Mathematical Tables

Composed by Vincent Verdult

Department of Electrical Engineering
Delft University of Technology
e-mail: V.Verdult@et.tudelft.nl

November, 1997

Contents
1 Trigonometric Identities

2 Trigonometric Functions

3 Hyperbolic Functions

4 Series

5 Inequalities

6 Differential and Integral Calculus

7 Integral Table

8 Standard Limits

11

9 Convolutions

12

10 Dirac Delta Function

12

11 Fourier Transform

13

12 Laplace Transform

21

13 z-Transform

25

Trigonometric Identities
sin(x

) = cos x
2

cos(x

) = sin x
2

sin(x y) = sin x cos y cos x sin y

cos(x y) = cos x cos y sin x sin y
tan(x y) =

tan x tan y
1 tan x tan y

2 sin x sin y = cos(x y) cos(x + y)

2 cos x cos y = cos(x y) + cos(x + y)
2 sin x cos y = sin(x y) + sin(x + y)

sin x + sin y = 2 sin

(x + y)
(x y)
cos
2
2

sin x sin y = 2 cos

(x + y)
(x y)
sin
2
2

cos x + cos y = 2 cos

(x + y)
(x y)
cos
2
2

cos x cos y = 2 sin

tan x tan y =

(x + y)
(x y)
sin
2
2

sin(x y)
cos x cos y

sin 2x = 2 sin x cos y

cos 2x = cos2 x sin2 x
tan 2x =

2 tan x
1 tan2 x

2 sin2 x = 1 cos 2x
2 cos2 x = 1 + cos 2x
2

4 sin3 x = 3 sin x sin 3x

4 cos3 x = 3 cos x + cos 3x
8 sin4 x = 3 4 cos 2x + cos 4x
8 cos4 x = 3 + 4 cos 2x + cos 4x

a cos x b sin x = r cos(x + )

where r =

a2 + b2

= arctan
a = r cos
b = r sin

Trigonometric Functions
sin x =

ejx ejx
2j

cos x =

ejx + ejx
2

tan x =

sin x
cos x

cos2 x + sin2 x = 1
ejx = cos x j sin x

Hyperbolic Functions
sinh x =

ex ex
2

cosh x =

ex + ex
2

tanh x =

sinh x
cosh x

cosh2 x sinh2 x = 1
ex = cosh x sinh x
arcsinh x = ln(x +

arccosh x = ln(x +

arctanh x =

x2 + 1)
x2 1),

1
1+x
,
ln
2
1x


x1
|x| < 1

 
b
a

Series

Series Expansions

X
xn (n)
x
x
f (a) = f (a) + f 0 (a) + f 00 (a) + . . .

f (x + a) =

n=0

ex =

X
xn

n=0

n!

1!

x
x2 x3
+
+
+ ...,
1!
2!
3!

=1+

n!

X
(1)n x2n+1

sin x =

(2n + 1)!

n=0

cos x =

X
(1)n x2n

(2n)!

n=0

2!

=x

=1

|x| <

x3 x5 x7
+

+ ...,
3!
5!
7!

x2 x4 x6
+

+ ...,
2!
4!
6!

x2n+1
x3 x5 x7
=x+
+
+
+ ...,
(2n + 1)!
3!
5!
7!
n=0

cosh x =

X
x2n

n=0

arcsin x =

(2n)!

x2 x4 x6
+
+
+ ...,
2!
4!
6!

|x| <

|x| <

(2n)! x2n+1
1 x3 3 x5
=
x
+
+
+ ...,
22n (n!)2 2n + 1
2 3
8 5
n=0

X
(2n)! x2n+1
,
arccos x = arcsin x =
2
2 n=0 22n (n!)2 2n + 1

arctan x =

X
(1)n x2n+1

n=0

arctanh x =

ln(1 + x) =

2n + 1

X
x2n+1

n=0

2n + 1

=x

=x+

X
(1)n+1 xn

n=1

x3 x5 x7
+
+
+ ...,
3
5
7

=x

(1 + x) =

n=0

|x| 1

|x| 1

x3 x5 x7
+

+ ...,
3
5
7

|x| 1

|x| < 1

x2 x3 x4
+

+ ...,
2
3
4

X
1
=
xn = 1 + x + x2 + x3 + . . . ,
1 x n=0
a

|x| <

|x| <

sinh x =

=1+

Taylors series

|x| 1

|x| < 1
!

