Lecture Slides for Signals and Systems

Edition 2020-05-ECE260

Michael D. Adams

Department of Electrical and Computer Engineering

University of Victoria
Victoria, British Columbia, Canada

To obtain the most recent version of these lecture slides or for additional information and resources
related to these slides (including errata and lecture videos), please visit:
http://www.ece.uvic.ca/~mdadams/sigsysbook

youtube.com/iamcanadian1867 github.com/mdadams @mdadams16

.NEXT
. . . . . . .SLIDE:
. . . . . . . .Course
. . . . . . . . .Introduction
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The author has taken care in the preparation of this document, but makes no expressed or implied warranty of any kind and assumes no
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Copyright c 2013, 2016, 2020 Michael D. Adams

This document is licensed under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported (CC BY-NC-ND 3.0) License. A copy
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Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 x

 Other Textbooks and Lecture Slides by the Author I

1 M. D. Adams, Lecture Slides for Programming in C++ (Version

2019-02-04), University of Victoria, Victoria, BC, Canada, Feb. 2019, xxii +
2516 slides, ISBN 978-1-55058-640-4 (print), ISBN 978-1-55058-641-1
(PDF). Available from Google Books, Google Play Books, University of
Victoria Bookstore, and author’s web site
http://www.ece.uvic.ca/~mdadams/cppbook.
2 M. D. Adams, Multiresolution Signal and Geometry Processing: Filter
Banks, Wavelets, and Subdivision (Version 2013-09-26), University of
Victoria, Victoria, BC, Canada, Sept. 2013, xxxviii + 538 pages, ISBN
978-1-55058-507-0 (print), ISBN 978-1-55058-508-7 (PDF). Available
from Google Books, Google Play Books, University of Victoria Bookstore,
and author’s web site
http://www.ece.uvic.ca/~mdadams/waveletbook.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 xi

 Other Textbooks and Lecture Slides by the Author II

3 M. D. Adams, Lecture Slides for Multiresolution Signal and Geometry

Processing (Version 2015-02-03), University of Victoria, Victoria, BC,
Canada, Feb. 2015, xi + 587 slides, ISBN 978-1-55058-535-3 (print),
ISBN 978-1-55058-536-0 (PDF). Available from Google Books, Google
Play Books, University of Victoria Bookstore, and author’s web site
http://www.ece.uvic.ca/~mdadams/waveletbook.
4 M. D. Adams, Continuous-Time Signals and Systems, Edition 2.0,
University of Victoria, Victoria, BC, Canada, Feb. 2020, xxx + 366 pages,
ISBN 978-1-55058-657-2 (print), ISBN 978-1-55058-658-9 (PDF).
Available from Google Books, Google Play Books, University of Victoria
Bookstore, and author’s web site
http://www.ece.uvic.ca/~mdadams/sigsysbook.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 xii
 Part 0

Preface

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 xiii
 About These Lecture Slides

 This document constitutes a detailed set of lecture slides on signals and

systems, covering both the continuous-time and discrete-time cases.
 These slides are organized in such a way as to facilitate the teaching of a
course that covers: only the continuous-time case, or only the
discrete-time case, or both the continuous-time and discrete-time cases.
 To teach a course on only the continuous-time case, these slides can be
used in conjunction with the following textbook:
2 M. D. Adams, Continuous-Time Signals and Systems, Edition 2.0,
University of Victoria, Victoria, BC, Canada, Feb. 2020. xxx + 366 pages.
ISBN 978-1-55058-657-2 (print), ISBN 978-1-55058-658-9 (PDF). Available
online from http://www.ece.uvic.ca/~mdadams/sigsysbook.
 The author is currently in the process of developing a new textbook that
covers both the continuous-time and discrete-time cases. These lecture
slides are also intended for use with this new textbook, when it becomes
available.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 xiv
 Typesetting Conventions

 In a definition, the term being defined is often typeset in a font like this.
 To emphasize particular words, the words are typeset in a font like this.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 xv

 Part 1

Introduction

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 1

 Signals

 A signal is a function of one or more variables that conveys information

about some (usually physical) phenomenon.
 For a function f , in the expression f (t1 ,t2 , . . . ,tn ), each of the {tk } is
called an independent variable, while the function value itself is referred
to as a dependent variable.
 Some examples of signals include:
2 a voltage or current in an electronic circuit
2 the position, velocity, or acceleration of an object
2 a force or torque in a mechanical system
2 a flow rate of a liquid or gas in a chemical process
2 a digital image, digital video, or digital audio
2 a stock market index

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 2

 Classification of Signals
 Number of independent variables (i.e., dimensionality):
2 A signal with one independent variable is said to be one dimensional (e.g.,

audio).
2 A signal with more than one independent variable is said to be
multi-dimensional (e.g., image).
 Continuous or discrete independent variables:
2 A signal with continuous independent variables is said to be continuous

time (CT) (e.g., voltage waveform).

2 A signal with discrete independent variables is said to be discrete time

(DT) (e.g., stock market index).

 Continuous or discrete dependent variable:
2 A signal with a continuous dependent variable is said to be continuous

valued (e.g., voltage waveform).

2 A signal with a discrete dependent variable is said to be discrete valued

(e.g., digital image).

 A continuous-valued CT signal is said to be analog (e.g., voltage
waveform).
 A discrete-valued DT signal is said to be digital (e.g., digital audio).
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 3
 Graphical Representation of Signals

x(t) x(n)

3 3

2 2

1 1

t n
−30 −20 −10 0 10 20 30 −3 −2 −1 0 1 2 3

Continuous-Time (CT) Signal Discrete-Time (DT) Signal

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 4

 Systems

 A system is an entity that processes one or more input signals in order to

produce one or more output signals.

x0 y0
x1 y1
x2 System y2
.. .. .. ..
. . . .
xM yN
|{z} |{z}
Input Signals Output Signals

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 5

 Classification of Systems

 Number of inputs:
2 A system with one input is said to be single input (SI).
2 A system with more than one input is said to be multiple input (MI).
 Number of outputs:
2 A system with one output is said to be single output (SO).
2 A system with more than one output is said to be multiple output (MO).

 Types of signals processed:

2 A system can be classified in terms of the types of signals that it processes.
2 Consequently, terms such as the following (which describe signals) can
also be used to describe systems:
2 one-dimensional and multi-dimensional,
2 continuous-time (CT) and discrete-time (DT), and
2 analog and digital.
2 For example, a continuous-time (CT) system processes CT signals and a
discrete-time (DT) system processes DT signals.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 6

 Signal Processing Systems

Discrete-Time Discrete-Time
Input Signal Signal Output
Continuous-Time Before After Continuous-Time
Signal Continuous-to- Processing Processing Discrete-to- Signal
Discrete-Time
Discrete-Time Continuous-Time
System
(C/D) Converter (D/C) Converter

Processing a Continuous-Time Signal With a Discrete-Time System

Continuous-Time Continuous-Time
Input Signal Signal Output
Discrete-Time Before After Discrete-Time
Signal Discrete-to- Processing Processing Continuous-to- Signal
Continuous-Time
Continuous-Time Discrete-Time
System
(D/C) Converter (C/D) Converter

Processing a Discrete-Time Signal With a Continuous-Time System

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 7

 Communication Systems

Estimate of
Message Transmitted Received Message
Signal Signal Signal Signal
Transmitter Channel Receiver

General Structure of a Communication System

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 8

 Control Systems

Reference
Input Error Output
+ Controller Plant
−

Sensor
Feedback
Signal

General Structure of a Feedback Control System

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 9

 Why Study Signals and Systems?

 Engineers build systems that process/manipulate signals.

 We need a formal mathematical framework for the study of such systems.
 Such a framework is necessary in order to ensure that a system will meet
the required specifications (e.g., performance and safety).
 If a system fails to meet the required specifications or fails to work
altogether, negative consequences usually ensue.
 When a system fails to operate as expected, the consequences can
sometimes be catastrophic.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 10

 System Failure Example: Tacoma Narrows Bridge

 The (original) Tacoma Narrows Bridge was a suspension bridge linking

Tacoma and Gig Harbor (WA, USA).
 This mile-long bridge, with a 2,800-foot main span, was the third largest
suspension bridge at the time of opening.
 Construction began in Nov. 1938 and took about 19 months to build at a
cost of $6,400,000.
 On July 1, 1940, the bridge opened to traffic.
 On Nov. 7, 1940 at approximately 11:00, the bridge collapsed during a
moderate (42 miles/hour) wind storm.
 The bridge was supposed to withstand winds of up to 120 miles/hour.
 The collapse was due to wind-induced vibrations and an unstable
mechanical system.
 Repair of the bridge was not possible.
 Fortunately, a dog trapped in an abandoned car was the only fatality.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 11

 System Failure Example: Tacoma Narrows Bridge (Continued)

Image of bridge collapse omitted for copyright reasons.

A video of the bridge collapse can be found at

https://youtu.be/j-zczJXSxnw.

.NEXT
. . . . . . .SLIDE:
Copyright .Complex
. . . . . . . . . . .Analysis
. . . .c. . .2013–2020 . . . . . . . . . D. Adams
Michael Signals and Systems Edition 2020-05-ECE260 12
 Part 2

Preliminaries

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 13

 Section 2.1

Functions, Sequences, System Operators, and Transforms

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 14

 Sets

 A rational number is a number of the form x/y, where x and y are

integers and y 6= 0 (i.e., a ratio of integers).
 For example, − 53 , 17 0
11 , and 0 = 1 are rational numbers, whereas π and e
are irrational numbers (i.e., not rational).
 The symbols employed to denote several commonly-used sets are as
follows:
Symbol Set
Z integers
R real numbers
C complex numbers
Q rational numbers

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 15

 Notation for Sets of Consecutive Integers
SKIP SLIDE

 For two integers a and b, we define the following notation for sets of
consecutive integers:

[a . . b] = {x ∈ Z : a ≤ x ≤ b},
[a . . b) = {x ∈ Z : a ≤ x < b},
(a . . b] = {x ∈ Z : a < x ≤ b}, and
(a . . b) = {x ∈ Z : a < x < b}.
 In this notation, a and b indicate the endpoints of the range for the set,
and the type of brackets used (i.e., parenthesis versus square bracket)
indicate whether each endpoint is included in the set.
 For example:
2 [0 . . 4] denotes the set of integers {0, 1, 2, 3, 4};
2 [0 . . 4) denotes the set of integers {0, 1, 2, 3}; and

2 [0 . . N − 1] and [0 . . N) both denote the set of integers {0, 1, 2, . . . , N − 1}.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 16

 Notation for Intervals on the Real Line
 For two real numbers a and b, we define the following notation for intervals
on the real line:

[a, b] = {x ∈ R : a ≤ x ≤ b},
(a, b) = {x ∈ R : a < x < b},
[a, b) = {x ∈ R : a ≤ x < b}, and
(a, b] = {x ∈ R : a < x ≤ b}.
 In this notation, a and b indicate the endpoints of the interval for the set,
and the type of brackets used (i.e., parenthesis versus square bracket)
indicate whether each endpoint is included in the set.
 For example:
2 [0, 100] denotes the set of all real numbers from 0 to 100, including both 0

and 100;
2 (−π, π] denotes the set of all real numbers from −π to π, excluding −π but

including π; and
2 [−π, π) denotes the set of all real numbers from −π to π, including −π but

excluding π.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 17
 Mappings

 A mapping is a relationship involving two sets that associates each

element in one set, called the domain, with an element from the other set,
called the codomain.
 The notation f : A → B denotes a mapping f whose domain is the set A
and whose codomain is the set B.
 Example:
Domain A Codomain B
f :A→B
1 0 A = {1, 2, 3, 4}
2 1 B = {0, 1, 2, 3}

3 2 0 x ∈ {1, 2}
f (x) = 1 x = 4
4 3 2 x = 3.

 Although many types of mappings exist, the types of most relevance to

our study of signals and systems are: functions, sequences, system
operators, and transforms.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 18
 Functions

 A function is a mapping where the domain is a set that is continuous in

nature, such as the real numbers or complex numbers.
 In practice, the codomain is typically either the real numbers or complex
numbers.
 Functions are also commonly referred to as continuous-time (CT)
signals.
 Example:
2 Let f : R → R such that f (t) = t 2 (i.e., f is the squaring function).
2 The function f maps each real number t to the real number f (t) = t 2 .
2 The domain and codomain are the real numbers.
2 Note that f is a function, whereas f (t) is a number (namely, the value of
the function f evaluated at t ).
 Herein, we will focus almost exclusively on functions of a single
independent variable (i.e., one-dimensional functions).

.Example
. . . . . . . . . .2.2
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 19
 Sequences
 A sequence is a mapping where the domain is a set that is discrete in
nature, such as the integers, or a subset thereof.
 In practice, the codomain is typically either the real numbers or complex
numbers.
 Sequences are also commonly referred to as discrete-time (DT) signals.
 Example:
2 Let f : Z+ → Z+ such that f (n) = n2 , where Z+ denotes the set of

(strictly) positive integers (i.e., f is the sequence of perfect squares).

2 The sequence f maps each (strictly) positive integer n to the (strictly)

positive integer f (n) = n2 .

2 The domain and codomain are Z+ (i.e., the positive integers).

2 Note that f is a sequence, whereas f (n) is a number (namely, the value of

the sequence f evaluated at n).

 As a matter of notation, the nth element of a sequence x is denoted as
either x(n) or xn .
 Herein, we will focus almost exclusively on sequences with a single
independent variable (i.e., one-dimensional sequences).
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 20
 Remarks on Notation for Functions and Sequences
SKIP SLIDE
 For a real-valued function f of a real variable and an arbitrary real
number t , the expression f denotes the function f itself and the
expression f (t) denotes the value of the function f evaluated at t .
 That is, f is a function and f (t) is a number.
 Unfortunately, the practice of using f (t) to denote the function f is quite
common, although strictly speaking this is an abuse of notation.
 In contexts where imprecise notation may lead to problems, one should be
careful to clearly distinguish between a function and its value.
 For the real-valued functions f and g of a real variable and an arbitrary
real number t :
2 The expression f + g denotes a function, namely, the function formed by

adding the functions f and g.

2 The expression f (t) + g(t) denotes a number, namely, the sum of: 1) the

value of the function f evaluated at t ; and 2) the value of the function g

evaluated at t .
 Similar comments as the ones made above for functions also hold in the
case of sequences.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 21
 Remarks on Notation for Functions and Sequences (Continued)
SKIP SLIDE

 To express that two functions f and g are equal, we can write either:
1 f = g; or
2 f (t) = g(t) for all t .
 Of the preceding two expressions, the first (i.e., f = g) is usually
preferable, as it is less verbose.
 For the functions f and g and an operation ◦ that is defined pointwise for
functions (such as addition, subtraction, multiplication, and division), the
following relationship holds:

( f ◦ g)(t) = f (t) ◦ g(t).

 Some operations ◦ involving functions (such as convolution, to be
discussed later) cannot be defined in a pointwise manner, in which case
( f ◦ g)(t) is a valid mathematical expression, while f (t) ◦ g(t) is not.
 Again, similar comments as the ones made above for functions also hold
in the case of sequences.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 22

 System Operators
 A system operator is a mapping used to represent a system.
 We will focus exclusively on the case of single-input single-output
systems.
 A (single-input single-output) system operator maps a function or
sequence representing the input of a system to a function or sequence
representing the output of the system.
 The domain and codomain of a system operator are sets of functions or
sequences, not sets of numbers.
 Example:
2 Let H : F → F such that Hx(t) = 2x(t) (for all t ∈ R) and F is the set of

functions mapping R to R.
2 The system H maps a function to a function.
2 In particular, the domain and codomain are each F , which is a set of

functions.
2 The system H multiplies its input function x by a factor of 2 in order to
produce its output function Hx.
2 Note that Hx is a function, not a number.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 23
 Remarks on Operator Notation for CT Systems
 For a system operator H and a function x, Hx is the function produced as
the output of the system H when the input is the function x.
 Brackets around the operand of an operator are often omitted when not
required for grouping.
 For example, for an operator H, a function x, and a real number t , we
would normally prefer to write:
1 Hx instead of the equivalent expression H(x); and

2 Hx(t) instead of the equivalent expression H(x)(t).

 Also, note that Hx is a function and Hx(t) is a number (namely, the

value of the function Hx evaluated at t ).
 In the expression H(x1 + x2 ), the brackets are needed for grouping, since
H(x1 + x2 ) 6≡ Hx1 + x2 (where “6≡” means “not equivalent”).
 When multiple operators are applied, they group from right to left.
 For example, for the operators H1 and H2 , and the function x, the
expression H2 H1 x means H2 [H1 (x)].

.Example
. . . . . . . . . .2.6
Copyright .Example
.c. . 2013–2020 . .2.7
. . . . . . . . Michael
... D. Adams Signals and Systems Edition 2020-05-ECE260 24
 Remarks on Operator Notation for DT Systems
SKIP SLIDE

 For a system operator H and a sequence x, Hx is the sequence

produced as the output of the system H when the input is the sequence x.
 Brackets around the operand of an operator are often omitted when not
required for grouping.
 For example, for an operator H, a sequence x, and an integer n, we would
normally prefer to write:
1 Hx instead of the equivalent expression H(x); and

2 Hx(n) instead of the equivalent expression H(x)(n).

 Also, note that Hx is a sequence and Hx(n) is a number (namely, the

value of the sequence Hx evaluated at n).
 In the expression H(x1 + x2 ), the brackets are needed for grouping, since
H(x1 + x2 ) 6≡ Hx1 + x2 (where “6≡” means “not equivalent”).
 When multiple operators are applied, they group from right to left.
 For example, for the operators H1 and H2 , and the sequence x, the
expression H2 H1 x means H2 [H1 (x)].

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 25

 Transforms

 Later, we will be introduced to several types of mappings known as

transforms.
 Transforms have a mathematical structure similar to system operators.
 That is, transforms map functions/sequences to functions/sequences.
 Due to this similar structure, many of the earlier comments about system
operators also apply to the case of transforms.
 For example, the Fourier transform (introduced later) is denoted as F and
the result of applying the Fourier transform operator to the
function/sequence x is denoted as Fx.
 Some examples of transforms of interest in the study of signals and
systems are listed on the next slide.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 26

 Examples of Transforms

Name Domain Codomain

CT Fourier Series T -periodic functions sequences
(with domain R) (with domain Z)
CT Fourier Transform functions functions
(with domain R) (with domain R)
Laplace Transform functions functions
(with domain R) (with domain C)
DT Fourier Series N -periodic sequences N -periodic sequences
(with domain Z) (with domain Z)
DT Fourier Transform sequences 2π-periodic functions
(with domain Z) (with domain R)
Z Transform sequences functions
(with domain Z) (with domain C)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 27

 Section 2.2

Properties of Signals

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 28

 Even Symmetry

 A function x is said to be even if it satisfies

x(t) = x(−t) for all t (where t is a real number).

 A sequence x is said to be even if it satisfies

x(n) = x(−n) for all n (where n is an integer).

 Geometrically, the graph of an even signal is symmetric with respect to
the vertical axis.
 Some examples of even signals are shown below.
x(t) x(n)

2 2

1 1

t n
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3
−1 −1

−2 −2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 29

 Odd Symmetry
 A function x is said to be odd if it satisfies

x(t) = −x(−t) for all t (where t is a real number).

 A sequence x is said to be odd if it satisfies

x(n) = −x(−n) for all n (where n is an integer).

 An odd signal x must be such that x(0) = 0.
 Geometrically, the graph of an odd signal is symmetric with respect to the
origin.
 Some examples of odd signals are shown below.
x(t) x(n)

2 2

1 1

t n
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3
−1 −1

−2 −2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 30

 Conjugate Symmetry

 A function x is said to be conjugate symmetric if it satisfies

x(t) = x∗ (−t) for all t (where t is a real number).

 A sequence x is said to be conjugate symmetric if it satisfies

x(n) = x∗ (−n) for all n (where n is an integer).

 The real part of a conjugate symmetric function or sequence is even.
 The imaginary part of a conjugate symmetric function or sequence is odd.
 An example of a conjugate symmetric function is a complex sinusoid
x(t) = cos ωt + j sin ωt , where ω is a real constant.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 31

 Periodicity

 A function x is said to be periodic with period T (or T -periodic) if, for

some strictly-positive real constant T , the following condition holds:

x(t) = x(t + T ) for all t (where t is a real number).

 A sequence x is said to be periodic with period N (or N-periodic) if, for
some strictly-positive integer constant N , the following condition holds:

x(n) = x(n + N) for all n (where n is an integer).

 Some examples of periodic signals are shown below.
x(t)
x(n)

4
... ... 3

t ··· 2 ···
−2T −T T 2T
1

n
−4 −3 −2 −1 0 1 2 3 4 5 6 7

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 32

 Periodicity (Continued 1)

 A function/sequence that is not periodic is said to be aperiodic.

 A T -periodic function x is said to have frequency T1 and angular
frequency 2πT .
 An N -periodic sequence x is said to have frequency N1 and angular
frequency 2πN.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 33

 Periodicity (Continued 2)

 The period of a periodic signal is not unique. That is, a signal that is
periodic with period T is also periodic with period kT , for every (strictly)
positive integer k.
x(t)
2T 2T

... ...
t
−2T −T T 2T

T T

 The smallest period with which a signal is periodic is called the

fundamental period and its corresponding frequency is called the
fundamental frequency.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 34

 Part 3

Continuous-Time (CT) Signals and Systems

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 35

 Section 3.1

Independent- and Dependent-Variable Transformations

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 36

 Time Shifting (Translation)

 Time shifting (also called translation) maps the input function x to the
output function y as given by

y(t) = x(t − b),

where b is a real number.

 Such a transformation shifts the function (to the left or right) along the time
axis.
 If b > 0, y is shifted to the right by |b|, relative to x (i.e., delayed in time).
 If b < 0, y is shifted to the left by |b|, relative to x (i.e., advanced in time).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 37

 Time Shifting (Translation): Example

x(t)

t
−3 −2 −1 0 1 2 3

x(t − 1) x(t + 1)

3 3

2 2

1 1

t t
−3 −2 −1 0 1 2 3 −3 −2 −1 0 1 2 3

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 38

 Time Reversal (Reflection)

 Time reversal (also known as reflection) maps the input function x to the
output function y as given by

y(t) = x(−t).
 Geometrically, the output function y is a reflection of the input function x
about the (vertical) line t = 0.
x(t) x(−t)

3 3

2 2

1 1

t t
−3 −2 −1 0 1 2 3 −3 −2 −1 0 1 2 3

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 39

 Time Compression/Expansion (Dilation)

 Time compression/expansion (also called dilation) maps the input

function x to the output function y as given by

y(t) = x(at),

where a is a strictly positive real number.

 Such a transformation is associated with a compression/expansion along
the time axis.
 If a > 1, y is compressed along the horizontal axis by a factor of a, relative
to x.
 If a < 1, y is expanded (i.e., stretched) along the horizontal axis by a factor
of 1a , relative to x.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 40

 Time Compression/Expansion (Dilation): Example

x(t)

t
−2 −1 0 1 2

x(2t) x(t/2)

1 1

t t
−2 −1 0 1 2 −2 −1 0 1 2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 41

 Time Scaling (Dilation/Reflection)

 Time scaling maps the input function x to the output function y as given by

y(t) = x(at),

where a is a nonzero real number.

 Such a transformation is associated with a dilation (i.e.,
compression/expansion along the time axis) and/or time reversal.
 If |a| > 1, the function is compressed along the time axis by a factor of |a|.
 If |a| < 1, the function is expanded (i.e., stretched) along the time axis by
a factor of 1a .
 If |a| = 1, the function is neither expanded nor compressed.
 If a < 0, the function is also time reversed.
 Dilation (i.e., expansion/compression) and time reversal commute.
 Time reversal is a special case of time scaling with a = −1; and time
compression/expansion is a special case of time scaling with a > 0.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 42

 Time Scaling (Dilation/Reflection): Example

x(t) x(2t)

1 1

t t
−2 −1 0 1 2 −2 −1 0 1 2

x(t/2) x(−t)

1 1

t t
−2 −1 0 1 2 −2 −1 0 1 2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 43

 Combined Time Scaling and Time Shifting
 Consider a transformation that maps the input function x to the output
function y as given by
y(t) = x(at − b),
where a and b are real numbers and a 6= 0.
 The above transformation can be shown to be the combination of a
time-scaling operation and time-shifting operation.
 Since time scaling and time shifting do not commute, we must be
particularly careful about the order in which these transformations are
applied.
 The above transformation has two distinct but equivalent interpretations:
1 first, time shifting x by b, and then time scaling the result by a;

2 first, time scaling x by a, and then time shifting the result by b/a.

