ECE 370 SIGNALS AND SYSTEMS - FALL 2012

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

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

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

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

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

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

it's called atan2(y. In MATLAB. For example. 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. 2 .x) just like Fortran and probably C§ .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. 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.

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

.. . .. .... ....................... 4 (2) (3) .................... . 2 ... .. ..................... .. ...... ...... ... ..... ... .... ... .... ... . . . . ..... .. .......... ........ ..... .. ........ z +z jz1 + z2 j · jz1 j + jz2 j z z1 Extensions ¯N ¯ N ¯X ¯ X ¯ ¯ f (z) · jfn (z)j ¯ ¯ n ¯ ¯ n=0 n=0 ¯ b ¯ ¯Z ¯ Zb ¯ ¯ ¯ f (t) dt¯ · jf (t)j dt ¯ ¯ ¯ ¯ a a (Sometimes called the monotonicity property of the integral.................. ... .. .....) F Prove the second triangle inequality..... .. . .............. ....... . .. .... .. . 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 ....... .......... ... ........... ....... .... ..... ...

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

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

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

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

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

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

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

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

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

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.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). 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 . 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.

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

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

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

............................................ ................................. .......... ............. . .. ......... ....... ........ ........ .......... . .... ¿ 0 ) g(t ¡ ¿ ) = e¡b(t¡¿ u(t ¡ ¿ ) ............ ............. .. ............... .. ........... .. . .... ............... ..... . ...... ............... ............. ..... t ¿ 0 f (¿ )g(t ¡ ¿ ) ..... ......... . ... ..... .. ................... . ..... ....... ..... .. ................. ...... .......... .......... ..... ......... ......... . ... ... .... ... .............................. ............ ............................ .............................. ...... .............. .... . ...... ........ ........... ... . .. ..... .............. ........... .. ........... ..... .... .. ..... .. .... .. Evaluate s(t) = f (t) ~ g(t) where f and g are causal.......................... .................................. ................................ ......... ............ ... . ............. ..................... .... ...... .... ..... ......... ........................... .. ........... . .............. ........ . .... ....... . ............................. ................... ............... ....... ... ...... ............ ..... ......... ........................... It can operate on any two (reasonably) arbitrary signals.. ....... ..... ....... . .....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 ¿ .. ............................. . ...... ............... ....................... ... ........... .... ...... ............. .. ...................... ............ ............... ... ........ .......... ...... say f (t) and g(t): f (t) ~ g(t) = Z1 ¡1 f (¿ )g(t ¡ ¿ ) d¿: Example... ..... .......... ........ ............... ......................... .. ..... ..... .......... ........... .. ............................. 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(¿ ) ... ....................... .......... ... .. ..... ............................

................. ............ .. ...................... .......... .......... . ........... ......... .............. .................. ............... . ................ .. ...... ......... .. ..... ........ .. ..................... .......................... . . ............. .............. .................................. .... .................... ... ¿ 0 ) g(t ¡ ¿ ) = e¡b(t¡¿ u(t ¡ ¿ ) ...................... ............................ .. .. ..... ............. . .. .............................. ............... ......... . ...................... ............................... ..................................... ......... ................. ........ .............................. .... ............... .............. ....... ...... .. . ....... ........ ..... ......... ................. ................. ....................... ........ .............. ......... .... ...... ... ... . .. .............................. .............. ............... . ............... ¿ 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¿ ¿ ...... .......................... ........ ......................................................... ............ ...... .............. ............... ............ .............. ............... .. ........... ......... .. .............................. .......... ........................ . .. ...... ....... .. ........................... ................. .. ....................................... ... ............. ............ .... ......................... ... .................... .... ..... ........ ............... ............. .................. ....... ........ . ... ....... ..... ........... .............. .......................................... ..case: t > 0 f (¿ ) = e¡a¿ u(¿ ) ................. .... .....

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

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 . so we don't have to worry about sketching them to see when they turn on or o®. Both f (t) and g(t) are \on" for all time. 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.