a 3
a 2
a
a n
x + ...,
x +
x+
x =1+
3
2
1
n

where

a
k

a (a 1) (a 2) (a k + 1)
,
k!
4

|x| < 1

a real

Infinite Series

X
(1)n+1

= ln 2

X
(1)n+1

n=1

n2

n=1

2
12

1
2
=
(2n 1)2
8
n=1

X
(1)n

n=0

1
e

n
=1
(n + 1)!
n=1
Finite Series
m
X

m mn n
x
y = (x + y)m
n

n=0
m
X

n=

m
X

n2 =

m(m + 1)(2m + 1)
6

m
X

n3 =

m2 (m + 1)2
4

m
X

xn =

1 xm+1
1x

m
X

(2n 1) = m2

n=1

m(m + 1)
2

n=1

n=1

n=0

where

n=1
m1
X

(x + ny) =

m
[2x + (m 1)y]
2

ej(x+2ny) =

sin [(m + 1)y] j(x+my)

e
sin y

n=0

m
X

n=0

m
n

m!
n! (m n)!

Inequalities

Inequalities for series


2
m
X



xn yn 




m
X

n=1



m
X



xn yn 



n=1

m
X

|xn |

m
X

n=1
m
X

|yn |

Cauchy-Schwartz inequality

n=1

|xn |p

!1/p

m
X

n=1

|yn |q

!1/q

where

1
p

1
q

= 1, p > 1, q > 1

n=1

Holders inequality

(xn + yn )p

!1/p

m
X

n=1

xpn

!1/p

m
X

n=1

ynp

!1/p

where xn 0, yn 0, p 1

n=1

Minkowski inequality
Inequalities for integrals
Z
2
Z
 Z



2
2
 f (x)g(x) dx
|f (x)| dx
|g(x)| dx


Z

|f (x)g(x)| dx

Z

1/p Z

|f (x)| dx

where
1/p

Z

|f (x) + g(x)|p dx

Z

1
p

Cauchy-Schwartz inequality
1/q

|g(x)| dx
1
q

= 1, p > 1, q > 1

1/p

|f (x)|p dx

Z

Holders inequality
1/q

|g(x)|q dx

where

p>1

Minkowski inequality

Differential and Integral Calculus


d 
f (x)g(x) = f (x)g 0 (x) + f 0 (x)g(x),
dx

d
dx

f (x)
g(x)

g(x)f 0 (x) f (x)g 0 (x)

,
g 2 (x)


df dg
d 
f g(x) =
,
dx
dg dx

d
dx

Z g(x)
f (x)

Product rule
Quotient rule

Chain rule


h(x, ) d = h x, g(x) g 0 (x) h x, f (x) f 0 (x) +

Z g(x)

f (x)

h(x, ) d,
Leibnizs rule

dm
dxm
Z

(f g) = (f g)(m) =

f dg = f g

m
X

n=0

g df,

m (n) (mn)
f g
n

Integration by parts

where

m
n

m!
n! (m n)!

Integral and Derivative Table

Z

f (x) dx

f 0 (x) =

f (x)

d
f (x)
dx

1
xn+1
n+1

xn

ln |x|

1
x

x ln x x

ln x

ex

ex

ex

1 x
a
ln a

ax

ax ln a

cos x

sin x

cos x

sin x

cos x

sin x

ln | cos x|

tan x

x arcsin x +

x arccos x

x arctan x

1 x2
1 x2

1
ln (1 + x2 )
2

Conditions

nxn1

n 6= 1

1
x2
1
x

1
cos2 x
1

1 x2
1

1 x2
1
1 + x2

arcsin x
arccos x
arctan x

cosh x

sinh x

cosh x

sinh x

cosh x

sinh x
1
cosh2 x
1

x2 + 1
1

2
x 1
1
1 x2

tanh x
arcsinh x
arccosh x
arctanh x

x 6= 0
x>0

a real, a > 0

x 6=

n, n = 0, 1, 2, . . .
2
|x| < 1
|x| < 1

x>1
|x| < 1

Integral Table

Indefinite Integrals
a, b, c real unless otherwise stated
1
(sin ax ax cos ax)
a2

x sin ax dx =

x2 sin ax dx =

x cos ax dx =

x2 cos ax dx =

xeax dx = eax

2 ax

x e

1
(2ax sin ax + 2 cos ax a2 x2 sin ax)
a3
1
(cos ax + ax sin ax)
a2
1
(2ax cos ax 2 sin ax + a2 x2 sin ax)
a3

x
1
,

a a2


a complex
!

ax

x2 2x
2
2 + 3
a
a
a

ax

6
x3 3x2 6x
2 + 3 4
a
a
a
a

dx = e

a complex
!