 Note that the time shift is not by the same amount in both cases.
 In particular, note that when time scaling is applied first followed by time
shifting, the time shift is by b/a, not b.

.Exercise
. . . . . . . . . .3.3
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 44
 Combined Time Scaling and Time Shifting: Example
time shift by 1 and then time scale by 2

p(t) = x(t − 1) y(t) = p(2t)

1 1

− 12 1
Given x as shown −1 1 2 3
t
−2 −1
2
1 3 2
t
2
below, find −1 −1
y(t) = x(2t − 1).
x(t)
1

t time scale by 2 and then time shift by 12

−2 −1 1 2

−1 q(t) = x(2t) y(t) = q(t − 1/2)

1 1

− 12 1
t 2
3 t
−2 −1 1 2 −2 −1 1 2
2

−1 −1

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 45

 Two Perspectives on Independent-Variable Transformations

 A transformation of the independent variable can be viewed in terms of

1 the effect that the transformation has on the function; or

2 the effect that the transformation has on the horizontal axis.

 This distinction is important because such a transformation has opposite

effects on the function and horizontal axis.
 For example, the (time-shifting) transformation that replaces t by t − b
(where b is a real number) in x(t) can be viewed as a transformation that
1 shifts the function x right by b units; or

2 shifts the horizontal axis left by b units.

 In our treatment of independent-variable transformations, we are only

interested in the effect that a transformation has on the function.
 If one is not careful to consider that we are interested in the function
perspective (as opposed to the axis perspective), many aspects of
independent-variable transformations will not make sense.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 46

 Amplitude Scaling
 Amplitude scaling maps the input function x to the output function y as
given by
y(t) = ax(t),
where a is a real number.
 Geometrically, the output function y is expanded/compressed in amplitude
and/or reflected about the horizontal axis.
x(t) 2x(t)
2 2

1 1

t t
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3
−1 −1

−2 −2

1 x(t) −2x(t)
2
2 2

1 1

t t
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3
−1 −1

−2 −2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 47

 Amplitude Shifting

 Amplitude shifting maps the input function x to the output function y as

given by

y(t) = x(t) + b,

where b is a real number.

 Geometrically, amplitude shifting adds a vertical displacement to x.
x(t) x(t) − 2
2 2

1 1

t t
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3
−1 −1

−2 −2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 48

 Combined Amplitude Scaling and Amplitude Shifting

 We can also combine amplitude scaling and amplitude shifting

transformations.
 Consider a transformation that maps the input function x to the output
function y, as given by

y(t) = ax(t) + b,

where a and b are real numbers.

 Equivalently, the above transformation can be expressed as

y(t) = a x(t) + ba .
 

 The above transformation is equivalent to:

1 first amplitude scaling x by a, and then amplitude shifting the resulting

function by b; or
2 first amplitude shifting x by b/a, and then amplitude scaling the resulting

function by a.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 49

 Section 3.2

Properties of Functions

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 50

 Symmetry and Addition/Multiplication

 Sums involving even and odd functions have the following properties:
2 The sum of two even functions is even.
2 The sum of two odd functions is odd.
2 The sum of an even function and odd function is neither even nor odd,
provided that neither of the functions is identically zero.
 That is, the sum of functions with the same type of symmetry also has the
same type of symmetry.
 Products involving even and odd functions have the following properties:
2 The product of two even functions is even.
2 The product of two odd functions is even.
2 The product of an even function and an odd function is odd.
 That is, the product of functions with the same type of symmetry is even,
while the product of functions with opposite types of symmetry is odd.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 51

 Decomposition of a Function into Even and Odd Parts

 Every function x has a unique representation of the form

x(t) = xe (t) + xo (t),

where the functions xe and xo are even and odd, respectively.

 In particular, the functions xe and xo are given by

xe (t) = 12 [x(t) + x(−t)] and xo (t) = 12 [x(t) − x(−t)] .

 The functions xe and xo are called the even part and odd part of x,
respectively.
 For convenience, the even and odd parts of x are often denoted as
Even{x} and Odd{x}, respectively.

.Theorem
. . . . . . . . . . 3.1
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 52
 Sum of Periodic Functions

 Sum of periodic functions. For two periodic functions x1 and x2 with

fundamental periods T1 and T2 , respectively, and the sum y = x1 + x2 :
1 The sum y is periodic if and only if the ratio T /T is a rational number (i.e.,
1 2
the quotient of two integers).
2 If y is periodic, its fundamental period is rT1 (or equivalently, qT2 , since
rT1 = qT2 ), where T1 /T2 = q/r and q and r are integers and coprime (i.e.,
have no common factors). (Note that rT1 is simply the least common
multiple of T1 and T2 .)
 Although the above theorem only directly addresses the case of the sum
of two functions, the case of N functions (where N > 2) can be handled by
applying the theorem repeatedly N − 1 times.

.Example
. . . . . . . . . .3.2
Copyright .Example
.c. . 2013–2020 . .3.4
. . . . . . . . Michael
... D. Adams Signals and Systems Edition 2020-05-ECE260 53
 Right-Sided Functions
 A function x is said to be right sided if, for some (finite) real constant t0 ,
the following condition holds:
x(t) = 0 for all t < t0
(i.e., x is only potentially nonzero to the right of t0 ).
 An example of a right-sided function is shown below.
x(t)

···

t
t0

 A function x is said to be causal if

x(t) = 0 for all t < 0.
 A causal function is a special case of a right-sided function.
 A causal function is not to be confused with a causal system. In these two
contexts, the word “causal” has very different meanings.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 54
 Left-Sided Functions
 A function x is said to be left sided if, for some (finite) real constant t0 , the
following condition holds:
x(t) = 0 for all t > t0
(i.e., x is only potentially nonzero to the left of t0 ).
 An example of a left-sided function is shown below.
x(t)

···

t
t0

 Similarly, a function x is said to be anticausal if

x(t) = 0 for all t > 0.
 An anticausal function is a special case of a left-sided function.
 An anticausal function is not to be confused with an anticausal system. In
these two contexts, the word “anticausal” has very different meanings.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 55
 Finite-Duration and Two-Sided Functions
 A function that is both left sided and right sided is said to be finite
duration (or time limited).
 An example of a finite duration function is shown below.

x(t)

t
t0 t1

 A function that is neither left sided nor right sided is said to be two sided.
 An example of a two-sided function is shown below.

x(t)
···
···

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 56

 Bounded Functions

 A function x is said to be bounded if there exists some (finite) positive

real constant A such that

|x(t)| ≤ A for all t

(i.e., x(t) is finite for all t ).

 For example, the sine and cosine functions are bounded, since

|sint| ≤ 1 for all t and |cost| ≤ 1 for all t.

 In contrast, the tangent function and any nonconstant polynomial
function p (e.g., p(t) = t 2 ) are unbounded, since

lim |tant| = ∞ and lim |p(t)| = ∞.

t→π/2 |t|→∞

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 57

 Energy and Power of a Function

 The energy E contained in the function x is given by

Z ∞
E= |x(t)|2 dt.
−∞

 A signal with finite energy is said to be an energy signal.

 The average power P contained in the function x is given by
Z T /2
P= lim 1 |x(t)|2 dt.
T →∞ T −T /2

 A signal with (nonzero) finite average power is said to be a power signal.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 58

 Section 3.3

Elementary Functions

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 59

 Real Sinusoidal Functions
 A real sinusoidal function is a function of the form
x(t) = A cos(ωt + θ),
where A, ω, and θ are real constants.
2π
 Such a function is periodic with fundamental period T = |ω| and
fundamental frequency |ω|.
 A real sinusoid has a plot resembling that shown below.
A cos(ωt + θ)

A cos θ

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 60

 Complex Exponential Functions

 A complex exponential function is a function of the form

x(t) = Aeλt ,

where A and λ are complex constants.

 A complex exponential can exhibit one of a number of distinct modes of
behavior, depending on the values of its parameters A and λ.
 For example, as special cases, complex exponentials include real
exponentials and complex sinusoids.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 61

 Real Exponential Functions
 A real exponential function is a special case of a complex exponential
x(t) = Aeλt , where A and λ are restricted to be real numbers.
 A real exponential can exhibit one of three distinct modes of behavior,
depending on the value of λ, as illustrated below.
 If λ > 0, x(t) increases exponentially as t increases (i.e., a growing exponential).
 If λ < 0, x(t) decreases exponentially as t increases (i.e., a decaying exponential).
 If λ = 0, x(t) simply equals the constant A.
Aeλt Aeλt Aeλt

A A A

t t t

λ>0 λ=0 λ<0

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 62
 Complex Sinusoidal Functions

 A complex sinusoidal function is a special case of a complex exponential

x(t) = Aeλt , where A is complex and λ is purely imaginary (i.e.,
Re{λ} = 0).
 That is, a complex sinusoidal function is a function of the form

x(t) = Ae jωt ,

where A is complex and ω is real.

 By expressing A in polar form as A = |A| e jθ (where θ is real) and using
Euler’s relation, we can rewrite x(t) as

x(t) = |A| cos(ωt + θ) + j |A| sin(ωt + θ) .

| {z } | {z }
Re{x(t)} Im{x(t)}

 Thus, Re{x} and Im{x} are the same except for a time shift.
2π
 Also, x is periodic with fundamental period T = |ω| and fundamental
frequency |ω|.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 63
 Complex Sinusoidal Functions (Continued)

 The graphs of Re{x} and Im{x} have the forms shown below.

|A| cos(ωt + θ) |A| sin(ωt + θ)

|A| |A|

|A| cos θ

t t

|A| sin θ
− |A|
− |A|

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 64

 Plot of x(t) = e jωt for ω ∈ {2π, −2π}
2
Im
Re
−4 2
1 1.5
−3
−2 1
−1 0.5
ω = 2π
−0.5 1
−1 2
−1
−1.5 3 t
−2 4
−2

2
Im
Re
−4 2
1 1.5
−3
−2 1
−1 0.5
ω = −2π
−0.5 1
−1 2
−1
−1.5 3 t
−2 4
−2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 65

 General Complex Exponential Functions
 In the most general case of a complex exponential function x(t) = Aeλt , A
and λ are both complex.
 Letting A = |A| e jθ and λ = σ + jω (where θ, σ, and ω are real), and
using Euler’s relation, we can rewrite x(t) as

x(t) = |A| eσt cos(ωt + θ) + j |A| eσt sin(ωt + θ) .

| {z } | {z }
Re{x(t)} Im{x(t)}

 Thus, Re{x} and Im{x} are each the product of a real exponential and
real sinusoid.
 One of three distinct modes of behavior is exhibited by x(t), depending on
the value of σ.
 If σ = 0, Re{x} and Im{x} are real sinusoids.
 If σ > 0, Re{x} and Im{x} are each the product of a real sinusoid and a
growing real exponential.
 If σ < 0, Re{x} and Im{x} are each the product of a real sinusoid and a
decaying real exponential.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 66
 General Complex Exponential Functions (Continued)

 The three modes of behavior for Re{x} and Im{x} are illustrated below.

|A| eσt
|A| eσt
|A| eσt

t t t

σ>0 σ=0 σ<0

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 67

 Relationship Between Complex Exponentials and Real
SKIP SLIDE
Sinusoids

 From Euler’s relation, a complex sinusoid can be expressed as the sum of

two real sinusoids as

Ae jωt = A cos(ωt) + jA sin(ωt).

 Moreover, a real sinusoid can be expressed as the sum of two complex
sinusoids using the identities
A h j(ωt+θ) i
A cos(ωt + θ) = e + e− j(ωt+θ) and
2
A j(ωt+θ)
h i
A sin(ωt + θ) = e − e− j(ωt+θ) .
2j
 Note that, above, we are simply restating results from the (appendix)
material on complex analysis.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 68

 Unit-Step Function

 The unit-step function (also known as the Heaviside function), denoted

u, is defined as
(
1 t ≥0
u(t) =
0 otherwise.

 Due to the manner in which u is used in practice, the actual value of u(0)
is unimportant. Sometimes values of 0 and 21 are also used for u(0).
 A plot of this function is shown below.

u(t)

1 ···

··· −1 0 1
t

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 69

 Signum Function

 The signum function, denoted sgn, is defined as


1
 t >0
sgnt = 0 t =0

−1 t < 0.


 From its definition, one can see that the signum function simply computes
the sign of a number.
 A plot of this function is shown below.

sgnt

1 ···
t
−3 −2 −1 1 2 3

··· −1

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 70

 Rectangular Function
 The rectangular function (also called the unit-rectangular pulse
function), denoted rect, is given by
(
1 − 21 ≤ t < 12
rectt =
0 otherwise.
 Due to the manner in which the rect function is used in practice, the actual
value of rectt at t = ± 12 is unimportant. Sometimes different values are
used from those specified above.
 A plot of this function is shown below.

rectt
1

t
− 12 0 1
2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 71

 Triangular Function
SKIP SLIDE

 The triangular function (also called the unit-triangular pulse function),

denoted tri, is defined as
(
1 − 2 |t| |t| ≤ 12
trit =
0 otherwise.

 A plot of this function is shown below.

trit
1

t
− 12 0 1
2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 72

 Cardinal Sine Function

 The cardinal sine function, denoted sinc, is given by

sint
sinct = .
t
 By l’Hopital’s rule, sinc 0 = 1.
 A plot of this function for part of the real line is shown below.
[Note that the oscillations in sinct do not die out for finite t .]
1
0.8
0.6
0.4
0.2
0
−0.2
−0.4
−10π −5π 0 5π 10π

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 73

 Floor and Ceiling Functions
SKIP SLIDE

 The floor function, denoted b·c, is a function that maps a real number x
to the largest integer not more than x.
 In other words, the floor function rounds a real number to the nearest
integer in the direction of negative infinity.
 For example,
 1 1
− 2 = −1, 2 = 0, and b1c = 1.
 The ceiling function, denoted d·e, is a function that maps a real number x
to the smallest integer not less than x.
 In other words, the ceiling function rounds a real number to the nearest
integer in the direction of positive infinity.
 For example,
 1 1
− 2 = 0, 2 = 1, and d1e = 1.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 74

 Some Properties of the Floor and Ceiling Functions
SKIP SLIDE

 Several useful properties of the floor and ceiling functions include:

bx + nc = bxc + n for x ∈ R and n ∈ Z;

dx + ne = dxe + n for x ∈ R and n ∈ Z;
dxe = − b−xc for x ∈ R;
bxc = − d−xe for x ∈ R;
   
lmm m+n−1 m−1
= = + 1 for m, n ∈ Z and n > 0; and
n n n
   
jmk m−n+1 m+1
= = − 1 for m, n ∈ Z and n > 0.
n n n

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 75

 Unit-Impulse Function

 The unit-impulse function (also known as the Dirac delta function or

delta function), denoted δ, is defined by the following two properties:

δ(t) = 0 for t 6= 0 and

Z ∞
δ(t)dt = 1.
−∞

 Technically, δ is not a function in the ordinary sense. Rather, it is what is

known as a generalized function. Consequently, the δ function
sometimes behaves in unusual ways.
 Graphically, the delta function is represented as shown below.
δ(t) Kδ(t − t0 )
1 K

t t
0 0 t0

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 76

 Unit-Impulse Function as a Limit
 Define
(
1/ε |t| < ε/2
gε (t) =
0 otherwise.
 The function gε has a plot of the form shown below.
gε (t)
1
ε

t
− 2ε 0 ε
2

 Clearly, for any choice of ε, −∞ gε (t)dt = 1.

R∞

 The function δ can be obtained as the following limit:

δ(t) = lim gε (t).
ε→0
 That is, δ can be viewed as a limiting case of a rectangular pulse where
the pulse width becomes infinitesimally small and the pulse height
becomes infinitely large in such a way that the integral of the resulting
function remains unity.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 77
 Properties of the Unit-Impulse Function

 Equivalence property. For any continuous function x and any real

constant t0 ,

x(t)δ(t − t0 ) = x(t0 )δ(t − t0 ).

 Sifting property. For any continuous function x and any real constant t0 ,
Z ∞
x(t)δ(t − t0 )dt = x(t0 ).
−∞

.Example
. . . . . . . . . .3.8
Copyright .Example
.c. . 2013–2020 . .3.9
. . . . . . . . Michael
... .Example
D. . . . . . . . .3.10
. .Adams .NEXT
. . . . Signals . .SLIDE
. . . . .and . . .Systems
... Edition 2020-05-ECE260 78
 Graphical Interpretation of Equivalence Property

δ(t − t0 )
x(t)

1
x(t0 )
t
t t0
t0
Time-Shifted Unit-Impulse
Function x
Function
x(t)δ(t − t0 )

x(t0 )

t
t0

Product

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 79

 Representing a Rectangular Pulse (Using Unit-Step Functions)

 For real constants a and b where a ≤ b, consider a function x of the form

(
1 a≤t <b
x(t) =
0 otherwise

(i.e., x is a rectangular pulse of height one, with a rising edge at a and

falling edge at b).
 The function x can be equivalently written as

x(t) = u(t − a) − u(t − b)

(i.e., the difference of two time-shifted unit-step functions).

 Unlike the original expression for x, this latter expression for x does not
involve multiple cases.
 In effect, by using unit-step functions, we have collapsed a formula
involving multiple cases into a single expression.

.Example
. . . . . . . . . .3.11
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 80
 Representing Functions Using Unit-Step Functions

 The idea from the previous slide can be extended to handle any function
that is defined in a piecewise manner (i.e., via an expression involving
multiple cases).
 That is, by using unit-step functions, we can always collapse a formula
involving multiple cases into a single expression.
 Often, simplifying a formula in this way can be quite beneficial.

.Example
. . . . . . . . . .3.12
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 81
 Section 3.4

Continuous-Time (CT) Systems

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 82

 CT Systems
 A system with input x and output y can be described by the equation

y = Hx,

where H denotes an operator (i.e., transformation).

 Note that the operator H maps a function to a function (not a number to
a number).
 Alternatively, we can express the above relationship using the notation
H
x −→ y.
 If clear from the context, the operator H is often omitted, yielding the
abbreviated notation

x → y.
 Note that the symbols “→” and “=” have very different meanings.
 The symbol “→” should be read as “produces” (not as “equals”).
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 83
 Block Diagram Representations

 Often, a system defined by the operator H and having the input x and
output y is represented in the form of a block diagram as shown below.

Input Output
x System y
H

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 84

 Interconnection of Systems
 Two basic ways in which systems can be interconnected are shown below.
x y
H1 +
x y
H1 H2
H2
Series
Parallel
 A series (or cascade) connection ties the output of one system to the input
of the other.
 The overall series-connected system is described by the equation

y = H2 H1 x.
 A parallel connection ties the inputs of both systems together and sums
their outputs.
 The overall parallel-connected system is described by the equation

y = H1 x + H2 x.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 85
 Section 3.5

Properties of (CT) Systems

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 86

 Memory

 A system H is said to be memoryless if, for every real constant t0 , Hx(t0 )

does not depend on x(t) for some t 6= t0 .
 In other words, a memoryless system is such that the value of its output at
any given point in time can depend on the value of its input at only the
same point in time.
 A system that is not memoryless is said to have memory.
 Although simple, a memoryless system is not very flexible, since its
current output value cannot rely on past or future values of the input.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 87

 Memory (Continued)

If the system H is memoryless,

the output Hx at t0
can depend on the input x
only at t0 .

t
−∞ t0 ∞

Consider the calculation of the

output Hx at t0 .

.Example
. . . . . . . . . .3.15
Copyright .Example
.c. . .2013–2020 . . .3.16
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 88
 Causality

 A system H is said to be causal if, for every real constant t0 , Hx(t0 ) does
not depend on x(t) for some t > t0 .
 In other words, a causal system is such that the value of its output at any
given point in time can depend on the value of its input at only the same or
earlier points in time (i.e., not later points in time).
 If the independent variable t represents time, a system must be causal in
order to be physically realizable.
 Noncausal systems can sometimes be useful in practice, however, since
the independent variable need not always represent time (e.g., the
independent variable might represent position).
 A memoryless system is always causal, although the converse is not
necessarily true.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 89

 Causality (Continued)

If the system H is causal,

the output Hx at t0
can depend on the input x
only at points t ≤ t0 .

t ≤ t0
t
−∞ t0 ∞

Consider the calculation of the

output Hx at t0 .

.Example
. . . . . . . . . .3.19
Copyright .Example
.c. . .2013–2020 . . .3.20
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 90
 Invertibility
 The inverse of a system H (if it exists) is another system H−1 such that,
for every function x,
H−1 Hx = x
(i.e., the system formed by the cascade interconnection of H followed by
H−1 is a system whose input and output are equal).
 A system is said to be invertible if it has a corresponding inverse system
(i.e., its inverse exists).
 Equivalently, a system is invertible if its input can always be uniquely
determined from its output.
 An invertible system will always produce distinct outputs from any two
distinct inputs (i.e., x1 6= x2 ⇒ Hx1 6= Hx2 ).
 To show that a system is invertible, we simply find the inverse system.
 To show that a system is not invertible, we find two distinct inputs that
result in identical outputs (i.e., x1 6= x2 and Hx1 = Hx2 ).
 In practical terms, invertible systems are “nice” in the sense that their
effects can be undone.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 91
 Invertibility (Continued)

 A system H−1 being the inverse of H means that the following two
systems are equivalent (i.e., H−1 H is an identity):

x y x y
H H−1

System 1: y = H−1 Hx System 2: y = x

.Example
. . . . . . . . . .3.23
Copyright .Example
.c. . .2013–2020 . . .3.24
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 92
 Bounded-Input Bounded-Output (BIBO) Stability
 A system H is said to be bounded-input bounded-output (BIBO)
stable if, for every bounded function x, Hx is bounded (i.e., |x(t)| < ∞ for
all t implies that |Hx(t)| < ∞ for all t ).
 In other words, a BIBO stable system is such that it guarantees to always
produce a bounded output as long as its input is bounded.
 To show that a system is BIBO stable, we must show that every bounded
input leads to a bounded output.
 To show that a system is not BIBO stable, we only need to find a single
bounded input that leads to an unbounded output.
 In practical terms, a BIBO stable system is well behaved in the sense that,
as long as the system input is finite everywhere (in its domain), the output
will also be finite everywhere.
 Usually, a system that is not BIBO stable will have serious safety issues.
 For example, a portable music player with a battery input of 3.7 volts and
headset output of ∞ volts would result in one vaporized human (and likely
a big lawsuit as well).
.Example
. . . . . . . . . .3.27
Copyright .Example
.c. . .2013–2020 . . .3.28
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 93
 Time Invariance (TI)

 A system H is said to be time invariant (TI) (or shift invariant (SI)) if,
for every function x and every real constant t0 , the following condition
holds:
Hx(t − t0 ) = Hx0 (t) for all t, where x0 (t) = x(t − t0 )
(i.e., H commutes with time shifts).
 In other words, a system is time invariant if a time shift (i.e., advance or
delay) in the input always results only in an identical time shift in the
output.
 A system that is not time invariant is said to be time varying.
 In simple terms, a time invariant system is a system whose behavior does
not change with respect to time.
 Practically speaking, compared to time-varying systems, time-invariant
systems are much easier to design and analyze, since their behavior
does not change with respect to time.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 94

 Time Invariance (Continued)

 Let St0 denote an operator that applies a time shift of t0 to a function (i.e.,
St0 x(t) = x(t − t0 )).
 A system H is time invariant if and only if the following two systems are
equivalent (i.e., H commutes with St0 ):

x y
St0 H x y
H St0

 System 1: y =0 HSt0 x  System 2: y = St0 Hx

y(t) = Hx (t)
y(t) = Hx(t − t0 )
 
x0 (t) = St0 x(t) = x(t − t0 )

.Example
. . . . . . . . . .3.32
Copyright .Example
.c. . .2013–2020 . . .3.33
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 95
 Additivity, Homogeneity, and Linearity
 A system H is said to be additive if, for all functions x1 and x2 , the
following condition holds:
H(x1 + x2 ) = Hx1 + Hx2
(i.e., H commutes with addition).
 A system H is said to be homogeneous if, for every function x and every
complex constant a, the following condition holds:
H(ax) = aHx
(i.e., H commutes with scalar multiplication).
 A system that is both additive and homogeneous is said to be linear.
 In other words, a system H is linear, if for all functions x1 and x2 and all
complex constants a1 and a2 , the following condition holds:
H(a1 x1 + a2 x2 ) = a1 Hx1 + a2 Hx2
(i.e., H commutes with linear combinations).
 The linearity property is also referred to as the superposition property.
 Practically speaking, linear systems are much easier to design and
analyze than nonlinear systems.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 96
 Additivity, Homogeneity, and Linearity (Continued 1)

 The system H is additive if and only if the following two systems are
equivalent (i.e., H commutes with addition):

x1 y x1 y
+ H H +
x2 x2
H

System 1: y = H(x1 + x2 )
System 2: y = Hx1 + Hx2

 The system H is homogeneous if and only if the following two systems

are equivalent (i.e., H commutes with scalar multiplication):

x y x y
a H H a

System 1: y = H(ax) System 2: y = aHx

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 97

 Additivity, Homogeneity, and Linearity (Continued 2)

 The system H is linear if and only if the following two systems are
equivalent (i.e., H commutes with linear combinations):

x1 y x1 y
a1 + H H a1 +
x2 x2
a2 H a2

System 1: y = H(a1 x1 + a2 x2 ) System 2: y = a1 Hx1 + a2 Hx2

.Example
. . . . . . . . . .3.35
Copyright .Example
.c. . .2013–2020 . . .3.36
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 98
 Eigenfunctions of Systems

 A function x is said to be an eigenfunction of the system H with the

eigenvalue λ if
Hx = λx,
where λ is a complex constant.
 In other words, the system H acts as an ideal amplifier for each of its
eigenfunctions x, where the amplifier gain is given by the corresponding
eigenvalue λ.
 Different systems have different eigenfunctions.
 Many of the mathematical tools developed for the study of CT systems
have eigenfunctions as their basis.