.............................. ................. .. ....... let's redraw our functions f and g as functions of the dummy variable ¿ ............................ ...................... ................ g(¿ ) ¿ 1 0 b 22 ¿ ............................... 0 < t < a 0......... ...... ........................................... .............................................. ........... .......... ................................ . ................................. .................................................... ...................... ............................. ................................................. .... ....... .................... .. .. ... ......................... .. .................. ....................... ............................ t < 0 or t>a 1...................... .... .............................. ........................ ................ f (t) 1 a 0 ............................... .............. .............................. ........... ............ ........................ ................... .................... ... f (¿ ) 1 a 0 ................... ................................................................................. ........................................................ ...................... ............. ...... ......................................... ............... ....................... ................... .................. ....................... . ..................................................... ...... ...... ........ ....... ................ rotated version of ¿ ) in the convolution integral............................. ........ ............................ ............ ..............................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............................ ............................ .................................................. .... ............... ..... ....... .......... ...... 0 < t < b 0........................................... .............. .................................... ................... . .............. ..... . ............................ ....... ............................................................................ ........................................ ..... .................... . ........ ......... ...................... t < 0 or t>b Here the pulse width a of f (t) has been arbitrarily selected to be greater than the pulse width b of g(t)......... . ................................. ............................................... .................................................... ..... ...... ...... ............................................................................... ........................... g(t) t 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............................... .... ........................ .............................. ....................... ............. ................. ........................................ .......... .......................... ............... ¿ g(t ¡ ¿ ) 0 t¡b t ¿ Now let's vary the parameter t (it survives the ¿ integration).............. compute (graph!) the product of f (¿ ) and g(t ¡ ¿ )..................... That is. ................. ............ ..................................... ........... .............. ....................................................................................................................... ...................... ....... . ...... ..................... ¿ f (¿ )g(t ¡ ¿ ) 0 s(t) = f (t) ~ g(t) = Z1 ¡1 f (¿ )g(t ¡ ¿ ) d¿ = 23 Z1 ¡1 0 d¿ = 0 ¿ .......................................................... ................................................. .......................................... . case: t < 0 .... .............................................. ..........Let's leave f (¿ ) alone (as in the version of the convolution integral above)......................................... ........ .......... .. . ............................. ....... ............. ........................... ¿ g(t ¡ ¿ ) t¡ b t 0 ... ............... .. .... .. . . ........... .............. ..... .. ............ ..... we must calculate the total area under the curve of f (¿ )g(t ¡ ¿ )............... and shift and rotate g(¿ ) (as it appears in the version of the convolution integral above).................... ................... ..................................... ................ ............................... ................................................... ....... ......................... .................. ............................ ............... .............................. ........... . ..................................... ..... ............................ ......... .... ... ............. ....... ..... .......... ... ................................................................................... .... ......... .. ..... ............................. . .................. ............................ .... .............................................................................. ....... ..................... .... .... ......... ... .... ....................... . ..... ............... ............................................ ..... ...................................... ............... .... ............... .... ....... .......................... .............. . .................. ..... ........................................... ........ .... ......................... ..... ...................................... .............. .............. ..... . ..................... ................. ....................... ......................... . .... ........... ............................................ .............. .. ................... ....................................................................................................... f (¿ ) 0 a b .... .......................... ....... ........................ ......................................... ....................... g(¿ ¡ t) t 0 t+b .... ................. ... ............ ...... .........

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

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

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

.. . 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............ 3.......... .. ... . .......... . . ...... . . .. . .. ... ..... ...... . .... .. .. ......... . .. ... ............. ...... ... ....... .. ........................... .. ....... .....Homework Problems 1. . ........ . ... Show that f (t) ~ ±(t ¡ t0 ) = f (t ¡ t0 )......... ........ .. 1 ........... each of the derivatives d ¤(t=T ) dt and 27 d ¦(t=T ): dt ½ 1 ¡ jtj=T................. Express the result in terms of the standard triangular pulse ¤(t=T ). .......... . .. . ... .......... ....... . ........ . ¯nd r(t) = f (t) ~ f (t).. ..................... ... .................. ....... .... ..... . ........ ... .. .. .. . .. ...... .. ............... .... . . ... .. ... ... . ..... . . ....... ...... ... .............. ...... ...... .......... ......... ... In the above example on page 18............ ............ .... . . .......... that is let b = a....................... ..... .. ........ ........... . ... . . . ............ (jtj > T ) .. . . ............. ........... .. ..... ......... . ............ ¦(t=T ) ¡T =2 t 1 ¤(t=T ) 0 1.. ..... . .... .. ..... .... ... .. ... ... ...... (jtj < T ) 0...... . . .. ... ............... .. ............... ... . ............ ... . ....... and graph.... . (jtj < T =2) 0......... ...... ..... ...... . . ... ..... ¡T ¦(t=T ) = ½ ¤(t=T ) = t T 5. ........ .. ....... . ......... ....................... .... ...... ..... (jtj > T =2) T =2 0 .... ....... . ... ....... .. 2... . ....... .......... . ..... ............. .. . . ............. ... . Show that Zt f (t) ~ u(t) = f (¿ ) d¿: ¡1 4. ........... Evaluate the convolution of the standard rectangular pulse with itself ¦(t=T ) ~ ¦(t=T )........ ... ..... ......... ...... ... . .. Find an expression for... ..

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

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

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

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

x 0 Also observe that Z0 dx x is divergent...... .... .... .... ........................ ... ........ .. ........... 1=x ¡1 32 1 x ......... .. since Z1 dx is divergent....... .... . ..... ...... ............. .. .. ..... ........................ .. ¡1 If we want to integrate 1=x from x = ¡1 to x = 1. .. ....................... ... .. non-integrable. ....Z1 1 ¯1 ¯ dx ¯ = ln(x)¯ = 1 ¡ 0 = 1 is divergent. .. . .. .. ..... . .. ignoring the singularity at the origin.. ....... . ... ...... 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... ..... ...... .... .. ...... .. ...... .... . ..... 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 ......... ........... ...... ......... ........ ............... then we can always break the integration domain from a to b at the point c and write Zb f (x) dx = a Zc f (x) dx + a Zb f (x) dx: c We have already seen that the function f (x) = 1=x has a non-integrable singularity at the origin...... ... . ¯ x 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.... if we exploit the odd symmetry of the integrand....... ....... ....... ... ... ...... ................................ .. strictly speaking......... ............ If f (x) is bounded everywhere and if a < c < b. .............. ........ .... Here is one example that demonstrates what is meant by the Cauchy principal value which is one possible interpretation of an otherwise divergent integral.. . ... ... ......