x e

eax sin bx dx =

eax
(a sin bx b cos bx)
a2 + b2

eax cos bx dx =

eax
(a cos bx + b sin bx)
a2 + b2

xn ln ax dx =

(ln x)n
1
dx =
(ln x)n+1
x
n+1

dx
1
= ln |b + ax|
b + ax
a

1
dx
=
,
n
(b + ax)
(n 1)a(b + ax)n1

Z
Z

3 ax

dx = e

(b + ax)n =

a complex

xn+1
xn+1
ln ax
n+1
(n + 1)2

(b + ax)n+1
a(n + 1)

n>1

n>0


q


1
dx

= ln b + 2ax + 2 a(c + bx + ax2 ) ,

2
a
c + bx + ax

a>0

Z p

c + bx +

ax2 dx

b + 2ax p
4ac b2
=
c + bx + ax2 +
4a
8a




b + 2ax
2

,
arctan

4ac b2
4ac b2

dx
,
c + bx + ax2

b2 < 4ac

dx
,
b2 = 4ac
=
2
b
+
2ax

c + bx + ax

 b + 2ax b2 4ac 

ln 
 , b2 > 4ac
2
2

b 4ac
b + 2ax + b 4ac 

1
b
x dx
=
ln |c + bx + ax2 |
2
c + bx + ax
2a
2a

dx
1
bx
=
arctan
2
2
2
a +b x
ab
a

a>0

dx
c + bx + ax2

x dx
1
= ln(a2 + x2 )
2
+x
2

a2

x
x2 dx
= x a arctan
2
2
a +x
a

x
1
x
dx
= 2 2
+ 3 arctan
2
2
2
2
(a + x )
2a (a + x ) 2a
a

x dx
1
=
(a2 + x2 )2
2(a2 + x2 )

x2 dx
x
1
x
=
+
arctan
2
2
2
2
2
(a + x )
2(a + x ) 2a
a

dx
x
3x
3
x
= 2 2
+
+
arctan
(a2 + x2 )3
4a (a + x2 )2 8a4 (a2 + x2 ) 8a5
a

x2 dx
x
x
1
x
=
+ 2 2
+ 3 arctan
2
2
3
2
2
2
2
(a + x )
4(a + x )
8a (a + x ) 8a
a

x4 dx
a2 x
5x
3
x
=

+
arctan
2
2
3
2
2
2
2
2
(a + x )
4(a + x )
8(a + x ) 8a
a

dx
x
5x
5x
5
x
= 2 2
+
+
+
arctan
(a2 + x2 )4
6a (a + x2 )3 24a4 (a2 + x2 )2 16a6 (a2 + x2 ) 16a7
a

x2 dx
x
x
x
1
x
=
+
+
+
arctan
2
2
4
2
2
3
2
2
2
2
4
2
2
5
(a + x )
6(a + x )
24a (a + x )
16a (a + x ) 16a
a

 

 

 

 

 

 

 

 

x4 dx
a2 x
7x
x
1
x
=

+
+
arctan
2
2
4
2
2
3
2
2
2
2
2
2
3
(a + x )
6(a + x )
24(a + x )
16a (a + x ) 16a
a

!
dx
1
x2 + ax 2 + a2
1
ax 2

= 3 ln
+ 3 arctan
a4 + x4
a2 x2
4a 2
x2 ax 2 + a2
2a 2

!
x2 dx
1
x2 + ax 2 + a2
1
ax 2

= ln
+ arctan
a4 + x4
a2 x2
4a 2
x2 ax 2 + a2
2a 2

 

Definite Integrals
Z

xa1 ex dx = (a),

a > 0,

(by definition)

where

(a + 1) = a(a)
(n) = (n 1)!
 
12 =


n+

1
2

n = 1, 2, 3, . . .

1 3 5 (2n 1)
,
2n

xa1 sin bx dx =

(a)
a
,
sin
a
b
2

0 < |a| < 1, b > 0

xa1 cos bx dx =

(a)
a
,
cos
a
b
2

0 < a < 1, b > 0

eax sin bx dx =

b
,
a2 + b2

a>0

eax cos bx dx =

a
,
+ b2

a>0

ea

xea

a2

dx =

b2 /(4a2 )
e
,
a

1
,
2
2a
0

2 a2 x2
x e
dx = 3 ,
4a
0

xn e

ea

2 x2

dx =

a2 x2

2 x2

a>0

a>0
a>0

n+1
2
2an+1

dx =

2 x2 +bx

a>0

cos bx dx =

b2 /(4a2 )
e
,
2a

a>0
10

n = 1, 2, 3, . . .

