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Continuous and Discrete Time Signals and Systems

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CONTINUOUS AND DISCRETE TIME
SIGNALS AND SYSTEMS
(with Analog and Digital Filters)

Athansios I. Margaris
BSc in Physics
MSc, PHD in Computer Science

TZIOLAS PUBLICATIONS
Table of Contents

Preface i

1 CONTINUOUS TIME SIGNALS 1

1.1 Introduction to the continuous time signals . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Energy and power of continuous time signals . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Periodic signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.4 Even and odd signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.5 Elementary exponential and trigonometric signals . . . . . . . . . . . . . . . . . . . . . . 12
1.5.1 Exponential signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.5.2 Sinusoidal signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.6 Generalized functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.6.1 The unit step function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.6.2 The unit ramp function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.6.3 The unit impulse function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.7 Other signal representation functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.8 Elementary transformations of continuous signals . . . . . . . . . . . . . . . . . . . . . . 23
1.9 Signal representation using elementary functions . . . . . . . . . . . . . . . . . . . . . . . 25
1.9.1 Signal representation with the unit step function u(t) . . . . . . . . . . . . . . 25
1.9.2 Signal representation with the unit impulse function δ(t) . . . . . . . . . . . . 26
1.9.3 Addition, multiplication, and composition of signals . . . . . . . . . . . . . . . 28
1.9.4 Convolution of continuous time signals . . . . . . . . . . . . . . . . . . . . . . 29
1.9.5 Correlation and autocorrelation of continuous time signals . . . . . . . . . . . 41
1.10 Signal vector spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
1.10.1 Inner product between continuous signals . . . . . . . . . . . . . . . . . . . . 48

2 CONTINUOUS TIME SYSTEMS 49

2.1 Introduction to the continuous time systems . . . . . . . . . . . . . . . . . . . . . . . . . 50
2.2 Classification of continuous time systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
2.2.1 Deterministic and stochastic systems . . . . . . . . . . . . . . . . . . . . . . . 51
2.2.2 SISO, SIMO, MISO, and MIMO systems . . . . . . . . . . . . . . . . . . . . . . 52
2.2.3 Static and dynamic systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
2.2.4 Causal and noncausal systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
2.2.5 Linear and nonlinear systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
2.2.6 Time-varying and time invariant systems . . . . . . . . . . . . . . . . . . . . . 56
2.3 Stability of continuous time systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
2.4 Impulse, step, and frequency response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
2.5 Linear and time invariant systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
2.5.1 Systems interconnection and the convolution property . . . . . . . . . . . . . . 65
2.5.2 The impulse response of the LTI systems . . . . . . . . . . . . . . . . . . . . . 66
2.5.3 The frequency response of the LTI systems . . . . . . . . . . . . . . . . . . . . 78
2.5.4 Eigenvalues and eigenfunctions - the transfer function . . . . . . . . . . . . . . 79
2.5.5 Stability of LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
2.6 Combining continuous time systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
2.7 Representing systems with block diagrams . . . . . . . . . . . . . . . . . . . . . . . . . . 90
2.7.1 Direct Form I Realization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
2.7.2 Direct Form II Realization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
2.7.3 The cases N = M = 1 and N = M = 2 . . . . . . . . . . . . . . . . . . . . . . . 92

v
vi TABLE OF CONTENTS

2.8 Inverse LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95

2.9 State space representation of LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
2.9.1 Building the normal equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
2.9.2 Normal equations and direct Form I realization . . . . . . . . . . . . . . . . . . 103
2.9.3 The case of MIMO systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
2.9.4 Solving the state equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
2.9.5 Estimating the exponential function eAt . . . . . . . . . . . . . . . . . . . . . . 109
2.9.6 Impulse response and state space . . . . . . . . . . . . . . . . . . . . . . . . . 114
2.9.7 The state transition matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
2.9.8 Similarity transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
2.9.9 Controllability and observability . . . . . . . . . . . . . . . . . . . . . . . . . . 120
2.9.10 The stability in the state space . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

