Transform Pairs PDF

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 6

Tables of Transform Pairs

2005 by Marc Stoecklin — marc


a stoecklin.net — http://www.stoecklin.net/ — December 8, 2005 — version 1.5

Students and engineers in communications and mathematics are confronted with transforma-
tions such as the z-Transform, the Fourier transform, or the Laplace transform. Often it is
quite hard to quickly find the appropriate transform in a book or the Internet, much less to
have a good overview of transformation pairs and corresponding properties.
In this document I present a handy collection of the most common transform pairs and
properties of the

. continuous-time frequency Fourier transform (2πf ),

. continuous-time pulsation Fourier transform (ω),

. z-Transform,

. discrete-time Fourier transform DTFT, and

. Laplace transform

arranged in a table and ordered by subject. The properties of each transformation are indicated
in the first part of each topic whereas specific transform pairs are listed afterwards.
Please note that, before including a transformation pair in the table, I verified their cor-
rectness. However, it is still possible that there might be some mistakes due to typos. I’d be
grateful to everyone for dropping me a line and indicating me erroneous formulas.

Some useful conventions and formulas


sin(x)
Sinc function sinc (x) ≡ x
R +∞
Convolution f ∗ g(t) = −∞
f (τ )g ∗ (t − τ )dτ
R +∞ R +∞
Parseval theorem −∞
f (t)g ∗ (t)dt = −∞
F (f )G∗ (f )df
R +∞ R +∞
−∞
|f (t)|2 dt = −∞
|F (f )|2 df

Real part <e{f (t)} = 1


2 [f (t) + f ∗ (t)]

Imaginary part =m{f (t)} = 1


2 [f (t) − f ∗ (t)]
ejx −e−jx ejx +e−jx
Sine / Cosine sin (x) = 2j cos (x) = 2

1−xn+1
P∞ 1
Pn
Geometric sequences k=0 xk = 1−x k=0 xk = 1−x

xm −xn+1
Pn
General case : k=m xk = 1−x

1
Marc Stoecklin : TABLES OF TRANSFORM PAIRS 2

Table of Continuous-time Frequency Fourier Transform Pairs

R +∞ F R +∞
f (t) = F −1 {F (f )} = −∞ f (t)ej2πf t df ⇐==⇒ F (f ) = F {f (t)} = −∞ f (t)e−j2πf t dt

F
f (t) ⇐==⇒ F (f )
F
f (−t) ⇐==⇒ F (−f )
F
f ∗ (t) ⇐==⇒ F ∗ (−f )
F
f (t) is purely real ⇐==⇒ F (f ) = F ∗ (−f ) even/symmetry
F
f (t) is purely imaginary ⇐==⇒ F (f ) = −F ∗ (−f ) odd/antisymmetry
F
even/symmetry f (t) = f ∗ (−t) ⇐==⇒ F (f ) is purely real
F
odd/antisymmetry f (t) = −f ∗ (−t) ⇐==⇒ F (f ) is purely imaginary
F
time shifting f (t − t0 ) ⇐==⇒ F (f )e−j2πf t0
F
f (t)ej2πf0 t ⇐==⇒ F (f −“ f0”) frequency shifting
F 1 f
time scaling f (af ) ⇐==⇒ |a|
F a
“ ”
F
1
|a|
f fa ⇐==⇒ F (af ) frequency scaling
F
af (t) + bg(t) ⇐==⇒ aF (f ) + bG(t)
F
f (t)g(t) ⇐==⇒ F (f ) ∗ G(f )
F
f (t) ∗ g(t) ⇐==⇒ F (f )G(f )
F
δ(t) ⇐==⇒ 1
F
δ(t − t0 ) ⇐==⇒ e−j2πf t0
F
1 ⇐==⇒ δ(f )
F
ej2πf0 t ⇐==⇒ δ(f − f0 )
F 2a
e−a|t| a>0 ⇐==⇒ a2 +4π 2 f 2
2 F 2
e−πt ⇐==⇒ e−πf
2 F 1 2
ejπt ⇐==⇒ ejπ( 4 −f )
F j ˆ −jφ
δ (f + f0 ) − ejφ δ (f − f0 )
˜
sin (2πf0 t + φ) ⇐==⇒ 2
e
F 1
ˆ −jφ
δ (f + f0 ) + ejφ δ (f − f0 )
˜
cos (2πf0 t + φ) ⇐==⇒ 2
e
F j
f (t) sin (2πf0 t) ⇐==⇒ 2
[F (f + f0 ) − F (f − f0 )]
F 1
f (t) cos (2πf0 t) ⇐==⇒ 2
[F (f + f0 ) + F (f − f0 )]
F 1
sin2 (t) 2δ(f ) − δ f − π1 − δ f + 1
ˆ ` ´ ` ´˜
⇐==⇒ 4 π
F 1
cos2 (t) 2δ(f ) + δ f − π1 + δ f + 1
ˆ ` ´ ` ´˜
⇐==⇒ 4 π
8
T
`t´ <1|t| 6 F
rect T
= 1[− T ,+ T ] (t) = : 2
T
⇐==⇒ T sinc T f
2 2 |t| >
0 2
` t ´ <1 − |t|
8
|t| 6 T F
triang T = : T ⇐==⇒ T sinc2 T f
0 |t| > T
8
<1 t > 0 F 1
u(t) = 1[0,+∞] (t) = : ⇐==⇒ j2πf
+ δ(f )
0 t<0
8
<1 t>0 F 1
sgn (t) = : ⇐==⇒ jπf
−1 t < 0
“ ”
F 1 f 1
sinc (Bt) ⇐==⇒ B
rect B
= 1
B [− B ,+ B ]
(f )
“ ” 2 2
F 1 f
sinc2 (Bt) ⇐==⇒ B
triang B