Z
sin x

dx =


Z 
sin x 2

dx =

Z
cos ax

dx =

ab
e ,
2b

a > 0, b > 0

Z
x sin ax

dx =

ab
e ,
2

a > 0, b > 0

b2

b2

x2
x2

Z m1
x
0

1 + xn

dx =

/n
,
sin(m/n)

0<m<n

Standard Limits

Limits of Series
a
lim (1 + )n = ea ,
n
n
lim nk an = 0,

a real, |a| < 1, k = 0, 1, 2, . . .

lim

n
a = 1,

lim

n
n=1

lim na = 0,

a real

a real, a > 0

a real, a > 0

Limits of Functions
sin x
lim
=1
x0 x
ex 1
=1
x0
x
lim

ln(1 + x)
=1
x0
x
lim

lim (1 + ax)1/x = ea ,

x0

lim xa ln x = 0,
x0

ln x
= 0,
x xa
lim

lim xa ex = 0,

a real

a real, a > 0

a real, a > 0
a real

11

Convolutions

Regular Convolution
x(t) y(t) =

x(t )y( ) d

x[n] y[n] =

x[n m]y[m]

m=

Cyclical Convolution
x(t)  y(t) =

Z T 

x[n]  y[n] =

N
1
X

x (t ) mod T y( ) d,
h

x [n m] mod N y[m],

0t<T
n = 0, 1, 2, . . . , N 1

m=0

10

Dirac Delta Function

The Dirac delta function (t) is the singular function such that (t) = 0 for all t 6= 0 and
Z

(t) dx = 1

Note that (t)(t) is undefined.

Properties of the Dirac Delta Function
Property

Expression

Symmetry

(t) = (t)

Scaling

(at) =

Fourier transform
Multiplication

x(t) (t ) = x(t )

real

x(t) (m) (t) =

(t )x(t) dt = x()
m
X

n=0

real
real

Sifting

a real, a 6= 0

x(t)(t ) = x()(t )

Convolution

Sifting with derivative

1
(t)
|a|

d
u(t) = (t)
dt
Z
1 jt
e
d
(t) =
2

Derivative of unit step

Multiplication by derivative

Conditions

(1)n

m (n)
x (0) (mn) (t)
n

(m) (t)x(t) dt = (1)m x(m) (0)

12

real
m = 1, 2, 3, . . .
m = 1, 2, 3, . . .

11

Fourier Transform

Continuous-Time Fourier Transform

The Continuous-Time Fourier Transform (CTFT) of a non-periodic function x(t) defined
for t real, is given by
h

X() = F x(t) =

x(t)ejt dt , real

The inverse Fourier transform of a non-periodic function X() defined for real, is given by
h

F 1 X() =

1
2

X()ejt d = x(t) , t real

Parsevals theorem for the CTFT is given by

Z

1
x(t)y (t) dt =
2

X()Y () d

Properties of the Continuous-Time Fourier Transform

Property

Time signal

Fourier transform

Conditions

Linearity

ax(t) + by(t)

aX() + bY ()

a, b complex

x(t) y(t)

X()Y ()

Converse convolution

x(t)y(t)

1
X() Y ()
2

Shift

x(t a)

eja X()

a real

Converse shift

ejat x(t)

X( a)

a real

Differentiation

dx(t)
dt

jX()

Convolution

Converse differentiation

jtx(t)

Scaling

x(at)

Time-frequency symmetry

X(t)

dX()
d 
1

X
|a|
a
2x()

13

a real, a 6= 0

Standard Continuous-Time Fourier Transforms

Time signal

Fourier transform

2()

u(t)

() +

1
j

(t)

(t a)

eja

a real

ejat

2( a)

a real

ea|t|

2a
+ 2
1
a + j
1
(a + j)k

eat u(t)
tk1 eat
u(t)
(k 1)!
eat

a2

2 /4a
e
a

a complex, Re(a) > 0

a complex, Re(a) > 0
a complex, Re(a) > 0
k integer
a real, a > 0

sin(at)

j( + a) j( a)

a real

cos(at)

( + a) + ( a)

a real

sin(at)u(t)
cos(at)u(t)
eat sin(bt)u(t)
eat cos(bt)u(t)

1, |t| a

0, |t| > a

sin at
at

|t|

1 , |t| a

0,

Conditions

|t| > a

a
j ( + a) j ( a) + 2
2
2
a 2

j
( + a) ( a) + 2
2
2
a 2
b
b2 + (a + j)2
a + j
2
b + (a + j)2
2 sin(a)

, || a

0,

a real
a real
a, b real, a > 0
a, b real, a > 0

a real, a 0

a real, a 0

|| > a

4 sin2 (a/2)
2a

14

a real, a 0

Discrete-Time Fourier Transform

The Discrete-Time Fourier Transform (DTFT) of a non-periodic function x[n] defined
for n integer, is given by
h

X() = F x[n] =

x[n]ejn , real

n=

with relative frequency = T where T is the sampling interval.

