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
0

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

. ....... ... . . .. Á 2 R... ........ ........ ... . . . .. .............. ..... . ..... .. ..... . .. . .... . .. y. .. r.. ...... ...... . .............................. .... . . . ....... .. ....... ... written as a function of the complex variable z is 1 X zn z e = : n! n=0 1 . ....... .................. ......... ... . . . ....... ............ .. ² z r Á x complex z = x + jy plane If z 2 C and x........... .. ... . ........Complex Numbers p j = + ¡1 y . . ...... ....... . ............... .. .. ... ..... . . 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... . ........................... . ............... .... .... ... ........ ........ . ...... .. ............ ..

x) just like Fortran and probably C§ . 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.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. In MATLAB. 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. For example. it's called atan2(y.

since the real number line is a subset of the complex plane. jz1 + z2 j · jz1 j + jz2 j ¯ ¯ jz1 ¡ z2 j ¸ ¯jz1 j ¡ jz2 j¯ 3 etc . Inequality is only de¯ned on the reals. i. One notable di®erence between the real number line and the more general complex plane is the lack of ordering on z: That is. x1 > x2 . Triangle inequalities.e. 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. but something like z1 < z2 is meaningless. y1 · y2 .Consider z1 = x1 + jy1 and z2 = x2 + jy2 . 7 < 13. there is no inequality on the complex plane. 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.

.. . . ..... 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............ .. .. . . .......... ...... . .. 4 (2) (3) ........) F Prove the second triangle inequality......... . ................... .... . ....... . ....... ......... . . 2 ...... .......... .. .. ... ... . .......... .. ... 1 2... .......... . ...... Hint: let z1 = ³1 ¡ ³2 and z2 = ³2 in the ¯rst triangle inequality.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 .. . .... .... . . ..................... ........... ... .. . ..... ... ....... ..... ..... ............. ....... .. ... ............. ........... ... ........ . . ........ ..... ......... ............

n ¡ 1) distinct roots ......... .... §2. ........ . ....... ....... .. . ......... ... ... §1... ...... ........ .. . .......... : : : ) (k = 0...... ... ....... ..... ... ...... .. .. . .. ....... . .. ... . ...... . . ............ ..... .. . ...... . ......... .. . ..... 2... .......... ...... . . ....... .. .... ... 1. . . . §2. . .. ............ Examples........ . (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... .. .... . .. ... .... .... . . 5 .... ... : : : .. ... ... . .. ... ....... ....... ..... .Multivalued functions.... . .... §1. . ......... ... ... . .. ...... ... .. ... ...... .......... ........ . ... ... .. .... ... .............. .. .. . ....... .. ........ .. ... ............ The nth roots of unity 1 = ej2k¼ 11=n = ej2k¼=n (k = 0............ 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 . .. .. ...... ...... . .... .... ....... ...... ............. ... ..... . ..... ....... ....... : : : ) The value for k = 0 is called the principal branch of the logarithm... ........ . . . ....... ... .. . . . .... ... . ........ ..... .. ...... .. ... ...... . .. .... . ..... . ...... . ...... ...... . . .... ... ............. ... .... . . .... . .. . ..... .. ..... . .. .. .. .... ... ........

that is z. then any complex roots must occur in complex conjugate pairs. That is. if Pn (z) = 0 then Pn (z ¤ ) = 0. 2. 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 . 1. 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. It has exactly n roots (zeros) counting multiplicity. 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. y. n) of the polynomial Pn (z) are all real.powers: Let z = x + jy and w = u + jv be two complex numbers. : : : . u. v 2 R. £ ¤ £ ¤ 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. w 2 C and x. Proposition: If the coe±cients ak (k = 0.

.................................... .. t 0 Heaviside unit-step function ½ 0............. ................... and thus it is sometimes said that \every Dirac-delta function is begging to be integrated.............. ......... ............A Couple of Singularity Functions (or \Distributions" or \Generalized Functions") u(t) ±(t) 1 . the two-statement de¯nition of the Dirac-delta function.. t > 0 (1) ....................... 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 ¦ ................. in some limit. 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 .......... t < 0 u(t) = 1. It is under the operation of integration that the Dirac delta-function enjoys meaning. ..... N ............... a < t0 < b 0.................. This is e®ectively an operational de¯nition of the Dirac-delta.... the sampling or sifting property follows: Zb a f (t)±(t ¡ t0 ) dt = ½ f (t0 )....................... .. if f (t) is continuous at t = t0 .... o......w.... .................... t < T : 1........... ....." Relationship: Zt ±(¿ ) d¿ = u(t) ¡1 () ±(t) = du(t) dt Dirac-Delta Sequences: There are lots (1!) of ordinary functions that satisfy..... ... t > T Dirac delta-function (de¯nition) ±(t) = 0 if t6 =0 AND Z1 ±(t) dt = 1 ¡1 From this strange de¯nition.. 0 u(t ¡ T ) = =) ½ t 0.....

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

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

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

11 . note that fo (0) = 0 (if fo (x) is continuous at the origin). : : : 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. 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. note that fe0 (0) = 0 (if fe (x) is continuous and di®erentiable at the origin). Similarly. ¢t!0 ¢t dt fe0 (¡t) = lim Similarly. dt This is also seen by appealing to the Taylor series for even and odd functions.If a function f (x) is continuous to all orders (the function f (x) and all of its nth derivatives f (1) (x). f (2) (x). 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.

.... ................ .......... ........ .. ... ............... ....... ....... ....... ..... .................. ... ....... ............ .......... ....... .. ............. .... . ... ........... ... . ....... ..................... .. .................. . .............. ........ ......... . .... . ... ........... .. ... .......... .. .. ........ ........ .. . ... .... ... .. ...................... . ... .... .. ..... .. t = + ¡T T ................ .................. ............... . ... ... ........ ..... ...... ..................... ... .... ........ ..... .... .. ... ... ............ ....... ..... . ........ .... ....... ............. ............ . .. .... ........ ........ ......... ....... .. ..... ........... ... ..... ....... ...... .......... ...... . ...... .. ....... ..... ... .................. ..... .. . ............. ......... .......... . fo (t) . ..... .... ..... ....................... . ..... ......... ................. . .. .. ......... .............. ..... . ... .. Decompose the Heaviside unit step function u(t) into the sum of a symmetric plus antisymmetric signal..... ...... . ................... ...... .. .. .... ............... .. .... .... ....... ... .... .... .. ................... .. ......... ....... . . ........ ... ...... ............. . .............. .... .... ... .... ¡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........ ....... .. .... .... .................. . .. . . ...... ... ............... .......... .... . ................ .......... ......... ...... ..................... ........ .. ...... . .... .... .............. .................. .... .. ... 0 T ........ .... ... .... . .......... ... ....... ..... ..... ... ........... ... .. . .................. .. . .... ....... .... . . ........ ........... ................. ......... 12 ....................... .................... .. . .. ¡T T t t F Homework...... .................. ........ .................. .. ...................... ....... . ... f (t) + f (¡t) f (t) ¡ f (¡t) + = fe (t) + fo (t): 2 2 ....... ....... ..... .... ... .. .... that is look at ZT f (t) dt ¡T where T is some ¯xed.... . .... ... ........ ...... . ..... .. ..... . .. ... ... ........ .......... ........ ......... .......... .... .. .... ... ........... .......... .......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) . ......... . .. ............. . ............. ... ... . . .. ......... ...... . positive constant............ ..... .... . ... ................. . ....... ................... ... ..... .......... .... .. . ..................... ....... .... . ...... . .. . . ........... ...... ... . .. ...... ....... .... ............ ... .. ..... ........ ... .......... ..... .... ......... .. . ........... .......... ... . .

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 constant V0 = 12 (V) carries the dimensions of the voltage signal v(t). to name a few exceptions. the frequency ! is in (s¡1 ).A Note on Mathematical Functions and Units/Physical Dimensions Consider almost any \ordinary" or \regular" function2 of an independent variable x. 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. 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). the current amplitude I0 is in (A). 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 operators di®erentiation and integration impart units: Consider the timedomain current signal i(t) = I0 cos(!t): In our standard mksC (SI) units. then the sum would be nonsense since the ¯rst term is dimensionless. 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. the third term has units (m)4 . Also note that we often say ! has units of (rad/s). 13 . the second term has units (m)2 . For example. too. 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). etc. 2 Not ±(x) or u(x) or jxj. This may seem strange and somewhat contrary to your previous experience.

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). 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. 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. to avoid confusion with the ¯nal time that is the upper integration limit. 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 .

.... .Linear System .............. . then the system is said to be linear............ dt dt T6 fx(t)g = x2 (t)............... ....... .... μ ¶ d2 d T4 fx(t)g = c2 2 + c1 + c0 x(t)... .................. ... such that y(t) = T fx(t)g: Another name for T is system transformation rule........ .. .. 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 . : : : .......... T7 above for linearity..... ......... .......... . . F HW 1 Test the examples T1 .. . ... ........... T2 fx(t)g = x(t ¡ t0 )... Examples might be T1 fx(t)g = Ax(t).......... 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. . 15 ..... ............ .... T2 ............ .... ....

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

.. .. ...... ..... T y(t) = T fx(t)g This fundamental concept is easy to see and derive....... .... 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.... .. ......... ... .... ......... T treats x(¿ ) as a constant...... and produces a third function of time y(t)... ... ............. . ................. .. ..... ±(t ¡ ¿ ) T h(t ¡ ¿ ) Since the system is also time-invariant.. .. ...... ... 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)............................... ... time-invariant system......... ...... ....... ..... ¡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)................................... ........... First........... ... . .. ......... ........... .............. ..... .... ..... ..... In particular... .. ........... ........ It is a fundamental characterization of any linear...... ....................................... ±(t) h(t) T . .......... ........ .. ....... .. .. .............. 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¿: : ..... ....... ...... we write y(t) = x(t) ~ h(t): 17 ...... ...................................... ..... . ..Input/Output Relationship for a LTI System (zero-state or driven response) x(t) ........ ......... .................... ........ ........... starting with a little \trick" by way of the notation............. ......................

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

............... .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) ... ........ ................... ......... 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). The derivative vanishes at time t = tm .................... . ........... ..... ........... ............ ...... so write s0 (tm ) = 0 so that ae¡atm = be¡btm b e(b¡a)tm = a tm = ln(b=a) b¡a 20 ....... ......................... . . . . . . ...... . . ............... ... ......... .. .................................. .......................... ............. ..... ... .... ..... ....... ......... ....... .... ...... .................. . ... ....... ..................... ....... ......... ... .................. ....... . ........................................................... . ...

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®.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 . Both f (t) and g(t) are \on" for all time.

.. .. ......... 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)..................... ....................................................... ...... .......... ......................... 0 < t < b 0..... ........... ......... ........... ...... f (t) 1 a 0 .............................................................................................. . . ................... . .......... ........... ................... . .... ........................... ................................................ ........................ .... .................... ............... . ...................... ......... .. ..... ......... 0 < t < a 0...... ........... ........................................ ............................ . ..... ................ ... ............................ .............................. ....... . ............................................................ ................................................................................................. ................................................................ .......... ................. ............................... ........... ................................................. ...... ................................... .... ......... t < 0 or t>a 1................... ................ .... ..................... ....... ............................................. .... ................................... rotated version of ¿ ) in the convolution integral..... f (¿ ) 1 a 0 ................................ ............... ............................................................... ...... g(¿ ) ¿ 1 0 b 22 ¿ ...................... .............. .... ............ ......... .. ................... ............... ........................................................................................................................................................... ................. ........ .. ................................................... ... .................. .............. .. .................... ......................... ..... ....................................... .................................................................................................................. .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 ¿ ............... ............. ..... 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...................... .... .......... .....................................................................................

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

... ......................................... .................. ...... ..................... ............ ......... ........................ ......................... ................................. ........... . ............................ ..................... ............ .................... .................................. .................... ............ ............................ ........................... .... ......... ............. ........ ................. ........................... ................ .......... .................... ................................................ . .. ................................ ... ................. ... ............. ............ ..... .............................. ..................... ............. ............................................. ............... ........................ ............ . .. ................................................................................ ....... .. ........ . ..... ............. ...................... ................ ................................. ....................... .................... ............. ..... .... ...... ........ f (¿ ) 0 a b ................................... ......... .. ................................................................ ........... ........ ..... .......................... ................. .. ....... ................. .................. ¿ g(t ¡ ¿ ) 0 t¡ b t .................................. ..................... ............................................. . ............................ ......................... ..... ............. .............................. .................................................. ............. .............. .................................. f (¿ ) 0 a b .................. .. ...... ....... .............. ............. ............ ..... ..... ..................... ............. . .................. ....... ................. ....................... ........................... ............................... ........... ............. ........... ...... ..................... ............ .... ....... ....... ....... .. .................... .......................... ........................................................................................................ ..... ........................ ... .. ............. .................................................................. ............................... ........ .... ......................................... ......................................................... ¿ 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 ¿ ...... ........... ... . ... ................... ......... ................ ...................... ............................... ........................................ .................. .......................................... ......... ..................................... ............................. ¿ g(t ¡ ¿ ) t¡ b 0 t ........... . ................................................... ................................. ........ ............................ ...................... ........... ................... .... ........ ... ..................................... ..case: 0 < t < 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 . ........ ...... ... ..... . ............... ......................... .......................... .................................... ......................... ............. ....... .... ..... ....... ........................................ ¿ g(t ¡ ¿ ) t¡b 0 a t a+b ................... ................ ... .. . .......................... ........ ¿ 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 ...... ...... ........ ..... .................. .................................................................. . .. ....................................................... ............ ................ ........... .............................. ............................ .. ........................... ......................... ............ ........................... ............. .... ................... f (¿ ) 0 a b a+b ......................................................................................... ........................... ............case: a < t < a + b .............. .. . .... ........ .................................................... .... .......... .. .... .............................. ......... ... ..... ...... ............... ............ .............. ...... ..................... ............. ......... ........ ....................................................................................................... ............. ........ ........... .. ... .......