.Example
. . . . . . . . . .3.41
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 99
 Part 4

Continuous-Time Linear Time-Invariant (LTI) Systems

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 100
 Why Linear Time-Invariant (LTI) Systems?

 In engineering, linear time-invariant (LTI) systems play a very important

role.
 Very powerful mathematical tools have been developed for analyzing LTI
systems.
 LTI systems are much easier to analyze than systems that are not LTI.
 In practice, systems that are not LTI can be well approximated using LTI
models.
 So, even when dealing with systems that are not LTI, LTI systems still play
an important role.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 101
 Section 4.1

Convolution

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 102
 CT Convolution

 The (CT) convolution of the functions x and h, denoted x ∗ h, is defined

as the function
Z ∞
x ∗ h(t) = x(τ)h(t − τ)dτ.
−∞

 The convolution result x ∗ h evaluated at the point t is simply a weighted

average of the function x, where the weighting is given by h time reversed
and shifted by t .
 Herein, the asterisk symbol (i.e., “∗”) will always be used to denote
convolution, not multiplication.
 As we shall see, convolution is used extensively in systems theory.
 In particular, convolution has a special significance in the context of LTI
systems.

.Example
. . . . . . . . . .X.4.1
Copyright .c. . .2013–2020
. Michael D. Adams Signals and Systems Edition 2020-05-ECE260 103
 Practical Convolution Computation

 To compute the convolution

Z ∞
x ∗ h(t) = x(τ)h(t − τ)dτ,
−∞

we proceed as follows:
1 Plot x(τ) and h(t − τ) as a function of τ.

2 Initially, consider an arbitrarily large negative value for t . This will result in
h(t − τ) being shifted very far to the left on the time axis.
3 Write the mathematical expression for x ∗ h(t).
4 Increase t gradually until the expression for x ∗ h(t) changes form. Record
the interval over which the expression for x ∗ h(t) was valid.
5 Repeat steps 3 and 4 until t is an arbitrarily large positive value. This
corresponds to h(t − τ) being shifted very far to the right on the time axis.
6 The results for the various intervals can be combined in order to obtain an
expression for x ∗ h(t) for all t .

.Example
. . . . . . . . . .4.1
Copyright .Exercise
.c. . 2013–2020 . .4.18(u)
. . . . . . . . Michael
. . . . . . . D. Adams Signals and Systems Edition 2020-05-ECE260 104
 Properties of Convolution

 The convolution operation is commutative. That is, for any two functions x
and h,

x ∗ h = h ∗ x.
 The convolution operation is associative. That is, for any functions x, h1 ,
and h2 ,

(x ∗ h1 ) ∗ h2 = x ∗ (h1 ∗ h2 ).
 The convolution operation is distributive with respect to addition. That is,
for any functions x, h1 , and h2 ,

x ∗ (h1 + h2 ) = x ∗ h1 + x ∗ h2 .

.Theorem
. . . . . . . . . . 4.1
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 105
 Representation of Functions Using Impulses

 For any function x,

Z ∞
x ∗ δ(t) = x(τ)δ(t − τ)dτ = x(t).
−∞

 Thus, any function x can be written in terms of an expression involving δ.

 Moreover, δ is the convolutional identity. That is, for any function x,

x ∗ δ = x.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 106
 Periodic Convolution
SKIP SLIDE

 The convolution of two periodic functions is usually not well defined.

 This motivates an alternative notion of convolution for periodic functions
known as periodic convolution.
 The periodic convolution of the T -periodic functions x and h, denoted
x ~ h, is defined as
Z
x ~ h(t) = x(τ)h(t − τ)dτ,
T

where T denotes integration over an interval of length T .

R

 The periodic convolution and (linear) convolution of the T -periodic

functions x and h are related as follows:
∞
x ~ h(t) = x0 ∗ h(t) where x(t) = ∑ x0 (t − kT )
k=−∞

(i.e., x0 (t) equals x(t) over a single period of x and is zero elsewhere).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 107
 Section 4.2

Convolution and LTI Systems

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 108
 Impulse Response
 The response h of a system H to the input δ is called the impulse
response of the system (i.e., h = Hδ).
 For any LTI system with input x, output y, and impulse response h, the
following relationship holds:

y = x ∗ h.
 In other words, a LTI system simply computes a convolution.
 Furthermore, a LTI system is completely characterized by its impulse
response.
 That is, if the impulse response of a LTI system is known, we can
determine the response of the system to any input.
 Since the impulse response of a LTI system is an extremely useful
quantity, we often want to determine this quantity in a practical setting.
 Unfortunately, in practice, the impulse response of a system cannot be
determined directly from the definition of the impulse response.

.Theorem
. . . . . . . . . . 4.5
Copyright .Example
.c. . 2013–2020 . .4.5
. . . . . . . .Michael
... D. Adams Signals and Systems Edition 2020-05-ECE260 109
 Step Response

 The response s of a system H to the input u is called the step response of

the system (i.e., s = Hu).
 The impulse response h and step response s of a LTI system are related
as
ds(t)
h(t) = .
dt
 Therefore, the impulse response of a system can be determined from its
step response by differentiation.
 The step response provides a practical means for determining the impulse
response of a system.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 110
 Block Diagram Representation of LTI Systems

 Often, it is convenient to represent a (CT) LTI system in block diagram

form.
 Since such systems are completely characterized by their impulse
response, we often label a system with its impulse response.
 That is, we represent a system with input x, output y, and impulse
response h, as shown below.

x y
h

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 111
 Interconnection of LTI Systems

 The series interconnection of the LTI systems with impulse responses h1

and h2 is the LTI system with impulse response h1 ∗ h2 . That is, we have
the equivalence shown below.

x y x y
h1 h2 ≡ h1 ∗ h2

 The parallel interconnection of the LTI systems with impulse responses

h1 and h2 is the LTI system with impulse response h1 + h2 . That is, we
have the equivalence shown below.

x y
h1 +

x y
≡ h1 + h2
h2

.Example
. . . . . . . . . .4.7
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 112
 Section 4.3

Properties of LTI Systems

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 113
 Memory
 A LTI system with impulse response h is memoryless if and only if

h(t) = 0 for all t 6= 0.

 That is, a LTI system is memoryless if and only if its impulse response h is
of the form

h(t) = Kδ(t),

where K is a complex constant.

 Consequently, every memoryless LTI system with input x and output y is
characterized by an equation of the form

y = x ∗ (Kδ) = Kx

(i.e., the system is an ideal amplifier).

 For a LTI system, the memoryless constraint is extremely restrictive (as
every memoryless LTI system is an ideal amplifier).

.Example
. . . . . . . . . .4.8
Copyright .Example
.c. . 2013–2020 . .4.9
. . . . . . . . Michael
... D. Adams Signals and Systems Edition 2020-05-ECE260 114
 Causality

 A LTI system with impulse response h is causal if and only if

h(t) = 0 for all t < 0

(i.e., h is a causal function).

 It is due to the above relationship that we call a function x, satisfying

x(t) = 0 for all t < 0,

a causal function.

.Example
. . . . . . . . . .4.10
Copyright .Example
.c. . .2013–2020 . . .4.11
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 115
 Invertibility

 The inverse of a LTI system, if such a system exists, is a LTI system.

 Let h and hinv denote the impulse responses of a LTI system and its (LTI)
inverse, respectively. Then,

h ∗ hinv = δ.
 Consequently, a LTI system with impulse response h is invertible if and
only if there exists a function hinv such that

h ∗ hinv = δ.
 Except in simple cases, the above condition is often quite difficult to test.

.Example
. . . . . . . . . .4.12
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 116
 BIBO Stability

 A LTI system with impulse response h is BIBO stable if and only if

Z ∞
|h(t)| dt < ∞
−∞

(i.e., h is absolutely integrable).

.Example
. . . . . . . . . .4.14
Copyright .Example
.c. . .2013–2020 . . .4.15
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 117
 Eigenfunctions of LTI Systems
 As it turns out, every complex exponential is an eigenfunction of all LTI
systems.
 For a LTI system H with impulse response h,

H{est }(t) = H(s)est ,

where s is a complex constant and

Z ∞
H(s) = h(t)e−st dt.
−∞

 That is, est is an eigenfunction of a LTI system and H(s) is the

corresponding eigenvalue.
 We refer to H as the system function (or transfer function) of the
system H.
 From above, we can see that the response of a LTI system to a complex
exponential is the same complex exponential multiplied by the complex
factor H(s).
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 118
 Representations of Functions Using Eigenfunctions
 Consider a LTI system with input x, output y, and system function H .
 Suppose that the input x can be expressed as the linear combination of
complex exponentials
x(t) = ∑ ak esk t ,
k
where the ak and sk are complex constants.
 Using the fact that complex exponentials are eigenfunctions of LTI
systems, we can conclude

y(t) = ∑ ak H(sk )esk t .

k

 Thus, if an input to a LTI system can be expressed as a linear combination

of complex exponentials, the output can also be expressed as a linear
combination of the same complex exponentials.
 The above formula can be used to determine the output of a LTI system
from its input in a way that does not require convolution.

.Corollary
. . . . . . . . . . .of
Copyright
Theorem
. . . . . . . . . . 4.12
c. . .2013–2020 ... .Example
. . Michael. .D. . . . . .4.16
. . .Adams .... Signals and Systems Edition 2020-05-ECE260 119
 Part 5

Continuous-Time Fourier Series (CTFS)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 120
 Introduction

 The (CT) Fourier series is a representation for periodic functions.

 With a Fourier series, a function is represented as a linear combination
of complex sinusoids.
 The use of complex sinusoids is desirable due to their numerous attractive
properties.
 For example, complex sinusoids are continuous and differentiable. They
are also easy to integrate and differentiate.
 Perhaps, most importantly, complex sinusoids are eigenfunctions of LTI
systems.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 121
 Section 5.1

Fourier Series

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 122
 Harmonically-Related Complex Sinusoids

 A set of complex sinusoids is said to be harmonically related if there

exists some constant ω0 such that the fundamental frequency of each
complex sinusoid is an integer multiple of ω0 .
 Consider the set of harmonically-related complex sinusoids given by

φk (t) = e jkω0t for all integer k.

 The fundamental frequency of the kth complex sinusoid φk is kω0 , an
integer multiple of ω0 .
 Since the fundamental frequency of each of the harmonically-related
complex sinusoids is an integer multiple of ω0 , a linear combination of
these complex sinusoids must be periodic.
 More specifically, a linear combination of these complex sinusoids is
2π
periodic with period T = ω .
0

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 123
 CT Fourier Series
 A periodic (complex-valued) function x with fundamental period T and
fundamental frequency ω0 = 2π T can be represented as a linear
combination of harmonically-related complex sinusoids as
∞
x(t) = ∑ ck e jkω0t .
k=−∞

 Such a representation is known as (the complex exponential form of) a

(CT) Fourier series, and the ck are called Fourier series coefficients.
 The above formula for x is often referred to as the Fourier series
synthesis equation.
 The terms in the summation for k = K and k = −K are called the K th
harmonic components, and have the fundamental frequency Kω0 .
 To denote that a function x has the Fourier series coefficient sequence ck ,
we write
CTFS
x(t) ←→ ck .

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 124
 CT Fourier Series (Continued)

 The periodic function x with fundamental period T and fundamental

frequency ω0 = 2πT has the Fourier series coefficients ck given by

1
Z
ck = x(t)e− jkω0t dt,
T T

where T denotes integration over an arbitrary interval of length T (i.e.,

R

one period of x).

 The above equation for ck is often referred to as the Fourier series
analysis equation.

.Example
. . . . . . . . . .5.1
Copyright .Example
.c. . 2013–2020 . .5.3
. . . . . . . . Michael
... D. Adams Signals and Systems Edition 2020-05-ECE260 125
 Section 5.2

Convergence Properties of Fourier Series

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 126
 Remarks on Equality of Functions
 The equality of functions can be defined in more than one way.
 Two functions x and y are said to be equal in the pointwise sense if
x(t) = y(t) for all t (i.e., x and y are equal at every point).
 Two functions x and y are said to be equal in the mean-squared error
(MSE) sense if |x(t) − y(t)|2 dt = 0 (i.e., the energy in x − y is zero).
R

 Pointwise equality is a stronger condition than MSE equality (i.e.,

pointwise equality implies MSE equality but the converse is not true).
 Consider the functions
x1 (t) = 1 for all t, x2 (t) = 1 for all t, and
(
2 t =0
x3 (t) =
1 otherwise.
 The functions x1 and x2 are equal in both the pointwise sense and MSE
sense.
 The functions x1 and x3 are equal in the MSE sense, but not in the
pointwise sense.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260
 Convergence of Fourier Series

 Since a Fourier series can have an infinite number of (nonzero) terms,

and an infinite sum may or may not converge, we need to consider the
issue of convergence.
 That is, when we claim that a periodic function x is equal to the Fourier
series ∑∞k=−∞ ck e
jkω0 t , is this claim actually correct?

 Consider a periodic function x that we wish to represent with the Fourier

series
∞
∑ ck e jkω0t .
k=−∞
 Let xN denote the Fourier series truncated after the N th harmonic
components as given by
N
xN (t) = ∑ ck e jkω0t .
k=−N
 Here, we are interested in whether limN→∞ xN is equal (in some sense)
to x.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 127
 Convergence of Fourier Series (Continued)

 Again, let xN denote the Fourier series for the periodic function x truncated
after the N th harmonic components as given by
N
xN (t) = ∑ ck e jkω0t .
k=−N
 If limN→∞ xN (t) = x(t) for all t (i.e., limN→∞ xN is equal to x in the
pointwise sense), the Fourier series is said to converge pointwise to x.
 If convergence is pointwise and the rate of convergence is the same
everywhere, the convergence is said to be uniform.
 If limN→∞ 1 2
T T |xN (t) − x(t)| dt = 0 (i.e., limN→∞ xN is equal to x in the
R

MSE sense), the Fourier series is said to converge to x in the MSE sense.
 Pointwise convergence is a stronger condition than MSE convergence
(i.e., pointwise convergence implies MSE convergence, but the converse
is not true).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 128
 Convergence of Fourier Series: Continuous Case

 If a periodic function x is continuous and its Fourier series coefficients ck

are absolutely summable (i.e., ∑∞ k=−∞ |ck | < ∞), then the Fourier series
representation of x converges uniformly (i.e., pointwise at the same rate
everywhere).
 Since, in practice, we often encounter functions with discontinuities (e.g.,
a square wave), the above result is of somewhat limited value.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 129
 Convergence of Fourier Series: Finite-Energy Case

 If a periodic function x has finite energy in a single period (i.e.,

2
T |x(t)| dt < ∞), the Fourier series converges in the MSE sense.
R

 Since, in situations of practice interest, the finite-energy condition in the

above theorem is typically satisfied, the theorem is usually applicable.
 It is important to note, however, that MSE convergence (i.e., E = 0) does
not necessarily imply pointwise convergence (i.e., x̃(t) = x(t) for all t ).
 Thus, the above convergence theorem does not provide much useful
information regarding the value of x̃(t) for specific values of t .
 Consequently, the above theorem is typically most useful for simply
determining if the Fourier series converges.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 130
 Dirichlet Conditions
 The Dirichlet conditions for the periodic function x are as follows:
1 over a single period, x is absolutely integrable (i.e.,
T |x(t)| dt < ∞);
R

2 over a single period, x has a finite number of maxima and minima (i.e., x is

of bounded variation); and

3 over any finite interval, x has a finite number of discontinuities, each of

which is finite.
 Examples of functions violating the Dirichlet conditions are shown below.
x(t)
x(t)

1/t
t
1 2

··· ··· ··· ···

sin(2π/t)
t
0 1

x(t)

··· ···
1
2

1
4
··· ···
t
−1 0 1

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 131
 Convergence of Fourier Series: Dirichlet Case

 If a periodic function x satisfies the Dirichlet conditions, then:

1 the Fourier series converges pointwise everywhere to x, except at the

points of discontinuity of x; and

2 at each point t of discontinuity of x, the Fourier series x̃ converges to
a

x̃(ta ) = 12 x(ta− ) + x(ta+ ) ,

 

where x(ta− ) and x(ta+ ) denote the values of the function x on the left- and
right-hand sides of the discontinuity, respectively.
 Since most functions tend to satisfy the Dirichlet conditions and the above
convergence result specifies the value of the Fourier series at every point,
this result is often very useful in practice.

.Example
. . . . . . . . . .5.6
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 132
 Gibbs Phenomenon

 In practice, we frequently encounter functions with discontinuities.

 When a function x has discontinuities, the Fourier series representation of
x does not converge uniformly (i.e., at the same rate everywhere).
 The rate of convergence is much slower at points in the vicinity of a
discontinuity.
 Furthermore, in the vicinity of a discontinuity, the truncated Fourier series
xN exhibits ripples, where the peak amplitude of the ripples does not seem
to decrease with increasing N .
 As it turns out, as N increases, the ripples get compressed towards
discontinuity, but, for any finite N , the peak amplitude of the ripples
remains approximately constant.
 This behavior is known as Gibbs phenomenon.
 The above behavior is one of the weaknesses of Fourier series (i.e.,
Fourier series converge very slowly near discontinuities).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 133
 Gibbs Phenomenon: Periodic Square Wave Example
1.5 1.5

1 1

0.5 0.5

0 0
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1

-0.5 -0.5

-1 -1

-1.5 -1.5

Fourier series truncated after the Fourier series truncated after the
3rd harmonic components 7th harmonic components
1.5 1.5

1 1

0.5 0.5

0 0
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1

-0.5 -0.5

-1 -1

-1.5 -1.5

Fourier series truncated after the Fourier series truncated after the
11th harmonic components 101st harmonic components
.Annotated
. . . . . . . . . . .c.example
Copyright . .2013–2020
....... Michael D. Adams Signals and Systems Edition 2020-05-ECE260 134
 Section 5.3

Properties of Fourier Series

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 135
 Properties of (CT) Fourier Series
CTFS CTFS
x(t) ←→ ak and y(t) ←→ bk

Property Time Domain Fourier Domain

Linearity αx(t) + βy(t) αak + βbk
Translation x(t − t0 ) e− jk(2π/T )t0 ak
Modulation e jM(2π/T )t x(t) ak−M
Reflection x(−t) a−k
Conjugation x∗ (t) a∗−k
Periodic Convolution x ~ y(t) Tak bk
Multiplication x(t)y(t) ∑∞n=−∞ an bk−n

Property
Parseval’s Relation 1R
T T |x(t)|2 dt = ∑∞
k=−∞ |ak |
2

Even Symmetry x is even ⇔ a is even

Odd Symmetry x is odd ⇔ a is odd
Real / Conjugate Symmetry x is real ⇔ a is conjugate symmetric

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 136
 Linearity

CTFS
 Let x and y be two periodic functions with the same period. If x(t) ←→ ak
CTFS
and y(t) ←→ bk , then
CTFS
αx(t) + βy(t) ←→ αak + βbk ,

where α and β are complex constants.

 That is, a linear combination of functions produces the same linear
combination of their Fourier series coefficients.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 137
 Time Shifting (Translation)
SKIP SLIDE

 Let x denote a periodic function with period T and the corresponding

CTFS
frequency ω0 = 2π/T . If x(t) ←→ ck , then
CTFS
x(t − t0 ) ←→ e− jkω0t0 ck = e− jk(2π/T )t0 ck ,

where t0 is a real constant.

 In other words, time shifting a periodic function changes the argument (but
not magnitude) of its Fourier series coefficients.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 138
 Frequency Shifting (Modulation)
SKIP SLIDE

 Let x denote a periodic function with period T and the corresponding

CTFS
frequency ω0 = 2π/T . If x(t) ←→ ck , then
CTFS
e jM(2π/T )t x(t) = e jMω0t x(t) ←→ ck−M ,

where M is an integer constant.

 In other words, multiplying a periodic function by e jMω0 t shifts the
Fourier-series coefficient sequence.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 139
 Time Reversal (Reflection)
SKIP SLIDE

 Let x denote a periodic function with period T and the corresponding

CTFS
frequency ω0 = 2π/T . If x(t) ←→ ck , then
CTFS
x(−t) ←→ c−k .
 That is, time reversal of a function results in a time reversal of its Fourier
series coefficients.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 140
 Conjugation
SKIP SLIDE

 For a T -periodic function x with Fourier series coefficient sequence c, the

following property holds:
CTFS
x∗ (t) ←→ c∗−k
 In other words, conjugating a function has the effect of time reversing and
conjugating the Fourier series coefficient sequence.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 141
 Periodic Convolution
SKIP SLIDE

 Let x and y be two periodic functions with the same period T . If

CTFS CTFS
x(t) ←→ ak and y(t) ←→ bk , then

x ~ y(t) ←→ Tak bk .
CTFS

 In other words, periodic convolution of two functions corresponds to the

multiplication (up to a scale factor) of their Fourier-series coefficient
sequences.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 142
 Multiplication
SKIP SLIDE

CTFS
 Let x and y be two periodic functions with the same period. If x(t) ←→ ak
CTFS
and y(t) ←→ bk , then
∞
CTFS
x(t)y(t) ←→ ∑ an bk−n
n=−∞

 As we shall see later, the above summation is the DT convolution of a

and b.
 In other words, the multiplication of two periodic functions corresponds to
the DT convolution of their corresponding Fourier-series coefficient
sequences.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 143
 Parseval’s Relation
SKIP SLIDE

 A function x and its Fourier series coefficient sequence a satisfy the

following relationship:
Z ∞
1
T |x(t)|2 dt = ∑ |ak |2 .
T k=−∞

 The above relationship is simply stating that the amount of energy in x

2
(i.e., T1 T |x(t)| dt ) and the amount of energy in the Fourier series
R
2
coefficient sequence a (i.e., ∑∞
k=−∞ |ak | ) are equal.
 In other words, the transformation between a function and its Fourier
series coefficient sequence preserves energy.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 144
 Even and Odd Symmetry

 For a periodic function x with Fourier series coefficient sequence c, the

following properties hold:

x is even ⇔ c is even; and

x is odd ⇔ c is odd.
 In other words, the even/odd symmetry properties of x and c always
match.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 145
 Real Functions

 A function x is real if and only if its Fourier series coefficient sequence c

satisfies

ck = c∗−k for all k

(i.e., c is conjugate symmetric).

 Thus, for a real-valued function, the negative-indexed Fourier series
coefficients are redundant, as they are completely determined by the
nonnegative-indexed coefficients.
 From properties of complex numbers, one can show that ck = c∗−k is
equivalent to

|ck | = |c−k | and arg ck = − arg c−k

(i.e., |ck | is even and arg ck is odd).

 Note that x being real does not necessarily imply that c is real.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 146
 Trigonometric Forms of a Fourier Series

 Consider the periodic function x with the Fourier series coefficients ck .

