MATHEMATICS TABLES

Department of Applied Mathematics

Naval Postgraduate School
TABLE OF CONTENTS
Derivatives and Dierentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Integrals of Elementary Forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Integrals Involving au +b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Integrals Involving u
2
a
2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Integrals Involving

u
2
a
2
, a > 0. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Integrals Involving

a
2
u
2
, a > 0. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Integrals Involving Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Integrals Involving Exponential Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Miscellaneous Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Wallis Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Probability and Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
Discrete Probability Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
Standard Normal CDF and Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
Continuous Probability Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Separation of Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
Legendre Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
Trigonometric Functions in a Right Triangle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Trigonometric Functions of Special Angles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Complex Exponential Forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Relations among the Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Sums and Multiples of Angles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Miscellaneous Relations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
Inverse Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
Side-Angle Relations in Plane Triangles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
First-Order Ordinary Dierential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
Linear Second-Order Ordinary Dierential Equations . . . . . . . . . . . . . . . . . . . . 24
Vector Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
Vector Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
Fundamentals of Signals and Noise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
Version 2.7, July 2010
Initial typesetting: Carroll Wilde
Graphics: David Canright
Editing: Elle Zimmerman, David Canright
Cover: in spherical coordinates (, , ), shell surface is (, ) = e
k
sin ,
where k =
1

ln G and G =
1+

5
2
is the Golden Ratio.
1
FOREWORD
This booklet provides convenient access to formulas and other data that are
frequently used in mathematics courses. If a more comprehensive reference
is needed, see, for example, the STANDARD MATHEMATICAL TABLES
published by the Chemical Rubber Company, Cleveland, Ohio.
DIFFERENTIALS AND DERIVATIVES
A. Letters u and v denote independent variables or functions of an indepen-
dent variable; letters a and n denote constants.
B. To obtain a derivative, divide both members of the given formula for the
dierential by du or by dx.
1. d(a) = 0 2. d(au) = a du
3. d(u +v) = du +dv 4. d(uv) = u dv +v du
5. d
_
u
v
_
=
v du u dv
v
2
6. d(u
n
) = nu
n1
du
7. d(e
u
) = e
u
du 8. d(a
u
) = a
u
ln a du
9. d(ln u) =
du
u
10. d(log
a
u) =
du
u ln a
11. d(sin u) = cos u du 12. d(cos u) = sinu du
13. d(tan u) = sec
2
u du 14. d(cot u) = csc
2
u du
15. d(sec u) = sec u tan u du 16. d(csc u) = csc u cot u du
17. d(arcsinu) =
du

1 u
2
18. d(arccos u) =
du

1 u
2
19. d(arctanu) =
du
1 +u
2
20. d(sinh u) = coshu du
21. d(coshu) = sinh u du 22. d(arcsinhu) =
du

u
2
+ 1
23. d(arccoshu) =
du

u
2
1
, u > 1
24. (Dierentiation of Integrals) If f is continuous, then
d(
_
u
a
f(t) dt) = f(u) du.
25. (Chain Rule) If y = f(u) and u = g(x), then
dy
dx
=
dy
du
du
dx
.
2
INTEGRALS
A. Letters u and v denote functions of an independent variable such as x;
letters a, b, m, and n denote constants.
B. Generally, each formula gives only one antiderivative. To nd an expres-
sion for all antiderivatives, add a constant of integration.
ELEMENTARY FORMS
1.
_
a du = a u
2.
_
a f(u) du = a
_
f(u) du
3.
_
(f(u) +g(u)) du =
_
f(u) du +
_
g(u) du
4.
_
u dv = u v
_
v du (Integration by parts)
5.
_
u
n
du =
u
n+1
n + 1
, n = 1
6.
_
du
u
= ln |u|
7.
_
e
u
du = e
u
8.
_
a
u
du =
a
u
ln a
, a > 0
9.
_
cos u du = sin u
10.
_
sin u du = cos u
11.
_
sec
2
u du = tan u
12.
_
csc
2
u du = cot u
13.
_
sec u tanu du = sec u
14.
_
csc u cot u du = csc u
3
15.
_
tan u du = ln| cos u|
16.
_
cot u du = ln | sinu|
17.
_
sec u du = ln | sec u + tan u|
18.
_
csc u du = ln | csc u cot u|
19.
_
du
u
2
+a
2
=
1
a
arctan
u
a
20.
_
du

a
2
u
2
= arcsin
u
a
21.
_
du
u

u
2
a
2
=
1
a
arcsec
u
a
INTEGRALS INVOLVING au +b
22.
_
(au +b)
n
du =
1
a
(au +b)
n+1
n + 1
, n = 1
23.
_
du
au +b
=
1
a
ln |au +b|
24.
_
u du
au +b
=
u
a

b
a
2
ln |au +b|
25.
_
u du
(au +b)
2
=
b
a
2
(au +b)
+
1
a
2
ln |au +b|
26.
_
du
u(au +b)
=
1
b
ln

u
au +b

27.
_
u

au +b du =
2(3au 2b)
15a
2
(au +b)
3
2
28.
_
u du

au +b
=
2(au 2b)
3a
2

au +b
29.
_
u
2

au +b du =
2(8b
2
12abu + 15a
2
u
2
)
105a
3
(au +b)
3
2
30.
_
u
2
du

au +b
=
2(8b
2
4abu + 3a
2
u
2
)
15a
3

au +b
4
INTEGRALS INVOLVING u
2
a
2
31.
_
du
u
2
+a
2
=
1
a
arctan
u
a
[See 19]
32.
_
du
u
2
a
2
=
1
2a
ln

u a
u +a

33.
_
u du
u
2
a
2
=
1
2
ln |u
2
a
2
|
34.
_
u
2
du
u
2
a
2
= u +
a
2
ln

u a
u +a

35.
_
u
2
du
u
2
+a
2
= u a arctan
u
a
36.
_
du
u(u
2
a
2
)
=
1
2a
2
ln

u
2
u
2
a
2

37.
_
u du
(u
2
a
2
)
n+1
=
1
2n(u
2
a
2
)
n
, n = 0
INTEGRALS INVOLVING

u
2
a
2
, a > 0
38.
_
u du

u
2
a
2
=
_
u
2
a
2
[See 5]
39.
_
u
_
u
2
a
2
du =
1
3
(u
2
a
2
)
3
2
[See 5]
40.
_
du