3 FOURIER ANALYSIS IN CONTINUOUS TIME DOMAIN 139

3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
3.2 Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
3.2.1 Fourier series of even and odd functions . . . . . . . . . . . . . . . . . . . . . . 142
3.2.2 The exponential form of Fourier series . . . . . . . . . . . . . . . . . . . . . . . 142
3.2.3 The conditions for the convergence of Fourier series . . . . . . . . . . . . . . . 146
3.2.4 Gibbs effect . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
3.2.5 Properties of Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
3.2.6 Parseval’s equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
3.2.7 Fourier series and LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
3.3 Continuous time Fourier transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
3.3.1 Fourier integral and trigonometric transformations . . . . . . . . . . . . . . . . 165
3.3.2 The amplitude and the phase of the Fourier transform . . . . . . . . . . . . . . 167
3.3.3 The conditions for the convergence of Fourier transform . . . . . . . . . . . . . 168
3.3.4 Fourier transform estimation examples . . . . . . . . . . . . . . . . . . . . . . 169
3.3.5 The properties of the Fourier transform . . . . . . . . . . . . . . . . . . . . . . 173
3.3.6 Fourier transform of periodic signals . . . . . . . . . . . . . . . . . . . . . . . . 183
3.3.7 The bandwidth theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
3.3.8 The inverse Fourier transform . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
3.4 Description of systems in the frequency domain . . . . . . . . . . . . . . . . . . . . . . . . 196
3.4.1 Amplitude-phase representation and the convolution theorem . . . . . . . . . . 197
3.4.2 Linear and nonlinear phase systems . . . . . . . . . . . . . . . . . . . . . . . . 202
3.5 Frequency selective filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
3.5.1 Ideal filterts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
3.5.2 Real filterts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209

4 THE LAPLACE TRANSFORM 217

4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
4.2 Existence and region of convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
4.2.1 Properties of the region of convergence . . . . . . . . . . . . . . . . . . . . . . . 222
4.3 Laplace transform examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
4.4 Poles and zeros of the Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
4.5 The properties of the Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . 230
4.6 Initial and final value theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 238
4.7 The inverse Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
4.7.1 The complex integration method . . . . . . . . . . . . . . . . . . . . . . . . . . 241
4.7.2 The power series method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248
4.7.3 The partial fractions expansion method . . . . . . . . . . . . . . . . . . . . . . 249
4.7.4 Heaviside’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
4.8 Solving differential equations with the Laplace transform . . . . . . . . . . . . . . . . . . . 253
4.8.1 Continuous time systems of first and second order . . . . . . . . . . . . . . . . 255

5 SYSTEM ANALYSIS IN THE S DOMAIN 267

5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268
5.2 The transfer function of continuous time systems . . . . . . . . . . . . . . . . . . . . . . . 268
TABLE OF CONTENTS vii

5.3 Poles and zeros of transfer function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275

5.3.1 Poles and zeros of higher order . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
5.4 Causality and stability of continuous time systems . . . . . . . . . . . . . . . . . . . . . . 280
5.4.1 Pole - zero cancelations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283
5.4.2 The Routh - Hurwitz stability criterion . . . . . . . . . . . . . . . . . . . . . . . 285
5.5 The system response in the s domain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292
5.5.1 Estimating the step response function . . . . . . . . . . . . . . . . . . . . . . . 294
5.5.2 Estimating the frequency response function . . . . . . . . . . . . . . . . . . . . 296
5.6 Geometric estimation of the transfer function . . . . . . . . . . . . . . . . . . . . . . . . . 300
5.6.1 The function H ( jω) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
5.7 Bode diagrams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 306
5.7.1 Elementary Bode diagrams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309
5.7.2 Constructing Bode diagrams . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316
5.8 System interconnection and inverse systems . . . . . . . . . . . . . . . . . . . . . . . . . 322
5.9 Block diagram representation of continuous time systems . . . . . . . . . . . . . . . . . . 326
5.10 Signal flow graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
5.10.1 Constructing signal flow graphs . . . . . . . . . . . . . . . . . . . . . . . . . . 333
5.10.2 Simplifying signal flow graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . 334
5.10.3 Mason’s rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334
5.11 The description of LTI systems in the state space . . . . . . . . . . . . . . . . . . . . . . . 337
5.11.1 Solving the dynamic equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 338
5.11.2 Estimating the exponential function . . . . . . . . . . . . . . . . . . . . . . . . 343
5.11.3 Transfer function from dynamic equations . . . . . . . . . . . . . . . . . . . . 345
5.11.4 Dynamic equations from transfer function . . . . . . . . . . . . . . . . . . . . . 353

