Department of Electrical and Computer Engineering

Signal and Systems

Formula Sheet
(11 pages)
 Signals and Systems

Useful Formulae and Equations

Periodic signal satisfies x(t) = x(t + nT), n = 1,2,3... T- fundamental period

2
Total energy in a signal E = lim r1' jx(t)j dt
L-4- ll

1
Average power is defined as P = lim [- r1' jx(t)j 2 dt]; For periodic signals P = ..!.. f jx(t)j2 dt
L-4- 2L LL
T .b

For causal LTI systems: h(t) = 0, Vt< 0

For stable systems, [ jh(r)j dr < oo •

[ . 2nm 1 r7 . 2nm
Exponentia
. 1 Founer
. senes:
. x (t) = � en exp J --] , en = - .b x(t) exp [-J --}t
n=- T T T

2nm . 2nm
. Founer
Tngonometnc
. · . senes:
. t =a0 + � an cos--+ bn Slll--]
x()
�[
n=I T T
a0 = c0 = ..!._
T L T>
x(t)dt
2nm
2
an = 2 Re {cn } = -
T T>L x(t) cos :::..:.:.:.:..Ct
T
. 2nm
L
2
bn = -2 Im { e } = - x(t) Sill :::..:.:.:.:..Ct
n T T > T
. . . () � 2nm
Founer cosme senes: x t = a0 + L..Jan cos--
T
a0 =
2
n=I
fi 4 fi
x(t)dt, an = .b x(t)cos�t
2nm
T T
� . 2nm 4 fi . 2nm
Fourier sine series: x(t) = � bn Sill--, bn = - .b x(t) SIIl :::..:.:.:.:..Ct
n=i T
- T T
-
The response to the input x(t) = L e exp(jna>of) is y(t) = L c H(nmo) exp{jnaJot) .
n=�
n
n=-;oc
n

Convolution integral:

1
 Signals and Systems

9 Convolutions

1-:
Regul3! Convolution

(x * y)(t) = x(t - r)y(r) dr

(x * y)[n] = L x[n - m]y[m]

m=-oo

Cyclical Convolution
T
(x8y)(t)= fo x((t - r)modT)y(r) dr, o:s;t<T

L x[[n - m] mod N]y[m],

N-1

(x 8y)[n] = n = 0, 1, 2, ... , N - 1
m=O

10 Dirac Delta Function

The Dirac delta function o ( t) is the singular function such that o ( t) = 0 for all t =/:- 0 and
/_: o(t) dx = 1
Note that o(t)o(t) is undefined.
Properties of the Dirac Delta Function

Property Expression Conditions

Symmetry 6(-t) = o(t)

1
Scaling o(at) = j;/8(t) a real, a =/:- 0

Derivative of unit step u(t) = o(t)

100
dt
Fourier transform o(t) = _!__ e ±jwt dw w real
21r -co

Multiplication x(t)o(t - ()) = x(O)o(t - ()) (J real

1-:
Convolution () real

Sifting 8(t - O)x(t) dt = x(O) () real

Multiplication by derivative x(t)o(ml(t) - t,(-1)" (:) x<•l(o)o(m-n)(t) m = 1,2,3, ...

Sifting with derivative 1: 5(ml(t)x(t) dt = (-lrx (m) (o) m. = 1, 2,3, ...

2
 Signals and Systems

11 Fourier Transform
Continuous-Time Fourier Transform
The Continuous-Time Fourier Transform (CTFT) of a non-periodic function x(t) defined
for t real, is given by

X(w) = .r[x(t)] = 1_: x(t)e-jwt dt, w real

The inverse Fourier transform of a non-periodic function X(w) defined for w real, is given by

;:-1 [x(w)J = ;1r 1-: X(w)eJwt dw = x(t), t real

ParsevaJ's theorem for the CTFT is given by
=
1-00
oo
x(t)y*(t) dt =
1
27r
1 -oo
X(w)Y*(w) dw

