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1. Trigonometric Identities
1 1
sin 𝑎 cos 𝑏 = [sin(𝑎 + 𝑏) + sin(𝑎 − 𝑏)] cos 𝑎 sin 𝑏 = [sin(𝑎 + 𝑏) − sin(𝑎 − 𝑏)]
2 2
1 1
cos 𝑎 cos 𝑏 = [cos(𝑎 − 𝑏) + cos(𝑎 + 𝑏)] sin 𝑎 sin 𝑏 = [cos(𝑎 − 𝑏) − cos(𝑎 + 𝑏)]
2 2
If 𝑏 = 𝑎:
1 1
sin 𝑎 cos 𝑎 = [sin(2𝑎) + sin(0)] = sin 2𝑎 = cos 𝑎 sin 𝑎
2 2
1
cos 𝑎 cos 𝑎 = cos2 𝑎 = [1 + cos 2𝑎]
2
1
sin 𝑎 sin 𝑎 = sin2 𝑎 = [1 − cos 2𝑎]
2
sin(𝑎 ± 𝑏) = sin 𝑎 cos 𝑏 ± cos 𝑎 sin 𝑏 cos(𝑎 ± 𝑏) = cos 𝑎 cos 𝑏 ∓ sin 𝑎 sin 𝑏
𝜋
Recall that cosine leads sine by , as shown below:
2
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2. Signal Energy and Power
∞ 𝑇/2
For complex- 1
valued signal 𝐸𝑔 = ∫ |𝑔(𝑡)|2 𝑑𝑡 𝑃𝑔 = lim ∫ |𝑔(𝑡)|2 𝑑𝑡
𝑇→∞ 𝑇
𝒈(𝒕): −∞ −𝑇/2
As time goes to ±∞, the signal Periodic signal, or a signal that has
Condition:
amplitude approaches zero some statistical regularity
Examples:
𝑔(𝑡) = ∑ 𝐴𝑛 cos(𝜔𝑛 𝑡 + 𝜃𝑛 )
𝑛=1
∞
1
⇒ 𝑃𝑔 = ∑ 𝐴𝑛 2
2
𝑛=1
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3. L’Hopital’s Rule
𝑓(𝑥) 0 ∞
If lim 𝑔(𝑥) gives “indeterminate Form” (i.e. undefined value) or , then:
𝑥→𝑐 0 ∞
𝑓(𝑥) 𝑓̀ (𝑥)
lim = lim
𝑥→𝑐 𝑔(𝑥) 𝑥→𝑐 𝑔̀ (𝑥)
𝑓́ (𝑥) 0 ∞
If lim 𝑔́ (𝑥) results in or , then:
𝑥→𝑐 0 ∞
𝑓(𝑥) 𝑓̀ (𝑥)
lim = lim
𝑥→𝑐 𝑔(𝑥) 𝑥→𝑐 𝑔̀̀ (𝑥)
and so on …
The following table shows the list of determinate and indeterminate forms.
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4. Signal Time-Operations
Example:
Let (𝑡) = 𝑡 , sketch 𝜙(𝑡 + 𝑇), 𝜙(𝑡 − 𝑇), 𝜙(−𝑡 + 𝑇) and 𝜙(−𝑡 − 𝑇).
Solution:
Left-shift Right-shift
Right-shift Left-shift
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4.2. Time scaling
If 𝑎 > 1:
𝑡
𝜙(𝑎𝑡) ⇒ Time-compression by 𝑎 𝜙 ( 𝑎 ) ⇒ Time-expansion by 𝑎
Example:
𝑡
Let (𝑡) = 𝑡 , sketch 𝜙(2𝑡) and 𝜙 ( 2 ).
Solution:
Compression Expansion
Example:
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Solution:
Example:
𝑡
Given 𝑥(𝑡), sketch 𝑥 (4 − 2).
