Appendix-A

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Appendix A
Some Useful Formulas
and Definitions
This appendix briefly summarizes some basic formulas and definitions of algebra that will be used
extensively in this book.

A.1 Trigonometric Identities

Trigonometric identities are often required in the manipulation of Fourier series, transforms, and
harmonic analysis. Some of the most common identities are listed as follows:
sin() = sin

(A.1a)

cos() = cos

(A.1b)

sin( ) = sin cos cos sin

(A.2a)

cos( ) = cos cos sin sin

(A.2b)

2 sin sin = cos( ) cos( + )

(A.3a)

2 cos cos = cos( + ) + cos( )

(A.3b)

2 sin cos = sin( + ) + sin( )






cos
sin sin = 2 sin
2
2





+
cos
cos + cos = 2 cos
2
2





+
sin
cos cos = 2 sin
2
2
sin(2) = 2 sin cos

(A.3c)

(A.4b)

cos(2) = 2 cos2 1 = 1 2 sin2

(A.5b)

(A.4a)

(A.4c)
(A.5a)

Real-Time Digital Signal Processing: Implementations and Applications, 2nd Edition S.M. Kuo, B.H. Lee, and
W. Tian 2006 John Wiley & Sons, Ltd ISBN: 0-470-01495-4

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SOME USEFUL FORMULAS AND DEFINITIONS

sin
cos

 
2
 
2


=


1
(1 cos )
2

1
(1 + cos )
2
2
sin + cos2 = 1
=

1
[1 cos(2)]
2
1
cos2 = [1 + cos(2)]
2
e j = cos j sin

sin2 =

sin =


1  j
e e j
2j

(A.6a)
(A.6b)
(A.7a)
(A.7b)
(A.7c)
(A.8a)
(A.8b)


1  j
e + e j
(A.8c)
2

In Eulers theorem given in Equation (A.8), j = 1. The basic concepts and manipulations of
complex number will be reviewed in Section A.3.
cos =

A.2 Geometric Series

The geometric series is used in discrete time signal analysis to evaluate functions in closed form. Its basic
form is
N 1

xn =

n=0

1 xN
,
1x

x = 1.

(A.9)

This is a widely used identity. For example,

N 1

e jn =

n=0

N 1



e j

n=0

n

1 e jN
.
1 e j

(A.10)

If the magnitude of x is less than 1 and not equal to zero, the infinite geometric series converges to

n=0

xn =

1
,
1x

0 < |x| < 1.

(A.11)

A.3 Complex Variables

A complex number z can be expressed in rectangular (Cartesian) form as
z = x + j y = Re[z] + jIm[z].

(A.12)

Since the complex number z represents the point (x, y) in the two-dimensional plane, it can be drawn
as a vector illustrated in Figure A.1. The horizontal coordinate x is called the real part, and the vertical
coordinate y is the imaginary part.

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COMPLEX VARIABLES

629

Im [z]
(x, y)

y
r

Figure A.1

Re [z]

Complex numbers represented as a vector

As shown in Figure A.1, the vector z can also be defined by its length (radius) r and its direction
(angle) . The x and y coordinates of the vector are given by
x = r cos ,

and

y = r sin .

(A.13)

Therefore, the vector z can be expressed in polar form as

z = r cos + jr sin = r e j ,

(A.14)

where
r = |z| =

x 2 + y2

(A.15)

is the magnitude of the vector z and

= tan1

y
x

(A.16)

is its phase in radians.

The basic arithmetic operations for two complex numbers z 1 = x1 + j y1 and z 2 = x2 + j y2 are listed
as follows:
z 1 z 2 = (x1 x2 ) + j (y1 y2 )

(A.17)

z 1 z 2 = (x1 x2 y1 y2 ) + j (x1 y2 + x2 y1 )

(A.18a)

= (r1 r2 ) e

j(1 +2 )

(x1 x2 + y1 y2 ) + j (x2 y1 x1 y2 )
z1
=
z2
x22 + y22
=

r1 j(1 2 )
e
r2

(A.18b)
(A.19a)
(A.19b)

Note that addition and subtraction are straightforward in rectangular form, but are difficult in polar form.
Division is simple in polar form, but is complicated in rectangular form.
The complex arithmetic of the complex number x can be listed as
z = x j y = re j ,

(A.20)

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SOME USEFUL FORMULAS AND DEFINITIONS

Im [z]
e j(2/N)
Re [z]

|z| = 1, unit circle

Figure A.2

Graphical display of the N th roots of unity, N = 8

where * denotes complex-conjugate operation. In addition,

zz = |z|2

(A.21)

1
1
= e j ,
z
r

(A.22)

zN = r N e j N .

(A.23)

z 1 =

The solution of
zN = 1

(A.24)

is
z k = e jk = e j(2k/N ) ,

k = 0, 1, . . . , N 1.

(A.25)

As illustrated in Figure A.2, these N solutions are equally spaced around the unit circle |z| = 1. The
angular spacing between them is = 2/N.

A.4 Units of Power

Power and energy calculations are important in circuit analysis. Power is defined as the time rate of
expending or absorbing energy, and can be expressed in the form of a derivative as
P=

dE
,
dt

(A.26)

where P is the power in watts, E is the energy in joules, and t is the time in seconds. The power associated
with the voltage and current can be expressed as
P = vi =

v2
= i 2 R,
R

(A.27)

where v is the voltage in volts, i is the current in amperes, and R is the resistance in ohms.
In engineering applications, the most popular description of signal strength is decibel (dB) defined as

N = 10 log10

Px
Py


dB.

(A.28)

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REFERENCES

631

Therefore, the decibel unit is used to describe the ratio of two powers and requires a reference value, Py
for comparison.
It is important to note that both the current i(t) and the voltage v(t) can be considered as an analog
signal x(t), and thus the power of signal is proportional to the square of signal amplitude. For example, if
the signal x(t) is amplified by a factor g, that is, x(t) = gy(t), the signal gain can be expressed in decibel
as
 
Px
Gain = 10 log10
(A.29)
= 20 log10 (g),
Py
since the power is a function of the square of the voltage (or current) as shown in Equation (A.27). As the
second example, consider that the sound-pressure level, L p , in decibels corresponds to a sound pressure
Px referenced to Py = 20 Pa (pascals). When the reference signal y(t) has power Py equal to 1 mW,
the power unit of x(t) is called dBm (dB with respect to 1 mW).
Digital reference level dBm0 is the digital milliwatt as defined in ITU-T Recommendation G.168. The
method defined for measuring the input level of the signals is a root mean square (RMS) method. The
dBm0 is measured as


kN
+1 2
2
x
N
i

i=k
(A-law encoding),
Pk = 3.14 + 20 log
(A.30a)

4096

Pk = 3.17 + 20 log

2
N

kN
+1
i=k

8159

xi2

(-law encoding),

(A.30b)

where Pk is signal level in dBm0, xi is linear equivalent of the PCM encoded signal at time i, k is a
discrete time index, and N is the number of samples over which the RMS measurement is made.

References
[1] J. J. Tuma, Engineering Mathematics Handbook, New York: McGraw-Hall, 1979.
[2] ITU-T Recommendation G.168, Digital Network Echo Cancellers, 2000.