The inverse Fourier transform of a periodic function X() defined for real with period 2,
is given by
h

F 1 X() =

1
2

X()ejn d = x[n] , n integer

Parsevals theorem for the DTFT is given by

1
x[n]y [n] =
2
n=

X()Y () d

Properties of the Discrete-Time Fourier Transform

Property

Time signal

Fourier transform

Conditions

Linearity

ax[n] + by[n]

aX() + bY ()

a, b complex

x[n] y[n]

X()Y ()

Converse convolution

x[n]y[n]

1
X()  Y ()
2

Shift

x[n m]

ejm X()

m integer

Converse shift

ejan x[n]

X( a)

a real

Converse differentiation

jnx[n]

Convolution

Scaling

dX()
d
 
1

X
m
m

x[mn]

15

m = 1, 2, 3, . . .

Standard Discrete-Time Fourier Transforms

an ,

0,

Time signal

Fourier transform

2()

[n]

[n m]

ejm

m integer

an u[n]

1
1 aej

a complex, |a| < 1

1 aM ejM
1 aej

a complex, M = 1, 2, 3, . . .

sin[an]

j( + a) j( a)

a real

cos[an]

( + a) + ( a)

a real

ejan

2( a)

a real

n = 0, 1, . . . , M 1
otherwise

1, |n| M

0, |n| > M

sin[an]

n 6= 0
n=0

Conditions

sin (2M + 1)/2

sin(/2)

1, || a

M = 1, 2, 3, . . .

a real, 0 < a

0, || > a

Observe that the Fourier transforms are only given for one period i.e. < .

16

Fourier Series
The Fourier Series of a periodic function x(t) defined for t real with period T , are given by
h

X[k] = F x(t) =

Z T /2

1
T

x(t)ej T

kt

dt , k integer

T /2

The inverse Fourier transform of a non-periodic function X[k] defined for k integer, is given
by
h

F 1 X[k] =

kt

X[k]ej T

= x(t) , t real

k=

Parsevals theorem for the Fourier series is given by

Z T /2

x(t)y (t) dt =

T /2

1 X
X[k]Y [k]
T k=

Properties of the Fourier Series

Property

Time signal

Fourier transform

Conditions

Linearity

ax(t) + by(t)

aX[k] + bY [k]

a, b complex

x(t)  y(t)

X[k]Y [k]

x(t)y(t)

1
X[k] Y [k]
T

Convolution
Converse convolution


x (t a) mod T

Shift

ej T

Converse shift
Differentiation
Scaling

tm

ej T

ka

X[k m]

x(t)

dx(t)
dt

jkX[k]

x(at)

1
k
X
|a|
a

 

The Trigonometric Form of the Fourier Series is given by

X
a0 X
2
2
x(t) =
+
ak cos
kt +
bk sin
kt
2
T
T
k=1
k=1

where
2
ak =
T

Z T /2

2
T

Z T /2

bk =

2
x(t) cos
kt
T
T /2

T /2

x(t) sin

dt

k = 0, 1, 2, . . .

dt

k = 1, 2, 3, . . .

2
kt
T

X[k]

17

a real
m integer

a real, a 6= 0

The relations between the complex exponential Fourier series and the coefficients of the
trigonometric form are given by
a0 = 2X[0]
ak = X[k] + X[k]


k = 1, 2, 3, . . .


bk = j X[k] X[k]
1
a0
2
1
(ak jbk )
2
1
(ak + jbk )
2

X[0] =
X[k] =
X[k] =

k = 1, 2, 3, . . .

k = 1, 2, 3, . . .
k = 1, 2, 3, . . .

Standard Fourier Series

Time signal

Fourier transform

(t)

1, |t| a

0, |t| > a

+ 1,

a t 0

+ 1, 0 < t a




cos
t , |t| a

2a

0,

|t| > a

Conditions

2a

k=0
T



1
2

sin
ka , k 6= 0
k
T

T
2

a real, 0 < a

T
2

a real, 0 < a

T
2

k=0

a real, 0 < a

sin2
ka , k 6= 0
2
2
k a
T


4aT
2
cos
ka
T 2 16a2 k 2
T


Observe that the time signals are only given for one period i.e. T2 t <

18

T
2.