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

........................ ... ... ¦(t=T ) ¡T =2 t 1 ¤(t=T ) 0 1. each of the derivatives d ¤(t=T ) dt and 27 d ¦(t=T ): dt ½ 1 ¡ jtj=T... .......... .. ..... ....... ... .. ........ ..... ... .... ............ . ......... ..... ... . ............. ..... .... . .............. . . Find an expression for..... . ........ .... ..Homework Problems 1......... .. ............ (jtj < T =2) 0. ..... .. ... ... ....... . .... (jtj > T =2) T =2 0 ........ .... ... . ..... ... ....... . .. ...... Evaluate the convolution of the standard rectangular pulse with itself ¦(t=T ) ~ ¦(t=T ). . .. ......... ....... Express the result in terms of the standard triangular pulse ¤(t=T )........ ................... ........... ... 3........... .. ........ ... ... ...... ... ........ ..... (jtj > T ) ............ ... .... . . . .. . ........... .. . ........ ..... 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.. ..... ... . ... .. ...... .......... ....... .. Show that f (t) ~ ±(t ¡ t0 ) = f (t ¡ t0 )... ........ . ... .... . ..... ... . ... ............... ...... .... ....... ......... ..... ....... .. ...... and graph....... ..... ... 1 .................... ....... ....... .. .. that is let b = a. .. ... .. . ... ..... ¯nd r(t) = f (t) ~ f (t)... (jtj < T ) 0...... . .... . . ...... ......... .. ...... ... ... .......... ......... ......... ............... . 2... . . ....... . ...... ... .. ¡T ¦(t=T ) = ½ ¤(t=T ) = t T 5.......... ...

such that jx(t)j · A < 1 for all time t. The impulse response of a causal system is therefore a causal signal. If f (t) and g(t) are both causal signals. 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 . then so is their convolution f (t) ~ g(t).Causal system: If the input x(t) = 0 for t < t0 . then the zero-state response y(t) = 0 for t < t0 . Bounded input/bounded output stability: If the input signal is bounded.

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

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

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

.. ..... ....... .. .................Z1 1 ¯1 ¯ dx ¯ = ln(x)¯ = 1 ¡ 0 = 1 is divergent.. ...... ......... 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... . . Here is one example that demonstrates what is meant by the Cauchy principal value which is one possible interpretation of an otherwise divergent integral....... ... .......... ... .... . ¯ 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.............. 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 . ¡1 If we want to integrate 1=x from x = ¡1 to x = 1... .... ... ........ ............ since Z1 dx is divergent........ .. ..... ........ .... if we exploit the odd symmetry of the integrand..... . strictly speaking.... ......... x 0 Also observe that Z0 dx x is divergent....................... . ....... .......... .. . ................ ... ignoring the singularity at the origin............ ....... ................ ........... . ........ .. ..... ............. ... 1=x ¡1 32 1 x . .... ............ .... ...... . ... ... ... ...... non-integrable. ................... .......... ...... ....... ... .. ............ .. .. ........ ..... .... 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. ............ .. . . .. .

. . .. . ............. .. .. . ... . .......... . . . .. . . .... .. ...... (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 \...... ............. .... .... . ...... .. . ........ .... ... .. ....... better to say something new and stimulating to the interested students than to show routine steps to the uninterested ones. .... .. ........ . ... . ....... .. . . ..... . . .... . . ... . . . ..... Peter Rowe Geometrical Physics in Minkowski Spacetime... . .. .. . .. ... ....... .. . .... .. .. .. Springer. . ... .. .. ...... ... ... .... ........... .. . .......... ." E.... ... .... . . . ...... ..... . ...... . .. . . . .. ... .. ... . .......... p.. . . .... .. .. ..... . .. ... ..... ............ ......... . ..G. . . . . ... . . .. . .. .. . ..... . .. ....... . . . .. .. .... . ....... . .. .. .... .... .. . . . . . ... ....... . . . . .. ...... ... ... .... ........ .... .. . .. ... ... ..... . ......... . . .. . .. . ... . ...... ... . ..... .. .. .. .. ......... . . ... ..... . . . . .............. ...... . ...... . ...... ... . .. ... . . . .. . .. ...... ... ... ........ . ..... .... . . ......... ...... . . . ... .. .. . . . . ...... .... .... .. .... 2001.. . ........ .. ... .. .. . .. . ................ .. . . . . ...... . ...... . .... . v 33 . .. ....... ... ....... .. .... .. .¯ Z1 ¯ ¯ sin x ¯ ¯ ¯ SHOW THAT ¯ x ¯ dx IS DIVERGENT 0 ... ... ................. . .. ... ... .. .. . ..... . .. . .. .. .. .. . . ... .. ... . . ... ...... ..... .. .. ... .

........... . .... . ... ........ . ..... ..... .. . ... ........ ... ..... ... .. ... . . ........... ........ ... ........ .... .. .... . .. . . ... .............. ... ........................ .... ....... .... . .. ... . ... .. . ...... .... ....... ......... ................ ......... .. ...... .. ...... . ........ ....... .. ...... .. ........ ....... ........... . .... . ... ... .. ... .... ..... .. .. .. . ......... ..... .. .. ..... .. . ..............SHOW THAT Z1 sin x dx IS CONVERGENT x 0 .. ... . ......... . ........... . ............. . ........ .. . ............... .......... .... . ..... ..... . . .. ....... ...... ... ....... .... .. .... .. .. ....... . ...... ... .... . ... ............. .... . ..... . ......... ...... .... .. ........ .. .... . ..... . .. . ....... .... . ..... ..... ... ..... . . . . .. ..... ..... ..... . . . (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 ......... ....... ... ..... ... .. ..... . .... ....... . .. ... ........... ........ .. .......... .. ... ...... .. . ........... .............. .. .. .. .. ........ . ...... ........ ......... ... ....... .. . ..... . . . ...... .. .... . ...... ......... ... ...... .... ............ ..... .... ........ ...... .. ... .. .... ........ .. .. ...... ........ .... ... . . ..... ........ ... .. . ....... ..... .. .... ........ ............ .... ......... .. ...... .... .. ...... ... .... ... . ... ............ ..... .... . .. .... . ....... . .. ... . ... ..... . . ............ .. ..

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

Evaluate u(t) ~ u(t). Prove that convolution is commutative: f (t) ~ g(t) = g(t) ~ f (t): 4. 5. 36 . show that f (t)±(t ¡ t0 ) = f (t0 )±(t ¡ t0 ). Show that ±(t) = ±(¡t) is an even function.3. 6. If f (t) is continuous at t = t0 .

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

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. that is. 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. note that vp (t) comes completely from the di®erential equation alone. and is proportional to the non-zero initial condition voltage Vc0 .Again. the sum of the homogeneous plus particular solutions. 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). 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. If we instead group terms proportional to Vc0 and V0 . 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. if the initial state of the system is zero. On the other hand. so that Vc0 = 0. 40 . then the response due to the input vg (t) that is proportional to V0 is called the zero-state response. Firstly.

............. ... .. ....................................... 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. ............ ... .......... y(t) ............... ............. ............. . ...... ........ ..... ........................... .................... ...... ....................................................... .............. Therefore.. .................. ....... by the continuity of capacitor voltage we have the initial condition v(0+ ) = v(0¡ ) = 0: (20) Ultimately.. ............ . .................................. ... .....Step Response of an RC Circuit R . At the end we can normalize by V0 ...... by de¯nition................. ................. ...... ............... .. .. ... ... 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) ................... s(t) For the step response. ............. ..... ............ ..... ...... ... In systems engineering (\black-box") notation.......... ..... ............ .... ......... . ..... ................ 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)....................... . ................................... ..................... ........ ............. .................... .. ............................................... .. ......... . we have the general form of a zero-state response y(t) to some arbitrary input x(t) like this: x(t) . ... .. ..................... .......... for example.. ............ ... ... . ..... ...... ................... .... ............................. . ........................ + ¡ V0 u(t) = vg (t) C + v(t) ¡ The step response is..... ..... ......... ...... . the step response s(t) = y(t) should be the response due to a non dimensioned input signal u(t) = x(t)....... 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........................... ................ .......... . . .... ............................................. ..... ........................ .... ................. . . .....

as advertised. 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 . But that will not happen in general.Here we are already working in the time zone t ¸ 0. is itself a constant. 42 . and it is critically important if (when!) we di®erentiate the response. completely determined (that is known by) the di®erential equation (24). call it vp (t) = D: (25) This constant D is. and obtain the true. Now we can normalize by V0 . 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. In this particular instance. but its inclusion is invaluable in emphasizing the causal nature of the response. so with the stipulation that t ¸ 0. 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. 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. again. the chainrule di®erentiation that also di®erentiated the u(t) to get a ±(t) might appear super°uous. since the contribution £ ¤ £ ¤¯ ¡t=RC ¡t=RC ¯ 1¡e ±(t) = 1 ¡ e ±(t) = 0±(t) = 0 (32) ¯ t=0 is zero. due to a constant forcing term.

.......... ... ....... ... ..... . .. ........................ .... ... .... .. .... ... ............. .. .... .... ......... .. . .. . .............. . ... ............... .................... ...... .... ... .. .......Step Response of Another RC Circuit + vC (t) ¡ ....... ........ ............. 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........................ .... ... . .. 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. .... ..... ......... .. 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......... ...... ....... .. .. ..... .......... 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........... ....... ... .......... 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.. . ... ............ .............. .... . ..... Information about the excitation..... ...... ........ ..... ......... ... ..... + C V0 u(t) = vg (t) + ¡ R v(t) ¡ In this circuit. ......... 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..... ..... ........ ............... ....... . is included in the initial condition.... .... ............. ...... embodied by the source strength V0 .. ..... .......... .. ....... . ........ ....... .. .... ... ...

which most de¯nitely contains a ±(t) term. 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. 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).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 . 44 . No particular solution is required for the complete solution to our homogeneous di®erential equation (37).

.. ..... ..... if Vc0 = 0 and ! = 0. ....... 2.......... show for yourself that the response (29) is the corresponding special case of the response (19)...................... .... ... .......................................... simply connect R and C in series and hang the series leg across the output terminals of a (ideal?) voltage source....... ... ......................... . ...... . ....... . ............... ..... ................. ... ........... . .. ...... . Kirchho®'s voltage law clearly shows the simple relationship that is displayed by comparing (30) and (42) and by comparing (31) and (43).. ....... ..... .... ................ ..... ........................... .. ...... .... ...... ....... ...................... .. .. .. . ........ . ........... Therefore...... Go backwards..... ..... ........ ..... .... since d h(t) = s(t) dt () 45 s(t) = Zt ¡1 h(¿ ) d¿: ........................... ............... 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............................ ....... ... .... . . ........................... .................. ... . ........... .... .................... .... .................. 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. ...... . ....................... . .. .................................. .. ............ .................. ....... ....... Observe that the circuit on page 41 is a special case of the circuit on page 38............. ........ ... .......... .................... .............Relationship Between the Two RC Circuits + . .. ......................... .............. ..... ........ ................... . ...... ............... ... .............. C ha (t) ±(t) ¡ ¡ ............... .......... ....... ..... ... .. ..... . ......... ......... .............. ... .. .................. ............................. ² R ±(t) ¡ C + + . and obtain the two step responses (30) and (42) by integrating the corresponding impulse responses (31) and (43).... .......................... .. .... ........ 3. .......... ... ..... ...................................... ...... ... ....................... . 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 )]...... ............... .................. .. ..... ......... ........... ............... .. . 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.. ..... . ............................ .... .. . . .... .................... . .......... .... ...........................