dn F
dtn
f (t) ⇐==⇒ (j2πf )n F (f )
n F 1 dn
t f (t) ⇐==⇒ (−j2π)n df n
F (f )
1 F
1+t2
⇐==⇒ πe−2π|f |
Marc Stoecklin : TABLES OF TRANSFORM PAIRS 3

Table of Continuous-time Pulsation Fourier Transform Pairs

R +∞ F R +∞
x(t) = Fω−1 {X(ω)} = −∞ x(t)ejωt dω ω
⇐==⇒ X(ω) = Fω {x(t)} = −∞ x(t)e−jωt dt


x(t) ⇐==⇒ X(ω)

x(−t) ⇐==⇒ X(−ω)

x∗ (t) ⇐==⇒ X ∗ (−ω)

x(t) is purely real ⇐==⇒ X(f ) = X ∗ (−ω) even/symmetry

x(t) is purely imaginary ⇐==⇒ X(f ) = −X ∗ (−ω) odd/antisymmetry

even/symmetry x(t) = x∗ (−t) ⇐==⇒ X(ω) is purely real

odd/antisymmetry x(t) = −x∗ (−t) ⇐==⇒ X(ω) is purely imaginary

time shifting x(t − t0 ) ⇐==⇒ X(ω)e−jωt0

x(t)ejω0 t ⇐==⇒ X(ω − ω0 ) frequency shifting
F 1
ω
X ω
` ´
time scaling x (af ) ⇐==⇒ |a| a
F
“ ”
1
|a|
x fa ω
⇐==⇒ X(aω) frequency scaling

ax1 (t) + bx2 (t) ⇐==⇒ aX1 (ω) + bX2 (ω)
Fω 1
x1 (t)x2 (t) ⇐==⇒ X (ω)
2π 1
∗ X2 (ω)

x1 (t) ∗ x2 (t) ⇐==⇒ X1 (ω)X2 (ω)

δ(t) ⇐==⇒ 1

δ(t − t0 ) ⇐==⇒ e−jωt0

1 ⇐==⇒ 2πδ(ω)

ejω0 t ⇐==⇒ 2πδ(ω − ω0 )
Fω 2a
e−a|t| a>0 ⇐==⇒ a2 +ω 2
Fω 1
e−at u(t) <{a} > 0 ⇐==⇒ a+jω
Fω 1
e−at u(−t) <{a} > 0 ⇐==⇒ a−jω
t2 F √ σ2 ω2
e 2σ 2
ω
⇐==⇒ σ 2πe− 2

jπ e−jφ δ (ω + ω0 ) − ejφ δ (ω − ω0 )
ˆ ˜
sin (ω0 t + φ) ⇐==⇒

π e−jφ δ (ω + ω0 ) + ejφ δ (ω − ω0 )
ˆ ˜
cos (ω0 t + φ) ⇐==⇒
Fω j
x(t) sin (ω0 t) ⇐==⇒ 2
[X (ω + ω0 ) − X (ω − ω0 )]
Fω 1
x(t) cos (ω0 t) ⇐==⇒ 2
[X (ω + ω0 ) + X (ω − ω0 )]

