Dirichlet conditions i) Single valued property: x(t) must have only one value at any time

instant within the interval T0. ii) Finite discontinuities: x(t) should have at the most finite
number of discontinuities in the interval T0 Because of this, the signal can be represented
mathematically. iii) Finite peaks: The signal x(t) should have finite number of maxima and
minima in the interval T0. iv) Absolute integrability: The signal x(t) should be absolutely
integrable, i.e. ∫<T0> |x(t)| < ∞ . This is because the analysis equation integrates x(t) Above
conditions are sufficient but not necessary conditions for Fourier series representation.
Most of physical signal satisfy above conditions.
Properties 1)Convolution in time : x(t)*y(t)↔TX(k).Y(k) Significance : Convolution of two
periodic signals results in multiplication of their Fourier coefficients and period T. 2)Time
shift: x(t-t0)↔e^-jkw0t0 X(k) 3)Frequency shift: e^jk0w0t↔X(k-k0) 4)Modulation:
x(t).y(t)↔X(k)*Y(k) 5)Parseval's theorem : Power, P=∑k=-∞ to ∞ |X(k)|^ 2 Significance:
Power of the signal can be obtained by squaring and adding the magnitudes of Fourier
coefficients. 6)Time Differentiation : dx(t) /dt ↔ jkw0 X(k) 7)Convolution in time
domain : If x(n)↔X(k) and y(n)↔Y(k),then z(n)=x(n)*y(n)↔Z(k)=N X(k) Y(k) Significance:
Convolution in time domain becomes multiplication of Fourier coefficients. 8) Linearity : If
x(n) ↔X(k) and y(n) ↔Y(k). then, z(n)= ax(n) +by(n) ↔ Z(k)=aX(k)+bY(k) 9)Time reversal
: if x(t) ↔an then x(-t) ↔a-n 10)Time Scaling : x(αt) = ∑n=-∞ to ∞ ane ^ j2 πnαt/T0
11)Time Integration : if x(t) ↔ak then ∫-∞ to t x(t)dt ↔ak/jkw0

Gibbs Phenomenon : Above equation represents square wave

in terms of infinite number of sinusoidal terms. When limited number of terms are taken,
then the square wave is approximated as shown in Fig. There is overshoot and ripple near
discontinuities. It goes on reducing as number of terms are increased in approximation of
waveform. Fig. (a) uses less number of terms compared to Fig (b). As the number of terms
in Fourier representation becomes very high, then the waveform will appear just like
original square wave. This overshoot near discontinuity is called Gibbs phenomenon. As the
number of terms of Fourier series representation increase, the error between original and
approximated signal contains no signal energy. Then the waveform appears close to original.

Limitations of Fourier series: 1. Non-periodic signals like transient events or random noise
cannot be accurately represented using fourier series. 2.Although fourier series. guarantees
Convergence under certain conditions, there are cases where occur or convergence may not
may be slow. This com lead to inaccuracies in representing the original signal. 3 Fourier
series provides limited. time and frequency resolution 4. Nonlinear systems. cem not be
characterised by fourier series. 5. Boundary effect car distort the freq. content-and lead to
inaccuracies in the analysis.
Diff. bet F.S & F. T. : 1. Fourier transform. for is applicable non-periodic signals, while the
fourier series is applicable to periodic signals.2. F.s.rs a technique to f. decomposing a
periodic signal into sur sum of sine and cosine terms. F.T. is a mathematical operation
converting signal from time domain to frequency domain. 3. F. S. is used for harmonic
analysis. of arbitrary periodic functions. F. T. is used to solve differential equations.
4.Applications of-F.S. - Electrical & Electronics signal processing, quantum mechanics.