...... . . ... ...... .... ......... ..... ... . ........ .... . .. .. . ....... ......... ..... ... . .... . ....... .. ..... ... ... ............... . . ... . . ..... . ............ ...... ...... . ..... .......... .. ................. . .......... . . .... ........ ... ... .... ...... ... . .......... ....... . . . . ... ... .. .. ........... .. . ...... . ............ . ...... . ........... ..... ... .. ...... ... . . . ... . ...... .... .... ..... .... ....... .. .. ..... ... .... ... ... .. . ..... ... ..... ...... ....... .... ...... + v (t) ¡ L ² i(t) vg (t) + C + ¡ R ² vR (t) ¡ Fig............. ...... ....... .. .......... . ... .. ... ..... ......... C . .... ... ....... .. . ...... .... .. .. ... .. ..... ...... ...... . ....... . .. ..... ..... ........ . ........... ........ ...... ..... ... .. ... ..... . . .... .. .. .... . . ... . .... .. ........... ... ........ ... ..... . ..... .. ... ...... 2. ........... .. ...... ..... .. ........ ..... ..... ..... ...... . . ......... ... . ..... ... ........ . ... .. . .... .. .. ..... ... ..... ..... .. . .. .... .......... .. ... .... .. ........... ........ . ... .... .... ... .. .. ....... ........ ....... ..... Circuit layout. ....... ... .... ..... .......... .. ........ ................. .... ......... ..... ......... ......... . ..... ..... . .. ..................... . ......... . ..... ... ..... . .. ....... ...... ............ .......... ...... . .. ... ....... ... .... ...... .. .... . ................... ..... .... . .... ... .... . . ... .... . .. . ....... .. ........ ..... .. . . . . . .. . . ........... ... .. . ..... ........ ..... .. .. ........... ..... .... .... .. . ..... ...... . .... .... .. . ..... ....... ......... .... ..... ..... ... ................ .. ... ........ .......... ........... ..... ....... ..... ....... . .............. .. ........... ..................... . .... .. . . .. .............. ............ ... For de¯niteness and to keep track of the physical units............... ... ..... .............. .. . . ... ... . ............ ...... ........ ........ ... ...... ........ ........ ...... . .. ........ .. ...... .... . .. .. .. .. . ..... ..... .. ..... ... ... .. .. ............. .. .... . ....... .... . .. .... .. ..... . .. .. .. ....... .. ........... ..... .. . .. . .. ......... y(t) = Ri(t) Fig.... .. . .... . System block diagram. .. . ....... . ............ ... ........ ......... ........... .......... 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..... . ... .. .. ......... vg (t) = x(t) . ... ... .. .. .. .. ...... .... ......... .... .... .... ............... ...Step and Impulse Response of Series RLC Circuit . .... . .. . ... .. . ............. . ..... . .... ........ ...... .. ............. . .... . ............... let vg (t) = V0 u(t) 46 (1) ........................ . 1... . ................ ......... ...... .... . . ..... .. ........... .. . .. ... ...... ......... ..... ..... ........... ... .... .... .... .... ............... ... . .... .......... . .

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

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

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. If ® < !0 . 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. Or. Although either form is ¯ne. The case when ® = !0 is called critically-damped. introduce yet another parameter (constant) q ¯ = + !02 ¡ ®2 (21) so that the two roots (20) are a complex-conjugate pair r1. and since the exponential cannot equal zero. it can be constructed directly. and can be obtained from either of the other two cases in the limit as ® ! !0 .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 . Firstly. Under-damped circuit.because it works. 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 .

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= −). (30) the output is y(t) = RV0 ¡®t e sin(¯t)u(t): ¯L (31) If we normalize both signals by the amplitude V0 . 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) . with attention drawn to its \turned-on" nature. and is denoted here as s(t). 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. 2 is the voltage vR (t) = Ri(t). so that when the input vg (t) is regarded as x(t) = V0 u(t). 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. The signal that is regarded as the output in the linear system diagram of Fig. so that the current is in (A).trig form is better here because it facilitates the application of initial conditions.

..... ... ....... . ....25 0...... . ........ .. ...... .. ..... ..... ....... ... .... .... . ....... . . ... .... . ...... .. ............. ... ... . . . . . .......... ...... .. . ... . ............. ..... as are the units of ±(t)....................... ....... . ............. ........ . ....... .. . 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..... ...75 0.... . ... ... . ..... . .. . .... ... .. .. .... ... ........... 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. ...... .. 1. .......is z 0 (t) = f 0 (t) ~ g(t) = f (t) ~ g 0 (t): (34) Therefore........50 ¯L s(t) R 0....... ..... .. . ....... . ..... .. .. .......... ... .. ...... . .. .. .. ..... ........ ... . ..... ... . .. ........ .... Sold curve: ®=¯ = 0:1. ........ 0 2 4 6 8 10 12 14 16 ¯t Fig 2........ .. .. . .. . ..... ... ...... .. .... .. .. ... Dashed curve: ®=¯ = 0:5 51 18 20 . .. ........ .. ........ ....... .... ... ...... .... ...... ........... ... .. .. ..... .... ... . .. . . ... ............. .... . ... ............. .......... . .. ......... ............... ............ ......... .. . .............. .... .00 ¡0:25 ¡0:50 ¡0:75 . ......... . ... . . . ..... .... . ......... . .. ...... . ....... ........... .. ... .. .. ...... .. . .......... ........... .... . ... . .......................... .... .. . .00 0.... .... .... ........ ...... ......... .......... . .... . .......... .. ... . ..... .... ..... . .. .. .. ....... . ... ... . ... . ....... .... .. ... ..... .... . .. .... ...........

so with r1 = ¡®1 q with ®1 = ® ¡ ®2 ¡ !02 and r2 = ¡®2 with ®2 = ® + q ®2 ¡ !02 .Over-damped circuit. then both roots of the characteristic quadratic polynomial (19) are real. (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 .

.................................. ........... + ........................... .. .......................... ............. ...... ............ ............................. ..... ........ L ² ² C ±(t) ² R + ......... ........ .. ......... Homework Exercises. ........... .. . .. ................. .. ........................ ....... ................ ............................... .... L.............. 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.......... .................... ......... ha (t) ......... 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 ¯...... ..... 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...... .......... ...................... 53 ...................... ................. ² + .................... ........... ............. .... .. ........................ ...................... ........... and in fact more illuminating than............. .. ............. ....................................... ..... ... The important parameter(s) of the problem should be nondimensional.......................................................... . ....................... . .... .... ² R ±(t) ¡ + C ±(t) ¡ ¡ ¡ + + .... .... ..........................Homework......... .. ...................... .... .............................. . .... ....................................... .. ...... ......... 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.......... ...... ................. ..... ........ ..... ....... ............. ................ ............ ........ .. repeated root............. ............................ ............................... ................. ...... ....... ... ......... ... ......... (Note that specifying ® and ¯ is equivalent to................ ............ ... . ............................ ... specifying the circuit element values R...... ............................... ...................... ... ....... .............................. .. ................ ................... Find the impulse response of these four circuits.. ..................................... .. ... ............. .............. ....... ................. .... . ........ .............. ... .............. .. ....................... and C............ ... .................. .............................. .... ........ hb (t) R ² ........ ................. .......... ..................) Use MATLAB to compare graphs of h(t) with y(t) for several values of the pulse-width T ... ..... ....................... ............. ........................ ............................... ....... .......

.......... .................. ........ .. ......... ........ .. ............... . ... ..................... ... ........... ..... ... . ................ = (¡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. ..... ...... .. . . ..... . ... .... .. ... ...... ..... .... ..... .. .. observe that Z1 sin(x) dx = 2 x ¡1 Z1 0 54 sin(x) dx: x (5) .. ....... ..... ....... . ....................4 0......... ......... ....... ......... ... .. ........... . . ........ ......... .8 0.... ....... . ........ .. . ..... .. .. ........ ....... ......2 0......... .......... . ... . ¡6¼ ¡4¼ ¡2¼ 0 2¼ 4¼ 6¼ x · ¸ 1 2n+1 sin(x) 1X 1 x3 x5 n x sinc(x) ... . .. .. . . .. ... ...... . ............. .. .. ..... . ..... ......... ..... . .. ............ .......... . ........... .... . ....... ..... ....... ....... . ....... .. ............... . ...... .. . . . ....... .. . ........ .... ... ... .... .... .. . . . ......... ..... .... .. . .. ................. .... .. ...... .. .. ......... .. ..Evaluation of an Important Integral via the Laplace Transform 1... ..... .. . .............. ......... .... .... ......... .... ... ...... ............ .... .. . ............6 sin(x) x 0. .. . .. .. . . ... ................ .. ..0 0. ..... .. .. . .... ... ... ........ ...... .......... ....... ... . ........0 ¡0:2 ¡0:4 ... ....... .. .. .......... ..... . .. .. ........ ... . ......

or you can use a symbolic mathematical tool such as MAPLE. If L[f (t)] = F (s).Our approach is to ¯nd the Laplace transform of the function Si(t) . let's do it ourselves just for fun. that is Si(1). Zt sin(x) dx. x (6) 0 called the \sine integral. Consider y = tan(x) so that dy d sin(x) = = 1 + tan2 (x) dx dx cos(x) 4 If you know one. 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. Although not important for our purposes. or you can use a web-based integrator4 ). tell the class. ¯nd one! 55 . Zt sin(¿ ) d¿: ¿ (7) 0 We will use the following Laplace transform properties. If you don't know one." Our desired integral (half of it!) is the ¯nal value of Si(t). Perhaps it is helpful to write Si(t) using ¿ as the dummy variable of integration Si(t) .

. .. .. .. ..... .. ... .. .. .. .. ..... . . ........ . ... .. .... .. .... . ........ . .... . . .. .. ... .. . . ..... ... .... .... . . ........ ... ... .... .. . . ....... .. . . ...... ... .. .. .. . .. ....... .. ... ..... ... .. ..... ... ... ... .. . . . .. .. . . . .. ........ . .. ..... ........... . . ...... . . . . .... . ...... ... . ... .... .. ........ . ... . . .... ...... .. ..... ...... .... ........ . ... ...... . .... ..... .. . . .. . . ... . .. .. .... .... ....... .. .. ....... . . . . .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.w. a < 0 < b 0.Proposition (Spectral form of the Dirac-delta). 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. o.

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).

e.Fourier Transform Exercises Find an expression for the Fourier transform of the following time-domain signals. f (t) = sgn(t) a = ¼±(!) + !2 signum (or signature or sign) function 10. f (t) = e¡at u(t) causal. 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) = 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 . f (t) = 1 P k=¡1 16. f (t) = C constant 4. f (t) = m(t) cos(!0 t) AM modulated signal i. f (t) = t¦(t=T ) 14. f (t) = ±(t ¡ t0 ) delayed Dirac impulse 2 5. f (t) = A¦(t=T ) rectangular pulse 2. f (t) = (!0 t) sin 8. f (t) = D combT (t) = D 1 P n=¡1 15. and sketch BOTH f (t) and F (!): 0. f (t) = sinc(®t) 12. f (t) = Ae¡®t Gaussian signal \and it is a trick" 6. f (t) = B¤(t=T ) triangular pulse 3. !0 =2¼ = 1250 (kHz) and m(t) = \Your Cheatin' Heart" 11. f (t) = ¦(t=T ) ~ sgn(t) 13. decaying exponential (a > 0) 1. f (t) = e¡®jtj ½ ¾ cos 7.

frequency translation F j!F (!) d F (!) d! f (¿ ) d¿ ¼F (0)±(!) + ¡1 60 1 F (!) j! . 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. 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. multiplication f (®t) F (t) 10. duality 6. time delay 7.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 scale 5. time di®erentiation ¡1 Transform c1 f1 (t) + c2 f2 (t) 4. superposition 2. convolution dt () f (t) = F Signal 3.

superposition 2.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. frequency di®erentiation nx[n] 6. 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 . 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. convolution x[n] ~ y[n] 5. 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. ® If f (t) = exp[¡®t2 ] This one is a bit involved to show. especially without complex variable theory. 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.Fourier Transform of the Gaussian r ¼ then F (!) = exp[¡! 2 =4®].r. ! 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.

.. . . ..... ................ ... ...... . ... ... .. ...... . .0 0.. . .. . .... . .... .. ... ..0 ....... .. .... ... ......... . .. .. .... .. . ... . . .... ......... ... ...... .. . . ... . . . ........ ........ ..... .. . ..... . . . .. .. . .. . .. . ... .... . .. . . . . . ...2 0. . . . .... . .. ..... .... . .. .... ..... . .. .. . ... ...... . ... .. .....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. .. ¡8 ¡6 ¡4 ¡2 0 ! 3 t 64 2 4 6 8 . .. ... .. . . .. .. . .... .. .. ..... . . . . . ... ..4 0.. .. ..... . .. . . ... ...... ... ... ... .6 0. . .. . .... . ... .. ..... . ...... . ... . .. ... . . .. . . . ... ... . ... .. .. . .. .0 ... . .. . . . . . . .. ........ .......... ... ...0 F (!) 2.. .. .... .. ... .. ... . .8 0........ .... .. . ... ....0 0. ....... .... ..... ... .. . ... . ......... ..... .. . . .. . ... .. .. .. . .. ..... . . .. .. ... . ........ ...... .. .. ... ... . . .. . .. . . ..... .. .. ¡3 ¡2 ¡1 0 1 2 1.. . ... .. .... .... ... .. .. . . .. . ..... .... ... . .. .. . .. .5 0. . . . . .. .. .. .... . . ... .... . . ... ........ ..5 1. .... . .. . ... ... ... . ..... .. .. . .... ... .... .. . ..... ... ... ... . ... ..... . . .... . . dashed curves: ® = 2 f (t) 1.. . .. . .. . .. . .. .. . ..... .. ... . ...... .... ...... . ... .. . .......... . . ... ... ... .. .. ... .. . .. . . ... .

®!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 ®. so the truth of (1) is veri¯ed. 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 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.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. 65 . Clearly ®=¼ lim 2 = 0 if ! 6 = 0. Recall or note that the periodic signal cos(!0 t) is not absolutely integrable.

Therefore the only possibility is K = 0 and the truth of (2) is established. Although the restriction ® > 0 enabled us to evaluate the Fourier transform of the decaying exponential. 66 (F) . 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. One of our ¯rst examples (or exercises) of Fourier integral evaluations was the causal.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. by making the time-domain function decay su±ciently fast as t ! 1. 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. decaying exponential ¤ £ 1 (® > 0): F e¡®t u(t) = ® + j! The condition that ® > 0 is necessary to ensure convergence of the integral.

¡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 .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).

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). 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 = .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) .