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

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

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

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

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

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

... .... by de¯nition...... .......................................................... . ............... ....... a zero-state response so the capacitor C is initially uncharged prior to the turning on of the input step function at time t = 0. .. ........ The Kirchho® current law applied to the node of potential v(t) in the circuit is for time t ¸ 0 C dv(t) v(t) ¡ vg (t) + =0 dt R (21) which is rearranged as 1 V0 dv(t) + v(t) = u(t): dt RC RC 41 (22) .... y(t) ......... . .......... ........ ..................... ................. .......................... ...Step Response of an RC Circuit R ................. At the end we can normalize by V0 ..... ................................................. .. ....... + ¡ V0 u(t) = vg (t) C + v(t) ¡ The step response is........... ........... ..................... ................. 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) ...... .. ....... by the continuity of capacitor voltage we have the initial condition v(0+ ) = v(0¡ ) = 0: (20) Ultimately........ ... ..... ........ .. ..... ..... for example.... .... ........... .. s(t) For the step response. ....... . .... ...... ............................................. ........ ......... . 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.............. ..... ................................ ....................................... ......... ......... ..... ......................... ........... ... ... the step response s(t) = y(t) should be the response due to a non dimensioned input signal u(t) = x(t)...... ........ Therefore.......... .............. ............................. ...... .... .... ......... ........ ... . ........ ...... ........... ...................... ... .... ....... ......... ........ ................... ........... ..... ............... .. ...... ..... .................... ......... ...................

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

. ... .. .............. then the delta function is zero and we have (note the time restriction) 1 dv(t) + v(t) = 0 (t > 0): (37) dt RC It looks as though we have lost our excitation: The di®erential equation is now homogeneous.... ... is included in the initial condition. . . .......... .................Step Response of Another RC Circuit + vC (t) ¡ ... ........ .......... ........... .. .... ....... ......... ................. ... ............. ....... ............................ ....... ............. Observe in the circuit that vg (t) = vC (t) + v(t) 43 (38) .... ... ....... ....... ..... .......... 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....... .. ..... .. ..... .. ... .. . ... .. ............................ . . . ..... embodied by the source strength V0 ..... .. ............... ..... ...... By the continuity of capacitor voltage vC (0+ ) = vC (0¡ ) = 0: (33) The application of the Kirchho® current law to the node of potential v(t) gives ¤ d£ v(t) +C v(t) ¡ vg (t) = 0 R dt (34) or dv(t) 1 dvg (t) + v(t) = : (35) dt RC dt The forcing term is now the derivative of the voltage generator.... . ... . ....... 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.. ... ....... . ........ .. ... ...... .. ..... .... ... . ................... ....... ...... 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. ... .... ... ......... we take our output signal to be the voltage v(t) across the resistor....... + C V0 u(t) = vg (t) + ¡ R v(t) ¡ In this circuit................ . ..... ........ .... ............. ...... .... ... .......... . ..... .......... .

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 . 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). No particular solution is required for the complete solution to our homogeneous di®erential equation (37). which is readily seen to be v(t) = V0 e¡t=RC (t > 0): (40) Inclusion of the Heaviside unit step function gives v(t) = V0 e¡t=RC u(t) (41) so that the time zone restriction t > 0 can be removed. which most de¯nitely contains a ±(t) term.

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

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

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

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

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. it can be constructed directly. Under-damped circuit. and since the exponential cannot equal zero. Or. 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 case when ® = !0 is called critically-damped. Although either form is ¯ne.because it works. the 49 . introduce yet another parameter (constant) q ¯ = + !02 ¡ ®2 (21) so that the two roots (20) are a complex-conjugate pair r1. If ® < !0 . and can be obtained from either of the other two cases in the limit as ® ! !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. Firstly.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 .

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

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

so with r1 = ¡®1 q with ®1 = ® ¡ ®2 ¡ !02 and r2 = ¡®2 with ®2 = ® + q ®2 ¡ !02 .Over-damped circuit. If ® > !0 . 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) .

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

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

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

. ... .. .. .. .. ... ..... . ..... . ...... . ... .... ... .... ... ...... .... ....... ...... . . . . . .. . ......... .. .. . . .. . . ...... . . .. . ... ......... ... ..... ... ..... ..... . . ... . . ...... . ....... .. ....... .. . .. . ..... . ... . .... ........ . .. .. . .... .. ... .... .. ..... .. . .... .... . . . ... .. . ....... .. . . . .. .... ....... .. . .. . .. . .. . ....... .. ...... .........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) ... ... . . .. . ..... . .. . .. . ....... ... .. ..

w. 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. 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.Proposition (Spectral form of the Dirac-delta). a < 0 < b 0. o. (4) .