 If x is real, then its Fourier series can be rewritten in two other forms,
known as the combined trigonometric and trigonometric forms.
 The combined trigonometric form of a Fourier series has the
appearance
∞
x(t) = c0 + 2 ∑ |ck | cos(kω0t + θk ),
k=1

where θk = arg ck .
 The trigonometric form of a Fourier series has the appearance
∞
x(t) = c0 + ∑ [αk cos(kω0t) + βk sin(kω0t)] ,
k=1

where αk = 2 Re ck and βk = −2 Im ck .
 Note that the trigonometric forms contain only real quantities.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 147
 Other Properties of Fourier Series

 For a T -periodic function x with Fourier-series coefficient sequence c, the

following properties hold:
1 c is the average value of x over a single period T ;
0
2 x is real and even ⇔ c is real and even; and

3 x is real and odd ⇔ c is purely imaginary and odd.

.Zeroth
. . . . . . . .Coefficient
Copyright . . .c. . .2013–2020
...... Michael D. Adams Signals and Systems Edition 2020-05-ECE260 148
 Section 5.4

Fourier Series and Frequency Spectra

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 149
 A New Perspective on Functions: The Frequency Domain

 The Fourier series provides us with an entirely new way to view functions.
 Instead of viewing a function as having information distributed with respect
to time (i.e., a function whose domain is time), we view a function as
having information distributed with respect to frequency (i.e., a function
whose domain is frequency).
 This so called frequency-domain perspective is of fundamental
importance in engineering.
 Many engineering problems can be solved much more easily using the
frequency domain than the time domain.
 The Fourier series coefficients of a function x provide a means to quantify
how much information x has at different frequencies.
 The distribution of information in a function over different frequencies is
referred to as the frequency spectrum of the function.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 150
 Motivating Example
 Consider the real 1-periodic function x having the Fourier series
representation

x(t) = − 10j e− j14πt − 10

2 j − j10πt
e 4 j − j6πt
− 10 e − 13 j − j2πt
10 e
+ 13 j j2πt
10 e
4 j j6πt
+ 10 e 2 j j10πt
+ 10 e + 10j e j14πt .
 A plot of x is shown below.
x(t)
1
1
2

t
−1 − 12 1 1
2
− 12
−1

 The terms that make the most dominant contribution to the overall sum
are the ones with the largest magnitude coefficients.
 To illustrate this, we consider the problem of determining the best
approximation of x that keeps only 4 of the 8 terms in the Fourier series.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 151
 Motivating Example (Continued)
approximation
1 x(t)
1
2

t
−1 − 12 1 1
2
− 12
−1

Approximation using the 4 terms with the

largest magnitude coefficients

approximation
1 x(t)
1
2

t
−1 − 12 1 1
2
− 12
−1

Approximation using the 4 terms with the

smallest magnitude nonzero coefficients

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 152
 Fourier Series and Frequency Spectra

 To gain further insight into the role played by the Fourier series coefficients
ck in the context of the frequency spectrum of the function x, it is helpful to
write the Fourier series with the ck expressed in polar form as follows:
∞ ∞
x(t) = ∑ ck e jkω0t = ∑ |ck | e j(kω0t+arg ck ) .
k=−∞ k=−∞

 Clearly, the kth term in the summation corresponds to a complex sinusoid

with fundamental frequency kω0 that has been amplitude scaled by a
factor of |ck | and time shifted by an amount that depends on arg ck .
 For a given k, the larger |ck | is, the larger is the amplitude of its
corresponding complex sinusoid e jkω0 t , and therefore the larger the
contribution the kth term (which is associated with frequency kω0 ) will
make to the overall summation.
 In this way, we can use |ck | as a measure of how much information a
function x has at the frequency kω0 .

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 153
 Fourier Series and Frequency Spectra (Continued)

 The Fourier series coefficients ck are referred to as the frequency

spectrum of x.
 The magnitudes |ck | of the Fourier series coefficients are referred to as
the magnitude spectrum of x.
 The arguments arg ck of the Fourier series coefficients are referred to as
the phase spectrum of x.
 Normally, the spectrum of a function is plotted against frequency kω0
instead of k.
 Since the Fourier series only has frequency components at integer
multiples of the fundamental frequency, the frequency spectrum is
discrete in the independent variable (i.e., frequency).
 Due to the general appearance of frequency-spectrum plot (i.e., a number
of vertical lines at various frequencies), we refer to such spectra as line
spectra.

.Example
. . . . . . . . . .5.7
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 154
 Frequency Spectra of Real Functions
 Recall that, for a real function x, the Fourier series coefficient sequence c
satisfies

ck = c∗−k

(i.e., c is conjugate symmetric), which is equivalent to

|ck | = |c−k | and arg ck = − arg c−k .

 Since |ck | = |c−k |, the magnitude spectrum of a real function is always
even.
 Similarly, since arg ck = − arg c−k , the phase spectrum of a real function is
always odd.
 Due to the symmetry in the frequency spectra of real functions, we
typically ignore negative frequencies when dealing with such functions.
 In the case of functions that are complex but not real, frequency spectra
do not possess the above symmetry, and negative frequencies become
important.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 155
 Section 5.5

Fourier Series and LTI Systems

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 156
 Frequency Response

 Recall that a LTI system H with impulse response h is such that

H{est }(t) = HL (s)est , where HL (s) = −∞ h(t)e−st dt . (That is, complex
R∞

exponentials are eigenfunctions of LTI systems.)

 Since a complex sinusoid is a special case of a complex exponential, we
can reuse the above result for the special case of complex sinusoids.
 For a LTI system H with impulse response h,

H{e jωt }(t) = H(ω)e jωt ,

where ω is a real constant and

Z ∞
H(ω) = h(t)e− jωt dt.
−∞

 That is, e jωt is an eigenfunction of a LTI system and H(ω) is the

corresponding eigenvalue.
 We refer to H as the frequency response of the system H.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 157
 Fourier Series and LTI Systems

 Consider a LTI system with input x, output y, and frequency response H .

 Suppose that the T -periodic input x is expressed as the Fourier series
∞
x(t) = ∑ ck e jkω0t , where ω0 = 2π
T .
k=−∞

 Using our knowledge about the eigenfunctions of LTI systems, we can

conclude
∞
y(t) = ∑ ck H(kω0 )e jkω0t .
k=−∞

 Thus, if the input x to a LTI system is a Fourier series, the output y is also
CTFS CTFS
a Fourier series. More specifically, if x(t) ←→ ck then y(t) ←→ H(kω0 )ck .
 The above formula can be used to determine the output of a LTI system
from its input in a way that does not require convolution.

.Example
. . . . . . . . . .5.9
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 158
 Filtering

 In many applications, we want to modify the spectrum of a function by

either amplifying or attenuating certain frequency components.
 This process of modifying the frequency spectrum of a function is called
filtering.
 A system that performs a filtering operation is called a filter.
 Many types of filters exist.
 Frequency selective filters pass some frequencies with little or no
distortion, while significantly attenuating other frequencies.
 Several basic types of frequency-selective filters include: lowpass,
highpass, and bandpass.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 159
 Ideal Lowpass Filter
 An ideal lowpass filter eliminates all frequency components with a
frequency whose magnitude is greater than some cutoff frequency, while
leaving the remaining frequency components unaffected.
 Such a filter has a frequency response of the form
(
1 |ω| ≤ ωc
H(ω) =
0 otherwise,
where ωc is the cutoff frequency.
 A plot of this frequency response is given below.
H(ω)

ω
−ωc ωc

Stopband Passband Stopband

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 160
 Ideal Highpass Filter
 An ideal highpass filter eliminates all frequency components with a
frequency whose magnitude is less than some cutoff frequency, while
leaving the remaining frequency components unaffected.
 Such a filter has a frequency response of the form
(
1 |ω| ≥ ωc
H(ω) =
0 otherwise,
where ωc is the cutoff frequency.
 A plot of this frequency response is given below.
H(ω)

1
··· ···

ω
−ωc ωc

Passband Stopband Passband

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 161
 Ideal Bandpass Filter
 An ideal bandpass filter eliminates all frequency components with a
frequency whose magnitude does not lie in a particular range, while
leaving the remaining frequency components unaffected.
 Such a filter has a frequency response of the form
(
1 ωc1 ≤ |ω| ≤ ωc2
H(ω) =
0 otherwise,

where the limits of the passband are ωc1 and ωc2 .

 A plot of this frequency response is given below.
H(ω)

ω
−ωc2 −ωc1 ωc1 ωc2

Stopband Passband Stopband Passband Stopband

.Example
. . . . . . . . . .5.10
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 162
 Part 6

Continuous-Time Fourier Transform (CTFT)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 163
 Motivation for the Fourier Transform

 The (CT) Fourier series provide an extremely useful representation for

periodic functions.
 Often, however, we need to deal with functions that are not periodic.
 A more general tool than the Fourier series is needed in this case.
 The (CT) Fourier transform can be used to represent both periodic and
aperiodic functions.
 Since the Fourier transform is essentially derived from Fourier series
through a limiting process, the Fourier transform has many similarities with
Fourier series.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 164
 Section 6.1

Fourier Transform

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 165
 Development of the Fourier Transform [Aperiodic Case]

 The Fourier series is an extremely useful function representation.

 Unfortunately, this function representation can only be used for periodic
functions, since a Fourier series is inherently periodic.
 Many functions are not periodic, however.
 Rather than abandoning Fourier series, one might wonder if we can
somehow use Fourier series to develop a representation that can be
applied to aperiodic functions.
 By viewing an aperiodic function as the limiting case of a periodic function
with period T where T → ∞, we can use the Fourier series to develop a
function representation that can be used for aperiodic functions, known as
the Fourier transform.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 166
 Development of the Fourier Transform [Aperiodic Case] (Continued)

 Recall that the Fourier series representation of a T -periodic function x is

given by
T /2
∞  Z 
− jk(2π/T )t
x(t) = ∑ 1
T x(t)e dt e jk(2π/T )t .
k=−∞ | −T /2
{z }
ck

 In the above representation, if we take the limit as T → ∞, we obtain

Z ∞ Z ∞ 
x(t) = 1
2π x(t)e− jωt dt e jωt dω
−∞ −∞
| {z }
X(ω)

(i.e., as T → ∞, the outer summation becomes an integral, T1 = ω

2π
0

1
becomes 2π dω, and k(2π/T ) = kω0 becomes ω).
 This representation for aperiodic functions is known as the Fourier
transform representation.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 167
 Generalized Fourier Transform

 The
R ∞ classical Fourier transform for aperiodic functions does not exist (i.e.,
x(t)e − jωt dt fails to converge) for some functions of great practical
−∞
interest, such as:
2 a nonzero constant function;
2 a periodic function (e.g., a real or complex sinusoid);
2 the unit-step function (i.e., u); and
2 the signum function (i.e., sgn).
 Fortunately, the Fourier transform can be extended to handle such
functions, resulting in what is known as the generalized Fourier
transform.
 For our purposes, we can think of the classical and generalized Fourier
transforms as being defined by the same formulas.
 Therefore, in what follows, we will not typically make a distinction between
the classical and generalized Fourier transforms.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 168
 CT Fourier Transform (CTFT)
 The (CT) Fourier transform of the function x, denoted Fx or X , is given
by
Z ∞
Fx(ω) = X(ω) = x(t)e− jωt dt.
−∞

 The preceding equation is sometimes referred to as Fourier transform

analysis equation (or forward Fourier transform equation).
 The inverse Fourier transform of X , denoted F−1 X or x, is given by
Z ∞
F−1 X(t) = x(t) = 1
2π X(ω)e jωt dω.
−∞

 The preceding equation is sometimes referred to as the Fourier

transform synthesis equation (or inverse Fourier transform equation).
 As a matter of notation, to denote that a function x has the Fourier
CTFT
transform X , we write x(t) ←→ X(ω).
 A function x and its Fourier transform X constitute what is called a
Fourier transform pair.
.Example
. . . . . . . . . .6.1
Copyright .Example
.c. . 2013–2020 . .6.3
. . . . . . . . Michael
... D. Adams Signals and Systems Edition 2020-05-ECE260 169
 Remarks on Operator Notation
SKIP SLIDE

 For a function x, the Fourier transform of x is denoted using operator

notation as Fx.
 The Fourier transform of x evaluated at ω is denoted Fx(ω).
 Note that Fx is a function, whereas Fx(ω) is a number.
 Similarly, for a function X , the inverse Fourier transform of X is denoted
using operator notation as F−1 X .
 The inverse Fourier transform of X evaluated at t is denoted F−1 X(t).
 Note that F −1 X is a function, whereas F −1 X(t) is a number.
 With the above said, engineers often abuse notation, and use expressions
like those above to mean things different from their proper meanings.
 Since such notational abuse can lead to problems, it is strongly
recommended that one refrain from doing this.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 170
 Remarks on Dot Notation
SKIP SLIDE

 Often, we would like to write an expression for the Fourier transform of a

function without explicitly naming the function.
 For example, consider writing an expression for the Fourier transform of
the function v(t) = x(5t − 3) but without using the name “v”.
 It would be incorrect to write “Fx(5t − 3)” as this is the function Fx
evaluated at 5t − 3, which is not the meaning that we wish to convey.
 Also, strictly speaking, it would be incorrect to write “F{x(5t − 3)}” as the
operand of the Fourier transform operator must be a function, and
x(5t − 3) is a number (i.e., the function x evaluated at 5t − 3).
 Using dot notation, we can write the following strictly-correct expression
for the desired Fourier transform: Fx(5 · −3).
 In many cases, however, it is probably advisable to avoid employing
anonymous (i.e., unnamed) functions, as their use tends to be more error
prone in some contexts.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 171
 Remarks on Notational Conventions
SKIP SLIDE

 Since dot notation is less frequently used by engineers, the author has
elected to minimize its use herein.
 To avoid ambiguous notation, the following conventions are followed:
1 in the expression for the operand of a Fourier transform operator, the
independent variable is assumed to be the variable named “t” unless
otherwise indicated (i.e., in terms of dot notation, each “t ” is treated as if it
were a “·”)
2 in the expression for the operand of the inverse Fourier transform operator,
the independent variable is assumed to be the variable named “ω” unless
otherwise indicated (i.e., in terms of dot notation, each “ω” is treated as if it
were a “·”).
 For example, with these conventions:
2 “F{cos(t − τ)}” denotes the function that is the Fourier transform of the

function v(t) = cos(t − τ) (not the Fourier transform of the function

v(τ) = cos(t − τ)).
2 “F −1 {δ(3ω − λ)}” denotes the function that is the inverse Fourier transform

of the function V (ω) = δ(3ω − λ) (not the inverse Fourier transform of the
function V (λ) = δ(3ω − λ)).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 172
 Section 6.2

Convergence Properties of the Fourier Transform

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 173
 Convergence of the Fourier Transform

 Consider an arbitrary function x.

 The function x has the Fourier transform representation x̃ given by
Z ∞ Z ∞
1
x̃(t) = 2π X(ω)e jωt dω, where X(ω) = x(t)e− jωt dt.
−∞ −∞

 Now, we need to concern ourselves with the convergence properties of

this representation.
 In other words, we want to know when x̃ is a valid representation of x.
 Since the Fourier transform is essentially derived from Fourier series, the
convergence properties of the Fourier transform are closely related to the
convergence properties of Fourier series.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 174
 Convergence of the Fourier Transform: Continuous Case
SKIP SLIDE

 If a function x is continuous and absolutely integrable (i.e.,

dt < ∞) and the Fourier transform X of x is absolutely integrable
R∞
−∞ |x(t)|
(i.e., −∞ |X(ω)| dω < ∞), then the Fourier transform representation of x
R∞

converges pointwise (i.e., x(t) = 2π1 R∞ R∞ − jωt dt e jωt dω for all t ).


−∞ −∞ x(t)e
 Since, in practice, we often encounter functions with discontinuities (e.g.,
a rectangular pulse), the above result is sometimes of limited value.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 175
 Convergence of the Fourier Transform: Finite-Energy Case

2
 If a function x is of finite energy (i.e., −∞ |x(t)| dt < ∞), then its Fourier
R∞

transform representation converges in the MSE sense.

 In other words, if x is of finite energy, then the energy E in the difference
function x̃ − x is zero; that is,
Z ∞
E= |x̃(t) − x(t)|2 dt = 0.
−∞

 Since, in situations of practical interest, the finite-energy condition in the

above theorem is often satisfied, the theorem is frequently applicable.
 It is important to note, however, that the condition E = 0 does not
necessarily imply x̃(t) = x(t) for all t .
 Thus, the above convergence result does not provide much useful
information regarding the value of x̃(t) at specific values of t .
 Consequently, the above theorem is typically most useful for simply
determining if the Fourier transform representation converges.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 176
 Dirichlet Conditions
 The Dirichlet conditions for the function x are as follows:
1 the function x is absolutely integrable (i.e.,
−∞ |x(t)| dt < ∞);
R∞

2 on any finite interval, x has a finite number of maxima and minima (i.e., x is

of bounded variation); and

3 on any finite interval, x has a finite number of discontinuities and each

discontinuity is itself finite.

 Examples of functions violating the Dirichlet conditions are shown below.
t −1 u(t)
sin(2π/t) rect(t/2)

10 ··· t
−1.25 −1 −0.75 −0.5 −0.25 0.25 0.5 0.75 1 1.25
···t −1
0.5 1

0.75

0.5

0.25
···
t
0.25 0.5 0.75 1

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Convergence of the Fourier Transform: Dirichlet Case

 If a function x satisfies the Dirichlet conditions, then:

1 the Fourier transform representation x̃ converges pointwise everywhere to

x, except at the points of discontinuity of x; and

2 at each point t of discontinuity of x, the Fourier transform representation x̃
a
converges to

x(ta ) + x(ta− ) ,
1
 + 
x̃(ta ) = 2

where x(ta− ) and x(ta+ ) denote the values of the function x on the left- and
right-hand sides of the discontinuity, respectively.
 Since most functions tend to satisfy the Dirichlet conditions and the above
convergence result specifies the value of the Fourier transform
representation at every point, this result is often very useful in practice.

.Example
. . . . . . . . . .6.6
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 177
 Section 6.3

Properties of the Fourier Transform

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 178
 Properties of the (CT) Fourier Transform

Property Time Domain Frequency Domain

Linearity a1 x1 (t) + a2 x2 (t) a1 X1 (ω) + a2 X2 (ω)
Time-Domain Shifting x(t − t0 ) e− jωt0 X(ω)
Frequency-Domain Shifting e jω0t x(t) X(ω − ω0 )
1
Time/Frequency-Domain Scaling ω


x(at) |a| X a
Conjugation x∗ (t) X ∗ (−ω)
Duality X(t) 2πx(−ω)
Time-Domain Convolution x1 ∗ x2 (t) X1 (ω)X2 (ω)
1
Time-Domain Multiplication x1 (t)x2 (t) 2π X1 ∗ X2 (ω)
d
Time-Domain Differentiation dt x(t) jωX(ω)
d
Frequency-Domain Differentiation tx(t) j dω X(ω)
Rt 1
Time-Domain Integration −∞ x(τ)dτ jω X(ω) + πX(0)δ(ω)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 179
 Properties of the (CT) Fourier Transform (Continued)

Property
2 1 R∞ 2
Parseval’s Relation
R∞
−∞ |x(t)| dt = 2π −∞ |X(ω)| dω
Even Symmetry x is even ⇔ X is even
Odd Symmetry x is odd ⇔ X is odd
Real / Conjugate Symmetry x is real ⇔ X is conjugate symmetric

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 180
 (CT) Fourier Transform Pairs

Pair x(t) X(ω)

1 δ(t) 1
1
2 u(t) πδ(ω) + jω
3 1 2πδ(ω)
2
4 sgn(t) jω
5 e jω0t 2πδ(ω − ω0 )
6 cos(ω0t) π[δ(ω − ω0 ) + δ(ω + ω0 )]
π
7 sin(ω0t) j [δ(ω − ω0 ) − δ(ω + ω0 )]
8 rect(t/T ) |T | sinc(T ω/2)
|B| ω


9 π sinc(Bt) rect 2B
10 e−at u(t), Re{a} >0 1
a+ jω
(n−1)!
11 t n−1 e−at u(t), Re{a} > 0 (a+ jω)n
|T | 2
12 tri(t/T ) 2 sinc (T ω/4)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 181
 Linearity

CTFT CTFT
 If x1 (t) ←→ X1 (ω) and x2 (t) ←→ X2 (ω), then
CTFT
a1 x1 (t) + a2 x2 (t) ←→ a1 X1 (ω) + a2 X2 (ω),

where a1 and a2 are arbitrary complex constants.

 This is known as the linearity property of the Fourier transform.

.Example
. . . . . . . . . .6.7
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 182
 Time-Domain Shifting (Translation)

CTFT
 If x(t) ←→ X(ω), then
CTFT
x(t − t0 ) ←→ e− jωt0 X(ω),

where t0 is an arbitrary real constant.

 This is known as the translation (or time-domain shifting) property of
the Fourier transform.

.Example
. . . . . . . . . .6.9
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 183
 Frequency-Domain Shifting (Modulation)

CTFT
 If x(t) ←→ X(ω), then
CTFT
e jω0t x(t) ←→ X(ω − ω0 ),

where ω0 is an arbitrary real constant.

 This is known as the modulation (or frequency-domain shifting)
property of the Fourier transform.

.Example
. . . . . . . . . .6.10
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 184
 Time- and Frequency-Domain Scaling (Dilation)

CTFT
 If x(t) ←→ X(ω), then

CTFT 1 ω
x(at) ←→ X ,
|a| a
where a is an arbitrary nonzero real constant.
 This is known as the dilation (or time/frequency-domain scaling)
property of the Fourier transform.

.Example
. . . . . . . . . .6.11
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 185
 Conjugation

CTFT
 If x(t) ←→ X(ω), then
CTFT
x∗ (t) ←→ X ∗ (−ω).
 This is known as the conjugation property of the Fourier transform.

.Example
. . . . . . . . . .6.12
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 186
 Duality
CTFT
 If x(t) ←→ X(ω), then
CTFT
X(t) ←→ 2πx(−ω)
 This is known as the duality property of the Fourier transform.
 This property follows from the high degree of symmetry in the forward and
inverse Fourier transform equations, which are respectively given by
Z ∞ Z ∞
X(λ) = x(θ)e− jθλ dθ and x(λ) = 2π 1
X(θ)e jθλ dθ.
−∞ −∞

 That is, the forward and inverse Fourier transform equations are identical
except for a factor of 2π and different sign in the parameter for the
exponential function.
CTFT
 Although the relationship x(t) ←→ X(ω) only directly provides us with the
Fourier transform of x(t), the duality property allows us to indirectly infer
the Fourier transform of X(t). Consequently, the duality property can be
used to effectively double the number of Fourier transform pairs that we
know.
.Example
. . . . . . . . . .6.13
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 187
 Time-Domain Convolution

CTFT CTFT
 If x1 (t) ←→ X1 (ω) and x2 (t) ←→ X2 (ω), then
CTFT
x1 ∗ x2 (t) ←→ X1 (ω)X2 (ω).
 This is known as the convolution (or time-domain convolution)
property of the Fourier transform.
 In other words, a convolution in the time domain becomes a multiplication
in the frequency domain.
 This suggests that the Fourier transform can be used to avoid having to
deal with convolution operations.

.Example
. . . . . . . . . .6.14
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 188
 Time-Domain Multiplication

CTFT CTFT
 If x1 (t) ←→ X1 (ω) and x2 (t) ←→ X2 (ω), then
Z ∞
CTFT 1 1
x1 (t)x2 (t) ←→ 2π X1 ∗ X2 (ω) = 2π X1 (θ)X2 (ω − θ)dθ.
−∞

 This is known as the (time-domain) multiplication (or

frequency-domain convolution) property of the Fourier transform.
 In other words, multiplication in the time domain becomes convolution in
the frequency domain (up to a scale factor of 2π).
1
 Do not forget the factor of 2π in the above formula!
 This property of the Fourier transform is often tedious to apply (in the
forward direction) as it turns a multiplication into a convolution.

.Example
. . . . . . . . . .6.15
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 189
 Time-Domain Differentiation

CTFT
 If x(t) ←→ X(ω), then

dx(t) CTFT
←→ jωX(ω).
dt
 This is known as the (time-domain) differentiation property of the
Fourier transform.
 Differentiation in the time domain becomes multiplication by jω in the
frequency domain.
 Of course, by repeated application of the above property, we have that
d n CTFT
( jω)n X(ω).


dt x(t) ←→
 The above suggests that the Fourier transform might be a useful tool
when working with differential (or integro-differential) equations.

