T-61.3010 DSP 2006 (F) 1/2 v. 1.

04, 2006-04-25

T-61.3010 DSP Table of formulas, spring 2006

Disclaimer! Notations, e.g. or , may vary from book to book, or from exam paper to other.

Even and odd functions: Frequencies, angular frequencies, periods:

Even{x(t)} = 0.5 [x(t) + x(t)] Here fs is sampling frequency (also fT later)
Odd{x(t)} = 0.5 [x(t) x(t)] Frequency
f , [f ] = Hz = 1/s
Roots of second-order polynomial:
Angular frequency
ax2 + bx +
c=0
= 2f = 2/T , [] = rad/s
x = (b b2 4ac)/(2a)
Normalized angular frequency
Complex numbers: = 2/s = 2f /fs , [] = rad/sample
i j = 1 = 1j Normalized frequency in Matlab
z=p x + jy = r ej fMAT LAB = 2f /fs , [fMAT LAB ] = 1/sample
r = x2 + y 2 , = arctan(y/x) Integral transform properties
x = r cos(), y = r sin() Here all integral transforms share some basic properties.
ej = cos()
+ j sin() Examples given with CTFT, x[n] X(ej ), x1 [n]
N
N
z = r ej = | N r| ej(+2k)/N , k = 0, 1, 2, . . . , N 1 X1 (ej ), and x2 [n] X2 (ej ) are time-domain signals with
corresponding transform-domain spectra. a and b are cons-
Trigonometric functions:
tants.
sinc() = sin()/()
Linearity. All transforms are linear.
sin()/ 1, when 0; sinc() 1, when 0
ax1 [n] + bx2 [n] aX1 (ej ) + bX2 (ej )
cos() = 0.5ej + 0.5ej
Time-shifting. There is a kernel term in transform, e.g.,
sin() = 0.5jej 0.5jej
x[n k] ejk X(ej )
cos2 () + sin2 () = 1
Frequency-shifting. There is a kernel term in signal e.g.,
0 /6 /4 /3
ejk n x[n] X(ej(k ) )
sin() 0 0.5
2/2 3/2 Conjugate symmetry.
cos() 1 3/2 2/2 0.5 x [n] X (ej )
/2 3/4 /2 If x[n] R, then
sin() 1 2/2
0 1 X(ej ) = X (ej )
cos() 0 2/2 1 0 |X(ej )| = |X(ej )|

3.1416, 3/2 0.8660, 2/2 0.7071 X(ej ) = X(ej )
If x[n] R and even, then X(ej ) R and even.
Geometric series:
P+ n 1 If x[n] R and odd, then X(ej ) purely C and odd.
n=0 a = 1 a , |a| < 1 Time reversal. Transform variable is reversed, e.g.,
PN n 1 aN +1 , |a| < 1 x[n] X(ej )
n=0 a = 1a
Differentiation. In time and frequency domain, e.g.,
Continuous-time unit step and unit impulse func- x[n] x[n 1] (1 ej )X(ej )
tions: ( nx[n] j d d
X(ej )
1, t > 0 Duality. Convolution property: convolution in time domain
(t) =
0, t < 0 corresponds multiplication in transform domain
(t) = dtd
(t), (t) = lim0 (t) x1 [n] x2 [n] X1 (ej ) X2 (ej )
R
(t) dt =1 and multipication R property: vice versa
R
x1 [n] x2 21
X1 (ej )X2 (ej() ) d

(t t0 )x(t) dt = x(t0 ) 2
R Parsevals relation. Energy in signal and spectral compo-
In DSP notation 2(t) is computed 2 (t) 1 dt = 2,
nents:
when t = 0, and = 0 elsewhere. 1
|x[n]|2 = 2 j 2
P R
2 |X(e )| d
Discrete-time unit impulse and unit step functions:
( Integral transforms
1, n = 0 Definitions given in first two lines of each type. Some com-
[n] =
0, n 6= 0 mon pairs as well as properties are listed. See math reference
(
1, n 0 book for complete tables.
[n] =
0, n < 0 Fourier-series
P of continuous-time periodic signals:
x(t) = k= ak ejk0 t
Convolution
ak = T1 T x(t) ejk0 t dt
R
Convolution is commutative, associative and distributive.
R
y(t) = h(t) x(t) = h( )x(t ) d x(t t0 ) ak ejk0 t0
jM0 t
y[n] = h[n] x[n] = +
P Re x(t) akM
k= h[k]x[n k] x ( )xb (t
T a P ) d T ak bk
Correlation: xa (t)xb (t) l al bkl
P+ d
rxy [l] = n= x[n]y[n l] = x[l] y[l] dt x(t) jk0 ak
P+
rxx [l] = n= x[n]x[n l] Fourier-series of discrete-time periodic sequences:
x[n] = k=hN i ak ejk0 n , x[n] periodic with N0
P
Mean and variance of random signal:
ak = N1 n=hN i x[n] ejk0 n , ak periodic with N0
R P
mX =RE[X] = xpX (x)dx
2
X = (x mX )2 pX (x)dx = E[X 2 ] m2X x[n M ] ak ejk0 M
T-61.3010 DSP 2006 (F) 2/2 v. 1.04, 2006-04-25

