Señales y Sistemas

TE2035
Analysis of Signals and Systems
Class Notes
The Department of Electrical and Computer Engineering
Instituto Tecnologico y de Estudios Superiores de Monterrey
Campus Monterrey
by
Cesar Vargas-Rosales
B.S., Universidad Nacional Autonoma de Mexico, June 1988
M.S. in E.E., Louisiana State University, December 1992
Ph.D. in E.E., Louisiana State University, August 1996
c
Copyright
2014
Cesar Vargas Rosales
All rights reserved
ii
Contents
List of Tables
List of Figures
vi
Chapter
Signals and System Analysis
Signals
1.1 Important Signals and some Properties
1.1.1 Cosenoidal Signal . . . . . .
1.2 Time Averages . . . . . . . . . . . .
1.2.1 Mean Value . . . . . . . . . .
1.2.2 Mean Squared Value . . . . .
1.2.3 rms Value . . . . . . . . . . .
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3
6
7
7
8
8
9
RC Low-Pass Filter Time Domain Analysis

2.1 Differential Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2 Impulse Response and Convolution Integral . . . . . . . . . . . . . . . . .
11
11
13
Geometric Interpretation of Signals

3.1 Orthogonal Signal Expansion . . . . . . . . . . . . . . . . . . . . . . . . .
3.2 Complex Exponential Fourier Series . . . . . . . . . . . . . . . . . . . . .
3.3 Trigonometric Fourier Series (TFS) . . . . . . . . . . . . . . . . . . . . .
19
19
20
22
Examples Fourier Series

4.1 Example 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2 Example 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
25
25
30
CEFS of Cosine Functions

5.1 Example 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.2 Example 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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II
Frequency Domain Analysis
37
Fourier Transform
6.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.2 Fourier Transform of a Periodic Signal . . . . . . . . . . . . . . . . . . . .
6.3 Example of the FT of a Periodic Signal . . . . . . . . . . . . . . . . . . . .
39
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7.1 Transfer Function and Impulse Response . . . . . . . . . . . . . . . . . . .
7.2 Frequency Response . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
45
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47
Homework 4: Solutions
8.1 Problem 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8.2 Problem 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8.3 Problem 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
51
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56
59
Partial Exam 2: Solutions

9.1 Problem 1 . . . . . . . . . . .
9.2 Problem 2: RLC circuit . . .
9.2.1 Output from Inductor .
9.2.2 Output from Capacitor
9.2.3 Output from Resistor .
9.3 Problem 3: RL Circuit . . . .
9.4 Problem 4: Triangular Pulse .
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65
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69
71
Appendix A. Complex Analysis

A.1 Complex Variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
A.1.1 The Real numbers . . . . . . . . . . . . . . . . . . . . . . . . . .
A.1.2 Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . . .
76
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79
Appendix B. Complex Functions
85
Appendix C. Sequences and Series of Functions
91
Appendix D. Power Series
96
Bibliography
97
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List of Tables
vi
List of Figures
1.1
1.2
1.3
1.4
1.5
Different signals conveying the same information.

Different signals conveying the same information.
Periodic signals. . . . . . . . . . . . . . . . . . .
Aperiodic signals. . . . . . . . . . . . . . . . . .
Different representations of a cosenoidal signal. .
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3
4
5
6
7
2.1
2.2
2.3
2.4
2.5
2.6
RC low-pass circuit. . . . . . . .
Case 1 of convolution. . . . . . .
Result of the convolution example.
Result of the convolution example.
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11
14
15
16
17
17
4.1
4.2
4.3
Triangular Waveform. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Discrete Magnitude spectrum of coefficients Cn . . . . . . . . . . . . . . . .
Shifted Triangular Waveform. . . . . . . . . . . . . . . . . . . . . . . . .
25
30
31
6.1
6.2
Rectangular pulse signal A = 3, T = 10. . . . . . . . . . . . . . . . . . . .

