Appendix B

Properties of Linear Time-Invariant Systems and Various Transforms

B.l CONTINUOUS-TIME LTI SYSTEMS Unit impulse response: h(t)
w

Convolution: y ( t ) = x ( t ) * h(t) = Causality: h( t ) = 0, t < 0 Stability:

- ?D

Ih(t)l dt < m

B . 2 THE LAPLACE TRANSFORM

The Bilateral (or Two-sided) Laplace Transform
Definition:

Properties of the Bilateral Laplace Transform:

Linearity: a , x , ( t ) + a,x,(t) -a,X,(s) + a,X,(s), R ' 3 R , n R , Time shifting: x( t - t,) H e-"oX(s), R' = R X(s - so), R' = R + Re(s,) Shifting in s: e"llx(t) Time scaling: x(at) H -X(S), R' = aR la l Time reversal: x( - t) X( -s), R' = -R Differentiation in t : --sX(s), R' 3 R dt fl(s) ,R'=R Differentiation in s: - tx(t ds I 1 Integration: x(r)dr -X(s), R' > R n {Re(s)> 0)
w

Wt)

1 Convolution: x,( t ) * x,( t )

t ,

X,(s)X,(s), R'

3R,

n R,

446

PROPERTIES O F LINEAR TIME-INVARIANT SYSTEMS TRANSFORMS

[APP. B

Some taplace Transforms Pairs:

6(t)
1 , all s

e-"' cos w&t)

s+a
H

(s

+a)2+w i

, Re(s) > - R e ( a )

The Unilateral (or One-sided) Laplace Transform

Definition:

x,(s)

/mx(t)e-stdr
0-

0 - = lirn ( 0 - E )
40

Some Special Properties:

Differentiation in the Time Domain:

d n x ( t) dt"

S"XI(S) - S " - I X ( O - )- S " - 2 X y 0 - )-

. .. -x(n-') (0-

APP. B]

PROPERTIES OF LINEAR TIME-INVARIANT SYSTEMS TRANSFORMS

447

Integration in the Time Domain:

Initial value theorem: ~ ( 0 ' = ) lirn sX,(s)

S-m

Final value theorem: lim x ( t ) = lim sX,(s)

t-oc

s-0

B.3 THE FOURIER TRANSFORM

DeJinition:

Properties of the Fourier Transform: Linearity: a l x l ( t ) a 2 x 2 ( t ) c*alX,(o) a2X2(o) Time shifting: x ( t - t o )c* e - ~ " ' o ~ ( w ) Frequency shifting: e J w ~ ~ ' x c( *tX ) ( o - oo) Time scaling: x ( a t )

Time reversal: x( - t ) c* X ( - o ) Duality: X ( t ) c* 2lrx( - o ) W t ) Time differentiation: -c*jwX(w) dt

dX(4 Frequency differentiation: ( -jt ) x ( t ) c* do

Convolution: x , ( t ) * x 2 ( t )- X , ( w ) X 2 ( w )

- X , ( o ) * X2(W ) 2lr Real signal: x ( t ) = x e ( t )+ x o ( t )- X ( o ) = A ( o ) + j B ( o ) X( -0) =X * ( o ) Even component: x e ( t ) R e { X ( o ) )=A ( w ) Odd component: x o ( t )c*j I m ( X ( o ) )=j B ( o )
Multiplication: x,(t ) x 2 ( t )

448

PROPERTIES OF LINEAR TIME-INVARIANT SYSTEMS TRANSFORMS

[APP. B

Parseval's Relations:

Common Fourier Transforms Pairs:

p,(O =

+ ,

sin w a 2a wa Iwl < a

sin at
-pa(w)
lTt

2 sgn t o 1w

APP. B]

PROPERTIES OF LINEAR TIME-INVARIANT SYSTEMS TRANSFORMS

449

B . 4 DISCRETE-TIME LTI SYSTEMS

Unit sample response: h [ n ]
m

Convolution: y [ n ] = x [ n ]* h [ n ]=
k=
-m

x [ k ] h [ n- k ]

Causality: h [ n ]= 0, n < 0
m

Stability:
n= -m

( h [ n ] ( d< t a :

B.5 THE Z-TRANSFORM

The Bilateral (or Two-sided) z-Transform:
Dejnition:

Transform: Properties of the z-

Linearity: a l x l [ n ] + a 2 x 2 [ nt]- , a , X 1 ( z )+ a 2 X 2 ( z ) ,R' 3 R , nR 2 Time shifting: x [ n - n o ]-2-"oX(z), R' 3 R n (0 < lzl < w) Multiplication by z:: z:x[n]