Application of FT - Nuclear magnetic resonance and other types of spectroscopy
Expression : Ft of x(t) is given as, X(w) = ∫-∞ to ∞ x(t) e^-jwt dt
Properties : 1) Linearity : ax1(t) + bx2(t) ↔ ax1 (ω) + bx2 (w) a and b are constants. 2) Time
scaling : x(at) ↔1/|a| X(w/a) a is constant. Statement : Compression of signal in time
domain is equivalent to expansion in frequency domain and vice-versa. This time as well as
frequency. 3) Duality : X(t) ↔2πx(-w) 4) Time shifting : x(t-t0) ↔X(w) e^-jwt0 Statement:
A shift of ‘t0’ in time domain is equivalent to introducing a phase shift of (-wt0).but
amplitude remains same. 5) Frequency shifting : e^jβ x(t) ↔X(w-β) 6) Differentiation in
time domain : d/dt x(t) ↔jw X(w) Statement : Differentiation in time domain corresponds
to multiplying by jw in frequency domain. It accentuates high frequency components of the
signal. 7) Integration in time domain : ∫-∞ to ∞ x(τ) dτ ↔1/jw X(w) 8) Conjugate functions
: If x(t) ↔X(w) then x*(t) ↔X*(-w) 9) Multiplication in time domain : x1(t) x2(t) ↔1/2π ∫-
∞ to ∞ X1(λ) X2(w-λ) dλ 10) Convolution in time domain : ∫-∞ to ∞ x1(τ) x2(t-τ) dτ ↔X1(w)
X2(w) 11) Convolution : z(t) = x(t) *y(t) ↔Z(w) = X(w). Y(w) Statement: A convolution
operation is transformed to modulation in frequency domain. 12) Frequency differentiation
: -jt x(t) ↔d/dw X(w) Statement : Differentiating the frequency spectrum is equivalent to
multiplying the time domain signal by complex number -jt. 13) Parseval's or Rayleigh's
theorem : E = ∫-∞ to ∞ |x(f) |^2 df Statement : Energy of the signal xan be obtained by
interchanging its energy spectrum.
Magnitude Response:The magnitude response of a system is a measure of how the system
amplifies or attenuates each frequency component of the input signal. It represents the
absolute value of the system's frequency response at different frequencies. If H(f) is the
frequency response of the system, then the magnitude response is given by: |H(f)| =
√Re[H(f)]^2 + Im[H(f)]^2 Where: H(f) is the complex frequency response of the system.
Re[H(f)] and Im[H(f)] are the real and imaginary parts of the frequency response.
Phase Response:The phase response of a system tells us how the system shifts the phase of
the input signal at each frequency. It represents the angle of the system's frequency
response at different frequencies. The phase response is given by : θ(f)=arg(H(f))= tan^−1
(Im[H(f)]/Re[H(f)]) where : arg(H(f)) is the phase angle of the complex frequency response
h(f)
Limitations of fourier transform i) Fourier transform can be calculated only for the signals
which absolutely integrable. But Laplace transform exists for signals which are not
absolutely integrable.ⅱ) Fourier transform is calculated only on the imaginary axis, but
Lapla transform can be calculated over complete s-plane. Hence Lapla transform is more
broader compared to Laplace transform. iii) Laplace transform is more suitable for solving
differential equation with initial conditions compared to Laplace transform. iv). The most
important limitation of F.T is that there many time functions for which the F.T does not exist
because such functions are not absolutely Integrable. v)For the LTI system analysis, if we use
Fourier transform then it becomes a little difficult to obtained the convolution of x(t) and
h(t) to obtain the system. response. vi)Another problem with the Fourier transform is that
there are some functions for which the fourier transform fails to exist.
Need of Laplace transform i)Laplace transform represents continuous time signals in terms
d complex exponentials, i.e. e ^ -st ii)Continuous time systems are also analyzed more
effectively using Laplace transforms. Laplace transform can be applied to the analysis d
unstable systems also. iii) The problems of f-T can be overcome by Using the Laplace
transform. iv) Laplace transform is a general form of representation of signals in the
exponential Form v) system analysis becomes Simpler if we use Laplace transform, because
then Convolution of x(t) and h(t) becomes multiplication of there Laplace transforms vi)
The solution of differential Equations also, becomes simpler using Laplace transform.