ejM0 n x[n] akM [n] 1, ROC all z

[n k] z k , all z, except 0 (k > 0) or (k < 0)
Continuous-time Fourier-transform (CTFT):
1
R [n] 1z1 1 , |z| > 1
x(t) = 2 X(j) ejt d
R
jt [n 1] 1z1 1 , |z| < 1
X(j) = x(t) e dt 1
jtk an [n] 1az 1 , |z| > |a|
x(t tk ) e X(j)
az
nan [n] (1az
1
ejk t x(t) X(j( k )) 1 )2 , |z| > |a|
xa (t) xb (t) Xa (j)Xb (j) n 1
(n + 1)a [n] (1az1 )2 , |z| > |a|
1
xa (t)xb (t) 2 Xa (j) Xb (j) 1r cos(0 )z 1
d rn cos(0 n)[n] 12r cos(0 )z 1 +r 2 z 2 , |z| > |r|
dt x(t) jX(j)
r sin(0 )z 1
tx(t) j d d
X(j) rn sin(0 n)[n] 12r cos(0 )z 1 +r 2 z 2 , |z| > |r|
j0 t
e 2( 0 ) LTI filter
cos(0 t) [( 0 ) + ( + 0 )] Panalysis
Stability h |h[n]| < ; unit cirle belongs to ROC
sin(0 t) j[( + 0 ) ( 0 )] Causality h[n] = 0, n < 0; P
belongs to ROC
x(t) = ( 1 2() n
Unit step response s[n] = k= h[k]
1, |t| < T1 Causal transfer function of order max{M, N }:
x(t) = 2 sin(T

1)
M M
0, |t| > T1
P Q
bm z m (1dm z 1 )
H(z) = K Pm=0
N = G Qm=1
N
n=0 an z n=1 (1pn z
( n 1 )

sin(W t) 1, || < W Zeros: B(z) = 0; Poles: A(z) = 0; where H(z) = B(z)/A(z)

t X(j) =
0, || > W Frequency, magnitude/amplitude, phase response, z ej
j
(t) 1 H(ej ) = |H(ej )| ejH(e )
(t tk ) ejtk j
H(e ) = H(z)|z=ej
1
eat (t) a+j , where Real{a} > 0 H[k] = H(ej )|=2k/N
d
Group delay () = d H(ej )
Discrete-time Fourier-transform (DTFT):
1 j Important transform pairs and properties:
) ejn d
R
x[n] = 2 2X(e
X(e ) = n= x[n] ejn , X(ej ) periodic 2
j
P a [n k] a ejk a z k
an [n] 1/[1 a ej ] 1/[1 a z 1 ]
x[n k] ejk X(ej )
a x[n k] a ejk X(ej ) a z k X(z)
ejk n x[n] X(ej(k ) )
y[n] = h[n] x[n] Y (z) = H(z) X(z)
x1 [n] x2 [n] RX1 (ej ) X2 (ej )
1 j j() rectangular sinc, sinc rectangular
x1 [n] x2 2 2 X1 (e )X2 (e ) d
d j LTI filter design (synthesis)
nx[n] j dP X(e )
ej0 n 2 P l ( 0 2l)
Bilinear transform H(z) = H(s)|s and prewarping
cos(0 n) Pl [( 0 2l) + ( + 0 2l) s = k (1 z 1 )/(1 + z 1 ), k = 1 or k = 2/T = 2fT
sin(0 n) j P l [( + 0 2l) ( 0 2l) prewarp,c = k tan(c /2), k = 1 or k = 2/T = 2fT
x[n] = ( 1 2 l ( 2l) Spectral transformations, c desired cut-off
1, |n| N1 LP-LP z 1 = (z 1 )/(1 z 1 ), where
x[n] = sin((N 1 +0.5))
sin(/2) = sin(0.5(c c ))/ sin(0.5(c + c ))
0, |n| > N1
sin(W n)
LP-HP z 1 = (z 1 + )/(1 + z 1 ), where
W Wn
n = sinc(
( ) ... = cos(0.5(c + c ))/ cos(0.5(c c ))
1, 0 || W Windowed(Fourier series method
. . . X(ej ) = 1, || < c
0, W < || H(ej ) = ...
[n] 1 0, || c
[n k] ejk . . . h[n] = sin( c n)
= c sinc( c n )
n
an [n] 1ae1j , |a| < 1 hF IR [n] = hideal [n]
1
R w[n]
Discrete Fourier-transform (DFT): HF IR (ej ) = 2 j
Hideal (e )W (e
j()
) d
Connection to DTFT: X[k] = X(ej )|=2k/N Fixed window functions, order N = 2M , M n M :
WN = ej2/N Rectangular w[n] = 1
x[n] = N1
PN 1 kn Hamming w[n] = 0.54 + 0.46 cos((2n)/(2M
))
k=0 X[k]WN , 0k N 1
PN 1 kn Hann w[n] = 0.5 1 + cos((2n)/(2M ))
X[k] = n=0 x[n]WN , 0 k N 1
Blackman w[n] = 0.42 + 0.5 cos((2n)/(2M )) +
Laplace transform: 0.08 cos((4n)/(2M ))
Convergence with a certain ROC (region of convergence). Bartlett w[n] = 1 (|n|/M )
Connection to continuous-time Fourier-transform: s = j
1
R +j Multirate systems
x(t) = 2j X(s)est ds
R j st Upsampling with factor L, L
X(s) = x(t) e dt (
x[n/L], n = 0, L, 2L, . . .
z-transform: xu [n] =
xu [n] = 0, otherwise
Convergence with a certain ROC (region of convergence).
ConnectionH to discrete-time Fourier-transform: z = ej Xu (z) = X(z L ), Xu (ej ) = X(ejL )
1
x[n] = 2j X(z)z n1 dz Downsampling with factor M , M
P
X(z) = n= x[n]z n xd [n] = x[nM ]
PM1 k
x[n k] z k X(z) Xd (z) = (1/M ) k=0 X(z 1/M WM ),
j
PM1 j(2k)/M
x1 [n] x2 [n] X1 (z) X2 (z) Xd (e ) = (1/M ) k=0 X(e )