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

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

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. time di®erentiation ¡1 Transform c1 f1 (t) + c2 f2 (t) 4. duality 6. multiplication f (®t) F (t) 10.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. convolution dt () f (t) = F Signal 3. superposition 2. time delay 7. time scale 5. frequency translation F j!F (!) d F (!) d! f (¿ ) d¿ ¼F (0)±(!) + ¡1 60 1 F (!) j! . frequency di®erentiation Z1 2¼f (¡!) f (t)ej!0 t df (t) dt 1 [F (!)] = 2¼ e¡j!t0 F (!) 1 ³!´ F j®j ® f (t ¡ t0 ) 8.

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

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 .Lff (t)g = F (s) = Z1 f (t)e¡st dt is the transform pair L f (t) .

! 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: . so here is a classical derivation that uses nothing more than integration-by-parts and a simple ¯rst order di®erential equation.t. 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.r.Fourier Transform of the Gaussian r ¼ then F (!) = exp[¡! 2 =4®]. Di®erentiation w. 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. especially without complex variable theory.

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

Recall or note that the periodic signal cos(!0 t) is not absolutely integrable. Clearly ®=¼ lim 2 = 0 if ! 6 = 0. 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. 65 .Fourier Transform of the Heaviside Unit Step Function F (!) = F[f (t)] = Z1 ¡j!t f (t)e F () dt ¡1 f (t) = F ¡1 1 [F (!)] = 2¼ Z1 F (!)ej!t d! ¡1 Recall that a su±cient (but not necessary) condition for the Fourier transform F (!) of a signal f (t) to exist is that the signal be absolutely integrable. ®!0 ® + ! 2 The integral ® ¼ Z1 ¡1 d! 1 = 2 2 ® +! ¼ Z1 ¡1 ¯1 ¯ dx 1 ¼=2 ¡ (¡¼=2) ¡1 ¯ = tan (x) = =1 ¯ 2 1+x ¼ ¼ x=¡1 gives unity independently of ®.

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

dt we have the correct transform · ¸ 1 F[±(t)] = j! ¼±(!) + = 1: j! Using the convolution property of the Fourier transform F[f (t) ~ g(t)] = F (!)G(!) and the integral identity Zt f (¿ ) d¿ = f (t) ~ u(t). ¡1 we have the Fourier transform of the integral as 2 F4 Zt ¡1 3 · ¸ 1 F (!) f (¿ ) d¿ 5 = F (!) ¼±(!) + = ¼F (0)±(!) + : j! j! 67 .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) .

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. 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). e¡j!t dt: (5) Reverse the orders of the » and t integrations F[F (t)] = Z1 ¡1 2 f (») 4 | Z1 ¡1 3 e¡j(»+!)t dt5 d» {z } recognize as 2¼±(»+!) 68 (6) . we can also write F (t) = Z1 f (»)e¡jt» d» (4) ¡1 and insertion of this into (1) yields F[F (t)] = 8 Z1 < Z1 ¡1 : f (»)e¡jt» d» ¡1 9 = .

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

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

.. ....... .. ... max .. . .. .. ... . .. . . .... ..... ............ ............... .........2 are also called the \3 (db)" points since p 10 log10 (1=2) = 20 log10 (1= 2) ¼ ¡3: The half-power pulse width is also then called the \3 (dB) pulse width... . ... .... . ..... . ... ... .. ........" 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). ... ....... . .. .. . . . .... .... .. ..... ........ . . ..... .......... .. .. ... .... ....... .... ..... .... . . ......... .... ... ... .. . ... .. ..... .. ........ ... . ........ .. .... .......... the half-power points t1.... .... ............ max . . ... r ¼ F (!) = exp(¡! 2 =4®) f (t) = exp(¡®t2 ) ® . .... ... .... .... .... .... .. . ... ... ..... ........... . .... .. . ............. ................. ....... .... ... ... ... .........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........ .. .. ....... . ... .......... .. .. .... . .. ....... .. ...... ... .. .. .... ..... ...... .... .... .......... . .. .. ...... ..... . ....... .. ..... ... . . .......2 )j2 1 = 2 jfmax j 2 or jf (t1... . . .. ......... ... ... .. . ... ..... .... .. . .. . . ............ ... . ....... ... ....... . ..... ...... . 71 p 8® ln 2 ! .... . . . ... ...... . .... ..... ... ......... ........ ... ... ........................ ... 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 ®..... .... .. . .. . ..... .. ... but a simple B1=2 seems ¯ne.... . . ...... max .. . .... ...... ... ... .. ... ......... ... . .... . .. . ............. . This will not be true in general..... .... . .... . .......... ...... . .. ......... .. .... ... ........ .. .... . ... ... . ... .... .. ... . . . ... . . . ............ . .... ... ...... ...... .... ... . ........ .. ... . . .. ..... ... ........ ..... .... .. .. where the term bandwidth is commonly used instead of pulse width.... ...... .... then we de¯ne the half-power pulse width as T1=2 = t2 ¡ t1 where jf (t1. . . ......... . . .... .. ... .. ........ ... . ... ....... .. . ........ ... ..... .... ..... ........ . .. .... . .... .. ..... ........... . . .......... ... 1=2 . .. . Note in this case that jf (t)j = f (t) and jF (!)j = F (!). ... . . . ... .... ......... max ..... .. . ... .... 1=2 . ... ...... .... ... ... .. .. ..... ...... . . . . ........ . ... . .... Example: Gaussian pulse... ............ . . ... ...... . .... .