u
2
a
2
= ln |u +
_
u
2
a
2
|
41.
_
_
u
2
a
2
du =
u
2
_
u
2
a
2

a
2
2
ln |u +
_
u
2
a
2
|
42.
_
du
u

u
2
+a
2
=
1
a
ln

u
a +

u
2
+a
2

43.
_
du
u

u
2
a
2
=
1
a
arcsec
u
a
[See 21]
44.
_

u
2
a
2
u
du =
_
u
2
a
2
a arcsec
u
a
45.
_

u
2
+a
2
u
du =
_
u
2
+a
2
+a ln

u
a +

u
2
+a
2

5
INTEGRALS INVOLVING

u
2
a
2
, a > 0 (Continued)
46.
_
u
2
du

u
2
a
2
=
u
2
_
u
2
a
2

a
2
2
ln |u +
_
u
2
a
2
|
47.
_
u
2
_
u
2
a
2
du =
u
4
(u
2
a
2
)
3
2

a
2
u
8
_
u
2
a
2

a
4
8
ln |u +
_
u
2
a
2
|
INTEGRALS INVOLVING

a
2
u
2
, a > 0
48.
_
du

a
2
u
2
= arcsin
u
a
[See 20]
49.
_
_
a
2
u
2
du =
u
2
_
a
2
u
2
+
a
2
2
arcsin
u
a
50.
_
u du

a
2
u
2
=
_
a
2
u
2
[See 5]
51.
_
u
_
a
2
u
2
du =
1
3
(a
2
u
2
)
3
2
[See 5]
52.
_

a
2
u
2
u
du =
_
a
2
u
2
+ ln

u
a +

a
2
u
2

53.
_
du
u

a
2
u
2
=
1
a
ln

u
a +

a
2
u
2

54.
_
du
u
2

a
2
u
2
=

a
2
u
2
a
2
u
55.
_

a
2
u
2
u
2
du =

a
2
u
2
u
arcsin
u
a
56.
_
u
2
du

a
2
u
2
=
u
2
_
a
2
u
2
+
a
2
2
arcsin
u
a
57.
_
u
2
_
a
2
u
2
du =
u
4
(a
2
u
2
)
3/2
+
a
2
u
8
_
a
2
u
2
+
a
4
8
arcsin
u
a
6
INTEGRALS INVOLVING TRIGONOMETRIC FUNCTIONS
58.
_
sin
2
au du =
u
2

sin 2au
4a
59.
_
cos
2
au du =
u
2
+
sin2au
4a
60.
_
sin
3
au du =
cos
3
au
3a

cos au
a
61.
_
cos
3
au du =
sin au
a

sin
3
au
3a
62.
_
sin
n
au du =
sin
n1
au cos au
na
+
n 1
n
_
sin
n2
au du,
63.
_
cos
n
au du =
cos
n1
au sinau
na
+
n 1
n
_
cos
n2
au du,
64.
_
sin
2
au cos
2
au du =
u
8

sin 4au
32a
65.
_
du
sin
2
au
=
1
a
cot au
66.
_
du
cos
2
au
=
1
a
tan au
67.
_
tan
2
au du =
1
a
tan au u
68.
_
cot
2
au du =
1
a
cot au u
69.
_
sec
3
au du =
1
2a
sec au tanau +
1
2a
ln | sec au + tan au|
70.
_
csc
3
au du =
1
2a
csc au cot au +
1
2a
ln | csc au cot au|
71.
_
u sinau du =
1
a
2
sinau
u
a
cos au
72.
_
u cos au du =
1
a
2
cos au +
u
a
sin au
73.
_
u
2
sinau du =
2u
a
2
sin au
a
2
u
2
2
a
3
cos au
74.
_
u
2
cos au du =
2u
a
2
cos au +
a
2
u
2
2
a
3
sinau
7
INTEGRALS INVOLVING EXPONENTIAL FUNCTIONS
75.
_
ue
au
du =
e
au
a
2
(au 1)
76.
_
u
2
e
au
du =
e
au
a
3
(a
2
u
2
2au + 2)
77.
_
u
n
e
au
du =
u
n
e
au
a

n
a
_
u
n1
e
au
du, n > 1
78.
_
e
au
sin bu du =
e
au
a
2
+b
2
(a sin bu b cos bu)
79.
_
e
au
cos bu du =
e
au
a
2
+b
2
(a cos bu +b sinbu)
80.
_
du
1 +e
au
= u
1
a
ln(1 +e
au
)
MISCELLANEOUS INTEGRALS
81.
_
arcsinau du = u arcsinau +

1 a
2
u
2
a
82.
_
arccos au du = u arccos au

1 a
2
u
2
a
83.
_
arctanau du = u arctanau
1
2a
ln(1 +a
2
u
2
)
84.
_
arccot au du = u arccot au +
1
2a
ln(1 +a
2
u
2
)
85.
_
ln au du = u ln au u
86.
_
u
n
ln au du = u
n+1
_
ln au
n + 1

1
(n + 1)
2
_
87.
_

0
e
a
2
u
2
du =

2a
8
WALLIS FORMULAS
88.
_
2
0
sin
m
u du =
_
_
_
(m1)(m3)(3)(1)
(m)(m2)(4)(2)

2
, m even;
(m1)(m3)(4)(2)
(m)(m2)(5)(3)
, m odd
89.
_
2
0
cos
m
u du =
_
2
0
sin
m
u du
90.
_
2
0
sin
m
u cos
n
u du =
_

_
(m1)(m3)(3)(1)(n1)(n3)(4)(2)
(m+n)(m+n2)(3)(1)
, m even, n odd;
(m1)(m3)(4)(2)(n1)(n3)(3)(1)
(m+n)(m+n2)(3)(1)
, m odd, n even;
(m1)(m3)(4)(2)(n1)(n3)(4)(2)
(m+n)(m+n2)(4)(2)
, m odd, n odd;
(m1)(m3)(3)(1)(n1)(n3)(3)(1)
(m+n)(m+n2)(4)(2)

2
, m even, n even
GAMMA FUNCTION
Denition :
(x) =
_

0
e
t
t
x1
dt, x > 0
Shift Property :
(x + 1) = x(x), x > 0
Denition :
(x) =
(x + 1)
x
, x < 0, x = 1, 2, . . .
Special Values :
(
1
2
) =

(n) = (n 1)!, n = 1, 2, . . .
9
LAPLACE TRANSFORMS
1. f(t) F(s) =
_

0
e
st
f(t) dt
2. af(t) +bg(t) aF(s) +bG(s)
3. f

(t) sF(s) f(0)