F (!) is the notation for the original Fourier transform pair F[f (t)] = F (!). Example. Now T is just a remnant parameter from the original pair (8). then we also know the reverse transform of any function. T sinc(!T =2). 69 . If we know the forward transform. and invoking the even symmetry of the pulse function ¦. Since we already know the Fourier transform pair μ ¶ t F ¦ . 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).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) . 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. by inspection. 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.

. ..... . ...... .. .. ............ ... ............. ........ ... . ... ..... . .... . . . . .. ... ..... .......... ... ........... .... ...... 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 ... ... ... ........... ........ .. .. .. such as a voltage v(t) or a current i(t)... . . ....... ....... . ..... ........ .... .. ... ............. .. ...... ... . ... ...... .... ......... ..... .... . ....... . ... ..... ... .. .... .... ....... . . .. . ... ...... ..... ..... ........ .. .. ........... ... .............. ............... .. .. ......... ...... ... . . ................. ............ .... .... .. .. ..... .. ....... .... ..... ...... ........... ..... .... .... .... ..... ...... .............. . ...... . ... . . ... . .. .................... ... .... ... .. .. ................. . .......... .. .............. ...... ... . ... .. . ..... ... .. . . . .. . .. .......... ... ........ .... ........ . ..... . . .. .... .... .. . x Consider the three functions (or signals) graphed above.... ... .... .. .... ...................... .. . ..... .. ...... . . .... .. ..... ... ...... . . ..... . ........ .. ...... .. . ..... ...... .. ................. .. ....... ... ..... ... ... .. .... ............ ... . ........ . .................... ............. ... .... ......... ... ......................... ........... . ............... . ....... ..... ..... . ..... .. ........ . . ... ...... ... ............ ... ... ............... .... 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. ..... ..... ......... ..... Often our time-domain signals are one of the \linear" signals in an electric circuit... ..... .. but its \pulse width" is perhaps not as obvious.. ..... . ......... . . . . ... . .. .. ...... .. ........ ......... .. .. ..... ...... .. . .... .. .. 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. . . . ..... ....... .. ...... ... ..................... ........ The same observation applies to the signal f2 (x). .. ........ ....... .. . ...... .................. too) language.... ... ............... . ................ ..... . .. ..... .... . ...... .. .. .... ..... . . . . . ........... .. ....... . .... ... ....... ........ .. ..... .... ... ..... ... ...... ......... .... ... .......... . .... ... . ....... ... .... .............. ... ............ .... ... .. .............. .... . . ........ ........... . ... ...... .... ..... ..... ... .. . ........ ..... ....... ....... . . .......... ..... ........ ....... ...... ... .. .. ..... . . .......... . ...... ......... In a mechanical system. .. ..... ... .. x f3 (x) . ........ .. . ........... ... . ....... 70 . . ........... . ... .... ... ... . ... . .. ............ .... ............... . . .............. .. ..... .... ......... .. ..... . ............ . ..... ...... ... .... .. . ...... .... .. . ...... . .. . .... ....... .. . .... ........ ...... .. ..... . ... . . .... . ....... ... ....... ... . .. . .. .. .. ... .......... ... .. . .... .......... x f2 (x) .... .... .... ....... ... .. ...... . .. .... The instantaneous power associated with one of the linear signals f (t) is proportional to jf (t)j2 . 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 displacements x(t) or velocities v(t) are examples of one of the so-called \linear" signals that we might be interested in........... .... .. ... ...... .. ....... . . ......... .... ...Half-Power Bandwidth or Pulse width f1 (x) .. .. .. . ... .... . . ... ......... ........... ........... . .... .. .. ..... ... ... .............. ... ..... .. . .... ...... .. . ....

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

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

2. use the Gaussian pulse. to be yet another measure of a signal's pulse width. simply take Dt as de¯ned here. 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 at least two values for the constant ®. 73 .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. For a speci¯c signal. 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. bandwidth. and also jg(t)j and jG(!)j.

respectively. 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). 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. 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. 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! . 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.Uncertainty Principle for the Fourier Integral To simplify our notation.

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®. 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® : .

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

1962. Definition (the Class Lp ). Goldberg. The function f on (¡1.The above is the working-class proof of the Riemann-Lebesgue lemma. Suppose 1 · p < 1.C. (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 . as given by E.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 . 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. The theorem follows from (3) and (4). Cambridge University Press. Theorem (Riemann-Lebesgue). Perhaps you will prefer this one. ¥ 77 . from R. Fourier Transforms. 1937. 1) is said R1 to be of class Lp (written f 2 Lp ) if jf (x)jp dx < 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.

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 boundary terms go to zero 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 . 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. then the integral term F [f 0 (t)] ¡¡¡¡¡! 0: j! !!§1 Exercise. then F (!) ! 0 as ! ! §1.

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 . in that lim f (t + x) = f (t¡ ) 6 = f (t+ ) = lim+ f (t + x). 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.

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

.... but as we have seen repeatedly this semester........ . ............. ............. ..System Transfer Function 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................ ... .. ........................... 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 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) . working in the frequency domain also gives us a whole another conceptual view of the input/output dynamics of our systems................. ...) Note the use of !0 to denote some particular frequency...... 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 time-domain response y(t) now requires an inverse Fourier transform (4) y(t) = F ¡1 fX(!)H(!)g: However....... . ........... the transfer function H(!) immediately gives the response of a LTI system to a time-harmonic signal..... to avoid confusion with the Fourier transform frequency variable plain !. ......... we always take the simpler path......... .......... ....... ............. .. ................... ..... the mathematics of signal analysis usually (always?) is much simpler in terms of the complex exponential form................... And in deriving important concepts and principles............ . h(t) y(t) The zero-state response (in the time domain) of our linear.... the nontrivial convolution operator has been replaced by a simple multiplication! Besides algebraic simplicity....... ................ ....

.... .......... ... ......... ..................... 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.............. .................. ............ .. .. ............................ ................ ............ ................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............ ........ ............ .. ....... h(t) real yr (t) = Refy(t)g Imfx(t)g = xi (t) ............ Hint: write x(t) = RefAejÁ ej!0 t g..... 82 ... ........... ...... .......... ..... ................... ...... evaluated (of course) at the excitation frequency....................... .......... ....... .. ............ ... .......... ...... ......... Specialize the above result to the case where x(t) = sin(!0 t): F Exercise 3........... ... ........... ................. ......................... ................ ........... ....... y(t) = xr (t) ~ h(t) + jxi (t) ~ h(t) Refx(t)g = xr (t) ...... ... In AC circuit analysis.... ........ we call AejÁ the complex phasor...... 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......... ......... .................... ........... yi (t) = Imfy(t)g h(t) h(t) real F Exercise 1..... ................... ....... ........ ................. 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........... .......... .................. .... .. ........ .......... ........ . ....... ...................... . ................. ................ . 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)......................................... ..... . ..... .............................. ........... .. 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 transfer function is the generic H(!)............... ...................... .............

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

.. .......... ..... ..... ... ............... .......................... .......... ..... .......... the Fourier transform allows us to circumvent the time-domain di®erential equations and work with purely algebraic equations......... ............................. . ............................. .......... 84 ... 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...... ... ........... ...................... ² R x(t) ¡ + y(t) L ² ¡ Recall (look back in your notes....... ........ ..... ....... ... . ....... ................. + .......... ................ F Exercise 4........ . ............... ................ 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. ...................... ...... 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.......... ... ......... 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........... ............ ........ ... . ..Transfer Function for Linear Electric Circuits Example................ .......... .. ......... . ............ .. ...... ......... ....... ............ ......... .... ... ............................. .................... ............... ....... .... 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....... ............................. ....... .. .... .... .. ............... .............. L ........ ............. ............ ....... .. Verify that the Fourier transform of impulse response (8) gives transfer function (12)..... . .. .. ..... ........ ......... ....... ..... .............................. At least this helps my circuit analysis............ ..... ............... .. We ¯rst found the step response s(t) and then di®erentiated to get h(t) = s0 (t).......... ........ .

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

National Bureau of Standards. 1. ! = !b 1 + j!=!b > 1+j > : 1. pp. 1970. This problem is most readily solved in terms of a special function. Handbook of Mathematical Functions. ! ¿ !b > > < j!=!b j H(!) = = (15) . 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. too! 86 .1.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. 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.A. for various values of the dimensionless parameter BT . Abramowitz and I. Table 5. 231{232. In the low frequency regime (! ¿ !b ) where this ¯lter has the greatest e®ect between the input and output. (\Big Red"or \Citizen's Handbook"). the sine integral7 Zu sin » Si(u) = d» Si(¡u) = ¡ Si(u) Si(1) = ¼=2: » 0 7 M. 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 . y(t) ¼ F Exercise 5. Homework Problem: Rectangular Pulse Response of Ideal Low-Pass Filter. ! À !b clearly show that this ¯lter passes the high frequencies unscathed. Stegun. MATLAB has it built-in. 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. Consider the simple circuit having the positions of R and L reversed relative to the circuit above.

What do you think? (You'll need the answers. 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.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 . ¯rst!) 87 . The similarity (more than similar! ) in the numerical values strikes me as a strange coincidence. 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.

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. the world is divided and you will inevitably need to translate between the two forms. ! rules! 88 . because of their natural preference to measure frequency f in (Hz). as opposed to the natural frequency !. Its disadvantage (to me) is the appearance of a 2¼ in every kernel function exp(§j2¼f t). or do you turn them loose as pesky irritants inside the arguments of the complex exponentials. while the cosine transform ¯ts the case when f 0 (0) = 0. The use of f can also pave the way for a slightly smoother transition to the discrete-time world. do you place them as harmless scaling factors outside the integrals. The use of frequency f (Hz=cycle/s) instead of ! (1/s) Introduce the frequency f (Hz) such that ! = 2¼f . 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. where. the Fourier transform pair has to have 2¼'s somewhere: The question is. at least for now. but not in our course. so that every di®erential and integral operation results in a factor of 2¼ or (2¼)¡1 ? Seriously. Either way you look at it.

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

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

.. .........A.... ......... National Bureau of Standards........... MATLAB has it built-in......1..... 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......... .... . sin[B(¿ ¡ t)] 1 d¿ = B(¿ ¡ t) ¼ B(T Z=2¡t) B(¡T =2¡t) sin » d» » (7) Abramowitz and I. approaches to ¯nding the output y(t) are worth considering....... but related.............. . 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... too! 91 .................. .... ........... ... 1970. 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.. ....... .................... ........ ......... 231{232...... for various values of the dimensionless parameter BT .... ......... . Handbook of Mathematical Functions....... ..... ......................................Homework Problem: Rectangular Pulse Response of Ideal Low-Pass Filter.. ..... ......... (\Big Red"or \Citizen's Handbook")...... .. Time-Domain Convolution.. pp.. .... ........... .......... Similarly..................... Table 5. Stegun... .... This problem is most readily solved in terms of a special function............... the sine integral8 Si(z) = Zz sin » d» » Si(¡z) = ¡ Si(z) Si(1) = ¼=2: (3) 0 x(t) .... .. the spectrum of the input signal is X(!) = F[x(t)] = T sinc(!T =2): (5) At least three di®erent..

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) . Also note that time appears normalized to the incident pulse width T as in t=T . Frequency-Domain Multiplication. and that the single (dimensionless!) parameter that characterizes the ¯lter response to the rectangular pulse is the product BT .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.

but that's ok since we know that Si(0) = 0 and it is an odd function Si(¡x) = ¡ Si(x). a di®erent but related special function.Linear Combination of Step-Responses.*sign(x(k)). It doesn't work at all on my computer. function f=sinintRWS(x) % f=sinintRWS(x) sine integral Si(x) for real x f=zeros(size(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. built upon MAPLE. f(k)=(pi/2+imag(expint(i*abs(x(k))))). and does an extremely slow and ine±cient numerical integration to compute the function Si(x). 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.m calls the symbolic toolbox. 93 . Therefore Si(x) = Si(jxj) sgn(x).m for the exponential integral. so here is an alternate computation that uses MATLAB's routine expint.