Discrete Fourier Transform

The Discrete Fourier Transform (DFT) of a periodic function x[n] defined for n integer
with period N , is given by
h

X[k] = F x[n] =

N
1
X

x[n]ej N kn , k integer

n=0

N
with k = T
2 where T is the sampling interval.
The inverse Fourier transform of a periodic function X[k] defined for k integer with period
N , is given by

1
2
1 NX
X[k]ej N kn = x[n] , n integer
X[k] =
N k=0

Parsevals theorem for the DFT is given by

N
1
X

x[n]y [n] =

n=0

1
1 NX
X[k]Y [k]
N k=0

Properties of the Discrete Fourier Transform

Property

Time signal

Fourier transform

Conditions

Linearity

ax[n] + by[n]

aX[k] + bY [k]

a, b complex

x[n]  y[n]

X[k]Y [k]

x[n]y[n]

1
X[k]  Y [k]
N

Convolution
Converse convolution
Shift

x [n m] mod N
2

ej N km X[k]
h

ej N nm x[n]

X [k m] mod N

Scaling

x[mn]

1
k
X
m
m

Time-frequency symmetry

X[n]

N x[k]

Converse shift

19

m integer
i

m integer
m = 1, 2, 3, . . .

Standard Discrete Fourier Transforms

Time signal

Fourier transform

N [k]

[n]

[n m]

ej N km

1 aN

an

an ,

0,

1 aej N k
1 aM ej N kM
2

1 aej N k

otherwise
2
sin
nm
N


2
nm
cos
N


ej N nm

m integer
a complex, |a| < 1

n = 0, 1, . . . , M 1

Conditions

N
N
[k + m] j [k m]
2
2
N
N
[k + m] + [k m]
2
2
N [k m]

a complex, M = 1, 2, 3, . . .

m integer
m integer
m integer

Observe that the time signals are only given for one period i.e. 0 n N 1. The Fourier
transforms are also given for one period i.e. 0 k M 1.

20

12

Laplace Transform

Two-Sided Laplace Transform

The two-sided Laplace transform of a function x(t) defined for t real, is given by
h

X(s) = L x(t) =

x(t)est dt , s Ex

The existence region Ex consist of all the complex numbers s for which the integral converges.
The inverse two-sided Laplace transform of a function X(s) defined for s Ex , is given by
1

1
X(s) = lim
R 2j

Z +jR

X(s)est ds = x(t) , t real

jR

Where the integral is taken along a vertical line that lies entirely in the existence region Ex
and all singularities of X(s) are on the left side of this line.

Properties of the Two-Sided Laplace Transform

Property

Time signal

Laplace transform

Existence region

Conditions

Linearity

ax(t) + by(t)

aX(s) + bY (s)

Ex Ey

a, b complex

x(t) y(t)

X(s)Y (s)

Ex Ey

Shift

x(t a)

esa X(s)

Ex

a real

Converse shift

eat x(t)

X(s a)

(s a) Ex

a complex

Differentiation

dx(t)
dt

sX(s)

Ex

Convolution

Integration

Z t

x( ) d

Converse diff.
Scaling

tx(t)
x(at)

X(s)
s
dX(s)
ds 
1
s
X
|a|
a

21

{s Ex |Re(s) > 0}
Ex
s
Ex
|a|

a real, a 6= 0

Standard Two-Sided Laplace Transforms

Time signal

Laplace transform

Existence region

u(t)

1
s

Re(s) > 0

(t)

s complex

(k) (t)

sk

s complex

k = 0, 1, 2, . . .

Re(s) > Re(a)

a complex

Re(s) < Re(a)

a complex

Re(s) > 0

k = 0, 1, 2, . . .

Re(s) > Re(a)

a complex, k = 0, 1, 2, . . .

Re(s) < Re(a)

a complex, k = 0, 1, 2, . . .

Re(s) > 0

a real

Re(s) > 0

a real

Re(s) > a

a, b real

Re(s) > a

a, b real

tk1
u(t)
(k 1)!

1
sa
1
sa
1
sk

tk1 eat
u(t)
(k 1)!

