Analog Signal Processing formulae – Sebastián Roldán Vasco

Complex numbers: 𝑦 Energy:

𝑟 = √𝑥 2 + 𝑦 2 𝜙 = 𝑡𝑎𝑛−1 ( )
𝑥 𝑡2
𝑥 = 𝑟 cos 𝜙 𝑦 = 𝑟 sin 𝜙 𝐸 = ∫ |𝑥(𝑡)|2 𝑑𝑡
𝑡1
𝑧 = 𝑥 + 𝑗𝑦 = 𝑟𝑒 𝑗𝜙 = 𝑟∠𝜙 = 𝑟(cos 𝜙 + 𝑗 sin 𝜙)
Useful integrals: Power:
𝑡2
1
∫ 𝑢𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣𝑑𝑢 𝑃= ∫ |𝑥(𝑡)|2 𝑑𝑡
𝑡2 − 𝑡1 𝑡1
𝛼𝑡
𝑒 𝛼𝑡
∫ 𝑒 𝑐𝑜𝑠(𝛽𝑡)𝑑𝑡 = 2 [𝛽𝑠𝑒𝑛(𝛽𝑡) + 𝛼𝑐𝑜𝑠(𝛽𝑡)] Sign function:
𝛼 + 𝛽2
𝑒 𝛼𝑡 1, 𝑡 > 0
∫ 𝑒 𝛼𝑡 𝑠𝑒𝑛(𝛽𝑡)𝑑𝑡 = 2 [𝛼𝑠𝑒𝑛(𝛽𝑡) − 𝛽𝑐𝑜𝑠(𝛽𝑡)] 𝑠𝑔𝑛(𝑡) = { 0 𝑡 = 0
𝛼 + 𝛽2 −1 𝑡 < 0
Unit step: Unit ramp: Rectangle: Interpolation: Dirac delta function:
1, 𝑡 ≥ 𝑡0 𝑟(𝑡) = 𝑡𝑢(𝑡) 𝑟𝑒𝑐𝑡(𝑡/𝜏) = 𝑠𝑖𝑛(𝑡)
,𝑡≠0 ∞, 𝑡 = 𝑡0
𝑢(𝑡 − 𝑡0 ) = { s𝑎(𝑡) = { 𝑡 𝛿(𝑡 − 𝑡0 ) = {
0, 𝑡 < 𝑡0 1, |𝑡| ≤ 𝜏⁄2 1, 𝑡 = 0
0, 𝑡 ≠ 𝑡0
{
0, |𝑡| > 𝜏⁄2
1 1
𝛿(𝛼𝑡) =
𝛿(𝑡) 𝛿′(𝛼(𝑡 − 𝛽)) = 𝛿′(𝑡 − 𝛽)
|𝛼| 𝛼|𝛼|
𝑓(𝑡)𝛿(𝑡 − 𝑡0 ) = 𝑓(𝑡0 )𝛿(𝑡 − 𝑡0 ) f(𝑡)𝛿′(𝑡 − 𝑡0 ) = 𝑓(𝑡0 )𝛿′(𝑡 − 𝑡0 ) − 𝑓′(𝑡0 )𝛿(𝑡 − 𝑡0 )
∞ ∞ ∞
∫−∞ 𝑓(𝑡)𝛿(𝑡 − 𝑡0 )𝑑𝑡 = 𝑓(𝑡0 ) ∫−∞ 𝛿(𝑡 − 𝑡0 )𝑑𝑡 = 𝑓(𝑡0 ) ∫−∞ 𝑓(𝑡)𝛿′(𝑡 − 𝑡0 )𝑑𝑡 = −𝑓′(𝑡0 )
Time domain Ohm’s law: Generalized Ohm’s law:
𝑣𝑅 (𝑡) = 𝑅𝑖𝑅 (𝑡) 𝑣𝐿 (𝑡) = 𝐿
𝑑𝑖𝐿 (𝑡) 1
𝑣𝐶 (𝑡) = 𝐶 ∫ 𝑖𝑐 (𝑡)𝑑𝑡 1 1
𝑑𝑡 𝑉 = 𝑍𝐼 𝑍𝑅 = 𝑅 𝑍𝐿 = 𝐿𝑠 = 𝑗𝜔𝐿 𝑍𝐶 = =
𝐶𝑠 𝑗𝜔𝐶
Convolution: Laplace transform:
∞ ∞
𝑓(𝑡) ∗ 𝑔(𝑡) = ∫ 𝑓(𝜏)𝑔(𝑡 − 𝜏)𝑑𝜏 𝑋(𝑠) = ℒ{𝑥(𝑡)} = ∫ 𝑥(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
−∞ 0
LTI Systems: 𝑛−1
𝑑𝑛 𝑥(𝑡)
𝑛 𝑖 𝑚 𝑗 ℒ{ } = 𝑠 𝑛 𝑋(𝑠) − ∑ 𝑠 (𝑛−1−𝑘) 𝑥 (𝑘) (0)
𝑑 𝑦(𝑡) 𝑑 𝑥(𝑡) 𝑑𝑡 𝑛
∑ 𝑎𝑖 𝑖
= ∑ 𝑏𝑗 𝑘=0
𝑑𝑡 𝑑𝑡𝑗 Fourier series:
𝑖=0 𝑗=0
𝑚 𝑗
𝑑 ℎ0 (𝑡) 𝑥(𝑡) = 𝑎0 + ∑∞ 𝑛=1[𝑎𝑛 cos(𝑛𝜔0 𝑡) + 𝑏𝑛 sin(𝑛𝜔0 𝑡)]
(𝑛−1)
ℎ(𝑡) = ∑ 𝑏𝑗 ℎ0 (0) = 1 ∞
= 𝐷0 + ∑𝑛=1 𝐷𝑛 cos(𝑛𝜔0 𝑡 − 𝜃𝑛 ) = ∑∞ 𝑛=−∞ 𝑐𝑛 𝑒
𝑗𝑛𝜔0 𝑡
𝑑𝑡𝑗
𝑗=0 𝑇
1 2
𝑛 𝑎0 = ∫ 𝑥(𝑡)𝑑𝑡
𝑇 −𝑇
𝐷0 = 𝑎0 ; 𝐷𝑛 = √𝑎𝑛 2 + 𝑏𝑛 2
𝑦(𝑡) = 𝑦𝑧𝑖 (𝑡) + 𝑦𝑧𝑠 (𝑡) = ∑ 𝑐𝑘 𝑒 𝜆𝑘 𝑡 + 𝑥(𝑡) ∗ ℎ(𝑡) 𝑇
2

