CONTINUOUS AND DISCRETE SIGNALS AND SYSTEMS Iru! csnG lc yqtfiqdl I(ARIU INTEBNAIIOT{AL Ohak -I2rg. BengLdcth. Pho.. el3oa87, el38a2e .:d r,r lt . I jli:, ni. r. t CONTINUOUS AND DISCRETE SIGNALS AND SYSTEMS SECOND EDITION SAMIR S. SOLIMAN QUALCOMM Incorporated San Diego, California MANDYAM D. SRINATH Southe rn M ethodis t U niv e rs ity Dallas, Texas Prenlice-Holl ol lndio Frfivde *"* ,"jH;10 001 Mmn80cd Thls lndl8n Raprlil4!. &E.O (Otlghal U.S. Etltffis. 5544.00) OOIfflNUOIJS AND DISCRETE 536N,lUt AND SYSTEMS, by Samh S. SolLrun ad mandyam D. Stfuth zrd E.L lSS by PrcnbHa[, llt., (]Ew lmorvn as Pear8on Educauon, lnc.), Ono lako Stest, Uppst Saddle Rlver, Nfl Jsr8oy 074{i8, U.SA. All rlghts reslved. No Pan o, thb bmk may bo roprduEsd h any totm, by mlmeogmph ot any o$Er rneans, wlthout Potmlssbn h s'ddng tlotr Ole Brblbhor. @ bk ffi Bffi Edu.le Tlieso Tho adE srd Brb&itp c, ods !@f hsvs used tlalt b€8t efiotb h Pr€Darrt8 0& efrsdiYBt@. The auttE 0D (bvBloF rsd, r€sger4 8rd bdtg d tho UEotbs ard Fqtams b (labmets ard grubtrsr nal(o no rsnat$y ol any ldrd, etg€ss€d @ lmpfled, wlth tggard b those Programs @ ths lrtusrtal !o ]bbb h any sYsnl dcfiordetcl cmtehed h 0lfs !@k Ihe autlor ad trINshet thal or colrssglr€tdal datttsgss h cglrE(tqt rdlh, B artdrE oul ot, Ulo hrrdsl'fiE, P€rlormarEo' ot usa ot tlr@ pro0rans. d E tsBN€t-20&zu€ Pubtbhod by Asol(g New Dolhl:lloool N$v Dolrl-11(815. K GhGh, Prantbs-tlatl ol lndla P.hats LEnibd, M'c/, Connaught Cbas' and Prlnted by V.K. Balra at Pearl Onset Prsos Prlvato Llmlted, Contents rlll PNEFACE 1 NEPRESENNNG S'GA'AIS 1.1 Introduction 1 1.2 Continuous-Time vs. Discrete-Time Signals 1.3 Periodic vs. Aperiodic Signals 4 1.4 Energy and Power Signals 7 1.5 Transformations of the Independent Variable 1.5.1 The Shifting Operation, l0 1.5.2 The Retlection Operotion, 13 1.5.3 The Time-Scaling Operarion, 17 1.6 Elementary Signals 19 L6.I The Unit Step Function, 19 1.6.2 The Ramp Function, 2l L6.3 The Sompling Function, 22 1.6.4 The Unit Impulse Function, 22 1.6.5 Derivatives of the lmpulse Function, 30 1.7 Other Types of Signals 32 1.8 Summary 33 1.9 Checklist of Important Terms 35 1.10 Problems 35 l0 ,._,:v'. I , i : I :. .Its,'I vl ContenB 2 CONNNUOU$NMESYSTEMS 4I 2,1 Introduction 4l 2.2 Classification of Continuous-Time Systems 22.1 2.2.2 2.2.3 2.2.4 2.25 2.26 2.3 2.4 Linear Time-Invariant 2.3.1 2.3.2 Systems 2.4.4 Graphical Inrerpretation ol Convoluiot, 58 Systems U Causal LTI Systems, & Invertible LTI Systems, 65 Stoble LTI Systems, 65 Equations 67 Lincar,Corctant-Coefftcieu DiffereruialEquations,6T Sptems Described by Differential 2.5J 2.52 2-53 2,5,4 Basic System Components, 6 Sinulation Diagrans for Contiauous-Tine Systems, 70 Fiading the Impulse Resporce,73 2.6 State-VariableRepresentation 2.6.1 Sute Equations, V 2.6.2 2.63 2.6.4 2.65 76 Time-Domah Solwion ol the State Equations, TE State Equations h Fint Canonical Form, M State Equztions h Second Canonical Fon4 E7 Stability Consideruions, 9l 2.7 Srrmmary 94 2.8 Checklist of Important Terms 2.9 Problems 96 S 52 The Convolution Integral 52 Properties of Linear, Time-Invariant 2,4.1 Memorylas LTI Systems, O4 2.42 2.43 2.5 42 Lineat and Nonlinear Sysums, 42 Tbne-Varying ond TimeJnvariant Systems, ,16 Systems with and without Memory, 47 CausolSysetta,4E Invenibility and lnverce Sysums,50 Sublc Systerns,5l 96 FOURIER SEF'ES 3.1 Introduction 106 3.2 Orthogonal Representations of Sipals lUl 3.3 The Exponential Fourier Series lLz 3.4 Dirichlet Conditions 122 t@ vll Contents 3.5 Properties of Fourier 3,5J Series 125 Least Squores Approximation Property, 125 Elfecs of Symmetry, 127 Lineairy, 129 Product of Two Signals, 130 3.5.2 3.5.3 3.5.4 3.5.5 Convolution of Two Signals, 131 3.5-6 Paneval)s Theoretry lj2 3.5.7 Shilt in Time, 133 J.5.8 Inregration of Periodic Signab, 134 3.6 Systems with Periodic tnputs 135 3.7 The Gibbs Phenomenon 142 3.8 Summary 145 3.9 Checklist of Important Terms 148 Problems f48 3.11 Computer Problems 3.10 4 1@ ,62 THE FOURIER TRANSFORM 4.1 Introduction 162 4.2 The Continuous-Time Fourier Transform 163 4.2.1 Development of the Fourier Transform, 163 4.2.2 Existence of the Fourier Tratsform, 165 4.2.3 Examples of the Continuous-Time Fourier Trarsform, 166 4.3 Properties of the Fourier Transform l7l 4.3.1 Lineafiy, I7I 4.3.2 Symmetry, l7i 4.3.3 Time Shifting, 175 4.3.4 Time Scaling 175 4.3.5 Differentiation,IV 4,3.6 Energy ofAperiodic Signab, 179 4.3.7 Convolution, lEI 4.3.8 Duality, 184 4.i.9 4.4 4.5 Modulatio+ 185 Applications of the Fourier Transform 4.4.1 Amplitude Modubrion, 190 4.4.2 Multipl*ing 192 4.4.3 The Sampling Theorem, 194 4.4,4 Sigtul Filteriag 2N 190 Duration-BandwidthRelationships 2U 4.5.1 4.5.2 Defiaitiotts of Duration and Bandwidrh,2M The Uncertainty Priacipk,2$ (hntents 4.6 Summary 2ll 4.7 Checklist of Important Terms 4.8 Problems 2L2 5 212 224 THELAPLACETRANSFORM 5,1 Introduction 224 5.2 The Bilateral l-aplace Trensform 225 5.3 The Unilateral I-aplace Transform 228 5.4 Bilateral Transforms Using Unilateral Transforms 229 5.5 Properties of the Unilateral l:place Transform 231 J.s.t Lineanry,232 5.5.2 Tine Shifiing,232 5.5.3 Shifiing in the s Domain,2i3 5.5.4 Time Scaling,234 5.5.5 Differentiatibn in the Time Domairy 234 5.5.6 Integration in the Time Domairy 237 5.5.7 DWrentiotion in the s Domain, 238 5.5.E Modulation,239 5.5.9 Convolutiory 240 5.5.10 5.5.1I 5.6, The Initial-Value Theorer4 243 Final'Volue Theorem 2'14 Ihverse l:place Transform 246 5.'l Simulation Diagrams for Continuous-Time 5.8 Applications of the [:place 5.9 Transform State Equations and the l:place 5.ll Summary 250 257 Problems Transform 263 26 268 5.12 Checklist of Important 6 Systems 5.8.1 Solution of Differential Equatioru, 257 5.8.2 Application to RLC Circuit Analysb, 258 5.8.3 Application to Control" 2ffi 5.10 Stability in the s Domain 5.13 t 6 Terms 270 27O D//SCNETE.NMESYSTEMS 6.1 Introduction 278 6.1.1 Clossification of Discrete-Time Signab,279 6.1.2 Transfornutions of the lndependent Variable, 281 278 lx ConientB 6.2 Elementary Disrete'Time Signals 282 6,2.1 Dblete Imputse and Step Functlotts' 283 6,2,2 ExPonentialSequences,2E4 6.3 Discrete-Time SYstems 287 6.4 Periodic Convolution 294 6.5 Difference-EquationRepresentationofDiscrete-TimeSystems 6.5.1 Homogeneow Solution of the Difference Eqwtion' 299 6,5,2 The Panicular Solution, 302 6.5,3 Determlnation of the Impube Response' 305 6.6 Simulation Diagrams for Discrete'Time Systems 306 6.7 State-Variable Representation of Discrete-Time Systems 310 6.7.1 Solution of Smte-Space Equotions, 3li 6.7.2 lmpulse Response of Systems Described by State Equations, 316 6.8 Stability of Discrete'Time Systems 376 6.9 Summary 318 6.10 Checklist of Important 6.11 7 Problems Terms 298 320 320 329 FOUN//EN ANALYS'S OF D//SCRETE.NME SYSTEMS 7.1 Introduction 329 7.2 Fourier-Series Representation of Discrete-Time Periodic Signals 7.3 The Discrete-Time Fourier Transform 340 7.4 Properties of the Discrete-Time Fourier Transform 345 7.4.1 Periodiciry,345 7.4.2 Linearity, j45 7.4.3 Time and Frequency Shifting, 345 7.4.4 DifferentiationinFrequency,346 7.4.5 Convolution,3tl6 7.4.6 Modulation,350 7.4.7 Fourier Transform of Dbcrete'Time Periodic Sequences' '150 7.5 Fourier Transform of Sampled Continuous-Time Signals 351 Reconsttuction of Sampled Signols,356 - 7-5.1 7.5.2 Sampling-Rate Conversion, 359 7.5.3 A/D and D/A Conversion,364 7.6 Summary 367 7.7 Checklist of Important Terms 369 7.8 Problems 369 331 x 8 Contens THEZ.TRANSFO.AM 8.1 [ntroduction E.Z 375*. 375 Z-Transform 376 8.3 C.onvergence ofthe Z-Transform 378 8.4 hoperties of the Z-Transform 383 The 8.4.1 Linearity,3E5 8.4.2 TimeShifting,386 8.4.3 FrequencyScaling,3ST E.4.4 E.4.5 E.4.6 E,4.7 8.5 8.6 Differeruiation with Rapecr to InitialValue,3S9 Fual Value, i89 Convolwio4 390 The lnyerse E.sJ 8.5.2 z,38 Z-Transform 392 Invenion by a Power-Series Expansior* 394 Invenion by Panial-Fraction Exparcio4 j95 Systems 399 8,7 Z-Transform Analysis of State-Variable Systems M2 8.8 Relation Between the Z-Trdnsform and the Laplace Transform 8.9 Summary 4ll Z-Trunsfer Functions of Causal Discrete-Time 8.10 Checklist of Important . 8.11 Problems Terms 4lO 414 414 9 THED/SCNETEFOUA//ERTRANSFOAM 9.1 Introduction 419 9,2 The Discrete Fourier Transform atrd Its Inverse 4Zl 9.3 Properties of the DFT 422 9.3.1 Linearity,422 9.3.2 TimeShiftitrg,422 9.3.3 Akemative Invenion Formulq 42j 9.3.4 Time Coivolwio4 42j 9.3.5 Relation a the Discrete-Time Fourier and Z-Transforms, 424 9.3.6 Mitrix Interpretarion of the DFT, 425 9.4 Linear Convolution Using the DFT 426 9.5 Fast Fourier Transforms 428 9.5.1 The Decimation-in-Time Algoritha 429 9.5.2 The Decination-in-Frequency Algoritlua,4j3 4Ig xr Contents 9.6 Spectral Estimation of Analog Signals Using the DFI 4*46 91 Summary 445 9.8 Checklist of ImPortant Terms 9.9 Problems MB 10 448 tts2 DES//GN OF ANALOG AND DIGITAL FILTERS 10.1 Introduction 452 10.2 FrequencyTransformations 455 10.3.1 10.3.2 10.4 Digital Filters 457 The Buttenoonh Filrer' 458 The ChebYshev Filrer,462 10.3 Design of Analog Filters 468 10.2.1 Design of IIR Digitat Fitters lJshg Impube Invariance, 469 10.4.2 IIR Design Using the Bilineor Translormatio4 473 10.4.3 FIR Filter Desig4 475 10.4.4 Computer-Aided Design of Digirol Filters, tlEI 10.5 Summary 482 10.6 Checklist of Important 10.7 Problems APPENDIX A Arithmetic A.2.1 A,2.2 A.2.3 483 483 ,lE5 Operations 487 Addiuon and Subtraction, tE7 Muhiplication,4ET Division,488 A.3 Powers and Roots of Complex Numbers A.4 Inequalities 490 APPENDIX &5 COMPLEX NUMBENS A.l Definition A.2 Terms B 489 491 MATHEMANCAL RELANONS B.l Trigonometric B.2 Exponential and Logarithmic ldentities 491 Functions 492 xll 8.3 ContentE tspecial B.i.I Functions 8.3.2 8,3,3 8.4 8.5 Expansion 494 Sums of Powers of Natural Numbers Power-Series B.sJ 8.5.2 8.6 4g3 GanmaFuctlons,493 Incomplete Gatrutu Functlors, 494 Beu Funaions,494 495 Suns of Blnomial Coefficiens,496 Series of Exponentials, 496 Integrals 496 B,7 Indefinite Integrals 498 Definite APPENDIX C.l Basic C.2 Basic C ELEMEMARY MATRIX THEONY Definition 5(2 Operations 503 C.2.1 Matrir Additio4 503 C.2.2 Differentiation and Inegrarton C.2.3 Marrix Multiplicatiot, 503 C.3 Special Matrices 504 C.4 C.5 C.6 The Inverse of a Matrix Eigenvalues and Eigenvectors Functions of a APPEND'X D Matrix PARNAL 602 503 506 507 508 FNACNONS D.l Case I: Nonrepeated Linear D.3 D.4 Case III: Nourepeated Irreducible Case IV: Repeated Irreducible Second-Degree 512 Factors 513 D.2 Case II: Repeated Linear Factors 514 Factors 515 Factors 517 Second-Degree BIBLIOGRAPHY 519 INDEX 521 Preface The second edition of Continuous and Disqete Signak and Systems is a modified ver. sion of the fint edition based on our experience in using it as a textbook in the intro' ductory course on signals and systems at Southern Methodist Universily, as well as the coEments of numerous colleagues who have used the book at other universities. The result, we hope, is a book that provides an introductory, but comprehensive treatment of the subjeci of continuous and disqrete.time signals and systems, Some changes that we have made to enhance the quality of the book is to move the section on orthoSo' nal representations of signals from Chapter I to the beginning of Chapter 3 on Fourier serles, which permlts us to treat Fourier series as a epecial case of more general repre' sentations. Oiher features are the addition of sections on practical reconstruction fil' tera, rampling-rate conversion, and A/D and D/A converters to Chapter 7, We have aleo added reveral problems in various chapters, emphasizing comPuter usage. How' ever, we have not suggested or requlred the use of any specific mathematiQal software be left to the preference of the lnstructor, packages -Overall, as we feel that this choice should about a third of the problems and about a fifth of the examples in the book have been changed, As noted in the first edition, the aim of building complex systems that perform sophisticated tasks imposes on engineering students a need to enhance their knowl' edge of slgnals and syitems, so that they are able to use effectively the rich variety of anilyeis and synthesis techniques that are available. Thus signals and systems,is a_core course ln the Electrical Engineering curriculum in most schools. In writlng this book we have tried to preBent the most widely used techniques of signal and system analy' sls ln an appropriate fashion for instruction at the junior or senior level in electrical engineerlng" The concepts and technlques that form the core of the book are of fun' damental lmportance and ghould prove useful also to engineers wishing to update or extend thelr understanding of signals and eyetems through self-study, xlll The book is divided into two major parts. In the,first part. a comprehensive treatment of continuous-time signals and systems is presented. In the second part, the results are extended to discrete-time signals and systems. In our experience, we have found that covering both continuous-time and discrete-time systems together, frequently confuses students and they often are not clear as to whether a particular concept or technique applies to continuous-time or discrete-time systems, or both, The result is that they often use solution techniques that simply do not apply to particular problems. Since most students are familiar with continuous-time sigaals and systems in the basic oourses leading up to this course. they are able to follow the development of the theory and analysis of continuous-time systems without difficulty. Once they have become familiar with this material which is covered in the tint five chapters, students should be ready to handle discrete+ime signals and systems. The book is organized such that all the chapters are distinct but closely related with smooth transitions between chapters, thereby providing considerable flexibility in course design. By appropriate choice of material. the book can be used as a text in several courses such as transform theory (Chapters l, 3, 4,5,7, and 8), coutinlsus-1ims signals and systems (1,2,3,4, and 5), discrete-time signals and systems (Chapters 6,7, 8, and 9), and sipals and systems: continuous and discrete (Chapters 1,2,3,4,6,7,and 8). We have been using the book at Southern Methodist University for a one-semester course covering both continuous-time and discrete-time systems and it has proved successful. Normally, a signals and systems course is taught in the third year of a four-year undergraduate curriculum. Although the book is designed to be self-contained, a knowledge of calculus through integration of trigonometric functions, as well as some knowledge of differential equations, is presumed. A prior exposure to matrix algebra as well as a course in circuit analysis is preferable but not necessary. These prerequisite skills should be mastered by all electrical engineering students by their junior year. No prior experience with system analysis is required. While we use mathematics extensively, we have done so, not rigorously, but in an engineering context. We use examples extensively to illustrate the theoretical material in an intuitive manner. As with all subjects involving problem solving, we feel that it is imperative that a student sees many solved problems related to the rqaterial covered. We have included a large number of examples that are worked out in detail to illustrate concepts and to show the student the application of the theory developed in the text. In order to make the student aware of the wide range of applications of the principles that are covered, applications with practical significance are mentioned. These applications are selected to illustrate key concepts, stimulate interest, and bring out connections with other branches of electrical engineering. It is well recognized that the student does not fully understand a subject of this nature unless he or she is given the opportunity to work out problems in using and applying the basic tools that are developed in each chapter. This not only reinforces the understanding of the subject matter, but. in some casesr allows foi the extension of various concepts discussed in the text, In certain cases, even new material is introduced via the ptoblem sets. Consequently, over 260 end-of-chapter problems have been straightforward pPli3tions included. These problems are of various types, some being that the stuof the basic ideis presented in the chapiers, and are included to ensure and other problems dent understands the material fully. Sonre are moderately difficult, problems i"quir. that the student apply the theory he or she leamed in the chapter to of practical imPortance. the ihe relative amount of "Design" work in various courses is always a concern for and digital-filter engineering faculty. ihe inclusion in this text of analog*;fi as othe-r design-related material is.in dir. ect response to that concern' of all the At the end of each chapier, we have included an item-by-item summary. of all irpott*t.orcepts ana formulas covered in that chapter *:X,1t-:^th:^llist that ,"r*s iiscussed. This tist serves as a remindir to the student of materid sPecial attention. deserves -systems.-The.focus Tt roughout the book, the emphasis is on linear time-invariant remainder of the book' io CfruptJ. I is on signals. This material, which is basic to the this chapter, we cover.a vari' considers the mathemati*ii.pi.t""t",ion of signals. In signals' transformations of ety of .uUi".s such as p.ti.JiL tig,"ft' energy ind power signals' thl --- indepindent variable, and elementary (CT) CU.pi.r 2 is devoted to the time-domain iharacterization of continuous-timeof conurith the classificatioo Iinear time-invariant (LTIV' systems. The chaPter starts of tinuous-time systems anO tire'n introduces thi impulse-response-characterization discussion of.slntems and the convolurion integral. This is followed by a equations' Simulation diagrams characterized by linear constant-coeffici-ent differential to introduce the state varifor such system, ur" pr"."ir[anA used as a stepping stone with a discussion of stability' able - conclpt. The chapter concludes io this point the focus is on the time-domain description of signals.and systems. "f..ii*i ;;.;;; i: i.["""ri irrv rpt"., startingwithchaPter3'weconsiderfrequency-domaindescriptions.Webeginthe signals' The t a consiaeratioi "iit " ortUogiial representation of arbitrary orthogonal rePresentation "i"pt"i*i Fourier series are then iniroJuced as a slecial cise of the forperiodicsignals.PropertiesoftheFourierseriesarepresented.Theconceptoflineof signals is given' The response spectra for describing tfr" tt"qu1n"V content of such concludes with a discussion iinear ryst.m, to perilodic i"pii. it iitt*ted' The chapier of the Gibbs phenomenon. Chapter4beginswiththedevelopmentoftheFouriertransform.Conditionsunder propertiesdiscussed' Appli' which the Fourier tr.nrfor,n .*i.t. lie presented and its modulation, multiplexing' cations of the Fourier transform in areai such as amplitud-e The usi of the transfer function in detersampling, and signal tilteriig a,e is "onsiaered' is discu-"ed' The Nvquist sampling theorem ,".p6nr" ;;G;il. Liiv;tti;s "f derivedfromtheimpulse-modulationmodelforsampling.Theseveraldefinitionsof bandwidthareintroducedandduration.bandwidthrelationshipsdiscussed..-l-aplace Ct.ft", 5 deals with ,i" LpU.. ,t*sform. Both unilateral and bilateral are derived and examples transforms are defined. n.p.atl"r of the Laplace transform used to evaluate new laplace transare given to demonstrate t oL in.r" propertils are of the transfer funcfoffip.ir. or to find ,tr. i'i""tt" Lif..lt transform. The concept transform such as for the tion is introduced and *tLi"pp-fii"tions of the Laplace nl solution of differential equations, circuit andysis, and control systems ale presented. The state.variable representation of syeteme in the frequency domain and the solution of the state equations using Laplace transforms are discu$ed. The treatmentof cotrtinuous-time sipals atrd systens ends with Chapter 5, and a course emphasizing only CT material can be ended at thir point. By the end of this chapter, the reader ehould have acquired a good undentandiag of contiuuous-time signals and systems aod should be ready for the second half nf the book in which discretetime signals and eystems analysis are c,overed. We itart our consideration of diecrete.tipe syBtems in Chapter 6 with a dlecueeiou of elementary diegrete-time signals. The impulse-reeponse characterlzatiou of diEerete' ti11e systems is presented and the convolutiotr sum for determining the regPonse to arbitrary inputs is derived. The difference equatiou rePresenUtion of discrete-tine sye tems and their eolution is given. As itr CT systeos, einulation diagrams are diesussed as a means of obtainiag the state-variable representation of dissrete'tine systems' Chapter 7 considerB the Fourier analysis of discrete-tine signals, The Fourier eeriee for periodic sequences and the Fourier transform for arbitrary signals are derived. The similarities and differencee between these atrd their cootinuous-tine couterParts 8re brought out and their propertles and applications discu$ed. The relation between the coutinuoue-tlme and discrete-time Fourier trsnsfotrrs of sampled analog slgpalo ie derived and used to obtain the impulse.modulation model for samPlirg that ls consld' ered in Chapter 4. Reconstruction of sampled analog slgnals uslng practlcal recon' struction devices such as the zero-order hold ig considered. Sampllng rate converBion by decimatlon and interpolatigpof sampled signals ie dlscussed. The chapter concludes wlth a brief deecriptldri df[i/D ahit D/A coqvg[sjptt, i Chapter E dlscusses lhe (p.transform of dlsgete'tHe slgnals. The derelopment fol' lowe clooely that of Chapter5for tte Iaplace fransf6dn. Properties of the Z.traneform are derived and thelr application in the analysis of diecrqte'time systems developed. The solution of difference equations and the analysle of gtate-vadable systems using the Z-transform are also dissussed, Flnally, the relation,between the Laplace and the Z-transforms of sampled signals is derived aud the mapplng of the s'plane lnto the z' plane'i8 discussed. Chapter 9 introduceg the discrete Fourler trBnsform (DFT) for uralyzlng ftnite' longth iequences, The properties of the DFT are derlved and the dlfferences wlth the other transfotms dlscusged in the book are uoted. The interpretatiou of the DFf as a matrix operation on a data vector is used to briefly note its relatlon to other orthogo' nal traneforms. The application of the DFT to linear system analysis and to spectral estimation of analog signale is discussed. TVo popular fast Fourier tralsform (FFT) algorithms for the efficient computation of the DFI are preeented. The final chapter, Chapter 10, congiders Eom€ techuiques for the deslgp of analog and digttal 6lters, Techniquee for the deelgo of two low.pass analog flltern, namely, the Butterworth and the Chebyshev filters, are given. The lmpulse invarlance and billnear technlques for designing digital IIR filters are derlved. Deeign of FIR dlgital ftlters uslng window functions is also discussed, An example to lllustrate the appllcatlon of FIR filters to approximate nonconventional filtera ls prssented, Tbe chapter concludes wlth a very brief overvlew of computer-alded techniques' Pretacs xvll In addition, four appendices are included. They should prove useful as a readily variables aud matrix available sourse for some of the background material in complex algebra necessary for the course, A somewhat extensive list of frequently'used formu' las is also included. we wish to acknowledge the many people who have helped us in writiag this book, especially the students on whom much of lhis material was classroom tested, a[d the reviewers whose comments were very useful. We have tried to incorporate mOst of their comments in preparing this second edition of the book. we wish to thaEk Dyan Muratalla, who typed a subbtantial part of the manuscript. Finally, we would like to thank our wives and families for their Patienc€ druing the completion of this book. S, Soltmaa M.D, Sttruth ., lii-i j , .,, 'tf rI .f, ,r '. 4t i I Chapter 1 Representing Signals 1 .1 INTRODUCTION Signals are detectable physrcal quantities or variables by mcans of which messages or iniormation can be transmitted. A wide variety of signals are of practical importance in describing physical phenomena. Examples include the human voice. television pictures, teletypC data, and atmospheric temperature. Electrical signals are the most eas' ily measuied and the most simply represented type of signals. Therefore, many engineers prefer to transform physical variables to electrical signals. For example, light ma'ny physical quantities. such as temperature, humidity, specch, wind speed, and intensity, can bi transformed, usirig trinsducers, to time-valying current or voltage signals. Ellctrical engineers deal with signals that have a broad range of shapes, amplitudes, durations, and perhaps other physical properties. For example, a radar-system designer analyzes higir-eneigy microwave pulses, a communication-system engineer whols concemed wiitr signai detection and signal design anall-zes information-carrying signals, a power engineer deals with high-voltage signals, and a comPuter engineer deals with millions of pulses per second. ..presented as functions of one or more independent Mathematically. sifnals "ie variables. For eximple. time-varying current or voltage signals are functions of one variable (time), the vibration of a reciangular membrane can be represented as a function of lwo spatial variables (.r and y coordinates), the electrical field intensity can he looked upon as a function of two variables (time and space). and finally. an image signal can be regarded as a function of two variables (.r and.v coordinates). ln this introductory courie of signals and svstems. we focus attention on signals involving one independent variable, which we take to be time. although it can be different in some specific aPPlications. 2 Roprosentlng . Slgnals Chapter I We'begin this chapter with atr htroduction to two classes of eignals that we are concemed with throughout the text, namely, continuous-time and discrete-time siguals, Then, in Section 1.3, we detine periodic signals. Section 1.4 deals with the.iseue of power and energy signals. A number of traruformations of the independent variable are discussed in Section 1.5. In Section 1.6, we introduce several inportatrt elementary sigaals that not ooly occur frequently in applications, but also serve as a basis for rep. resenting other signals. Other types of signals that are of importance to engineers are mentioned in Section 1.7. 1,2 CONTINUOUS.TIME VS. DISCRETE.TIME SIGNALS One way to classify signals is according to the nature of the independent variable. If the independent variable is continuous, the corresponding signal is called a continuous-thre signal and ie defined for a continuum of values of the iadependent variable. A telephone or radio signal as a function of time and an atmospherlc preesure as a function of altitude are examples of continuous-time slgnah. (See Figure 1.2.1.) Corresponding to any instant l, and an infiniteslmally small posltlve real number e, let ue denote the instants rr I and l, * e by ri and ri, respectively. If r(ri) xOl) = x(4), we say that x(t) is continuous at, = ,r. Otherwlge it is discontlnuous Bt 11, and the amplitude of signal r(t) has a jump at that point. Slgnal rO is eaid to be contlnuous if it ls continuous for all t, A eignal that has only a flnlte or a countably lnffnlte number of discontinultles ls said to be plecewlse condnuous lf the jump ln amplltude at each discontinuity ls flnlte. There are many contlnuous-tlrae signale of loterest that are not coutlnuour, An exasr. ple ir the rectangular pulse function rect(t/t) (eee Figure 1.2.2), which ls de8aed as - - l rect(t/t) = { r, [o' lrl a; (1.2.1) hl ,; u(r) I (u) tlgure l2.l (b) , Exampleo of contlnuous.tlmo elgnalr, S6c. 1.2 !l Contlnuouo-Tlme vB. Dlscrete-Timo Signals rsct -rl2 Ilgure 122 0 A reaangular -3-2-1 Flgure (r/t) pulse siggal. 0t2 L2.3 A pulse train. This sipal is piecevise conthuous, since it is continuous everywhere except at I = ts 12 and the magnitude of the jump at these poins is 1. Another example is the pulee trail shom in Figure 1.2.3. This sigpal is continuous at all , except , = 0, 1, t2, ... , At a point of discontinuity r,, the value of the sipal.r(r) is usually considered to be undefined. However, in order to be able to consider both continuous aud piecevise continuous signals in a similar manner, we will assigp the value t ,tal =f,h(,i) + r(,i)I (t2.2) r(t) at the point of discontinuity r = rr. If the independent variable takes on only discrete values t : k[, where I is a fixed positive real number and & ranges over the set of integen (i.e., & = 0, tl, t2, etc,), to the corresponding signal x(&[) is called a discrete-time sipal. Discrete-time signals arise naturally in many areas of business, economics, science, and engineering. Examples are the amount of a loan payment in the && month, the weekly Dow Jones stock index, and the output of an information source that produces one of the digits 1, 2, ..., M every seconds. We consider discrete-time signals in more detail in Chapter 5. I Representing 4 PERIODI Signals Chapter I APERIODIC SIGNALS Any continuous-time signal that satisfies the condition .r(t)=..1r*rrr. n = 1.2.3,... ( 1.3.1) I where > 0 is a constant known as the fundamental period. is classified as a periodic signal. A signal .r(r) that is not periodic is referred to as an aperiodic signal. Familiar eiamples olperiodic signals arethe sinusoidal furrctions. A real-valued sinusoidal signal can be eipressed mathematically by a time-varying function of the form (1.3.2) x(t)=4sin(r,rnl+$) where A = amplitude = radian frequency in rad/s 6 = initial phase angle with respect to the time origin in rad oo This sinusoidal signat is periodic with fundamental Period T = 2t /aotor all values of roo' The sinusoidal time function described in Equation (1.3.2) is usually referred to as a sine wave. Examples of physical phenomena that approximately produce sinusoidal signals are the vottage ourput of an electrical alternator and the vertical displacement attached tJ a spring under the assumPtion that the spring has negligible mass of1 and no damping. Tne putse irain shown in Figure 1.2.3 is another example of a peri' odic signal, witfi fundamental period T = 2. Notice that if r(r) is periodic with tundamentaiperiod I, then r(r) is also periodic with period 2I, 37,4T, . ... The fundamental frequericy, in radians, liaaian friquency) of the periodic signal r(t) is related to the fundamental period by the relationship tn* Zrt ttO=7 (1.3.3) 'Engineers and most mathematicians refer to the sinusoidal signal with_radian fre' qrJn.y ro* = 1,oo as the tth harmonic. For example, the signal shown in Figure l'2.3 h"t . iuot.*"nial radian frequency @o = rr, a second harmonic radian frequency = 3t. Figure 1.3.1 shows. the first' -, = Zn,and a third harmonic iadian friquenry A, 0ro, and se'cond, and third harmonics of signal x(t) in Eq. (1.3.2) for specific values_of harmonic are distinct. In theory' we O. Note that the waveforms coresPonding to each -, .rr (r) = x2 +cos 2t, Flgure Lt.l (r) = cos 4rl Harnonically related sinusoids. 13 (r) = +cos 6u, Sec. 1.3 Periodic vs. Aperiodic Signals can associate an infinite number of distioct harmonic signals with a given sinusoidal waveform. Periodic signals occur frequently in physical problems. ln this section, we discuss the mathematical representation of such sipals. In Chapter 3, we show how to represent any periodic signal in terms of simple ones, such as sine and cosine. Eranple l3.l Harmonically related continuous-time exponentials are sets of complex exponentials with fundamental frequencies that are all multiples of a single positive ftequency r,ro. Mathematically, $r() = exp[lk<rrdl' k = 0, +1, -+2, .. (1.3.4) We show that for k * O, +t(t) is periodic with fundamental period 2rr/ltool or frudamental frequency I kr,rol. In order for signal Qr(t) to be p€riodic wilh period T > 0, we must have exp [/<roo(t + I)l = exp[korot] or, equivalently, ^= ' 2tt (13.5) -le;J Note that since a signal that is periodic with period I is also periodic with period any positive integer ( then all signals Q.(l) have a common period of 2rr/roo. lI for The sum of rwo periodic signals may or may not be periodic. Consider the two periodic sigrals r(t) and y(t) with fundamental periods T, and Tr, respectively. We investigate under what conditions the sum z(t)=ax(t)+by(t\ is periodic and what the fundamental period of this signal is Since x(t) is periodic with period fr, it follows that r(r) = r(, + /<f if the sigual is periodic. ) $imil61ly, y(t)=y(t+lTr) where k and I are iategers such that z(t) -- ax(t + kT) + by(t + lT2) In order for z(r) to be periodic with period T, one needs ax(t + T) + bv(, + T) = ou(t + trr) + by(t + lTr) We therefore must have T=kTr=lTz Repreeenllng 6 Slgnals Ohapter 1 or, equivalently, T,t ---l _- T2k - In other words, the sum of two periodic signals is periodic only if the ratio of their respective periods can be expressed as a rational number' ranple 1.82 We wlsh to determine which of the following sigrals are periodic' (a) ,n r'(r) = sin ?r (b) rz0) = 'in?rto'llr (c) .rr(t) = sin 3t (d) xo(| = rr(r) - 2r!(r) write:r(r) as.the sum of two For there signals, 11(l) is periodic with period Tr = 3. We sinusoids wiih periiii rri = L5tl3 and-T.-= 15fl' Since 13T2, ='l7r'i1lollon: that = 15. rl(r) is periodic with period rl = 2r'll3. Since we cannot is periodic with period frnd integen k and I such that kT1 = lT3, it follows that ro(t) is not periodic' t! r'() i, Note that if x(r) and y(l) have the same period T, then z(r) = x(t) + y(O-is periperioOic wittr period T; i.e., linear operations (addition in this case) do not affect the odicity of the resulting signal. Nonlinear oPerations on periodic sigrrals (such as multiilication) produce peiodic signals with different fundamental Periods.The following example demonstrates this fact. kanple r.$-l l,et:(r) = oostrrrr and y(l) = cosr,ly'. Consider the signal a0) = :(t)y(t)' Signal x(t) is perioriic with periodic itr/'or, aad signat y(r) is periodic with period 2n/ur,The fact that z(t): ,1rrrr1, has two componenti, one with radian frequency o2 -'o, and the other wit-hradianfrequency(l,2+.r'canbeseenbyrewritingtheproduct:(t)y(t)as cosorr coso2, = |t o.tr, - to,)t + cos(o2 + or)d have a constant term (ll2) and a second-harmonic term z,,ir). ln general,'nonlinear operations on periodic sigtals can produce higher order irE harmonics. if or1 = t. to2 = ro, ihen e(t) wi[ and Since a periodic sigrral is a signal of infinite duration that should start at, = -o go on toi = o, it dlows that ilt practical signals are aperiodic. Nevertheless, the study of the system response to periodic inputs is essential (as we shall see in ChaPter 4) in the process of developing the system response to all practical inpus' h Sec. 1.4 1.4 7 Energy and Power Signals ENERGY AND POWER SI NALS Let x(r) be a real-valued signal. If r(t) represents the voltage across a-resistance R. it ptoOucet a c.urrent i(t'1 = ,1'71*' The instantaneous Power of the sigoal is hr1r1 = ,'(t)i?., and the energy expended during the incremental interval dr is ,ri)i ndl. in general, we do not know whetherr(r) is a voltage or a current signal, and in oiaer to normatize power, we assume that R = 1 ohm. Hence, the instantatreous power associated wittrsignal r(l) is r2(r). The signal energy over a time interval of lenglh2L is defined as (r.4.1) dt r., = [' lxktlz l-1' '" and the total energy in the signal over the range, € (--, -) can be defined as E= li,,, The average power can then be defined P= I' ,l,r,rl, o, (t.4.2) as li,n l+,1:,1,(,)t,d,] (1.4.3) Although we have used electrical sigrals to develop Equations (1.4.2) and (1.4.3), these equatio'ns define the energy and power, respectively, of any arbitrary signal.:.(t)' When the limir in Equation (1.4.2) exists and yields 0 I f,, < a, signal r(t) is said to be an energy signal. Inspection of Equation (1.43) reveals that energy signals hav_e zero 1n, power. Oriitre-ottrer trand, if the limit in Equation (1.4.3) exists and yields 0 < P itren x(l) is a power signal. fower signals have infinite energy' +c! es statea earlier, p-riodic signals afe assumed to exist for all time from -o to If it happens that these periodic signals_have finite and, therefore, have intinite "nJrgy. u""iug" power (which they do in most cases), then they are power signals. In contrast' bounded finite-duration signals are energy signals. Example 1.4.1 Inrhisexample,weshowrhatforaperiodicsignalwithperiodl,theaveragepoweris , = +( r()t,at (1.4.4) any If r(r) is periodic with period I, then the integral in Equalion ( 1.4.3) is the same ovet interval of length L Aliowing the limit to be taken in a manner such that 2L is an integral iultipte of thJ period (i.e.,it = m7),we find thar rhe total energy of .r(l) over an inter' val oi length 2L is rn times the energy over one period' The average power is then p = rim = l*^ l,'l,o)1,d4 ]7[, vurl'o' I -il.t ti. I Reprcsentng .t1(r) Chapter I x2O) , 0 0 (a) o) Ilgure Ixanple Slgnals L41 Signals for Examplel.4.2. 1.,1J Coosider ths nignels in Figure 1.4.1. We wish to determine whether these sigpals are energy or power sigpals. The signal in Figure 1.4.1(a) is aperiodic with total eoergr z= l.a,eryl-ald,=+ which is fiaite. Therefore this signal is an energy signal with energy age power is P= A2 /2. The aver- li- (*l_,o, "*r-40) =m#=o and is zero as expected. The energy in the sigpal in Figure 1.42(b) is found as E= HI U_,o, " + [" n, expl-zr]r,] = H nf, * lO- expt-zr)] which is clearly unbounded. Thus this sigral is not an energy signal. Its power can be found as E= li- riU_rn " + IL a' expl-ztl ")= + so that this is a power signal with average pwer A2/2. kample L4a Consider the sinusoidal signal x(t)=Ssin(or/+Q) This signal is periodic with period -2t u)o S€a. 1.4 I Energy and Power Slgnals The average power of the signal is r = |[o' errn (<rror + rb) dr = * f^E- j cos(z'or + zotlat A7 2 The last step follows because the sipal cos (2r,rol + 20) is periodic with period Tl2 ad the area under a cqsine sigpal over any ioterval of length lI, where I is a positive integer, is always zero. (You should have no trouble confrming this result if you draw tso conplete periods of cos (2oot + 2$)). tr'.rqnrple 1.4.4 Consider the two aperiodic signals shovu in Figure 1.4.2. These two sigpals are eramples of energy sigpals. The rectatrgular pulse shown in Figure 1.4.2(a) is stricily time limited, since .r, (l) is identically zero outside the duration of the pulse. The other signel b aslmP totically time limited in the sense that r;(t) -+ 0 as t -+ t.o. Such sigpals may also be described loosely as "pulses." In either case, the average power equals zero. The energr for signal .x,(t) ,r E, = = For H .. J_,r?@a, r:, A2 at = l,) xr(), E, = = !y- 0 a2 A2 exPl-zaLl) = tS ?(1 - x2U\= A exp [-a r1(r) -tl2 f ,A' "*el- ultll at rl2 0 (a) ( Flgure L4J Sigpals for Examgle 1.4.4. b) lrll 't0 Representng Slgnals Chapter 1 Since E1-and E2 are finite, rr(r) aod t2(r) are energy signals. Almost all time-Iimited signals of practical interest are energy sigrals. I.5 TRANSFORMATIONS OF THE INDEPENDENT VARIABLE A oumber of importanl operatiorui are often Perfofmed on sigpals. Most of thase operations involve transformatioas of the independent variable. It is imPortant that the reader know how to perform such operations and understand the physical meaning of each one. The three operations ve discrrss in ihis section are sffiing, reflecting, and time scaling. 15.1 flre Shfffing Qreradon !( - Signal 6) represents a time-shifted version of .r(t); see Figure 1.5.1. The shift in time is ro. If ro > 0, then the signal is delayed by 6 seconds. Physically, ts cantrot take on negative vdues, but from the analytical viewpoint, r(, ,0), ,o < 0, rePresents an advanced replica of .r(t). Sigpds that are related in this fashion arise in applications such as radar, sonar, communication systems, and seismic sigral processing. - trranple 15.1 C,onsider the signal r(r) shown in Figure 1.5.2. We want to can easily be seen that (t+t, lr. '(')= 1-r*r, [0, plot:(r - 2) and :( -l=rso o<t=z 2<t=3 otherwise To perform the time-shifting operation, rePlace t by t - 2 in the expression for r(t): (Q-z)+t, -tst-2=o ost-2=2 lr. ,(t-2) = 1_t, _2)+3, 2<t_2=3 [0, otherwise .r (, - ,o) 'u+'l ngure l5.f + 3). The shifting operation. lt Sec. 1,5 Translormatons ol the lndependent Variable 11 or, equivalently, x(t (r-t, t=t=2 - 2)= 1 l,. [0, ,. 1:',:i othervise - The sigrral x(t 2) is plotted in Figure 15.3(a) and can be described as units to the right oo the time axis. Similarly, it catr be shown that (t r(, + 3) = .| + t, r(t) ahiffed tvo -4=rs -3 'j,, -i::: ;' [0, othersise The sigpal r(, + 3) is ploned in Figure 153(b) and represents a shifted version of shifted thee udts to the left. r(t), Eanple 153 Vibration sensors are mounted on the front and rear axles of a moving vehicle to pick up vibrations due to the roughness of the road surface. The signal from the front seosor is r(l) 1Z)). and is shown in Figure 15.4. The signal from the rear axle sensor is modeled asr(t by vehicle of the speed possible the to determine If the sensors are placed 5 ft apart' it is eensor. comparing the signal from the rear ade sensor with the sigpal from the front ade Figure 1.55 illustrates the time{elayed version of .r(t) where the delay is 1Z) ms, or - Flgure 152 Plot of .r(t) for Example 1.5.1. r(r - r(, +3) 2) -2 (b) (a) Hgue 15J The shifting of :(t) of Example 1.5.1. 12 Representlng r(r - Signats Chapter , (ms) Flgure 15.4 Front axle sensor signal for Example 1.5.2. t (ms) figurc 155 Rear axle sensor signal for Example 1.5.2. 1 120) 0.12 s. rhe delay t between the sensor sigpals from the front and rear axles is related tb the distance d between the two axles and the speed o of the vehicle by d=ut so that a=-dT =#=sofi/s karnple 1.63 A radar placed to detect aircraft at a range R of 45 nautical miles (nmi) (l nautical mile = fi16.115 ft) transmits the pulse-train signal shown in Figure 1.5.6. If there is a target, the transmitted signal is reflected back to the radar's receiver. The radar operates by mia- *1 l* Flgure 15.6 roo Radar-transmitted signal for Example 1.5.3. r (gs) Sec. 1.5 Translormations ol the lndependeni Variable 13 Received pulse , (tts) f*ssot Ilgure 15.7 Transmitted and received pulse train of Example 1.53. suring the time delay between each transmitted pulse 8nd the corresponding returq or echo. The velocity of propagation of the radar sigral. C is equal to 161,S/5 omi/g The round-trip delay is ":T=##=o.s56ms Therefore, the received pulse train is the same as the transmitted pulse train, but shifted to the right by 0.556 ms; see Figure 1.5.7. 1.6.2 the Reflection Operation is obtained from the signal r(t) by a reflection about f = 0 (i.e., by reversingr(t)), as shown in Figure 1.5.8. Thus, ifr(t) represents a signal out of a video recorder, then x(-r) is the signal out of a video player when the rewind switch is pushed on (assuming that the rewind and play speeds are the same). The sigral &ample x(-r) 1.6.4 We want to draw.r(-r) and.r(3 can be written as - r)if .t(r) is as shown in Figure 1.5.9(a). The signal .r(-r) -l I L Flgure l.SJ -2 -l ilhe reflection operation. r(t) Representng 14 (t+t, ,0)={1, [0, The sigpat r(-l) is obtained by replacing r x,-,, = Slgnals ChaPter 1 -1sr=0 o<t=z othervise by -t in the last equation so that -l '' I -:: I {i'* Lq otherwise or, equivalently, l-t+t, r(-r)={1, 0, 0sr=l -2<tso othersise L The sigpal:(-r) is ilhutrared in Figure 15.9(b) and can be described as:(r) reflected about the vertical axis. Similarly, it caD be shown that (q-L 3=t=4 .r(r-r)={t, Lo, 1<r<3 otherwise The signal r(3 r) is shown in FigUre 15.9(c) and can be viesed as r(t) reflected and then shifted three urits to the right. This result is obtained as follows: - .r(3-t)=r(-(t-3)) .r(3 - r(-, - 3) ,) l34t-5-4-3-2-l (d) ngnre Uu Plots of x(-t) and x(3 - t) for Example lS.zi. Sec. 1.5 15 Transtormations ol the lndep€ndenl Variable Note that if we first shifi.r(I) by thrce units and then reflecl thc shifted signal, the result is .r( - I - 3). which is shorvn in Figure 1.5.9(d). Therefore. thc operalions of shifting and reflecting are not com]Irutative, In addition to its use in representing physical phenomena such as that in the video recorder example, reflection is extremely useful in examining lhc symmetry properties that the signal may possess. A signal r(r) is referred to as an cvcn signal, or is said to be even symmetric, if it is ideatical to its reflection about the trrigin-that is, if r(-t) = (1.s.1) 1111 A signal is referred to as odd symmetric if 'r(-t) = -'1'; (1.s.2) An arbitrary signal .r(r) can always be expressed as a sum of even and odd signals as (1.5.3) .r(r) = x.(r) + r,(t) where.r"(r) is called the even part of .r(t) and is given by (see Problem 1.14) 1 .r"(,) = and r,(r) is called the odd part of ;[r(r) x(t) and .,,,(,) = +.r(-r)] (1.s.4) is expressed as i.[r(r) -,r(- r)] (1.5.s) Erample 1.6.6 Consider the signal .r(t) defined by r(r) = [1. r > o [0, r<o The even and odd parts of this signal are, respectively, r.(r) I =;. all texceptr = t) t: r"(r) = { l. ; ,<o r>0 The only problem herc is thc value of thesc functions at , = 0. If we define x(0) = 112 (the definition here is consistent with our detinition of thc signal at a point of discontinuity), then ,.(o)=j Signals -r.() and r.(r) and x,(0)=0 are plotled in Figure 1.5.10. 16 RopresenUng Slgnals xo(t I ngure f5.f0 Plots of .r.(l) and .r,(r) for r(r) in Example 1.5.5. f,kar,rple 15.8 Consider the sigral ,u, = exp[-cr]' td ,>0 ,<0 The even part of the sigral is r.(r): {f)e"*e1-,,1, " [ia"nt"'t' = The odd part ]a ,>0 r<0 expl-,lrl1 ofrG) is x"g)= [] lz a " [-i ",p1-"r1, e "'nl"']' r>0 ,<0 Signals .r.(t) and .r,(r ) are as shown in Figure 1.5.11. x.(l) Ilgure 15.11 Plots of r"(r) and x,(l) for Example 1.5.6. Chapler 1 Sec. 1.5 Translormations ol th€ lndependeni Variable ( t.1r -l 0 I t 17 ) -l0] tt 0 (b) (.1 3 (a) Figure 15.12 The time-scaling operalion. 1.6.9 lbe li66gsating Operation Consider the signals r(t), x(3t), and x(t/2), as shown in Figure 1.5.12. As is seen in the figure, x(3r) can be described as x(r) contracted by a factor of 3. Similarly, x(t/z) catl be described as.r(t) expanded by a factor of 2. Both.r(3t) and x(t/2) are said to be time-scaled versions of -r(t). In general, if the independent variable is scaled by a parameter 1, then r(11) is a compressed version of r(r) if hl , t (thc signal exists in a smaller time interval) and is an expanded version of .r(t) it lrrl . 1 (the signal exists in a larger time interval). If we think of r(l) as the output of a videotape recorder, then .r(31) is the signal obtained when the recording is played back at thtee times the speed at which it was recorded,and. x(t/2) is the signal obtained when thc recording is played back at half speed. r.vnrnplo 15.7 Suppose we want 1.5.2. Using the definition of r(t) :(3t - - 6), where.r(t) is the signal shown in Figure in Example 1.5.1 we obtain lo plot the signal r(3r O1 3r-5, !-r=2 I, 2.r=: -3, + 9, !''=' 0, otherwise = 3 6) versus r is illustrated in Figure 1.5.13 and can be viewed as r() compressed by a faclor of 3 (or time scaled by a factor of lB) and then shifted two units of time to the right. Note that if .r(l) is shifted first and then time scaled by a factor of lB, we will obtain a different signal: therefore, shifting and time scaling are not commutative. The result we did get can be justified as follows: A plot of r(3r - Representng 18 .r ( -1, - Slgnals Chapter I (r) sl I .l .r(3t - Hg[re 15.13 Plot of r(3, , B-l 6) = :(3(t Example 15.7. - - 6) of 2)) This equation indicates that we perform the scaling operation first and then the shifting operation. Exanple 15.8 We oflen encounter signals of the type r(r) = I - .4 exp[-ol]cos(.ot + Q) Figure 1.5.14 shows.r(r) for typical values of ,4, o and roo. As can tre see1, rhis 5igtal eventually goes to a steady stale value of I as I becomes infinite. In practice, it is assumed that the signal has settled down to a final value when it stays within a specified percentage of its final theoretical value. This percentage is usually chosen to be 5% and the time ,, after which the sigral stays within this range is defined as the settling time ,,. As can be seen from Figure 1.5.14, r, can be determined by solving I + A exp[-ot,] = 1.05 so that ,, ffgore fJ.14 Sigpal:(t) for Example 15.8. Sec. 1.6 19 Elementary Signals t' = -!ornlo'osl LA l Let r(r) = I - 2.3 exp[- 10.356t] cos[5t] We will find l, for t(t), x(t/2) and r(2t). For x(l), since A = 2.3 and c = 10.356. we get rr = 0.3697 Since x(t12) =I - 2.3 s. exp[-5.178r] cos[2'5t] and x(Zt) : | - 2.3 expl- 2O.7l2tl cos Il0r] we get ,r = o.7394 s and t, = 0.1849 s for .r (r/2) and x(?t) respectivcly. These results are expected since.r(t) is compressed by a factor of 2 in the first casc and is expanded by the same factor in the second case. tn conclusion, for any general signal x(r), the transformation aI + B on the indep€ndent variable can be performed as follows: .r(or+p)=r(o(,+F/o)) (1.s.6) where a and p are assumed to be real numbers. The operations should be performed in the following order: 1. Scale by cr. If c is negative, reflect about the vertical axis. 2. Shift to the right by p/a if p and o have different signs, and to the left by F/o if F and c have the same sign. Note that the operation of reflecting and time scaling is commutative, whereas the operation of shifting and reflecting or shifting and time scaling is not. ELEMENTARY SIGNALS Several important elementary signals that occur frequently in applications al5o serve as a basis for representing other signals. Throughout the book, we will find that representhg signals in terms of these elementary signals allows us to better understand the properties of both signals and systems. Furthermore, many of thesc signals have fea' tures that make them particularly useful in the solution of engineering problems and, therefore, of importance in our subsequent studies. 1.6.f The Unit Step Function The continuous-time unit step function is defined as [trttt)=to' and is shown in Figure 1.6.1. r>o ,<0 (1.5.1) Representing 20 L6.l tlgure Signals Chapter 1 Continuous-time unit step function. This signal is an important signal for analytic studies, and it also has many practical applications. Note that the unit step function is continuous for all t except at , = 0, where there is a discontinuity. According to our earlier discussion, we define u(0) = 112. An example of a unit step function is the output of a 1-V dc voltage souroe in series with a switch that is tumed on at time t = 0. Erample 1.6.1 The rectangular pulse signal shown in Figure 1.6.2 is the result of an on-off switching operation of a constant vohage source in an electric circuit. In general, a reclangular pulse that extends from -a to +a and has an amplitude A can be written as a difference betwecn appropriately shifted step functions, i.e., A rcct(t/?a\ = Alu(t + a) - u(t - a)l (t.6.2) In our specific example. 2recr(r/21 = 21u(t + l) - a(t - 1)l Elqqrmple 1.69 Consider the signum lunction (written sgn) shown in Figure 1.6.3. The unit sgn function is defrned by s$nl = 2 rect {r I, r>0 r=0 r<0 (r.6.3) (r/2) Flgure 1.62 Rectangular pulse signal of Example 1.6.1. Ssc. 1.6 21 Elementary Signals r8n (, ) Ftgure l.6J The signum function. The signum function can be expressed in terms of the unit step function as sgnr=-1+2a(r) The signum function is one of the most oflen used signals in communication aud in control theory. 1.6.2 lhe Ramp Function The ramp function shown in Figure 1.6.4 is defined by (t. ,tr)=to, ,> o r<o (r.6.4) The ramp function is obtained by integrating the unit step function: I ur-)h = r(t) The device that accomplishes this operation is called an integrator. In contrast to both the unit step and the signum functions, the ramp function is continuous at t = 0. Time scaling a unit ramp by a factor o corresponds to a ramp function with slope a' (A unit ramp function has a slope of unity.) An example of a ramp function is the linear-sweep waveform of a cathode-ray tube. Erample 1.63 Lrtx(l) = u(t+2) -Zu(r + 1)+Zu(r)- u(t -2) -2u(r - 3) +2u(t - 4). Lety(t) denote its integral. Then Flgure 1.5.4 The ramp function. 22 Representing y(t) = t(t + 2) - zt(t + l) + zt(t) Signal y(t) is sketched in Figure 1.6.5. Signals Chapter 1 ' r(t - 2l - 2r(t - 3) + 2r(t - 4\ Flgure l.5S The signal used in Example 1.6.3. 1.63 lhe SamplingFunction A function frequently encountered in spectral analysis is the sampling function Sa(.r), defined by S"t)=Y (1.6.s) Since the denominator is an increasing function of r and the numerator is bounded ( | sinx | < 1), Sa (r) is simply a damped sine wave. Figure 1.6.5(a) shows that Sa (r) is an even function ofx having its peak at r = 0 and zero-crossings at x = tnzr. The value of the function at x = 0 is established by using I'H0pital's rule. A closely related function is sinc r, which is defined by sinc.r sln-r = nx - Sa(rr-r) (1.6.6) and is shown in Figure 1.6.6(b). Note that sinc x is a compressed version of Sa (.r); the compression factor is n. 1.6.4 The Unit Impulee Function The unit impulse signal 6(t), often called the Dirac delta function or, simply, rhe delta function, occupies a central place in signal analysis. Many physical phenomena such as point sources, point charges, concentrated loads on structures, and voltage or current sources acting for very short times can be modeled as delta functions. Mathematically, the Dirac delta function is defined by .[" r0)a0) dt = x(o\, tt < o < t2 (1.6.71 provided that x(l) is continuous at I = 0. The tunction 6O is depicted gaphically by a spike at the origin, as shown in Figure 1.6.7, and possesses the following properties: Sec. 1.6 n Elementary Signals Sa (x) sinc (r) (b) Figure 1.6-5 The sampling function. Ilgure 1.6.7 Representation of the unit impulse tunction 6(l). l. 6(0) -+ co 2.60)=0,,+0 3. I 6(t)dt=l 4. 6(t) is an even function; i.e.,6(t) : 5(- t) As just defined, the 6 function does nol conform to the usual definition of a function. liowever, it is sometimes convenient to consider it as the limit of a conventional function as some parameter e approaches zero. Several examples are shown in Figure 1.6.8; all such funitions have the following properties for "small" e: 24 !.. Pt0l _S 0 22 Represenffng Slgnals o,= . tt rr\2 ;/ tt2u) e "(* Chapter I -2e t tigure l.6J Engineering models for 6(r). 1. The value at r = 0 is very large and becomes infinity as I approaches zero. 2. The duration is relatively very short and becomes zero as e becomes zero. 3. The total area under the function is constant and equal to l. 4. The functions are all even. Eramplo 1.6.4 Consider the function defined as p0) = "ts6.'(*..#)' This function satisfies all the properties of a delta function, Po)="rrB as can be shown by rewriting it as :w#r so thal 1- p(0) = Jl$, 2. (l/e) = o. Here we used the well-known For values of t * linu't liq (sinr)/t = t. 0, ,(*,rT)' p(,) = "rijm. =("rg. "r["u* The second limit is bounded by l, but the (-r.*i;'1 fi'.t limit vanishes as e P(,)=0, t+o 3. To show that the area under p(r) [' -o(o is unity, we note that at = = "'s : l- (''*]'i"')' " In 1- sin'(") r' r, I -- + 0+; therefore, Sec. 1.6 Elementary Signals where the last step follo Itl a Since (see Appendix B) sln'r r_ --;- dr = t T. I p(t)dt = | it follows that 4. It is clear that p(t) = p(-t)i therefore, p(l) is an even funcrion. Three important propenies repeatedly uried when operating with delta functions are the sifting property, the sampling property. and the scaling property. Sifting Property. The sifting property is expressed in the equation J"x(r)6(r - ,rrr,= {Xlt'' :;I;"" This can be seen by using the change of variables J"ros(r r - 6)dt = l,':::,n =t - ,o (1.6.8) to obtain +,0)6(r)d" =r0o), \<to<t2 by Equation (1.6.7). Notice that the right-hand side of Equation (1.6.8) can be looked at as a function of ro. This function is discontinuous at r0 = t, and ro ,2. Following our notation, the value of the function aa \ ot tzshould be given by : ttt | ,(r)t( - ti Jtt dt = 1 ,r<^1, ,o : t or to = tz (1.6.9) The sifting property is usually used in lieu of Equation (1.6.7) as the de6nition of a delta function located at ro. In general, the property can be written as ,{,)=f11116(r-t)dr (1.6.10) which implies that the signal .r(t) can be expressed as a continuous sum of weighted impulses. This result can be interpreted graphically if we approximate r(r) by a sum of rectangular pulses, each of width A seconds and of varying heights, as shown in Figure 1.6.9. That is, i(,)= i t'-o r(&A)rect((r -kL)/L\ Representing r(:a) recr ((r - Chapter 1 2AyA) lo ----l Signals Figure 1.6.9 signal r(r). a Approximation of which cante written as iot = oi.'(ml[]*.t1tr - ka)/^)]tkA - (k - 1)AI Now, each term in the sum represents the area under the /<th pulse in the approximation iO. We thus let A -+ 0 and replace kA by t, so that /<A (k l)A = dt, and the summation becomes an integral. Also, as A -r 0, 1/A rect((t - tA)/A) approaches 6(t r), and Equation (1.6.10) follows. The representation of Equation (1.6.10), along with the superposition principle, is used in Chapter 2 to study the behavior ofa special and important class of systems known as Iinear time-invariant systems. - - - Sampling Property. If x(t) x(r)6(t - is continuous at r0, then to) : r(to)6(t - t) (r.6.11) Graphically, this property can be illustrated by approximating the impulse signal by a rectangular pulse of width A and height 1/A, as shown in Figure 1.6.10, and then allowing A to approach zero, to obtain l,$ ,Cl I r(r0t rcct tt, - rectllr - h)lL) = :(ro)D(r - ro) ,u)/a) Ilgure L6.10 The sampling property of the impulse function. Sec. 1.6 Elementary Signals 27 Mathematically. two functions /, (s(r)) and /r(s(r)) are equivalent over the interval (t,, rr) if, for any continuous function y(l), ett I Jt Therefore, .r(l)S (r - y(,)/'(s(,)) dt = ro) and.r(ro)6(r 'l'-y(r)x(r)60 | J\ - fl, | J" y(t)fr(6(t)) dt ,0) are equivalent, since fl' - t)dt =y(ro)x(o) = J,,| y(r)x(to)6(t - rldt Note the difference between the sifting property and the sampling ProPerty: The right-hand side of Equation (1.6.8) is the value of the function evaluated at some Point. *-her.ur the right-hand side of Equation (1.6.11) is still a delta iunction with strength equat to the value of .r(t) evaluated at I = lo. Scaling Property. The scaling proPerty is given by E(ar + D) = #rt. i) 0.6.12) This result is interpreted by considering E(l) as the limit of a unit area pulse p(l) as some parameter e iends to zero. The pulse p(at) is a compressed (expanded) -version By of. p(ti if a > I (a < 1), and its area is l/lal. (Notc that lhe arca is always positive.) tu[ii! tn" limit as e -+ 0, the result is a delia function with strength l/la I' We show this by co-nsidering the two cases a > 0 and a ( 0 separately. For a > 0, we have to show that 1",,Q)t1o, + b)dt -- . t)*, ,, . I'l,alu(, - ,l . ,, Applying the sifting property to the right'hand side yields 1,r-q\ a \a I To evaluate the left-hand side, we use the transformation of variables r-al*b Then dl = (lla)dt,and therangerr hand side now becomes ltltzbecomesal,'r b<t < at2+ D'Thelefr t)'("1 + b)dt = J''*t'\ ["r()6('r [''no '1t:a l''a -'-Jt''-''''\'' I /-b\ =;'\ " which is the same as the right-hand side. When a < 0, we have to show that ) ''" 28 Representing l,',,rU)6(ar + b)d,= l" fr16111, .ur)*, Signals Chapter 1 ,,.--!.,, Using the sifting property, we evaluate the right-hand side. The result is I /-b\ E'[7/ For the left-haad side, we use the transformation I = at + b, so that at=!d., = -!a, a lal andtherangeofrbecomes l,',,,{,)t1,, -lolq+ b1r < -lalr, + b) dt + D,resultingin il:,'::,(f) rt,l pi* =hl-':,::'(#)",,' = 1 l-b\ =EI'|.7/ Notice that before using the sifting property in the last stepr we interchanged the limis of integration and changed the sign of the integrand, since -lalq+b<-lalq+b lit-arnple 1.65 Consider the Gaussian pulse p(l.. = The area under this pulse is alwap 1; I f-t21 t6?,*L;pl that is, l"#'*l#)"=' It can be shown that p(l) approaches 6(l) as e -r 0. (See problem 1.19.) l*t a > I be any cotNtant. Then p(ar) is a compressed version ofp(l). It can be showtr that the area under p(ar) is \la, and as e approaches 0, p(ar) approaches 6(ar). llrerrple 1.0.6 Suppose we want to evaluate the following integrals: a. .t I t-2 ra 0+t2yt1t-z1ar b. J-2 I (r+12)6(r-3)d, Sec. 1.6 Elementary Slgnals t3 c. I Jo d. exp[r -216(a 29 - gdt ll J_-6(t)dt a- Using the sifting property yields ?l J_r(,+,')to-3)dr=o since b. l = 3 is not in the interval -2 < t < Using the sifting property yields i_r(, since c. * r1oc - I = 3 is within the interval 3)dt = 3 + 32 = t2 -2<t<4. Using the scaling property and then the sifting properly yields f "ro[ - 216ra - 4)dt =/ *oU = d. 7. l*Ptol : z1la1r - zlar I Consider the following two cases: Case l: t <o In this case, point gral is zero. r:0is not within the interval -€ < r ( l,and the result of the inte- Cose2:t>0 In this case, r = 0lies within the interval -co (r( l, and the value of the integral is 1. Summarizing, we obtain f_,r"r* = {i; ;:3 But this is by definition a unit step function; therefore, the functions 6(t) and z(l) form an integralderivative pair. That is, fi,1,y = u1,'1 (1.6.13) t_ 6(t)dt = z(t) (1.6.r4) The unit impulse is one of a class of functions known as singularity functions. Note that the definition of 6() in Equation (1.6.7) does not make sense if D(t) is an ordinary function. It is meaningful only if 6O is interpreted as a functional, i.e., as a process of assigning the value r(0) to the signal r(t). The integral notation is used merely as a con- Signals Representing ' Chapter 1 venient way of describing the properties of this functional, such as linearity, shifting. and scaling. We now consider how to represent the derivatives of the impulse function. 1.6.6 Derivatives of the Impulee Furction The (first) derivative of the impulse function. or unit d0ublet, denoted by 6'(l), is defined by I J x(r)6'(r t, - \)dt = -r'(4,), rr ( r,r ( rz provided that r(t) possesses a derivative x'(1,) at t strated using integration by parts as follows: ['r(r)6'(r J,, h)dt = J,,['r()d[6(r = r (,) s (, _ ,r) - (1.6.15) t,. This result can be demon- ro)] _ l" l,',,' ,ur6 (t _ t,,)dt =0_0-x,(to) since 1. 2. 3. 6(t) = 0 for t # x(t)6',0 rl - 0. It can be shown that 6'(r) possesses the following properties: to) = .rGo)D',(t - | 6'(t - tn)dr : 5'(ar. = r'(,. :) J_- D) # 6(t to) - -r',(o)5(r - rn) -(r) Higher order derivatives of 6(t) can be defined by extending the definition of 6'(t1. For example, the n th-order derivative of 6(t) is defined by f"r{r;u,",U - ts)dt = (-t)'r,",((,), lr ( r,, ( provided that such derivative exists at r = shown in Figure 1.6.11. ,o. r, (1.6.16) The graphical representation of 6'(t) is Sec. 1 .6 31 Elementary Signals 6'(, ) Iigure l.6.ll Representation of D',(r). Exanple 1.6.7 The current through an inductor of l-mH is i('l) voltage drop across the inductor is given by a1t1 = ro-! fi[10 = -2 x l0= -2 x 2 l0-2 exp[-2r]u(r) cxp l- - = l0 exp[- zrlu(t) - 6(t) ampers' The s(r)l 2rlu(t\ + 10 2exp[-2r]6(r) cxp[-2r]a(r) + 10-280) - - 10-28'(l) volts 10-2E'(I) volts where the last step follows from Equation (1.6'l l). Figures 1.6.12(i) and (b) demonitrate the behavior ofthe inductor current i(l) and the voltage z(t) respectively. v (r) 2 (a) Flgure 1.6.111 o(t) x (b) afi du(t)ldt for Example 1.6.7. l0 -2 erp [-2 r l u (r) Representing Note that rhe derivarive of tion" i.e. r(r)z(r) Signals Chapter 1 is obtained using the product rule of differenria- d, *!x(t)u(t)l = x(r)b (r) + x' (t) u(t) whereas the derivative of .rO6(r) *4 is kt,lut,)r = ,4 r,tolool] This result cannot be obtained by direct differentiation of the product, because 6(r) is interpreted as a functional rather than an ordinary function. I'.vomple [.6S We will evaluate the following integrals: I' ,(,- zrt'(-!,.l)a, (b) rexp[-z]D'(, - 1)d, /_t @) For (a), we have [',a - zru'(-i, . i)" : I_,ru - zrt'(t -l)at = I-,ru-zn'(,-))a, = [[i.'(, - i). *t )]"= i'(, - i)., For (b), we have Jr rexp[-z]t"(t - t)dt= (4r - a)exp[- all,-r = o 1.7 OTHER TYPES OF SIGNALS There are many other types of signals that electrical engineers work with very often. Signals can be classified broadly as random and nonrandom, or determiniitic. The study of random signals is well beyond the scope of this text, but some of the ideas and techniques that we discuss are basic to more advanced topics, Random signals do not have the kind of totally predictable behavior that determinitti. .igo"rc do. Voice, music, computer output, TV, and radar signals are neither pure sinusoids nor pure periodic waveforms. If they then by knowing one period of the sigaal, we iould pre1vere, dict what the signal would look like for all future time. Any signai that is capabll of carrying meaningful information is in some way random. In other words, in order to Sec. 1.8 Summary 3i, contain information, a signal must, in some manner change in a nondeterministic fashion. Signals can also be classified as analog or digital signals. In science and engineering, the word "analog" means to act similarly, but in a different domain. For example, the electric voltage at the output terminals of a stereo amplifier varies in exactly the same way as does the sound that activated the microphone that is feeding the amplifier. In other words, the electric voltage o(l) at every instant of time is proportional (anatog) to the air pressure that is rapidly varying with time. Simply, an analog sigpal is a physical quantity that varies with time, usually in a smooth and continuous fashion. The values of a discrete-time signal can be continuous or discrcte. If a discrete-time signal takes on all possible values on a finite or infrnite range, it is said to be a continuous-amplitude discrete-time signal. Alternatively, if the discrete-time signal takes on values from a finite set of possible values, it is said to be a discrele-amplitude discretetime signal, or, simply, a digital signal. Examples of digital signals are digitized images, computer input, and signals associated with digital information sources. Most of the signals that we encounter in nature are analog signals. A basic reason for this is that physical systems cannot respond instantaneously to changing inputs. Moreover, in many cases, the signal is not available in electrical fonn, thrs requiring the use of a transducer (mechanical, electrical, thermal, optical, and so on) to provide an electrical signal that is representative of the system signal. Transducers generally cannot respond instantaneously to changes and tend to smooth out the sipals. Digital signal processing has developed rapidly over the past two decades, chiefly because of significant advances in digital compuler technology and integrated-circuit fabrication. In order to process signals digitally, the signals must be in digital form (discrete in time and discrete in amplitude). If the signal to be ;irocessed is in analog form, it is first converted to a discrete-time signal by sampling at discrete instanB in time. The discrete-time signal is then converted to a digital signal by a process called quantization. Quantization is the process of converting a continuous-amplitude sigral into a discrete-amplitude signal and is basically an approximation procedure. The whole prooedure is called analog-to-digital (A/D) conversion, and the corresponding device is called an A./D converter. 1.8 SUMMARY a a Sigrals can be classified as continuous-time or discrete-time signals. Continuous-time signals that satisfy the condition r(t) = x(l + 7) are periodic with fundamental period 7" The fundamental radian frequency of the periodic signal is rclated to the fundamental period I by the relationship (r)0 2n -- T The complex exponential .r(t) = exp [jorot] is periodic with period T = 2t all oo. /o\ lot Representing . Signals Chapter l Harmonically related continuous-time exponentials :o(t) = exp[l&toot] I- are periodic with common period 2t /oto, The energy E of the signal x(r) is defined by E= ITI [',lrurl,o, The power P of the signal .r(t) is defined by lgl j[',r,<,r,0, P= The sigral r(r) is an energy signal if 0 1 E 1 a. The signal .r(r) is a power signal if 0 P o. The signal x(t t) is a time-shifted version of xO. If ,0 > 0, then the signal is delayed by ro seconds. If to < 0, then .r(r ,0) represents an advanced replica ofr(l). The sigpal x(-t) is obtained by reflecting r(l) about I 0. The signal .t(ct) is a scaled version of .r(r). If c > l, then x(u) is a compressed version of x(t), whereas if0 < c < l, thenr(ol) is an expanded version ofr(r), The signal .r(t) is even symmetric if ( ( - a a - r(-t) 'r(t) = The signal .r(l) is odd symmetric : if -r(-r) x(r) = Unit impulse, unit step. and unit ramp functions are related by u(r) lt = J_| 5 (r) dr r(t) = tt J_-u(r)dr The sifting property of the 6 function is f"r(r)E( - 'o)d,: . The sarnpling property of the E {r('o)' l;S:"0 function is r(t)6(t - t ) : r(6)6(r : 16) Sec. 1.9 1.10 35 Problems CHECKLIST OF IMPORTANT TERMS Sampllng lunction Scallng operation Shtltlng operation Slgnum tunctlon Slnc functlon Unlt lmpulse tunctlon Unlt ramp lunctlon Unlt step functlon Aperlodlc slgnals ConUnuous.tlme slgnals Dlecretetlme slgnals ' Elementary slgnals Energy slgnals Perlodlc slgnals Power slgnals Rectangular Pulse Reflectlon operatlon 1.10 PROBLEMS 1.1. Find thc fundamental period cos Iof each ofthe following (rrr), sin (2rrr ). cos (3nr), sin (4rll. "o. signals: (l ,). t'" (; ,), -,(T,),',"(T,),*.(X,),.,"(?,),*,('1,) 1.2. Sketch the follorving signals: (a) r(,)='*(;r+zo') =t+e1' Ost=2 (t+2 ts-2 (c).r(r)= {o -2=t<2 [,-z z<, (d) r(r) = 2 exp[-rl, 0' l s l' and -r(t + l) = '111; 1tlr (b) r(t) uL show that if 1.4 and:r(t) Show that if the same period 7. x(l) is ' tlren it is also periodic with period nT, n = 2,3, ... . have period I, then -rr(r) = arlt) + h'rr(r) (a. D constant) has periodic with period :r() u11 I, Use Euler's form' exp[lr'rl] = cosro, + i sinr,rl. to show that exp[iroll is periodic with period I = 2r/o. 1.6, Are the following signals periodic? If so' find their periods. 15. =.,,(1,) * r*'(8{,) I 71,]1{ cxPL, [.5n I (b) .t(t) (a) r(r) = (c) x(t) = "*o[i o e,l [7rrl t5 I e*pli e t.l + exn[u t] [5zrl ?,]* (d).r(t) = exPli lrr I "*Pl.6,1 /3rr \ /3\ (e) .r(t) = 2sin(:* ,/ + cos\or/ g6 . Repres , rting Signals Chapfer 1 ro is a periodic signar with period r, show that x(at),a > 0, is a periodic with p'id r/a, and x(t/b), b > 0, is a periodicsignal with period br.venty thesesignal rlsurts for 1.7. If :(t) = 5inr,o = b = 2. Determine whether the foflowing signals are power or energy signars or neither. Justi$ your answers. It (e).r()=4.1nr, -@<r<e O) r(1 = A[u(t - a) - u(t + a)l (c) .r(t) = r(t) - r(t - 1) (d) (e) rO = exp[-ar]a(r), a> r(t) = tuo (I) :(t) = 21r; (g).r0)=Aexplbtl, D>0 L9. 0 Repeat Problem 1.8 for the following signats: (a) r(r) = r..(;, O) :0) = exp[-2lrl]sin(rrr) (c) r(r) = exP[4lrl] (d).tO = (e) .r0): "*[r?], r*"(+r"..(?, (f).r()=1' r<0 exp[3r], 0 s, L10. Show that if .r(r) is periodic with period I, then [""<oa'l=tlfi where P is the average power of the signal. LlL IJt :(t)= -r*r, ,, 2, 0, (a) Sketch.tO. (b) Sketch.r(r -1sr<0 O=t<z 2=t<3 otherwise -2),x(t+ 3),r(-3, -zl,anax(Jt* j)*afradtheanalyticarexpres- sions for these functions. LtL Repeat Problem 1.11 for r(t):21 a2, 2r-2, Ll3. Sketch the following signals: (8) rr(r) = u(r) + 5z( 1) tu(t 2l O) +(t) = r(r) r(r 1) u(t 2) - - - (c) .rr(r) = exp[-r]z(r) (d) r4(r) = ?tt(t) + 6(, - - 1) - - - -lsr<O 0sr<1 Sec. 1.10 Probloms (e) xr(r) = u(t)u(t - a), (f) r50) = u(t)u(a - t), (g) .tz0) = a(cosr) Ll4 gz a>0 a> 0 ftl :,tr>,(r + ]) ,, ,,(-; * l),,t, - rt () rr()xr(2 - t) (a) Show that I x"(t)=ilx(t)+.r(-r)l is an even signal. (b) Show that 1 *"(t)-i[.r0)-.r(-r)] is an odd signal. Llli. Consider the simple FIvI stereo transmitter shown in Figure Pl.l-5. (e) Sketch the signals L + R and L R. (b) If the outputs of the two adders are added. sketch the resulring waveform. (c) If signal L R is inverted and added to signal L + R, skctclr thc resutting waveform. - - fi(,) l I L+R 0 -l L_R l I 0 -l Flgure P1.15 L16 For each of the signals shown in Figure P1.16, write an expression in terms of unit step and unit ramp basic functions. Ll7. If the duration of x(t) is defined as the time at which.r() drops to l/e of the value at the origin, find the duration of the following signals: (r) rr0) = Aexpl-tlTlu(t) (b) rz(t) = rr(3r) Representing 38 .tr (,) x2 Signals Chapter 1 (I) :d(,) rs (r) r6 (r) o+b -o-b I Ftgure PL16 Ll& (c) r3(t) = xJtl2) (d) .ro(t) = blt) The signal x0) = rca(/2) is transmitted through the atmosphere and is reflected by different objects located at different distances. The received signal is v(r) =.r0) + o.s:(r Signal y(t) - ) * o.x,1, - r>>2 is processed as shown in Fig. P1.18. y(t) for I = 10. Sketch zO for T = 10. 1.19. Check whether each of the following can be used (a) (b) n, Sketch function: (a) pr(t) = 1 lm zr" "..r,tr1"l as a mathematical model of a delta Sea. 1.10 39 Problems Flgure (b) pr(,) = (c) p,(r) Is Pl.lt J**r[;rt'] =!,\#.7 (d) po(r): H +;ri" (e) p50) = lim e (o ,1":l poo) = !,$ exp[-elrll Evaluate the following integrals: [. (3,- ])ut, - rra, or f' tr - ,)'(3,-;)" o J" [",nt-, * ,l *.in(f ,)]r(,- ;)" n, * ry *.in(],)]r(, {ar f' [*nt-r (e) /- exp[-sr + l]6'(, - -;)" s)d, The probability that a random variable.r is tess than o is found by integrating the Probability density function /(.r) to obtain p(x = c) = l"- rcl* Given that ,f(r) = 0.26(.t + 2) + 0.38(r) + 0.26(.r find (a) P(.r (b) P(r s -3) s l.s) - l) + 0.1[u(.r - 3) - a(r - 5)] 49 :- ?jr: .t IZL r f rr ,"r,riu jtt f g* q .:*f, g;, J, . .{i r$ l, t [,1, .i ;*i::i.+ (d) P(.r < 6) The velaity of I g of ' Representing Slgnals Chapter I mass is ?r(r) = exp[-(, + l)lu(, + l) + 6(, - l) (a) Plot o(r) (b) Evaluate the force t(t) (c) If there = nfiO<t\ is a spring connected to the mass with constant f/t) =k 1 .1 1 {f,:r, ;L=, End the force tt J_-o(r)dt 123. Sketch the fint and second derivatives of the following (a) .r(t) = t (r) 'l- 5t (, - l) - zu(t - 2l @) r(1 = r(ri - r(t - l) + 2u(' - 2) (c) .r(r) = * = I N/m, signals: llo COMPUTER PROBLEMS The integral l"','xg)Y()at can be approximated by a summation of rectangular strips, each of width Ar, as folloss: i Here, Ar = (t, - r(nAt)y(nAr)A, [" {r)v(t)dt= J., ,. I trl/N. Write a program to verify thar J#"*[#] can be used as a mathematical model for the delta function by approximating the follow- ing integrals by a summation: l-i o)" ru /_,0+ rrffiexn[-#I]" r"r /', t, + rr ffiexn cr J't,+r)\ffiexpl-#). Repeat Problem 1.24 for the following integrals: (al (b) tcr J',expt-rl A*+" /',exn[-r; j+#A +1,dl exp[-r1 j+#i=frdt J2 Ch apler 2 Continuous-Time SYstems 2.1 INTRODUCTION Every physical system is broadly charactcrizc<l by its ability to acccPt an input such as force, pressuie, displacement, etc., and lo produce an outPut in voltage, to this input. Fbr cxample, a radar receiver is an electronic system whose ,".poir. "ut."ni input is the reflection of an electromagnetic signal from the target and whose output is a ideo signal displayed on the radar screen. Similarly. a robot is a system whose input the is an elect-ric coniroi signal and whose output is a motion or aclion on the Part-of robot. A third example is a filtcr, whose input is a signal corruPted by noise.and interference and whose output is the desired signal. In brief, a systcm can be viewed as a process that results in transforming input signals into output signals' We are interested in both continuous-time and discrete-timc systems. A continuoustime system is a system in which continuous-time input signals are transformed into continuous-fime output signals. Such a system is representcd pictorially as shown in Figure 2.1.1 (a). wheie r(r) is rhe input and y(r) is the output. A discrete-time sptem (See Figure is i system thai transforms discrete-iime inputs into discrete-time outputs. sysand discrete-time 2.l.1ib)). Continuous-time systems are lreated in this chaptcr. tems are discussed in ChaPter 6. In studying the behavioi of systerns, the procedure is to modcl mathematically each element t-hat-comprises the syitem and then to consider the interconnection of elements. The result is described mathematically either in the time domain, as in this chapter, or in the frequency domain, as in Chapters 3 and 4' In this chapter, we show that the analysis of tinear systems can be reduced to the study of the response of the system to basic input signals' 41 42 Continuous-Time (a) Flgue )_.2 ZLl Systems Chapter z (b) Examples of continuous-time and discrete-time systems. CI-,ASSIFICATION OF CONTINUOUS-TIME SYSTEM Our intent in this section is to lend additional substance to the concept of systems by discussing their classification according to the way the system interacts with the input signal. This interaction, which defines the model for the system, can be linear or nonlinear, time invariant or time varying, memoryless or with memory, causal or noncausal, stable or unstable, and deterministic or nondeterministic. For the most part, we are concerned with line.rr, time-invariant, deterministic systems. In this section, we briefly examine the properties of each of these classes. 2.2.1 Linear and Nonlinear Systernn When the system is linear, the superposition principle can be applied. This important fact is precisely the reason that the techniques of linear-system analysis have been so well developed. Superposition simply implies that the response resulting from several input signals can be computed as the sum of the responses resulting from each input signal acting alone. Mathematically, the superposition principle can be stated as follows: Let y,(l) be the response of a continuous-time system to an input r,(r) and yro be the response corresponding to the input xr(t). Then the system is linear (follows the principle of superposition) if 1. the response torr(r) +.rrO isy,(l) + yr(l); and 2. the response to ax,(t) is ay,(l), where a is any arbitrary constant, The first property is referred to as the additivity property; the second is referred to as the homogeneity property. These two properties defining a linear system cao be combined into a single statement as ax,(r) + pxr(t) + ayr(t) + pyr(t) (2.2.1) where the notation x(r) -+ y0) represents the inpuuoutput relation of a continuoustime system. A system is said to be nonlinear if Equation (2.2.1) is not valid for at least one set of r,(l) , xr(t), a, and B. hanple 2.2.1 Consider the voltage divider shown in Figure 2.2.1 u/ith Rr = Rz. For input xO and ourput y(t), this is a linear system. The inpuUoutput relation can be explicitly rrritten as ro) = ;;f4, sy =f,,1t1 S*.2.2 ,13 Classificaton of Conlinuous-Time Systems Rl R, + x (t) + R2 y(t) tigure 2"2.t System for Exanple 2.2.1. i.e., the transformation involves only multiplication by a constant. To prove that the system is indeed linear, one has to show that Equati oa (2.2.1) is satisfied. Consider the input .r() : ar1(t) + b4Q). The corresponding output is r(r) = ].ro = | t-,O + Dxz(r)l = a].r,(r) + blxrQ) = ayr(t) + byr(t) where y,(r) = j.r,(r) and yr() = )xr() On the other hand, if R, is a voltagedependent resistor such that Rr = Rrr(t), then the system is nonlinear. The input/output relation can then be writtcn as r0) = ;;fr = --{')r(r) + I o'0) For an input of the form x(t)=*,1r;+bxr(t) the output is ,tt=;frfi!6,f,,,a This system is nonlinear because att(t) + bxr(t) + o xlt) -rr(r)+ arr()+bx2()+l for some .t, (t),.rr(t), a, and D (try.r,(t) = :z(t) and a ,r(l) *, -rr(r)+l I = 1, b = 2\. Example 2.2J Suppose we want to determine which of the following systems is linear: (a) y(O: K+ Q2.21 Continuous-Time (b) y(r) = Systems exp[r(r)l Chapter 2 e.z.s) For pan (a), consider the inpul r(r) = ar,G) + brr(t) (2.2.4) The corresponding ouput is y<i = K*fuxr(t) + bxr(t)l which can be written as ili = xa f r,1t) + Kb fix,(t) = atlt) + byr(t) where y,t.) = x fit,g) and y,O = xfrr,(t) so lhat the system described by Equation (2.2.2) is linear. Comparing Equation (2.2.2) ur.th a1) = tff we conclude that an ideal inductor with input i(r) (crrrrent through the inducror) and output zr(t) (voltage across the inductor) is a linear system (element). Similarly, we can show that a system that performs integration is a linear system. (See problem 2.1(f).) Hence, an ideal capacitor is a linear system (element). For part (b), we investigare the response of the system to the input in Equation (22.4): y(r) = exp[a.r,(t) + hxr(t)l = exp [ar, (t)] exp[6.12O] + ayr(t) + byz[) Therefore, the system characterized by Equation (2.2.3) is nonlinear. kample 23.3 Consider the RL circuit shown in Figure 2.2.2, ffis circuit can be viewed as a continuoustime slatem with input r(t) equal to voltage source e(r) and wirh output y(l) equal to the current in the inductor. Assume that at time r0, iLGo) = y(ro) = /0. Applying Kirchhoffs current law at node a, we obtain %rO*f.d.(r)=s S@,. 2.2 Classlllcation ol Continuous-Time Systems 45 Rla lrz tr) = v<rl t r(t) - e(t) + R2 Flgure 2.2.2 RL circuit for Example 2.2.3. Since a.1o= tff it follows thar ,T*#*,.0)=f so that ry).rffi,,1,1 = rdin;"r,t aP. = or "ii+rr(r) 77fi;;'(r) (22s) The differential equation, Equation (2.2.5), is called the inpur/ourput differential equation describing the system. To compute an explicit expression fory(r) in terms of .r(r), we must solve the differential equation for an arbitrary inpur r() applied for, > ,0. The cornplete solution is of the form y(r) : yto).*[-Affu - t, - ,o)] *3"J f '-o[-ff ,t' -t)]'r(t)dt; t]ro (226) According to Equation (2.2.1), this system is nonlinear unless y(ro) = 0. To prove this, consider the input x(t) = arr(l) + Btr(t). The corresponding outpur is y(,) = y(,0) *r[- #ih;i (, -,,) ] . au-*i I" *'[- #'h' . .ff r I"'*[-#a + cy,(l) + pyz(r) (r (r -'l)]'r'('l) -'l)]r'(r1 d'l d'l Continuous-Time Systems Chapter 2 This may seem surprising, since inductors and reslstors are linear elements. However, the system in Figwe 2.2.2 violates a very important prop€ny of linear systetns, namely, that zero input should yield zero output. Therefore, if yo = 0, then the system is linear. The concept of linearity is very important in systems theory. The principle of superpositioE can be invoked to determine the response of a linear system to an arbitrary input if that input can be decomposed into the (possibly infinite) sum of several basic signals- The response to each basic signal can be comPuted separately and added to obtain the overall system response. This technique is used repeatedly throughout the text and in most cases yields closed-form mathematical results, which is not possible -for nonlinear systems. Many physical systems, when analyzed in detail, demonstrate nonlinear behavior. In such situatioDs, a solution for a given set of initial conditions and excitation can be found either analytically or with the aid of a computer. Frequently, it is required to determine the behavior of the system in the neighborhood of this solution. A common technique of treating such problems is to approximate the system by a linear model that is valid in the neighborhood of the operating point. This technique is referred to as linearization. Some important examples are the small-signal analysis technique applied to transistor circuits and the small-signal model of a simple pendulum. 2.2.2 Time-Va4ring and Time-lnvariant Systeme is said to be time invariant if a time shift in the input signal causes an identical time shift in the output signal. Specifically, if y(t) is the output corresponding to as the output when .r(l to) is input r(r), a time-invariant system will have y(t the input. That is, the rule used to compute the system output does not depend on the time at which the input is applied. The procedure for testing whether a system is time invariant is summarized in the following steps: A system - ti - l. Let yr(t) be the output corresponding to.rt(l). 2. Consider a second input, rr(0, obtained by shifting r,(l), xr(t)=r,(l-to) and find the output yz(r) corresponding to the input xr(t). 3. From step 1, find y,(t ro) and compare with yr(t). ro), then the system is time invariant; otherwise it is a time-varying 4. lf yr(t): system. llt - nra-ple - 2.2.4 We wish to determine whether the systems described by the following equations are time invariant: (a) y0) = cos:(r) dY(t) _ry() ,-" + r(r), , > 0, /(0) = 0 rDr _______ = dt S€o. 2.2 47 Classification ol Continuous-Timo Systems Consider the system in part (a). y(r) = cos.r(l). From the steps listed before: l. For input x1(l), the outPut is 2' yr(r) = cos.r: (t) consider the second input' rr(l) = :r(t - to) The corresponding output (2.2.71 is yr(l) = cos.rr(t) = cos:r(t - (2.2.8) ,o) 3. From Equation (2.2.7) 4. Q'29) Comparison of Equations (2.2.8) and (2.2.9) shows thal the system y(l) = cosr(') is yr(, - ro) = cos.rr(t - to) time invariant, Now consider the system in Part (b). l. If the input is:,(r), it can be easily verified by direct substitution in the differential equation thar the output y,(t) is given by y,t,r = 2. consider the input xr(t) = rr (' ""' = = 3. 22.5 - (2.2.101 lo)' The corresponding output is - * *',." | ; - l..+l:;,0 | l-,^ (2.2.111 ", *rl-'i* EP1l,,r"r,' From Equation (2.2.10), ,r(r 4. I *p[- i * rf,,<,v" - to) = ['""p[-tt-"t' + l)x,(t)dr + v'1ttl (2.2.r2) Comparison of Equations (2.2.11) and (2.2.12) leads to the conclusion that the system is not time invariant. Systems with and without Memor? For most systemst the inputs and outputs are functions of the independent-variable. A system is said to be memoryless, or instantaneous, if the present value of the outPut depends only on the preseni value of the input. For example, a resistor is a memoryvoltless system, iince with input r(r) taken as the current and orltput y(r) taken as the age, the input/output relationship is Y(t) = Rr(t) the where R is the resistance. Thus, the value of y(r) at any instant depends only on value of .r(r) at that instant. on the other hand. a capacitor is an example of a system I Contlnuous-Tlme Systems Chapter 2 with memory. With input taken as the current and output as the voltage, the inpuUoutput relationship in the case of the capacitor is Y(i = ]Cf--x@ar where C is the capacitance. It is obvious that the outPut at any time t depends on the entire past history of the inPut. If a system is memoryless, or instantaneous, then the input/output relationship can be written in the form y(t) = r(x(r)) (2.2.13) For linear systems, this relation reduces to Y(0 = k0)x(t) and if the system is also time invariant, we have Y(') = &.r(') where&isaconstant. An example of a linear, time-invariant, memoryless system is the mechanical damper. The tinear dependence between force fO and velocity o(t) is a(t) = 1 ,f(t) where D is the damping constant. A system whose response at the instant r is completely determined by the input sigto t) is a finite-memory system nals over the past T seconds (the intewd from r having a memory of length T unis of time. -I &ample2.25 The output of a communication channel y(t) is related to its input fl T,) o,x(t YQ) = l, r(l) by - is clear that the ourput y() of the channel at time r depends not only on the input at time ,, but also on the past history of r(r), e.9., It y(o) = a*(o) + o1x(-T) + "'+ aler") Therefore, this qntem has a finite memory of T = Eaxi(ii). 2.2.4 Causal Syetnme A system is causal, or nonanticipatory (also known as physically realizable), if the output at any time ro depends only on values of the input for I < !0. Equivalently' if two inputs to a causal system are identical up to some time r0, the corresponding outPuts Sec. 2.2 49 Classilication ot Contrnuous-Time Systems must also be equal up to this same time since a causal systeln cannot predict if the two inputs witl be different after l, (in the future)' Mathematicallv' il .r,(t) =.rr(t)l r(trr and the system is causal. then y,(t)=y2Q):t<t,, A system is said to be noncausal or anticipatory il it is not causal' iausal systems are also referred to as physically realizablc s!'slcrns' Example 2.2.6 In several applications. rve arc interested in the value of a signal .\ (, ). not al ptcsent timc p. Thc signal .t'(t) t. bur at some time in the future. t + rr. or at some lime in thc pit\I. , p) is rhe delal't'd version of = 3(1 + rr) is called a prcdicrion of .r(l) rvhile the signal l (t svstem is an kleal deloy. while second pretlictor the .r(l). ' The first sysrem is called an ideal Clearly the ircdictor is noncausal since thc output dcpcnds on luture values of the input.Wecanalsoveri[ythismathematicallyasfollows.Considcrthcinputs ,s5 [t .rr(r)=lgxp1_r) r>5 and .,r(t) = so [t to r < 5 r>5 that,rl(r) and.tr(r) arc idcntical uP to rir = 5 Supposc a = 3. The corrcsponding outputs are r.,(,) = {:*pt_ (, * 3)l r>2 and [t t=2 .,',rr)=to r>2 : ll' r''(r) for all t < 5. Bul 1'r(3) = e rP(-6) while.v'(3) = is causal.,v1(r) Thus the system is noncausal. The ideal delay is causal sincc irs outpur depcnds onlv ttn Pilsl vir lues of the input signal. If thc sysrem Example 2.2.7 We are often requirccl to dctcrnrinc lhc irvcrilgc valuc ol :t sigrrirl itl cach time instanl l' we do this hy deiining thc r.r,,rirr.q ar.r,rr,.q(..r,'(r ) oI signul.r (r )..r" (, ) can b€ compulcd in several waYs. for examPlc. ."(,)=.f/,r(r)r/r 12.2.t11 50 Continuous-Timo 4,.1a., *"1t1= !rl'4 L,et r,(t) Systems Chapter 2 e.z.ts) and .rr(t) be two signals which are identical for r lo but are differenr from each = rn. Then, for the system of Equation (2.2.14), other for , > :i"00) = +t. I i xr(t )dr (2.2.16(a)) t', x2$)dr =.ri'(to) Jn-, Thus this system is causal. For the system of Equation (2.2.15) t ri'(ro) = lr[)'i *,r,,0, (22.16(b)) rj'(,,; = i[_i"nr* (2.2.16(c)) which is not equal to since.r,(l) and.rr(t) are not the same for, > ,0. This s,'stem tr.,1r.t.;org, nsncafisel. 2.2.6 Invertibility and Inverse Systems A system is invertible if by observing the output, we can determine its input. That is, we can construct an inverse system that when cascaded with the given system, as illustrated in Figure 2.2.3, yields an output equal to the original input to the given system, In other words, the inverse system "undoes" what the given system does to input x(t). So the effect of the given system can be eliminated by cascading it with its inverse system. Note that if two different inputs result in the same output, then the system is not invertible. The inverse of a causal system is not necessarily causal, in fact, it may not exist at all in any convenlional sense. The use of the concept of a system inverse in the following chapters is primarily for mathematical convenience and does not require that such a system be physically realizable. Iigue ZZ3 Concept of an inverse system. t-ernple 2.28 We wanl to determine if each of the following systems is invertible. If it is, we will construct the inverse slntem. If it is not, we will find two input signals lo the system that have the same output. (a) y(t) = 2r0) Sec, 2.2 51 Classification of Continuous'Time Systems (b) y(t) = cos:(t) lt (c) y(t) = I x(t)dt; ) _- y(-t) =6 (d) Y(t) = .r(t + l) For part (a). system y(r) = 2r(r) is invertible with the inverse z(r) = jy(r) This idea is demonstrated in Figure 2'2.4' yUl = 2x(tl .r ;11y= j.r'{r) = x(r) 0) Iigure 224 For part (b), system same output. Inverse system for part (a) of Example 2.2.8. y(l) = cos:(r) For part (c),systemy(r) =[ is noninvertible since xQ)dr, y(--) r(t) and x(t) + 2zr give the = 0, is invertible and the inverse s],stem is the differentiator z(t) = For part (d). system y0) d o,y() : :(l + l) is inverrible and the inverse system is the one.unit delay z(t)=y(t-l) In some applications, it is necessary to perform preliminary processing on the received sign;l to transform it into a signal that is easy to work with. If the preliminary prooessing is invertible. it can have no effect on the performance of the overall system (see Problem 2.13). 