4. f

(t) s
2
F(s) sf(0) f

(0)
5. t
n
f(t), n = 1, 2, 3, . . . (1)
n
F
(n)
(s)
6. e
at
f(t) F(s a)
7. f(t +P) f(t)
_
P
0
e
st
f(t) dt
1e
sP
8. f(t)H(t a) e
as
L{f(t +a)}
9. f(t a)H(t a) e
as
F(s)
10.
_
t
0
f(u) du
F(s)
s
11.
_
t
0
f(u)g(t u) du F(s)G(s)
12.
f(t)
t
_

s
F(v) dv
13. 1, H(t)

, u(t)
1
s
14. t
n
, n = 1, 2, 3, . . .
n!
s
n+1
15. t
a
, a > 1
(a+1)
s
a+1
16. e
at 1
sa
17. sint

s
2
+
2
18. cos t
s
s
2
+
2
19.
1
a
(e
at
1)
1
s(sa)
20.
1
ab
(e
at
e
bt
)
1
(sa)(sb)
, a = b
21. te
at 1
(sa)
2
22. t
n
e
at
, n = 1, 2, 3, . . .
n!
(sa)
n+1
23. sinh at
a
s
2
a
2
24. coshat
s
s
2
a
2
25.
1
a
2
(1 cos at)
1
s(s
2
+a
2
)
26.
1
a
3
(at sin at)
1
s
2
(s
2
+a
2
)
* The Heaviside step function H is dened by
H(t) =
_
0, if t < 0
1, if t 0.
10
LAPLACE TRANSFORMS (Continued)
27.
1
2a
3
(sin at at cos at)
1
(s
2
+a
2
)
2
28.
1
2a
t sinat
s
(s
2
+a
2
)
2
29.
1
2a
(sin at +at cos at)
s
2
(s
2
+a
2
)
2
30. t cos at
s
2
a
2
(s
2
+a
2
)
2
31.
b sin ata sin bt
ab(b
2
a
2
)
1
(s
2
+a
2
)(s
2
+b
2
)
, a = b
32.
cos atcos bt
(b
2
a
2
)
s
(s
2
+a
2
)(s
2
+b
2
)
, a = b
33.
a sin atb sin bt
(a
2
b
2
)
s
2
(s
2
+a
2
)(s
2
+b
2
)
, a = b
34. e
bt
sin t

(s+b)
2
+
2
35. e
bt
cos t
s+b
(s+b)
2
+
2
36. 1 cos t

2
s(s
2
+
2
)
37. (t a) e
sa

(ab)
2
+
2

e
bt
sin(t + )
38. where
s+a
(s+b)
2
+
2
= arctan

ab
1 +

b
2
+
2

e
bt
sin(t )
39. where
b
2
+
2
s[(s+b)
2
+
2
]
= arctan

b
1 +
e
act

1c
2
sin(

1 c
2
at )
40. where
a
2
s[s
2
+2acs+a
2
]
= arctan

1c
2
c
, 1 < c < 1
a
c
2
+

(ab)
2
+
2
c
e
bt
sin(t )
41. where
s+a
s[(s+b)
2
+
2
]
= arctan
a
c
2
ab
, c
2
= b
2
+
2
11
PROBABILITY AND STATISTICS
Formulas for counting permutations and combinations:
(a)
n
P
k
=
n!
(n k)!
(b)
n
C
k
=
_
n
k
_
=
n!
k!(n k)!
Let A and B be subsets (events) of the same sample space.
(a) P(A B) = P(A) +P(B) P(A B).
(b) The conditional probability of B given A, P(B|A), is dened by
P(B|A) =
P(A B)
P(A)
, P(A) = 0.
(c) A and B are statistically independent if and only if
P(A B) = P(A)P(B).
Let X be a discrete random variable with probability function f(x).
(a) P(X = x) = f(x), where x S range of X
(b) E(X) =

S
xf(x) = = mean of X
(c) var(X) = E((X )
2
) = E(X
2
)
2
=

S
x
2
f(x)
2
=
2
= variance of X
(d) =
_
var(X) = standard deviation of X.
Let X be a continuous random variable with and probability density f(x).
(a) P(a X b) =
_
b
a
f(x) dx.
(b) E(X) =
_
S
xf(x) dx = = mean of X
(c) var(X) = E((X )
2
) = E(X
2
)
2
=
_
S
x
2
f(x) dx
2
=
2
= variance of X
(d) =
_
var(X) = standard deviation of X.
Let X
1
, X
2
, . . . , X
n
be n statistically independent random variables, each hav-
ing the same expected value, , and the same variance,
2
. Let
Y =
X
1
+X
2
+ +X
n
n
.
Then Y is a random variable for which E(Y ) = and var(Y ) =

2
n
.
12
PROBABILITY FUNCTIONS (Discrete Random Variables)
Binomial
f(x; n, p) =
_
n
x
_
p
x
(1 p)
nx
, (x = 0, 1, 2, . . . , n),
= np,
2
= np(1 p).
Poisson
f(x; a) =
e
a
a
x
x!
, (x = 0, 1, 2, . . .),
=
2
= a.
STANDARD NORMAL CUMULATIVE DISTRIBUTION FUNCTION
N(0,1)
t
0 z
F(z) =
1

2
_
z

t
2
2
dt
TABLE OF NORMAL AREAS
z F(z) z F(z) z F(z) z F(z)
0.0 0.500 0.8 0.788 1.6 0.945 2.4 0.992
0.1 0.540 0.9 0.816 1.7 0.955 2.5 0.994
0.2 0.579 1.0 0.841 1.8 0.964 2.6 0.995
0.3 0.618 1.1 0.864 1.9 0.971 2.7 0.997
0.4 0.655 1.2 0.885 2.0 0.977 2.8 0.997
0.5 0.691 1.3 0.903 2.1 0.982 2.9 0.998
0.6 0.726 1.4 0.919 2.2 0.986 3.0 0.999
0.7 0.758 1.5 0.933 2.3 0.989
13
PROBABILITY FUNCTIONS (Continuous Random Variables)
Uniform
f(x; a, b) =
1
b a
(a x b).
=
a +b
2
;
2
=
(b a)
2
12
.
Exponential
f(x; b) = be
bx
(x 0, b > 0).
=
1
b
;
2
=
1
b
2
.
Normal
f(x; a, b) =
1
b