2 𝑏
𝑘=1 2
𝑎𝑛 = 𝑇 ∫ 𝑥(𝑡) cos(𝑛𝜔0 𝑡) 𝑑𝑡
𝑇 𝜃𝑛 = 𝑡𝑎𝑛−1 𝑎𝑛
∑𝑚
𝑗=0 𝑏𝑗 𝑠
𝑗 ∑𝑚𝑗=0 𝑏𝑗 𝑠
𝑗 −
2
𝑛

𝐻(𝑠) = ℒ{ℎ(𝑡)} = = 𝑇 𝑇
∑𝑛𝑖=0 𝑎𝑖 𝑠 𝑖 ∏𝑛𝑘=1(𝑠 − 𝜆𝑘 ) 2 2
𝑏𝑛 = ∫ 𝑥(𝑡) sin(𝑛𝜔0 𝑡) 𝑑𝑡
𝑇
1
𝑐𝑛 = ∫ 𝑥(𝑡)𝑒 −𝑗𝑛𝜔0 𝑡 𝑑𝑡
2
𝑇
𝑇 − 𝑇 −
2 2

Fourier transform: If 𝑥(𝑡) ⇒ 𝑋(𝜔), then 𝑋(𝑡) ⇒ 2𝜋𝑥(−𝜔)