2.2.6 Stable Systems One of the most important concepts in the study of systems is the notion of stability. Whereas many different types of stability can be defined, in this section, we consider only one type, namely, bounded-input bounded-output (BIBO) stability. BIBO stability involvii the behivior of ihe output response resulting from the apPlication of a bounded input. Signat x(i) is said to be bounded if its magnitude does not grorv without bound, i.e., l.r(l)l < A < -, for all t A system is BIBO stable if, for any bounded input r(t), the rcsponse y(l) is also bounded. That is, lx(r)l <r,<- imPlies l.v(r)l <ar<' Coniinuous-Time 52 Systems Chapter 2 Exanple 2J.9 We want to determine which of these systems is stable: (a) y(t) : exp [r(r)] r' (b) y(t) = J-_*(,)0, For the system of part (a). a bounded inpur put y0) with magnitude x() such that I.r(l) | < B. results in an out- ly()l = lexp[.r(r)]l = explr(r)ls exp[8]< c Therefore, the oulput is also bounded and the system is stable. For part (b), consider as input r(r), the unit step function z(t). The output y(t) is then equal to y(t)=)_-u(r)tk=r(t) Thus the bounded input a(r) produces an unbounded output r(l) and the system is not stable. This example serves to emphasize that for a system to be stable, all bounded inputs must give rise to bounded outputs. If we can find even one bounded input for which the output is not bounded. the system is unstable. 2,3 LINEAR TIME-INVARIANT SYSTEMS In the previous section we have discussed a number of basic system properties. Two of these. linearity and time invariance, play a fundamental role in signal and system analysis because of the many physical phenomena that can be modeled by linear time-invariant systems and because a mathematical analysis of the behavior of such systems can be carried out in a fairly straightforward manner. In this section, we develop an important and useful representation for linear time-invariant (LTI) systems. This forms the foundation for linear-system theory and different transforms encountered throughout the text, A fundamental problem in system analysis is determining the response to some specified input. Analytically, this can be answered in many different ways. One obvi' ous way is to solve the differential equation describing the system, subject to the specified input and initial conditions. In the following section, we introduce a second method that exploits the linearity and time invariance of the system, This development results in an important integral known as the convolution integral. In Chapters 3 and 4, we consider frequency-domain techniques to analyze LTI systems. 2.8.1 The Convolution Integral Linear systems are governed by the superposition principle. Let the respoNes of the system to nro inpus x, (t) and rr(t) be y, (r) and y2(t) respectively. The system is linear if the response to the input x(l) : arx, (t) + aSrQ) is equal to y(t) = atyt(t) + aSrQ). Sec. 2.3 53 Linear Tim+lnvariant Systems More generally, if the input r(t) is the weighted sum of any set of signals x,(t). and if the response to r,(l) is y,(r), if the system is linear, the outPut y(r) will be the weighted sum of the responses y,(l). That is. if x(l) = a,x,(t) + arxr(t) + "' + arxn(t) = ) a,x,(t) we will have v(t) = a,yr(t) + asr$) + "' + arvyl(,) = )o,v,(r) In Section 1.6, we demonstrated that the unit-step and unit-impulse functions can be used as building blocks to rePresent arbitrary signals. In fact, the sifting property of the 6 function, x(r) = /" x(t) 6(, - r)dr (2.3.1) shows that any signal r(r) can be expressed as a continuum of weighted impulses. Now consider a continuous-time system with input x(t). Using the suPerPosition property of linear systems (Equation 2.2.1), we can exPress output y(t) as a linear com' bination of the responses of the system to shifted impulse signals; that is, v(r) = [_rn, h(t,r)d1 (2.3.2) - r). where l(r, r) denotes the response of a linear system to the shifted impulse 6(t r) is the output of the system at time , in response to input 6(t ") In olher words, apptied at time z. If, in addition to being linear, the system is also time invariant, then ,r(r, r) should depend not on z. but rather on , 7; i.e., h(t, r\ = h(t r). Tbis is because the time-invariance property implies that if ,?(r) is the resPonse to 6(t). then r). Thus. Equation (2.3.2) becomes the response to 6(t r) is simply h(t i(, - - - - .v(r) = /' r(r) h(t - r)dt (2.3.3) The function tr(r) is called the impulse response of the LTI system and represents the output of the system at time , due to a unit-impulse inPut occurring at I = 0 when the system is relaxed (zero initial conditions). The integral relationship expressed in Equation (2.3.3) is catled the convolution integral ofsignals r(r) and ,l(r) and relates the input and output of the system by means of the system impulse response. This operation is represented symbolically as y(t)=x(t)*h(t) (2.3.41 One consequence of this representation is that the LTI system is completely charac' terized by its impulse response. It is important to know that the convolution y(t)=y(1)*fi(1) Continuous-Time does not exist fior all possible signals. two signals x(t) and ll(t) to exist are: fie Syst€ms Chapt€r 2 suflicient conditions for the convolution of Both.r(r) and h(r) must be absolutely integrable over the interval (--,0]. 2. Both x(r) and tr(r) must be absolutely integrable over the interval [0. o). 3. Either.r(t) or /r(l) or both must be absolutely integrable over the intewal (--, -). l. The signal r(t) is called absolutely integrable over the interval [a. b] l' l,til o, . * if (2.3.s| For example, the convolutions sin rl * cos r,l. exp[r] * exp [r], and exp [t] * exP[-r] do not exist. Continuous-time convolution satisfies the following important proPerties: Commutativlty. x(t)*7111= h(tl"x(t) This property is proved by substituticn of variables. The property implies that the roles of the input signal and the impulse resPonse are interchangeable. Assoclatlvlty. r(t) x fi,(t) * hr(t): [.r(t) x lr,(t)] * nr(t) : x(t) * [&,(t) * nr(t)] This property is proved by changing the orders of integration. Associativity implies that a cascade combination of LTI systems can be replaced by a single syslem whose impulse response is the convolution of the individual impulse responses. Dlstrlbutlvtty. x(t) * lh,(t'1 + hz?)l = k(t) . &r (r)l + [x(r) * /rz(t)] This property follows directly as a result of the linear jrroperty of integration. Distributivity states that a parallel combination of LTI systems is equivalent to a single system whose impulse response is the sum of the individual impulse responses in the parallel configuration. All three properties are illustrated in Figure 2.3.1. Some interesting and useful additional properties of convolution integrals can be obtained by considering convolution with singularity signals, particularly the unit step. unit impulse, and unit doublet. From the defining relationships given in Chapter l. it can be shown that r(r) * 5(r) = [rn, 6(r - r)dr : x(r) (2.3.6) Therefore, an LTI system with impulse response & (r) = 6(l) is the identity system. Now .r(r) * u(r) = f-_x@u1t - r)dr - f__rnro, (2-3.7) Sec. 2.3 55 Llnear Time-lnvariant Systems t, ,,,,_-F-]----,,,, (r) (a) .r(r) !,(I *,,,----f*,flJl*,u, ) (b) h t(tl .r(r) v(t) h ttt) + hzU) v(tl h10l (c) Figure 2J.1 Properties of continuous'time convolution. Consequently, an LTI system with impulse response tor. Also, h(t\ = ,,1,1 is a perfect x(r)x6'(r)= [ r(t)s'( -r)dr=.r'(r) J_- integra- (2'3'S) so that an LTI system with impulse response /r(l) = 6'(t) is a perfect differentiator' The previous discussions and the discussions in Chapter I point out the differences between the following three operations: -r(t)D(t - 4) I x(t)6(r - : n(a)6(, a)dt - - 4) x(a) r(r)*6(r-u)=x(t'a\ The result of the first (sampling property of the delta function) is a &function with strength x(a). The result of the second (sifting property ot thc delta function) is the value of the signal .r(t) at , = a, and the result of the third (convolution property of the delta function) is a shifted version of :(t). Erample 2.9.1 Irt the signal x(l) = a6(r) +b5(, - ro) be input to an l.T'l systcm with impulse response ft(r1 = 711*r,-cr]a(r). The input is thus the weighled sum rtf trvo shifted &functions. 56 Contnuous-Tlme Syslems Chapter 2 Since the system is linear and time invariant, it follows that the output, y(l), can be expiessed as the weighted sum of the responses to these &functions. By definition, the response ofthe system to a unit impulse input is equal to tr@ so that y(t)=ah(t)+bh(t-to) = aKexpl-ctlu(r) + bKexp[-c(r Example - ro)lu(r - rJ) 233 The output y(t) of an optimum receiver in a communicatiotr system is related to its input r(r) by y(i=[r(r)s(I-t+.t)d.t, Jt-T where s(r) is a known signal with duration tion (2.3.3) yields h(t - r) =r(I-, = 0, L + 0s,=r es.s) Comparison of Equation (2.3.9) with Equa- r), 0< I - t < T elsewhere or &(t) =511 - 11' 0<r<r =0, elsewhere Such a system is called a matched flter. The sptem impulse response is s(r) reflected a.nd (sysrem is marched ro s(r)). shifted by I Exampb 2A.9 Consider the system described by ,G)a, v(i = l[''-' t Jr-i As noted ertier, this system computes the runnitrg average of signal r(r) over the interval \t-Tlz.t+Tl2). We now let r1t) = 6(r) to find 'he impulse response of this systeF as oo=il,')l,oto, (I l- T T =,fr 2-'-2 [ 0 --<t<- otherwise where the last step fotlows from the sifting property, Equation (1.6.E), of lhe impulse function. Eqorrple 2*3.4 Consider the LTI system with imputse response ftO=exp[-ar]uO, a>0 SEc. 2.3 Lin€ar Time-lnvariant Systems lf the input to the system 57 is = .r(t.1 exp[-Dr]u(r). b * a then the output y(t) is y(t) = ) r)]r(r - r)rlr _.exp[-btla(r)exp[-a(r - Nole thar rr(t)u(-t) l, 0(t(r = 0, otherwise = Therefore y(t) = = | exp[-at] expl(a Jn I ;: t[exP(-br) - - b\rldr exp(-ar)lrr(r) x:rqrnple 2.8.6 [.et us find the impulse response of the system shown in Figurc 2.3.2 if h'(t) = exPl-2tlu(t) h'(t) = ZexPl- tlu(t) ,rr(t) = exp [- 3rla0) na(t) = a5'1'; By using the associative and distributive propcrties ofthe impulso response it follows that &() for the system of Figure 2.3.2 is h(r) = hr(t) * hr(t) + hr(t) * hu[) = [exp(-r) - exp(-Zr)lu(t) + l2exp(- 3r)u(t) where the last step follows from Example 2.3.4 and the fact lhat Figure 2.3.5. ,r 2.3.2 (I) * 6(r) = r(r). System of Example Conlinuous-Time 58 Systems Chapter 2 Example 2.9.6 The convolution has the propcrty that the arca of the convolutioh integral is equal to the product ot thc areas of the two signals entering into the convolution. The area can be computed by integrating Equation (2.3.3) over the interval -.:. < t < o, giving L. !(t\dt = l" .J' .,t,lU, - rttttttt Interchanging the orders of integration results in l__ruro, [ .'otlf .ott -,Yt)a', =I .r(t;[area under /r(r)ldr = : area underx(t) x area under ft(l) This result is generalized later when we discuss Fourier and l:place transforms, but for the moment, we can use it as a tool to quickly check the answer of a convolution integral. 2.8.2 Graphicd Interpretation of Convolution Calculating -r (r ) " ft (t) is conceptually no more dilficult than ordinary integration when the two signals are continous for all t. Often, however, one or both of the signals is defined in a piecewise fashion, and the graphical interpretation of convolution becomes especially helpful. We list in what follows the steps of this graPhical aid to computing the convolution integration. These steps demonstrate how the convolution is computed graphically in the interval ti-t = t = ri, where the interval [],-t, t ] is chosen such that the product.r(z)ft(t - r) is descnbed by the same mathematical exPression over the interval. 1. For an arbitrary, but fixed value of t in the interval [ti-r, tJ, plot .t(7), /z(t - z), and the product g(t, r) : .r(r)h(t - r) as a function of 7. Note that ft(t - r) is a folded and shifted version offi(r) and is equd to r,(-") shifted to the right by, seconds. Step Step 2. Integrate the product g(1, r) as a function of z. Note that the integrand g(t, r) depends on l and r, the latter being the variable of integralion, which disappears after the integration is completed and the limits are imposed on the result. The integration can be viewed as the area under the curve represented by the integrand. This procedure is illustrated by the following four examples. Exanple 2.3.7 Consider the signals in Figure 2.3.3(a), rvhere x(t) = 4 exp[-t], 0<t<co h(,) = +, Figure 2.3.3(b) shows x(r), h(t 0sr<T - rl, ind xQ'1h(t - z) with t < 0. The value of t always Sec. 2.3 59 Linear fime-lnvariant Systems r(r)=/exp[-tl (a) xU\ h(r - rl _t__ (b) (c) (d) x(r) r i(t) lc-r-exp[-r]) (e) Flgure 233 ple2.3.7. GraPhical interpretation of the convolution for Exam' Contlnuous-Time Sy8tems Chapter 2 equals the distance from rhe origin of .r(r) to the shifted origin of&(-z) indicated by the dashed line. We see thal the signals do not overlap: hence. the integrand eqtrets zero, and r(t) arr(t) = 0, ,<0 When0 s r s f. as shown in Figure 2.3.3(c), the signals overlap for 0 Tst,sorbecomes = the upper limit of integration. and L.i o, / a expl-t1 =1t,- l+exp[-r]] o<rsr x(t) * h(t)= Finally. when I > I, .r(r) a in Figure 2.3.3(d). the signals overlap fot t as shown ftO = tt 1,. ,oexp[-t] =4r 7{ - ']' - T = "s r, and o, | + exp[-r]]exp[-( - fl]. t>T The complete result is plotted in Figure 2.3.3(e). For this example. the plot shows that convolution is a smoothing operation in the sense that.r(t) * ft(r) is smoother tban either of the original signals. Exanple 2.8.8 Let us determine the convolution Y (t) = \ rect (t l2al s rcct (t /h) Figure 2.3.4 illustrales the overlapping of the two rectangular pulses for different values ofr and the resulting signal 1'(). The result is expressed analytically as Y(t): < -za (o, t l;h;. ;!,=.';o [0. t >2a or. in more compact form. .vo={2r-l'l' = 2n 14 Itl su =u L(t/2a) This signal appeam frequently in our discussion and is called the triangu(ar signal. we use the notation A0/2a) to denote thc rriangular signal that is of unit heightjcenGred around r = 0. and has base of length j rkr. Sec. 2.3 6'l Unear Tlme-lnvariant Systems x(r) -ta t -a0 -a0a to-2a -2o 1t 1-a -at O o -4 <, <0 -o0, 0(l(a -a0a a 1t (2a -a0 v (t) t3a , -2a -2aO2at llgure 23.4 Graphical solution of Example 2.3.8. Eranple 23.9 Let us compute the convolution 'r(') and h(t) are as follows: ' h(')' where 'r(t) h(t) r (r) - 7)' We can Figure 2.3,5 demonstrates the overlapping of the rwo signals x(7) and ft(t < z) is alwap zero. For -2 s t -1, the Prod' see th-at for, < -2, the Product r(r)h(, is area + the + 2: lherefore. , uct is I triangle with base , 2 and heigbt - yg1=l$+2)'z -23t<-r Continuous-Tlmo 62 ,- | t"i (b) t<-2 ,-10, (c) -l < r<0 (d) Y -f Flgure For ,+l t Ot-I, (e) ,>l 235 -2 -l -23, s-l ,+l 0srsl (t) 0 I (f) Graphical interpretation of :G) * lt0) for Example 2.3'9. -l s , < 0. the product is shown in Figure 2.3.5(c)' and the area i8 y(t):r-!2, For0<r< l, the product is a -1=,<0 reaangle with base Y(t)=l-t' For t Chapter 2 ,+10 t-l , ,+l -l Systems 1- os,<l > I, the product is always zero. Summarizing, 0, we have r< -2 ry: v(,) = t and height 1; therefore, the area is -z=, < -r I -i' -1<r<o 1 -r, 0sr<l 0, r2 ,=1 Ssc. 2.3 63 UnearTime-lnvadant Syst€ms Exanple 2.3.10 The convolution of the two signals shown in the following figure is evaluated using graph' ical interpretation. From Figure 2.3.6, we can see that for t < 0, the product .t (r)ft (r - t) is alwayszero for allctheref6re,y(r)=0.Foro=t<l,theproductisatrianglewithbase'ardheightc therefore, yO = t2/2.Eot I = t <z,lhe area under the product is equal to y(r) = t - fl(, - lf 1=t<2 + l(2 -,)'zl, For2sr<3,theproductisatriangtewithbase3-randheight3-4therefore,y(t)= (3 - t)212. For I >3, the product r(7) h(t - r) is atways zero. Summarizing, we have t-l ,- 1 (a) t-l I ,< o I a3.6 ,+l o) 0<r<I (d) a+l Convolution of t (f) ,(r) and t+l 2<r<3 t2 ? (€) ,>3 Hgure , t-l , 2 t+l (c) | s t<2 t-l l ,t(r) in Example 2,3.10. a .. Continuous-Time 0, l<0 t2 0<r<l 1' *-r-), v(t) = (3 - t)z Chapt€r 2 l=t<2 2st<3 2' ,>3 0, 2.4 Syslems PROPERTIES OF LINEAR, TIME-INVARIANT SYSTEMS The impulse response of an LTI system represents a complete description of the characteristics of the system. In this section, we examine the system properties discussed in Section 2.2 in terms of the system impulse response. 2.4,1 Memotyleee LTI Syetome In Section 2,2,3, we defined a system to be memoryless if its output at any time depends only on the value of the input at the same time, There we saw that a memorytes, timeinvariaat system obeys an input/output relation of the form y(l) = Kx(t) for some constant K. By setting has the impulse response r0) = O(r) in Equation (2.4.1), h(t'1 2,42 =Y 51,1 (2.4.r) we see that this system (2.4.2) Caueal LTI Systems As was mentioned in Section 2,2,4, the output of a causal system depends only on the present and past values of the input. Using the convolution integral, we can relate this property to a corresponding property of the impulse response of an LTI system. Specifically, for a continuous-time system to be causal, y(t) must not depend on r(r) for z ,, From Equation (2.3.3), we can see that this will be so if ) h(t1 =g for l<0 (2.4.3) In this case, the convolution integral becomes y(t)= I x(t)h(t-t)dr J-- r' - Jn| helx(t-.r)dt (2.4.4) Sec. 2.4 Propertes ol Llnear, Time-lnvarlant Systeme As an example. the system ft(t; = ,,1r; is causal, but the system h1t'1 is noncausal. In general. x(t) is called a causal signal if = 61, + lr,). lo > 0. x(t)=g' l<0 The signal is anticausal if r(l; = 0 for I E 0. Any signal that does not contain any singularities (a delta function or its derivatives) at t = 0 can be written as the sum of a causal part x*(t) and anticausal part r-(t), i.e., r(t)=1'1,;*t-,,, r(t) = exp[-4 can be written as r(t) = exp [-t] a(t) + exp [-r]z(-t) For example. the exponential where the first term represents the causal part ofx(l) and the second term represents the anticausal part ofr(r). Note that multiplying the signal by the unit step ensures that the resulting signal is causal. 2.1,8 Invertlble LTI Syeteme Consider a continuous-time LTI system with impulse response fi(t). In Section 2.2.5, we mentioned that a system is invertible only if we can design an inverse system that, when connected in cascade with the original system, yields an output equal to the system input. If &, O represents the impulse response of the inverse system, then in terms of the convolution integral, we must, therefore, have Y(t) = h,(t) t ft(r) * x(t) :,1'1 From Equation (2.3.6), we conclude that ft,(t) must saiisfy hr(t) * fi(1) = i(r) * /,,0) = 60) As an example, the LTI system a0 - to)' Q.4.5) ll,(t) = 6(, + lo) is the inverse of the system ft(t) = 2.4.4 Stable LTI Syetene A continuous-time system is stable if and only if every bounded input produces a bounded output. In order to relate this Foperty to the impulse response of LTI sptems, consider a bounded input x(r), i.e., lx(l)l < for all l, Suppose that this input is applied to an LTI system with impulse response &O. Using Equation (2.3.3), we find that the magnitude of the output is I l.v(r) I= s l1' ool,o ")d,l J" taf'll a lx(r l'.lnotla, - t)ldt (2.4.6\ Continuous-Timg 66 Therefore, the system is stable Sysl€ms Chapt€r 2 if f *ln<,\a, .- (2.4.7\ i.e., a sufficient condition for bounded-input, bounded-outPut stability of an LTI sys' tem is that its impulse resPonse be absolutely integrable' This is also a necessary condition for stability. That is, if the condition is violated, For we can find bounded inputs for which the corresponding outPuts are unbounded.. instance, let us fix r and choose as input the bounded signat x(r) = sgnUr(t z)] or' equivalently, .r(r z; = sgp[ft(r)]. Then - - ili sgrr[ft(t)]dt -- | = f -tn<"\ a, -nO) Clearly. if n(r) is not absolutely integrable, = As'an exampte, the system with with fto) = z(r) is unstable. y(t)rrill be unbounded' exp[-rlu(r) is suble' whereas the system '(') Exanple 2.4.1 we will determine if tbe system with impulse responses as shown are caueal or noncausal, with or without memory' and stable or unstable: hlt)= 1s*r1-'ra(t) + exp[3'lr(-0 + 6(' - l) (ii) = -3exP[2r]u(t) (iii) 'rz(t) = 550 + 5) "3(r) tilsrl (iv) Iro(r) = ls systems (i), (iii) aniliv) are noncausal sincs for r < 0, Ir,() * 0, i = 1, 3,4. Thur only system (ii) is causal. Since &() is trot of the form K 6(r) for any of the systems, it follo*r that dl the systems (D have memorY. To determine which of the systems are stable, we note that [- -ln,f,lla= l,' rexpt-zrlar + l- -lrrrtlla, = t- *xp@ptis unbounded. ['-ln,<ola, Jo exp[rd *, = E =s and f--lao<ola'= J- ro{da = zo Thus Systems (i), (ii) and (iv) are stable. while System (ii) is unstable' Sec. 2.5 2.5 Systems Described by Ditlerential Equations 67 SYSTEMS DESCRIBED BY DIFFERENTIAL EQUATIONS The response of the RC circuit in Example 7.2.7 was described in terms of a differential equation. In fact, the response of many physical systems can be described by differential equations. Examples of such systems are electric netrvorks comprising ideal resistors, capacitors, and inductors. and mechanical systems made of small sPrhgs, dampers. and the like. In Secrion 2.5.1. we consider systems with linear input/output differential equations with constant coefficients and show that such systems can be realized (or simulated) using adders, multipliers, and integrators. We shall give also some examples to dcmonstrate how to determine the impulse response of LTI systems described by linear, constant-coefficient differential equations. In Chapters 4 and 5, we shall prcsent an easier, more straightforward method of determining the impulse response of LTI systems. namely, transforms. 2.6.1 Linear, Constant-Coefficient Ilifierential Equations Consider the continuous-time systcm described by the inpuUoutput differential equation ,r#, * = Zo,r' ip F_ "!to:t where the coefficients a,, i = 1,2, ..., N - 1, bi, i= 1, ..., ,DI are real constants and (2.s.t) N > M.In operator form, thc last equation can be written (r" - i as o,o,)t(t)= (Sr,r,),r,r where D represents the differentiation operator that transforms -v(t) into y'(r). To solve Equation (2.5.2), one needs the N initial conditions y(ro). y'00), ..., (2.s.2) is derivative y('-')(ro) where ro is some instant at which the input.r(l) is applied to thc system and yi(t) is the ith derivative of /(r). The integer N is the order or dimension of the system. Note that if the ith derivative of the input r(t) contains an impulse or a derivative of an impulse, then, to solve Equation (2.5.2) for, > ,0, it is necessary to knorv the initial conditions at time t = 6. The reason is that the output.1,(t) and its derivatives up to order N - l can change instantaneously at time r = Io. So initial conditions must be taken just prior to time lu. Although we assume that the reader has some exPosure to solulion techniques for ordinary linear differential cquatitrns, rve rvork out a first-ordcr case (N: 1) to review the usuaI method of solving linear, constant-coefficient differential equations. Example 2.6.1 Considcr the first-order LTI system that is described by the first-order differential equation 4v$) + ay(,) = bx(t) dt (2.s.3) 68. Conilnuous-Time Systems Chapter 2 where a and D are arbitrary constants. The complete solution of Equation (2.5.3) consists of the sum of the particular solution, yr(r), and the homogeneous solution, yrO: y(t)=yr(t)+yr(t) (2.5.1) The homogeneous differential eriuation dv(t\ riz+oY(t)=o has a solulion in the form Yr(t) = c exPl-atl Using the integrating factor method, we frnd that the particular solution is ,,111 ' = Ju[exn[- a(t-,r)lbx(t)dr, ,=ro Therefore. the general solution is y(r)=Cexp[ -ar1 + ['exp1- a(r-r)lbr|)d1 ,>h (2S.5) Note that in Equation (2.5.5), the constant C has not been determined yet. In order to have the output completely determiued, we have to know the initial condition y(lo). Let y0J = yo Then, from Equation (2.5.5), Yo = CexP[-aro] Therefore,forr>6, y(r) = y6exp[-a(, If. for t < to, :(t) - ro)] + ['exp[-a(r Jh - t)lbtr)dt = 0, then the solution consists of only the homogeneous part: y(t) =yoexp[-a(r - ro)], r(lo Combining the solutions for I > to and , < lo, we have y0) = yoexp[-a( - r0)l* {/'*r1-rO -,r)lbik)&}a(, -,0) e.s.6l Since a linear system has the property that zero input produces zero output, the previous system is nonlinear if yo # 0. This can tre easily seen by lelting r(,) = 0 in Equation (25.6) to yield y(r) = Ifyo = 6, 16. 2.62 yo exp [-a(, - ,o)] system is not only linear, but also time invariant. (Verify this.) Basic System Conponents Any finite-dimensional, linear, time-invariant. continuous-time system given by Equation (25.1) with M < N can be realized or simulated using adders, subtractors, scalar multipliers, and integrators. These components can be implemented using resistors, capacitors, and operational amplifiers. . Sec. 2.5 Syst€ms Described by Difler€ntal Equations ,u,{f-* r tt) = reot +i 69 xkt at ro Flgure 2S.l The integrator. The Integrator. A basic element in the theory and practice ofsystem engineering is the integrator. Mathematically, the input/output relation describing the integrator. shown in Figure 2.5.1, is y(t) = y\i + [' xe)dr, Jh !E ro e.s.l) The input/output differential equation of the integrator is dv(rl ,(r) -i'= (2.5.8) If y0d = 0, then the integrator is said to be at rest. Adders, subtractors, and scalar Multiplierc. trated in Figure 2.5.2. .r, (r) + 12 .:1(l) (r) These operators are illus- r, (r) :s (l) - .r1(r) x2(() (a) ,,,,-{IFye)-Kx(') (c) Flgure 2.52 Basic components: (a) adder, (b) subtracror, and (c) scalar multiplier. Erample 2.62 We will find the differential equation describing the syslem of Figure 2.5.3. [.et us denote the output of the first summer as zr,(t). that of the second summer as ur(r) and that of the first integrator as y, (r). Then 4x(t) Dr(t) = y'(t) = .yr(r) + 4y(t) + Differentiale this equation and note that yi() = ?rr(r) to ger which on substituting y'(t) = ai(\ = or(r) + 4y'(t) + 4x'Q) u,(l) = -y(t) + 2r(r) yields y"(t) = 4y'(t) - y(,) + 4x'(t\ + Lt(t) (2.5.9) (25.10) (2.5.11) Coniinuous-Time 70 Hgure 253 2.5J Systems Chapter 2 Realization of the system in Example 2.5.2. Simulation Diagrane for Continuous"Time Systeme Consider the linear, time-invariant system described by Equation (2'5.2). This system can be realized in several different ways. Depending on the application, a particular one of these realizations may be preferable. In this section, we derive two different canonical realizations; each canonical form leads to a dilferent realization, but the two are equivalent. To derive the fint canonical form, we assume that M = N and rewrite Equation (2.5.2) as DNO - + aN-t1an-r! - bn-,r) + Drr) + aov - Dox : 0 Dn4) + D(ary - "' (2.s.12',) Multiplying by D-n and rearranging gives | = bxx + D-r(bN-rr - a,v-rI) + "' * ,-trv-t)(D,.r - a.1,) + D-r(b* - oO) (2.s.13) from which the flow diagram in Figure 2.5,4 can be drawn' starting with output y(t) at the right and working to the left. The operator D-r stands for integrating & times. Another useful simulation diagram can be obtained by converting the Nth-order differential equation into two equivalent equations. Let ("'. a,Di)u(t): x(t) (2.s.14) (i.','')'1a (2.s.ls) ,?, Then v0) = Sec. 2.5 71 Systems Described by Ditlerential Equations Flgure 2S.4 Simutation diagram using the frrst canonical form. To verify that these two equations are equivalent to Equation (2.5,2), we substitute Equation (2.5.15) into the left side of Equation (2.5.2) to obtain (,, * \,,u)t<o: (io r,r".' * 5] ,, i ,,r"."),1,1 (i ''('".' * i'''o"-"))'<'l = (i '''')'t'r = The variables o('v- r)(r), ..., ?(t) that are used in constructing .v(r ) and .r(t) in Equations (2.5.14) and (2.5.15), respectively, are produced by successively integrating u(n)(t)'Th" iimulaiion diagram corrisponding to Equations (2.5.141and (2.5.15) is given in Figure 2.5.5. We reteito this form of rePresentation as the second canonical form' Note that in the second canonical form, the input of any inlegrator is exactly the same as the output of the preceding integrator. For example, if the outPuts of two successive integratbrs (counting from the right-hand side) are dcnoted by a. and a., 1, respectively, then a;(t) = a",. r(t) This fact is used in Section 2.6,4 to develop state-variable representations that have useful properties. Exanple 254 We obrain a simulation diagram for the LTI system described hy the linear constanl-coe[ficient differential equation: o st (.1 E o tr I ! tr o (.l o) !) c) tr t E (! hb a! t tr o (! E tt) vl arl C' a, E E! lz 72 S6c. 2.5 Systems Described by Ditlerontial Equations v'(r) + 3v'(r) + 4lQ) = LY"(t) 73 - 3x'(t) + x(t ) l(t) is the output, and x(r) is the input to the system. To gct the first canonic form. we rewrite this equation as where Dzy (t) = b(t) + D-tl-3.r(r) - 3y(r)l + D-'z[.r'(r) - +y (t)] Integrating both sides twice with resPect to , felds y(t) =u(t) + D-'[-3.r0) - 3y(r)l + D-2[.r1r) - qy$)l The simulation diagram for this repres€ntation is given in Figure 2.5.6(a). For the second canonic form. we set u'(r) + 3o'0) + 4u(t) =:(1) and v(t) = 21)',(t) - 3a' (rl + a(t) which leads to the simulation diagram of Figure 2.5.6(b). In Section 2.6, we demonstrate how to use the two canonical forms just described to derive two different state-variable representations, 2.6.4 Finrring the Impulse Response The system impulse response can be determined from the differential equation describing the system. In later chapters, we find the impulse response using transform techniques. We defined the impulse response lr(r) as the response y(r) when r0) = 6(t) and y(t) = 0, cc < , < 0. The following examples demonslrate the procedure for determining the impulse response from the system differential equation. - Example 2.8.4 Consider the system governed by Setting.r(t) = 6(l) results 2y'(t)+ty1t1 =3v111 in the response y(t) = h(t). Thereiorc. l(t) should satisfy the differential equation 2h'(\ + ah?) = 36(t) (2s.t6) The homogeneous part of the solution to this first-order differential equation is h(t) = c "*or-rrurr't (2.5.r7) We predict that the panicular solution is zero, the motivation for this being that h(t) cannot contain a delta function. Otherwise. /r'(r) would have a derivative of a delta function that is not a part of the right-hand side of Equation (2.5.16). To find the constant C' we substitute Equation (2..5.17) into Equation (2.5.15) to get z !,C expl-zrlu0)) + 4cexp[-Z]a(r) = 3 E(,) Simplifying this expression results in 74 Continuous-Time Systems (b) Flgure 25.6 Simulation diagram of the second-order system in Example 2.53. 2C expl-2tl6(,) = -j6(,) which. after applying the sampling property of the 6 function, is equivalent to 2C 6(t) = 3511; Chaptsr 2 Sec. 2.5 Systems Described by Ditlerentlal Equations so that C = 75 1.5, We therefore have h(t) = In general, it can be shown that for (2.5.2) is of the form 1.5 exp[-2t]z(t) r(t) : 6(t), the particular solution of Equation Coto0r, he() = {r M z N M<N where 6{i)1r) is the ith derivative of the 6 function. Since, in most cases of practical interest, N > M, it follows that the particular solution is at most a 6 function. E=n'rrple 2.6.6 C-onsider the first-order system r'(t)+ry1t1 =211,1 The system impulse response should satis$ the follovirrg rlifferential equation: h'(t)+3h(t)=26(,) The homogeneous solution of this equation is of the form C,exp [-31]a(l). Let us assume a particular solution of the form ftr(l) = Cr60). The general solution is therefore h(t) = Crexp[-3r]u(t) + c260) Substituting in the differential equation gives C,[-3exp ( -3t)z(r) + erp(-3r)6(r)] + Cz6'(t) + 3[C, Equate coefficients of 6(l) and &function to get exp a() (-3r) u(t) + Cr6(t)l : 26(t) on both sides and use thc sifting prop€rty of the Cr= 2, Cz= 0 This is in conformity with our previous discussion since M < N in rhis example and so we should expect that Cz = O. We therefore have h(t) = Ze*O1-r,tur,, (25.18) f,'.rarnple 2.6.0 Consider the second-order system y(t)+2y'(,)+2y(t): i/0) +3r'0) + 3r(,) The characteristic roots of this differential equation are equal to - 1 + 71 so that the homogeneous solution is of the form [C,exp(-l)cost + C;exp(-r)sin llzO. Since M = N this case, we should expect that ir(t) = Ca60). Thus the impulse response is of the form n .:it, t:,lrji;g'i:i t4 ,T 'I tq * il ,': ,rr li; ,i rll r.T ,{ .4, fl li Continuous-Time Systems Chaptor 2 ft(r) = [C,exp(-t)cosr + Crexp(-t)sint]u(r) + Cr6(r) so that h'(t)=[C, - C,lexp(-t)cosru(t) - lcz+ CJexp(-t)sintz(t) + Cr60) + Ca6'(r) and h' (t) = - 2gr"*p ( - t)cos t u () + 2C,exp ( - l)sint + (Cz - C,)D(r) + Cr6'0) + CaE"(r) u () We now substitute these in the system differential equation. Collecting like terms in 6(r), 8(t) and 8(t) and solving for the coefficients C, gives Ct=1, Cz=0. and Cr=l so that the impulse response is a0) = exp[-tlcos, u(t) + 6(r) In Chapters 4 and easier manner. 5, we use 2,6 STATE-VARIABLE (2.s.1e) transform methods to find the impulse resPonse in a much REPRESENTATION In our previous discussions, we characterized linear time-invariant systems either by their impulse response functions or by differential equations relating their inputs and outputs. Frequently, the impulse response is the most convenient method of descriF ing a system. By knowing the input of the system over the interval - @ < , < @, we can obtain the output of the system by forming the convolution integral. In the case of the differential-equation representation, the output is determined in terms of a set of initial conditions. If we want to find the output over some interval lo - I ( 11, w€ rlltst know not only the input over this interval, but alss a certain number of initial conditions that must be sufEcient to describe how any past inputs (i.e., for , < ,o) affect the output of the system during that interval. In this section, we discuss the method of state-variable representation of systems. The representation of systems in this form has many advantages: I. It provides an insight into the behavior of the system that neither the impulse response nor the differential-equation method does. 2. It can be easily adapted for solution by analog or digital computer techniques. 3. It can be extended to nonlinear and time-varying systems. 4. It allows us to handle systems with many inputs and outputs. The computer solution feature by itself is the reason that state-variable methods are widely used in analyzing highly complex systems. We define the state of the system as the minimal amount of information that is sufficient to determine the output of the system for all t > tr, provided that the input to the system is also known for all times , > ,0. The variables that contain this informa- Sec.2.6 State-VariableFlepresentation tion are called the state variables. Given the state of the.system at ,0 and the input ftom ,0 to ,r, we can find both the output and the state at r]lNote that t"his definition of the state of the system applies only to causal systems (systems in which future inputs cannot affect the output). z.AJ State Equations Consider the single-input, single-output, second-order, continuous-time system described by Equation (2.5.11). Figure 2.5.3 depicts a realization of the system. Since integlators are elements with memory (i.e,, they contain infornration about the past history of the system), it is natural to choose the outputs of integrators as the state of the system at any time ,. Note that a continuous-Iime system of dimension N is realized by N integrators and is, therefore, completely represented by N state variables. It often advantageous to think of the state variables as the components of an Ndimensional vector referred to as state vector v(r). Throughout the book, boldface lowercase letters are used to denote vectors, and boldface uppercase letters are used to denote matrices. In the example under consideration, we defrne the components of the state vector v(t) as is ar(t) = y(t) Expressing ar(t) = a'r(t) = -n "'r1t) - art;r(t) + box(t) v'(l) in terms of v(t) yields [;;l;l] The output uiQ) y(l) = [-'.. -: ] [;:l]l . [],].,,, (2.6.1') can be expressed in terms of the state vector v(r) as y(r)=r1 ,[;j[:]] (2.6.2) ln this representation, Equation (2.6.Ij is called the state equation and Equation (2.6.2) is called the output equation. In general, a state-variable description of an N-dimensional. single-input. single-output linear, time-invariant system is written in the form v'(,)=Av(r)+bro (2.6.3) y(t)=cv(t)+dx(t) (2.6.4) where A is an N X N square matrix that has constant elements. b is an N X 1 column vector, and c is a I x N row veclor. In the most general case. A, b. c, and d are func' tions of time, so that we have.a timc-varying system. The solution of the state equation for such systems generally requires the use of a computer. In this book, we restrict our attention to time-invariant systems in which all the coefficients arc constant. Contlnuous-Time 78 Systems Chapter 2 + v(tl ffgre Z6.f RLC circuit for Example 2.6.1. Exanple 2.8.1 Consider the RLC series circuit shos'n in Figure 2.6.1. By choosing the voltage a(r6s the capacitor and the current through the inductor as the state variables, we obtain the fol' lowing sute equations: cuf; = wtt) 'ry=:(r)-Ro'o-u'(r) v(t) : u,(t) In matrix form, these become v'(r) = If we assume [-', ]'"],u,. i:1,u, LzJ Lz t) v(') = [t v'(r) = t-? -?]'t'r . [f]'t't Y(t) = [1 o]vo that C = I /2 and L =R=l,wehave 0]v(t) 2.62 Tlne-Dornain Solution of t:he State Equatione consider the single-input, single-output, linear, time-invariant, continuous-time system described by the following state equations: v'(r)=a"1r;+b:o (2.6.s) y(t)=cv(t)+dx(t) (2.6.6) The stare vecror v(r)is an explicit function of time, but it also depends implicitly on the initial srate v(ro) = vu, the initial time ru. and the input r(t). Solving the state equations Se. 2.6 State-Variable Repr€sentation 79 means finding that functional dependence. wc can then compute the outPut y(r) by using Equation (2.6.6). As a natural generalization of the solution to the scalar first-order differential equation, we would Jxpect the solution to the homogeneous matrix-differential equation to be of the form v(r) = exp [At]vo where exp [Ar] is an N X N matrix exponential of functions of time and is defined by the matrix power series exp[Ar] = I + A, * + ^'*.* ^'f "' + Ar i; . (2.6.7) where I is the N X N identity matrix. Using this definition, we can establish the following properties: exp[Al,]exp[Arr] = exp[-Ar] (2.6.8) exp[A(r, + ,z)] = [exp[Ar]l-' Q-6.9) To prove Equation (2.6.8), we expand exp[Ar,] and exp [Atr] in power series and multiply out terns to obtain exp[At,]exp[Atr] = [t [, * nr, * * *, * = exp[A(tr + BY setting tz : -\ ^'*.* "'+ l*l;i n'*.+ A'4 + + "'+ l. "-f .. .] tr) ] = ,, it follows that exp[-Ar]exp[At] = I so that exp[-Ar] = [exp[tu]l-' posis well known that the scalar exponential exp[al] is the only function which with functionssesses the property that its derivative and integral are also exponential scaea amititudes. This observation holds true for the matrix exponential as'well. We require that A have an inverse for the integrat to exist. To show that the derivative of ixp[Al] is also a matrix exponential, we differentiate Equation (2.6.7) with respect to , to get It fiexplst)= : *X.n'* Tn' * "' * \,' Ao * "' +"' + Art' .']" * n, * n'7,. 0+A [, "'iI =n[I+A,+A2'i.*n'f * "*"-;i. '] 80 Conlinuous-Time Systoms Chapter 2 Thus, ftexplt^tl= explArlA = aexplArl Nou multiplying Equation (2.65) on the left by exp [-Al] exp[-Ar][v'(t) - A "(t)] and rearrangingterms,we obtain = exp[-At]bxo Using Equation (2.6.10), we can write the last equation ,4 (2.6.10) as (""R[-a4r(r)) = exp[-Ar]hr(r) Integrating both sides of Equation (2.6.11) between exp[-Ar]vO + exp[-tuotvo = ro (2.6.1t) and I gives ['exp1-A"]hx(t)dr J4 (2.6.12) Multiplying Equation (2.6.12) by exp [At] and rearranging terms, we obtain the complete solution of Equation (2.6.5) in the form vO = exp[A(r - ro)]vo + f exptl( - t)lbx(r)dr (2.6.t3) The matrix exponential exp [At] is called the state transition matrix and is denoted by O(t). The complete output response y(t) is obtained by substituting Equation (2.6.13) into Equation (2.6.6). The result is y(r) =co(r- ro)vo+ ['"o1r-t)bx(r)dr + dx(t), t>h th (2.6.14) Using the sifting property of the unit impulse 6(r), we can rewrite Equation (2.6.14) as y(t):cO(-6)vo+ |rl lctD(t-r)b+d6(r-r)lr(t)dt, Jro t>to (2.6.15) Observe that the ccmplete solution is the sum of two terms. The first term is the response when the input.rO is zero and is called the zero-input response. The second term is the response when the initial state vo is zero and is called the zero-state response. Further inspection of the zero-state response r€veals that this term is the convolution of input .r(r) with cO(r) + d 6(r). Comparing this result wirh Equation (2.3.3), we conclude that the impulse response of the system is ,(,)= Ico(t)b+d6(,) r>o otherwise t0 (2.6.16) That is, the impulse response is composed of two terms. The first term is due to the contribution of the state-transition matrix, and the second term is a straight-through path frorq input to output. Equation (2.6.16) can be used to compute the impulse response directly from the coefficient matrices of the state model of the system. S€c.2.6 8l State-VadableRepresentation Erample2.63 Consider the linear. time-invariant. continuous-time system described by the differen- tial equation v"(tr + y'{t) -zy(t1 = 111y The state-space model for this system is ,,(,) = [: _ l] y(r) = [t 0] ,u, . [?] ,u, v0) so that "=[: -l]' '=[l]' and c=r, or To determine the zero-input response of the system to a specified initial-condition vector ",= [;] we have to calculate O(t). The powers of ihe matrix A are * =l-i -l] "'= t so that o0, = [l :]. [; '., ;]. [ L-r' : :] "'= [-,: ,;] ; ] t ; #'1. fl. T) [.,' L" +".1.L,j" *".J.' l+r'-r*a*... ,-1*i-ut'*.1I =l u + f 1,0 *... r t +3r,' -1,t*]i,"* l" fFt4t2tr5 ._l The zero-input response of the system is vo) = rr , [, -, ),'.,,: ii,- , ,.'r,j-.ri,.:;,',: ] tl =t+tz_:_;. The impulse response of the system is Continuous-Timo s2 ,. u-;-;."' | ,r(r)=u 0l I s lr-,'+tr-lrrto+"' Systems Chapter 2 *r. tl [rl +3r,' -2,' *fit *'l L,l ,-'i. *'i - r - t tj 5, =t- t2z+rur+"' Note that for.r() = 0, the slate at time t is v(') = o(') vo I _t t4 - ll *. .l t* '"r*z -1"-u +f-l1to .l Exanple 2.63 Given the continuous-time sYstem l--r o ol ltl <,r ',u,= s _i ;l 'ar. [1] L y(r) = I-t 2 0l vo wecomPutethetransitionmatrixandtheimpulseresponseofthesystem.ByusingEqua. tion (2.6.7). we have .', = [i ool [-r 0 ol r ol* lo-a, o ,-l Lo -l 1]. 1 t: 2 0 0 00 6tz -atz ?rz + ..' -?J2 - 4,+ 6t2 +... 4, - Er2 + "' -t+2t2+... l-2t2+"' Using Equation (2.6.16), we find the system impulse response to be Irl no)=t-r 2 ot oG)lil=r-,,*3jP+"' Lr-l (2.6.13), (2.6.15), and (2.6.16) that in order to-determine' is clear from Equations -have to first obtain exp [Ar]. The preceding two examples demonv(r), y(r), or ft (t), we It S€c.2.6 5tl State-VariableRepreseniation strate how to use the power serics method to find O(r) = exp [Atl. Although the method is straightforward and the form is acceptable, the major problem is that it is usually not possible to recognize a closed form corresponding to this solution. Another method that can be used comes from the Cayley-Hamilton theorem, which states that any arbitrary N x N matrix A satisfies its characteristic equation, that is, det(A -,u) :0 The Cayley-Hamilton theorem gives a means of expressing any power of a matrix A in terms of a linear combination of A for m = 0, 1, ..., N - l. Exanpte 2.6.4 Given ^=[i ;] it follows that det(A-[)=,t2-7i+6 and the given matrix satisfies Az-7A+6I:o Therefore, A2 can bc expressed in terms of A and I by A2 = 7A - 6I (2.6.171 Also. Ar can be found by multiplying Equation (2.6.17) by A and then using Equation (2.6.17) again: - 6A:7(7A - 6I) - 6A = 43A - 421 A3 = 7A2 Similarly, any power of A can be found as a linear combination of A and I by this method. Further, we can determine A-r. if it exists, by multiplying Equation (2.6.17) by A-r and rearranging terms to obtain 1 A-'=;[7r - A] It follows from our previous discussion that we can use thc Cayley-Hamilton theorem to write exp[Ar] as a linear combination of the terms (Ar)i, i = 0, 1,2, ..., N - 1, so that exp[Ar] If A = Ar- t ) i=0 r,(r) l' (2.6.18) has distinct eigeuvalues ,1,. we can obtain 7,(t) by solving the set of equations N-t exp[I,r]=)r,ft)'r.i i=1,...,ts i=0 (2.6.19) U Continuous-Time Systems Chapter 2 For ihe case of repeated eigenvalues, the procedure is a little more complex, as we will learn later. (See Appendix C for details.) &anple 2"6.6 Suppose that we want to 6ad the transition matrix for the system with [-r I A=l' I -3 ol ol o o -3_J L nsing the Cayley-Hamilton method. First, we calculate the eigenvalues of A as.l, = -2, t', = -3, and 13 = -4. It follows from the Cayley-Hamilton theorem that we can write erp [Al] as erp[Ar] = 7o(r)t + n(r)A + 7r()A2 where the coefficiens 7oO, n(l), and 'y2() arc the solution of the set of equations expl-Al = ro(t) - 21 r(l + 41 rQ) exp[-3r] = .yo(t) - 3rr(r) + hr(t) exp[-4r] = ro(t) - 4tr(r) + 16.y2(r) ftom which exp[-4t] q1 - 1o(t) = 3 1,(t) = iexp[-4tlI ,r1t1 = i(exn[- 4tl Sexp[-3t] + 6 exp[-a] 6expl-3t] + - rexp[-2t] 2expl-lt] + exp[-2.r1) Thus, exp [At] is exp [r o ol [-s r ol l-ro [Ar] = 1o(,)lo r ol+.y,1r11 r -3 ol+1,1111-o Loorl Lo o-3J Lo l"*f-oO *).a1-21 00 oeJ 0 exp EwarrFle 2.0.8 us repeat Example 2.6.5 10 0l -rrexpl-tt'l +rrexpl-al0 -lexefefl + )expt-zrl l "*,-oO + lexpl-t:l [-et -5 0l for the system with [-r o ol A=l o -4 4l Lo -r o_j [- 3t] Sec. 2.6 State.Variable Bepresentation 85 = - I, and ,1, = ,lr = -2. Thus, O0) = exp[Arl = 7o(r) I + 7,(r) A + 7r(r) Ar This matrix has ,1, The coefficients yo(t), yr(l), and 7r(l) are obtained by using exp[,rrl = 7o(r) + 7,(),t However, when we use + yr(tl[2 I = -1, -2, and -2 in this equalion, (2.6.20) we get - ]r0) + r20) exp[-2rf = ro(t) - z.rlt) + 4.\120) exp[-2t] = ro(t) - 21,(t) + 41r(t) exp[-4 ='yo(r) Since one eigenvalue is repeated. we have only two equations in threc unknowns. To completely determine 7o(t), 1(t), and 7r(t). we need anolher equation. which we catr gener- ate by differentiating Equation (2.6.20) with respecl t exp to,l to obtain [,ltf = 7,() + 2yr()A Thus, the coefficients 70(l), 7r(r), and yr(t) are obtained as the solution to the following three equations: exp[-tl = ro(t) - 1'O + 1r(t) exp[-2t] = ro(t) - 21 lt) + 412() t expl-?tl : 1,(t) - 41r(l) Solving for 7(t) lelds - 3exp[-2t] - 2rexpl-2rl rr(r) = 4 exp[-r] - 4 exp[-2tl - 3rexp[-2t] rz(t) = exp[-t] - exp[-2t] - texp[-2t] ro(r) = 4exP[-t] so that ool [t o o-l ftool [-t o(r)=ro(r)10 I 0l+r,(r)l 0 -4 al+1r(r)10 12 -16 Loool Lo-rol [o 4 -4) I [-exp[-r] o [O =| o I exp[-2r] -2texpl-2rl 4texpl-2tl -4exp[-r] + 4exp[-2,] + 4texpl-2rl) -rexp[-2r] 0 I Other methods for calculating O(t) also are available. The readcr should keep in mind that no one method is easiest for all applications. The state transition matrix possesses several properties, some of which are as follows: 1. Transition property o(r, - lo) = o(r, - tr)o(lr - to) Q'6'21) Continuous-Time 86 Systems Chapter 2 2. Inversion property - r): O-t(t - lo) (2.6.22) O(t-to)=O(,)O-'(,J (2.6.21) O(ro 3. Separation property These properties can be easily established by using the properties of the matrix exponentiat exp[Ar], namely, Equations (2.6.8) and (2.6.9). For instance, the transition proprty follows from o0z-b)=exPlA(q-to)l = exp[A(lz - t' + t, - to)] : exp[A(, - t,)]exp[A(rr : .b(tz - tr)o(rr - ,o) - ,o)] The inversion prop€rty follows directly from Equation (2.5.9). Finally, the separation property is obtained by substituting ,z = t and ,r = 0 in Equation (2.6.21) and then using the inversion property. 2.63 State Equatione in First Canonical Form In Section 2.5, we discussed techniques for deriving two different canonical simulation diagrams for an LTI system. These diagrams can be used to develop two state-variable representations. The state equation in the first canonical form is obtained by choosing as a state variable the output of each integrator in Figure 2.5.4. In this case, the state equations have the form y(t)=o,(t)+bn.r(r) oi1t1 - -on-ry(r) + ?,r(l) + bn-rr(r) oi[) = - ar-ry() + zr(t) + bn-rx(t) : : -aty0) + o,v0) + brx(r) oi(): -aov[)+box(t) oi-,(t) (2.6.24) By using the first equation in Equation (2.6.24) to eliminate y(t), the differential equations for the state variables can be written in the matrix form i(t ) ai;('i.) a1 ,t '"i r) ,U,, -att-t I O "'01 -ax-z 0l "' Ol : : : : :l -o, --ao il ;;': 0 o "'Ol ur (r) az() rriv- r(t) - ","(r) - bn-, br -, b, _ - - bo- an -rbr ar -rbn r(r) (2.6.25) arbn aobr tains ones above the diagonal, and the first column of matrix A consists of the nega' Sec. 2.6 Slai€-Variable Representation rives of the cocfficients a,. Also. the output tor v(t) 87 y(t) can bc writtcn in tcrms of the state vec- as v(,) t1o = , + [:ll] bNx(,, (2626) Observe that this form of state-variable rePresentation can be written down directly from the original Equation (2.5.1) Example 2.6.7 The [irst-canonical-form state-variable representation of the LTI system described by zy"(t) + Ay'(t) + 3y0) = Ax'(t\ + zx(t) t;ir:rt = t; lr;;r;tl. .v(r)=rr kample rit',,, ,[;;t]l 2.6.8 rhe Lrr """* o"*;l;ol ,nur+ v'(r) + av(r) = r11; * haslhennt**"'i;l;:""'i1 L;tBl: r or[o,61r I 5''1', zr [-l I ;]L;:lll.L-11.."' Irr,(r)l y(r) = [r o oll,,i,i l*,t,1 L,,,r(r)l 2.6.4 State Equations in Second Canonical Form Another state-variable form can be obtained from the simulation diagram of Figure 2.5.5. Here, again, the state variables are chosen to be the output of each integratorThe equations for the state variables are now Continuous-Time Systems Chapter 2 uiQ) = ur(t) a''(t) = tt'(t) oh-r()= 0,v(0 = -an-run() - an-ran-r(t) - ... - aoo,(t) y(t) = boar(t) + brar(t) + ..' + Dx-r on(t) + ?r.ln(r) 6"(r(t) - auur(t) - arar(t) In matrix form, Equation (2.6.27) can be written Ir,(,)l 4l ',t'l I - " 1,r,,-l 0 I o 001:0 -'.' - a,r-, o,r(r)) as 0- ;;;:i -a2 _-% -ar -att_t_ t3].[l.., Ir,o) y(r) : [(bo - +.ro asby)(b1- arbp)...(b,,-r (2628, I - a*-,bill "1" | + 0,".r(r) Lr,t,ll (2.6.2s) This representation is called the second canonical form. Note that here the ones are above the diagonal, but the a's go across the bottom row of the N x N transition matrix. The second canonical state representation form can be written directly upon inspection of the original differential equation describing the system. Elrarnple 2.63 The second canonical form of the state equation of the system described by y'(t) - zy"(t) + y'() + at() = 1'1,1* trr,, is si i L,io)l L-+ -r [;i[;i.l= ,(,) = [-3 ol [o,(r) r ll ,,(,) 2l Lu,(r) l.[l]..,, Ir,,(r)l -1 zll a,@ | + r(t) Lr,(,ll The frrst and second canonical forms are only two of many possible state-variable representations of a continuous-time system. [n other words, the state-variable representation of a continuous-time system is not unique. For an N-dimensional system, Sec. 2.6 Slate-Variable Representation 39 there are an infinite number of state models that represent thal systcm. Howcvci, aii N-dimensional state models are equivalent in thc scnse that lhey ltavc cxactly thc sarnc input/output relationship. Mathenratically, a set of state equation'i \\'ith strtc vector v1i; can be lransformed to a new sct with state v:ctor q(r) by using a transtorlrlation P such that q(t) = P (2.6.30) v(t) where P is an invertible N x N matrix so that Y(r) can be obtaincd trom q(t). It can be shown (see Problem 2.34) that the new state and output equations arc q'(r) = Ar q(t) + b,-r(t) y(r) = cr q(l) + d, r(t) (2.6.31) Ar=PAP-r, b,=Pb, c,=6P-r,7, =ri (2.6.33) (2.6.32) The only restriction on P is that its inverse exist. Since there are an infinite number of such matrices, we conclude that rve can generate an infinite numhcr of equivalent Ndimensional state models. If we envisage v(r) as a vector with N coordinates. the transformation in Equation transformation that takes the old state coordinates and (2.6.30) ..pr"."--nt. ".*rdinate mapS them to thc new statc Coordinates. The new state model can have one or more of the coefficients A,, b,, and c, in a special form. Such forms result in a significant simplification in the solution of certain classes of problems: examples of these forms are the diagonal form and the two canonical forms discussed in this chapter' Example 2.6.1O The state equations of a certain system are given by [;;ll] = [: :r [;:[]l . [l].,,, We need to tind the state equations for this system in terrns of lhc new state vadablcs qt and qr. where [;lll] = [l l][;:l;l] The equation for the state variable q is given by Equation (2 611)' rvherc ^, = 'nt-'= [l =[l ilt;;ltl-ll [r rl iltiilliil lz :l _[o ol -Lo ,) 90 Continuous-Time Sysiems Chapter 2 and br=Pb= tllltll= til E=ernple 2.6.11 Let us find the matrix P that transforms the second-canonical-form state equations [;;8] = : ll[l[;i]. t [?].u, into the fint-canonical-form state equations [;;8]= [-i iJ[;:[i]. []1.,,, We desire the transformation such that PAP-| = Ar or pA = Arp Substituling for A and Aq, we obtain 3:,:^ i:lt : ll= [-l il1::, i:] Equating the four elements on the two sides yields -2pp= -lpn * pzr pt - 3pn= -3pnt pu -2Pa = -\Pn Pa - 3Pd= -2Pn The reader will immediately recognize that the second and third equations are identical. Similarly, lhe first and fourth equations are identical. Hence, two equations may be discarded. This leaves us with only two equations and four unknowns. Note, however, that the constraint Pb = br provides us with the following two additional equalions: prz=7 pz=2 Solving the four equations simultaneously yields ,=[-3 ]l Exanple 2.6.12 If A, is a diagonal malrir with entries 1,, il can easily be verified that the transilion malrix exp[A,t] is also a diagonal matrix with entries exp [,t,rl and is hence easily evaluated. We can use this result to find lhe fransition matrix for any other representation with A = PA,P-r, since Sec.2.6 91 Stat€-VariableRopresentation exp[Arf = I + Ar + ], n',' * "' = I + PArP-rr + 1l;tAiP-'r'+... =PII*n,,* ,1ntu' * ]r-' = P exp [ArrlP-l For the matrices A and A, of Example 2.6.10, it follows that exp IA,t] 0 I -_ l-exp(6r) exp(2r)l o L so that exp IAt] 0 I [exp(6r) L 0 exp(z)l _ lf eu + e'l t* - "'1 _ 2lee - eL eu + e') 2.6.6 StabilityConeiderations Earlier in this section, we found a general expression for the state vector v(r) of the system with state matrix A and initial state vo. The solution of this system consisS.bf two components, the first (zero-input) due to the initial state vo and the second (zerostate) due to input r(r). For the continuous-time system to be stable, it is required that not only the oulput, but also all signals internal to the system, remain bounded when a bounded input is applied. If at least one of the state variables grows without bound, then the system is unstable. Since the set of eigenvalues of the matrix A determines the behavior of exp [Al]' and since exp[At] is used in evaluating the two components in the expression for the state vector v(l), we expect the eigenvalues of A to play an important role in determining the stability of the system. Indeed, there exists a technique to tcst lhe stability of continuous-time systems wlthout solving for the state vector. This tcchnique follows from the Cayley-Hamilton theorem. We saw earlier that, using this thcorem, we can write the elements of exp [At], and hence the components of the state vector, as functions of the exponintials exp[,1,t], exp[Arr], ..., exp [,trt], where t,,i = 1.2...., N, are the eigenvalues of the matrix A. For thesc terms to be bounded, the real part of rlu i: 1,2, ..., N, must be negative. Thus, the condition for stability of a continuous-time system is that all eigenvalue$sf the state-transition matrix should have negative real parts. The foregoing conclusion also follows from the fact that the eigenvalues of A are identical with the roots of the characteristic equation associated with the differential equation describing the model. 92 Continuous-Time Syslems Chaptor 2 Example 2.6.13 Consider the continuous-time system whose state matrix is [z -rl n=Lo -rJ The eigenvalues of A are \ = -2 and lz = l, and hence. the system is unstable. Exanple 2.&14 Consider the system described by the equations ,,(,) = [-1 -:]"u,. [l],u, y0) = [ llv(r) A simulation diagram of this system is shown in Figure 2.6.2. The system can thus be considered as the cascade ofthe two systems shown inside the dashed lines. The eigenvalues of A are lr = 1 and Az = -2. Henc€, the system is unstable. The transition matrix of the system is (2.6.v) exp[Arl = yo(r)I + zr0)A where yo(l) and 1(l) are the solutions of explrl : 1o(l) + 1,(l) exp[-21 = 1o(t) - 21,(r) Solving these two equations simultaneously yields ro(0 = JexPPl* |"*P1-21 r,(r) = |exptrl - |expt-zrl Substituting into Equation (2.6.y), we obtain exPl't1= l-exPl'l L-exp[r] + erp[-2r] o ' ^ '-l exp[-z]J [Jt us now look at the responlte of the sptem to a unit-step input when the system is initially (at time 6 = 0) relaxed, i.e., the initial state vector vo is the zero vector. The output of the system is then y1r) = = f cexptA(r - r)lbr(t)dt (; - ; exet- t:t)u(t) The state vector at any time l > 0 is \o e.l q) c. E E1 C OJ q,) oo (! ! o .A 6l \o N tu E! E, 93 94 Continuous-Timo v0): f erptn (r Systems Chapter 2 - t)l b.r(t)dr - l)z(r) I t/2 exp[r] expl aD4l)) l<ttz [1exp[r] It is clear by looking at y(r) that the output of the system is bounded, whereas inspection of the state variables reveals that the internal signals in the system are not bounded. To pave the way to explain what has happened, let us look at the inpuuoutput differential equation. From the output and state equations of the model, we have ,,,,__::f ,:i,:ii!,,u,._,,1,,i?u,,,,,,,, = -zy(t) + x(t) The solution of the last first-order differential equation does not contain any terms that grow without bouad. It is thus clear that the unstable term exp [ll thal appeaIs in the state variables o,(t) and ur(t) does not appear in the output yO. This term has, in some sense. been *cancelled out' at the output of the second system. The preceding example demonstrates again the importance of the state-variable representation. State-variable models allow us to examine the internal nature of the system. Often, many important aspects of the system may go unnoticed in the computation or observation of only the output variable. In short, the state-variable techniques have the advantage that all internal components of the system can be made apparent. 2,7 SUMMARY A continuous-time system is a transformation that operates on a I a a a a a continuous-time input signal to produce a continuous-time output sigral. A sptem is linear if it follows the principle of superposition. A system is time invariant if a time shift in the input signal causes an identical time shift in the output. A system is memoryless if the present value of the output y(r) depends only on the present value of the input r(t). A system is causal if the output y(10) depends only on values of the input x(l) for r s ro. A system is invertible if, by observing the output, we can determine the input. A system is BIBO stable if bounded inputs result in bounded outputs. A linear, time-invariant (LTI) system is completely characterized by its impulse re.sponse i (t). The output y(l) of an LTI system is the convolution of the input r(r) with the impulse response of the system: Ssc. 2.7 Summary 95 /(r) = .r(,) t, h(t) = J|_._ xft)h(t - t)ttt . o . The convolution operation gives only the zero-state responsc of the system. The convolution operator is commutative, associative. and distributive. The step response of a linear system with impulse responsc /r(t) is ,14 e o = ['_- n6'1a, J An LTI system is causal if h(t) = 0 for t < 0. The system is stable if and only if . f.ln{"ila, -. An LTI system is described by a linear, constant-coefficient, differential equation of the form (r, * !. o,o,)r(t)= (5 r,r)..r,r o A simulation . . diagram is a block-diagram rePresentation of a system with oomPonents consisting of scalar multipliers (amplifiers), summers. or integrators. A system can be simulated or realized in several different ways. All these realizations are cquivalent. Dcpcnding on the application, a particular one of these realizations may be preferable. The state equation of an LTI system in state-variable form is v'(t) = 4 v(r) + br(,) o The output equation of an LTI system in state-variable form is v(r) = c v(,) + dr(,) r . The matrix O(r) = .*O 14r] is called the statc-transition matrix. The state-transition matrix has the following properties: - tn) = tD(tz - t')O(t, Inversion ProPerty: O(ru - ,) = O-'(t - to) Separation property: O(, - h) = o(l)O-t(1,) Transition property: O(t, o The time-domain solution of lhe state equation is y(r) = co(r . o t,) - to)vu + ['co(r.- t)bx(r)dr + d't(r). l>lo rD(l) can be evaluated using the Cayley-Hamilton theorem. which states that any matrix A satisfies its own characteristic equation. The matrix A in the first canonical form coniains ones above the diagonal, and the first column consists of the negatives of the coefficients a, in Equation (2'5.2)' !. r . 2.8 The matrix A in the second canonical form contains ones above the diagonal, and the a,'s go across the bottom row. A continuous-time system is stable if and only if all the eigenvalues of the transition matrix A have negative real parts. CHECKLIST OF IMPORTANT TERMS Caueal syotem Cayley4lamllton theorem Convoluton lntegral Flrst canonlcal lorm lmpulse responso ot llnear syetem Impulse r€sponse ol LTI system !ntegrstor lnvsnse aystem Unear system Unear, Ume.lnyadant system Memoryloee oysiem 2.9 Multpller Output equatlon Scalar multlpller Second canonlcal lorm Slmulatlon dlagram Stable system Stale-transluon mstdr State varlable Subtractor Summer Tlmc'lnyarlant systgm PROBLEMS 2.L Determine whether the systems described by the following input/ourpur relationships are linear or nonlinear, causal or noncausal, time invariant or time variant, and memorylass or with memory. (a) (b) (c) (d) y(t) = 7:(t) + 3 vG) = bz(t) + 3x(,) Y(t) = Ar(tl y(t) = AaQ) (e) y(r) = {:,;l;,, ;:: tt (O .y(t) = l__x(tldr t' (oy(r)=lorft)a,.,>0 (h) Y(t) = r(t - 5) (l) y(r) = exp [.r(t)] 0) v(r) = x(t) x(t - 2) (k) y(r) = il,')i,,nro, 0 ++zy(t)=bz(t) Sec. aA 2,9 Probl€ms 97 Use the model for 5(t) given by s(,) = l$-l Lj. recr (,/a ) to prove Equation (2.3.I ) Evaluate the following convolutions: (a) rect (t - a/a)t 6(, - 1r) (b) rect (t/a) * rect(tla) (c) rect (/a) * a(r) (d) rect (t/a) * 5gn(t) (e) u(t) * x(r) (I) t[u(t) - a(, - l)l* a(t) (gl rect(t/al * r(1'1 (h) r(t) * [sgn(t) + u(-t - l)l (i) [u(t + l) - u(t - l)lsgn(r) r a(r1 0) u(t) * 6'1;; 2.4 Graphically deiermine the convolution of the pairs of signals shown in Figure P24. (b) (c) Figure P2.4 Continuous-Time Use the convolution integral to find the response response ft() to input r(t): (a) (b) (c) (d) (e) (f) a6. .r(t) : exp[-rlzo h(t) h(t) h(t) h(t) h(t) fr(t) r(t) = t exp [-tlzo .r(t) = exp[-4u0) + u(t) .r(t) = z(t) -rO = exP[-at]zo .r(t) = 6(, - l) + exP[-t]z(t) Sysiems y(t) of an LTI Chapter 2 system with impulse = t*'1-or"r', = "1'7 = u(t) = eapl-Altt () + 6(r) = u(t) - expl-ulu(t - b) = exP [-u]z(t) The cross correlation of two different signals is defined as R ,0) : f--,Ol Y<, - t)dr = I- ,n * t) Y(rldt (a) Show that R,y(r):r(t)*y(-t) Show that the cross correlation does not obey the commutative law. Show that R r(r) is symmetric (R rG) = Ry,(-r)). Find the cross correlation between a signal .r(t) and the signal y(t) = r(t B/A = 0,O.1, and 1, where.r(r) and z(t) are as shown in Figure P2.7. O) (c) e7. - l) + z(t) for Figore HL7 a& The autocorrelation is a special case of cross correlation with R,(r) = y() : :(t). In this case. t" R,0) = | r(r)r(r + r)dr t__ (a) Show that R,(0) = 5, the energy of r(r) (b) Show that R,(r) s R,(0) (use the Schwarz inequality) z(t) = :0) + y(t) is R.() = R,(r) + Ry(r) + &,0) + R,(r) (c) Show that the autoconelation of Sec. 2.9 Problems 99 a9. . Consider an LTI sysrem whose impulse response output of the system. respcclively. Show that is R,(t) = R.(0 * h(t) * al0. rl(r). Ler r(, ) and y() be the input and h(-t) The input to an LTI system with impulse response i (r) is the complex exponenlial exp !'r,rll. Show that the corresponding ourput is y(t) = expljutl H(a) where H(@) = 2ll. r' l__h(t) exp[-yrorldr Determine whether the continuous-time LTI systems characterized by the following impulse responses ale causal or noncausal, and stable or unstable. Justify your answers. (a) (b) (c) (d) (e) A(t) = exp[-3tl sin(t)r(r) ,,(r) = exp [4tlu( -t) ft(t) = (-r) exp[-rla(-r) (') = exP[-lzl] '',r(r) = l(r - ztlexp[-lzrll (f) ,(r) = rcctlt,lzl (g) ft(t) = 6O + exp[-3t]u(t) (h) ,(r) 6'(t) + exp [-2rl (i) fi(,) = 6'(,) + exp[-l2rl] 0) ,t(r) = (l - r) rect(r/3) : 212 For each of the following impulse rcsponses, determine whethcr it is invertible. For those that are, find the inverse system. (al h(t) = 511 a 21 (b) l'(t) = uo (c) ft(t) = 611 - 3; (d) n(,) = rcct(t/ ) (e) It(r) = exp [- rlz (r ) 2.13. Consider the two syslems shown in Figures P2.13(a) and P2.l-3(b). System I op€rates on r(l) to give an output /t (r) that is optimum according to some dcsired criterion. System II first operates on r(t) with an invertible operation (subsystem I) to obtain z0) and then operates on z(t) to obtain an output y20) by an operation that is optimum according to the same criterion as in system I. (a) Can system II perform better than system I? (Remember the assumption that system I is the optimum operation on r(t).) (b) Replace the optimum operation on z(r) by two subsystems, as shown in Figure P2.13(c). Now the overall system works as rvell as system I. Can the new system be better than system II? (Remember thal system II perfornts the optimum operation on z (r ).) (c) What do you conclude from parts (a) and (b)? (d) Does the system have to be linear for part (c) to be true? Continuous-Time 100 r--'------l Syst€ms Chapter 2 ---------'l System System I ll I I I .r (r) i----------J I I I t' I (b) (a) z vt0l )r(,) (r't (c) Figure L14 8 .13 Delermine whether the system in Figure P2.14 is BIBO slable. Figure EL14 h,(t) = expl-2rlu(tl hr(tl = exPl-7tlu(r) ,rr(t) = exp[- t]u(t) 440) : ,rs() = 2"15. D(,) exP [- 3tlu(t) and outPul y(r) of a linear, time-invariant system are as shown in Figure P2.15. Sketch the resF)nses to the following inputs: The input r(r) (s) :0 + 2) O) 2r(r) + 3x(-l) (c) .r(, - l/2) - x(t + t/21 ... &(t) (o, a S€c. 2.9 Problems 101 ffgure PZIS Lt6" Find the impulse response of the inilially relaxed system shown in Figure P2.16. i-----;------l .t(r)' l,(, ) /(r) = r,R (r) ll l___________-J Flgure HLf6 217. Find the impulse response of the initially relaxed system shown in Figure P2.17. Use this find result to the output of the system when the input is / (e) r. (, - 0\ 2/ or,(. l) (c) rect 0/0), where d = l/RC i;1 r(r) )= = u(r) uc (r) ri rl l-----------J Ftgure YLIT Continuous-Time 102 Systems Chapter 2 2.18. Repeat Problem 2.17 for the circuit shown in Figure P2.18. I I I x(r) . €(r) v I I L- _--________J (r) = rh (r) I I Bigure HLlt 2.19. Show that any system that can be described by a differential equation of the form W.p*"or #=2r,<offf) is linear. (Assume zero initial conditions.) 220. Show that any system that can be described by the differential equation in Problem 2.19 is time invarianl. Assume that all the coefficients are constants. 22L A vehicle of mass M is traveling on a paved surface with coefficient of friction k. Assume that lhe position of the car at time ,, relative lo some reference, is y(t) and the driving force applied to the vehicle is r(r). Use Newton's second law of motion to wrile the differential equation describing the system Show that the system is an LTI system. Can this system 22L be time varying? Consider a pendulum of length I and mass M as shown in Figwe V|'.X\.T\e displacement from the equilibrium position is ld; hence, the acceleratioh is Id'. The input x(t) is the force applied to the ma$s M tangential to the direction of motion of the mass. The restoring force is the tangential component Mg sin 0. Neglect the mass of the rod and the air resistance. Use Newton's second law of motion to write the differential equation describing lhe system. Is this system linear? As an approximation, assume that dis small enough ,. Is the system now linear? that sin , : Mass ll Figue P222 Sec. 2.9 Problems tgg 2.23. For the system realized by the interconnection shown in Figure P2.23. find the differential equation relating the input .r(r) lo the oulput y(r). Flgure P2.Zl 2.4. For the system simulated by the diagram shorvn in Figtre Y2.24, (lctermine the differential equation describing the system. tigure P2.24 2.25. Consider the series RLC circuit shown in Figure P2.25. (a) Derive the second-order differential equation that dcscribes the system. (b) Determine the [irst- and second-canonical-form simulation diagrams. 1U Continuous-Tims Systems Chapter 2 r (t) Itgore P:225 2,26. Givet an LTI system described by y-(t) + 3f(t) ,Jr. r(r) - y'(,) - zy(t) = 31'111- ,r,, Find the first- and second-canonical-forrr simulation diagrams. Find the imprrlse resfpnse of the initially relaxed system shown in Figure p2.27. = u(r) y (r) = up(r) ,u,--.-|-lr,*n l-----rar ii Flgure HL27 L& Find the state equations in the first and second canonical forms for the system described by the dilferential equation y"(t) + 2.sy'(t) + y(t) =.r'0) + r(,) 2.$. For the circuit shown in Figure P2.29, choose the inductor current and the capacitor vottage as state variables, and write the state equations. L=2H Ifgure HL29 230. Repeat Problem 2.28 for the s]'stem described by the differential equation f(t) + f(t) - zy(t): x,(t) - u(t) Sec. Z3l. 2.9 Problems 105 Calculate exp[Arl for the following matrices. Use both the serics-cxpansion and CayleyHamilton methods. [-r o ol (a)A=ltt 0 -z 0l L o o -31 [-r 2 -11 tt (b)A=l o -r ol L o o -ll [-r 1 -ll tcll=l o t -rl L o'-31 2.32 Using state-variable techniques, find the impulse respoirse for the system described by the differential equation y"(t) + 6y'(t) + 8y(r) = r'(r) + r(r) Assume that the system is initially relaxed, i.e., y'(0) = 0 and y"(0) = 243. Use state-variable techniques to find the impulse response of lhc system described by y'(t) + 7y'(t) + lzy(t) = /(r) 23. 0. - 3r'(r) + 4.r(I) Assume that the system is initially relaxed, i.e., y'(0) : 0 and y(0) = 0. Consider the system describcd by v'0) = A v(t) + b.r(t) y0)=cv(t)+dr0) Select the change of variable given by z(t) : P v(l) where P is a square matrix with inverse P-1. Show that the new state equations are z'(t) = Ar z14 + b' r(t) y(t) = cr z(t) + drx(t) where Ar = PAP-r br=Pb ct = cP-l dt= d 235. Consider the system described by the differential equation y"(t) + 3y'(t) + 21'() =.r'(r) -.r(r) (a) Write the state equations in the fint canonical form. (b) Write the state equations in the second canonical form. (c) Use Problem 2.34 to find the matrix P which will transform the firsl canonical form into the second. (d) Find the state equations if we transform the second canonical form usiitg the matrix p=l' L-l t-l -ll Chapter 3 Fourier Series 3.1 INTRODUCTION As we have seen in the previous chapter, we can obtain the response of a linear system to an arbitrary input by representing it in terms of basic signals. The specific signals used were the shifted 6-functions. Often, it is convenient to choose a set of orthogonal waveforms as the basic signals. There are several reasons for doing this. First, it is mathematically convenient to represent an arbitrary signal as a weighted sum of orthogonal waveforms, since many of the calculations involving signals are simpliIied by using such a relresentation. Second, it is possible to visualize the signal as a vector in an orthogonal coordinate system, with the orthogonal waveforms being coordinates. Finally, representation in terms of orthogonal basis functions provides a convenient means of solving for the response of linear systems to arbitrary inpus. In this chapter, we will consider the representation of an arbitrary signal ove: a finite interval in terms of some set of orthogonal basis functions. For periodic signals, a convenient choice for an orthogonal basis is the set of harmonically related complex exponentials. The choice of these waveforms is appropriate. since such complex exponentials are periodic, are relatively easy to manipulate mathematically. and yield results that have a meaningful physical interpretation. The representation of a periodic signal in terms of complex exponentials, or equivalently, in terms of sine and cosine waveforms, leads to the Fourier series that are used extensively in all fields of science and engineering. The Fourier series is named after the French physicist Jean Baptiste Fourier (1768-1830), who was the first to suggest that periodic sigrals could be represented by a sum of sinusoids. So far, we have only considered time-domain descriptions of continuous-time signals and systems. In this chapter, we introduce the concept of frequency-domain reprisen106 Sec. 3.2 Orthogonal Bepresentations ot Signals 1O7 tations. We learn how to decompose periodic signals into their [requency components. The results can be extended to aperiodic signals, as will be shorvn in chapter 4. periodic signals occur in a rvide range of physical phenomcna. A few examples of vertical dissuch signals alre acoustic and electromagnetic rvaves of most types, the placem-ent of a mechanical pendulum, the periodic vihrations o[ musical instruments, and the beautiful pattems of crystal structures. In the present lhapter, we discuss basic concepts, facts, and tcchniques in connection with itourier serLs. Illustrative examples and some importirnt engineering appliin Section 3'2' cations are included. We begin by considering orthogonal basis functions In Section 3.3, rve consider l.rioaic signals and develop procedurcs for_resolving such 3'4, we iignals into a iinear combination of complex exponential functi.ns. In Section represcnted in terms of a di-scuss the sufficient condilions for a periodic signal to bc all Fourier series. These conditions are known as the Dirichlet conditions. Fortunately, any with the periodic signals that we deal with in practice obey these conditions. As propproperties' These other mathema-ticat tool, Fourier series possess several useful helP_s us. move eas erties are developed in Section 3.5. Understanding such properties itf frorn the time domain to the frequency domain and vice ve rsa. In Section 3.6, we periodic ule tne properties of the Fourier series to find the response of LTI systems to phenomenon are dissignals. The effects of truncating the Fourier series and the Gibbs a disconcrissed in Section 3.7. We will iee that whenever we attempt to reconstruct form of in the iinuou, signal from its Fourier series, we encounter a strange behavior go away even signal overshoot at the discont in uities. This overshoot effecl does not ,r-h"n *a increase the number of terms used in reconslructing the signal. 3,2 ORTHOGONAL REPRESENTATIONS OF SIGNAL engt- orthogonal representations of signals are of general importance in solving many *.rin"g proUf.*s. Two of the ,"uion, this is so are that it is mathcnlatically convenient i. ,"pr".,I* arbitrary signals as a weighted sum of orthogonal waveforms, since many and of thl calculations involving signals aie simplified by using such a representation ihat it is possible to visualizi thi signal as a vector in an orthogonll coordinate system, with the orthogonal waveforms being the unit coordinates' Asetofsign'also,,i=0,-t-1,-r2,...,issaidtobeorthogonalovcraninterval(a,D)if I r,,,,.1r, = {f-' ', - k) = Er6(l -oo where Sf (r) stands for the complex conjugate of the signal and 6(/ Kronecker delta function, is defined as t=k [t6(r-k)=10 t+k (3.2.1) - &)' called the (3.2.2) Fourier 108 Series Chapler 3 If $,(l) corresponds to a voltage or a current waveform associated with a l-ohm resistive load, then, from Equation (1.4.1), Ek is the energy dissipated in the load in b - a seconds due to signal QrG). If the constants E1 are all equal to I, the 6i(r) are said to be orthonormal pignals. Normalizing any set of signals g,(t) is achieved by dividing each signal by V4. Exanple 32.1 The signals Q,,(r) = sir,at,nr = 1,2,3,..., form an orrhogonal set on the interval -rr<r<zrbecause ar dr [", o^<,lo: <o = /-" Ginzrrxsinnr) =iL,*r^ - ")tdt -;f, cas(m + n)tdt _[", m=n [0, m* n Since the energy in each sigml equals tr, the following set of signals constitutes an ortho< ,rr: normal set over the interval -t <, sinr sin2r \r;' -G- sin 3r ' \F'" Example 8.2.2 The signals go() = exp[i interval (0, I) because (2rkt)/Tl, k = J' o,{,)0,'o),, = I,' = 'and hence, the signals O intewal 0<r<f. 0, *1, =2,..., form an orthogonal set on rhe *rlffil *, ['94] " {l ll-D expl]2r kt)/Tl constitute an orthonormal set over the "iI trernple 893 The three signals shown in Figure 3.2.1 are orthonormal, since they are mutually orthogonal and each has unit energy. Orthonormal sets are useful in that they lead to a series representation of signals in a relatively simple fashion. Let 0,(r) be an orthonormal set of signals on an interval a < t < D, and let.r(l) be a given signal with finite energy over the same interval. We can reprqsent x(t) in terms of [0rl by a convergent series as Sec. 3.2 Orthogonal Representations of Signals 0t(r) 1@ dlltt Q2ltt Ilgure 321 Three orthonormal signals. .r(r) = ) c,g,(r) i- -= (3.2.3) where co = | xQ)g!(t)dt, k -0.'+1,+2.... (3.2.4) Equation (3.2.4) follows by multiplying Equation (3.2.3) by Qf (r) and integrating the result over the range of definition ofx(t). Note that the coefficients can be computed independently of each other. If the sct g,(t) is only an orlhogonal sel, then Equation (3.2.4) takes the form (see Problem 3.5) (3.2.s) ',=Il"''ooi(r)dt The series representation of Equation (3.2.3) is called a generalized Fourier series ofx(l), and the constants c,, i = 0, *1, *2,..., are called the Fouricr coefficients with respect to the orthogonal set [0,(r)]. In general, the representalion of an arbitrary signal in a series expansion of the form of Equation (3.2.3) requires that the sum on the right side be an infinite sum. In prac. tice, however, we can use only a finite number of terms on the right side. When we truncate the infinite sum on the right to a finite number of terms, we get an approximation i(r) to the original signal r(r). When we use only M terms, the representation enor is M enU) = x(r) - r=l ) c,6,0) (3.2.6) The energy in this error is E,(M) = It can be shown that for rh rb M J.lrrQ)l'a = J lrG) - )c,6,(r)l'zdr (3.2.7) aoy M, the choice of co according to Equation (3.2.4) minimizes the energy in the error er. (See Problem 3.4.) Certain classes of signals-finite- length digital communication signals, for example-permit expansion in terms of a finite number of orthogonal funclions l0r(r)1. In Fourier 110 Series Chapter 3 this case, i = 1,2,... , N, where N is the dimension of the set of signals. The series representation is then reduced to r0) = xro(') (3.2.E) where the vectors x and O0) are defined as I = [c,, cr, ... c1y]r o(r) = [0,(,),0z(r), ...0r(r)]' and the superscript Idenotes vector transposition. The normalized energy the interval a< t<bis E,= I ->,:_, = over .h coci = ofr(t) t ,* c,$,(t'1lzdt lx(t)l2dr= Al /v (3.2.e) 6,111oi1r1ar J, ) l",l'e, (3.2.10) This result relates the energy of the signal x(r) to the sum of the squares of the orthogonal series coefficients, modified by the energy in each coordinate. Er. If orthonormal signals are used, we have E, = 1, and Equation (3.2.10) reduces 1o N E" = ) i- 1",1, l In terms of the coefficient vector x. this can be written as 5. = (x*)rx = xt x (3.2. r l ) where t denotes the complex conjugate transpose [( )*]I. This is a special case ofwhat is known as Parseval's theorem. which we discuss in more detail in Section 3.-5.6. Example 3.2.4 tn this example. we eramine the representation of a finite-duration signal in terms of an orrhog,onal set of basis signals. Consider the four signals defined over thc interval (0. 3). as shown in Figure 3.2.2(a). Thcse signals are not orthogonal. hut it is prssihle lo represent them in terms of the three orlhogonal signals shown in Figure .i.2.2(h). since combinations of these three basis signals can be used lo reprcsent any of lhc four signals in Figure 3.2.2(a). The coefficients rhar represent the signal .rr(r). obtained by using Equation (3.2.4). arc f-1 c,,= | Jn .r,(r)rfjx(t').lt =2 .! c,. = Jo| .t,(r)dj'(r)rlr = tt c,., = lt| fl .t, (r )6.,t (tltlt = t Sec. 3.2 Orthogonal Beprssentations ol Signals 111 r2 (r) rt (r) 1 I 0 0 rt(,) x3(l) 2 I 0 -l (a) 0s (r) 0zU\ 0!(r) t-(b) Flgure 322 - Orthogonat representations of digital signals. In vector notation, xr : [2, 0, llr. Similarly, we can calculate the coefficients for xz(t).:r0), and :o(r), and these become rzr = l, xn = 1, rz.l = 0, or 12 = [l' 1' 0]r rrr = 0, xn = 1, rrr = l, or xl = [0' l' l]'1 xat = 2' or xr = [l' - l' 2lr 'r,rr = l, roz = - l, Since there are only three basis signals required to completely reptescnt .r,(r), i = 1'2.3' 4, we now can thini ofthese four iignals ai ""ctor. in three-dimensionrl space. We would 112 Fourier Series Chapter 3 like to emphasize that the choice- of the basis is not unique, and many other possibilities exist. For ixample, if we choos! 11 6,() =-6xr(t), 0,(t) = l) !(t) - u (r - 3)l fi\tuA - - and 0,G) = rra,o1r1 then ,,=ln,-+',+l'. "=l+,+'+)'' r, = 1Vi,o,olr x4 = [0,0, V6]r In closing this section, we should emphasize that the results presented are general, and the main purpose of the section is to introduce the reader to a way of representing sipals in terms of other bases in a formal way. In Chapter 4, we will see that if the signal satisfies some restrictions, then we can write it in terms of an orthonormal basis (interpolating sigrals), with the series coefficients being samples of the sigpal obtained at appropriate time intervals. 3.3 THE EXPONENTIAL FOURIER SERIES Recall from Chapter 1 that a signal is periodic if, for some positive nonzero value of ?, nT), n = L,2,... x(t) = x(t + (3.3.1) The quantity I for which Equation (3.3.1) is satisfied is referred to as the fundamental period, whereas 2r/T is referred to as the fundamental radian frequency and is denoted by roo. The graph of a periodic sigral is obtained by periodic repetition of its graph in any interval of length I, as shown in Figure 3.3.1. From Equation (3.3.1). it follows that2T,3T, ...,arc also periods of r(t). As was demonstrated in Chapter l, if two signals, r, (t) and xr(t), are periodic with period T, then x (t) 0 Iigure 33.1 Periodic signal. Sec. 3.3 fie Exponential Fourier Series 113 xr(t)=a.r,(t)+bxr(t) (3.3.2) is also periodic with period L Familiar examples of periodic signals are the sine. cosine, and complex exPonential functions. Note that a constant signal r(l) = c is also a periodic signal in the sense of the definition, because Equation (3.3.1) is satisfied for every positive L In this section, we consider thc representation of periodic signals by an orthogonal set of basis functions. We saw in Section 3.2 that the set of complex exPonentials 0,(l) = explj2nnt/Tl forms an orthogonal set. If we select such a sel as basis functions, then, according to Equation (3.2.3), ,(,) =.i-.,.*l,Tl (3.3.3) where, from Equation (3.2.4), the c, are complex constants and are given by ,, = lrlr' ,rr"-p[-l T). (3.3.4) Each term of the series has a period T and fundamental radian ttequency 2t fT = ,0. Hence, if the series converges, its sum is periodic with period 7. Such a series is called the complex exponential Fourier series, and the c, are called the Fourier coeffrcients. Note that because of the periodicity of the integrand, the interval of integration in instance, by the Equation (3.3.4) can be replaced by any other interval of length interval ,0 <, s lo ?, where to is arbitrary. We denote integration over an interval of length I by the symbol /,r1. We observe that even though an infinite number of frequencies are used to synthesiie the original signal in the Fourier-series expansion, they do not constitute a continuum; each frequency term is a multiple of ao/2r. The frequency corresponding to n 1 is called the fundamental, or first, harmonicl z.= 2 cor- l-for * : responds to the second harmonic, and so on. The ccefficients c, define a complex-valued function of the discrete frequencies nor6, wherc n = 0, +1, !2, ... , The dc component, or the full-cycle time average, of r(t) is equal to co and is obtained by setting n = 0 in Equation (3.3.4). Calculated values of co can be checked by inspecting r(r), a recommended practice to test the validity of the result obtained by integra' tion. The plot of lc, I versus nr,rn displays the amplitudes of the various frequency components constituting r(r). Such a plot is therefore called the amplitude, or magnitude spectrum, of the periodic signal .r(r). The locus of the tips of the magnitude lines is called the envelope of the magnitude spectrum. Similarly, the phase of the sinusoidal components making up r(r) is equal to l, cn and the plot of 4 c,, vcrsus nroo is called the phase spectrum ofx(t). In sum, the amplitude and phase spectra of any given periodic signal are defined in terms of the magnitude and phase of c,,. Since the spectra consist of a set of lines representing the magnitude and phasc at a = nr,l.., they are referred to as line spectra. Fouder 114 Series Chapter 3 For real-valued (noncomplex) signals, the complex conjugate of c, is ,: = rt l+ I,^, = l,l, = c-n *olalalo,l" 'u"-olf,?!!)o' (3.3.5) Hence, l"-, I =1", I and N,c-n=-4cn (3.3.6) which means that the amplitude spectrum has even symmetry and the phase spectrum has odd symmetry. This property for real-valued signals allows us to regroup the exponential series into complex-conjugate pairs, except for co, as follows: *ry+) ^i__,^*ry+)*P,* =. * P, ,-,"*oliff!] ..i, ,.*pwf r(r)=co * = * = *.i p__, (, -..-rlflf-t] . *r [,+{]) " " : * *.izne{c,*r['T,]] (z n"t.,; "o,4{ - 2tmlc,l""T) (3.3.2) Here, Rel . I and Iml ' I denote the real and imaginary parts of the arguments, resPectively. Equation (3.3.7) can be written as x(t\ = an.,i [n, * "o"4il o,,"rn4f] (3.3.8) The expression for x(t) in Equation (3.3.8) is called the trigonometric Fourier series for the periodic signal .r(t). The coefficients au, an, and D, are given by o,=.co=l[,rruro, a, = 2Relc,l : r, [,rrr, (3.3.ea) "or4{ o, bn: -2lmlc,l = ?[,nrlr"in4'f at (3.3.9b) (3.3.9c) In terms of the magnitude and phase of c,, the real-valued signal r(t) can be expressed as Sec. 3.3 The Exponential Fourier Serles x(r) : co + ) ='o 115 zl,,l *'(?F * +.,) +,i n,.or(f * o,) (3.3.10) where A, = 2lc,l (33.11) = 4c, (33.t2) and 0n Equation (3.3.10) represents an alternative form of the Fourier series that is more compact and meaningful than Equation (3.3.8). Each term in the series represens an oscil' lator needed to generate the periodic signal r(l). A display of lc, I and 4 c,, versus n or naofor both positive and negative values of n is called a two-sided amplitude spectrum, A display of A, and Q,, versus positive r or nroo is called a one-sided spectrum. Two-sided spectra are encountered most often in theoretical treatments because of the convenient nature of the complex Fourier serie.s, It must be emphasized that the existence of a line at a negative frequency does uot imply that the signal is made of negative frequency comPonents, since, for every com' ponent cB explj}nrtlTl, there is an associated one of the form c-, expl- i?:trr.t/TlThese complex signals combinc lo create the rcal comPoncnt a, cos(?sttt/T\ + b,sin(?tttrt/T). Note that, from the definition of a definite integral, it follows that if r(r) is continuous or even merely piecewise continuous (continuous except for Enitely many jumps in the interval of integration), the Fourier coefficients exist' and we can compute them by the indicated integrals. Let us illustrate the practical use of the previous equations by the following exarnples. We will see numerous other examples in subsequent sections. Exanple 83.1 Suppose we want to find the line spectra for the periodic signal shown in Figure 33.2' The signal r(t) has the analytic represeDtalion llgure 33.2 Signal .r(l) for Example 3.3.1. 116 Fourier Serles Chapter 3 t-x. -l<r<o .rtt)=[r, 0<r<1 and r(, + 2) = .r(t). Therefore, oo = 2n/2 = tt. Signals of this type can <rcur as external forces acting on mechanical systenul, as electromotive forces in electric circuits, etc. The Fourier coeffr cients are ", = f,l_,. <,1 expl- inn tldt = ; tl, _K (l 2\ = - K exp(- inntlat + l' x "*p1-ln,fiarf - explinrl * exp[-yznl - 1) #{r( }("rntr,,,,,r+ zr. spe exP [- r"1)) (3.3.13) n odd =llntr [r, The amplitude -yn int (33.14) n even ctrum is ,".,:[ffi' [0, nodd ,r even The dc component, or the average value of the periodic signal :(r), is obtained by setting z = 0. When we substitute n = 0 into Equation (33.13), we obtain an undefined result This can be circumvented by using I'H6pital's rule, yielding co = 0. This can be checked by noticing that r(l) is an odd function and that the area under the curve represented by .r(t) over one period of the signal is zero. The phase spectrum of .r(t) is given by --:{ _,,1t n=(h-t),m=7,2,... 0, n = Lm.m = 7t n= -(1rz-l),m=r,2,... ,' 0. 1.2 ... The line spectra ofr(r) are displayed in Figure 3.3.3. Note that the amplitude spectrum has even symmetry, the phase spectrum odd symmetry. Ercnple 8.83 A siausoidal voltage E sinool is passed through a half-wave rectifrer that clips the negative portion of the waveform, as shown in Figure 33.4. Such signals may be encountered ts l..r I .: o0 (! z - (.) ": r! qJ G cl x lrl o x Etr oo cl r!, :o .-'o o! o-L ()o I a.l I Eq) .i o. O6r rdG 6ao. -o o! I trtrtit '- E I -ti qE -: cL El, =o baE I . 117 FouderSerles ChaflerS 118 r (r) E E dn oro, 2tt -2n't0g oJ6 rJg Flgue rdq {rl9 33.4 Sipal:(t) for Example 3.3.2. in rectifier design problems. Reaifien are circuits that produce direct curent (dc) from alternating cunent (ac). The analytic representation of .r() is when-i<l<o 0'o lo. r(') = { Irrio.or, and r(r + 2tt tion (3.3.4), /a) ", = x(l). Since.r(l) = whenocrca 0 when -r /tro<, < 0, we obtain, from Equa- = |Jtr.,nr r,.rel-ifffa, = * f" +[exp[jroor] E.o l"t_. , _ = J" [erp[-ior6(a d - exp[-jroor]l exp[:lhroot]dr - 1)t]-exp[-itoo@ + t)tldt =ryF#("*[-n-] .