2
e

(xa)
2
2b
2
(< x < ).
= a;
2
= b
2
.
FOURIER SERIES
The Fourier series expansion of a function f(t) is dened by:
f(t) = a
0
+

n=1
(a
n
cos
nt
L
+b
n
sin
nt
L
),
where
a
0
=
1
2L
_
L
L
f(t) dt
a
n
=
1
L
_
L
L
f(t) cos
nt
L
dt, n 1
b
n
=
1
L
_
L
L
f(t) sin
nt
L
dt, n 1
(Note: for the complex Fourier Series, see page 29)
14
FOURIER SERIES (Continued)
Examples of Fourier Series
f(t) =
_
1, 0 < t < L;
1, L < t < 0.
f(t)
t
1
L
4

_
sin
t
L
+
1
3
sin
3t
L
+
1
5
sin
5t
L
+ )
f(t) =
_
0,
L
2
< |t| < L
1, 0 < |t| <
L
2
.
f(t)
t
1
L
1
2
+
2

_
cos
t
L

1
3
cos
3t
L
+
1
5
cos
5t
L
+ )
f(t) = t, L < t < L
f(t)
t
L
L
2L

_
sin
t
L

1
2
sin
2t
L
+
1
3
sin
3t
L
+ )
f(t) = |t|, L < t < L
f(t)
t
L
L
L
2

4L

2
_
cos
t
L
+
1
3
2
cos
3t
L
+
1
5
2
cos
5t
L
+ )
15
SEPARATION OF VARIABLES
Eigenvalues and Eigenfunctions for the dierential equation

+ = 0.
1. (0) = (L) = 0

n
= (
n
L
)
2
,
n
= sin
n
L
x, n = 1, 2, . . .
2.

(0) = (L) = 0

n
=
_
(n
1
2
)

2
,
n
= cos(n
1
2
)

L
x, n = 1, 2, . . .
3. (0) =

(L) = 0

n
=
_
(n
1
2
)

2
,
n
= sin(n
1
2
)

L
x, n = 1, 2, . . .
4.

(0) =

(L) = 0

n
= (
n
L
)
2
,
n
= cos
n
L
x, n = 0, 1, 2, . . .
5. (L) = (L),

(L) =

(L)

0
= 0,
0
= 1,

n
= (
n
L
)
2
,
n
= sin
n
L
x and cos
n
L
x, n = 1, 2, . . .
Solution of inhomogeneous ordinary dierential equations
1. u

n
+k
n
u
n
= h
n
(t)
u
n
(t) = a
n
e
knt
+
_
t
0
h
n
()e
kn(t)
d
2. u

n
+
2
n
u
n
= h
n
(t)
u
n
(t) = a
n
cos
n
t +b
n
sin
n
t +
1
n
_
t
0
h
n
() sin
n
(t ) d
16
BESSEL FUNCTIONS
1. The dierential equation
x
2
y

+xy

+ (
2
x
2
n
2
)y = 0
has solutions
y = y
n
(x) = c
1
J
n
(x) +c
2
Y
n
(x),
where
J
n
(t) =

m=0
(1)
m
t
n+2m
2
n+2m
m!(n +m+ 1)
.
2. General properties:
J
n
(t) = (1)
n
J
n
(t); J
0
(0) = 1; J
n
(0) = 0, n = 1, 2, 3, . . . ;
for xed n, J
n
(t) = 0 has innitely many solutions.
3. Identities:
(a)
d
dt
[t
n
J
n
(t)] = t
n
J
n1
(t).
(b)
d
dt
[t
n
J
n
(t)] = t
n
J
n+1
(t); J

0
(t) = J
1
(t)
(c) J

n
(t) =
1
2
[J
n1
(t) J
n+1
(t)]
= J
n1
(t)
n
t
J
n
(t) =
n
t
J
n
(t) J
n+1
(t)
(d) J
n+1
(t) =
2n
t
J
n
(t) J
n1
(t) (recurrence).
4. Orthogonality:
Solutions y
n
(
0
x), y
n
(
1
x), . . . , y
n
(
i
x), . . . of the dierential eigensystem
x
2
y

+xy

+ (
2
x
2
n
2
)y = 0
A
1
y(x
1
) B
1
y

(x
1
) = 0, A
2
y(x
2
) +B
2
y

(x
2
) = 0
have the property
_
x2
x1
xy
n
(
i
x)y
n
(
j
x) dx = 0
for i = j, and
_
x2
x1
xy
2
n
(
i
x) dx =
(
2
i
x
2
n
2
)y
2
n
(
i
x) +x
2
_
d
dx
y
n
(
i
x)

2
2
2
i

x2
x1
for i = j.
17
5. Integration properties:
(a)
_
t

J
1
(t) dt = t

(t) +C
(b)
_
t

J
+1
(t) dt = t

(t) +C
(c)
_
tJ
0
(t) dt = tJ
1
(t) +C
(d)
_
t
3
J
0
(t) dt = (t
3
4t)J
1
(t) + 2t
2
J
0
(t) +C
(e)
_
t
2
J
1
(t) dt = 2tJ
1
(t) t
2
J
0
(t) +C
(f)
_
t
4
J
1
(t) dt = (4t
3
16t)J
1
(t) (t
4
8t
2
)J
0
(t) +C
LEGENDRE POLYNOMIALS
The dierential equation
(1 x
2
)y

2xy

+n(n + 1)y = 0
has solution y = P
n
(x), where
P
n
(x) =
1
2
n
[n/2]

m=0
(1)
m
_
n
m
__
2n 2m
n
_
x
n2m
on the interval [1, 1]. The Legendre polynomials can also be obtained itera-
tively from the rst two,
P
0
(x) = 1 and P
1
(x) = x,
and the recurrence relation,
(n + 1)P
n+1
(x) = (2n + 1)xP
n
(x) nP
n1
(x).
The Legendre polynomials are also given by Rodrigues formula:
P
n
(x) =
(1)
n
2
n
n!
d
n
dx
n
[(1 x
2
)
n
].
Orthogonality:
_
1
1
P
n
(x)P
m
(x) dx =
_
0, n = m;
2
2n+1
, n = m.
Standardization:
P
n
(1) = 1.
18
TRIGONOMETRIC FUNCTIONS IN A RIGHT TRIANGLE
If A, B, and C are the vertices (C the right angle), and a, b, and r the
sides opposite, respectively, then
sine A = sin A =
a
r
,
tangent A = tan A =
a
b
,
secant A = sec A =
r
b
,
cosine A = cos A =
b
r
,
cotangent A = cot A =
b
a
,
cosecant A = csc A =
r
a
,
A
B
C
a
b
r
exsecant A = exsec A = sec A 1
versine A = vers A = 1 cos A
coversine A = covers A = 1 sin A
haversine A = hav A =
1
2
vers A
TRIGONOMETRIC FUNCTIONS OF SPECIAL ANGLES
0