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

. ..... . . . .......... ... ............ ........... ... ..... . .... ........ ..... .......... ..... . ...... ... .. ...... ....... .................... ...... . . ....... .. . .... . . .... ...... ........ ....... .. ... .. ..... ...... ...... .. ...... ............. .. ........ .. ..... . ....... . . ..... .... .. .. ..... ....... .... .. ... .. ..... ... . .. . . .. ..... ..... ... . .. ....... . .. B = 20 95 t . ........... .. . . . . . ....... ...... .. .............. . ... . ..... ..... . . .... . ........................ ... .. . ..... . .... ....... ...... .. ..... ... .. ... ............... ... .. ... .... ......... .... .. . ....... . .... ... ... .......... ........ .. . . . .. ... ..... ....... ........... ......... . ... ...... . .. .. . . . . . ... ... .............. . . .. 0 ....... ....... .......... ..... ... ...... .. .. .. ......... .. . ....... ........ . .. .. ... ........ ......... ... . ..... ........ ... ... .... ............ ...... .... ..... .... .. ... .. . .. .... .... ..... ...... . . ...... ... .......... ...... . .... ..... ......... ........ . ... ...... .. .Ideal Band-Pass Filter H(!) .... .. .... ......... .. ... . .. .... . .... ................ . ... .... . . ..... .... ............... ...... ... .... ... .. . ....... ... ................ .. .... ..... ...... . .. ...... ......... ... ......... . .. . . . .. ........ . .. .............. ...... ........ . ..... ...... . ............... . ........ .. . ......... ............ .. .. ........... .. .... ... .. .......... .. ..... ..... ...... . . .. ..... . . .... ........ ..................... ..... .. .. ....... . .... . ............ .... . . . . .. . . . ... .. . . . . . .... .... .. . ............. .......... ......... . .. ... . .... . .... . . .... .. .......... . ...... . ................... .... ... . ... . . .. .... ................ ... ............ .. . ..... . ... ..... ... . ....... ... ... ..... ..... ..................... ... .. . . .... ... ... . ... .. ..... ..... . . .... .... ......... .. .. .. . ...... .... .. .. ...... . .. ........... ...... .. .. . ........ ....... .... .. .. .......... .. .... ... .. . ... ... ............ ............ . ... .. .. ... ... ..... ... . . . B B ¡!0 !0 0 H(!) = ¦ μ ! ¡ !0 B ¶ +¦ μ ! + !0 B ! ¶ ....... ...... .. .... .............. ...... ..... .... . . ........ ...... .. ..... . ..... ........... .. . . ... ...... ..... .... .. ... . ..... . .. . ....... .. .. ... .. .. ..... ...... ... . .. ....... ..... ....... .. ..... .. .. . ........ . .. .. . . ....... . ................... .... .... .. .... . ........... ........ ....... ...... ... .... .. ......... .... .. ...... ..... ...... ...... . .. ........... . . . . . ..... ...... ...... .... .... ................. . .. .. .. ........ . ... 0 . . .... ........ ... .......... ...... ........ .......... .. .. . .... .... ...... ....... ................ ..... . .. ... . ................................ .................. .. .... . ........ ........... .. ........ .. .... .. .... ...... ... .......... ... . .. ........ ... ...... .. ... ... .. . ... ... ....... . ............. .. .... .... .. . .. ........ ....... .. . . ... .. ... ... . ....... .... .... .... ... ...... . ..... ... . .. ! = 100.... .... ... ... .. . . ................... ..... . .... .... . . . . . . ..... . .......... .. .. . .. ... ... .... .... . . ...... 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 .. ... .............. ........ . ... .... ... ... .... .. ... . . ........... . . ..... .. .... ..... ........ .. ..... ... ...... ....... ... . .. ..... .... . .. ... ...... ............. . . ....... ........... .... ....... .... .. .. ............. .. . . . .. ..... ...... ... .... ........ ..... ..... ...... ..... .. .. ....... . ... . .... ..... .... .... ....... ..... . .. . .. ........ .. .. .... . .............. ....... ............. ............. ...... ..... ... ... ......... .. ......... . ........... . . . ... .. ......... .... . . .. ... . . .. .. . ......... ............... ....... . ... . . ..... . .... ....... ... ... ..... ... . ... ....... .... ..... ..... .... .... .................. ............... ....... ...... ......... ..... ..... . ........... . . ...... . ..... . ... ........ ... .....

......................................... ......... .......... .. . ............ . .. ......... ..... ....... ............. .......................................... since we expect zero steady-state DC current through the capacitor...... .... . .......... .......... ......................... ............... ...... ................................ 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). ............ ... ............ ........ . ........... ............................ ............... .......................... ...... .. . .. ...... . .. (2) Show that the Fourier transform analysis is equivalent to........ .. ......... ........ .. ... . ............. Consider the sinusoidalsteady-state response of the given RLC circuit....... .... ... ............. ......... .. .... ..... .................................. .. . and is therefore the motivation for........ .......... ... ... ...... ...... ........ . ... ...... ... .......... ................. ............. ......... .. ... ......... ......... . that is ¯nd vo (t) if vi (t) = Vp cos(!0 t + Á).......... ... the (simple and compact!) complex phasor analysis of time-harmonic circuits such as this one..... .......... whereupon μ ¶ £ ¤ 1 R + j!L + I(!) = ¼Vp ejÁ ±(! ¡ !0 ) + e¡jÁ ±(! + !0 ) : j!C | {z } Z(!) 96 .... . .............. ................ .. i o .. + 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....... ....... ...... .. . .............. ..... 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. .............. .......................... .. . . .....Complex Phasors for Time-Harmonic Circuit Analysis... . ..

97 . Vo = RI and vo (t) = Ri(t): It looks like the two steps alluded to in the problem statement are more naturally done together.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.c. 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.

..................................... or remain the same? Explain........................................... ....... ....... .. with ¯xed values of R and L.......................... ... ............................. ....... will the output energy Ey increase..................... ............................................ ............................. ..... .. decrease....... note that changing T has no e®ect on the total input energy........... ................. ............ .....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 .......... ...... If T is increased....... ................ ........ .. ............................ ...) If x(t) is the input voltage to the given electric circuit......... ......... + 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............. .

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

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.c. The phase or argument of the transfer function H(!) in a neighborhood of the carrier frequency !0 is of most interest. 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. 0 1 2 [y+ (t) ¤ + y+ (t)] (3) The signal y+ (t) is called the pre-envelope of y(t). 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 . baseband or low-pass signal.

If !c = 25. 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. The 4096 point FFT uses ¢! = 0:3. 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. If !c = 0. 101 . then £0 (!0 ) = ¡t0 . !0 = 30. t0 = 3.Numerical Example.

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

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

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

S. 1997.J. Ablowitz and A. 105 2 ¼k . Complex Variables. 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 3.941(1). y) = sin(kx)e¡kjyj Ã(x. 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) = X(x)Y (y) X 00 (x) Y 00 (y) + =0 X(x) Y (y) | {z } | {z } =¡k2 =+k2 solution form Ã(x. y) = Z1 B(k) sin(kx)e¡kjyj dk 0 Ã(x. y) = 0 boundary conditions Ã(x. Laplace's equation r2 Ã(x. 0) = Z1 B(k) sin(kx) dk 0 inverse Fourier transform 2 B(k) = ¼ Z1 2 Ã(x.Fourier Integral Solution of Potential Problem M. Cambridge. 0) = sgn(x) = §1 (x ? 0) separate variables Ã(x. page 60 prob 9. Fokas.

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 ). we de¯ne 8 > < ¡1.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. where ¡¼=T < a < b < ¼=T . 106 . 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. The minimum and maximum restrictions cover one period. We are in excellent shape to now do some real damage. x < 0 sgn(x) = 0. Let's integrate F (!) over the range a < ! < b. (2) (3) n=¡1 periodic in ! with period 2¼=T . x > 0 (5) in order to ensure the vanishing of the sum for x = 0. 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. centered about the origin (! = 0). 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. in this context. And recall that we essentially derived the Fourier integral from the \spectral representation of the Dirac-delta" function.

..... . .... ... ........... . . ...... ............. ...... ... ..... ................ . . ............... ......... . ........................ .... ... ......... . .... .. .. ... ...... .......... .......... .. .... ..... ... ........ .. .. . (The function f does not have to go to zero at t = nT . .......... ..... ........ ... ...... ....... ..... ... ... ....... ........ .. ....... . ........ ...... . but since all periods are equivalent we might as well work with the selected one. .... .... .. .............. .. ... ....... .... and let's focus our attention on the particular period 0 · t · T ... That is.. .. .................. ............. . .............. .... . .. ............................ ... ... . ...... ..... .. ::: .. ..... ......... .......... .... ..... ... . ............. . ..() . ..... .. 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........ ... .... ...... ......... .......... ........ ....... ........ ....... .... ...... .... . . ....... .. .......... ............. ......... ........... ::: ¡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 ) . . . ........... or even real-valued.... .... .. ... .......... ........ ........ ....... ..... ... ...... ............ .. ... ...... .. .............................. ... it was simply easier to draw one like this..... . .................... ............. . ................ .................. ...... ............. .... ............. . .. ..) Introduce the new aperiodic function g(t)........ .. ......... ........ ........ ...... ...... .... .. .. ..... 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) ........ .. ::: ::: ¡T 0 T t 2T g(t) ...... .......... ............ . .. .... ..... .... ....... ........... . ................... ... .. .... .. .. ................ ............. ....... ....... .... . .................. .. ........ ......... ......... ......... ............. ....... ................. ... ..... . ... ..... .... . .. .. . . . .... . ............... .. .............. ... ............ . ..... ..... .. .. ................. ... ..... . ..... ... ............... ........ .... 0 · t · T g(t) = (1) 0.......... . ... ....... ............. ...... ...................... ........ .............. .... ¡T 0 T t 2T Consider the arbitrary periodic signal f (t) = f (t + T )..... .... .. ......... . .. .. ... .... .... ........... Any period would work.... .. . . . . ..... ..... .... ..... . ........ ...... ...... ............ .. ......... . ............................... .................. ...... ......... ........ ........... ......... ... ... ...................... ........ ... .. ..... .. .................. ..... ........... ............ . ............... ............. .... ... . .. ........ . ............. . ......... .... ............... And of course the function f does not have to be positive.. ....... ...... also de¯ned for all t according to ½ f (t). .. ......... ..... .... . ... ................ .............. .. ................ .. ................. .... ..... ... ... ..... ................ .. .... ....... .. ..... ........ .. ..

. . .. .. .. .. .. . .. .. .. . ....... ...... . . ... ........ . ..... .. . . .... ... .... The nth multiple is called the nth harmonic.... ... ..... ..... .. ...... .. .... . .. ....... . . ..... .. ......... . ... .. . .... ...... . ... .. . . .. .... . .. ... .. ... .. ...... .. . .. .. . ... ... ...... . . . .... . .... . . .... . . ... .... .. .. ... .. ...... .... .... .... ..... . . ... .. ...... .. . . .. .. ... .. . . . .. ...... . ... . . .. ..... .. ..... .. ...... . . . .. .. . ...... ... .. .... ....... .. ..... .. ... ..... . . .. ... ... .. ... ... ...... .... ... ...... .... .. ..... ......... ..... .. .. ... 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 ....... . ... . .. ... ......... ... . ... . . .. .... . .. . . . .. ... .. ....... .... . .. .. .... .... .... . .. .. ... . . .. .. .. . .. . ... .. ... ... .. . ... . .. .... .... ... .. .. . .. .... ... . ...... .. ...... .. .... .... . .... ... .......... .. . ......... ...... . . .. .. ... .. .. . ..... .. .. . . . .... ... ........ .. .. ... ............ .. . .. ..... .... ...... . . .. .... .. . . ..... .. . ....... ..... . ..... ...... .... ... . ... . ...... .. .... ......... .. .... .. . . ..... .. ....... . .. ..... .. . .. ..... ..... .. ... .. . .... .. ...... . . .. .... . .... .... .. .. . . . ....... .. .... ¡10 ¡8 ¡6 6 ¡4 ¡2 0 2 108 4 8 10 ! !0 .. ....... . ........ ...... .. . . .. ... .. ............ . . .. ... ... ..... ... .. . .... ....... .... ....... .. ..... Note that negative n are just as important as positive n. .... ... . .... . .. .. ..... . .. .. .... .. ...... . .... .. .............. . . . .... .... . .. .. ....... . .... .. .... ... . .. . . . . ... ... . .... .. ..... .. ... .. .... .... .... ..... . ...... .. . . ... .. ... . .... .. .. .. .. . . .... ........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 ..... ... . ....... ...... .... . ..... ....... .. . ... .. ....... ..... ... ... .. ........... . . .... .. . ... . .. . ... . . ... . . .. . . .. ... ......... ....... ..... ... ...... . . . .. .. ..... ... ..... .... .. . ... .. . ...... ... ... .. .. ........ ..... ... . . . .. . ..... ... . .... ... ...... .... .. . .. ... . .. . . ... . ..... . ... . ... . .. .. ..... .... . . .. ..... ... . ... ... ..... . .... . ......... .... ...... ... . ... . ..... . ............ ..... .

to your total solution.The inverse Fourier transform of F (!) should give us our original periodic f (t). If you explain it correctly and with some degree of coherence. (They can split it to ¯t any ¯nancial boundary conditions. too. 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. 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. 109 . In fact.) You deserve one. the above derivation starting from the top of three pages back. 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. It does. see me for more. applied. 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. Find an interested (or at least willing) fellow student or more who are at or above your present level with respect to Fourier analysis. starting from the Fourier integral. buy the survivor(s) a Coke. F Exercise 8. Woodward's comb function. and your entire audience has not deserted you. If none ¯t that description. in detail. and explain to them. of course.

Two functions (generally complex) are said to be orthogonal on the domain a · t · b if the inner product ¯b Zb ¯ hf (t). §1. f (t)g ¤ (t) dt = 0: a a In any given situation. 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). It will be frequently convenient to de¯ne !0 . : : : . That is. F Be sure you can show/verify this important property for yourself. 2¼=T to be the fundamental frequency of the periodic signal. integration over any complete period yields the same result. The inner product of a signal and itself is sometimes called the energy in the signal Zb hf (t). 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 . Another useful observation is that if f (t) = f (t + T ). so that the integral tZ 0 +T f (t)ejn!0 t dt t0 is also independent of the time t0 . g(t)i¯ . f (t)i . with n!0 the nth harmonic frequency for integer n = 0. §2. 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 . let's assume the interval of interest a · t · b is known and ¯xed. so that we can condense the notation on the inner product angle brackets. then the product f (t)ejn!0 t is also periodic with period T . 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 . DEFN: Orthogonality.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.

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

Now let's start over by assuming that the periodic signal f (t) = f (t + T ) can be represented by a Fourier series.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. call it fe(t) = 1 X cn ejn!0 t n=¡1 to temporarily avoid any premature claims that fe(t) = f (t).m c¤m e¡jm!0 t dt {z fe¤ (t) ej(n¡m)!0 t dt } . 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. 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. In doing so. 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. the Fourier coe±cients appeared naturally.