Fourier transfrom of a rectangular pulse signal A = 3, T = 2. . . . . . . . .
41
42
7.1
7.2
7.3
7.4
RC low-pass circuit. . . . . . . . . . . . . . . . . .
Magnitude response of RC low-pass circuit. . . . . .
Magnitude squared response of RC low-pass circuit.
Magnitude response in dBs of RC low-pass circuit. .
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8.1
8.2
8.3
8.4
8.5
8.6
8.7
8.8
Signal gp (t) for A = 3, = /4, and f0 = 2Hz.

Magnitude of coefficients Cn for A = 3. . . . .
Phase of coefficients Cn for A = 3. . . . . . . .
Three periods of signal xp (t). . . . . . . . . . .
Circuit for problem 3. . . . . . . . . . . . . . .
Frequency response of low-pass filter. . . . . .
Square of frequency response of low-pass filter.
dB of frequency response of low-pass filter. . .
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Signal x(t) with a = 2 and k = 2. . . . . . . . . . . . . . . . . . . . . . .

RLC circuit in series . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
RL circuit in series. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Triangular pulse for A = 2 and T = 3. . . . . . . . . . . . . . . . . . . . .
X(f ) for T = 2 and A = 1. . . . . . . . . . . . . . . . . . . . . . . . . . .
X(f ) for T = 2 and A = 1. . . . . . . . . . . . . . . . . . . . . . . . . . .
Geometric interpretation of a complex number. . . . . . . . . . . . . . . .
Polar coordinates of a complex number. . . . . . . . . . . . . . . . . . . .
Circle of radius . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Mapping of complex function. . . . . . . . . . . . . . . . . . . . . . . . .
Mapping of complex function f = z 2 with domain B = {z = a + jb C :
<{z} = 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
A.12 Plot of the real and imaginary parts of the complex-valued function f (x) =
(3 + j2x)2 /2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
A.13 Convergence of the sequence in graphical form. . . . . . . . . . . . . . . .
9.1
9.2
9.3
9.4
9.5
9.6
A.7
A.8
A.9
A.10
A.11
viii
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94
Part I
Signals and System Analysis
Chapter 1
Signals
A signal is a representation of a message or information. It carries information in some
format and is represented mathematically as a function. Signals can be produced by many
different methods, for example an audio signal coming from a microphone, or an image
coming from a camera, temperature or pressure from a sensor, etc. Different signals can
represent the same information conveying the same message, see Figure 1.1.
Figure 1.1: Different signals conveying the same information.

A signal needs to have an emitter or transmitter and an interpreter or receiver, otherwise
it would be information that does not make any sense. A signal describes a physically realizable process and its variability and special features such as amplitude, frequency, phase,
range, location, power received measured in a space (see Figure 1.2,) etc.
Definition 1 Signal. A signal is a measurement or observation that contains information
describing some phenomenon such as the time history of an economic process, chemical
signals of fragrances, variation of light intensity, among many more.
The representation of a signal can be in continuous and discrete time, and can take forms
that can be described mathematically or graphically. Then a different definition of a signal,
and perhaps a formal one would be the following
Definition 2 Signal. A signal is a real or complex valued function of one or more real
variables such as time (continuous or discrete) or space.
3
Figure 1.2: Different signals conveying the same information.