Solution:
Method (1):
Let:
𝑡
𝑥 (4 − ) = ∅(𝑡)
2
By rearranging the terms in the expression:
𝑡
𝑥 (− + 4) = ∅(𝑡)
2
Subtracting 4 from the time in both sides:
𝑡
𝑥 (− ) = ∅(𝑡 − 4)
2
Multiplying the time by 2 in both sides:
𝑥(−𝑡) = ∅(2𝑡 − 8)
Inverting the time in both sides:
⇒ 𝑥(𝑡) = ∅(−2𝑡 + 8)
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⇒ 𝑥(0) = ∅(−2 × 0 + 8) = ∅(8)
𝑥(1) = ∅(−2 × 1 + 8) = ∅(6)
𝑥(2) = ∅(−2 × 2 + 8) = ∅(4)
Method (2):
𝑡
𝑥 (− + 4)
2
⇒ 𝑥(𝑡) is:
1. Left-shifted by 4
2. Expanded by 2
3. Time inverted
2 and 3 can be swapped, but 1 should be done first (i.e. the signal must be shifted first).
Method (3):
𝑡 1
𝑥 (− + 4) = 𝑥 (− (𝑡 − 8))
2 2
⇒ 𝑥(𝑡) is:
1. Time inverted
2. Expanded by 2
3. Right-shifted by 8
1 and 2 can be swapped, but 3 should be done last (i.e. shifting must be performed at the end).
𝑡
Please apply Method (2) and Method (3), and compare with above graph for ∅(𝑡) = 𝑥 (4 − 2).
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5. Unit Impulse (Dirac Delta) Function
Continuous-time: Discrete-time:
Symbol: 𝛿(𝑡) 𝛿[𝑛] or 𝛿(𝑛)
𝛿(𝑡) = 0 for 𝑡 ≠ 0
∞
0 for 𝑛 ≠ 0
Definition: 𝛿(𝑛) = {
∫ 𝛿(𝑡) 𝑑𝑡 = 1 1 for 𝑛 = 0
−∞
Graph:
𝑛 is integer time, so
𝛿(𝑡) ≠ 1 at 𝑡 = 0
Notes: 𝛿(𝑛) is undefined at non-integer time
In fact, at 𝑡 = 0, 𝛿(𝑡) = ∞
instants, e.g. 𝛿(0.5) ≠ 0, it is undefined.
∅(𝑡) 𝛿(𝑡) = ∅(0) 𝛿(𝑡) 𝑥(𝑛) 𝛿(𝑛) = 𝑥(0) 𝛿(𝑛)
∅(𝑡) 𝛿(𝑡 − 𝑇) = ∅(𝑇) 𝛿(𝑡 − 𝑇) 𝑥(𝑛) 𝛿(𝑛 − 𝑛0 ) = 𝑥(𝑛0 ) 𝛿(𝑛 − 𝑛0 )
Properties: ∞
∫−∞ ∅(𝑡) 𝛿(𝑡) 𝑑𝑡 = ∅(0)
∞
∫−∞ ∅(𝑡) 𝛿(𝑡 − 𝑇) 𝑑𝑡 = ∅(𝑇)
Note that 𝛿(𝑡) is used to sample any continuous-time signal in the analog-to-digital conversion
process using the periodic “impulse train” function 𝛿𝑇0 (𝑡) (as will be studied later).
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6. Unit Step Function (u-Function)
Continuous-time: Discrete-time:
Symbol: 𝑢(𝑡) 𝑢[𝑛] or 𝑢(𝑛)
1 for 𝑡 ≥ 0 1 for 𝑛 ≥ 0
Definition: 𝑢(𝑡) = { 𝑢(𝑛) = {
0 for 𝑡 < 0 0 for 𝑛 < 0
Graph:
Note that:
𝑛
𝑢(𝑛) = ∑ 𝛿(𝑚)
𝑚=−∞
Example:
Solution
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7. Complex Numbers
𝑟 = √𝑥 2 + 𝑦 2 = |𝑧|
and:
𝑦 𝑦 𝑥
𝜃 = tan−1 ( ) = sin−1 ( ) = cos−1 ( )
𝑥 √𝑥 2 + 𝑦 2 √𝑥 2 + 𝑦 2
Given 𝑟 and 𝜃 values of 𝑧:
𝑥 = 𝑟 cos 𝜃
and:
𝑦 = 𝑟 sin 𝜃
For the complex number:
1
𝑧=
𝑥 + 𝑗𝑦
The magnitude is:
1
𝑟= = |𝑧|
√𝑥 2 + 𝑦 2
and the angle is:
𝑦
𝜃 = −tan−1 ( )
𝑥
Prove the last two formulas.