sin2 (ω0 t) ⇐==⇒ π 2 [2δ(f ) − δ (ω − ω0 ) − δ (ω + ω0 )]

cos2 (ω0 t) ⇐==⇒ π 2 [2δ(ω) + δ (ω − ω0 ) + δ (ω + ω0 )]
8
`t´ <1 |t| 6 T2 Fω

ωT

rect T
= 1[− T ,+ T ] (t) = : ⇐==⇒ T sinc 2
2 2 |t| > T2
0
` t ´ <1 − |t|
8
|t| 6 T F
“ ”
ω ωT
triang T = : T ⇐==⇒ T sinc2 2
0 |t| > T
8
<1 t > 0 Fω 1
u(t) = 1[0,+∞] (t) = : ⇐==⇒ πδ(f ) + jω
0 t<0
8
<1 t>0 Fω 2
sgn (t) = : ⇐==⇒ jω
−1 t < 0
F 1 ω
ω
= 1
` ´
sinc (T t) ⇐==⇒ T
rect 2πT
1[−2πT,+2πT ] (f )
Fω 1
` ω ´ T
sinc2 (T t) ⇐==⇒ T
triang 2πT

dn Fω
dtn
f (t) ⇐==⇒ (jω)n X(ω)
Fω dn
tn f (t) ⇐==⇒ j n df n X(ω)
1 Fω
t
⇐==⇒ −jπsgn(ω)
Marc Stoecklin : TABLES OF TRANSFORM PAIRS 4

Table of Z-Transform Pairs

1 Z P+∞
x[n] = Z −1 {X(z)} = X(z)z n−1 dz x[n]z −n
H
2πj
⇐==⇒ X(z) = Z {x[n]} = n=−∞ ROC

Z
x[n] ⇐==⇒ X(z) Rx
Z
x[−n] ⇐==⇒ X( z1 ) 1
Rx
Z
x∗ [n] ⇐==⇒ X ∗ (z ∗ ) Rx
Z
x∗ [−n] ⇐==⇒ X ∗ ( z1∗ ) 1
Rx

Z 1
<e{x[n]} ⇐==⇒ 2
[X(z) + X ∗ (z ∗ )] Rx
Z 1
=m{x[n]} ⇐==⇒ 2j
[X(z) − X ∗ (z ∗ )] Rx
Z
time shifting x[n − n0 ] ⇐==⇒ z −n0 X(z) Rx
Z
an x[n] X az
` ´
⇐==⇒ |a|Rx
Z
“ 1
” j2ω
1 PN −1
downsampling by N x[N n] N ∈ N0 ⇐==⇒ N
k N
k=0 X WN z WN = e− N Rx
Z
ax1 [n] + bx2 [n] ⇐==⇒ aX1 (z) + bX2 (z) Rx ∩ Ry
Z 1
H ` z ´ −1
x1 [n]x2 [n] ⇐==⇒ 2πj
X1 (u)X2 u u du R x ∩ Ry
Z
x1 [n] ∗ x2 [n] ⇐==⇒ X1 (z)X2 (t) Rx ∩ Ry
Z
δ[n] ⇐==⇒ 1 ∀z
Z
δ[n − n0 ] ⇐==⇒ z −n0 ∀z
Z z
u[n] ⇐==⇒ z−1
|z| > 1
Z z
−u[−n − 1] ⇐==⇒ z−1
|z| < 1
Z z
nu[n] ⇐==⇒ (z−1)2
|z| > 1
Z z(z+1)
n2 u[n] ⇐==⇒ (z−1)3
|z| > 1
Z z(z 2 +4z+1)
n3 u[n] ⇐==⇒ (z−1)4
|z| > 1
Z z
(−1)n ⇐==⇒ z+1
|z| < 1
Z z
an u[n] ⇐==⇒ z−a
|z| > |a|
Z z
−an u[−n − 1] ⇐==⇒ z−a
|z| < |a|
Z 1
an−1 u[n − 1] ⇐==⇒ z−a
|z| > |a|
Z az
nan u[n] ⇐==⇒ (z−a)2
|z| > |a|
Z az(z+a
n2 an u[n] ⇐==⇒ (z−a)3
|z| > |a|
Z z
e−an u[n] ⇐==⇒ z−e−a
|z| > |e−a |
(
an n = 0, . . . , N − 1 Z 1−aN z −N
⇐==⇒ 1−az −1
|z| > 0
0 otherwise
Z z sin(ω0 )
sin (ω0 n) u[n] ⇐==⇒ z 2 −2 cos(ω0 )z+1
|z| > 1
Z z(z−cos(ω0 ))
cos (ω0 n) u[n] ⇐==⇒ z 2 −2 cos(ω0 )z+1
|z| > 1
Z za sin(ω0 )
an sin (ω0 n) u[n] ⇐==⇒ z 2 −2a cos(ω0 )z+a2
|z| > a
Z z(z−a cos(ω0 ))
an cos (ω0 n) u[n] ⇐==⇒ z 2 −2a cos(ω0 )z+a2
|z| > a
Z d
nx[n] ⇐==⇒ −z dz X(z) Rx
x[n] Z R z X(z)
Qm n
⇐==⇒ − 0 z dz Rx
i=1 (n−i+1) Z z
am m!
am u[n] ⇐==⇒ (z−a)m+1