*of',]) = E ?r.i: nr) cos l*+, =lr, (nt/2lexpl-im/21' n+ !7 (33.15) aeven zodd, n+lt (33.16) S€tting n = 0, we obtain the dc component, or the average value of the periodic qignal, as co = E I n . This result can be verified by calculating the area under one half cycle of a sine wave and dividing by f. To determine the coefEcients cl atrd c- I which correspond to the first harmonic, we note that we cannot subsdmte ,, = + I in Equation (3.3.15), since this yields an indeterminate quantity. So we use Equation (33.4) instead with n = + 1, which resuls in cr _E E =d. and ct= li The line spectra of .r(r) are displayed in Figure 3.3.5. In general, a rectifier is used to convert an ac signal to a dc signal. Ideally, rectified output r(t) should consist only of a dc component. Any ac component contributes to the rip- Sec. 3.3 '.'t' The Exponential Fourier Series -4 -3 -2 0 -l I (a) (b) Flgure 335 Line spectra for.r(t) of Example 3.3.2. (a) Magnitude spectrum and (b) phase spectrum. ple {deviation from pure dc) in the sig[al. As can be seen from Figure 3.3.5, the ampli' tudes of the harmonics decrease rapidty as n increases, so that the main contribution to the ripple comes from the firct harmonic. The ratio of the amplitudes of the first harmonic to the dc component can be used as a measure of the amount of ripple in the rectified signal, In this example, the ratio is e qual lo r/4. More complex circuits can be used that produce less ripple. (See Example 3.6.4). Eranple 83.8 Consider the square-wave stgnal shown in Figure 3'3'6' The analytic re[-resentation of 'r(r) is ( f0. r0) = -T -t when;-<t<-, | I -r whenl:<r<; 1K, l"t' |.0. whenr<t<; and x(t + used f) = :(r). Signals ot this type can be produced by pulsc generators and extensively in radar and sonar systems. From Equation (3.-3 {). rve obtain are 120 Fourier | -T -,.i -, r -T- 1 Flgure -2z 33.5 Signal 0 r T n-t 1 1'-T T Serles Chapter 3 r+!7 .r(t) for Example 3.33. I rrn ,<,> *ol1fc)" ,,= Tl_ro = + f:, * *ol4!l* =#l*,V+l-*,[T ']l : K ntr nnl -Sln Kt n't = rstncT (33.17) where sinc ()r) = sin (,rI)/nI. The sinc function plays an important role in Fourier analysis and in the study of LTI systems. It has a maximum value at tr = 0 and approaches zero as I approaches infinity, oscillating through positive and negative values. It goes through zero at tr = +7,.-2t ,,. . l-t us investigate the effect of changing Ion the ftequency spectrum of r(l). For 6xed t, increasing reduces the amplitude of each harmonic as well as the fundamental frequency and, hence, the spacing between harmonics. Hovever, the shape of the spearum is dependent only on the shape of the pulse and does not change as I increases, except for the amplitude factor. A convenient measure ofthe frequency spread (known as the bandwidth) is the distance from the origin to the first zero-crossing of the sinc function. This distance is equal to2r/t atd is independent of f. Other measures of the frequency width of the spectrum are discussed in detail in Section 4.5. We conclude that as the perod increases, the amplitude becomes smaller and the spectrum becomes denser, whereas the shape of the spectrum remains the same and does not depend on the repetition period T. The amplitude spectra ofr(r) with r = 1 and = 5, 10, and l5 are displayed in Figure 3.3.7. I I f,'rrernple 33.4 In this example, we show that Fourier series representation r(r) = t2, -tt < , < ?r, with r( + 2tl =.r() ,Ol = f-a(*rr - |.o.zr * |.orl, - ... (3.3.18) ) Note that.r() is periodic with period 2zr and frmdamental frequency oo = Fourier series coefficients are has the 1. The complex Sec. 3.3 121 The Exponential Fourier Series 0 - l0 -15 (a) 0 - l0 (b) -45 -30 15 0 -15 lo 45 (c) Flgure 33,7 Line spectra for the:(t) in Example 3.3.3. (a) Magnitude spectrum forr = I and I = 5. (b) Magnitude spectrum fort = 1 and T= 10. (c) Magnitude spectrum for z = I and I = 15. cn = i; cn = L" t2 expl- jntldt Integrating by parls twice yiclds The term co is 2 cosnrr -- n-,--, n+O obtained from I r" 2;1 n2 3 From Equations (3.3.9b) and (3.3.9c), " t2.dt FouderSerles Chaptgr3 122 A o, = 2Relcn| = -?cosrrr b.: -2lm{c,f = I because c, is real. Substituting into Equation (3.3.8), we obtain Equation (3.3.18). eranple 83.6 Consider r)-l"*(?, r(r) = I + z'r"(f - sin(7zrr) . .".(+, I It can easily be veritied that this signal is periodic with period = 5Il s so that roo = 7tt/3. Thus 7rr = ?aoand2Ett /3 = 4roo. lVhile we can frnd the Fourier series coefficients for this example by using Equation (3.3.4), it is much easier in this case to represent the sine and cosine signals in terms of exponentials and write x() in the form r(r) = 1 + ]exp[jroor] + | expli3.tstl - lexp[-;,or] - Jexpti,orl-lexpt-i,orl - 11 exp [ -73r,0 | +) expll*ror] + ] exp [ - j*ror] Comparison with Equation (3.3.3) yields co= I c, = c!1= cr= clr= co -(i.r,) -L = c:4 =, with all other cn being zero. Since the amplitude spectrum of .r(r) conrains only a finite number of components, it is called a bandJimited signal. 3,4 DIRICHLET CONDITIONS The work of Fourier in representing a periodic signal as a trigonometric series is a remarkable accomplishment. His results indicate that a periodic signal, such as the signal with discontinuities in Figure 3.3.2, ao be expressed as a sum of sinusoids. Since sinusoids are infinitely smooth signals (i.e., they have ordinary derivatives of arbitrary high order), it is difficult to believe that these discontinuous signals can be expressed in that manner. Of course, the key here is that the sum is an infinite sum, and the signal has to satisfy some general conditions. Fourier believed that any periodic signal Sec. 3.4 Dirichlet Conditions 123 could be expressed as a sum of sinusoids. However, this turned out not to be the case. Fortunately, the class of functions which can be rePresented by a Fourier series is large and sufficiintly general that most conceivable periodic signals arising in engineering do have a Fouricr-series representation. applications For the Fourier series to converge, the signal r(l) must possess the following properties, which are known as the Dirichlet conditions, over any period: l. x(t) is absolutely integrable: that is, -h+T l'r(r)lar < l, - 2. x(r) has only a finite number of maxima and minima. 3. The number of discontinuities in x(l) must be finite. the These conditions are sufficient, but not necessary. Thus if a signal x(t) satisfies Dirichlet conditions, then the corresponding Fourier series is convergent and its sum discontiis r(r), except at any point ro at which x(r) ii discontinuous. At the points of ndti, tt. sum ot ttre ieries is the average of the left- and right-hand limits of x(t) at ,o; that is, r(ro) = + ] r,ro x(6)l (3.4.1) Example 8.4.1 Consider the periodic signat in Example 3.3.1. The trigonometric Fourier series coefficients are given bY a" = 2Relc,l = 0 b,= -Ztm|j =1+(r - (tx :l I I -a:. n7t ' n odd I 0. z even I \ so that r(r) cosnt) can be written as r I 4Kl ,"rr+...'l .r(t)=?lsinzrt+isin3rt*"'*;sin""' t 1, two points of discontinuity of r('), the sum in zero, whictr is equal to the arithmetic mean of the values '- e.4.2)' Equation -I( and K (3;r, h; a value of of rliy. furtn.rmore, since the signal satisfies the Dirichtet conditions, the series con,ergei und x(r) is equal to the slm of the infinite series. Setting t = lD in Equation we notice that at , = 0 and t= (3.4.2), we obtain +...(-rr-r r^'-1 * ") i i. '0=*=1#(' - Fourier 124 Series Chapler 3 or ,i r-,y,-, ;l_ i=X Example 3.42 Consider the periodic signal'in Example 3.3.3 with Fourier-series coefficients are given by a,=2Relc,| r = I and T = 2. T\e trigonometric =6tin"I b"= -Z Im[c,l = 0 Thus. ao = Klz,a,-o when a iseven,a,, :2K/nr when n = 1' 5, 9, ... ' a, = -2K/nt when n = 3,'1,11,..., and b, 0 forn = 1.2, .... Hence,x(t) can be written as : ?{[.or,r, - ]r.*r",r + + "'l ]coss",r ,(i=:* (3.4.3) Since.r(l) satisfies the Dirichlet conditions over the interval [- I, ll, the sum in Equation (3.4.3) converges at all points in that interval, except at t = !U2, the points of discontinuity of the signal. At the points of discontinuity, the righGhand side in Equation (3.4.3) has the value K/2. tthich is the arithmetic average of the values K and zero of:(t). Il.learrple 8.43 Consider the periodic signal:(r) ln Example 3.3.4. The trigonometric Fourier-series coef- ficiens are ao= tt2 T 4 an= _,c,,sn1I., n*o b,=0 Hence. .z(r) can be written as ,(i = + + +,i L,,-lI cosnr (3.4.4) For this example, the Dirichlet conditions are satisfied. Further,.r() is continuous at all ,. Thus the sum in Equation (3.4.4) converges to r ( ) at all points. Evaluating r(, ) at, = t gives :(zr) = r: =1, * e),)i *-l:"1 frn' 6 Ssc. 3.5 Propertiss of Fouri€r Series 125 is important to realize that the Fourier-series rePresentation of a periodic signat r(r) cannot be differentiated term by tenn to give the representation of dt(t)/dt.To demonstrate this fact, consider the signal in Example 3.3.3. The derivative of this signal in one period is a pair of oppositely directed 6 functions. These are not obtainable It by direct differentiation of the Fourier-series representation of r(t). However, a Flurier series can be integrated term by term to yield a valid reprcsentation of I x(\dt. ERTIES ERIES FOURIER In this section, we consider a number of properties of the Fourier series. These properties provide us with a better understanding of the notion of thc frequency sPectrum of a continuous-time signat. In addition, many of the properties are often useful in reducing the complexity involved in computing the Fourier-series coefficients. 8.6.1 Least Squares APProximation PropertSr we were to construct a periodic signal r(t) from a set of exponentials, how many terms must we use to obtain a reasonable approximation? If ,r (r ; is a bandJimited signal, we can use a finite number of exponentials. otherwise, using only a finite number of terms-say, M-results in an approximation of .r(r). The diffcrence between x(t) and its approximation is the error in the apprgximation. Wc want the approximation to be ..cGe" to x(t) in some sense. For the best approximation, we must minimize some measure of the error. A useful and mathematically tractable criterion we use iS the average of the total squared elror over one period, also known as the mean' squared value of the error. This criterion of approximation is also known as the aiproximation of r(t) by least squares. The least-squares approximation proPerty of the Fourier series relates quantitatively the energy of the differcnce signal to the error difference between the specified signal r(t) and its truncated Fourier-series approximation. Specifically, the prop€rty shows that the Fourier-series coefficients are the best choice (in the mean-square sense) for the coefficients of the truncated series. Now suppose that;(r) can be approximated by a truncated series of exPonentials If in the form N .r,u(r) = ) d,exp[7zoor] a--N (3.s.1) We want to select coefficients d, such that the enor, x(t) - r,v(r), has a minimum mean-square value. If we use the Fourier series representation for x(t), we can write the error signal as e(t): xG) - r,*,(r) ,N ) kt us define coefficients c, expljnonLl - )-N d exp[into,,r] (3.s.2) 126 Fourier Series Chapter g l"l 'ry '" = ["* lcn-d,, -N<z<N E- so that Equation (3.5.2) can be written as "(r) : ? sn exp[7n roor] (3.5.4) Now' s(r)-isa periodic signal with period r = 2tt /t to, since each term in the summation is periodic with the same period. It therefore foliows that Equation (3.5.4) represents the Fourier-series expansion of e0). As a measure -of how *"it ,r1r; approximates .r (t), we use the mean-square eror, defined as MSE Sub,stituting for = il,rl"UrPr, e(l) from Equation (3.5.4), we can write MSE = I l, rl2-r "exn tr,,rl) (,, i-.gi i i tA{ll nd-am=-e tr J(?) expl- ,*pti(, - m)ootldtl ) since the term in braces on the right-hand side is zero for n Equation (3..5.5) reduces to *r" in orl) ar (3.s.s) * m aadisl form=n. =,P_ le,l' ^/ 1",-dnl'+ ) (3.5.6) 1",1, l,l>lv Each term in Equation (3.5.6) is positive; so, to minimize the MSE, we must select n--N dr= Cn (3.s.7) This makes the first summation vanish. and the resulting error is (MSE),in = ) l",l' lrl>,v (3.5.8) Equation (3.5.8) demonsrrates the fact that the mean-square eror is minimized by selecting the coefficients d, in the finite exponential seriis of Equation (3.5.1) to be identical with the Fourier-series coefficientsq. That is, if the Fourier-series expansion of the signal r(r) is truncated at any given value of N, it approximates r() with smaller mean-square error than any other exponential series with the same nrmbe, of terms. Furthermore, since the error is the sum of positive terms, the error decteaseg monotonicallv as the number of terms used in the approximation increases. Example 35.1 Consider rhe approximarion of the periodic signal x(r) shown in Figure 3.4.2 by a set of 2rv + I exponentials. In order to see how the approximation error varies with thi number S€c. 3.5 Properties of Fourier Series 127 of lerms, we consider the approximation of .t(l) based tu threc terms, then seven terms, then nine terms, and so on. (Note lhat.:(r) contains only odrl harmonics.) ForN = 1 (rhrcr terms), the minimum mean-square error is (MSE)"i, = ) l.,l' l"l,t = ,.p, ,1s ''"i s '-14i ,, 1ft,. n, I ,l odd 8K2 l3n2 = ;7.|\t4'= I 0.189K2 Similarly, for N = 3, it can be shown thar (MsE)*" = - |{: ftz 11 0.01K2 9.6.2 Efrects of S5mnretry Unnecessary work (and corresponding sources of errors) in determining Fourier coefficients of periodic signals can be avoided if the signals posscss any type of symmetry. The important types of symmetry are: 1. even symmetry, r(r) = r(-r), 2. odd symmetry.x(r) = -.r(-r), 3. half-wave odd symmetry, r(r) = -r(, -l ;) Each of these is illustrated in Figure 3.5.1. Recognizing the existence of one or more of these symrnerries simplifies the conrPutation of the Fourier-series coefficients. For example, the Fourier series of an even signal r(l) having period I is a "Fourier cosine series." x(t)=an*2,o,"or\! with coefficiens 4 trt2 lrrzx(t)dt, und n,,= %=;1, iJn 2 Znrt x(t)cos=f - dt whereas the Fourier series ofan odd signal.r(t) having penocl 7 is a "Fourier sine serics." Fourier 128 Series Chapter 3 r(r) r(t) symmetry, T=3 -3 -2 -l 0 123t (a) .r(r) 0l (c) Figure 3.5.1 Types of symmetry. ,(,) =,i o,sin4f with coefficients u,= +[: 'rt)sin4ldt The effects of these symmetries are summarized in Table 3.1, in which entries such as ao * 0 and bzn*r * 0 are to be interpreted to mean that these coefficients are not necessarity zero, but may be so in specific examples. In Example 3.3.1 x() is an odd signal, and therefore, the c,t are imaginary (an = 0), whereas in Example 3.3.3 the c, are real (b, = 0) because.r(r) is an even signal. TABLE 3.7 E lBc.ts o, Symm€t y Remarks b" Symmsfy a,*O b,=o ao=0 or= b,+o ao=0 azr=O Even ao# odd Half-wave odd O O aut, * Integrate over Il2 only. and multiply the coefficients by 2. lntegrate over 12 only, and multiply the coefficients by 2. bz,=o O bL,,t + O Integrale over 12 only. and multiply the coefficients by 2. Sec. 3.5 Properties ol Fourier Series 't29 Figure 3.5,2 Signal Example 3..5.2. r(r) for E-arnple 35.2 Consider the signal (o-!t. r o<t<r/2 'rrl={" l!,-to. t/ rtz<r< l which is shown in Figure 3..5.2. Notice thal .{(r) is both an cven and a half-u'ave odd signal. Therefore, ao = and we expect lo have no cven harmonics. Computing a,, we ohtain ". = +1,''' (^ , ( | )' 0, ='l-qq [ (nr)' = 0, -'|t)"o'hl'a, .!4=tl-cos(aTr)), ln?I 0,4 n + tl n even nodd Observe that ao, which corresponds to the dc term (rhe zero harmonic), is zero because the area under one period of .r(l) evaluates to zero. 8.6.8 Linearity Suppose that r(r) and y(r) arc periodic with the same period. Lct their Fourier-series expansions be given by r(r) =) n= -- B.exp[7nr,r,,r] (3.5.9a) y(r) =) 1,exp[rno6tl (3.s.eb) 1gO Fourier Serles Chaptor 3 and let .(t) = kf (t) - kry(t) where &, and k, arc arbitrary constants. Then we can write s(r)= = i,=:" (t'F,+ kr1)expfint,utl ,I, "'exP[7hto"t] The last equation implies that the Fourier coefficients of e (t) are a,,: 3.6.4 MuctofTbo krB,, + kr1,, (3.5.10) Signals If .r(r) and .v(t) are periodic signals rvith the same period as in Equation (3.5'9)' their product is z(t; -- ,1,,r',r) = = = ,,i, 0,, exp[7n<ontl,,i, ,,P,,,,>:_ P,,1,,, r,, explimu,ntl exp[i(, + nr)our] ,i(,,i, o,-,,,r,,,)exp[iro,,,r] (3.s.r1) The sum in parentheses is known as the convolution sum of the two sequences p,,, and 1,,,. (More on the convolution sum is presented in Chapter 6.) Equation (3.5.11) indicates that the Fourier coefficients of the product signal z (t ) are equal to the con volution sum of the two sequences generated by the Fourier coefficients of -r(l) and.v(t). That is' i If y(r) is replaced P'-"' ar'riUr. ''"' : | exP 1,. ""."t) [-/to"r]ril we <rbtain z(,)= > (i 7= -z \n1- -z P,,,,,rr)exp[/r,,,,tl and ,,,i,.F,-,,rfi ='i],rr(r).v*(t)exp[-lltr,,tJdt (3'5'12) Sec. 3.5 Properties ol Fourier Ser ies 191 3.5.6 Convolution of Ttvo Signals For periodic signals with the same period, a special iorm ofconvolution. known as periudic ur citculat curlt(riutiotl, is dcrined bv the integral lr :(I) '- -I | ;;(r),v(l - t)dr J(h (3.5.r3) where the integral is taken over one period L It is easy ro show rhat z(r) is periodic with period Tand the periodic convolution is commutative and associative. (See problem 3'22). Thus, we can rvrite r (r ) in a Fourier-series representation with coefficients : I ir e (l) exp [-7hor,,l ldt ", i J,, I rtt (t)v(r =V - r) exp [ -7ar''r otldt dr )J, 't = !i /.''',', Using the change ,,, = t*p [-7nr'rnt i t | [' of variablcs o = r - .lf'.r,r, r,, - t cxp[- lnr,,nr] t ) cx, [ - lrr ro u{t - r t, at}a'r (3.5.14) in the second integral, we obtain lil -jrrt,,,.,lao]a" .-.r(rr)cxpf Since y(t) is periodic. the inner intcgral is independent of a shitt Fourier-series coefficients ofy(r), 1,. It follows that or: r and is equal to the (3.s.15) FnJ, where B, are the Fourier-series coefticients of .r(r;. Exqrnple 3.6.3 In this example. we compute thc Fourier-series cocflicients of thc product and of the peri. odic convolurion of the rrvu signals shown in Figurc 3.5.3. The anall,tic representrrion of .t1r) is .((r) -- r Figure r, 0<r<4. r(r)=.t(r+4) -J -5 -4 -3 3.5.3 Sirnals .r(r) -t 0 I and _u(i) for Examplc 3.5.3. Fourier 132 Series Chapter 3 The Fourier-series coefficients of x(r) are u"= : if ,*o[-T]" ?!nn For the sigral y(r), the analytic representation 4. The Fourier-series coefficients are is given in Example 3.33 with t =2 aad T = ,"=ll,x*vlt;)a, Knr'Kn = -_sm7 = 'smc' From Equation (3.5.15), the Fourier coefficients of the convolution signal are aa = 2iK b:r)zs,I nn 2 and from Equation (3.5.11), the coefficiens of the product signal are i "' = = Lo-^'t^ 1 .m,, ;";* -7 -?-^@ - ^)" 2 8.6.6 Pareoval'sTheorem In Chapter l, it was shown that the average power of a periodic signal P r(t) is =:lt Jo't lxlt)l'zdt The square root of the average power, called the root-mean-square (or rms) value of .r(l), is a useful measure of the amplitude of a complicated waveform. For example, the complex exponential signal x(t) = c" exp [7hort] with frequency n too has lcn l' as its average power. The relationship between the average power of a periodic signal and the power in its harmonics is one form (the mnventional one) of Parseval's theorem. We have seen that if x(r) and y(t) are periodic signals with the same period I and Fourier-series coefficients p, and 1,, respectively, then the product of .t(t) and y(t) has Fourier-series coeffrcients (see Equation (3.5.12)) o, =i go*^^r* ,nd -a The dc component, or the full-cycle aveiage of the product over time, is Sec. 3.5 Properties ol Fourier Series 13{} "": lf Y'v(t)dt = i "u' 8,,,,; If we let y(t) = .r(t) in this expression, then 8,, = (3.5.16) .y", and Equarion (3.5.16) becomes 'il,,rl* <'lP o' =,,,i- I 8,, l' (3.5.17) The left-hand side is thc average power ofthe periodic signal .r(r). The result indicates that the total average power o[.r(t) is the sum of the average ptrwer in each harmonic component. Even though power is a nonlinear quantity, we can use superposition of ayerage powers in this particular situation, provided that all thc individua.l components are harmonically related. We now have two different ways of finding the average power of any periodic signal x(r): in the time domain, using the left-hand side of Equation (3.5.17), and in the frequency domain, using the right-hand side of the sanre equalion. S.6.7 Shift in Time If .r(l) has the Fourier-series coefficients c,,, then the signal .r(r cicnts d,,, rvhere o, = !r[,rr r, -l = exp[-itoor] = c, exp [- - t) has coeffi- expl-in .ootldt ] {rr rt,rl"*nt - inu.uo)tt o oor ] (3.s.r8) Thus, if the Fourier-series representation of a periodic signal r(t ) is known relative to one origin, the representation relative to another origin shifted by t is obtained by adding the phase shift n Gror to the phase of the Fourier coefficicnts ofr(r). 7h n=anple 3.6.4 Consider the periodic signal r(l) shown in Figure 3.5.4. The sig.nal can be written as the sum of the two periodic signals rr (r) and rr (r), each with period 2n/r,ro, where .r, (r) is the .r(r)=flsin..,)orl tigure 3S.4 Signal -r(t) for Example 3.5..1. 134 Fourier Series Chapl€r 3 half-wave rectified signal of Example 3.3.2 and x2(r) = :r (, - r/(r0)' Therefore. if p, and 'y, are thc Fourier coefficients of .r, (r) and -rr(r), respectively, then, according to Equation (3.s.18), ,, = B, = p,, "*p a] [-1n.. exp[-lnrr] = (- lfp, From Equation (3.5.10). the Fourier-series coefficients of .r(t) are d,=p,+(-1f9, : [2P,, [0. n even n odd where the Fourier-series coefficients of the periodic signal .r1(t) can be determined as io Equation (3.3.16) as U, = *f Esinorsrexp[7ho6t]dt (e ,, even ;o--;'r' | n=tt l-ilE. lo otherwise |.0, Thus, 2E r(l - n') o"= 0. n even n odd This result can be verifred by directly computing the Fourier-series coefficients ofr(,). 3.6.8 Integration of Periodic Signale If a periodic signal contains a nonzero average value (co + 0), then the integration of this signal proJu".. a component that increases lirrearly with time, and therefore, the resulr;nt signal is aperiodic. However, if co = 6, then the integrated signal is periodic' but might c-ontain u d" .orpon"nt. Integrating both f_,,1,'ta, sides of Equation (3.3.3) yields n = ^2_lh*p[inronr], * o (3.s.1e) The relative amplitudes of the harmonics of the integrated signal compared with its fundamental or" 1"5 than those for the original, unintegrated signal. In other words, integration attenuates (deemphasizes) the magnitude of the high-frequency comPo- Sec. 3.6 lnputs Systems with P€dodic 135 nents of the signal. High-frequency components of the signal are the main contributgrs to its sharp details, such as those occurring at the points of discontinuity or at discontinuous derivatives of the signal. Hence, integration smooths the signal, and this is one of the reasons it is sometimes called a smoothing operation. 3.6 SYSTEMS WITH PERIODIC INPUTS Consider a linear, time-invariant. continuous-time system with impulse response From Chapter 2, we know that the resPonse resulting from an input r(t) is Il(t). y(tt=[ hg)x(t-ldr J_^ For complex exponential inputs of the form r(t) = exp[ior] the output of the system is y0): [ /r(r)exp[io(r -r)]dr = exptTrrl f h(r)expl- ir,orldt By defrning H(o,) = /- r,1"1"*pt- ionldt (3.6.1) we can write y0) = tl(o) exp[jror] (3.6.2) II(ro) is called the system (transfer) function and is a constant for fixed ro. Equation (3.62) is of fundamental importance because it tells us that the system resPonse to a oomplex exponential is also a complex exponential, with the same frequency ro, scaled by the quantity H(or). The magnitude llr(,o)l is called the magnitude function of the system, ana + H(.) is known as the phase function of the system. Knorving H(ro), we catr detetmine whether the system amplifies or attenuates a given sinusoidal component of the input and how much of a phase shift the system adds to that particular component. To determine the response y(l) of ao LTI system to a periodic input.r(t) with the Fourier-series representation of Equation (3.3.3), we use the linearity proPerty and Equation (3.6.2) to obtain y0) = nd2-a H(nor)c,exp[lnoot] (3.6.3) Equation (3.6.3) tells us that the output signal is the summation of exPonentials with coeffrcients 136 Fourier d,: Serles H (n,or,\c, Chapter 3 (3.6.4) These coefficients are the outputs of the system in response to c,, exp Llno0rl. Note that since H(nton) is a complex constant for each n, it follows that the output is also periodic with Fourier-series coefficients d. In addition, since the fundamental frequency of y(t) is tos, which is the fundamental frequency of the inputx(r), the period of y(r) is equal to the period of .r(t). Hence, the response ofan LTI system to a periodic input with period is periodic with the same period. I n-nrnple B.G.l Consider the system described by the input/output differential equation y(")(r) + 5P,Yt')(,) For input r() =in,""'1,1 = exp[iot], the corresponding output is .v0) = ll(o)exp[irot]. Since every input and output should satis$ the system differential equation, substituting into the latter yields * [O.f !r,fr.ul']at.) exp[iror] = ioa,(I.)'exRU.,rl Solving for l/(ro), we obtain H(r,r) = ) q,(i')' ---d-;=(jo)' + ) p,(ito)' Exanple 3.6.2 Let us find the output voltage y(l) of the system shown in Figure 3.6.1 if the input voltage is the periodic signal r(t) = 4*t' - 2 cos?t t-------------'l ll t L=t I Itgure 3.6.1 System for Example 3.6.2. Ssc. 3.6 137 Syslems wlth Periodic lnputs Applying Kirchhofl's voltage law to lhe circuit yields o#! *1,r,=rr,u, If we set r(r) = expUr,rtl in this equation, the output voltage is y(t) = I{(or)exp[lot]. Using the system differential equation. we obtain iorH(ro) exp [jro11 + f 41.1.*p 1 qLexp i.,l = [lr,rr] Solving for H(r,r) yields ei/h. H(.\= Al any frequency o, = tr o0, the system function H(noJ = For this example. oro - = 2{icos(t fample - --t!,"* I and R/L = l,so that y(i = -j,exp[ir] + 4s") is the output is t'V",el-itl inexp[i2rl *ery;r1 ial - la6 cos(a - el') &6.9 Consider the circuit shown in Figure 3.62. The differential equation goveming lhe system is to = cff +yf For an input of the form i(t) = exp[iot], we expecl thc outPut u(t) to a(t) = /I(r,r) exp[iot]. Substituting into the differential equation yields expfirorl = CjroH(ro)expt;rrl + ]41<,,1 exp[orr] Canceling the exp[lorll term and solving for H(o), we have H(.)= lnll,c + r(11= 11r1 ) c R u(t) = l,(t) Flgure 3.6.3. 3.6.2 Circuit for Exaople be 138 Fourier Serles Chapter 3 Let us investigatc lhe response of the system,to a more conrplex inpui. consider an input that is given by the periodic signal .r(r) in Example,3.3.l. The input signal is periodic wirh period 2 and r,re = z, and we have found that (zx l:-. Lnn zodd c,= 1' I t o. n even From Equation (3.5.3), the output of the system in response to this periodic input v(i= "2-?! t/a-] is jn,cexplinntl l, odd F-ample 8.6.4 consider the system shown in Figure 3.6.3. Apptying Kirchhofls volrage law. we find thar the differential equation describing the system is x(t)=y*(++c4+D)+y(t\ which can be wri en as Lc y"(t) * f,,,@ + y(t\ = x(tl For an input in the form.t(r) = exp[ior], the outpur voltage is y(r) = H(t:)exp[jorr]. Using the system differential equation, we obtain (ja\'1LC H(ot) + j,n*Hkn) + H(a) = 1 Solving for H(ro) yields H(r,r) = jaL/R - a2 LC -I + --.1----- with Ill(r,)l = L + r(r) + C R r(r) - Figure 3.63 3.6.4. Circuit for Example Sec. 3.6 Systems with Periodic lnputs 139 and lt;:*-:,,',1-. -r-*;e rectiried sigpar in Exampre Now, suppose that the input periodic. rvith output of the system is representation giverf the the Fourier-series Then 3.3.2. by Equation (3.6.3). Let us investigate the effect of the system on the harmonics of the input signal .t(r). Suppose that t,l0 = laht, LC = 1.0 x l0-a. andL/R = 1.0 x 10-4. For these values, the amplitude and phase of H(roo) can be approximated respectively by lH(zo6)l = 1 ir,1:-a7 and l. {H(no6) = ,;rRC Note that the amplitude of H(n too) decreases as rapidly as lln2.The amplitudes of the frrst few components d,, tt = 0, |, 2. 3, 4, in the Fourier-series representation of y(t) are as follows: l,t,l = :, la..l = o, lr,,l = z.e x ,o'f. ld, l=t.t, rc-r3 5n I l,t,l = 4.4x Io ij" Thc dc component of the input r(r) has becn passed rvithout an) attenuation, whereas the first- and higher order harmonics have had in their amplitudcs reduced. The amount of reduction increases as the order of the harmonic increases. As a rnatter of fact, the function of this circuit is to attenuate all the ac conrponents of thc hulf-wave rectifred signal. Such an operation is an example of smoothing. or filtering. Thc ratio of the amplitudes of the first harmonic and the dc cornponent is 7.6 x l0-2zr/4, in comparison with a value of rr/4 tor the un[iltered halI rvave rcctilied waveform. As we nlcntioned before. complex circuits can be designed to produce better reclified signals. 'l hc tlesigner is always faced with a trade-off between complexity and performance. We have seen so far that when signal x(t) is transmitted thr-trugh an LTI system (a communication system, an amplifier, etc.) with lransfer function 1/(r,r). the output y(t) is, in general. different from.r(r) and is said to be distorted. In conl.rast, an LTI system is said to be distortionless if the shapes of the input and thc ()utput are identical, to within a multiplicative constanl. A delayed output that rctains the shape of the inPut signal is also considered distortionless. Thus, the input/output lclationship for a distortionless LTI should satisfy the cquation ,r,(t)=6..,,-,r, (3.6.s) The corresponding transfer [unclion H(to) of thu distortionless svstem will be of the form H(ut) -- Kexp[-lrot,] (3.6.6) Fourier 140 1 H Serles Chapter 3 (.nl Flgure 3.6.4 Magnitude and phase characteristis of a distortionless syslem. Thus, the magnitude lA(o)l is constant for all to, while the phase shift is a linear function of frequency of the form -trto. Let the input to a distortionless system be a periodic signal with Fourier series coefficients c,. It follows from Equation (3.6.4) that the corresponding Fourier series coefficients for the output are given by d, = K expl-inlr,ut,1lc,, (3.6.7) must be Thus, for a distortionless system, the quantities la,,lllr,,l andlfurconslant for all n. In practice, we cannot have a system that is distortionless over the entire range -co < t,t < o. Figure 3.6.4 shows the magnitude and phase characteristics of an LTI system that is distortionless in the frequency range -or. ( ro ( ro.. &l/n Flrample &65 The input and ourput of an LTI system are .r(l) = 8 exp[i (too, + 30')l + 6 exp[l(3root - 15")] - 2 exp[i(5oor + 45")l y(r) = aerp[i(orot - 15')] - 3exPU(3orot - 30')l + exp[i(Soot)l We want to determine whether these iwo signals have the same shape. Note that the ratio of the magnitudes of corresponding harmonics, ld,l/lr,l, has a value of l2 for all the harmonics. To compare the phases, we note thar the quantity l$c, 4dl/z evaluates (+ 15' 30" 180')/3 to 30' -(-15") = 45' for the fundamental, = 45' for the third harmonic, and (45' + lEO')/s = 45' for the filth harmonic. It therefore follows that the two signals.r() and y(r) have the same shape, except for a scale factor of l2 and a Phase shift of t/4. This phase shift corresponds to a time shift of = t /4t'to. Hence, y(l) can be written as - - t y(,,=i,(,-#;) The system is therefore distortionless for this choice ofr(t). Sec. 3.6 Systems with Periodic lnputs 141 Example 3.6.6 and y(t) be the input and the output, respectively, of the simple RCcircuit sbowu in Figure 3.6.5. Applying Kirchhoff s voltage law, we obtain Let.r(l) dv(t\ '-!--!! + 1 1 iay$) RC.t0) T------------] rl i R=t0kO I Flgure 3.65 Circuit for Exarnple 3.6.6. Setting.rG) = exp[jtorl and recognizing that y1t1 = H(o) expIlr,rtl, we have i Sr:lving for ofl (a)exp jtor| * ntr; I exp [jor! : ^[ H(o) yields exp ti,r] ^!a llRC nlu) = yp6+ 1_ = rl r.r. wlrcre '' I loo x l0- ll = 107 s-r Hence, ln(,)l =Vrh *H("t)=-tun-t9The amplitude and phase spectra of H(o) are shown in Figure 3.b.6. Note that for ro ( q, H(o; = 1 and 4H(0,) = -9rl That is. the magnitude and phase characteristics are practically ideal. For example, for inPut Fourl€r 142 | ,r(sr) Serlos Chapter 3 1 H(ul | l.o 0.707 Itgure 3.6.6 Magnitude and phase spectra of H(ro). x(r) = 4exP[ildt] the slatem is practically distortionless with output v(t) = H(td)A erP[ildt] = ,]!. n"' exP[ildr] -Aexpllld(r- 1o-7)l Hence, the time delay is 10-7s. 3.7 THE GIBBS PHENOMENON Consider the signal in Example 3.3.1, where we have shown that x(t) could be expressed as ,(0 =#.i_ ) expt;,,r1 a odd We wish to investigate the effect of truncating the infinite series. For this purpose, consider the truncated series r,v(,) = ?; ,i-!expllnntl r odd The truncated series is shown in Figure 3.7.1 for lV = 3 and 5. Note that even with N = 3, rr(t) resembles the pulse train in Figure 3.3.2. Increasing N to 39, we obtain the approximation shown in Figure 3.7.2. It is clear that, except for the overshoot at the points of discontinuity, the latter figure is a much closer approximation to the pulse train x(r) than is.rr(l). [n general, as N increases, the mean-squate etror between the approximation ano the given signal decreases, and the approximation to the given sig- Sec.3.7 I The Gibbs Phenomenon Flgure 3.7.1 Sigrrals xr0 ) J:-' andrt()' In nal improves everywhere except in the immediate.vicinity of a finite discontinuity. tiie neigfrUorfr"od of points of discontinuity in x(r), the Fourier-scries representation fuil" toionr".g", even though the mean-square error in the represcntation approaches of zero. A carefu-l examinatioi of the plot in Figurc 3.7.2 reveals that the magnitude the overshoot is approximately 9vo higher than the signal x (r ). In fact, the 9vo overshoot is always priient and is independenr of the number of terms used to approximrte.ignat r(r). This observalion was first made by the mathematical physicist Josiah Willard Gibbs. of a To obtain an explanation of this phenomenon, let us consider the general form truncated Fourier series: lv x,v(r) =) c,exP[Throst] =,i,+L x(r) = +[. ,nrt,i, exp [ - inutotldr exp [jn roo(t exP [lntool] - "llla, It can be shown (see Problem 3.39) that the sum in braces is equal to (3.7. r ) 144 Fourier r39 Figure N g(r 3.72 - t)A,-) exp[ynon(r -/V Series Chapter 3 (r) Signal r,r(). .r;l(ru. ]),.4 -.'r] t)] = .,"(.,?) (3.7.2) The signal g(o) with N = 6 is plorted in Figure 3.7.3. Notice the oscillarory behavior of the signal and the peaks at points o = mr,m = 1,2, .... Substituting into Equation (3.7.1) yields * ]),,u ..--,)] ''"[(" . --- da r^,(,)=lIrt,t t Jo\ .ir(",.1;) ='rl,n'u - ",'r[("1 ' l)*"],, .i" (.,, ;) (3.7.3) Sec. 3.8 Summary 145 Ilgure 3.73 Signal3(o) for N = 6. In Section 3.5.1, we showed that xr(t) converges tox(t) (in the mean-square sense) as N -+ :o. In particular, for suitably large valucs of N, rr(t) shoulrl he a close approximation tor(t). Equation (3.7.3) demonstrates the Gibbs phenomenon mathematically, by showing that truncating a Fourier series is the same as convolving the given r(t) with the signal g(t) defined in Equation (3.7.2). The oscillating nature of the signal g(t) causes the ripples at the points of discontinuity. Notice that. for any signal. the high-frequency components ( high-order harmonics) of its Fourier series are the main contributors to the sharp details, such as those occurring at the points of discontinuity or at discontinuous derivatives of the signal. 3.8 SUMMARY o Two functions $,(t) and $,(t) are orthogonal over an interval (a, D) if f'o,t,lo,.rrla, = {f,,' r ',j', and are orthonormal over an interval (a, b) if E, = I for all i. Any arbitrary signal r(t) can be expanded over an interval (a, b) in terms of the orthogonal basis functions (dr(t)l as .r(r) =) la c,g,(r) -a where '' = t' f,'u'o'*(')d'l Fourier 146 r ,"*rlry) The fundamental radian frequency of a periodic signal is related to the fundamental period by _o= . *l are orthogonal over the interval [0, 7]. A periodic signal r(t), of period I, can be expanded in an exponential Fourier series as ,(,) =,i_ o Chapter 3 The complex exponentials d,0) = *ol+ n Sories 2tr i The coefficients c, are called Fourier-series coefficients and are given by P't;tl, ,, = !, @,-vll,r, o . r . . The fundamental frequency rou is called the lirst harmonic frequency, the frequency 2roo is the second harmonic frequency, and so on, The plot of lc,l versus nroo is called lhe magnilude sPectrum. The locus of thc tips of the magnitude lines is called the envelope of the magnitude spectrum. The plot of {,c, versus n r,ro is called the phase spectrum. For periodic signals, both the magnitude and phase sPectra are line spectra. For realvalued signals, the magnitude spectrum has even symmetry. and the phase spectrum has odd symmetry. If signal x(r) is a real-valued signal, then it can be expanded in a trigonometric series of the form x(r): ao.,i (r" "orhf' + o The relation between the trigonometric-series o,"inhl') coefficients and the exponential- series coefficients is given by ao= a,, = 2 Re[q,] t,, = -Zlmlc,,l c,,= o co I ,(a,,- An alternative form of the Fourier scries x(tl = A,, * with ib,,l is fi,n,*r(2i' * 0,,) Sec. 3.8 147 Summary Ao= co and A, = Zlc,l, : 0,, 4.,, . For the Fourier series to converge, the signal.r(r) musl be absolutely integrable, have only a finite number of maxima and mininra, and have a finitc number of discontinuities over any period. This set of conditions is known as the Dirichlet conditions. o If the signal .r(t) has even symmetry, then 0. n = 1.2.... 2r b, -oo = i J,r,r,'(')o' 4r r If the signal .r(t) 2ntt i ),r,r,'(l)cos j: o" = rlt has odd symmetry, then 4,,=0, n:0'l'2... 4r 2nrt d' u"= r If the signal .r (t 'J"'""""n T ) has half-wavc odd symmetry. then az'=O'n=0'1"" o2,,+t = | il)"'' I,r,r,.rurro'?Qn ,,, bzu=0' n=l'2'"' b z, tr = | [,r,r,, (, r rrnreL _u \: !,,, o If B, and 1, are, respectively, the exponential Fourier-series coefficients for two periodic signals.r(r) and y(r) with lhe same period. then thc Fourier-series coefficients for z(t) = krx(t) + kr-v(t) are a,=krP,,+kr1n whereas the Fourier-series coefficients for o, o =,,,i. z(t) = x(t)y(t) are B,-,,'Y,, For periodic signals.r(r) and y(r) with the same period is defined as .trl = 1-I ltn [ .r(t)r(r - t)dr f. thc periodic convolution FourierSedes Chapterg 148 o The Fourier-series coefficiens of the periodic convolution of x(r) and y(t) arc o, = 9,1, o One form of Parseval's theorem states that the average power in the signal x(t) is related to the Fourier-series coefficients g, as P= . The s),stem (transfer) function of an LTI system is defined H(r,r) o e .9 = [- 41";"*p1- j.ilrldr J _- =i H(nao)c,exp[Throor] where oo is the fundamentaf frlriency ancl c, are thc Fourier series coefficients of the input.r(t). Represen':ng x(t) by a finite series results in an overshoot behavior at the points of discontinuity. 1)re magnitude of the overshoot is approximately 97o. This phenomenon is known as the Gibbs phenomenon. CHE KLI OF IMPORTANT TERM Absolutely lntegrable elgnal Dlrlchlet clndltlong Dletoltonless eystem Even harmonlc Erponentlal Fdurler ssrles Fouiler c@fflclents Glbbs phenomenon Hall-wave odd symmetry lrboratory torm ol Fourler earles Least squares approrlmallon Magnltuds opoctrum 3.10 as The magnitude of l/(ro) is called the magnitude function (magnitude characteristic) of the system, and {fl(to) is known as the phase function (phase characteristic) of the system. The response y(t) ofan LTI sysrem to the periodic inputr(r) is y(r) . ,i-l,-"|' Mean-square error Mlnlmum msan-aquare errot Odd harmonlc Orthogonal tuncuons Orthonormal tunctlons Pareeval's theorem Perlodlc convolutlon Perlodlc slgnals Phase spectrum Transler lunctlon Trlgonometrlc Fourlor aerles PROBLEMS 3.1. Express the sct of signals shown in Figure Pli.l in ierms of the orthonormal basis signals $,(t) and gr(t). 3.2. Given an arbitrary set of functions r, (r), i = l, 2, ... , detined over an interval [ro, rrl, we can generate a set of orthogonal functions r|l,(r) by followingthe Gram-schmidt onhogondization procedure. Let us choose as the lirst basis function Sec.3.10 Problems rt 149 (r) r2ir) x!(r) 3 2 t 0 -l -2 0r (r) ll ,/i E \,1 2 0 0 -fr Figure P3.l rfr, (l )= .r, (r) We then choose as our second basis function r!2(t) =.rr(t) + ar{rr(r) where a, is determined so as to make r[2(t) orthogonal to Ur(r). We can continue this procedure by choosing U.r(,) = -t.r(r) + brll,r(,) + bz,Jtz?) with b, and Dsdetermined from the requirement lhat musr hc orlhogonal to both 'lrr(r) r!, (t) and rfr(t). Subsequenl functions can be generated in a similar manner. For any two signals x(t), -v(r), let (r(r).y(r)) = l'' *1,'1y1,1a, ! t,, and let E, = (e) Verify that the cocfficients c, . b, . and b, are given by (.r,(t)..t,(t)) (.r, (r ), .r, (r )). -,EI o, = --- , Di= _ (.r -- r (l)..r1(r)) e, Fourier 150 . (.r, (r), Series Chapter 3 rr(t))(.r,0). .tr()) - E'(rr(r), .tr(t)) <\(t),x2u)12 - EtEz (b) Use your results from Part (a) to generate a set of orthogonal funclions from the set of signals shown in Figure Pli.2. (c) Obtain a set of orthonormal functions 0,(l). , determined in Part (b). = 1, 2, 3, from the set {,() that you rr(r) -r2(r) v,17 0 -vztl Figure P32 33. Consider the set cf functions .t, (r) = a-'r1r;,..r(t) = c-'u(t),x{t) = e-1'u(t) (a) Use the method of Problem 3.2 to generate a set of orthonormal functions 0,(r) from.r,(t),i = 1,2,3. (b) Let i(r) = l ) .,0,(r) be the approximaiion of r(r) = 3e-qu(t) ,= l in terms of S,(), and let e(l) denote the approximation error. Determine the accurary of i() by comPuting the ratio of the energies in e(t) and,r(t). 3.4. (a) Assuming that all 0, are real-valued functions, prove that Equation (3.2.4) minimizes the energy in thc error given by Equation (3.2.1). (Hint: Differentiate Equation (3.2.7) with respect to some particular c,, set the result equal to zero, and solve.) O) Can you extend the result in Part (a) to complex functions? 3S. Showthatiftheset$^(l),k=0,=1,!2,...,isano(hogonalsetovertheinterval(0,7-)and .r(r): ) coS^(r) (P3.s) then ', = +,L' :o$;()dr where q= |.T li,o)l'zdt Jg 3.6 Walsh functions are a set of orthonormal functions detined over the interval [0, l) that take on values of over this interval. Walsh functions are characterized by their =l Sec.3.10 Problems 151 sequenct. which is defined as one-half the numher of zero'crossin.qs of the funclion rrver the interval [0. I ). Figure P-'1.6 shows the first seven Walsh-()r.'lcred Walsh functions wal. (/t. r ). arranged in order ol increasing scqucncv. wulu ( /l. r) t 0 rlll -a -1 -7 Figure P3.6 (a) Verify that the Walsh functions shown are orthonormal ove'r [0. 1). (b) Suppose we wanl to represent the signal x(t) = 11,,1r; - rr(t - l)l in terms of the Walsh functions as x,v(r) = ) l-0 co wal,.(k, t) Find the coefficients cr for N = 6. (c) Sketch.r/v(r) for N = 3 and 6. 3.7. For the periodic signal Jr(r) = 2 * ].or1, Z + 45") + 2cos(3r) (a) Find the exponential Fourier series. (b) Sketch the magnitude and phase spectra - 2sin(4r + 30") function of or. 3.& The signal shown in Figure P3.8 is created rvdcn a cosine volluqe or current waveform is rectified by a single diode. a process known as half-wave rcctiliealion. Deduce the expt,' nential Fourier-series expansion for the half-rvave rectified signal. 3.9. Find the trigonomelric Fourier-series expansion tbr the signal in l'roblem 3.8. 3.10. The signal shown in Figure P3.10 is created rvhen a sine volt;rgr or curtent waveform is rectified by a a circuit with two diodes, a pr(rccss known as lull-s'ave rectificarion. f)educc the exponential Fourier-series expansion for the Iull-wave rcclil icd sigllal. as a 3.11. Find the trigonometric Fourier-series expansion for the signal rn l'roblcm 3.10. Fourler 152 -5t -2t 2 3tr 2t -n0a T' -3r 2 Serles aa Chapter 3 5r I Figure P3J 0 Flgure P3.10 3.12 Find the exponential Fourier-series represenlations of the signals shown in Figure F3.12. Plot the magnitude and phase spectrum for each case. 3.13. Fitrd the trigonometric Fourier-series representations of the signals shown in Figure El.l2. 3.14. (a) Show that if a periodic siggal is absolutely integrable, then l",l -. . (b) Does the periodic sigral .r(r) (c) : ,irr 4 h"r" a Fourier-series representation? why? siglral:(r) = tan2nt have a Fourier-series represenlation? Why? 3.15. (a) Shorv that:(r) = t2, -tt < t = t,r(t + 2t) =.t(l) has the Fourier series Does the periodic ,t,) = T - r(.o,r- |*.2 + |cos3r -. ) (b) Set, = 0toobtain € (-l)"" _- "' lZ 3,--7- 3.16. The Fourier coefficients of a periodic signal with period I are z=0 Does this represent a real signal? Why or why not? From the form of cn, deduce the time .t(t). Hint: Use signal J exp[-TnrortD(t - t)dt = exp[-r'n rrrrrl Soc.3.10 153 Problems r (r, (a) .r(r) (b) (c) t(r) rir) 1 2 -l 0 I ., t -! r(r) -2 0 2 (e) (f) r (r) r (r) -t 0 I -3 2 (h) (s) tigure 3.17. (a) Plot the signal .\' (, ) = r*$ P3,12 2 4 fr,nt .in "14 cos 2n"rl tor M = 1,3. and 5. (b) Predict the form of r(r ) as lll -r ':r. 3.1& Find fhe exponenrial Fouricr serics for thc impulse trains shorvtt in t:igure P3.18. 3.19. The waveforms in Problcnr J.l8 can be considered to be periodic s ith period N for N anl integer. Find the exponcntial Fourier series coefficients for thc casc N = 3' 32lL The Fourier series coefficicnts Ior a periodic signal x(r) with pcrroJ 7 are .,,= [''"r;;"'l' Fourier 154 \'(, -t Series Chaprer 3 I -l Flgure P3.lt (a) Find Tsuch that cs = l/150 if Iis Iarge, so that (b) Determine the energy in x(t) and in sin(nnlI) = nr/7. 2 i(r) = a-) -2 6,s';.., 321. Specify the types of symmetry for the signals shown in Figure P3.21. Specify also which terms in the lrigonometric Fourier series are zeto- .r(rJ 'r (r) 0 (a) ( .r(r) .r b) (r) (d) (c) -r(r) o Tl2 (e) Flgure P32f Sec.3.10 Problems 1S5 322. Periodic or circular convolution is a special case tf general convolurion. For periodic signals rvith lhe same period 7'. periodic convolution is defined bl the integral z(I) = lr 7 J,n.r(").v(r - t)dr (a) Show that z(r) is periodic. Find its period. (b) Shorv that periodic convolution is commutative and associati\c. 3.23. Find the periodic convolution l(r) = r1r;tu,r, of the two signals shorvn in Figure Verify Equation (3.5.15) for these signals. P3.23. | {t} I 0 l : -l-l I Flgure P3.23 324. Consider the periodic signal .r (t) that has the exponeniial Fourier-scries expansion ,(r) =,,i"c,,exp[lntoorl, co = o (e) Integrate term bv term 1o obtain the Fourier-series expansion of 1,(l) = | x(t)dt, and v(r) is periodic, too. (b) How do the amplitudes of the harmonics of r,(r)compare tothe amplitudesof the har- shorv that monics of -r (t )? (c) Does integration deemphasize or accentuate the high-frequcncv components? (d) From Part (c). is the integrated waveform smoother than lht: original waveform? 325. The Fourier-series representation of the triangular signal in Figure P3.25(a) is .((r) = 8r. I - + I I - + .../\ ;r [sin: - t sin3r ,-, sin5r - On sinTr Use this result to obtain the Fourier series for the signal in Figurc P.j.25(b). r(r) .r(t) (a) ( Figure P3.2-s b) , u9 Fourier Series Chapter 3 3-?6. A voltage .r(r) is applied lo the circuit shown in Figure P3.26. If the Fourier coefficients oi.r (I ) are givcn by ,n= Ifrrl n, * r.*PL/h:l (a; Prove that .r (r ) must be a real signal of time. (b) What is the average value of the signal? (c) Find the first three nonzero harmonics ofy(t). (d) What does the circuit do to the high-frequency terms of lhe input? (e) Repeat Parls (c) and (d) for the case where y(t) is the voltage across the resistor instead. R= lo t'lgure P3J6 3.27. tsnJ the voltage.y(I) across the capacitor in Figure P3.26 if the input is r(r) = I + 3cos(t + 30') + cos(2r) 32& The input ..(r) is applied to four different systems. l0 339 =i c,exp[lrooll ,r,i. ,*rnrr, "utputs are )'r(t) => yr0) =i ,-:- c,exp[j(zr,ro(r- .vr(l) = ) ".: exp[-tooln l]c, exp[7(nrrrot ,o(r) = ) e:<p[- jroo Inllc, exp[j(noor)] **"",* each system has. lc,l exp[j(atoor + g 16) - - 3zr'ro)] 3ntos)] - 3nr,16)l Determine rvhat tvpe ", For the circuit shorvn in Figure P3.29. (a) Determine the transfer function H(o). (b) Sketch both I H(<,; I and 4H(,,r). (c) Consider the input x(r) = 16 exp[lr,rr]. What is the highest frequency (o you can use such that Sec.3.10 't57 Problems lr{r-)-tt"' lx(t) I 'o'o' (d) What is the highest frequency u, you can use such that 4 H(,,, ) deviates from the ideal linear characteristics bv less than 0.02? R ka r(l) Figure P3.29 consider the 330. Nonlinear devices can be used to generate harmonics of the input frequerlcy. nonlinear system described b!' )'(r) =.4.t(r) + Bx2(t) Find the response of the system to 'r(r) = rtr cost,r,t + or cos:to"r' List all new harmonics generated by the system, along with their amplitudes' l00ps is Passed 331. The square-wave signal ot Example 3.3.3 with Ii = 1, l" = 500ps' and t = throuih an ideal-lJw pass filteiwith cutoff I = 4'2kHz and applied to thel-rl system *ho..-frequ.r,cy ,".pon." I/(to) is shown in Figure P3.31. Find the Iesponse Of the SYstem. I H(r,il r,r x l0l 2tt H (ql rz x 101 ........+-_ Figure P33l FouderSedes Chaptor3 158 332. The triangular waveform of Example 3.5.2 with period f = 4 and peak amplitude ,4 = 10 is applied to a series combination of a resistor R 100 (l and an inductor L = 0.1 H. Determine the power dissipated in the resistor. 3J3. A fint-order s),stem is Eodeled by the differential equation : ff *rr1,y--u1,y the input is the waveform of Example 3.32, frnd the amplitudes of the fiIst three har' monics in the output. Repeat Problem 3.33 for the system If 334 Y"(t) + 3Y'(t) + 2Y(t) =.r'() + .r(t) 335. For the system shown in Figure P335, the input r(t) is periodic with period L Show that at my time , > Ir after the input is switched on, y.(l) and %(r) approximate Re [c.f and Im [c,], respectively. tndeed, if fi is an integer multiple of the period Iof the input sigral r(r), then the outpuls are precisely equal to the desired values. Discuss the outPuE for the following cases: (al Tr=7 (b) f, = rr (c) Tr >> T.b|ut Tt + T t'c(,) coS 1166l r(r) 0)o = sin n(,o, aT I Tl .vr(' ) trgnre P335 in Figure E1.36. The input is the half-wave rectified sigpal of Problem 3.8. Find the amplitude of the secoad and fourth harmonics of the output y(t). 336. Consider the circuit shorrm Rr = 500 O + .r(r) +)c"too/rf Rr=5ooo -v (r) Flgmr P336 P3.37. The input is the half-wave recified sigpal of Problem 3.8. Find the amplitude of the second and fourth harmonics of output y(t). 337. Consider the circuit shown in Figure S€c. 3.10 Problems , 159 = 0.1 r(r) +-) c= roosr R=lkO r'( r, Ftgure P337 33& (a) Determine the dc componlnt and the amplitude of lhe second harmonic of the oulput signal y(t) in the circuits in Figures P3.36 and P3.17 if the input is the frrll-wave rectified signal of Problem 3.10. O) Find the first harmonic of the output signal .y(r) in the circuirs in Figuras I{136 and P3.37 if the input is the triangular waveform of Problem 3.32. 339. Show that the following are identities: (a) r ) exp[yhtoorl 'r"[(iu. ]).,,,] =-l-,-,^., sin (orll2) 3.40. For the signal x(t) depicted in Example 3.3.3, keep Ifixed and discuss the effect of valving t (with the restriction r < 7') on the Fourier coefficients. 14L Consider the signal x(t) shown in Figure 3.3.6. Determine thc eftect on the amplitude of the second harmonic of r (l ) when there is a very small error in measuring r. To do this, let t = ro - e. where e << r0, and tind thc second harmonic dependence on E. Find the percentage change in lc, I when 7: 10, r = I, and e = 0.1. 3.4L A truncated sinusoidal waveform is shown in Figure P3.42. r4 sin Flgure P3.42 (a) Delermine lhe Fourier-series coefficients. o) Calculate the amplitude of the third harmonic for B = A/2. (c) Solve for to such that lc, I is maximum. This method is used to gcnerate harmonic content from a sinusoidal waveform. ,T Fourier 34j. Serles Chapter 3 For the signal .r(l) shown in Figurc P3.43, Iind the following: (a) Determine the Fourier-series coefficients. (D) Solve for the optimum value of lo for which lc. I is maximum. (c) Compare the result with part (c) of Problem 3.,12. lsinr -'--1 -2r -2tt + to -t -n+ /'O ,0 lo+n ,o Flgure P3.43 3.114 The signal.r(r) shown in Figure P3.zl4 is the output of a smoolhed half-wave rectified signal. The constants ,r, ,r. and A satisfy the following relations: (,)'l = A= f - sinr,rlr tan-l1oRC; *rl;t] e"*n[- ib] =,'n,,, RC = 0.ls rrr = 2rr X 6O : 377 radls (a) Verify that ot' = 1.5973 rad, A = 1.M29, and (')r2 = 7.316 rad. (b) Determine the exponential Fourier-series coefficients. (c) Find the ratio of the amplitudes of the fint harmonic and the dc component. A sin r.;l ,4 exp (- l0r) 1.0 I I I I I I olr 3.11 olz Figure P3.tl4 COMPUTER PROBLEMS 3.t15. The Fourier-series coefficients can be computed numerically. This becomes advantageous when an analytical expression for.r(r) is not known and.r(l) is available as numerical data or when the integration is difficult to perfoim. Show that Sec. 3.11 Computer Problems 161 on- .M U ),.r(rmAt) 2! Ztmn " = Mt, ,,>--t.r (r; -ll ) cos M an ,, = '* 2,x(,n Lt) sin2!#!1 where .r (rz 6t) are M equally spaced data points representing,r (r) over (0. the interval between data points such that A,t I) and Ar is = TIM (Hint: Approximate the intcgral with a summation of rectangular strips, each of width Ar.) 3.46. Consider the triangular signal of Example -i.5.2 with A = n /2 and T = 2r. (a) Use the method of Problem 3.45 io compute numerically the frrst five harmonis from N equally spaced points per period of this waveform. Assume that N = t00. (b) Compare the numerical values obtained in (a) with the actual values, (c) Repeat for values of .V = 20.40,60, and 80. Comment on vour results. 3.47. The signal of Figure P3.47 can be represented as . 431 -slnnr, r(rl= rfin> ,-odd Using the approximation 4{1 - = rr(') n 1,.;t'nn"' a-odd wrile a computer program to calculate and sketch the error Iunction er(t)=x0)-ir(t) from I = 0tol = 2 forN = 1.3,5,and7. r(r) tigure 3.tl& The integral-squared error (error P3.47 energy) remaining in thc approximation of Problem 3.47 after N terms is lo' l",url'u, = ln'l.,ol'a, - ,i ,,,1 ' Calculatc the integral-squared error for N = I l. 27.32,41.51. l0l. and 201. 3.49. Write a program to compute numerically thc coefficients of thc scries expansion in terms of wal" (&. l). 0 < A s 6. of thc signal r(t1 = ,[u(I) - ri(, l)1. Compare your results with those of Problem 3.6. Chapter 4 The Fourier Transform 4.1 INTRODUCTION We sarv in Chapter 3 that the Fourier series is a powerful tool in trealing various prohlems involving periodic signals. We first illustrated this fact in Section 3.6. where we demonstrated how an LTI system processes a periodic input to produce the output response. More precisely. at any frequency ntor. we showed that the amplitude of the output is equal to the product of the amplitude of the periodic input signal. lq,l. ana the magnitude of the system function I H1<'r) | evaluated at ro = zor,,. and the'phase of the output is equal to the sum of the phase of the periodic input signal. {c,,. and the system phase *H (a) evaluated at o = ,ro0. ln Chapter 3. we were able to decompose any periodic signal with period Iin terms of infinitely many harmonically related complex exponentials of the form exp [7h or,,l]. All such harmonics have the common period 7 = 2n f a,,.ln this chapter. we consider another powerful mathematical technique. called the Fourier transform. for describing both periodic and nonperiodic signals for which no Fourier series exists. Like the Fourier-series coefficients. the Fourier transform specifies the spectral content ofa signal. thus providing a frequency-domain description of the signal. Besides being useful in analytically representing aperiodic signals. the Fourier transform is a valuable tool in the analysis of LTI systems. It is perhaps difficult to see how some typical aperiodic signals. such as r.(t). exp[-rlrr(t). rect(tlT) could be made up of complex exponentials. The problem is that complex exponentials exist for all time and have constanl amplitudes. whereas typical aperiodic signals do not possess these properties. In spite of this. we will see that such aperiodic signals do 162 Sec. 4,2 The Continuous-Time Fcrurror Translorm 163 have harmonic contcnt: that is. thcv can be expressed as the supcrposition of harmonically relatetl cxponentials. In Section .1.2. rve use the Fourier series as a stepping-stone ro develop the Fourier transform ancl shrrw lhal lhe latter can he considered an extension of the Fourier series. In Section 4.3. we consider thc propcrties of the Fourier transfornt that make it useful in LTI system analysis and provide examples of the calculation of some elementary transform pairs. In Scctitrn 4.{. we discuss some applications related to the use of Fourier tl'anslorm theory in comrnunication systems. signal proccssing, and control systems. In Scctron 4.5. rve inrroducc the concepts of bandwidth and duration of a signal and discuss sevcral mea:;ures for these quantities. Finally, in rh t same section, the uncertainty principle is Jeveloped and its significance is discussed. 4.2 THE CONTINUOUS-TIME FOURIER TRANSFORM In Chapter 3. we presented the Fourier series as a merhod for analyzing periodic sigWe nals. saw that the representation of a periodic signal in terms of a weighted sum of complex exponentials was useful in obtaining the steady statc rcsponse of stable, Iinear, time-invariant sysiems to periodic inputs. Fourier series analysis has somewhat limited application in that it is restricted to inputs which are periodic, rvhile many signals o[ inlcrcst arc aperiodic. Wc can tlcvelop a nrcthod, krrrr*rr as the Fourier transform. for representing aperiodic signals by decomposing such signals into a set of weighted exponentials, in a manner analogous to the Fourier scries representation of periodic signals. We rviil use a heuristic development invoking physical arguments where necessary. to circumvent rigorous mathematics. As we see in the next subsection, in the case of aperiodic signals. the sum in the Fourier serics becomes an integral and each exponential has esscntiallv zero amplitude, but the totality of all these infinitesimal exponentials produces the aperiodic signal. 4.2.1 Development of the Fourier Tlansfom The ge'reralization of the Fourier series to aperiodic signals was suggested by Fourier himself and can be deduced lrom an examination of the structurc of the Fourier series for periodic signals as the period 7 approaches infinity. ln nrakin-e the transition from the Fourier series to the Fouricr transfornr. rvhcre necessary. rvc use a heuristic development invoking phvsical argunlcnts to circumvent somc rcry subtle mathematical concepts. After taking the linrit, rve will find that the magnitudc spectrum of an aperiodic signal is not a linc spectrufil (as with a periodic signal). but rnstead occupies a continuum oi frequencies. Thr'sanre is true of the correspondine phasc spectrum. To clarity horv the chanEle fronr discrete to continuous spectra takes place, consider the periodic signal .i(r1 shorvn in Figure 4.2.1. Now think of kccping the waveform of one period of i(t) unchanged, but carcfully and inrentionalh, increase L In the limit as I -r 2,, only a singlc pulsc r,rmains because lhe nearest nciglrllors have been moved to infinity. Wr-'sflrv in (ihapter 3 that increasing 7'has two ellccts on the sp€ctrum of TheFourierTransform Chapler4 1U Ilgure 421 Allowing the Period f to increase to obtain the aperiodic sigral. amplitude of the spectrum decreases as 1/I, and the spacing between lines decreases as2t./7. As I approaches infrnity, the spacing between lines approaches zero. This means that the spectral tines move closer, eventually becoming a continuum. The overall shapes of the magnitude and phase spectra are determined by the shape of the single pulse that remains in the new sigral .r(r), which is aperiodic. To investigate what happens mathematically, we use the exponential form of the Fourier series representation for;(r); i.e., i(r): The ;(r) => (4.2.1) c,explinaotl tlE -@ where ,, = Lr ll',,rrL) In the limit as f tity, d<rr, so that + cD, we see that .oo exp[-yn oor]dr = 2r /T &,comes (4.2.2) an infinitesimally sma[ quan- 1.-.49 T '2n ntoo should be a continuous variable. Then, from Equation (4.2.2),lhe Fourier coefficients per unit frequency interval are we argue that in the limit, * = *l' __ t,,, exp [-itor] dr (4.2.3) Substituting Equation (4.2.3) into Equation (4.2.1), and recognizing that in the limit the srrm becomqs an integral and i(l) approaches x(t), we obtain ,u, : l-__ [l-_-,u, expt-i,r]ar] expl1,,lfr The inner integral, in brackes, is a function of X(to), we can write Equation (4.2.4) as ,(,) = *l..xt,l where r,r (4.2.4) only, not ,. Denoting this integral by exp[iror]dro (4.2.5) Sec. 4.2 The Continuous-Time Founer Transform X(trt = 165 (4.2.6) [ _,rUrexp[-7ror]dr Equations (.1.2.5) and (4.2.6) ctrnstitute rhe Fourier-transform pair for aperiodic signals that most electncal engrnccrs use. (Some communications engineers prefer to write the frequency variable in hdrtz rather than rad/s: this can he done by an obvious change of variables.,l ,\'(o,l) is callcd the Fourier transform o[.r(r) and plays the same role for aperiodic signals that <,, plays for periodic signals. Thus. -Y(to) is the spectrum of .r(l) and is a continuous function defined for all values of o. whereas c, is defined only for discrete frequeni-ics. 'Ihcrefore, as menrioned earlicr. an aperiodic signal has a continu(rus spectrum riirher than a line spectrum. X(c,r) spcciiies the weight of the complex t:xponentials rr:.:J to rcpresent the waveform in Equation (4.2.5) and, in general, is a complex functir,n of thc variable to. Thus, it can be written as x(.,) : lx(to)l exp[ig(r,r)] (4.2.7) The magnitude of X(ar) plotted against ro is called the magnitude specrrum of r(r), and lX(.)l'is called the energy spectrum.'I'he angle of X(to) plotted versus ro is called the phase spectrum. In Chapter 3, we saw that for any periodic signal x(r), therc is a one-to-one correspondence between ,r(l) and the set of Fourier coefficicnts c,,. Here, too, it can be shown that there is a one-to-one correspondence betwrjen.r(t ) and X(ro), denoted by .r(t) <+ X(to) which is meant to inrply that for every.r(r) having a Fourier transform, there is a unique X(o) and vice versa. Some sufficient conditions for the signals to have a Fourier transform are discussed later. We emphasize that while we have uscd a real-valued signal x(t) as an artifice in the development of the transform pair. the Fourier-transform relations hold for complex signals as well. With few exceptions. horvever, we rvill be concerned primarily with real-valued signals of time. As a notational conveniencc, X(r,r) is often denoted by :? {.r (, )l and is read ..the Fourier transform of .v(r)." In addition. we adhere to the conrcnlion that the Fourier transform is represented by a capital letter that is the sante as rhe lowercase tetter denoting the time signal. For exanrple, yjlh(t)l = l/(o) = l" J_. At,t exp[-iorl,ir Before we examine furthcr thc gcneral properties of the Fouricr transform and its physical meaning, Iet us introrluce l set of sufficicnt conditions for lhe existence oflhe Fouricr transform. 4.2.2 Existence of the Fourier Tlansforrn The signal .r(t ) is said to havc a Fourier transform in the ordinltrl sense if the integral in Equation (4.2.6) convcrges (i.c.. exists). Since and lly(,)/rl =llt?ll,tt lexp[-jr,rtll = l, it follorvs that the integral in Equarion ({.J.6) exists if The Fourier Trans{orm Chapler 4 166 l. x(t) is absolutely integrable and 2. xO is "well behaved." The first condition means that f -1,{'\la' . - (4.2.8) class of signals that satisfy Equation (4.2.8) is energy signals. Such signals, in general, are either time limited or asymptotically time limited in the sense that .r(t) -r 0 @. The Fourier transform of power signals (a class of signals defined in Chapas , = ter 1to have infinite energy content, but finite average power) can also be shown to exist, but to contain impulses. Therefore, any signal that is either a Power or an energy signal has a Fourier transform. "Well behaved" means that the signal is not too "wiggly" or, more correctly, that it is of bounded variation. This, simply stated, means that r(r) can be represented by a curve of finite length in any finite interval of time, or alternatively, that the signal has a finite number of discontinuities, minima, and maxima within any frnite interval of time. At a point of discontinuity, ,0, the inversion integral in Equation (4'2.5) converges to | 1.r1rf 1 + ,(r; )l; otherwise it converges to.r(t). Except for impulses, most signals of interest are well behaved and satisfy Equation (4.2.8). The conditions just given for the existence of the Fourier transform of .r(t) are sufficient conditions. This means that theri: are signals that violate either one or both conditions and yet possess a Fourier transform. Examples are power signals (uni1-51sp signal, periodic signals, etc. ) that are not absolutely integrable over an infinite interval and impulse trains that are not "well behaved" and are neither power nor energy signals, but still have Fourier transforms. We can include signals that do not have Fourier transforms in the ordinary sense by generalization to transforms in the limit. For example, to obtain the Fourier transform ofa constart; we consider x(l) = rect(r/r) and let A -, t -+ co after obtaining the Fourier transform. 4.2,8 Examples of the Contlnuous.Tine Fourier Tranefotm In this section, we compute the transform of some commonly encountered time signals. Elvqrnple 43.1 The Fourier transform of the rectangular pulse x@'1 = = l"__x(t) x() = rect(/t) is expl-iottlttt f/',rexp1-1o,tldr =*("*l+l- *ol.;.]) Ssc. 4.2 The Continuous-Time Fourier Translorm 167 This can be simplified to x@ =:sin ]1 = " *,n.l' = , sa 9| Since X(r,r) is a real-valued function of o, its phase is zero for all or. X(t'r) is plotted in Figure 4-2-2 as a fuuction of o. .\ X(LJ) = r srnc (r) (,)f ltr -i 8a - a Figtre 4.2.2 Fourier transform of a rectangular pulsc. Clearly, the spectrum of the rectangular pulse extends over the range - @ ( to ( rc. However, from Figure 4.2.7. we see that most of lhe spcctral conlcnl of the pulse is contained in the interval -2tr/r < a <2rft. 'l'his intcrval is lltrclcd the main lobe of the sinc signal. The other portion of the spectrum represents what rc called the side lobes of lhe spectrum. lncreasing r results in a narrower main lobe. \\'herL'as a smaller t produces a Fouricr transform with a wider main lobc. Bsa'nple 422 Consider the triangular pulse defincd as L(t/t) =l' - ''' Lo' , ,,' l' l >T This pulse is of unit height, centered about t = 0, and of rvidth 2t. Its Fourier transform is x @ = I _L(t /r)expl- j,;,tldt - l, (' . -l)"*nt-i',ta, * /, (, -')exp[-l,r]dr f (r - 1).wri,,td, + /, (r - =,1:l - 1)"o.",,a, ')cxp [ -;.,r]dr 168 The Fourior After performing the integration Transtom Chapter 4 and simplifying the expression, we obtain A(r/t)<+tsinifi="S"'T Exanple 42a The Fourier transform of lhe one-sided exponential signal .t(t) =exp[-crlz(r), a >0 is obtained from Equation (4.2.6) as X(r) = f' |-- (exp[-ct]u(t) exp[-jror])dr J f* =fJ6 exp[-(c+jo)tldt _t @'29\ o + lrrr Exarnple 4.2.4 In this example, we evaluate the Fourier transform of the two-sided exponential signal r(r) = exP[-o lr l]' c ) 0 From Equation (4.2.6), rhe rransform is x1.1 = /0 exp[cr] exp[-jror]dr + -l+l d- ja o f expt-crl exp[-jor]dr +.rr,, 2d =;4;' f,lrar.ple 425 The Fourier transform of the impulse function is readily obtained from Equation (4.2.5) by making use of Equation (1.6.7): e160)l = [ s1r; exp[-;o tldt: t We thus have the pair 6 (t) <+ 1 Using the inversion formula, we must clearly have (4.2.10) Sec. 4.2 The Continuous-Time Fourier Transform ,O = *l 169 . ,expliorlrro (4.2.fi') Equation (4.2.1 l) stares that thc impulse signal theorelically consists of equal-amplitude sinusoids of all freguencies. This integral is obviously meaningless. unless we interprei E(r) as a function specified by its properties rather than an ordinarv function having definite values for every t. as we demonstrated in Chapter L Equation (4.2.1 l) can also be written in the limit form 6(11 sin = 1;' qr This result can be established by writing Equation (4.2.1 I ) s(,) = (4.2.r21 1rI as *Hl /' exp[ir,rrld(,, I .. 2 sincr 21t c-a I -- sin ot =ltmnl Erample 4.2.6 We can easily show that /1. expljlotldto/Ztr "behaves" like the unit-impulse function by putting it inside an integral; i.e., wc evaluatc an integral of thc fornr I- l* I__*^j@4d,,)B(idt g(t) is any arbitrary well-behaved signal that is continuous at , = 0 and possqsses a Fourier transform G(or). Interchanging the order of integration, rve have where i-J-"U' "trexp[,r]dr] d, =,:, f -(;( - r,r)do F'rom the inversion formula it follows that j, [' = = g(o) -ct-oa,, :" L-G(o)dro That is, (l/2rr)/1-expljatlda "behaves" like an impulse at t = 0. Another transform pair follows from interchanging the roles of t and ro in Equation (4.2.11). The resull is D(or) = ); l-_-expll,,tat or I er 2zt 6 (to) (4.2.13) In words, the Fourier transform of a constant is an impulse in the frequency domain. The factor 2rr arises because we are using radian frequency. If we werc to write the transform in terms of frequency in hertz, the factor 2rr would disappear (D (or) = 6(l)/2tr). 170 The Fourler Translorm Chapter 4 fuqnpls 42.7 In this example. we use Equation (4.2.12\ and Example 4.2.1 lo prove Equarion (4.2.13). By leiting t go to :c in Example 4.2.1 . we find that the signal r (r ) approaches I for all values of ,. On the other hand, from Equation (4.2.12), the limit of the transform of recr (rh) becomes ' 2 sinot lim:*=2rr6(r,r) iJz (, 2 f,aarnple 4.28 Consider the exponential signal .r(t) = exp[/or,rrl. The Fourier transform of this signal is t' x(, ) = I exp Ur,rstl exp [-ltotldt J_= [ t_- exp[-71- - ,oo\tldt Using the result leading to Equation (4.2.13). we ohrain exp[jtoot] er 2zr 6 (ro - ron) This is expected, since exp[7to,,tl has energy concentrated at @.2.14) t,ru. Periodic signals are power signals. and we anticipate, according to the discussion in Section 4.2.2, that their Fourrer transforms contain impulses (delta functions). In Chapter 3, we examined the spectrum of periodic signals by computing the Fourier-series coefficients. We found that the spectrum consists of a set of lines located at ano{}. where or0 is the fundamental frequency of the periodic signal. In the following example, we find ihe Fourier transform of periodic signals and show thar the spectra of periodic signals consist of trains of impulses. Bynmple 4.2.9 Consider the periodic signal .r(t) with period the Fourier-series representation ,(,) = ,i" I; thus. rou = 2zr /T. Assume that x(r) has ,exp[,7hroor] Hence, taking the Fourier transform of both sides yields x(,) = ,i. c,elexp[y'zr,r,r]l Using Equation (4.2.14). we obtain X(t,l) = ,P,2rrc,6(or - rroo) $2.15) Thus, the Fourier transform of a periodic signal is simply an impulse train u/ith impulses located at ro = zr'ro, each of which has a strength 2zrc,, and all impulses are separated from Sec. 4.3 Properties of lhe Fourier Translorm 171 each other by ton. Note that bL'cause the signal -t(r) is periodic, thc nragnitude spectrum lX1.1l is a train of impulses of streng,th 2nlc,l, whereas the spectrum obtained through the use o[ the Fourier series is a line spectrum with lines of finitc anrplitude lc, l. Note thal the Fourier transform is not a periodic functron: Even though ths impulses are separated by the same amount, their weights are all different. Example 4.2.10 Consider the Periodic signal .r1r1 = ,i. o(r - zr) which has period L To lind the Fourier transform, we first have to compute the Fourierseries coefficients. From Equation (3.3.4). the Fourier-series coefficicnts are ,,= trl,,,vl*vl- i'7')0, = t, -r(l) = 6(r) in any interval of length T. Thus, the impulse train has the Fourier-series reprcsentation since r(,) =.>_ +*rl'+) By using Equation (4.2.14), wc tind that the Fourier transform ol thr: impulse train is *@:?;.i-'(- -'f) @.2.16) That is, the Fourier transformation of a sequence of impulses in thc time domain yields a sequence of impulses in the frequency domain. A brief listing of some other Fourier pairs 4.3 is given in Table 4. l. PROPERTIES OF I'HE FOURIER TRANSFORM A number of useful properties of the Fourier transform allorv some Problems to be solved almost by inspection. In this section, we shall summarizc many of these properties, some of which may be more or less obvious to the reader. 4.3.1 Linearity x,(t) e+ X,(or) xr(t) <-+ Xr(a) then &rf (r) + b.rr(t) <+ aXr(a) + bX2(a) (4.3.r) The Fourier Translorm Chapter 4 172 TABLE 4.I Some S€lecred Fourler Tranatorm Palrs x(r) x(.) I 2t 6 2. u(t) zrD (r'r) l. (ro) I +.; l@ 3.6(r) 4. 6G 1 - ,o) 5. rect(t/t) 6. "7t ain" "lit - 7. sgr r sinr'r't 12. sin /2a s) 2t6(ro 2zr (l) 14. cos oor rect (/t exp[-at]z(r), 16. texp[-at]zO, tn-l 11 ) a,6(o - Re zoo) f tut, - ros) - ] tot, - roo) + 6(ro + oo)l+ izt[ttto - ro6) - ".in.Qjfdl ) 15. roo) rf6"-oro)+E(oi+too)I oor - (o 2 (cos root)u 1, (@ 2 sintor /2 2n jot 13. (sinool)z(t) 17. SlnC rect 1tl 9. ) a, exp[lzrool] ,0. ;;;", l. . :-or f 8. exp[lrootl I [-jotol exp I [a] > 0 Re atjot lal > 0 exP[-arlz(;, Re[al > 0 18. exp[-alrl], 19. lrl exp[-alrl], Rela] > (;^)' I (a + jrLl)' 7a a>o aT;t o 4oj. a2+az 6(.o + os)l 6 (<.r + oo)l , #;, (oo '3-'' Sec. 4.3 Properties of the Fourier Translorm 173 TABLE 4.1 (@ntinued) r(r) x(,) I 20. ;4,:,Re{al n. F+, 24. I 0 exp [- alr,r l] :4rryIPl:-dell Re[a]>o ?2. expl- at2l, 23. > 2a ti a>o [-r2l V;*p[ * J , r@T 6(t/r) T SlnC- :ln ?.!.'(, T) > s(r-nI) where a and b are arbitrary constants. This property is the direct result of the linearity of the operation of integration. The linearity property can be easily extended to a linear combination of an arbitrary number of components and simply means that the Fourier transform of a linear combination of an arbitrary number of signals is the same linear combination of the transfornr of the individual componcnts. Eremplo 43.1 Suppose we want to find the Fourier transform of cos rool. The cosine signal can be written as a sum of lwo exponentials as follows: coso,o, = I i [exRIlrootl + exp[-ioor]l From Equation (4.2.14) and the linearity property of the Fourier transform, 9[cosr,rol] : - roo) * 6(to + rou)l l [tt, - rog) - 6(to + r,l,)l zr[6(o Similarly. the Fourier transform of sin ool is glsinoor| 43.2 : T Symmetry If x(t) is a real-valued time signal, then X(-(,,t) : X*(') (4'3'2) where * denotes the complex conjugate. This property, referred to as conjugate symmetry, follows from taking the conjugate of both sides of Equation (4.2.6) and using the fact that .r(r) is real. 174 The FourierTranslorm Chapter4 . Now, if we express X(to) in the polar form, we have x(.) = lx(o,)lexpli$(<,l)l (4.3.3) Taking the complex conjugate of both sides of Equation (a3.3) yields X*1<r; Replacing each to by -o = lx(r,r)l exp[-jg(r,r)] in Equation (a33) results in x(-,) : lx(-,)l exp[jg(-ro)] By Equation (4.3.2), the left-hand sides of the |ast two equations are equal. It then follows that lx(,ll = lxt-,tl 0(r) = -0(-r) @3.4) (4.3.5) i.e., the magnitude spectrum is an even function of frequency, and the phase spectrum is an odd function of frequency. kample43.2 From Equations (4.3.4) and (4.3.5), the inversion formula, Equation (4.2.5), which is written in terms of complex exponentials, can be changed to an expression involving real cositrusoidal sigtals. Specifically, for real .r(t), ,(O = = *l- r,,, exp[ir,rr]dro t r.rexp [ltor] dto * ] f_ _* x rl dro [" <,l "xp [lr,r * t: lx(to) | (exp [i(r,,r + Q(to))] + exp[-i(rr,r + Q (o))])do =j [- z1xt 1l cos[ror + rfi(r,r)]dr,r = Equations (4.3.4) and (4.3.5) ensurq;hat the exponentials of the form exp[jrut] combine properly with those of the form exp [-ir,rt] to produce real sinusoids of frequency o for use in the expansion of real-valued time signals. Thus, a reai-valued signal r(l) can be written in terms of the amplitudes and phases of real sinusoids that constitute the signal. Example 43.9 Consider an even and real-valued signal.r(t). x(,,,) = = Is transform X(to) is I- r(,) explJ- r(r)(cmror jutldt - jsinot)dr Sec. 4.3 175 Properties of lhe Fourier Translorm Since.r(r.1 cosr,r, is anevcn funuriott t-rf r and.r1t.1 srn to, ts iln otlti ,Y(o1 = 2 r' J, r(I ) ct s.t luttctionof t. we havc dt rvhich is a real and even funcl ion of rrr. Therefore. thr' Fouricr iransli)rrtt of an even and real' valued signal in the timc domain is an cven and rcal-valucd signal irr thc lrequency domain' 4.8.3 Time Shifting If ,r(t) e+ X(or) then .r(t - ,,r) e+ X(t'r) exp[-itoI,,] (4.3.6a) Similarly, .r(r) e/-,/ e+ X(o - to,,) (4.3.6b) The proofs of thesc properties follow from Equation (4.2.6) after suitahle substitution of variables. Using the polar fornt, Equation (4.3.3). in Equatiorr (1 -3.6a) yields Sl.r(r - ,.)l = lX(t,r)l exp[i(S(r,r) - o4,)l The last equation indicates that shifting in tinre does not alter thc anrplitude spectrum of the signal. The only effcct of such shifting is to introduce a plrasc shift in the transform that is a linear function of o. The result is rcasonable hecattsc rve have already seen that. to delay or advance a sinusoid, we have ()nly to adjust thc Phase' ln addition. the energy conlent of a wavefornr does not depcnd on its posilion in time. 4.8.4 Time Scaling If .r(t) e+ X(r,r) then \(0,) ., lll "(l ) (4.3.7) where o is a real constant. Thc proof o[ this follows directly fronr thc definition of the Fourier transform and the appropriate substitution of variables. Aside from the amplitude factor of u lo | ' linear scaling in tinrc l'v a factor o[ a corresponds to linear scaling in frcquency by a factor of l/o. The rcsult can be interpreled physically by considering a typical signal .r(r) and its Fourier translirrm X(to), as shown in Figure 4.3.1.1f l"l . t..t(or) isexpanded in time.and the signal varies more slowly (becomes smoother) than the original. These slorver variations dcctnphasize the highfrequency components and ntanifcsl themselves in more appreciahle low-frequency sinusoidal components. That is, expansion in the time domain irnplies compression in 176 The FourierTranslorm Chapter4 I X(or) x(otl, o I I l.l r,(?)l ,a(l I I x(atl, a > I Itl I ;x(;);''>r (c) tlgore 43.1 Examples of the time-scaling property: (a) The original sig- nal and its magnitude spectrum. (b) the time-expanded signal anA is mal- nirude spectrum. and (c) the iime-compressed signal and the resuhing magnitude spectrum. the frequency domain and vice versa. If lc > l. r(ar) is compressed in time and must | vary rapidly. Faster variations in time are manifested by the presence of higher frequency components. The notion of time expansion and frequency compression has found application in areas such as data transmission from space probes to receiving stations on gartr. ro reduce the amount of noise superimposed on the required sign"l, it ir necessary to keep the bandwidth of the receiver as small as possible. one means of accomplishing this is to reduce the bandwidth of the signal, store the data colected by the probe, und th"n play the data back at a stower rate. Because the time-scaling facior is'known, the signal can be reproduced at the receiver. Sec. 4.3 177 Properlies ol the Fourier Transform Example 4.S.4 Suppose we want to determine the Fourier transform of the pulsc.l(r) o > 0. The Fourier transform ot rect (t/r) is, by Example 4.2. I . *{rect(,/r)} = o rect(dIh). =".in.l' I By Equation (4.3.7), the Fourier transform of c rect (ot/r) is . Y7 otT lo recl (otlt)| = T Stnc 2ar. Nole lhat as we increase the valuc of the parametcr o, the rectangular pulse becomes narrower and higher and approachcs an impulse as o -J e. Corresptrndingly, the main lobe of the Fourier transform becomes wider, and in the limit X(ro) approaches a constant value for all ro. On the other hand, as q approaches zero. the reclangular signal approaches I for all t. and the transform approaches a delta signal. (See Examplc 4.2.7.) The inverse relationship betwcen time and frequency is encounlered in a wide variety of science and engineering applications. In Section 4.5, we will cover one aPPlication of this relationship, namely, lhe unccrlainty principle. 4. .6 Differentiation If r(t) e+ X(o) then d'jl) ,. i.x<-) (4.3.8) The proof of this property is obtained by direct differentiation ol' both sides of Equation (4.2.5) with respect to r. The differentiation proPerty can bc cxtended to yield o";,t:' (4.3.e) 'ur,,r)"x(r'r) We must be careful when using the differentiation property. First of all, the property does not ensure the existence of Tldx(t)/dtl. However, if v cxists, it is given by jtox(to). Second. one cannot alwavs infer that X(ro) -- 9ltt.r(t\/tltl/i,o. Since differentiation in the time domain corresponds to multiplication by lro in the frequency domain, one might conclude that integration in the time domain should involve division by ito in the frequency domain. However. this is true only for a certain class of signals. To demonstrate it. consider the signal .r(r) = | lft)dr.With Y(t'r) TheFourierTranstorm Chapter4 178 as its transform, we conclude from dy(t)/dt = r(l) and Equation (4.3.8) that iroY(o) = X(<o). For Y(to) to exist, y(t) should satisfy the conditions listed in Section 4.Z.2.Thisis equivalent toy(co) = 0, i.e., I_- x@)dT = X(0) = 0. In this case, J (4.3.r0) f__x@ar--1x1,; This equation implies that integration in the time domain attenuates (deemphasizes) the magnitude of the high-frequency components of the signal. Hence, an integrated signal is smoother than the original signal. This is why integration is sometimes called a smoothing operation. If X(0) + 0, then signal x(t) has a dc component, so that according to Equation (4.2.13), the transform will contain an impulse. As we will show later (see Example 4.3.10), in this case f-.rt 1o, er rrX(0)6(to) + tL x(,) (4.3.1 l ) f,sarnple 43.6 Consider the unit-step funclion. As we saw in Seclion 1.6, this function can be written as ,(i =:- [,,,,= j] | * |'c"' The first term has z16(or) as its transform. Although sgnt does not have a derivative in the regular sense. in Section 1.6 we defined the derivalives of discontinuous signals in terms of tlre della function. As a consequence. d tt I s(r) 7 [7sgnt] = Since sgnr has a zero dc component (it is an odd signal). applying Equation (4.3.10) yields i.,*{}.e,,}=r or '{j *"'} = * (4.3.12) By the linearity of the Fqurier lransform. we obtain r(r) er rr6(r,r) + ] (4.3. r3) Therefore. the Fourier transform of lhe unit-step function contains an impulse at to = 0 correpponding to the average value of 12. It also has all the high-frequency compondnts of the signum function. reduced by one-half. Sec. 4.3 Properties ol the Fourier Transform 179 4.8.6 Energy of Aperiodic Signals In Section 3.5.6. we related the total average power of a periodic signal to the average power of each frequency component in the Fourier series o[ the signal. we did this through Parseval's theorem. Now we would like to find thc analogous relationship for aperiodic signals, which are energy signals. Thus, in this sccrion. we shorv that the energy of aperiodic signals can be computed from their transform X(o). The energy is defined as E= f -lx(r)1'z il = [-_-x(t)x*(r)dt Using Equation (4.2.5) in this equarion resulrs in ' = 1 -'urlrt, I---*. r-rexP [-ior r ]rlor dr Interchanging the order of integration gives E : *l* ".,,,[/_, r(r)exp[-y,,rr]dr]r/- =; f .lx1,vl'za, We can therefore write [-_-l,r,tl'a, = ); [_-t*r,tPr,, (4.3.r4) This relation is Parseval's relation for aperiodic signals. It says rhat the energy of an aperiodic signal can be computed in the frequency domain by computing the energy per unit frequency, i6 (o) : lX(o) lz/2r, and integrating over all f rcquencies. For this reason, E (r,r) is often referred to as the energy-density spectrum, or, simply. the energy spectrum of the signal, since it measures the frequency distribution of the total energy ofr(t). We note that the energy spectrum of a signal depends on rhc magnitude of the spectrum and not on the phase. This fact implies that there are many signals that may have the same energy spectrum. However, for a given signal, thcrc is only one energy spectrum. The energy in an infinitesimal band of frequencies d o.r is. rhen, i8 (or)do, and the energy contained within a band or, ( to s ro, is A/t = f'';l Jq Zn lx1,yl,a. (4.3.1s) That is, lX(r)l'not only allows us ro calculate thc total energy of -r(r) using parseval's relation, but also permits us to calculate the energy in any given lrcqucncy band. For realvalued signals, lX(r)l'is an even function, and Equation (4.3.14) can be reduced to ,=Ill lx1,;1,a, (4.3.16) 180 The Fourier Transform Chapter 4 Periodic. signals, as defined in Chapter l, have infinite energy, but finite average power. A function that describes the distribution of the average power of the signal as a function of frequency is called the power-density spectrum, or, simply, the power spectrum. In the following, we develop an expression for the power spectral density of power signals, and in Section 4.3.9 we give an example to demonstrate how to compute the power spectral density of a periodic signal. Let x(r) be a power signal, and define x,(l) as "(') = {;l')' ;;; " = x(t) rect(t/2t\ We also assume that <-+ The average power in the signal p : ts l| x' (') ,,;,:' [_,v<,>rd,] = l,s l* I:"tr,(,)t,d,] (4.3.17) where the last equality follows from the definition of .r,(l). Using Parseval's relation, we can write Equation (4.3.17) as ; r's [* /- l''r'rl'"] =);f-n[ryr]" lzn ['sr,la, (4.3.18) J__ where s(<o) = 6^ [lx=(')l'2l ZT "_,, I (4.3.1e) J S(to) is referred to as the power-density spectrum, or, simply, power spectrum, of the signal .r(t) and represents the distribution, or density, of the power of the signal with frequency o. As in the case of the energy spectrum, the power spectrum of a signal depends only on the magnitude of the spectrum and not on the phase. Example 43.6 Consider the one-sided exponential signal r(t) = exp [- t]n (t ) From Equation (4.2.9), lx(,)l'= #;, The total energy in this signal is equal to l/2 and can be obrained by using either Equation (1.4.2) or Equation (43.1a). The energy in the frequency band -4 < ro < 4 is Seo. 4.3 Proporties ol the Fourier Transtorm le4 181 l AE=:?t I I +:--.d,,t or' Jo l- = tloran- ,.u lo = o.qzz Thus. approximately M%o of the total energy content of the signal lies in the frequency band -4 ( rrr ( 4. Note that the previous result could not be obtained with a knowledge of .r (r) alone. 4.8.7 Convolution Convolution plays an important role in the study of LTI systems and their applications. The property is expressed as follows: If r(t) <+ X(<o) h(r) e> H(<o) and then r(t) x &(l) t-+ X(<o)H(or) (4.3.20) The proof of this statement follows from the definition of the convolution integral, namely. elx(t) * h(t11= l__l[-_r<,lotL - t)d"]expt -i,otldt Interchanging the order of integration and noting thatx(t) does not depend on ,, we have elx(t) * n()l = f_-x(rrlf_^U - t)exp[-;.,r]rt]dr By the shifting property, Equation $.3.6a), the bracketed term is simply II(o) exp [-7'on]. Thus, hlx{t) * h(t)l = = [' .t(t)exp[-i onlH(tt)dr J-- r' H(.) | x(t) exp [- jrot]dt J_- = II(ro)X(o) Hence, convolution in the time domain is equivalent to multiplication in the frequency domain, which, in many cases, is convenient and can be done by inspection. The use of the convolution property for LTI systems is demonstrated in Figure 4.3.2. The amplitude and phase spectrum of the output /(l) are related to those of the input r(t) and the impulse response ft (t) in the following manner: The Fourier 182 l'(l) Ul LTI ll (o, lt = .\ l'(oJ) = Translorm Chapter 4 (r) * ,l(r) X(Gr)/r(or) Figure 4J.z Convolution property of LTI system response. I yt,ll = lxlr,yl 1a1,,,11 +Y(r,r)=4X(ro)+ 4H(.) Thus, the amplitude spectrum of the input is modifiea Uy I a1r,r) | to produce the amplitude spectrum of the output, and the phase spectrum of the input is changed by 4H(r,r) to produce the phase spectrum of the output. The quantity H(or), the Fourier transform of the system impulse response, is generally referred to as the frequency response of the system. As we have seen in Section 4.2.2, lor fl(<,r) to exist, lr(t) has to satisfy two conditions. The first condition requires that the impulse response be absolutely integrable. This, in turn, implies that the LTI system is stable. Thus, assuming that Ir(t) is "well behaved," as are essentially all signals of practical significance, we conclude that the frequency response of a stable LTI system exists. If. however, an LTI system is unstable. that is. if f .ln<,tla,: then the response of the system to complex exponential inputs may be infrnite, and the Fourier transform may not exist. Therefore, Fourier analysis is used to study LTI systems with impulse responses that possess Fourier transforms. Other, more. general transform techniques are used to examine those unstable systems that do not have finite-value frequency responses. In Chapter 5, we discuss the Laplace transform, rvhich is a generalization of the continuous-time Fourier transform. Example 4.3.7 we demonstrate how to use the convolution property of the Fourier lransform. Consider an LTI system with impulse response ln this example. n(t) = exP [- at]rr(t) whose input is the unit srcp function u(t). The Fourier transform of the output is Y(a) = 9lu(t)19 [exp[-atlu()l = l.ur,;.,i](;;1;;) zrl = ..6(o) * -. ;--.+ o l@la ..-, l(lD) =J[,tt,l*.'l-'-!. oL ,(,)l aa+l@ Sec. 4.3 r83 Properties ol the Fourier Transform Taking tlrc tnversc Fourier iirnstorm of both sidcs rcsults in ll r'(r) = :rt(r) 00 I =;1, - - =ctp[ - utlu(t) exp[-arl]rr(r) Example 4.8.8 The Fourier transform of thc rriangle sigrral A(r/r) can be otrtancrl by observing that the signal is the convolurion of rhe rectangular pulse ( I /Vr ) rect ( r/r ) rvith itself; that is. L(r/l = rect(r/t; * ) uf recr(r/rl From Example 4.2'l and Equation (4.3.20), it follows that (-{,1 rectrrl,l}) : ,(.,,. T)' elA(,/r)) = Example 4.3.9 An LTI system has an impulse response ft(') = exPl- arlrr(t) and output -y(r) = [exp[-br] - exp[ - ttllu(t) Using thc convolution property, lve find that the transform of thc input is Y(o) x(r) = H(,,; - a)(19 1 n1 = -(c (lto+b)(ir,r+c) DE jlo+h'7or+c where D=a-D and E=c-o Therefore, .y(r) = [(a - b) exp[-br] + (c - a) exp[- ctllrr(t) Example 4.3.10 In this example, we use thd relation tl J_-.(")rt : -t(t)'. rr(r) 18/. The Fourier Translorm Chapier 4 and the transform of u(t) to prove the integration property, Equation (4.3.11). From Equation (4.3.13) and the convolution properly. we have *{i'..r,1a"} = e1(t)+ rr(r)l = .rt.ll,s1,t + 1] = rrX(o)o(or) * {-E) l@ The last equality follorvs from the sampling property of the delta function. Another important relation follows as a consequence of using the convolution prop erty to represent the spectrum of the output of an LTI system; that is, Y(<'r) = X(r'r)H(to) We then have lY(,)l' = lx1'141,112 = lx(to)l'zla(,)l' (4.3.21) This equation shows that the energy-spectrum density of the response of an LTI system is the product of the energy-spectrum density of the input signal and the square of the magnitude of the system function. The phase characteristic of the system does not affect the energy-spectrum density of the output, in spite of the fact that, in general, H(ro) is a complex quantity. 4.3.8 lluality We sometimes have to find the Fourier transform of a time signal that has a form similar to an entry in the transform column in the table of Fourier transforms. We can find the desired transform by using thc table backwards. To accomplish that, we write the inversion formula in the form f' x(r)"*p[* jottld,, :2t,x(t) J__ Notice that there is a symmetry between this equation and Equation (4.2.6): The two equations are identical except for a sign change in the exponential, a factor of2t, and an interchange of the variables involved. This type of symmetry leads to the duality property of the Fourier transform. This property states that if .r(r) has a transform X(to), then X(t) ++ 2n.r(-ro) We prove Equation (4.3.22) by replacing, with 2r x(- t) = = /' __ [,"_ -, in Equarion (4.2.5) to x1r1"xp[-lor]dto _xg)expl- jrtldr (4.3.22) Ber Sec. 4.3 Properlies of the Fourier Translorm 185 since t,r is jusl a duntmv variahlc lor intcgrltion. Now rcplacing t hv o andrbytgivcs Equation (4.