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

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. 73 . Find the pulse width. 2. to be yet another measure of a signal's pulse width. Use at least two values for the constant ®. 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. bandwidth. use the Gaussian pulse. simply take Dt as de¯ned here. and also jg(t)j and jG(!)j. 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.Homework 1.

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! .Uncertainty Principle for the Fourier Integral To simplify our notation. assume that the signals under consideration are normalized to have unit energy: Z1 Z1 1 jf (t)j2 dt = jF (!)j2 d! = 1: 2¼ ¡1 ¡1 If we further assume that both f (t) and its Fourier transform F (!) are centered about t = 0 and ! = 0. 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. respectively. 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. 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).

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

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

C. Cambridge University Press. (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 . Goldberg.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 . The theorem follows from (3) and (4). Fourier Transforms. Definition (the Class Lp ). 1962. 1937. If f 2 L1 then Z1 lim F (!) = lim !!§1 !!§1 ¡1 Proof. Titchmarsh in Introduction to the Theory of Fourier Integrals. ¥ 77 . The function f on (¡1. from R. 1) is said R1 to be of class Lp (written f 2 Lp ) if jf (x)jp dx < 1. Theorem (Riemann-Lebesgue). 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. Since Z1 F (!) = e¡j!t f (t) dt = 0: e¡j!t f (t) dt. Suppose 1 · p < 1. Perhaps you will prefer this one.The above is the working-class proof of the Riemann-Lebesgue lemma. as given by E.

Riemann-Lebesgue Lemma If f 0 (t) is absolutely integrable. then the integral term F [f 0 (t)] ¡¡¡¡¡! 0: j! !!§1 Exercise. then F (!) ! 0 as ! ! §1. then the boundary terms go to zero as ! ! §1. 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. 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. 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 .

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.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 .

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

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

.... 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............ ............... ....... ....... ..... 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) ........................... ... ...... .................... ......... ..... Specialize the above result to the case where x(t) = sin(!0 t): F Exercise 3. ... .......................... ...... ......... .............. ...... . .......... ........ ............ ........................ ...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. .. ............................... ....... ................... ........ .................. Only the amplitude and phase of the response have been modi¯ed by the amplitude and phase of the system transfer function.............. ................... ............. The transfer function is the generic H(!).. .......... ............................. ... ............ ............. ........... . . ..... 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)......... ...... .... . ........... 82 ... ....... ...... ........ ... ......... .... ....................... ........................................ ............... we call AejÁ the complex phasor..... Hint: write x(t) = RefAejÁ ej!0 t g................ .. .................... .......... ................... ............ ....... ...... ........................................ ........... ........ ....... ........................... . ........... ........... ......... .... h(t) real yr (t) = Refy(t)g Imfx(t)g = xi (t) .. .... In AC circuit analysis................... . ...... ............ . F Exercise 2. What is the form of the response? Think about the linearity of the system.......... ........ y(t) = xr (t) ~ h(t) + jxi (t) ~ h(t) Refx(t)g = xr (t) ............ Now consider the periodic excitation 1 X x(t) = cn ejn!0 t n=¡1 applied to a LTI system having arbitrary (not necessarily real) impulse response h(t). ..... yi (t) = Imfy(t)g h(t) h(t) real F Exercise 1......................... evaluated (of course) at the excitation frequency...................... .

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

Fortunately..... ....... .... ................... ... ............... ................... .... ...... ....................... ................ .... ........... ........ .... .................. ........ 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...... 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..................... .. ......... .... ..................... L ......... ....... ............... ..... ................ .. . ......... ......... .... .............. .. .............. ......... . . ............... ..... We ¯rst found the step response s(t) and then di®erentiated to get h(t) = s0 (t)....... ............. .. .... .... ...... ........ ........... ...... ....... ...... .... Verify that the Fourier transform of impulse response (8) gives transfer function (12).. ......................... .... 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........ .. ² R x(t) ¡ + y(t) L ² ¡ Recall (look back in your notes..............Transfer Function for Linear Electric Circuits Example.......... ............ .... .......................... ......................... ................ ............. ..... .. ............ .. ............. ... .. .......... ...... ......... ........................ Our transfer function is Y (!) j!L j!L=R j!=!b H(!) = = = = (12) X(!) R + j!L 1 + j!L=R 1 + j!=!b where the constant !b = R=L (s¡1 ) is called the break frequency or half-power frequency or maybe even cut-o® frequency of this simple high-pass ¯lter.... 84 .................. . .................. .. ..... ..................... ... . ... ........................................ ......... At least this helps my circuit analysis........ ............ ........... .................... F Exercise 4. ........... ................. ......... the Fourier transform allows us to circumvent the time-domain di®erential equations and work with purely algebraic equations. + ....... ......... ..................... .................. 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.......... .... ............... .......... ..

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

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

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. What do you think? (You'll need the answers.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 . The similarity (more than similar! ) in the numerical values strikes me as a strange coincidence. 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. Derive the generalized Parseval theorem Z1 f (t)g ¤ (t) dt = ¡1 F Exercise 7. ¯rst!) 87 .

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

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

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

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

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

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

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

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

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

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. 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.