.Example
. . . . . . . . . .6.16
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 190
 Frequency-Domain Differentiation

CTFT
 If x(t) ←→ X(ω), then

CTFT d
tx(t) ←→ j X(ω).
dω
 This is known as the frequency-domain differentiation property of the
Fourier transform.

.Example
. . . . . . . . . .6.17
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 191
 Time-Domain Integration

CTFT
 If x(t) ←→ X(ω), then
Z t
CTFT 1
x(τ)dτ ←→ X(ω) + πX(0)δ(ω).
−∞ jω
 This is known as the (time-domain) integration property of the Fourier
transform.
 Whereas differentiation in the time domain corresponds to multiplication
by jω in the frequency domain, integration in the time domain is
associated with division by jω in the frequency domain.
 Since integration in the time domain becomes division by jω in the
frequency domain, integration can be easier to handle in the frequency
domain.
 The above property suggests that the Fourier transform might be a useful
tool when working with integral (or integro-differential) equations.

.Example
. . . . . . . . . .6.18
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 192
 Parseval’s Relation

2
 Recall that the energy of a function x is given by −∞ |x(t)| dt .
R∞

CTFT
 If x(t) ←→ X(ω), then
Z ∞ Z ∞
|x(t)|2 dt = 1
2π |X(ω)|2 dω
−∞ −∞

(i.e., the energy of x and energy of X are equal up to a factor of 2π).

 This relationship is known as Parseval’s relation.
 Since energy is often a quantity of great significance in engineering
applications, it is extremely helpful to know that the Fourier transform
preserves energy (up to a scale factor).

.Example
. . . . . . . . . .6.19
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 193
 Even/Odd Symmetry

 For a function x with Fourier transform X , the following assertions hold:

x is even ⇔ X is even; and

x is odd ⇔ X is odd.
 In other words, the forward and inverse Fourier transforms preserve
even/odd symmetry.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 194
 Real Functions

 A function x is real if and only if its Fourier transform X satisfies

X(ω) = X ∗ (−ω) for all ω

(i.e., X is conjugate symmetric).

 Thus, for a real-valued function, the portion of the graph of X(ω) for ω < 0
is completely redundant, as it is determined by symmetry.
 From properties of complex numbers, one can show that X(ω) = X ∗ (−ω)
is equivalent to

|X(ω)| = |X(−ω)| and arg X(ω) = − arg X(−ω)

(i.e., |X(ω)| is even and arg X(ω) is odd).

 Note that x being real does not necessarily imply that X is real.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 195
 More Fourier Transforms

T HIS SLIDE IS INTENTIONALLY LEFT BLANK .

.Example
. . . . . . . . . .6.26
Copyright .Exercise
.c. . .2013–2020 . . .6.5(g)
. . . . . . .Michael .Exercise
. . . . . . . . . .6.2(j)
. . . . . .D. Adams . .Signals
... and Systems Edition 2020-05-ECE260
 Section 6.4

Fourier Transform of Periodic Functions

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Fourier Transform of Periodic Functions
 The Fourier transform can be generalized to also handle periodic
functions.
 Consider a periodic function x with period T and frequency ω0 = 2π
T .
 Define the function xT as
(
x(t) − T2 ≤ t < T2
xT (t) =
0 otherwise.

(i.e., xT (t) is equal to x(t) over a single period and zero elsewhere).
 Let a denote the Fourier series coefficient sequence of x.
 Let X and XT denote the Fourier transforms of x and xT , respectively.
 The following relationships can be shown to hold:
∞
X(ω) = ∑ ω0 XT (kω0 )δ(ω − kω0 ),
k=−∞
∞
ak = T1 XT (kω0 ), and X(ω) = ∑ 2πak δ(ω − kω0 ).
k=−∞

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 196
 Fourier Transform of Periodic Functions (Continued)

 The Fourier transform X of a periodic function is a series of impulses that

occur at integer multiples of the fundamental frequency ω0 (i.e.,
X(ω) = ∑∞ k=−∞ 2πak δ(ω − kω0 )).
 Due to the preceding fact, the Fourier transform of a periodic function can
only be nonzero at integer multiples of the fundamental frequency.
 The Fourier series coefficient sequence a is produced by sampling XT at
integer multiples of the fundamental frequency ω0 and scaling the
resulting sequence by T1 (i.e., ak = T1 XT (kω0 )).

.Example
. . . . . . . . . .6.20
Copyright .Example
.c. . .2013–2020 . . .6.21
. . . . . . .Michael Example
. . . . . . . . . .6.24
. . . . D. .Adams . . . Signals
. and Systems Edition 2020-05-ECE260 197
 Section 6.5

Fourier Transform and Frequency Spectra of Functions

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 198
 The Frequency-Domain Perspective on Functions

 Like Fourier series, the Fourier transform also provides us with a

frequency-domain perspective on functions.
 That is, instead of viewing a function as having information distributed with
respect to time (i.e., a function whose domain is time), we view a function
as having information distributed with respect to frequency (i.e., a function
whose domain is frequency).
 The Fourier transform of a function x provides a means to quantify how
much information x has at different frequencies.
 The distribution of information in a function over different frequencies is
referred to as the frequency spectrum of the function.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 199
 Fourier Transform and Frequency Spectra

 To gain further insight into the role played by the Fourier transform X in
the context of the frequency spectrum of x, it is helpful to write the Fourier
transform representation of x with X(ω) expressed in polar form as
follows:
Z ∞ Z ∞
x(t) = 1
2π X(ω)e jωt dω = 1
2π |X(ω)| e j[ωt+arg X(ω)] dω.
−∞ −∞

 In effect, the quantity |X(ω)| is a weight that determines how much the
complex sinusoid at frequency ω contributes to the integration result x.
 The quantity arg X(ω) determines how the complex sinusoid at frequency
ω is shifted related to complex sinusoids at other frequencies.
 Perhaps, this can be more easily seen if we express the above integral as
the limit of a sum, derived from an approximation of the integral using the
areas of rectangles, as shown on the next slide. [Recall that
−∞ f (x)dx = lim∆x→0 ∑k=−∞ ∆x f (k∆x).]
R∞ ∞

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 200
 Fourier Transform and Frequency Spectra (Continued 1)

 Expressing the integral (from the previous slide) as the limit of a sum, we
obtain
∞
x(t) = lim 1
∑ ∆ω |X(ω)| e j[ωt+arg X(ω)] ,
∆ω→0 2π
k=−∞
where ω = k∆ω.
 In the above equation, the kth term in the summation corresponds to a
complex sinusoid with fundamental frequency ω = k∆ω that has had its
amplitude scaled by a factor of |X(ω)| and has been time shifted by an
amount that depends on arg X(ω).
 For a given ω = k∆ω (which is associated with the kth term in the
summation), the larger |X(ω)| is, the larger the amplitude of its
corresponding complex sinusoid e jωt will be, and therefore the larger the
contribution the kth term will make to the overall summation.
 In this way, we can use |X(ω)| as a measure of how much information a
function x has at the frequency ω.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 201
 Fourier Transform and Frequency Spectra (Continued 2)
 The Fourier transform X of the function x is referred to as the frequency
spectrum of x.
 The magnitude |X(ω)| of the Fourier transform X is referred to as the
magnitude spectrum of x.
 The argument arg X(ω) of the Fourier transform X is referred to as the
phase spectrum of x.
 Since the Fourier transform is a function of a real variable, a function can
potentially have information at any real frequency.
 Since the Fourier transform X of a periodic function x with fundamental
frequency ω0 and the Fourier series coefficient sequence a is given by
X(ω) = ∑∞ k=−∞ 2πak δ(ω − kω0 ), the Fourier transform and Fourier series
give consistent results for the frequency spectrum of a periodic function.
 Since the frequency spectrum is complex (in the general case), it is
usually represented using two plots, one showing the magnitude
spectrum and one showing the phase spectrum.

.Example
. . . . . . . . . .6.30
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 202
 Frequency Spectra of Real Functions
 Recall that, for a real function x, the Fourier transform X of x satisfies

X(ω) = X ∗ (−ω)

(i.e., X is conjugate symmetric), which is equivalent to

|X(ω)| = |X(−ω)| and arg X(ω) = − arg X(−ω).

 Since |X(ω)| = |X(−ω)|, the magnitude spectrum of a real function is
always even.
 Similarly, since arg X(ω) = − arg X(−ω), the phase spectrum of a real
function is always odd.
 Due to the symmetry in the frequency spectra of real functions, we
typically ignore negative frequencies when dealing with such functions.
 In the case of functions that are complex but not real, frequency spectra
do not possess the above symmetry, and negative frequencies become
important.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 203
 Magnitude and Phase Distortion in Audio
SKIP SLIDE

 The relative importance of the magnitude spectrum and phase spectrum

is highly dependent on the particular application of interest.
 Consider the case of the human auditory system (i.e., human hearing).
 The human auditory system tends to be quite sensitive to changes in the
magnitude spectrum of a signal.
 That is, a significant change in the magnitude spectrum of an audio signal
is very likely to lead to a noticable difference in the perceived sound.
 On the other hand, the human auditory system tends to be much less
sensitive to changes in the phase spectrum of a signal.
 In other words, changes to the phase spectrum of an audio signal are
often only barely perceptible or not perceptible at all.
 For the above reasons, in applications involving the human auditory
system, magnitude distortion (i.e., distortion of the magnitude spectrum)
often tends to be more of a concern than phase distortion (i.e., distortion
of the phase spectrum).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Magnitude and Phase Distortion in Images
SKIP SLIDE

Image A Image B

Magnitude Spectrum from Image B and Magnitude Spectrum from Image A and
Phase Spectrum from Image A Phase Spectrum from Image B

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 204
 Magnitude and Phase Distortion in Images (Continued)
SKIP SLIDE

Image A Image B (White Noise)

Magnitude Spectrum from Image B and Magnitude Spectrum from Image A and
Phase Spectrum from Image A Phase Spectrum from Image B

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 205
 Bandwidth
 A function with the Fourier transform X is said to be bandlimited if, for
some (finite) nonnegative real constant B, the following condition holds:
X(ω) = 0 for all ω satisfying |ω| > B.
 The bandwidth B of a function with the Fourier transform X is defined as
B = ω1 − ω0 , where X(ω) = 0 for all ω 6∈ [ω0 , ω1 ].
 In the case of real-valued functions, however, this definition of bandwidth
is usually amended to consider only nonnegative frequencies.
 The real-valued function x1 and complex-valued function x2 with the
respective Fourier transforms X1 and X2 shown below each have
bandwidth B (where only nonnegative frequencies are considered in the case of x1 ).
X1 (ω) X2 (ω)

1 1

ω ω
−B B − B2 B
2

 One can show that a function cannot be both time limited and
bandlimited.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 206
 Energy-Density Spectra
SKIP SLIDE

 By Parseval’s relation, the energy E in a function x with Fourier transform

X is given by
Z ∞
1
E= 2π Ex (ω)dω,
−∞

where

Ex (ω) = |X(ω)|2 .
 We refer to Ex as the energy-density spectrum of the function x.
 The function Ex indicates how the energy in x is distributed with respect to
frequency.
 For example, the energy contributed by frequencies in the range [ω1 , ω2 ]
is given by
Z ω2
1
2π Ex (ω)dω.
ω1

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 207
 Section 6.6

Fourier Transform and LTI Systems

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 208
 Frequency Response of LTI Systems

 Consider a LTI system with input x, output y, and impulse response h, and
let X , Y , and H denote the Fourier transforms of x, y, and h, respectively.
 Since y(t) = x ∗ h(t), we have that

Y (ω) = X(ω)H(ω).
 The function H is called the frequency response of the system.
 A LTI system is completely characterized by its frequency response H .
 The above equation provides an alternative way of viewing the behavior of
a LTI system. That is, we can view the system as operating in the
frequency domain on the Fourier transforms of the input and output
functions.
 The frequency spectrum of the output is the product of the frequency
spectrum of the input and the frequency response of the system.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 209
 Frequency Response of LTI Systems (Continued 1)

 In the general case, the frequency response H is a complex-valued

function.
 Often, we represent H(ω) in terms of its magnitude |H(ω)| and argument
arg H(ω).
 The quantity |H(ω)| is called the magnitude response of the system.
 The quantity arg H(ω) is called the phase response of the system.
 Since Y (ω) = X(ω)H(ω), we trivially have that

|Y (ω)| = |X(ω)| |H(ω)| and argY (ω) = arg X(ω) + arg H(ω).
 The magnitude spectrum of the output equals the magnitude spectrum of
the input times the magnitude response of the system.
 The phase spectrum of the output equals the phase spectrum of the input
plus the phase response of the system.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 210
 Frequency Response of LTI Systems (Continued 2)

 Since the frequency response H is simply the frequency spectrum of the

impulse response h, if h is real, then

|H(ω)| = |H(−ω)| and arg H(ω) = − arg H(−ω)

(i.e., the magnitude response |H(ω)| is even and the phase response
arg H(ω) is odd).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 211
 Block Diagram Representations of LTI Systems

 Consider a LTI system with input x, output y, and impulse response h, and
let X , Y , and H denote the Fourier transforms of x, y, and h, respectively.
 Often, it is convenient to represent such a system in block diagram form in
the frequency domain as shown below.

X Y
H

 Since a LTI system is completely characterized by its frequency response,

we typically label the system with this quantity.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 212
 Interconnection of LTI Systems

 The series interconnection of the LTI systems with frequency responses

H1 and H2 is the LTI system with frequency response H1 H2 . That is, we
have the equivalence shown below.
X Y X Y
H1 H2 ≡ H1 H2

 The parallel interconnection of the LTI systems with frequency responses

H1 and H2 is the LTI system with the frequency response H1 + H2 . That
is, we have the equivalence shown below.
X Y
H1 +

X Y
≡ H1 + H2
H2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 213
 LTI Systems and Differential Equations
 Many LTI systems of practical interest can be represented using an
Nth-order linear differential equation with constant coefficients.
 Consider a system with input x and output y that is characterized by an
equation of the form
N M
d k d k



∑ bk dt y(t) = ∑ ak dt x(t),
k=0 k=0

where the ak and bk are complex constants and M ≤ N .

 Let h denote the impulse response of the system, and let X , Y , and H
denote the Fourier transforms of x, y, and h, respectively.
 One can show that H is given by
Y (ω) ∑M ak jk ωk
H(ω) = = k=0 .
X(ω) ∑Nk=0 bk jk ωk
 Observe that, for a system of the form considered above, the frequency
response is a rational function.

.Example
. . . . . . . . . .6.34
Copyright .Example
.c. . .2013–2020 . . .6.35
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 214
 Section 6.7

Application: Filtering

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 215
 Filtering

 In many applications, we want to modify the spectrum of a function by

either amplifying or attenuating certain frequency components.
 This process of modifying the frequency spectrum of a function is called
filtering.
 A system that performs a filtering operation is called a filter.
 Many types of filters exist.
 Frequency selective filters pass some frequencies with little or no
distortion, while significantly attenuating other frequencies.
 Several basic types of frequency-selective filters include: lowpass,
highpass, and bandpass.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 216
 Ideal Lowpass Filter
 An ideal lowpass filter eliminates all frequency components with a
frequency whose magnitude is greater than some cutoff frequency, while
leaving the remaining frequency components unaffected.
 Such a filter has a frequency response H of the form
(
1 |ω| ≤ ωc
H(ω) =
0 otherwise,
where ωc is the cutoff frequency.
 A plot of this frequency response is given below.

H(ω)

ω
−ωc ωc

Stopband Passband Stopband

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 217
 Ideal Highpass Filter
 An ideal highpass filter eliminates all frequency components with a
frequency whose magnitude is less than some cutoff frequency, while
leaving the remaining frequency components unaffected.
 Such a filter has a frequency response H of the form
(
1 |ω| ≥ ωc
H(ω) =
0 otherwise,
where ωc is the cutoff frequency.
 A plot of this frequency response is given below.

H(ω)

1
··· ···

ω
−ωc ωc

Passband Stopband Passband

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 218
 Ideal Bandpass Filter
 An ideal bandpass filter eliminates all frequency components with a
frequency whose magnitude does not lie in a particular range, while
leaving the remaining frequency components unaffected.
 Such a filter has a frequency response H of the form
(
1 ωc1 ≤ |ω| ≤ ωc2
H(ω) =
0 otherwise,
where the limits of the passband are ωc1 and ωc2 .
 A plot of this frequency response is given below.

H(ω)

ω
−ωc2 −ωc1 ωc1 ωc2

Stopband Passband Stopband Passband Stopband

.Example
. . . . . . . . . .6.38
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 219
 Section 6.8

Application: Equalization

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 220
 Equalization

 Often, we find ourselves faced with a situation where we have a system

with a particular frequency response that is undesirable for the application
at hand.
 As a result, we would like to change the frequency response of the system
to be something more desirable.
 This process of modifying the frequency response in this way is referred to
as equalization. [Essentially, equalization is just a filtering operation.]
 Equalization is used in many applications.
 In real-world communication systems, equalization is used to eliminate or
minimize the distortion introduced when a signal is sent over a (nonideal)
communication channel.
 In audio applications, equalization can be employed to emphasize or
de-emphasize certain ranges of frequencies. For example, equalization
can be used to boost the bass (i.e., emphasize the low frequencies) in the
audio output of a stereo.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 221
 Equalization (Continued)
Input Output x y
horig heq horig

Original System New System with Equalization

 Let Horig denote the frequency response of original system (i.e., without
equalization).
 Let Hd denote the desired frequency response.
 Let Heq denote the frequency response of the equalizer.
 The new system with equalization has frequency response

Hnew (ω) = Heq (ω)Horig (ω).

 By choosing Heq (ω) = Hd (ω)/Horig (ω), the new system with equalization
will have the frequency response

Hnew (ω) = [Hd (ω)/Horig (ω)] Horig (ω) = Hd (ω).

 In effect, by using an equalizer, we can obtain a new system with the
frequency response that we desire.
.Example
. . . . . . . . . .6.39
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 222
 Section 6.9

Application: Circuit Analysis

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 223
 Electronic Circuits

 An electronic circuit is a network of one or more interconnected circuit

elements.
 The three most basic types of circuit elements are:
1 resistors;
2 inductors; and
3 capacitors.
 Two fundamental quantities of interest in electronic circuits are current and
voltage.
 Current is the rate at which electric charge flows through some part of a
circuit, such as a circuit element, and is measured in units of amperes (A).
 Voltage is the difference in electric potential between two points in a
circuit, such as across a circuit element, and is measured in units of
volts (V).
 Voltage is essentially a force that makes electric charge (or current) flow.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Resistors

 A resistor is a circuit element that opposes the flow of current.

 A resistor is characterized by an equation of the form

or equivalently, i(t) = R1 v(t) ,

v(t) = Ri(t)

where R is a nonnegative real constant, and v and i respectively denote

the voltage across and current through the resistor as a function of time.
 As a matter of terminology, the quantity R is known as the resistance of
the resistor.
 Resistance is measured in units of ohms (Ω).
 In circuit diagrams, a resistor is denoted by the symbol shown below.

R
i + −

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 224
 Inductors
 An inductor is a circuit element that converts an electric current into a
magnetic field and vice versa.
 An inductor uses the energy stored in a magnetic field in order to oppose
changes in current (through the inductor).
 An inductor is characterized by an equation of the form
Z t
d 1
v(t) = L dt i(t) (or equivalently, i(t) = L v(τ)dτ),
−∞
where L is a nonnegative real constant, and v and i respectively denote
the voltage across and current through the inductor as a function of time.
 As a matter of terminology, the quantity L is known as the inductance of
the inductor.
 Inductance is measured in units of henrys (H).
 In circuit diagrams, an inductor is denoted by the symbol shown below.

L
i + −

v
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 225
 Capacitors
 A capacitor is a circuit element that stores electric charge.
 A capacitor uses the energy stored in an electric field in order to oppose
changes in voltage (across the capacitor).
 A capacitor is characterized by an equation of the form
Z t
1
v(t) = C i(τ)dτ (or equivalently, i(t) = C dtd v(t)),
−∞
where C is a nonnegative real constant, and v and i respectively denote
the voltage across and current through the capacitor as a function of time.
 As a matter of terminology, the quantity C is known as the capacitance of
the capacitor.
 Capacitance is measured in units of farads (F).
 In circuit diagrams, a capacitor is denoted by the symbol shown below.
C
i + −

v
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 226
 Circuit Analysis with the Fourier Transform
 The Fourier transform is a very useful tool for circuit analysis.
 The utility of the Fourier transform is partly due to the fact that the
differential/integral equations that describe inductors and capacitors are
much simpler to express in the Fourier domain than in the time domain.
 Let v and i denote the voltage across and current through a circuit
element, and let V and I denote the Fourier transforms of v and i,
respectively.
 In the frequency domain, the equations characterizing a resistor, an
inductor, and a capacitor respectively become:

V (ω) = RI(ω) (or equivalently, I(ω) = R1 V (ω));

1
V (ω) = jωLI(ω) (or equivalently, I(ω) = jωL V (ω)); and
1
V (ω) = jωC I(ω) (or equivalently, I(ω) = jωCV (ω)).

 Note the absence of differentiation and integration in the above equations

for an inductor and a capacitor.
.Example
. . . . . . . . . .6.40
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 227
 Section 6.10

Application: Amplitude Modulation (AM)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 228
 Motivation for Amplitude Modulation (AM)
 In communication systems, we often need to transmit a signal using a
frequency range that is different from that of the original signal.
 For example, voice/audio signals typically have information in the range of
0 to 22 kHz.
 Often, it is not practical to transmit such a signal using its original
frequency range.
 Two potential problems with such an approach are:
1 interference; and
2 constraints on antenna length.
 Since many signals are broadcast over the airwaves, we need to ensure
that no two transmitters use the same frequency bands in order to avoid
interference.
 Also, in the case of transmission via electromagnetic waves (e.g., radio
waves), the length of antenna required becomes impractically large for the
transmission of relatively low frequency signals.
 For the preceding reasons, we often need to change the frequency range
associated with a signal before transmission.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 229
 Trivial Amplitude Modulation (AM) System

c1 (t) = e jωc t c2 (t) = e− jωc t

x y y x̂
× ×

Transmitter Receiver

 The transmitter is characterized by

y(t) = e jωct x(t) ⇐⇒ Y (ω) = X(ω − ωc ).

 The receiver is characterized by

x̂(t) = e− jωct y(t) ⇐⇒ X̂(ω) = Y (ω + ωc ).

 Clearly, x̂(t) = e jωc t e− jωc t x(t) = x(t).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 230
 Trivial Amplitude Modulation (AM) System: Example

X(ω)
C1 (ω) C2 (ω)
1
2π 2π

ω
−ωb ωb
ω ω
ωc −ωc
Transmitter Input

Y (ω) X̂(ω)

1 1

ω ω
ωb ωc − ωb ωc ωc + ωb −ωb ωb

Transmitter Output Receiver Output

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 231
 Double-Sideband Suppressed-Carrier (DSB-SC) AM

c(t) = cos(ωct) c(t) = cos(ωct)

2ωc0
h(t) = π sinc(ωc0t)
x y y v x̂
× × h

Transmitter Receiver

 Let X = Fx, Y = Fy, and X̂ = Fx̂.

 Suppose that X(ω) = 0 for all ω 6∈ [−ωb , ωb ].
 The transmitter is characterized by

Y (ω) = 12 [X(ω + ωc ) + X(ω − ωc )] .

 The receiver is characterized by
 
ω
X̂(ω) = [Y (ω + ωc ) +Y (ω − ωc )] rect 2ωc0 .

 If ωb < ωc0 < 2ωc − ωb , we have X̂(ω) = X(ω) (implying x̂(t) = x(t)).