-1.22). Example 4.3.1I Considcr thc srrnal . @ul .r(r)=saf= stnc ::2i From Equation (4.2.6 ). ,{r, Y} : /- s" e!! expt-1,,ttat This is a vcry ditficult integral to evaluate directly. However, wc l(,und in Example 4.2.1 that rect (r/r ) .t . Su l Then according to Equation (4.3.22). "{"Y} = 11recr(-,/, ,, ='J,recr((,,,/(,,,) because the reclangular pulse is an even signal. Note that thc tt atlsform X(ro) is zero outside the range - a rf 2 s ot s u sf 2, but that the signal .r (l ) is rr()l t imc limited. Signals with Fouricr lransforrns that vanislr outsidc a givcrr flequency hirrtl rrrt ,:allcd bandJimited signals (signals with no spectral content above a certain maxiurunr lrsquency, in this case, ar/2.). lt can be shown that time limiting and frequency limiting are mutually exclusive phenomena: i.e., a iimc-limilcd signal -r(r) always has a Fouricr ttitttsform that is nol band limited. On the oihcr hand. if X(o) is band limited. lhen the coltcsponding time signal is never time limited. Example 4.3.12 Differentiating Equation (4.2.6) n times with rcspect to to. we rcadily obtain (-7i)'-r(r) *d'!|:l (4.3.23) that is, multiplying a time signal by t is equivalcnt to differcntiating the frequenry spec' trum, which is the dual of dif[erentiation in the time domain. The previous two examples demonstrate that, in addition lo its consequences in reducing the complexity of thc calculation involvcd in determining some Fourier transforms. duality also implies that every property of the Fourier transform has a dual. 4.S.9 Modulation If .r(t) <+ X(or) m(t) <+ M(a) The Fourier Trans,lorm Chapter 4 186 then r(r)rr(r) -f txtrl * M(to)l (4.3.24) Convolution in the frequency domain is carried out exactly like convolution in the time domain. That is. X(or) *H(r,,) = J"f o)do = = f= .H(o)Xkt-o)do "X@)H(ot- This property is a direct result of combining two properties, the duality and the convolution properties, and it states that multiplication in the time domain corresPonds to convolution in the frequency domain. Multiplication of the desired signal r(r) by m (t) is equivalent to altering or modulating the amplitude of r(r) according to the variations in z(r). This is the reason that the multiplication of two signals is often referred to as modulation. The symmetrical nature of the Fourier transform is clearly reflected in Equations (4.3.20) and (4.3.24): Convolution in the time domain is equivalent to multiplication in the frequency domain, and multiplication in the time domain is equivalent to convolution in the frequency domain. The importance of this ProPerty is that the spectrum of a signal such as x(t) cos ronl can be easily computed. These types ofsignals arise in many communications systems, as we shall see later. Since cos.,.t = jtexntiroll + exp[-iour]l it follow that 9lx(l) cosrorrl =lW<. - @o) + X(or + oo)l This result constitutes the fundamental property of modulation and is useful in the spectral analysis of signals obtained from multipliers and modulators. Evanple 43.13 Consider the signal r,O =.r(r)p(t) where p(r) is the periodic impulse train with equal-strength impulses, as shown in Figure 4.3.3. Analytically, p (t) can be written as p1r) = ,i. o1r - ,r1 Iigure -47 -3T -2T -T 0 4JJ Periodic pulse train used in Example 43.13. Sec. 4.3 187 Properties of the Fourier Translorm Using the sampling propcrty of thc delta function, we obtain r,(,)= i:(nl)6(r-aI) That is, r,(r) is a train o[ impulses ,0"".0 a.""""* apart, the strength of the impulses being equal lo the sample values of r(t). Recall from Example 4.2.10 that the Fourier transform of the periodic impulse train p(r) is itself a periodic impulse train; sp€cifically' P@=+ "2.'(,-?) Consequently, from the modulation property, 1 X,(r) = IX(t,). P(o)l ,' = i.t"x(,). s(, -T) = +.i-r(- -':;) That is, X,(to) consists of a periodically repeated rcplica of X(r,r). Example 43.14 Consider the system depicted in Figure 4.3'4, where xlry = ll(9a12) rtrt =.E-a(r - ll) to1: tt(13'l2 r (r) ) (r) Flgure 4.3.74. 43.4 System for ExamPle The Fourier transform ofx(r) is the rectangular pulse with width ro,,, and the Fourier transform of the product r(r)p (r) consists of the periodically repeated rcplica of X(to), as shown in Figure +.1.5. Similarly, the Fourier transform of ft(r) is a rectan*rlar pulse with width 3or. According to the convolution properly, the transform of thc outPut of the system is Y(r,r) = X,(ro)H(ro) = X(ro) or y(tl = x(t) 188 Translorm Chapler 4 The Fourier Z(@t -.nB O .iB -;' -'r- -2.e l.a lll.i, f(qr) -anB 0 ae o) :l Figure 435 Spectra associated wirh signals for Example 4.3.14. Note that since the system i(r) blocked (i.e.. filtered out) all the undesired components ofx,(t) in order to obtain a scaled version ofx(r), we refer to such a system as a filter. Filters are important components of any communication or control sysiem. In Chapter 10, we study the design of both analog and digital filters. f,xq'rrple 4.S.16 In this example, we use the modulation properly to show lhat the power spectrum of the periodic signal .r (t ) with period I is S(r,r) =2, ) l.,l'S1, - rro; where c, are the Fourier coefficients.trU, "* .o=i2t We begin by defining the truncated signal the modulation property. we find that x,(<,r) = = 2f [Zt r"(r) as rhe product.r(r) Sa.r - X(to)l * f-2t Saprx(to - p)dp rect (/2r). Using Sec. 4.3 Properties of the Fourier Transform 189 Substituting Equation (4.2.15) tor X(r,r) and forming the function i ,t - (r,l) l:, rve have LIJ'I]- = Y. ) 2t ,,o--. Zrc,cX,Sa[(or - no6)rlsa[(r,r - muro)r] The power-density spectrum of the periodic signal .r(r) is obtained by taking the limit of the last expression as r -) co. It has been observed earlier that as r -+ .o, the transform of the rectangular signal approachcs 6(r,r); therefore, we anticipatc lhat the two sampling functions in the previous expression approach 6(o - *op), where ft : m ar,d a, Also, observing that 6(to - nr,ro)E(, - mroo) = {i:, - ,,r,. Il,*,1"o. we calculate that the power-density spectrum of the periodic signal S(or) = 1;n1 is !!1')l' =2" ) L'l - lc,l2E1r,r n on) For convenience, a summary of the foregoing properties of the Fourier transform is given in Table 4.2. These properties are used repeatedly in this chapter, and they should be thoroughly understood. TABLE 4.2 Some Solected Prop€rtl€s of lho Fourler Transtorm L ) ",x,,(,t .:f (-.) ) o,.r,(r1 2. Complex conjugation r''(, ) 3. Time shift .r(r - 4. Frequency shift .r(t) exp [loutl X(ro 5. Time scaling x(ar) 6. Differentiation tl"x1t)/dr' 7. Integration I /lal x (- /t) (lo)"X(o) X(o) 8. Parseval's relation f_-t,at'a, 9. Convolution r(r)+rr(I) X(ro)H(r,r) 10. Duality x(t) 2r 11. Multiplication by t (-.ti)'.t0) ry@) (4j.23) x(t)nr (t) I X(or) i, rvl ( r,r) 2tr (4.3.241 Linearity n=l n=l 12. Modulation 16 ) xk)dr X(o) exp[" - (4.3.r) (4.2.6) i totol r'r,,) t (4.3.u) (4.3.6b) (4.3.7) (4.3.e) * ,-'fi "xtolol'; (43.1r) f__l^t.l',. (4.3.14) j t(-o) da' (4.3.2o1 (4i.221 The Fourier 190 4,4 Translorm Chapter 4 APPLICATIONS OFTHE FOURIER TRANSFORM The continuous-time Fourier transform and its discrete counterpart, the discrete-time Fourier transform, rvhich we study in detail iu Chapter 7, are tools that find extensive applications in communication systems, signal processing, control systems. and many other varieties of physical and engineering disciplines. The important processes of amplitude modulation and frequency multiplexing provide examples of the use of Fourier-transform theory in the analysis and design of communication systems. The sampling theorem is considered to have the most profound effect on information transmission and signal processing, especially in the digital area. The design of filters and compensators that are employed in control systems cannot be done without the help of the Fourier transform. In this section, we discuss some of these applications in more detail. 4.4.1 Amplitude Modulation The goal of all communication systems is to convey information from one point to another. Prior to sending the information signal through the transmission channel, the signal is converted to a useful form through rvhat is known as modulation. Among the many reasons for employing this type of conversion are the following: l. to 2. lo 3. to 4. to transmit information efficiently overconre hardware limitations reduce noise and interference utilize the electromagnetic spectrum efficiently. Consider the signal multiplier shown in Figure 4.4.1. The output is the product of the information-carrying signal x(t) and the signal rn (l), rvhich is referred to as the carrier signal. This scheme is known as amplitude modulation, which has many forms. depending on m(t). We concenlrate only on the case when m(t) = cost,r.I, which represents a practical form of modulation and is referred to as double-sideband (DSB) amplitude modulation. We will now examine the spectrum of the output (the modulated signal) in terms of the spectrum of both r(l) and rn (t). The output of the multiplier is y(t) = .r (r) costout Since y(t) is the product of two time signals, convolution in the frequency domain can be used to obtain its spectrum. The result is \(r) v lr(r) (tl tigure 4.4.t Signal multiplier. Sec. 4.4 Applicauons o, the Fourier Transrorm 191 I | .t(<o t I 'Qs Y(c,r) -GJo o 0 | c.ro I I 1.-r.,-J Figure 4.42 Magnitude spectra of information signal and modulated signal. I Y(r) 2t 1 2 X(r,r) * zr [D (to - roo) [X(t" - on) + X(to + + 6 (r,r + to,,)] ro,,)]. The magnitude spectra of r(t) and y(t) are illustrated in Figurc 4.4.2.The part of the spectrum of Y(o) centered at *on is thc result of convolving ,Y(to) with D(or - orn), and thc part ccnlcrcd al -tr,, is lltc rcsult o[ convolving,\'(o) rvilh 6(o + <'ru). This process of shifting the spectrum of the signal by q, is necessary hecause low'frequency (baseband) information signals cannot be propagated easily by radio waves. The process of extracting the information signal from the modulated signal is referred to as demodulation. In effect, demodulation shifts back the message spectrum to its original low-frequency location. Synchronous demodulation is one of several techniques used to perform amplitude demodulation. A synchronous demodulator consists of a signal multiplier, with the multiplier inputs being thc modulated signal and cos o0r. The output of the multiplier is z(t) = y(t) cos r'rot Hence, 1 Z(o\ 2 = [Y(to - or,,) + Y(o + r,ru)] )xo *)xr, - 2a,,) +)x6 * 2.,,1 The result is shown in Figure 4.4.3(a). To extract the original inlormation signal r(t)' the signal z (t) is passed through the system with frequency rcsponse H(ro) shown in Figure 4.4.3(b). Such a system is referred to as a low-pass filter. since it passes only lowfrequency components of the input signal and filters out all [requencies higher than torthe cutoff frequency of the filter. The output of the low-pass filter is illustrated in Figure 4.4.3(c). Note rhar if lH(('))l = t, l.l ( ror,andthere werc no transmission losses 't92 The Fourier I I -<ig z(u) Translorm Chapter 4 I H(.,tlI 0 ,ne (b) I X(o:) -@D O I -n .,) (c) Flgure 4.rL3 Demodulation process: (a) Magnitude specrrum of z0); G) the low-pass-filter frequency response; and (c) the extracted information spectrum. involved, then the energy of final signal is one-fourth that of the original signal because the total demodulated signal contains energy located at to = 2oro that is ev-entually discarded by the receiver. a.4.2 Multiple."i.E A very useful technique for simultaneously transmitting several information signals involves the assignment of a portion of the final frequency to each signal. This iechnique is known as frequency-division multiplexing (FbM), and we enciunter it almost daily, often without giving it much thought. L:rgei cities usually have several AM radio and television stations, fire engines, police cruisers, taxicabs, mobile telephones, citizen band radios, and many other sources of radio waves. All these souices are frequency multiplexed into the.radio sp€crrum by means of assigning distinct frequency bands to each signal. FDM is very similar to amplitude modulati-on. considei three Sec. 4.4 Applications ol the Fourier Translorm I ,Yr (qr) P, ,"s Figure I ,ll(&r) l,YJ(o); I 0 193 ]!2 e -Wz 0 4.4,4 Magnitude spectra f,)r x, (r), rr(t). and -lt)! i 0 Wt -ri(r) for the FDM system. band-limited signals with Fourier lransr.rrms. irs shown in Figure 4.4.4. (Extension to n signals follows in a straightforward nianner.) If we modulate.r, (t) with cosror r,.rr (r) with cos(')2I, and -rr(t ) with coso3r, then. summing the three modulated signals, we obtain y(t) = x,(t)cos(,)r, + .r3(I) eostrr2/ + xr(t) cosorl. Thc frequency spectrum of .y (l ) is Y@) = l2[,]',(or - or,) + X,(ro + to,)l I ,., [,r'rtt.r - t,l:) + X, (r',r + to. )] , l,r.,tu' - or) + Xr(ro + r,r,)l which has a spectrum similar to that in Figure 4.4.5. h is important here to make sure that the speclra do not overlap-that is, that tu, I LV, 1 a, - W, and ,ll,r'l W, < or - Wr. At the receiving end, some operations rnust be performed to recover the individual spectra. Because of the form of I f lor; I, in order lo capture the spcctrum of x, (t), we would need a system whose frequency response is equal to I for -r - Wr 5 ro s o, * LV, and zero otherwise. Such a system is called a band-pass filter, since it passes only frequencies in the band or - Wr s ro s tor + lryr and suppresscs all other frequencies. | )'(or) -O3 -@t -{i2 Flgure 4.45 0 I crt cJr Magnitude spectrum of y(r) for the FDlvl system. The Fourier 194 Transform Chapter 4 .r,(t) rt (r) x2lt) :z(r) (r) r!(r) .r3 cOS oJS l IIgu:: 4.4.6 COS @31 Frequency-division multiplexing (FDM) slstem. BPF = band-pass filter. LPF = low-pass fillcr. The output of this filter is then processed as in the case of synchronous amplitude demodulation. A similar procedure can be used to extract 12(r) or.r.1(r). The overall system of modulation, multiplexing, transmission, demultiplexing, and demodulation is illustrated in Figure 4.4.6. 4,4.3 The SanplingTheorem Of all the theorems and techniques pertaining to the Fourier transform, the one that has had the most impact on information transmission and processing is the sampling theorem. For a low-pass signal x(t) which is band limited such that it has no frequency components above or, rad/s. the sampling theorem says that x(t) is uniquely determined by its values at equally spaced points in time I seconds apart, provided that T < rf a". The sampling theorem allows us to completely reconstruct a band-limited signal from instantaneous samples taken at a rate rlr. = 2n/T, provided that ro, is at least as large as 2or,,which is twice the highest frequency present in the band-limited signal x(t). The mininum sampling rale Zot" is known as the Nyquist rate. The process of obtaining a set of samples from a continuous function of time x(l) is referred to as sampling. The samples can be considered to be obtained by passing x(r) through a sampler, which is a switch that closes and opens instantaneously at sampling instants aL When the switch is closed. we obtain a sample.r(n I). At all other times. the output of the sampler is zero. This ideal sampler is a fictitious device. since. in practice. it is impossible to obtain a switch thal closes and opens instanlaneously. We denote lhe oulput of the sampler by x,(t). In order to arrive at the sampling theorem, we model the sampler output as .r,(,) : r(,)p(r) (4.4.1) where p(r)= ) 6(r-nI) (4.4.2) S€c. 4.4 Applications ol the Fourier Translorm r (t) 195 -\r(') Figure 4.4.7 The ideal sampling process. is the periodic impulse train. We provide a justification of this model later, in Chapter E, where we discuss the sampling of continuous-time signals in greater detail. As can be seen from the equation, the sampled signal is considered to be the Product (modulation) of the continuous-time signal r(t) and the impulse train p (t) and, hence, is usually referred to as the impulse modulation model for the sampling operation. This is illustrated in Figure 4.4.7. From Example 4.2.10, it follows that P(0,) = T "i"r(", - ?) =T ^2.6(, -nr,r,) (4.4.3) and hence, x,(,): f x1,y,- I =;)_- r* -r s "1,1 X(o)P(r,r X(or - - o)do zto,) (4.4.4) The signals.r(t), p(t), and x,(t), are depicted together with their magnitude.spectra in Figure a.4.8, withr(i) beinga band-limited signal-that is, X(ur) is zero for As can be seen, x,(l), which is the sampled version of the continuous-time sipal r(t), consists of impulses spaced I seconds apart, each having an arca equal to the sampled value of r(r) at the respective sampling instant. The spectrum X"(ro) of the sarrpled signal is obtained as the convolution of the spectrum of X(r,r) with the impulse train P(ro) and, hence, consists of the periodic repetition at intervals o, of X(ro), as shown in the figure. For the case shown, to, is large enough so that the different components of X"(ro) do not overlap. It is clear that if we pass the sampled signal r,(t) through an ideal low-pass filter which passes only those frequencies contained in x(t), the spectrum of the filter output will be identical to X(o), except for an amplitude scale factor of 1/I introduced by the sampling operation. Thus, to recover .r(t), we pass r,(t) through a filter with frequency response lrl , ,r. H(,)= = {;' *h:: (4.4.s') 'I*tt(2"-g) The Fourier 196 .r(, I X(c)) ) p(tl -37 -27 -T | -2u, 0 O Chapter 4 P(ol I Xr(o) .tr(r) -3T -2T -7' Transform T 2T 3T t -2ot, 0 -ort I r,rr :t:, Ilgure 4.4.E Time-domain signals and their respective magnitude spectra. This filter is called an ideal reconstruction filter. As the sampling frequency is reduced, the different componenls in the spectrum of X.(o) start coming closer together and eventually will overlap. As shown in Figure A.a.9@) if o" - or, > ro", the components do not overlap, and the signal .r(t) can be recovered from r"(t) as descririetl previously. If or, - or, = 0, the components just touch each other, as showrr :,r ^rigure 4.4.9(b). If ro, - ro, ( 1116, the components will overlap as shown in Figure "i.;.9(c). Then the resulting speclrum obtained by adding the overlappin! componeni:r no longer resembles X(r,r) (Figure a.9.(d)), and '(rgether x(l) can no longer be recov,:red from the sampled signal. Thus, to recover r(t) from the sampled signal, it is cluar that the sampling rate should be such that (os-(t,8>(r)B Hence, signal .r(t) can t,e ; crvered from its samples only t,,lr) 2a" if (4.4.6',) This is the sampling theorem (usually called the Nyquist theorem) that we referred to earlier. The minimum permissible value of o, is called the Nyquist rate. The maximum time spacing between samples that can be used is T= 'ft (t)a (4.4.7) Sec. 4.4 Applications ol the Fourier Transform I X.(ar) 197 | -t t, -ar+@B an, -anr-brB -ot, -a8 -!rB - to\ (o\+ aDB tt) 0 (b) I X, (ro) | -tDB O Lt, ( (r) ag u, (o -@! (c) 0 | arr (d) Iigure 4.4.9 Effect of reducingi the sampling frequency on X"(r,r). If Idoes not satisfy Equation (4.4.7), the different componenrs of X"(o) overlap, and we lvill not be able to recover.r(r) exactly. This is referred to as aliasing. If .r(t) is not band limited, there will always be aliasing, irrespective of the chosen s,rmpling rate. f,snrnple 4.4.1 The spectrum of a signal (for example, a speech signal) is essenlially zero for all frequencies above 5 kHz. The Nyquist sampling rate lor such a signal is a":2(ds = 2(2n x 5 x ld) = 2rr The sample spacing I is equal ro x l0r rad/s 2zr/o, = 0.1 ms. The Fourier Translorm Chapter a 198 F;xenple 4.4.2 Instead of sampling the previous signal at the Nyquist rale of l0 kHz, let us sample it at a rate oi I kHz. Ihat is. a,=Ztt. x8x l0r rad/s The sampling intcrval I is equal lo21r/a! = 0.125 ms. If we filter the sampled signal.r.(t) using a low-pass filter rvith a cutoff frequency of4 kHz, the output sP€ctrum contains highfrequency components of:(l) superimposed on the Iow-frequency components, i.e., we have aliasing and r(t) cannot be recovered. In theory. if a signal .r(t) is not band limited, we can eliminate aliasing by low-pass filtering the signal before sampling it. Clearly, we will need to use a samPling frequency which is twice the bandwidth of the filter, or. In practice, however, aliasing cannot be completely etiminated because. first, we cannot build a low-pass filter that cuts off all frequency components above a certain frequency and second, in many applications, .r(t) cannot be low-pass filtered without removing information from it. In such cases, we can reduce aliasing effects by sampling the signal at a high enough frequency that aliased components do not seriously distort the reconstructed signal. In some cases, the sampling frequency can be as large as 8 or 10 times the signal bandwidth. m'<ample 4.4.3 l2(DHz is bandpass signal,.r,(r). which is bandlimited to the range 8m < with cutoff input to the system in Figure 4.a.lO(a) where H(o) is an ideal low-pass filter frequency of 2fi) Hz. Assume that the spectrum of r,(t) has a triangle shape symmetric about the center frequency as shown in Figure 4.4.10(b). /< An analog Figure 4.4.10(c) shows X,,(o), the spectrum of the modulated signal,.r,,(t), while Xo(ro), rhat ot the output of thc low-pass filter (baseband signal), ro(t) is shown in Figure 4.4.10(d). If we now sample ru(r) al intervals f with f < I /4fi) secs, as discussed earlier, the resulting spectrum X, (<'r) will be the aliased vcrsion of X,(to) and will thus consist of + 1, + 2, etc. a set o[ triangular shaped pulses centered at frequencies u = 2rk/T, k = 0, If one of these pulses is centered at 2n x l(fr) rad/s, we can clearly recover X, (r'r) and hence r,(t) by passing the sampled signal through an ideal bandpass filter with renter frequency 2fiX)zr rad/s and bandwidth of Efi)rr rad/s. Figure 4.4.10(e) shows the spectrum of the sampled signal for 7 = I msec. In general, we can recover r,(l) from the samPlcd signal by using a band-pas filter if 2rk/T = o,, that is if 1/Iis an integer submultiple of the center frequency in Hz. The fact that a band-limited signal that has been sampled at the Nyquist rate can be recovered from its samples can also be illustrated in the time domain using the concept of interpolation. From our previous discussion, we have seen that, since r(t) can be obtained by passingr,(t) through the ideal reconstruction filter of Equation (4.4.5)' we can write X(o) = H(or)x"(co) The impulse response corresponding to H(ro) is (4.4.8) Sec. 4.4 ,{4 ( 199 Applications ol the Fourier Translorm -r. (, ) r) cos (2000 p(t) 7t) 0 0 (b) au.l20[orradls (c) xu@) 0 (d) .r, (ru) al2$Nr -1.5 -l 0 {.5 radls Flgure 4.4.10 0.5 (c) l5 ul2ffinndls Spectra of the signals of Example 4.4.3. a(r) = r-s'Iuki 'fiI Taking the inverse Fourier transform of hoth sides of Equation (4.4.8), we obtain .r(t)=r.(t)x&(t) = [..t,1,i-u<, -,.)]1 7st!oal :i_r,@T";*;;? :.i. f',"D':e*^;T,) :,,i_ *,'r,nr)Sa(or(r - n7')) (4.4.9) Equation (4.4.9) can be interpreted as using interpolation t() rcconstruct r(t) from its kI)] are called intcrpolating, or sampling' samples x(n?"). The functions Sa [ror(r funciions. Interpolation using sampling functions, as in Equation (4.4.9), is commonly referred to as band-limited interpolation. - The Fourler Transform Chapter 4 4.4.4 Signat Filtering Filtering is the process by which the essential and useful part of a signal is separated from extraneous and undesirable components that are generally referred to ai noise. The term "noise" used here refers to either the undesired part of the signat, as in the case of amplitude modulation, or interference signals generated by the electronic devices themselves. The idea of filtcring using LTI systems is based on the convolution property of the Fourier transform discussed in section 4.3, namely, that for LTI systems, the i.ourier transform of the output is the product of the Fourier transform of the input and the frequency response of the system. An ideal frequency-selective filter is a filter that passes certain frequencies without any change and stops the rest. The range of frequencies that pass through is called the passband of the filter, whereas the range of frequencies that do not pass is referred to as the stop band. In the ideal case, lff(t,r)l = I in a passband, while lrr(r,r) | = 0 in a stop band. Frequency-selective filters are ciassified according to the functions they perform. The most common types of filten are the following: l. Low-pass filters are those characterized by a passband that extends from to = 0 to (o = (oc' where or. is called the cutoff frequency of the filter. (See Figure 4.4.11(a).) 2. High-pass filters are characlerized by a stop band that extends from to = 0 to o r,r" and a passband that extends from <o r,r" to infinity. (See Figure 4.4.11(b).) 3. Band-pass filters are characterized by a passband that extends from o @r to (,) = (,r,, and all other frequencies are stopped. (See Figure a. .l1(c).) 4. Band-stop filters stop frequencies extending from o, to ro, and pass all other frequencies. (See Figure 4.4.11(d).) : : : I Hkt) l I H(u) | 0 (a) I H(ai t I HQo)l 0 (c) ngule (d) 4dU . Most common classes of filters. S€c. 4.4 Applications ol lhe Fourier Translorm 201 As is usual with spectra of real-valued signals. in Figure 4.4.1I we have shown fl(ro) only for values of to > 0, since H(or) = H(- -) for such signals. Exanple 4.4.4 Consider the ideal low-pass filter with frequency response ,,,r,r = {l' kl,i:; The impulse response of this filter corresponds to the inverse Fourier transfom ofthe frequency response H,r(o) and is given by fr,, = &rin.9tl Clearly. this filter is noncausal and. hence, is not physically realizable. The filters described so far are referred to as ideal filters because they pass one set of frequencies without any change and completely stop others. Since it is imposible to realize filters with characteristics like those shown in Figure 4.4.1 I , with abrupt changes from passband to stop band and vice versa, most of the filters we deal with in practice have some transition band. as shown in Figrure 4.4.12. ll(or) I I l/(r.r) | lH(.u)l I Ir(o) I I 202 E-anple The Fouder Transtorm Chapter 4 4.4.6 Consider the following RC circuit: r I I ^t I r (r) v(t, lr tlr------ -- -- __ J The impulse response of this circuit is (see problem 2.17) h(t) = *f *o[#],u, and the frequency response is H((,)) = I I + TtoRC The amplitude spectrum is given by 1a1,11' = l++rc), and is shown in Figure 4.4.13. lt is clear that lhe RC circuit with the output taken as the voltage across the capacitor.performs as a low-pass filter. The frequenryro. ar which rhe spectrum = ry@/Va (3 dri berow H(0)) is caited r'rre fano edge. or the ldB cutoff frequency ofthe filrer. (The transition between the passband and thJsrop band occurs near o..) Setting JH(or)l = t/!2, we obtain latrll Trry!$. I o.=EE I H(ral I I I ,/z | .-= 'RC Egure 4.4.13 Magnitude sp€ctrum of a low-pass RC circuit. Sec. 4.4 Applications of the Fourier Transtorm If we interchange the positions of the capacitor and the resistor, we obtain a s)tstem with impulse response (see Problem 2.18) /r(r) = 5,11y - *'..* [1]l,ol and frequency response H(,)=#,k The amplitude spectrum ts given by la(,rr)l'= t1'#",^.)and is shown in Figure 4.4.14.lt is clear that the RC circuit with output taken as the voltage across the resistor performs as a high-pass frlter. Again. by sctting lH(.)l = UVz, the cutoff frequency of this high-pass filter can be determined as I ''=Ra I H{ut) | i I tlgure 4.4.14 Magnitude sp€ctrum of a high-pass RC circuit. Filters can be classified as passive or active. Passive filters arc made of passive elements (resistors, capacitors, and inductors), and active filters use operational amplifiers together with capacitors and resistors. The decision to use a passive filter in preference to an active filter in a certain application depends on several factors, such as the following: l, The range of frequency of operalion of the ftlter. Passive filters can oPerate at higher frequencies, whereas active filters are usually used at lower frcquencies. 2. The weight and size of the filter realization. Active filters can bc realized as an integrated circuit on a chip. Thus, they are superior when considerations of weight and size are important. This is a factor in the design of filters for low-frequency applications where passive filters require large inductors. --20/. 3. lhe sensitivity of The Fourier lhe Transform Chapter 4 filter to parameter changes and stability. Components used in circuits deviate from their nominal values due to tolerances related to their manufacture or due to chemical changes because of thermal and aging effects. Passive filters are always superior to active filters when it comes to sensitivity. 4. The availability of voltage sources for operational omplifiers. Operational amplifiers require voltage sources ranging from I to about 12 volts for their proper operation. Whether such voltages.are available without maintenance is an important consideration. We consider the design of analog and discrete-time filters in more detail in Chapter 10. 4.5 DURATION-BANDWIDTH RELATIONSHIPS In Section 4.3, we discussed the time-scaling property of the Fourier transform. We noticed that expansion in the time domain implies compression in the frequency domain, and conversely. In the current section, we give a quantitative measure to this observation. The width of the signal, in time or in frequency, can be formally defined in many different ways. No one way or set of ways is best for all purposes. As long as we use the same definition when working with several signals, we can compare their durations and spectral widths. If we change definitions, "conversion factors" are necdcd.to compare the durations and spectral rvidths involved. The principal purpose of this section is to show that the rvidth of a time signal in seconds (duration) is inversely related to the width of the Fourier transform of the signal in hertz (bandwidth). The spectral width of signals is a very important concept in communication systems and signal processing, for two main reasons. First, more and more users are being assigned to increasingly crowded radio frequency (RF) bands, so thar the spectral width required for each band has to be considered carefully. Second, the spectral width ofsignals is important from the equipment design viewpoint, since the circuits have to have sufficient bandwidth to accommodate the signal, but reject the noise. The remarkable observation is that, independent of shape, there is a lower bound on the duration-bandwidth product of a given signal; this relationship is known as the uncertainty principle. 4.6.1 l)efinitions of Duration and Bandwidth As we mentioned earlier, spectral representation is an efficient and convenient method of representing physical signals. Not only does it simplify some operations, but it also reveals the frequency content of the signal. One characterization of the signal is its spread in the frequency domain, or, simply, its bandwidth. We will give some engineering definitions for the bandwidth of an arbidrary realvalued time signal. Some of these definitions are fairly generally applicable, and others are restricted to a particular application. The reader should keep in mind that there are also other definitions that might be useful, depending on the application. The signgl x(r) is called a baseband (low-pass) signal if lX(rtl = 0 for ltol > org and is called a band-pass sigrat centered at or0 if lx(o.,)l = 0 for lto .ol > tos.(See - Sec.4.5 I 205 Duration-BandwidthRelationshlps xl (ar) I -0,g lx2(or) - atl -t,t *tdao I O Og @ Flgure 4S.1 Amplitude spectra for baseband and band-pass signals. -@o -qrO .rO - @B oO sro +Or, 6 Figure 4.5.1.) For baseband signals, we measure the bandwidth in terms of the positive frequency portion only. Abeolut€ Bandwidth. This notion is used in conjunction with band-limited signals and is defined as the region outside of which the spectrum is zero. That is, .r(r) is a baseband signal and lX1rll is zero outside the interval ltol < or,then B=aa But if then r(r) (45.1) is a band-pass signal and lX(Gr)l is zero outside the interval B: if r,o'2- a, or ( o( oz. (4s.2) tr',rarnple 45.1 The signal .r(l) = sintost/Tr is a baseband signal and has the Fourier transform rect (o2oB). The bandwidth of this signal is then ror. 8-dB (Ealf-Power) Bandwidth. This idea is used with baseband signals that have only one maximum, located at the origin. The 3-dB bandwidth is defined as the frequency o, such that lx(r,r,)l ( lxlp)l _ - t \/, (45.3) Note that inside the band0 < ro ro1, th€ magnitude lX1.;l fatls no lowerthan 1/\6 of its value at to = 0. The 3-dB bandwidth is also known as the half-power bandwidth because a voltage or current attenuation of 3 dB is equivalent to a power attenuation by a factor 2. E:-arnple 452 The signal x(t) = .*01- ,rrlu (t) is a baseband signal and has the Fourier transform I x(,)=ilr+i, 206 The Fourier . The magnitude spectrum of this signal is shorvn in Figure 3-dB bandrvidth is 4.-5.2. Transform Clearly: X(0) = Chapter 4 I. and rhe B=lT I X((,)) -l TT I 0 452 Figure Magnitude spectrum for the signal in Example 4.5.2. I Equivalent Bandwidth. This definition is used in association with bandpass signals with unimodal spectra whose maxima are at the center of the frequency band. The equivalent bandwidth is the width of a fictitious rectangular spectrum such that the energy in that rectangular band is equal to the energy associated with the actual spectrum. In Section 4.3.6, rve sarv that thc cnergy density is proportional to the squarc of the magnitude of the signal spectrum. If o,, is the frequency at which the magnitude spectrum has its maximum, we let the energy in the equivalent rectangular band be Equivalent energ, = ?"1!9'J'' (4.s.4) The actual energy in the signal is Actuarenergy = * f "1x1,11,a, = :f lx1,;1,a. (4.5.s) Setting Equation (4.5.4) equal to Equation (4.5.5), rve have the formula that gives the equivalent bandwidth in hertz: B"' : l.ia.l,Jr/ lxt')l"r.,' (4.s.6) Frnmple 4.5.3 The equivalent bandwidth of the signal in Example 4.5.2 is ,*= ),llon-'J.+ -zd- = 2T IT Null-to-Null (Zero.Crossing) Bandwidth. This concept applies to nonband-limited signals and is defined as the distance between the first null in the envelope of the magnitude spectrum above to,,, and the first null in the envelope below -,,,, Sec.4.5 207 Duration-Bandwidth Belationships where o,, is the radian frequency at which the magnitude spcctrum rs maximum. For baseband signals, the spectrum maximum is at t'r = 0. and the bandrvidth is the distance between the first null and the origin. f,sarnple 4.6.4 ln Example 4.2.1, we showed that signal .r() = rcct(t/T) has lhc Fourier transform X(ro) = 751n. aT ,- The magnitude spectrum of this signal is shown in Figure 4.5.3. Frorn the figure, the nullto-null bandwidth is B=T I _4n T Figure z7o 45J Bandwidth. X(o) I 2tr_ 0 !l TTTTT ! 6n !1 o) Magnitude spectrum for the signal in Exanrplc 4.5.4. This is defined such thal -*l f',1*r.tl'0, = .1x1.;1'?2, (4.s.7) For example, z = 99 defines thc frequency band in which 99% of the total energy resides. This is similar to the Federal Communications Commission (FCC) detinition of the occupied bandwidth, which states that the energy above thc upper band edge to, belorv thc lower band ed8,e 9, is jTrt leaving 99?o of the total is lVo and th" "n".gy en-ergy within the occupied band. The z7o bandrvidth is implicitll' defined. RIIIS (Gabor) Bandwidth. Probably the most analylicilllv useful definjtions of bandwidth are given by various moments of X(to), or even lrctlcr' of lX(to)l'. The rms bandwidth of the signal is dcfined as B:^. = [L:;,21x1,11,a. J_" lxr."ll'a, (4.5.8) 2OB The FourierTranslom Chaptsr4 a signal r(t) can be given in terms of its duralion T, which is a measure of the extent of x (t ) in the time domain. As with banduddth, duration can be defined in several ways. The particular definition to be used depends on the application. Three of the more common definitions are as follows: A dual characterization of l. Distance between successive zeros. As an example, the signal nt '(t)--V4+ hasdurationT=llW. 2. Time at which x(t) drops to a given value. For example, the exponential sigpal x(r) - "*01-r/Llu(t) duration I = A, measured as the time at whichx(t) drops to l/e of its value at, = 0. 3. Raditu of gyration. This measure is used with signals that are concentrated around I = 0 and is defined as has T=2 x radius ofgyration (4.s.e) lxQ)12 dt For example, the signal ,(,)=-\+z,N*r[#] has a duration of ,:,W;/F,,^,1 = t/i a, 4.62 the Uncertainty Principle The uncertainty- principle states that for any real signal .r(t) that vanishes at infinity faster than l/Vl, that is, (45.10) \4r(r) = 0 ,lim and for which the duration is defined as in Equation (4.5.9) and the bandwidth is defined as in Equation (4.5.8), the product TB shrruld satisfy the inequality TB>I (4.s.lr) In words, T and B cannot simultaneously be arbitrarily small: A short duration implies a large bandwidth, and a small-bandwidth signal must last a long time. This constraint Sec.4.5 Duralion-BandwidthRelationships has a wide domain of applicarions in communication systems, radar, and signal anrJ speech processing. The proof of Equation (4.5.11) follows from Parseval's formulr. Equation (4.3.1,1). and Schwarz's inequality. lf t,(t\t,toa4' = [: where the equality holds if and only if y, (t) yr(t) = ly,()l2dt l. (4.s.i2) lt,(il',tt is proportional to y, (,)-that ky,(t) is, (4.5.13) Schwarz's inequality can be easily derived from os ['ler,{r) -yr(t)l'zdt=s f $,()lzdt- zof tlt)rjl(r).rr+ f br<,lfo, This equation is a nonnegative quadratic form in the variable 0. For the quadratic to be nonnegative for all values of 0, its discriminant must be nonpositive. Setting this condition establishes Equation (4.5.12).If the discriminant equals zero. lhen for some value 0 &, the quadratic equals zero. This is possible only if k.v,(r) - )t(t) = 0, ana Equation (4.5.13) follows. By using Parseval's formula, we can write the bandwidth of the signal as : L_l+r" 82=-* (4.s. r4) ['-_l,r,tl'o, Combining Equation (4.5.14) with Equation (4.5.9) gives | : (TB\, + ilx(tylzat I lx'1t11'at (4.s.1 t[ s) 1,1,v1'ar] We apply Schwarz's inequality to the numerator of Equation (4.5.15) to obtain .t.B >2]L^1,''ul1l ['-l't'tl'o' (4.5. tb) But the fraction on the right in Equation (4.5.16) is identically ctpral to l/2 (as can be seen-by. integrating the numetator by parts and noting that x(l ) nrtrst vanish faster than I /!t as t -+ t m). which gives the desired result. To obtain equality in Schwaz's inequality. we must have ktx(t\ dxltl = ),' The Fourier 210 Translorm Chapter 4 OT 4D=*, .r(r) Integrating, we have ln[,r(r)] =T.constant or r(r) = c exp [&,2] (4.s.17) If k is a negative real number,.r(r) is an acceptable pulselike signal and is referred to as the Gaussian pulse. Thus, among all signals, the Gaussian pulse has the smallest duration-bandwidth product in the sense of Equations (4.5.8) and (a.5.9). f,gornple 4.65 Writing lhe Fourier transform in the polar form X(r'r) = 41-; exP [jQ (o)l we show that, among all signals with the same amplitude A (o). the one that minimizes lhe duralion ofx(r) has zero (linear) phase. From Equalion (4.3.23). we obtain (-ri)r(r) *4!;:) :l#+i/(,)+P]exp[ie(r,r)] (4.s.re) From Equations (4.3.14) and (4.5.18), we have l'_t'ztx1rvt'zat ='i; L"{[iP]'* ,,'r,r[$$]']a., (4s re) Since the left-hand side of Equation (4.5.19) measures the duration of .r(t). we conclude that a high ripple in the amplitude spectrum or in the phase angle of X(r'r) results in signals with long duration. A high ripple results in large absolute values of the derivativcs of both the amplitude and phase spectrum. and among all signals with the same amplitude A (to). the one that minimizes the left-hand side of Equation (4.5.19) has zero (linear) phase. Bxarnple 4.6.6 A convenient measure of the duration of r x(l) is the quantity =\ l'_,(na, as the ratio of the area ofx(l) to its height. Note that if r(t) represents the impulse response of an LTI system. then Iis a measure of the rise time of the system. which is defined as the ratio of the final value of the tn this formula. the duration Tcan be interpreted step response to the slope of lhe step response at some appropriate point (ro = 0 in this case). lf we define the bandwidth of .r(l) by tu along the rise Sec.4.6 211 Summary , = ,lor [-._x<-'tait is easy to show that BT=2t 4.6 SUMMARY r The Fourier transform of x(r) is defined by t- x(o) = J o . r . = r X(ro) exists if x(t) is "well behaved" and is ahsolutely integrahle. These conditions are sufficient, but not necessary. The magnitude of X(o) plotted against r,r is called the magnitude spectrum of r(l), ana lXlr; | '? is callcd the encrgy speclrum. The angle of X(r,r) plotted versus to is called the phase spectrum. Parseval's theorem states that The energy of r(r) within :* f .l x1'; l'za' the frequency band o, ( o zIt Jlll ^E=?[''111.11,r.u The total energy of the aperiodic signal x(t) is E . x1,1exp[i,r]ar,r )i/' f--l't'tl' a' . iatlat The inverse Fourier transform of X(<,r) is defincd by ,fo . -_x(t)expl- = The power-density spectrum of *J' txr,rt,a. x(l) is defined by s(.,)=ri,,'flx't'1'1 ,-r_ tr L J where x, (t; e X, (or) and .r, (t) : x(t) rect(t /2r) ( oz is uiven by The Fourier 212 Translorm Chapter 4 The convolution property of the Fourier transform states that y(t) = r(t) ', h(t) <+ y(or) = X(r,r)H(<,r) If .Y(to) is the Fourier transform of .r(t), then the duality property of the transform is expressed as X(t) <-> 2n:(-to) Amplitude modulation, multiplexing, filtering, and sampling are among the important applications of the Fourier transform. If .r(t) is a band-limited signal such that X(ro) = 6. then a a e o 4 7 r(l) | > rp is uniquely determined by its values (samples) at equally spaced points in time. provided that 7< T/t,os.The radian frequency o, = 2rlTiscalled thesampling frequency. The minimum sampling rate is 2or, and is known as the Nyquist rate. The bandwidth B of x(t) is a measure of the frequency content of the signal. There are several definitions for the bandwidth of the signal x(t) tnar arc useful in particular applications. The duration I of x(l) is a measure of the extent of x(t) in time. The product of the bandwidth and the duration of x(t) is greater than or equal to a constant that depends on the definition of both B and T. CHECKLIST OF IMPORTANT TERMS Allaelng Amplltude modulatlon Band-pas8 fllter Bandwldth Duallty Duratlon Energy sp€ctrum Equlvalent bandwldth Halr-power (3dB) bandwldth Hlgh-p6s flltet Low-pass fllter Magnltude spoctrum Multlplerlng Nyqulst rate AQ a.L, l,o Paraeval's theorem Perlodlc pulss traln Phase Bpectrum Powerdenslty spectrum RGctangular pulse RMS bandwldth Sampllng fiequency Sampllng funcuon Sampllng theorem Slgnal lllterlng Slnc functlon Trlangular puloe Two-slded erponentlal Uncertalnty prlnclple PROBLEMS 4.1. Find the Fourier transform of the following signals in terms of X(to). the Fourier transforrn of .r(). (c) x(-r) Sec. 4.8 (b) 'r"(r) = (c) r,(r) = (d) 213 Problems 40 +'(-') 4O-- i(:') r"0) (e) Re(:(r)l +-r*0) - r0) tD Imk(t)l 43 Determine which of the following signals have a Fourier transform. Why? (a) :0) = exP[-2t]z(r) O).tG) = lrlu(r) (c) x(t) = cos (rrlt) (d) .r(t) = : 1 (e) .r(r) = t2 exPl-?tlu(t) 43. Show that the Fourier transform of .r(t) can be written x(a) = i as tilm,+ where m^= 44 f-"x(tldt, (Hinl: Expand exp [-ltor] around, = 0 and integrate termwisc.) Using Equation (4.2.12), show that [' 45. n = 0,1.2.... "or.ot d, = 2n6(r) Use the result to prove Equation (4.2.13). Let X((,) = 1g.1[(, l)/2]. Find rhe rransform of the following functions,. using the prope(ies of the Fourier transform: - (s) r(-t) o) a1t1 (c) r(t+l) (d).r(-2+a) (e)(-l)r(t+l) ,rr 4# tgti d-t (t\ r(z - l) exp[-j2tl (l) .t(t) exp[-jzr] (h) {j) altl expl-jal The Fourier 214 (&) (I (l) t' - J_- .r l).r(r - Translorm Chapter 4 l) exp[-l2tl (t ) dr 4.6. Lgt r(r,1 = .*01-rlu(r) and let.v(r) = -r(r + I) + r(r - l). Find l'(o). 4.7. Using Euler's form, exp [ltotl = coso, + j sin t,r, interpret the integral ;-[exeli,rtldLo=0(r) (Hintr Think of the integral as the sum of a large nunrber of cosines and sines of various frequencies.) 4t. Consider ihe two related signals shown in Figure P4.8. Use linearity, time-shifting, and integration properties. along rvith the transform of a reclangular signal. to lind X(ro) and Y(,). .r(r) Flgure P4.t 4.9. Find the energy of the following signals. using Parseval's theorem. (a) .r(t) = exP [- 2rl,I0) (b) .r(l) = n(t) - a(r - 5) (c) r(t) - 6(tl4) (d) 4.10. A r0) = !ln;Yl) Caussian-shaped signal x(t) = I exP [- ar 2] is applied io a system whose input/output relationship is Y(r) =.r2(r) (a) Find the Fourier transform of the output y(). 215 Sec.4.8 Problems (b) If y(r) is applied to a second system, which is h(t) = I l'TI rvith imprrl"'response exP[-br:] find the output of thc second system. (c) How does the ourPut change if we inlerchange the order of thc two systems? 4.11. The two formulas x1o; = /' r(r)tit and ,(o) = 21, [' ,xt-"t' are special cases of the Fourier-transform pair. These two formulas can be used to evaluronr" detinire integrals. choose the appropriate .t (r ) and x(r,r) to verify the following "," idr'nlities. r"r (b) j" rif ta exp J_ - ae = r [- rr0'lde = t n;"L-ft,,a,=, ,u, ; I" -r":'*Lffi o, = t 4.12. Use the relation [- -x(t)y.(t)dt = i; I- -x(r,r)Y*'(to)z/o and a known transform pair to show that t"ln t\rdt = 4oi .-. f' sincl -+ (b) = I - exP[-rra] ;; (a) Jo 1oz + J. (cl ;z trdt r' sinll ,-at = 3r1 r' sin{, 2t l_- ldl J_--;'4 dt = 1 4,13. Consider the signal 'r(r) = e*O 1- """t" (a) Find X(ro). (b)WriteX(to)asX(o)=R(r,r)+j/(r,r),whereR(to)and/(t,r)arctherealandimaginary parts of X(ro), resPectivelY' (c) Take the limit as e -+ 0 of part (b), and show that 9llin1 exp[-cllu(t)l = 116(o) + Hinr.' Note that I -- 216 The Fourler Translorm Chapter 4 .. a [0. ro*0 llm --=-------= = ( .to e" I ot o=0 [o, f' ." @".dr=n J-- e" + The signal r(r) = exp[-ar]a(l) is inpur inro a system with impulse h(t) = sirrlVr,rnrr. (a) Find the Fourier transform Y(ro) of the output. (b) For what value of a does the energy h the output response signal equal one-half the input-sig- nal energy? 415. A signal has Fourier transform xkl,r + -+ i4,.D 2 = -ct'tj4u+3 'n2 Find the transforms of each of the following sigpats: (a) (b) r(-2r + r) :0) exp[-/] @4# (d) .rO sin(nt) (e) r(t) * 6(, - 1) (f) .r(t) *.r(t - 1) 4.1& (a) Show that if r0) is band limited, rhat x(o) = 6, is, for l-l , r" then ,(r).#=r(r), c>ro. (b) Use part (a) to show that l1- , l;' - r) o'='l t-r sinct sin(r ;l_- a Isin r c>1 Ir"inor, lol -r 4.17. show that with current as input and voltage as output, the frequency response of an inductor with inductance L is jrol and that of a capacitor of capacitance Cisl/jotC. 4.1& Consider the system shown in Figure P4.18 with RC = 10. (a) Find tl(r,r) if the output is the voltage across the capacitor, and sketch lA1t.ryl function of o. (b) Repeat Part (a) if the output is the resistor voltage. Commenr on your results. as a Sec.4.8 217 Problems Flgure P4.lt 4.19. The input to rhe syslem shown in Figure P4.19 has lhe spectrum shown' ['et Find p(t) = costort, the spcctrum Y(ro) of the outPut if sin otu hr(tl=-; Consider lhe cases o- ) oa and ro,, s to )) .l tor. ,li (, ) ,rt(r) r(rl to,, pl/,l ,, (r) X(ro) It, (t :l 6)0 tigure a) P4.19 rL20. Repeat Problem 4.19 if x1r; = sa 3la! ) (,) 218 The Fourier Transform Chapter 4 Ael. Ol The Hilbert transform of a signal.r(r) is obtained by passing system with impulse response h(tl = l/zrt. What is H(r,r)? (b) What is the Hilbert transform of the signal .r(r) = cosrrr? 4ZL The autocorrelalion function of signal R,(t) = r(r) rhe signal through an is defined as t' + J_".rr(r)x(r t)dr Show that &(,) +, lx(o,) l'z 4.41. Suppose that r(r) is the input to a linear system with impulse response ft0). (a) Show that &(,): &0) + (r) r ft(-r) where (b) y(l) is the output of the system. Show that R."(r) <-+ | x1o1 424. For the system shown in Figure . r(r) = l'z I a1rol l, P4.24, assume that sinro,l sin ro.l -l- * *, ro, ( or, (a) Find y(t) if 0 < ro, ( to,. (b) Findy() if ro, < or1< ot. (c) Find y(t) if tq < r,rr. H (tol ,u,{_*,,,, 'btl O -l tn Flgure P4.20 425. Cbnsider the standard amplitude-modulation system shown in Figure P4.25. (a) Sketch rhe spectrum of .r(r). (b) Sketch the spectrum ofy(r) for the following cases: (l) 0sro.(@o-o(ll) oo - rr,,, s ttr. < &ro (iii) ro" > @o * o, (c) Sketch the spectrum of z (l) 0so.(00-o,, (li) roo - ro,, s (D. ( roo (lii) ro. > 0ro + od (t) for the following cases: LTI Sec. 4.8 219 Problems (d) Sketch the spectrum of u1t) if o. (i) o1 < t'r,,, (il) <o1 < 2an - ,on, (lll) tor > Zan 't a,, x ) oo * ro,, and r (r) (r) I;rltcr m(t\ cos .4 H --b)c b)c (r0, cos ojo lrl clu\ 0 'aia ojc (, o;c (r) , ul(,lt (u) 0 l, or. os -a, O u1 -(nt t's @l o Flgure P425 AM demodulation consists of multiplying the received signal y (l ) bv a replica, zl cos r,r,,I. of lhe calricr and lorv-pass filtc rins t h'r rcsultinE signal : ( ). Such a scheme is called synchronous dcmodulation and assumcs lhllt the phase of the carrier is known at the receiver. If the carrier phase is not known. ; (t ) hecomes 426. As discussed in Section 4.4.1, z(r) = y(t)Acos(toor + 0) 4Zr. where 0 is the assumed phase of the carrier. (a) Assume that the signal .r(l) is band limited to <o-. and find the output;(r) of the demodulator. (b) How does i(r) compare rvith the desired output r(t)? A single-sideband, amplitude-modulated signal is generated usinu the system shown in Figure P4.27. (a) Sketch the spectrum ofy(r) for @t= @^. @) Write a mathematical expression for hrQ).ls it a realizable filter? iI(o) lllkol n(tl cos LJ" -(.,O , Flgure P4.27 42& Consider the system shown in Figure P4.28(a). The systems /r1(r ) and hr(t) respectively have frequency responses u0 Tho Fourler M(ul Tranolorm Chapter 4 E{u) n(t, .r1(r) (8) Flgurc P4Jt(a) H,(o) = I )lno{, - oo) + H6(ro + roo)l unO H2@t) = -t 4 Wo(L,l - oo) - I/o(or + roo)t (a) Sketch the spectrum ofy(t). O) Repeat part (a) for the Ho(ro) eho*r in Figure P4.2t(b). Ho(j.,.t -qb - .+ -arg 0 0,O (ro i (,h a', Ilguro P4rtO) (b) +lr, Ler.r(t) and y(l) be low-paes eignals with bandwidthe of 150 Hz and 350 Hz' rospec' tively, and let e1r; = .r(l)y(t). The signal e(t) ls oampled uslng an ldeal eampler at intersecs. vale of (q) What is the maxlmum value that I, can take wlthout inuoducing aliaring? I (b) rf r(r) = sin(1$-l]),rt,l =."(Y) sketch the sPectrum of the samPled signal for (i) 7i = 0.5 ms and (ii) T, = 2 m* In natural sampling, the eignal .r(t) is multiplied by a train of rectangular pulses, aB shown in Flgure P4.30. (r) Find and Bketch the epectrum ofr,(t), G) Can r(t) be recovered wilhout any dlBtorlion? Sec. 4.8 21 Problems X(ul xr(l) n(r) -27 P0'l Flgure P4.A) rl3l. In flat-top sampling, the amplitudc of each pulse in the pulse train .r, (r ) is consunt during the pulse, but is determined by an instantaneous sample of r(t). as illustrated in Figure P431(a). The instantaneous sample is chosen to occur at the center of the pulse for con' venience. This choice is not necessary in general. (a) Write an expression for x, (t). O) FindX,(or), (c) How is this r$ult different from the result in part (a) of Problenr 4.30? (d) Ueing only a low-pass filter, can r(t) be recovered without any distortion? (e) Show that you can recover x(l) without any distortion if another filter, H", (or)' is added, as shown in Figure P4.31(b), n(,) = where I {1, ki,i:; H",(,) = *'til;'l;1, l,l <," arbitrary, elsewhere = X(or) xr(') - tu. (a) rr(, ) (b) Flgure P4.31 Flat-top sampling of x(t). 0 ola 222 The Fourier Translorm Chapter 4 system thal generates the baseband signal for FM stereoThe left-speaker and right-speaker signals are processed to produce phonic broadcasting. .rr_(t) + -rr(r) and.r1.(r) - .rfl(I), respcctively, (a) Skctch the spectrum of ) (I) (b) Sketch the spectrum of z (r). u(t), and z,(l). (c) Shorv how to recover both 11(r) and -r*(l). 432. Figure P4.32 diagrams the FDM XLU,I + XRk ) X 1|t:l - X pk tl to lo r,; X r.r 103 X 103 (a) xr (r) + rn (r) r! (r) - rR (r) LPF h3ul 0-15 kHz cos 2rol l cos cos 2@l oJl, L= t9kHz I (b) Figure P432 433. Show that the transform of a train of doublets a'(, ) - nT) <-+ jri,$ ) n is a train o[ impulses: 6(or - zoo). 2t roo=7 4J4. Find (a) the indicated bandwidth of the following signals: 3Wr -, ' (absolute bandwidth) sinc (b) (c) exp[-3tlrr(t) exp[-3rla(t) fal ,/" exP [- or '] w(t) (3-dBbandwidth) (957e bandwidth) (rms ban<lwidth) 435. The signal X.(o) shorvn in Figure 4.4.10(b) is a periodic signal in or. (a) Find the Fourier-series coefficienis of lhis signal. Sec. 4.8 (b) 223 Problems Show that x,(o) =,2.11 (c) -.,r,.-o["j],] Using Equation (4.4.1 ) along with the shifting property of the Fourier transform. shorv that 'o = .?.+-@Dtl#3:+l)t 435. Calculate the time-bandwidth product for the following signals: (a) r (r) = I exP [ ,'] -,--. Y 2tr L" I z'l' I I (Use the radius oIgyration measure for (b) .t(r1 = Iand lhe equivalcnt bandwidth measure for B') sin1ur.Wt ----' (Use the distance between zeros as a measure of I and the absolute bandwidth as a measure of B.) (c) .r(r) = Aexpl-orlrr(r). (use the time ar which r(r) drops to l/e of its value at, = 0 as a measure of Iand the 3-dB bandwidth as a measure o[ r9.) Chapter 5 The Laplace Transform 5,1 INTRODUCTION In Chapters 3 and 4, we saw how frequency-domain methods are extremely useful in the study of signals and LTI systems. In those chapters, we demonstrated that Fourier analysis reduces the convolution operation required to compute the output of LTI systems to just the product of the Fourier transform of the input signal and the frequency response of the system. One of the problems we can run into is that many of the input signals we would like to use do not have Fourier transforms. Examples are exp[cl]a(t), o > 0; exP[-or], < t < a; tu(t): and other time signals thai are not absolutely integrable. If we are confronted, say, with a system that is driven by a rampfunction input, is there any method of solution other than the time-domain techniques of Chapter 2? The difficulty could be resolved by extending the Fourier transform so -- r() that the eignal is expressed as a Eum of complex exponentials. exp[sr], where the frequency variable is s = o + 7'ro and thus is not restricted to the imaginary axis only. This is equivalent to multiplying the signal by an exponential convergent factor. For example,.exp [-ot] exp[ct]u(r) satisfres Dirichlet'g conditions for s > c and, there. fore, should have a generalized or extended Fourier transform, Such an extended transform is known as the bilateral Laplace transform. named after the French mathematician Pierre Simon de Laplace. In tbis chapter, we define the bilateral Laplace transform (section 5.2) and use the definition to determine a set o[ bilateral transform pain for eome basic signals. As mentioned in Chapter 2, any signal .r(r) can be written as the sum of causal and noncausal sipals, The causal part of .r(t), r(r)rr(r), has a special Laplace trangform that we refer to as the unilateral Laplace transform or, simply, the Laplace transform. The unilateral Laplace transform is more often used than the bitateral Laplace trans- u4 Sec. 5.2 The Bllateral Laplaco Transtorm form, not only because most of the signals occurring in practice are causal signals, but also because the response of a causal LTI system to a causal input is causal. In Section 5.3, we define the unilateral Laplace transform and provide some examples to illustrate how to evaluate such transforms. In Section 5.4, we demonstrate how to evaluate the bilateral Laplacc transform using the unilateral Laplace transform. As with other transforms, the Laplace,transform possesses a set of valuable properties that are used repeatedly in various applications. Because of their importance, we devote Section 5.5 to the development of the properties of the Laplace transform and give examples to illustrate their use. Finding the inverse Laplace transform is as important as finding the transform itself, The inverse Laplace transforrn is defined in terms of a contour integral. In general, such an integral is not easy to evaluate and requires the use of some theorems ftom the subiect of complex variables that are beyond the scope of this text. In Section 5.6, we use the technique of partial fractions to find the inverse laplace transform for the class of signals that have rational transforms (i,e.. that can be expressed as the ratio of two polynomials). In Section 5.7, we develop techniques for determining the simulation diagrams of continuous-time systems. In Section 5.8, we discus some applications of the laplace transform, such as in the solution of differential equations, applications to circuit analysis. and applications to control systems. In Section 5,9, we cover the solution of the state equations in the frequency domain. Finally, in Section 5.10, we discrus the stability of LTI systems in the s domain. 5,2 THE BILATERAL LAPLACE TRANSFORM The bilateral, or two-sided, Laplace transform of the real-valued signalr(t) is dehned X,G) AI' r(r) exp[-st]dr as (5.2.1) where the complex variable s is, in general, of the form.r = o + itr, with o and trr the real and imaginary parts, respectively. When o = 0, s = jo, and Equation (5.2.1) becomes the Fourier transform of r(t). while with s # 0, the bilateral Laplace transform is the Fourier transform of the signal .r(t) exp[-ot]. For convenience, we sometimes denote the bilateral laplace transform in operator form as :lrlx(t)l and denote the transform relationship between r(t) and Xp(s) as x(,) t+ XB(s) (s.2.2) Let ue now evaluate a number of bilateral Laplace transforms to illustrate tho relationship between them and Fourier transforms. il;",'r', '.''I-r- ' ::rl:rii.l,,:; jrL;; ,,, ,_ l, .,r .l j,ti 226 I i.} $; The Laplace Transform Chapter 5 Example 62.1 Consider the signal.r() = .* 1-r,Ia O. From Xs(s) = [ the definition of the bilateral Laplace rransform. exp[-arl exp[-sr]u(r) dr =fJ6 exp[-(s + a)tldt l_ = J+a As stated earlier, we ctn look at this bilateral l:place transform as the Fourier transform ofthe signal exp[-at] exp[-or]u(r). This signal has a Fourier rransform only if o > -a. Thus, Xr(s) exists only if Re fsl > -a. In general, the bilateral Laplace transform converges for some values of Re lsl and not for othem. The values of s for which it converges, i.e., /- lrt,ll exp[-Rels]rldr < - (s.2.3) called the region of absolute convergence or, simply, the region of convergence and is abbreviatcd as ROC. It should bc stressed that tlre region of converg,encc depends on the given signal x(t). For instance, in the preceding example. ROC is defined by Re {sf > -a whether a is positive or negative. Note also that even though the bilateral Laplace transform exists for all values of a. lhe Fourier transform exists only if a > 0. If we restrict our attention to time signals whose Laplace transforms are rational functions of s, i.e.. Xr(s) = N(s)/D(s), then clcarly. Xr(s) does not converge at the zeros of the polynomial D(s) (poles of Xn(.r)). rvhich leads us to conclude thar for rational laplace transforms, the ROC should nol conlain any poles. is Example 6.2.2 In this example. we show that two signals can have lhe same algebraic expression for their bilateral laplacc transform, but different ROCs. Consider the signal r(r) = - exp[-atlu(-t) Its bilateral l:place iransform is Xs(s) = = -[ - exp[-(s + a)tlu(-t)ttt [o "*p1-1, + o)tltlt For this integral to converge, we require that Re eral Laplace transform is xa(s) = ls + al < 0 or Re [s | < -a. I r_;; and the bilar- Sec. 5.2 The Bilateral Laplace Translorm In spite of the fact that the algcbraic ex; two signals in Examples 5.2.1 and 5.2.: Rocs. From these examples, we can cL..-.--, r,,ur, rut srgrrars rr.rr strlsr ror posrtrve nrne only, the behavior of the signal puts a lower bound on the allosable values of Re[sl, whereas for signals that exist for negative time, the behavior of the signal puts an upper bound on the allowable values of Re{sl. Thus, for a given Xr(s). rhere can be more than one corresponding ,ru (r ), dcpending on the ROC; in other worrls. the correspondence between.r(l) and Xr(s) is not one to one unless the ROC is spccitied. A convenient wav to display the ROC is in the complex s plane. as shown in Figure 5.2.1. The horizontal axis is usually referred to as the o axis. and the vertical axis is normally referred to as the 7o axis. The shaded region in Figure 5.2.1 (a) represents the set of points in the s plane corresponding to the region of convergcnce for the sigpal in Example 5.2.1, and the shaded region in Figure 5.2.1(b) represcnts the region of convergence for the signal in Example 5.2.2. lmis Inr I 5.a1 I (b) (a) Figure is s-plane representation of lhe bilateral Laplace transform. The ROC can also provide us with information about whether .t (r) is Fourier transformable or not. Since the Fourier transform is obtained from the bilateral l-aplace transform by setting o = 0, the region of convergence in this casc is a single line (the Ito axis). Therefore, if the ROC for Xr(s) includes the lro axis, -t(r) is Fourier transformable, and Xs(o) can be obrained by replacing s in Xr(s) by jro. Brornple 6.2.8 Consider the sum of trvo real exponentials: r(,) ='l exp[-2r]u(r) + 4 exp[r]u(-r) The Laplace 225 Transtorm Chapter 5 Note that for signals that exist for both positive and negative time, the behavior of the signal for negative time puts an upper bound on the allowable values of Re [s ], and the behavior for positive time puts a lower bound on the allowable Re [sf . Therefore, we expect to obtain a strip as the ROC for such signals. The bilateral l:place transform ofx(r) is x,(r) = 3exp[-(s + Z)tldr+ / f aexpt-(s - t)tldt The 6rst integral converges tbr Re [sl > -2, the second integral converges for Re ls] and the algebraic expression for the bilateral Laplace transform is < 1, xa$)=#-* -s - (s 5.3 + 2)(s 1l - l)' -2 < Re[sl < I THE UNILATERAL LAPLACE TRANSFORM Similar to our definition of Equation (5.2.1), we can define a unilateral or one-sided transform of a signal r(t) as X(s1 = f-x(r) exp[-sr]dr (5.3.1) Some texts use t : 0* or, = 0 as a lower limit. All three lower limits are equivalent if .r(t) does not contain a singularity function at, = 0. This is because there is no contribution to the area under the function r(t) exp[-sl] at , = 0 even if r(t) is discontinuous at the origin. The unilateral transform is of particular interest rvhen we are dealing with causal signals. Recall from our definition in Chapter 2 that if the signal r(t) is causal, we have r(r) = 0 for t < 0. Thus, the bilateral transform Xr(s) of a causal signal is the same as the unilateral transform of the signal. Our discussion in Section 5.2 showed that, given a transform Xr(s), the corresponding time function r(t) is not uniquely specified and depends on the ROC. For causal signals, however, there is a unique correspondence between the signal .r(t) and its unilateral transform X(s). This makes for considerable simplification in analyzing causal signals and systems. In what follows, we will omit the word "unilateral" and simply refer to X(s) as the Laplace transform of x(t), except when it is not clear from the context which transform is being used. f,yqrnple 6.3.1 In this example, we find the unilateral l:place transforms of the following signals: r,(t) = 4, xr(l) = D(l), rr(t) = exp['2t], :r(,) = cosZ, r5(l) = 5;n2, From Equation (5.3.1), r,U, = 4 I, oexp[-sr]rlr = J , Relsl > 0 Ssc. 5.4 Bilatoral Translorms Using Unilateral Transforms xr6) = /" ,Yr(s) = [ lg 6(r) exp[-sr]dr = r, for all s exp[,;'}tlexpl-stldt =l_ s-i2 =;+ *i?L*7' Since cos2 = Re I erp [2r]] and Relsl > o sinZ = Im I exp[iZl), using the linearity ofrhe inregral oPeration. we have x.c) = x,t,r = R.{+}= r+' r,n{-l-}=.t Rels} > o Re{s}> o Table 5.1 lisrs some of the important unilateral Laplace-transform pairs. These are used repeatedly in applications. 5.4 BILATERAL TRANSFORMS USING NILATERAL TRANSFORMS The bilateral I-.aplace transform can be evaluated using the unilateral l-aptace transform if we express the signal .r(r) as the sum of two signals. The first part represents the behavior of .r(t) in the interval (--,0), and the second parr represents the behavior of x(t) in the interval [0, cc). ln general, any signal that does not contain any singularities (a delta function or its derivatives) at l = 0 can be writtcn as the sum ofa causal part.r.(t) and a noncausal part.r_(r), i.e., -r(,) = r+(,)r,(r) +.r_(l)a(-r) (s.4.1) Taking the bilateral Laplace transform of both sides, we have Xa(s): X.(s) + [o ,-(r)exp[-sr]dr J _* Using the substitution t : -t yields Xr(r) = X,(s) + [ ,-t-')exp[st]r/t Jo' If r(t) does not have any singularities at, = 0, then the lower limit in the second term can be replaced by 0-, and the bilateral Laplace transform beconres Xr(s) = X.(s) + 9[.r_ (-t)rr(t)],_. , (s.4.2) The Laplace 230 Translorm Chaptor 5 TABLE 5.1 Some Solected Unllsteral LaplacB'Tianstorm Palrc Transtorm Slgnal l. I r (t) 2. u(r) - u(t - I- a\ 3.6(,) 4. 6(t - a) [- as ] 6. exp[-at]uo 1. { 8. cos oor u(t) 9. sin r,ror z(t) I G+ar' Re {sl -;- s -s'+ @6 Rels! > 0 uro Relsl > 0 s2 + + 2rl,1,, s1s2 + 4roj; + -?.6- s1s2 cos root z(t) [-at] sin r,rot u(l) 14. l cosroot z (t) uo -a > -a roo2 s2 expl-atl 15. I sin root ls| > nl 11. sin2 oor a(t) Re[s] > 0 Re s+a 10. cos2 oror a(r) >0 for all s [-asl #,n=r.2.... exp[-atlu(t) Rels| for all s exp t'u(t) 13. exp exp I 5. 12. Re(s| > 0 s - 4rrlozl s+a Refsl >0 Rels|>0 rf;G Re [s] > -a 0o(s+a)2+(l)3 Rels| > -a Relsl >0 Re[sl >0 G+ {-:-116+ rooz)2 (s2 _ 2toos (s2 + _ 0ro2)2 unilateral Laplace transform. Note that if r-(-l)z(t) has an ROC defined by Re[s] ) o, then x-(t)u(-t) should have an ROC defined by where9l'lstandforthe Re [sl < -o. Sec. 5.5 Properties ot the Unilaleral Laplace Transform 231 Example 6.4.1 The bilatcral Laplace transform of the signal .r(l) = exp [arlr.( -r). a > 0, is Xa(s) = 9lexp[-at]u(t) = l.--, t I \ -l l'.r/,-,=r-o' Note that the unilateral l:place transform of Relslca exp[arlu(-l) is zero. Exanple 6.42 According to Equation (5.4.2), the bilateral Laplace lransform of .r(r) = ,4 exp[-ar]a(r) + Br2 exp[-br]z(-r), a and b>0 ts Xs(s) = A r'.' o + :rlB?t)2exp[brlil(r)],--, \ =ls+a*(t',t \'("-t'J,.-,' A28 =tttt -a< (' i-6;i' where Relsl Re[sl > -anRc[s] <-b <-b 9lB(-r)2 exp[Drlu(r)] follows from entry 7 in Table 5.1. Not all signals possess a bilateral Laplace transform. For cxample, the periodic exponential exp[rout]does not have a bilateral Laplace transfornr because 9r(exp[.;'rour]] = = cxpt-(s / - i''r,,,)t)dt li.*pt-(, - i,u)rl tt + f-exp[- (s - J -- Jn 1-)tldt For the first integral to converge, we need Re[s] < 0, and for lhc second integral to converge, we need Re ls) > 0. These two restrictions are contradictory, and there is no value of s for which the transform converges. In the remainder of this chapter, we restrict our attention to the unilateral l-aplace transform, which we simply refer to as the Laplace transform. 5.5 PROPERTIES OF THE UNILATERAL LAPLACE TRANSFORM There are a number of useful properties of the unilateral Laplacc transform that will allow some problems to be solved almost by inspection. In this scction we summarize many of these properties, some of which may be more or less obvious to the reader. By 232 The Laplace Translorm Chaptor s using these properties. it is possiblc to derive many of the transform pairs in Table 5.1. In this section, we list several of these properties and provide outlines of their proof, 6.6.1 Linearity If x,(t) <-r X,(s) rr(t) er Xr(s) then atr(t) + bxr(t) <+ axls) + bxz$) (s.s.1) where a and D are arbitrary constants. This property is the direct result of the linear operation ofintegration. The linearity property can be easily extended to a linear combination of an arbitrary number of components and simply means that the Laplace transform of a linear combination of an arbitrary number of signals is the same linear combination of the transforms of the individual components. The ROC associated with a linear combination of terms is the intersection of the ROG for the individual terms. Example 6.5.1 Suppose we want to lind the laplace transform of (A + B expl-btllu(t) From Table 5.1, we have the transform pair u(r) <-+ :rl and exp[- Dr]z() * ;;; Thus, using linearity, we obtain the transform pair Au(t) + B exp[- btlu(tl* The ROC is the intersection of Relsf Re [s I > max ( -b, 0). ) f . #; -D and Relsf > 0, and, hence, is given by 6.6.2 Time Shifting If x(t) <-+ X(s), then for any positive real number r(t - t ;u1l - ,o) e+ lu, exp[-ros]X(s) (s.s.2) The signal x(t t)u(t - ro) is a l,-second right shift of x(r)u(). Therefore, a shift in time to the right corresponds to multiplication by exp[-los] in the L:place-transform domain. The proof follows from Equation (5.3.1) with - ro)u( - ro) substituted for r(r), to obtain - r( Sec. 5.5 Transform Properties ol the Unilateral Laplace 9[.r(r - - ,,ll = J, -r(r - ,,t)r,(, t,,)rr(r - r,,) 233 cxp[-.rr]rlr = J,['..1, - r,,)cxp[-srlr/r ,, Using the transformation of variahles, = ? + ,r. we have illx(r - r',).r(, - ,,,)l = = I:r(t exp [- ) exp[-s(t + t,,)] r/t t' tur | Jrr| x(r ) exP [- sr] dt = exp[-r,flX(s) s in the ROC of x(t) are also in the ROC of .r(t Note that all values the ROC associated with .r(r - - tr). Therefore. ru) is the same as the ROC associated with r(r). Example 6,63 - o)lza\. This signal can be wrilten as rect((, - a)/2o) = u(t) - u(t - 2al Consider lhe reclangular pulse -r(r) = rect((r Using linearity and time shifting. we find that the l-aplace lransform x(r) =:- ?e]. exp[-2asll= t tcIpL ofr(l) is Re(s]>0 It should be clear rhar lhe time shifting property holds for a right shift only. For examfor ) 0, cannot be expressed in terms of the ple, the t aplace transform of x(t + '0 '0), laplace transform of xG). (WhY?) 6.6.3 Shifting in the s Domain If x(t) ++ X(s) then exp [sor]x(t) e+ X(s - so) (s.5.3) The proof follorvs directly from the definition of the Laplace transform. Since the new tranjform is a shifted version of X(s), for any s that is in the RoC of x(t), the values s + Re[s,,] are in the ROC of exp[sot]r(t). Exampte 6.6,3 From entry 8 in Table 5.1 and Equation (5.5.3). the Laplace transform of r(t) = A exP[-atl cos((oo, + e)u(,) 2U The Laplace Transform Chapter 5 ts X(s) = 91a exp [- atl(cosr,rol cos 0 - sinront sin 0 )rr(t) ] - = 9lA expl- atl cosr,rot cos0 u(t)l glA exp[-at] sinr,rot sin0 u(t)l _ ,4(s + a)cg-st _ __4gr_lI9 (s + a;2 + roo2 (s + a)2 + tofi _ - - r,losin0], Re[s] > _a z4[(s + a) cos_O (s + atz +.ni 6.6.4 Time Scdine If .r(t) <+ X(s), Re [sf > or then for any positive real number q. x(cr) <-r:r(;), Rels| > co, (5.s.4) The proof follows directly from the definition of the laplace lransform and the appropriate substitution of variables. Aside from the amplitude factor of l/o, linear scaling in time by a factor of c corresponds to linear scaling in the s plane by a factor of 1/c. Also. for any value ofs in the ROC of .r(t), the value s/a will be in the ROC of r(ot): that is, the ROC associated with.r(cr) is a compressed (c > 1) or expanded (a < l) version of the ROC of x(t). Ilxarnple 6.6.4 Consider the time-scaled unit-srep signal a(ct), where c is an arbirrary positive number. The l:place transform of a(or ) is elu(or)l =**=+ Relsl >0. This result is anticipated, since u(cr) = u(t) for o > 0. 6.6.6 Differentiation in the fime Domain If .r(t) <+ X(s) then +) *sX(s) -.r(o-) (55.s) Sec. 5.5 Properties of the Unilateral Laplac€ Translorm 235 The proof of this property is obtained by computing the lransform of dt(t)/dt. This transform is 4+l= r+expr-srldt Integrating by parts yields 4+\= : expr-srl,,,,l; - [''1'11-'1 expr-'rr] dr lim [exp[-stlr(t)l-.r(0-) + s X(s) l')- The assumption that X(s) exists implies that lim [exp[-sr]x(t;l = g for s in the ROC. Thus, *{*:,'}= sx(s)-x(o-) Therefore, differentiation in the time domain is equivalent to multiplication bys in the s domain. This permits us to replace operations of calculus by simple algebraic operations on transforms. The differentiation property can be cxlendcd to yicld (s.s.6) Generally speaking, differentiation in the time domain is the most important ProPerty (next to linearity) of the l-aplacc transform. It makes the l,aplacc transform useful in applications such as solving differential equations. Specifically, wc can use the l:place transform to convert any linear differential equation with constant coefficients into an algebraic equation. As mentioned. earlier, for rational L:place transforms, the ROCI does not contain any poles. Now, if X(s) has a first-order pole at s : 0, multiplying by s. as in Equation (5.5.5), may cancel that pole and result in a new ROC that contains the ROC of r(r). Therefore, in general, the ROC associated with dt(t)/dt normally contains the ROC associated with r(l) and can be larger if X(s) has a first-order polc at s = 0. Erample 6.6.6 The unit step function.t(t) = r(r) has the transform X(s) a l/s, rvith an ROC defined by Re ls) > 0. Thc derivative of n (r) is the unit-impulse function, rvhose f-aplace transform is unity for all s with associated ROC extending over the entirc.r planc. Example 6.6.6 Ler,r1r; = sin2(,)t u(l), for which r(0-) = 0. Note that x'(t) = 2- sin r,rt cos tol u (r) = r" .;r rr, ,,,, 236 The Laplace Translorm Ohapter 5 From Table 5.1, 9[sin 2r,r 2a t a (l) ] s2 + 4r,r l and therefore. Stlsinrorr u(r)l = i1ri2i*i, Example 6.6.7 one of the important applications of the Laplace transform is in solving differential equations with specified initial conditions. As an example, consider the differential equati;n y"(t) + 3y'(rl + 2yQ) = a, /(0-) = 3. y,(o-) = I Let f(s) = 9ly()l be the l:place transform of lhe (unknown) solution y(). Using the differentiation-in-iime property, we have :tly'(t)l = sY(s) - y(0-) = sY(s) - 3 9ly'()l =s2Y1s; - sy(o-) - )'(0-) = sryls; - 3s - I If we take the l:place transform of both sides of the differential equation and use the lasr two expressions, we obtain s2Y1s;+3sY(.s)+2Y(s1 = 3r* 16 Solving algebraically for Y(s), we ger Y(s) = 3s+10 7 s+l (s+2)(s+l) 4 s+ From Table 5.1, we see that y(t) = 7 exp[-r]u(r) - 4 expl-2tlu(t) Ernrnple 6.68 consider the RC circuit shown in Figure 5.5.1(a). The input is the rectangular signal shown in Figure 5.5.1(b). The circuir is assumed inirially relaxed (zero iniriat condirion). Oo (a) (b) Figure 55.1 Circuit for Example 5.5.8. S€c. 5.5 Properiies of the Unilaleral Laplace Translorm 237 The differential equation governing the circuit is arlrt + |f r1r )h = u(t) The input o(r) can be represented in terms of unit-step functions as u\t) = volu(t - a)-u(t - b)l Taking the laplace transform of both sides of the differential equaaion yields rut"; * /-fQ = !! 1exp1-arl - exp[-Ds]l Solving for /(s), we obtain \i = ;:#Rc[exp[-asl - exp[-sbl I By using the time shift propeny, we obtain the current xi =*["*['#3] u(t - a) - *o[t*.')],,,- r,] The solution is shown in Figure 5.5.2. yo R Figure 55.2 The current waveform in Example 5.5.8. 6.6.6 Intcgration in the Time Domain Since differentiation in the time domain corresponds to mulriplication by s in the s domain, one might conclude that integration in lhe time domain should involve division by s. This is always true if the integral of r(r) does not grow faster than an exponential of the form A exp [-al], that is, if lim exp [- sr] for all s such that Re lsl > a. The integration property can be stated [ x|'l dr = O Jn' as follows: For any causal signal x(r), if The Laplace 23t) y(i = | J6 Translorm Chapter 5 xg)dr then Y(s) = 1X(,) (s.s.7) s To prove this result, we stan with x(s) : /- x() exp [-srl dr Dividing both sides by s yields {iq: I:,u,*54,, lntegrating the right-hand side by parts, we have + : y(,) ry54 l- I-ru, exp[-sr]dr The first term on the right-hand side evaluates to zero at both limits (at the upper limit by assumption and at lhe lower linrit because y(0-) = 0), so that x(s) s = su(t)l Thus, integration in the time domain is equivalent to division bys in the s domain. Integration and differentiation in the time domain are two of the most commonly used properties of the l:place transform. They can be used to convert the integration and differentiation operations into division or multiplication by s, respectively, which are algebraic operatioru; and, hence, much easier to perform. 6.6.7 Ilifferentiation in the c Domain Differentiating both sides of Equation (5.3.1) with respect to s, we have dX(sl t- (-t)r(t)exp[-sr] = ,F J dt Consequently, -rxgl <-> ff (s.s.8) Since differentiating X(s) does not add new poles (it may increase the order of some existing poles), the ROC associated with -tr(l) is the same as the the ROC associated with r(t). By repeated application of Equation (5.5.8), it follows that Sec. 5.5 Propenies of the Unilateral Laplace Translorm 239 e d'xlr) (s.-5.e) (-r)".r(r) Erample 6.EO The lzplace transform of the unit ramp function tion (5.5.8) as n(s) = - r(t) = n,1r; "on nc obtained using Equa- d -;r{a(t)l dr I dss -s2 Applying Equation (5.5.9), we have, in general. r'r1r; - "f'li (ss.lo) 65.E Modulation If r(r) then for any real number (-) X(r) too, * | [x{" + ir,l.) + X(s - ior,,)] x(l) sinr,r,p ,. l1IXt, + jt,ru) - X(s - iro,,)l .r(l) cos ronr (5.5.11) (5.5.12) The proof follows from Euler's formula. exp [lro,,t ]= cos too, * i sin to,,l and the application of the shifting property in the s domain. Exemple 65.10 The laplace transform of (cosroor)u(t) is obtained from the Laplace transform of u(r) using the modulaiion property as follows: y[(cos<,rrr)u(r)] = tl I *, I \ _;.,u/ zl, + ,..uo .t - t'+ .ufi Similarly, lhe Laplace lransform of exp[-ar] sin torl u(t) is obtained from the Laplace transform of exp [-at I rr (l ) and the modulation property as The Laplace 240 e[exp[-arl(sinr,,orla(r)l = I(#.., Transform Chapter 5 #o*o) -L__ =_ (s+a)2+roo2 6.6.9 Convolution This property is one of the most widely used properties in the study and analysis of linear systems. Its use reduces the complexity of evaluating the convolution integral to simple multiplication. The convolution property states that if .r() er x(s) h() <+ H(s) then r(r) n /r(r) er X(s)H(s) where the convolution of x(t) and ft (r) is x(t) * h(t) = Since both ft (l) and x(t) (s.s.13) [ xft)h(t J_- - r)dr are causal signals, the convolution in this case can be reduced to x(t) s h(t) = Jg[' xk)h(t - t) dr Taking the Laplace transform of both sides results in the rransform pair r(r) x Ir(r) <+ f [f ,f"l h(t - t)dt]exp[-sr]dr Interchanging the order of the integrals, we have r14 * tO * f-,t"1[f Using the change of variables p 0forp<0yields r(r) x h(r) <+ h(t - iexp[-sr]ar]at : t - t in the second integral and noting that ft (p) : exp[-st ] exp[-sp]dp ,r, /- r(t ) [],'0,*, ] or x(r1x 11111e+ X(s)H(s) The ROC associated with X(s)H(s) is the intersection of the ROCs of X(s) and because of the multiplication process involved. a zero-pole cancellation can occur that results in a larger ROC than the intersection of the ROCs of X(s) II(s). However, Sec. 5.5 241 Properties ol tho Unilateral Laplace Transtorm and H(s). In general, the ROC of X(s)H(s) includes the intersection of the ROCs of X(s) and H(s) and can be larger if zero-pole calrcellation occurs in the process of multiplying the two transforms. Eranple 65.11 The integration property can be proved using the convolution property. since [ .r(r ) Therefore. the transform of the integral of rr(r). which is l/s. dt = :(r) * r(r) ofr(r) is the product of X(s) and the transform Example 65.12 . Let r(l) be the rectangular pulse rect ( (, - o)/?a) centered at , = / and with width 2. The convolution of this pulse with itself can be obtained easily with the help of the convolution prop€rty. From Example 5.5.2. the transform of .r(t) is gIPL-lsl x(s) = 1-The transform of the convolution is Y(s) - 1r1,; = [l -elet' -2"]]' I 2expl-2asl . exp[- 4asl =s2---7 -'---,, Taking the inverse l:place transform of both sides and recognizing that 1/s2 is the trans' form of lu ( ) yields v(') ='r(') " '(') : - l,!u -7r":' ,;:';(t 'i,,','r' - 4atu(t - 4a\ This signal is illustrated in Figure 5.53 and is a triangular pulse, as expected. y(r)=r(r)..r(r) flgure SSJ Convolulion of two rectangular signals. The Laplace 242 Translorm Chapter 5 In Equation (5.5.13). II(s) is called the transfer function of the system whose impulse response is &(t). This function is the s-domain representation of the LTI system and describes the "transfer" from the input in the s domain, X(s), to the output in the s domain, Y(s), assuming no initial energy in the system at t 0-. Dividing both sides of Equation (5.5.13) by X(s), provided that X(s) # 0. gives : H(,): ;I:] (s.s.l4) That is. the transfer function is equal to the ratio of the transform Y(s) of the output to the transform X(s) of the input. Equation (5.5.14) allows us to determine the impulse response of the system from a knowledge of the response y(t) to any nonzero input r(t). Example 65.18 Suppose that the input LTI x(l) = exp [-2tla(t) is applied to a relaxed (zero initial conditions) system. The oulput of the syslem is ) r0) = l(exn[-r] + exp[-21 - exp[-3rl)a(r) Then ! x(s)=s+2 and 3(s + l) 3(s + 2) 3(s + -1) Using Equation (5.5.14). we conclude that the transfer function H(s) of the system is rr('):i-ffi 3G*r1ll!) _ 2(s2+tu+7) 3(s+l)(s+3) :3[,.#.*] from which it follcws thal + alry = Jalr; Jtexnl-rl + exp[-3rtlu(r) Erample 6.6.14 Consider the LTI system describcd by the differential equation y-(t) + Zy"(t) - y'ltl + 5.v(t) = 3r'1r; * r,r, Sec. 5.5 Properties of the Unilaioral Laplace Translorm 243 Assuming thar the system was initially relaxed. and taking the Laplace transform of both sides. we obtain s3Y1s; + 2r2y(s) Solving for H(s) = y1t1111(s), - sY(s) + 5Y(s) = 3sx(s) + x(s) we have . HIs) 3s+1 ----.-------= s'*2s'-s+5 5.5.10 IDttiaI-VaIue Theorem Let .rO be infinitely differentiable on an interval around interval); then r(0.) (an intinitesimal r(0. ) = J-+o lim sX(s) (s.s.1s) Equation (5.5.15) implies that the behavior of r(t) for small I is determined by the behavior of X(s ) for large s. This is another aspect of the inverse relationship between time- and frequency-domain variables. To establish this result, we expand r(t) in a Maclaurin series (a Taylor series about t = 0*) to obtain .r() = [x(o-) + x'(0*)t * ... where r(a)(O*) denores the n th derivative of Laplace transform of both sides yields x(s) = r(ol) + * rt')10t) ri* ],r,r x(r) evaluated at I = 0*, Taking #.... the * ni(.tJ *... =,i,''"'(0.)# Multiplying both sides by s and taking the limit as s + @ proves the initial-value theorem. As a generalization, multiplying by s'* t and taking the limit as 5 -v co yields ,t')10*) = lim [s'*lx(s) - s'x(0*) - s'-rr'(0*) -..' - r.rta-rt10+)] (5.5.16) This more general form of the initial-Value theorem is simplified ', rt')10*) = 0 for n < N. In that case, r(N)(g+ ) = lim sN*lX(s) (s.s.17) This property is useful, since it allows us to compute the initial valuc of the signal r(t) and its derivatives directly from the Laplace transform X(s) without having to find the invene x(t). Note that the right-hand side of Equation (5.5.15) can exist without the existence ofr(0'). Therefore, the initial-value theorem should be applied only when .r(0*) eilsts. Note also that the initial-value theorem produces.r(0 '), not x(0-). The Laplace 244 Translorm Chapter 5 Example 65.15 Ttie initial value of the signal whose l:place transform is given by xG)=G+ifu, a+b is r(o*) = 1u,1,Jift1, =. The result can be verified by determining.r() ftrst and then substituting r = example, the inverse Laplace trausform of X(s) is ,<,1 so that : ;i tla r(0*) = c. Note explatl-bexp[Dr]lu() that -f ,[exp[ar] - 0'. For this explD4lz(r) r(0-) = 0. 6.6.11 Final-Value Theorem r(l) The final-value theorem allows us to compute the limit of signal Laplace transform as follows: lS r0l = I'S rxt"l as, + @ from its (s.s.18) The final-value theorem is usiful in some applications, such as control theory, where we may need to find the tinal value (steady-state value) of the output of the system without solving for the time-domain function. Equation (5.5.18) can be proved using the differentiation-in-time property. We have I x'(r) exp[ Jo Taking the limit as s + !,g - stldt:sX(s) - x(0-) (5.5.19) 0 of both sides of Equation (5.5.19) yields f r'Ol exp[ - sr]dr = h'u hxG) - r(0-)l or t" io ''0) d'= l'S [sx(s) - r(o-)] Assuming that lirq x(t) exists. this becomes lS ,01 - ,r(0-) = litu s xG) - r(0-) . which, after simplification, results in Equation (5.5.18). One must be careful in using the final-value theorem. since lim s X(s) can exist even though r(r) does not have a 'l Sec. 5.5 Propertiss o, the Unilateral Laplace Transform limit as r -> cc. Hence. it is important to know rhat final-value theorem. For example, 245 liq x(r) exists betore applying the if xG): r, r---l ,l then lirq sx(s) = ln u- o rL = But r(t) = costor, which does not have a limit as 1 -e o (cosor oscillates between +l and -1). Why do we have a discrepancy? To use the final-value theorem, we need the point s = 0 to be in the ROC of sX(s). (Otherwise we cannot substitute s = 0 in sX(s).) We liave seen earlier that for rational-function Laplace transforms, the ROC does not contain any poles. Therefore, to use the frnal-value theorem, all the poles of sX(s) must be in the left-hand side of the s plane. In our example, sX(s) has two poles on the imaginary axis. Ernrnple 6.6.16 The input.r(t) = function is eu() is applied to an automatic position-control system whose transfer H(s) = s(s+b)+c The final value of the output y(r) is obtained as f11 r0) = l,$ , Yf"l = linl s x(s)H(s) 9 =h,[4 r-ro I s(s + b )+c s =A assuming that the zeros ofs2 + Ds + c are in the left half planc Thus. after a sufficiently long time, the output follows (tracks) the input r(r). f,'.ra'nple 6.6.17 Suppose we are interested in the value of the integlal Jo t" exvl- atl at Consider the integral Y0) = [ t'exP[-at] dt = l,.x(t) dr Note that the final value of y(r) is the quantity of interest; that is. 246 The Laplace Translorm Chapters TABLE 5.2 Somo Solecled Propertlos o, tho Uplaco Translorm l. Linearity X (s.s.1) ""X,(s) ,.I 2. Time shift .r(-rn)a(-ro) 3. Frequency shift exp 4. Time scaling r(ar). o > 5. Differentiation tlx(t)/dt s X(s) - .r(0-) (5.s5) 6. lntegration t' I r(t) dr I 7. Multiplication ll. 9. 10. I ) o,.r (r) by I Modulation Convolution I nitial value l. Finnl value X(s) exp (-sro) (sor)r(r) X(s - (55.2) (s.s3) so) t/a X(s/a) 0 (5.5.4) Jn xttl (55.7) " ,r(r) _dx(s_) (55.8) ds r(t) cos r(l) sin to,,l I orr + +ioo)I ztx(s - iroo) X(s I 4lx(s loo) - X(s +ioo)l (5.s.11) (s.5.12) r(r) {,rt(r) x(s)rr(s) (s.5.t3) .r(0.) lim s X(s) (5.s.rs) lH't'l lia s X(s) (sJ.t8) lH Yt,l = l,g "lx(s) = 1ir 1'1", From Table .5. I . xG) = 1" irJy,i . Thercfore. /=r"exp1-arl at = ol,!., Table 5.2 summarizes the properties of the laplace transform. These properties. along with the transform pairs in Table 5.1. can be used to derive other transtorm pairs. we saw in section 5.2 that with s = o + fro such that Relst is inside the Roc, the l-aplace transform of .r(r) can be interpreted as the Fourier transform of the exponentially weighted signal .r(r) exp [-or]l thar is. Sec. 5.6 247 The lnverse Laplaco Transform X(o + iot) = [_-r|rexp[-or] expl-iottlttt Using the inverse Fourier-transform relationship givcn in Equation 14.2.5). we can find x (l ) exp [-ot] as .r(t) exp [- ot ] = * [_.r, + iro)exp[lo,r] r/r,, Multiplying by exp[ot]. we obtain ,<i : jn [_,rr" Using the change ofvariables s = o ,o -- * 7 r,r, k[ + iro) exp[(o + iot)tltt'', we get the inverse Laplacc-transform equation '* (5.6.1) *urexp[sr]ds The integral in Equation (5.6.1) is evaluated along the straight line o + lro in_the comto o * /-, where o is any fixed real number for which Re[s] plex plan-e from o = o ii a point in ttr" ROC of X(s). Thus, the integral is evaluated along a straight line that is pirallel to the imaginary axis and at a distance o from it. Evaiuation of the integral in Equation (5.6.1) requires the use of contour integration in the complex plane, which is not only difficult, but also outside of the scope of this text; hence, we will avoid using Equation (5.6.1) to compute the invcrse l-aplace transform. In many cases of interest, the l-aplace transform can be expressed in the form l- x(,) = ;[:] (s.6.2) where N(s) and D(s) are polynomials in s given by N(s) = 6,nt- + br,-,s'-l + "'+ bls + D(l D(s): ansn + an-rs'' l +"'+ ars + 40, a,*o The function X(s) given by Equation (5.6.2) is said to be a rational function of s, since it is a ratio of two folynomiali. We assume thal m < r; that is, lhe degree of N(s) is strictly less than thl digree of D(s). In this case, the rational function is proper in s. lf. m = n i.e., when thi rational function is improper, we can use long division to reduce it to a proper rational function. For proper rational transforms, the inverse Laplace transfbrm can be determined by utilizing Partial-fraction expansion techniques. Actually, this is what we did in some simple cases, ad hoc and without diffi' culiy. Appendii D is devoted to the subject of partial fractions. We recommend that the ieadii not familiar with partial fractions review that appendix before studying the following examples. Eramplo 6.8.1 To find the inverse laplace transform of xtr) = tr.;tlr*J_ a;l 248. The Laplace we factor the polynomial D(s) = 5r + 3s2 - 4s and use the Transtorm Chapter 5 partial-fraitions form '!-r- * 4t. x(s)=As * s+4 s-1 Using Equation (D.2). we find that the coefficients ,l,, Ar= Az= At= i = 1,2,3, arc _iI 7 zo 3 5 and the inverse [aplace transform is ,(,) = -1i,1r1 * fr "rp1- 4tlu(t) + J exptrlu(r) f,sornple 6.62 In this example, we consider the case where we have repeated factors. l:place transform Suppose the is given by xc) = F#;*_, The denominator D(s) = s3 - 4s2 + 5s - 2 can be factored as D(s)=(s-2)(s-lf Since we have a repeated factor of order 2, the corresponding partial-fraction form is x(s) The coefticient I BAzAI * *;-'i =;-, 4" -'rF can be found using Equation (D.2); we obtain B=2 The coefficients A,,i = l,2, are found using Equations (D.3) and (D.4); we get Az= | and Ar= d lx2 - 3s\ as l, _ r_/1,", I " = 1r_2$- r)_r4l-1'l (" - 2)2 so that 2l x(s)=;-*G-il- Il"-, =, Sec.5.6 The lnverse Laplace Translorm 249 The invene Laplace transform is thcrefore x(tl = 2exp[2lrr(t) + I exp[tlz(t) Erample 6.63 ln this example, rre treat the case of complex conjugate poles (irreducible second-degree faclors). Lrt xG) = rr*,;1 ii Since we cannol factor lhe denominator. we complete the square as follows: D(s) = (s + 2\2 +32 Then *'---t' (s +212 +3: ---11?-" ' x1s1= (s+2)2+32 By using the shifting properly of the transform, or alternatively. by using entries l2 and 13 in Table 5.1. we find the inverse liplace lransform lo be r(r) = exp[ - ?,](cos3r)rr() + | exp[- 2](sin 3r)rr(r) Exanple 6.6.4 As an example of repeated complex conjugate poles, consider the rational function ,,r,,=5rr_3=rr+7.s_3 ^\rr_ (sz + l;2 Writing X(s) in partial-fraction form, we have x(,):t+P.s#; and therefore, 5s3 - 3s2 + 7s - 3= (Ars + B,)(s2 + l) + Ars + B, Comparing the co€fficients of the different powers ofs, we oblain /r = 5, Br= -3' Az=2, Bz= 0 Thus, * -? xlsr=-_$-----1 /-"2+l s2+l'(s2+112 and the inverse Laplace transform can be determined from Tablc x(r) = (5 cosr - 3 sinl + tsint)u(t) -5.1 to be , The Laplace Translorm Chapter 5 .. 