1 : RC (5) The time-domain response is the inverse Fourier transform 1 y(t) = 2¼ Z1 j!t H(!)X(!)e 1 d! = 2¼ ¡1 Z1 ¡1 j!=!b 1 + j!=!b r ¼ ¡!2 =4® j!t e e d!: ® (6) Let ® = ¿ ¡2 so that (6) becomes a little clearer 1 y(t) = p 2 ¼ Z1 ¡1 j!¿ · ¸ ¤ £ 1 t !b ¿ 2 ¿ d!: exp ¡ 4 (!¿ ) exp j!¿ j!¿ ¿ 1+ !b ¿ 171 (7) ............................... ....................................... ...... ...... .................... ..... ....... ......... .... ......... . . ................................. ...... ....Numerical Example of Using the FFT to Evaluate the Fourier Integral: Time-Domain Response of an RC Filter to a Gaussian Pulse ........ ...

N=2) N ¢z μ ¶ N=2 X 2 2¼k ¢z ¼ p x e¡(n¢z) =4 ej2¼nk=N N ¢z 2 ¼ vk = n=¡N=2+1 x[k] = N ¢z p FFT¡1 fX[n]g 2 ¼ with 2 x[n] = e¡(n¢z) 172 =4 : e ¢z . the output approaches the input 1 y(v) ¡¡¡! p zb !0 2 ¼ 1 x(v) = p 2 ¼ Let Z1 ¡z 2 =4 jzv e e ¡1 Z1 e¡z 2 =4 jzv e dz = x(v): (12) ¡1 1 dz ¼ p 2 ¼ N=2 X 2 e¡(n¢z) =4 jn¢z v n=¡N=2+1 2¼k (k = ¡N=2 + 1. : : : . Note that as the cut-o® frequency of the high-pass ¯lter approaces zero. zb = !b ¿.Now introduce the normalized variables z = !¿. v= t ¿ (8) so that the circuit input and output signals are x(v) = e¡v 2 1 y(v) = p 2 ¼ (9) Z1 ¡1 jz=zb ¡z2 =4 jzv e e dz: 1 + jz=zb (10) Normalized time is v = t=¿ and the single parameter requiring a numerical value is zb = !b ¿ = ¿ 1 =p : RC ®RC (11) This parameter is essentially the ratio of the input \pulse width" to the circuit timeconstant.

... .... .... ........ .. .. .. . ... ......... .. .. .... .. .. ..... .. ..... . . ... .... . ... .. .. ..... . .. .1... . ... .. . ..... .... .. .. . . ...... .. ......... .. . .. . ........ . ...... .. ...... . ... . ... .. ..... . ............... ....... .. 10 173 ....... .25 0. ......... x(t) 0. ........ ........ .. . .... . .. . ...... . . . .. .... .. .. ...... . .. .... ...... ... . ... .... .... . .... .. ... . . .... . ......... .. ..50 y(t) 0.... ..... . .. .. ... .... .. .... ..... ..... .. . .... . ......... .. ... ... .... . . ............. .. ... .. .... .. ... .. . ... 1...... ..... ... ...... .. . . .... .. ...... . ... ... .. .. . .. . . ... .. ... .. .. .... ... .. .. ........... .... .. . .. ... .... ... . ...... .. . .. ..... ....... . .............. ..... .... ...... .. . . . .... .... .. ............. .... .. ....... .. . ...... ..... 1.. . ... .............. ....... ....... ....... ... ...... .. ... . ...... ............. . .. ... . . ... .... .. . . . .......... ..... ... . ... . ....... ............ ........ ........ . . ....... ..... .. .............. . .... . . . ..... .. ... .. ... . .. . . .... ..... .. . ... . ....00 ¡0:25 ¡0:50 0:1 1 ¿ =RC = 10 ¡4 ¡3 ¡2 ¡1 0 1 2 3 4 t=¿ Fig. ...00 . ... .......... ..... .. .. . .... ..... ...... .... .. .. ... .75 0........ .... ..... .. .. ......... .. .. .. ....... ... .......... ..... .. ...... .. . . ...... . . .... ..... . . .... . . .. . .. ...... ......... . .... .. .. .. .. .. .......... ..... ... . ...... ... Response of RC High-Pass Filter to a Gaussian Pulse x(t) = exp[¡(t=¿ )2 ] Cases: ¿ =RC = 0:1.. ........ ........ . .. ........ .. .......... . . . ... .... ........... .... .. . .. ...... .. . ...... .. ..... ... . . ............... ........ ..... ... ...........