1
(s a)k

eat u(t)
eat u(t)

tk1 eat
u(t)
(k 1)!
sin (at)u(t)
cos (at)u(t)

eat sin (bt)u(t)

eat cos (bt)u(t)

1
(s a)k
a
s2 + a2
s
2
s + a2
b
(s a)2 + b2
sa
(s a)2 + b2

22

Conditions

One-Sided Laplace Transform

The one-sided Laplace transform of a function x(t) defined for t [0, ), is given by
h

X(s) = L x(t) =

x(t)est dt , s Ex

The existence region Ex consist of all the complex numbers s for which the integral converges.
The inverse one-sided Laplace transform of a function X(s) defined for s Ex , is given by
1

1
X(s) = lim
R 2j

Z +jR

st

X(s)e ds =

jR

x(t) for t 0
0
for t < 0

Where the integral is taken along a vertical line that lies entirely in the existence region Ex
and all singularities of X(s) are on the left side of this line.
Properties of the One-Sided Laplace Transform
Property

Time signal

Laplace transform

Existence region

Conditions

Linearity

ax(t) + by(t)

aX(s) + bY (s)

Ex Ey

a, b complex

x(t) y(t)

X(s)Y (s)

Ex Ey

x(t a)u(t a)

esa X(s)

Ex

a real, 0

Converse shift

eat x(t)

X(s a)

(s a) Ex

a complex

Differentiation

dx(t)
dt

sX(s) x(0+ )

Ex

Convolution
Shift

Z t

Integration

X(s)
s
dX(s)
ds
 
1
s
X
a
a

x( ) d

tx(t)

Converse diff.
Scaling

x(at)

{s Ex |Re(s) > 0}

Multiple differentiation: for any integer k 0

k1
i
+
X
dk x(t)
k
ki1 d x(0 )
L
=
s
X(s)

s
, s Ex
dtk
dti
i=0

"

Initial value property: x(0+ ) = lim sX(s)

s
Final value property: lim x(t) = lim sX(s)
t

s0

23

Ex
s
Ex
a

a real, a > 0

Standard One-Sided Laplace Transforms

Time signal
1
u(t)

Laplace transform
1
s
1
s

Existence region

Conditions

Re(s) > 0
Re(s) > 0

(t)

s complex

(k) (t)

sk

s complex

k = 0, 1, 2, . . .

Re(s) > Re(a)

a complex

Re(s) > 0

k = 0, 1, 2, . . .

Re(s) > Re(a)

a complex, k = 0, 1, 2, . . .

Re(s) > 0

a real

Re(s) > 0

a real

Re(s) > a

a, b real

Re(s) > a

a, b real

eat
tk1
(k 1)!
tk1 eat
(k 1)!
sin (at)
cos (at)
eat sin (bt)
eat cos (bt)

1
sa
1
sk
1
(s a)k
a
2
s + a2
s
2
s + a2
b
(s a)2 + b2
sa
(s a)2 + b2

24

13

z-Transform

Two-Sided z-Transform
The two-sided z-transform of a function x[n] defined for n integer, is given by
h

X(z) = Z x[n] =

x[n]z n , z Ex

n=

The existence region Ex consist of all the complex numbers z for which the sum converges.
The inverse two-sided z-transform of a function X(z) defined for z Ex , is given by
h

Z 1 X(z) =

1
2j

X(z)z n1 dz = x[n] , n integer

Where the contour integral is taken along a counterclockwise arbitrary closed path C that
encloses all the finite poles of X(z)z n1 and lies entirely in the existence region Ex .
For the actual calculation of the inverse z-transform complex function theory is used. If the
function X(z)z n1 has k finite poles at z = ai , i = 1, 2, . . . , k then the inversion formula is
evaluated via the theorem of residues
x[n] =

k
X
i=1

Res X(z)z n1

z=ai

For a pole of order m at z = a, the residue is evaluated as

h

Res X(z)z
z=a

n1

"

dm1
1
lim
(z a)m X(z)z n1
=
(m 1)! za dz m1

For a simple pole this is equal to

h

Res X(z)z n1 = lim (z a)X(z)z n1

z=a

za

Properties of the Two-Sided z-Transform

Property

Time signal

Laplace transform

Existence region

Conditions

Linearity

ax[n] + by[n]

aX(z) + bY (z)

Ex Ey

a, b complex

x[n] y[n]

X(z)Y (z)

Ex Ey

Multiple shift

x[n k]

z k X(z)

Ex

k integer

Converse shift

an x[n]

z
Ex
a

a complex

Converse diff.

nx[n]

z
X( )
a
dX(z)
z
dz

Convolution

25

Ex

Standard Two-Sided z-Transforms

Time signal

z-transform

Existence region

u[n]

z
z1

|z| > 1

[n]

z complex

[n k]

z k

z 6= 0

k = 1, 2, 3, . . .