............ ................. ........................................ ....................................... ...... ... .... .... ............................ note that changing T has no e®ect on the total input energy.......................... .................................. ... ............... . ............ or remain the same? Explain.... . ................. .................... . + ² L x(t) y(t) R ¡ ² 98 + ¡ ............... with ¯xed values of R and L..... will the output energy Ey increase..................... consider the energy in the output voltage y(t) Z1 jy(t)j2 dt: Ey = ¡1 Again.................. ......................... ...........) If x(t) is the input voltage to the given electric circuit... ............ .. .. If T is increased........... ...... . ...... . ........... ....................................................................... .............. ...................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 .. decrease.

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

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. 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 ).c. baseband or low-pass signal. 100 .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. 0 1 2 [y+ (t) ¤ + y+ (t)] (3) The signal y+ (t) is called the pre-envelope of y(t). The phase or argument of the transfer function H(!) in a neighborhood of the carrier frequency !0 is of most interest.

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

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

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

1.6 5 4 3 2 1 0 −3 −2 −1 0 Fig. Equipotentials 104 1 2 3 .

Fourier Integral Solution of Potential Problem M. Complex Variables. y) = 0 boundary conditions Ã(x. 105 2 ¼k . 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.S. page 60 prob 9. Cambridge. Fokas.J. y) = X(x)Y (y) X 00 (x) Y 00 (y) + =0 X(x) Y (y) | {z } | {z } =¡k2 =+k2 solution form Ã(x. Laplace's equation r2 Ã(x. 1997. 0) = Z1 B(k) sin(kx) dk 0 inverse Fourier transform 2 B(k) = ¼ Z1 2 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.941(1). 0) = sgn(x) = §1 (x ? 0) separate variables Ã(x. Ablowitz and A. y) = Z1 B(k) sin(kx)e¡kjyj dk 0 Ã(x. y) = sin(kx)e¡kjyj Ã(x.

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

............. ........................ ...... ... ................... ................. . .... ...... ....... . . .......... ............. . ......................... ....... ........ ....... .... ::: ......... ...... .............. ..... ...... .. . ... . ... ... .... ... ........ ........... .... .... ...... 0 · t · T g(t) = (1) 0.. ........ ... . . (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........ . . ....... ............ ..... .. .. .......... .. .. .. ....... ...... ............ ..... .. .. .... ....... ... .......... .... . . .. . .. ............... .. ......... ..... .. .................. ........... .. ... . .. ...... ... .... .... ............ ..... ... ::: ¡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 ) ... . ... ....... ........ . ...... ... ....... ..... That is.............. ..... .. ............... ... And of course the function f does not have to be positive.. ....................... ::: ::: ¡T 0 T t 2T g(t) .. ......... or even real-valued. ..... .................... ........ ..... ..... ..... .... ................. ......... ....... . ...... ....... ..... ....... . ... . ... ........... .......... ...... . ..... ................ .......... .... .............. .... ........... ........ ..... .... ...... .. .. . ..... .......... ... ... .. ..... ............ .......... .......... ...... .. ......... ... ....... ............ ....... ........ ...... ........................ ..... ...... ............... .............. . . ... ............ ..... ......... ............ ...... ........... ... .. . ....................... ...... . t < 0 or t > T: We can easily reproduce the entire periodic signal f (t) by replicating g(t) all up and down the t-axis............ ....... .. .. ........ .... ... .... .......... . ..... . ...... ...... ........ ..... ... ................ ....... ..) Introduce the new aperiodic function g(t)......... ... ..... .... .. ........... .... . . ...... .. ........ ........ .... . ...... ... . it was simply easier to draw one like this........... .... ...... . ....................... .. ......... .. ............. ............. .. .......... .............. ........... . we write f (t) as the periodic extension of g(t) in the form f (t) = 1 X n=¡1 107 g(t ¡ nT ): (2) .............. ..... ¡T 0 T t 2T Consider the arbitrary periodic signal f (t) = f (t + T )... ..... . ............. . ............... ............... . .... .. .... .. and let's focus our attention on the particular period 0 · t · T ...... . .. . . ... ..... also de¯ned for all t according to ½ f (t)....... .. ... .. ......... ..................... .......... .......... ........ ... ...... ................... .. ..... .... ............. ....... ....... . ... ........ . ..... . ...... ... ........ .... ..... . ........ . .. ... . .. ... .................. ....................... . ... ................ .. ... ..... .... .......... Any period would work.. .......... ....() .. . . .. ....... . ........ .......... ....... .. ...... ... ....... ...

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

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

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

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

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

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

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. 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¿. ¡T =2 the truncated Fourier series feN (t) = N X n=¡N 119 cn ej2n¼t=T . 2 SN (t0 ) ¼ ¼ Z¼ sin x 2 dx = Si(¼) ¼ 1:18 x ¼ 0 1:18 ¡ 1 £ 100% ¼ 9% total jump of 2 overshoot is Pointwise Convergence of the Fourier Series The Dirichlet kernel is DN (x) = N X jnx e ¡jN x =e 2N X ejnx = e¡jN x n=0 n=¡N sin[(N + 1=2)x] 1 ¡ ej(2N +1)x = . Consider a periodic function f (t) = f (t + T ) having a single jump discontinuity at the point ¡T =2 < t < T =2. jx 1¡e sin(x=2) an even function DN (¡x) = DN (x). Here ¢x = ¼=N so a = ¼.