............ ............. > .......... ........ ........................ 1 T =2 0 T =2 · t < T t¸T t N ¢t T exact Fourier sine transform for comparison (never start with one you don't know!) Fs (!) = Z1 ¤ 2T £ 2 sin(!T =2) ¡ sin(!T ) (!T )2 f (t) sin(!t) dt = 0 Fs (!) ¼ Fs μ 2¼k N ¢t ¶ ¼ ¢t N ¡1 X f (n¢t) sin(n!¢t)¢t n=0 N ¡1 X f (n¢t) sin(2¼nk=N ) n=0 N ¡1 £ ¤ j¢t X f (n¢t) e¡j2¼nk=N ¡ ej2¼nk=N = 2 n=0 discrete Fourier transform (DFT) of a sequence x[n] is the sequence X[k] = N ¡1 X x[n]e¡j2¼nk=N n=0 (k = 0......... ..... ............... .............. .... ... .... 0.............. . .... ....... 2....... ...... N ¡ 1 μ ¶ o 2¼k j¢t n Fs ¼ X[k] ¡ X[N ¡ k] N ¢t 2 hopefully good for k < N=2 or slightly less 174 ................ ..................... .... ...... ................... ............. f (t) t<0 0 · t < T =2 ..... ..... ............. ..... .......... ......... .... ........................ : : : ....................... ......... ... ........................... .................... ....... ... > > > 2t > > < ................................................ 1....... ... . ... ..... 1....... ......... : ........ > T ....................... .... .................... ...........Example: DFT Approximation of a Fourier Sine Integral 8 0......... .................... ............ ........................ .... .. ...... ........................................ .............. .................... ............. that is X[k + N ] = X[k] let x[n] = f (n¢t) for n = 0. .................................... T f (t) = 2 > > > (T ¡ t)..... ......... ................. ..... ........... ... .... ........... : : : . .......... ... .. ....... N ¡ 1) both sequences are periodic with period N .......... ... ........... 2...... .. ..... . ...... .

.. . ... ... ....... .. ....... ...... .. ... ..... ... . ..... . .. ..... ........ .... .... .. ..... ... .. ... ..2 0........... .. . .. .... ... ... ... ... .. .. ... ....... ................ .. . ..3 Fs (!) 0. .... ... .......... ......... .... ..4 1........ . .... .. ..... .... .. . ... .. . . . . ......... . ....... . .... ... ....... .. .......... ........ . .. Therefore. . ..... ....... .... ... ... ... ......6 0....... . T = 1. . 0 2 4 6 8 10 ! 12 14 16 18 20 .. .. . ........... .. ....... .. ..... .. .......... ....... .. ............... . In the range 0 < ! < 20 the approximate and exact curves are indistinguishable to the naked eye. .. . .... .. .. ......... . . .... . ... .. . . .... .. .. .2 1.. . ............ . .. .. ..... . . ... ............... ... ...... .... ... ....... ... ... ......... ...... ... the percentage error Fap (!) ¡ Fex (!) £ 100% E(!) = Fex (!) is also graphed.... . 0 2 4 6 8 175 10 ! 12 14 16 18 20 . ...... ... ...... . .. . .... . ... ....0 ¡0:1 1. . .. . ..... ...... 0.4 0........ .... .... .. .. .In this particular run.. .. ............ .. ...... ...2 0.. ... ............ . .... ... . .......... . . . .4 0. .......... ... ...... . and N = 1024.. ..1 0........ . .. . .. .0 ..0 0.. . .... . . . ........ .......... ... . ........8 E(!) 0.. . ...... .... . .... ... .. .... ..... ... ... ... . .... ................ ¢t = 0:02.. .... ... ........ ..... .. ... .. ........... . ... ... .. ............