[n + k]

zk

z complex

k = 0, 1, 2, . . .

nu[n]
n2 u[n]
an u[n]
an u[n 1]
nan u[n 1]
n1
n
k1 a u[n

k]

an u[n 1]
an u[n]
(1)k

kn1
n
k1 a u[n]

z
(z 1)2
z(z + 1)
(z 1)3
z
za
a
za
az
(z a)2
ak
(z a)k
z
za
a
za
ak
(z a)k
ea/z

an
u[n]
n!
1
u[n 1]
n

ln

z
z1

Conditions

|z| > 1
|z| > 1

|z| > |a|

a complex

|z| > |a|

a complex

|z| > |a|

a complex

|z| > |a|

a complex, k = 0, 1, 2, . . .

|z| < |a|

a complex

|z| < |a|

a complex

|z| < |a|

a complex, k = 0, 1, 2, . . .

|z| > |a|

a complex

|z| > 1

az sin(b)
2az cos(b) + a2

|z| > |a|

a, b real

an cos(bn)u[n]

z 2 az sin(b)
z 2 2az cos(b) + a2

|z| > |a|

a, b real

an sin(bn + c)u[n]

z 2 sin(c) + az sin(b c)
z 2 2az cos(b) + a2

|z| > |a|

a, b, c real

an sin(bn)u[n]

z2

26

One-Sided z-Transform
The one-sided z-transform of a function x(n) defined for n = 0, 1, 2, . . ., is given by
h

X(z) = Z x[n] =

x[n]z n , z Ex

n=0

The existence region Ex consist of all the complex numbers z for which the sum converges.
The inverse one-sided z-transform of a function X(z) defined for z Ex , is given by
Z 1

1
X(z) =
2j

X(z)z n1 dz =

x[n] for n 0
0
for n < 0

Where the contour integral is taken along a counterclockwise arbitrary closed path C that
encloses all the finite poles of X(z)z n1 and lies entirely in the existence region Ex .
For the evaluation of this integral, see the section on the two-sided z-transform (page 25).

Properties of the One-Sided z-Transform

Property

Time signal

Laplace transform

Existence region

Conditions

Linearity

ax[n] + by[n]

aX(z) + bY (z)

Ex Ey

a, b complex

x[n] y[n]

X(z)Y (z)

Ex Ey

Convolution
Back shift

z k X(z)

x[n + k]

k1
X

z ki x(i)

Ex

k = 0, 1, 2, . . .

z k X(z)

Ex

k = 0, 1, 2, . . .

z
X( )
a
dX(z)
z
dz

z
Ex
a

a complex

i=0

Forward shift

x[n k]u[n k]

Converse shift

an x[n]

Converse diff.

nx[n]

Ex

Forward shift without multiplication by a unit step function requires information of the signal
x[n] for n < 0. The one-sided Laplace transform for any k = 0, 1, 2, . . . is given by
h

Z x[n k] = z k X(z) +

k
X

z (ki) x(i) , z Ex

i=1

Initial value property:

x[0] = lim X(z)

Final value property:

lim x[n] = lim (z 1)X(z)

|z|

z1

27

Standard One-Sided z-Transforms

Time signal

z-transform
z
z1
z
z1

1
u[n]

|z| > 1

z complex

[n k]

z k

z 6= 0

z
(z 1)2
z(z + 1)
(z 1)3
z
za
z
za
a
za
az
(z a)2
ak
(z a)k

n2
an
an u[n]
an u[n 1]
nan u[n 1]
n1
n
k1 a u[n

k]

an
n!

|z| > 1
|z| > 1
a complex

|z| > |a|

a complex

|z| > |a|

a complex

|z| > |a|

a complex

|z| > |a|

a complex, k = 0, 1, 2, . . .

z complex

a complex

(1)k

z complex

a complex, k = 0, 1, 2, . . .

|z| > |a|

a complex

ea/z

1
u[n 1]
n

ln

k = 1, 2, 3, . . .

|z| > |a|

an u[n]
kn1
n
k1 a u[n]

Conditions

|z| > 1

[n]

(1)k

Existence region

z
z1

|z| > 1

az sin(b)
2az cos(b) + a2

|z| > |a|

a, b real

an cos(bn)

z 2 az sin(b)
z 2 2az cos(b) + a2

|z| > |a|

a, b real

an sin(bn + c)

z 2 sin(c) + az sin(b c)
z 2 2az cos(b) + a2

|z| > |a|

a, b, c real

an sin(bn)

z2

28