Properties of the Continuous-Time Fourier Transform

Property Time signal Fourier transfarm Conditions

Linearity ax(t) + by(t) aX(w) + bY(w) a, b complex

Convolution x(t) * y(t) X(w)Y(w)

Converse convolution -X(w) * Y(w)

1
x(t)y(t)
21r
Shift x(t - a) e-jwa X(w) a real

Converse shift eiat x(t) X(w - a) a real

Differentiation
dx(t)
jwX(w)
dt
Converse differentiation
dX(w)
-jtx(t)
1
Scaling a real, a-:/= 0
w
x(at) X( )
a
l l a
Time-frequency symmetry X(t) 21rx(-w)

33
 Signals and Systems
Some Selected Fourier Transform Pairs

x(t) X(w)

1. 1 2ir6(w)

2. u(t)
1
'11'8(w) + -:-­
Jw

3. B(t) 1
4. B(t - t0 ) exp [-jwt0 ]

5. rect(t/'r)
. WT 2 sinwT/2
T smc- = ----
21r w
w8 . w8 t sinw8 t
6. -smc- = -- rect(w/2w8)
,r 1T ,rt

7. sgnt

8. expfjw0 t]

9. � an exp [jnw0 t]
n ::ii;- -oo n= -oo

10. COSWo!
'Tl'
11. sinw0 t -:- [S(w - w0 ) - &(w + w0 )]

.
}
'TT jw
12. (COS Wo t) U (t) - [8 (w - w0 ) + 8 (w + w0 )] + 2
2 2
Wo - W

'TT
13. (sinw0t) u (t)
W
- [o(w - Wo) - 0(4> + Wo)] + 2 o 2
2j w0 - W

14. COSWotrect(t/T)

,,�5. exp[-atlu(t),
1
a+ jw
Reial> 0

16. texp[-at]u(t),
c }jwr
Reial> 0

xp[ at
l)! e - ]u(t),
17. n _
tn-1

(
1
(a + jw)"
Reial> 0

2a
18. exp[-altl], a> 0
a + w2
2

4ajw
a 2 + w2
19. ltl exp[-altl], Re{a} > 0
'TT
- exp [ - a I w I ]
l
20. - . Re jaJ > 0
a 2 ..;.. --;z a
t �j1rw exp[-�Jwil
2a
21. --� ·- ----, Re !al > 0
a· + t 2

22. exp [ - at 2 J. a> 0 hr

y;exp �-
r-w 2]
. WT
23. il(tlr) T SlDCz ---
2,r

��T f 8 (w - 2n,rT )
.,,
24. � S(t - nT)
n= -i:ic
n=-oc

4 4
 Signals and Systems

Discrete time Fourier transfonn pair:

X(O} = � x(n}exp(-jO.n)
n=--

x(n)=-
1
2,r
rr X(Q)exp(jOn)dQ
Some Common Discrete-Time Fourier Transform Pairs

Signal Fourier Transform (periodic in 0, period 21r)

&(n) 1
1 2,r6(!l)
exp uno n], no arbitrary 21To (n - no)
N-1 N-1
_I ak exp[jk!l0 n], N!l0 = 211' � 21Tako (fl - kilo)
) k=O k=O

1
a,,u(n), /a/< 1
1 - ex exp [ - j flJ
1-
-----· -----·------·----
a2
-
1 - 2ex cosn + cx.2
a exp[ ::-jO]

m
na u (n),
II
/aI < 1
(1 - ex exp[-jfl])2

�n[n(N, +
rect(n/N1 )
sin(.0/2)

rect(D/2nJ

Properties of the Discrete-Time Fourier Transform

1. Linearity Ax 1 (n) + Bx2 (n) AX 1 (fl) + BX2 (0)

2. Time shift x(n - n 0) exp (- j!1n0 )X(fl)
3. Frequency shift x(n)exp[J.00 n] X(!l - 0 0)
4. Convolution x 1 (n) *.x2 (n) X1 (!1)X:/!l)

5. Modulation x1 (n)x2 (n)

2
� i "'1T
X1(p)X2(!l - p)dp

6. Periodic signals x(n) periodic with period N _I 21rako (!1 - k no)

k� -:r..