6

2

3
2
sin 0
1
2

2
2

3
2
1 0 1
cos 1

3
2

2
2
1
2
0 1 0
tan 0

3
3
1

3 0
cot

3 1

3
3
0 0
sec 1
2

3
3

2 2 1
csc 2

2
2

3
3
1 1
COMPLEX EXPONENTIAL FORMS (i
2
= 1)
sin x =
1
2i
(e
ix
e
ix
) csc x =
2i
e
ix
e
ix
cos x =
1
2
(e
ix
+e
ix
) sec x =
2
e
ix
+e
ix
tan x =
1
i
e
ix
e
ix
e
ix
+e
ix
cot x = i
e
ix
+e
ix
e
ix
e
ix
19
RELATIONS AMONG THE FUNCTIONS
sin x =
1
csc x
csc x =
1
sin x
cos x =
1
sec x
sec x =
1
cos x
tan x =
1
cot x
=
sin x
cos x
cot x =
1
tan x
=
cos x
sin x
sin
2
x + cos
2
x = 1 1 + tan
2
x = sec
2
x
1 + cot
2
x = csc
2
x

sin x =

1 cos
2
x

cos x =
_
1 sin
2
x

tan x =

sec
2
x 1

sec x =

1 + tan
2
x

cot x =

csc
2
x 1

csc x =

1 + cot
2
x
sin x = cos(

2
x) = sin( x) cos x = sin(

2
x) = cos( x)
tan x = cot(

2
x) = tan( x) cot x = tan(

2
x) = cot( x)
SUMS AND MULTIPLES OF ANGLES
sin(x y) = sin xcos y cos xsin y
cos(x y) = cos xcos y sin xsin y
tan(x y) =
tan x tany
1 tan xtan y
sin2x = 2 sinxcos x
cos 2x = cos
2
x sin
2
x = 2 cos
2
x 1 = 1 2 sin
2
x
sin3x = 3 sinx 4 sin
3
x
cos 3x = 4 cos
3
x 3 cos x
sin4x = 8 sinxcos
3
x 4 sin xcos x
cos 4x = 8 cos
4
x 8 cos
2
x + 1
tan2x =
2 tanx
1 tan
2
x
cot 2x =
cot
2
x 1
2 cot x
tan3x =
3 tanx tan
3
x
1 3 tan
2
x

sin
1
2
x =
_
1 cos x
2

cos
1
2
x =
_
1 + cos x
2

tan
1
2
x =
_
1 cos x
1 + cos x
=
1 cos x
sinx
=
sinx
1 + cos x
* The choice of the sign in front of the radical depends on the quadrant
in which x, regarded as an angle, falls.
20
MISCELLANEOUS RELATIONS
sinx sin y = 2 sin
1
2
(x y) cos
1
2
(x y)
cos x + cos y = 2 cos
1
2
(x +y) cos
1
2
(x y)
cos x cos y = 2 sin
1
2
(x +y) sin
1
2
(x y)
sinxcos y =
1
2
[sin(x +y) + sin(x y)]
cos xsin y =
1
2
[sin(x +y) sin(x y)]
cos xcos y =
1
2
[cos(x +y) + cos(x y)]
sinxsin y =
1
2
[cos(x y) cos(x +y)]
tanx tan y =
sin(xy)
cos x cos y
cot x cot y =
sin(xy)
sin x sin y
1+tan x
1tan x
= tan(

4
+x)
cot x+1
cot x1
= cot(

4
x)
sin xsin y
cos x+cos y
= tan
1
2
(x y)
sin xsin y
cos xcos y
= cot
1
2
(x y)
sin x+sin y
sin xsiny
=
tan
1
2
(x+y)
tan
1
2
(xy)
sin
2
x sin
2
y = sin(x +y) sin(x y)
cos
2
x cos
2
y = sin(x +y) sin(x y)
cos
2
x sin
2
y = cos(x +y) cos(x y)
INVERSE TRIGONOMETRIC FUNCTIONS
The following table gives the domains of the inverse trigonometric functions.
Interval containing principal value
Function
x positive or zero x negative
y = arcsinx and y = arctanx 0 y

2

2
y 0
y = arccos x and y = arccotx 0 y

2

2
y
y = arcsecx and y = arccscx 0 y

2
y

2
Two notation systems are in common use. For example, the inverse sine is
often denoted by arcsin or sin
1
. In many references, however, principal
valueis used for the function and is denoted by Arcsin or Sin
1
. Thus, in one
book,
Arc sin
1
2
= Sin
1
x =

6
and arcsinx =

6
+ 2n,
while in another, only lower case is used:
arcsin
1
2
=

6
.
Special care is advisable in the use of reference materials.
21
SIDE-ANGLE RELATIONS IN PLANE TRIANGLES
Letters A, B, and C denote the angles of a plane triangle with opposite sides a,
b, and c, respectively. The letter s denotes the semi-perimeter of the triangle,
that is,
s =
1
2
(a +b +c).
a
sin A
=
b
sin B
=
c
sin C
= diameter of the circumscribed circle
a
2
= b
2
+c
2
2 b c cos A
a = b cos C +c cos B
tan
A B
2
=
a b
a +b
cot
C
2
sin A =
2
bc
_
s(s a)(s b)(s c)
area =
_
s(s a)(s b)(s c)
sin
A
2
=
_
(s b)(s c)
bc
cos
A
2
=
_
s(s a)
bc
tan
A
2
=

(s b)(s c)
s(s a)
a +b
a b
=
sin A+ sin B
sin Asin B
=
tan
1
2
(A +B)
tan
1
2
(A B)
=
cot
1
2
C
tan
1
2
(A B)
h
d

h = d
sin sin
sin( +)
=
d
cot + cot
h
d

h = d
sin sin

sin(

)
=
d
cot cot

22
HYPERBOLIC FUNCTIONS
sinh x =
1
2
(e
x
e
x
), coshx =
1
2
(e
x
+e
x
)
tanh x =
e
x
e
x
e
x
+e
x
=
sinh x
coshx
=
1
cothx
sinh x =
_
cosh
2
x 1 =
tanh x
_
1 tanh
2
x
=
1
_
coth
2
x 1
coshx =
_
1 + sinh
2
x =
1
_
1 tanh
2
x
=
cothx
_
coth
2
x 1
tanh x =
sinh x
_
1 + sinh
2
x
=
_
cosh
2
x 1
cosh x
=
1
coth x
coth x =
_
1 + sinh
2
x
sinh x
=
cosh x
_
cosh
2
x 1
=
1
tanh x
sinh(x y) = sinh xcoshy coshxsinh y
cosh(x y) = coshxcosh y sinh xsinh y
tanh(x y) =
tanh x tanhy
1 tanh xtanh y
coth(x y) =
coth xcoth y 1
coth y cothx
sinh2x = 2 coshxsinh x cosh2x = cosh
2
x + sinh
2
x
sinh
1
x = ln(x +
_
x
2
+ 1) cosh
1
x = ln(x +
_
x
2
1)
tanh
1
x =
1
2
ln