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 . 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 .

so that the ¯rst integral above vanishes. 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 .

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

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

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

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

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

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

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

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

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

0

1
133

t=T

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

1
X

cn ejn!0 t

(!0 = 2¼=T ):

n=¡1

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

Pav

1
=
T

tZ
0 +T
t0

1
=
T

tZ
0 +T

jf (t)j2 dt
1
f (t)f ¤ (t) dt =
T

t0

=

1
X

n=¡1

=

1
X

n=¡1

tZ
0 +T

cn

m=¡1

c¤m

1
T

tZ
0 +T

jn!0 t

cn e

n=¡1

t0
1
X

1
X

j(n¡m)!0 t

e

1
X

c¤m e¡jm!0 t dt

m=¡1

dt =

1
X

n=¡1

t0

cn

1
X

m=¡1

c¤m ±mn

=

1
X

cn c¤n

n=¡1

jcn j2

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

134

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

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¡T

0

t

T

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

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¡T

0

x(t) =

1
2
1X
1
¡
¼ ¼ n=1 n2 ¡

t

T

1
4

cos(2n¼t=T )

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

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²

R

x(t)
¡

y(t)

C

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²

135

+

¡

that is. physical electric circuit. instead of a0 =2. With the ¯lter input written as the particular Fourier series x(t) = 1 X an cos(n!0 t).Solution. which is twice the frequency of the pure sine wave that is the initial input to the full-wave recti¯er. 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 . with An = an jH(n!0 )j and Án = £(n!0 ). since the ¯lter is an actual. Time t is always multiplied by !0 = 2¼=T . we have μ ¶ 1 t 1 2 1X y = ¡ T ¼ ¼ n=1 n2 ¡ 1 4 · ¸ 1 t ¡1 p cos 2n¼ ¡ tan (n!0 =!b ) : T 1 + (n!0 =!b )2 The form of the Fourier series for y(t) is. £(0) = 0. 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. 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 . y(t) = 1 X An cos(n!0 t + Án ) n=0 136 (1) . 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 . Recall that !0 . Also note that H(0) = 1 is real. Speci¯cally. so that in terms of normalized time t=T . 2¼=T is the fundamental frequency of the recti¯ed sine.

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

... . ........... ..... ..... ... .... .. . ..However....... . . .. .. . . . .. .......... . ....... ....... .... . ............ .... .. . .. ..... . ..... .... . .. .. . ....... ... ........ ...50 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....... . ........ ....... ..... ... .. ...... ....... ..... ........... ...... .... .. ....... ........ ... . .... ... ..... .... .. ..... .. .... ................. . ....... . .... ... . ........ .. ............. . . . .............. .. .... .... ... ...... .. ......... .. .. ......... .... ...... .. .. 1. ... .4 0......... .. . ......... .2 0.... . .... ... ..... ...... .. . ... ... . ...... ....... .. ... ... . ..... ..8 1 10 0.6 y(t) 0... ..... . . ...00 0.. .. .. ... .......... . . ..... .......... ........ ....... ........ ............... ... . .... ....... ................. .. ... .. .. ... ... .. ............ . . ...... .... .. ... .. 0... ..... . .... .......... .. ... .. . . . .. ......2 !i =!b = 0:1...... .. .. .. .... .......... . .. . . .. ........... . ........ ..... .. .. ... . .... . .. ....... ...0 .0 ¡0:2 input frequency of unrecti¯ed sine is !i = !0 =2 ¡0:75 ¡0:50 ¡0:25 0..... . . . .... .. ... ... ...... . . ..... .. .... ...... .. . . .. ... .. ... . .. ...... ...... .... ..... . . . .. ... .. ...... ....... ....... ...... .......... . ...... . . .. .......... .. .. .. . ..... . . .... . ... ... . 0 1 2 3 4 !i =!b = freq of unrecti¯ed sine/¯lter break 138 5 ... ... ... ... .... ......25 0. .... ... .. ..... . ............ .. ... ... .... . .... ... ... . .... ......... The second form might be greater than 100%! 1.. ... .. .... . ... .......... .. ... . . . ... .. .... ... ... . ............. ....... ...... ............. .....75 t=T 20 18 16 14 12 r (%) 10 8 6 4 2 0 ... . . .......... ..... .. ....... ........ ....... but for a very poor power supply I suppose some marketing/sales people would prefer to use (2). ........ .... ...

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

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

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

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

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

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

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

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

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

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

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

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

with t = 0 and T = 1 such that 1 X f (n) = n=¡1 1 X F (2k¼): k=¡1 F Homework.Poisson Sum Formula Let f (t) be any function that is Fourier transformable. Sum the slowly converging series 1 X n=¡1 n2 1 ¼ = coth ¼b: 2 +b b 151 . 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.