.System
. . . . . . . . .Analysis
Copyright . .c. . .2013–2020
.... Michael D. Adams Signals and Systems Edition 2020-05-ECE260 232
 DSB-SC AM: Transmitter

c(t) = cos(ωct)

x y
×

y(t) = cos(ωct)x(t)

X = Fx, Y = Fy

Y (ω) = F{cos(ωct)x(t)}(ω)
= F 21 e jωc t + e− jωc t x(t) (ω)


= 21 F{e jωc t x(t)}(ω) + F{e− jωc t x(t)}(ω)

 

= 12 [X(ω − ωc ) + X(ω + ωc )]

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 DSB-SC AM: Receiver

c(t) = cos(ωct)
2ωc0
h(t) = π sinc(ωc0t)
y v x̂
× h

2ωc0
v(t) = cos(ωct)y(t), h(t) = π sinc(ωc0t), x̂(t) = v ∗ h(t)
Y = Fy, V = Fv, H = Fh, X̂ = Fx̂
V (ω) = F{cos(ωct)y(t)}(ω)
= F 21 e jωc t + e− jωc t y(t) (ω)


= 12 F e jωc t y(t) (ω) + F e− jωc t y(t) (ω)

   

= 21 [Y (ω − ωc ) +Y (ω + ωc )]
n o
H(ω) = F 2ωπc0 sinc(ωc0t) (ω)
 
= 2 rect 2ωωc0

X̂(ω) = H(ω)V (ω)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260
 DSB-SC AM: Complete System

c(t) = cos(ωct) c(t) = cos(ωct)

2ωc0
h(t) = π sinc(ωc0t)
x y y v x̂
× × h

Y (ω) = 12 [X(ω − ωc ) + X(ω + ωc )]

V (ω) = 12 [Y (ω − ωc ) +Y (ω + ωc )]
= 12 21 [X([ω − ωc ] − ωc ) + X([ω − ωc ] + ωc )] +


1

2 [X([ω + ωc ] − ωc ) + X([ω + ωc ] + ωc )]
= 12 X(ω) + 14 X(ω − 2ωc ) + 14 X(ω + 2ωc )
X̂(ω) = H(ω)V (ω)
= H(ω) 12 X(ω) + 14 X(ω − 2ωc ) + 14 X(ω + 2ωc )
 

= 12 H(ω)X(ω) + 14 H(ω)X(ω − 2ωc ) + 14 H(ω)X(ω + 2ωc )

= 21 [2X(ω)] + 14 (0) + 14 (0)
= X(ω)
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260
 DSB-SC AM: Example
X(ω)
1 C(ω) H(ω)
π π 2

−ωb ωb ω
−ωc ωc ω −ωc0 ωc0 ω
Transmitter Input
Y (ω)
1
2

ω
−2ωc −ωc − ωb−ωc−ωc + ωb −ωb ωb ωc − ωb ωc ωc + ωb 2ωc

Transmitter Output
V (ω)
1
2

1
4
ω
−2ωc − ω−2ωc c + ωb
b −2ω
−ωb ωb 2ωc − ωb 2ωc 2ωc + ωb

X̂(ω)

ω
−2ωc −ωc −ωb ωb ωc 2ωc

Receiver Output
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 233
 Single-Sideband Suppressed-Carrier (SSB-SC) AM

c(t) = cos(ωc t) c(t) = cos(ωc t)

4ωc0
g(t) = δ(t) − ωπc sinc(ωc t) h(t) = π sinc(ωc0 t)
x q y y v x̂
× g × h

Transmitter Receiver

 The basic analysis of the SSB-SC AM system is similar to the DSB-SC

AM system.
 SSB-SC AM requires half as much bandwidth for the transmitted signal as
DSB-SC AM.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 234
 SSB-SC AM: Example
X(ω) C(ω) G(ω) H(ω)
1
π π ··· 1 ··· 4

ω −ωc ω −ωc ω −ωc0 ω

−ωb ωb ωc ωc ωc0

Q(ω)
1
2

−2ωc −ωc − ω−ω ω

b −ω
c c + ωb −ωb ωb ωc − ωb ωc ωc + ωb 2ωc

Y (ω)
1
2

−2ωc −ωc − ω−ω ω

b −ω
c c + ωb −ωb ωb ωc − ωb ωc ωc + ωb 2ωc

V (ω)
1
2
1
4
ω
−2ωc − −2ω
ωb −2ω
c c + ωb −ωb ωb 2ωc − ωb2ωc2ωc + ωb

X̂(ω)
1

−2ωc −ωc −ωb ωb ωc 2ωc ω

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 235
 Section 6.11

Application: Sampling and Interpolation

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 236
 Sampling and Interpolation

 Often, we want to be able to transform a continuous-time signal (i.e., a

function) into a discrete-time signal (i.e., a sequence) and vice versa.
 This is accomplished through processes known as sampling and
interpolation.
 Sampling, which is performed by a continuous-time to discrete-time
(C/D) converter shown below, transforms a function x to a sequence y.
x y
C/D
Converter

 Interpolation, which is performed by a discrete-time to

continuous-time (D/C) converter shown below, transforms a sequence y
to a function x.
y x
D/C
Converter

 Note that, unless very special conditions are met, the sampling process
loses information (i.e., is not invertible).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 237
 Periodic Sampling
 Although sampling can be performed in many different ways, the most
commonly used scheme is periodic sampling.
 With this scheme, a sequence y of samples is obtained from a function x
according to the relation
y(n) = x(T n) for all integer n,
where T is a (strictly) positive real constant.
 As a matter of terminology, we refer to T as the sampling period, and
ωs = 2π
T as the (angular) sampling frequency.
 An example of periodic sampling is shown below, where the function x has
been sampled with sampling period T = 10, yielding the sequence y.
x(t) y(n)

4 4

3 3

2 2

1 1

t n
0 10 20 30 40 50 60 70 0 1 2 3 4 5 6 7

Function to Be Sampled Sequence Produced by Sampling

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 238
 Invertibility of Sampling
 Unless constraints are placed on the functions being sampled, the
sampling process is not invertible.
 In other words, in the absence of any constraints, a function cannot be
uniquely determined from a sequence of its equally-spaced samples.
 Consider, for example, the functions x1 and x2 given by

x1 (t) = 0 and x2 (t) = sin(2πt).

 Sampling x1 and x2 with the sampling period T = 1 yields the respective
sequences
y1 (n) = x1 (T n) = x1 (n) = 0 and
y2 (n) = x2 (T n) = sin(2πn) = 0.
 So, although x1 and x2 are distinct, y1 and y2 are identical.
 Given the sequence y where y = y1 = y2 , it is impossible to determine
which function was sampled to produce y.
 Only by imposing a carefully chosen set of constraints on the functions
being sampled can we ensure that a function can be exactly recovered
from only its samples.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 239
 Model of Sampling
 An impulse train is a function of the form v(t) = ∑∞
k=−∞ ck δ(t − kT ),
where ck and T are real constants.
 For the purposes of analysis, sampling with sampling period T and
frequency ωs = 2π
T can be modelled as shown below.
ideal C/D converter
∞
p(t) = ∑ δ(t − kT )
k=−∞

x s convert from y
× impulse train
to sequence

 The sampling of a function x to produce a sequence y consists of the

following two steps (in order):
1 Multiply the function x to be sampled by a periodic impulse train p, yielding

the impulse train s(t) = ∑∞ n=−∞ x(nT )δ(t − nT ).

2 Convert the impulse train s to a sequence y by forming y from the weights of

successive impulses in s so that y(n) = x(nT ).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 240
 Model of Sampling: Various Signals
x(t)

p(t)
4

3 1 1 1 1

2 ··· ···
1 t
0 T 2T 3T
t
0 T 2T 3T Periodic Impulse Train
Input Function

s(t)
y(n)
x(T )
4 x(T )
4
3 x(3T )
x(2T )
3 x(2T ) x(3T )
2 x(0)
2 x(0)
1
1
t
0 T 2T 3T n
0 1 2 3
Impulse-Sampled Function
Output Sequence (Discrete-Time)
(Continuous-Time)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 241
 Model of Sampling: Invertibility of Sampling Revisited
ideal C/D converter
∞
p(t) = ∑ δ(t − kT )
k=−∞

x s convert from y
× impulse train
to sequence

 Since sampling is not invertible and our model of sampling consists of only
two steps, at least one of these two steps must not be invertible.
 Recall the two steps in our model of sampling are as follows (in order):
∞
1 x −→ s(t) = x(t)p(t) = ∑ x(nT )δ(t − nT ); and
n=−∞
∞
2 s(t) = ∑ x(nT )δ(t − nT ) −→ y(n) = x(nT ).
n=−∞
 Step 1 cannot be undone (unless we somehow restrict which functions x
can be sampled).
 Step 2 is always invertible.
 Therefore, the fact that sampling is not invertible is entirely due to step 1.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Model of Sampling: Characterization
ideal C/D converter
∞
p(t) = ∑ δ(t − kT )
k=−∞

x s convert from y
× impulse train
to sequence

 In the time domain, the impulse-sampled function s is given by

∞
s(t) = x(t)p(t) where p(t) = ∑ δ(t − kT ).
k=−∞
 In the Fourier domain, the preceding equation becomes
∞
2π
S(ω) = ωs
2π ∑ X(ω − kωs ) (where ωs = T ).
k=−∞
 Thus, the spectrum of the impulse-sampled function s is a scaled sum of
an infinite number of shifted copies of the spectrum of the original
function x.
.System
. . . . . . . . .Analysis
Copyright . .c. . .2013–2020
.... Michael D. Adams Signals and Systems Edition 2020-05-ECE260 242
 Sampling: Fourier Series for a Periodic Impulse Train

∞
2π
p(t) = ∑ δ(t − kT ), ωs = T
k=−∞

∞
p(t) = ∑ ck e jkωs t
k=−∞
Z T /2
ck = 1
T p(t)e− jkωs t dt
−T /2
Z T /2
= 1
T δ(t)e− jkωs t dt
−T /2
Z ∞
= 1
T δ(t)e− jkωs t dt
−∞
1
= T
ωs
= 2π
∞
p(t) = ωs
2π ∑ e jkωs t
k=−∞

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Sampling: Multiplication by a Periodic Impulse Train
ideal C/D converter
∞
p(t) = ∑ δ(t − kT )
k=−∞

x s convert from y
× impulse train
to sequence

∞
2π
s(t) = p(t)x(t), p(t) = ∑ δ(t − kT ), ωs = T
k=−∞

∞
p(t) = ωs
2π ∑ e jkωs t
k=−∞

∞
s(t) = ωs
2π ∑ e jkωs t x(t)
k=−∞

X = Fx, S = Fs
∞
ωs
S(ω) = 2π ∑ X(ω − kωs )
k=−∞

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Model of Sampling: Aliasing
 Consider frequency spectrum S of the impulse-sampled function s given by
∞
ωs
S(ω) = 2π ∑ X(ω − kωs ).
k=−∞

 The function S is a scaled sum of an infinite number of shifted copies of X .

 Two distinct behaviors can result in this summation, depending on ωs and
the bandwidth of x.
 In particular, the nonzero portions of the different shifted copies of X can
either:
1 overlap; or
2 not overlap.
 In the case where overlap occurs, the various shifted copies of X add
together in such a way that the original shape of X is lost. This
phenomenon is known as aliasing.
 When aliasing occurs, the original function x cannot be recovered from its
samples in y.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 243
 Model of Sampling: Aliasing (Continued)
X(ω)

Spectrum of Input
1
Function
(Bandwidth ωm )
ω
−ωm 0 ωm

S(ω)
Spectrum of Impulse-
1
T Sampled Function:
··· ··· No Aliasing Case
(ωs > 2ωm )
ω
−ωs − ωm −ωs −ωs + ωm −ωm 0 ωm ωs − ωm ωs ωs + ωm

S(ω)

Spectrum of Impulse-
1
T
Sampled Function:
··· ··· Aliasing Case
ω
(ωs ≤ 2ωm )
0 ωm
ωs − ωm ωs

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 244
 Model of Interpolation

 For the purposes of analysis, interpolation can be modelled as shown

below.
ideal D/C converter

y convert from s x̂
sequence to h
impulse train
π


h(t) = sinc Tt

 The reconstruction of a function x from its sequence y of samples (i.e.,

bandlimited interpolation) consists of the following two steps (in order):
1 Convert the sequence y to the impulse train s by using the samples in y as

the weights of successive impulses in s so that s(t) = ∑∞

n=−∞ y(n)δ(t − T n).
2 Apply the lowpass filter with impulse response h to s to produce x̂ so that

n=−∞ y(n) sinc T (t − T n) .

π 
x̂(t) = s ∗ h(t) = ∑∞
 The lowpass filter is used to eliminate the extra copies of the
originally-sampled function’s spectrum present in the spectrum of s.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 245
 Sampling Theorem
 Sampling Theorem. Let x be a function with Fourier transform X , and
suppose that |X(ω)| = 0 for all ω satisfying |ω| > ωM (i.e., x is
bandlimited to frequencies [−ωM , ωM ]). Then, x is uniquely determined by
its samples y(n) = x(T n) for all integer n, if

ωs > 2ωM ,
where ωs = 2πT . The preceding inequality is known as the Nyquist
condition. If this condition is satisfied, we have that
∞ π 
x(t) = ∑ y(n) sinc T (t − T n) ,
n=−∞

or equivalently (i.e., rewritten in terms of ωs instead of T ),

∞

ωs
x(t) = ∑ y(n) sinc 2 t − πn .
n=−∞

 We call ω2s the Nyquist frequency and 2ωM the Nyquist rate.

.Example
. . . . . . . . . .6.41
Copyright .NEXT
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Michael .D.
. . .Adams
.. Signals and Systems Edition 2020-05-ECE260 247
 Part 7

Laplace Transform (LT)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 248
 Motivation Behind the Laplace Transform

 Another important mathematical tool in the study of signals and systems

is known as the Laplace transform.
 The Laplace transform can be viewed as a generalization of the Fourier
transform.
 Due to its more general nature, the Laplace transform has a number of
advantages over the Fourier transform.
 First, the Laplace transform representation exists for some functions that
do not have a Fourier transform representation. So, we can handle
some functions with the Laplace transform that cannot be handled with
the Fourier transform.
 Second, since the Laplace transform is a more general tool, it can provide
additional insights beyond those facilitated by the Fourier transform.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 249
 Motivation Behind the Laplace Transform (Continued)

 Earlier, we saw that complex exponentials are eigenfunctions of LTI

systems.
 In particular, for a LTI system H with impulse response h, we have that
Z ∞
H{est }(t) = H(s)est where H(s) = h(t)e−st dt.
−∞

 Previously, we referred to H as the system function.

 As it turns out, H is the Laplace transform of h.
 Since the Laplace transform has already appeared earlier in the context of
LTI systems, it is clearly a useful tool.
 Furthermore, as we will see, the Laplace transform has many additional
uses.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 250
 Section 7.1

Laplace Transform

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 251
 (Bilateral) Laplace Transform
 The (bilateral) Laplace transform of the function x, denoted Lx or X , is
defined as
Z ∞
Lx(s) = X(s) = x(t)e−st dt.
−∞
 The inverse Laplace transform of X , denoted L−1 X or x, is then given
by
Z σ+ j∞
1
L−1 X(t) = x(t) = X(s)est ds,
2π j σ− j∞
where Re(s) = σ is in the ROC of X . (Note that this is a contour
integration, since s is complex.)
 We refer to x and X as a Laplace transform pair and denote this
relationship as
LT
x(t) ←→ X(s).
 In practice, we do not usually compute the inverse Laplace transform by
directly using the formula from above. Instead, we resort to other means
(to be discussed later).
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 252
 Bilateral and Unilateral Laplace Transforms

 Two different versions of the Laplace transform are commonly used:

1 the bilateral (or two-sided) Laplace transform; and

2 the unilateral (or one-sided) Laplace transform.

 The unilateral Laplace transform is most frequently used to solve systems

of linear differential equations with nonzero initial conditions.
 As it turns out, the only difference between the definitions of the bilateral
and unilateral Laplace transforms is in the lower limit of integration.
 In the bilateral case, the lower limit is −∞, whereas in the unilateral case,
the lower limit is 0 (i.e., −∞ x(t)e−st dt versus 0− x(t)e−st dt ).
R∞ R∞

 For the most part, we will focus our attention primarily on the bilateral
Laplace transform.
 We will, however, briefly introduce the unilateral Laplace transform as a
tool for solving differential equations.
 Unless otherwise noted, all subsequent references to the Laplace
transform should be understood to mean bilateral Laplace transform.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 253
 Remarks on Operator Notation

 For a function x, the Laplace transform of x is denoted using operator

notation as Lx.
 The Laplace transform of x evaluated at s is denoted Lx(s).
 Note that Lx is a function, whereas Lx(s) is a number.
 Similarly, for a function X , the inverse Laplace transform of X is denoted
using operator notation as L−1 X .
 The inverse Laplace transform of X evaluated at t is denoted L−1 X(t).
 Note that L−1 X is a function, whereas L−1 X(t) is a number.
 With the above said, engineers often abuse notation, and use expressions
like those above to mean things different from their proper meanings.
 Since such notational abuse can lead to problems, it is strongly
recommended that one refrain from doing this.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 254
 Remarks on Dot Notation

 Often, we would like to write an expression for the Laplace transform of a

function without explicitly naming the function.
 For example, consider writing an expression for the Laplace transform of
the function v(t) = x(5t − 3) but without using the name “v”.
 It would be incorrect to write “Lx(5t − 3)” as this is the function Lx
evaluated at 5t − 3, which is not the meaning that we wish to convey.
 Also, strictly speaking, it would be incorrect to write “L{x(5t − 3)}” as the
operand of the Laplace transform operator must be a function, and
x(5t − 3) is a number (i.e., the function x evaluated at 5t − 3).
 Using dot notation, we can write the following strictly-correct expression
for the desired Laplace transform: L{x(5 · −3)}.
 In many cases, however, it is probably advisable to avoid employing
anonymous (i.e., unnamed) functions, as their use tends to be more error
prone in some contexts.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 255
 Remarks on Notational Conventions
 Since dot notation is less frequently used by engineers, the author has
elected to minimize its use herein.
 To avoid ambiguous notation, the following conventions are followed:
1 in the expression for the operand of a Laplace transform operator, the
independent variable is assumed to be the variable named “t” unless
otherwise indicated (i.e., in terms of dot notation, each “t ” is treated as if it
were a “·”)
2 in the expression for the operand of the inverse Laplace transform operator,
the independent variable is assumed to be the variable named “s” unless
otherwise indicated (i.e., in terms of dot notation, each “s” is treated as if it
were a “·”).
 For example, with these conventions:
2 “L{(t − τ)u(t − τ)}” denotes the function that is the Laplace transform of

the function v(t) = (t − τ)u(t − τ) (not the Laplace transform of the function
v(τ) = (t − τ)u(t − τ)).
2 “L−1 { 1 }” denotes the function that is the inverse Laplace transform of
s2 −λ
the function V (s) = { s2 1−λ } (not the inverse Laplace transform of the
function V (λ) = { s2 1−λ }).
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 256
 Relationship Between Laplace and Fourier Transforms
 Let X and XF denote the Laplace and (CT) Fourier transforms of x,
respectively.
 The function X evaluated at jω (where ω is real) yields XF (ω). That is,

X( jω) = XF (ω).
 Due to the preceding relationship, the Fourier transform of x is sometimes
written as X( jω).
 The function X evaluated at an arbitrary complex value s = σ + jω (where
σ = Re(s) and ω = Im(s)) can also be expressed in terms of a Fourier
transform involving x. In particular, we have

X(σ + jω) = XF0 (ω),

where XF0 is the (CT) Fourier transform of x0 (t) = e−σt x(t).
 So, in general, the Laplace transform of x is the Fourier transform of an
exponentially-weighted version of x.
 Due to this weighting, the Laplace transform of a function may exist when
the Fourier transform of the same function does not.
.Proof
. . . . . . for
Copyright . . . . Special. . . . . Case
.c. . .2013–2020 .Proof
. . . . . . Michael for
. . . . . .D. . General
. . . . . . . . . .Case
. . .Adams . . Signals
... and Systems Edition 2020-05-ECE260 257
 Laplace Transform Examples

T HIS SLIDE IS INTENTIONALLY LEFT BLANK .

.Example
. . . . . . . . . .7.3
Copyright .Example
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. . . . . . . . Michael
... D. Adams Signals and Systems Edition 2020-05-ECE260 258
 Section 7.2

Region of Convergence (ROC)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 259
 Left-Half Plane (LHP)

 The set R of all complex numbers s satisfying

Re(s) < a

for some real constant a is said to be a left-half plane (LHP).

 Some examples of LHPs are shown below.
a<0 Im{s} a>0 Im{s}

Re{s} Re{s}
a a

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 260
 Right-Half Plane (RHP)

 The set R of all complex numbers s satisfying

Re(s) > a

for some real constant a is said to be a right-half plane (RHP).

 Some examples of RHPs are shown below.
Im{s} a<0 Im{s} a>0

Re{s} Re{s}
a a

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 261
 Intersection of Sets

 For two sets A and B, the intersection of A and B, denoted A ∩ B, is the

set of all points that are in both A and B.
 An illustrative example of set intersection is shown below.
Im Im Im
2 2 2

1 1 1

Re Re Re
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3 −3 −2 −1 1 2 3
−1 −1 −1

−2 −2 −2

R1 R2 R1 ∩ R2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 262
 Adding a Scalar to a Set

 For a set S and a scalar constant a, S + a denotes the set given by

S + a = {z + a : z ∈ S}

(i.e., S + a is the set formed by adding a to each element of S).

 Effectively, adding a scalar to a set applies a translation (i.e., shift) to the
region associated with the set.
 An illustrative example is given below.
Im Im

2 2

1 1

Re Re
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3

−1 −1

−2 −2

R R+1
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 263
 Multiplying a Set by a Scalar
 For a set S and a scalar constant a, aS denotes the set given by
aS = {az : z ∈ S}
(i..e, aS is the set formed by multiplying each element of S by a).
 Multiplying z by a effects z by: scaling by |a| and rotating about the origin
by arg a.
 So, effectively, multiplying a set by a scalar applies a scaling and/or
rotation to the region associated with the set.
 An illustrative example is given below.
Im
2

Re
−5 −4 −3 −2 −1 1 2 3 4 5

−1

−2

Im
R Im

2 2

1 1

Re Re
−5 −4 −3 −2 −1 1 2 3 4 5 −5 −4 −3 −2 −1 1 2 3 4 5

−1 −1

−2 −2

2R −2R
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 264
 Region of Convergence (ROC)

 As we saw earlier, for a function x, the complete specification of its

Laplace transform X requires not only an algebraic expression for X , but
also the ROC associated with X .
 Two very different functions can have the same algebraic expressions
for X .
 On the slides that follow, we will examine a number of key properties of
the ROC of the Laplace transform.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 265
 ROC Property 1: General Form

 The ROC of a Laplace transform consists of strips parallel to the

imaginary axis in the complex plane.
 That is, if a point s0 is in the ROC, then the vertical line through s0 (i.e.,
Re(s) = Re(s0 )) is also in the ROC.
 Some examples of sets that would be either valid or invalid as ROCs are
shown below.
Im Im Im

Re Re Re

Valid Valid Invalid

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 ROC Property 2: Rational Laplace Transforms

 If a Laplace transform X is a rational function, the ROC of X does not

contain any poles and is bounded by poles or extends to infinity.
 Some examples of sets that would be either valid or invalid as ROCs of
rational Laplace transforms are shown below.
Im Im Im

Re Re Re

Valid Valid Invalid

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 ROC Property 3: Finite-Duration Functions

 If a function x is finite duration and its Laplace transform X converges for

at least one point, then X converges for all points in the complex plane
(i.e., the ROC is the entire complex plane).
 Some examples of sets that would be either valid or invalid as ROCs for
X , if x is finite duration, are shown below.
Im Im Im

Re Re Re

Valid Invalid Invalid

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 ROC Property 4: Right-Sided Functions

 If a function x is right sided and the (vertical) line Re(s) = σ0 is in the ROC
of the Laplace transform X = Lx, then all values of s for which Re(s) > σ0
must also be in the ROC (i.e., the ROC is a RHP including Re(s) = σ0 ).
 Some examples of sets that would be either valid or invalid as ROCs for
X , if x is right sided, are shown below.
Im Im Im

Re Re Re

Valid Invalid Invalid

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 ROC Property 5: Left-Sided Functions

 If a function x is left sided and the (vertical) line Re(s) = σ0 is in the ROC
of the Laplace transform X = Lx, then all values of s for which Re(s) < σ0
must also be in the ROC (i.e., the ROC is a LHP including Re(s) = σ0 ).
 Some examples of sets that would be either valid or invalid as ROCs for
X , if x is left sided, are shown below.
Im Im Im

Re Re Re

Valid Invalid Invalid

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 ROC Property 6: Two-Sided Functions

 If a function x is two sided and the (vertical) line Re(s) = σ0 is in the ROC
of the Laplace transform X = Lx, then the ROC will consist of a strip in
the complex plane that includes the line Re(s) = σ0 .
 Some examples of sets that would be either valid or invalid as ROCs for
X , if x is two sided, are shown below.
Im Im Im

Re Re Re

Valid Invalid Invalid

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 ROC Property 7: More on Rational Laplace Transforms

 If the Laplace transform X of a function x is rational (with at least one

pole), then:
1 If x is right sided, the ROC of X is to the right of the rightmost pole of X

(i.e., the RHP to the right of the rightmost pole).