5,7 SIMULATION DIAGRAMS FOR CONTI NUOUS-TI ME SYSTEMS In Section 2.5.3,we introduced two canonical forms to simulate (realize) LTI systems and showed that, since simulation is basically a synthesis problem. there are several ways to simulate LTI systems, but all are equivalent. Now consider the Nth order system described by the differential equation (r,. P. o,o,)t(t)= (5,r,r,),1,y (s.7.r ) Assuming that the system is initially relaxed, and taking the l-aplace transform of both sides. we obtain (,, . t,,,,)r1,) = (#,rr,)ru, (s.7.21 Solving for Y(s)/X(s), we get the transfer function of the system: ) b,,' H(s) = *=isil +) (5.7.3) a,s' i-0 Assuming that N = M, we can express Equation (5.7.2) sn[y(s) - bpX(s)] +sN-r[ap-rY(s) - as Dr-,X(s)] +...+aoY(s) - boX(s) =g Dividing through by sN and solving for Y(s) yields Y(s) = brx(s) + 1 "-, * 11ar-,x1r; - aN-'v(s)l + "' [D,X(s) - a,Y(s)] + + l; [DnX(s) - ay(s)] (5.7.4) Thus, Y(s) can be generated by adding all the components on the right-hand side of Equation (5.7.4). Figure 5.7.1 demonstrates how H(s) is simulated using this technique. Notice that the figure is similar to Figure 2.5.4, except that each integrator is replaced by its.transfer function 1/s. The transfer function in Equation (5.7.3) can also be realized in the second canonical form if we express Equation (5.7.2) as M Y(s) = ) --J$_, sN = b,,' x(s) + ) a,si i-0 (5',') (s.7.s) '1'1 l- U tr E o! E oo o a t: (, bo ll 251 The Laplac€ Translom Chapter 5 where I v(s) = x(s) sil+ ) (s.7.6) o,si or ("* !'r,r') r'1ry = X(s) (s.7.7) Therefore. we can generate Y(s) in two steps: First. we generate V(s) from Equation (5.7.7) and then use Equation (5.7.5) to generate Y(.s) from V(s). The result is shown in Figure 5.7.2. Again, this figure is similar to Figure 2.5.5, except that each integrator is replaced by its transfer function l/s. Example 6.7.1 The two canonical realization forms for the system wilh the transfer function H(s) = s2-3s+2 sr+612+lls+5 are shown in Figures 5.7.3 and 5.7.4. As we saw earlier, the Laplace transform is a useful tool for computing the system transfer function if the system is described by its differential equation or if the output is expressed explicitly in terms of the input. The situation changes considerably in cases where a large number of components or elements are interconnected to form the complete system. In such cases, it is convenient to represent the system by suitably interconnected subsystems, each of which can be separately and easily analyzed. Three of lhe most common such subsystems involve series (cascade), parallel, and feedback interconnections. In the case of cascade interconnections, as shown in Figure 5.7.5, Y1(s) = H,(s)X(s) and Yr(s) = Hr(s)Y,(s) = [H,(s)H,(s)lX(s) which shows that the combined transfer function is given by H(s) = H,(s)Hr(s) (5.7.8) We note that Equation (5.7.8) is valid only if there is no initial energy in either system. lt is also implied that connecting the second system to the first does not affect the output of the latter. In short. the transfer function of first subsystem. Ht(s), is computed unrler thc assumption that the second subsystern with lransfer function H,(s) is not connected. In other rvords. the inputioutput relationship of the first subsystem c + c a) CJ + cl) tr oo E + .E at |.-- EO 253 2il Th€ Laplace Translorm Chaptor 5 .r(r) v(t) Flgure 5.73 Simulation diagram using first canonical form for Exam- ple 5.7.1. Egure 5.7.4 Simulation diagram using second canonical form for Erample'5.7.1. remains unchanged, regardless of whether Hr(s) is connected to it. If this assumption is not satisfied. H,(s) must be computed.under loading conditions. i.e., when Hr(s) is connected to it. If there are N systems connected in cascade. then their overall transfer function is H(s) = 17,1r1}I2(s) ... Hn(s) (5.7.e) Sec. 5.7 Simulation Diagrams lor Contlnuous-Time Systems t'1(r) ,/t(r) ft 255 Flgure 5.7,5 Cascade interconncction of two subsystems. (s) Y! (s) ,t/,(r) Flgure 5.7.6 Parallel interconnection of two subsystems. Using the convolution property, the impulse response of the overall system is h(t) = h,(t) {'fr2(r) n ... * ft/v(,) If two subsystems are connected in parallel, system has no initial energy, then the outPut as shown (5'7'10) in Figure 5.7.6. and each sub- Y(s)=Y'(s)+Yr(s) = I/r(s)x(s) + Hr(s)X(s) = [Hr(s) + H,(s)]X(s) and the overall transfer function is H(s)=f/,(s)+Hz(s) (s.7.1 1 ) For N subsystems connected in parallel. the overall transfer function is H(s) = H,(s) + H,(s) + ... + HN(.r) (s.7.t2) From the linearity of the L:place transform, the impulse response of the overall system is (5.7.13) h(t) = h,(t) + i,(,) + ..' + hNQ) These two results are consistent with those obtained in Chapter 2 for the same in tercon necl ion s, Eranple 6.72 The transfer function of the system described in Example 5.7.1 also can be written as s-1s-2 I H(s)=;+i iiz,+r This system can be realized as a cascade of three subsystenrs. as shown in Figure 5.7.7' Each iubsystem is composed of a pole-zero combination. The same system can be realized in parallel, too. This can be done by expanding H(s) using the method of partial fractions as follows: 256 The Laplace ,arrffiru, Translorm Chapter 5 Figure5.7.7 Cascade-form simulation for Example 5.7.2. t2 t +2 , l0 Iigure 5.74 Parallel-form simulation for Example 5.7.2. s +3 H(s) = A parallel interconnection 10 * -'2-Js+ I s+2 s+3 is shown in Figure 5.7.8. The connection in Figure 5.7.9 is called a positive feedback system. The output of the first system Hr(s) is fed back to the summer through the system Hr(s); hence the name "feedback connection." Note that if the feedback loop is disconnected, the transfer function from X(s) to Y(s) is H,(s), and hence H,(s) is called the open-loop transfer function. The system with transfer function Hr(s) is called a feedback system. The rvhole system is called a closed-loop system. /r2 (s) Iigure 5.7.9 Feedback connection. We assume that each system has no initial energy and that the feedback system does not load the open-loop system. Let e(r) be the input signal to the svstem with transfer function II,(s). Then Y(s) : E(s)H,(.s) E(s) = .Y1.'; + //r(.s)Y(.s) so that Y(.s) = s,1r; [x(s) + H,(s)Y(s)] Solving for the ratio Y(s)/,Y(.s) yields the transfer function of the closed-loop system: Sec. 5.8 Applications ot lhe Laplace Translorm 257 (s.7.1.t) Thus, the closed-loop transfer function is equal to the open-loop transfer function divided by I minus the product of the transfer functions of the open-loop and feedback systems. If the adder in Figure 5.7.9 is changed to a subtractor. the system is called a negative feedback system. and the closed-loop transfer function changes to H(s) = 5.8 ,r illlL,, (s.7. l s) APPLICATIONS OF THE LAPLACE TRANSFORM The Laplace transform can bc applied to a number of problenrs in system analysis and design. These applications depend on the properties of the l-aplace transform, especially those associated with differentiation. integration, and convolution.. In this section. we discuss three applications. beginning rvith the solution of differential equaiions. 6.E.1 Solution of Differential Equations One of the most common uses of the Laplace transform is to solve linear. constantcoefficient differential equations. As we saw in Section 2.5, such equations are used to model continuous-time LTI systems. Solving these equations rlepcnds on the differentiation property of the laplace transform. The procedurc is st raightfonvard and systematic, and we summarize it in the following stcps: l. For a given set of initial conditions, take the Laplace transfornr of both sides of thc differential equation to ohtain an algebraic equation in Y(s ). 2. Solve the algebraic equalion for Y(s). 3. Take the inverse Laplace transform to obtain y(r,). Erample 6.8.1 Consider the second-ordcr, linear. constanl-coefficient diffcrcr:tial cquation .v"(r) + sr,',(r) + 6f(/) = exp[-r]u(r), .v',(0 )- Ilnd.y(0-)=2 Taking the [-aplace transfornr of hoth sidcs resul]s in [s:t'(s) Zs-ll+.s[sY(.r)-2] +6]'(s)-. f Solving for Y(s ) yields r(s)=.2r-+l3s1t2(.r+l)(s:+5s+6) l6e 2(s+ l) s+2 2(s+3t , The Laplac€ Transform Chapl€r 5 258 Taking the inverse Laplace transform. we obtain y(i = ()exp[-r] + 6exp[-2r] - 2"*o, - srl),r(r) Higher order differential equations can be solved using the same procedure. 6.8.2 Appltcatlon to RLC CircultAnalysls In the analysis of circuits. the Laplace transform can be carried one step furrher by transforming the circuit itself rather than the differential equation. The s-domain current-voltage equivalent relations for arbitrary R. L, and C are as follows: Resietore. The s domain current-voltage characterization of a resistor with resistanae R is obtained by taking the l.aplace transforrn of the current-voltage relationship in the time domain, Ri^(t) = aa(t). This yields 7^(s) = RIr(s) (s.8.r ) Induotors. For an inductor with inductance L and time-domain current-voltage relationship Ldir(t)/dt = at.Ql. the s-domain characterization is l/r.(t) =sllr(s) - LiL(0-) (5.8.2) That is, an energized inductor (an inductor with nonzero initial conditions) at , ='0 is equivalent to an unenergized inductor al , = 0- in series with an impulsive voltagc source with strength LiL@-). This impulsive source is called an initial-condition generator. Alternatively, Equation (5.8.2) can be written as /r.(s) = ,l ,, trl + (o-) " (s.8.3) That is. an energized inductor at t = 0- is equivalent to an unenergized inductor at r - 0- in parallel with a step-function current source. The height of the step function is i,.(0-). Capacitore. For a capacitor with capacitance C and time-domain current-voltage relationship Ctlur.(t)/ th = ,({r). the.r-domain characterization is (.(s) = .sC tz,.(s) - Ca, (0-) (s.8.4) That is. a charged capacitor (a capacitor with nonzero initial conditions) at r = 0- is equivalent to an uncharged capacitor at I = 0- in parallel with an impulsive curent source. The strength of the impulsive source is Co(O - ), and the source itself is called an initial-condition generator. Equation (-5.tt.4) also can be written as rz.{s) = r! r, trl + t1(:-) (s.8.5) S€c. 5.8 Applications ol th6 Laplace Translorm Thus, a charged capacitor can be replaced by an uncharged capacitor in series with a step-function voltage source. The height of the step function is u.(0-). we can similarly write Kirchhoffs laws in the s domain. The equivalent statement of the current law is that at any node of an equivalent circuit. the algebraic sum of the currents in the s domain is zero; i.e.. ) rr(') = o (s.8.6) k The voltage law states that around any loop in an equivalent circuit, the algebraic sum of the voltages in the s domain is zero; i.e., ) v*1'1 = e (5.8.7) k caution must be exercised when assigring the polarity of the initial-condition generators. Eranfle 6AJ Consider the circuit shown in Figure 5.E.t(a) with dr(o-) = -2. uc(o-) = 2, aod u(t). The equivalent s-domain circuir is shown in Figu'e 5,8.1(b). Writing the node equation at node 1, we obtain 2 - rQ-t/,--.? - sy(s) - y(s, = s Rr- 2tt' + c.l F+ Rz= I o 2 x(s) = v (t) + ls- ! s (b) Flgure 53.1 Circuit for Example 5.8.2. I/(s) r(r) = -^ The Laplace Translorm Chapter 260 Solving for Y(s) 5 lelds 2s2+6s+l y(s)=dF+3s+, I 5rl3 + 5 (s+3/2)'1+$/1142 3s 1 5 s+3/2 3s 3 (s + 3/2)2 + (11/4, ' s t/ilz V3 1, + 3/U, + O/alDz Taking the inverse l:place uansform of both sides results in r(r) = |arr). i"*[j,]("o,f ,),r,r * rl *,[r,,](.,^f ,),<o The analysis of any circuit can be carried out using this procedure. 6.8.3 Application to Control One of the major applications of the laplace transform is in the study of control systems. Many important and practical problems can be formulated as control problems. Examples can be found in many areas, such as communications systems, radar systems, and speed control. Consider the control system shown in Figure 5.8.2. The system is composed of two subsystems. The fust subsystem is called the plant and has a known transfer function H(s). The second subsystem is called the controller and is designed to achieve a certain system performance. The input to the system is the reference signal r(l). The signal nr(t) is introduced to model any disturbance (noise) in the system. The difference between the reference and the output signals is an error signal e0)=r(t)-y(t) The error signat is applied to the controller, whose function is to force e(l) to zero as r -+ o; that is, lim e(t; = 6 This condition implies that the system output follows the reference signal r(r). This type of sJmtem performance is called tracking in the presence of the disturbance ar(t). H.(s) Figure 5.82 Block diagrarp of g control system. Sec. 5.8 Applications ol the Laplace Transform 261 The following example demonstrates how to design the controllcr to achieve the tracking effect. Example ' 6.tJ Suppose that thc LTI system we have to control has the lransfcr function rrrrl = {01 D (s) (s.8.8) Lrt the input be r(l) = Au(t) and the disturbance be ra0) = Bx(/), where A and B are constants. Becausi: of linearity. we can divide the problem into trvu simpler problems, one with input r(t) anrJ the olher wirh input ur(r). That is. the ourpul I(r) is expressed as the sum of lwo components. The first component is due to r(t) when rrr(l) = 0 and is labeled .v,(r). It can be easily verified that y,(,) = i{#:i,o,,fr, "u, where R(s) is the l:place transform of r(r). The second component is due to zo(r) when r(l) = 0 and has the laplace transform y,6) = G-#-lo.r(, w(.) where W(s) is thc Laplacc transform of the disturbance ?o(/).'l-hc complete output has the Laplace transform Y(s)=Y,(")+Yr(s) =, = We havc to design l/.(s) h*5%, R(s) +, * #1;q|r1.i *('r ir_('ll4QA 1_g,l s[1 + H.(s)H(s)] such that (s.8.e) r(r) tracks.v(r); that lg1 Y(t) : is, a Lrt H.(s) = N.(s)/D.(s). Then we can write rv(s)[N.(s)A + D"1s) 8] ttD(t)D.ir) + N(rllv.trll y(s' '- [,et us assume thal the rcal parts of all lhe zeros of D(s)D.(.s) neBative. Then by using the final-value theorem, it follows thar flg rttl: li4 + N(s)N.(s) are stricrly sY(s) +_D.(s)Bl _,,_ - i-d !Ell4L{94 + o(')o.(') N(s)N.(s) For this to be equal to A, one needs that li$ A.t"l stituting in the expressron for Y(s), we obtain = 0 or D,.(.s ) has a zero at s (s.8.r0) = 0. Sub- . ,,262 The Laplac€ fsro=#ffi# Eranple Translorm Chapter 5 =, 6.8.4 Consider the control system shown in Figure 5.8.3. This system represents an automatic position-control system that can be used in a tracking antenna or in an antiaircraft gun mount. The input r(r) is the desired angular position of the object to be tracked, and the outPut is the position of the anlenna. .10| Flgure 5.E3 Block diagram of a tracking antenna. ..:, .l;,.i The first subsystem is an amptilier with transfer function Hr(s) = 8, and the second sub- systemisamotorwithtransferfunctionH2(s):1/[s(s+o)],where0<c<V32.btus investigate the step resPonse of the system as the parameter o changes. The output Y(c) is Yc) = :"t'r =1-f*]#oA,rr 8 i1s'+"s+s) s+o I rl ss2 +aJ+8 The restriction 0 ( a ( \6j is chosen ro ensure that the roots of the polynomial s2 + as * 8 are complex numbers and lie in the left half plane. The reason for this will become clear in Section 5.10. The step response of this system is obtained by taking the inverse l.aplace transform of Y(s) to yield ,or = (r - "*[+]{*'[\l[ --(T,] ,])..u, The step response y(l) for two values of q, namely, c = 2 and a = 3, is shown in Figure 5.8.4. Note that the response is oscillatory with overshoots of 30% and l4olo, resPectively. The time required for the response to rise from l0% to fr)o/o of its final value is called the rise time. The first system hai a rise time of 0.48 s, and the second system has a rise time of O.60 s. Systems with longer rise times are inferior (sluggish) to lhose with shorter rise times. Reducing the rise time increases the ovenhoot. however. and high overshoots may not be acceptable in some applications. Soc. 5.9 Slate Equations and lhs Laplace Translorm 263 v(t) l.:m t.l7 I Hgure 5J.4 5.9 Step response of an antenna tracking sysrem. STATE EQUATIONS AND THE LAPLACE TRANSFORM We saw that the laplace transform is an efficient and convenient tool in solving differential equations. In Chapter 2, we introduced the concept of state variables and demonstrated that any LTI system can be described by a set of first-order differential equations called state equations. Using the time-domain differentiation property of the laplace transform, we can reduce this set of differential equations to a set of a.lgebraic equations. Consider the LTI system described by v'G)=Av(r)+br(r) y(t)=cv0)+dx(t) Taking the Laplace transform of Equation (5.9.1). we obtain sY(s) which can be written as - v(0-) = AY(s) + bX('t) (s.e,1) (s.e,2) The Laplace (sI where I is - Transtorm A)v(s) = v(0-) + bX(s) the unit matrix. l,eft multiplying borh sides by the invenie of (sI V(s) = (sI Chapter s - - A)-r v(0-) + (sI - A)-r bx(s) A), we obtain (s,e.3) The [-aplace transform of the output eguation is Y(s)=iY1t;+dX(s) Substituting for V(s) from Equation (5.9.3), we obtain Y(s) = .1r1 A)-r v(0-) + [c(sl - A)-'b + d]X(s) - (S.9.4) The first term is the transform of the output when the input is set to zero and is identified as the Laplace transform of the zero-input component ofy(l), The second term is the l-aplace transform of the output when the initial state vector is zero and is identified-as the Laplace transform of the zero-state component of .vG). In chapter 2, we saw that the solution to Equation (5.9.1) is given by vO = explArl v(0-) + [' exp[a(r J6 - r)]bx(r)dt (s.e.s) (see Equation (2.6.13) with ro = 0-.) The integral on the right side of Equation (5.9.5) represents the convolution of the signals exp [Al] and bx(r). Thus, the Iaplace transformation of Equation (5.9.5) yields Y(s) : 9lexp[Ar]] v(0-) + 9[exp[Ar]l bx(s) (s.e.5) A comparison of Equations (5.9.3) and (5.9.6) shows that 9{exp[Ar]l = (sI - A)-t =,D(s) (s.e.7) yhere o(s) represents the Laplace transform of the state-transition matrix erp[Ad. O(s) is usually referred to as the resolvent matrix. Equation (5.9.7) gives us a convenient alrernative method for determining exp[Al]: ___ we frrst form the matrix sI - A and then take the inverse Laplace transform of (sI - a1-t With zero initial conditions, Equation (5.9.4) becomes y(s) : [c(sr - A)-r u + d]X(s) (s.e.8) and hence, the transfer function of the system can be written as II(s) = c[sl - A]-t b + d = cO (s)b + d &ample 6.9.1 Consider the system described by ''(,) = y(r) = [-, l]"u, . [l],u, [-l -l]v(r) + 2r(r) (s.e.e) Sec. 5.9 26s Stats Equations and the Laplace Translorm with = "(o ) [;,] The resolvent matrix of this system is -a l-' *,rr=['r*' ,-3-] Using Appendix C. we obtain Fs-3 4 I l[--r-1 -_.-r -l ,, t". t]! --,l u.,t,.,'r- o(s) = 1=---'-t (s+3)(s-3)+8 = | Ltr I - ,Xr - tl t' * rlfr - rl.l The transfer function is obtained usiog Equation (5.9.9): [ lr(s) = 1-, -,l l (" . ,-3 ']t 4 - 1) (s -,'lt"- " L(r+tX'-1) G+txr-D ]trt., 2s:-4s-lE (s+l)(s-1) Taking the inverse l:place tralsform. we obtain ,l0) = 2[6(t) + 3 exp[-r]uO - s exp[t]z(t)l The zero-input response of the system is Yl(s) = _ 61t1 - A)-rv(0-) -2(s + 13) (s+l)(s-1) and the zero-state response is - A)-'bx(s) + 2x(s) _2'2-4s-lEyr.\ (s + 1)(s - l) "r"t Yr(s) = c(sl The overall response is ,r,r=ffiffi*ffi$*t'r The step response of this system is obtained by substituting X(s) = 1/s, eo that The Laplace Translorm Chapter 5 EHd yr,r = = 1,*l,figO.,ti.-,ii, _,i, --:l$-:-t-!- s(s+l)(s-l) _18+ 6 _ 24 s s+l s-l Taking the inverse laplace transform of both sides yields y(r) = [18 + 6 exp[-r] k -rr""* kt us ftid - 24 exp[r]lu(r) the state-tntrsition matrix of lhe s,6tem in Example 5.9.1. T'he resolvent matrix is rD(s ) l)(s -2 - l) (s + l)(s - s+3 :r] The various elements of O(r) are obtained by taking the inverse laplace transform of each entry in the matrix O(s). Doing so. we obtain .(,) = [r.:;ir-,i,_-".#i, _ffi L-,ir..ffiir],or .10 STABILITY lN THE s DOMAIN stability is an importut issue in system design. In chapter 2, we showed that the stability ofa system can be examined either through the impulse response ofthe system or through the eigenvalues of the state-transition matrix. Specifically, we demonstrated that for a stable system, the output, as well as all internal variables, should remain bounded for any bounded input. A system that satisfies this condition is called a bounded-input, bounded-output (BIBO) stable system. Stability can also be examined in the s domain through the transfer function H(s). The transfer function for any LTI system of the type we have been discussing always has the form of a ratio of two polynomials in s, Since any polynomial can be factored in terms of its roots, the rational transfer function can always be written in the following form (assuming that the degree of N(s) is less than the degree of D(s)): H(s)' = A' *... + A-4-'-'* s-sl s-J2 J -s^r (s.l0.r) The zeros s* of the denominator are the poles of H(s ) and, in general. may be complex numbers. If the coefficients of the goveming differential equation are real. then the complex roots oocur in conjugate pairs. If all the poles are distinct. then they are sim- Sec. 5.10 Stabiliry in the s Domain 267 ple poles. If one of the poles corresponds to a repeated facror of the fonir (s - sr)', then it is a multiple-order pole with order rn. The impulse response of the system, i(t), is obtained by taking the inverse Laplace transform of Equation (5.10.1). From entry 6 in Table 5.1. the &th pole contributes the term ho$) = Ao exp [.r*r] to i (t). Thus, the behavior of the system depends on the location of the pole in the s plane. A pole can be in the left half of the s plane, on the imaginary axis, or in the right half of the s plane. Also, it may be a simple or multiple-order pole. The following is a discussion of the effects of the location and order of the pole on the stability of [,TI systems, L. Simple Poles in the Left Half Plane. In this case, the pole has the form s*=ooljro*. oo(0 and the impulse-response component of the system, ho(t), corresponding to this pole is hoQ) = Aoexp[(oo + jtro)r] + Af exp[(oo - lr*)rl = l,4ol exp[oor](exp[i(toor + 9r)] + exp[-i(oror + 9r)]) = Zlerl exp[oot] cos(orot + p*). or < 0 (s.10.2) where Ar= lA*l exp[rprl As, increases, this component of the impulse response dccays to zero and thus results in a stable system. Thereforc, systcrns with only sinrplc poles in the left half plane are stable. 2. Simple Poles on the Imaginary Axis. This case can be considcred a special case of Equation (5.10.2) with oo = 0. The kth component in the impulse response is then holt'1 :zlerl cos(ur*t + B^) Note that there is no exponcntial dampingl that is, the rcsponse does not decay as time progresses. It may appear that lhe response to the bounded input is also boundcd. This is not truc if the system is excited by a cosinc function with the same frequency to^. In that case, a multiple-order pole of the fornr __ 1s2 B" + ol12 appears in the L:place transform of the output. This term gives rise to a time response B 2ro ' stn 'ot that increases without bound as I increases. Physically', o^ is the natural frequency of the system. If the input frequency matches the natural lrcquency, the system resonates and the output grorvs without bound. An example is the lossless (nonresistive) LC circuit. A system rvith polcs on the imaginary axis is sometimes called a marginally stable system. 3. Simple Poles in the Right Half Plane. If the system function has poles in the right half plane, then the sys:em response is of the form 268 The Laplace h*(t) :2lArl explootlcos(oor + po), qr Translorm ) Chapter s 0 Because of the increasing exponential term, the output of the system increases without bound, even for bounded input. Systems for which potes are in the right half plane are unstable, 4.' Multiple-order Poles in the Lefi Half Plane. A pole of order rn in the left half plane gives rise to a response of the form (see entry 7 in Table 5.1) h* = lA*l r- exp [oor] cos (trl*, + pr ), oo ( 0 For negative values ofo1, the exponential function decreases faster than the polynomial t"'. Thus, the response decays as t fuicreaies, and a system with such poles is stable. 5. Multiple-order Poles on the Imaginary Axb, In this case, the response of the system takes the form hk= lAkl t-cos(root + p*) This term increases with time, and therefore, the system is unstabte. 6. Multiple-order Poles in rhe Right Half Plane.Tlre system response is hr = lAol fl exp[ort] cos(orr, + pr), oo ) 0 Because o^ > 0. the response increases with time, and therefore, the system is unstable. In sum. a LTI (causal) system is stable if all iS poles are in the open left half plane (the region of the romplex plane consisting of all points to the left of, but not including. the lo-axis), A LTI system is marginally stable if it has simple poles on the jro-axis. An LTI system is unstable if it has poles in the right half plane or multiple poles on the ,1t'r-axis. .11 SUMMARY . fhe bilateral laplace transform ofr(l) Xa(s) ? a o is defrned by = [ ,(r) exp[ - sr] dr The values of s for which X(s) converges (X(s) exists) constitute the region of convergence (ROC). The transformation r(r) e+ X(s) is not one to one unless the ROC is specifred. The unilateral Laplace transform is defined as X(s) = i Jl ,(r) exp[ - s,] d, The bilateral and the unilateral Laplace transforms are related by Xa(") = X, (s) + Y[.r_(-r)x(r)1.-_. where X*(s) is the unilateral Laplace transform of the causal part of x(r) and.r_(t) is the noncausal part of .r(t). Sec. r 5.11 Summary 269 Differentiation in the time domain is equivatent -ttFrnultiplication by s in the s domain: that is. Ir/r(r]l u1_a',-l = sx(s) -'r(o-) r Integration in the time domain is equivalent to division by s in rhe s domain; that is, ,l )=-x(s) LlI'-t x(t\ar .tJ_. J s - r Convolution in the time domain is equivalent to multiplication in the s domain: that is, y(t) = .r(t) * &(t) er Y(s) = .11'11r,r, . The initial-value theorem allorvs us to compute the initial valuc of the signal and is derivatives directly from X(s): r(')(0') :1g1 [s'*tX(s) - s't(0*) - s"-rr'(0*) r . o ... - sjr(,,-r)(0+)] The final-value theorem enables us to find the final value of ,r(r) from X(s): lg r(,): . - r(l) liru sX(s) Partial-fraction expansion can be used to find the inverse laplace transform of signals whose Laplace transforms are rational functions of s. There are many applications of the Laplace transform: among them are the solution of differential equations, the analysis of electrical circuits, and the design and analysis of control systems. If two subsystems with transfer functions H, (s) and H2(s) are connected in parallel, then the overall transfer function H(s) is H(s)=Hr(s)+l/2(.t') o If two subsvstems rvith transfer functions 11,(s) and Hr(.s) are connected in series, then the overall transfer function II(s) It(s): o e H,(s)Hr(s) The closed-loop transfer function of a negative-feedback system with openJoop transfer function Il,(s) and feedback transfer function Hz(s) is H(s) = . is .r #ifiro Simulation diagrams for LTI systems can be obtained in lhe frequency domain. These diagrams can be used to obtain representations of state variables. The solution to the state equation can be written in the s domain as V(s) : o(s)v(0-) + o(.r)bx(s) Y(s) = 3Y1t1 + dX(.s) 27O. r The Laplac€ Transform Chapter s The matrix rD(s) = (sI - A)-t= glexp[Ar]] is called the resolvent matrix. o The transfer function of a system can be written as H(s)=ctD(s)b+d o 5.12 An LTI system is stable if and only if all is poles are in the open left half plane. An LTI system is marginally stable if it has only simple poles on the jo-axis; otherwise it is unstable. CHECKLIST OF IMPORTANT TERMS Bllateral Laplac€ translorm Cascade lntorconnecfl on Causal pan ol r(r) Contsollel Convolutlon proporty Fecdback lnterconnecllon Flnal-value theorem lnhlal-condltlona generator lnltlal-Yatus theorem tnvenre laplace translorm Klrchholfe cunent law Klrchhotfa Yoltage taw Left halt plane Muluple-ordsr pole Negatlve leodback 5.13 Noncaueat part ot r(r) Parallel lnterconnectlon Partlal-rracff on expanslon Plant Poles o, O(s) Poeltlve lesdback Ratlonai lunctlon Reglon of convergence Slmple pole Slmulatlon dlagram s plane Transler functlon Unllateral Laptace tranelom Zero-lnput reaponee Zereetate rcaponee PROBLEMS 5.1. Find the bilateral laplace transform and the ROC of the following functions: (e) exp [r + l] (b) exp[bt]u(-r) (cl lrl (d) (l - lrl) (e) exp [ -2lr l] (f) t" exp[-l]z(-r) (g) (cosat)u ( -t) (h) (sinhat)a(-t) 52 Use the definition in Equation (5.3.1) to determine the unilateral Laplace transforms of the following signals: (i) .r,(t) = rrect[(r - l)/21 Sec. 5.13 Problems 271 (ii).rr(r) = r,(f) + i 60) Ir] (iii),r(,) = recr[r.l 53. Use Equation (5.4.2) to evaluate thc bilateral Laplace transform of the signals in Problem 5.1. 5.4. The Laplace transform of a signal .r(t) that .X(.t ) is zero for I < 0 is s3+2s2+3s+2 =;.r+^j +1,.1'+b+2 Determine the Laplace lransform of the following signals: (a) y0) = "(i) (b) y0) = tr(t) (c) y(t) = tr( - l) dr (t\ (dl y() = _i. (e) y(r) = (r - l)x(r - D * d';!) rt (f)y(t)=lx(r)dt J6 55. Derive entry 5 in Table 5.1. 5.6. Shorv that y.tt"u(t)t = Oljit,,, o where r(u) = 5.7. f r'-'exp[-rldr Use the property f(a + l) = uf (u) to show that the result in Problem 5.6 reduces to entry 5 in Tahle 5.1. 5.& Derive formulas 8 and 9 in Table 5.1 using integration by parts. 5.9, Use enrries E and 9 in Table 5.1 to find the Laplace transfornrs of sinh(roor)u(t) and cosh (to6r) u (t). 5.10. Determine the initial and final values of each of the signals whose unilateral l-aPlace transforms are as follows without computing the inverse Laplace trartsform. If there is no final value, stale why not, (a)-, t J+A (b) (e I i" * o1; 6 fu.rzi 272 The Laplace (d) Transtorm Chapter 5 sri; s2+s+3 (e)F+4s,+zsE o F:+-, S.fL Find.r0) for thc following laplace tranforms: (a) , s*2 ^ s--s-z (b)#+ (c) 2s3+3s2+6s+4 G,J;xs,+r+2) (d) (e) .', (8) c2 2 ",i+ s2-s+1 f _ 2s7J; f,#= 2s2-6s + 3 s, _ 3s;, rorsffl o) : 7 (BE, u,#6 5.11L Find the following convolutions using laplace transforms: (a) exp[at]z(t) * explbtlu(t), a * b @) exP [at]a(t) * exp [ar]z (r) (c) rect (r/2) * a(t) (d) ,l,(t) r exP[at]z(t) (e) exp [-Dt] z(t) * z (t) . (I) sin (at)z (t) * cos(Dt)u(t) (g) exP[-2r]z(r) rect [0 - 1)/2] (!) [exp(-2.r)z(r) ' + 6(r)] . u(t - r) 5.13. (a) Use the convolution property to find the time signals corresponding to the following I-aplace transforms: r,l #;r- (tr) ("+ @) can you infer the inverse l:place transform of l/(s - a)' from your answers in part (a)? 5.14 We have seen that the outpul of an LTI system can be determined as y(s) = ,rG)X(s), where the system transfer function H(s) is the kplace rransform of the system'i;pulse Sec.5.13 Problems 273 h(t). Ler H(s1 = N(s)/D (s), where N(s) and D(s) are polynomials in s. The roos of N(s) are the zeros of l/(s), while the roors of D(s) are rhe poles. (a) For the transfer function response s2+3s+2 H(r) = _ si sr-i s, _l plot the locations of the polcs and zeros in the complex s plane. (b) Whar is fi(r) for rhis sysrem? Is ft(r) real? (c) Show that if /r(l) is rcal, H(s*) = H*(s). Hence show that if s = s6 is a pole (zero) of l/(s), so is s = sot. That is poles and zeros occur in complex conjugate pairs. (d) Verify that the given H(s) satisfies (c). 5.15. Find the system transfer functions for each of the systems in Figurc P5.15. (/rinr.'You may have to move the pickoff, or summation, point.) r(r) v(,) v (t) Figure P5.15 5.16. Draw ihe simulation diagrams in the first and second canonical fornrs for the LTI system described by the transfer function HG) .G, =,, #|.ri-, ,rl The LaplaceTranslom Chapter 5 5.17. Repeat Problem 5.16 for the system described by H(s) = sl+3s+l s3+3s2+s 5.1& Find the transfer function of the syslem described by 2Y"(t) + 3Y'(t) + aYQ) = u'(t) - x(t, (Assume zero initial conditions.) Find the system impulse response. 5.19. Find lhe transfer function of the system shown in Figure P5.19. ,r4(s) /15 /I, (s) (s) IJ2(s) /Ir(s) tigure P5.19 520. Solve the following differential equations: y'(t) + 2y(t) = u(t). Y(0-) = I y'(t) + 2y(t) = (cosr)z(t). y(0-) = I y'(t) + 2y(t) = exp[-3r1il(). y(0-) = I /(,) + 4y'(t, + 3/(,) = u(,), y(0-) = 2.y(0-) : I y"(t) + 4y'(t) + 3y(t) = exp[-3t]a(t). y(0-) = 0. y'(0-) = I (I) y-(r) + 3y'(t) + 2y'(t) -6r(r) = e*1-21uftr. y(0-) =y'(0-) =.v10-) = 0 s2L Find the impulse response i () for the systems described by the following differential equatiom; (a) y'(t) + 5Y() = r(t) + 2t'(t) (b) y"(r) + 4y'(t) + 3-v(r) = Zr(t) - 3x'(t) (c) y-(t) + y'(t) - Zy(t) = x'(r) + ,r'(t) + 2r(t) szL One major problem in systems theory is syslem identification. Obsewing the oulPut of an (a) (b) (c) (d) (e) LTI system in response to a known input can provide us with the impulse res?onse of the system. Find the impulse response of the syslems whose inPut and outPuf are as follows: #,_ Sec. 5.13 Problems 275 (s) -r(t) = 2exPl-2rlu(tl y(r) = (1 -, + exp[-,1 + exp[-Z])z(r) (b) .r(t) = 2x 11; y(t) = n() - exp[-2r]rr(r) (c) .r(t) = exP [-2rla(t) y(r) = exp[-r] - 3 exp[-2r])u(r) (d) r(r) = s11; y(r) = 0, - 2 exp[-3r])z(r) lel r(tl = 71111 y(r) = exp[-2r] cos(4r + 135")z(r) (f) r(r; = 3u,1r, y(t) = exp[-4r][cos(4t + 135') - 2sin(4r + 135")]r(,) 523. For the circuit shown in Figure P5.23, leto.(0-)=lvolt.ir(0-)=2anrperes,and.r(r)= zO. Find y(t). (lncorporate the initial energy for the inductor and the capacitor in your transformed model.) l.lH Flgure P523 For the circuit shown in Figure P5.24, let o.(0-) = I volt, ir(0-) = 2 amperes, and.r(r) = u(t). Find y(). (Incorporate the initial energy for the inductor and rhe capacitor in your transformed model.) + r'(, ) Figure P524 525. Repeat Problem 5.23 for r() = (cosr)u(l). s26. Repeat Problem 5.24 forx(l) = (sinZ)z(r). szt. Repeat Problem 5.23 for the circuit shown in Figure P5.27. 5r& Consider the control system shown in Figure P5.28. Forx() = u(r). //,(.s) = K,andlrr(s) = l/(s(s + a)), find the following: (a) Y(s) (b) y() for( = 29,a = 5,a = 3, and a = I Consider the control system shown in Figure P5.29. Let x(t) = Au(t) The Laplace 276 Transform Flgure P527 Iigure PSJS H.k) Ugure P52!l H.(") = s* 1 s I II(s) = sf2 (a) Show that lim y(; = 4. (b) Determine the error (c) signal e(t). Does the system track the input if H.(s) = (d) Does the system work if H.(s) = ffi, - ,1, u*r, U If not, why? Find exp [At] using the Laplace transform for the following matrices: (,) A:[l N 61 Fr -rl e=[z o] ,", n=[l (,,) A=ti ?] I r ool tel l=l-t l rl L-r o ol ?] fz 1ll ro n=lo 3 rl Lo -r rl Chapter 5 Sec. 53L 5.13 Problems Consider the circuit shown in Figure P5.31. Select the capacitor voltage and the inductor current as state variables. Assume zero initial conditions. (a) Write the state equations in the transform domain. (b) Find l/(s) if the input r(r) (c) What isy(t)? is the unit step. Elgure P53l Use the L:place-transform method to find the solution of the following state equations: , [;it]l [-t -3][;;8] [t[s.]l [l] , [;i[l]l [? -l][18] [;:[s-]l : t-?l = = = Check the stability of the systems shown in Figr,re P5.33. .n 5 s "+2 s *? ?+r ;;t ?, Flgure PS33 Chapter 6 Discrete-Time Systems INTRODUCTION In the preceding chapters, we discussed techniques for the analysis of analog or continuoui-time signals and systems. In this and subsequent chapters, we consider corresponding techniques for the analysis of discrete-time signals and systems. Discrete-time signals, as the name implies, are signals that are defined only at discrete instants of time. Examples of such signals are the number of children born on a specific <tay in a year, the population of the United States as obtained by a census, the interest on a bank account, etc. A second type of discrete-time signal occurs when an analog signal is converted into a discrete-time signal by the process of sampling. (We will have more to say about sampling later.) An example is the digital recording of audio signals. Aoother example is a telemetering system in which data from several measurement sensors are transmitted over a single channel by time'shaing. In either case, we represent the discrete-time signal as a sequence of values x(t,), where the t, correspond to the instants at which the signal is defined. We can also write the sequence as x(n), with a assuming only integer values. As with continuous-time signals. we usually rePresent discrete-time signals in functional form-for example, .r(n) = ].o.rn (6.1.1) only over a finite interval, we can list the values of the signal as the elements of a sequence. Thus, the function shown in Figure 6.1.1 can Alternatively, if be written as 278 a signal is nonzero Sec.6.1 lnlroduction 279 \'(,l) Egure 6.1.1 Example of a discretetime sequcnce. .r(r ) = l'I I I 3 t+'z':'o'o' (6.t.2) ;) 1 where the arrow indicates the value for n = 0. In this notatron. it is assumed that all values not listed are zero. For causal sequences. in which the [irst entry represents the value at n = 0, we omit the arrow. The sequence shown in Equation (6.1.2) is an example of a .l'inite-lengtft sequence. The length of the sequence is given by the number of lerms in the sequence. Thus, Equation (6.1.2) represents a six-point sequence. 6.1.f Classification of Discrete-Time Signals As rvith continuous-timc sigrrals. discrctc-tinrc signals catt bc classified into different categories. For examplc, we can define the encrgy of a discre tc-time signal r(n ) as N E = lrm The average power of lhe signal P ,I^ (6.1.3) l..tn)l' is =,[i. ,,f ,i,l't'rl' (6.1.4) The signal x(n) is an energy signal if E is finite. It is a power signal if E is not finite, but P is finite. Since P = 0 when E is finite, all energy signals arc also power signals. However, if P is finite, E may or may not be finite. Thus, not all power signals are energy signals. If neither E nor P is tinite, the signal is neither an encrgy nor a power signal. The signal:(n) is periodic if, for some integer N > 0, x(il + N) = r(n) for all n (6.1.s) The smallest value of N that satisfies this relation is the fundamcntal period of the signal. If there is no integer N that satisfies Equation (6,1.5), x(rr ) is an aperiodic signal. Example 6.1.1 Considcr the signal x(n) = I sin(2rrlon + $o) Then Discrete-Time Systoms Chapt€r 6 x(n + N) = A sin(2t fo(n + N) + 0o) = A sin(2r fon + $o) cos(2nf6N) + A cos(Zr fnn + $o)sin(2tfiN) Clearly, .r (n + N) rvill be equal to : (n ) if N=im where rn is some integer. The fundamental period is obtained by choosing ra as the smallest integer that yields an integer value for N. For example, ifro = 3/5, we can choose zl = 3togetN=5. O-n rhe other hand, if /o = f4, ry *itt not be an integer, and thus, .r(n ) is aperiodic. Let x(n ) be the sum of two periodic sequences rr (n ) and xr(n ), with periods Nr and N, respectively. Let p and q be two integers such that PNr=qNr:N Then .r (6.1.6) (z ) is periodic with period N, since .r(n + N) = xr(n *pNr) + 4(n + qNr) = rr(rr) + xr(n) Because we can always find integers p and 4 to satisfy Equation (6.1.6), it follows that the sum of two discrete-time periodic sequences is also periodic. Erample 6.19 Let '(') = ""'(T). ''(T.;) It can be easily verified, as in Example 6.1.1, that the two terms in.r(z) are botb periodic with perioG Nr = 18 and N2 = 14, respectively, so that x (n ) is periodic with period N = 126. The signal r(n ) is even if x(n\ and is odd : 11-n7 for all z (6.1.7) if x(n) = The even part of x(r) -r1-r) for all n (6.1.8) can be determined as 1 x"(n):;b@) + r(-z)l (6.1.e) whereas its odd part is given by xo@) =l1rr- x(-a)l (6.r.10) Sec.6.1 281 lntroduclion 6.1.2 Tranformations of the Independent Variable For integer values ofk. the sequence x(n - k) repfesents lhe sequence.r(n) shifted by k samples. The shifr is ro rhe righr if k > 0 and ro the left if k < 0. Sinrilarly, the signal _r( -n ) corresponds to reflecting -r(n ) around the timc origin n = 0. As in the conlinuous-time case. lhe operations of shifting and reflecting are not commutative. While amplitude scaling is no different than in the continuous-timc case, time scaling must be interpreted with care in the discrete-time case, since thc signals are defined only for integer values of the time variable- We illustrate this by a ferv examples' Example 6,1.3 Lct (n) = 'rz rn, "- " and suppose we w nI to find (i) 2r(5rrl3) and (ii) r(2rr). With r'(n ) = 2t(5rrl3). we havc r(0) = 2t(0) = 2.t'(l) = 2r(5/-3) = 0.r(2) = 2.t(l(1,/l) = = 2r(5) = 2cxp(-5/2).v(a) = zt(10/3) = (, ctc' t 0. .v(3) Here we have assumed that -r(n ) is zero i[ n is not an integer. lt is clcar ]hat the general expression for y(n ) is rr = 0, 3, 6, etc, y(n ) = otherwise Similarly, with z (n ) = x(zn), wc have z(o) = r(0) = 1. The general expression for z(l) z = r(2) = exp[-11, z(3) = x(6) = cxp[-3], (n ) is therefore .(,,) = ,,' {;:or etc' ;:3 The preceding example shows that for discrete-time signals, time scaling does not yield just i stretched or compressed version of the original signal, but may give a totally different waveform. B3arnplg 6.1.4 [-t ..(r) = ft. n even t_r, nodd Then t'in) = x(V11 = 1 for all n Discrete-Timo 282 Systems Chapier 6 F rnrnple 6.1.6 Consider the wavelorm shown in Fig. (6.1.2a), and let y(,)=..(-i.3) .r ( ,(i ) rr) (b) ^Fi * i) .(-3) Flgure r(-n/3 6.12 Signals for Example 6.1.5 (a) r(a), (b) r(n/3), (c) r(-al3), and (d) + 2/31. We determine y(a) by writing it as ,(r)=r[-?] We first scale r(.) by a factor of 1,/3 to oblaih r(n/3) and then reflect this about the vertical axis to obtain r(-n/3). The result is shifted to the right bJ two samples to obtain y(n ). These steps are illustrated in Fies. (6.1.2bF(6.1.2d). The resulting sequence is y(r) = [-2, 0, 0, 0, 0,0, 1, 0, 0, 2, 0, 0, -11 t 6.2 ELEMENTARY DISCRETE-TIME SIGNALS Thus far, we have seen that continuous-time signals can be represented in terms of elementary signals such as the delta function, unit-step function, exponentials, and sine and cosine waveforms. We now consider the discrete-time equivalents of these signals. We will see that these discrete-time signals have characteristics similar to those of their Sec. 6.2 283 Elementary Discrete-Time Signals continuous-time counterparts, but with some significant differences. As with continuous-time systems, the analysis of the responses of discrete-time lincar systems to arbitrary inputs is considerably simplified by expressing the inputs in terms of elementary time functions. 62.1 Discrete impulse and Step Functions We define the unit-impulse function in discrete time as 6(,) = {;: :;i (6.2.1) in Figure 6.2.1. We refer to E(z) as the unit sample occurring at n = 0 and the shifted function 6(n - /<) as the unit sample occurring at n = lc. That is, as shown u(" - o) : {l: :;I (6.2.2) Whereas 6(n ) is somewhat similar to the continuous-time impulse function 6(t), we note that the magnitude of the discrete impulse is always finite. Thus. there are no analytical difficulties in defining 6(n ). The unit-step sequence shown in Figtre 6.2.2 is defined as ,,(r):{l: ;.3 (6.2.3) The discrete-time delta and step functions have properties somewhat similar to their continuous-time counterparts. For example, the first dffirence of the unit-step function is u(n) - u(n If we compute the sum from -oo to n of the we get the unit step function: 6(n - l) = 6(r) 6 function, (6.2.4) as can be seen 6(, ) from Figure 6.2.3, - t) kn (b) Ilgure 6.2.1 (a) The unit sample of E function. (b) The shifted 6 function. u(n) tlgure 6.22 function, Thc unit step 2U Discrete-Time Systems Chapier 6 ln t. I I (a) Flgure (b) 623 Summing the 6 tunction. (a) a < 0. (b) z > 0. .i.,,: {?' ;:l (6_2.s) = u(n) By replacing kby n - k, we can write Equation (6.2.5) i t-0 as ut, - k) = u(n) (6.2.6) From Equations (6.2.4) and (6.2.5), we see that in discrete-time systems, the first difference, in a sense, takes the place of the first derivative in continuous-time systems, and the sum operator replaces the integral. Other analogous properties of the 6 function follow easily. For any arbitrary sequenoe x (z ), we have x(n ) E(r - k) : x(k) 6(n - k) (6.2.7) Since we can write .r(n) as x(n) = "' + x(-l) 6(n + 1) +.r(0) 6(n) +.r(1) 6(n - 1) + "' it follows that ,(r)= ir(/<)s(n-l<) l' -r (6.2.8) Thus. Equation (6.2.6) is a special case of Equation (6.2.8). 6.2.2 ExponontialShquencee The exponential sequence in discrete time is given by x(n) = grn (6.2.e) where, in general, C and o are complex numbers. The fact that this is a direct analog of the exponential function in continuous time can be seen by writing c e9, so that : r(n)=g"w' For C and a real,.r(n) increases with increasing n if have a decreasing exponential. (6.2.10) lcl > l. Similarly. if lal < l, we Sec. 6.2 n5 Elementary Discrete-Tlme Signals Consider the complex exponential signal in continuous timc, .r(t): (6.2.1r) Cexp[itoot] Suppose we sample.r(t) at equally spaced intervals xf x(n) = gexp[loroln to get the discrete-time signal (6.2.12) ] By replacing ool in this equation by f,ln, we obtain the complex exponential in discrete time, x(n) = Cexp[i0oz] (6.2.13) Recall that oo is the frequency of the continuous-time signal x (t ). Correspondingly, we will refer to flo as the frequency of the discrete-time signal x(z ). It can be seen, however, that whereas the continuous-time or analog frequency or0 has units of radians per second, the discrete-time frequency (lo has units of radians. Furthermore, while the signal x(r) is periodic with period 'l' = 2r/aofor any too, in the discrete-time case, since the period is constrained to be an intcger, not all values of On correspond to a periodic signal. To see this, suppose;(n) in Equation (6.2.13) is periodic with period N. Then, since x(n) = x(n + N), we must have ejltoN = | For this to hold, OoN must be an integer multiple of 2n, so that OoN = m 2r,m = 0, +1, a2, etc. or fb 2r m N Ior m any integer. Thus, r(n) will be periodic only it {lr/2n is a rational number. The period is given by N = 2rm/Oo, with the fundamental period corresponding to the smallest possible value for rn. &anple 6.2,1 Irt x(n) l7t : exn[ , 1 zJ so that 7 = 2n18N=^ Oo Thus, the sequenc€ is periodic, and the fundamental period. ohtarned by choosing rn = 7' is given by N = 18. Discrete-Time 286 Systems Chapter 6 Exarrple 6.2.2 For the sequence ,(") *o[, ?] = we have q= 2tr 7 l8rr which is not rational. Thus, the sequence is not periodic. lrt x.(n) define the set of functions +2, ... (6.2.r4) k = 0, - gi*t\'n =1, with Oo = 2n/N, so that rr(r,) represents the kth harmonic of fundamental signal .r, (n ). In the case of continuous-time signals, we saw that the set of harmonics expljk(2t/T)tl, k : 0, +1, !2,... are all distinct, so that we have an infinite number x1,(n) of harmonics. However, in the discrete-time case, since x*tN(n): si$+N,:a = ,i2zn 4kzin = x{n) (6.2.1s) there are only N distinct waveforms in the set given by Equation (6.2.14). These correspond to the frequencies f,)1 :Ztrk/Nfork =0, 1,...,N- l. Since dlp*y= dlo+. 2n, waveforrns separated in frequency by 2n radians are identical. As we shall see later, this has implications in the Fourier analysis of discrete-time, periodic signals. Esample 6,2.3 Consider the continuous-time signal 2 r(l) = ) Lwhere co = l, cr = (l + il) = cl,, Let us sample:(t) and c, = uniformly at a rate f c*d^'i' -2 cl, = 312. = 4 to get the sampled signal 2 r1z; = ) c*dr'i to k=-2 = f I--2 ,re,ro* where .f!o = aQn/3). Thus, x(n ) represents a sum of harmonic signals with fundamental period N = 2tm/Ao. Choosing rn = 4 then yields N = 3. Il follows, therefore, that there are only three distinct harmonics, and hence, the summation can be reduced to one consisting only of three terms. To sEe this, we note that, from Equation (6.2.15), we have exp (i 2flra) = exp(-i0on ) and exp(l(-2()on)) = exp(ifha), so thal grouping like terms together gives Sec. 6.3 Discrete-Time Systems 287 I x(n) = ) t--l duetL'i' where do= 6.3 co= l.d, = c, )- t' ,= -1 * i),a ,= c-r + c, - -, - i)= al DISCRETE-TIME SYSTEMS A discrete-time system is a system in which all the signals are discrete-time signals. transforms discrete-time into discrete-time system inputs outThat is, a discrete-time puts. Such concepts as linearity, time invariance, causality, etc.. which we defined for continuous-time systems carry over to discrete-time systems. As in our discussion of continuous-time systems, we consider only linear, time-invariant (or shifi-invariant) systems in discrete time. Again, as with continuous-tirne systems, we can use either a timc-domain or a frequency-domain characterization of a discrete-time system. In this scction, we examine the time-domain characterization of discrete-time systems using (a) the impulseresponse and (b) the difference equation representations. Consider a lincar, shift-invaria n t, discrele-tinrc system with input x(n). We saw in Section 6.2.1 that any arbitrary signal .t(n) can be written as thc weighted sum of shifted unit-sample functions: -r(n)= ) x(t)E(n-l<) t = (6.3.1) -o It follows, therefore, that we can use the linearity property of lhe system to determine its response to.r(n) in terms of its response to a unit-sample input. kt i(n) denote the response of the system measured at time n lo a unit impulsc applied at time zero. If we apply a shifted impulse 6(n - k) occurring at time k, then. by the assumption of shift invariance, the response of the system at lime n is given by /r (n - k). If the input is amplitude scaled by a factor r(k), then, again, by linearity. so is the output. If we now fix a, let k vary from -- to or, and take the sum, it follows from Equation (6.3.1) that the output of the system at time n is given in terms of the input as y(,)= i x(k)h(n-k) t=-D (6.3.2) As in the case of continuous-time systems, the impulse responsc is determined assuming that the system.has no initial energ,y; otherwise the linearity property does not hold (why?), so that y(z), as determined by using Equation (6.3.2), corresponds to only the forced response of the system. The right-hand side of Equation (6.3.2) is referred to as the convolution surl, of the two sequences r(n) and h(n) and is represented symbolically as r(n) * &(z). By replacing kby n - k in the equation, the output can also be writtcn as Discr€t+Time Systems Chapter 6 y(n)= ) x(n-k)h(k) k= -a = h(n) * x(n) (6.3.3) Thus, the convolution operation is commutative. For causal systems, it is clear that h(n):0, n<0 (5.3.4) so that Equation (6.3.2) can be written as tl y(n)= ) x(k)h(n-k) i- (53.s) -o or, in the equivalent form, y(n)=)r(n-k)h(k) (6.3.6) l=0 For continuous-time systems, we saw that the impulse response is, in general, the sum of several oomplex exponentials. Consequently, the impulse response is nonzero over any finite interval of time (except, possibly, at isolated points) and is generally referred to as aD infinile impube response (IIR). With discrete-time systems, on the other hand, the impulse response can become identically zero after a few samples. Such sptems are said to have a Jinite impulse response (FIR). Thus, discrete-time systems catr be either IIR or FIR. We can interpret Equation (6.3.2) in a manner similar to the continuous-time case. For a fixed value of n, we consider the product of the two sequences .r(t) and h(n - k),where h(n - k) is obtained from ft(&) by first reflectingh(k) about the ori- ginandthenshiftingtotherightbynifnispositiveortotheleftby lnlifzisnegative. This is illustrated in Figure (6.3.1). The output y(x) for this value of z is determined by summing the values of the sequence x(k)h(n - k). n(t) (b) i(a - l) (c) 6J.l r(t<)lt(a - *) (d) Figure Convolution operation of Equation (6.3.2). (a) e(t), (c) h(n - k), and (d) r(&)&(z - &). r(k), (b) Sec. 6.3 289 Discrete-Time Systems " We note that the convolution of h(n) with 6(n) is, by definition, equal toi(n).That is, the convolution of any function with the 6 function gives back the original function. We now consider a few examples. f,rqrnple 63.1 When an input.r(n ) = 36(r output is found to be - v@ 2) is applied lo a causal, lincar time-invariatrt system, the =,li).'0" n>2 Find the impulse response h(n ) of the system. By definition, /r(a) is the response of the system to the input 6(n). Since the splem is LTI. it follows that h(nl -\y(n + 2) We note that the output can be wrilten as ,,,, = lr(l)'-'),a rt * ;)"'" [; (- so that ,", = :[(-;)" . (])"1.,,, Example 0-92 L.et r(n) = o"1n', h(n): $'u(n) Then y(n) Since =) aru(k)p'-tu(n u(k) = 0 for k < 0, and u(n - kl = 0 for y(r) = i l -0 & - k) > n, we can rewrite the summation as olpa-r = p" ) (op-,)^ t-0 ClearlY,Y(n)=0ifr<0. Forn z0,if o = g,wehave y(n)=9'ittl=(n+l)P" If c + p, the sum can be put in closed form by using the formula (see Problem 6.5) Discrete-Time Sysiems Chapter 6 ),,,r='l:--s::"-, a*t Assuming that ag (6.3.7) -l + l. we can write y(z) =iPa, I - ("P-')1.' gil-{-' l-oP-t = o-P As a special case of this example, let of this system obtained by setting c c = l, so that r(fl) is the unit step. The step response = I in the last expression for y(z ) is I - p'tl ytr,/=-l_p In general, as can be seen by letting r(z) : u(nl in Equation (6.3.3), the step response of a system whose impulse response is fr(z) is given by st,r)= j att) k--r (6.3.8) For a causal system, this reduces to stn)=jrt*) I .(l (6.3.e) It follows that, given the step response s(a) of a system, we can find the impulse response as h(n) = s1r) - s(n - 1) (6.3.10) xample 6.3.3 We want to find the step response of the system with impulse response h@ = 2(:) *,(?,),", By writing &(n ) as o(,) = it follows from the [(]",'')'* (l"-,'r)'],t"r Iast equation in Example 6.3.2 that the step response is equal to ,,., = which can be simplified as s(n) f:$;{.' l r-r"" - (l:' ).'.1,,,,, t-1e-t' I =2. i;(l)'.',(T,). n>o Sec. 6.3 Discrete-Time System. 291 We can use Equation (6.3.1 responsc as pulse ft(n) = 51r,; -.r(n = - l) '.,,('l ,) (i)"'."(? J,, A(l)" (" - ,)) which simplifies lo lhe expression for ft(n) in the problem srarement. The following examples consider the convolution of two finite-length sequences. Brerrrple 6.8.4 be a finite sequence that is nonzero for n e lN,,Nrl and h(n) be a finite sequence that is nonzero for n e [N,, Nnl. Then for fixcd n, h(n - /<) is nonzero for k e ln- Nn,rr - N.'1. whereas r (k ) is nonzero only for li e lN,.Nr],sothattheproductr(k)lr(n - k) iszero if rr - N, < N, or i[a - No > Nr.'l hus,y(n ) is nonzero only for n e [N, + Nr, N, + N.rl. Let M = N, - N, + I be the length of the sequence.r(n ) and N = No - Nr + I be the length of the sequence /r(n ). The length of lhe sequence r,(rr). which is (N, + &) (Nr + Nr) + I isthusequal to M + N - l.Thar is, the convolurion of an M-point sequence and an N-point sequence rcsults in an (M + N - l)-point scqucnce. Let r(n) Example 63.5 Let h(n) : ll. 2,0. - l, I I and -r(z) = 11, 3, - l, -21 be trvo causal sequences. Since i(n) is a five-point sequence and.r(z) is a four-point sequencc, from the results of Example 6.3.3, .y (n ) is an eight-point sequence that is zero for r ( 0 or a > 7. Since both sequences are finite, we can perform the convolution easily by setting up a table of values of h(k) and x(n - k ) for thc relevant valucs o[ n and using y(r)=i h(k)x(n-k) as shown in Table 6.1 Thc cntries for r(n - /i ) in lhe table are obtained by first reflecting .r(k) about the origin to form r(-t) and successively shifting thc resulting sequence by I to the right. All entries not explicitly shorvn are assumed to hc zero. The output y(z) is determined by multiplying the entries in the rorvs corresponrling to & (& ) and .r(r - * ) and summing the results. Thus, to find y(0), multiply the entries in rorvs 2 and 4; fory(l), multiply rows 2 and 5; and so on. The last two columns list n and r,(n), respectively. From the last column in the table, we see that _v(n ) : ll. s,5, -5, -6,4. l. -21 Example 6.8.6 We can use an alternative tabular form lo dctermine y(a ) hy noting that y(n) = h(o\x(n) + ,l(l)x(x - l) + h(2).r(n - 2) +--+ ft(-l)-t(n + l) + l,(-2).r( + 2) +... 292 Discrele-Time Systems Chapter 6 ABLE 5.1 onYoluuon Table ,o, Erample 6.3.4. -3 -2 -1 v(n, 72 13 h(k) r(,t) r(-k) .t(l - k) x(2 - k) x(3 - k) -t -2 3 3r -1 i -2 -t x(-k) r(s - t) r(6 - /<) r(7 - 0l l5 25 3-5 4-6 54 61 t7-2 1 -l -2 0 -l -l -2 -2 1 3l -1 3 I 3 -2 -l 3 -2 -l -2 -1 1 k) I 3 We consider the convolution of sequences l! h(n)-- l-2,2,O, -1, It and .r(z) = l-1,3, -1,-21 The convolution table is shown in Table 6.2. Rows 2 through 5 lisr.r(n - /<) for lhe relevantvalucsof t, namely, & = -l,0, 1, 2, and 3. Values of ft (t ): (n - ft ) are shown in rows 7 through ll, and y(n ) for each n is obtained by summing these entries in each column. TABLE 6.2 Conyolutlon Table ,or ErEmplo 6.3.5. .t (z + 1) x(n) .r(z x(n x(n - l) - (0)r(n ) ft(l)r(z h(2)x(n h(3)x(n v(n, -1 -1 3-l -t 2) 3) h(-l)r(n + 1) /l -2 - 2) - 3) -6 -2 1) 3 -2 -1 -t -1 3 -l 24 6-2 00 -l -2 -l 3 -2 -1 -2 -4 I -8 -2 3 0 0 0 -3 -1 I 2 3 -1 -8 4 I -2 -2 Finally, we note that just as with the convolution integral, the convolution sum defined in Equation (6.3.2) is additive, distributive, and commurative. This enables us to determine the impulse response of series or paratlel combinations of systems in terms of their individual impulse responses, as shown in Figure 6.3.2. Sec. 6.3 293 Discrete-Time Systems ffi-@* (a) i,(tl) h1l,t) h20tl i,(n) i,(l) (c) Iigure 6J.2 Impulse responses of series and parallel comhinations' E-a'nple 63.7 Consider the system shown in Figure 6.3.3 with ft'(n ) = E(z) - a6(n - l) o,ot = (l)""<"t \(n) = a"u1n) ho@\=(n-l)u(n) [o (n) h10') h2h'1 h3@) h5(,') Flgure 633 System for Example 6.3.7. 294 Discrete-Time Syst€ms Chapt€r 6 and fts(n) It is clear : 51r; + n u(n - I) + D(n - 2) from the figure that To evaluate h(n) = 1r,1n1 * h2(n) * hr(n) * lhr(n) - ho@)l h(n\, we first form the convolution hr(tt) * fir1n1 ^, hr(n) * hr(n) = [6(n) - a6(n - 1)] * a' u(nl = a" u(n) - a' u(n - l) = 6(n) Also. h'(n) - h'@) =:[i]:,:'i;,'l;l -2) - (n - '|)u(n) so that n(n) = 6(n) * hr(n) t [6(n) + 6(zr - 2) + u(n)l = h(n) + hr(n - 2) + sr(n) where sr(n) represents the step response corresponding to hr(n). (See Equation (6.3.9).) We have, therefore, /l\",t /t\,-2u(n-2) -i\l/ + /!\l+\2) h(^)=\2) which can be put in closed form, using Equation (6.3.7), *@=(i) 6.4 as ,@-2)+2u(n) PERIODIC CONVOLUTION In certain applications, it is desirable to consider the convolution of two periodic sequences r,(n ) and:r(n), with common period N. However, the convolution of two periodic sequences in the sense of Equation (6.3.2) or (6.3.3) does not converge. This rN + m in Equation (6.3.2) and rewriting the sum over k as can be seen by letting k a double sum over r and m; : a o N-t y(n)= ) x,(k)xr(n-e)= > )r,(dv+m)xr(n-rN-m) k=-,--@ m-o Since both sequences on the right side are periodic with period N, we have - N-l y(n)= ) )x,(m)rr(n-m) r= -a m=0 For a fixed value of /r, the inner sum is a constant; thus, the infinite sum on the right does not converge. Sec. 6.4 Periodic Convolution 295 ln order to get around this problem. as in continuous_ timc, wc define a different form of convolution for periodic signals, namely, periodic convolution: N-t y(n)= ) t,(k)xr(n-k) (6.4.1) '{l Note that the sum on the right has only N terms. We denote thts operation 4 v(n) = x,(n) By replacing k by n - €r -r2(n as ) (6.4.2) k in Equation (6.4.1), we obtain the equivalent form, /V-l .y(,,): ) x,@-k)xr(k) I (6.4.3) ={l We emphasize that periodic convolution is defined only for sequences with the same period. Recall that, since the convolution of Equation (6.3.2) rcpresents the output of a linear system. it is usual to call it a linear conyolution in order to distinguish it from the convolution of Equation (6.4. I ). It is clear that y(n) as defined in Equation (6.a.1) is periodic. since y(n+ N)= 5'rr,, + N-t)rr(&)= v(n) for0sr (6.4.4) < N l. It can also be easily verified so that y(n ) hastobe evaluated only that the sum can be laken over any one period. (See Problem 6.12). That is, - N,,+N-l l= ,, The convolulion operation of Equation (6.4.1) involves the shifrecl sequence rr(n - *), which is obtained from.rr(n) by successive shifts to the right. ll()wevert we are interested only in values of n in the range 0 < n -: N - l. On each succcssive shift, the first value in this range is replaced by the value at - l. Since the sequcnce is periodic, this is the same as the value at N - l, as shown in the example in l.'igure 6.4.1. We can assume, therefore, that on each successive shift, each entry in lhc sequence moves one place to the right, and the last entry moves into the first place. Such a shift is known as a periodic, or circular, sirifl. From Equation (6.4.1), ylnl can be explicitly written as y(rz) =,r,(0).rr(z) + r,(1).rr(n - l) + ..' +r,(N - l).t.(n - N +'1) We can use the tabular form of Example 6.3.6 to calculate y(rr ). However, since the sum is taken only over values of n from 0 to N - l, the tablc has to have only N columns. We present an example to illustrate this. f,gernple 6.4.1 Consider the convolution of the periodic exlezsioru of two sequcnccs: r(n)=11.2.0,-ll and ft (n )= {1. 3. - I . - 2l Discrele-Ti me 296 r (n) Systems Chapter 6 | I r(z - l) Flgure 6.4.1 Shifting of periodic sequences. It follows that y(a ) is periodic with period N = 4. The convolution table of Table 63 illustrates the steps involved in determining y (n ). For n = 0, 1, 2, 3, rows 2 through 5 list the values ofr(z &) obtained by circular shifts r(n). Rows 6 through 9list the values of h(k)x(n k). The oputput y(n ) is determined by summing the entries in each column corresponding lo these rows. - - TABLE 6.3 Perlodlc Convoludon o, Erampte 6.4.1 ) x(n - l) x(n-z) x(n -3) /l (o).r(n ) ft(l):(z - l) h(z)t(n - 2) ft(3)r(n - 3) v(n) .r(n 1 -1 0 2 I -3 0 -4 -6 20 12 -1 -1 0 I 0-t 20 36 I -1 02 67 2 1 -1 0 -2 -2 -5 While we have defrned periodic convolution in terms of periodic sequences, giver two finiteJength sequences, we can define a periodic convolution of the two sequences in a similar manner. Thus, given two N-point sequences r,(n ) and rr(n), we defrne their N-point periodic convolution as N-t l, r,(k)xr(n 4@) = l-0 where rr(n - &) denotes that the shift is periodic. - k) (6.4.6) Sec. 6.4 n7 Periodic Convolution ln order to distinguish y(n ) discussed in the previous section from yr(n )'y(n ) is usually refcrred to as the llnear convolution of the sequences .r, (a ) and -r,(n ). since it corresponds to the output of a linear system driven by an input. It is clear that yr(n ) in Equation (6.4.6) is the same as the pcriodic convolution of the periodic extensions of the signals x;(n) and xr(n ), so that v/,(n) can also be considered periodic with period N. If the two sequences are not of the same length, we can still define their convolution by augmenting the shorter sequence with zeros to make the two sequences the same length. This is known as zero'Podding or zero-augmentation. Since zero-augmentation of a finiteJength sequence does not change the sequence. given two sequences of length N, and Nr, we can define their periodic convolution. of arbitrary length M. denoted ll o@)l*, provided that M > Max [Nt, Nrl. We illustrate this in the following example. Example 6,42 Consider the periodic convolution of lhe sequences h(n) = ll.2' 0, -l' ll and.r(n) = We can find the M-point periodic convolution of the two I l. 3. - I , - 2l of Example 6.3.5. > the sequences appropriatcly and following the prozero-padding sequences for M 5 by cedure of Example 6.4.1. Thus, Ior M = 5, we form x"(n ) = (1, 3. so that both h(n) and x.(n) - are five points long. 1. -2, 01 It can then casily be veritied that lv,(n )ls = ls' 6' 3' -5' -61 Comparing rhis result with y(n ) obtained in Example 6.3.4. we note that while the ftrst three values ofylz) and lr,r(n )ls are different, the next two values are the same. In fact, tv,(o)ls = .v(o) + v(6), t/e(l)L = v(l) + v(7)' lJoQ\l -- v(2) + v(8) Ir can similarly be verified lhat the eight-point circular convention of r(z) and ft(z) obtained by considering the auBmenled sequences x,(n ) = ll, 3, -1, -2,0, 0, 0, 0l and h"(n) = 1t,2,0, -1, l,0,0,0l is given by 1Yr(n)h = which is exactly the same as ll' s' s' -s' -6'4't' -2]1 y(n ) obtained in Example 6.3.5. The preceding example shows that the periodic convolution lr@) ol two finitelength sequences is related to their linear convolution y,(n ). We will exPlore this relationship further in Section 9.4. 4E J.5 Discrete-Time Systems Chapler 6 DIFFERENCE-EQUAT]ON REPRESENTATION OF DISCRETE-TIME SYSTEM Earlier, we saw that we can characterize a continuoui-time system in terms of a differential equation relating the output and its derivatives to the input and its derivatives. The discrete+ime counterpart of this characterization is the difference equation, which, for linear, time-invariant systems, is of the form M ) t-0 aoY@ - k): t)oox1n-t<'1, a>o -o (6.s.1) where ao and bo are known constants. By defining the operator Dky(n): y(n - k) (6.s.2) we can write Equation (6.5.1) in operator notation as NM )-0 aoDk y(n) = l-0 ) toDk x(n\ (6.s.3) & Note that an alternative form of Equation (6.5.1) is sometimes given NM 2ooy(.n + t-0 k): > box(n+ k), &-0 n>0 as a (6.5.4) In this form, if the system is causal, we must have M s N. The solution to either Equation (6.5.1) or Equation (6.5.4) can be determined, by analogy with the differential equation, as the sum of two components: the homogene()us solution, which depends on the initial conditions that are assumed to be known, and tlre particular solution, which depends on the input. Before we explore this approach to finding the solution to Equation (6.5.1), let us consider an alternative approach by rewriting that equation as =;l2u"a- o,- -t ap@ - q] (6.s.s) In this equation, x(n - &) are known. lf y(n - /<) are also known, then y(n) can be v@ determined. Setting z = 0 in Equation (6.5.5) yields v(o) : ; [r4 r",-o, - -i., +rt-tl] (6.s.6) The quantities y(-&), for k = 1,2,..., N, represent the initial condirions for the difference equation and are therefore assumed to be known. Thus, since all the terms on the right-hand side are known, we can determine y(0). We now let n = I in Equation (6.5.5) to get yrr) = * [_tr-,,, - k) -j,,rrr - &)] S€c. 6.5 Difference-Equation Repr€sentation ol Discrete-Time Systems 299 and use the value of y(0) determined earlier to solve for y(l ). This process can be repeated for successive values of n to determine y(n) by iteration. Using an argument similar to the previous one, we can see that the initial conditions 1). Starting with these inineeded to solve Equation (6.5.4) are y(0), y(1), ..., y(N tial conditions, Equation (6.5.4) can be solved iteratively in a similar manner. - Example 65.1 Consider lhe difference equation y@ -ly(n - 1) * |rt, -, = (i)"' n )0 with y(-2) = o Y(-l) = I Then t{d =tot{n- u - irt, - r,. ())" so that 7 'ott' r)-lvt -2)+1- 4 y(l) = 31t<ol lr,- , -:=12 r'(o) = y(2) = lrtrr - rr83* 8)(o) a= u etc. Whereas we can use the iterative procedure described before to obtain y(n) for several values of n, the procedure does not, in general, yield an analytical expression for evaluating y(a ) for any arbitrary n. The procedure, however, is easily implemented on a digital computer. We now consider the analytical solution of the difference equation by determining the homogeneous and Particular solutions of Equation (6.5'l). 6.6.1 Eomogeneoue Solution of the Difference Equation The homogeneous equation corresponding to Equation (6.5.1) 2orY@-t)=o =0 is (6.s.7) & By analogy with our discussion of the continuous-time case, we assume that the solution to this equation is given by the exponential function 300 Dlscrete-Time yo(n) = Systems Chapter 6 Aa' Substituting into the difference equation yields II =0 a2Aa"-& :0 Thrs, any homogeneous solution musl satisfy the algebraic equation )aoa-k=O (6.5.8) t=0 Equation (6.5.8) is the characteristic equation for the difference equation, and the values of a that satis$ this equation are the characteristic values. It is clear that there are N characteristic roots.rl, c2, ..., ax, and these roots may or may not be distinct. If they are distinct, the corresponding characteristic solutions are independent, and we can obtain the homogeneous solution yr(n) as a linear combination of terms of the type ci, so that ytb) : Aro'i + A2ai + ..- + Ana,|, (6.5.9) If any of the roots are repeated, then we generate N independent solutions by multi- plying the corresponding characteristic solution by the appropriate power of n. For example, if c, has a multiplicity of P,, while the other N - P, roots are distinct, we assume a homogeneous solution of the form + Arna'l + "' * Ap,nP,-ts'i + Ar,*ta[,*r + ... + Anai, yn@) = z{raf trranple 6.5.2 Consider the equation y@) -Ey@- r1 + fr(z - 4 - *cy@- 3) = o with. y(-l)=6, y(-2)= 6 y(-3) = -2 The characteristic equation is r-|1"-'+f"-' -Loa=o or o,-Eo,*i"-*=o which can be factored as ("-)("-i)("-i)=. (6.5.10) | Sec. 6.5 Diflerence-Equation Representation ol Discrete-Time Systems gOi so that the characteristic roots are tlt or=i, "r=), ar=4 Since {hese roots are distinct, the homogeneous solulion is of the form nt t = e,(l). n,(1)'. r,(l)" Substitution of the initial conditions then gives the following equalions for the unknown constants .r4 r, ./42, and z4r: zAt+3A2+4A3=6 4At+9A2+164=6 8At + nAz + 64A, = -) The simultaneous solution of these equations yields Ar=7, n,= -l:, A.,=: The hornogeneous solution, therefore, is equal to vd) E:varnple -?G) T(]I i(ii 653 Consider the equation .5 y(n) - ll + iy@ -.1) S@ - z) - -iey@ - 3) = 0 with the same initial conditions as in the previous example. The characteristic equation is 5lr. l-4o-'*ro-'-rUo-'=0 with roots llt 9t=i' (lz=i, Therefore, we write the homogeneous solution v^(") = A,(:) ar=4 as . n*(:)^. r,(i)' Substituting the initial conditions and solving the resulting equarions gives 951 At=4, At=2. /r=-g Discrete-Time 302 Systems Chapter 6 so that the homogeneous solulioo is y^@ =z(r)" . ?0'- ;(i)' 6.62' The Particular Solution We now consider the determination of the particular solution for the difference equation NM 2ooy@-k):>box(n-k) *-0 (5.s.11) t=0 We note that the right side of this equation is the weighted sum of the input x(n ) and is delayed versions. Therefore, we can obtain lr@), the particular solution to Equation (65.11), by first determining y(n ), the particular solution to the equatirn 2 oot@ - k) = x(n) (6.s.12) l=0 Use of the principle of superposition then enables us to write M 4@)=luoyln-*7 ,(-t) (6.s.13) To find y(n), we assume that it is a linear combination of x(n) and its delayed versions 1), x(n 2), etc. For example, if .r(z) is a constant, so is x(n k) for any k. Therefore, !(n) is also a constant. Similarly, if .r(z) is an exponential function of the form p", y(z) is an exponential of the same form. If .r(z - - - x(z) = sin(f,n then x(n - k) = sinf,h(n - *) = cos(hk sinf,lon - sin0ok cos0on Correspondingly, we have y@)=esinOon+Bcosf,)oz We get the same form for y (z ) when x(n) : "ot 61o' We can determine the unknown constants in the assumed solution by substituting into the difference equation and equating like terms. As in the solution of differential equations, the assumed form for the particular solution has to be modified by multiplying by an appropriate power of n if the forcing function is of the same form as one of the characteristic solutions. Erarnple 6.6.4 Consider the difference equation yol -llo - r) + |r(z - 2) = 2sinff Sec. 6.5 Ditlerence-Equalion Bepresentation ol Discrete-Time Systems 303 with initial conditions .y(-1)=2 and y(-Z)=4 We assume the partrcular solutlon to be trb)=Asin!+ acosnl Then l,@ - l): e (1 -21)', sin -r * ' "o"" ' '', By using trigonometric identities, ii can easily be verified lhat nt . (n-- - l)zr -cos, 2 ano sln cos - -, l)rltn'sln 2 (n so that to@' l) = - Acosn; Similarly. yr(n - + o sin"l 2) can be shown to be ),p@ - 2) = -21)n -/.o.(' = -esinll - * Brin(' ,')' ecosll Substitution into the difference equation yields ?-ir - |a).i,t-. (,. i^ - lr)co''f - 2.inf Equating like terms gives the lollowing equations for the unknorvn constants A anl.i B: n-3r-lo=, 48 B+ 3l iA -*B=0 Solving these equations srmultaneously, rve obtain ^=iT and ,=-31 so that the particular solution is t,,(z; = lD'in"i' - il *'t'I To tind the homogeneous solution. we wriic thc characteristic equiltion for the difference equation as 304 Discrete.Tim€ Syslems Chapter 6 3ll-a"-'+rc-z=0 Since the characteristic roots are ar=41l ano ,r=i the homogeneous solution is n<a= e,(!) so that lhe tolal solution is ,(,.) =,l,(i) . ",(;)'. . "(i) H''T - H*T We can now substitute the given initial conditions to solve for the coNtaDts dr and z{, as n,= -fi and Ar=+ so that v(n) = -r" fi)' . 1r(;)' . 1?,',T - H *,? Example 6.6.6 Consider the difference equation y@ -lyrr - rt + lrtn - 2) -- x(n) + jrla - r) sith x(n) = 2"in\ From our earlier discussicn, we can determine the particular sotution for this equation in terms of the particular solution yr(z ) of Example 6.5.4 as I y(n)=yp(n)+)t,@-r) = = ll2 stnt nt 96cos-rnr +. 56srn. (z - l)zr- 48 (n - lln 85EJ E 2 85 "*--l74stn nr __ 85 - 152 n7t cos 'E5- 2 Sec. 6.5 Systenrs Ditlerence-Equation Representation ol Discrele-Time 305 6.6.3 Determination of the Impulse Responee We conclude this section bv considering the determination o[ the irnpulse response ot systems described by the differencc equation. Equation (6.5.1 ). Rccall rhar the impulse response is the response of the svstem to a unit sample input rvith zero initial conditions, so that the impulse response is just the particular solution to thc dift'erence equation when the input .r(n ) is a 6 function. We thus consider thc cquation j n^,r1, (=(t - /.) = li=t) i h^6(n - k) (6.5.14) withy(-1), y(-2), etc., set equal to zero. Clearly, f.or n > M, the right side of Equation (6.5.14) is zcro. so that we have a homogeneous equation. The N initial conditions required to solvc this equation are y(M),y(M - l), ..., y(M - N + l). Sinceiy'> M for a causal systcnr. we have roderermine only y(0), ) ( l ), ..., y(M). By successively letting n take on lhe values 0, 1. 2 .... M in Equation (6.5.14) and using the fact that y(k) is zero if ll < 0. we get the set of M i I equations; j 2 orYb t=t) - k\ = br i = 0, 1, 2. "' . M (6.s.15) or equivalently, in matrix form. ao 0 0 hn atoo0 (6.s.16) d ttt ou_t oo_ [:] _b .t The initial conditions obtained by solving these equations are now used to determine the impulse response as the solution to the homogeneous equltion i"o''('-e)=0' l=o n>M (6'5'17) Eromple 6.6.6 Consider the syslem y(a) - sy(n N = 3 and M tion to ihe cquarion so that .v(n) - - l) * l.rt, - 4 - t)oy|- 3) =.r(,rr . l.r(n - = l. It follorvs that the impulse 5r,(rr - l)* jrfr,- lt - and is therefore o[ the form (scc Example 6.5..\ ) r) responsc is dctcrmined as thc solu- ,lnr(,, - 3t rr. ,r z: Discrete-Time 306 . h@ = A,(;) ^"(:).,.(i)' Sysiems Chapter 6 n>2 The initial conditions needed to determine the constants ,/4 | . Ar, and A, arc y( - I ). y(0). and y(1). By assumption. y(- t) = 0. We can determine y(0) and y(l) by using Equation (6.5.16) to get r,tr ,] [-, til sothaly(0) = I y(l) =19/12. Us€ of lhese initial conditions gives the impulse response as ,r, = _i0).. ,,r,(jI. This is an infinite impulse response as i(l).. n = o defned in Section 6.3. Example 6.6.7 Consider the following special case of Equation (6.5.1) in which all the coefficients on the lefthand side are.zero except for ao, which is assumed to be unity: M y(n)=)brx(n-kl (6.s.18) I "0 We let x (n ) = 6(n ) and solve for y(z ) iteratively to get y(o) = bo y(l) = Dr y(M) = bu Clearly. y(rt ) = 0 for n > M, so that h(nl = lbo. bt, b2, .... bgl (6.s.le) This result can be confirmed by comparing Equation (6.5.18) with Equation (6.3.3). which yields ft(ft) = b1. The impulse response becomes identically zero afler M values. so thal the system is a finite-impulse-reponse system as defined in Section 6.3. 6.6 SIMULATIONDIAGRAMS FOR DISCRETE-TIME SYSTEMS We can obtain simulation diagrams for discrete+ime systems by developing such diagrams in a manner similar to that for continuous-time systems. The simulation diagram in this case is obtained by using summers. coefficient multipliers. and unit delays. The Sec. 6.6 Simulation Diagrams lor Oiscrete-Time Systems 307 first two are the same as in the continuous-time case, and the unit delay takes the place of the integrator. As in the case of continuous-time systems, we can obtain several different simulation diagrams for the same system. We illustrate this by considering two approaches to obtaining the diagrams, similar to the two approaches we used for continuous-time systems in Chapter 2. In Chapter E, we explore other methods for deriving simulation diagrams. Erample 6.6.1 We obtain a simulation diagram for the system described by the difference equation y(n) If - l) - 0.25y(a - 2) + 0.0625.v(n - 3) = r(n) + 0.5 x(n - 1) - .r(n - 2) + 0.25.t(r - 3) - 0.25y(n (6.6.1) we now solve for y(n ) and group like terms together. we can write y(n) = r(z) + D[0.-5x(n) + 0.25y(n)l + Dzl- x(n) + 0.25y(n)] + D3[0.25 r(r) - o.062sy(n)] where D represents the unit-delay operator defined in Equation (6.5.2). To obtain the simulation diagram for this system, we assume that y(n) is available and first form the signal - 0.0625 y(n) We pass this signal through a unit delay and add -r(a) + 0.25 -vQr) to form ua@) = 0.25 ur(n) : p19.25 *(n) - x(n) 0.M25 y(n)l + [-.r(n) + 0.25,v(n )] We now delay this signal and add 0.5 .r(n ) + 0.25 y(n) to it to get a2(/u)= D2l0:Er(n)-0.0625y(n)l + If D[-r(n) +0.25y(n)] + [0.5x(n) we now pass or(rr ) through a unit delay and add r(n), + 0.25y(z)] we get u,(n) = 2r1g.2tr(n)-0.06?5y(n)l + D'z[-.r(z) + 0.25y(n)] + D [0.5 .r(z) + 0.25 y(n )] + r(r ) Clearly, o,(z) is the same as y(n ), so that we can complete the simulation diagram by equating the two expressions. The simulation diagram is shown in Figure 6.6.1. Consider the general Nth-order difference equation y(n) + ary(n - 1) + ... + ary(n - N) = bax(n) + brx(n - l) + ... + b^,.r(n - N) (6.6.2) By following the approach given in the last example, we can construct the simulation diagram shown in Figure 6.6.2, To derive an alternative simulation diagram for the system of Equation (6.6.2), we rewrite the equation in terms of a new variable u(n) as Discrele-Time 308 Systems Chapter 6 .r(n) ,r(z) Flgure l-] + u; (a) 6.6.1 Simulation diagram for Example =y (z) 6.6.1. x(n) -r'( z Figure 6.6,2 Simulation diagram for discrete-time ) svstem of order N. N u(r)+)a,u(n-j):r(n) (6.6.3a) i=t ,v y(n):lbSt(n-m) (6.6.3b) m-0 Note that the left side of Equation (6.6.3a) is of the same form as the left side of Equation (6.6-2), and the right side of Equation (6.6.3b) is of the form of the right side of Equation (6.6.2). Sec. 6.6 Simulation Diagrams for Discrote-Time Systems To verify rhal these two equations are equivalent to Equation (6.6.2). rvc substitute Equation (6.6.3b) into the left side of Equation (6.6.2) to ohtain )(r) * j=l t aty(n -r, : = Z, b,,,u(n ttt= -,r) * i o,lf,,,o,,,u{u - ^ - r,] m\ + .,- n] ,i),u^I,, _r,"r, - =lb_x(n-m\ where the last step follows from Equation (6.6.3a). To generate the simulation diagram, we first determine the diagram for Equation (6.6.3a). If we have o(n ) available, we can generare o(n - 1). u(n - 2), etc., by passing u(z) through successive unit delays. To generate o(n ), we note from Equation (6.6.3a) that N u(n) - y1n7 - )a,u(n - j) i=r (6.6.4) To complete the simulation diagram. we generate _v(n ) as in Equation (6.6.3b) by suitably combining a(n).fln - l), etc.. The complete diagram is shorvn in Figure 6.6.3. r(z)-+ Figure 6.63 Alternative simulation diagram for Nlh-order svstem. Note that both simulation diagrams can be obtained in a straightforward manner from the corresponding difference equations. Erample 6.62 The alternative simulalion diagram for the system of Equation (6.6.I ) is obtained by writing the equation as t(nl - O.Zltt(n ' l) - 0.251(r - 2) + 0.0625r,(rr l) - t(l) Discrets-Time 310 Systems Chapter 6 and y(nl = aln) + 0.5x,(r - 1) - o(n - 2) + 0.?5a(n - 3) Figure 6.6.4 gives lhe simulation diagram using these two equations. Ilgure 6.6.4 Alternative simulation diagram for Example 6.7 6.6.2. STATE-VARIABLE REPRESENTATION OF DISCRETE-TI ME SYSTEMS As with continuous-time systems, the use of state variables permits a more comPlete description of a system in discrete time. We define the state of a discrete-time system as the minimum amount of information needed to determine the future output states of the system. If we denote the state by the N-dimensional vector v(n)= [u,(a) oz@). ' ,r:x@)l' (6.7.1) then the state-space description of a single-input, singe-output, time-invariant, discretetime system with input x(z) and output y(n ) is given by the vector-matrix equations (6.7.2a) v(n+1)=Av(n)+bx(a) (6.7.2b) y(n)=cv(n)+dx(n) rvhere A is an N x N matrix, b is an N X l column vector, cis a I x Nrow vector, and d is a scalar. As with conlinuous-time systems, in deriving a set of state equations for a system, we can start with a simulation diagram of the system and use the outputs of the delays as the states. We illustrate this in the following example. Erample 6.7.1 Consider the problem of Example 6.6.1, and use the simulation diagrams that we obtained (Figures 6.6.1 and 6.6.4) to derive two state descriptions. For convenience, the two dia- Sec. 6.7 31 State-Variable Representation ol Oiscret€-Time Systems 1 grams are repealed in Figures 6.7.1(a) and 6.7.1(b). For our first dcscription. we use lhr.' outputs of the delays in Figure 6.7.1(a) as states lo get ) = ur(n) +.r(,r) rr,(n + l) = az@) + 0.25.r,(n) + 0.5r(r) = 0.25ur@) + u,(l) + 0.75r(rt) (ti.7.3a ) .l'(n u,(n + l) = u.(n) + 0.25i(r,) - (6 7 x(,?) = Q.fJ1,(n) + u.(n) - 0.75.r(rt o.,(z + l) = -0.625Y(n) + 0'25r(n) = -O.M2Sut@) + 0.1875.t(n ) (6.7.3c) ) (6.7.3d) .r(n) r,, .'J(a) r (rr) (r)----r +(br Figure thr 6.7.1 Simulation diagrams for Exampls ().7 1 . Discret€-Time ln vsstor-matri.\ format. vr,r+ Systems Chapter 5 lhese equations can be lvritlen as fo.zs 1ol [o.zs I l)=l.,.zs 0 t lv(zt+ l-o.zs lxtnt L o.oozs o o-l [o.rszs-] l,(n) : [l 0 0l v(n) + g.7.4) r(n) so that r ol [o.zs [o.zs I 5=lo.zs 0 ll 5=l-0.7sl, "=U 0 01. d=r Lo.rsTs] [-o.r.rozs o o.l (6.7.s) As in continuous time, rve refer to this form as ihe first canonical form. For our second representation, we have. from Figure 6.7.1(b), itrln'1 02,r' + t) = i{n) itrln + t1 = (6.7'6a) (6'7.b) l) = -o.o625ir(n ) +o.25i2b) + 0.25ir(n ) +r(n) y(n) = o.25iln) - ir(n) + 0.5ir(n) + i3(n + l) 6.(n + = -0.1875i,(n) -0.7562@) +0.75ir(n) +.r(n) (6.7.6c) (6.1.a) rvhere the last step follows by substituting Equation (6.7.6c). In vector-matrix format, we can rvrite 1 ol [o-l o r lltnt+lo l..tnt I o i(n +r)=l 0 o.2sl [-o.oozs o.2s y(r) = [-0.1875 -0.75 so that 0.7s] i(n) o r ol t ^ n=l o o I l. o.zs) Lrl + .r(n ) lol b=lol. L,l c=[-0.187s -0.75 0.7s], d=r L-o.oozs o.2s G.7.7) (6.7.8) This is thc second canonical form of the state equalions. By generalizing the results of the last example to the system of Equation (6.6.2), we can show that the first form of the state equations yields -at I "' O- tl' -:'0...: , c= , --o" O ": ; [: :: :l ;] d=bo g.,.e) Sec. 6.7 itl State-Vanable Representalion orDiscreie-Time Systems J whereas for the second form, we get 0 I n 0 0 I 0 t:ll 'Ll A= I 0 b n - llt -a:,t_l --aN - T a,rh,, bx-r - c= .aru-rhu b, - d=b' (6.7. r0) arb,, These two forms can be directly obtained by inspection of the diffcrence equation Figures 6.6.2 and 6.6.3. I.€t v(z+l)=Av(z)+bx(n) t-rr (6.7.11) Y(n)=cv(n)+dx(n) and (6.7.t2) i(n+1)=Ai'(n)+br(rr) .v(n)=6i(n) +2x@) be two alternative state-space descriptions of a system. Then thcrc cxists a nonsingular matrix P of dimension N x N such that (6.7.13) v(a) -- Pi(n) It can easily be verified that the lollowing relations hold: A=pAp-r. u=p-'t, i=cP, i=a (6,7.14) 6.7.1 Solution of State-Space Equatione We can find the solution of the equation v(r + 1) = Av(n) + br(n), n=0: v(0) = by iteration. Thus, setting n = 0 in Equation (6.7.15) gives v(l)=Av(0)+bx(o) For n : l, we have v(2):Av(l)+bx(l) : A[Av(o) + br(0)l + bx(l) = A'?v(0) + Ab.r(0) + bx(l) vu (6.7.1s) 314 Dlscrete-Time Systems Chapter 6 which can be written as v(2) : azr1s, * j j-o o'-'-'*1r'1 By continuing this procedure, it is clear that the solution for general z is v(n ): a'"16; +!l'-i-'u,g1 j'o $'7'16) The first term in the solution corresponds to the initial-condition response, and the second term, which is the convolution sum of An-r and bx(z), corresPonds to the forced response of the system. The quantity An, which defines how the state changes as time progresses, represents the state-transition matrix for the discrete-time system O(n). In terms of tD(n), Equation (6.7.16) can be written as a-l v(n):q1r;v(o) + )a(z i'o -l- l)bx(7) $.7.1t) Clearty, the frrst step in obtaining the solution of the state equations is the determination of A". We can use the Cayley-Hamilton theorem for this PurPose. Example 6.79 Consider the system ur(n + 7) = ar(n + ll or(n\ ll = Sr,(r) (6.7.18) - Oar(n) + x(n) y(z) = u'(n ) By using.the Cayley-Hamilton theorem as in Chapter 2, we can write 4" = ao(z)I + c'(n)A Replacing A in Equation (6.?.19) by its eigenvalues, co(n) (6.7.19) -l *a I, leads to the equations - ,l",t,= (-l)' and c1(z)+1","r=(1)' so thal oo(n)=3(i)'.i(-il or(z)=;(i)'-;l;l Sec, 6.7 State-Variable Bepresentation ol Dlscrete-Time Syslems Substituting into Equation (6.7.16) gives 315 l il rlrl*r(-zl.1 ;l rl ^ [ilil::.rl -a\-zl r\a/ Lo\a/ G72., Example 6.7.3 t us determine the unit-step response of the system of Example 6.7.2 for the v(0) = [l -llr. Substituting into Equation (6.7.16) gives Le v(z) = 4' [-',] case whcn . i n'-' '[f]t'r -i(-])"-'l :ril.:(-)l [ *[i(i)"' = .3(-l)"'l L :o'-:(-)l.*Li(i)'.' Putting the second term in closed form yields '' [.i[;] .i[il].[i.i[i -lli] The first term corresponds to rhe initial-condition response and thc second term to the forced response. Combining the two terms yields the total response: [s z! r r\n zz ttl'1 ",,,=[;j[]l=l;_X)_;{ _i)l( Ls ra\ z/ rs\+/J I n>0 (672,, The output is given by y(a)=u,(n)= ;.?(-1)'-it(l),', r,=0 (6'?.22) We conclude this section with a brief summary of the propertics of the state-transition matrix. These properties, which are easily verified. are sontewhat similar to the corresponding ones in continuous time: l. rD(n + 1) = Ao(n) (6.7.23a) 2. o(0) = 1 (6.7.23b) ] iiie: g-,i"[ ;1.i - - i] li$f'ft'rrigeJ,11ir r:iii i.j*-5i6-f+.---'-:--"--'--' A ,.u, tFI I .1. -t Dlscrele-Time Systems Chapter 6 Transition property: o(n 4. Inversion ' - /<) -- o(tt - i)@(i - k) (6.7.21c) property: o-'(n ) = o(-z) if the inverse exists. (6J.23d) Note that unlike the situation in continuous time, the transition matrix car be singular and hence noninvertible. Clearly, Q-t(r) is nonsingular (invertible) only if A is nonsingular. 6.72 Impulse Rosponse of Systems Describod by State Equations We can frnd the impulse response of the system described by Equation (6.7.2) by setting v,, = 0 and x(z ) D(n ) in the solution to the state equation, Equation (6.7.16), to get : v(n)=a'-t6 The impulse response is then obtained from Equation (6.7,2b) (6.7.24) as ft(n):3a'-tb+dE1n; (6.1.?s) Example 6.7.4 The impulse response of the system of Example 6.7.2 easily follows from our previous results as [z /r\'-' - 1/-1\'-' I /rY-' - 1/-1Y-'l 'iff ii. tI .ti :i ;i L:iij ] =i(i)"-i(-l)'-" 'r=o h(n"'\, (6'7'261 STABILITY As with continuous-time systems, an important property associated with discrete-time systems is system stability. We can extend our defrnition of stability to the discrete-time case by saying that a discrete-time system is inpuVoutput stable if a bounded input produces a bounded output. That is, if lx@)lsu<thcn ly(n)l <r<- (6.8.1) S€c. 6.8 Stability ol Discrele-Time 7 r1 By using a similar procedure as in vcrr . c.,s'.-,,, ",..'l a condition for stability in terms ot tne system lmputse rcsl,(rr'.( . ' , r,, .:rl.,Lt impulse rcspurlsL: l(rr), let.r(l) bc such that l.r(rr)i '-,!/. Thurr .v(rr) isgrrut by the convolution sum: -v(n)= k') hk)x(tr-k\ ((r.tt.2 t -'. so that lv(n)l = | >,1(k)t(rr k=-* -k)l s ) ltttll lr(n - k)l t= -t < /vr > l/r(A.)l l=-z Thus, a sufficient condition for the system to bc stable is tltaL ilr must be absolutely summable: that is, ) la1tll , impulse response " '" (6.rj.3 ) That it is also a neccssary condilii,n can lre seen hy considcrir'r ,' itr[rui thc boundecl signal x(/<) : sgnUr(n - t)1. or equivalcntly, .t(n - k) '- 'r,til(A')1, with corresponding outpul i'(n): ) ,' l(/<)sgn[r(/<)1= ) k=-r lr,1r r ^ Clearly, if &(n) is not ahsolutely summable,v(a) will be unhotrn.i For causal systems, the condition for stability bccomes i lrroll .- ',1. (6.{i...1) We can obtain equivalent conditions in terms of tlte locatiorrs trl r r elt:ttitt jclistic val' ues of the syslem. Recall that for a causal systern described hr ;, ,l,i';ct-cnce equati(rn, the solution consists of termsof tltelbrnrnro",* - 0. 1,.... ful . \', lr(.r\' ct Licnotcs I chiracteristic value of multiplicity I/. lt isclearthat if l<rl == l.thc r!11,,)i,ir'is not l-rotrndcd for all inputs. Thus, for a systcnl to be stahle, irll the charirctl. lr\rrr' ,':llues rnusl ltavc magnitude less than l. That is. thcy ntust all lie inside a circlc ol Ltr, r. ' r'utlitts ir the cornplex plane. Forthe statc-r'ariable represcntilt i()n, lvL'sawthatthr-solutit'r: itl't'ttdsonthestarr'transition matrix A". The fornt ol A" is detcrmined b1/ thc cigr:rr' ;tlucs or charr.clct:\tic values oI the nlatrix A. Suppose wc obtain the dill'crcircr' !