Diff. bet FT and LT : 1) FT used for analyzing signals in the frequency domain. LT is used for
analyzing signals in the complex frequency domain. 2) Ft decomposes a signal into its
constituent frequencies. LT extends the fourier transform into the complex plane. 3)FT is
particularly used for periodic and non-periodic signal.LT is particularly used for linear time-
invariant systems. 4)FT of continuous signal is defined. LT of Exponential signal is defined.

ROC The range of values of σ for which Calculated Laplace transform attain finite values Is
Basically Roc. Following are the Properties of Roc :- 1.ROC of X(S) consists of steps which
are parallel to the jw axis. 2.The Roc does not contain any pores. 3.x(t) is finite, the ROC is
the entire S- plane. 4.If x(t) is right handed then the ROC is Re(s)> αmax, where αmax is the
maximum real part of the poles of X(S). In other words for a causal signal, the ROC is to the
right of the largest pole. 5.If x(t) is left handed then the ROC is Re(s) <αmin. Where αmin is
the minimum real part of the poles of X(s). In other words, for an anti-causal signal, the Roc
is to the left of the smallest pole. 6. x(t) is double sided then the ROC is α1 < Re (S) <α2.
Properties : 1.Linearity : a1 x1(t) + a2 x2(t) ↔a1 X1(s) + a2 X2(s) ROC : R1∩R2 2.Time
shifting : x(t-t0) ↔e^-st0 X(s) ROC : R 3.Shifting in s-domain : e^s0t x(t) ↔X(s-s0) ROC :
R+Re(s0) 4.Time scaling : x(at) ↔1/|a| X(s/a) ROC : R/a 5.Differentiation in time domain
: d/dt x(t) ↔sX(s) ROC : R 6.Differentiation in s-domain : -tx(t) ↔d/ds X(s) ROC : R
7.Convolution : x1(t) * x2(t) ↔X1(s) X2(s) ROC : R1∩R2 8.Integration in time domain : ∫-
∞ to t x(τ) dτ ↔X(s) /s ROC : R∩[Re(s) > 0] 9.Integration in s-domain : x(t) /t ↔ ∫s to ∞
X(s) ds ROC : R 10.Initial value thm : x(0+) = lim s→∞ s X(s) 11.Final value thm : lim
t→0 x(t) = lim s→0 s X(s)
CDF : the Cumulative Distribution Function(CDF) of a random variable ‘X’ is the probability
that a random variable ‘X’ takes a value less than or equal to x. Thus, CDF : Fx(x)=P(X≤x).
Property 1 : the CDF is bounded between 0 and 1. i.e. 0≤Fx (x) ≤1 Since CDF is the probability
distribution function i.e.it is defined as probabilityof some event {X ≤ x}, its value is always
between 0 and 1. Property 2 : Fx(-∞)=0 and Fx (∞)=1. Here x=-∞ means no possible
event.Hence P(X≤-∞); will be always zero. Therefore Fx(-∞)=0. At x=∞ means P(X≤∞) that
includes probability of all possible events. Therefore probability of ceratin event is ’1’.
Hence Fx(∞)=1. Property 3 : Fx(x1) ≤ Fx (x2) if x1≤x2 It states that the CDF Fx(x) is a
monotonic non decreasing function of x.
PDF : the derivative of Cumulative Distribution function (CDF) with respect to some dummy
variable is called as Probability Density Function (PDF). PDF : fx(x) = d/dx Fx(x).
Property 1 : PDF is nonzero for all values of x. i.e. fx(x) ≥ 0 for all x. Property 2 : the
area under the PDF curve is equal to 1. i.e., ∫-∞ to ∞ fx(x) dx =1 Property 3 : CDF is
obtained by integrating PDF. i.e., Fx(x) = ∫-∞ to x fx(x) dx Property 4 : Probability of the
event {x1<X≤x2} is simply given by area under the PDF curve in the range x1<X≤x2.
