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Integral Transforms

Deepak U. Patil and Madhu N Belur deepakp@ee.iitb.ac.in belur@ee.iitb.ac.in

Dept. of Electrical Engineering Indian Institute of Technology, Bombay Funded by National Mission on Education through ICT

December 23, 2009

Integral Transforms

Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms

Calculus/Laplace Transform Using Symbolic Toolbox

Fourier Transforms

Integral Transforms

Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms

System Administration Tasks

Interface between Maxima and Scilab.

Integral Transforms

You will see two directories.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms System Administration Tasks Interface between Maxima and Scilab. Integral Transforms . Enter directory where toolbox is kept.

Enter directory where toolbox is kept.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms System Administration Tasks Interface between Maxima and Scilab.sce and loader. Execute builder. You will see two directories. Integral Transforms .sce (from both OVLD and SYM directories).

In our case Just type exec(’symbolic.sce (from both OVLD and SYM directories). You will see two directories. Execute builder.sce’). Enter directory where toolbox is kept.sce and loader.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms System Administration Tasks Interface between Maxima and Scilab. Integral Transforms .

sce and loader. restartserver and killserver Integral Transforms . Execute builder. You will see two directories.sce’).sce (from both OVLD and SYM directories).Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms System Administration Tasks Interface between Maxima and Scilab. Enter directory where toolbox is kept. In our case Just type exec(’symbolic.

restartserver and killserver Create Symbolic Objects ’a’ and ’b’ using syms a b. In our case Just type exec(’symbolic.sce’).sce (from both OVLD and SYM directories). Integral Transforms . Enter directory where toolbox is kept.sce and loader.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms System Administration Tasks Interface between Maxima and Scilab. Execute builder. You will see two directories.

In our case Just type exec(’symbolic.sce and loader. Symbolic Operations can be done with these objects.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms System Administration Tasks Interface between Maxima and Scilab. Integral Transforms .sce’).sce (from both OVLD and SYM directories). Execute builder. Enter directory where toolbox is kept. restartserver and killserver Create Symbolic Objects ’a’ and ’b’ using syms a b. You will see two directories.

Integral Transforms .t x.r.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Symbolic Diﬀerentiation/Integration/Limits diff(f.x) //diﬀerentiate function f w.

Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Symbolic Diﬀerentiation/Integration/Limits diff(f.r. Integral Transforms .t x.x) //diﬀerentiate function f w.x) // Indeﬁnite Integral of f w.t x. integ(f.r.

r.x) //diﬀerentiate function f w.t x. integ(f.t x from limits 0 to a(a is numeric constant).Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Symbolic Diﬀerentiation/Integration/Limits diff(f.0. Integral Transforms .r.x) // Indeﬁnite Integral of f w.a) //Deﬁnite Integral of f w. integ(f.r.x.t x.

Integral Transforms .x.r.a) //Deﬁnite Integral of f w. integ(f.t x from limits 0 to a(a is numeric constant).t x.0.x.x) //diﬀerentiate function f w.t x.0) //limit of f as x tends to 0. integ(f.r.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Symbolic Diﬀerentiation/Integration/Limits diff(f. limit(f.r.x) // Indeﬁnite Integral of f w.

Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Laplace Transforms ∞ Laplace Transform: F (s ) = 0 f (t )e −st dt Integral Transforms .

Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Laplace Transforms ∞ Laplace Transform: F (s ) = 0 f (t )e −st dt Create Symbolic Objects ’s’ and ’t’. Integral Transforms .

laplace(p) //laplace transform of function p. Integral Transforms .Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Laplace Transforms ∞ Laplace Transform: F (s ) = 0 f (t )e −st dt Create Symbolic Objects ’s’ and ’t’.

laplace(p) //laplace transform of function p. ilaplace(p)//Inverse Laplace Transform of function p.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Laplace Transforms ∞ Laplace Transform: F (s ) = 0 f (t )e −st dt Create Symbolic Objects ’s’ and ’t’. Integral Transforms .

laplace(p) //laplace transform of function p. syms s t laplace(t) ilaplace(1/s∧ 2) Integral Transforms . e.g. ilaplace(p)//Inverse Laplace Transform of function p.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Laplace Transforms ∞ Laplace Transform: F (s ) = 0 f (t )e −st dt Create Symbolic Objects ’s’ and ’t’.

Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Preliminary Version There are a lot of bugs. Integral Transforms .

Integral Transforms .Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Preliminary Version There are a lot of bugs. Command are similar to Matlab Symbolic toolbox.

Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Preliminary Version There are a lot of bugs. All function of its matlab counterpart are not available. Command are similar to Matlab Symbolic toolbox. Integral Transforms .

Integral Transforms . All function of its matlab counterpart are not available. Command are similar to Matlab Symbolic toolbox.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Preliminary Version There are a lot of bugs. One can always depend on help documentation.