(lLli]tii)!l r:c'lating t tc outputy(r)totheinput.t'(r,)byclirninatingthcstatevariahlL:,tIrrtL:.quirtiorrs(6.7.Ja) and (6.7.2b). It can hc verified that the characterislic valttcs ol ttri.; r.,:uatirlF rrre cxacr.ly OlscretFTlme - 818 Systems ChaPter 6 the same as those of the matrix A. (We leave the proof of this relation as an exercise for the reader; see Problem 6.31.) It follows, therefore, that a system described by state equations is stable if the eigenvalues of A lie inside the unit cfucle in the complex plane. Example 68.1 Determine if the follos'ing causal, time-invariant systems are slable: (i) Sptem with imPulse response [,(-])'. z(])'],t,r ,(,) = (ii) System described by the difference equation v@ -* v@ - D - lvrl, - q + !t@- 3) = :(n) + ?t(n - 2) (itt)System described by the state equations [r 1l -ll,r,. ,r,*,r=ll, La a.l [i]", rr'r=[r -3]"' For the frnt syttem. we have ,i_ lrr,ll =,;.,O'* r(l)" = u *; so that the systems is stable. For the second system, the characteristic equation is ., - !r1o, - l" *I =, and the characteristic roots are qr E: 2,a, = -112 and c, = l/3. Since l"r | > t, ttris sys' tem is unstable. It can easily be verified that the eigetrvalues of the A matrix in the last syBtem are equal to 3/2 t i 1/2. Since both have a magnitude Sleater than l, it follows that the sys' tem is unstable. a a a A discrete-time (DT) sipal is delined only at discrete instants of time. A DT sigral is usually represented as a sequence of values .r (z ) for integer values of z. A DT signal .r(n) is periodic with period N if x(n + N) = x(n ) for some integer N. S€c.6.9 r Summary 319 The DT unit-step and impulse functions are related ,1n1 as = j altt k- -o 6(n) = a1r; o . r o o r u(n - l) Any DT signal .t(n ) can be cxpressed in tcrms of shifted impulse functions ,@)= . - The complex exponential nal number. as L r(k)s(r-k) t'-a r(n) = exp [l0,,n ] is periodic only if Au/Zr is a ratio- The set of harmonic signals r* (n ) = exp [/.O,,n ] consists of only N distinct waveforms. Time scaling of DT signals may yield a signal that is completely different from the original signal. Concepts such as linearity, memory, time invariance, and causality ir DT systems are similar to those in continuous-time (CT) systems. A DT LTI system is completely characterized by its impulse response. The output y(n) of an LTI DT system is obtained as the convolution ofthe input x(z) and the s)'stem impulse response h(n ); y(n)=h(n)*x(n): i n61r1r- n,7 ,ttd_, o o The convotution sum gives only the forced rcsponse of the system. The periodic convolution of two periodic sequences x,(n ) and rr(r) N-l .r,0, &)rr(k) .r,(n) el xz@) = - ) l'0 r An altemative representation of a DT sptem l.l N is in terms of the difference equation (DE) > bPh2ooY@-t)= l-0 A-0 is k)' n:-0 o The DE can be solved either analytically or by iterating from known initial condi- o r . tions. The analytical solution consists of trvo parts: the homogeneous (zero-input) solution and the particular (zero-state) solution. The homogeneous solution is determined by the roots of the characteristic equation. Thc particular solution is of the same form as the input r(rr) and its delayed versions. The impulse response is obtained by solving the system DE rvith input.r(a) = E(r) and all initial conditions zero. The simulation diagram for a DT system can be obtained f rom the DE using summers, coefficient multipliers, and delays as building blocks. The state equations for an LTI DT system can be obtained fronr the simulation diagram by assigning a state to the output of each delay. The equations are of the form 32q L,r:scrare-Time Systems Chapter 6 v(rr + 1) = Av(rr) + b-r(n) .v(rt) - cv(rr) )- :(n) As in the CT case, for a given DT s1,stem, we can obtain several equlvalent simulatioo diagrams and, hence; several equivalent statc re presentations. The solution of the state equation is v(n) = 61r;v(n) + y(n) = cv(n rr..l ),=(, ibin - i - l)b.r(7) ) + dr(n) rvhere O(n) = 4' state-transition matrix and can be cvaluated using the Cayley-Hamilton theorem. The following conditions for tlre BIBO stability of a DT LTI system are equivalent: is the o (a) ) k=-t la(*)l <- (b) The roots of the characteristic cquation are inside the unit circle. (c) Thc eigenvalues of A are inside the unit circle. 6 10 CHECKLIST OF IMPORTANT TERMS Cayley-Hamllton theorem Characterlstc equailon Coefllclent multlpller Complex oxponenilal Convolutlon sum Delay Dlflerenco equallon Dlecrete-tlme slgnal Homogeneous solutlon lmpulse responae 6.1 1 Partlcular solutlon Perlodlc convolutlon Perlodlc slgnal Slmulatlon dlagram State equallons State varlables Summer Trsnsltlon matrlx Unlt-lmpulse luncllon Unlt-step functlon PROBLEMS 6.1. F'or thc discrstc-time signal shorvn in Figurc (a) .r(2 - rt) (tr).r(3rr * 4) (c) .r(i rr + l) / ,, I tl\ / (e) .r (a t) lo),r(- I P6.1. sketch each of the following: Sec. 6.11 321 Problems Flgure -.1 (I) P6.l r(n ) for Problem 6.1. x.(n ) (g) .ro(n ) (h) .r(2 - n) + x(3,t Repeat Problem 6.1 - 4) if ,r,l = {- r, i,., -;, - , } ', t Determine whether each of the following signals is periodic, and if it is, find its period. =.,"(T.;) o) r(n) = ''.(1i') -'t(1,) (s) x(n) (c) r(n ) = .'" (lX.) .', (l ") *o[?,] (e) .r(z) = *r[rT,] (d) r(r) = pt, - 2-) 26(n ,i. (e) r(n) =.*(li') . *'(1,) (f) :(n) = -r 3m)l The srgnal x(t) = 5 cos (120r - r/3) is sampled ro yield uniforntlv spaced samples 7 sec onds apart. What values of '/" cause the resulting discrele-timc scquence to be periodic? What is the period? 6.5. Repeat Problem 6.4 if .t (t) = 3 sin l(trrrr + 4 cos 120r. 6.6. The following equalities are used several places in the tex!. Provc their validity. ( | - on (a) i-; 5'o.=,1 n'o [,v rt a=0 | - q ..+I q-l 322 Discrete-Tlme (") i o'= oo',: o'l-', I -(l c * Syst€ms Chapter 6 I 6.7. Such conccpts from continuous-time systems as nrcmory. time invariance, lineariry, and causality carry over to discrete-time systems. tn the following, x(a) refers to the input to a syslem and.v(a) refers to the output. Derermine whether the systems are (i) linear. (ii)memoryless, (iii) shifi invarianr, and (iv) causat. Justify your answer in each case. (o) y(r) = log[.r(n)l O) y(n) = x(nlx(n - 2) (c) y(n) = 3nt(n) (d) y(z) = nx(n) + 3 (e) Y(n ) =:(n - l) (f) y(a) = r(r) + 7:(n - l) (0y(,1)=irttl l-0 (h)y(n)=irtrl t'0 _ o, (r) y(n) = i,;,, 0) y(z) = it,\;rntrrt, - oy (k) y(a) = median lr(n - l)..r(a).r(n + t)l o) y(a) = [:,xi;,, ; :3 (rn)y(n) = [:,;l;,, 6.8. (a) Find ili:; the convolution .y ln) = h(n) r r (n ) of the following [_r _5sn< _l (t):(a)=t,' o=n=4 h(n\ = 2u1nS 0r) x(n) = h(n) = (])",r,t 51n1+ 5(n - rr - (f)',t,1 (Ul) r(a ) = x12; h(a)=1 0s"s9 (rv)'r(n)=(i)"'t'l (v) /r\a * (iJrtrl ft(a,y= 5,111 x(n ) = (])',.,. [(r) = 51r; * ) 0)'",, signals: Sec. 6.11 Problems 323 (vl) -r(n) = nu(n) h(n)= (b) (c, 41n1 - u(n - l0) Use any mathematical software package to verify your resuhs. Plot )(n ) vs n. 6.9' Find the c<rnvolution y (n ) = h(n) * x(n) (a) r(a) = {, -] I -i :}, for each of the foUowing pairs of finite sequenc€s: h(n) = 11, -r. rr,-r} f (b).r('t)= 11,2..1.o.-1.1, hln) = 12,-1,3.1.-21 (c) r(,') = nat = , |,-}} {, j I ,.r} {2.- 1 (d).r(n) = {-,,;,;,-i,,}, (e) Verity your (f) h@) = tt.l,1,r,rl results using any mathematical software package. Plot the resulting y(n ). 6.10. (a) Find the impulse response of ihe system shown in Figure h,(n)=h2@)=(i)"1,) h{n) = u(n) n,ot = G)"at (b) Find the response of the system to a unit-step input. h tl l h2Ot) Flgure P6,10 System for Problem 6.10. 6.1L (o) Repeat Problem 6.10 if ,,t,,r = (l)',t,r h2(a) = 6@) h,1n'1= ho@)= (b) Find the (i)"r,r response of the system to a unit-step input. P6.10. Assume that 324 Discrste-Time Systems Chapter 6 6.12. Let rq (a ) and r.(n ) be two periodic sequences with period N. Show that ) r,(/<)r.(n - &) l=0 = )'r,(k).r3(rr I ',,u k) sequences of Problem 6.9 bv lo the y(a) that you deterrelated 17(n) 6.f3. (a) Find the penodic convolurion .vr(r ) of the flntte-length zero-padding lhe shorter sequence. How mined in Problem 6.9. (b) Veri$ your results using any mathematical software package. 6.1d. (e) In solving differential equations on a computer, we can approximate the derivatives of successive order by the corresponding differences at discrete time increments ?. That is, we replace is d'(t) y(,) = dt with x(nT) y(nT) _ - x((n - t)r) T and z0) dv(t) d2x(t) dt dt2 with z(nr) = tWP - x@r) - ?:((n - \r) + x((n - 2)T) , Use thls approximation to derive the equation you would emPloy to solve the differential equation ,4#*y(t)=x(r) (b) Repeat part (a) using the forward-difference approximation q9:'t((z+1)I)-r(nt) dtT 6.15. We can use a similar procedure as in Problems 6.13 and 6.14 to evaluate the integral of coDtinuous-time functions. That is, if we want to find y()= f,"r(t1dt +r(o) we can write aP =,r, If we use the backward-difference approximation for y(nT) = Tx(nT) + y((n - l\r), whereas the fon*'ard-difference approximation gives y(l)' we get y(0) = ,t(to) Sec. 6.1 1 Problerns 325 'i.\U'f r{(,rr Iill )+ r(,r7t. r.(()} .r(r,l (a) Lisr thcsc irppr()\rntalt()rr l, dcternlinc thc rnlcgrill ()f thc,:i.r:!inuous-time function shown tn Figurc Ptr l5 l r r rn lhe rarrgt, [t). .il. r\ssunrc th;,r ,l . u.02 s. What is the .1. r,i -.rr,r .1..'/t., \rl.r -) 5. (b) Rcpcat part (irl k-,r 7' = (l(ll s. conllncnt ()n vour fesults. ot:r (sccunJs Figure P6.15 lnput for Problem I 6.1-5- 6.16. A better approximation lt-l thc intL.gral in Problem zoidal rule .r,(nf) = 71..1rf) 2 + -r(,l 6..l-5 can hu rrlrtained - I)f ) +.v((, - t)i by the trape- ) Determine the inteeral of the function in Problem 6.15 using this rulc. 6.17. (a) Solvc the following diffcrcnce equations bl,iteration: (i) l(n) +),(x - I) + lolln - 2) =.r(n). n>0 .r'(- l) - 0. -v(-3) - 1. .r(n) = 111,, 1 (ii) l(,r) ](- 1t -'o!@- I){;r'(z -2)=-r(r). ,r>0 rr = r, y(-2) (iil) t,(r ) + .vtn f .v( - l) (iv) .y(n + ](0) = (b) Using t). ,t,t -- (l)',,r,1 - rt + Jltr - 2)=t(n), =0, y l-2 I = tt. l) l, + I ,I' (n.r Qr (v) vQt) = r(n) .r (rr = + ,t,= (l[ I) = x (n) rl x =(l (r, ) 1 - ,r(n - l), ,r=() )= [) u(n) l..r n- l) + Zr(fl.- 2). r=0 J ) = &(r) any rnathematical software package, 20. Obtarn a plot r)l l,(n ) vs. r. verii lour resulls lor'l in lhe range 0 to g26 Discr€te-Time Systoms Chapter 6 6.18. Determine tha characteristic roots and the homogeneous solutions of the following difference equations: (l) r(n) -.y(n - g+)t(n -2) = x(n). n=0 Y(- t) = 0' Y(-2) = 1 - |r,, - rl - l.rt, -2l= x(n)*trrln- t'1. z=0 .Y(- l) = I' Y(-2) = s (lil)y(n) -.v(n - t7*'Or<, -2)= x(n), n >0 .Y(- 1) = l. 1'(-2) = (lt) y(r) 1 1t -it@-D+ S@-2)=r(n). (iv)y(n) v(- 1) = 2. tl Y(-2\ = o - att" - 1)-ry(, Y(- r) = r' Y(-2): - (v) y(a) n>o 2) = x(n), n=0 1 6.19. Fiod the total sotution to the following difference equations: (a) y(n)*|rt, - r)-*yt, - 2)= r(n)*!,6- r'1. if y(- l) = I' (b) y(a) + (c) y(z) (d) y(-Z) : O, and r ;t@ - l) = r(z) * ;lt<n - r) = r(n) x(n) : 2 n =0 cos3-fi if y(- l) :0 /ly a(a) and r(z) = (-2l if y(- t) :I and r(z) = (i);Ol y(n)*flrt, - 11 +frt, -2)=r(n), r,=o ify(-l) = y(-2) = | and rrr= (i)" (e) y(n + 2)-|iy@+r)-fir(z)=:(n)+|r1a+ if Y(1) = Y(0) = o arrd ,r, = r), z>0 (l)" 62t1. Find the impulse response of the systems in Problem 6.18. 621. Find lhe impulse respons:s of the systems in Problem 6'19. 6,til can find the difference-equation characterization of a system wu=ith a given impulse respnse ft(n ) by assuming a difference equation of apPropriate order with unknown coeffit-ients. We can substituie the given A (n ) in the difference equation and solve for the coeffir:ienrs. Use this procedure to finrl rhe difference-equation representation of the system with impulse r".pln* h(n) = ('til"u(n) + (l)'u(n) by assuming that we -v(n) + ay(n and find a, D, c, and /. - l) + by(n - 2) = u(n) + dr(n - 1) Sec. 6.11 Problems 327 6.ani. Repeat Problem 6.22 if or,r= (-l)',,t,r 6J4 We can frnd the impulse response (-j)',r, - rr /r(z) of the system of Equation (6.5.11) by first linding the impulse response fto(a ) of the system 2 t.0 ory(n - (P5.1) k) = x(n) and then using superposition to find M /l(n)=)b,ho@-k) t -0 (a) Verify that the inilial condition for solving Equation (P6.1) is ! v(o) = al (b) Use this method to find the impulse response of the system of Example 5'5.6. (c) Find the impulse responscs of the systems of Problem 6.17 by using this merhod. 6li. Find the two canonical simulation diagrams for the systems of Prohlem 6.17. 615. Find the corresponding forms of the state equations for the systems of Problem 6.17 by using the simulation diagrams that you determined in Problem 6,2.5. 627. Repeat Problems 6.25 and 6.76 for the syslems of Problem 5.1E. 6r& (a) Find an appropriate sei of state equations for the systems describcd by the following difference equations: - fitr" - rl * ]ot<" - z) - iqy@- 3) =.t(n) * (ll) y(n) + 0.70't y(n - l) + y(n - 2) = x(n') * lrO - r1 j.r1n (|ff) y(n) - 3y(n - t) + zt(n - 2) = x(n) (r) y(n ) z1 Find A'for the preceding systems. Verify your results using any mathematical soltware packagc. Find the unit-step response of the systems in Problem 6.2E if v(0) = n. Verify your results using any mathematical software pa:kage Consider the state-space systems with (b) (c) 6g). (a) (b) A= r=[-"]. c=il rt. r/=o (s) Veri$ that the eigenvalues of A are I and - | . o) Let i(n ) = Pv(n). Find P such that the state representation in terms of [i i=li ,l L'-ll o.l i(z) has B2B 63L 631 Discret€-Time Systems Chapter 6 (This.is the diagonal form o[ the srarc cquations.) Find the corresponding values for b. i. d. and i(0). (c) Find the unit-step response ofrhe system representation thal you obtained in part (b). (d) Find the unit-step response of rhe original system. (e) Verify your results using any mathematical software package. By using the second canonical form of the state equations, show thar the characteristic valuesof the difference-equation representation of a system are the same as the eigenvalues of the A matrix in the state-space characterization. Determine which of the following sysrems are stable: (a) "'= {[ll ;-, (b) nr,,=[3', o<a<t(x) otherwise 10. (c) ,,,, _ [(l)""..'. n>o Iz"cosrz. n<o (d) y(z) =:(n) + zx(n - (e) y(z) -2y(n (r) .v(a + z) - l) +y(z * - )16 - 2) = z\ :(n) + x(r - l) - D - lyb - 2) = x(n) t rl -1y@ I rer 1) 'r, + rr = l ? ] 1,",. [_ L-o') i] ,,,,, y(n) = rr olv(z) (h)v(,,+,)=[-l l],r,1.[f] .r,r y@)=tz rlv(a) Chapter 7 Fourier Analysis of Discrete-Time Systems 7.1 INTRODUCTION In the prcvious chapter. wc considcred techniques for the tintr:-dornain analysis oldiscrete-time systems. Recall that. as in the case of continuous-tinre systems. the primary characterization of a linear. time-invariant. discrete-time system that we used was in terms of the response of lhe system to the unit impulse. In this lrrd subsequcnt chapteni, we consider frequency-domain techniques for analyzing discrete-time systems, We start our discussion of these techniques with an examination of thc Fourier analysis of discrete-time signals. As we might suspecl, the results that we ohtain closely parallel those for continuous-time systems. To motivate our discussion of frequency-domain techniqucs, Iet us consider the response of a linear, time-invariant, discrete-time system to a complex exponential input of the form r(n) = ." (7. r.r ) where e is a complex number. lf the impulse response of the system is ft(rl), the output of the system is determined by the convolution sum as y(r)= X lr(/<)r(n-k) *= -- =Z k=-- h?\2,-k z') hG\z-k = (7.t.2) k=-329 ggo Fouri€r Analysis ot Discrete-Time For a fixed 4, the summation is Systems Chapter 7 just a constant, which we denote by H(z): that H(z)= is, i ofo',r-o (7.1.3) H(z\x(n) (7.1.4) l- -- so that y(n) = As can be seen from Equation (7.1.4), the outputy(n) is just the input.r(n) multiplied by a scaling factor I/(e). We can extend this result to the case where the input to the system consists of a linear combination of complex exponentials of the form of Equation (7.1.1). Specifically. let ,v x@)=)alzi (7.1s) It= I It then follows from the superposition property and Equation (7.1.3) that the ouput is N y(a) = arH(zt)zi ) l-l iV = ) b,zi e.t.6) &-l That is, the output is also a linear combination of the complex exponentials in the input. The coefficient bo associated with the function z[ in the output is just the corresponding coeffrcient a* multiplied by the scaling factor H (21). trrample 7.1.1 Suppose we want to find the output of the system with impulse response ar,r = (i).,r,r when the input is x(n) = 2*'2a n To frnd the outpul, we fint find /{(z) = .i (:).. =.4 (i. ,l = ;_ ,_, lj . where we have used Equation (5.3.7). The input can be expressed as *<,t = so that we have . "*eliz],] *, [-, T,] <1 , . Sec. 7.2 Fourler-Series Represontation of Discrete-Time periodic Signals ', = *o[,?]' = ', "-o[-;:u], 331 at=i]'=l and H(;,) = I t - ;exp[-j(2r/3)l H\22) = - -- 1- -- I --- = {?'*or-;*t' = :2z "xpUil, t- rexplj(2n/3)l vt It follorvs from Equation (7.1.5) that the output , O \/t = tan-, 5 is v@= Acxpllol*rl,?,] =:""'(f , * o) * ?l 14 '*n [ -,, ': "] A special case occurs when the input is of the form exp [jO^ ], where Oa is a real, continuous variable. This corresponds to the case lz1 | = 1. For this input, the output is y(n) - H(eitt) exp[7oon] (7.t.7) where, from Equation (7.1.3), H(eia1= H(O) 7.2 = ) a(r)exp[-j{)n] (7.1.8) FOURIER-SERIES REPRESENTATION OF DISCRETE-TIME PERIODIC SIGNALS Often. as wc have seen in our considerations of continuous-time systemsr we are interested in the response of linear systems to periodic inputs. Recall that a discrete time signal x(a) is periodic with period N if r(n)=r1r*r, (7.2.1) for some positive integer N. lt follows from our discussion in the previous section that if x(n) can be expressed as the sum of several complex exponcntials. the response of the system is easily determined. By analogy with our representation of periodic signals in continuous time, we can expect that we can obtain such a representation in terms of the harmonics corresponding to the fundamental frequency 2r/N.That is, we seek a representation for x(r) of the form ,(r) = )tAa1,exp[j0rnl= ) a*xo(rr) (7.2.2) Fourier Analysis ot Discrete-Time Systems Chapter 7 where ()o = 2rk/N.It is clear that the xo(n) arc periodic, since Oo/2tr is a rational number. Also, from our discussions in Chapter 6, there are only N distinct waveforms in this set, corresponding to k = 0, l. 2. .... N l. since - xaQr) = rr*,r(n ), for all k (7.2.3) Therefore, we have to include only N terms in the summation on the right side of Equation (7.2.2). This sum can be taken over any N consecutive values of &. We indicate this by expressing the range of summation as i! = (M. However, for the most part, we consider the range 0 s & < N - l. The representation forx(n) can now be written as ,(r) = Equation (7 o)-,, ,r*oli'#o^f (7.2.4) ,2.0 is the discrete-time Fourier-series representation of the periodic sequence x(n) with coefficients a*. To determine the coefficients al, we replace the summation variable & by nr on the right side of Equation (7 .?.4) and multiply both sides by expl- j2rkn /Nl to get ,1,r; e*p[-;'; *]= Then we sum over values of n in [0, N ^\*o^"-rfi'ff - <^ - o,t"] 1] to get ,e,","*p[-r'i*]=,r*-2.*,- *rli'#o By interchanging the order of summation in Equation (7 )o':l-s ilo For a = l. r onf ovf - o*1 I-a (7.2.8) we have )c':N can let a (7.2.e) m - - * is not an integer multiple of N (i.e., m k rN for = expljZr.(m t)/Nl in Equation (7.2.8) to get - *o[r* F* lf. (7.2.7) A, ,-0 lf m - k e.2.6) .2.6), we can write 5',r,1*p[-i'#*)=,,e,e o^"*ol1!o From Equation (6.3.7), we note that /V-l (7.2.s) {m r = 0, +1, t2, - on)= !-+r-Ie(?C,4)@l k is an integer multiple of N, we can .>* "*[r'# r)4t = o etc.), we (,.z.to) use Equation (7.2.9), so ihat we have 1^ - *1^)= it (7.2.11) sec. 7.2 Fourier-series Representation of Discrete-Time periodic srgnals agil Combining Equations (7.2.10) and (7.2.11), we wrire ,^ -ol,] = ru1,, (7.2.t2) - k - rN) where E(rz - k - rN) is the unit sample occurrinl ar m = t + rN. substitution into ,r* "0[r'I Equation (7.2.7) then yields ,P.,,,,, "*p[-i'i *] =,,}, r,,,0{,zr - A- rN) (7.2.13\ since the summation on the right is carried out over N consecutive values of m for a fixed value ol k, it is clear thar the only value that r can take in the range of summation is r = 0. Thus, the only nonzero value in the sum corresponrJs to k,and the right hand side of Equarion (7.2.13) evaluates to Nar, so thar i= ,^ = * ,Z r(r) .-p [-, ,f kr] (7.2.14) Because each of the terms in the summation in Equation (7.2.14) is periodic with period N, the summation can be taken over any N sucessive values of r. we thus have the pair of equations r(n) = ) ,r*r[i';- orf r =(M (7.2.15) and ,o : i,,?r..(r1.xp[ ',T *] (7.2.16) which together form the discrcte-time Fourier-series pair. Since r^ , r(n) = .rl(a), it is clear that o**N = a* (7.2.17) Because the Fourier series for discrete-time periodic signals is a finite sum defined entirely b'; the values of the signal over one period, the series always converges. The Fourier series provides an eract alternative representalion ol thc time signal, and issues such as convergence or the Gibbs phenomenon do not arise. Example 7.2.1 Let.r(z) = exp [lKf[nl N. By writing.r(r) as for some K with O0 = 2rr/N. so rhat.r(1) is periodic wirh period ,t,l=.*o[7'f r,]o=nSn - r. ii follows lrom Equation (7.2.1-5) that in rhe range 0 s k < N l. only a^ = l, with all other a, bcing zero. Since d1 *,y = (,6, thc spcclrum of .r(n) is a linc spectrum consisting of discrcte irnpulses of magnitude I repeated ar intcrvals N(),,. as shorvn in Figure 7.2.1 . 3U Fourler Analysis of DlscreleTlme (N Ilgure Example 721 - tr)Oo 0 /(oo Systems (N + K)Oo K)Oo Chapter 7 I Spectrum of complex exponential for Example 7.2.1. 72J L-t r(z) be the signal '(,): "*(T) ..t(T -;) As we saw in Example 6.1.2, this signal is periodic with period N = 726 frequency {ln = 2n /126, so rhat n/9 ana Since -&f!o corresponds ro (N - } correspond to l40o and *)f!0, it follows thal -; ana l(ts0, and ll2.tlr. We csn therefore write ,@) =:[dr + e-r11 + ]Vta't + - | arrd fundamental l8fh respectively. can be replaced by e-ite-i';j =la,*" *4,uon, *|r,*, +1a,,** so that ,* = I = anz.arE : 17 -- "l^,all other a. = 0,0 = k = t?s Frarnple 7.23 Consider the discrete-time periodic square wave shown in Figure 7.2.2. From Equation (72.16). the Fourier coefficients can be evaluated as ,. = f ftgure 7J2 .i "*o[-rr" *] O lL' Periodic square wave of Example 7.2.3. Sec. 7.2 Fourier-Series Representation ol Discrete-Time Periodic Signals 3il5 Fork = 0. |,t,',trr =?4-P o, = t + 0, \ve can use Equation (6.3.7) to Bet t exp[j(2t/N)kMl - expl- j(zr/N)k(M at= - r --.*pl-]tz"tnkl it For + t)) "y-- a" / *L lzl[:: Il':':y @ : tn--- *o [ - i t' " /Y (' expl-j(2r/N)(k/2)llexplj(2r/N)(k/2)l - expl- j(2r/N)(k/2)ll N =L t jl] ,.,|,#("lj)] k=r'2"N-I =''qt';l:l' _ , We can, thcrefore, write an expession for the coefficients ar in tcrnrs ()f the sample values of the function t,r,,.' \'" ' = sin[(]Msin 1 lXq4l (o/2) as 1 l2rk\ '-=n{ru/ The function /( . ) is similar to the sampling tunction (sin x)/-r that u'c have encountered in the continuous-timc case. Whereas the sinc funclion is not periodic. the function/(O), being the ratio of two sinusoidal signals with commensurate frcqucncies, is periodic with period 2zr. Figure 7.2.3 shorvs a plot of the Fourier-series coefficicnts for M = 3, for values of N corresponding to 10. 20. and 30. Figure 7.2.4 shows the partial sums xr(z) of the Fourier-series cspansion for this example for N = Il and M = 3 and for values ofp = 1, 2,3,4,and 5. rvhcre ,n(n)= ofoo**rli'#o^l As can be seen from the figure, the partial sum is exactly the origrnal sequence forp = 5. Erample 72.4 l.-et.r(n) be the periodic extcnsion of the sequence [2. The period is N = 4, so that exp [I ih / -1. 1.2] Nl = -1. The coefficients a,,=.r(2-l+l+2)=l rra are therefore given by f.r:i, Ir^'s of Dlscrote.Time sysrems Chapter 7 N=20 .ry tlgue 723 =J0 Fourier series coefficiens for the periodic square wave of Example 7.23. o,=Irr+i-t-zn=l-il ) or=le*r*r-zl=l o,=Ie-i - r + ,,t =I* il= "l In general, if .r(a) is a real periodic sequence. then at, = ai-* (7.LtE) ll) (! Q) (E a cr (J !, .9, L {,, :(! uo c o tr lll o. x(l) (u tq, c) = o E. !u o :U: (, A. 9 Ft F oa ba It 337 Fourier Analysis ot Discrete-Time Systems Chapter 7 Example 72.6 Consider the periodic sequence with the following Fourier-series cocfficienls: ,^ = j.inT .,'r.orki. Tlre signal .t (r ) can be determined .*1n; = j a^ ex eli'zri o<ft s tl as rrl =*[".r,r,*"/6)l-rypl-j(k"/6\l +9xpli(ktr/J)l_!rexpl-i(kr/2lll*r[i];*1 = ,? [,L {"-o['1; ot' * . )[*r[,i;or, ot" 'rl "-p[r ]1 'r]] * rr] * *pfi2ri,,(, - 3)]]] Using Equation (7.2.12),we can write this equation .r, = ;6(n + r) - lr,, - rl * as l11, *rr * ]s(n -3) The valucs of the sequcnce.r(rr) in onc pcriod arc thcrefore given by {. - ;.r.j.o o.r.o.o.l.o.1} rvhere we have used the fact that.r(N + *; = .11;a;. .2.16) that. given two sequences x, (n) and -r2 (n). both of period N. with Fourier-series coefficients a,^ and aro. the coefficients for the sequence A,r, (l) + Bxr(n) are equal to Aor* I Ba.,r. For a periodic sequence with coefficients at. we can find the coefficients D. corresponCing to the shifted sequence.r(rr - m) as It follows from the definition of Equation b^ = i,,E=,r,,, - (7 ^l*el-izl *,f (7.2.te) - By replacing n m by a and noting that the summalion is taken over any N successive values of n. we can write ,^ = (i,,)=,,.,(,,.*p[-r ? o,])"-r[-,'J r,f= .*p[-i'; o^f"r (7.2.20) Let the periodic sequence x(n). with Fourier coefficients a*. be the input to a linear system with impulse response ft (a). where /r(n) is not periodic. [Note that if fi(z) is also periodic, the linear convolution ofr(r) and ft(n) is not defined.] Since. from Equation (7.1.7). the response y^(n ) to input a* explj(Zr/N)knlis Sec.7.2 Fourier-Series Representation of Discrete-Time Periodic v*(n\ = ,r,(+t) .-n l; it follows that the response to r(n) can be written v@): oZ-vr(n) = *P-- Signals f; t,l 339 \7.2.21\ as "rr('*'o).-o[;2f ",] (7.2.22) H(Zrk/N)is obtained by evaluating H(O) in Equation (7.1.8) at A = ZtklN. If x,(z) and xr(n) are both periodic sequences with the same period and with where Fourier coefficients aroand a21,, it can be shown that the Fouricr-series coefficients of their periodic convolution is (see Problem 7.7b) Nar2ar1. That is. .r,(n) @ x2(n) <-+ Naroay Also, the Fourier-series coefficicnts for their product is (see Prohlcrm 7.7a1 aro @ a* .r' (r ).rr(n ) o atk t*) au These properties are summarized in Table 7-1. TABLE 7-1 Proportlea ot Dlscr€teTlme Fourler S€deB l. Fourier coefficients .t,(n) periodic with period N 2. Linearity Axr(n) 3. Time shift x(n 4. Convolution x(n\ * + ,,- :,1;..,1,,y",pI t?i,o] Aar* Bxr(n) * Bau f - (7.2.t4) .- m) | ,Ltt expl't-i fi1n1' ft(n ) not periodic a,.It\; H(o) = 1 , Kn)nt I (7.2.20) k) ,i_r'(n) (7.2.2t) cxp[-jo,l 5. Periodic convolution r, (n) O .rr(z) Nar*a* (7.2.23) 6. Modulation tr(n)xr(n) atl (7.2.24) @) ozt Example 7.2.6 Consider the system with impulse responsc h(n\ = (1/3)'u(r). Suppose tvant to find thc Fourier-series representation for the output y(a) when the input.t(n) is the periodic extension of the sequence z. - 1,1,21. From Equation (7.2.22),it follows thal we can writc y(n ) in a Fourier series as y(,) = with *r^"-o[i'Jo,] Fourior Analysis ol Discrete-Time 340 b' = "'H(T Systems Chapter 7 k) From Example 7 .2.4, we have ao = r. ', = ,l = )-ii. ,, ='i Using Equation (7.1.8), we can wrile H(o) =,2Eo\e' (l)'*r,-,*, = .+-l-iexp[-jo] so that with N = 4, we have '('; r) = , - i*o[-i]t] tt follows that \= n@a--3; t, ,(t),, =tLt:i?) = br= HQr)ar=f, , Dt ,r = Dt= 7.3 3(1 +j2) -'nn THE DISCRETE-TIME FOURIER TRANSFORM We now consider the frequency-domain representation of discrete-time signals that are not necessarily periodic. For continuous-time signals, we obtained such a representation by defining the Fourier transform of a signal .r(l) as r" x(u,)=g[x(t)l=lr(t)exp[-jtot]dr J-- (7.3.1) with respect to the transform (frequency) variable r'r. For discrete-time signals, we consider an analogous definition. To motivate this definition, let us sample x(t) uoiformly every Iseconds to obtain the samples:(nT). Recall from Equations (4.4.1) and (4.4.2) that the sampled signal can be written as r,(r) : x(r) j n1-b s1, - ,r1 (7.3.2) Sec. 7.3 The Discrete-Time Fourier Translorm 341 so that its Fourier transform is giren by x,(,) = = = [' -r,1t7e-i-' dt I J-, x(r) > n=-e 6(t - nT)e-,''dt (7.3.3) ,i_*x(nT)e-i'r' where the last step follows from the sifting property of the 6 funclion. If we replace ro7 in the previous equation by the discrete-timc :requency variable O, we get the discrete-time Fourier transform, X(O), of the discrctc-time signal r(r), obtained by sampling.r(t), as x(o) : *lx(n)l: i ,(nl exp[-iorr] (7.3.4\ Equation (7.3.4), in fact, defines ,h. di.";;-;*e Fourier transforrn of any discretetime signal x(z). The transform exists if x(n ) satisfies a relation of the type ) l.r(n)l <- or ) lx(n)1'z<- (7.3.s) *. These condition. ur" ,ir,.,"nt to guarantee ,nr, sequence has a discrete-time Fourier transform. As in the case of continuous-time signals, there are signals that neither are absolutely summable nor have finite energy, but still have discrete-time Fourier transforms. We reiterate that although ro has units of radians/second. O has units of radians. Since exp [loz ] is periodic with period 2n, it follows that X(O) is also pcriodic with the same period, since X(O+2z-)= i r(nlexp[-l(O +2n)nl "=:- : ,I_r(r) exp[-ion] = x(o) (7.3.6) As a consequence, while in the continuous-time case we have to consider values of o over the entire real axis, in the discrete-time case we have to considcr values ofO only over the range [0,2r]. To find the inverse relation betrveen X(O) and x(rr). we replac,: the variable n in Equation (7.3.4) by p to get x(o): i ,fplexp[-lop] ('1.3.7) P=-6 Next, we multiply both sides of Equation (7.3.7) by exp range [0,2n] to get [j0n] and intcgrele over thc g4? Fourier Analysis ot Discrete-Time exp[ion]r/o = ,[=,,r,n, I,i*"=,, exp[io(n r}*_rrp) Systems - Chapter 7 p)ldo (7.38) Interchanging the order of summation and integration on the right side of Equation (7.3.8) then gives f" ,tnl exp[ion]rlo = ,|-,rorf" exp[;o(n - dlda (7'3e) It can be verifred (see Problem 7.10) that f so expt;o(n - p\tdo= {3: :;i (7.3.10) that the right-hand side of Equation (7.3.9) evaluates to 2fr(z). We can therefore write ,fO = xtol l,f" exp[ion]do (7'3'11) Again, since the integrand in Equation (7.3.11) is periodic with period 2r, the integratiJn can be carried out ovel any interval of length 2zr. Thus, the discrete-time Fouriertransform relations can be written as x(o)= ir{'texP[-ion] ,Ul = ** 1,r,, X(o)exp[ion]do (7'3'12\ (7.3.13) Example 7.3.1 Consider the sequence x(n) = o"u1n'' l"l t ' For this sequence, x(o) = i n-0 c'exp[-ion] = G+i-Fj The magnitude is given bY lxtoll = \4 +;, _ 2a-cosO and the phase by Argx(o): -tan-rd*k Figure 7.3.1 shows the magnitude and phase spectra of this signal for these functions are periodic with period 2t. c > 0. Note that Sec. 7.3 The Discrete-Time Fourier Transtorm | .lrflr 343 Ar! i .\ ll,1 ) -2r'r0nlnO tigure 73.1 Fourier spectra of signal for Examplc 7.3.1. E=ernple 73.2 Lrt r(n) = sl"l, l"l . t We obtain the Fourier tranform of :(n ) as x(o) : ,I" -t =) ol'lexp[-ionl - o-'exp[-lr)z] + ) o"expl-i{)nl a -0 which can be put in closed [orm, by using Equation (6.3.7), as x(o) = ___l I - c-rexp[-70] I - oexp[-lO] l-o'=--l-2ocosf,)+s2 In this case, X(O) is rehl, so that the phase is identically zero. Thc magnitude is plotted in Figure 7 .3.2. Eranple 73.8 Consider the sequence .r(n) = exp [i Oon l, with f]o arbitrary. 1'hus. .r(n) is not necessarily a periodic signal. Then u4 Fourier Analysis ol Discreie-Time I .Y(r2) Systems Chapter 7 I 2nO x(o)= i Figure 732 Magnitude spectrum of signal for Example 73.2. 2116(o- ttn-2nm) (7.3.14) ln the range [0, 2rrl, X(O) consists of a 6 function of strength 2n, occurring at O = fh. As can be expected, and as indicated by Equation (7.3.14), X(O) is a periodic extension, with period 2rr, of this 6 function. (See Figure 7.3.3.) To establish Equarion (7.3.14), we use the inverse Fourier relation of Equation (7.3.13) as .r(n) = e-r1,,n, = *" f "x(o) exp[jon]do = i; L"[,,i_*u,n - n" - z,,rz)]exp[ioz]do = exp [jOon] where the last step follows because the dnly pemissible value for rz in the range of integration is ,n = 0. We can modify the results of this example to determine the Fourier transform of an exPonential signal that is periodic. Thus, let.r(n ) = exp[Tkfloalbe such that Oo = 2tlN. We can write the Fourier transform from Equation (7.3.72) as x(o) f,2o- 4n Oo-2n Figure Oo Qo+Zt 733 Spectrum of exp [0rz]. Os*4r Sec. 7.4 g5 Properties o, the Discrete-Time Fouder Transtorm x(o) Replacing =,,i, 2z16(o - kttn - Ztrm) 2r by NOn yields x(O) => 2t6(() - tQ,- N{),,nr) Thar is. the specrrum consists of an Lnn,,. .., of ,rpulses o[ strength 2rr centered at tOn. (t I N)q. (k '$ 2N)(h.etc. This can be compared to ihe result rvc obtained in Example 7.2.1. where we considered the Fourier-series representalion for 'r(rr). The difference, as in continuous time. is lhat in the Fourier-series represenlation thc frequency variable takes on only discrele values, whereas in the Fourier lransform the flequency variable is continuous. 7.4 PROPERTIES OF THE DISCRETE-TIME FOURIER TRANSFORM The properties of the discrete-time Fourier transform closely parallel those of the continuous-time transform. These properties can prove useful in the analysis of signals and systems and in simplifying our manipulations of both the forward and inverse trans' forms. In this scction, rve considcr some of the more uscful propcrties. 7.4.1 Periodicity We saw that the discrete-time Fourier uansfolm is periodic in O with Period 2T, so that X(o+2r)=x(o) (7.4.1) 7.42 Linearity Let x,(a) and.rr(n) be two sequences with Fourier transforms X,(O) and Xr(O)' resp€ctively. Then Tlarxr(n) + arx2(n)l = a,X, (O) + arXr(A) for any constants al and Q.42) a2. 7.4.8 fime and Frequency Shifting By direct substitution into the defining equations of the Fourier transfonn, it can easily be shown that ?lx(n - no)l = exP[-i Ono]x(O) (7.4s) - oJ (7.4.4) and 9[exp[j0or]x(n)l = x(O 346 Fourier Anatysis o, Discr€te-Time Systems Chapter 7 7.4.4 Difrerentiation in Frequcncy Since x(o) =,j_ x(n)exp[-ion] it follows that if we differentiate both sides with respect to O, we get -a 4X(a\ = d; '?-?in)x(n) exP[-ion] from which we can write e[nt(n)l= i *(nlexp[-loz] =i4{lop (7.4.s) BTarrrple 2.4.1 Letr(z) = no'u(a),rvith lcl < 1. Then, by using the resulrs of Example 7.3.1, x @ =i _ -he @"u(n)t = i we can wrire rt l-+r_,n; o exp[- jO] (1 - a exp[-i0])z 7.4.6 Convolution l*t y(n) represent the convolution of two discrete-time signals r(n) and ft(n ); thar is, y(n\ = h(n) ," r(n) (7.4.6) Then y(o) = H(o)x(o) (7.4.7) This result can easily be established by using the definition of the convolution operation given in Equation (6.3.2) and the definition of the Fourier transform: y(o) = i ytrlexp[-ion] ,i_ Li_ = h(k)x(n- *)]expt-lonl _i,r,o,[,i _,(n - r)expt-ion]] Here, the last step follows by interchanging the order of summation. Now we replace - k by n.in the inner sum to get n Sec. 7.4 Properlies of the Discrete-Time Fourier Transform v(o) =,I., (o)1,,i, -r(n)exp [-ion]] 347 exp t - rrrrl so that r(o) = i n61xp1exp[-lok] = H(o)x(o) As in the case of continuous-time systems, this property rs extrcmely useful in the analysis of discrete-time linear sysrems. The function I1(o) is rcf"rrej to as the /re. quency rcsponse of the system. Example 7.4.2 A pure delay is described by rhe input/output relation y(n)=x(n-no) Taking the Fourier transformarion of both sides, using Equation (7.4.j), yields Y(O) = s,(r1-;onolX(O) The frequency response of a pure delay is thercfore H(O) = exP[-l0no] Since H(o) has unity gain for all frequencies and a linear phase, it Example 7.43 Lrt nat = ,r,r 0).,at = (])",,r"r Their respective Fourier transforms are given by H(O) = ---. r - jexpl-io1 x(o):- --l-- 1- lexpt-lrll so that rs distortionless. w Fouri€r Analysis of Discrete-Time y(o) = H(o)x(o) = Systems r - jexpt-;ol r - ]expt-7ol r - j expt-lol r Chapter 7 - lexpt-iol By comparing the two tenns in the previous equation with X(O) in Example 7.3.1, we see that y(n) can be writlen down as v(n) = ,(;)' u(n) - ,(i)'u(n) E-e'nple 7.4.4 As a modification of the problem in Example 7.3.2,\ea &(n) = ql'-'"|' -@ < n < @ represent the impulse response ofa discrete-time system. It is clear that this is a noncausal IIR system. By following the same procedure as in Example 7.3.2,i1can easily be verified that the frequency response of the system is H(o) = I --*;;$ The magnitude function lA1Oll is the same * as ", "*nt-ro,,] X(O) in Example 7.3.2 and is plotted in Figure 7.3.2. The phase is given by Arg H(O) = - zog Thus, H(O) represents a linear-phase system, with the associated delay equal to no. It can be shown that, in general, a system will have a linear phase, if ft(a) satisfres h(n) = 7t17ro - nr, -co < n < co the syslem is an IIR system, this condition implies that the system is noncausal. Since a continuous-time system is always IIR, we cannot have a linear phase in a continuous-time causal system. For an FIR discrete-time system, for which the impulse response is an Npoint sequence, we can find a causal i(n) lo satisfy the linear-phase condition by letting l)/2.It can easily be verified that ll(z) then satisfies delay zo be equal to (N If - h(n)= 111Y - I - n)' 0<n sN- I E=e,nple 7.4.6 Irt "(o)={;: l.1tl* That is, H(O) represents the transfer function of an ideal low-pass discrete-time lilter with a cutoff of O. radians. We can find the impulse respoDse of this ftlter by using Equation (7.3.11): Sec. 7.4 Properties ol the Discrete.Time Fourier Translorm 1 ro. -:- | Ll J_{t, h1al = sin _ exp [i 349 Oa]dQ O.n 7tn Exanple 7.4.6 We will find the output y(z) of the system with - /rrz\ t(n) = 5'1'; - "'lT 7tn / when the input is lrr.n\* lrn * ,inl7 r(n) = cos( I\ ,/ e-l From Example 7.2.2 and Equation (7.4.12), it follows that, with {),, = n /OA, 0<O<2n x(o) =2,[:s(o- t4oo) * f utn- n'i,t tsoo) to- rosn,,) + n ]srn - u2o,)]. Now H(o) = I so that in the range 0 < A < 2r - *.,(#), -r s lol ... r we have ,,n,=l' i=o'llrr Io otherwise y(o) = s161y,r'rol = z'[f, oro - rach) * ?] and .tl y (n) = "- ' 4ta+ + .- tl '-- 4tffn' which can be simplified as ,t,l =,,"("i * l) u,,, - the range ro&rh)] 350 Fouder Analysis of Discrete'Time Systoms Chapter 7 7.4.A Modulation Let y(a) be the product of the two sequences x,(n ) and xr(n) with transforms Xt(O) and Xr(O), respectively. Then ' Y(o): i x,(n)x2@)exp[-j0n] If we use the inverse pou.i.r-tron.rnln ,.t"tion to write r, (n ) in terms of is Fourier transform, we have v(o) = ,i. [r't [,.,*,(r)exp[jon ]de]x,(n) exp[-lon] Interchanging the order of summation and integration yields v(()) = j, [,,,x,te) {,i_,,(,r) exp[-l(o - elnt]ao so that v(o) = l[,r,,*,rrr*,(o - e)do (7.4.8) 7.4.7 Fourier Tlansform of Digcrete-fime Periodic Sequences Let .r(n ) be a periodic sequence with period N, so that we can express .r(z) in a Fourier-series expansion as ,(r) = eaoexpfik0on] (7.4.e) where n = rh -2n N (7.4.10) Then x(o) = hlx(n)l: = !' *F- a* exPfuk'nnnl] o*r1exp[fi{\n]l We saw in Example 7.3.3. that. in the range [0, 2rr], a*lexpljkdl"nll :2rr6(O so that - &q) S€c. 7.5 351 Fourier Translorm ol Sampled Continuous-Time Signals 1nu1, lzu1 2ta, 1ra,, ?ta1 2r.a1 2luu 7ta, \u' - 3rl0 -2sl(r -!lrr 0 Qu 2Qo .lQn 4Qu Figure 7.4.1 Spectrum of a periodic signal N = NI X(O) = ) 2ra*6(O 5Q(, 3. -k0o), 0sO<2n (7.4.11) Since the discrete-time Fourier transform is periodic with period 2n, it follows that X(O) consists of a set of N impulses of strength 2ra*, k = 0, l. 2, ..., N - 1, repeated at intervals of NOo = 2r. Thus, X(O) can be compactly written as NI (7.4.12) 2na*6(O k0o), forallO X(O) = ) I={) - This is illustrated in Figure 7.4-l for the case N = 3. Table 7 -2 summarizes the properties of the discrete-time Fourier transform, while Table 7-3 lists the transforms o[ some common sequences. TABLE7.2 Proporllas of the Dlgcreto-Tlme Fourlet Translotm 1. Linearity Axt(n) + Bx2h) 2. Time shift x(n 3. Frequency shitt .r(n) exp IjO,,n] 4. Convolution .r, (n 5. Modulation .r, (n ).x, 6. Periodic signals .r(n) periodic with period N ) nol u .t2 (rt ) n :2' 7.5 (n) AX.(A) + BXr(Q) exp [ (7.4.2) (7.4.3) -jO nolX (O ) x(() - oo) x,(o)&(o) (7.4.4) (7.4.7) lt zn Jr,x'{r)x'ttt ! 2rrars(o ,, = ,l )..t,i - - (7.4.8) P)dP (7.4.11) A{)o) cxp [-lfton I FOURIER TRANSFORM OF SAMPLED CONTINUOUS-TIME SIGNAL We conclude this chapter with a discussion of the Fourier transform of sampled continuous-time (analog) signals. Recall that we can obtain a discretc-time signal by samp/ing a continuous-time signal. Le t.r,(t) be the analog signal that is sampled at equally spaced intervals 7: Fourler Analysis ot Discrete-Time Syst€ms Chapier 7 TABLE 7.3 Sorne Common Dlscrete-Tlme Fourler Tranelorm Paltg Fourler Tranalorm (pododlc ln (}, perlod 2a) Slgnal 6(a) I I 2n6(O) exp[iOrz], ()oarbitrary 2zt6 N-l ) ao exp[j&fton], t-0 a.nu(n), l"l . ot,l, l"l . t no."u(a), l"l (O - ()o) /V-l Nfh = 2rr ) l-0 t 1 - 2taoD(O - &f!o) exp[-lO] a l-o2 I- . 2q cos c t f) + d2 exp[-iol (l - c exp[-jol)'? rect(n/Nr) sin(O/2) sinO"n recr(o/2o.) tn x(n) = x,(nT) (7.5.r) In some applications, the signals in parts of a system can be discrete-time signals, whereas other signals in the system are analog signals. An example is a system in which a microprocessor is used to process the signals in the system or to provide on-line control. In such hybrid. or sampled-data systems, it is advantageous to consider the sampled sigral as feing a continuous-time signal so that all the signals in the system can be treated in the same manner. when we consider the sampled signal in this manner, we denote it by x,(r). We can write the analog signal x,(r) in terms of its Fourier transform X, (o) as ,,(i = * f exp[jor]dto _X,(ro) Sample values.r(n ) can be determined by setting t x(n) : x,(nl) : : nT in Equation (7.5.2), yielding * f"X,(o) explj otnTldut However, since x(n) is a discrete-time signal, we can write rrne Fourier transform X(O) as :(n) = (7.s.2) lr" X(O) exp[lOn]do ," l_" it in terms of (7.s.3) its discrete- (7.s.4) S€c. 7.5 Fourier Transform ol Sampled Continuous'Timo Signals 353 Both Equations (7.5.3) and (7.5.4) rePresent the same sequence.r(n). Hence, the transforms must also be related. In order to find this relation, let us divide the range of -cp ( ro ( co inro equal intervals of length 2tt/T and express the right-hand side Equation (7.5.3) as a sum of integrals over these intervals: ,ot = ]; ,2.1,i-,'"i)*.(o) If we now replace o by a + 2rr/T, we can write Equation (7.5.5) ,<o = ); (7.s.s) exp[rronrld,o -T )*p[,(' ,>-ll,',,*"(, as *';')"fa' (7'5'6) Interchanging the orders of summation and integration, and noting that expli2t rnT /T] = 1, we can write Equation (7'5.6) as , <o = If * I 1,"1,>*-*.(, * +r)] we make the change of variable ,@= exp t;., rl a, o = AlT, Equation (7.5.7) (7.s.7) becomes * I _,li .Z--"(+ . 7,)] *o 1in,1,o (7.s.8) A comparison of Equations (7.5.8) and (7.5.4) then yields x(o) = )r,>_*.(*.+,) We can express this relation in terms of the frequency variable (7.s.e) or by setting ,=7 (7.s.10) With this change of variable, the left-hand side of Equation (7.5.9) can be identilied as the continuous--time Fourier transform of the sampled signal and is therefore equal to X,(o), the Fourier transform of the signal .r,(t). That is' x,(r): r(n)ln_",, Also, since the sampling interval is I, the sampling frequency o, is equal We can therefore wfite Equation (7.5.9) as x,(.)=!,,i.at,*'..1 (7.s.11) to}rlT ndls. (7s.t2l This is the result that we obtained in Chapter 4 when we were discussing the Fourier transform of sampled signals. It is clear from Equation (7.5.12) that X,(o) is_ the perithe odic extension, with peiod to,, of the continuous-time Fourier transform Xr(r,r) of low'pas analog signal x,(r), amplitudi scaled by a factor l/L Suppose that.ro(r) is a signafruih thri its rpeitru. is zero for to ) to,,. Figure 7.5.1 shows the spectra of a typ' in ical band-limited analog signal and the conesponding sampled signal. As discussed 354 Fourier Analysis of Discrete-Tim"e I Xs(cr) - (.r0 Systems Chapter 7 I o-o (a) I Xr{or) I tlr -or T -oo 0 oro -ou - @r o0-ur or, - aJo oo * cr, (b) rx(olr (-asT -.o,)T (a6- a,\T llo"- alT (.o.+.D,IT (c) Iigure 75.1 Spectra of sampled signals. (a) Analog specrrum. (b) Spectrum of x, (r). (c) Spectrum of x(z). chapter 4, and as can be seen from the figure. there is no overlap of the spectrat compon€nts in x-(.) if to, - rrr1, ) to,,. we can then recover x,,(r) from the sampred signat xJt) by passing.r,(r) rhrough an ideal low-pass filter with i cutoff at rrr,, radls'and a of 7. Thus, there is no aliasing distortion if the sampring frequency is such that lain qrr-0ro>(r)rl or o, ) 2t'ro (7.s.13) This is a restatement of the Nyquist sampling theorem that we encountered in chap ler 4 ard specifies the minimum sampling frequency that must be used to recover a continuous-time signal from ils samples. cleariy. if i,1r; is not band limited. there is always an overlap (aliasing). Sec. 7.5 Fourier Translorm of Sampted Continuous-Time Signats Equation (7.5.10) describes the mapping berween the analog frequency ro and the digital frequency O. It follows from this equation that, whereas the ur,its oiro are rad/s. those for O are just rad. From Equation (7.5.11) and rhe definition of X(o), it follorvs that the Fourier rransform of the signal .r,(r) is x,(.) = ,fi_rfurrlexp[-lr,rn T] (7.s.14) we can use Equation (7.5.14) to justify the impulse-modularion model for sanpled signals that we employed in Chapter 4. From the sifting property of the 6 function, we can write Equation (7.5.14) as x,(.) = il_-..Ur,i,u,, - nr'yexpl-jutldt o1r - zr) from which it follows that .r"(r) =.r,(r) ) (7.s.rs) That is, the sampled signal x,(r) can be considered to be the product of the analog signal .r,(l) and the impulse train ) 6(r - nI). To summarize our discussi#iTo far, when an analog signal .r,(r) is sampted, the samplcd signal may be considcrcd to be either a discrete-limc signal r(n) or a continuous-time signal r,(r), as given by Equations (7.5.1) and (7,5.15), respecrively. When the sampled signal is considered to be the discrete-time signal .r(n), we can find its discrete-time Fourier transform x(o) = n=-a i .r(n)e-in, (7.s.16) If we consider the sampled signal to be the continuous-time signal x, (t), we can find its continuous-time Fourier transform by using either Equation (7.5.12) or (7.5.14). However, Equation (7.5.12),being in the form of an infinite sum, is not useful in determining X,(o) in closed form. Still, it enables us to derive the Nyquist sampling theorem, which specifies the minimum sampling frequency or, that must be useo so that there is no aliasing distortion. From Equation (7.5.11), it follorvs that, to obtain X(O) from X, (to), we must scale the frequency axis. Therefore, wilh reference to Figure 2.5.1 (b), to find X(O), we replace to in Figure 7.5.1 (c) by oT. If there is no aliasing, X,(o) is just the periodic repetition of X,(o) at intervals of <o,, amplitude scaled by the factor l/I, so that x,(r) = Lr*,,r, Since -(,,s < ar = = i"(?) (7.s.17) - orl it follows that (7.s.r8) -zsOsn X(O) is a frequenry-scaled version of X,(ro) with 0 x(o) t,lr 356 Fourier Analysis of Discrete.Time Systems Chapter 7 n=arnple 7.6.1 We consider the analog signal .r, () with spectrum as shown in Figure 7.5 2 (a). The signal has a one-sided bandwidth /o = 50fi) Ha or equivalently, roo = zrfo = 10,( In rad/sec. The minimum sampling frequency that can be used without introducing aliasing is [ro,I,n = 2r,ro = 29,6*, rad/sec. Thus, the maximum sampling rate that can be used is l/(2fs): l1p ',.ec. I X"(a) | T*= I -tr x ld X" (otl I 4xld -zx Id rx ld Ezx ld (b) rx(o)r v-tf (c)OJL4 Flgure 75, Spectra for Example 7.5.1. I ld Suppose we sample the sigral at a rate = 25 psec. Then (Dr = 8rT x rad/sec. Figure 75.2 (b) shows the spectrum X, (o) of the sampled signal. The spectrurn is periodic with perird rrr,. To get X(O), we simply scale the frequency axis, replacing ro by O = r,rT, as shown in Figure 75.2(c). The resutting spectrum is, as expected, periodic with period 2n. 7.6.1 Reconstnrction of Sampted Sigtrals If there is no aliasing, we can re@ver the analog sigpal .r"(t) from the samples x.(nI) by using a reconstnntion fikenThe input to the reconstruction filter is a discrete-time sigral, whereas its output is a continuous-time signal. As discussed in Chapter 4, the reconstruction 6lter is an ideal low-pass frlter. Referring to Figure 7.5.1. we see that if we pass.r"(t) through a filter with frequency response function ,.-t:[r, t0, I'l ", otherwise (7.s.te) Sec. 7.5 Fourier Translorm of Sampled Continuous-Time Signats 357 to lie between o0 and rltr - o0, the spectrum of thu filter output will be identical to X,(o), so that the output is equal to.r,(l). For a signal sampled at the Nyquist rate, orj = 2roo, so that the bandwidth of the reconstruction filter must be equat to a" = a,/2 = r /7.ln this case, the reconstruction filter is said to be matched to the sampler. The reconstructed output can be determined by using Equation (4.4.9) to obtain with <o, chosen *,(0 - 17.s.20) "2*,,@o"+is#;) Since the ideal low-pass filter is not causal and hence not physically realizable, in practice we cannot exactly recover x,(r) from its sample values. Thus, any practical reconstruction filter can only give an approximation to the analog signal. Indeed, as can be seen from Equation. (7.5.20), in order to reconstruct ra(l) exactly. we need all sample values r,(nI) for r in the range -). However, any realizable filter can use only past samples to reconstruct r,(r). Among such realizable filters are the hold circuiu, which are based on approximating .r,(l) in the range nT t < (n + a series as (--, l)Iin = i,(t) = x.(nT) + .r'"(nT)(t - nT) + I ,.xi@T)(t - nT)2 +... (75.21) The derivatives are approximated in terms of past sampled values: for example xi@7-l = l.r.(nT) - x,((n - t)r)l/ r. The most widely used of these filters is the zero-order hold. rvhich can be easily implemented. The zero-order hold corresponds to retaining only the first term on the right-hand sidc in Eq. (7.5.21). That is, the output of the hold is given by i,(t): x,(nT\ nT=t<(n + l)T (7.s.22) ln other words, the zero-order hold provides a staircase approximation to the analog signal, as shown in Fig. 7.5.3. Let goo(t) denote the impulse response of the zero-order hold, obtained by applying a unit impulse 6(n) to the circuit Since all values of the input are zero except at n - 0, it follows that i"(r) ---- Analog signal Output of zero-orrler hold - OI2T3T4T5T6T'17 Figure 753 Recontruction of sampled signal using zero-order hold. Fourier Analysis ot Discret+Time o,,,trl = Systems 0<r<T otherwise {1. Chapter 7 (7.s.23) with corresponding transfer function G,o(S) = !--' (7.s.24) J In order to compare the zero-order hold with the ideal reconstruction filter, let replace s by us 7'r,r in Eq. (7.5.22) to get G,o(,)= _ t# a -i{-r/21 -e ='#lei@rt2) 2i sin (trr,J/ro,) T@/.n, s-itru/a,l (7.s.?s) where we have used T = 2t/a,. Figure 7.5.4 shows the magnitude and phase spectra of the zero-order hold as a function of <o. The figure also shows the magnitude and phase spectra of the ideal reconstruction filter matched to o.. The presence of the srle lobes ia Goo(to) introduces distortion in the reconstructed signal, even rvhen there is no aliasing distortion during sampling. Since the energy in the side lobes is much less in the case of higher order hold circuits, the rcconstructed signal obtained rvith thcse filters is much closer to the original analog signal. I G1,6(ar) | 19a@> Figure 75.4 (a) Magnitude spectrum and (b) phase spectrum of zero-order hold. Sec. 7.5 Fourier Transtorm ol Sampled Continuous-Time Signals . An aiternative scheme that is also easy to implemenl ohtains the reconstructed sig- l)7,nirl as the straight linc joining. the values nal i,(r) in the inrerval [(n interpolator is called a linear interpolator and is This x,@T). x,l@"- i; f1 ana described by the input'output relation i,(r) = r,(nf1[r . x.t@ =T)- - rtrtlL-{],r, -', r < t < nr (7.s.26) It can be easily verified that lhe impulse response of the linear interpolator is lr- I4T' Irl=r s,(r) = { [0. (7.s.27) otherwise with corresponding frequency function Gr(,) = rltit<e!!\') (7.s.28) Note that this interpolator is noncausal. Nonetheless, it applies in areas such as the Processing of still image frames, in which interpolation is done in the spatial domain. 7.6.2 Sarnpling-Rate Conversion We will conclude our consideration of sampled analog symbols with a brief discussion of changing the sampling rate of a sampled signal. In many applications, we may have to chan[e the sampling rate of a signal as the signal undergoes successive stages of processing by digital hlters. For example, if we process the samplcd signal by a low-pass digitaifltier, the bandwidth of the filter output will be less than that of the input. Thus, it Is not necessary to retain the same sampling rate at the output. As another example, difin many telecommunications systems, the signals involved are of different types with ferent Landwidths. These signals will therefore have to be proccssed at different rates' one method of changing rhe sampling rate is to pass the sampled signal through a reconstruction filter and reiample the resulting signat. Herc. wc will explore an alternative, which is to change the effective sampling rate in thc digital domain. The two (or basic operation, n"..r.iry for accomplishing such a convcrsion ate decimation dow nsamp ling) arld i nt e r p o la t i o n (ot up s a m p I ing). Suppoie *i htr. an inalog signal band limited to a frequcncy'o'*-ht9! has been tu.pi.d at a rate T ro get thg discrete-time signal r(n), wirh x(n) = x,(nT.)' Decimation involves reducing- the sampling frequency so that lhc new sampling rate is T' = MT.The new sampling frequency will thus be r,rj : (l.),/M. we will restrict ourevery selves to integer values of M, so that decimation is equivalent to retaining one of M samples oithe sampled signal r(n )' The decimated signal is given by (7.s.ze) xa@)=x(Mn)=x.(nMT) Since the effective sampling rate is now nal, we must have T' = MT. for no aliasing in the sampled sig- 360 Fourier Analysls ol Discrete-Time Systems Chapter 7 7" !0)o or equivalentlv. MT-L (7.5.30) (,)o For a fixed r, Equation (7.5.30) provides an upper limit on the maximrrn value that M can take. If there is no aliasing in the decimated signal, we can use Equation (7.5.1g) to write xd(a)=+.,(*). -n<osn _ = l ../1o\ tar*'\ud' -nsosn Since x(o), the disclete-time Fourier transform of the analog signal sampled at the rate T, is equal to x(o)= +-,(+),-n<osn it follows that xd(a): i.(#) (7.s.3r) That is, Xr(o) is equal to x(o) amplitude scaled by a factor LIM atdfrequency scaled by the same factor. This is illustrared in Figure 7.5.5 for the case where r = i.er /ro andT :27. Increasing the effective sampling rate of an anatog signal implies that, given a signal x(n ) obtained by sampling an analog signalxo(r) at a rate r, we want to deiermine aiignal x,(n) that corresponds to sampling r,O at arate T" = f lL, where L > 1. That is, x,(z) = x(n/L): 4@T/L'1 (7.s.32) This process is known as interpolation, since, for each n, it involves reconstructing the missing samples x(n + mL),m 1,2,... , L l. We will again restrict oursetvLs to integer values of L. The spectrum of the interpolated signal can be found by replacing T uath r/L in Equation (7.5.18). Thus, in the range -rr < O n, : - = x,(o) = *r.(r*) l r*sn1. =l, tot f =T .lnl ., (7.s.33) Sec. 7.5 Founer Translorm ol Sampled Conlinuous'Time Signals L\,,1rr-rt i (l -dtt 361 @tt (it) uoT ll -uoT (h) tx,/(!)) Figure 7-5.5 Illustration of decimation. (a ) Spectrum of analog signal. (b) Spcctrum of r(n) with sampling ratc f. (c) Spectrum of dccimatc(l \ir'nill correspondinB to rate T = M-\ . Figures correspond to T = O.4n ltooand M = 2. I vT' - tt -tOrrT 0 anT' tr i) (c) As a first step in determining .t,(n) from.r(n), let us replacc the missing samPles by zeros lo form the signal ',r^, = {;:"'"' n:0,-+L,!2L,... otherwise (7.s.34) Then &(O): 2 ie xln\s-ttt" -r =,i_*x(n/L)e-rb = ) x1t<1e-iteL=X(LA) (7.s.3s) so that X,(O) is a frequency-scaled version of X(O). The relation betrveen these various spectra is shown in Figure 7.5.6, for the case when 7 = 0.4t llonand L From the figure. it is clear that if we pass x,(n) through a lorv-p5ss digital filter with gain L and cutoff frequency auT/ L, the output will correspond to -r,(n). Interpolation by a factor L therefore consists of interspersing L 1 zeros betwcen samPles and then low-pass filtering the resulting signal. :2. - 362 Fourier Analysis ot Discrete-Time I -aO X"(al Sysiems Chapter 7 I 0 (a) rx(o) -'tr r o\T g .ngT t = 0.4l = -O.4r - (b) lxi(o)r -trOT" O rxr(o) -t -@oT" @OT" | O @oT" t A (d) Iigure 75.6 Illustratinn of interpolation. (a) Spectrum of analog signal. (b) Spectrum ofr(n) with sampling rare f. (c) Spectrum of interpoiired signal corresponding to rate T" : T/L. (d) Spectrum of signal .r,(z). Fig_ ures correspond to T = O.4t /lod,oand L = 2. Example 7.6.2 Consider the signal of Example 7.5.1, which was band limited to roo = 10,ffi)n rad/sec, so that loat = 100Fs. Suppose x,(r) is sampled at = 25$ to obtain the signal r(n) with spectrum x(o) as shown in Figure 7.5.2 (b). If we want lo decimare.r(z) by a faitor M without introducing aliasing, it is clear from Equation (2.5.30) thar M (t /tooT) = 4. Suppose we decimate r(n\ by M 3. so rhir the effecrive sampling=rate is ?.-= 75ps. It follows from Equation (7.5.31) and Figure 2.5.5(c) rhat the specrrum of rhe decimaied f : Sec. 7.5 Fourier Translorm o, Sampled Conlinuous-Time Signals rx(o) 0 363 | t7 T (b) I xd(Q )l 4\ rd .3 -!r -v- 0 (c) '',ln'L, Iigure 7S.7 Spectra for Example (al Analog spectrum. (b) Spectrum of sampled signal. (c) Spectrunr of decimated signal. (d) Spectrum oI interpolaled signal 7.5.2. -3zr t 0 (d) after decimation. signal, Xo(O), is found by amplitude and frequency scaling X(J)) hy the factor 1/3. The resulting spectrum is shown in Figure 7.5.7(c). Let us now interpolate the decimated signal -rr(z) by L:2 to form the interpolated signal .t,(n ). It follows from Equation (7.5.33) that a^T < -,L = xr(o) = 3:r' L8 . lol ., Figure 7.5.7 (d) shows the spectrum of the interpolated signal. Fr()m our earlier discussion. it follows that interpolation is achieved by interspersing a zero hctrvcen each two samples of .r., (n) and low-pass filtering the result with a filter with gain 2 and cutoff frequency (3rl8) rad/sec. Fourier Analysis ol Discrete-Time Systems Chapter 7 Note that the combination o[ dccimation and inLcrpolation gives us an elfective samof. T' : MT/ L = 37.5ps. In general. by suitably choosing M and L. we can change the sampling rate by any rational multiple of it. pling rate 7.6.3 A/D and D/A Conversron The application of digital signal processing techniques in areas such as communication, speech, and image processing, to cite only a few, has been significantly facilitated by the rapid development of new technologies and some important theoretical contributions. In such applications, the underlying analog signals must be converted into a sequenoe of samples before they can be processed. After processing, the discrete-time signals must be converted back into analog form. The term "digital signal processing" usually implies that after time sampling, the amplitude of the signal is quantized into a finite nurnber of levels and converted into binary form suitable for processing using for example, a digital computer. The process of converting an analog signal to a binary representation is referred to as analog-to-digilal (ND) conversion, and the process of converting the binary representation back into an analog signal is called digiul-to-analog (D/A) conversion. Figure 7.5.8 shows a functional block diagram for procesing an analog signal using digital signal-processing techniques. As we have seen, the sampling operation converts the analog signal into a discretetime signal whose amplitude can take on a continuum of values; that is, the amplitude is represented by an infinite-precision number. The quantization operation converts the amplitude inlo a finite-prccisrbn number. The binary coder converts this finite precision number into a string of ones and zeros. While each of the operations depicted in the figure can introduce errors in the representation of the analog signal in digital forrn, in most applications the encoding and decoding processes can be carried out without any significant error. We will, therefore, not consider these processes any further. We have already discussed the sampling operation, associated errors, and methods for reducing these errors. We have also considered various schemes for the reconstruction of sampled signals. In this section, we will briefly look at the quantization of the amplitude of a discrete-time signal. The quantizer is essentially a device that assigns one of a finite set of values to a signal which can take on a continuum of values over its range. Let [:r, xr,] denote the range of values, D, of the signal .r,(r). We divide the range into intervals [x,-r,:J,i=l,2....N.with.r,=r,andrr=rn.Wethenassignavaluey;,i=1,2..., Analog-ro-Digital Convenor Digital-to-Analog Convertor ,v,(l) Figure 75.E Functional block diagram of the A/D and D/A processes. Ssc. 7.5 Nto the signal whenever.r,_ r Fourier Translorm of Sampled Continuous-1ime Signals = .r.(t) < 365 of levels of the quantizer. The r, are known as the decision levels, and the l', are known as the reconstruction levels. Even though the dynamic range of the input signal is usually not known exactly, and the values x, and x, are educated guesses, it nrav be expected that values of x,(t) outside this range occur not too frequently. All values xo(t) < \are assigned to r,, while all values x,(t) > xn are assigned to x,,. For best performance. the decision and reconstruction levcls must be chosen to match the characteristics of the input signals. This is, in general, a fairly complex procedure. However, optimal quantizers have been designed for certain classes of signats. Untform quantizers are often used in practice because they are easy to implement. In such quantizers, the differences .r, - r,_r and y, - yi_r arc choscn to be the same value-say, A-which is referred to as the step size. The step size is related to the dynamic range D and the number of levels N as .r,. Thus, N represents the number a=-DN (7.s.36) Figures 7.5.9 (a) and (b) show two variations of rhe uniform quanrizer-namely, the midriser and the midtead. The difference between the two is rhat the output in the midriser quantizer is not assigned a value of zero. The midtread quantizer is useful in situations where the signal level is very close to zero for significant lengths of timefor example, the level of the error signal in a conlrol system. Since therc are eight and seven output levels, rcspectively, for thc quantizers shown in Figures 7 .5.9(a) and (b), if we use a fixed-lenglh code word, each output vatue can be represented by a three-bit code word, with one code word left ovcr for the midtread quantizer. In what follows, we will restrict our discussion to thc midriser quantizer. In that case, for a quantizer with N levels, each output level can bc rcpresented by a code word of length (a) (br Flgure 75.9 lnput/output relation for uniform quantizer. (a) Midriser quantizcr. (b) Midtread quantizer. Fourier Analysis of Discrete-Time 366 Systems Chapier 7 (i + l)A I A ,A+; A iA i lll rtl or, T1 (a) A 2 0 -A T Figure 75.10 Quantization error. (a) Quantizer input. (b) Error. B - logzN = togz D (7.s.37) a 'fhe proper analysis of the errors introduced by quantization requires the use of techniques that are outside the scope of this book. However, we can get a fairly good understanding of these errors by assuming that the input to the quantizer is a signal which increases linearly with time at a rate S units/s. Then the input assumes values in any specilic range of the quantizer-say, [iA, (i + 1)A]-for a duration [f,, with T, A/S as shown in Figure 7.5.10. The quantizer input over this time can be easily verified to be t], - Tr: x"(t) = r#(r - r,) +,a while the output is xo(t)=i^++ The quantization error, put. We have e (t), is defined as the difference between the input and the out- e(r) = x,(r) - xn(t) = +r,tt - r,) - Li (7.5.38) o+"] = 'T:'\l'- It is clear that e (r) also increases linearly from - L/2 to A/2 during the interval lTr,Tzl. The mean-square value of the error signal is therefore given by (see Problem 7.27) Sec. 7.6 367 Summary E I tr, e'u)41 = ,= ' r, )r, A2 =- (7.s.3e) D2 n-zo - iL where the last step follows from Equation (7.5.37). E is usually referred to as the quantization noise power. It can be shown that if the number of quantizer levels, N, is very large, Equation (7.5.39) still provides a very good approximation to the mean-square value of the quantization error for a wide variety of input signals. In conclusion, we note that a quantitative measure of the quality of a quantizer is the signa.lto-noise ratio (SNR), which is defined as the ratio of the quantizer input signal power P, to the quantizer noise power E. From Equation (7.5.39)' we can write SNR=? =rzP,D'2228 (7.5.210) In decibels, (SNR)dB = l0loglsSNR = l0log,o(12) + 10log,oP, - 20log,rD + 20Blog,o(2) (7.s.41) That is, (SNR)dB = 10.79 + l0log,oP, + 6.028 - 2Olog',,D (7'5'42) As can be seen from the last equation, increasing the code-word length by one bit results in an approximately 6-dB improvement in the quantizcr SNR. The equation also shows that the assumed dynamic range of the quantizer must be matched to the input signal. The choice of a very large value for D reduces thc SNR. Examplo 7.63 Let the input to the quantizer be the signal .r,(t) = ,4 sin root The dynamic range of this signal is 2.r4, and the siBnal power is P. = A212. The use of Equation (7.5.41) gives the SNR for this input as (sNR)dB = 20logro(l'5) + 6'aB = l'76 + 6028 Note that in this case D was exactly equal to the dynamic rangc of the inPut signal. The SNR is independent of the amplitude .A of the signal' 7,6 SUMMARY . A periodic discrete-time signal .r(n) with period N can be represented by the dis- crete-time Fourier series (DTFS) .r(n) = ^>_, ".-o[iaro *] Fourier Analysis ol Discreie-Time 368 . o t r Chaptor 7 The DTFS coefficients a, are given by '- . Systems = i>*''t"l*nf-if;m] The coefficients ai are periodic with period N, so that ao : at t N, The DTFS is a finite sum over only N terms. It provides an exact alteraative representation of the time signal, and issues such ar convergenoe or the Gibbs phenomenon do not arise. lt ar, are the DTFS coefficients of the signal .r(n), then the coefficiens of. x(n - m) are equal to ao expl- j(2tt / N ) kml. If the periodic sequence.r(n) with DTFS coefficiens ao is input into an LTI system with impulse response &(n ), the DTFS coefficiens Do of the output y(n) are given by or = "rn(fr r) where fl(o) =L oOlexp[-jon] na-6 r The discrete-time Fourier transform (DTFT) of an aperiodic sequence r(n) is given by x(o)= i,(rtexp[-loz] na -@ r The inverse relationship is given by ,<^> = o o . *f" x1o1exp1; onlda The DTFT variable O has units of radians. The DTFT is periodic in O with period 2r, so that X(O) = X(O + 2t). Other properties of the DTFT are similar to those of the continuous-time Fourier ransform. In particular, if y(n) is the convolution of x(n) and ft(a), then, Y(o) = H(o)x(o) r When the analog signal r,(t) is sampled, the resulting signal can be considered to be either a CT signal r,(t) with Fourier transform X,(o) or a DT sequence.r(n) with DTFT X(O). The relation between the two is X"(or) = X(O) r -.ri,1 f' 1n.., The preceding equation can be used to derive the impulse modulation model for sampling: '1 7r'i - : 1.f..,,., , .. ,"1 ,*. ..rr li .r"(r)=x,(r) li,..i t Ii j ,,E-- 41,-rr1 Sec. o r . o r 7.8 '369 Problems The transform X.(o) is related to X,(to) by x,(,) = |,i.r,,, *,,,, We can use the last equation to derive lhe sampling theorem. rvhich gives the minimum rate at which an analog signal must be sampled to permit error-free reconstruction. If the signal has a bandwidth of or. . lhen T < 2rla,.. The ideal reconstruction filter is an ideal low-pass filter. Hold circuits are practical reconstruction filters that approximate the analog signal. The zero-order hold provides a staircase approximation to the analog signal. Changing the sampling rate involves decimation and interpolation. Decimation by a factor M implies retaining only one of every M samples. Inte rpolation by a factor L requires reconstruction of L I missing samples between every two samples of the original sampled signal. By using a suitable combination of M and L. the sampling ratc can be changed by any rational factor. The process of representing an analog signal by a string of binary numbers is known as analog-to-digital (AD) conversion. Conceptually, the process consists of sam' pling, amplitude quantization. and conversion to a binary codc. The process of digital-to-analog (D/A) conversion consists of decoding the digital sequence and passing it through a reconstruction filter. A quantizer outputs one of a finite set of values corresponding to the amplitude of the input signal. Uniform quantizers are widely used in practice. In such quanlizcrs, the outPut values differ by a constant value. The SNR of a uniform quantizcr increases by apProximately 6 dB per bit. - . . o . . 7.7 CHECKLIST OF IMPORTANT TERMS Allaslng Convergenco ot DTFS Declmatlon Dlocretetlme Fourler serles DlscrotFtlme Fourler translorm DTFS coefllclents lmpulse-modulatlon model 7.8 lnterPolatlon lnverse DTFT Perlodlclty of DTFS coalflclentg Perlodlctty ot DTFT Sampllng ot analog slgnals Sampllng theorem Zero-order hold PROBLEMS 7.1. Determine the Fourier-series representation for each of thc follosing discretetime nals. Plot the magnitude and phasc of the Fouricr coefficients a^. (a) ,r(n) = cos3r.n 4 sig- S7O. Fourier Analysis ol Dlscrete.Time (b) x(n) = acos (c) .r(z) (d) .r(z) ,in f Syslems Chapter 7 fi is the periodic extension of the sequence (1. -l.0, l. - ll. is periodic with period 8, and rt4, (e) x(n) is periodic with period : [t. o=n=3 10, 4s n=7 6, and ln, 0sn<3 r(r,r=lO, 4=as5 (0 72 .r(n) =,i t-1)t6(r - *y + co.z+ t- -o Given a periodic sequence r(n ) with the following Fourier-series coefficients, determine the sequence: (a) at = r * ]'*! *'"""!, osksB 2=I:1 "={;: "'} (c) ar = exPl-jrk/al' o= k<7 (d) ar = [,0, -1,0, 11 73. l-et ar represenl the Fourier series coefficients of the periodic sequence x(a) with period N. Find the Fourier-series coefficients of each of the following signals in terms of a.: (a) x(a - no) (b) r(-n ) (c) (- I )"r(n) (d) rtzt = (Hinx y(n)can be wriuen u. x@), [0, I + (] Irtn) zt even zodd l),.r(n)1.) (e) y(n, = 1ll y(n): [t(n), n odd 10, r even x,(n) @l y(n) = r"(n) 7.4. Show thal for a real periodic sequence r(n).a^ = a[-n. 75. Find the Fourier-series representation of the output y (a) when each of the periodic signals in Problem 7.1 is input into a system with impulse response 7.6. Repeat Problem 7.5 if ,,(r) = (l)r"l nO = (l) r!l. sec' 7'8 Problems 7.7. l*t x(n),hln ), and 371 v(n) be periodic sequences rvith the same period ,V. and let ar. br. and c^ be the respective Fourier-serics coefficients. (a) Let y(n) = .r(n)h(n).Show that co=)a-b*-,=2ar-^br.9 (M = a"@ (b) Lrt y(n) = x(r) @ b* /r(n). Shorv that co: Narbn 7.& Consider the periodic extensions of the following pain of signals: (a) x(n) = 11.0, 1.0,0, ll &(n) = [], - I, l.0, - I, ll nn (b) r(n) = cos j ft(n) = {1, - I, I, l, - I. ll 1n (c) r(n) = 2cos -2 n{n) = t- -l I -ll lt,-{,q,-s I I' O=n=7 + l. 0<n=3 It(z/= [n 4=n=7 l-n+8, (d) .r(n) = Let y(a) = ft(a)r(n ). Use the results of Problem 7.7 to find the Fourier-series coefficients for y(z). 7.9. Repeat Problem 7.10. Show that 7.8 if y(n) = ,r (n) 6, :(n) .1 ['" exp[;o( n - k)ldo = E(n Z7t Jo k) 7.11. By successively differentiating Equation (7.3.2) rvith respect to {}. show that elnPx(n)l = 7.112. Use j'4:fJ9 the properties of the discrete-time transform to determinc X(O) for the follow- ing sequences: (a) .t(r) = [t' [l' o=nsxo orherwise rr r l,l ttl tt") =,(3J (c) .t(n) = a'cos0/ru(n)' (d) r(n ) = exP[l3al l,l 't Fourier Analysis ol Discrete-Time 372 (e) r(n) = Systems Chapter 7 "-o[r;,] '(O r(z) = lsinrz + 4cos In (g) :(n) = a'[u(n) - u(n - n)l ' sin (h).r(n) (rrnl3) - sin{mnl3):r!(rn/2) 0) x(n) - sinhrn/3!sln(rn/2) (l) .r(n) . (t) t x(n ) = (n + 7)a'u(n), lrl (n) with transforms in the range 0 7.13. Find the discrete-time sequence .r (a) x(o) = -r,o(o ]) . 'o(o (b) X(O) = 4sin5o + 2coso (c) x(o) = (d) x(o) = = A < 2r as follows: - +) . 'o(o - T) .i"t(o - 11 4 1r"o1..6r_r, r - expt-iol f I + jexpt-;ol- jexpt-izol 7.14. Show that .i_ t,t,rt' = * f"tx(o)l'zdo 7.15. The following signals are input into a system with impulse response Fourier transforms to find the output y(z) in each case. (e) r(n) = (il[- T)"r, (b) :(z) = (|)'.r"(f),r,r (") ,(,) = (l)r"l (d) .r(z) = "(l)''',r, 7.16. Repeat Problem T.tstth(n)= 5(n - ,1 . (|)'rtrl 7.17. For the LTI system with impulse response h@)=Y#2 6nd the output if the input .r(n) is as follows: & (n )= (r' z(n ). Use Sec. 7.8 Problems 373 (a) A periodic square wave with pcriod 6 such that [t. o s z < 3 .r(n)=10. 4=n<S (b).r(n)= ) ta(n-2k)-6(rr -1-2k)l k- --. 7.1& Repeat koblem 7.17 if o(^) = 2"!#9 7.19. (a) Use the time-shift property of the Fourier transform to find l/(O) for the systems in Problem 6.18. (b) Find fi (n) for these systems by inverse tranforming H(O). 720. The frequenry response ofa discrete-time system is given bv H@)= --'si I+ | * 1- *P1-;o; [-exp[-lo]+ iexp[-l2o] (a) Find the impulse response of the system. O) Find the difference equation representation of the system. (c) Find lhe responsc of thc syslem if 72L A discrete-time rhe input is the signal system has a frequency response d(o) = rs*Ep"l-pht#1. lol 1ZL (j)'r,,,, .r Assume that p is fixed. Find u such that H(O) is an all-pass funcrion-that is, a constant for all O. (Do not assume that p is real.) (al Consider the causal system with frequency response ,,n,, \",, _ lH(iO)l is I + aexp[_ iO.].+ bexp[-l1Q] b + aexp[-j0] + exp[-j20l Show that this is an all-pass function if. a and b are real. O) t€t H(O) = N(O)/D(O), where N(O) and D(O) are polynonrials in exp [-lO]. Can you generalize your result in part (a) to find the relation betrvccn N(O) and D(O) so that H(O) is an all-pass function? 7J3,. An analog signal .r,(r) = 5cos(2@nt - 30") is sampled at a frequcncy f,intlz (a) Plot the Fourier spectrum of the sampled signal if f is (i) 150 llz(ii)250H2. (b) Explain whether.r,(t) can be recovered from the samples, and il so, how. 72A. Deive Equation (7.5.27) tot the impulse response of the linear intcrpolator of Equation (7.5.26), and show that the corresponding frequency function is as Eiivcn in Equation (7.5.2E). 72J,. A low-pass signal with a bandwidth of 1.5 kHz is sampled at a ratc of 10,ffi sampleVs. (a) We want to decimate the sampled signal by a factor M. How largc can M be without introducing aliasing distortion in the decimated signal? (b) Expiain how you can change the sampling rate from 10,000 sanrpleVs to 4(H sampleds. 374 726. An Fourier Analysis ol Discrete-Time Systems Chapter 7 analog signal rvith spectrum is sampled at a frequency ro,= 10,000 radls. (a) Sketch the spectrum of the sampled signa[. (b) If it is desired to decimate the signal by a factor M,what (c) is the largest value of Mthat can be used without introducing aliasing distortion? Sketch the spectrum of the decimated signal if M = 4. (d) The decimated signal in (c) frequency of 75C10 is to be processed by an interpolator to obtain a sampling rad/s. Sketch the spectrum of the interpolated signal. 7.t1. veify for lhe uniform quanlizer that the mean-square value of the error' E, is equal to A2/12. where A is the step size. 7,?A. A uniform quantizer is to be designed for a signal with amplitude assumed to lie in the range *20. (e) Find the number of quantizer levels needed if the quantizer SNR must be at least 5 dB. Assume that the signal power is 10. (b) If the dynamic range of the signal is [-10, l0], what is the resulting SNR? 7J9. Repeat Problem 7.27 if the quantizer SNR is to be at least 10 db. Chapter B The Z-Transform INTROD In this chapter, we study the Z-transform. which is the discrete-tinle counterpart of thc Laplace transform that we studied in Chapter 5. Just as the Laplacc transform provides ur fr"qu"n.y-domain tcchnique for analyzing signals for which thc Fourier transforrn " noi exisi. the Z-transform enables us to analyze cerlain tliscr.'te-time signals that does do not have a discrete-time Fouricr transform. As nlight be expcctcd, the properties of the Z-transform closely resemble those of the Laplace transfortn, so that the results are similar to those of Chapter 5. Horvever, as with Fourier transtirrms of continuous and discrete-time signals. there are cerlain differences. The relationihip between the taplace transform and the Z-trans[ornr can bc cstablished bv considering the sequence of samples obtained by sanrpling an analog signal ro(t). In our discussion of samplcd signals in Chapter 7, we sa\\ that lhe outbut of the simpler could be considered to be either the continuous-time signal ...(r) :,)-ru(xf)S(r - nT) (8.1.1) or the discrete-time signal (ii.1 .2 ) rfu):.r,,(n7') Thus, thc l:place transform of .r.(r) X.(.s) = is r-,,2. .r, (n I) exp =) [ -. sr] r/t x.@T)cxp[-'n7.rlr/r (8.1.3) 375 976 The Z_Trans{orm Chaptor g where the last step follows from the sifting property of the S.function. If we make the substitution = exp[Ts], rhen i .Y,(S)1.=*pr,rl = (E.1.4) ,,i.x,(nT)z-^ The summation on the right side of Equation (E.1.4) is usuaily written as X(e) and delines the Z-trarrsform of the discrete-time signal r(n ). We have,in fact, alr,, Ji urrcountered the Z-transform in Section 7.1, where we discussed the respons. rrf ;. linear, discrete-time, time-invariant system to exponential inputs. There we sa'.. hat if th; input to the system was.r(n ) : 3", the output was ' y(n) = H(z)z' (8.1.5) where H(z) was defined in terms of the impulse response h(z) of the system as H(z)= i -* n(r)r' (E.1.6) n= Equation (8.1.6) thus defines the Z-transfornr of the sequence &(z). We will formalize this definition in the next section and subsequently investigate the properties and look at the applications of the Z-transform. 8.2 THE Z-TRANSFORM The Z-transform of a discrete-time sequence x(z) is defined as x(z) =\ r(n)z-' where e is a complex variable. For convenience, we sometimes denote the Z-transfornr as Z[r(n)1. For causal sequences, the Z-transform becomes X(z) = ) r-0 x@)z-" (8.2.2) To distinguish between the two definitions, as with the taplace transform, the transform in Equation (8.2.1) is usually referred to as the bilateral transform, and the transform in Equation (8.2.2) is referred to as the unilateral transform. Example 8.2.1 C-onsider the unirsample sequence ,(r) = j;: :;Z (823) The use of Equation (8.2.1) yields X(z) = 1.7o = 1 (E2.4) Sec. 8.2 The Z-Transform Example 8.2.2 Let.r(n) he the sequence obtained hy sampling thc conrinuous,limc function .r(t every I )= exp[-arlr,(r) (8.2.-s) seconds. Then r(a) = exp[-arr7'la(n) (8.2.6) so that, from Equation (8.2.2). rve have xtzf = j lexp 1- ,r 1-- ,l', i-tt expl- anrlz-" = n.O Using Equation (6.3.7). we can rvrite this in closed form as lz x(:)= I -expi-arlz'=.-"*i1-,r; (8'2J) E-a'rrple t2.3 Consider the lwo sequences .r(n) fo" =1 ' rr>o (E.2.E) n |.0, <o and (nv a<o 't,,r={-(iJ' 10, (8.2.e) n=0 Using the definition of the Z-rransform, we can write x(z) =.e (:1.'=;.(j. )' (8.2.,0) We can obtain a closed-form expression for X(z) by again using Equation (6.3.7), so that x(z)=,_1,-= z . (8.2.11) zZ-, z-l Similarly, we ger Y@ = .i. - (:)' .. = .t (j. ,)' = - ,i,,,o", Gz.,z) which yields rhe closed form y(7)=-;!'^_). j--, = | tz z_; (g.2.13) .i, .l The Z-Translorm ChaPier 8 ,\s can he seeu. the exprcssions lor the two transforms. x(z) and Y(z). are identical. Seemingly. rhe rwo tr)raily different sequences.r(n) and y(n) have the same Z-transform' Thc c.lifieience. of course. as rvith the Laplace transform, is in the two different regions of convcrgence for x(z) and Y(;), where the region of convergence is those values of z lbr rvhich tie powcr series in Equation (8.2.1 ) or (8.2.2) exists-that is. has a finite value. Since Equati.n iO.:t.;l ir n geomerric series. the sum can be put in closed fornl only when the summand has a nragnitude less than unity. Thus. the exPression for x(z) given in Equa' tron (8.2.11) is valid (that is. X(3) exists) only if l]r-'| < t "' Similarly. from Equation (8.2. l3). Y(z) exists lzzl < t l.l , j (8.2.14) if or lzl <l (E.2.ls) Equations 18.2.1a) anrt (8.2.15) define the regions of convergence for x(z\ and Y(z), reipecrively. These regions are plotted in the comptex z'plane in Figure 8'2'l' lmz &21 Regions of Flgure convergence (ROCs) of the Z-transforms for Example 8.2'3. (a) ROC for X(z). (b) ROC for Y (zl. From Example 8.2.3, it follows that, in order to uniquely relate a Z-transform to time function, we must specify the region of convergence of the z-transform. a CONVERGEN Ct'rnsider a sequence .r(n ) with Z-transform x(z)= ' i ,@'12-' (E.3.1) aE't We want to determine the values of z for which X(Z) exists. In order to do so, we represent z in polar form as z : r exp[10] and write Sec. 8.3 Convergence of the Z-Transform *(r) = 379 expIlgl) ,,?-.r(a)(r " -1 = ).r(n)r-"expl-7rrul Let -r* (n ) and -r (5.-i. j - (n ) denote the causal and anticausal Parts o[.r (,r ). rc spectivel,,*. Tha L ii. n*(n ) = x(n)u(n) x-(n): x(n)u(-n - (rt.3.3 1) ) We subslitute Equation (8.3.3) into Equation (8.3.2) to gct -t X(r)= ) r-(n)r-"exp[-ln0l + I*-(rr)r'"cx1,i = ).r-1-rr)/"exp[jme] + ) r, (rr)r "cr1il = ir01 ,ll 7'rr(rl ) lr-(-rr)ll + > l.r.1rr)lr-" (s..i l) For X(z) to exist. each of the two tcnns on the right-hand side of l:quation (8.3.4) nrust be finite. Suppose there exist constants M, N, R-, and R* suclr tlrirl lx-1n11 < run: forn < 0, l.r*(n1l < Nnl lt;rrr = 0 (i1.3.-5i We can substitute thesc bounds in Equation (8.3.4) to obtain X(z) = M ) R-n'r^ + N trt=l ) R'ir-" (8.3.6) Clearly, the first sum in Equation (8.3.6) is finite it rlR- < l. irtttl the sec(rnl1 strr,r rs finite if R*/, < l. We can combine the two relations to detcrtrtrrt. rhe regir;n oI c,,I vergence for X(z) as R.<r<R Figure E.3.1 shorvs the region of convergence in the r planc as Lire annular regiotr between the circles of radii R- and R*. The part of the transforrl ctrrresponding to the oI, equivale'ntlv. causal sequence .r*(n) converges in the region for which r -.' ^. l ith radius I(., Sirrr , circle is outside the lal R..That is, the region of convergence ilarly, the transform corresponding to the anticausal sequen,:c '. 1rl) ctrnr'rrtii ii' r ( R- or, equivalently, lr l a n-, so that the region of coni'cr{;t:.c is irtsitit ii.': ..,, cle of radius R-. X(z) does not cxist if R- < R-. We recall from out' discussion of the Fourier translor m of ,.ll:L tcla-l,t'r -' ':lgrlzll 't' Chapter 7 that the frequency variable O takes on values in ltt. 1r; l. For ii [i'.t o ' :tti:t of I it follorvs from a comparison of Equation (8.3.2) with htgiretion 17.-'.1-:. tr,-,' -" X(z) can be interpreted as the discrete-time Fourier lranslbrtrt {:l thc srqrral 't(rr)r This corresponds to evaluating X(z) along the circle of radius r in the i r)llne L we set r = I, that is. for values of z along the circle with urrit;' r,,'.lrtr: .\'r'l i lr--t-I.,:. The Z-Translorm Chapt€r 380 Ilgore &3,1 I Region of oonverg,ence for a general noncausal sequence. to the discrete-time Fourier transform of x(n), assuming that the transform exists. That is, for sequences which possses both a discrete-time Fourier transform and a Ztrausform, we have X(O) = X(a) l.-.,p1-ior (8.3.7) The circle with radius unity is referred to as the unit circle. In general, if x(n) is the sum of several sequences, X(z) exists only if there is a set of values of z for which the transforms of each of the sequences forming the sum converge. The region of convergence is thus the intersection of the individual regions of convergence. If there is no common region of convergence, then X(z) do€s not exist. E:vanrple 83.1 Consider the function ,r"r = (])"r,r Clearly, R* = 1/3 and R- = 6, so that the region of convergence is t.l ,l The Z-transform of .t(a) is x(z)=-4-.:-3. t z - ;z-' - i which has a pole at z = 1I3. The region of convergence is thus outside the circle enclosing the pole of X(a). Now let us consider the function ,r,r = (|)',or. (|)',r,r Sec. 8.3 Convergence of the Z-Transtorm 381 which is the sum of the two functions /l\"rr(tt) and r,(n) = {;f \./ .r2(rr} = ,r' i. | ,;r,,: From the preceding example, the region of convergcnce for ,\', (.: I lzl > whereas for Xr(z) it i' I z is I Izl > r Thus, the region of convergence for X(z) is the intcrsection of thcsr: trYo recions and is l.l , , --: .- ""-(;.1) =; It can easily be verified that 222 -l; ? ' = -'-. z-1, z-l k-))(z-\) --eHence, the region of convergence is oulside the circle that includcs both poles of X(z). X(7) = + The foregoing example shows that for a causal sequence, the regrou of convergence is outside of a circle rvhich is such lhat all the poles of the transfornr .Y(t) are witlrin this circle. We may similarly conclude that for an anticausal function, the region of convergence is inside a circle such that all the poles are external to thc circle. If the region ofconvergencc is an annular region. then the polcs of X(z) outside this annulus correspond to the anticausal part of the function. rvhilc thc poles inside the annulus correspond to the causal part. Eqa'nple 832 The function 3", n<0 ,"r: (ll tt = o.2,4.erc { (jl ,, = r,3,5.etc has the Z-transfornr x(21= Let n = -rr ,,i-_t.2.. in the first sum, n : ; G)". 2rn irr lhe second .. (j .e odJ n rr.. *.1 ,1 - 2r:r i i,r lhc titird sum. Ii'tn The 382 x(r) = P,(i.)- . int';t\' *'-' i Z-Translorm ChaPter I (i. l- 1: --.l----lt'- r-1. I -fz-z I - z-z z_3 ,r_,1 ,r_i As can be seen, x(z) has poles ai z = 3, lt3, -1/3, l/2. aad -llZ.The pole at 3 corresponds to the anticausal parr. and the others are causal poles. Figure 8.3.2 shor[s the locations of these poles in thl i plane, as wetl as the region of convergence. which, accordingl to our previous discussion' is l/2 < lzl < 3. lm: Articausal pole Flgure E32 Pole locations and region of convergence for ExamPle 8.3.2. Example 833 Let.t(a) be a finite sequence that is zero for a < no and n) n,'Then X(z) = .11r,,);.-* i x(no * l)3-(""* tt r "' r x(nr)z-'r Since X(z) is a polynomial in z(or z-l). X(z) converges for all finite values of z' exaept n, > 0' z = 0 for nt> tl. The poles of X(z) are at infinity i[ ao < 0 and at the origin if From the previous example. it can be seen that if we form a sequence y(n) by adding the a finite-length sequence to a sequence x(n), the region of convergence of Y(z) is same as that of X(z), except possibly for z = 0. Erample 8.3.4 Consider the righr-sided sequence ,(") = ,(;)' rr(n + 5) Sec. 8.4 383 Properties ot the Z-Transtom - as the sum of the finite sequence 3(l/2\"lt(n + 5) u(z)] and the = 7112rr,r)"r(n), it becomes clear that the R()('ot f(r) is the same as thar of X(:). namely, l: I > l/2. Sinilcr!y, :he sequence )(r) By rvriting sequcnce t (n'1 v(n)=-(j)',r-,*,, to he the sum of the s!'quence x(n1 = -)2(l/2)'z(-n - l) and the finite sequence - 32(l/2)'lu(n) - rr(l - 6)1. lt follows rhat Y(z) converges for can be considered 0< lzl < trz. In the rest of this chapter, we restrict ourselves to causal signals and systems' for which we will be concemed only with the unilateral transform. In the next section, we discuss some of the relevant properties of the unilateral Z-transform. Many of these properties carry over to the bilateral transform. PROPERTIE OF THE Z-TRANSFO Recall the definition of the Z-transform of a causal sequence -r(n): x(z)-)-r(n)2" (8.4.1) ,t-0 We can directly use Equation (8.4.1) to derivc, the Z-transforms o[ common discretetime signals, as the following example shows. Example 8.4.1 (a) For thc 6 function, we saw that the Z-transform is 216(n\l= 1.zo= l (8.4.2) (h) Let :(n) = o"'1n, Then rl x(z) = By letting =:'-.1.:1,lcl ) a'z-'=', l-oi l---, z-q (8.4.3) ,o c = t, we obtain the transform of the unit-step function: zlu(n)l = 11 ;, l.l , r (8.4.4) (c) Let .t By writing .r Qr) as (n) = c6.61orr,,,, (E.4.s) rI:!] The x(n) = I + )[exg[jfiozl exp Z-Transform Chapter g [-lfioz]lz(z) and using the result of (b). it follows that ' ,r,',:!2 expljttol'-L ^\''' z2z -exp[-jfto] Z = zG:ls&)_ IL (8'4'6) t zzcosrh + Sinilarly, the Z-transform of the sequence :(z) = s6q-,r, (E.4.7) is x(z) = Let .r(n) be noncausal, with .r* (z) and r_ respectively, as in Equation (8.3.3). Then x(z): - z2 z sinOo 2z ccf,lo (r) denoting X,(z) + (8.4.8) +I its causal and anticausal parts, X-(z) (8.4.9) Now, x-(z)= j r-1r)e-' (E.4.10) 4d -@ By making the change of variable m = -n x-(z)= and noting that r- (0) = 0, we can write i x-(-n)z^ (8.4.11) m-O l-et us denote r -(-m)by xr(m). It then follows that X-(z) = Xr(z-') wbere X1(z) denotes the Z-transform of the cazsal sequence .r_ Eraraple t.4.2 kr ,r, = (;)''' Then ,.",= (l)", n>0 ' "'= (l)-', z<0 (8.4'12) (-n ) Sec. 8.4 Properties ol the Z-Transform 385 and -r,(n) = 5-1-,; = (])' r, " = (])',r,- u,,y From Example E.4.1. we can write x,({ = -}-. lzl > I 1. and x.,(z)= L-z-i I I= rl -2-, z-', l.l so that x-(7)=-;- l:.1.2 and Thus, a table of transforms of causal time functions can be uscd to find the Z-iansforms of noncausal functions. Table 8.1 lists the transform pairs derived in Example 8.4.1, as well as a few others. The additional pairs can be derived dircctly by using Equation (8.4.1) or by using the properties of the Z-transform. We discuss a few of these properties next. Since they are similar to those of the other transforms we have discussed so far, we state many of the more familiar properties and do not dcrive them in detail. 8.4.1 Linearity If r, (n ) and.rr(n) are two sequences with transforms X, (z) and X,(:). respectively, then Z[ar.rr(n) + arxr(n)l= arXr(z) + arXr(z) where a, and ararc arbitrary constants. (8.4.13) The Z-Translorm Chapt€r 8 386 8.1.2 fime Shifting Let r(n) gct' rt,, ) be a causal sequence and let X(z) denote its transform. Then, for any inte0, x(n + no)t-" > n=O Zlx(n +no)l = = \ r(my;tn't,t t rll E = z,ulio,ln)a-,,, [ = z\lx(z) - "!rr1rn1z-,,] I 'b:r - )or@)r-"1 (8.4.14) Similarly, Zlx(n -no)l : ).r(n - nr)z-' n =O =! = '1-;t-''.,n'' t"li,r<^).-'* = r- "lx <rl + (*)r-^f -1,,,.. j,. r{-) z-,,] (8.4.1s) ,, Example 8.4.3 Consider the difference equalion Y(n) I - ry(n - l) = 6(z) with the initial condition .y(- l) = 3 In order to find y (n) for z 0, we use Equation (E.4.15) and take transforms on both side. = of the difference equation, Betlting Y(zl - 1 2z-tlY?) + .r'(- l)31 = t We now substitute the initial condition and rearrange terms, so lhai t |-t'z-t 2:-" Sec.8.4 Properties ol the Z-Transform 387 It follows from Example E.4.1(b) that 5/l\" 2\z). r=o y(n\= Example t.4.4 Solve the difference equation v(n + 2l - +l) + |r(n) y(n - 0, it.r(n) = u(n)'v(l) = l, and v(0) (8.4.14). we have Equation Using fory(n).n =.r(nr = l' zlly4) -y(0) - y(l)z-rl-zlY(r) - y(o)l * 1v(:) = x(z) Substituting X(l\ = zlk - l) and using the given initial conditions' (.' -. * i)",., Writing Y(z) r'-,.* r'=." :-' = rve get l' as Y(z\= "" , z1 'z*l z'(z-l)(z-llt.-i1 - and expanding the fractional term in partial fractions yields r: ', t vt.l=.Lil,*.__l_r_i =,1. .-t *'r, :-l - z-] 7,2 From Example 8.4.1(b). it follows that y1n1 =e;u1n1. i(i)',r, - ,(])""r"r 8.4.3 FrequencyScaling The Z-transform of a sequence a'r(n) is Zla" x(n\l = ! xPrl(a i a'x(n\z-" = x=0 ,,=0 = X(a-t I :)-' z) Example 8.4.6 We can use the scaling property to derive the transform o[ thc signal y(n) = (a'cosOon)u(n) (8.4.16) 388 The Z-Translorm Chapter from the transfornr of .r(z) = (cos l)on)a (z) _ - z(z - rvhich, from Equation (8.a.6), is v/-\ ,"r., zz -i cosoo) iosfrr+T Th us. rt.r=;f;{fi*ffi 1 = zz_:12_-_r:elrb) - 2a cos{loz + a2 Similarly, the transform of y(z) = a'(sin()na)rr(n) is, from Equalion (8.4.8), y(.) = F;!;'j#;7 4,4.4 l)iffereatiation with Respect to z If we differentiate both sides of Equation (8.4.1) with respect to z, we obtain dX(z\ : (_ n)x(n)z-"-l ) u<' n=o = -z-t 2 *b\z-" 'l-0 from which it follows that z[nr(n)) = -rt*el (8.4.17) By successively differentiating with respect to z, this result can be gerreralized as Ztnkx(n)t: (-,*)r *ru (8.4.18) Example 8.4.6 Let us find the transform of the function y (n) = n(n + l)u(n) Fronr Equation (E.4.17), we have zlnu(n)t = -, ft ,p611 = -, ** = ;* I Sec. 8.4 Propertes ol the Z-Transform 389 and *)"rrnl = - z lrr-, l, ru all z(z+l) _ _d z --'A(z-tr=(FT;' Z[nzu(a)t = (-, so that 8.45 InitialValue For a causal sequence x(z) It can be seen that : x(n), we can write Equation (8.4.1) explicitly as r(0) + r(l)e-t + x(z)z-2 r ... + x(n):-" * as z ... -+ co, (8.4.19) the term z-n -s0 for each fl > 0. so that Jrlg x(a) = -r(o) (8.4.20) Example 8.4.7 We will determine rhe initial value r(0) for thc signal with transform x(z\ __. _1 : _: zr_1zr+22_5. (z-1)(z-!)Q'z-rz+t) Use the initial value theorem gives r(0) = 1;' x(z) = t tJc The initial value theorem is a convenient tool for checking i[ thc z-rransform of a given signal is in error. Partial fraction expansion of X(z) gives x(z) = J-+ -j. - ---:) z-l z-ti z2-t1z+ I so that x(n) = u(n) The initial value is.r(0) = l * (|)',t"r _ (i)'*,(l ,) which agrees with ihe result above. t.4.6 FinalValue From the time-shift theorem, we have Zfx(n) -.r(n - l)l = (t - z-t)xk) The left-hand side of Equation (8.a.21) can be written as (8.4.21) The Z-Transform Chapter 390 ) tt ll [.r1r1 -.