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 .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 .

0. : : : ) 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 .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. ¡1. 2.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. 2. : : : ) in terms of the complex exponential coe±cients cn (n = : : : . 1. 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). sin(m!0 t). 115 . 2. : : : ) t0 F Homework. : : : ) t0 2 bn = j(cn ¡ c¡n ) = T tZ 0 +T f (t) sin(n!0 t) dt (n = 1. 2.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. and unity.

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

Here ¢x = ¼=N so a = ¼. jx 1¡e sin(x=2) an even function DN (¡x) = DN (x). 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 = . ¡T =2 the truncated Fourier series feN (t) = N X n=¡N 119 cn ej2n¼t=T . 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¿. Consider a periodic function f (t) = f (t + T ) having a single jump discontinuity at the point ¡T =2 < t < T =2.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. The denominator becomes (2N + 1) sin μ x 2N + 1 ¶ ¡¡¡¡! x N !1 and with X ! 1. and therefore demonstrate that N X cn ej2n¼t=T ¡¡¡¡! f (t): N !1 n=¡N 121 .so that the ¯rst integral above vanishes.

............. .......... : : : ) 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 . . . . ... .... .) Use MATLAB to graph the N th partial sum of this Fourier series.......... ..... ... .. .. if 1 a0 X f (t) = + an cos(n!0 t).. . . .............. .. .... ....... ..... .. .. ... The cosine coe±cients (for n = 1.. . 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.. . ... ..... .... ........ .......... ..................... .. . . ..... ...... .. . ....... . ..... ..... 2.......... ... ....... .. 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 .. . ... ....... ...... . ...... ..... 2 (1) 0 as the graph shows (perhaps after a little thought). .... ........ ... ..... .. ............. . . 2....... . ......... ..... ...... . ..... .... .. .... ... ...... ...... . ......... ..... ....... .. 1 ::: ::: ¡T ¡T =2 T =2 0 T t 3T =2 1. . ..Due Wednesday January 18 f (t) .... . .......... ... .. . .................. ....... ..... ......... ............. ........ ............................. .. .. . ........... . ..... ... . ........ .. . ..... ........ There are no sines (bn ´ 0) in this even function... For example........................... ............ . ......... .................. ... ..... ..... ......... .. .... ..... . . ...... ... .... .... . ... ..... ... . ... .. .......... .. ...... . . ..) Find a Fourier series representation of the signal f (t)......

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) + . ® ®2 123 (6) .by the even symmetry of the product of f (¡t) = f (t) and the nth cosine. 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. 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. The last integral above requires an expression for f (t) in the range 0 · t · T =2. or a table such as the CRC). The ¯rst method is based on the observation that the parameter ® is independent from the integration variable x. which is the line of slope 2=T through the origin: f (t) = 2t=T . But here are two di®erent techniques to evaluate it.

Note that the values of the trig functions are thus sin(n¼) = 0 and cos(n¼) = (¡1)n . In fact.in agreement with the ¯rst result (5). periodic function f (t) is μ ¶2 X 1 2 1 1 f (t) = ¡ cos(2n¼t=T ): (8) 2 ¼ n2 n=1. 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 . whereupon ®d = n!0 T =2 = n¼ (recall !0 T = 2¼). since jan j » n¡2 as n ! 1 (in fact. In this case. the entire trigonometric Fourier series for our even. n odd n an = ¡ 2 =¡ [1 ¡ (¡1) ] = (7) ¼ n2 2 2 : T (n!0 ) (n¼) 0. Fourier series representations of known functions are used to sum certain series. The Fourier coe±cients (3) are now 8 μ ¶2 1 2 < n 8 1 ¡ (¡1) 2 ¡ . This series converges nicely.5.::: The sum is reasonably clear (at least to me). 2 ¼ n=1 (2n ¡ 1)2 as long as it is perfectly clear that we have de¯ned !0 = 2¼=T . n even: Together with the DC value (1). 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 .3. these an are 1=n2 for all odd n. 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].

125 .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.

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. 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. Here is an important class of series: With p real 1 X 1 np n=1 converges i® p > 1. Any series n=1 that is absolutely convergent is 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.

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

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

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

z(t)

¡1

N

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

H

H (¡1)

131

t

t

. ... .. .... .... ......... ........ ..... .... ............ ....... ... .......... ..... ..... .... ....... ........... 2..... .. .. ........... ............ in terms of its period T .... .. ... ... .. ... .. ......... .......... . ..Fourier Series of Full-Wave Recti¯ed Sine Wave sin( 12 !0 t) = sin(¼t=T ) .. .... .... ... .... ....... . ..... ....... ... . Note that the period of the sine wave prior to recti¯cation is 2T .. .... ....... .... .......... ...... ... .. .. . . . ........ . .............. ......... .. . . .. .. . ..... .... ... .. ...... ... . .. ...... .... .... .. ...... ...... ... ................... . ........ . ..... . ..... .... .. .. ¡T 0 t T f (t) = j sin( 12 !0 t)j = j sin(¼t=T )j . ...... ... . ... .. . . .... ........ ............ .. .... ............... ......... ........... . .... .... ........ .... . . .. .. ... .... ........... ..... ... .. ............ ............ ... ....... . . .. ..... . ... ....... ......... ..... .. .. .. ...... ............. .. ...... . ...... .... . ........ .. ............... .... ........... .... . . ... .... . .... ......... ... . . . ... .. . . ... .. .. 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...... ............ the frequency of the un-recti¯ed sine wave is half the frequency of the recti¯ed signal f (t)... .......... ... ..... . ..... .... .. ................. . .. .... ...... . .. .. ... .. . .... ... .... .. .... ... .......... . Equivalently.... ... .. .. ....... ........ ......... ... .......... . .. .... : : : 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) .... ... . ..... ... ..... ... ...... .. ¡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 . ....

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

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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R

x(t)
¡

y(t)

C

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²

135

+

¡

Recall that !0 . with An = an jH(n!0 )j and Án = £(n!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. Also note that H(0) = 1 is real. that is. 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 . so that in terms of normalized time t=T . y(t) = 1 X An cos(n!0 t + Án ) n=0 136 (1) . With the ¯lter input written as the particular Fourier series x(t) = 1 X an cos(n!0 t). Time t is always multiplied by !0 = 2¼=T . £(0) = 0. 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. 2¼=T is the fundamental frequency of the recti¯ed sine. instead of a0 =2.Solution. since the ¯lter is an actual. 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 . physical electric circuit. which is twice the frequency of the pure sine wave that is the initial input to the full-wave recti¯er. Speci¯cally.

Recall or note that Á0 ´ 0. : : : ) 1 ±nm 2 (n. : : : ) give rise to the unwanted \ripple. 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. 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 . m = 1. one de¯nition of percent ripple is unwanted power in the ripples £ 100% r. 2. 2. the total average power in the signal y(t) is Ptot = jA0 j2 + 1 1X jAn j2 . but I included them in the series (starting at n = 0 instead of starting at n = 1) for notational convenience. m = 1. : : : ): t0 Therefore. 2 n=1 which is the form of Parseval's theorem that applies for our particular representation of y(t). 2. while all of the higher harmonics (n = 1." Therefore.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. The DC (n = 0) term is our desired power supply output.

....... .. .. ......... ... ... ... ..... ........ .... .. .. .. ... . ..... ...... .... ... . ....... ...25 0.. . .. ....... . ... .... ... .. .... .. .... .. .... ....... .. .. .. .. .. ... .... ... .. but for a very poor power supply I suppose some marketing/sales people would prefer to use (2)..... .... .. ..6 y(t) 0.. .. ..... . ...... 1........ . . ... . . ... . ........... .. ..... .. .... ................ ..... ...... ....... ...... ... ...... .... .. ......... .. .. .......... .......... . .... .. . ...... . . . ........... ... . ...... ..... ... .... .. ...... ...0 ¡0:2 input frequency of unrecti¯ed sine is !i = !0 =2 ¡0:75 ¡0:50 ¡0:25 0.. ..... .. .... ........... .... .... ... . ......... . . ........... ....2 0. .. ...... .. . .. ... ........ ... ... ..... ........ .......... ........ .. ... .. .... . ... .2 !i =!b = 0:1...... ... ... ... . . ... ... .. .. ... .. ..... ..... ... ... . ... .... .00 0........ .... ...... ......75 t=T 20 18 16 14 12 r (%) 10 8 6 4 2 0 ...... ... .. ... 0. . .. ........... . .... .. .. ..... .. ....... ............. . ....... . . . ......... .. ..... . ... 0 1 2 3 4 !i =!b = freq of unrecti¯ed sine/¯lter break 138 5 ... ...... ... .. ...... ...... . . ... ... .......... ... .... .. .... . . ........... ................... . ...4 0. . . ...... . ..........0 ....... .. .... ....... . ......However. ... ...... ... . .. . ............ ... . ..... .. ............ ... .. . .. ... ....... ..... ................ . .......... ...... . ... . ........ .... .... ... ... ... .. . ... ............... ......... .... ... .. ... . ... . . ..... . . .8 1 10 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........ ..... ... .... ......... . ......50 0.. ............. ......... ..... ..... .. ... ... . . . .... .............. .. .. .. ... . . . .. The second form might be greater than 100%! 1.. ... ...

.. .. ................ . . ... .... . ..... .... ...... .......... ..... .... ... .... .. ................. ........ .. .. .............. .. ........ but carrying around two sets of coe±cients an and bn is more awkward...... ...... ......... ..... .... . .... which is our independent variable 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.............. ....Periodic Excitation of a Simple GLC Electric Circuit v(t) ² ² ig (t) ... ...... ....... . ............ .. .............. .. . ... . .... .. Plus di®erentiating exp(jn!0 t) is much cleaner than di®erentiating cos(n!0 t) and sin(n!0 t). .............. .... . .... .... .. ... .. ....... . If we know the waveform ig (t).......... .. ......... ..... . ... .. then the steady-state solution for all of the linear signals (common voltage v(t)..... .. .. .. ...... .... .. G C ² L ² If the source signal ig (t) = ig (t + T ) is a periodic signal. ........ ... ... . .. ........... ............. . ............. ............... .............. ....... ... ... .. ......... ........................... . ..................... .. ...... ........... ... ...... .... .. ..... ........... and the prime on the generator current denotes di®erentiation with respect to its argument.... .. ....... all three branch currents) will also be periodic with the same fundamental frequency !0 = 2¼=T of the excitation.. ........ ............... ......... ...... .. ............. ...... . . . . ........ ... 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....... ... .... .... . .............. .... .. .... ..

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 . Graph the signal v(t) when the current source is a square wave. Give a physical explanation for the absence (zero value) of the n = 0 term in the voltage.) Interpret this high frequency approximation in terms of the circuit. (The terms with negative indices behave similarly. Problems 1. Find an expression for the average power dissipated as heat in this circuit. 140 . to simplify the results. that is as n ! +1. If ig (t) is a real-valued source current. If the lossy element is removed from the circuit (G p = 0 or G = R = 1). All three terms in the denominator are dimensionless (check for yourself). which are (H/s) or (−). Show the e®ect of varying the circuit element values. 2. so far. 5. 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). what is the physical signi¯cance of a harmonic having n!0 = 1= LC ? 4. One way to see this is to examine f ¤ (t) = f (t). and the Fourier coe±cients cn de¯ned in (1) are in (A). Use normalized parameters. say of amplitude §I0 . The units of the °n are therefore (V). as much as possible. 7. 6. Write down an approximation for the higher-order terms in the series for v(t). 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 required. 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 . ¡1 3.where the Fourier coe±cients °n are unknown. If f (t) is a real function of time. show that the expression (8) is also real.

........ ... ............. .............. ..... ...... ... .. .. ..... .... ................. ... .. ... ......... ....... ... . ..... ..... .. ................ .. ...... .......... . ...... ........ .. .......... .. ..... .... ....... ... .. ................ .............. .......... ....... .................... ... ...... .... ................ .... ................................................. ........ ¡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 .... .. ........... ......... ..... . ......... ......................... ..... ......... ... ....... . .... ............... ² R x(t) ¡ C + ...... .... ...... ...... . ............. .. ..... ... ................... ........ . ... . .............................................. The graph of x e(t) = x(t) ¡A=2 is clearly an antisymmetric (odd) function...... ........ ....... . . .. ...... .... ..... ......... .... .......... ............. ....... ................................... ...................... ..... .... ......... ...... ........ . . ² C y (t) x(t) ¡ ¡ a .. ...... .............. .......... ..... ............. ........ ......... . .. ................. ....... . x(t) A .. ................. .......................... .... .. ........... ...... . ....... ... .... .............. ...... ..... . .. ....... ....... .... .............. but the even part is simply A=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 .. . ..... ............ ......... ..... .............. ........ ...... ... .................. ............ ................ .. .... .... ..................... .. ......... .. . ..... ..... ......... ... ... ............... .................. ....... ...... .. .... so that its Fourier series is most logically written in the trigonometric form with only sine functions. ......... ... .................. .. ........ .. ................... .... ........ ..... ......... ............... . ... ........ ..... . .............. ....... ....... .......... ..................... . .... .............. ........ ....... ² 2T T + t + yb (t) R ² ¡ Note that the excitation x(t) has both even and odd parts........ .. ........... .... . .... .. .......... . ..... . ........ ....... ........ . . . ..... ....... . ......... ..... .. . ............. ....... .... ........ ............. ¡T + 0 ................. .. .... ...... ....................... x e(t) = x(t) ¡ A=2 A=2 . ... .......... .......... .............................. . .. ....... ..... ... ........ .. . ........ .... .. ......................... .................. ... ................ .............. ... .............. . .. .. ..... ..................... .. ..... .............. ... . ... ............ ... ...... . . . ........ ................... . ................. . .. . ..... ................ ......... ... .... . .......... .... .. .... .................. .............. ... .... ........................ . .... .............. .. . ..... . ......... .... .... ...... . ... ..... . ................ ........... ..... ............. . ..... .................... ......... .................... .. . . ........ ..... ... ..... . ..... .