A signal may depend on one variable that would make it a one-dimensional signal, e.g.,
speech vs. time, temperature vs. time, etc. Dependence on two or more variables gives a
multidimensional signal, e.g., an image, power received at certain coordinates (see Figure
1.2), etc. As one can see from definition 2, a signal is defined by the concept of a function.
Recall that a function is a rule that maps a domain set A into a range set or image set B,
we denote this as f : A B, and f is a rule that assigns, to each element of a set A an
element of a set B, see [4]. The rule defines that for every element a A, there exists an
element f (a) B called the image of a under the function f . For any subset D A, f (D)
will be the set of all image points of D under the function f , i.e., the image of D under f . In
contrast, for a set E B, denote f 1 (E) the set of all points of A whose images under the
function f line in E, i.e., the preimage or inverse image of E under f . Functions can be, see
[4],
Injective or one-to-one: If for every pair of elements a1 , a2 A, a1 6= a2 , their images
are different, in other words, f (a1 ) 6= f (a2 ). Injectivity depends on the rule of the
function.
Surjective or f maps A onto B: If for every element of the range set b B, b = f (a)
for at least one element a A. Surjectivity depends on the rule and on the range set
B.
Bijective or one-to-one correspondence: If the function f is both injective and surjective. A bijective function f has an inverse f 1 , where for each b B, f 1 (b) is that
unique element a A for which f (a) = b.
In general, the sets involved in the mapping of a function can be specified or can be understood from the context of the analysis, for example, in the signal analysis part, it will be
understood that the domain set A will be related to time in any of its forms.
Signals can be classified in different ways, in the following, a list of contrasting characteristics is presented.
5
1. Continuous vs. Discrete: A signal s(t) is continuous if at any point t0 of its domain,
if it satisfies that limtt0 s(t) = limtt0 s(t) for every point t0 in its domain. A signal is
discrete if its range or image takes only some countable set of values.
2. Periodic vs. aperiodic: A signal s(t) is periodic if for a positive constant number T0
called the period, the following is satisfied
s (t) = s (t + kT0 ) , t R, T0 > 0, k = 0, 1, 2, . . . .
(1.1)
A convention is that a periodic signal will always have infinite duration. An aperiodic
signal does not satisfy the relation in Equation (1.1) for any value of T0 . Also, an
aperiodic signal can be of infinite or finite duration.
3. Deterministic vs. Random: A deterministic signal can be represented by explicit mathematical rules, e.g., completely specified time functions such as s(t) = cos(2f t),
t R. A random signal can take a random value for any element of its domain set,
and can be modeled probabilistically with distributions and density functions. Figures
1.3 and 1.4 show two periodic signals and two aperiodic signals, respectively, a cosine
function and a rectangular pulse train in the periodic signal example, and a truncated
cosine and a rectangular pulse for the aperiodic signal example. Note that the truncated cosine signal can be seen as the product of the aperiodic rectangular pulse signal
in the figure and the periodic cosine signal of Figure 1.3.
Figure 1.3: Periodic signals.

4. Time limited vs. Band limited: The signals in Figure 1.4 can be seen or classified
as time-limited signals since their duration or existence is for a limited set of values
(interval) of the domain or time variable, outside this interval the signal is zero or nonexistent. A band-limited signal is zero everywhere in the frequency domain, except for
a limited set or range of values of frequency.
Figure 1.4: Aperiodic signals.

5. Even vs. Odd symmetry: A signal s(t) has even symmetry if it satisfies
s (t) = s (t) , t,
(1.2)
on the other hand, a signal s(t) has odd symmetry if it satisfies

s (t) = s (t) , t.
(1.3)
A signal can be the combination of an even and an odd symmetric signals, then the
even and odd parts of a signal can be used to form the signal in the following way
s (t) = seven (t) + sodd (t) ,
(1.4)
and we can also see that

seven (t) =
1
[s (t) + s (t)] ,
2
(1.5)
sodd (t) =
1
[s (t) s (t)] ,
2
(1.6)
and that
1.1
Important Signals and some Properties
In this section, we present some of the most important signals because they represent relevant
processes in communication systems. Also, some properties of functions will be introduced
with the examples.
1.1.1
Cosenoidal Signal
Figure 1.5 shows two representations of a cosenoidal signal. The signal is deterministic and
it is defined by s(t) = 3 cos(2t). Note that it is a cosine of peak amplitude of 3 V and
frequency f = 1 Hz. Recall that frequency f will be defined in Hz, and that it is related to
= 2f . In the same figure, we can see that there is a shifted version of s(t). The shift
is to the right hand side
signal by an amount of 1/4 so that the shifted signal
of the1 original