2 If x is left sided, the ROC of X is to the left of the leftmost pole of X (i.e., the

LHP to the left of the leftmost pole).

 This property is implied by properties 1, 2, 4, and 5.
 Some examples of sets that would be either valid or invalid as ROCs for
X , if X is rational and x is left/right sided, are given below.
Im Im Im Im
Re Re Re Re

Valid Invalid Valid Invalid

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 General Form of the ROC
 To summarize the results of properties 3, 4, 5, and 6, if the Laplace
transform X of the function x exists, the ROC of X depends on the left-
and right-sidedness of x as follows:
x
left sided right sided ROC of X
no no strip
no yes RHP
yes no LHP
yes yes everywhere

 Thus, we can infer that, if X exists, its ROC can only be of the form of a
LHP, a RHP, a vertical strip, or the entire complex plane.
 For example, the sets shown below would not be valid as ROCs.
Im Im

Re Re

Invalid Invalid
.Example
. . . . . . . . . .7.7
Copyright .c. . 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260
 Section 7.3

Properties of the Laplace Transform

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 268
 Properties of the Laplace Transform

Property Time Domain Laplace Domain ROC

Linearity a1 x1 (t) + a2 x2 (t) a1 X1 (s) + a2 X2 (s) At least R1 ∩ R2
Time-Domain Shifting x(t − t0 ) e−st0 X(s) R
Laplace-Domain Shifting es0t x(t) X(s − s0 ) R + Re(s0 )
1 s
Time/Laplace-Domain Scaling


x(at) |a| X a aR
Conjugation x∗ (t) X ∗ (s∗ ) R
Time-Domain Convolution x1 ∗ x2 (t) X1 (s)X2 (s) At least R1 ∩ R2
d
Time-Domain Differentiation dt x(t) sX(s) At least R
d
Laplace-Domain Differentiation −tx(t) ds X(s) R
Rt 1
Time-Domain Integration −∞ x(τ)dτ s X(s) At least R ∩ {Re(s) > 0}

Property
Initial Value Theorem x(0+ ) = lim sX(s)
s→∞
Final Value Theorem lim x(t) = lim sX(s)
t→∞ s→0

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 269
 Laplace Transform Pairs
Pair x(t) X(s) ROC
1 δ(t) 1 All s
1
2 u(t) s Re(s) > 0
1
3 −u(−t) s Re(s) < 0
n!
4 t n u(t) sn+1
Re(s) > 0
n!
5 −t n u(−t) sn+1
Re(s) < 0
6 e−at u(t) 1
s+a Re(s) > −a
7 −e−at u(−t) 1
s+a Re(s) < −a
8 t n e−at u(t) n!
(s+a)n+1
Re(s) > −a
9 −t n e−at u(−t) n!
(s+a)n+1
Re(s) < −a
s
10 cos(ω0t)u(t) s2 +ω20
Re(s) > 0
ω0
11 sin(ω0t)u(t) s2 +ω20
Re(s) > 0
12 e−at cos(ω0t)u(t) s+a
(s+a)2 +ω20
Re(s) > −a
13 e−at sin(ω0t)u(t) ω0
(s+a)2 +ω20
Re(s) > −a

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 270
 Linearity

LT LT
 If x1 (t) ←→ X1 (s) with ROC R1 and x2 (t) ←→ X2 (s) with ROC R2 , then
LT
a1 x1 (t) + a2 x2 (t) ←→ a1 X1 (s) + a2 X2 (s) with ROC R containing R1 ∩ R2 ,

where a1 and a2 are arbitrary complex constants.

 This is known as the linearity property of the Laplace transform.
 The ROC R always contains R1 ∩ R2 but can be larger (in the case that
pole-zero cancellation occurs).

.Example
. . . . . . . . . .7.8
Copyright .Example
.c. . 2013–2020 . .7.9
. . . . . . . . Michael
... D. Adams Signals and Systems Edition 2020-05-ECE260 271
 Time-Domain Shifting

LT
 If x(t) ←→ X(s) with ROC R, then
LT
x(t − t0 ) ←→ e−st0 X(s) with ROC R,

where t0 is an arbitrary real constant.

 This is known as the time-domain shifting property of the Laplace
transform.

.Example
. . . . . . . . . .7.10
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 272
 Laplace-Domain Shifting
LT
 If x(t) ←→ X(s) with ROC R, then
LT
es0t x(t) ←→ X(s − s0 ) with ROC R0 = R + Re(s0 ),

where s0 is an arbitrary complex constant.

 This is known as the Laplace-domain shifting property of the Laplace
transform.
 As illustrated below, the ROC R is shifted right by Re(s0 ).
Im Im

Re Re
σmin σmax σmin + Re(s0 ) σmax + Re(s0 )

R R0 = R + Re(s0 )

.Example
. . . . . . . . . .7.11
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 273
 Time-Domain/Laplace-Domain Scaling

LT
 If x(t) ←→ X(s) with ROC R, then

LT 1 s
x(at) ←→ X with ROC R0 = aR,
|a| a
where a is a nonzero real constant.
 This is known as the (time-domain/Laplace-domain) scaling property
of the Laplace transform.
 As illustrated below, the ROC R is scaled and possibly flipped left to right.
Im Im Im

Re Re Re
σmin σmax aσmin aσmax aσmax aσmin

R R0 = aR, a > 0 R0 = aR, a < 0

.Example
. . . . . . . . . .7.12
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 274
 Conjugation

LT
 If x(t) ←→ X(s) with ROC R, then
LT
x∗ (t) ←→ X ∗ (s∗ ) with ROC R.
 This is known as the conjugation property of the Laplace transform.

.Example
. . . . . . . . . .7.13
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 275
 Time-Domain Convolution

LT LT
 If x1 (t) ←→ X1 (s) with ROC R1 and x2 (t) ←→ X2 (s) with ROC R2 , then
LT
x1 ∗ x2 (t) ←→ X1 (s)X2 (s) with ROC R containing R1 ∩ R2 .
 This is known as the time-domain convolution property of the Laplace
transform.
 The ROC R always contains R1 ∩ R2 but can be larger than this
intersection (if pole-zero cancellation occurs).
 Convolution in the time domain becomes multiplication in the Laplace
domain.
 Consequently, it is often much easier to work with LTI systems in the
Laplace domain, rather than the time domain.

.Example
. . . . . . . . . .7.14
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 276
 Time-Domain Differentiation

LT
 If x(t) ←→ X(s) with ROC R, then

dx(t) LT
←→ sX(s) with ROC R0 containing R.
dt
 This is known as the time-domain differentiation property of the
Laplace transform.
 The ROC R0 always contains R but can be larger than R (if pole-zero
cancellation occurs).
 Differentiation in the time domain becomes multiplication by s in the
Laplace domain.
 Consequently, it can often be much easier to work with differential
equations in the Laplace domain, rather than the time domain.

.Example
. . . . . . . . . .7.15
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 277
 Laplace-Domain Differentiation

LT
 If x(t) ←→ X(s) with ROC R, then

LT dX(s)
−tx(t) ←→ with ROC R.
ds
 This is known as the Laplace-domain differentiation property of the
Laplace transform.

.Example
. . . . . . . . . .7.16
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 278
 Time-Domain Integration

LT
 If x(t) ←→ X(s) with ROC R, then
Z t
LT 1
x(τ)dτ ←→ X(s) with ROC R0 containing R ∩ {Re(s) > 0}.
−∞ s
 This is known as the time-domain integration property of the Laplace
transform.
 The ROC R0 always contains at least R ∩ {Re(s) > 0} but can be larger (if
pole-zero cancellation occurs).
 Integration in the time domain becomes division by s in the Laplace
domain.
 Consequently, it is often much easier to work with integral equations in the
Laplace domain, rather than the time domain.

.Example
. . . . . . . . . .7.17
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 279
 Initial Value Theorem

 For a function x with Laplace transform X , if x is causal and contains no

impulses or higher order singularities at the origin, then

x(0+ ) = lim sX(s),

s→∞

where x(0+ ) denotes the limit of x(t) as t approaches zero from positive
values of t .
 This result is known as the initial value theorem.
 In situations where X is known but x is not, the initial value theorem
eliminates the need to explicitly find x by an inverse Laplace transform
calculation in order to evaluate x(0+ ).
 In practice, the values of functions at the origin are frequently of interest,
as such values often convey information about the initial state of systems.
 The initial value theorem can sometimes also be helpful in checking for
errors in Laplace transform calculations.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 280
 Final Value Theorem

 For a function x with Laplace transform X , if x is causal and x(t) has a

finite limit as t → ∞, then

lim x(t) = lim sX(s).

t→∞ s→0

 This result is known as the final value theorem.

 In situations where X is known but x is not, the final value theorem
eliminates the need to explicitly find x by an inverse Laplace transform
calculation in order to evaluate limt→∞ x(t).
 In practice, the values of functions at infinity are frequently of interest, as
such values often convey information about the steady-state behavior of
systems.
 The final value theorem can sometimes also be helpful in checking for
errors in Laplace transform calculations.

.Example
. . . . . . . . . .7.18
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 281
 More Laplace Transform Examples

T HIS SLIDE IS INTENTIONALLY LEFT BLANK .

.Example
. . . . . . . . . .7.19
Copyright .Example
.c. . .2013–2020 . . .7.25
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 282
 Section 7.4

Determination of Inverse Laplace Transform

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 283
 Finding Inverse Laplace Transform

 Recall that the inverse Laplace transform x of X is given by

Z σ+ j∞
1
x(t) = X(s)est ds,
2π j σ− j∞

where Re(s) = σ is in the ROC of X .

 Unfortunately, the above contour integration can often be quite tedious to
compute.
 Consequently, we do not usually compute the inverse Laplace transform
directly using the above equation.
 For rational functions, the inverse Laplace transform can be more easily
computed using partial fraction expansions.
 Using a partial fraction expansion, we can express a rational function as a
sum of lower-order rational functions whose inverse Laplace transforms
can typically be found in tables.

.Example
. . . . . . . . . .7.27
Copyright .Example
.c. . .2013–2020 . . .7.28
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 284
 Section 7.5

Laplace Transform and LTI Systems

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 285
 System Function of LTI Systems

 Consider a LTI system with input x, output y, and impulse response h. Let
X , Y , and H denote the Laplace transforms of x, y, and h, respectively.
 Since y(t) = x ∗ h(t), the system is characterized in the Laplace domain by

Y (s) = X(s)H(s).
 As a matter of terminology, we refer to H as the system function (or
transfer function) of the system (i.e., the system function is the Laplace
transform of the impulse response).
 A LTI system is completely characterized by its system function H .
 When viewed in the Laplace domain, a LTI system forms its output by
multiplying its input with its system function.
 If the ROC of H includes the imaginary axis, then H( jω) is the frequency
response of the LTI system.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 286
 Block Diagram Representations of LTI Systems

 Consider a LTI system with input x, output y, and impulse response h, and
let X , Y , and H denote the Laplace transforms of x, y, and h, respectively.
 Often, it is convenient to represent such a system in block diagram form in
the Laplace domain as shown below.

X Y
H

 Since a LTI system is completely characterized by its system function, we

typically label the system with this quantity.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 287
 Interconnection of LTI Systems

 The series interconnection of the LTI systems with system functions H1

and H2 is the LTI system with system function H1 H2 . That is, we have the
equivalence shown below.
X Y X Y
H1 H2 ≡ H1 H2

 The parallel interconnection of the LTI systems with system functions H1

and H2 is the LTI system with the system function H1 + H2 . That is, we
have the equivalence shown below.
X Y
H1 +

X Y
≡ H1 + H2
H2

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 288
 Causality

 If a LTI system is causal, its impulse response is causal, and therefore

right sided. From this, we have the result below.
 Theorem. The ROC associated with the system function of a causal LTI
system is a RHP or the entire complex plane.
 In general, the converse of the above theorem is not necessarily true.
That is, if the ROC of the system function is a RHP or the entire complex
plane, it is not necessarily true that the system is causal.
 If the system function is rational, however, we have that the converse
does hold, as indicated by the theorem below.
 Theorem. For a LTI system with a rational system function H , causality
of the system is equivalent to the ROC of H being the RHP to the right
of the rightmost pole or, if H has no poles, the entire complex plane.

.Example
. . . . . . . . . .7.31
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 289
 BIBO Stability

 Whether or not a system is BIBO stable depends on the ROC of its

system function.
 Theorem. A LTI system is BIBO stable if and only if the ROC of its
system function H contains the imaginary axis (i.e., Re(s) = 0).
 Theorem. A causal LTI system with a (proper) rational system function H
is BIBO stable if and only if all of the poles of H lie in the left half of the
plane (i.e., all of the poles have negative real parts).

.Example
. . . . . . . . . .7.32
Copyright .Example
.c. . .2013–2020 . . .7.33
. . . . . . .Michael Example
. . . . . . . . . .7.34
. . . . D. .Adams . . . Signals
. and Systems Edition 2020-05-ECE260 290
 Invertibility

 A LTI system H with system function H is invertible if and only if there

exists another LTI system with system function Hinv such that

H(s)Hinv (s) = 1,

in which case Hinv is the system function of H−1 and

1
Hinv (s) = .
H(s)
 Since distinct systems can have identical system functions (but with
differing ROCs), the inverse of a LTI system is not necessarily unique.
 In practice, however, we often desire a stable and/or causal system. So,
although multiple inverse systems may exist, we are frequently only
interested in one specific choice of inverse system (due to these
additional constraints of stability and/or causality).

.Example
. . . . . . . . . .7.35
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 291
 LTI Systems and Differential Equations
 Many LTI systems of practical interest can be represented using an
Nth-order linear differential equation with constant coefficients.
 Consider a system with input x and output y that is characterized by an
equation of the form
N M
d k d k



∑ bk dt y(t) = ∑ ak dt x(t),
k=0 k=0

where the ak and bk are complex constants and M ≤ N .

 Let h denote the impulse response of the system, and let X , Y , and H
denote the Laplace transforms of x, y, and h, respectively.
 One can show that H is given by
Y (s) ∑M ak sk
H(s) = = k=0 .
X(s) ∑Nk=0 bk sk
 Observe that, for a system of the form considered above, the system
function is always rational.

.Example
. . . . . . . . . .7.36
Copyright .Example
.c. . .2013–2020 . . .7.37
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 292
 Section 7.6

Application: Circuit Analysis

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 293
 Electronic Circuits

 An electronic circuit is a network of one or more interconnected circuit

elements.
 The three most basic types of circuit elements are:
1 resistors;
2 inductors; and
3 capacitors.
 Two fundamental quantities of interest in electronic circuits are current and
voltage.
 Current is the rate at which electric charge flows through some part of a
circuit, such as a circuit element, and is measured in units of amperes (A).
 Voltage is the difference in electric potential between two points in a
circuit, such as across a circuit element, and is measured in units of
volts (V).
 Voltage is essentially a force that makes electric charge (or current) flow.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Resistors

 A resistor is a circuit element that opposes the flow of current.

 A resistor is characterized by an equation of the form

or equivalently, i(t) = R1 v(t) ,

v(t) = Ri(t)

where R is a nonnegative real constant, and v and i respectively denote

the voltage across and current through the resistor as a function of time.
 As a matter of terminology, the quantity R is known as the resistance of
the resistor.
 Resistance is measured in units of ohms (Ω).
 In circuit diagrams, a resistor is denoted by the symbol shown below.

R
i + −

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 294
 Inductors
 An inductor is a circuit element that converts an electric current into a
magnetic field and vice versa.
 An inductor uses the energy stored in a magnetic field in order to oppose
changes in current (through the inductor).
 An inductor is characterized by an equation of the form
Z t
d 1
v(t) = L dt i(t) (or equivalently, i(t) = L v(τ)dτ),
−∞
where L is a nonnegative real constant, and v and i respectively denote
the voltage across and current through the inductor as a function of time.
 As a matter of terminology, the quantity L is known as the inductance of
the inductor.
 Inductance is measured in units of henrys (H).
 In circuit diagrams, an inductor is denoted by the symbol shown below.

L
i + −

v
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 295
 Capacitors
 A capacitor is a circuit element that stores electric charge.
 A capacitor uses the energy stored in an electric field in order to oppose
changes in voltage (across the capacitor).
 A capacitor is characterized by an equation of the form
Z t
1
v(t) = C i(τ)dτ (or equivalently, i(t) = C dtd v(t)),
−∞
where C is a nonnegative real constant, and v and i respectively denote
the voltage across and current through the capacitor as a function of time.
 As a matter of terminology, the quantity C is known as the capacitance of
the capacitor.
 Capacitance is measured in units of farads (F).
 In circuit diagrams, a capacitor is denoted by the symbol shown below.
C
i + −

v
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 296
 Circuit Analysis with the Laplace Transform
 The Laplace transform is a very useful tool for circuit analysis.
 The utility of the Laplace transform is partly due to the fact that the
differential/integral equations that describe inductors and capacitors are
much simpler to express in the Laplace domain than in the time domain.
 Let v and i denote the voltage across and current through a circuit
element, and let V and I denote the Laplace transforms of v and i,
respectively.
 In the Laplace domain, the equations characterizing a resistor, an
inductor, and a capacitor respectively become:

V (s) = RI(s) (or equivalently, I(s) = R1 V (s));

1
V (s) = sLI(s) (or equivalently, I(s) = sL V (s)); and
1
V (s) = sC I(s) (or equivalently, I(s) = sCV (s)).

 Note the absence of differentiation and integration in the above equations

for an inductor and a capacitor.

.Example
. . . . . . . . . .7.38
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 297
 Section 7.7

Application: Design and Analysis of Control Systems

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 298
 Control Systems
 A control system manages the behavior of one or more other systems with
some specific goal.
 Typically, the goal is to force one or more physical quantities to assume
particular desired values, where such quantities might include: positions,
velocities, accelerations, forces, torques, temperatures, or pressures.
 The desired values of the quantities being controlled are collectively
viewed as the input of the control system.
 The actual values of the quantities being controlled are collectively viewed
as the output of the control system.
 A control system whose behavior is not influenced by the actual values of
the quantities being controlled is called an open loop (or non-feedback)
system.
 A control system whose behavior is influenced by the actual values of the
quantities being controlled is called a closed loop (or feedback) system.
 An example of a simple control system would be a thermostat system,
which controls the temperature in a room or building.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260
 Feedback Control Systems

Reference
Input Error Output
+ Controller Plant
−

Sensor
Feedback
Signal
 input: desired value of the quantity to be controlled
 output: actual value of the quantity to be controlled
 error: difference between the desired and actual values
 plant: system to be controlled
 sensor: device used to measure the actual output
 controller: device that monitors the error and changes the input of the
plant with the goal of forcing the error to zero

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 299
 Stability Analysis of Feedback Systems

 Often, we want to ensure that a system is BIBO stable.

 The BIBO stability property is more easily characterized in the Laplace
domain than in the time domain.
 Therefore, the Laplace domain is extremely useful for the stability analysis
of systems.

.Example
. . . . . . . . . .7.40
Copyright .Exercise
.c. . .2013–2020 . . .7.30
. . . . . . .Michael
. . . . D. Adams Signals and Systems Edition 2020-05-ECE260 300
 Stabilization Example: Unstable Plant

 causal LTI plant:

X Y
P

10
P(s) = s−1

 ROC of P:
Im

1 Re

 system is not BIBO stable

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Stabilization Example: Using Pole-Zero Cancellation

 system formed by series interconnection of plant and causal LTI

compensator:

X Y
W P

10 s−1
P(s) = s−1 , W (s) = 10(s+1)

 system function H of overall system:

 
s−1 10 1


H(s) = W (s)P(s) = 10(s+1) s−1 = s+1

 ROC of H :
Im

−1 Re

 overall system is BIBO stable

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Stabilization Example: Using Feedback (1)
 feedback system (with causal LTI compensator and sensor):

X R Y
+ C P
−

10
P(s) = s−1 , C(s) = β, Q(s) = 1
 system function H of feedback system:
C(s)P(s) 10β
H(s) = 1+C(s)P(s)Q(s) = s−(1−10β)
 ROC of H :
Im

Re
1 − 10β

 feedback system is BIBO stable if and only if 1 − 10β < 0 or equivalently

1
β> 10
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260
 Stabilization Example: Using Feedback (2)
X R Y
+ C P
−

R(s) = X(s) − Q(s)Y (s)

Y (s) = C(s)P(s)R(s)

Y (s) = C(s)P(s)R(s)
= C(s)P(s)[X(s) − Q(s)Y (s)]
= C(s)P(s)X(s) −C(s)P(s)Q(s)Y (s)

[1 +C(s)P(s)Q(s)]Y (s) = C(s)P(s)X(s)

Y (s) C(s)P(s)
H(s) = =
X(s) 1 +C(s)P(s)Q(s)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Stabilization Example: Using Feedback (3)

10
P(s) = s−1 , C(s) = β, Q(s) = 1

C(s)P(s)
H(s) =
1 +C(s)P(s)Q(s)
10
β( s−1 )
= 10
1 + β( s−1 )(1)
10β
=
s − 1 + 10β
10β
=
s − (1 − 10β)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Remarks on Stabilization Via Pole-Zero Cancellation
 Pole-zero cancellation is not achievable in practice, and therefore it cannot
be used to stabilize real-world systems.
 The theoretical models used to represent real-world systems are only
approximations due to many factors, including the following:
2 Determining the system function of a system involves measurement, which
always has some error.
2 A system cannot be built with such precision that it will have exactly some
prescribed system function.
2 The system function of most systems will vary at least slightly with changes
in the physical environment.
2 Although a LTI model is used to represent a system, the likely reality is that
the system is not exactly LTI, which introduces error.
 Due to approximation error, the effective poles and zeros of the system
function will only be approximately where they are expected to be.
 Since pole-zero cancellation requires that a pole and zero be placed at
exactly the same location, any error will prevent this cancellation from
being achieved.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260

 Section 7.8

Unilateral Laplace Transform

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 301
 Unilateral Laplace Transform

 The unilateral Laplace transform of the function x, denoted Lu x or X , is

defined as
Z ∞
Lu x(s) = X(s) = x(t)e−st dt.
0−

 The unilateral Laplace transform is related to the bilateral Laplace

transform as follows:
Z ∞ Z ∞
Lu x(s) = x(t)e−st dt = x(t)u(t)e−st dt = L {xu} (s).
0− −∞

 In other words, the unilateral Laplace transform of the function x is simply

the bilateral Laplace transform of the function xu.
 Since Lu x = L{xu} and xu is always a right-sided function, the ROC
associated with Lu x is always either a RHP or the entire complex plane.
 For this reason, we often do not explicitly indicate the ROC when
working with the unilateral Laplace transform.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 302
 Inversion of the Unilateral Laplace Transform

 With the unilateral Laplace transform, the same inverse transform

equation is used as in the bilateral case.
 The unilateral Laplace transform is only invertible for causal functions.
 In particular, we have

L−1 −1
u {Lu x}(t) = Lu {L{xu}}(t)
= L−1 {L{xu}}(t)
= x(t)u(t)
(
x(t) t ≥ 0
=
0 t < 0.