That is.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. 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. and obviously the same for the b circuit. assume the magnitude function jHa (!)j and £a (!) are known (they are!). Note that Ha (0) = 1 and Hb (0) = 0. from a simple frequency domain voltage divider. 142 .

and then avoid computing the poorly convergent series for yb (t) simply by using the known relationship yb (t) = x(t) ¡ ya (t): 143 . Therefore. the important nondimensional parameter of our problem is !0 =!b = !0 RC. we can numerically evaluate the series for ya (t) (because its series converges faster). 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 . the numerical convergence of the signal ya (t) is much faster. 1 RC is the break frequency (or cut-o® frequency or half-power frequency) of (both of) the ¯lters. As n ! 1. Therefore. Recall that !0 = 2¼=T is the fundamental frequency of the periodic excitation. 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). 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.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 .

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

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

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

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

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

(8) n=1 where the functions Bn (t) (Fourier coe±cients for the x-expansion) are unknown at this point. according to the initial condition (6). write it as 1 X Á(x) = bn sin(n¼x=a) (9) n=1 where the bn are known. We need the appropriate Fourier series representation of our initial displacement (6).and x = a. and so y(x. which gives y(x. so each coe±cient must be zero. 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). provides ¯n = bn . So the form of our sought-after solution is 1 X y(x. t) = 1 X bn cos(n¼ct=a) sin(n¼x=a): n=1 149 (14) . t) = 1 X ¯n cos(n¼ct=a) sin(n¼x=a): (13) n=1 Evaluation at t = 0. Now we have Bn (t) = ¯n cos(n¼ct=a) in terms of (unknown) constants ¯n . in principle and in reality. which is the odd periodic extension of period 2a. we can use a sine series. t) = Bn (t) sin(n¼x=a). 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.

. ....... . ..... . ... . ... .. ... ....... . (16) is a solution... . ...... .... .... .. .. . .. ........... .. .. . Also note ~ ¨ ct) is a wave propagating with speed c in the §x-direction........ . ..... ...... that Á(x ~ Á(x) ..... . ... . .. . .. .... .... . ...... ..... .. .. .... and the homogeneous boundary conditions (1). ... .. ......... ... .... . then.... 4. . . ....... . .. ..... . ..... .... . . . .... .. .. ... ... ... y(x. ... . ..... . . .... .. 2....... . .. . .. ... ....... . .... . ....... ¯nally....... .. . . ... ... .. . ... .. Problems 1. .. . ..... .. . 3.... . ... . . . ......... .. .. . .. .... .. .. . .. .. . ..... .... ¡a a 0 2a x Fig.. .. .... ..... . . ..... . ..... . ..) Verify that any functions f (x + ct) and g(x ¡ ct) satisfy the wave equation (5).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......) Verify that (16) satis¯es the initial conditions (6) and (7)... ..... .. ... ... ..... ..... ....... .. 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. . . .... .. .... .. ... ... . t) = i 1 h~ ~ + ct) Á(x ¡ ct) + Á(x 2 (15) (16) ~ means the odd periodic extension (Fig...... ..... . respectively.. ...... t) = 2 n=1 a a or... .... . .. ............ .... Odd periodic extension of initial displacement of string..... ......... .... ...... Such forms are called the d'Alembert solution.. ....) Why do we say that f (x + ct) and g(x ¡ ct) are propagating in the ¨x-directions... . ....... .... . . . .. ..... ...... ...... ...... ....... . ... ..... . . ... ... .. ....... . ............ ...... with speed c? 150 .... .... ... ... ....... Certainly.... ....

with t = 0 and T = 1 such that 1 X f (n) = n=¡1 1 X F (2k¼): k=¡1 F Homework. 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 .Poisson Sum Formula Let f (t) be any function that is Fourier transformable.

67 of Big Red shows that. 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.Solution. that is for b ! 1 ? 152 . for jzj < ¼.5. 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. 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. If jbj ¿ 1.

......... ..... ......... ............. .......... ...... . .... 0. ..... ... ............ . ........ ........ . ....... ........... Once x(t) has been sampled............... 3...... .. ... ... ..... ... all we have is a table (list) of numbers x(nT )................. ¡2. ........ 2. ........ x (t) x(t)....... ... ........ 1.. . .... .................... .. ......... .. . ............... .................... ......... ... . . ........ h(t) y(t) combT (t) Consider a continuous-time (analog) signal x(t) that is uniformly sampled at the times tn = nT (n = : : : ...Sampling and Reconstruction ....... ¡1.......... ............. s ..... 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). ......... ........ Typeset by AMS-TEX 153 ........ .. ....... .. ......... ............... .......... ... ... : : : ) so that the sampling frequency is 2¼ (1) T in terms of the sampling period or interval T ... ....... ......... ...... ........ ...........

.. ..... ..... . ......... . ......... .. ........ .. ......................... (7) ...................... . ... ... ............... ... .... .... ..... . . ..... ... ... ......... .......... ......... ........ . .. ... .... ..... .. ........ ................. ..... .... ... ......... ...... .......... .. ....... ......... ... An example low-pass spectrum appears in the ¯rst row of the ¯gure below........ ... ..... . . ........ .... ..... ... X(!) ............ . ... .. ... .. . ... ..... ....... . .... .......... ......... ........ ...... ...... ..... ... .......... .... ... . ..... .. ...... ...... ...... ..... ........... . . ... ........ .. ..... .. ... ............. .... ........... .. ...... ........ ... .... .... .... . ............ .... ........... .................. . . . . ........... ..... ...... ........... .... .. .. .... . ... ..... .... ....... ............. .... ....... ....... ....... .. .. ............ ....... ... . .. . ....... .. .... ........ ...... ..... .. ....... ... ...... . ...... ... .. ...... .. ..... . .. .... . .. .. .. ...... ........ ........ .. .... ... . ................. ......... . . .. ........ ....... .... .... ..... . ... ........... ... ........................ ........... .... ... ...... . . . . ...... . ... .... ..... ............ ... ........... . ...... ............. .... ... . If we pass xs (t) through an ideal low-pass ¯lter having transfer function H(!) = T ¦ 154 μ ! !s ¶ .. .... ........... . . .......... .. .... .... ..... .... ................. . ........ .... .... ........... .... . .. ...... .............. .... ..... .. .... ¡!s Xs (!) when !s =2 < !h 0 ¡!s =2 !s =2 ........ . .. . ... ..... . . . . ........ ...... ........ . . ........ .. .... .. ....... ..... .. .... ¡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 . ¡!h ! !h 0 Xs (!) when !s =2 > !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.. .... ......... .... ........ ....... ... .... ..... .......... ........... . ........ ............. ......... ... ... .. ..... .......... .. ..... . . ......... . ...... ... ..... ... .................... ..... ... . ... ......... . ....... ....... ............. .... .. ........... .... ....... . ....... ..... ..... . .... ....... . ..... ........... ... ..... .......... . . . ................... .......... . ...... .................. ......... .... .. ............. ..... ............ ..... .. .... ... ... .. ...... . ...... ........... ......... . . ....... .. . . ......... ........ .... ........ ...... .... .... ....... ..... ... ......... .. ........ ... . ....... .... .......... ....... .. .. ....... .... ................ ...... ........ .. .. . .......... ....... ................... ... ... .... .... ..... . . . ...... .. . ... ... ... ...... ............ .................. ... ............ then X(!) = 0 for j!j > !h : (6) This means that the spectrum of x(t) has a highest frequency !h . ....... ...... ........... .... ... ...... ........... ....... ........ ... .. ... .... .................. ... . ....... ... .. .. ...... ... ... ............. .. .... .. ..................... ....... .... ..

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

. . . .. . . . .. .. ....... .. .. ... .. ..... .. ... . . .. ..... ... .. ... ... ..... ... .. .. .... .. ........ ... .... . ... ... .. . . .. .. ........ . ... ......... .... . . . ....... ... .... .. .. . . .. .. .. ... . .. . ..... .... ... 3.. .. ..... . ..... . . . . .. .. . . .. .. . ....8 0. . . ..... .. . .. . . ......... .. .. . ..... ..... .. ... .... .. ... . . ... ... . ... . . . . ... .. ... ...... ..... .. . .. ... . ..... .. ...... ...... . . . .. .. ....... .... . ..... ...... ..... ....... . ... .. . ... . . ......... .. .. ... ..... . ..... . . . . .. ..... ... .. .. ... ... .. .. . 5... ...... ... . .. . .... . ... . .. ... ... . . ... .... . . . . ........ .. .... ..... .. . ....... .. .. . ... . ............ . . ....... ..... . .. .. . .... ...... .. . .. .... .. . .. ... .. ......... . . .. . . . ... .. ..... .. . . .. . . ... .. .. .. .... .. .. ... ...... ... ....... .... .... .... . .... . .. .. .. . .. .... .... ... ..... .. ..... . . . .. . .. ... .. . . . ..... .. ..... .... ..... . ... 2. . . . .. .......... ... .. . . ... .. . . .... . . .. . . .. . ... ......... ... .... .. ... .... ... . . .... . . . . .... ......... . .... ... . .... ... . . . .. . .. .. .... . .... .... . . .... ... . ............. .. .. .. ..... .. . .... . ....... .. . .. ....... .. .. . ... . .... . . . ... ..... . ......... . . .. .... ....... . ... .. . .. ... .. .. .. .. ... ...... .. ... . ...... ... . . . .. .. . ... .. ... .. .... . ..... . ....... . .. . . .. . ..... . . .... ...... . .. . .. .. . ........ ... . ..... ..... .... . .. ... . ... ... .. . ........ ....... .. ..... . . .... ... . . . .. .. ............. .... .. ........ .... . ..... .... . .. . .. . . ...... . .. . ..... . ... . .. ... . .. . . . .. . .. .. .. .... .... .. ... . . . . . . . ... . ... .. . . .. ...... Do you see which curve is which? 1.... . .. .. .... . .. .. . .. . . ... .. ....... . . ........... .. ... ..... .. .. . . ... .. . . .. ...... .... . ....... . . . 1. . .. .2 0. . . ...... . ... .. ... .. ... ....... .. .. .... .. ....... . . ... .. : : : ) of the x[n] are zero (or absent)... . . . . . . . . .... ... .... .. .... ........ ....0 0. : : : and n = ¡1.. . .. . ........ . . .. .. .. .. .. . ...... .... .............. . . ... ........ . . ... . . ......... . ... .... ... . ... . . If all other (n = 4... .. ... . ...... .6 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.. . . . .... ...... .... . . . . ... . ...... ..... . . ....... .. .. .. . ..... . .... .... .. ..... ... . . ...... . . .. . .. .. .. . . .... ... . . . ....... .. . . . .. .. .. . . . .. .. ... . . . ........... .... ... . . .. .... . ... .... . .. .... ....... .. . .... .. . .... .... ... ..... ... . .... ......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. .. .. .... .. . ... ...... ¡2. .. . .. ... ... . . .. .. ... ... .. ... .. . ..... ....... . ....... .. .4 0. ....... ... . .. . . ... .. . . ..... . . ... .. .. ... .. .. . .. .. .. . ..... . . ..... ....... . . . .. .. . .. .... ... .. ...... . . . . .... . . ...... . .... . . ..... ... ...... . . .... . .0 ¡0:2 ¡0:4 ¡2 ¡1 0 1 2 t=T 156 3 4 5 .. .. ....... .. . ..... .. . . . ............ ...... ... . ...... . . ..... ...... .... ² ² ² 0. .. .. . . . . . .. . . . . ..... .. ... .. .. .... ... .. ... .. .. .... ....... ... ...... . .. ...... .... ..... .. .... ...... . . .. . .. . .... ... .. . . . ....... .

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

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 examine x[n + N ] = ej−(n+N ) = ej−N ej−n : If x[n] is periodic with the period N . The discrete-time complex exponential is substantially di®erent. the continuous-time complex exponential x(t) = ej!t is always periodic in time t with period T = 2¼=!. The highest frequency possible is − = ¼ (or equivalently. since e2¼j = 1. Consider the discretetime sequence x[n] = ej−n where the frequency − is any real number: Take it to be positive for starters.Complex exponential. 158 . in discrete-time work. since x(t + T ) = ej!(t+T ) = ej!T ej!t = ej!t = x(t) whenever !T = 2¼. ¡¼). This only happens if −= k 2¼ = a rational multiple of 2¼: N However. we only have to consider frequencies − in the primary range ¡¼ < − · ¼. First. and the lowest frequency is − = 0 (which is identical with − = 2¼). the discrete-time complex exponential is a periodic function of the frequency variable −. then x[n + N ] = x[n] which requires that −N = 2k¼ where k is any integer. since ejn(−+2¼) = e2n¼j ejn− = ejn− : Therefore. recall that for any positive real number ! (called the frequency).