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7.2. Euler’s relation
𝑒 𝑗𝜋/2 = 𝑗
𝑒 −𝑗𝜋/2 = −𝑗
1, 𝑛 even
𝑒 ±𝑗𝑛𝜋 = 𝑓(𝑥) = {
−1, 𝑛 odd
(𝑟𝑒 𝑗𝜃 )𝑘 = 𝑟 𝑘 𝑒 𝑗𝑘𝜃
(𝑟1 𝑒 𝑗𝜃1 ) (𝑟2 𝑒 𝑗𝜃2 ) = 𝑟1 𝑟2 𝑒 𝑗(𝜃1 +𝜃2 )
𝑟1 𝑒 𝑗𝜃1 𝑟
= 𝑟1 𝑒 𝑗(𝜃1 −𝜃2 )
𝑟2 𝑒 𝑗𝜃2 2
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8. Rectangular and Triangular Functions
Example:
𝑡
Express the rectangular function rect ( ) in terms of 𝑢(𝑡).
𝜏
Solution
𝑡 𝜏 𝜏
rect ( ) = 𝑢 (𝑡 + ) − 𝑢 (𝑡 − )
𝜏 2 2
Also:
𝑡 𝜏 𝜏
rect ( ) = 𝑢 (𝑡 + ) 𝑢 ( − 𝑡)
𝜏 2 2
Also:
𝑡 𝜏 𝜏
rect ( ) = 𝑢 ( − 𝑡) − 𝑢 (− − 𝑡)
𝜏 2 2
2 𝜏
𝑡 1 − |𝑡|, |𝑡| ≤
△( )={ 𝜏 2
𝜏 𝜏
0, |𝑡| >
2
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9. The Function sinc(x)
At 𝑥 = 0:
sin(0) 0
sinc(0) = =
0 0
Using L’Hopital’s rule:
sin 𝑥 cos 𝑥
sinc(0) = lim = lim = cos 0 = 1
𝑥→0 𝑥 𝑥→0 1
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10. Fourier Series
Any periodic signal 𝑥(𝑡) can be represented as linear combinations of a set of basic complex
exponential signals (or sinusoids). That is:
∞ ∞
2𝜋
𝑥(𝑡) = ∑ 𝑎𝑘 𝑒 𝑗𝑘𝜔0 𝑡 = ∑ 𝑎𝑘 𝑒 𝑗𝑘( 𝑇 )𝑡 𝑘 = 0, ±1, ±2, …
𝑘=−∞ 𝑘=−∞
(10.1)
1 1 2𝜋
𝑎𝑘 = ∫ 𝑥(𝑡)𝑒 −𝑗𝑘𝜔0 𝑡 𝑑𝑡 = ∫ 𝑥(𝑡)𝑒 −𝑗𝑘( 𝑇 )𝑡 𝑑𝑡 𝑘 = 0, ±1, ±2, …
𝑇 𝑇
𝑇 𝑇
(10.2)
Note that:
Equation (10.1) is called “Synthesis Equation”.
Equation (10.2) is called “Analysis Equation”.
The set {𝑎𝑘 } are called “Fourier Series Coefficients of 𝑥(𝑡)”. They are also called “Spectral
Coefficients of 𝑥(𝑡)”.
The integral in Equation (10.2) is taken over one period.