1 +x
1 x

coth
1
x =
1
2
ln

x + 1
x 1

Complex hyperbolic functions involve the Euler relations

e
iz
= cos z + i sinz; cos z =
e
iz
+e
iz
2
, sin z =
e
iz
e
iz
2i
.
cos z = coshiz
sin z = i sinhiz
tan z = i tanhiz
cot z = i cothiz
coshz = cos iz
sinh z = i siniz
tanh z = i taniz
coth z = i cot iz
sinh(x iy) = sinh xcos y i coshx siny
cosh(x iy) = coshxcos y i sinh x siny
ln z = ln |z| + i arg z; so ln ix = ln |x| + (2n +
1
2
)i
and ln(x) = ln |x| + (2n + 1)i (n = 0, 1, 2, . . .)
23
FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS
I. Separable equations : N(y) dy = M(x) dx. To solve, integrate both sides:
_
N(y) dy =
_
M(x) dx +c.
II. Exact equations : M(x, y) dx + N(x, y) dy = 0, where
M
y
=
N
x
. To
solve,
integrate
f
x
= M(x, y) and
f
y
= N(x, y) :
f(x, y) =
_
M(x, y) dx +(y) =
_
N(x, y) dy +(x) = c.
III. Linear equations :
dy
dx
+p(x) y = q(x).
The solution is given by
y =
1
P(x)
_
P(x)q(x) dx +
c
P(x)
, where P(x) = e
_
p(x) dx
.
IV. Homogeneous equations :
dy
dx
= f
_
y
x
_
or
dy
dx
= f
_
x
y
_
.
Substitute y = ux,
dy
dx
= x
du
dx
+u or x = vy,
dx
dy
= y
dx
dy
+v,
integrate the resulting expression, then resubstitute for u or v.
V. Equations in the rational form
dy
dx
=
ax +by +c
dx +ey +f
,
where a, b, c, d, e, f are constants such that ae = bd. Substitute
x = X h, y = Y k, where h =
bf ce
ae bd
, k =
cd af
ae bd
,
to obtain the homogeneous equation
dY
dX
=
aX +bY
dX +eY
.
This equation may be solved as in item IV above.
24
LINEAR SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
I. Homogeneous equation ay

+by

+cy = 0. Substitute y = e
rx
to nd the
characteristic equation, and write its roots r
1
and r
2
:
ar
2
+ br +c = 0; r
1
, r
2
=
b

b
2
4ac
2a
.
The solution, y
c
, is given by the following table.
Case 1. b
2
4ac > 0, y
c
= c
1
e
r1x
+c
2
e
r2x
real and distinct roots.
Case 2. b
2
4ac = 0, y
c
= (c
1
+c
2
x)e
rx
two real equal roots.
Case 3. b
2
4ac < 0, y
c
= e
x
(c
1
cos x +c
2
sin x),
two complex roots. where
=
b
2a
, =

4ac b
2
2a
II. Undetermined Coecients : ay

+by

+cy = F(x).
1. Solve the homogeneous equation ay

+by

+cy = 0 for y
c
.
2. Assume a particular solution y
p
for any term in F(x) that is one of three
special types, as follows.
A. For a polynomial of degree N, y
p
is a polynomial of degree N.
B. For an exponential ke
p(x)
, y
p
= Ae
p(x)
.
C. For j cos x +k sin x, y
p
= Acos x +Bsin x.
3. If any term in y
p
found above appears in y
c
, multiply the corresponding
trial term by the power of x just high enough that the resulting product
contains no term of y
c
.
4. For any term in F(x) that is a product of terms of the three types listed
above, let y
p
be the product of the corresponding trial solutions.
5. Substitute y
p
into the given O.D.E. and evaluate the unknown coecients
by equating like terms.
6. The general solution of the given equation is
y = y
c
+y
p
.
Evaluate the two arbitrary constants c
1
and c
2
in the general solution y
by applying boundary/initial conditions, as appropriate.
25
III. Variation of Parameters : ay

+by

+cy = F(x)

.
1. Write the solution of the homogeneous equation ay

+by

+cy = 0 in the
form
y
c
= c
1
y
1
+c
2
y
2
.
2. Assume a particular solution y
p
for any term in the form
y
p
= u
1
y
1
+u
2
y
2
,
where u
1
and u
2
are functions determined by the conditions
u

1
y
1
+u

2
y
2
= 0
u

1
y

1
+u

2
y

2
= G(x) where G(x) =
F(x)
a
.
3. The solution of this system of equations is given by
u

1
=
y
2
G
W
and u

2
=
y
1
G
W
,
where W denotes the Wronskian determinant:
W = W(x) =

y
1
y
2
y

1
y

= 0.
4. Integrate to nd the unknown functions:
u
1
(x) =
_
y
2
(x)G(x)
W(x)
dx and u
2
(x) =
_
y
1
(x)G(x)
W(x)
dx.
5. Form the particular solution y
p
= u
1
y
1
+u
2
y
2
.
6. The general solution of the given equation is
y = y
c
+y
p
.
Evaluate the two arbitrary constants c
1
and c
2
in the general solution y
by applying boundary/initial conditions, as appropriate.
IV. Laplace Transforms : ay