Multiplication by ejR1tN: e ~ ~ o " ~ [~ n( ] e-jnl)z) R' , Time reversal: x[ - n ] t-,X

1

- -1,
x(%
Z

R ' = lzdR
=R

dX(z ) Multiplication by n: nx[n]o - z , R' = R dz n 1 Accumulation: x[n] X ( z ) , R' 3 R

k = - OC

1-2-'

n {lzl > 1)

Some Common z-Transforms Pairs:

6[n]

1 , all z

450

PROPERTIES O F LINEAR TIME-INVARIANT SYSTEMS TRANSFORMS

[APP. B

6[n - m] -zPm, all z except 0 if m > 0, or 03 if m < 0 1 Z anu[n] =, IzI > la1 1-az-' z-a 1 Z -anu[-n - 11=, Izl < lal 1-az-' z-a

(COS

fl,n)u[n

(sin n,n)u[n]

( r ncos R,n)u[n] ( r n sin fl,n)u[n]

z 2 - (cos 0,)z , lzl > 1 z 2 - (2cos n o ) z + 1

(sin 0 , ) z , 121 > 1 z 2 - (2cos Ro)z + 1 z 2 - ( r cos n o ) z Izl > r z 2 - (2r cos n,)z + r 2 ' ( r sin 0 , ) z Izl > r ~~-(2rcos~~)z+r~' 1 -aNz-N IzI>O 1 - az-I
9

OsnsN-1otherwise

The Unilateral (or One-sided) z-Transform:

Some Special Properties:

Time-Shifting Property:

Initial value theorem: x[O] = lim X( z)

z-rm

Final value theorem: lim x[N] = lim (1 - z- ')X( z)

N-m

z- 1

APP. B]

PROPERTIES O F LINEAR TIME-INVARIANT SYSTEMS TRANSFORMS

45 1

B.6 THE DISCRETE-TIME FOURIER TRANSFORM Definition:

X ( R )=

C
n=
-0c

x [n] eeJf'"

Properties of the Discrete-Time Fourier Transform:

Periodicity: x [ n ] X ( R ) = X ( R + 2rr) ] + a ,X J R ) + a 2 X 2 ( R ) Linearity: a , x , [ n ]+ a 2 x 2 [ n+ Time shifting: x [ n - n o ]++ e - ~ ~ " l l X ( R ) Frequency shifting: e ~ " ~ " x [ n ]X ( R - R,) Conjugation: x * [ n ] X*( - R ) Time Reversal: x[ - n ] X( - R ) ifn=km -X(mR) Time Scaling: x(,,,[n] = ifnzkm dX(R) Frequency differentiation: m [ n ] j-----dR First difference: x [ n ]- x [ n - 11 ++ ( 1 - e - j o ) x ( f l ) Accumulation:

-C
n

x[k]

k=

-CC

rrX(0)S ( R )+ 1 - e -jn x(n)

A

Convolution: x , [ n ]* x 2 [ n ] + +X , ( R ) X , ( R ) Multiplication: x , [ n ] x 2 [ n ] - X , ( R ) @ X 2 ( R ) 2rr Real sequence: x [ n ]= x , [ n ] + x,[n] X ( R ) = A ( R ) + j B ( R ) X(-R) =X*(R) Even component: x,[n] R e { X ( R ) )= A ( R ) Odd component: x,[n] j 1 m { X ( R ) )= j B ( R )
+ +

Parseval's Relations:

45 2

PROPERTIES O F LINEAR TIME-INVARIANT SYSTEMS TRANSFORMS

[APP. B

Some Common Fourier Transform Pairs:

sin Wn

n-n

(0<Wcn-1-X(fl)=

0 i IRIS w W<ln,5T

B . 7 DISCRETE FOURIER TRANSFORM

Definition:

x [ n ] =O

outside the range 0 I nI N

-1

x[n]

~ [ k ]

Properties of the DFT:

Linearity: a , x , [ n ]+ a 2 x 2 [ n] a , X , [ k ]+ a , X , [ k ] w,knux[k] Time shifting: x [ n - no],, Frequency shifting: ~ ; ~ " u x [ n ]X[k- k,],,

--

APP. B]

PROPERTIES OF LINEAR TIME-INVARIANT SYSTEMS TRANSFORMS

453

Conjugation: x * [ n ]HX * [ - k Imod Time reversal: x[ - n],,, w X [ - k I, Duality: X [ n ] Nx[-k],,, Circular convolution: x , [ n ]@ x 2 [ n ]X , [ k ] X , [ k ]