1
is s(t 4 ) = 3 cos 2(t 4 ) . Note that the same signal can be represented by another
function that depends on the shift of the phase of the original signal, the phase of the original
signal is zero. In the same figure, we can also see that the original signal s(t) has even
symmetry, and that the shifted version has odd symmetry.
Figure 1.5: Different representations of a cosenoidal signal.
Property 3 Shifting: A representation s(t ) of signal s(t) implies that s(t) is shifted to
the right time units for > 0. For s(t + ), the signal s(t) is shifted to the left time units.
1.2
Time Averages
The time averages of a signal are parameters used for design of systems. These time averages
are obtained by the use of a linear operator and the type of signal (periodic signal, aperiodic
power signal and aperiodic energy signal). The time averages are the mean value, the mean
squared value and the root mean square (rms) value.
1.2.1
Mean Value
The mean value of a signal represents the Direct Current (DC) component of the signal. If
one could see the frequency components of the signal, the mean value would be situated at
zero frequency. The mean value is obtained as follows
1. Periodic signal xp (t) with period T0 . Recall that this signal exists for all the time, i.e.,
t R.
T0
Z2
1
hxp (t)i =
xp (t)dt.
(1.7)
T0
T0
2
2. Aperiodic power signal x(t). Recall that this signal has infinite duration, but it could
be for all t R or for example it could be for t 0. Define an interval of length T ,
then
T
Z2
1
hx(t)i =
x(t)dt.
(1.8)
T
T2
3. Aperiodic energy signal x(t). Recall that this signal exists only for a finite duration
of time, for example T . The integral must be calculated only on the interval where the
signal exists, i.e.,
Z
hx(t)i =
x(t)dt.
(1.9)
1.2.2
Mean Squared Value
The mean squared value of a signal represents the power or energy of the signal. In this case
(communications and signal processing) we talk about the normalized average total power
(energy) of a signal since we consider that the power or energy is dissipated in a 1 resistor.
This time average is given by
t R.
T0
Z2
1
x2p (t)dt.
(1.10)
hx2p (t)i =
T0
T0
2
9
then
hx2 (t)i =
Z2
1
T
x2 (t)dt.
(1.11)
T2
Z
hx2 (t)i =
x2 (t)dt.
(1.12)
1.2.3
rms Value
The rms value is obtained by calculating the square root of the mean squared value, hence
we have
t R.
v
u
T0
u
Z2
u
q
u1
hx2p (t)i = u
x2p (t)dt.
(1.13)
t T0
T0
2
then
v
u
u ZT2
u1
p
hx2 (t)i = u
x2 (t)dt.
(1.14)
tT
T2
vZ
u
p
u
hx2 (t)i = t x2 (t)dt.
(1.15)
T
10
Chapter 2
RC Low-Pass Filter Time Domain
Analysis
2.1
Differential Equation
Consider the RC low-pass circuit shown in Figure 4.1, and solve the following: We can see
Figure 2.1: RC low-pass circuit.

that the output y(t) is given by
1
y(t) =
C
Zt
i( )d.
(2.1)
We can also see from the circuit that

i(t) =
x(t) y(t)
.
R
11
(2.2)
12
By substituting Equation (4.2) into (4.1) we get the following
Zt
1
y(t) =
C
x( ) y( )
d
R
1
=
RC
Zt
Zt
1
x( )d
RC
y( )d.
(2.3)
From Equation (2.3) we get the following