+by

+cy = F(x), y(0) = y

0
and y

(0) = y

0
.
1. Take the Laplace transform (see pages 9-10) of both sides of the given
equation, using the given initial conditions. The result is an algebraic
equation for F(s), the Laplace transform of the solution.
2. Solve the algebraic equation obtained in Step 1 to nd F(s) explicitly.
3. The inverse Laplace transform of F(s) is the solution of the given initial
value problem.
*The coecients may also be functions, i.e., b = b(x) and c = c(x).
26
VECTOR ALGEBRA
1. Scalar and vector products. Given vectors
a =
1
e
1
+
2
e
2
+
3
e
3
= a
x
i +a
y
j +a
z
k
b =
1
e
1
+
2
e
2
+
3
e
3
= b
x
i +b
y
j +b
z
k,
c =
1
e
1
+
2
e
2
+
3
e
3
= c
x
i +c
y
j +c
z
k,
let be the angle from a to b. The scalar (dot) product of a and b is the
scalar
a b = |a||b| cos = a
x
b
x
+a
y
b
y
+a
z
b
z
.
The vector (cross) product of a and b is the vector of magnitude
|a b| = |a||b| sin ,
perpendicular to a and b and in the direction of the axial motion of a
right-handed screw turning a into b. In coordinate form,
a b =

e
2
e
3

1

1
e
3
e
1

2

2
e
1
e
2

3

3

i a
x
b
x
j a
y
b
y
k a
z
b
z

a
y
a
z
b
y
b
z

i +

a
z
a
x
b
z
b
x

j +

a
x
a
y
b
x
b
y

k
= (a
y
b
z
a
z
b
y
)i + (a
z
b
x
a
x
b
z
)j + (a
x
b
y
a
y
b
x
)k.
The box product of a, b, and c is the scalar quantity given by
a b c [abc] = [bca] = [cab] = [bac] = [cba] = [acb]
=

1

1

1

2

2

2

3

3

3

[e
1
e
2
e
3
] =

a
x
b
x
c
x
a
y
b
y
c
y
a
z
b
z
c
z

.
The product of two box products is given by
[abc][def ] =

a d a e a f
b d b e b f
c d c e c f

.
A special case gives Gram

s determinant :
[abc]
2
=

a a a b a c
b a b b b c
c a c b c c

= [(a b)(b c)(c a)]

= (a a)(b b)(c c) + 2(a b)(b c)(a c) (a a)(b c)
2

(b b)(a c)
2
(c c)(a b)
2
.
27
VECTOR ALGEBRA (Continued)
The vector triple product of vectors a, b, and c is given by
a (b c) = (a c)b (a b)c =

b c
a b a c

.
Three additional formulas for scalar and vector products:
(a b) (c d) = (a c)(b d) (a d)(b c) =

a c b c
a d b d

.
(a b)
2
= (a a)(b b) (a b)
2
(a b) (c d) = [acd]b [bcd]a = [abd]c [abc]d.
VECTOR ANALYSIS
Dierential operators
(x, y, z) = grad(x, y, z)

x
i +

y
j +

z
k
F(x, y, z) = div F(x, y, z)
F
x
x
+
F
y
y
+
F
z
z
F = curl F(x, y, z)

_
F
z
y

F
y
z
_
i +
_
F
x
z

F
z
x
_
j +
_
F
y
x

F
x
y
_
k
=

i j k

z
F
x
F
y
F
z

(G )F = G
x
F
x
+G
y
F
y
+G
z
F
z
= (G F
x
)i + (G F
y
)j + (G F
z
)k

2
= ( )
_

2
x
2
+

2
y
2
+

2
z
2
_
(Laplace operator)
div grad = () =
2

grad div F = ( F) =
2
F+(F)
curl curl F = (F) = ( F)
2
F
curl grad = () = 0
div curl F = (F) = 0
() = +

2
() =
2
+ 2() () +
2

28
VECTOR ANALYSIS (Continued)
(F G) = (F )G+ (G )F +F(G) +G(F)
(F) = F + () F
(F G) = G FF G
(G )(F) = F(G ) + (G )F
(F) = F+ () F
(F G) = (G )F (F )G+F( G) G( F)
Cylindrical : x = r cos , y = r sin, z = z
grad = =

r
r +
1
r

+

z

k
div F = F =
1
r
(rF
r
)
r
+
1
r
F

+
F
z
z
curl F = F =

1
r
r

1
r

z
F
r
rF

F
z

Laplacian =
2
=
1
r

r
_
r

r
_
+
1
r
2

2
+

2

z
2
Spherical : x = cos sin , y = sin sin , z = cos
grad = =

+
1

+
1
sin

div F = F =
1

2
(
2
F

+
1
sin
(sin F

+
1
sin
F

curl F = F =

2
sin

1
sin

sinF

2
=
1

_
+
1

2
sin

_
sin

_
+
1

2
sin
2

2
Integral Theorems
_
V
F(r) dV =
_
S
F(r) dA (Divergence theorem)
_
V
dV +
_
V

2
dV =
_
S
() dA (Greens theorem)
_
V
(
2

2
) dV =
_
S
( ) dA (symmetric form)
_
V

2
dV =
_
S
dA (Gauss theorem)
_
S
[F(r)] dA =
_
C
F(r) dr (Stokes theorem)
29
FUNDAMENTALS OF SIGNALS AND NOISE
Complex numbers (j
2
= 1)
a +bj = Re
j
, where
R =
_
a
2
+b
2
,
=
_

_
arctan
_
b
a
_
, a > 0;
arctan
_
b
a
_
, a < 0;

2
, a = 0, b > 0;

2
, a = 0, b < 0.
Ae
j
Be
j
= ABe
j(+)
e
j
= e
j(+2n)
, n = 1, 2, . . .
Unit phasor
j = e
j

2
e
j
= 1 1 = e
j0
= e
j2
j = e
j

2
= e
j
3
2
Euler Identity
e
jx
= cos x j sinx;
_
cos x =
e
jx
+e
jx
2
;
sinx =
e
jx
e
jx
2j
.
Fourier series (Periodic signals. For the real number form, see p. 13.)
x(t) =

n=
c
n
e
j2nf1t
, where
c
n
=
1
T
1
_
T
1
2

T
1
2
x(t)e
j2nf1t
dt,
T
1
= period,
f
1
=
1
T
1
= fundamental frequency,
(For real signals, c
n
= c

n
(complex conjugate).)
30
Fourier transform (aperiodic signals)
X(f) =
_

x(t)e
j2ft
dt; x(t) =
_

X(f)e
j2tf
df.
The correspondence between x(t) and X(f) is denoted by x(t) X(f).
Transform of Fourier Series
If x(t) =

n=
c
n
e
j2nf1t
, then X(f) =

n=
c
n
(f nf
1
).
Convolution () and Correlation ()
x y =
_

x()y(t ) d
_

y()x(t ) d = y x
x y =
_

x()y(t +) d
Properties of the delta function
_

(t) dt = 1
_

(t t
0
)x(t) dt = x(t
0
)
x(t) (t t
0
) = x(t t
0
)
x(t)(t t
0
) = x(t
0
)(t t
0
)
Parseval theorem (Average Power in a periodic signal)
P =
1
T
_ T
2