z z −1
Please note : z−1
= 1−z −1
Marc Stoecklin : TABLES OF TRANSFORM PAIRS 5

Table of Discrete Time Fourier Transform (DTFT) Pairs

1
R +π DT F T P+∞
x[n] = 2π −π X(ejω )ejωn dω ⇐==⇒ X(ejω ) = n=−∞ x[n]e−jωn

DT F T
x[n] ⇐==⇒ X(ejω )
DT F T
x[−n] ⇐==⇒ X(e−jω )
DT F T
x∗ [n] ⇐==⇒ X ∗ (e−jω )
DT F T
x[n] is purely real ⇐==⇒ X(ejω ) = X ∗ (e−jω ) even/symmetry
DT F T
x[n] is purely imaginary ⇐==⇒ X(ejω ) = −X ∗ (e−jω ) odd/antisymmetry
DT F T
even/symmetry x[n] = x∗ [−n] ⇐==⇒ X(ejω ) is purely real
DT F T
odd/antisymmetry x[n] = −x∗ [−n] ⇐==⇒ X(ejω ) is purely imaginary
DT F T
time shifting x[n − n0 ] ⇐==⇒ X(ejω )e−jωn0
DT F T
x[n]ejω0 n ⇐==⇒ X(ej(ω−ω0 ) ) frequency shifting
DT F T 1 PN −1 j ω−2πk
N x[N n] N ∈ N0
downsampling by 8 ⇐==⇒ N k=0 X(e
N )
<x n
ˆ ˜
n = kN DT F T
upsampling by N : N ⇐==⇒ X(ejN ω )
0 otherwise
DT F T
ax1 [n] + bx2 [n] ⇐==⇒ aX1 (ejω ) + bX2 (ejω )
DT F T 1
R +π
x1 [n]x2 [n] ⇐==⇒ X1 (ejω ) ∗ X2 (ejω ) = 2π −π X1 (e
j(ω−σ) )X (ejσ )dσ
2
DT F T
x1 [n] ∗ x2 [n] ⇐==⇒ X1 (ejω )X2 (ejω )
DT F T
δ[n] ⇐==⇒ 1
DT F T
δ[n − n0 ] ⇐==⇒ e−jωn0
DT F T
δ̃(ω) = +∞
P
1 ⇐==⇒ k=−∞ δ(ω + 2πk)
DT F T
ejω0 n δ̃(ω − ω0 ) = +∞
P
⇐==⇒ k=−∞ δ(ω − ω0 + 2πk)

DT F T 1
u[n] ⇐==⇒ 1−e−jω
+ 21 δ̃(ω)
DT F T 1
an u[n] (|a| < 1) ⇐==⇒ 1−ae−jω
DT F T 1
(n + 1)an u[n] ⇐==⇒
(1−ae−jω )2
DT F T j −jφ
sin (ω0 n + φ) ⇐==⇒ 2
[e δ̃ (ω + ω0 + 2πk) − e+jφ δ̃ (ω − ω0 + 2πk)]
DT F T 1 −jφ
cos (ω0 n + φ) ⇐==⇒ 2
[e δ̃ (ω + ω0 + 2πk) + e+jφ δ̃ (ω − ω0 + 2πk)]
8
sin(ωc n) DT F T
˜