∞
ℱ{𝑥1 (𝑡) ∗ 𝑥2 (𝑡)} = 𝑋1 (𝜔)𝑋2 (𝜔)
𝑋(𝜔) = ℱ{𝑥(𝑡)} = ∫ 𝑥(𝑡)𝑒 −𝑗𝜔𝑡 𝑑𝑡 1
−∞ ℱ{𝑥1 (𝑡)𝑥2 (𝑡)} = 𝑋 (𝜔) ∗ 𝑋2 (𝜔)
2𝜋 1
1 ∞ 1
ℱ −1 {𝑋(𝜔)} = 𝑥(𝑡) = ∫ 𝑋(𝜔)𝑒 𝑗𝜔𝑡 𝑑𝜔 ℱ{𝑥(𝑎𝑡)} = 𝑋(𝜔⁄𝑎) ℱ{𝑥(−𝑡)} = 𝑋(−𝜔)
2𝜋 −∞ |𝑎|
ℱ{𝑥(𝑡 ± 𝑡0 )} = 𝑒 ±𝑗𝜔𝑡0 𝑋(𝜔) ℱ{𝑒 ±𝑗𝜔0 𝑡 𝑥(𝑡)} = 𝑋(𝜔 ∓ 𝜔0 )
Useful transform pairs
1 1
ℱ{𝑢(𝑡)} = 𝜋𝛿(𝜔) + ℱ{𝑟𝑒𝑐𝑡(𝑡/𝜏)} = 𝜏𝑆𝑎(𝜔𝜏/2) ℱ{𝑒 −𝑎𝑡 𝑢(𝑡)} =
𝑗𝜔 𝑗𝜔 + 𝑎
1 1
ℒ{𝑢(𝑡)} = ℒ{𝑒 −𝑎𝑡 𝑢(𝑡)} = ℒ{𝛿(𝑡)} = ℱ{𝛿(𝑡)} = 1
𝑠 𝑠+𝑎
∞ 1 ∞ LPF filters:
Parseval’s theorem: 𝐸 = ∫−∞ 𝑥 2 (𝑡)𝑑𝑡 = 2𝜋 ∫−∞ |𝑋(𝜔)|2 𝑑𝜔
𝑎0 + 𝑎1 𝑠 + 𝑎2 𝑠 2 + ⋯ 𝑎𝑛 𝑠 𝑛
Frequency response: 𝐻𝑑𝐵 (𝜔) = 20 log|𝐻(𝜔)| 𝐴(𝑠) =
𝑘
|𝐴(𝜔)|2 = 1 + 𝜀 2 𝐶𝑛 2 (𝜔)
Hilbert transform:
(𝜔/𝜔𝑝 ) 𝑛 Butterworth
1 1 ∞ 𝑥(𝜏) 𝐶𝑛 (𝜔) = {
ℋ{𝑥(𝑡)} = 𝑥̂(𝑡) = ∗ 𝑥(𝑡) = ∫ 𝑑𝜏 −1
cosh(𝑛 cosh (𝜔/𝜔𝑝 )) Chebyshev
𝜋𝑡 𝜋 −∞ 𝑡 − 𝜏
𝑥𝑎 (𝑡) = 𝑥(𝑡) + 𝑗𝑥̂(𝑡) 𝑥𝑒 (𝑡) = 𝑥𝑎 (𝑡)𝑒 −𝑗𝜔𝑐 𝑡 𝑎(𝑡) = |𝑥𝑒 (𝑡)| 𝜀 ≤ √100,1𝐴𝑚𝑎𝑥 − 1
Analog modulation: √100,1𝐴𝑚𝑖𝑛 − 1
𝐴 𝛽 =
𝜑𝐷𝑆𝐵 (𝑡) = 𝑚(𝑡)cos(𝜔𝑐 𝑡) 𝛽𝐴𝑀 = 𝑚⁄𝐴 𝜀
𝜑𝐴𝑀 (𝑡) = (𝑚(𝑡) + 𝐴𝑐 ) 𝑐𝑜𝑠(𝜔𝑐 𝑡) 𝑐 log(𝛽)
𝛥𝜔𝑃𝑀 = 𝑘𝑃𝑀 𝐴𝑚′ Butterworth
𝜑𝐿(𝑈)𝐵 (𝑡) = 𝜑𝐷𝑆𝐵 (𝑡) ± 𝜑̂𝐷𝑆𝐵 (𝑡) 𝜔𝑠
𝛥𝜔𝑃𝑀 log (𝜔𝑝 )
𝛽𝑃𝑀 = 𝑛≥
𝑊 −1
cosh (𝛽)
𝜑𝑃𝑀 (𝑡) = 𝐴𝑐 𝑐𝑜𝑠(𝜔𝑐 𝑡 + 𝑘𝑃𝑀 𝑚(𝑡)) 𝛥𝜔𝐹𝑀 = 𝑘𝐹𝑀 𝐴𝑚 Chebyshev
𝛥𝜔𝐹𝑀 cosh −1 ( 𝜔𝑠 )
𝜑𝐹𝑀 (𝑡) = 𝐴𝑐 𝑐𝑜𝑠(𝜔𝑐 𝑡 + 𝑘𝐹𝑀 ∫ 𝑚(𝑡)𝑑𝑡) 𝛽𝐹𝑀 = { 𝜔𝑝
𝑊
 Digital Signal Processing formulae – Sebastián Roldán Vasco