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

................ ................. .... ......... ........... .. .. .... ........................ . . . ... 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..... ............... ......................... ........... ... ..... .................... .................................... ..... ............................................ ...... .. ............ ........................... ....................... ........................... x[n] x[n ¡ n0 ] ... .......Linear Time-Invariant Discrete-Time Systems x[n] .... Given that the zero-state response to the input sequence x[n] is y[n]....... then the discrete-time system is linear............... ................................ ....... By the (assumed or de¯ned) time-invariance of the linear system......... ... then the system is time-invariant...... .... ....... if the response to the delayed input x[n ¡ n0 ] is the delayed response y[n ¡ n0 ]............. ..................... the 160 .... .............. .. ...... 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...... .. ......... . y[n] = T fx[n]g y[n ¡ n0 ] = T fx[n ¡ n0 ]g Input/Output relationship................ ........................................................ ........... Using the sampling property of the Kronecker-delta sequence................... . .. . treating all other variables as constants.... ........................... ...... ...... ................ ... ............ ...... ............. ..................... ................. . ....... 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.......... .......... .. ............................ ........ ............ .... ... ................................ ....... ....... .................. 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]. ............... . ....... .. ...... . ........

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

.. .. .. ..... ... .. .......... .. ..... ... . . . .. . ...... ... . ..................... ¡1 .. ..... .. ..... ..... ... .. ... ... .. ... ..............x[n] ......... . ... constant coe±cient.. .... ....... ....... .......... .... ................ .. ..... . . ...... . ... ........ .. ..... .... ... . .. . ....... The impulse response h[n] is the response y[n] to the input sequence x[n] = ±[n]. .... For example... .. ....... ... .. .. .. ... 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......... . ..... .... ............ . . ... . .. .......... ...... ..... ... ... ... .... ... ....... . ... ............. 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.. ....... ...... ............. . . ........ .. .......... ...... ... .... . ... ....... ..... .. 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 ...... . ... ...... ............ Sometimes di®erence equations can be solved recursively...... .... . .. . ............... . ..... ......... ......... ......... ... ...... ..... ... . ¯rst-order di®erence equation.. .... ....... ....... . .. . and being a zero-state response........... . .. ... .... .. ....... .... . ...... ... .. ........ ................... ... . . ..... ...... ....... . ...... .. .... ... ..... ... . ................... .. .. ......... ... . .... ........... .. ... . . . ... .. .. . .................. .... its initial condition is h[¡1] = 0... . . . the zero-state response due to any input sequence is readily computed via the convolution sum.... ... .. . . .. . ..... 162 k ® u[k] = n X k=0 ®k ....... . .... h[n] = ®n u[n] With the unit impulse response h[n] in hand..... .. .. . ... .. ... . ..... ..........

.. ... ........... ......... . ..... .. ....... .... .. ........ .. ........ .............. ... ...... . .... .... .......The Z-Transform In order to derive the Z-transform from the Laplace transform....... ......... .......... ... ........ ... 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.. .............. . ....... 163 ........ .... ........... ... .......... ............ .. ... ........ ... . ... . ......... . . .... .. ......... . ... ..... .. ... .... .... .... ......... .......... ... .. .. . . ....... . .. .. ... .... ... .... .... .. .. ......... ................. ....... ... ......... .. ......... . . ..... ... . .... . .. . ... ............. .... .... ..... . ..... . ..... ...... ........... .. .. . . .. ...... ...... .......... ........... . . ... . ........ . ... . . ..... . ... . .................. ...... . . . . .. ............... d T .. ... ... and write a sampled (discretized) continuous-time signal as ..... . .. .... .. ............. . . ... ....... ......... .... .. ... ... .. .. ... . .. ........... . ... .... . .. ....... ......... . ........ . . ... ...... ..... ...... ..... .... ........... .. ......... ....... . .... ..... ... .. .... .. .. ....... .............. ....... .... .... .... .............. 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...... ... .... ......... ... . ........................ .. ..... .. ... ... .... .. .. .......... so to speak........ . .... .... .. ... ........ ... ..... . . . ... .. n=¡1 n=¡1 . we need to represent our sequence x[n] in continuous-time notation: Take a step backwards.. ....... ......... ...... ... ............... ... . .. .. .... . . ... .. ... .. . . ...... ........ .. ..... ... .. ....... ..... . ...... ... . ..... ...... 1 1 .......... ......... ...... ............. . .... . .... ...... . .. ...... ..

Firstly. 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. Z-transform example: causal exponential sequence. we have S = N + 1. 164 . Consider the sequence x[n] = an u[n] where a is an arbitrary complex number. 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. There is no question about the convergence of this series. consider the ¯nite geometric series N X S= an n=0 where a is an arbitrary complex number. Similarly. which is the limit as a ! 1 of the above result.Geometric series. 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. since it is simply the sum of a ¯nite number of terms.

144. 5. 2. 2. 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. 1.Di®erence Equation and Z-Transform f [n] = f [n ¡ 1] + f [n ¡ 2] initial conditions: f [¡2] = 0. Zff [n]g = F (z) = Zff [n ¡ 1]g = f [¡1] + z ¡1 F (z). 0. 34. 1. : : : p f [n + 1] 1+ 5 ¡¡¡! n!1 f [n] 2 f = 0. : : : 165 . 21.Fibonacci Sequence . 55. ¡1. 13. 89. 8. 3. 1.

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. 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 .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.

2. 1. 2. N ¡ 1) that are uniformly distributed around the unit circle. With z written in polar form as z = rej− . if we restrict z to lie on the unit-circle (jzj = r = 1). where our attention is centered on the indices n = 0. : : : . Consider a ¯nite or partial sequence x[n]. we have j−k X(e )= N ¡1 X x[n]e¡j2nk¼=N : n=0 167 . 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.Discrete-Time Fourier Transform. N ¡ 1. 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 −. 1. : : : . Observe that the DTFT is essentially a Fourier series representation of the periodic function X(ej− ). with period 2¼. where x[n] are the Fourier coe±cients! Therefore. 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.

This is a mapping from a function x[n] of the integers n = 0. 2. are a single period of periodic sequences. 2. Rather than write it as the cumbersome X(ej−k ). Therefore. 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. each with period N . 1. 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. 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. : : : . : : : . N ¡ 1) (n = 0. : : : . : : : . To see this. 2. : : : . 2. x[n] and X[k]. 1. 1. 2. 1. application of the operator N ¡1 1 X j2mk¼=N e N k=0 (m = 0. N ¡1. Observe that the sum is a ¯nite geometric series (page 163): The result follows at once. N ¡ 1 to another function of the same integers k = 0. 1. 2. 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. 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. 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.

: : : . N ¡ 1). 3. 5. ¯nd its DFT X[k]. 20. 169 .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. 1. Given the sequence x[n] = ±[n] (n = 0. ¯nd its DFT X[k]. Abramowitz and I. 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. 2. rectangular pulse sequence x[n] = u[n] ¡ u[n ¡ N ]. Stegun. 2. Compare with Table 9.A. 2. 1. 2. Explain the frequency behavior with respect to the sign of ®.4 of Big Red: M. Handbook of Mathematical Functions with Formulas. 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. 1. National Bureau of Standards (also reprinted by Dover). : : : . Graphs. and Mathematical Tables. : : : . Given the sequence x[n] = 1 (n = 0. 1. Find the Z-transform and its region-of-convergence for the ¯nite. where N > 0. N ¡ 1). 4. Use the fft algorithm in MATLAB to generate values of Jn (1) and Jn (50) for n = 0.

....... ........ .. ... . ... .............. 1.... .. ............... .. 170 ¢t .. ............... . ................. ...... ... ... . ... ...... n = N=2 + 1............. ... n = 0...... ..... . ....... . ... .. .............. .......................... ... ................... ..... ......... Also note that exp(¡j2¼nk=N ) is periodic in both n and k with period N ... .......... ...... .. ........... ......... . .... .. .... ..... employ the periodicity of X[k] = X[k + N ]... ..... 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)........ : : : . ......... ...... ........... . .... ... .. If F (!k ) is desired for negative k... ............ ............. .. ................ ..... ... .......... . ........ .. .. ....... .......... ..... ................. ........ ..... .............................. .... .... .. ......... ...... N ¡ 1 where x[n + N ] = x[n]........ . .... ............ 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]................. ...... . . ................... ..... .. . .... .. .............. ............. .... . ........ ................ ..... ...... .... ................ ...... ........... ...... ................. ... ... ................. ....... ....... ..................................... .......... ...... ..... ... ... ..... .. .. ... .......... . ......... ...... ...... ... . ........ : : : . .... ........ ................................. ..... ... ... ......... .. ...... ............ .. . .... ....... ..... ..... ............. ........ ..... .... .... ..... ... .................... ..... . . ..... .... Also note that the range of available frequencies is ¼ ¡ ¢t μ ¶ 2 ¼ 1¡ ·!· : N ¢t .. ..... ... .......... ............ .... ............. . .. .. ... . . ........ ......... .. ...... ..... .. ........ .. ....... ...... ....... . ... ........... . .. ... ....... .... .... ..... .... .. . .. ........................ .... ....... .... .. ................ .......... ... ...... . ........... .... ................... ........... .. .... .......................... .... . ..... ................ .............. .. ......... . .... .. ..... .. . . ............... . ..... ... ........... ....... ...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 ..... ... . ... .. ......... ...... .... . .... .... ..... . ......... t .... ...... . .. . n=¡N=2+1 subject to appropriate restrictions. . ................ . . .. . .. ...... ... ..... .. ................... .... .......................... . ... ............. ......... . . ....... .... .... ........ .. .. . N=2 f ((n ¡ N )¢t). .................. .. .. . ............ ....................... ...... .... .... ..... ..... .. ....................... .. ....... ......... .. .. ... .. . . ..... .. ................. ... .....

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

: : : . 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. zb = !b ¿. Note that as the cut-o® frequency of the high-pass ¯lter approaces zero. 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 . 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.Now introduce the normalized variables z = !¿.

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

......... . ... ............... ............................Example: DFT Approximation of a Fourier Sine Integral 8 0... : : : .............. . ..... > T .... .................................................... ............................ ..................... 1............... . > ............... N ¡ 1) both sequences are periodic with period N ... ........ ..... ........... ......... .... ............... ... . ............. .. ............ .. . .. .......... . 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................. > > > 2t > > < .............. 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 .... ............... ... ........................ . ........... : : : .. . ............ .................................. T f (t) = 2 > > > (T ¡ t)............... . .................. ...... . ........... . 1...... .......... ......... ............. 0.......... .. ...... .. .............. .................... .. ................. ..... ........... ..... ........................ .... ........ ............ . ......... .... .... 2..... . f (t) t<0 0 · t < T =2 .............. ............................. . ...... ....................... that is X[k + N ] = X[k] let x[n] = f (n¢t) for n = 0...................... ................ 2................................ : . .... .............................

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

W.error) axis([0 20 0 2]) 176 .Scharstein % Practice for the Army 3-dim slotted cylinder problem % and a good example for ECE 370. T=1.wm. %plot(t. Fsm=Fs(1:N/4). [m' wm' Fsm.' Fexactm.5]) error=100*(Fsm-Fexactm). t=n*dt. wm=w(1:N/4).% DFTsineFT. n=0:(N-1).real(Fsm)) axis([0 20 -0.x) X=fft(x). % Fexact has a divide by zero at w=0.1 0.' XX.dt=0. x=(2*t/T).^2. and an isosoles triangular waveform of total % pulse width T.'] Fs=(i*dt/2)*(X-XX). Fexactm=[0 Fexact(2:N/4)].m DFT for a sine Fourier Transform % 9 November 2008 R.02.*(t<=(T/2))+(2*(T-t)/T).'] figure plot(wm. XX=fliplr(Y). % % Original f(t) is causal./Fexactm.*(((T/2)<t)&(t<=T))+0*(t>T). %[n' X. w=2*pi*n/(N*dt)./(w*T). but so what! Fexact=2*T*(2*sin(w*T/2)-sin(w*T)). Y=[X(2:end) X(1)]. figure plot(wm.Fexactm. N=1024. % look at the first N/4 data points m=1:N/4.

.. ...... where the introduction of ®..... ..... and C circuit values. 177 ........... ..... ......... ...... ................... 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......... ... ......... ... . ... ... ............ ......... .......... .. .. . ..... ... . ........... 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............... A nice.......... . .... ... ... ................... ................. L....... . .............. . . . .... ..... . .. .. ............... .. !02 ¡ ®2 : p This form is most natural for the subject underdamped case where R < 2 L=C.......... 1 LC simpli¯es the mathematics by clarifying the physically-important combinations of the original R. ...... ...... ......... ...... . ...... ............. . ......... .. ......... ......... .... ............................ ........ . .. ......... .... ....................... ........... .....Discrete-Time Approximation for the Step Response of an Underdamped RLC Series Circuit R V0 u(t) L . .... . ................. .......... .... ..... ...... . . .. .. ............ ..... .. ......... .......... . . .............. .. ............ .. .... ........ .. . . ..... ..... .............................. ..... ..... ... ...... . ........ ........... .................... ... ... ...... ......... ....... . . . .......... ..... + ¡ 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....... ... ....... ......... ......................... .......... R 2L and !02 ... ....... ... . . ...... ..... The exact solution to this well-posed initial value problem is V0 ¡®t i(t) = e sin ¯t ¯L where q ¯ .

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. 2.m compares the normalized exact solution ¯L i(t) = e¡®t sin ¯t V0 to the recursive solution of the discrete-time problem. 178 . 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.

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

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