6 DISCRETE TIME SIGNALS 357

6.1 Introduction to discrete time signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
6.2 Energy and power of discrete time signals . . . . . . . . . . . . . . . . . . . . . . . . . . . 360
6.3 Periodic signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
6.4 Even and odd signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364
6.5 Elementary discrete time signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
6.5.1 Elementary exponential and trigonometric signals . . . . . . . . . . . . . . . . 365
6.5.2 The discrete functions u[n], δ[n] and r[n] . . . . . . . . . . . . . . . . . . . . . 372
6.5.3 The discrete functions ΠD [n], ΛD [n] and sinc(ωn) . . . . . . . . . . . . . . . . 375
6.6 Elementary transformations of discrete time signals . . . . . . . . . . . . . . . . . . . . . 376
6.7 Signal representation using elementary functions . . . . . . . . . . . . . . . . . . . . . . . 378
6.8 Elementary operations on discrete time signals . . . . . . . . . . . . . . . . . . . . . . . . 381
6.8.1 Addition, multiplication and scaling of discrete time signals . . . . . . . . . . . 381
6.8.2 Convolution of discrete time signals . . . . . . . . . . . . . . . . . . . . . . . . 382
6.8.3 Correlation and autocorrelation of discrete time signals . . . . . . . . . . . . . 391

7 DISCRETE TIME SYSTEMS 397

7.1 Introduction to the discrete time systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
7.2 Classification of discrete time systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
7.2.1 Static and dynamic systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
7.2.2 Time-varying and time invariant systems . . . . . . . . . . . . . . . . . . . . . 401
7.2.3 Linear and nonlinear systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
7.2.4 Stable and unstable systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404
7.2.5 Causal and noncausal systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 404
7.3 Impulse, step and frequency response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 406
7.4 Linear and time invariant systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 407
7.4.1 The step response of LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . 409
7.4.2 The impulse response of LTI systems . . . . . . . . . . . . . . . . . . . . . . . 409
7.4.3 The frequency response of LTI systems . . . . . . . . . . . . . . . . . . . . . . 413
7.4.4 The output of LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 416
7.5 Causal and stable discrete LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429
7.6 Recurrent discrete LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430
viii TABLE OF CONTENTS

7.6.1 Stability and discrete recurrent LTI systems . . . . . . . . . . . . . . . . . . . . 432

7.7 Interconnection of discrete LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435
7.8 Inverse discrete LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
7.9 Eigenvalues and eigenfunctions - the transfer function . . . . . . . . . . . . . . . . . . . . 437
7.10 Implementation of discrete LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 438
7.11 Description of discrete systems in the state space . . . . . . . . . . . . . . . . . . . . . . . 441
7.11.1 Building the dynamic equations . . . . . . . . . . . . . . . . . . . . . . . . . . 442
7.11.2 The case of MIMO systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445
7.11.3 Solving the state equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 446
7.11.4 Estimating the exponential function An . . . . . . . . . . . . . . . . . . . . . . 448
7.11.5 Impulse response and state space . . . . . . . . . . . . . . . . . . . . . . . . . 452
7.11.6 Similarity transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
7.11.7 Controllability and observability . . . . . . . . . . . . . . . . . . . . . . . . . . 455
7.11.8 The stability in the state space . . . . . . . . . . . . . . . . . . . . . . . . . . . 457