𝑎0 is the average value of 𝑥(𝑡) over one period, that is:
1
𝑎0 = ∫ 𝑥(𝑡) 𝑑𝑡
𝑇
𝑇
(10.3)
Recall that:
1
𝑓0 =
𝑇
is the fundamental (cyclic) frequency of 𝑥(𝑡) in Hz.
and:
2𝜋
𝜔0 = 2𝜋𝑓0 =
𝑇
is the fundamental (radian) frequency of 𝑥(𝑡) in radians per second (rad/s). Also:
2𝜋
𝑇=
𝜔0
is the fundamental period in second.
| P a g e 15
Generally, the period of any harmonic function (component) is:
2𝜋
𝑇= 𝑘 = 0, ±1, ±2, …
|𝑘|𝜔0
The following table shows the frequency and period of each harmonic component in any periodic
signal 𝑥(𝑡):
Frequency Period Harmonic
𝒌: Description:
(𝒌𝝎𝟎 ): (𝟐𝝅⁄|𝒌|𝝎𝟎 ): Component:
0 0 0 𝑎0 DC Component
1 𝜔0 2𝜋⁄𝜔0 𝑎1 𝑒 𝑗𝜔0 𝑡 First Harmonic Component
−1 −𝜔0 2𝜋⁄𝜔0 𝑎−1 𝑒 −𝑗𝜔0 𝑡 First Harmonic Component
2 2𝜔0 𝜋 ⁄ 𝜔0 𝑎2 𝑒 𝑗2𝜔0 𝑡 Second Harmonic Component
−2 −2𝜔0 𝜋 ⁄ 𝜔0 𝑎−2 𝑒 −𝑗2𝜔0𝑡 Second Harmonic Component
: : : : :
𝑁 𝑁𝜔0 𝜋⁄𝑁𝜔0 𝑎𝑁 𝑒 𝑗𝑁𝜔0 𝑡 𝑁th Harmonic Component
−𝑁 −𝑁𝜔0 𝜋⁄𝑁𝜔0 𝑎−𝑁 𝑒 −𝑗𝑁𝜔0 𝑡 𝑁th Harmonic Component
𝑥(𝑡) = 𝑎0 + 2 ∑ 𝑎𝑘 cos(𝑘𝜔0 𝑡)
𝑘=1
𝑥(𝑡) = 𝑎0 + 2 ∑ 𝐴𝑘 cos(𝑘𝜔0 𝑡 + 𝜃𝑘 )
𝑘=1
Note that:
If 𝑥(𝑡) is even ⇒ 𝑎𝑘 are real.
If 𝑥(𝑡) is odd ⇒ 𝑎𝑘 are complex which only has imaginary parts (real parts are zero).
If 𝑥(𝑡) is neither even nor odd ⇒ 𝑎𝑘 are complex (both real and imaginary parts exist).
| P a g e 16
10.2. From Lathi’s Book (3rd Edition):
where:
𝑡1 +𝑇0
1 2𝜋
𝑎0 = ∫ 𝑔(𝑡)𝑑𝑡 𝜔0 =
𝑇0 𝑇0
𝑡1
and:
𝑡1 +𝑇0
2
𝑎𝑛 = ∫ 𝑔(𝑡) cos 𝑛𝜔0 𝑡 𝑑𝑡 𝑛 = 1, 2,3, …
𝑇0
𝑡1
𝑡1 +𝑇0
2
𝑏𝑛 = ∫ 𝑔(𝑡) sin 𝑛𝜔0 𝑡 𝑑𝑡 𝑛 = 1, 2,3, …
𝑇0
𝑡1
𝑔(𝑡) = ∑ 𝐷𝑛 𝑒 𝑗𝑛𝜔0 𝑡
𝑛=−∞
where:
1
𝐷𝑛 = ∫ 𝑔(𝑡) 𝑒 −𝑗𝑛𝜔0 𝑡 𝑑𝑡
𝑇
𝑇0
Note that Oppenheim’s and Lathi’s sets of equations provide the same results (despite the apparent
differences in their formulas).
In comparing between the two equation sets, one can show that:
𝑎0 is exactly the same in both books.
For Exponential Fourier Series:
𝑎𝑘 = 𝐷𝑛
For Trigonometric Fourier Series:
𝑎𝑛 = 2𝐵𝑘
𝑏𝑛 = −2𝐶𝑘
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11. Fourier Transform
11.1. Definition
(11.1)
∞
(11.2)
Note that:
Equation (11.1) is called “Synthesis Equation”. It is also called: “Inverse Fourier Transform
of 𝑋(𝑗𝜔)”.