1
a" = � x(n) exp (-j!l0 n]
N (,\')
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 Signals and Systems

Unilateral Laplace Transform

The unilateral Laplace transform of a function x(t) defined fort E [O, oo), is given by
00
X(s) = .c[x(t)] = fo x(t)e-stdt, s E Ex

The existence region Ex consist of all the complex numbers s for which the integral converges.
The inverse unilateral Laplace transform of a function X ( s) defined for s E Ex , is given by

,e-1 [X(s)] = R-+oo

lim � 1
27rJ
+jR X(s)es t ds
a
= { x(t) fort 2'.: 0
for t < 0
a- O
jR
Where the integral is taken along a vertical line that lies entirely in the existence region Ex
and all singularities of X ( s) are on the left side of this line.

Properties of the Unilateral Laplace Transform

Property Time signal Laplace trans/orm Existence region Conditions

Linearity ax(t) + by(t) aX(s) + bY(s) Ex nEy a, b complex

Convolution x(t) * y(t) X(s)Y(s) Ex nEy

Shift x(t - a)u(t - a) e-sa X(s) Ex a real, () 2'.: 0

Converse shift e0t x(t) X(s - a) (s - a) E Ex a complex

dx(t)
Differentiation sX(s) - x(O + ) Ex
dt
t X(s)
Integration la X(T) dT {s E Ex lRe(s) > O}
s
dX(s)
Converse diff. -tx(t) Ex
ds
s
Scaling x(at)
±x (�) - E Ex a real, a> 0

Multiple differentiation: for any integer k 2'.: 0

r [d x(t)] - k _ � k-i l d x(O )

i
s X(s) L.., s -
k +
, s E Ex
dti
1., � -

i=O

Initial value property: x(o + ) = lim sX(s)

s-+oo
Final value property: lim x(t) = lim sX(s)
t-+OO S-+0

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 Signals and Systems

Standard One-Sided Laplace Transforms

Time signal Laplace trans/orm Existence region Conditions

1
Re(s) > 0
1
u(t) Re(s) > 0
s
<5( t) 1 s complex

i5(k) (t) sk s complex k = 0, 1, 2, ...

1
e at Re(s) > Re(a) a complex
s-a
tk - 1 1
Re(s) > 0 k = 0, 1, 2, ...
(k - l)! sk
tk-leat 1
Re(s) > Re(a) a complex, k = 0, 1, 2, ...
(k - 1)! (s - a)k
a
sin (at) Re(s) > 0 a real
s2 + a2
s
cos (at)
+ a2 Re(s) > 0 a real
s2
b
eat sin (bt) Re(s) > a a, b real
(s - a) 2 + b2
s-a
eat cos (bt) Re(s) > a a, b real
(s - a) 2 + b2

Ins-domain, resistors: VR (s) = RIR (s)

1 v co-)
capacitors: �(s) = -lc (s) + --'c'---
sC s

inductors: VL (s) = sLIL (s)- LiL co-)

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 Signals and Systems

1 Trigonometric Identities
sin(x ± i) = ± cosx
cos(x ±
7r
) = =t=sinx
2

sin(x ± y) = sinx cosy ± cosxsiny

cos(x ± y) = cosx cosy =fsinxsiny
tanx ± tany
tanx±y
( ) =-----
1 =t= tan x tan y

2sinxsiny = cos(x-y) - cos(x + y)

2cosx cosy= cos(x - y) + cos(x + y)
2sinxcosy = sin(x -y) + sin(x + y)