8 THE Z-TRANSFORM 459

8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 460
8.2 Poles and zeros of Z-transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 462
8.3 Z-transform estimation examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
8.4 Properties of the region of convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469
8.5 Properties of the Z-transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471
8.6 Initial and final value theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 474
8.7 The inverse Z-transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 476
8.7.1 The complex integration method . . . . . . . . . . . . . . . . . . . . . . . . . . 477
8.7.2 The power series method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 478
8.7.3 The partial fractions expansion method . . . . . . . . . . . . . . . . . . . . . . 480
8.7.4 Transform of products - Parseval’s identity . . . . . . . . . . . . . . . . . . . . 486
8.8 One-sided Z-transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
8.9 System analysis in the z domain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 489
8.9.1 The transfer function of discrete LTI systems . . . . . . . . . . . . . . . . . . . 489
8.9.2 Transfer function and difference equations . . . . . . . . . . . . . . . . . . . . 494
8.9.3 Stability and causality of discrete LTI systems . . . . . . . . . . . . . . . . . . 498
8.9.4 System interconnection and inverse systems . . . . . . . . . . . . . . . . . . . 502
8.9.5 The output of discrete LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . 504
8.9.6 Description of systems in the state space . . . . . . . . . . . . . . . . . . . . . 514

9 FOURIER ANALYSIS IN DISCRETE TIME DOMAIN 523

9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 524
9.2 Fourier series of discrete time signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 524
9.2.1 Trigonometric form of discrete time Fourier series . . . . . . . . . . . . . . . . 525
9.2.2 Properties of discrete time Fourier series . . . . . . . . . . . . . . . . . . . . . 528
9.2.3 Physical implication of the discrete time Fourier series . . . . . . . . . . . . . . 535
9.2.4 Fourier series and LTI systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 538
9.3 Discrete Time Fourier Transform (DTFT) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 541
9.3.1 Physical implixation of Discrete Time Fourier Transform . . . . . . . . . . . . . 543
9.3.2 The conditions for the convergence of the Discrete Time Fourier Transform . . 544
9.3.3 The relationship between the Fourier and the Z transforms . . . . . . . . . . . 545
9.3.4 Discrete Time Fourier Transform estimation examples . . . . . . . . . . . . . . 546
9.3.5 Discrete Time Fourier Transform of periodic signals . . . . . . . . . . . . . . . 549
9.3.6 Properties of Discrete Time Fourier Transform . . . . . . . . . . . . . . . . . . 551
9.3.7 The inverse Discrete Time Fourier Transform . . . . . . . . . . . . . . . . . . . 560
9.4 Frequency Analysis of discrete time systems . . . . . . . . . . . . . . . . . . . . . . . . . 562
9.4.1 Frequency selective filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 567
9.4.2 The relationship between the functions H(z) and H(e jω ) . . . . . . . . . . . . 571
9.4.3 Geometric estimation of the function H (e jω ) . . . . . . . . . . . . . . . . . . . . 573
9.5 Discrete Fourier Transform (DFT) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 576
9.5.1 Sampling in the time domain . . . . . . . . . . . . . . . . . . . . . . . . . . . . 576
TABLE OF CONTENTS ix

9.5.2 Sampling in the frequency domain . . . . . . . . . . . . . . . . . . . . . . . . . 588

9.5.3 The matrix form of the Discrete Fourier Transform . . . . . . . . . . . . . . . . 597
9.5.4 The properties of the Discrete Fourier Transform . . . . . . . . . . . . . . . . . 598
9.5.5 The relationship between the linear and the circular convolution . . . . . . . . 607
9.5.6 The implementation of the Discrete Fourier Transform . . . . . . . . . . . . . . 610
9.5.7 Frequency analysis of signals and systems in the discrete time domain . . . . . 622