Zt
1
y(t) +
RC
Zt
1
y( )d =
RC
x( )d.
(2.4)
Now, taking the derivative with respect to time t in Equation (2.4), we get the following
differential equation
1
1
dy(t)
+
y(t) =
x(t).
(2.5)
dt
RC
RC
Now, Equation (2.5) can be recognized as a first order differential equation written in
the standard form. See that in order to be of the standard form, the right hand side of the
equation only contains x(t), i.e., no derivative or integral of x(t) exists in this equation.
Another condition for the equation to be in the standard form is that the coefficient of the
first order derivative of y(t) is one. Now, we can solve the differential equation in (2.5) by
using the following procedure
1. Obtain the result of
e
1
dt
RC
= e RC .
(2.6)
2. Multiply both sides of Equation (2.5) by the expression obtained in (2.6) to get
t
e RC
t
t
dy(t)
1
1
+ e RC
y(t) = e RC
x(t).
dt
RC
RC
(2.7)
3. See that the left hand side of (2.7) can be changed so that we get from it the following
i
t
d h t
1
e RC y(t) = e RC
x(t).
(2.8)
dt
RC
4. Now, we can integrate both sides of Equation (2.8), see that on the right hand side we
change the integration variable from t to to obtain
e
t
RC
1
y(t) =
RC
Zt
e RC x( )d.
(2.9)
13
5. Then the solution to the differential equation in (2.5) is given by
1 t
e RC
y(t) =
RC
Zt
e RC x( )d.
(2.10)
2.2
Impulse Response and Convolution Integral
Now, consider that the input is an impulse (Diracs delta), so that x( ) = ( ) and y(t)
becomes the impulse response of the circuit which is given by h(t). Since ( ) exists only
for = 0, then the integral in Equation (2.10) is zero for all time t < 0. Now, for times t 0
we use the sifting property of the Diracs delta function which for any signal g(t) is given by
Zt
g( )( k)d = g(k), t 0.
(2.11)
Now, using the property in (2.11) with k = 0 and g( ) = e RC , we get g(0) = 1, then the
impulse response is obtained as
h(t) =
1 t/RC
e
, t 0.
RC
(2.12)
The impulse response h(t) of any system is used to obtain the output of the system y(t)
to any input x(t) by using the convolution integral given by any of the two definitions (recall
that convolution is commutative and that we represent it using the operator asterisk )
y(t) = h(t) x(t)
Z
=
x( )h(t )d
Z
=
h( )x(t )d.
(2.13)
As an example, consider that the input is a rectangular pulse of amplitude A, centered at

the origin with duration T given by

t
x(t) = A
,
(2.14)
T
First recall that either x(t) or h(t) must be chosen to be changed to x(t) or h(t). After
obtaining the mirror image of one of them, you must recognize the part of the mirror image
that is at the vertical axis because it will indicate you the time t to be used whenever you
shift in time this signal in order to obtain the convolution integral. After finding such part
14
of the signal that corresponds to time t, now see if it applies that when the signal is moved,
there is a time t for which no overlap of both signals exists.
In this example, the mirror of signal x(t) will be considered, and since it has even symmetry, its mirror is exactly the same as the original rectangular pulse. Now, once we get the
mirror, we must see that the vertical axis is located right in the middle of the signal, hence
the middle of the mirrored rectangular pulse will define the time t. You can also see that the
right hand edge of the rectangular pulse will define time t + T /2 and the left hand edge the
time t T /2.
In our example of a rectangular pulse with amplitude A = 1.2, duration T = 2, we can
see CASE 1 when no overlap is obtained in Figure 2.2. You need to confirm that CASE 1
will exist for all times that satisfy t < T2
Figure 2.2: Case 1 of convolution.
Since no overlap exists for t < T2 in signals x(t ) and h( ), we get that the output
for CASE 1 is given by y1 (t) = 0 for these times.
CASE 2, when partial overlap exists, is shown in Figure 2.3. You need to confirm that
CASE 2 exists for times T2 t < T2 .
For the partial overlap case, we can see that the overlap is only between time 0 and time
15

t + T /2, then we need to solve the following convolution integral
t+ T2
A /RC
e
d
RC
0
t+T /2