ω
<1
” |ω| < ωc
n
= ωc sinc (ωc n) ⇐==⇒ rect ωc
=:
0 ωc < |ω| < π
8
<1 |n| 6 M
` n
´ DT F T sin[ω (M + 1 )]
Window : =:
rect M
⇐==⇒ sin(ω/2)
2
0 otherwise
8
`n 1
´ <1 0 6 n 6 M DT F T sin[ω(M +1)/2] −jωM/2
MA : rect M − 2 = : ⇐==⇒ sin(ω/2)
e
0 otherwise
“ ” 8 <1 0 6 n 6 M − 1
n 1 DT F T sin[ωM/2] −jω(M −1)/2
MA : rect M −1 − 2 = : ⇐==⇒ sin(ω/2)
e
0 otherwise
DT F T d
nx[n] ⇐==⇒ j dω X(ejω )
DT F T
x[n] − x[n − 1] ⇐==⇒ (1 − e−jω )X(ejω )
an sin[ω0 (n+1)] DT F T 1
u[n] |a| < 1 ⇐==⇒
sin ω0 1−2a cos(ω0 e−jω )+a2 e−j2ω

Some remarks
+∞
X +∞
δ̃(ω) = δ(ω + 2πk)
X
˜
rect(ω) = rect(ω + 2πk)
k=−∞
k=−∞
Parseval :
+∞ Z +π
X 1
|x[n]|2 = |X(ejω )|2 dω
n=−∞
2π −π
Marc Stoecklin : TABLES OF TRANSFORM PAIRS 6

Table of Laplace Transform Pairs

1
R c+j∞ L R +∞
f (t) = −1 {F (s)} = 2πj c−j∞ F (s)est ds ⇐==⇒ F (s) = L {f (t)} = −∞ f (t)e−st dt

L
f (t) ⇐==⇒ F (s)
L
f (t − a) t>a>0 ⇐==⇒ a−as F (s)
L
e−at f (t) ⇐==⇒ F (s + a)
L 1
f (at) a>0 ⇐==⇒ a
F ( as )
L
af1 (t) + bf2 (t) ⇐==⇒ aF1 (s) + bF2 (s)
L
f1 (t)f2 (t) ⇐==⇒ F1 (s) ∗ F2 (s)
L
f1 (t) ∗ f2 (t) ⇐==⇒ F1 (s)F2 (s)
L
δ(t) ⇐==⇒ 1
L 1
1 ⇐==⇒ s
L 1
t ⇐==⇒ s2

L 1
e−at ⇐==⇒ s+a
L 1
te−at ⇐==⇒ (s+a)2
L a
1− e−at ⇐==⇒ s(s+a)
t
−a L
1 1
a
e ⇐==⇒ 1+as
1
` −at
´ L 1
a
1−e ⇐==⇒ s+a

L ω
sin (ωt) ⇐==⇒ s2 +ω 2
L s
cos (ωt) ⇐==⇒ s2 +ω 2
L ω
sinh (ωt) ⇐==⇒ s2 −ω 2
L s
cosh (ωt) ⇐==⇒ s2 −ω 2
L ω
e−at sin (ωt) ⇐==⇒ (s+a)2 +ω 2
L s+a
e−at cos (ωt) ⇐==⇒ (s+a)2 +ω 2

L n!
tn ⇐==⇒ s+n+1
L
tn f (t) ⇐==⇒ (−1)n F (n) (s)

d L
f 0 (t) = dt
f (t) ⇐==⇒ sF (s) − f (0)
2 L
d
f 00 (t) = dt2
f (t) ⇐==⇒ s2 F (s) − sf (0) − f 0 (0)
dn L
In general : f (n) (t) = dtn
f (t) ⇐==⇒ sn F (s) − sn−1 f (0) − . . . − f (n−1) (0)
Rt L 1
0 f (u)du ⇐==⇒ F (s)
1 L Rs ∞
t
f (t) ⇐==⇒ s F (u)du

L F (s)−f −1
f −1 (t) ⇐==⇒ s
L F (s) f −1 (0) f −2 (0) f −n (0)
f −n (t) ⇐==⇒ sn
+ sn + sn−1
+ ... + s

You might also like