\'(r - l)1.: "'- ]int ) ''' a'(t lf we now let : -+ I. Eqtrati,-'n {N [.r(rr) I 2l) c;rn lre !r71i11s. -.r(rr I - l)]r"" ^* l$ tl - r-')x(;) = I,* ,I, [.r(r)'- r(n = lim .r(N) = x(:c) l)] 18.4.22) assuming.r(cc) exists. f,sernple E.4.8 By applying the final value theorem, we can find the final value of the signal of Examplc 8.4.7 as r(a) = 1* so , ,t *r,r= g [.,]'_-,f;t'i,.1i) th-. r(cr; = 1 which again agrees with the final value ofx(n) given in the previous example. Example 8.4.9 [,et us considcr lhe signal x(n) = 2 rr1nl*ith Z-transform given by X(z) 3 = z-2 Application of the final value theorem yields z: l z..=1 .t(,)=lirn :jt Z Z_z Clearly this result is incorrect since.r(a) grows without bound and hence has no final value. This example shows that the final value theorem must be used with care. As noted earlier it gives the correct result only if the tinal value exists. 8.4.7 Convolution If y(n) is the convolution of two sequences.r(n) and lr(rr), then, in a manner analogous to our derivation of the convolution property for the discrete-time Fourier transform. we can show that Y(z) = Recall that Htz)X(z) (8.4.23) Sec. 8.4 Properties ol the Z-Transform 391 Y(z\ = i y@)z-' y(n) is the coefficient of the z,th term in the power-series expansion of Y(z). It follows that when we multiply two power series or polynomials X (z) and H(z), the coefficients of the resulting polynomial are the convolutions of the coefficients in .r(n) and ft (n). so that Example 8.4.10 We want to use lhe Z-transform to find the convolution of the [ollowing tvo sequences, which rvere considered in Example 6.3.4: h(n) = 11.2,0, - I. ll and r(n) = [.3. - t. -2|' The respective transforms are H(z)=l+22-t-z-'+z-o and i/(1) = 1 + 3z-r - z-' - Zz-' so that Y(z)= 1+52 I+ 52-2 It follows that the resulting sequence .v(z) = - 5z-r - 6z-o + 4z-\ + z u -22-1 is (1, 5, 5, - s. - 6.4, l, - 2l This is the same answer that was obtained in Example 6.3.4. The Z-transform properties discussed in this section are summarized in Table 8-1. Table 8-2, which is a table of Z-transform pairs of causal time functions, gives. in addition to the transforms of discrete-time sequences, the transforms of several sampledtime functions. These transforms can be obtained by fairly obvious modifications of the derivations discussed in this section and are left as exercises for lhe reader. 392 TABLE &1 Z-Tranatorm l. The Z-Transform Chapter I Propertl6 Linearity 2. Time shift arxr(n) + arxr(n) arXr(z) + arXr(z) (8.4.13) r(a + ,"1*rr, -9",o12'^) (8.4.14) z6) j r(n - ,t!) z-"lxe)+ L 3. Frequency scaling a'r(n) X(a-tz) (8.4.16) 4. Multiplication by n nx(n) -r4*ut az (8.4.17) nk 5. Convolution 8.5 ,1,.ya-,1 J m--an x(n) .r,(n) r.rr(z) (E.4.ls) 1_2ft)rxat (8.4.18) Xr(z)Xzk) (8.4.23) THE INVERSE Z-TRANSFORM There are several methods for finding a sequence.r(n ), given its Z-transform X(z). The most direct is by using lhe inversion integral; '@) = (85.1) *j{rx(z)z'-'dz f where fs- represents integration along the closed contour in the counterclockwise direction in the z plane. The contour must be chosen to lie in the region of convergence of X(z). Equation (8.5.1) can be derived from Equation (8.a.1) by multiplying both sides by zt-l and integrating over f so that * f,* r,r,r -' By the Cauchy integral theorem, (n) zk -'-' dz f,flt + " = {r'o-'-'o'= {3:' I;: so that fr*{,),|-'o, = hix(k) from which it follows that 'o = *f,xk)zo-'az TABLE &,2 Z-Transtorm Palr8 Radlua o, GonYargsnco x(4 {rr)tota>0 1.6(z) 2.6(n - m) 3. u(n) 4.n 5. n2 lzl I 0 z-,n 0 z-l I z G:IT I 4!-+-,r) I (z - l)' z 6. an lol z-o az 7. na" lrl o)' 22 + l)a" E. (r7 - (z Q lol -;f Za+t 10. cos flsn 11. sin f,lrn -En lrl z(z -_c91!h)- 2z cosfh + I I z2 !u-q.--- 1 cos(h + I z(z_- a cosfh) z2 - 2zo cos 0o + a2 2z z2 12, a" cos(l6n 13. a' 14. expl- anTl 15. nT 16. nT expl- anTl 17. cosaor6I 18. sinzrool 19. expl- anTl cos n r,re T 20. expl- anTl sin n tos I sin d --- lrl za sin Oo flen zz - 2za cos(lo + l,l a2 z - z lexp expl- aTl Tz Tz expl- aTl 22 exgl-aTll2 z(z - cosoro 7) 2z cosaoT z sinoo - I [-ar]l I cosooT] 2z expl- aT] cosool @rt | I +I z2-2zcoso4T+l z [z - exp [- all zz lexp - [-ar] I Grtf lz 'a + expl-ZaTl iexp [- aI] | lerp[- ar]l 393 394 The z-Transtom chapter E We can evaluate the integral on the right side of Equation (8.5.1) by using the residue theorem. However. in many cases. this is not necessary. and rve can obtain the inverse transform by using other methods. We assume that X(e) is a rational function in I of the torm x(z) =u)u**uol,'r.- ::2::::, tur =N (8.5.2) with region of convergence outside all the poles of X(z). 8.6.f Inversion by a Power-Series Expansion If we express X(z) in a power series in z-t, x(n) can easily be determined by identifying it with the coefficient of 2-" in the power-series expansion. The power series can be obtained by arranging the numeraror and denominator of X(z) in descending powers of z and then dividing the numerator by the denominator using long division. g.rarrple 8.5.1 Determine the inverse Z-transform of the function x(:)=z-lo-i' lzl >o.t Since we want a power-series expansion in powers of z-1. we divide the numerator by the denominator to obtain I + 0.lz-r + (0.lfz-'?+ z -0.11 (0.1)13-r + "' z z-0.1 0.1 0.t - (o.l;:. - t (o.l )!z - | (0.1)22-' (o.l Yr. -: We can write, therefore, X(z) = 1 + 0.lz-r + (0.1)22-r + (0.1)13-r +... so that r(0) = 1. :(1) = s.t, r(2) = (0.1)2. ,r(3) = (0.1)r. etc. It can easily be seen that this corresponds to the sequence r(n) = (0.1)'rr(n) Although we were able to identify the general expression for:(n) in the last example, in most cases it is not easy to identify the general term from the first few sample values' However. in those cases where we are interested in only a few sample values of Sec.8.5 The lnverse Z-Transform 395 x(z), this technique can readily be applied. For example, if .r(n) in the last example represented a system impulse response, then, since .r(n) decreases very rapidly to zero, we can for all practical purposes evaluate just the first few values of r (n) and assume that the rest ate zero. The resulting error in our analysis of the system should prove to be negligible in most cases. It is clear from our definition of the Z-transform that the series expinsion of the transform of a causal sequence can have only negative powers of <. A mnsequence of this result is that, if r(n ) is causal, the degree of the denominator polynomial in the expression for X(z) in Equation (8.5.2) must be greater than or equal to the degree of the numerator polynomial. That is, N > M. Example 8.5.2 We want lo find the inverse transform of z3-z'+z-i x(z) = r !- _ ..t -5-2 4. t2. l.l _L' ,l 16 Carrying out the long division yields the series expansion x(z) : | * !,-, *ii.- * s|r- * ... from which it follows that .r(0) = 1, ,(r) = 1, ,(4 = reE, ,Q) = s:4, etc. In this example, it is not easy to determine the general expression for.r(n), which, as we see in the next section, is .r(n) = s(n) - s(|)',r,1 * s^(l),at.,(])" u(n) 85"2 Invereion by Partial-Itaction Expansion For rational functions, we can obtain a partial-fraction expansion of X(z) over its poles just as in the case of the Laplace transform. We can then, in view of the uniqueness of the Z-transform, use the table of Z-transform pairs to identity the sequences corresponding to the terms in the partial-fraction expansion. Example 8.63 Consider X(z) of Example 8.5.2: x(z) = z'-z'+z-!s -3 _5--2.. '4<'2'16 ,j l- _ r' lzl In order to obtain the partial-fraction expansion, we first write X(z) as the sum of a constant and a term in which the degree of the numerator is less than that of the denominator: ,396 The izTransform Chapter I \z r.;:i._,z' +_i_r t, x(z\ = 4' '2' 16 In factored form, this becomes x(z)=1.#r) We can make a partial-fraction expansion of the second term and try to identify terms from Table 8-2. However, the entries in the table have a factor z in the numerator. We therefore write X(z) as x(7)=1.,ffrfi lf we now make a partial-fraction expansion of the fractional term, X(z) = 1+ we obtain t -o + I"..- + s- i zl--:-\.-i Q-i)' ,-'il | =r-e' z-i +s-i!?-ae_,zz-'; k-i)' From Table 8-2. we can now write r(n) = 61n; - ,(i),r,1 . t^()),o. r(j)',r,1 f,'rample 8.6.4 Solve the difference equation . y(n\ -|tA -r1 + |r(n -2) =zsin| with initial conditions /(- 1) = 2 and y(-2) = 4 This is the problem considered in Example 6.5.4. To solve it, we first frnd Y(z) by transforming rhe difference equation, with the use of Equation (8.4.15): vk) -lz-,w(z) + 2zl *f,r-r1v1r1+ 422 + 2zl = ;i Collecting terms in Y(z) gives | -1.' * |.-')ret = 1-1.--, -;i trom which it follows thar Ytz) z' - Iz *;;;*:T-2z! =;lfJ r rr(.(, . 4.,8 \4 r.,' r-s, lzl > I Sec.8.5 The lnverso Z-Translorm 397 Carrying out a partial-fraction expansion of the ternlson the right side along the lines of lhe previous example yields Y(z) = ,_._1. := _ * '4.i* l3i8zll2z96z' 5z-i tlz-to i",;l!.1 8522+1 8512+l The frrst two terms on the right side correspond to the homogeneous solution, and lhe last two terns correspond to the particular solution. From Table 8-2, it follows that v<a= 13/l\" l\z) 8 /lY ll2 nn % nl -rz[a/ + 8s sint-Ecos 2' n =0 which agrees with our earlier solution. Ertarnple &65 [-et us find the inverse transform of the function x(z)=*--,.. (z-jXz-i) Direct pa rt ia I- l.l ,j fracl io n expansion yields xk)=:,_* which can be written as x(z): z-t--4: 12'4 , - or-' :!_1 We can now use the table of transforms and the time-shift theorem, Equation (8.4.15), to wrile the inverse transform as ,(,): o(l) ,(n - r) - r(j)'-',r, - rr Alternatively, we can write xdt= zk-ik-t) and expand in partial fractions along the lines of the previous example to get 8t, l6t, xol=r(9*-q---f9-)=8+ \z z-) z-'rl z-', - r-j We can directly use Table 8-2 to write r(a) as r(n) = 8s(n). a(i)",r,r To verify that this is the same solution as - re(f)",r,1 obtained previously, we note thal fora = 0,r e have The Z-Transtorm Chapter 398 I .r(0)=8+E-16=0 For a = l, we gel ,(,)=r(;) _,.(i). =^(;) ' -.(il ' Thus, either method gives the same answer. 8.6 Z-TRANSFER FUNCTIONS OF CAUSAL DISCRETE-TIME SYSTEMS We saw that, given a causal system rvith impulse response h(z), output corresponding to aoy input r(n ) is given by the convolution sum: y(n):)h(k)x(n-k) (8.6.1) t-0 In terms of the respective Z-transforms, the output can be written Y(z) = H(z)x(z) as (8.6.2) where H(z) = zlh(n)l = Yk) x(z) (8.6.3) represents the system transfer function. As can be seen from Equation (8.6.2), the Z-transform of a causal function contains only negative powers of s. Consequently, when the transfer function H(z) of a causal system is expressed as the ratio of two polynomials in z, the degree of the denominator polynomial must be at least as large as the degree of the numerator polynomial. That is, if rrt.\:\MzM + PM-FM'| + "'+ 9( + 9o ,"\'/ o nzN + or-rz'-' + ... + arz + ao (8.6.4) then N > M if the system is causal. On the other hand, if we write If (z) as the ratio of two polynomials in z-r, i.e., , I,z +...+ ou_,t :!!E: * "' * a'v-12-N'r + o''z-n then if the r^,"r;r;"r" ,iir**".'.' rr+ H(z) = : (E.6.s) Given a system described by the difference equation 5 oor@- /,) = &-0 5 b6@ - k) (8.6.6) k=0 we can End the transfer function of the sysrem by mking rhe Z-transform on both sides of the equation. We note that in finding the impulse response of a system. and conse- Soc. 8.6 Z-Trunsler' Functions of Causal Discrete-Time Systems 399 quently, in finding the transfer function, the system must be iniriallv relaxed. Thus. rt we assume zero initial conditions, we can use the shift theorenr trr gel fM I t-N I klX(z) b*r-,lv(z) = l\ arz 12 Lt--o I Lr---u I (6.6.7r so that M 2 bo'-o u(z)=#- 2 (s.6.s) oo'-r k=0 The corresponding impulse response can be found h(n) = as z-tlH(z\) (s.6.e) It is clear that the poles of the system transfer function are the sarne as the characteristic values of the corresponding difference equation. From our discussion of stability in Chapter 6, it follows that for the system to be stable, the poles must lie within the unit circle in the e plane. Consequently, for a stable, causal function, the ROC includes the unit circle. We illustrate these results by the following examples. n-rnple t.0.1 Let the step response of a linear. time-invariant, causal systcm bc y@ : l,t,r - f (j)',t,r * fr (- j)',t,r To find the transfer funclion H(z) of this system, rye note that z- * ? -- , --1 -l3e-))' '\" s(z-r) ls(r*l) y(z\ =9 -3 _ la-2 < .1. (z-r)(z-jlt.+|l Since x(z\ = -f ' z- L it follows that H@=#=#j , *!-l =23z+l 3:-l Thus, the impulse response of the system is (8.6.10) The Z-Transform Chapier 400 h@ I =l(- l)',,,, . l(l)",r, Since both poles of the system are within the unit circle, the system is stable. We can find the difference-equation representation of the system by rewriting Equation (8.6.10) as y@. I - |z-t r(z) (t - jz-')(1 + lz-') = =,-*rrl , 4. 8., Cross multiplying yields [' - 1'-'- ]'-']'t" = [r - ]'-']xr'r Taking the inverse transformation of both sides of this equation, we obtain v@) - f,Y@- r) - lY(, - 2) = x(n) - 1,6 - 11 Example 8.6.2 Consider the system described by the difference equation y(n) - 2y(n - t) + 2y(n - 2) = r(n) + |r(n - l) We can find the transfer function of the system by Z-transforming both skles of this equation. With all initial conditions assumed to be zero, the use of Equation (8.4.15) gives Y(z) - 2z-tY(z) + z-zYQ) = x(zl + lz-tx(z) i : so that t+ll-' u,-,-Y(z)\" " xzl | - 27-r a 2r-z -z L L- =-t '2t z2-22+2 The zeros of this system are atz = 0andz = - (l/2), while the poles are at z = I arl. Since lhe poles are outside the unit circle, the system is unstable. Figure 8.6.1 shows the location of the poles and zeros of H(z) in the z plane. The graph is called a pole-zero plot. The impul5e response of the system found by writing H(z) as Hd\ = .:\1_;;t] ,.1 v _:;;_n and using Table 8-2 is h@) = ({i), co'(X,),", * I rrar.i,(1,),r"r i Sec. 8.6 Z-Transler Functions o, Causal Discrele-Time Systems +!, ' t.6.1 P,rlc-zero plo( I'or Example 8.6.2. tigure E-n'nple t.03 Consider the system shown in Figure 8.6.2. in which 0.8tr(^: a(z)=1.-s3y1r-0.5) where K is a constant gain. The transfcr function of thc system can be derived by noting that thc output o[ lhe suntmer can be written as E(z)=x(z)-Y(z) so that the system output is Y(z) = x1r161", = Ix(z) _ y(z)lH(z) Substituting for ll(z) and simplifying yields ,o = #i)tr) x(z) = r. _ o.rli.qg*) * o.sr, l'(z) The transfer function for the feedback system is therefore .Y(i)_ ,,., ' \" : xQ) 0._8_Kz__ z2 + (0.8K - 1.3)t + o.o.l The poles of the system can be determined as lhe rools of thc cquation 22 + (0.8K - 1.3)z + 0.04 = 0 [igure t.6.2 control s1'ste Ulock diagram of m of Erample [1.6.1. The 402 For K = l.lhe Z-Translorm Chapter I two roots are and zr = 0'l z= = O.4 Since both roots are inside the unit circle. the system is stable' With K= 4. however. the roots are zr = 0.0213 and z: = 1.87875 Since one of the roots is now outside the unit circle. the system is unstable. 8.7 Z-TRANSFORM ANALYSIS OF STATE-VARIABLE S MS As we have seen in many of our discussions, the use of frequency-domain techniques considerably simplifies the analysis of linear. time-invariant systems. In this section. we consider thi Z-tiansform analysis of discrete-time systems that are represented by a set of state equations of the form v(n + 1) = Av(n) + bx(n), v(0) = v,, (8.7.1) y(n)=cv(n)+dx(nl As we will see, the use o[ Z-transforms is useful both in deriving state-variable representations from the transfer function of the system and in obtaining the solution to the slate equations. In Chapter 6. starting from the difference-equation rePresentation. we-derived two alternativi state-space rePresentations. Here, we start with the transfer'function rep' resentation and dirive two more rePresentations. namely. the parallel and cascade forms. In order to show how this can be done. let us consider a simple first-order sys' tem described by the state-variable equations u(n + l) : aa(nl + bx(n ) (8.7.2) Y(n'1: a(n) + dr(n) From these equations it follows that v(zl = -L z-a x(z) Thus, the system can be represented by the block diagram of Figure 8.7.1. Note that as far as rhe relation between Y(z) and X(e) is concerned. the gains D and c at the input and output can be arbitrary as long as their product is equal to bc. we use this block diagram and the corresponding equaiion. Equation (8.7'2). to obtain the state-variable representation for a general system by writing ll(e) as a combination of such blocks and associating a state variable with the output of each block. As in continuous-time systems, if we use a Partial-fraction exPansion over the poles of H (z), we get the parallel form of the state equations. whereas if we represent H(z) as a cascadebf such blocks. we get the cascade representation. To obtain the two forms Sec. 8.7 Z-Translorm Analysis ol State-Variable Systems r,( Flgure &7.1 rr * 403 l) Block diagram of a first-order state-spacc system. discussed in Chapter 6, we represent the system as a cascade of trvo blocks, with one block consisting of all the poles and the other block all the zeros. II the poles are in the first block and the zeros in the second block, we get the second canonical form. The first canonical form also can be derived, by putting the zeros in thc first block and the poles in the second block. However, this derivation is not very straightforward, since it involves manipulating the first block to eliminate terms involving positive powers of z. Esarrple 8.7.1 Consider the system with transfer function H (z\ = _j:*-L : 3z+ z, +loz- I (.*lltz-ll Expanding H(z) by partial fractions, we can write ]-- z+i-+ z-i H(z)=---t with the corresponding block-diagram representalion shown in Figure 8.7.2(a). By using the state variables identified in the figure, we obtain the following set of equstions: (,.l)n,ut = x(z) k -i)'un = zx(z) Y(z)=V,(z)+2Vzk) The corresponding equations in the time domain are o,(n+l)=-1t,(n)+r(n) ur(n + t) =lurrn, + 2r(r) ThEZ-Tlanslorm ChapterS 404 Vz(:l v'2(:l X, V (:) Vtlzt. Ylzl t(zl Y(z) (c) Figure 8.72 BIock-diagram representations for Example 8.7.1. y0r)=o,(n)+zaz(n) lI we use the block-diagram representation ofFig. 8.7.2(b), with the states as shown, we have (. -'ot)r,,., = xr(z) x,1zy = (rz .ta)n^u (, *l)v,at = Y(z) = x1..1 vrk) which. in the time domain, are cquivalent to u'(n+l)=l''(')**'(n) .r,(n) 1rr(z = 3a2@+ r1 + + l) ar1n1 11 = -lor1n1 * r1n\ .v(n) = u, (n) Eliminating r, (n ) and rearranging the equations yields Sec. 8.7 Systems Z-Translorm Analysis ol State-Variable l-3 l) = A,',(") -;u,(x) + -l-r(,r) u,(n + r'r(n 405 I + l) = - lt,z@\ * x(n) y(n) = u1(z) To get the second canonical form, we use the block diagram of Figure 8.7.2(c) to get (u .1,- l)r,,.,: r,., vp1 = (tz. J)n,r.l By defining zV,(z\ = V2k) we can write zv,(z) + Ir^U -l r,(.) = *,., 1 Y(z)=-ovt(z)+3Vr(z) Thus, the corresponding siate equations are ?rr(n + l) = ?r'(n) u2tu + t)= ir,,r, - f,u,@'1 + t1,t1 1 y(n)=iur\n)+3o2@) As in the continuous-time case, in order lo avoid working with complex numbers, for slstems with complex conjugate poles or zeros, we can combine conjugate pairs. The representation for the resulting second-order term can then be obtained in either the first or the second canonical form. As an example, for the second-order system described by Y@ = b++++i!l t+atz'+azz' xo (8.7.3) we can obtain the simulation diagram by writing Y(z) = (bo t brz-t + bzz-z)V(z\ (8.7.4a) where v(zr) = l+ I qJ-'i 1-o ; X(z) or equivalently, V(z) = -o,r-tnk) - arz-zV(z) + X(t\ (E.7.4b) The 406 Z-Translorm Chapter I Y(:) .Y(il Flgure 8.73 Simulation diagram for a second-order discrete-time system. we gencrate Y(i) as the sum ot X(z\, - arz-tV(z),and - a2z-2V (z) and form Y(z) sum of bolz(z) snd bzz-zv(z) to get the simulation diagram shown in Figure 8.7.3. as the Example 8.72 Consider the system with transfer function H(2) = l+2.52-t+z-2 (t + 0.52-r + 0.Ez-2)(1 + 0.32-r) By treating this as the cascade combination of the two systems H,(2) = I + 0.52-r 1+0.52-r+0.82-2' H,(z)=i:# we can draw the simulation diagram using Figure 8.7.3, as shown in Figure 8.7.4' Using the outpus of the delays as state variables, we get the following equations: i (z) = zv,(z) = -O'lvlz) + xt(zl X,(z)=V(z)+O5V2Q) zVr(z) = v(z) = -g'5v,12)-o'8v3?) + X(z) zVlz) = lt'171 y(z) = i(z) + ZV,(z) Eliminating t/(z) and 7(z) and writing the equivalent time-domain equations yields (:, \ ..i t: no C) c (E IJ.I o E EI) ((, E c i! E a^ !F d c, b! lL \ 407 408 The Z-Transform Chapter I t,(n + I) = -0.3r'r(n) - 0.9u.(n) +.r(r) ur(n + 1) = -0.5u:(n) - 0.8u.(n) + x(n) uj@ + 11 = It.(nl y(n): - 1.lu,(n) 0.8u.(n) +.r(n) Clearly, by using different combinations of first- and second-order sections, we can obtain several different realizations of a given transfer function. We now consider the frequency-domain solution of the state equations of Equation (8.7.1), which we repeat for convenience. v(n + 1) : y(n): Av(n ) + b.r(a), v(0) = vo dx(n) cv(n) + (8.7.5a) (8.7.5b) Z-transforming both sides of Equation (8.7.5a) yields :[v(z) - vo] = AV(z) + bX(z) (8.7.6) Solving for V(3), we get v(z) = z(zl - A)-rv,, + (eI - A)-rbx(z) (E.7.7) It follows from Equation (8.7.5b) that Y(z) = cz(zt - A)-,'o + c(zl - A)-tbx(z) + dX(z) (8.7.8) We can determine the transfer function of this sysrem by setting v(0) = g 1o t", Y(z) = [c(zl - A)-'t + dlx(z) (8.7.9) It follows that H(z)=ii:l=c(zl-A)-'|b+d (8'7'10) Recall from Equation (6.7.16) that the time-domain solution of the state equations is v(n):oQr)vo* i*1r- l-o I -i)b:g) (8.7.11) Z-transforming both sides of Equation (8.7.11) yields V(z) = O(z)vo + z-'O(z)bx(z) (8.7.t2) Comparing Equations (8.7.12) and (8.7.7). we obtain .D(z) = z(al - A)-r (8.7.13) or cquivalently, o(n) = A" - Z"tlz(zl - A)-'l Equation (8.7.14) gives us an alternative method of determining A,,. (8.7.14) Sec. 8.7 Z-Transform Analysis of State-Variable Systems 4rl9 Example 8.7.3 Consider the system zr,(n+l)=u,(n) + l) = 2,2(n v (n) = l r,,r, - la.(l; a, + rrrrl (n) which was discussed in Examples 6.7.2,6.7.3, and 6.7.4. We find tltc unit-step rcsPonse (,i this system for the case when v(0) = - l]r. Since [l A= lo rl L; -rl it follows that (zl so we can write O(z) = .1.1 ir :l T z, - n';-'= |L-s -2 - -_l .-a A)-r = z + z+') _! _ _ - _1 14 t'l . I ! . .r-l rl ! r 6 ,*l l_l We therefore have A.= oor) i(-])' 1{i)'- l( )'l L:u-:(-l)' l(i)'.i( )L [3{ll. which is the same result that was obtained in Example 6.7.2. From Eciuation (8.7.7), for the given initial condition, v(3) = (zr - ,, '[-l] . ,.r - ,,-'[l] - -l Multiplying terms and expanding in partial fractions yields 1- L't- n-1 c- l=.;;i-;-rl 'r..,'-' 'rr-o v(r)=lI rca t8< tR4 so that I | L;'-;.;-.-ll [s 23t ',,,=[;;[;]]=l:.;) [e r \' z) rs\- )^ _ 22rl\"1 e l+/ | lt(t)"1 TheZ-Transfom ChapterB 410 To find the output, we note that y(z) = [l , [l:[i] = vtz) and y@i = ar(n) These are exactly the same alt the results in Example 6,7.3. Finally, we. have, from Equation (8.7.10), r{(z) = r, ,r*j;_5[. ir :][l] _1 (z+lxz_l) !1 =3-3 z-l z+l so that n>t fr(,)=1/1)'-' 3\ 2l 3\4/ -1I'.-1)'-'. Since lr(0) = 0, we can write the last equation as ,(,,=+(i) -1(-r", r>0 which is lhe result obtahed in Example 6.7.4: 8.8 RELATION BETWEEN THE Z-TRANSFORM E TRAN The relation between the Laplace transform and the Z-transform of the sequence of samples obtained by sampling analog sigial x,(t) can easily be developed ftom our discussion of sampled sigrals in Chapter 7. There we saw that the outPut of the sampler could be considered to be either the continuous-time signal ,,(r)= i x"(nT)6(t-nT) (r.8.1) x(n) = x.(nT) (8.8.2) ,tE-@ or the discrete-time siggal The [-aplace transformation of Equation (8.8.1) yields X"(s) =,i (E.8.3) -r"@r)exp[-nls] Sec.8.9 411 Summary If we make the substitution z = exp X,(s) l.= IIs], then *ptnt= ) x,(nT)z-' (8.8.4) ,le-, We recognize that the righrhand side of Equation (E.8.4) is the Z{ransform, X(z), of the sequence x(n). Thus, the Z-transform can be viewed as lhe LaPlace transform of the sampled function x,(t) with the change of variable (8.8.s) z = exp [Tsl Equation (8.8.5) defines a mapping of the s plane to the z plane. To determine the nature of this mapping, Iet s = o + i(o, so that : exp[oI]exp[iorI] lzl = exp[oT], it is clear that if o < 0, lzl < l. e Thus, any point in the left half Since of the s plane is mapped into a point inside the unit circle in the z plane. Similarly' since, foi o ) 0, we have lz | > 1, a point in the right half of the s plane is mapped into l, so that the loaxis of a point ouside the unit circte in thez plane. For o = O, l.l the s plane is mapped into the unit circle in the z plane. The origin in the s plane cor' responds to the point z = 1. Finally, let s* denote a set of points that are spaced vertically apart from any point so by multiples of the sampling frequency ro, = 2r lT. That is, : so:so*jkto,, k = 0,-+7, !2,"' Then we have ik-'' = exp [Isn] : 2,, since exp[7*or,Tl = explj}kn]. That is, the points s1 all map into the same point z6 = exp IIso] in the z plane. We can thus divide the s plane into horizontal strips, each of width r,r,. Each of these strips is then mapped onto the entire z plane. For convenience, we choose the strips to be symmetric about the horizontal axis. This is summarized in Figure 8.8.1, which shows the mapping of the s plane into the z plane. We have atready seen that X,(or) is periodic with period to,. Equivalently, X(O) is periodic with period 2zr. This is easily seen to be a consequence of the result that the process of sampling essentially divides the s plane into a set of identical horizontal d* = explTs1,1 : er(s"+ strips of width r,r,. The fact that the mapping from this plane to the z plane is not unique (the same point in the z plane corresPonds to several points in the s plane) is a conse' quence of the fact that we can associate any one of several analog signals with a given set of sample values. . r The Z-transform is the discrete-time counterPart of the Laplace transform. The bitateral Z-transform of the discrete-time sequence x(n ) is defined as x(z) = nd'r) x@)z-' .1 ,1 .., ) I i ,\ l::. + o. (l., t o (il E o 6 t: o o. 0 ! q,) (! o. a) o E o o tr tt, CL 3 3 I al al 3 3 I I q, o EO o. o at, .{ aa c, EA k 412 Sec. r 8.9 413 Summary The unilateral Z-tr ,r\.t _ ftn^r,,r" The region of convergence (ROC) of the Z-transform consists o[ those values of i for which the sum converges. For causal sequences, the ROC in the z plane lies outside a circlc containing all the poles of x(z). For anticausal signals, the Roc is inside the circle such that all poles lrx(z) are external to this circle. If r(n) consists ofboth a causal and an anticausal part,ihen the ROC is an annular region, such that the poles outside this region cori"spond to the anticausal part of:(n), and the poles inside the annulus correspond to the causal part. The Z-transform of an anticausal sequence.r-(n) can be d(.'te Inlined tiom a table of unilateral transforms as X-(z) = Zlx-(-n)l a O Expanding X(z) in partial fractions and identifying the inversc of each term from a table of Zltransforms is the most convenient method for determining x(n). If only the first few terms of the sequence are of interest, x(n) can he obtained by expanding X(z) in a power series in r-r by a Proccss of long division' The propcrttes of the Z-transform are similar to those of the Laplace transform. Among ihc applications of the Z-transform are the solulion ot difference equations and the evaluation of the convolution of trvo discrete sequcnces. The time-shift property of the Z-transform can be used to solve difference equations. Ify(n) represents the convolution of two discrete sequenccs r(n) and lz(n)' then Y(z) = It(z)Xlz) The transfer firnction H(z) of a systenl with input r(n). impulse response &(z). and output y(n) is It(z) = zlh(n)l: IE\ Simulation diagrams for discrete-time systems in the z domairl can be used to obtain state-variablc iepresentati<,ns. 'fhe solutions to the state equations in the Z domain are given by v(z) = :(:I - A)-'rn + Ql - A)-rbx(z) )'(:):cv(z)+dX(z) The transfer function is givcn hY H(z) : c(zl - A) 'b + d The state- transition matrix can he obtained Q(rr) : as A" = Z-t [:.(;I - ^l;-rl 414 " The Z-Transform Chapter I The relation between the Laplace transform and the Z-transform of the sampled analog signal x,(t) is X(z) l.=".ptrd = X"(s) " 8.10 The transformation z = exp Ifs] represents a mapping from the s plane to the z plane in which the left half of the s plane is mapped inside the unit circle in the z plane, the y'o-axis is mapped into the unit circle, and the right half of the s plane is mapped outside the unit circle. The mapping efffectively divides the s plane into horizontal strips of width to,, each of which is mapped into the entire z plane. CHECKLIST OF IMPORTANT TERMS Bllateral Z-tanetorm Mapplng o, tho s plene lnto the z plane Partlal-tracUon erpanslon Power*erleo expanslon Reglon of conyergenco Slmulaflon dlagrams 8.11 Solutlon ol dlflerence equatons Stsls-translflon matrll State-varlable representadone Transter functlon Unllateral Z-translorm PROBLEMS &L Determine the Z-transforms and the regions of convergence for the fo[owing sequences: (a) x(a) = (-3)'z(-n - l) ror,t,r={i, ilft=s (c) .r(r) z> o I(JI a<o l:', \ (d) -r(a) :26(n) 82 - 2;u(n) The Z-transform of a sequence x(a) is x(z) = z3+4zt-u, z'+lr'-1r*l (a) Plot the l0cations of the poles and zeros of X(z). (b) Identify the causal pole(s) if the ROC is (i) lzl < tiil lzl > I, (c) Find.r(n) in both cases. 8J. z Use the definition and the properties of the Z-transform to find X(z) for the following causal sequences: (a).r(z)=zansinOon (b) r(z) = n2cos(htt (c) :(n) ="(:)" +("-r)(1)' Sec. 8.11 Problems 415 (d) r(n) = 6(n - 2) + nu(n) (e) .t(z) = 2expl-nlr'"(;"r) &4. Determine thc Z-transform of the sequenccs that result whcn thc following tinuous-time signals are sampled uniformly every (e) .r(t) = ,cos 1000',, tJ. (b) .t(r) = texP[-3(t - I 1)] Find the inverse of each of the following Z-transforms hy means of (i) power series expansion and (ii) partial-fraction expansion. Use a mathematical software packagc to verify your partial-fraclion expansions. Assume that all sequences are causal. (a) x(z):, i - l--l , _;l_t-j 44 ' g4 (b) x(z) = (z+l)(z+l) iz-- 5(z - (c) x(z) = ) -l(z - j)' (d) _41+ ?t_ z2+42+3 &5. Flnd the inverse transform ot t.-', X(z) = 16t11 by the following methods: (a) Use the series expansion rog(1 - a) = }i lol (b) Differentiate X(z) and use the properties of &7. causal con- seconds: . r the Z-transform. Use Z-transforms to find the convolution of the following causal scquences: (a) ,,(,)= (;)., ,r,= {;: nffiJ, ,(,) (l) (b) = , ,r,= {?: :=; : : (c) l(n) = [], -1,2, -1, l], .r(n) = 11.0..'1.31 The Z-Translorm Chaptsr 416 t.& I Find the step response of the system with transfer function nat=:;i_;-!_, ' &9. (a) ' 6{ 6 Solve the following difference equations ushg Z-transforms: (l) - j(n - l) + y(n - 2) = x(n) y(-l) = l, y(-2) = o, x(nl = (11"u(n) (ll) y(r) - lyb - r) - luyb - 2) = x(n) - j.r(1 y(z) y(- l) = o, y(-2) (b) Verify your result &I0. &f L = o, 1) .t(z) = (l)"u(n ) using any mathematical software package. Solve the difference equations of Problem 6.17 using Z-transforms. (a) Find the transfer functions of the systems in Prohlem 6.17, and plot the pole-zero locations in the e plane. (b) What is the cor..:.ponding impulse response? &12. (a) When input x(n) = u(n) + 1- f)'a(a) is applied to a linear, causal, time-invariant system, the output is y(,) = 6(- &[t. i)',t,- o(- i)',t,r Find the transfer function of the system. O) What is the difference-equation representation of lhe system? Find tlre transfer function of the system i, r(z) h (rr ) r'(z ) 3(z) h2ul ::,',::, =':,;Ifl ,) n,@ = + s(z _ 2) /l\' \r)u(n) E.14. (a) Show that a simplified criterion for the polynomial F(z) = z2 + arz + its poles within the unit circle in the : plane is lrto)l (b) . l, F(- r) > o, a2 to have all r(r) > o Use this criterion to find the values of K for which the system of Example 8.6.3 is stable. E.Ui. The transfer function of a linear, causal, time-invariant system H(:) = .-r. ,* - f1';i."1 1, is - *r; Sec. 8.1 1 Probl€ms 417 where K and o are constant. Find the range of values of K and a tor which the system is stable, and plot this region in the K-o plane. &16. Obtain a reali'zation of the tollowing transfer function as a combination of firsG an<t sec. ond-order sections in (a) cascade and (b) parallel. H(z) = o.oo. '){r + r.z:-, + o.7J: 2) i(i + 0.42-r + 0.82-:)(, - g)5;i_ g 12-5- i; 19!._lJ &17. (a) Find the state-transition matrix for the sysrcms of Problem 6.28, using the Z-transform. (b) Use the frequency-domain technique to find the unirstep response of these systems. assuming lhat v(0) = 0. (c) Find the transfer function from the state represenration. (d) Verify your result using any mathemathical software package. &l& Repeat Problem 8.17 for the state equations obtained in Problcm 6.26. &19. A low-pass analog signal.r,(r ) with a bandwidth of 3 kHz is sampled ar an appropriate rate to leld the discrete-time sequence.r(n I). (e) What sampling rate should be chosen to avoid aliasing? (b) For the sampling rate chosen in part (a), determine the primary and secondary strips in the s plane. &20. The signal .r,(l) = l0 cos 600zrt sin 24002r, is sampled al rates of (i) 800 tlz, (ii) l@ Ha and (iii) 3200 Hz. (e) Plot the frequencies present in r,(l ) as polcs at the appropriatr: krcations in the s plane. (b) Determine the frequencies present in the sampled signal lor cach sampling rate. On the s plane, indicate the primary and secondary strips for each case, and plot the frequencies in the sampled signal as poles at appropriate locations. (c) From your plots in part (b), can you determine which sampling rate error-free reconstruclion of the analog signal? (d) Verify your E2L yill enable an answer in part (c) by plotting the spectra of the anakrg and sampled signals. In the text, we saw that the zcro-order represents an easily implcmcntable approximation to the ideal reconstruction filter. However, the zero-order hold givcs only a staircase approximation to the analog signal. In the first-order hold, rhe output in the interval nT= t< (n+ l)Iisgivenby y(t) = x"(nr) +t--{p"1,r) - +(n7'- r-\l Find the transfer function Gr,(s) of the first order hold, and compare its frequbncy t2a resporuie wirh that of the ideal reconstruction filter matched to rhe ratc 7" As we saw in Chapter 4. filters are used to modify the frequencv content of signals in an appropriate manner. A technique for designing digital lilters is hased on transforming an analog filter into an equivalent digital lllter. In order to do so, rvc have to obtain a relalion between the Laplace and Z-transform variables. In Section 8.S. $,e discussed one such relation based on equaling the sample values of an analog signal rvith a discrete-time signal. The relation obtained was r = exp [f.rl 4lg The Z_Transtorm Chapter g We can obtain other such relations by using different equivalences. For example, by equating the s-domain transfer function of the derivative operaior and the Z-domain transfer function of its backward-difference approximation, we can write s=-I -rz -l or equivalently, I ' '- iir Similarly, equating the integral operator with the trapezoidal approximation (see problem 6.15) yields 2l - z-l ' TL*r-' or z= + (T/2ls 7=@121s L (a) Derive the two alternative relations between the s and e planes just given. (b) Discuss the mapping of the s plane into the z plane using the two relations. Chapter 9 The Discrete Fourier Transform DUCTION From our discussions so far, we see that transform techniques play a very useful role in the analysis of linear. time-invariant systems. Among the many applications of these techniques are the spectral analysis of signals, the solution of differential or difference equations, and the analysis of systems in terms of a frequency response or transfer function. With the tremendous increase in the use of digital hardware in recent years, interest has centered upon transforms that are especially suited for machine computation, In this chapter we study one such transform, namely, the discrete Fourier transform (DFT), which can be viewed as a logical extension of the Fourier transforms discussed earlier. In order to motivate our definition of the DFT, let us assume that we are interested in frnding the Fourier transform of an analog sigral r,(t) using a digital computer. Since such a computer can store and manipulate only a finite set of numbers, it is necessary to represent r, (t) by a finite set of values. The first step in doing so is to sample the signal to obtain a discrete sequence.t,(n ). Because the analog signal may not be time limited, the next step is to obtain a finite set of samples of the discrete sequence by means of truncation. Without toss of generality, we can assume that these samples are deEned for n in the range [0, N - U. [.et us denote this finite sequence hy r(n), which we can consider to be the product of the infrnite sequence x, (n ) and the window function 't') = (t. to, 0<nsN-l otherwise (e.l.l) so that x(tt) : x"(n)w(n) (e.1.2) 419 42O. The Discrete Fou.ier Transtorm Chapler g Srnce we now have a discrete sequence, wb can take the discrete-trme Fourier transform of the sequence as x(o) N-l r(n) exp[-jfla] (e.r.3) n-O This is still not in a form suitable for machine computation, since O is a continuous variable taking values in [0, 2t]. The final step, therefore, is to evaluate X(O) at only a frnite number of values Oo by a process of sampling uniformly in the range [0,22r]. We obtain /V-l : X(or) ) r(r)exp[-lorz], , -0 k=0,1, ...,M - | (e.1.4) where ao=2ik (e.l.s) The number of frequency samples. M, cao be any value, However, we choose it to be the same as the number of time samples, N. With this modification, and writing X(f,!* ) as X(&), we finally have x(k\ = 5'",*rl-i'#^o) (e.1.6) An assumption that is implicit in our derivations is thatr(n) can take any value in the range (-to, co)-that is, that.r(n) can be repre.sented to infinite precision. However, the computer can use only a finite rvord-length representation. Thus, we quantize lhe dynamic range of the signal to a finite number of levels. In many applications, the enor that arises in representing an infinite-precision number by a finite word can be made small, in comparison to the errors introduced by sampling, by a suitable choice of quantization levels. We therefore assume that.r(n ) can assume any value in (-co, co). Although Equation (9.1.6) can be considered to be an dpproximation to the continuous-time Fourier transform of the signal x,(t), it defines the discrete Fourier transform of the N-point sequence r (n). We will investigate the nature of this approximation in Section 9.6, where we consider the spectral estimation of analog signals using the DFT. However, as we will see in subsequent sections, although the DFT is similar to the discrete-time Fourier transform that we studied in Chapter 7, some of its properties are quite different. One of the reasons for the widespread use of the DFT and other discrete transforms is the existence of algorithms for their fast and efficient computation on a computer. For the DFT, these algorithms collectively go under the name of fast Fourier transform (FFT) algorithms. We discuss two popular versions of the FFT in Section 9.5. Sec. 9,2 9.2 The Discrete Fourier Translorm and lls lnvers€ 421 THE DISCRETE FOURIER TRANSFORM AND ITS INVERSE Letr(n),n = 0, 1.2,....N- l, transform of .r (n) be an N-point sequence. we define the discrete Fourier as x(r)=b,r,l*rl-t',J,0] The inversc discrcte o.z.t) riur-lransform (IDFT) relation is given by Fou .(,) =;5'rul.-o[,?#"0] o.2.2) To derive this relation, we replace nby p in the right side of Equation (9.2.1) and multiply by exp [l2nrr*/N] to gct xo If we now sum over /< "-pL'?# ,r] : 5''or *o[iTor" - in the range [0, N - l], or] we obtair 5 ,ror "* L, T ,-] = Fj 5' ,rpr *, [, ? A(,, - p)] In Equation (7.2.12) we sarv P* p.2.3) e.2.4) that *t[,,# /'(' - P)] = {}, ::i so that the right-hand side of Equation (9.2.4) evaluates to Nx (n), and Equation (9.2.2) follows. We saw that .t (0) is periodic in O with period 2rr; thus, X(O* ) = X(Oo + 2c). This can be written as .Y(/i) = x(ok) =x(o* + z"\ = x(z;(k + rv)) = x(A - N) (e.2.s) That is, .Y(k) is periodic with period N. We norv show that.r(n), as detcrmined from Equation (9.2.2). is also periodic with period N. From that equation, rve have r(,r + N) : 5' ,,or *, ,f [, (n + N)r] = = ^r-",0,"'o[r?*] .r(n) (9.2.6) The Discrete Fourier Translorm Chapter 9 That is, the IDFT operation yields a periodic sequence, of which only the first N values, coresponding to one period, are evaluated. Hence, in all operations involving the DFT and the IDFT, we are effectively replacing the finite sequence x(n) by its periodic extension. We can therefore expect that there is a connection between the Fourier-series expansion of periodic discrete+ime sequences that we discussed in Chapter 7 and the DFT. In fact. a comparison of Equations (9.2.1) and (9.2.2) with Equations (7.2.15) and (7.2.16) shows that the DFT X(t) of finite sequence .r(n ) can be interpreled as the coefficient ao in the Fourier series representation of its periodic extension ro(n ). multiplied by the period N. (The two can be made identical by including the factor l/N with the DFT rather than with the IDFI.) 9.3 PROPERTIES OF THE DFT We now consider some of the more important properties of the DFT. As might be expected, they closely parallel properties of the discrete-time Fourier transform. In considering the properties of the DFT, it is helpful to remember that we are in essence replacing an N-point sequence by its periodic extension. Thus, operations such as time shifting must be considered to be operations on a periodic sequence. However, we are interested only in the range [0, N - 1], so that the shift can be interpreted ari a cLcular shift, as explained in Section 6.4. Since the DFT is evaluated at frequencies in lhe range [0,2n], which are spaced aparl by 2t / N, in considering the DFT of two signals simultaneously, the ftequencies corresponding to the DFT must be the same for any operation to be meaningful. This means that the length of the sequences considered must be the same. If this is not the case, it is usual to augment the signals by an appropriate number of zeros, so that all the signals considered are of the same length. (Since it is assumed that the signals are of finite length, adding zeros does not change the essential nature of the sipal.) 9.8.1 Ltnearity Let Xr(k) and Xr(k) be the DFTs of the two sequences .r, (n) and rr(n ). Then (e.3.1) DFT[a,rr(n) + anxr(n)l= arXrlk) + arXr(k) for any constants a, and ar. 9.82 Time Shifting For any real integer zo, DFT[x(z + ro)] : 5'rtr,+ = rrl*n[-lf;u] ),r-).*n[ -i2fl =:*[,l]*"]'ttl where, as explained before. the shift is a circular shift. rw - ^1f (e.3.2) S€o. 9.3 Properlios ot the DFT 425 0.8.3 Alter:nativelnversionFormula By writing the IDFT formula, Equation (9.2.2\, '(') as i [; x-o'-n[-if; ,,t]]. -- f torrtx.t*)ll= (e.3.3) we can interpret x(n) as the complex conjugate of the DFT of X* (k ) multiplied by 1/N. Thus, the same algorithm used to calculate the DFT can be used to evaluate the IDFT. 0.9.4 Time Convolutiou We saw in our earlier discussions of different transforms that the inverse transform of the product of two transforms corresponds to a convolution of the corresponding time functions. With this in view, let us determine IDFT of the function Y(k) = H(k)X(k). We have y(n) = IDFrlr(k)l =ieY(k)*P1-,2i;'e] = * P* H(k)x(k)'-o [, ?'o] Using the definition of II(k), we get v(,) : 5' (5 * ot.r *rl- izfi *ol)xttr.-nfi 2$,r] Interchanging the order of summation and using Equation (9.2.2), we obtain yf"l = 5' h@)r(n moO m) (e.3.4) A comparison with Equation (6,4.1) shows that the right-hand side of Equation (93.a) corresponds to the periodic convolution of the two sequences.r(n) and i(n). Example 03.1 Consider the periodic convolution y(n) of the two sequences ft(r) = ll,3, -1, Here N = 4, so that exp [i(zr DFTs of the two sequences as fl(o) = 1,161 -2J' and /N)l = i. By + ft(l) + h(2\ + h(3) = | .r(n) = (1,2,0, - I I using Equation (9.2.1), we can calculate the Tho Discrete Fourler H(r1 = 1,p1 * ng H(2) = 111q + II(3) = 1 161 +t "*pl-iil * rlzt exp[-lrr] * ,1rr.*of-r fi(l)exp[-izrl+ h(2)expl- j2rl rr I *p -i [ Transform Chapier 9 3f)=, - tt + ](3)exp[-i3zr] = -l T) * r rrtexp [-l3nl + nplexpl-i \f = z * is and x(o) = r(o) +.r(1) + x(2) + x(3) = 2 x(1) = x(0) + rlrl exp[-7 X(2) = 1161 ]] * ,,r, exp[-jrr] +.1111"*ef-1f] = , - ,, + .r(l) exp[-jzr] + x(2) exp[-i2rr] + x(3) x(3) = 316y +,1r1exp[-;]] + r(z)expt-1r,,1+ exp[-i3r] = g r1r;exp[-i\f =r * t1 so that v(0)=H(0)x(0)=2 Y(t) = x11717(-1) : -13 Y(2)= H(2)x(2)=0 ill v(3) = H(3)x(3) = -13 +111 We can now use Equation (9.2.2) to frnd.v(a) as y(o) = l[Y(0) + v111 + Y(2) + y(3)] = ylry = l[r1oy + r(r)exe[i;] -6 + rlzpxplirr - ror-nli]]]= y(2) = 1(l'(0) + v(l) explirrl + Y(z)expU?d + Y(3)exp[i3r]) = rrrl = |(rtol + r(r)expljT]* ",rn*o,i3,,,t+ o 7 y(3)exp[rT] = -t which is the same answer as was obtt ined in Example 6.4.1. 9.8.6 Relation to the Diecrete-Time Fourier and Z-Ilansfortre From Equation (9.2.1), we note that the DFT of an N-point sequence x(n ) can be written as x(e) = 5 r<rl z-0 exp[-ion]1,1-,p1 (9.3.s) = x(O)lo=ilr That is, the DFT of the sequence r(n) is its discrete-time Fourier transform X(O) evaluated at N equally spaced points in the range [0, 2n). Sec. 9.3 Properties ol lhe DFT 425 For a sequence for which both the discrete-time Fourier transform and the Z-trans form exist. it follows from Equation (8.3.7) that x(k) = x(z)l:-erptirzorrrrt (9.3.6) so that the DFT is the Z-transform evaluated at Nequally spaced points along the unit circle in the e plane. 04.8 Matrix Interpretation of the Df"T We can express the DFT relation of Equation (9.2.1) compactly as a matrix oPeration on the data vector = [:(0)x(l)...r(N l)]r. For convenience, let us denote expl-ilr/Nl by W,y. We can then write t - x(k)=)x(n)wtfi ft:0,1,...,N-l -ww w W w'n w'r (e3.7) Let W be the matrix whose (t, n)th element [W]0, is equal to Wf . That is, W=l then follows wN-l (e.3.8) . yg-'irn 'rthat the transform vector X = [X(0)X(1). .X(N-WN It w W#-' W2(N-r) 1)]7 can be obtained as X=YYx (e.3.e) The matrix W is usually referred to as the DFT matrix. Clearly. [W]u = [W]*, so that W is symmetric (W = Wr). From Equation (9.2.2),we can write ,(r) = i.>*, @)W" (e.3.10) Since W;r = Wi, where * represents the complex conjugate, it follows that the IDFT relation can be written in matrix form as ' = fiw-x (e.3.11) Solving for x from Equation (9.3.9) gives x -- W-rX (e.3.t2) It therefore follows that tn-'= **- (e.3.r3) 426 The Discr€te Fourier Transrorm Chapter g or equivalently, WXW = NIN rvhere I," is the identity matrix of dimension N can write Equation (9.3.14) as w'$rw : x (e.3.14) N. Since W is a symmetric matrix, we , NI/v (9.3.1si In general, a matrix A that satisfies A*rA = Iiscalled a unitary matrix. A reat matrix A that satisfies ArA = I is said to be an orthogonal marrfu. The matrix lY, as defined in Equation (9.3.8), is not strictly a unitary matrix, as can be seen from Equation (9.3.15), However, it was pointed out in Section 9.2 that the factor l/N could bp used with either the DFT or the IDFT relation. Thus, if we associare a factor l/VN with both the DFT and IDFT relations and let Wn = I /VN exp [- j2r / Nl in the definition of the matrix W in Equation (9.3.8), it follows that X=Wx and x=W*X (e.3.16) with W being a unitary matrix, The DFT is therefore a unilary trawlormi often. however, it is simply referred to as an orthogonal transform. Other useful orthogonal transforms can be defined by replacing the DFT matrix in Equation (9.3.8) by other unitary or orthogonal matrices. Examples are the WalshHadamard transform and the discrete cosine transform, which have applications in areas such as speech and image processing. As with the DFT, the utility of these transforms arises from the existence of fast and efficient algorithms for their computation. 9.4 LINEAR CONVOLUTION USING THE DFT We have seen that one the primary uses of transforms is in the analysis of linear timeinvariant systems. For a linear, discrete-time-system with impulse response t(z), the output due to any input -r(n) is given by the linear convolution of the two sequences. However, the product H (k) X (k) of the two DFTs corresponds to a periodb convolution of &(r) and r(n ). A question that uaturally arises is whether the DFT can be used to perform a linear convolution. In order to answer this question, let us assume that h(z) and r(z) are of length M and N, respectively, so that /r(n ) is zero outside the range 11, and -r(n) is zero outside the range [0, N 10, M U. We atso assume that M < N. Recall that in Chapter 6 we defined the periodic convolution of two finiteJengh sequences of equal length as the convolution of their periodic extensions. For the two sequences &(n) and x(n) considered here, we can zero-pad both to the length K > Max(M, N), to form the augmented sequences /r,(n) and r,(n), respectively. We can now define the K-point periodic convolution, lr@), of the sequences as the convolution of their periodic extensions. We note that while )p(r) is a K-point sequence, the linear convolution of h(z) and.r(n), yln), has length L = M + N l. As Example 6.4.2 shows, for K s L, yo@) corresponds to the sequence obtained by adding in, or'time-aliasing, the last L K values of y,(n) to the first L K poins. Thus, the first L - .K points of yr(n) will not correspond to.v1(a), while the remaining 2K L - - - - - - Sec. 9.4 Linear Convotution Using the DFT 427 points witl be the same in both sequences. Clearly, if we choose K = L, yo@) and y,(n) rvill be identical. Most available routines for the efficient comPutation of thc DFf assume that the length ot the sequence is a power of 2. In that case, K is chosen as the smallest power of 2 that is larger than L. When K > L, the first L points of .r'r(rr) will be identical to y1(n ), while the remaining K - L values will be zero. We will now show that the K-point periodic convolution of h (n) and x(n) is identical to the linear convolution of the two functions it K = L. We note that y,@)= ) ,nE Now, ft(m) is zero for m el0,M so that we have the following. - 1], h(m)x(n-m) (s.4.1) -! and.r(n - rn) is zero for (n -m) e [0,N - l]' O<n=M-l: n ) h(m)x(n-m) = Ia,r,r, + h(t)x(n- yr(n)= 1) + "'+ /r(n).t(0) M=n=N-l: n m=n-M+l = h(n - M + 7)x(M - l\ + h(n - M + Z)x(M - 2) + '..+ h(n)x(0) N=n=M+N-2: -n-M+l =h(n-M+t)x(M-t) +.'.+/,(N+ l).t(n-N+ l) (9.4.2) On the other hand, &-l to?r\: m=O ) h,(nt)x,(n- m) Since the sequence xo(n - (9.4'3) m) is obtained by circularly shifting.t,(n), it follows that [r,(r-m+K), n+7=m=K-1 so that lo@) = h"(o)x.(n) + "' + h"(n)x,(o) + h,(n + I ) r,,(K - l) + h,(n + 2)x,(K - 2) + "'+ h,(K - l)t,,(n + 7) (9'4'5) 425 The Discrete Fouri€r Transform. Chapter 9 Now, if we use the fact that we can easily verify iszerofor N + M h"(n) = Ino), O=n<lvl-l lo. othenvise xo(n) = (xtu\, io. 0=n<N-l thatyr(n) - (e.4.6) otherwise is exactly the same I = n< K - l. asy,(n) for 0 < z <N+M - Z and In sum, in order to use the DFT to perform the linear convotution of the M-point sequence h(n) and the N-point sequence r(z), we augment both sequences with zeros to form the K-point sequences ho(n) and x,(n), with K > M + IV - 1. We determine the product of the corresponding DFTs, H,(k) and X,(t). Then yr(n) = IDF'I IH,(k) X,(k)l 9.5 (e.4.7) FAST FOUR]ER TRANSFORMS As indicated earlier, one of the main reasons for the popularity of the DFT is the existence of effrcient algorithms for its computation. Recall that the DFT of the sequence x(z) is given by x (k) = 5',t,)*p [ -,'# *], For convenience, let us denote x(k) = /Y- ) I x@)wff ,-0 which can be explicitly written x(k) exp[-l2r/Nlby , k= k= 0,r,2,...,N- I (9.5.1) [7,", so that 0,r,2,...,N- I (e.s.2) as = r(0) wfl + x(t)wf, + x(z)wff + "'+ r(N - 1)W$-tr* (e.s.3) It follows from Equation (9.5.3) that the determination of each X(k) requires N complex multiplications and iv complex additions, where we have also included trivial multiplications by +1 or io the count, in order to have a simple method for comparing the computational complexity of different algorithms. Since we have to evaluate X(&) for k = 0, 1, ..., N 1, it follows that the direct determination of the DFI requires N2 complex multiplications and N2 complex additions, which can become prohibitive for large values of N. Thus, procedures that reduce the computational burden are of considerable interest. These procedures are known as fast Fourier-transform (FFT) algorithms. The basic idea in all of the approaches is to divide the given sequence into subsequences of smaller length. we then combine these smaller DFfs suitably to obtain the DFT of the original sequence. In this section, we derive two versions of the FFT algorithm, assuming that the data length N is a power of2, so that N is of the form N = 2P, where Pisa positive integer. tj - Sec. 9.5 Fast Fourier Transrorms That is, N = 2,4,8. 16,32, etc. Accordingly, the algorithms are referred to as radix-2 algorithms. 9.6.1 The Decimation.in.TineAlgorithm In the decimation-in-timd (DIT) algorithm, we divide x(n) into two subsequenoes, each of length N/2, b,l grouping the even-indexed samples and the odd-indexed samples together. We can then rvrite X (kl in Equation (9.5.3) as x(t)= 2r@)W +)r(n)ffi ncdd Letting r (e.s.4) = 2r in thc first sum and n : 2r + | in lhe second sum, we can write ,v/2- I N/2-l ,t'(t)= ) xQr1w'z;k+ ) xQr+l)lYf'tttt Nlz-l : N/2-l g(')wff*+yyi ) > helw2ik where g(r) = x(2r) n1r1"=x(2r ^rA Note that for an N/2-point + 1). y(n), the DFI is given by sequence N/2- Y(t) (e.5.s) = ,,-0 > | :r'f' n=ll yln)wiirz ,rnr*'r* (e.s.6) where the last step follows from the relation w,,,, :.*p -' ?in) =(*o[-i'#])' f = ** (e.s.7) Thus, Equation (9.5.5) can be written as x(k) = G(k) + wfrH(k), t = 0,1,...,N - I (e5.E) where G(& ) and H (k) denote the N /Z-point DFTs of the sequences g(r) and h(r), respectively. Since G(k) and H(ft) are periodlc with period N/2,we can write Equation (9.5.8) as x(k)=G(t)+ wfrH(k), k=0,1,....]-, .r(t * *) \ 2l : c&) + wfi+Ni211171 (e.s.e) The steps involved in determining X(k) can be illustrated by drarving a signal-flow graph conesponding to Equation (9.5.9). In the graph, we associate a zode with each signal. The interrelalions bctween the nodes are indicated by drawing appropriate lines 430 The Dlscreto FouderTranslorm Chaptor g (branches) with arrows pointing in the direction of the signal flow. Hence, each brranch has an input sigral and an output signal. We associate a weight with each branch that determines the transmittance between the input and output signals. When not indicated on the graph, the transmittance of any branch is ass,'med to be 1. The sigpal at any node is the sum of the outPuts of all the branches entering the node. These concepts are illustrated in Figure 9.5.1, which shows the sigpal-flow graph for the computations involved in Equation (9.5.9) for a particular value of &. Figure 9.5.2 shows the signal-flow graph for computing X(,t) for an eight-point sequence. As can be seen from the graph, to determine X(k), we first compute the two four-point DFTs G(&) and H(lc)of thesequencess(r) = [(0),x(2),.r(a),x(6)land/l(r) = [.r(1),r(3),r(5),x(7)] and combine them appropriately. We can determine the number of computations required to find X(/c) using this procedure. Each of the two DFTs requires (N/2)2 complex multiplications and (N/2)? x(kl G(kl H(k) hrfr+Nt2 '(* * N\ 1) ngure 9S.f Sigpal-flov graph for Equation (9.5.9) x(0) x(l) x(2) r(4) x(3) x(6) I x@\ x(5) 4 -ooint 2' DFT : (7) Flgne x(6) x(7t 952 Flow graph for first stage of DIT algorithm for N = E. Sec. 9.5 Fasl Fourler Transforms 431 complex additions. Combining the two DFTs requires N complex multiplications and N complex additions. Thus, the computation ot X(k) using Equation (9.5.8) requires N + N2/2 complex additions and multiplications, compared to A'r complex multiplications and additions for direct computation. Since N/2 is also even, we can consider using the same proceclure for determining the N/2-point DFTs G(k) and H(k) by first determining the N/4-point DFTs of appropriately chosen sequences and combining them. For N = 8. this involves dividing the sequence g(r) into the two sequences lr(0), r(a)) and {r(2). r(6)l and the sequence /r (r) into lr(1), x(5)| and (.r(3),.r(7)|. The resulting computarions for finding G(/<) and H(&) are illustrated in Figure 9.5.3. Clearly, this procedure can be continued by further subdividing the subsequences until we get a set of two-point sequences. Figure 9.5.4 illustrates the computation of the DFT of a two-point sequence y(n ) (y(O), y(t)1. The complere flow graph for the computation of an eight-point DFT is shown in Figure 9.5.5. A careful examination of the flow graph in the latter figure leads to several observations. First, the number of stages in the graph is 3, which equals logr8. In general, : r(0) c (0) (4) c(l) .r l, x(2) QQI r (6) 6(3) (a) x(l) H (O) lr"9r: r (3) H(l') I .r(5) H (2) r(7) H (3t (b) Figure 953 Florv graph for compuration of four-poinr DFT. 432 The Dlscrete FouriErffanslom Chapter g v(0) Wz= Y(l) -l ngrre9S.4 Flowgraphfor computation of two-poitrt DFT. .r(0) x(o) r(4) .r0) x(2) x(21 r(6) x(31 x(l) :(5) x(5) :(3) x(6) x(7t .r(7) wfi Flgure 955 wfr wlt C.omplete flow graph for computation of the DFT tor N = E, the number of stages ii equal to log2N. Second, each stage of the computatiou requires eight complex multiplications and additions. For general N, we require N complex multiplications and additions, leading to a total of N logrN operations. The ordering of the input to the flow graph, which is 0,4, 2, 6, 1, 5, 3,7, is deter- mined by bit revershg the natural numberc 0, 1,2,3,4,5,6,7. To obtain the bitreyersed order, we revenie the bits in the binary representation of the numbers in their natural order and obtain their decimal equivalents, as illustrated in Table 9-1. Finally, the procedure permits in-place computation; that is, the results of the computations at any stage can be stored in the same locations hs those of the hput to that stage. To illustrate this, let us consider the computation of X(0) and X(4). Both of these computations require the quantities G(0) and II(0) as inputs. Since G(0) and I1(0) are nbt required for determining any other value of X(&), once X(0) and X( ) have been determined, they can be stored in the same locatinns as G(0) and II(0). Sim- Sec. 9.5 Fast Fourier Transforms 43ri] TABLE 91 Blt-rove?sed ordsr tor lY = 8 Iroclmal Number Elnary BltRever8od Reprosentatlon Reprosentatlon Dealmal Equlvalent 000 m0 o 001 lm 4 2 6 010 010 0ll ll0 100 001 I 101 101 5 il0 011 3 7 lll 111 ilarly, the locations of G(1) and H(1) can be used to stsre X(l) and X(5), and so on. Thus, only 2N storage locations are needed to complete the computatioos. 0.6.2 The Decination-in-Frequenoy Algorithn The decimation-in-frequency (DIF) algortthtt, is obtelned e;sentially by dividing the outPut sequence X(&), rather than input sequence.r(lc); lnto smaller subsequences. To derive this algorithm, we group the first N/2 points and the last N/2 poins of the sequence r(n) together and write x(k)= 'X | ,(n)rv# + \ ,t-.1 lNlzl - E0 *(fiwff n- N/2 =r2' *rrr* + wy'o''[' ,(,.I)*f (e.s.1o) A comparison with Equation (9.5.6) shows that evetr though the two sums in the right side of Equation (9.5.10) are taken over N/2 values of n, they do no.t represent DFTs. WecancombinethetwotermsinEqristlun(9.5.10)bynotingthatWff/z a (-1)r'toget x(k) =',j*' [,., + (- r)tx(z - l)]*,f (e.s.1l) Let g(n) = x(n)- r(r . #) and h(n) = where0<n<(N/2)-1. [,r, -,(^ . #)]*u (e.5.12) 4U The Discrete Fourier For k even. we can set k = 2r and write'Equation (9.5.11) (,\/2,-t Transrorm Chapter 9 as (N/2)-l (e.s.13) Similarly, setting k = 2r +I x(Zr + r) gives the expression for odd values of &: ='"3-' hlnywr;, ='"3-' h(n)wi{,, (9.5.14) Equations (9.5.13) and (9.5.14) represent the (N/2)-point DFTs of the sequences G(t) and H(k). respectively. Thus, the computation of X(&) involves first forming the sequences g(n) and lr(n) and then computing their DFTs to obtain the even and odd values of X(t ). This is illustrated in Figure 9.5.6 for the case where N 8. From the figure, we see that c(0) = x(0), c(1) = x(2), G(2) = x(4), G(3) = x(6), H(0) = x(1), H(r) = X(3), H(2) = x(5), and H(3) = v171. We can proceed to determine the two (N/2)-point DFTs G(t) and H(&) by computing the even and odd values separately using a similar procedure. That is, we form the sequences : sln) =r(r). s(, . #) x(0) x t2l x(4r .t(3) x(6) ,\'(4) x(r) r(5) x(3\ (6) x(s) x(7) x(7\ -r Flgure 95.6 Firsi stage of DIF graph. Sec. 9.5 Fasl Fourier Transforms Bz@) = 435 [et"r - s(^ * l)fwp,, (e._s. rs) and h,(n) = n@) + h(n + hzb) N\ 4) N =lnat - n(,.t!)fwn,, 4 (e.s.t6) Then the (N/4)-point DFTs, G, (/<), G2(k) and Ht(k), H2&\ correspond to the even and odd values of G(t) and H(k), respectively, as shown in Figure 9.5.? for N = 8. We can continue this procedure until we have a set of two-point sequenoes. which, as can be seen from Figure 9.5.4, are implemented by adding and subtracting the input values. Figure 9.5.8 shows the complete flow graph for the computation of an eight- . 8(0) Glo) 8(l ) Gl2l = X14, sQ) ;r 6( wfrrz= wfl ,r(0) l). X(l) - 116, 8(3) Gt-t1 n(0) ttit= xrrl ,r ,'(l) ) ,l(l) h(2't ;l v,!rt= llll)- Xt3l ll(31= X (71 w.tl /r'(l) h(3) (b) Flgure 9J.7 N=8. = .tr|5, Flow graph for the A//4-point DFTs of G(& ) and H(k), The Discrete Fourler 436 Translorm Chapier 9 .r(0) x(0) .t(l) x(41 r (1, x(2) .t(3) x(61 ,r(4) x0) r(5) x(5) r(0) x(3) r(71 -l -l Flgure 95.t -I x (7) Complele flow graph for DIF algorithm, N = 8. point DFT. As can be seen from the figure, the input in this case is in its natural order, and the output is in bit-reversed order. However, the other observations made in reference to the DIT algorithm, such as the number of comPutations, and the in-place nature of lhe computations apply to the DIF algorithm also. We can modify the sigpalflow graph of Figure 9.5.7 to get a DIF algorithm in which the input is in scrambled (bit-reversed) order and the output is in the natural order. We can also obtain a DIT algorithm for which the input is in the natural order. In both cases, we can modify the graphs to give an algorithm in which both the input and the ouput are in their natural order. However, in this case, the in-place ProPerty of the algorithm will no longer hold. Finally, as noted earlier (see Equation (9.3.3)), the FFT algorithm can be used to find the IDFT in an efficient manner. .$ SPECTHAL ESTIMATION OF ANALOG SIGNALS USING THE DFT The DFT represents a transformation of a finite-length discrete+ime signal r(n) into the frequency domain and is similar to the other frequency-domain transforms that we have discussed. with some significant differences. As we have seen, however, for analog signals r,(r), we can consider the DFT as an approximation to the continuous-time Fourier transform X"(r,r). It is therefore of interest to study how closely the DFT approximates the true spectrum of the signal. Sec. 9.6 Spectral Estimation of Analog Signals Using the DFT As noted earlier, the first step in obtaining the DFT of signal .r,(r) is to convert it into a discrete-time signal r"(r) by sampling at a uniform rate. The process of sampling, as we saw, can be modeled by multiplying the signal .r"(l) by the impulse train pr(t)= j r1r-nr1 nE -c so that we have r"O = x,(t)pr(r) The corresponding Fourier transform is obtained from Equation x,(.) = ts X o(a + mott) (e.6.1) (1 .5.12): (e.6.2) These steps and the others involved in obtaining the DFT of the signal r,(r) are illustrated in Figure 9.6.1. The figures on the left correspond to the time functions, and the figures on the right correspond to their Fourier transforms. Figure 9.6.1(a) shows a typical analog signal that is multiplied by the impulse sequence shown in Figure 9.6.1(b) to leld the sampled signal of Figure 9.6.1(c). The Fourier transform of the impulse sequeucepr(t), also shown in Figure 9.6.1(b), is a sequence of impulses ofstrength in the frequency domain, with spacing o,. The spectrum of the sampled signal is the convolution of the transform-domain functions in Figures 9.6.1(a) and 9.6.1(b) and is thus an aliased version of the spectrum of the analog signal, as shorvn in Figure 9.6,1(c). Thus, the spectrum of the sampled signal is a periodic repetition, with period o", of the spectrum of the analog signal .r,(l). If the signal x,(t) is band-limited, we can avoid aliasing errors by sampling at a rate that is above the Nyquist rate. If the signal is not band limited, aliasing effects cannot be avoided. They can, however, be minimized by choosing the sampling rate to be the maximum feasible. In many applications, it is usual to low-pass filter the analog signal prior to sampling in order to minimize aliasing errors. The second step in the procedure is to truncate the sampled signal by multiplying by the window function o(l). The length of the data window Io is related to the number of data points N and sampling interval by 1/I I To: NT (e.6.3) Figure 9.5.1(d) shows the rectangular window function *-(,) =f'' [0, -I='"'- !' (e.6.4) otherwise The shift of T/2 from the origin is introduced in order to avoid having 61n12 samples at points of discontinuity of the window function. The Fourier transform is wx(o) = ,o'E{*ur[-,,rrPl (e.6.s) @ (a, wp (l) I wRk,J) ^Tt 2 I (d) I X,(o) o Ws(ul @ (e) @ (f) al z, @ (s) Figure 9.6.1 Discrete Fourier transform of an analog signal. (Adapted witl: permission from E. Oran Brigham, The Fouriet Transform, PrenticeHall. 1987.) 'r38 I S€c. 9.6 Sp€ctral Estimation ol Analog Signals Using ths DFT /t39 and Figure 9.6.1(e) shows the truncated sampled function. The corresponding Fourier transform is obtained as the convolution of the two transforms X,(o) and Xr(to)- The effect of this convolution is to introduce a ripple into the sPectrum. The finat step is to sample the spectrum at equally spaced points in the frequency domain, Since the number of frequency points in the range 0 < (l, to, is equal to the number of data points N, the spacing between frequency samples is to,/N, or equivalenlly,2n/Tn, as cdn be seen by using Equation (9.6.3). Just as we assumed that the sampted sigral in the time domain could be modeled as the modulation (multiplication) of the analog signal x,(t) by the impulse train pr(t), the sampling operation in the ( frequency domain can be modeled as the multiplication X"(.) * Wr(r) by the impulse train in the frequency domain: Pr"ki ='; "2_r(, -,,?) of the transform (e.6.6) Note that the inverse transform of p7 (r,r) is also an impulse train, as shown in Figure 9.5.1(f): pr"(t)= i m- -r uA -mTo) (e.6.7) Since multiplication in the frequency domain corresponds to convolution in the time domain, the sampling operation in the frequency domain yields thc convolution of the signal .r,(t)arr(t) and the impulse train p, (t). The result, as shown in Figure 9.6.1(9)' isltre pitoaG exrension of the signal x,(r)roro), with period il,. This result also follows from the symmetry between time-domain and frequency-domain operations, from which it can be expected that sampling in the frequency domain causes aliasing io the time domain. This is a restatement of our earlier conclusion that in operations involving the DFT, the original sequence is replaced by its periodic extension. As can be seen from Figure 9.6.1, for a general analog signal .r,,(t)' the sPectrum as obtained by the DFT is somewhat different from the true spectrum X"(ro). There are two principal sources of error introduced in the process of determining the DFT of -r, (). The frrst, of course, is the aliasing error introduced by sampling. As discussed earlier, we can reduce aliasing errors either by increasing the sampling rate or by pre- filteriog the signal to eliminate its high-frequency comPonents. The second source of error is the windowing operation, which is equivalent to convolving the spectrum of the sampled sigral with the Fourier transform of the window signat. Unfortunately, this introduces ripples into the spectrum, due to the convolution operation causing the signat component in r,(r) at any frequency to be spread over, or to laa& into, othei frequencies. For there to be no leakage, the Fourier transform of the window function must be a delta function. This corresponds to a window function that is constant for all time, which implies no windowing. Thus, rvindowing necessarily causes leakage. We can seek to minimize leakage by choosing a window function whose Fourier tranaform is as close to a delta function as possible. The rectangular window function is not generally used, since it does not approximate a delta function very well. For the rectangular window defined as MO The Discrete Fourier _2r NN 2r Figure 9.62 Transfonn Chapter 9 i Magnitude spectrum of a rectangular window. ,_(,)={l hffiJ-, (e.6.8) the frequency response is r,,n(o) = .*o -,n [ (ry;!] #rU (e.6.e) Figure 9.6.2 shows I W* (O) I , which consists of a main lobe extending from O : -2n/N to2r./N and a set of side lobes. The area under the side lobes, which is a significant percentage of the area under the main lobe, contributes to the smearing of the DFT spectrum. It can be shown that window functions which taper smoothly to zero at both ends give much better results. For these windows, the area under the side lobes is a much smaller percentage of the area under the main lobes. An example is the Hamming win- dow, defined as wnb) = 0.54 - 0.46cosn3, o <n<N- I (e.5.10) Figure 9.6.3(a) compares the rectangular and Hamming windows. Figures 9.6.3(b) and 9.6.3(c) show the magnitude spectra of the rectangular and Hamming windows, respectively. These are conventionally plotted in units of decibels (dB). As can be seen from the figure, whereas the rectangular window has a narrower main lobe than the Hamming window, the attenuation of the side lobes is much higher with the Hamming window. A factor that has to be considered is the frequency resohttion, which refers to the spacing between samples in the frequency domain. If the frequency resolution is too low, the frequency samples may be too far apart, and we may miss critical information in the spectrum. For example, we may assume that a single peak exists at a frequency where there actually are two closely spaced peaks in the spectrum. The frequenry resolution is Sec. 9.6 Spectral Estimation of Analog Signals Using the DFT rrlrl I (,t 0tt I l.rrr rrrrng 0(, 0.4 0.: l (a) 0 -t0 = -40 -60 o o -80 - 100 0 -20 = G _40 s -@ o o -80 - 100 (c) Figure 9.6.3 Comparison of rectangular and Hamming windows. (a) Time functions. (b) Spcctrum of rectangular windorv. (c) Spectrum of Hamming windorv. 441 42 The Dlscrete Fourlor Aro = Translorm Chapter I o, _2n _ Ztt NNTTO (e.6.11) where Iu refers to the length of the data window. It is clear ftom Equation (9.6.11) that, to improve the frequency resolution, ive have to use a longer data record, If the record length is fixed and we need a higher resolution in the spectrum, we can consider padding the data sequence with zeros, thereby increasing the number of sanples from N to some new value No > N. This is equivalent to using a window of longer duration T, > To on the modified sigral now defined as ,,,, = 0<r<fo (e.6.t2) To<t=Tl {i,,',' f,'ra'nple 0.6.1 Suppose we want to use the DFT to find the spectrum of an analog siEnal that has been prefiltered by passing it through a low-pass filter with a cutoff of 10 kHz The desired frequency resolution is less than 0.1 flz. The sampling theorem gives the minimum sampling frequency for this signal as/, = 20 kHz, so that I< 0.05 ms The duration of the data window can be determined from the desired frequency resolution A/as 1 To = ,= 10s from which it follows that x =!>zx rG Assuming that we want to use a radix-2 FFT routine, we chooe N to b Xi\l$ which is the smallest power of 2 satisfyitrg the constraint on N. If we chmse /" = fo must be chosen to be 13.10?2 s. (= 2t\. n kHz. Ere'nple 0.6.2 In tbis example, we illustrate the use of the DFT in frnding the Fourier spoctruo of analog signals. Let us consider the sigral r"(t) = go5400i I Since the signal consists of a single frequenc?, is continuous-time Fourier transfora is a pair of 6 functions occurring at !2N HzFigure 9.6.4 shows the magnitude of the DFT spectrum X(/<) of the signal for data lengths of 32, 64, and 128 samples obtained by using a reaangular window. The sigtal was sampled at a rate of 2klfz. which is considerably higher than the Nyquist rate of 4fl) [Iz As can be seen from the figure, the DFT spectrum erhibits two peaks in each case. If we let &, denote the location of the first peak, the gecond peak at N &e itr all cas€& This is to be expected, since = X(N *). The aualog frequeacies conrsponding to the two peaks can be determined to be /o = lkpTlN. X(-t) - eun - S€c. 9.6 lx(r) Spectral Estimaiion of Analog Slgnals Using the DFT 443 r l5 (a) t2 I X(&) t0 | E 6 4 2 0 m tx(r) | l5 l0 5 0 60 80 t00 (c) Ilgure 9.6.4 DFT spectrum of analog signal ,r,(t) using rectangular window. (a)N = 32. (b)N = 6a. (c) N = 128. 444 The Discrete Fourier . Transform Chaptet I Figure 9.6.5 shows lhe results of using a Hamming window on the sampled signal for data lengths of 32,64,and 128 samples. The DFT spectrum again exhibits two peaks at the same locations as before. 4 3.5 rx(&)r 3 2.5 ,, 1.5 I 0.5 0 t0 l5 20 25 (a) 7 6 r x(r) r 5 4 3 2 I 0E o (b) t2 r x(r) | t0 8 6 4 2 or0 (c) 9.65 DFT spectrum of analog signal .r,(t) using Hamming win(a) N = 32. (b)N = el. (c) N = 128. dow. Iigore 30 Sec. 9.7 Summary 445 With both lhe rectangular and Hamming windorvs. the first pe lk occurs at k, = 3. (r. and l3 for N = 32. 64, and 128 sarnples, respcctivelv. Thesc ctr.rcspond to analog trequencies of 187'5 Hz. 187.5 Hz. and 190.0625 Hz. Thus. as rhe number of data samples increases. the peak moves closer to the actual analog frequencr. Note thal the peaks become sharper as N (and hence the resolution in th.: digital [rcquencv domain) increases. The figures also show thal the spectrum obtained using the Hamming window is some- what smoother than that resulting from the rectangular window. Suppose we add anolher frequency to our analog signal. so lhilt the signal is norv .t,,(r) = cosz[00n, + cos440Tr To resolve the two sinusoids in the signal, the frequency resolurion .[/must be less than 20 Hz. The duration of the data window, r0, must therelore be chosen to be greater rhan 1/20 s. If the sampling rale is 2 kHz, the number N o[ discrere-tirne samples needed to resolve the two frequencies must be chosen to be larger than l(X). Figurc 9.6.6 shows the DFT spectrum of the signal for <Iata lenr:rhs of 61, l2g, and 2s6 samples using a rectangular window, while Figure 9.6.7 shorvs rhc corresponding results obtained using a Hamming rvindorv. with both rvindorvs, lhc 6-l-point DFT is unable to resolve thc two peaks. For a rvindorv lengrh of l2ti, there are two Iaree values of lx(k) at values of k = 13 and 14. The corresponding frequencies in thc anllog domain are equal lo 203-125 Hz and 218.75 Hz, respectively. Thus, even though thc rrvo lrequencies do not appear as peaks in the DFf spectrum. it is neverthelcss possibL: t(, identify ihem. For N = 256, there are lrvo clearly identifiable peaks in the spcclrum at k = 26 and 28. These again corrcspond to 20-3.125 Hz and 218.75 Hz irr the :rnalor Ircqucncy domain. | MMARY o The discrete Fourier transform (DFT) of lhe finite-lenglh scc;uence .r(n) of lengrh N is defined as x(k) x(n)wi! where ,, =.'o[-i?-] r The inverse discrete Fourier transform 1 (IDFI) lv_ is defined irv | .'tr) = xtr)w;'a ,,r,], The DFT oI an N-point sequcnce is related to its Z-transfornt :rs X(k) = X(r)1.-u.l The sequence X(k), k = 0, l, 2. ..., N - l. is pcriodic wilh pcrrotl N. The sequence x(n ) obtained by determining the IDFT of X(k) is also periodic wirh period N. 46 The Discrete Fourler Translorm Chapter 9 20 IE X(&) I t6 | l4 t2 l0 E 6 4 2 0 30 ?5 r x(e) r 20 l5 --fr t0 5 0 II . l\, 80 50 45 r x(*) q | 35 30 25 zo t5 l0 5 0 0 (c) 9.66 DFT spectrum of analog signal (a) N = 6a. (b)N = 128. (c) N: 256. dow. Iigure .rD (, ) using reciangular win- tn Sec. 9.7 47 Summary 20 I8 I X(r) | t6 l4 t2 t0 8 6 4 30 25 I X(l) r 20 t5 lo 5 0 50 45 rx(r) r .10 3s 30 25 20 t5 t0 5 0 lm t50 (c) Iigure 9.6.7 DFT spectrum of analog signal:r(l) using Hamming win' dow. (a) N = 6a. (b)N = 128. (c) N = 256. 250 k 444 The Discrete Founer Translorm Chapter 9 In all operations involving the DFT and the IDFT, the sequence.r(n ) is effectively replaced by its periodic extension rp(n ). X(k) is equal to Nao, where a* is the coefficient of the discrete-time Fourier-series representation of. x r(n), o The properties of the DFT are similar to those of the other Fourier transforms, with some significant differences. In particular, the DFT performs cyclic or periodic convolution instead of the linear convolution needed for the analysis of LTI systems. . To perform a linear convolution of an N-point sequenc€ with an M-point sequence, the sequences must be padded with zeros so that both are of length N + M - L. . Algorithms for efficient and fast machine computation of the DFT are known as fast Fourier-transform (FFT) algorithms. o For sequences whose length is an integer power of 2, the most commonly used FFT algorithms are the decimation-in-time (DIT) and decimation-in-frequency (DIF) algorithms. . For in-Place computation using either the DI'l' or the DIF algorithm, either the input or the output must be in bit-reversed order. o The DFT provides a convenient method for the approximate determination of the sPectra of analog signals. Care must be taken, however, to minimize errors caused by sampling and windowing the analog signal to obtain a finite-length discretetime sequence. r Aliasing errors can be reduced by choosing a higher sampling rate or by prefiltering the analog signal. Windowing errors can be reduced by choosing a window function that tapers smoothly to zero at both ends. r The sPectral resolution in the analog domain is directly proportional to the data length. ' . 9.8 CHECKLIST OF IMPORTANT TERMS Allaslng Analog specirum Blt-rcversed ordor I)eclmaton-ln-trequency algorlthm Declmadon-ln-tme algorlthm Dlscrete Fourler translorm (DFf) Eror reducflon Fast Fouder transform (FFT) ln-placa computadon 9.1. Compute the DFT of the following N-point tet.trzl = Il' t0, (b) r(a) = (- lf lnveree dlscrete Fouder tranetom (lDFf) Llnear conyolutlon Perlodlc conYolutlon Perlodlclty ol DFT and IDFT Prefllterlng Spoctral reaoluuon Wlndowlng Zero paddlng sequences: n= no' 0<nocrv-l otherwise Sec. 9.9 449 Problems (c) x(n) = t. {o I n even orherwise 92. Show that if .r(n) is a real sequence, X(/V - t) = X*(t). 93. Let .r(a) be an N-point sequence with DFf X(k). Find the DFI of the followiog sequences in term (B) y,(z) = of X(& ): I,(;), lo, \ reven n odd (b) vz(n) =.r(N-n - l). (c) )r(/,) = r(zn), 0=x 0<n<rv<N- I (r(nl. ' 0<nsN-l (d)yo(a) = N-n=2N_l tr, I 9.4. Letr(n) be a real eight-point-sequence, and let rtr) = (r(n\, O<n<7 [..1n - 8), 8=z<15 Find Y(k ), given that x(0) = 1' x(t) = 1 + 2j; x(2)= I - jl; x(3) = 1 + jt: andX(4\1 =2- 9.5. (e) Use the DFT to find the periodic convolution of the following sequences: (l) r(a) = ll, -1, -1, l, -1, 1l and&(n) = 11,2,3,3,2,t| (ll) :(n) = lr, -2, -1,1l and ft(n) = (1, 0, 0, 1[ (b) Verify your results using any mathematical software package. 9.5. Repeat Problem 9.5 for the linear convolution of the sequences in the Problem. 9.7. Le,l X(O) denote the Fourier transform of the sequence r(n) = (1/3)nu(n), atrd lety(n) denote an eight-point sequence such that its DFT, (k), corresponds to eight equally spaced samples of X(O). That is, Y@=x(+k) o=0,1,"? 9.& What is y(a)? Derive Parseval's relation for the DFT: /v-l ,), lrtr)l' I N-l = .)* lxttl l' ^, 9.9. Suppose we want to evaluate the discrete-time Fourier transform of an N-point sequence r(n) at M equally spaced points in the range [0,2n]. Explain how we can use the DFT to do this if (a) M > N aad (b) M < N. 9.10. Let.r(a) be an N-point sequence. It is desired to find 12E equally spaced samPles of the spectrum X(O) in the range 7r/16< O= 15n/16, using a radix-2 FFT algorithm' Describe a procedure for doing so if (i) N = 1000, (ii) N = 120. 9,11. Suppose we want to evaluate the DFT of an N-point sequence .r(n) using a hardware processor that can only do M-point FFTs, where M is an integer multiple of N. Assuming that additional facilities for storage, addition, or multiplication are available, show how this can be done. 4il Tho Discrote Fourler Translorm Chapbr g 9.tL Given a six-point sequence r(z), we can seek to lind its DFT by suMividing it into three two-point DFTs that can then be combined to give X(&). Draw a signal-flow graph lo evaluate X(k) using this procedure. 9.13. Draw a signal-flow graph for computing a nine-point DFT as the sum of three threePoint DFTs. 9.14 Analog data that has been prefiltered to 20 kHz must be spectrum analyzed to a resolution of les than 0.25 Hz using a radix.2 algorithm. Determine the necessary data length Io. 9.15. For the analog signal in Problem 9.14, what is the frequency resolution if the sigral is sampled at 40 kHz to obtain l()96 samples? 9.16. The analog signal ro(l) of duration 24 s is sampled 8t the rate of 421E2and the DFTof the resulting samples taken. (a) What is the frequency resolution in the analog domain? (b) What is the digital frequency spacing for the DFT taken? (c) What is the highest analog frequency that does not ca"se aliasing? 9.17. The following represent the DFT values X(k) of an analog sigral r,(r) that has been sanpled to yield 16 samples: x(o) = 2, 1113' = a - ia, x$) = -2, x(8) = - I, x1r r1 = -2. x(t3) = 4 + i4 All other values are ?sto. (a) Find the corresponding r(a). O) (c) 9.I& What is the digital freguency resolution? Assuming lhat the sampling intewal is 0.25 s. find the analog frequency resolution. What is the duration Io of the analog signal? (d) For the sampling rate in part (c), what is the highest analog frequensl that can be present in ra(r) without causing aliasing? (e) Find f0 to give an analog frequenca resolution that is twice that in part (c). Given two real N.point sequences /(n) and g(a), we can find their DFTs simultaneously by computing a single N-point DFf of the complex sequence x(nl=l(n)+js(n) We show how to do lhis in the following: (a) kt ,,(n) be any real N-point sequence. Show that Relr(k)l = H,(k) = U@: !12 tt--A ImlH(&)l = H"(k) = U$l----!'U G) frt t(n) be purely imaginary. Show that Relfr(t)l = H.(k) ImUr(*)l = H,(kl (c) Use your resulrs in Parts (a) and (b) to show that r(e)=1o111+ixb$) G(kl=Xp(k)-ixp,(kl :!) S@.9.9 Problems 451 X".(&) and X""(k) represent the even and odd parts of Xr(k), the real part of X(&), and X,"(&) and X,o(t) represent the even and odd parts of Xr(*) tl1s irnnginary parr of x(t ). 9.M. (a) The signal x,(r) = 4cos(2nt/31is sampled at discrete insrants I to generate 32 points where of the sequence :(r). Find the DFT of the sequence if. T = 15t16, and plot the magpiftde and phase of the sequence. Use a rectangular window in trnding the DFT. @) Determine lhe Fourier transform of r,(t), and compare its magnitude atrd phase with the results of Part (a). (c) Repeat Parts (a) and (b) if = 0.1 s. 9.a). Repeat problem 9.19 with a Hamming window. Comment on your results. I 92L We want to ro(l) = 19 cos determine the Fourier transform of the amplitude-modulated signal 12mnr) cos(100?rr) using the DFT. Choose an appropriate duration Io over which the signal must be observed in order to clearly distinguish all the frequencies in r,(t). Asume a sampling interval of = 0.4 ms. I (r) Use a rectangular window, and lind the DFT of the sampled signal for N = 128, 256, and N = 512 samples. @) Determine the Fourier transform of ro(l), and compare its magnitude and phase vith the results of Part (a). 9.2L Repeat Problem 9.21 with a Hamming window. Comment on your resulb. N= Chapter '1 0 Design of Analog and Digital Filters 10.1 JNTRODUCTION Earlier we saw that when we apply an input to a system, it is modified or transformed at the output. Typically, we would like to design the system such that it modities the input in a specified manner. When the system is designed to remove certain unwanted components of the input signal, it is usually referred to as a filter. When the unwanted components are described in terms of their frequency content, the filters, as discussed in Chapter 4, are said to be frequency selective. Although many applications require only simple filters that can be designed using a brute-force method, the desigr of more complicated filters requires the use of sophisticated techniques. In this chapter, we consider some techniques for the design of both continuous-time and discrete-time frequency-selective fi lters. As noted in Chapter 4, an ideal frequency-selective filter passes certain frequencies without any change and completely stops the other frequencies. The range of frequencies that are passed without attenuation is the passband ofthe filter, and the range of frequencies that are not passed constitutes the stop band. Thus, for ideal continuous-time filters, the magnitude transfer function of the filter is given by lH(ro) | = 1 ;n the passband ana la1<r)l = 0 in the stop band. Frequency-selective filters are classified as low-pass, high-pass, band-pass, or band-stop filters, depending on the band of frequencies that either are passed through without attenuation or are completely stopped. Figure 10.1.1 shows the characteristics of these filters. Similar definitions carry over to discrete-time filters, with the distinction that the frequenry range of interest in this case is 0 O < 2n, since If(O) is now a periodic = function with period 2zr. Figure 10.1.2 shows the discrete-time counterparts of the filters shown in Fig. 10.1.1. 452 Sec. 10.1 lntroduclion I 453 fl(or) I I ,/(o) I 0 (a) I lr(o) I I lr(o) I (c) Iigure I -2t l0.l.l fl(O) (d) Ideal conlinuous-time frequcncy-sclccrivc filters. I 0a -1 trl('}) -aOi (a) I ( ,,(O) b) lll(sl) I Ott | -?0t (d) (c) Figure | l0.lJ ldeal discrete+ime frequency-sclective filrers. In practicc, we cannot obtain filter characteristics with abrupt transitions between passbands and stop bands. as shown in Figures l0.l.l and 10.1.2. This can easily be s€en by considering the impulse response of the ideal low-pass filter. which is noncausal and hence not physically realizable. To obtain practical filters, we rherefore have to relax 4il Dosign ol Analog and Dlgttal Flltem Chapter 10 IH(tt)I I + 6r I -6r 52 0 tlgure 10.13 Specification for practical low-pass frlter. our requirements on lH(rD) | (or I a(O) | ) in the passbands and stop bands, by permitting deviations from the ideal response, as well as specifying a transition band between the passbands and stop bands. Thus, for a continuous-time low-pass filter, the specifications can be of the form I -E,s la1rll <t +0,, lrl s., ln1,1l < or, l.u, (10.1.1) lsto where ro, and ro, are the passband and stop band cutoff frequencies, respectively. The range o[ frequencies between o, and o" is the transition band, depicted in Fig' ure 10.1.3. Often, the filter is specified to have a peak gain of unity. The corresponding speci' fications for the filter frequency resPonse can be easily determined from Figure 10.1.3 by amplitude scaling by a factor of 1/(l + 6,). Specifications for discrete-time filters are given in a similar manner as llatoll-rl<6,, lrr(o)l = s,, lol =o, o"= lol ="' (10.1.2) Given a set of specifications, filter desigr consisLs of obtaining an analytical approximation to the desired filter characteristics in the form of a frlter transfer function II(s) for continuous-time systems and f/(e) for discrete-time systems. Once the transfer function has been determined, we can obtain a realization of the filter, as discussed in earlier chapters. We consider the design of two standard analog filters in Section 103 and examine digital frlter design in Section 10.4. In our discussion of filter design, we confine ourselves to low-Pass filters' since, as is shown in the next section, a tow-pass frlter can be converted to one of the other types of frlters by using appropriate frequency transformations. Thus. given a specilication for any other type of filter, we can convert this specification into an equivalent one for Sec. 10.2 455 FrequencyTranslormations a low-pass filter, obtain the corresponding transfer function H(.r) { or vert the transfer function back into the desired range. //(e)), and con- 1O.2 FREQUENCY TRANSFORMATIONS As indicated before, frequency transformations are useful for converting a frequencyselective frlter from one type to another. For example, supPose u'e are given a continuous-time low-pass filter transfer function H(s) with a normalized cutoff frequencv of unity. We now verify that the transformation which converts it into a low-pass filter with a cutoff frequency ro. is sn = Jo. (10.2.1) where s' represents the transformed frequency variable. Since (r) u = tl(o. (10.2.2\ it is clear that the frequency range 0 - lrl - 1 is mapped into the range 0 s lor'l s r,r.. Thus, H(st) represents a low-pass filter with a cutoff frequency of to.. More generally, the transformation ,':r4 (10.2.3) or. transforms a low-pass filter with a cutoff frequency r,l. to a low-pass filter with a cutoff frequency of ro!. Simitarly, the transformation -o-9c (10.2.4) s transforms a normalized low-pass filter to a high-pass filter with a cutoff frequency of o". This can be easily verified by noting that in this case we have rrr' =- or (10.2.s) 0.) so that the point lorl = 1 corresponds to the point lrol = ,.. Also, the range lt'rl s 1 is mapped onto the ranges defined by." lr,rol = Next rve consider the transformation of the normalized low-pass filter to a band-pass filter with lower and upper cutoff frequencies given by to,j, arld o]r.,, respectively. The required transformation is given in terms of the bandwidth of the filter, - -. BW=o..-ro., (10.2.6) atrd the frequency, tuu ffo".-orn (10.2,7) ali '= #(;;. p) (10.2.8) Design of Analog and Digiial Filters Chapter 10 This transformation maps ro = 0intothe points r,r0 = + co, and the segment lrrrl the segments ro., > ltool = to.,. Finally, the bimd-stop filtei is obtained through the transformation J= BW slto (10.2.e) *(*.3) where BW and o, are defined similarly to the way they were in the case of the bandpass filter. The transformations are summarized in Table 10-1. TABLE 1Gl Fr€quency translormEllons lrom low-pass analog llllor roapon8g. Fllte, Typo Transtormallon Low Pass High Pass Band Pass s' lic lt # (* . p), BandStop r,rs = \6.J+ BW = o., l"*L;,* ,.l.* - ro., 7/ We now consider similar transformations for the discrete-time problem. Thus, sup pose that we are given a discrete-time low-pass 6lter with a cutoff ftequency O", and we want to obtain a low-pass frlter with cutoff ftequency Of . The required transformation is ,'=fi More conventionally, this is written (10.2.10) as l,r\-l:z-l-o tz")':l_az-, (10.2.11) By setting z = exp [iO] in the right side of Equation (10.2.11), it foltows that .'