A
1
/RC
=
e
1

RC RC
0
= A e(t+T /2)/RC 1

= A 1 et/RCT /2RC
y2 (t) =

= AeT /2RC eT /2RC et/RC .
(2.15)
If we consider the same values of A = 1.2 and T = 2, we get that the output in CASE 2
is given by

y2 (t) = 1.2e1/RC e1/RC et/RC .
(2.16)
CASE 3, when total overlap exists, is shown in Figure 2.4. You need to confirm that
CASE 3 exists for times T2 t, i.e., the mirrored signal was shifted to the right T /2 or more
time units. In this case, wherever we move the mirrored signal to times above T /2 seconds,
the overlap of both signals will be only for times that are in the interval [t T2 , t + T2 ].
Therefore, the integral will have limits defined by such an interval.
Hence, the convolution integral in this CASE 3 can be calculated by the following pro-
16
cedure
t+ T2
y3 (t) =
A /RC
e
d
RC
t T2
A
=
RC
= A e
1
1
RC
t+T /2

T
/RC
(t+T /2)/RC
t 2
(tT /2)/RC
= A et/RC+T /2RC et/RCT /2RC

= Aet/2RC eT /2RC 1 eT /RC .

(2.17)

Now getting all three cases together, we get the following output for the rectangular pulse
x(t)
0,
t T2 ,

AeT /2RC eT /2RC et/RC , T2 t < T2 ,
y(t) =
(2.18)
Aet/RC eT /2RC 1 eT /RC ,

t T2 .
For the example with A = 1.2 and T = 2 we get
0,
t 1,

1.2e1/RC e1/RC et/RC , 1 t < 1,
y(t) =
(2.19)
Aet/RC e1/RC 1 e2/RC ,

t 1.
17
Assuming that R = 1 M and that C = 1F, we get the output y(t) shown in Figure 2.5.
As you can see, the input signal is also included in the figure so that we can see the effects
of distortion caused by the RC filter.
Figure 2.5: Result of the convolution example.

Now, calculating the convolution using the command conv in MATLAB, and after scaling
and plotting, we get Figure 2.6. It can be seen when compared to Figure 2.5 that the output
obtained by convolving x(t) with h(t) with the command conv in MATLAB is exactly the
same as that obtained by the solution in Equation (2.18)
Figure 2.6: Result of the convolution example.
18
Chapter 3
Geometric Interpretation of Signals
The analysis of every digital communications system considers the transmitter, the receiver,
and the channel. The transmitter and receiver know the signals that are being sent and received.
The problem of the geometric interpretation of signals consist of finding a set of functions
{n (t)}
n= defined in an interval [a, b], such that the following conditions are satisfied:
1. The functions are orthogonal, i.e.
Z
n (t) m

(t) dt =
0,
n 6= m,
2
k n (t) k , n = m.
(3.1)
2. Every signal f (t) defined in the same interval [a, b], can be expressed as a linear combination of {n (t)}
n= , in other words
f (t) =
Ck k (t) , Ck C.
(3.2)
k=
3.1
Orthogonal Signal Expansion
Assume that the set of functions {n (t)}

n= are orthogonal and complex on an interval
[a, b], then if f (t) is also defined on the same interval [a, b], it is possible to have coefficients
Ck , k = , . . . , 1, 0, 1, . . . , , such that
f (t) = + C1 1 (t) + C0 0 (t) + C1 1 (t) + C2 2 (t) + + Cn n (t) + (3.3)
Assume that the representation through an infinite series as that in Equation (3.3) is
possible, then multiply both sides of such equation by n (t) and integrate on the interval
19
20
[a, b] to obtain
Z
a
f (t)n
C1 1 (t) n (t) dt
(t) dt = +
a
Z b
C0 0 (t) n (t) dt
+
a
Z b
C1 1 (t) n (t) dt
+
a
Z b
C2 2 (t) n (t) dt
+
a
+
Z b
Cn n (t) n (t) dt +
+
(3.4)
Now, applying the orthogonality conditions of {n (t)}