. . . (x+y) (x-y)
sm x + sm y = 2 sm cos
2 2

. . (x+y). (x-y)
sm x - sm y = 2cos sm
2 2

, (x+y) (x-y)
cosx + cosy = 2 cos cos
2 2

. (x+y) . (x-y)
cosx - cosy= -2sm sm
2 2

sin(x ± y)
tan x ± tan y = --'---­
cosx cosy

= 2sinx� Ct,sx
,p
sin2x

· 2
cos2x = cos x - sm x
2

2tanx
tan2x =
1 - tan2 x

2sin2 x = 1 - cos2x

2cos2 x = 1 + cos2x

8
 Signals and Systems

4sin3 x = 3sinx - sin3x

4cos3 x = 3 cos x + cos 3x
8. sin4 x = 3 - 4cos 2x + cos 4x
8 cos4 x = 3 + 4 cos 2x + cos 4x

acosx - bsinx = rcos(x + 0) where r =Ja 2 +b2

e = arctan (�)
a = rcose
b = 7' sine

2 Trigonometric Functions
ejx - e-jx
sinx= ----
2j

cosx =
2
sinx
tanx -­
= cos
x
cos2 x + sin2 x = 1

e
±jx
= cos x ± j sinx

6 . Differential and Integral Calculus

(x)g(x)) J(x )g'(x)
d: (J + J'(x)g(x),
= Product rule

3- f(x) = -
g(x)J'(x) f(x)g'(x)
( ) Quotient rule
g2 (x)
'
dx g(x)

d (g(x)) = df dg Chain rule

dxf dg dx,
d g(x)
h(x, >.) d>. =h
(x,g(x))g'(x) - h (x, f(x)) J'(x) + g(x) a
>-) d>.,
dx J, J,J(x) �h(x,
uX
f(x)
Leibniz's rule

:;(f·g) = (f ·g)(m) = fa (:)f(n)g(m-n) where

m
( )
n
m!
=n!(m-n)!

j f dg = Jg - jg df, Integration by parts

9
 Signals and Systems

Integral and Derivative Table

x) dx f(x) J'(x) !f(x) Conditions

· j J( =

--xn+l xn nxn-1 n # -1
1
n+l
x#O
1 1
x
ln/x/
x2
-
xlnx-x Inx x>O
1
x
ex ex ex

-ax a real, a> 0

1
ax ax Ina
Ina

-cosx sinx cosx

sinx cosx -smx

- ln / cosx/ tanx xt ±n1r,

1
cos2 x 2
n=0,1,2, ...

xarcsinx + Vl - x2 arcsinx
1
/x/ < 1
Jf=-?
xarccosx - Vl - x2 -1
arccosx
v'f-=-? /xi< 1
1 1
2 ln (1 + x )
2
1 + x2
xarctanx - axctanx

coshx sinhx coshx

sinhx coshx sinhx

1
tanhx
cosh2 x

axcsinhx
Jx2 +1
x>l
1
axccoshx
Jx2 - 1
/xi<
1
1 - x2
arctanhx 1

10
10
 Signals and Systems

7 Integral Table
Indefinite Integrals

a, b, c real unless otherwise stated

jx sin ax dx -
= :2 (sin ax ax cos ax)

j x2 sin ax dx = :3 (2ax sin ax+2 cos ax - a2 x2 sin ax)

jx cos ax dx = :2 (cos ax + ax sinax)

j x2 cos ax dx = :3 (2ax cos ax --' 2 sinax+

a2
x2 sin ax)

j xe =
dx = eax (� - :2 ), a complex

J . x2
x2 eax dx = e ax (
a
---+-
2x
a2
2)
a3
a complex

J x3
x3 eax dx=eax ---+---
a
3x
a 2
2
(6x
a3
6)
a4
, a complex

J eax
e= sinbx dx = a 2 b2 (a sinbx
+ - bcos bx)

J e=
e= cos bx dx = a2 b2 (a cos bx+bsin bx)
+

J
(Inx)n
dx = _1_(lnx t+1
x n+l

J dx = 1
--
b+ax
-ln/b+ ax/
a

J dx
(b + ax)n - -1
(n - l)a(b + axt-1'
n> 1

J(b )n = (b + axr+l
+ax n>0
a(n+l)

J dx
Jc + bx + ax2
= �1njb+2ax+2/a(c+bx+ax2 )j,
va
a>O

11 II