=",p[i,un'##H*] rrc.2.t2) Thus, the transformation maps the unit circle in the z plane into the unit circle in the et plane. The required value ofc can be determined by setting zr = expUOS] and O = O. in Equation (10.2.11), lelding +drri a= ^_sin[(O"-oj)/2] sinid (10'2'13) Sec. 10.3 Design ot Analog Filt€rs 457 . TAELE 1G2 Frcquencry tsanslomadons Irom los-pa88 dlgtlEl llltor'rpsponso. Fllter Type Assoclatod Formul,ss Transtormauon . o.-o: -', -' srn Low Pass (z')-r = i-*+ Ol = High Pass Band Pass ' k+l' -L;-a desired cutoff frequency oi-o_ -' 2-o!+ocos-'7cos z-l + o - r;;=i 2ok O +0! sin c=- O:. + o:, . k-l -r+=-- t*2 k+l " = k= t;. - n:, -'-2 O!-niir cor-1t- o tan f o:,, o.t, = desired lower and upper cuioff frequencics, respectively ,-, Band Stop t_- k -Lr-, I l+t O.'. + O:, -t- '" = ---o=n:. cos -J Oi-n!'' r.r k = lan 2 tanf cos Transformations for converting a low-pass filter into a high-pass, band-pass, or bandstop filter can be similarly defined and are summarized in Table 10-2. The design of practical filters starts with a prescribed set of specifications, such as those given in Equation (10.1.1) or depicted in Figure 10.1.2. Whereas procedures are available for the design of several different analog filters, we consider the desigp of two standard filters. namely, the Butterworth and Chebyshev filters. The Butterworth filter provides an approximation to a low-pass characteristic that approaches zero smoothly. Tbe Chebyshev filter provides an approximation that oscillates in the passband, but monotonically decreases in the transition and stop bands. 458 Design ot Analog and Digital Filters Chapt€r 10 10.3.1 Ihe Butterworth Filter The Butterworth filter is characterized by the magnitude function la(.)1, = ilrr-* (10.3.1) where N denotes the order of the filter. It is clear from this equation that the magnitude is a monotonically decreasing function of to, with its ma$mum vatue of uiity occurring at ro 0. For o = l, the magnitude is equal to l/\/r, for all values of N. Thus, the normalized Butterworth filter has a 3-dB cutoff frequency of unity. Figure 10.3.1 shows a plot of the magnitude characteristic of this'filter as a function of ro for various values of N. The parameter N determines how closely the Butterworth characteristic approximates the ideal filter. clearly. the approximation improves as N is increased. The Butterworth approximation is called a maximally fiat approximation, since, for given a N, the maximal number of derivatives of the magnitude function is zero at the origin. In fact,.the first 2N 1 derivatives of lfflroyl are zero ar o, 0, ali we can see by expanding la1rll in a power series about ro = 6: : : - la(r)l' = t- i.il + lro+'v -... To obtain the filter transfer function l/(s), we use I Ir(ro) | Ideal response A/= 4 M-3 N-2 Lrv=t t23 Flgure 103.1 Magnitude plot of normalized Butterworth filrer. (10.3.2) Sec. 10.3 Design of Analog Filters 11(s) 459 // t - s) l, - p= ' (10.3.3) lH( ,u)l' I l+ i",?']' so that H(s)H(-s) l,.m =- (10.3.4) ,.(i) From Equation (10.3.4), it is clear rhat the poles of H(s) are givcn by the roots of the equation (;)- = -, (10.35) = expU(zk - l)"1, k= 0, l,2.... ,2N - 1 It follows that the roots are given by s* = exp[j(2k + N - By substituting sr : t)r/2N] t = 0.1,2.....2N -I (103.5) orr + 7to1, we can write the real and imaginary parts :ls l2k+N-t It)\ cosl--r,.l2k-lrr.\ =""\-r- or = t/ ,* = sin l2k+N-l l-ZN \ (toj.7) ") /2k-lt\ = cosl\- N-rJ As can be seen from Equation (10.3.6), Equation (10.3.5) has 2N roots spaced uniformly around the unit circle at intervals of n/2N radians. Since 2/< - 1 cannot be even, it is clear that there are no roots on the 7ro axis, so that there are exactly N roots each in the left and right half planes. Now, the poles and zeros of H(.s) are rhe mirror images of the poles and zeros of H(-s). Thus. in order to get a stable transfer function, rve simply associate the roots in the lcft half plane rvith H(s). As an example. for N = 3, from Equation (10.3.6), the roots are located at as shown in [ "tlj. l.zrl exO[i:i:]. sr, = exnll. ', =.-nfilil. '. =.-n[,T]. Figure 10.3.2. s, = sz = exp[lnl, ss =r , 460r Design ol Analog and Digital Filtsrs Chapt€r iO I I xI t \ Flgure 1032 Roots of the Butterworth polynomial for N = l. To get a stable transfer function, we choose as the poles of fl(s) the left-half plane roots, so that fl(s): ls - explj?r /3ll[s (10.3.8) - exp[lzr]l[s - exp[ianl3]l The denominator can be expanded to yield H(s) = I Gr. "lix" (10.3.e) .,' 1) Table l0-3 lists the denominator of the Bunerworth transfer function in factored form for values of N ranging from lY = I to N = 8. When these factors are multiplied, the result is a polynomial of the form s(s): ansfl + a,r-,C-r * "'* a,s *I (10.3.10) : These coefficients are listed in Table 104 for N = I to N 8. To obtain a filter with 3-dB cutoff at toc, we replace s in II(s) by s/to.. The corresponding magnitude characteristic is TABLE 10€ Eutlsrwoih polynotnlalo (tadored lorm) I s+1 2 s2 3 \6s + 1 (s2+s+f)(s+l) 4 (s2 5 6 7 E + + 0.7653s + l)(s2 + l.B476s + l) (s + l)(s2 + 0.6180r + 1)(r2 + l.6lEtu + l) (.s2 + 0.5176s + 1)(s2 + V2s + l)(s2 + 1.931& + t) (s + l)(s2 + 0.4450r + 1)(s2 + 1.2455s + l)(s2 + 1.8()22s + l) (s2 + 0.3986s + l)(s'? + l.lllos + lxs2 + 1.6630r + l)(s2 + t.g62x + l) Sec. 10.3 Design ot Analog Filters 481 TABLE 10.4 Bullemorth polynomlal8 ar a. a, as c I \/i 1 2 2 I 2.613 3.414 2.613 1 3.?36 5.236 5.236 3.2% 1 3.864 7.4U 9.141 7.&4 3.W 4.494 10.103 14.6(b 14.6M 10.103 4.494 5.126 13.128 21.828 25.691 21.84E r3.13E 1 I 5.126 la(.)l'=r*#Jil (103.11) I-et us now consider the design of a low-pass Butterworth filter that satisfies the following specifications: la1.;l >t-0,, l.l =,, s (10.3.12) Ez, lrl ,., Since the Butterworth filter is defined by the parameters iV and o", we need fwo equations to determine these quantities. From the monotonic nature of the magpitude respome, it is clear that the specifrcations are satisfied if we choose la(ror)l =l-Er (10.3.13) : t, (10.3.14) and la1o,;l Subatituting these relations into Equation (10.3.11) yields ('J.)*=(+)'-, and (**)"=#-, Eliminating o. from these two equations and solving for N regults in ,-,[*ctrHbl "= *:: 'L l (10.3.15) ..462.. Deslgn ol Analog and Digital Fllters. . Chapter tO Since N must be an integer, we round up the value of ,itr' obtained frbm Equation (10.3.15) to the nearest integer. This value of N can now be used in either Equatiol (103.13) or Equation (10.3.14) ro determine ro.. If ro. is determined ftom Equation (10.3.13), the passband specifications are met exactly, whereas the stopband specifrcations are exceeded. But if we use Equation (10.3.14).to determine to". the reverse is true. The steps in finding II(s) are summarized as follows: 1. Determine N from Equation (10.3.15), using the values of 6,, 5r, ror, and o,, and round-up to the nearest integer. 2. Determine o., using either Equation (10.3.13) or Equation (10.3.14). 3. For the value of N calculated in Step l, determinp the denominator polynomial of the normnlized Butterworth filter, using either Tdble 10-3 or Tabte 104 (for values ofN < 8) or using Equation (10.3.8), and form t/(s). 4. Find the unnormalized transfer function by replacing s in H(s) found in Step 3 by s/o.. The filter so obtained will have a dc gain of unity. If .some other dc gain is desired, H(s) must be multiplied by the desired gain. Erample l0J.l We will design Butterworth filter to have an attetruation of no more than .l dB for lrol s 2000 radis and at least 15 dB for l,ol = SOOO rad/s. From rhe specilications 20log,o(l - Er): - I and 20lo9,o6, = -15 : that Er 0.10E7 and Ez = 0.1778. substituting these values into Equation (103.15) yields a value of 2.6045 for /v. Thus we choose N to be 3 and obtain the normalized frlter from Table 10-3 as so '1 H("): s, + 2.a + A+ 1 of Equation (10.3.14) yields r,r. : 2826.8 radds. The unnormalized filter is therefore equal to Use H(s) = (s /2826.8)1 + 2(s /2826.8)2 + 2(s / 2826.8) +t _128r9!I_ sr + 2(2E26.8)s2 + 2(2826.8)2s + (2826.8)3 Figwe 103.3 shows a plot of the magnitude of the filter as a funciion of o. As can be seen from the plot, the filter meets the spot-band specifications, and the passband specifications are exceeded. 10.8.2 the Ghebyshev f ilter The Butterworth filter provides a good approximation to the ideal low-pass characteristic for values of or near zero, but has a low faltoff rate in the transition band. we now consider the chebyshev filter, which has ripples in the passband, but has a sharper cutoff in the transition band. Thus. for filters of the same order, the chebyshev filter has Sec. IH 10.3 463 Design of Analog Filters (ull 6 artrad/s Figure 10.3.3 Nlagnitude function of the Butterrvorth filter of Example 10.3.1. a smaller transition band than lhe Butterworth filter. Since the derivation of the Chebyshev approximation is quite complicated, we do not give the details here, but only present the steps needed to determine H(s) from the specifications. The Chebyshev filter is bascd on Chebyshev cosine polynomials, defined as cos(Ncos-to)' lrl s = cosh (N cosh-t or), lr,rl , C,u(r) = t t (10.3.16) Chebyshev polynomials are also defined by the recursion formula C,r(r) = 2oCn-,(or) with Cs(to) = 1 and C1(<,r) - Cr-z(.) (10.3.17) = 6. The Chebyshev low-pass characteristic of order N is defined in terms of Cx(o) as la(,)l'=;-.t-t e'zcfr(to) (10.3.18) To determine the behavior of this characteristic, we note thal for any N, the zeros ol' C^,(ro) are located in the interval l.l = t. Further, for lol ' t. lCrloll < l, and for l.l , t, lC"(r)l increases rapidly as lrl becomes large. It follorvs that in the interval l.ol - t, lf 1o1l'? oscillares about unity such that the maximum value is l and the minimum is 1/(l + e'?). es l.ol increases, lg(r) l' approaches zero rapidly, thus providing an approximation to the ideal low-pass characteristic. The magnitude characteristic corresponding to the Chebyshev filter is shown in Figure 10.3.4. As can be seen from the figure, lH(r,r) | ripples between I and l/!t + e2. Since Ci(l) = I for all N, it fotlows that for or = l. lstrll =*+ (r 0.3.1e) o (! E -4, EO (J -EL <G CL a, .o o) E q!- oq) 3 o () c) J() all GI (, oJ !a c it6 2 I J -t .i c a) 'E -Ir 3 4il Ea SEc. 10.3 Design ol Analog Fitters For large values of ,-that is, values in the stop lnr,)l band-we can appr.ximare -= --',1 E C,\' ( u, : - 20 log,,, lH{t,r; : 20 log e + 20 log Cr(or) = as as I rt,lN, For large o, Cn,(to) can be approximated by 2Nloss | (10 3'rlr) The dB attenualion (or loss) from the value at r,r = 0 can thus hc wrirren loss lalr) 20 loge + 6(N - (10.3.21) so thar we have 1) + 20N logo (.'10.3.22) Equations (10.3.19) and (10.3.22) can he used lo determine rhc rrvo parameters N and e required for the chebyshev filter. The parameter e is dercrnrined by using the passband specifications in Equarion (10.3.19). This value is rhen used in nquirion (10.3.22), along with the stop-band specifications, to determine N. In order ro find H(s), we introduce the parameter F : (10.3.23) fisinr,-'1 The poles of H(s), s, = o* -r f ro^, & : 0, l, ..., N - 1, are givcn b1, "- =,i"(?51)],i,r,o ,, =.",(4;,)] *,nu (10.3.24) It follows that the poles are locared on an ellipse in the s plane givcn by ol rinh'g ofi "o.tr:B = ' (10.3.25) The major semiaxis of the ellipse is on the lo axis, the minor senriaxis is on the o axis. and the foci are at or + l, as shown in Figure 10.3.5. Ttre 3-dB cutolf frequency occurs at the point wh.-re the ellipse intersects the it,l axis-that is, ar t,,r = cosh B. It is clear from Equation (10.3.24) rhar the chebyshev poles are relared to the Burterworth poles of the same order. The relation between these poles is shown in Figure 10.3.6 for IV = 3 and can be uscd to determine the locations ol rhe chebyshev poles geometrically. The corresponding H(s) is obtained from lhe lefr-half plane poles. : Elrenrple 1032 we consider the design of a chcbyshev filter to have an attenuariorr o[ ntr more than I dB for lr,r | - l([0 rads/s and at leasi l0 dB for l, | = 50)0 railsls. We will first normalize or, to I, so that to, = 5. From the pas:;hand specifications, rve have. from Equarion ( 10.3. l9 ) 466 Design ol Analog and Digital Filters Chapter 10 lct coslt 6 fir \ sinh P o \, ) Flgure 103.5 Poles of the Chebyshev filter. i/f ,t'1 Q :'t, X -x-x- 'n-lV ...' { z1t 't ,i. -:t, t,. t ,ii I '1 sinh P l6t J-x ,t/l Buncrworth poles Chebyshev poles t. lr r! \ i-l-+-, Vt i ilt t I /(--_ Buttereorth pole locus -x- Ilgure 103.6 Relation between the Chebyshev and Butterworth poles for N: 3. I 20loero;-; It follows that e = = -l 0.509. From Equation 10.3.22. l0 = 20 logro0.509 + 6(N - t) + 20N tog,65 so thal N = l.G)43. Thus. we use a value of N = 2. The parameter p can be determined from Equation (103.23) to b€ equal to 0.714. To find the Chebyshev poles. we determine the poles for the corresponding Butterworth filter of the same order and multiply the real parts by sinh p and the imaginary parts by coshp. From Table l0-3. the poles of the nor. malized Butterworth filter are given by Sec. 10.3 Dssign ol Anatog Fitters 467 1_ @P where r,rr = 10C0. \/, I lj ; v2 The Chebyshev poles are. rhen. , = -# (sinho.7l4) = _545.31 + .,#(cosho.7t4) j892.92 Hence, H(r) = (s + 545.31)'z + (892.92)2 --1 The corresponding filter with a dc gain of unity is given by H(s; = (s4s.3ly + (892.q2)2 (s + 545.31)2 + (8ct2.92)'z The magnitude characteristic for this filter is shown in Figure 10.3.7. I Hlti) I t.t2 I qJ ( kHz) Ilgure 103.7 Magnitude characteristic of the Chebyshev filter of Example 10.3.2. An approximation to the ideal low-pass characteristic, which, for a given order of frlter has an even smaller transition band than the Chebyshev filrer. can be obtained in terms of Jacobi elliptic sine functions. The resulting filter is called an elliptic filter. The design of this filter is somewhat complicated and is not discussed here. We note, however, that the magnitude characteristic of the elliptic filter has ripples in both the passband and the stop band. Figure 10.3.8 shows a typical elliptic-filrer characteristic. 468 Design ot Analog and Digilal I H(utt t 12 Filters Chapter 10 ttlot l: I I I l;? I - .' 'ic N odd Figure N 103.8 Magnitude characteristic of an elliptic even Jilter. ITAL FILTERS In recent years, digital filters have supplanted analog filters in many applications because of their higher reliability. flexibility, and superior performance. The digital filter is designed to alter the spectral characteristics of a discrete-time input signal in a specified manner, in much the same rvay as the analog filter does lor continuous-time signals. The specifications for the digital filter are given in terms of the discrete-time Fourier-transform variable o. and the design procedure consists of determining the discrete-time transfer function H(l) that meets these specifications. We refer to H(z) as the digital filter. In certain applications in which a continuous-time signal is to be filtered, the analog filter is implemented as a digital filter for the reasons given. Such an implementation involves an analog-to digital conversion of the continuous-time signal, to obtain a digital signal that is filtered using a digiral filter. The outpur of the digital filter is then converted back into a continuous-time signal by a digital-to-analog converter. In obtaining this equivalent digital realization of an analog filter, the specifications for the analog filter, which are in terms of the continuous-time Fourier-transform variable o, must be transformed into an equivalent set of specifications in terms of the variable O. As we saw earlier. digital sysrems (and, hence, digital filters) can bc either FIR or IIR filters. The FIR digital filter. of course, has no counterpart in the analog domain. However, as we saw in previous sections, there are several well-established techniques for designing IIR filters. It would appear reasonable, therefore, to try and use these techniques for the design of IIR digital filters. In the next section, we discuss two commonly used methods for designing IIR digital filters based on analog-filter design techniques. For reasons discussed in the previous section, we confine our discussions to the design of low-pass filters. The procedure essentially involves converting the given digital-filter specifications to equivalent analog specifications, designing an analog filter that mects these specifications, and finally, converting the analog-filter transfer function H.(s) into an equivalent discrete-time transfer function I/(a). Sec. 10.4 Digital Filters 469 10.4.1 Design of IIR Digital Filters Using Impulse Invaria"ce establishing an equivalence betrveen a discrete' time system and a corresponding analog system is to require that the responses of the two systems to a test input match in a certain sense. To obtain a meaningful match, we assume that the output y,(t) of the continuous-time system is sampled at an appropriate rate T. We can then require that the sampled output y,(nf) be equal to the output y(n ) of the discrete-time system. If we now choose the test input as a unit imPulse, we require that the impulse responses of the two systems be the same at the sampling instants. so that A fairly straightfonvard method for (10.4.1) h,(nT) = h(n) The technique is thus referred to as impulse'invariant design. It follows from Equation (10.4.1) and our discussions in Section 7.5 that the relation between the digital frequency O and the analog frequency to undcr this equivalence is given by Equation (7.5.10), o (t0.4.2) '=i Equation (10.4.2) can be used to convert the digital-Iilter specifications to equivalent analog-filter specifications. Once the analog filter H,(s) is dclcrrnined, we can obtain the digitat filter H(z) by finding the sampled impulse response h,(nT) and taking its Z-transform. In most casesi we can go directly from H,(s) to H(z) by expanding H.(s) in partial fractions and determining the corresponding Z-transform of each term from a table of transforms, as shown in Table 10-5. The steps can be summarized as follows: 1. From the specified passband and stop-band cutoff frequcncics. Q and O" respectively, determine the equivalent analog frequencies, oo and r,r,. 2. Determine the analog transfer function H,(s), using the techniques of Section 10.3. 3. Expand H,(s) in partial fractions, and determine the Z-transform of each term from a table of transforms. Combine the terms to obtain fI(z). fairly straightforward to use, it suffers from one disadvantage, namely, that we are in essence obtaining a discrcte-time system from a continuous-time system by the process of sampling. We recall that samPling introduces aliasing and that the frequency response corresponding to the sequence h,(n?') is obtained from Equation (7.5.9) as while the impulse-invariant technique H(O) = is ;_i. a"(a.2] r) (10.4.3) so that H(o) = ,ir"rn, only if (10.4.4) 470 Oosign ol Analog and Digital Filtors Chapter 10 TABLE 1(}5 Laplaco bansrorms and thelr Z-transtorm equlvalents Transtoh, Laplaco Z-Transtorm, H14 H(s) I , Tz (.-tl, s- r'rS:-U (z - l)' 2 sl l- z s*a z I G*"i' (z - expl- aTl Tz expl- aTl exp[- aTl)'1 - 1 I l_ (b-o)\z - exp[-al] (s+a)(s+b) a s2(s + a) - expl- bTl Tz __ (z- lF_ _(r_-Ip_1-o4)z a1! - 9["*o-1-n7p Tz exp[- 1 tr * ,l: (z - aTl exp[-aI])2 a2 s(s-+ljl z-l - -9e s2+-j _ z2 z z z - z2 rrro' - - [-aI] aT expl- aTlz (z expl-aTl)2 - sinool - cosoo I I) _ 2z costl,oT + I 3 __.._.9o.. (s+a)2+(o; exp 2z cosooT + _z (z s -;- -_-; t' * z exp[:rfl_fiqgsl_ all cos roo T + expl-?aTl _ _ z' - z expl-rll "gryLl__ -z2 - 2z expl- oI] cosorl + expl- 2aTl z2 s+d (s+a):+(o3 H,(.) = - 2z expf- 0. lrl = T 7t (10.4.s) which is not the case with practical low-pass filters. Thus. the resulting digital filter does not exactly meet the original design specifications. It may appear that one way to reduce aliasing effects is to decrease the sampling interval T. However, since the analog passband cutoff frequency is given by ?r..: Ar/ T, decreasing 7 has the effect of increasing <or. thereby increasing aliasing. It follows, therefore, that the choice of r has no effect oir the performance of the digital filter and can be chosen to be unity. For implementing an analog filter as a digital filter, we can follow exactly the same procedure as beforc, except that Step 1 is not required. since the specifications are now Sec. 1 0.4 Digital Filters 471 given directly in the analog domain. From Equation (10.4.-l). rrhen rhe analog filter is sufficiently band linrited. lhe corresponding digiral filter has a grin of l/I. which can become extrenrely high for low values of L Gencrally. thereforc. the resulting transfer function H(t) is multiplied by 7'. The choice of I is usuall,"- determined by hardware considcrations. We illustrarc the procedure by the follorving cxample. Example lo.4.l Find the digital equivalent of the analog Butterworlh filter derived in Example 10.3,t using the impu lse-inva rian t method. From Example 10.3.1. with ro,. = 2826.E, thc filter transfer function is H(s) = .r,* + (2sr6.s). si + 2(2826.E)srl"r'lrll 2826.8 = s + ZSlO.g 2826.8(.r 1.s + + 1413.4)+ 0 s(2826.8F + (2448.1): 1413.4)2 15 + lJl3..l)r fdd.tl' We can determine lhe equivalent Z-transfer function from Tablc l().5 as t H(:) = 2826.8[. - _ - z2- ' sin(2A8.lf[l ,.,ii;;;;.(;44s.rr) 2-. + e-2826.8r I zc-r{r'1'{r[cos(22148.17) .r] - "',.',0, If the sampling interval I is assumed to be I ms, we get - :',,- :l:*o"t' + n(z) = 2s:o.sf :".". lz - 0.2433 I (,.()5921 O.37422 which can be amplitude normalized as desired. n=ample 1O.42 l.et of a Butterworth lorv-pass digital filt,:r rhar mees the following specifications. The passband magnitude should be constanr to within 2 dB for frequencies helow 0.2rr radians, and the stop-band magnitudc in thc range 0.4n < 0 < n should be lcss lhan -10 dB. Assume that the magnitude at O = () is normalized to unity. With ()/ = 0.2rr and O. = 0.4n, since the Butterworth filtcr has a monotonic magnitude characteristic, it is clear that to meet thc specifications. wc rlrust have us consider the design 20logro lH(0.21r 1l or = -2. lfl(o.zrr l l' -- to-o: and logrolr/(0.4r)l = - or lH1tt.+" 11t = 19-' For the impulse-invarianl dcsign techniquc. we obtain the equiralent analog domain specifications by setting r,r = Of. rvith I = l. so that 20 10, la"1o.zr'11'= to'o' la"1o.ln;lr = to-' For the Butterworth filtcr. l1ltiu,tl:rvhere t,, uttd Nntust Lrc tL:1,-'r t,tirt,rr.'l I I r ur '/r"' )' ' ito,rt li:c r,rrc1tlj..1i;,r;i, li, -r ie ltls t hc l$o cqualions 472 Design ot Analog and Digttal r* (94)- Fllters Chapter 10 l'r,P, r*l,o.o")*=,0 \ t'1. / Solving for lV gives N = 1.918, so that we choose N : 2. With this value of ly, we can solve for of the last two equations. If we ,se the first equation, we just meet the passband specifications, but more than meet the stop-band specifications, whereas if we use the second equation, the rcverse is true. Assuming we use the first equation, we get to. from either ro. = 0.7185 rads The corresponding Butterworth filter is given by I{,(s) = o.5162 (s/o.)2+!21t1-,1 +t sz+1.016s+0.5162 with impulse response h,(t) = 1.01 exp [-0.5081] sin0.508r z (r) The impulse response of the digital filter obtained by sampling ft"() with &(a) = 1.61 exp [-0.508r] sin0.50E n z(n) I =I is By taking the corresponding Z-rransform and normalizing so that the magnitude at O = is unity, we obtain O H(z\ = 0.58542 zz-l.Ostz+01162 a ptot of lH(o)l for () in the range [0, rrl2]. For rhis parricutar Figure 10.4.1 shows example, the analog filter is sufficiently band limited, so that the effects of aliasing are not noticeable. This is not true in general, however. one possibility in such a case is to choose a higher value of N than is obtained from the specifications. I,,(O) I I 0.89t O (rad) ngure f0Af Magpitude function of the Butterworth desigp of Example 10.4.2. Sec. 10.4 Digiial Filters 473 10.4.2 IIR Desigrr Using the Bilinear Transforrnation As slated earlier. digital-filter dcsign based on analoq fillers involvcs converting discrete-domain specifications into the analog domain. The impulse -invariant design does this by using the lransformation ot = A/T or equivalently. z = exp [?ns] We saw, however. that because of the nalure of this mapping, :rs discussed in Section 8.8, the impulse-invariant design leads to aliasing problems. ()nc approach to overcoming aliasing is to use a lransformation that maps the Z-domain onto a domain thal is similar to the.r domain, in that the unit circle in the e plane ntaps into the vertical axis in the new domain, the interior of the unit circle maps onto the open left half plane, and the exterior of the circle maps onto the open right half plane. We can then treat this new plane as if it were the analog domain and use standard techniques for obtaining the equivalent analog filier. The specific transformation that we use is 2l-zl Tl*r-' ' (10.4.6) or equivalently, t + (T/Z\s ' |- {1o.4.7) (T/z)s where Tnis a parameter lhat can be chosen to be any convenient value. It can easily be verified by setting Z = r-t exp[jO] that this transformation, which is referred to as the bilinear transformation, does indeed satisfy the three requiremcnts lhat we mentioncd earlier. We have s=o+i_:?t#_ffi_L# 2 TI For r < l, clearly, o inary, with > 7-12 .' 2 +i: + r2 + 2r cos0 TI 0, and for (r) = r . From 0 + r2 + 2r cos () ) l, we have o < 0. For r = l..r is purely imagsin O 2A tan Il+coso = 7'2 This relationship is plotted in Figure 10.4.2. The procedure for obtaining the digital filter I 2r sin //(i) can be sunrnrarized as follows: the given digital-tilter spc-cifications. find thc correspon(lin!l analog-filter specifications by using the relation Design ol Analog and Oigital 474 Filters Chapter 10 Flgure 10,42 Relation between O and ro under lhe bilinear transformation. 20 a= ltanl (10.4.8) where f can be chosen arbitrarily, e.9., T = 2. 2. Find the corresponding analog-filter function H.(s). Then find the equivalent dig- ital filter as H(z) = H,(s) l,=;l;:: (r0.4.e) The following example illustrates the use of the bilinear transform ln digital filter design. Exampte 10.4.3 We consider the problem of Example 10.4.2, but will now obtain a Butterworth design using the bilinear iransform method. With f = 2, we determine the corresponding passband and stop-band cutoff frequencies in the analog domain as ,,)p= $nY- = 0.3249 ."=tanT=0.7265 To meet the specifications, we now set 1*/9.142\*:16-., \ro./ ,*/o7265),N_1s_r \ro"/ and solve for N to get N = 1.695. Choosing (,,). N= 2 and determining o. as before gives = 0'4195 The corresponding analog filter is at'l We can now obtain the digital filter = 7;fl0re3,6* qn6 H(r) with gain at O = 0 normalized to be unity as Sec. 10.4 Oigital Fillers 475 H(z) = H,,(s)i.-l. i= + l): - 2.1712 + 1.7 16 {).1355(3 _r Figure 10.4.3 shorvs the magnitude characteristic of the digital liltcr for 0 in the range lo,rnl. I,,(O) I 0.4n 0.f zr Figure 10.4,-1 Magnitude charactcristic rrf the filter [or Exanrplc 10..1.3 using the bilinear method. f,! (rad) 10.4.3 FIR Filter Design In our earlier discussions, we noted that it is desirable that a filtcr have a linear phase characteristic. Although an IIR digital filter does not in gencrirl havc a linear phase, we can obtain such a characteristic with a FIR digital filter. In rhis section, we consider a technique for the design of FIR digital filters. We first establish that a FIR digital filter of length N has a lirrcrrr phase characteristic, provided that its impulse response satisfies the symmetrv condition h(n)=11111 -t-n) (10.4.10) This can be easily verified by determining H(O). We consider thc case of N even and N odd separately. For N even, we write N- | H(o): ) t(")cxp[-ion] n =O N12- | : 2 x=0 Now we replace n by N tion (10.4.10) to get n@lexp[-ioz] -n- 1 + ) a (n) e.rp [-lon ] in the second term in the last equation and use Equa- 476 Design ot Analog and Digital \N/71- tNlzt | +> n=o which can be written H(o) = - | Filters Chapte, 10 h(n)exp[-lo(N-1 -z)] as ?)l)"*[-,"(?)] {r2"'*''*'[n(' Similarly, for N odd, we can show that H(o) = {, (?) .':i" zr,r ... [o(, - ?)] ] *, [-,"(?)] In both these cases, the term in braces is real, so that the phase of H(O) is given by the complex exponential. It follows that the system has a linear phase shift, with a corresponding delay of (N l)/2 samples. Given a desired frequency response I/r(O), such as an ideal low-pass characteristic, which is symmetric about the origin, the corresponding impulse response fta(z) is symmetric about the point n = 0, but, in general, is of infinite duration. The most direct way of obtaining an equivalent FIR filter of length N is to just truncate this infinite sequence. The truncation operation, as in our earlier discussion of the DFT in Chapter 9, can be considered to result from multiplying the infinite sequenoe by a window sequence ut(n).lt hr(n) is symmetric about n 0, we get a linear phase 6lter that is, however, noncausal. We can get a causal impulse response by shifting the truncated sequence to the right by (N 1)/2 samples. The desired digital filter H(z) is then determined as the Z-transform of this truncated, shifted sequence. We summarize these steps as follows: - : - 1. From the desired frequency-response characteristic Hr(O), find the corresponding impulse response ftr(r). 2. Multiply ho@) by the window function ar(n ). 3. Find the impulse response of the digital filter as h(n) = 1,01n - (N - t)/zlw(n) and determine H(z). Alternatively, we can find the Z-transform II,(z) of the sequenoe h/n)u(n) and find H(z) as H(z) = z-rl,-t't2H' (z) As noted before, we encountered the truncation operation in step 2 in our earlier discussion of the DFT in chapter 9. There it was pointed out that truncation causes the frequency response of the filter to be smeared. In general, windows with wide main lobes cause more spreading than those with narrow main lobes. Figure 10.4.4 shows the effect of using the rectangular window on the ideal low-pass filter characteristic, As can be seen, the transition width of the resulting frlter is approximately equal to the main lobe width of the window function and is, hence, inversely proportional to the window length N. The choice of N, therefore, involves a compromise between transition width and filter length. Sec. 10.4 Digiial Filters 477 i Ir(rt) | ltu l4r Figure 10.4.4 Frequency response obtained by using rectangular window on idcal filter response. I F_ The following are some commonly used window functions. Rectangular: = ","(,) {;: :;J;J _ ' (10.4.11a) Bartlett: O=n< N-t' 2n 1_-------:-- -r, ' N-l , N-l _ < 2 -"-<N_ N-1' (r0.4.11b) elsewhere { Hanning: 2rn \ 0<n<N-l -.osr-rt1/, (10.4.11c) ?.//a,n(n) {'l' Hamming: [o.ro @Hu'(n) = elsewheru 0<n<N-l - o.aocosffi, (10.4.11d) l, elservhere Blackman: 42 ws(n): {, - O.s.o, ff1 + 0.08 cos ffi , 0<l=N-l (10.4.1le) elsewhcrc 478 oesign ol Analog and Drgital Filler." Chapter 10 Kaiser: (, ("[(';')'zo* (n) = 1)']' - 'r- ,,) ' o'n=N-' !)] t["("r{: 1ro.a.ttg elsewhere where /o-(.r) is the modified zero-oder Bessel function of the first kind given by /s(x) : Jo"' exp [x cos 0ldl /2r and o is a parameter that effects the relative widths of the main and side lobes. When o is zero, we get the rectangular window, and for a : 5.414, we get the Hamming window. In general, as o. becomes larger, the main lobe becomes wider and the side lobes smaller. Of the windows described previously, the most commonly used is the Hamming window, and the most versatile is the Kaiser window. Erernple 1O.4.4 I-et us consider the design of a nine-point FIR digital filter to approximate an ideal low-pass digital filter with a cutoff frequency A, = O.2n. The impulse response of the desired filter is h,,(o) = f'z expllan'ldo = Ino'2'1 nn zn ^! J _.2a For a rectangular window of length 9, lhc corresponding inrpulse rcsponse is obtained by evaluating /r.,(n) for -4 - n s 4. We obtain to.t47 0.117 0.475 0.588 0.588 0.475 0.317 0.147 --, - l h,tln)=\ -,1, -Lzr1Tn,Ifft?[nfrl 1 1 The filter function is -'* u'171 =0'147 n?lTSn 0'1!Z ,, *9'47s.., a 9'588. * I 0.475 . 0.317 0.147 + 0.588 2., + z-, + --_ z-, + --_- z-c Tr7tIt?I so that H(z) = 7-es'P1 = t o.475 7t o't'1? 1r 'i * .-rl * o*' e-t + 2-t.1 (z-t + z-") + O't*,r-, It +7-s1 For N = 9. the Hamming window defined in Equation (l0.4.lld) +r-a is given by the sequence ta(n) = [0.081, 0.215, 0.541,0.865, l, 0.865, 0.541, 0.215, t Hence, we have 0.0811 Sec. 10.4 Digital Filters rr,,(n)w (n)- 479 0'012. 0'068, 0'257, 0'508 { [1r1t7tn ,1. q10! 0.257 0.(b8 0.0121 lt1Jt 1f T The filter funclion is 0.m6E , . 0.012 H'(z)= z" + -z'+ 0.508 0.257 + -- z-l +-z 7f 1f 0.25't 0.s08 " +.-i*l ------ 22 TT _r * 0.068 ,_, a9O_12 ,_o 7t?r Finally, H(z) = z-o H'(2, = o#? (l + z-8) .. 9'EQ 1.-' + z-') * 94 p-z + z'c1 *, o'!99 1.-r + .-r) + z-.r The frequency responses of the filters obtained using both the rectangular and Hamming ,I0.4.5, windows are shown in Figure with the gain at O = 0 normalized to unity. As can be scen from the figure, the response corresponding to the Hamming window is smoother than the onc for lhe recta[gular window. I ,,(O) I | ,,(O) I Sl (rad) (a) Q (md) (b) tigure 10.45 Response of the FIR digital tilrer of Example lar window. (b) Hamming window. 10.a.4. (a) Reclangu- .l80 Deslgn ol Analog and Digital Fllters Chaptor tO f,'.sample 10.4.5 FIR digital filten can be used to approximate filters such as the ideal differentiator or the Hilbert transformer, which cannot be implemented in the analog domain. In the analog domain, the ideal differentiator is described by the frequency respo le H(r,r) = jro while the Hilbert transformer is described by the frequency response H(o) = -jsgp(ro) To design discrete-time implementation of such filters, we start by specifying the desired response in the frequency domain as a -l=-=| Ho@) = H(a), whcre o, = 2r /T for some choice of 7. Equivalently, H/A)=Y1'7''' -rsOsn where (! = ro7" Since Ifr(O) is periodic in O vith period 2rr, we can expand it in a Fourier series as Hd(o) = ,t.oo1n'1"-rn where the coeflicients llr(a) are the correspondiog impulse response samples, given by h"@) = * I:,Hd(a)eanda As we have seen earlier, if the desired frequency function Hr(O)is purely real, the impulse response is even and symmetric; that is, ir(n) = ha? n). On the other hand, if the frequency response is purely imaginary, the impulse response.is odd and symmetric, so rhat ir(a) = -hdFn). We can now design a FIR digital filtdr by following the procedure given earlier. We wilt illustrate this for the case of the Hilbert transformer. This transformer is used lo generate signals that are in phase quadrature to an iniut sinusoidal signal (or, rnor" g.n"--Uy, input narrow-band waveform). That is, if the input to a Hilbert transformer is the signal .r,(r) cos roor, the output is y,1l; = sinoot. The Hilbert transformer is used in communication systems in various modulation schemes. 'The impulse response for the Hilbert lransformer is obtained as * : h,@) : * I:,-i ( _) I 0. -lz t nrr For a rectangular window of length 15, we ssn (o)e,,ndo n even zodd obtain S€c. 10.4 41 Digital Filters ho@'1 = {- * , - fr,0, -*,r.-?.0.?.n..1- , * ,.-ri} which can be realized with a delay of seven samples by the transfer fuction H@=:t- , l r-,-lr-,-z-6+z-8+Jz-,' *lr "*1, { The frequency response H(O) of this filter is shown in Figure 10.4.6. As can be seen, the response exhibits considerable ripple. As discussed previously, the ripples can be reduced by using window functions other than the rectangular. Also shown in the frgure is the response corresponding to the Hamming window. H@ttj Figure 10.4.5 Frequency response of Hilbert lransformcr. 10.4.4 Computer.Aided Design of Digital Filters ln recent years, the use of computer-aided techniques for thc dcsign of digital filten has become widespread, and several software packages are available for such design. Techniques have been developed for both FIR and IIR filters that, in general, involve the minimization of a suitably chosen cost function. Given a desired frequencyresponse characteristic Hr(O), a filter of either the FIR or IIR type and of fixed order is selected. We express the frequency response of this filter, H(O), in terms of the vector a of filter coefficients. The difference between the two responses, which represents the deviation from the desired response, is a function of a. We associate a cost function with thls difference and seek the set of filter coefficients a that minimizes this cost function. A typical cost function is of the form 482 Design ol Analog and Digilat fI', t(a) = l_ r.y(o)lHi(o) - H($lzdo Fllters Chapter lO (10.4.12) where tlz(O) is a nonnegative weighting function that reflects the significance attached to the deviation from the desired response in a particular range of frequencies. w(o) is chosen to be relatively large over that range of frequencies considered to be important. Quite often, insread of minimizing the deviation at all frequencies, as in Equation (10.4.12), we can choose to do so only at a finite number of frequencies. The coit function then trecomes M /(a) = w(o,)lHd(o,) - H(o,)1, (r0.4.13) where Q, I < i < M, are a set of frequency samples over the range of interest. Typically, the minimization problem is quite complex, and the resulting equations cannot be solved analytically. An iterative search procedure is usually employed to determine the optimum set of filter coefficients. We start with an arbitrary initial choice for the filter coefficients and successively adjust them such that the resutting cost function is reduced at each step. The procedure stops when a further adjustment of the coefficients does not result in a reduction in the cost function. Several standard algorithms and software packages are available for determining the optimum filter coefficients. A popular technique for the design of FIR filters is based on the fact that the frequency response of a linear-phase FIR filter can be expressed as a trignometric potynomial similar to the Chebyshev polynomial. The filter coefficients are chosin to minimize the maximum deviation from the desired response. Again, computer programs are available to determine the optimum filter coefficients. Frequency-selective filters are classified as Iow-pass, high-pass, band-pass, or bandstop filters. a a The passband of a filter is the range of frequencies that are passed without attenuation. The stop band is the range of frequencies that are completely attenuated. Filter specifications usually specify the permissible deviation from the ideal characteristic in both passband and stop band, as well as specifyinB a transition band between the two. Filter design consisrs of obtaining an analytical approximation to the desired filte: characteristic in the form of a filter transfer function, given as t/(s) for analog filters and H (z) tor digital filters. Freqirency transformations can be used for converting one type of filter to another. Two popular low-pass analog filters are the Butterworth and chebyshev titters. The Butterworth filter has a monotonically decreasing characteristic that goes to zero smoothly. The chebyshev filter has a ripple in the passband, but is monotonically decreasing in the transition and stop bands. Sec. 10.7 Problems A given set of specifications can be met by a Chebyshev filtcr of lower order than a Butterworth filter. The poles of the Butterworth filter are spaced uniformly around the unit circle in the s plane. The poles of the Chebyshev filter are located in an ellipse on the s plane and can be obtained geometrically from the Butterworth polcs. a a Digital filters can be either IIR or FIR. Digital IIR filters can be obtained from equivalent analog designs by using either the impulse-invariant technique or the bilinear transformation. Digital filters designed using impulse invariance exhibit distortion due to aliasing. No aliasing distortion arises from the use of the bilinear transformation method. Digital FIR filters are often chosen to have a linear phase characteristic. One method of obtaining an FIR filter is to determine the impulse resporre ho(n) corresponding to the desired filter characteristic Hr(O) and to lruncate the resulting sequence by multiplying it by an appropriate window function. For a given filter length, the trarrsition band depends on the window function. 10.6 CHECKLIST OF IMPORTANT TERMS Frequency-selectlve llltet Frequency translormallone Hlgh-pase lllter lmpulso lnvarlance Allaslng enor Analog llltel Band-pass lllter Band-atop fllter Blllnear transtormatlon Buttemorth llltet Chebyshev fllter Dlglta! fllter Fllter speclllcatlons FIR fllter 10.7 tlR fllter Llnear phase characterleilc Low-pass lllter Paesband Transltlon band Wndow tunction PROBLEMS 10.1. Design an analog low-pass Butterworth filter to meel thc follorving specifications: lhe attenuation to be less than 1.5 dB up to I kHz and to be at lcast-15 dB for frequencies greater than 4 kHz. 102 Use the frequency transformations of Section 10.2 to obtain an analog Buttersorth filter with an auenuation of less than 1.5 dB [or lrequencies up to 3 kHz, from your design in Problem 10.1. 103. Design a Butterworth band-pass filter to meet the following specifications: ro., = lower cutoff frequency = ZffJHz. (l).. = upPer cutoff frequency The altenuation in the passband is to be less than is to be at least l0 dB. I = 3ff) Llz dB. The attcnuation in the stop band .,,M Design of Analog and Digiltal Filters Chapter 10 a passband ripple < 2 dB and a cutoff ftequency of 15@ Hz. The attenuation for frequencies greater thatr 50m rlz must be at least 20 dB. Fird e, N, and H(s). Consider the third-order Butterworth and Chebyshev filters wilh the 3-dB cutoff frequency normalized to I in both cases, Compare and comment on the corresponding characteristics in both passbands. and stop bands. ln Problem 105, what order of Butter*,orth filter compares to the Chebyshev filter of order 3? Design a Chebyshev filter to meet the specifications of Problem 10.1. Compare the frequency response of the resulting filter to that of the Butterworth filter of Problem 10.1. Obtain the digiul equivalent of the low-pass filter of Problem 10.1 using the impulseinvariant method. Assume a sampling frequency of (a) 6 kHz, (b) 10 kHz. Plot the frequency responses of the digital filters of Problem 10.8. Comment on your 10.4 A Chebyshev low-pass filter is to be designed to have 105. 10.6 10.7. rc8. 10.9. results. 10.10. The bilinear transform technique enables us to design IIR digital filters using standard analog designs. However, if we want to replace an analog filter by an equivalent A./D digital 6lter-D/A combination, we have to prewarp the given cutoff frequencies before desigping the analog filter. Thus, if we want to replace an analog Butterworth filter by a digital filter, we first design the analog frlter by replacing the passband and stopband cut off frequencies, ro, and r,r,, respectively, by , 2 .n,T u; = rta'i L ui,2a-T = Vrai; The equivalent digital filter is then obtained from the analog design by using Equation (10.4.9). Use this method to obtain a digital filter to replace the analog filter in Problem 10.1. Assume that the sampling frequency is 3 kllz 10.1L Repeat Problem 10.10 for the bandpass filter of Problem 10.4. 10.12 (a) Show that the frequency response II(O) of a filter is (i) purely real if the impulse response ft(z) is even and symmetric (i.e., &(a) = -n(-z)) and (ii) purely imaginary if i(z) is odd and symmetric (i.e., i(z) = - h(- n)), O) Use your result in Part (a) to determine the phase of an N-point FIR filter if (i) h(n) = 111v - 1 - z) and (ii) n(z) = -h(N - 1 - n). (a) 10.13. The ideal differentatior has frequency resporuie Ho(A)=jA O<l0l <zr Show that the Fourier series coetfrcient for h,(n\ = @) Hence, design a IIr(O) are (-l)' n lGpoint differentiator using both rectangular and Hanning windows. 12) to approximate the ideal low-pass characteris- 10.1d (a) Design an ll+ap FIR frlter (N = tic with cutoff r/6 radians. (b) Plot the frequency response of the 6ller you designed in Part (a). (c) Use the Hanning window to modify the results of Part (a). Plot the frequency response of the resulting filter, and comment on it. Appendix A Complex Numbers Many engineering problems can be treated and solved by methods of complex analysis. Roughly speaking, these problems can be subdivided into two large classes. The first class consists of elementary problems for which the knowlcdge of comptex numbers and calculus is sufficient. Applications of this class of problcms are in differential equations, electric circuits, and the analysis of signals and systems. The second cless of problems requires detailed knowledge of the theory of complex analytic functions. Problems in areas such as electrostatics, electromagnetics, and heat transfer belong to this category. In this appendix, we concern ourselves with problems of the first class. Probtems of the second class are beyond the scope of the text. A.1 DEFINITION A complex numtrer z. = x +,7y,wherel = VJ, consists of two parts, a real partr and an imaginary part y.t This form of representation for complex numbers is calted the rectangular or Cartesian form, since z can be represented in rectangular coordinates by the point (.r, y), as shown in Figure A.l. The horizontal.t axis is called the real axis, and the vertical y axis is called the imaginary axis. The r-y plane in which the complex numbers are represented ia rhis way is called the complex plane. Two complex numbers are equal if their real parts are equal and their imaginary parts are equal. The complex number z can also be written in polar form. The polar coordinates r and 0 are related to the Cartesian coordinates x and y by I V- Mathematicians use i to tepres€nl I, bur used to rcpresent currenl in electric circuits. "l."iricrl engineers use,, tor this purpose because i is usually Complex 486 Numbers Appendix A Imaginaty axis Real l--, "*ai' oxis Figure A.l The complex number z in the complex plane. x= rcos0 and y=rsin0 Hence, a complex number z = x (A.l) +,7y can be written as z : rcos0 +yisin0 This is known as the polar form, or trigonometric form, of Euler's identity, exp[j0] : cos0 (^.2) a complex number. By using +/sin0 rve can express the complex z number in Equation (A.2) in exponential form z = rexp[i0] where r, the magnitude of z, is denoted fy as (A.3) lz | . From Figure A.l, l.l ='= (A.4) o = arctan I: arc"in /- = u...o, xfr I (A.s) The angle 0 is called the argument of z, denoted 42, and measured in radians. The argument is defined only for nonzero complex numbers and is determined only up to integer multiples of 2n. The value of 0 that lies in the interval -tr ( 0 < rr I is the length of point the vector from the origin to the z in the complex plane, and 0 is the directed angle from the positive x axis to z. is called the principal value of the argument of z. Geometrically, le f,;omple.dl For the complex number z =1+ j\/1, ,={fa1l.3Y=z The principal value of x 1 is ancl 42=arctan{3=!+Znn n/3. antl thcrcfrrre, : *- 2(cosz/3 + i sinr/3) Sec. 4.2 Arithmetic Operalions The complex conjugate o[: 487 is defined as z*=r_jy (A.6) Since z+i4=U and Z- z* =2i!- (4.7) it follows thar Rel;l I =.s=-(:+3*). and Im(il =-v : I r, - r-1 (A.8) Note that if 2 = ,*, then the number is real, and if z = - : +. t hen the number purely imaginary. A,2 is ARITHMETIC OPERATIONS A-2.f Addition and Subtraction The sum and difference of two complex numbers are respectively defined by Zr + 3: = (x, + rr) + j(yr + zt - Zz: (tr - ),2) (A.e) .vz) (A.10) and .r:) + jor - These are demonetrated geometrically in Figure A.2 and can be interpreted in accordance with the "parallelogram law" by which forces are added in rnechanics. zt+ zl // i---' A.2 Addition A.,2.2 Multiplication Figure The product zr z2 is Biven and subtraction of complex numbers. by zrr2 = (-rl + jy1)Q2+ jv,) = (.rr.r: -.yry:) + 7(,r,y. +.r,v1) (A.11) 488 Complex Numbers Appendix A In polar form, this becomes z1i.t = ty exp[j0,]r, exp[i02] = r,r. erp[i(0, + 0r)] (A.12) That is, the magnitude of the product of two complex numbers is the product of the magnitudes of the two numbers, and the angle of the product is the sum of the two angles. A.2.3 Division Division is defined as the inverse of multiplication. The quotient zr/zris obtained by multiplying both the numerator and denominator by the conjugate of er: z, = z2 (r, +/.y,) @z + jYr) - (\ + iy)@2 x22 + yl - iyz) x,xz * ,xzlr - xrlz -, t- -i. lJz r?i vZ rt- _ Division is performed easily in polar form as (A.13) follows: z, _ r,exp[ie,J z2 r, exp[jOr] : lexp[l(0, - 0r)] (A.14) That is, the magnitude of the quotient is the quotient of the magnitudes, and the angle of the quotient is the difference of the angle of the numerator and the angle of the denominator. For any complex numbers 21, !2, and 23, we have the following: o Commutative laws: lrr*rr=it*zr l_ (41!2 o (A.1s) Associative laws: [(2, + zzl t [2,(2213) c - 4:{l zt= zr + (r, + zr) - (zrzr)21 (A.16) Distributive law: zt(zz+ z) = z1z2* 1r7, (A.17) I Sec. 4.3 Powers and Hoots of Complex Numbers 489 A.3 PCWEBS AND ROOTS OF COMPLEX NUMBERS The n th power oi the compiex number z = rexp[le] is expUn$l = r"(cosne + Tsinn 0) from which we obtain the so-called formula of De Moivre:l z', = r', (cos0 + /sinO)i = (cosl0 + jsina0) (A.18) For example, (l + i1)5 = ({)explir/tD' = q{iexpfitu/al = -4 - i4 The nth root of a complex number z is the number ro such that ?{r' = z Thus, to find the nth root of :. we must solve the equation u,^ which is of degree - lzl expliol = 0 r and. therefore, has n roots. These roots are given by ,,,, = l.l,r,"*p[i9l ro, = |rIr/'exP[i e-t'ztt] u, = lzlt/'exp[r-,ou] (A.re) : u, = lzl r/'exe[i o + 1Q--!)l] For example. the five roots of 32 exp [i tr] are ",, = z"*n[i{], ,. = , .-o l, ?J, ,,,, = r*oliT-], rrr,:2exp[in], ,. = z *n ei-] li Notice that the roots of a complex number lie on a circle in the conrplex-number plane. The radius of the circle is li I ri'. The roots are uniformly distributed around the circle, 2 Abraham De Moivre (1667-1754) is a French mathematician who introducc'd imaginar.v quantities in trigonometry and contributed to the theor:i of mathenratical probability. 490 Complex , "-, [i Numbers Appendix A f1 .: exp i,;l 2expflrt ) I 2 exp ,*r[,f] [,?] Flgure A3 Roots of 32 exp [jtJ. and the angle between adjacent roots is 2n/n radians. The five roots of 32 exp [7rt] are shown in Figure A.3. q.4 INEQUALITIES For complex numbers, we observe the important triangle inequality, lr, +,rl 'lz,l + lzrl (A.20) That is, the magnitude of the sum of two complex numbers is at most equal to the sum of the magnitudes of the numbers. This inequality follows by noting that the poins 0, e1,and z, zzare the vertices of the triangle shown in Figure A.4with sides lz1l,lz2 l, and lz, + z, l, and the fact that one side in the triangle cannot exceed the sum of the other two sides. Other useful inequalities are * Inelzll = lzl and These follow by noting that for any z llmlzll < lzl (A.21) =.r + 7i, we have lzl:t/7+j>lxl and, similarly, l.l = lvl Flgure A,4 Triangle inequality. Appendix B Mathematical Relations Some of the mathematical relations encountered in electrical engineering are listed in this section for convenient reference. However. this appendix is not intended as a substitute for more comprehensive handbooks. 8.1 TRIGONOMETRIC IDENTITIES exp[ti0] = cosO t/sin0 cose : sine = 1|(exp[i0] j(exRllel + exp[-ieff = ti"(e * ;) - exp[-ie ]) = *.(, - ,") sin20+cos2o=1 cos2e-sin20=cos2o cos20-J(t+cos20) sin20:](t-cos2e) lt3 cosO + cos-30) rtnrt = j{3 sino - sin3e ) sin(c + 9) = sina cosB = sinB cosc cos(o + P) = cos.t cosP i sinc sinP cosr0 = 491 492 Mathematical tan(a P) : = tan a -r tan p l*-t."" t."p sina sinp = |[cos(o - B) - cos(a + B)] cosc cos B = ][cos(c - p) + cos(c + p)] sina cosp = sinc * j[rin1" .rrl p) + sin(c + B)] zsinaf c*9-/ sinp = z"orff.orf coso+cosp= cosq - - cosp - z.ir1f .inLt' cosq, + sinho : Bsina = |(exn["J \E + Ei cor(o - t."-';) - exp[-a]) coshc = ](exn[cl + exp[-a]) tanho sinh o : ----cosh o coshza-5inh2q=1 coshc*sinhc=exp[c] coshc-sinhc=exp[-c] : sinh(cl sinhc coshp -+ coshc sinhp = 9) cosh(c + 9) = coshc coshp t sinhcr sinhp tanh c tanhB tanh(a+B)=-= I tanhc tanhB = sinh2a=|(cosh2c-1) coshzcr:|(cosh2a+l) 8.2 EXPONENTIAL AND LOGARITHMIC FUNCTIONS exp[c] exp[p] = exp[a + B] '"#[ii= (exp[c])P exPra : - Bl exp[cp] Relations Appendlx B Sec. 8.3 Special Functions 493 lncB=lno+lnP hfr=lnc-ln0 lroe =.B lna ln c is the inverse of exp [a]: that exp[lno]= logu : M lna, is, a and exp[-ln<r]: r*of,n (ll] - ,^ ,\l = loge :0.4343 1l lnc = plotsa, ru-2.3OZd log o is the inverse of 10"; that is, l0loE' = a 1g-,o*. = oI Figure B.l Nr tural logarithmic and exponen lial functions. 8.3 SPECIAL FUNCTIONS B.8.1 I(") Gnrtrrrra f.rrngf,igag I, r"-rexp[-r]dr f(o+l):af(c) l(&+t1=1t. k=0,1.2,... = r(l) = v?r 494 Mathematical Relations Appendix B B.S-2 Inconplete Gamma Functlons 1(c,p) rF = J6| r"-rexp[-t]dt t@ O(c,g): Jg| expl-tldt 1o-t I(a) = I(a, p) + g(", B3.8 F) Beta tr\rnctions rl g(p,y):lrr-t(l -t)'-tdr, F>0, v>0 J6 9(rr,r)=lfrH 8,4 POWER-SERIES EXPANSION I rn(1 + x) =, -,.* sinx = x = .f3 - t.; r. +...+xn *r + Lr' * "' + \,x" + "' exp[xf = cosx .(;)* =t+nx*#"- (1+r), f5 -..(-1)n*' +...+ * ...., l,l . r t?n+l (-l)'(2h + ..' 1I -*..i.- #. . + (-r)" tanr=r+f,*f,r'*.'.* a, : t *rlna + ry+...* #. (,Ti,)' +... I sinhr =.r +,X3+ 15 +... + X1r++ q1 +'.. 12 'i x2 x4 xh coshr=1+r+ (1 + r). = t t ox 4t.+... +12r;1 +... *tk,]r, -Wr3 +..., lrl . t Sec. 8.5 Sums ol Powers of Natural Numbers 495 where d is negative or a fraction. (l +.r)-t = I -.r *.r2 -.rr (l +.r;'/? = I + j.r + ...: ) (- l;r'-'..r *=0 - 1.1.., + jlj... - jj ' ii,' - MS OF POWE RS OF NATUBAL NUMBERS $o=.rutn*rl Z k=t {, rl,., _ -- l-l N(N + l)(2N + l) O $ or: ry2(NI + l)2 k=t ) r. : {iv1ru + t)(2N + l)(3N2 + 3N ) *s ,,.rur(ly ) to = urrlvllu + l)(2N + l)(3N4 + 6Nr - 3N .) k=t t'= - rLoN'(N + D2(zNz + 2N - + l)2(3Nr + 6Nr - - l) 1) N2 - 4.\ F 2) 2 <zk - l) = ry2 l-l 2 e* - ry: = lrrvlarur - rr - 1)r = N2(2tv2 - t) 2 <zr l-l ) t1l + r'y: = ;!ru1N + l)(,ry + 2)(3N + s) ) r1rr1 = (N + r)t- I .F l) Mathematcal 496 S.S.f Sums of Binomial Coefficlents e(';-) =r.,:i') '. (l) :2n-' (;) . (;). .(;).(!) $,,0 * ,,(il . = =2n-' zw-'\t(n +2) 5 t-rl-(flo,= (-l)NN! N=o e(t'= ("il) 8.6.2 Seriee of Exponentials "{,o={,-+ .**o[,T] =tl; 2"=*' lsk<N-1 &:0,N r'l <l i*"=T+, Ln'o':t#' 8.6 a*'L .t lol .t lrl DEFINITE INTEGRALS exp [- o-r2]dr : Belatons Appendlx B Sec. 8.6 Definite lntegrals .['r".*p[-.,r14. r2 / 497 =.,11! n r(] exp[-o.r'1d, = ot ,ln ,o J exp[-cxl cospxdr = p, lo = p, r'u exo[-".v; sinP.r dr exp[-ox'?]cosprdr = f f'sinccrd-r n = f 'l - cosc-r f '1 - cosox a'=nsincB sgno - orr c>0 I or. u - u .,';"*[-(r*)'] z1 J. -; , i or, J,, ,'-.o': z' o>o g" o>O', i, ,(r-B) r9!9iar=rnl. a>0, /-cosS:Ys_stlE=frn*I dr : ao rn /fi, cosB.r.L1 (F ,,)r. = ['coso'r .--, ,\'' h adx _ rt |r- --__ )n 12 +.r2- c> 2 r" sin-.---" 2ru sln.r d.r:0 1"/2 sin (2n - l).r , |Jo ----sin.r ax = n2.(- I )', ' f"/2 sin2rr.r I +I IJo rLr=I-...+ slnr 3 5 2n'-l f" cos (2n + 1).r d.r = (- l)"rr |Ju 'cos.r b+0 B>o o. rt . lr 1" sin(2n - I ),r - -d.t = rr |Jo ---':stn.r | )o Brea[, B ;_r >0 4gg Math€matical 1oi2 sin 2ar tin' J, r2o J, fza I I . = ot T , : (l - cosr)" ,, - cos.r)'cosnrdr = ro sinnx R7 cosr sin n'r d'r o n cosrnr * = [o' 'r'* (-D'# = m U,' I3I:. :::"y:* INDEFINITE INTEGRALS ["a"=uu-[ra, r7 )r"*=;|1r'*t+C, + C (ar - / exptxl dx = explxl I I t explaxl a, = x" explaxl \ n*-r rlexp [ax] + C * - lr" exp [ar] - i I *-, exp [ax] dr ff=rnl.rl +c llurar=xtnlrl -x+C (rilf-[(z + 1)lnl'rl-t]+ c JI x, hx dx: -jn*t I# dx =tnlrn.rl + I cosrd, = sinx + C J [;nxat=-cosx+c c Relaffons Appendh B Sec. 8.7 lndetinite lntegrals 499 Is#rdx=tanx+C I oira* = -cot.r + C t tanxax: I cotxtlx = In lsin.rl + C | ln + tan.rl + C "ecra, = lsecr / cscr a, : ln lsecrl ln lcscr + C - cotrl + C lsecxtanxdr=secr*C : / o"r.o,, dr dx: l' -cscr * C - i sin2-r + C I sn'zx I coszx I .fln'ra, = tanr dx: ], * ]sin2r + C -.r + C Ico*xdx=-cotr -xt-C : I s#xdx -!tz+ I cos3, ax = lQ * sin2,r) cos.r cos2.r) sinx * *c C : -lrlnn-'r.*, * L1 sin,-2.rd-r / l-.or,,-'rsin.r I L cos', ax: + I I cor,-r, d, / sin'rdr' I xsinx dx = sinx - .r cosr J. C 500 J' J Mathematical ,.o... r" / ,' r/.r = sin., r/.v = .r sin.r :o:li.t / costr.r d.r = sinhr + C rrnt , = / cott I .:.,;i,.' . j ln cosh.r -t- C .. tan-rlsinhrl + sechs.rd.r = tanh.r + / csch'?r r/.r = -cothx + C : / ,e.t, tanh.r r/.r J C -sech.r + C. o"t , cothx dr = - cschr + C ..t tt-r I ;'*"i;= ;,(,-t bx - n ln lxl) + c ,]*K, + I ;*: rdrll.rl : J C ;,. ,... .,... / r cos.r,,Lr , dx: lnltanh.rl + c /sectr.rdr= / I -c sirrh r/.r C - n / -r"-r sinx dr sinr J / + -.r" cos.r + ,r J .r" .os,r dx = x" t,1.: * cos.r Relations Appendix B ,G; a*r ,'n 1,, bx)z - 4a(a + * a..l * c I#=rnlx+ t/?-71+c bx) + b2tila + D.rll + c SEc. B.7 lndefinito tntegrals d.x lt --....=:-_ J vz1/rz - oz \/7- fdtr - +C a?t ldr-W oz1J7 t dx Lx +c -tan-'I a +7= tdx dx + -; t.l{d+rr+"1 J;ffii=,rnl_-, d, \/7;? I ------___::.: - I r2!a2 + xz a2x ldxr J dx I dt ) t5-*, = J+c -r c 7\/-+r,* c Gr+W= I c +!a2+x2+c lm==lnl:l I 501 ,r sin-'- + c -,a-x JA-=cos-'-;--c rxfu -\/ir - x, * acos-r9-o_x + c lffi= dr f _------.---.rL J x!?ax I - 12 dr l;@i= J2{ux [ I -} r\/2", \/2a;- - ax I .-r -sec-'- + c a, = x dx a \/i; -}+ f cos-' =b' - g, - 3o' \/2n -t T *, + r4 cos-, o -u_o * " Appendix C Elementary Matrix Theory This appenrlix presents the nrinimum amount of matrix theory needed to comprehend rhe ntaterial in Chaptcrs 2 and (r in the tcxl. It is recommcnded that even those well versed in nratrix theory read the material herein to become familiar with the notation. For those not so well versed. the presentation is terse and oriented toward them. For a more comprehensivc presentation of matrix theory. we suggest the study of textbooks solely concerned with the subject. c.1 BASIC DEFINITION A matrix, denoted hy a capital boldface letter such as A or rD or by the notation [a7]' is a rectangular array of elements. Such arrays ocur in various branches of applied mathematics. Matrices are useful because tlrey enable us to consider an arTay of many numbers as a single ohject and to perform calculations on these objecls in a compact tbrm. Matrix elements can be real nunrbers, complex numbers. polynomials, or func' tions. A matrix that contains only one rorv is called a row matrix,and a matrix that con' tains only one column is called a column matrix. Square matrices have the same number of rows and columns. A mntrix A is of order m x n (read m.by n) if it has rn rows and r columns. The complex conjugate of a matrix A is obtained by conjugating every element in A and is denoted by A4. A matrix is real if all elements of the matrix are real. Clearly, for real matrices, A't = A. Two matrices are equal if their corresponding elements are equal. A = B means ln,il = lb,,l, for all i and i. The matrices should be of the same ordcr. 502 Sec. C.1 Basic Operations 503 c.2 BASIC OPERATIONS C.2.1 MatrixAddition A matrix C : A + B is formed by adding corresponding elements; that is, (c.l) [c,,]=la,,l+[bi1) Matrix subtraction is analogously defined. The matrices musr be of the same order. Matrix addition is commutative and associative. C.2.2 Differentiatioaandlntegration The derivative or inregral of a matrix is obtained by differenriating or integrating each element of the matrix. C.2.3 MatrixMultiplication Matrix multiplication is an extension of the dot product of vecrors. Recall that the dot product of the two N-dimensional vectors u and v is defined as N u.v = )rr,n, i.l Elements [cr] of the producr matrix c = AB are found by taking the dot product of the ith row of the matrix A and the 7th column of the matrix B, so that [c,,]: ) a,1,bo, t=l (c.2) The process of matrix multiplication is, therefore, convenicntly referred to as the multiplication of rows into columns, as demonstrated in Figure C.l. This definition requires that the number of columns of A be the same as the number of rows of B. In that case, the matrices A and B are saicl to be compatible. Otherwise the product is undefincd. Matrix mulriplicarion is associative [(AB)C = A(BC)], but not, in general, commutative (AB # BA). As an example, let ,{ n k A c I", Figure C.l Matrir multiplication. 504 Elementary Matrix ^=[i 1] and Ll "=[-o Then, by Equation (C.2), (r)(r)+(s)(6) L(1)(_.4) + (s)(r) and : tl 6) [-r+ -sl l=L r :rl [(-4)(3) + (l)(r) (-4)(-2) + (txs)l L(r)(3)+(6)(r) Appendix C (3)(l) + (-2X6)l o"=[tslt-a)+(_2)(t) BA Theory (r)(_2)*1oy1sy Matrix multiplication has the following properties: [_rr J:I s _31 za) (tA)B =,t(AB) = a1;rs; A(BC): (AB)c (C.3a) (c.3b) (A+B)C=AC+BC C(A+B)=CA+CB AB + AB = 0 BA, (C.3c) (c3d) in general does not necessarily imply A=0 (C.3e) or B=0 (C.30 properties hold, provided that A, B, and c are such that the expressions on the ]ese left are defined (t is any number). An example oflC.fg is [s rl [_r Lo o) L r rl _ [o ol -i.l: L; ;l The properties expressed by Equations (c.3e) and (c.3f) are quite unusual because they have nocounterparrs inrhe;randard muttipticatiin oinr.u"o *Jrioura]ii"r"_ fore, be carefully observed. As with vectors, trrlr" matrix division. i*o zero Matrix The zero mahix, denoted by 0, is a matrix whose erements are a[ zero. Diagonal Matrit The diagonal matrix, denoted by D, is a square matrix whose off-diagonal elements are all zeros. unit Matrit' The unit matrix, denoted by I, is a diagonar matrix whose diagonar elements are all ones. (Note: = Ar = A, where.l, ir *y compatibre N upper Triangurar Matrb. . main diagonal. Lower Trianguhr M atrit. main diagonal. matrix.) The upper triangurar matrix has alr zeros berow the The lower triangular matrix has all zeros above the Sec. C.3 Special Matrices ln upper or lower triangular matrices, the diagonal elements need not be zero. An upper triangular matrix added to or multiplied by an upper trianqular matrix results in an upper triangular matrix, and similarly for lower triangular matrices. For example. matrices 4 [t 21 [r o 3 -21 ana r,=l z 1 r, =lo [o o -s_] o [-r ol oJ 7) are upper and lower triangular matrices, respectively. Transpose Matrix. The transpose matrix, denoted by A r. is the matrix resulting from an interchange of rows and columns of a given matrix A. lt A = [a,rl. then Ar = la,il, so that the element in the ith row and the /th column of A becomei-the element in the lth row and ith column of A r. Complex Conjugate Transpose Matrit. The complex conjugate transpose matrix, denoted by Ar, is the matrix whose elements are complex conjugates of the elements of Ar. Note that (AB;r = 3r4r and (AB;t = 3t"' The following definitions apply ro square marrices: Symmetric Matrb. if Matrix A is symmetric A=Ar Hermitian Matrit. Matrix A is Hermitian if A=At Skew-Symmetic Matrix. Matrix A is skew symmetric if A=-Ar For example, the matrices 2 s [-r A=l z 41 [o -3 o -3 I and B=l 3 [a -3 6] L-a 7 are symmetric and skew-symmetric matrices, respectively. Normal Matix. Matrix A is normal if ArA = AA1 Uniury Matrit. Matrix A is unitary if ArA=I A real unitary matrix is called an orthogonal matrix. 4l -71 o_l 506 C.4 Elem€ntary Matrix Theory Appendlx C THE INVERSE OF A MATRIX A is denoted by A-r and is an n x rl matrix such that AA_r=A_rA=I where I is the z x z unit matrix. if the determinant of A is zero, then A has no inverse and is called singular; on the other hand, if the determinant is nonzero, the inverse exists, and A is called a nonsingular matrix. In general, finding the inverse of a matrix is a tedious process. For some special cases, the inverse is easily determined. For aZ x Z matirx l = orrl l-a', an) Lat we have provided that arra, * "'= a#"'^'l-i?' -:"") (c.4) anazr. For a diagonal matrix, we have I a\ f o,, oao 0 A= I -...0 AD A-t = .. _0 :l (c.5) ; i am_) provided that a,, * 0 for any i. The invene of the inverse is the given matrix A: that is, (A-t1-t - (c.6) The invene of a product AC can be obtained by^inverting each factor and multiptying the results in reverse order: (AC;-t - C-rA-l (c.7) For higher order matrices, the inverse is computed using Cramer's rule: a-r = ;j^aaj a (c.8) Here, det A is the determinant of A, and adj A is the adjoint matrix of A. The following is a summary of the steps needed to calculate the inverse of an n x n square matrix A: Sec. C.5 Elgenvalues and Elgenvectorc SO7 l. calculate the matrix of minors. (A minor of the element ar, denoted by det Mr, is the determinant of the matrix formed by deleting the rth row and theiti columi of the matrix A.) 2. calculate the matrix of cofactors. (A cofactor of the element ar. denoted by cr, is related to the minor by c, = (- l),+i detM,r.) 3. calculate the adjoint matrix of A by transposing the matrix of cofactors of A: adj 4. C.alculate the determinant det ofA A A = [c'.]r using : f o,,rr, i=l for any column I or n det A=2 i'r o,ic,i, for any row i 5. Use Equation (C.8) to calculare A-t C.5 EI ENVAL ES AND EIGENVECTORS The eigenvalues of an z X n matrix A are the solutions to the equation Ax=Ix (c.e) Equation (c.9) can be written as (A - rl)x = 0. Nontrivial solution vectors x exist only if det (A - rI) -- 0. This is an algebraic equation of degree n in )t and is called the chararteristic equation of the matrix. There are n roots for this equation, although some may be repeated. An eigenvatue of the matrix A is said to be distinct if itls not a repeated root of the characteristic equation. The polynomial S()t) = det[A N] is called the characteristic polynomial of A. Associited with eich eigenvaiue r,, ii a nonzero vector xd of the eigenvalue equation r, = )r,x,. This solution vector is callled an eigenvector. For example,.the eigenvalues of the mairix - A: [3 Ll 4l 3l 'are obtained by solving the equation lr-x detL I +I 3-^l=o or (3-\)(3-r)-4=0 This second-degree equation has two real roots, trr = 1 and trz = 5. There are rwo eigenvectors. The eigenvector associated with )., = i is the solutlon to 508 Elementary Matrix Theory Appendix C t;;l[;l]=[;;] Then 2x, ing x, : * lz al : lol [r z) [,,]: L,,l Lo_] 4rr= 0andx, + 2t, -- 0, from which it follows that x r = 1, we find that the eigenvector is -, = The eigenvector associated with )r, or 5 is the solution to [;;]=,[;;] f_z q1 br. By choos- [-?] tl il L which has the solution xz = = -b, r -z) lol__o Lo-r Choosing r, = 1 glves *: t-rl Lrl C.6 FUNCTIONS OF A MATRIX Any analytic scalar function /(r) of a scalar t can be uniquely expressed in a conver- gent Maclaurin series as r(,,: i{#ro},-,i The same type of expansion can be used to defrne functions of matrices. Thus, the function /(A) of the n x z matrix A can be expanded as /(A): > {#n,,},-,# (c.ro) For example, sinA = (sin0)I + (cos0)A + 1-sino) + f; "'+ (-cosoY-a1.t- * "' :^-f;.f- (-,r##. Soc. C.6 Functions ot a Matrix 509 and exp[Ar] = exp[0]I + exp[0]A, + exp[o] + exp[o] {n!1 +. *. . =I+Ar *A"t 2l *...*4"'n, *"' The Cayley-Hamilton (C-H) theorem states that any matrix satisfies its ovn characteristic equation. That is, given an arbitrary n x x matrix A with characteristic polynomial g(I) = det(A - }.I), it follows that S(A) = 0. As an example, if A=l-3 4l 3J LI so that det[A - II] = g(I) = 12 - 6I + 5 then, by the Cayley-Hamilton theorem, we have g(A):A2-6A+5I=0 OI A2 = 6A - 5I (C.11) In general, the Cayley-Hamilton theorem enables us to express any power of a matrix in terms of a linear combination of Ar for & = 0, l,Z, ..., n - 1. For exanple, N can be found from Equation (C.ll) by multiplying both sides by A to obtain A3:6A2 - 5A, :6[6A-sr]-sA = 3lA - 30I Similarly, higher powers of A can be obtained by this method. Multiplying Equation (C.ll) by A-r, we obtain l-r = 9l:4 5 assuming that A-l exists. As a consequence of the C-H theorem, it follows that any function /(A) can be expressed as /(A) : 5 r*ro &-0 The calculation of 1o,.yr, ...,.yn_r can be carried out by the iterative method used in the calculation of An and A'*r. It can be shown that if the eigenvalues of A are distinct, then the set of coefficients .y0, ]r, ...,.ya_r satisfies the follorving equations: 510 Elementary Matrlx Theory Appendlx c ,f(I') ='Yo *'Yr\r * "'+ "Y,-r).T-t ,f(I:) :'yo + Jr12 * ... * 1,-,)\j-r : : ,f(I,) "yo +...+'y,-rI;-r + "yrlo As an example, let us calculate exp [Ar], where A= 13 4l LI The eigenvalues of A are )tr =I and \, = 3J 5, with /(A) = exp [Ar]. Then I exp[Arl = ) t-0 1o1r;a,trr =.yo(t)I + 1,(r)Ar where 1o(t) and 1, (l) are the solutions to exp[t]:10(t)+1,(r) exp[5t]= ro(r) + 51,(r) so that rr(r) : j(exn[5rl - exp[t]) ro(r) = jts exnlrl - exp[5r]) Therefore, exp[Ar] : (exp[r] - l*pp,ll[l f] * t1.,.o1r,t -.,ot,p[i : []"-00,, - exp[r] exp[r]) [],.-0,r,, - exp[5r] - *0t,1 ]exptsrl 1] -l -.-pt,ll If the eigenvalues are not distinct, then we have fewer equarions than unknowns. By differentiating the equation corresponding to the repeated eigenvalue with resepect to I, we obtain a new equation that can be used to solve for 1n(t). fr(r). ...,1,_,(t). For example, consider [-r o ol ^:Ls-i;] Sec. C.6 Functlons o, a Matrk 511 This matrix has eigenvalues Ir = and )r, = trr = -2. The coefficients and 1r(r) are obtained as the solution to the following set of equations: -l fo(), fr(r), exp[-r] = ro(r) - rr(r) + r,(r) expl-2tl = ro(r) - 2tr!) + 41rg) texpl-Ztl: rr(r) - 4r:(r) Solving for 1, yields ro(r) = 4 exp[-r] - 3 expl-2rl - 2t exp[-2tl rr(r) = 4exp[- tl - 4exp[-Zt] - 3rexp[-2r] 1r(r) = exp[-rl - exp[ - Ul - t expl-2t] Thus, [r o ol [-r o ol t-r o ol exp[Ar]=1n1r;l o r ol+1,1ryl o -4 4l+1,1ryl o rz -16 [oooJ Io-roJ [o 4 4) I 0 o [exp[-r] I exp[-2rl-2texp[-2tl =| 0 4texpl-Ztl L 0 -tcxp[-2tl -4exp[-r] + 4expl-?.tl + atexp[-tl) I Appendix D Partial Fractions Expansion in partial fractions is a technique used to reduce proper rational functionsl of the form N(s)/D(s) into sums of simple terms. Each term by itself is a proper rational function with denominator of degree 2 or less. More specifically, if N(s) and D(s) are polynomials, and the degree of N(s) is less than the degree of D(s), then it follows from the theorem of algebra that rr + rz+ ...+ r, #31 = where each I (D.1) has one of the forms G+al- or Bs+C Gt;ps+qf where the polynomial s2 + ps + q is irreducible, and p and u are nonnegative integers. The sum in the right-hand side of Equation (D.l) is called the partial-fiaction decomposition of N(s)/D(s), and each is called a partial fracrion. By using long division, improper rational functions can be written as a sum of a polynomial oflegrie M N and a proper rational function, where M is the degree of the polynomial N(s) and N is the degree of the polynomial D(s). For example, given I - sa+3s3--5s2-l s3+2s2-s+l we obtain, by long division, rA proper ralional funclion degree of the denominator. 512 is a ralio of two polynomials. with the degree o[ the numerator tess than lhe Sec. o.1 513 Case 1 : Nonrepeated Linear Factors - .5s2 - I =J+1 s3+?sz-.s+l 5t + 3sr 6s2 - -' 2 s3+2s2-.r+l - - The parrial-fraction decomposition is then found for (6.s2 2s ?)/(s3 + 2s2 s + 1). Partial fractions are very useful in integration and also in finding the iavene of many transforms, such as kplace, Fourier, and Z-transforms. All these operators share one property in common: linearity. The first step in the partial-fraction technique is to express D(.s) as a product of factors s + D or irreducible quadratic factors s2 + ps + q. Repeated factors are then coltected, so that D(s) is a product of different factors of the form (s + 6)ts or (sz + ps + q)', where p and u are nonnegative integers. Thc form of the partial fractions deperrds on the type of factors we have for D(s). There are four different cases. - D.1 CASE 1: NONREPEATED LINEAR FACTORS To every nonrepeated factor s + D of D(s), there corresponds a partial fraction A/(s + b).ln general, the rational function can be rvritten as ffi=, *^1'1 where , = (*#0,),=_, (D.2) Example D.l Consider the rational funclion 37 - lls s3-4s2+s+6 The denominator has the tactored form (s + l)(s - 2)(s - :t). All lhese factorc are liner.r nonrepeated factors. Thus, for the factor .s + l, there corresponds a partial fraction of lhe form A/(s + 1). Similarlv, for the factors r - I and s - 3, thcrc correspond partial fractions 8/(s - 2) and C/(s - 3), resPectively. The decomposition of Equation (D.l) then has the form ;i- 37-lls 4F;" +; =, A * B +, i r r-lJ The values of A, 8. and C are obtained using Equation (D.2): ^ = '= (,;Ir]'jii),. _, = o / 37-ll.s \ lAi irt' l rr/, , = -' C - 3 Si4 parflal Fracltons Appendtx D 37-lls \ =r c=( - \(s + l)(s - 2)/.-.1 The partial-fraction decomposition is, therefore. 37- lls =i -airii+o 'i 4 +r- 5 +, i2 I - l xample D.2 Let us find the partial-fraction decomposition of 2r+l i-+ irt--a' We factor the polynomial as D(s) = 5:t + 3s2 - 4s = s(s + 4)(s - l) and then use the partial-fraction form 2s+1 A +s+4ts_ B C si+3rr_4s= s I Using Equarion (D.2), we find that the cocfficients are / 2r+l \ d=(t'*nlt'-r)/.="=-a _7 B=/2'1r\ \s(s I)/,--o 20 c=/2J*l\ -3 \s(s + 4)/..r 5 The partial-fraction decomposition is, therefore. 2s+l I ++ 7 3 sr+3s2-4s 4s 2o(s+4)' 5(s-l) ,./ CASE ll: REPEATED LINEAR FACTORS To cach repeated factor (s + b)P, there corresponds the partial fraction At - -!2...- -.4* s*D'(s+D)2 "" (s + 6;* The coefficients r{* can be determined by the formula \ D(s) J,. .o " f('*i.'(rt) u. = (D.3) D.2 Sec. Case ll: Repeated Linear Faclors 515 = r'2, '- (o-] r;,ta=*#'), --oo: ,p -I (D.4) Exanple D.8 Consider the rational .function 2s2-25s-33 F - isl es= The denominator has the factored form D(s) = (s + l)2(s - 5). For rhe tacrors 5, there corresponds a partial iruction of the form 8/(s - 5). The facr<.rr (s + I is a lhear. repeared )2 factor to which there cr-'rrs5pon6s a partial fraction of the form zl2l(s + l), + el/(; + l) The decomposition of Equation (D.1) then has the form tu2-25s-33 B __ = A, + __---L + s'-3sz-9s-5 s-5 s+1 The values of A. (s+ I, Ar. and A2 are obtained using Equations (D.2), (D.s) l)2 (D.3), and @.4) as follows: ,:(I=t?#),.,=-, Ar=( 2s2-25r-33 s-5 ),., = -, I ld2r2-25s-33\ ^'-@-r[\a ,-5 i,, /Zs2-20s+158\ =(--i-/,-,=' Hence, the rational function in Equation (D.5) can be rvrirren as 2s2-2ss-33 3 5 s'-3s'-9s-5 s-5 s+l I (s+ l)2 Eqnrnple D.4 [-et us find the partial-fraction decomposition of 3s3-1812+9s-4 sa-5s3+fu2+2os+8 Thc denominator can be factored as (s + l)(s - 2)3. Since rve have a repeared facror of order 3, the corresponding partial fraction is 3rr- l8s2+9s-4 B +;1,*i;--2):+G=F A, A, A, sr-s;+ou.:+zos+a=s+I The coefficient I can be obtained using Equation (D.2): t_lJ I = i3"'_t$-_* \ (s - 2)sr J,.-, The coefficients A,. i = 1.2.3, are obtained = 1 using Equarions 1D.3) and (D.4). Firct, (D.6) 516 Pardal F /3-"3-1&s2+9s-4\ A,= ' t---.- --__-- i s+l \ /,-z actons App€ndix D =2 td 3s3-18s2+29s-4\ a,=(* s41 ),-, = (s-+:#ga!r),., = -, Similarly, ,,1, can be found using Equation (D.4). In many cases, it is much easier to use the following technique, especialty after finding all but one coefficient: Multiplying -tboth sides of Equation (D.6) by (s + f)(s 2)3 gives - 3s3 - t&2 + 9s - 4 = a(s - 2)3 + A,(s + lxs If we compare the coefficient of s3 on both - Z)2 + Ar(s + l)(s - 2) +.Ar(s + t) sides, we obtain 3=B+At Since B = 2, it follows thal Ar = 1. 3s3-1&2+9s-4 r{ - 5s3 + 612 + 20s + D.3 CASE lll: NONREPEATED In the case of of the fonr a nonrepeated The resulting partial-fraction decomposition is then 8 s+1 s-2 -!__ (s-2)2'(s-2)3 IRREDUCIBLE irreducible seconddegree polynomial, we set up fractions As+B (D.7) @+ps+q) The best way to find the coeffrcients is to equate the coefficients of different powers of s, as is deEonstrated in the following example. Ilqnmple D.6 C-onsider the ratioDal futrctiotr s2-s-21 t5-+ &E - 1) and use the partial-fraction form: As+B C We fector the polynomial as D(s) = (s2 + 4)(2s s2-s-21 t3-+8s-,4=;r+4 -2"-l Multiplying by the lowest common denominator gives s2 - s - Zl: (As + B)(zs - 1) + C(sz + 4) (D.8) Sec. D.4 Case lV: Repeated lrreducible Second_Degree Factors 517 The varues of .4. g. and c can be found by comparing the coefficicnrs of differenr powen ofs or by substituting values for s that mike ,ariousiactoi. ,"r,r. For exampre, substituting s = l/1, we obrain (1/4) -.(1/z) 21 = a|/qa, *ii"r, r,". rhe solution c = _5. The remaining coefficients can be^found Uy diff..enr poruen of". Rearranging "ornprring the right-hand side of Equarion (D.g) gives ' sz - s- 2l = (2A + C)sz + 1_ 4 + B)s _ u +4C Comparingthecoefficientofs2onbothsides,weseethat2A+C=l.KnowingCresults ill = l Similarly, comparing rhe conslanr t.rr. yi.fa, _A * 4C = _2',ot B= l. Thus, the partial-fraction ttecomposition of fhe rationaliun"rion lri s:-s-21 3s+l 5 2sr-;r+&-a=rr+?-2"_r D.4 QA.SE lV: REpEATED TRREDUCTBLE GREE FACT For repeated irreducible second-degree factors, we have factors of the fomr Pt * !rt-+ +ps + q (s, + pslBz + q)2 - "'- sz A..s 4rt 1r, + It., (D.e) +rr + Sf Agaitr, the best way to find the coefficients is to equate the different powers of s. Erample D.0 As an example of repeated irreducible second_degree factors, consider sa-6s+7 (s'?-4s+t), (D.10) Note that the denominalor can b€ written as.[(s _ 2f + l12. Thcrefore, applying Equation (D.9) with v = 2. we can write the partial'fracrions foi'Eqror,on (D.10) as {-q+7 (s2 - 4s + s), Azs+8, - is=, + I * A.s+8, [?, _'-;1r*-,,, (D.ll) MultipryingbothsidesofEquarion(D.11)by[(s-2)2+l]2andrea,angingterms,sgeltain s2-6s+ 7 =AJ1 +(Br - 4Ar)s2 + (sA, + Ar)s + 81 _5Bl (D.12) The.constants z{ ,, Br, Az, and g, can be determined by comparing the coefficients ofs in the lefi- and right-hand sides of bquarion (D.12). rr,.i*tfrli""i-"f ,i ytrd";, = the coefficient of s? yields il;; l=Br-4A1, or Br=l Slg Partial Fractons Comparing the coeffrcient of s on both sides. we obtain -6=5Ar+ A2 or Az=-6 Comparing the constant term yields 7=5Bt+8, or Br=2 Finally, the partial-fraction decomposition of Equation (D.10) is sa-6s+7 = i;t- 4s + ,l 6s-2 1 (, - 2)ti-tf (' - ,Tl Appendix D Bibliography l. 2. 3. 4. 5. Brigham, E. oram. The Fast Fourier Tronslonn ant! tU Applicatiarr.s. Englewood cliffs, NJ: Prentice-Hall, 1988. Gabel, Robert A., and Richard A. Roberts. Signals and Linear Systcms,3d ed' New York: Wiley, 1987. Johnson, Johnny R. Introduction to Digitat Signat Processing. Eng,lewood Cliffs, NJ: Prentice-Hall, 1989. krhi, B. P. Signab and Systenr-s' Berkeley-Cambridge Press. Carmichael' CA' 1987' McGillem, claire D.. and ceorge R. Cooper. Conrinuous and Discrete signal and system Analysk,2d ed. New York: Holt, Reinhart and Winslon' l9M 6. O'Flynn. Michael, and Eugene Moriarity. Linear systems: Tinrc Domain and Transfornt Analysb. Nerv York: Harper and Row' 1987. 7. Oppenheim. Alan v., and Ronald w. Schafer. Dbcrete-Time Signol I'rocessing. Englervood Cliffs. NJ: Prentice-Hall, 1989. 8. Oppenheim, Alan V., Alan S. Wilsky' and S. Hamid Nawab. Signals and Systems' 2d ed' Englewood Cliffs, NJ: Prenticc-Hall, 1997. 9. Papoulis, Athanasios. The Fourier Inregral and lts Applications. Ncrv York: McGrarv-Hill, t962. 10. Philip, Charles L., and John Parr. signab, systems and Transfornts. Englewood cliffs, NJ: Prentice-Halt, 1995. Svstems. Boston: PWSI L Poularikas, Alexander D., and Samuel seely. Elemens of signals utl Kent, 19E8. 12. Proakis, John C., and Dimitris G. Manolakis. lntra duction to Digirtl Signal Processing. New York: Macmillan, 198E. 13. Scolt, Donald E. An Inrroduction to circuit Analysis: .A systerns Approach. New York: McGraw-Hill, 1987' 519 BtbIography 14. Siebert, William M. Circuiu, Signab, and york: McGraw-Hi[, 19g6. principles of Dicrete systems and Digiul sig- Sysrems. New strum. Roberr D., and Donald E ..Ki,rk. Firct nol Processing. Reading, MA: Addison-Wesley, l9gE. 16. swisher, George M. Intrcduction to Lhear systems Anatysb. Beaverton, oR: Matrix, 1g6. t?. ziemer, Roger E.. william H. Tranter, and D. Ronard Fannin. signals and sysrems: continuous and Discrete,2d ed. New york: Macmillan, 19g9. 15. lndex A A/D conversion 33,364 (see also Sampling) Adders, 69, 306 Amplitude modulation, l9() Analog signals, 33 Anticipatory system, 48 Aperiodic signal, 4 Average power, 7 B Band edge, 202 BandJimited sign al, 122, 185, 197 Band-pass filter, 200 Bandwidth: absolute, 205 defDition, 204 equivalcnt,206 half-power (3-dB), 205 null-to-null, 206 rms, 207 27o,207 Basic system components, 6E Bilateral l-aplace transform, see Laplacr Transform Bilateral Z-transform, see Z-transform Bilinear lransform. 473 Binomial coefficients, 496 Bounded-input/bounded-outpur slability, see Stable sysrem Buttervorth Iilter, 458 c Canonical forms, continuous-time: first form, 70, 250 second form, 71, 52 Canonical forms, discrete-lime: Iint form, 307-308 second form, 30E-309 Cascade interconnection, 252 Causal signal, 65 Causal sptem, tE, 64 Cayley-Hamilton theorem, 83. 91. 314. 509 clraracteristic equation, Chebyshev filter, ,152 91 Circular convolution. see Periodic convolution Circular shift, see Pcriodic shift Classification oI continuous-time sysrems, 42 Closed-loop system. 256 Coefficient multipliers, 306 Cofactor, 507 Complex exponcntial, 4, 285 Complex numbers, .185 arithmetical opcrations. zl{17 conjugate,.l8T polar form, 485 powers and roots.489 trigonometric [orm, el86 Conlinuous-time signals, 2 piecewise continuous, 3 Continuous-lime systems: causal,4li classification. .ll-52 detinition,.53 ditferential equation representation, 67 impulse responsc representatioa, 53 invertibility and invcrse, 50 linear and nonlinenr, 42 with and rryithour memory. 47 simulation diagrams, 70 stable,5'l stability con:;idcrations, 91 state-variable rcprcsentation, 76 lime-varying and t ime-invariant, t[6 Convolution intcgral: de{inition, -52 graphical intcrprctation. 58 properlies, 54 Convolution propcrry: continuous-limc Fourier transform, l8l discrele Fourier transform. 423 discrete-Timc Fourier trans[orm, 346 Fourier series, ll I Z-transform. 375 Convolution sum: defrnition. 287 graphical interpretalion, 2E8 properties, 293 tabular forms tor finite sequences, 291-92 521 522 lndex D frequenry function, 347 D/A conversion, 364 Decimation, 359 Detinite integrals. 496 6-function: definition, 22 derivatives, 30 properties, 5-29 De Moiwe &eorem, zE9 Design of analog filters: Butterwosth tilter. 458 Chebyshev filler,462 frequency transformations, 455 ideal filters, 452-53 specifications for low-pass filter. 454 Design of digital filten, 468 computer-aided design, zEl FIR design using windows, 475 frequency transformations, 456 IIR filter design by bilinear transformation, 473 IIR filter design by impulse invariance, inverse relation, 342 469 I linear-phase filten, 475 Diagonal matrix, 5(X Difference equations: characteristic equation, 300 characteristic roots, 300 homogeneous solution, 300 impulse response from, 305{E initial conditions, 299 particular solution, 302 solution by iteration, 298-29 Differential equations, see a/so Continuoustime systems solution, 67 Digiral sitnals, 33 Dirichlet Conditions. 122 Discrete Fourier lransform: circular shift, 422 definition, 421 inverse transform (lDFf), 421 linear convolulion using the DF"I,426 matrix interpretation, 425 periodicity of DFT and IDFT, 421 properties, 422-25 zero-augmenting, 426 Discrete impulse function, 283 Discrete step function, see Unit step function Discrete-time Fourier series (DTFS): convergence of, 333 evaluation of co€fficients, 333 prop,erties, 338-39 representation of periodic sequences, 331 table of properties, 339 Discrete-time Fourier transform (DTFT): delinition. 340 periodic property, 341 properties, 345-51 table of properties, 351 table of transform pairs, 352 use in convolution, 346 Discrete-time sign al, 3, 27 E Discrete-time systems, 41, 287 difference-equation representation, 298 finite impulse response, 288 impulse response, 287 infinite impulse response, 288 simulation diagrams, 307 stabiliry ol 316 state-variable representatiotr, 310 Distortionless sy,stem, 139, 347 Down Sampling, 359 Duration, 2M, 208 E Eigenvalues, 83, 9l Eigenvectors, 507 Elementary signals, 19, ?52 Energy signal, 7 Euler's form, 35, zlE6 Exponential function, 5, 492 Exponential sequence, 284 F Fast Fourier transforms bit-reversal in, 433 (FFf): decimation-in-frequency (DIF) algorirhm, 4t1 decimation-in-time (DIT) algorithm, 429 in-place mmpuiation, 432 signal-flow graph for DIF, 436 signal-flow graph for DIT, 412 spectral estimation of analog signals, 436 Feedback connection, 256 Feedback sptem, 256 Filters, 200, see alsa Design of filters Final-value theorem: laplace transform, 244, 269 Z-transform, 389 Finite impulse response system, 2E8 First difference, 283 Fourier series: coeflicienrs, 109, 113 exponential, I l2 generaliz-ed, 109 of periodic sequences, s€e Discrete-time Fourier series properties: convolution of two signals, 13l integration, 134 525 lndex least squares approximation, 125 linearity, 129 product of two signals, 130 shift in rime, 133 symmetry, 127 trigonometric, 114 Fourier transform: applications of: amplitude modulation, 190 multiplexing, l92 sampling theorem, 194 signal fillering, 2fl) deEnition, 164-65 development, 163 examples, 166 existencc, 165 ProPerties: Inverse l:place transform, 2z16-17 Inverse of a matrix. 506 Inverse syslem, 50 Inverse Z-translbrm. 392 Inversion propert)'. tl6 lnvertible LTI systems, 65 K Kirchhofl's current law. 259 Kirchhoffs voltage law. 137, 259 Kronecker delta, 107 L laplace transform: applications: control, 260 RLC circuit analysis, 25E solution of dilfcrcntial equations. 257 bilateral,225 bilateral using unilateral. Z inverse,246-47 l8l differentiation, 17 convolution, duality, 184 linearity, 171 modulation, 185 symmetry. 173 lime scaling, 175 time shifiing, 175 discrcte-time, see Discrete-time Fourier transform G Gaussian pulse, 28, 210 Cibbr phenomenon, 142 Gram-Schmidt orthogonaliz:tion, 148 H Harmonic content, 159 Harmonic signals: continuous-time, 4 discrete-time, 2E6 Hermitian malrix, 505 Hold Circuits. 357 I Ideal tilten, 198, 2ffi Ideal sampling, 194 IIR tilter, see Design of digital filters Impulse function, see 6-function derivative of, 30 Impulse train, 186, 194 Impulse modulation model, 195, 35-5 Impulse response. 73 Indefinite integrals, 49&-501 lnitial-value theorem: l:place transform, 24!, 259 Z{ransform.389 Integrator,69 Interpolation, 199, 359 ProPerties: convolution. 2.lt) differentiation in the s-d< differentiation in time do final-valuc lhcorcm, 244 initial-valuc thcorcm, 243 integralion in tinle domai linearity,232 modulation,239 shifting in thc s-Domain, timc scaling. 23.1 rime shitting. 232 region of convcrgenca, 226 unilateral,22tl Left half-plane,267 Linear constant coelficiens Dl Linear convolution. 295 Linearity, 42, 2tt7 Linear time-invariant syslem, i properties,64 Logarithmic function, 492 M Marginally stahle system, 267 Malched filrer, 56 Matrices: definition, 502 delerminant. -506 inverse,506 minor, 507 operations,503 special kinds. 504 Memoryless systems. 47, 64 Modulation. see Amplitude modulation rtl I lS -rl 524 lndex Ivlultiple-order polcs, 268 Multiplication of matrices. 503 N Nonanticipatory syste:n, 4E (see a/so Causal system) Noncausal system, see Anticipatory system Nonperiodic signals. see Aperiodic signals o Orthogonal representation of signals, to7-tt2 Orthogonal signals, 107 Orthonormal signals, 108 Overshoot. 143, 262 P Parallel interconnection, 255, 293 Parseval's theorem, 132, 179 Partial fraction expansion, 247, 512 Passband, 2(D, 453 Period, 4, 285 Periodic convolution: continuous-time, 131 discretc-time, 295-96 Periqlic sequence: definition, 285 fundamental period, 285 Periodic shifl, 296 Periodic signals: defrnition, 4 fundamental period, 4 representatioD, I l3 Plant, 260 Power signals, 7 Sampled-data system, 352 Sampling function, 22 Sampling of continuous-time functions: aliasing in, 197, 354 Fourier transfgrm of, 351 impulse-modulation model, 195, 355 Nyquist rate, 195 Nyquist sampling theorem, 196, 354 Sampling property, see E-function Sanrpling raie conversion, 359 Scalar multipliers, 80 Scaling property, see 6-function Schwartz's inequality, 209 Separation property, E6 Series of exponentials, 496 Shifting operation, 10 Sifting propeny, see 6-function Signum function, 21, l7E Simple-order poles, 267 Simulation diagrams: continuous-time systems, 70 discrete-time systems, 306 in the Z-domain, ,l(2-8 Sinc function, 22 Singularity functions, 29 Sinusoidal signal, 4 Special functions: beta, 494 gamma, 493 incomplete gamma, 494 Spectrum: amplitude, 113 enegy, 179, 1M estimation, see Discrele Fourier transform line, I 13 Principle value, tlE6 a Quantization, 33, 364 R, Ramp function, 2l Random signals, 32 Rational function ,226, 247 , 394 Reconstruction Filters: ideal, 195-6, 356 practical,357 Reclangular function, 3, 20 Reflection operation, 13 Region of convergence (ROC): laplace transform, 226 Z-transform, 37&{0 Rectifier, I 18 Residue theorem, 394 Rise time, 262 ' '; , . .. , y,,ittt,i ,--.,ii-' s ll phase, 113 power-density, 180 two-sided, I l5 State equalions, continuous-time: definition, 77 first canonical form, 86 sccond canonical form, 87 timc-domain solution, 78 State equations, discrete-time: fint canonical form, 310-t3 frequency-domain solution, 40E parallel and cascade forms, {D second canonical form, 310-13 timedomain solution, 313 Z-transform analysis, .102 State-transition matrix. continuous-time: definition, 80 determination using liplace transform, 263-$ propcrties, 85, 86 iime-domain evaluation, 81-5 State-transition matrix, discrete:time: lndex 525 definition,315 delermination using Z-transform, 408 properties,315-16 relalion lo impulse response, 315 time-domain evaluation of. 3l{ State-variable representation, 76, 310 equivalence, 89, 313 Stable LTI systems, 65 Stable system, 51. 9l Stability considerations. 9l Stability in the s-domain, 266 Stop band, 20 Subtractors, 69 Summers, 306 Symrnetry: effects of, 127 even symmetric signal, l5 odd symmetric signal, l5 Time-scaling: continuous-time srgnals. l7 discrete-time signals, 281 Trvo-sided exponential, I 68 U Uncertainty principlc. 2M Unilateral l:place transform, see laplace transform Unilateraf Z{ransform. see Z-lransform System: causal. ,18 continuous-time and discrete.time, distortionless, I39 Transformation: of independent variahle, 281 of state Yector. 89 Transition matrix, ic., Stale-transition matrix Transition propcrly. sj Triangle inequalirv. .l9t) Triangular pulse,60 Fourier transform of. 167 Trigonometric idenrirics. 491 -92 4 I function, 135 inverse,50 linear a-od nonlinear, 42 memoryless, 47 with periodic inpurs, 135 lime-varying and timc-invariant, 46 Uni lorm quantizes. Unit delay, 307 -165 Unit doublet. 30 Unit impulse function. Unit step function: continuous-limc. l9 see 6.function discrete-time, 2S3 Up sarnpling, 359 T w Tables: effects of symmerry, 128 Walsh [unctions. l5(] 51 Window functions: in FIR digital trlrer design,476-Tl in spectral estimation, 439-41 Fourier series properlies: discrelc-time, 339 Fourier transform pairs: continuous-time, 172-73 discrete-time, 352 Fourier transform properties: continuous{ime, 189 discrete-timc, 351 Frequency transformalions: analog, 456 digital, 457 laplace transform: Z-transform: convolution propcrty, 390 dcfinition,3T6 inversion by series cxpansion. 394 invcnion integral. -1()2 invcrsion by partial-f raction expansion, 395 pairs, 230 properties of the unilateral Z-transform. prop€rties,246 383 [:place transforms and their Z-transform equivalens. 470 Z-transform: pairs,393 properlies, 392 Time average, 49-56 Time domain solution. 78 Time limited, 9 Transfer function, 135, 242, open-loop, 256 z 26 region of convergencc, 378-79 relation to Laplacc transform, 410 solution of dilfcrcncc equations, 386 lable of propertics. 392 table of transforms. 393 Zero-input componcnt. 2 Zero-order hold.357 Zero padding.2Sti, a/so srz Discrelc Fourier lransform Zero-state componcnt. 26zl