dt=0. but so what! Fexact=2*T*(2*sin(w*T/2)-sin(w*T)).5]) error=100*(Fsm-Fexactm).^2. % look at the first N/4 data points m=1:N/4. t=n*dt.Fexactm. T=1. wm=w(1:N/4). %[n' X. w=2*pi*n/(N*dt). Fexactm=[0 Fexact(2:N/4)].1 0. figure plot(wm./Fexactm.% DFTsineFT. x=(2*t/T). n=0:(N-1).*(t<=(T/2))+(2*(T-t)/T).02.' XX. Fsm=Fs(1:N/4). %plot(t.x) X=fft(x). [m' wm' Fsm. % % Original f(t) is causal.W. % Fexact has a divide by zero at w=0.m DFT for a sine Fourier Transform % 9 November 2008 R.error) axis([0 20 0 2]) 176 .wm. Y=[X(2:end) X(1)].*(((T/2)<t)&(t<=T))+0*(t>T). N=1024.'] Fs=(i*dt/2)*(X-XX).'] figure plot(wm.' Fexactm./(w*T).real(Fsm)) axis([0 20 -0. XX=fliplr(Y). and an isosoles triangular waveform of total % pulse width T.Scharstein % Practice for the Army 3-dim slotted cylinder problem % and a good example for ECE 370.

........... L.. ... ......... ....... ... .. ................ ... .. ..... where the introduction of ®.......... ....... .. . .............. ... ....... ... ........... .. .. .. .... .......... .... and C circuit values........ ... .......... ........ ..... R 2L and !02 ..... 177 ........ .... ... For t > 0 application of L¡1 d=dt to eliminate the integral yields the homogeneous second-order di®erential equation d2 i(t) R di(t) 1 + i(t) = 0 + dt2 L dt LC (t > 0) A second initial condition i0 (0) = V0 =L comes from the ¯rst integro-di®erential equation evaluated at t = 0+ with the capacitor initially uncharged.. . .... ... . ... .. . .. ..... .... .. ........... .... ........... ........... .... .. ........ .... . ....................... + ¡ C i(t) + vC (t) ¡ Exact continuous-time solution for veri¯cation: Kirchho® voltage law gives the equation of motion as the integro-di®erential equation di(t) 1 L + Ri(t) + dt C Zt i(¿ ) d¿ = V0 u(t): ¡1 The inductor forces the initial condition i(0) = 0...... ... ....... . . .... ..................... ..... .. .. .. ... ... ... ... .. .. .... .... ... . ... ............. ......... .. . .............. ................ .... ....... ......... .... ............... ...... ................ ............ ........................... ... . !02 ¡ ®2 : p This form is most natural for the subject underdamped case where R < 2 L=C.. ... .. ... ............... ..... ... .. ............... The exact solution to this well-posed initial value problem is V0 ¡®t i(t) = e sin ¯t ¯L where q ¯ . ........... .......... ....... ... .....Discrete-Time Approximation for the Step Response of an Underdamped RLC Series Circuit R V0 u(t) L ......................... ....................... ... ....... .......... .... .... ......................... ......... . ..... ................. ...... .. .. A nice.. ... ... ............ ... clean statement of the pertinent initial value problem is now di(t) d2 i(t) + 2® + !02 i(t) = 0 2 dt dt with initial conditions i(0) = 0 and i0 (0) = V0 =L.................... 1 LC simpli¯es the mathematics by clarifying the physically-important combinations of the original R... ........... .