T
2
|x(t)|
2
dt =

n=
|c
n
|
2
Rayleigh theorem (Total Energy in an aperiodic signal)
E =
_

|x(t)|
2
dt =
_

|X(f)|
2
df
31
Fourier theorems
If x(t) X(f) is a transform pair, then
LINEARITY ax(t) +by(t) aX(f) +bY (f)
SHIFT/MODULATION x(t t
0
) X(f)e
j2t0f
x(t)e
j2f0t
X(f f
0
)
PRODUCT/CONVOLUTION x(t)y(t) X Y
x y X(f)Y (f)
SCALE x(at)
1
|a|
X
_
f
a
_
DIFFERENTIATION
d
dt
x(t) j2fX(f)
INTEGRATION
_
t

x() d
X(f)
j2f
.
Fourier pairs
Time Domain Frequency Domain
h(t) = 1 uT
0
2
(|t|) H(f) =
sin(T
0
f)
f
1
h(t)
t
-T
0
/2 T
0
/2
H(f)
f
1/T
0
2/T
0
T
0
h(t) =
sin(2f
0
t)
2f
0
t
H(f) =
1
2f
0
(1 u
f0
(|f|))
h(t)
t
1/2f
0
1/f
0
1
1/2f
0
H(f)
f
-f
0
f
0
32
Fourier pairs Continued
Time Domain Frequency Domain
h(t) = K H(f) = K(f)
K
h(t)
t
H(f)
f
K
h(t) = K(t) H(f) = K
h(t)
t
K
K
H(f)
f
h(t) = Acos(2f
0
t) H(f) =
A
2
[(f +f
0
) +(f f
0
)]
h(t)
t
1/f
0
A
H(f)
f
A/2
-f
0
f
0
h(t) = Asin(2f
0
t) H(f) =
A
2
j[(f +f
0
) (f f
0
)]
h(t)
t
1/f
0
A
Im[H(f)]
f
A/2
-f
0
f
0
h(t) =
_
1
|t|
T
0
__
1 u
T0
(|t|)
_
H(f) =
sin
2
(T
0
f)
T
0

2
f
2
1
h(t)
t -T
0
T
0
H(f)
f
1/T
0
2/T
0
T
0
33
Fourier pairs Continued
Time Domain Frequency Domain
h(t) = e
|t|
H(f) =
2

2
+ 4
2
f
2
h(t)
t
1
H(f)
f
2/
h(t) = exp(t
2
) H(f) =
_

exp
_

2
f
2

_
h(t)
t
1
H(f)
f
/
h(t) =
_
e
t
, t > 0
0, t 0
H(f) =
1
+ 2jf
h(t)
t
1
|H(f)|
f
1/
h(t) = sgn(t) H(f) =
j
f
1
-1
h(t)
t
Im[H(f)]
f
34
Linear time invariant systems
Basic Properties
If
x(t) y(t)
g(t) q(t)
then
ax(t t
0
) +bg(t t
0
) ay(t t
0
) +bq(t t
0
)
Transform properties
Input Output
Time Domain (t) h(t)
x(t) y(t) = x(t) h(t)
system
Frequency Domain X(f) Y (f) = X(f) H(f)
h(t) H(f) h(t) impulse response; H(f) transfer function
Random signals
x =
_

xp(x) dx Mean value

x
2
=
_

x
2
p(x) dx Second moment
< x, x >= x
2
=
1
T
_ T
2

T
2
|x(t)|
2
dt Norm square
< x > =
1
T
_ T
2

T
2
x(t) dt Time average
For an ergodic process:
Second moment = Norm square and Mean value = Time average.
35
Autocorrelation
R
xx
() = lim
T
1
T
_ T
2

T
2
x(t)x(t +) dt
Power Spectral Density
The power spectral density G
xx
is the Fourier transform of the autocor-
relation function:
R
xx
(t) =
_

G
xx
(f)e
j2tf
df G
xx
(f) =
_

R
xx
(t)e
j2ft
dt
Noise power (G
xx
denotes the power spectral density)
P
Total
=
_
G
xx
df = R
xx
(0) = x
2
= (x)
2
P
ac
= N =
2
x
= noise power
P
dc
= R
xx
() = (x)
2
Noise bandwidth (G
xx
denotes the power spectral density)
G
yy
= G
xx
|H|
2
(linear system)
N
y
=
_

G
xx
|H|
2
df = noise power output
N = n
0
B
N
= noise power, where
n
0
2
= white noise
B
N
=
_

|H|
2
df = noise bandwidth
36
Ideal lter (low pass)
h(t) =
sin(2f
0
t)
2f
0
H(f) =
1 u
f0
(|f|)
2f
0
h(t)
t
1/2f
0
1/f
0
1
1/2f
0
H(f)
f
-f
0
f
0
RC lter (low pass)
V
C
= h(t)E(t) h(t) =
1
RC
e
t/RC
H(f) =
1
1 + 2jfRC
E(t)
V
C
C
R
h(t)
t
1
|H(f)|
f
1
Ideal lter (high pass)
h(t) = (t)
sin(2f
0
t)
t
H(f) = u
f0
(|f|)
h(t)
t
1/2f
0
1/f
0
1
H(f)
f
-f
0
f
0
RC lter (high pass)
V
R
= h(t)E(t) h(t) = (t)
1
RC
e
t/RC
H(f) =
2jfRC
1 + 2jfRC
E(t)
V
R
C
R
h(t)
t
|H(f)|
f
1
37
Ideal lter (band pass)
h(t) =
sin(2f
2
t)
t

sin(2f
1
t)
t
H(f) = u
f2
(|f|) u
f1
(|f|)
h(t)
t
1
H(f)
f
-f
2
-f
1
f
1
f
2
LRC lter (band pass)
V
R
= h(t) E(t) h(t) H(f) =
2jfRC
1 (2f)
2
LC + 2jfRC
E(t)
V
R
C
R L
h(t)
t
|H(f)|
f
1
LC 1/(2 ) LC 1/(2 )
Ideal sampling
Sampled signal
x

(t) = x(t) s

(t) where s

k=
(t kT
s
)
Spectrum after sampling
X

(f) = X(f) S

(f) where S

(f) = f
s

n=
(f nf
s
)
Sampling theorem
If
T
s
<
1
2W
or f
s
> 2W (Nyquist rate)
then the signal can be reconstructed with a lter of bandwidth B, given
by:
W < B < f
s
W.