Useful power series: Digital frequency: Energy:

∞ 𝑁 𝑁
1 1 − 𝑎𝑁+1 𝜔 = 𝛺𝑇
𝑛 𝑛
∑𝑎 = ; 𝐶𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑐𝑒: |𝑎| < 1 ∑𝑎 = Ω 2𝜋𝑓 2𝜋𝑘 𝐸 = 𝑙𝑖𝑚 ∑ |𝑥[𝑛]|2
1−𝑎 1−𝑎 𝑁→∞
𝑛=0 𝑛=0 𝜔= = = 𝑛=−𝑁
𝐹𝑠 𝐹𝑠 𝑁
Sampling theorem: Quantization: Power:
∞ 2𝑥𝑀 𝑁
1 ∆= 𝐿 = 2𝐵 1
𝑋𝑠 (𝛺) = ∑ 𝑋(𝛺 − 𝑛𝛺𝑠 ) 𝐿 𝑃 = 𝑙𝑖𝑚 ∑ |𝑥[𝑛]|2
𝑇 𝑁→∞ 2𝑁 + 1
𝑛=−∞ ∆ ∆ 𝑛=−𝑁
𝐹𝑠 ≥ 2𝐵𝑊 − < 𝑒𝑞 [𝑛] ≤
2 2
D/A conversion: 𝜎𝑥2 𝜎𝑥
∞ 𝑆𝑄𝑁𝑅 = 10𝑙𝑜𝑔 ( 2 ) = 6.02𝐵 + 4.77 + 20𝑙𝑜𝑔 ( )
1 𝜎𝑒 𝑥𝑀
𝑥(𝑡) = ∑ 𝑥[𝑛]𝑠𝑖𝑛𝑐 ( (𝑡 − 𝑛𝑇))
𝑇
𝑛=−∞
Unit step: Kronecker delta function: Z transform:
∞
1, 𝑛 ≥ 0 1, 𝑛 = 0
𝑢[𝑛] = { 𝛿[𝑛] = {
0, 𝑛 < 0 0, 𝑛 ≠ 0 𝑋(𝑧) = 𝑍{𝑥𝑠 (𝑡)} = ∑ 𝑥[𝑘]𝑧−𝑘
Convolution: 𝑘=−∞
∓𝛼𝑛
∞ 𝑍{𝑒 𝑥[𝑛]} = 𝑋(𝑧𝑒 ±𝛼 )
𝑥[𝑛] ∗ ℎ[𝑛] = ∑ 𝑥[𝑚]ℎ[𝑛 − 𝑚] 𝑍{𝑥1 [𝑛] ∗ 𝑥2 [𝑛]} = 𝑋1 (𝑧)𝑋2 (𝑧)
𝑚=−∞ 𝑍{𝑥[𝑛 − 𝑘]} = 𝑧 −𝑘 𝑋(𝑧)
Circular convolution: −𝑘

𝑁−1 𝑍 + {𝑥[𝑛 − 𝑘]} = 𝑧 −𝑘 ( ∑ 𝑥[𝑚]𝑧 −𝑚 + 𝑋 + (𝑧))