5.Solution. If jbj ¿ 1. coth z = so that 1 z z3 + ¡ + ::: z 3 45 · ¸ ¼ ¼b (¼b)3 1 ¼2 ¼ 1 coth(¼b) ¡¡¡! + ¡ +::: = 2 + + O(b2 ): b b ¼b 3 45 b 3 b!0 How can you see the behavior of the sum for very large b. Recall that the Fourier transform of g(t) = exp(¡®jtj) with ® > 0 is G(!) = Z0 e(®¡j!)t dt + ¡1 Z1 e¡(®+j!)t dt = 0 1 2® 1 + = 2 : ® ¡ j! ® + j! ® + !2 Duality says that the Fourier transform pair F g(t) () G(!) F G(t) () 2¼g(¡!): also gives so that the Fourier transform of f (t) = is F (!) = t2 1 + ®2 ¼ ¡®j!j e : ® We will also use the geometric series 1 X zk = k=1 The Poisson sum formula 1 X z 1¡z f (n) = n=¡1 (jzj < 1): 1 X F (2k¼) k=¡1 therefore gives (assume b > 0 and note that the desired sum is even in b) " # · ¸ 1 1 1 X X 1 ¼ X ¡2jkj¼b ¼ 2e¡2¼b ¼ ¡2¼bk 1+ = e = 1+2 e = 2 + b2 n b b b 1 ¡ e¡2¼b n=¡1 k=¡1 = k=1 ¡2¼b ¡¼b ¼b ¼1+e ¼e +e ¼ = = coth(¼b): ¡2¼b ¼b ¡¼b b 1¡e b e ¡e b ~ It is interesting to look at the limiting case of very small b. for jzj < ¼.67 of Big Red shows that. that is for b ! 1 ? 152 . 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.

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

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

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

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

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

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

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

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

....... ..................... ..... ......... ....... .. ......................... We need to ¯rst introduce several basic components of such system block diagrams..................................... . ... . . .......... 161 ............ . .. One common way to specify a discrete-time system is via a system block diagram........... h[n] y[n] = x[n] ~ h[n] Example of a LTI Discrete-Time System.. z ¡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]... ............... ........ summer f [n] ...... .......... ..........................response due to a delayed unit impulse ±[n ¡ k] is the delayed h[n ¡ k] = T f±[n ¡ k]g............................................................. ........................... ............ ... ... ......... .. ...... ® ®f [n] ...... .................. .......... ... ....... ...... ... ......... x[n] ............... ..... 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.f [n ¡ 1] ................ ..... ...... ......... ....... f [n] ...... . ...... .. .. .......... The reason that the unit delay is represented by the symbol z ¡1 will be clear when we study the Z-transform... ...... ................. ...... .... .......................... ..... ......... .... . ............... .. .

...... ...... .. ..................... .... .. ...... .......... . ........ ....... . .. .. ........ .. . . ... . ... 162 k ® u[k] = n X k=0 ®k ..... .. . 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.. For example.. .. ........... ............. . .. ...... .. . . ...... . . ....... . . . .. . .... . ..... .... . .. .......... . .. . ..... Sometimes di®erence equations can be solved recursively. . ........ .. .............. ............. 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......... .... . .. .. ... . ... ..... . ....... . ... .... .. .. .... ... . . . ... ....... .. .. .. .. ..... .. ........ .... .... ...... ..... . ... .... . ....... ¡1 .. ...... and being a zero-state response.... . . .. ... ............ . .......... ...... . ...... .. ........x[n] . .. .... ¯rst-order di®erence equation. .. ........ ...... .. .... . ... ....... and this is one h[n] = ®h[n ¡ 1] + ±[n] h[¡1] = 0 h[0] = ®h[¡1] + 1 = 1 h[1] = ®h[0] + 0 = ® h[2] = ®h[1] = ®2 h[3] = ®h[2] = ®3 .... ... ...... ....... ................. .. .... . .. ... ......... . .......... .. ..... . .. ... . ....... ....... . ... ......... ....... .. . .. .... ..... ... . ........... . ... .... .. ..... ..... ....... The impulse response h[n] is the response y[n] to the input sequence x[n] = ±[n]. its initial condition is h[¡1] = 0.... ....... ....... .. . . .. ..... . ........ ... ... ...... ................... . ....... ........ ..... ...... ........ ...... .. the zero-state response due to any input sequence is readily computed via the convolution sum...... constant coe±cient.... ..... h[n] = ®n u[n] With the unit impulse response h[n] in hand...... . . .... .. .......... ............. .... ... ......... ...................... .. . ...

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

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

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

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. 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.

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

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

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

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

............... .................................... . .......... ......... . ............................. ........ .................... . ............... ........ .. ... ........................ ......... . .... ...... ........ ........... ................................ . ...... .............. ..................... ........... ...... ... ..................... ......... .......................Numerical Example of Using the FFT to Evaluate the Fourier Integral: Time-Domain Response of an RC Filter to a Gaussian Pulse ......... .............. ..... .... ... .................................... .................. .......... .. ......... .... 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) ............... .............................. ..............

zb = !b ¿. 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. 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 . 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.Now introduce the normalized variables z = !¿. : : : .

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

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

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

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

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

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) .m compares the normalized exact solution ¯L i(t) = e¡®t sin ¯t V0 to the recursive solution of the discrete-time problem. 2. : : : 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. 178 . a recursive solution can be constructed for n = 1. 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.

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

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