All function of its matlab counterpart are not available. Command are similar to Matlab Symbolic toolbox.fr/dcsd/idco/perso/Magni/s sym/doc/index.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Preliminary Version There are a lot of bugs. One can always depend on help documentation.cert. Reference: www.html Integral Transforms .

Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Fourier Transform The continuous Fourier Transform is deﬁned ∞ as:F (ω ) = −∞ f (t )e −j ωt dt We will consider Discrete Fourier Transform (DFT). DFT is deﬁned as X (p ) = −2π pnj N −1 N n=0 f (n)e Integral Transforms .

.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Discrete Fourier Transform For a periodic sequence: DFT (Discrete Fourier Transform) gives the frequency content. . Take signal values of just one period: ﬁnite dimensional signal (due to periodicity of N ). . . Inverse DFT for the synthesis equation. Normalization constants vary in the literature. Linear transformation on the input sequence. N −1 X (k ) := n=0 x (n)e −2π ik n N for k = 0. N − 1 (analysis equation) e −2πikN is the N th root of unity. Integral Transforms .

. .Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Discrete Fourier Transform What is the matrix deﬁning relating the DFT X (k ) of the signal −2π ik x (n)? Deﬁne ω := e N n . . Orthonormal? (Normalization (by N ) not done yet.) Integral Transforms . (Change of basis. .) Check that the above N × N matrix has nonzero determinant. . etc. x (N − 1) X (N − 1) 2 1 ω N −1 ω 2N −2 · · · ω (N −1) (Note: ω N = 1. . . columns √ are orthogonal. .. 1 1 1 ··· 1 x (0) X (0) 2 N − 1 1 ω ω ··· ω X (1) 2 4 2N −2 x (1) 1 ω ω · · · ω = . 1 .) Moreover. . . . . . . .

Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Discrete Fourier Transform and interpolation Van der monde matrix: closely related to interpolation problems Integral Transforms .

Construct p (s ) := x0 + x1 s + x2 s 2 · · · + xN −1 s N −1 Integral Transforms .Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Discrete Fourier Transform and interpolation Van der monde matrix: closely related to interpolation problems Of course. inverse DFT is nothing but interpolation! Used in computation of determinant of a polynomial matrix.

Construct p (s ) := x0 + x1 s + x2 s 2 · · · + xN −1 s N −1 To obtain X (k ).Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Discrete Fourier Transform and interpolation Van der monde matrix: closely related to interpolation problems Of course. evaluate p at s = ω k . inverse DFT is nothing but interpolation! Used in computation of determinant of a polynomial matrix. X (k ) = p (ω k ) Integral Transforms .

X (k )). X (k ) = p (ω k ) horner command Given values of p (ω k ) for various ω k (i.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms Discrete Fourier Transform and interpolation Van der monde matrix: closely related to interpolation problems Of course. evaluate p at s = ω k . find the coefficients of the polynomial p (s ): inverse DFT: interpolation of a polynomial to ‘fit’ given values at specified (complex) numbers. Integral Transforms .e. inverse DFT is nothing but interpolation! Used in computation of determinant of a polynomial matrix. Construct p (s ) := x0 + x1 s + x2 s 2 · · · + xN −1 s N −1 To obtain X (k )..

many real/imaginary parts are repeated for even N ). Integral Transforms .Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms FFT Since many powers of ω are repeated in that matrix (only N − 1 powers are diﬀerent. redundancy can be drastically decreased.

Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms FFT Since many powers of ω are repeated in that matrix (only N − 1 powers are diﬀerent. many real/imaginary parts are repeated for even N ). Integral Transforms . redundancy can be drastically decreased. Length of the signal is a power of 2: recursive algorithm possible.

(Do same separation. . N 2 −1 . . . . N −1 X (k ) = Xeven − DXodd for k = N 2 N Integral Transforms .Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms FFT: recursive implementation Separate p (s ) (coeﬃcients x0 .) Deﬁne D := diag(1. . . . if possible. Compute DFT of podd and peven separately. . ω. xN −1 ) into its even and odd powers (even and odd indices k ). . . . ω 2 .) Let Xodd and Xeven denote the individual DFT’s. . . . . (Same length. ω 2 −1 ) Combine the two separate DFT’s using the formula X (k ) = Xeven + DXodd for k = 0. N is divisible by 2. .

e. Integral Transforms .g. F=fft(f) //DFT of vecor f f=ifft(F) //inverse DFT of F. Discretize f = sin t by putting t=0:N-1 into N samples.Outline Calculus/Laplace Transform Using Symbolic Toolbox Fourier Transforms FFT using Scilab Command fft //Calculates the DFT of given signal using Fast Fourier Transform Algorithm ifft //Inverse DFT can be obtained.

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