10 ANALOG AND DIGITAL FILTERS 655

10.1 Introduction to analog filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 656
10.2 Topics from the theory of circuits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 656
10.3 Types of analog filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 659
10.4 Applications of analog filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 661
10.5 Characteristics of analog filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 662
10.5.1 Characteristics of first order passive and active filters . . . . . . . . . . . . . . 667
10.5.2 Characteristics of second order filters . . . . . . . . . . . . . . . . . . . . . . . 671
10.5.3 Second order passive and active filters . . . . . . . . . . . . . . . . . . . . . . . 677
10.5.4 Higher order filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 687
10.6 Design of analog filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 690
10.7 The Paley-Wiener theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 690
10.8 Amplitude and phase responses of analog filters . . . . . . . . . . . . . . . . . . . . . . . 694
10.9 Ideal analog filters approximations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 702
10.9.1 Polynomial and rational approximation of ideal filters . . . . . . . . . . . . . . 704
10.9.2 Poles and zeros of the filter transfer functions . . . . . . . . . . . . . . . . . . . 706
10.9.3 Selectivity and frequency shaping factor . . . . . . . . . . . . . . . . . . . . . . 708
10.9.4 Butterworth approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 708
10.9.5 Chebyshev approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 722
10.9.6 Chebyshev I filterts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 723
10.9.7 Chebyshev II filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 737
10.9.8 Elliptic filterts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 747
10.9.9 Bessel-Thomson filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 767
10.9.10 Comparison of the ideal filters approximations . . . . . . . . . . . . . . . . . . 778
10.9.11 Other ideal filters approximations . . . . . . . . . . . . . . . . . . . . . . . . . 781
10.10 Frequency transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 783
10.10.1 Lowpass to lowpass transformation . . . . . . . . . . . . . . . . . . . . . . . . 784
10.10.2 Lowpass to highpass transformation . . . . . . . . . . . . . . . . . . . . . . . . 787
10.10.3 Lowpass to bandpass transformation . . . . . . . . . . . . . . . . . . . . . . . 792
10.10.4 Lowpass to bandstop transformation . . . . . . . . . . . . . . . . . . . . . . . . 799
10.10.5 Circuit transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 807
10.11 Introduction to digital filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 808
10.12 Comparing the digital with the analog filters . . . . . . . . . . . . . . . . . . . . . . . . . . 810
10.13 Frequency selective filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 811
10.13.1 FIR and IIR filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 812
10.13.2 Ideal digital filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 813
10.13.3 Real digital filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 816
10.13.4 Design of digital filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 817
10.14 Causality and digital filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 821
10.15 Finite impulse response filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 825
10.16 Design of FIR filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 831
10.16.1 Using a window function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 831
10.16.2 Selecting the window function and designing the digital filter . . . . . . . . . . 835
10.16.3 The method of Kaiser window . . . . . . . . . . . . . . . . . . . . . . . . . . . . 838
10.16.4 Frequency sampling method . . . . . . . . . . . . . . . . . . . . . . . . . . . . 844
10.16.5 Optimal equiripple filters - the Remez algorithm . . . . . . . . . . . . . . . . . 849
10.16.6 The Parks-McClellan algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . 873
10.16.7 Digital differentiators and Hilbert transformers . . . . . . . . . . . . . . . . . . 875
10.17 Design of IIR filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 877
10.17.1 Approximating derivatives via difference equations . . . . . . . . . . . . . . . . 877
 x TABLE OF CONTENTS

10.17.2 The impulse invariance method . . . . . . . . . . . . . . . . . . . . . . . . . . 882

10.17.3 Matched Z-transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 888
10.17.4 Bilinear transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 889
10.17.5 The pole - zero placement method . . . . . . . . . . . . . . . . . . . . . . . . . 895
10.17.6 Least square filter design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 901
10.17.7 Filter design via optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . 917
10.18 Digital filter transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 936

Α APPENDIX - USEFUL MATHEMATICAL PRINCIPLES 945

Α.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 946
Α.2 Functions of complex variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 946
Α.2.1 Derivation of complex functions and analytic functions . . . . . . . . . . . . . 946
Α.2.2 Integration of complex functions . . . . . . . . . . . . . . . . . . . . . . . . . . 948
Α.2.3 Power series of complex functions and residual calculus . . . . . . . . . . . . . 951
Α.3 Polynomial division . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 955
Α.4 Partial fraction expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 957
Α.5 Difference equations and their solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 961
Α.5.1 Linear difference equations of first order . . . . . . . . . . . . . . . . . . . . . . 962
Α.5.2 Linear difference equations of second order . . . . . . . . . . . . . . . . . . . . 962
Α.6 Chebyshev polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 965
Α.7 Elliptic integrals and elliptic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 967
Α.8 Fourier Transform of many variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 975

Subject index 977

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