𝑥[𝑛] ⊗ ℎ[𝑛] = ∑ 𝑥[𝑚]ℎ([𝑛 − 𝑚])𝑁 𝑚=−1
𝑛
𝑚=0 1 (𝛾𝑘 ) 𝑢[𝑛] ROC: |𝑧| > |𝛾𝑘 |
𝑍 −1 { }={ 𝑛
Cross-correlation: 1 − 𝛾𝑘 𝑧 −1 −(𝛾𝑘 ) 𝑢[−𝑛 − 1] ROC: |𝑧| < |𝛾𝑘 |
∞
𝑟𝑥𝑦 [𝑙]
𝑟𝑥𝑦 [𝑙] = ∑ 𝑥[𝑛]𝑦[𝑛 − 𝑙] 𝜌𝑥𝑦 [𝑙] =
𝑛=−∞
√𝑟𝑥𝑥 [0]𝑟𝑦𝑦 [0]
LTI Systems:
𝑁 𝑀 DTFT:
∑ 𝑎𝑘 𝑦[𝑛 − 𝑘] = ∑ 𝑏𝑘 𝑥[𝑛 − 𝑘] ∞
𝑋(𝜔) = 𝑋(𝜔 + 2𝑚𝜋)
𝑘=0 𝑘=0 𝑋(𝜔) = ∑ 𝑥[𝑛]𝑒 −𝑗𝜔𝑛 ∀𝑚 ∈ℤ
ℎ[−1] = ℎ[−2] = ⋯ = ℎ[−𝑁] = 0 𝑛=−∞
𝑁
𝐷𝑇𝐹𝑇{𝑥[𝑛] ∗ ℎ[𝑛]}
𝑦[𝑛] = 𝑦𝑧𝑖 [𝑛] + 𝑦𝑧𝑠 [𝑛] = ∑ 𝑐𝑘 𝛾𝑘𝑛 + 𝑥[𝑛] ∗ ℎ[𝑛] 1 𝜋
𝑥[𝑛] = ∫ 𝑋(𝜔)𝑒 𝑗𝜔𝑛 𝑑𝜔 = 𝑋(𝜔)𝐻(𝜔)
𝑘=1 2𝜋 −𝜋
∑𝑀
𝑘=0 𝑏𝑘 𝑧
−𝑘 ∑𝑀
𝑘=0 𝑏𝑘 𝑧
−𝑘
𝐻(𝑧) = 𝑍{ℎ[𝑛]} = 𝑁 =
∑𝑘=0 𝑎𝑘 𝑧 −𝑘 ∏𝑁 −1
𝑘=1(1 − 𝛾𝑘 𝑧 )
DFT: Discrete time Fourier series:
𝑁−1 𝑁−1 𝑁−1
−𝑗
2𝜋𝑘𝑛 1 2𝜋𝑘𝑛 2𝜋𝑘𝑛
𝑋[𝑘] = ∑ 𝑥[𝑛]𝑒 𝑁 𝑥[𝑛] = ∑ 𝑋(𝑘)𝑒 𝑗 𝑁 𝑥[𝑛] = ∑ 𝑐𝑘 𝑒 𝑗 𝑁
𝑁
𝑛=0 𝑘=0 𝑘=0
1
𝑐𝑘 = 𝑋(𝑘)
𝐷𝐹𝑇{𝑥[𝑛] ⊗ ℎ[𝑛]} = 𝑋[𝑘]𝐻[𝑘] 𝑁
Parseval’s theorem: FIR filters:
𝑁−1 𝑁−1 𝜋 Linear phase: ℎ[𝑘 ] = ±ℎ[𝑀 − 1 − 𝑘]
1 1
𝐸 = ∑ |𝑥[𝑛]|2 = ∑ |𝑋[𝑘]|2 = ∫ |𝑋(𝜔)|2 𝑑𝜔 Sampling frequency method:
𝑁 2𝜋 −𝜋
𝑛=0 𝑘=0 𝜆
FFT: 𝑋[𝑘] = ∑𝑁−1 𝑛𝑘 1 𝜋𝑘
𝑛=0 𝑥[𝑛]𝑊𝑁 ℎ[𝑛] = [𝐴[0] + 2 ∑ 𝐴[𝑘](−1)𝑘 cos ( (2𝑛 + 1))]
𝑀 𝑀
𝑘=1
𝑀−1
𝑀 𝑜𝑑𝑑
𝜆={ 2
𝑀
−1 𝑀 𝑒𝑣𝑒𝑛
2

IIR filters:
Impulse invariance method:
𝑁 𝑁
𝑐𝑖 𝑐𝑖
𝐻𝑎 (s) = ∑ → 𝐻(𝑧) = ∑
𝑠 − 𝑝𝑖 1 − 𝑒 𝑝𝑖𝑇 𝑧 −1
𝑖=1 𝑖=1
Bilinear Transformation method:
2 1 − 𝑧 −1 2 𝜔
𝑠= ( −1 ) 𝛺 = 𝑡𝑎𝑛 ( )
𝑇 1+𝑧 𝑇 2