Equation (11.2) is called “Analysis Equation”. It is also called: “Fourier Transform of
𝑥(𝑡)”, “Fourier Integral of 𝑥(𝑡)”, and “Spectrum of 𝑥(𝑡)”; since it shows the frequency
spectrum (range of frequencies and their relative power) of the signal 𝑥(𝑡).
Fourier Transform is a special case of Fourier Series for non-periodic signals where 𝑇 goes
to infinity, that is:
As → ∞ ⇒ 𝜔0 = 2𝜋⁄𝑇 → 0 , 2𝜔0 → 𝜔0 , 3𝜔0 → 2𝜔0 and so on. Thus, the discrete
frequency 𝑛𝜔0 is replaced by a continuous frequency 𝜔 and the summation is replaced by
an integral.
(11.3)
∞
(11.4)
Similarly, equations (11.3) and (11.4) represent the “Inverse Fourier Transform of 𝑋(𝑓)” and
“Fourier Transform of 𝑥(𝑡)”, respectively.
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11.2. Main Fourier Transform Pairs
1 2𝜋𝛿(𝜔) 𝛿(𝑓)
| P a g e 19
Note that:
Recall that signals which do not satisfy the three Dirichlet’s conditions cannot have Fourier
Transforms (they are very few signals). What are Dirichlet’s conditions?
𝑊 = 2𝜋𝐵 is the bandwidth in rad/s.
You can find a set of rules to move between 𝑋(𝑗𝜔) and 𝑋(𝑓) instead of performing the
whole integral again (think about this).
If 𝑥(𝑡) is even ⇒ 𝑋(𝑗𝜔) is a real function of 𝜔 (e.g. 𝑒 −𝑎|𝑡| , cos 𝜔0 𝑡).
If 𝑥(𝑡) is odd ⇒ 𝑋(𝑗𝜔) is a complex function of 𝜔 which only has an imaginary part (e.g.
𝑒 −𝑎𝑡 𝑢(𝑡), sin 𝜔0 𝑡).
If 𝑥(𝑡) is neither even nor odd ⇒ 𝑋(𝑗𝜔) is a complex function of 𝜔 (e.g. 𝑢(𝑡)).
Try to sketch 𝑥(𝑡) and 𝑋(𝑗𝜔) for each case (refer to Signal Analysis course).
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| P a g e 20
12. Convolution Theorem
12.1. Definition
The convolution of two signals 𝑔1 (𝑡) and 𝑔2 (𝑡), denoted by 𝑔1 (𝑡) ∗ 𝑔2 (𝑡), is defined as:
∞
Notice that since the integral is with respect to the dummy variable 𝜏, the integral result will be a
function of 𝑡.
Time convolution:
𝐹
𝑔1 (𝑡) ∗ 𝑔2 (𝑡) ↔ 𝐺1 (𝜔) 𝐺2 (𝜔)
or:
𝐹
𝑔1 (𝑡) ∗ 𝑔2 (𝑡) ↔ 𝐺1 (𝑓) 𝐺2 (𝑓)
Frequency convolution:
𝐹 1
𝑔1 (𝑡) 𝑔2 (𝑡) ↔ 𝐺 (𝜔) ∗ 𝐺2 (𝜔)
2𝜋 1
or:
𝐹
𝑔1 (𝑡) 𝑔2 (𝑡) ↔ 𝐺1 (𝑓) ∗ 𝐺2 (𝑓)
Common example:
| P a g e 21
More clearly:
𝐹 1
𝑚(𝑡) cos 𝜔𝑐 𝑡 ↔ 𝑀(𝜔) ∗ 𝐹{cos 𝜔𝑐 𝑡}
2𝜋
The convolution in the right-hand side of the last equation gives:
1
[𝑀(𝜔 − 𝜔𝑐 ) + 𝑀(𝜔 + 𝜔𝑐 )]
2
that is shown in the following figure:
Recall that:
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