1. Probability : consider a random experiment whose outcome is not know in advance
Suppose the expected outcome of this random experiment is x This random experiment is
repeated N times and out of these N times X has occurred nx times. As this random
experiment is repeated many time where N→∞, then the ratio(nx/N) is called as the
probability of occurence of event x The probability of any event lies between 0 to 1 Also the
number of times x will occur out of N this can be given as nx = NXP(X).
properties of probability : 1. A certain event has probability = 1 If an event x contains all
possible outcomes of the random experiment the probability of event x will be 1. P(x) = 1
2. Probability of an event lies between 0 to 1 including 0 and 1 0≤P(x) ≤1 3. If events
x and Y are naturally exclusive events then the probability of their union represented by
P(X+Y) can be given as P(X+Y) = P(X) + P(Y) where P(X) and P(Y) are the probability of events
X and Y respectively. 4. If events X and Y are not naturally exclusive events then the
probability of their union P(X+Y) can be given as P(X+Y) = P(X)+P(Y) - P(XY) where P(XY)
is called as joint probability which means that X and Y occur simultaneously is given by P(XY)
= lim N→∞ nAB/N 5. P(X̄ )=1-P(X) where X̄ is the complement of event X 6. If X1,
X2, X3,........,XN are naturally execlusive events, then P(X1) + P(X2)+P(X3)+.......+(PXN) =
P(S)=1 If X1 + X2 + X3+......... +XN = S 2. Conditional probability :
Probability of Some events depends on the probability of event that has already occured.
An ex. Can be drawing a red ball from a group of balls. In this case, if already a ball From a
group of probability of drawing a red ball now is dependent on the ball that has been drawn
before.. P(y/x) = probability of Y when X has occurred. 3. Bayes thm : Bayes rule
gives the expression for conditional probability. P(X/Y) = P(XY) /P(X), for P(x) ≠ 0 →(1)
P(Y/X) = probability of Y given event X has occurred. P(XY) = probability of joint occurrence
of X and Y P(X) = probability of event X. P(X/Y) = P(XY) /P(Y) for P(Y) ≠ 0 → (2) P(X/Y)
= probability of X given event Y has occurred. P(XY) = probability of joint occurrence of
X and Y P(Y) = probability of event Y P(XY) = P(Y/X) P(X) →(3) Substituting value of
eqn (3) in (2) we get, P(X/Y) = P(Y/X) . P(X) /P(Y) →(4) Similarly P(Y/X) = P(X/Y) . P(Y) /P(X)
→(5) All above eqn are called as Bayes thm.
4. Mean : The mean of the random variable is given b summation of the values of X
weighted by their probabilities. Mean value is denoted by mx. Mean value is also called
expected value of X. Therefore, mx = E[X] The mean value of discrete random variable is
given as, Mean value of discrete random variable = mx = E[X] = X̄ ∑i = 1 to n xi P(xi) Mean
value of a continuous random variable given as, Mean value of continuous random variable
= mx= ∫-∞ to ∞ x fx (x) dx 5. Mean square value : Central moment is defined as the
expected value of the difference between X and its mean value mx and is given as, Central
moment = X̄ ^2 = E[X^2] = ∫-∞ to ∞ x^2 fx(x) dx 6. Variance : variance is nothing but
the second cebtral moment where we substitute n= 2 in the equation for nth moment is
given as, σ^2x= Var[X]= E[(X-mx) ^2]=∫-∞ to ∞ (x-mx) ^2 fx(x) dx = X̄ ^2-m^2x
7. Standard deviation : variance is nothing but the second central moment n=2 in eqn for
nth moment. Standard deviation (σx) is the square root of variance σ^2x , Standard
deviation = √variance σx = √E[X^2]-m^2x 8. Random experiment: A random
experiment is an experiment whose outcome cannot be predicted. A random experiment
Can be Performed Several times under the same Condition. The Probability of a random.
experiment can be given by the no. of favorable outcomes/total no. of outcomes. A Random
experiment has "fixed Possible outcomes". 9. Random event : A random event is
nothing but the event that cannot be made exact or whose outcome cannot be predicted.
A Random experiment when repeated in the same no. of time Can still result in different
outcomes. The set of all these outcomes is considered. 10. Sample space : Sample
space is also called Sample description space , Possibility Space, or outcome Space of an
experiment or Random trial is the set of all Possible outcomes or result of that experiment.
11. Random variable : a function which takes on any from the sample space and its range
is some of real numbers is called a random variable of the experiment.