 For a noncausal function x, we can only recover x(t) for t ≥ 0.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 303
 Unilateral Versus Bilateral Laplace Transform

 Due to the close relationship between the unilateral and bilateral Laplace
transforms, these two transforms have some similarities in their properties.
 Since these two transforms are not identical, however, their properties
differ in some cases, often in subtle ways.
 In the unilateral case, we have that:
1 the time-domain convolution property has the additional requirement that
the functions being convolved must be causal;
2 the time/Laplace-domain scaling property has the additional constraint that
the scaling factor must be positive;
3 the time-domain differentiation property has an extra term in the expression
for Lu {Dx}(t), where D denotes the derivative operator (namely, −x(0− ));
4 the time-domain integration property has a different lower limit in the
time-domain integral (namely, 0− instead of −∞); and
5 the time-domain shifting property does not hold (except in special
circumstances).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 304
 Properties of the Unilateral Laplace Transform

Property Time Domain Laplace Domain

Linearity a1 x1 (t) + a2 x2 (t) a1 X1 (s) + a2 X2 (s)
Laplace-Domain Shifting es0t x(t) X(s − s0 )
1 s
Time/Laplace-Domain Scaling x(at), a > 0


aX a
Conjugation x∗ (t) X ∗ (s∗ )
Time-Domain Convolution x1 ∗ x2 (t), x1 and x2 are causal X1 (s)X2 (s)
Time-Domain Differentiation d
dt x(t) sX(s) − x(0− )
d
Laplace-Domain Differentiation −tx(t) ds X(s)
Rt 1
Time-Domain Integration 0− x(τ)dτ s X(s)

Property
Initial Value Theorem x(0+ ) = lim sX(s)
s→∞
Final Value Theorem lim x(t) = lim sX(s)
t→∞ s→0

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 305
 Unilateral Laplace Transform Pairs

Pair x(t), t ≥ 0 X(s)

1 δ(t) 1
1
2 1 s
n!
3 tn sn+1

4 e−at 1
s+a

5 t n e−at n!
(s+a)n+1
s
6 cos(ω0t) s2 +ω20
ω0
7 sin(ω0t) s2 +ω20

8 e−at cos(ω0t) s+a

(s+a)2 +ω20

9 e−at sin(ω0t) ω0
(s+a)2 +ω20

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 306
 Solving Differential Equations [Using the Unilateral Laplace Transform]

 Many systems of interest in engineering applications can be characterized

by constant-coefficient linear differential equations.
 One common use of the unilateral Laplace transform is in solving
constant-coefficient linear differential equations with nonzero initial
conditions.

.Example
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 Part 8

Complex Analysis

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 308
 Complex Numbers

 A complex number is a number of the form z = x + jy where x and √ y are

real numbers and j is the constant defined by j2 = −1 (i.e., j = −1).
 The Cartesian form of the complex number z expresses z in the form

z = x + jy,

where x and y are real numbers. The quantities x and y are called the real
part and imaginary part of z, and are denoted as Re z and Im z,
respectively.
 The polar form of the complex number z expresses z in the form

z = r(cos θ + j sin θ) or equivalently z = re jθ ,

where r and θ are real numbers and r ≥ 0. The quantities r and θ are
called the magnitude and argument of z, and are denoted as |z| and
arg z, respectively. [Note: e jθ = cos θ + j sin θ.]

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 309
 Complex Numbers (Continued)

 Since e jθ = e j(θ+2πk) for all real θ and all integer k, the argument of a
complex number is only uniquely determined to within an additive multiple
of 2π.
 The principal argument of a complex number z, denoted Arg z, is the
particular value θ of arg z that satisfies −π < θ ≤ π.
 The principal argument of a complex number (excluding zero) is unique.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 310
 Geometric Interpretation of Cartesian and Polar Forms

Im Im
z z
y

θ
Re Re
x

Cartesian form: Polar form:

z = x + jy z = r(cos θ + j sin θ) = re jθ
where x = Re z and y = Im z where r = |z| and θ = arg z

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 311
 The arctan Function

 The range of the arctan function is −π/2 (exclusive) to π/2 (exclusive).

 Consequently, the arctan function always yields an angle in either the first
or fourth quadrant.

Im Im
(1, 1)
1 1

−1 −1
π + arctan( −1 ) arctan( −1 )
arctan( 11 )
Re Re
−1 1 −1 1

−1 −1
(−1, −1)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 312
 The atan2 Function
 The angle θ that a vector from the origin to the point (x, y) makes with the
positive x axis is given by θ = atan2(y, x), where


arctan(y/x) x>0

x = 0 and y > 0

π/2


atan2(y, x) , −π/2 x = 0 and y < 0

arctan(y/x) + π x < 0 and y ≥ 0





arctan(y/x) − π x < 0 and y < 0.


 The range of the atan2 function is from −π (exclusive) to π (inclusive).

 For the complex number z expressed in Cartesian form x + jy,
Arg z = atan2(y, x).
 Although the atan2 function is quite useful for computing the principal
argument (or argument) of a complex number, it is not advisable to
memorize the definition of this function. It is better to simply understand
what this function is doing (namely, intelligently applying the arctan
function).
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 313
 Conversion Between Cartesian and Polar Form

 Let z be a complex number with the Cartesian and polar form

representations given respectively by

z = x + jy and z = re jθ .
 To convert from polar to Cartesian form, we use the following identities:

x = r cos θ and y = r sin θ.

 To convert from Cartesian to polar form, we use the following identities:
p
r= x2 + y2 and θ = atan2(y, x) + 2πk,

where k is an arbitrary integer.

 Since the atan2 function simply amounts to the intelligent application of
the arctan function, instead of memorizing the definition of the atan2
function, one should simply understand how to use the arctan function to
achieve the same result.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 314
 Properties of Complex Numbers

 For complex numbers, addition and multiplication are commutative. That

is, for any two complex numbers z1 and z2 ,

z1 + z2 = z2 + z1 and
z1 z2 = z2 z1 .
 For complex numbers, addition and multiplication are associative. That is,
for any three complex numbers z1 , z2 , and z3 ,

(z1 + z2 ) + z3 = z1 + (z2 + z3 ) and

(z1 z2 )z3 = z1 (z2 z3 ).
 For complex numbers, the distributive property holds. That is, for any
three complex numbers z1 , z2 , and z3 ,

z1 (z2 + z3 ) = z1 z2 + z1 z3 .

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 315
 Conjugation

 The conjugate of the complex number z = x + jy is denoted as z∗ and

defined as

z∗ = x − jy.
 Geometrically, the conjugation operation reflects a point in the complex
plane about the real axis.
 The geometric interpretation of the conjugate is illustrated below.
Im

z = x + jy

Re

z∗ = x − jy

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 316
 Properties of Conjugation

 For every complex number z, the following identities hold:

|z∗ | = |z| ,
arg z∗ = − arg z,
zz∗ = |z|2 ,
Re z = 12 (z + z∗ ), and
1 ∗
Im z = 2 j (z − z ).

 For all complex numbers z1 and z2 , the following identities hold:

(z1 + z2 )∗ = z∗1 + z∗2 ,

(z1 z2 )∗ = z∗1 z∗2 , and
∗
(z1 /z2 ) = z∗1 /z∗2 .

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 317
 Addition
 Cartesian form: Let z1 = x1 + jy1 and z2 = x2 + jy2 . Then,
z1 + z2 = (x1 + jy1 ) + (x2 + jy2 )
= (x1 + x2 ) + j(y1 + y2 ).
 That is, to add complex numbers expressed in Cartesian form, we simply
add their real parts and add their imaginary parts.
 Polar form: Let z1 = r1 e jθ1 and z2 = r2 e jθ2 . Then,
z1 + z2 = r1 e jθ1 + r2 e jθ2
= (r1 cos θ1 + jr1 sin θ1 ) + (r2 cos θ2 + jr2 sin θ2 )
= (r1 cos θ1 + r2 cos θ2 ) + j(r1 sin θ1 + r2 sin θ2 ).
 That is, to add complex numbers expressed in polar form, we first rewrite
them in Cartesian form, and then add their real parts and add their
imaginary parts.
 For the purposes of addition, it is easier to work with complex numbers
expressed in Cartesian form.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 318
 Multiplication

 Cartesian form: Let z1 = x1 + jy1 and z2 = x2 + jy2 . Then,

z1 z2 = (x1 + jy1 )(x2 + jy2 )

= x1 x2 + jx1 y2 + jx2 y1 − y1 y2
= (x1 x2 − y1 y2 ) + j(x1 y2 + x2 y1 ).
 That is, to multiply two complex numbers expressed in Cartesian form, we
use the distributive law along with the fact that j2 = −1.
 Polar form: Let z1 = r1 e jθ1 and z2 = r2 e jθ2 . Then,
  
z1 z2 = r1 e jθ1 r2 e jθ2 = r1 r2 e j(θ1 +θ2 ) .

 That is, to multiply two complex numbers expressed in polar form, we use
exponent rules.
 For the purposes of multiplication, it is easier to work with complex
numbers expressed in polar form.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 319
 Division
 Cartesian form: Let z1 = x1 + jy1 and z2 = x2 + jy2 . Then,
z1 z1 z∗2 z1 z∗2 (x1 + jy1 )(x2 − jy2 )
= ∗ = 2
=
z2 z2 z2 |z2 | x22 + y22
x1 x2 − jx1 y2 + jx2 y1 + y1 y2 x1 x2 + y1 y2 + j(x2 y1 − x1 y2 )
= = .
x22 + y22 x22 + y22
 That is, to compute the quotient of two complex numbers expressed in
Cartesian form, we convert the problem into one of division by a real
number.
 Polar form: Let z1 = r1 e jθ1 and z2 = r2 e jθ2 . Then,
z1 r1 e jθ1 r1
= jθ
= e j(θ1 −θ2 ) .
z2 r2 e 2 r2
 That is, to compute the quotient of two complex numbers expressed in
polar form, we use exponent rules.
 For the purposes of division, it is easier to work with complex numbers
expressed in polar form.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 320
 Properties of the Magnitude and Argument

 For any complex numbers z1 and z2 , the following identities hold:

|z1 z2 | = |z1 | |z2 | ,

z1 |z1 |
= for z2 6= 0,
z2 |z2 |
arg z1 z2 = arg z1 + arg z2 , and
 
z1
arg = arg z1 − arg z2 for z2 6= 0.
z2
 The above properties trivially follow from the polar representation of
complex numbers.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 321
 Euler’s Relation and De Moivre’s Theorem

 Euler’s relation. For all real θ,

e jθ = cos θ + j sin θ.
 From Euler’s relation, we can deduce the following useful identities:

cos θ = 12 (e jθ + e− jθ ) and
1 jθ − jθ
sin θ = 2 j (e − e ).
 De Moivre’s theorem. For all real θ and all integer n,
 n
e jnθ = e jθ .

[Note: This relationship does not necessarily hold for real n.]

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 322
 Roots of Complex Numbers

 Every complex number z = re jθ (where r = |z| and θ = arg z) has n

distinct nth roots given by
√
n
re j(θ+2πk)/n for k = 0, 1, . . . , n − 1.
 For example, 1 has the two distinct square roots 1 and −1.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 323
 Quadratic Formula

 Consider the equation

az2 + bz + c = 0,

where a, b, and c are real, z is complex, and a 6= 0.

 The roots of this equation are given by
√
−b ± b2 − 4ac
z= .
2a
 This formula is often useful in factoring quadratic polynomials.
 The quadratic az2 + bz + c can be factored as a(z − z0 )(z − z1 ), where
√ √
−b − b2 − 4ac −b + b2 − 4ac
z0 = and z1 = .
2a 2a

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 324
 Complex Functions

 A complex function maps complex numbers to complex numbers. For

example, the function F(z) = z2 + 2z + 1, where z is complex, is a
complex function.
 A complex polynomial function is a mapping of the form

F(z) = a0 + a1 z + a2 z2 + · · · + an zn ,

where z, a0 , a1 , . . . , an are complex.

 A complex rational function is a mapping of the form

a0 + a1 z + a2 z2 + . . . + an zn
F(z) = ,
b0 + b1 z + b2 z2 + . . . + bm zm
where a0 , a1 , . . . , an , b0 , b1 , . . . , bm and z are complex.
 Observe that a polynomial function is a special case of a rational function.
 Herein, we will mostly focus our attention on polynomial and rational
functions.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 325
 Continuity

 A function F is said to be continuous at a point z0 if F(z0 ) is defined and

given by

F(z0 ) = lim F(z).

z→z0

 A function that is continuous at every point in its domain is said to be

continuous.
 Polynomial functions are continuous everywhere.
 Rational functions are continuous everywhere except at points where the
denominator polynomial becomes zero.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 326
 Differentiability
 A function F is said to be differentiable at a point z = z0 if the limit
F(z)−F(z0 )
F 0 (z0 ) = limz→z0 z−z0

exists. This limit is called the derivative of F at the point z = z0 .

 A function is said to be differentiable if it is differentiable at every point in
its domain.
 The rules for differentiating sums, products, and quotients are the same
for complex functions as for real functions. If F 0 (z0 ) and G0 (z0 ) exist, then
1 (aF)0 (z ) = aF 0 (z ) for any complex constant a;
0 0
2 (F + G)0 (z ) = F 0 (z ) + G0 (z );
0 0 0
3 (FG)0 (z ) = F 0 (z )G(z ) + F(z )G0 (z );
0 0 0 0 0
4 (F/G)0 (z ) =
G(z0 )F 0 (z0 )−F(z0 )G0 (z0 )
0 G(z0 )2
; and
5 if z = G(w ) and G0 (w ) exists, then the derivative of F(G(z)) at w is
0 0 0 0
F 0 (z0 )G0 (w0 ) (i.e., the chain rule).
 A polynomial function is differentiable everywhere.
 A rational function is differentiable everywhere except at the points where
its denominator polynomial becomes zero.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 327
 Open Disks

 An open disk in the complex plane with center z0 and radius r is the set of
complex numbers z satisfying

|z − z0 | < r,

where r is a strictly positive real number.

 A plot of an open disk is shown below.

Im

z0

Re

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 328
 Analyticity

 A function is said to be analytic at a point z0 if it is differentiable at every

point in an open disk about z0 .
 A function is said to be analytic if it is analytic at every point in its domain.
 A polynomial function is analytic everywhere.
 A rational function is analytic everywhere, except at the points where its
denominator polynomial becomes zero.

.Example
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 Zeros and Singularities

 If a function F is zero at the point z0 (i.e., F(z0 ) = 0), F is said to have a

zero at z0 .
 If a function F is such that F(z0 ) = 0, F (1) (z0 ) = 0, . . . , F (n−1) (z0 ) = 0
(where F (k) denotes the kth order derivative of F ), F is said to have an
nth order zero at z0 .
 A point at which a function fails to be analytic is called a singularity.
 Polynomials do not have singularities.
 Rational functions can have a type of singularity called a pole.
 If a function F is such that G(z) = 1/F(z) has an nth order zero at z0 , F is
said to have an nth order pole at z0 .
 A pole of first order is said to be simple, whereas a pole of order two or
greater is said to be repeated. A similar terminology can also be applied
to zeros (i.e., simple zero and repeated zero).

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 330
 Zeros and Poles of a Rational Function

 Given a rational function F , we can always express F in factored form as

K(z − a1 )α1 (z − a2 )α2 · · · (z − aM )αM

F(z) = ,
(z − b1 )β1 (z − b2 )β2 · · · (z − bN )βN
where K is complex, a1 , a2 , . . . , aM , b1 , b2 , . . . , bN are distinct complex
numbers, and α1 , α2 , . . . , αM and β1 , β2 , . . . , βN are strictly positive
integers.
 One can show that F has poles at b1 , b2 , . . . , bN and zeros at
a1 , a2 , . . . , aM .
 Furthermore, the kth pole (i.e., bk ) is of order βk , and the kth zero (i.e., ak )
is of order αk .
 When plotting zeros and poles in the complex plane, the symbols “o” and
“x” are used to denote zeros and poles, respectively.

.Example
. . . . . . . . . .A.12
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Michael .D.
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..... Signals and Systems Edition 2020-05-ECE260 331
 Part 9

Partial Fraction Expansions (PFEs)

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 332
 Motivation for PFEs

 Sometimes it is beneficial to be able to express a rational function as a

sum of lower-order rational functions.
 This can be accomplished using a type of decomposition known as a
partial fraction expansion.
 Partial fraction expansions are often useful in the calculation of inverse
Laplace transforms, inverse z transforms, and inverse CT/DT Fourier
transforms.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 333
 Strictly-Proper Rational Functions

 Consider a rational function

αm vm + αm−1 vm−1 + . . . + α1 v + α0
F(v) = .
βn vn + βn−1 vn−1 + . . . + β1 v + β0
 The function F is said to be strictly proper if m < n (i.e., the order of the
numerator polynomial is strictly less than the order of the denominator
polynomial).
 Through polynomial long division, any rational function can be written as
the sum of a polynomial and a strictly-proper rational function.
 A strictly-proper rational function can be expressed as a sum of
lower-order rational functions, with such an expression being called a
partial fraction expansion.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 334
 Section 9.1

PFEs for First Form of Rational Functions

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 335
 Partial Fraction Expansions (PFEs) [CT and DT Contexts]

 Any rational function F can be expressed in the form of

am vm + am−1 vm−1 + . . . + a0
F(v) = .
vn + bn−1 vn−1 + . . . + b0
 Furthermore, the denominator polynomial D(v) = vn + bn−1 vn−1 + . . . + b0
in the above expression for F(v) can be factored to obtain

D(v) = (v − p1 )q1 (v − p2 )q2 · · · (v − pn )qn ,

where the pk are distinct and the qk are integers.

 If F has only simple poles, q1 = q2 = · · · = qn = 1.
 Suppose that F is strictly proper (i.e., m < n).
 In the determination of a partial fraction expansion of F , there are two
cases to consider:
1 F has only simple poles; and
2 F has at least one repeated pole.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 336
 Simple-Pole Case [CT and DT Contexts]

 Suppose that the (rational) function F has only simple poles.

 Then, the denominator polynomial D for F is of the form

D(v) = (v − p1 )(v − p2 ) · · · (v − pn ),
where the pk are distinct.
 In this case, F has a partial fraction expansion of the form
A1 A2 An−1 An
F(v) = + +...+ + ,
v − p1 v − p2 v − pn−1 v − pn
where

Ak = (v − pk )F(v)|v=pk .
 Note that the (simple) pole pk contributes a single term to the partial
fraction expansion.

.Example
. . . . . . . . . .B.1
Copyright .c. . .2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 337
 Repeated-Pole Case [CT and DT Contexts]
 Suppose that the (rational) function F has at least one repeated pole.
 In this case, F has a partial fraction expansion of the form
 
A1,1 A1,2 A1,q1
F(v) = + +...+
v − p1 (v − p1 )2 (v − p1 )q1
 
A2,1 A2,q2
+ +...+
v − p2 (v − p2 )q2
 
AP,1 AP,qP
+...+ +...+ ,
v − pP (v − pP )qP
where
1 h q −`
d k qk
i
Ak,` = [(v − p k ) F(v)] .
(qk − `)! dv v=pk

 Note that the qk th-order pole pk contributes qk terms to the partial fraction
expansion.
 Note that n! = (n)(n − 1)(n − 2) · · · (1) and 0! = 1.

.Example
. . . . . . . . . .B.2
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 Section 9.2

PFEs for Second Form of Rational Functions

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 339
 Partial Fraction Expansions (PFEs) [DT Context]
 Any rational function F can be expressed in the form of

am vm + am−1 vm−1 + . . . + a1 v + a0
F(v) = .
bn vn + bn−1 vn−1 + . . . + b1 v + 1
 Furthermore, the denominator polynomial
D(v) = bn vn + bn−1 vn−1 + . . . + b1 v + 1 in the above expression for F(v)
can be factored to obtain

D(v) = (1 − p−1 q1 −1 q2 −1 qn
1 v) (1 − p2 v) · · · (1 − pn v) ,

where the pk are distinct and the qk are integers.

 If F has only simple poles, q1 = q2 = · · · = qn = 1.
 Suppose that F is strictly proper (i.e., m < n).
 In the determination of a partial fraction expansion of F , there are two
cases to consider:
1 F has only simple poles; and
2 F has at least one repeated pole.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 340
 Simple-Pole Case [DT Context]

 Suppose that the (rational) function F has only simple poles.

 Then, the denominator polynomial D for F is of the form

D(v) = (1 − p−1 −1 −1
1 v)(1 − p2 v) · · · (1 − pn v),

where the pk are distinct.

 In this case, F has a partial fraction expansion of the form
A1 A2 An−1 An
F(v) = −1
+ −1
+...+ + ,
1 − p1 v 1 − p2 v 1 − pn−1 v 1 − p−1
−1
n v

where

Ak = (1 − p−1
k v)F(v) v=pk
.
 Note that the (simple) pole pk contributes a single term to the partial
fraction expansion.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 341
 Repeated-Pole Case [DT Context]
 Suppose that the (rational) function F has at least one repeated pole.
 In this case, F has a partial fraction expansion of the form
" #
A1,1 A1,2 A1,q1
F(v) = −1
+ −1 2
+...+
1 − p1 v (1 − p1 v) (1 − p−1
1 v)
q1
" #
A2,1 A2,q2
+ −1
+...+
1 − p2 v (1 − p−1
2 v)
q2
 
AP,1 AP,qP
+...+ +...+ ,
1 − p−1
P v (1 − p−1P v)
qP

where
1 h q −` i
Ak,` = (−pk )qk −` dv
d k
[(1 − p−1
k v)qk
F(v)] .
(qk − `)! v=pk

 Note that the qk th-order pole pk contributes qk terms to the partial fraction
expansion.
 Note that n! = (n)(n − 1)(n − 2) · · · (1) and 0! = 1.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 342
 Part 10

Miscellany

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 343
 Sum of Arithmetic and Geometric Sequences

 The sum of the arithmetic sequence a, a + d, a + 2d, . . . , a + (n − 1)d is

given by
n−1
n[2a + d(n − 1)]
∑ (a + kd) = 2
.
k=0

 The sum of the geometric sequence a, ra, r2 a, . . . , rn−1 a is given by

n−1
rn − 1
∑ rk a = a r−1
for r 6= 1.
k=0

 The sum of the infinite geometric sequence a, ra, r2 a, . . . is given by

∞
a
∑ rk a = 1 − r for |r| < 1.
k=0

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 344
 Part 11

Epilogue

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 345
 Other Courses Offered by the Author of These Lecture
Slides

 If you did not suffer permanent emotional scarring as a result of using

these lecture slides and you happen to be a student at the University of
Victoria, you might wish to consider taking another one of the courses
developed by the author of these lecture slides:
2 ECE 486: Multiresolution Signal and Geometry Processing with C++

2 SENG 475: Advanced Programming Techniques for Robust Efficient

Computing
 For further information about the above courses (including the URLs for
web sites of these courses), please refer to the slides that follow.

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 346
 1

0.8

0.6

0.4

0.2

0
80

60 70
60
40 50
40
30
20 20
10
0 0

ECE 486/586:
Multiresolution Signal and Geometry Processing with C++

normally offered in Summer (May-August) term; only prerequisite

ECE 310
subdivision surfaces and subdivision wavelets
3D computer graphics, animation, gaming (Toy Story, Blender software)
geometric modelling, visualization, computer-aided design
multirate signal processing and wavelet systems
sampling rate conversion (audio processing, video transcoding)
signal compression (JPEG 2000, FBI fingerprint compression)
communication systems (transmultiplexers for CDMA, FDMA, TDMA)
C++ (classes, templates, standard library), OpenGL, GLUT, CGAL
software applications (using C++)
for more information, visit course web page:
http://www.ece.uvic.ca/˜mdadams/courses/wavelets

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 347
 SENG 475:
Advanced Programming Techniques for Robust Efficient
Computing (With C++)

 advanced programming techniques for robust efficient computing explored

in context of C++ programming language
 topics covered may include:
 concurrency, multithreading, transactional memory, parallelism,
vectorization; cache-efficient coding; compile-time versus run-time
computation; compile-time versus run-time polymorphism; generic
programming techniques; resource/memory management; copy and move
semantics; exception-safe coding
 applications areas considered may include:
 geometry processing, computer graphics, signal processing, and numerical
analysis
 open to any student with necessary prerequisites, which are:
 SENG 265 or CENG 255 or CSC 230 or CSC 349A or ECE 255 or
permission of Department
 for more information, see course web site:
http://www.ece.uvic.ca/˜mdadams/courses/cpp

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 348
 Part 12

References

Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 349
 Online Resources I
1 Barry Van Veen. All Signal Processing Channel on YouTube.
https://www.youtube.com/user/allsignalprocessing.
2 Iman Moazzen. Signal Processing Hacks With Iman.
http://www.sphackswithiman.com.
3 Iman Moazzen. YouTube Channel for Signal Processing Hacks With Iman.
https://www.youtube.com/channel/UCVkatNMgkEdpWLhH0kBqqLw.
4 Wolfram Alpha Derivative Calculator.
https://www.wolframalpha.com/input/?i=derivative+.
5 Wolfram Alpha Integral Calculator.
https://www.wolframalpha.com/input/?i=integral+.
6 Wolfram Alpha Unilateral Laplace Transform Calculator. https://www.
wolframalpha.com/input/?i=laplace+transform+calculator.
7 Wolfram Alpha Unilateral Z Transform Calculator. https:
//www.wolframalpha.com/input/?i=Z+transform+calculator.
8 DSP Stack Exchange. https://dsp.stackexchange.com.
9 Math Stack Exchange. https://math.stackexchange.com.
Copyright c 2013–2020 Michael D. Adams Signals and Systems Edition 2020-05-ECE260 350