2. lim =) =) : ¢t!0 dt ¢t T T A successive application of this gives the second-derivative d df (t) =) dt dt f [n] ¡ f [n ¡ 1] f [n ¡ 1] ¡ f [n ¡ 2] ¡ f [n] ¡ 2f [n ¡ 1] + f [n ¡ 2] T T = : T T2 The discretized forms of the initial conditions i(0) = 0 and i0 (0) = V0 =L are thus i[0] = 0 i[¡1] = ¡V0 T =L: and The di®erence equation that approximates the continuous-time di®erential equation is similarly ª © 1 + 2®T + (!0 T )2 i[n] ¡ 2(1 + ®T )i[n ¡ 1] + i[n ¡ 2] = 0: Using the two initial conditions at n = ¡1 and n = 0. a recursive solution can be constructed for n = 1.Discrete-time approximation: The discretization of the derivative derives from the de¯ning limit as f (nT ) ¡ f ((n ¡ 1)T ) f [n] ¡ f [n ¡ 1] df (t) f (t) ¡ f (t ¡ ¢t) . : : : according to i[n] = 2(1 + ®T ) 1 i[n ¡ 1] ¡ i[n ¡ 2]: 2 1 + 2®T + (!0 T ) 1 + 2®T + (!0 T )2 Numerical Results: The circuit values R = 200 (−) L = 20 (H) C = 40 (¹F) give ® = 5 (s¡1 ) and ¯ = 35 (s¡1 ): The MATLAB code discreteRLC.m compares the normalized exact solution ¯L i(t) = e¡®t sin ¯t V0 to the recursive solution of the discrete-time problem. 178 .

.........1 0... ... .. . ....... .. ......... .. .. 0. . ..... .......... .... ...... ....... .. ... .. ... .. . ..... . .............. ...... .... ...... .. .. .. ......... .......... . . ... .......... ..... .. . ....0 ¡0:5 .. ......... ............... .... .... ..... ... .. ....... ....... . .. . . ...... ... . ........ . . .. .. .. ....... . .. . ......... . ....... .. ....... .. .5 0....... . .. .... .. .. ... ......... ........ ..5 t (s) Normalized Current 1.... .. .. .. .......... .................. .... .................. ...... ... .. ...... ....... .. .........2 0...0 ¡0:5 ...... .................0 0... ... ... ..... . .... .....5 0...... ... ..... ....... ...... ... .. .. ........... .. .. .. ... .... . ......... . .......... ....... ... . .... ....... .. .. .......... .... .. .. ...... . .... ..... . ......... .2 0......................3 0.. .... .... ... ...... ... ........................ .. ..... . ....... .. . .. ..... ........ ....... ..... ... ... ............ ... ... ....... ..... ....... . .. .. ..... .. ................ ....... ... ...... .. ........ .. . ..... ....... ....................... .. .... .. .................5 . ............ .. ...... ....... .. . .......... .. ...... ... .... . .. ....... ... ... .......... .. ... ... .... . ..................... . . .......... ..... .. .... .... .. ....... .. ..... .. . .. ...0 solid curve: exact solution dashed curve: sampling period T = 0:001 (s) 0........ . ....... .......... . .. .. .............. .. ... ....... .... ........... .... . .... ........ . ..... .......... .... . .... . .. ... .... . . .................. .......... ... ... .. ........... ......... ............ .... .. .. .. .... ...3 t (s) 179 0............. . .. ... .. ...... .... ..... . ............ ....... 0...... . ... .... .. .. .. ... .. ... ...... ...... . ................... ... .......... .... .. .......... .......... ............ .. .......... ..... . .. .. .. .. .. .. . ...4 0.... ... .. ....... .... ...... . .......... ......... ... . . ........ .. .... .. .......... ...... . ........... ........ .... .... ........ .... .... ...... ........... . ... . . ....... .... ........... ..... ...... . ... . ....... . . ...... . . ... .... ... .. . ...1 0......... ............. .... .. .. .... . .... . ............. ....Normalized Current 1............... ..... ..................... .. ........... . ...... . ...... .... . .......... ..... .. .. .. .4 0..... ....0 0...... .. .. ................ . ....................... .... ..... .............. .... . ........ . ...... . . .. ... .. ......... ..... ... . ... ....... .... .. ... . .. ...... .. ... .... ........ .. ..... . ................. ...... .... ......... .... . . . . .................. .................. ... ... ... ......0 solid curve: exact solution dashed curve: sampling period T = 0:010 (s) 0.... .... ........ .... . ....... ... ..... ..... .........

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