Multiplication: x , [ n ] x 2 [ no ] -X,[k] @X2[k] N Real sequence: x [ n ] = x e [ n ]+ x o [ n ] X [ k ] = A [ k ] + j B [ k ] x[-klmo,, =X*[kl Even component: x e [ n ]t , R e ( X [ k1) =A [ k ] Odd component: x o [ n ] j Im{X [ k ] )=jB[k ]
Parseval S Relation:

Note

B.8 FOURIER SERIES

Complex hkponential Fourier Series:

Trigonometric Fourier Series:

a0 ~ ( t=) - +

x ( a kcos kwOt+ bk sin k ~ , t )

m

k=l

x ( t ) sin kw,tdt

Harmonic Form Fourier Series:

454

PROPERTIES OF LINEAR TIME-INVARIANT SYSTEMS TRANSFORMS

[APP. B

Relations among Various Fourier Coefiients:

Parseval's Theorem for Fourier Series: 1

- I
To

/ To

) l2 dt

k= - m

Icx12

B.9 DISCRETE FOURIER SERIES

Parseval's Theorem for Discrete Fourier Series:

Appendix C
Review of Complex Numbers
C.l REPRESENTATION OF COMPLEX NUMBERS
The complex number z can be expressed in several ways. Cartesian or rectangular form:

z=a+jb
where j = and a and b are real numbers referred to the real part and the imaginary part of z. a and b are often expressed as
a
=

Re{z)

b = lrn{z)

(c.2)

where "Re" denotes the "real part o f ' and "Im" denotes the "imaginary part of." Polar form:
z
=

where r > 0 is the magnitude of z and 6 is the angle or phasc~ of z. These quantities are often written as

r = IzI

O=LZ

(C-4)

(C.5) or from Fig. C-1 the relationships between the cartesian and polar representations of z are a
=r

Figure C-1 is the graphical representation of z. Using Euler's formula, = cos6 +jsinO

cos 6

b = I- sin 0

(C.6a)

Fig. C-1

455

456

REVIEW O F COMPLEX NUMBERS

C.2 ADDITION, MULTIPLICATION, AND DMSION

If z , = a , + j b , and z, = a ,

+ jb,, then z, + z2 = ( a , + a , ) + j(b, + b,)

z l z 2= ( a l a 2- b,b2) +j(a,b, + b p , )

(C. 1 0 ) (C. I I )

C.3 THE COMPLEX CONJUGATE The complex conjugate of z is denoted by z* and is given by

Useful relationships: 1. zz* = r 2

4.

z - z * =j2Im(z}

C.4 POWERS AND ROOTS OF COMPLEX NUMBERS The nth power of the complex number z = reie is
n = neine = r "(cos

n8 + j sin n8)

(C. 13)

from which we have DeMoivre's relation (C.14)

APP. Cl

REVIEW OF COMPLEX NUMBERS

The nth root of a complex z is the number w such that

W n = z = reje

( C .15)
( C .16)

Thus, to find the nth root of a complex number z we must solve

Wn

- reje

=0

which is an equation of degree n and hence has n roots. These roots are given by - l/nei[e+2(k - l ) ~ ] / n Wk k = 1,2, ..., n (C.17)

Appendix D
Useful Mathematical Formulas
D.1 SUMMATION FORMULAS

D.2

EULER'S FORMULAS

D.3 TRIGONOMETRIC IDENTITIES

sin2B +cos26 = 1 sin2B = $ ( I - cos20) cos2 0 =

i(1 + cos20)
+

sin20 = 2sinOcosO cos 26 = cos' 0 - sin2 0 = 1 - 2 cos2 0 sin(a f P ) = sin a cos p cos a sin p

APP. Dl

USEFUL MATHEMATICAL FORMULAS

+ p) = cos a cos p T cos a cos /3 sin a sin P = [cos(a - /3) - cos(a + P)] COS a COS p = 3 [COS((Y - p) + cos(a + P)] sin a cos P = $[sin(a - P) + sin(a + P)]
cos(a sina+sinp=2sincosa + c o s p
= 2cos

a+p
2
COS

a-p 2

a + @ a-/3 COS 2 2

a cos a + b sin a =

cos a-tan-'!)

D.4 POWER SERIES EXPANSIONS

D.5 EXPONENTIAL AND LOGARITHMIC FUNCTIONS

log, N = log, N log, a

=-

log, N log, b

460

USEFUL MATHEMATICAL FORMULAS

[APP. D

D.6 SOME DEFINITE INTEGRALS