n= given in Equation (3.1), we
get that
Z b
Z b
f (t)n (t) dt =
Cn n (t) n (t) dt
a
a
Z b
Cn |n (t) |2 dt
=
a
= Cn hn (t) , n (t)i
= Cn k n (t) k2
Therefore the coefficients Ck of the series in Equation (3.3) will be given by
Rb
f (t)n (t) dt
hf (t), n (t)i
a
Cn = R b
, n.
=
2
k n (t) k2
|n (t) | dt
a
(3.5)
(3.6)
Then, the signal representation through a series is given by
X
hf (t), n (t)i
f (t) =
Cn n (t) =
n (t)
k n (t) k2
n=
n=
3.2
(3.7)
Complex Exponential Fourier Series
The infinite series in Equation (3.7) is called the Generalized Fourier Series (GFS). The
GFS can be used to define other signal representations. For example, we can choose the set
of periodic functions with period T0 to be
j2f0 tn
{n (t)}
=
e
,
(3.8)
n=
n=
Recall that for a periodic signal with period T0 , its fundamental frequency f0 is related to its period as
f0 = 1/T0 , in other words we have that the product of period and frequency is f0 T0 = 1
21
and we can see that the set contains orthogonal functions since
T0 /2
n (t) m
T0 /2
(t) dt =
ej2f0 tn ej2f0 tm dt
T0 /2
T0 /2
T0 /2
ej2f0 t(nm) dt
=
T0 /2
T0 /2

1
j2f0 t(nm)
e

j2f0 (n m)
T0 /2
h
i
T
T
1
j2f0 20 (nm)
j2f0 20 (nm)
e
e
j2f0 (n m)
j(nm)

1
e
ej(nm)
j2f0 (n m)
1
sin [(n m)] .
f0 (n m)
=
=
=
=
(3.9)
Recall that in Equation (3.9), the term (n m) will be an integer number since n and m are
integers, therefore, we can see that for n 6= m we have the sine function of an integer number
k = n m times , which is always zero for any integer number k. We can also realize that
for n = m we have an indetermination that needs to be solved using LHopitals rule. The
application of this rule gives that for n = m Equation (3.9) gives the result of 1/f0 which is
the same as T0 . In summary, we get the following result for this set of orthogonal functions
Z
T0 /2
n (t) m
T0 /2
(t) dt =
T0 /2
j2f0 tn j2f0 tn

dt =
T0 /2
0, n 6= m,
T0 , n = m.
(3.10)
j2f tn
e 0 n= , and the
Now, using the set of orthogonal functions {n (t)}
n= =
results in (3.10) in the GFS of Equation (3.7), we get that the Complex Exponential Fourier
Series (CEFS) of a periodic signal f (t) is given by
f (t) =
=
=
X
n=
Cn n (t)
Cn ej2f0 tn
n=
hf (t), n (t)i j2f0 tn

2 e
k
(t)
k
n
n=
X
hf (t), ej2f0 tn i j2f0 tn
=
e
,
T
0
n=
(3.11)
22
where the coefficients are given by
hf (t), n (t)i
k n (t) k2
R T0 /2
f (t)n (t) dt
T0 /2
= R T0 /2
|n (t) |2 dt
T0 /2
R T0 /2
f (t)ej2f0 tn dt
T0 /2
=
T0
Z T0 /2
1
f (t)ej2f0 tn dt, n.
=
T0 T0 /2
Cn =
3.3
(3.12)
Trigonometric Fourier Series (TFS)
Consider the definition of the CEFS for a periodic signal s(t), with period T0 or fundamental
frequency f0 , given by
s(t) =
Cn ej2f0 tn ,
(3.13)
n=
With the definition of the CEFS in Equation (3.13), we can separate the summation into
two parts to obtain an alternate expression
s(t) =
Cn ej2f0 tn
n=
=
=
1
X
Cn e
j2f0 tn
n=
+ C0 +
Cn ej2f0 tn
n=1
Cn ej2f0 tn + C0 +
n=1
= C0 +
Cn ej2f0 tn
n=1

Cn ej2f0 tn + Cn ej2f0 tn .
(3.14)
n=1
Now, in Equation (3.14) we can use the trigonometric identities of the complex exponentials in terms of the sine and cosine functions, i.e., the trigonometric identities ej2f0 tn =
23
cos(j2f0 tn) + j sin(j2f0 tn) and ej2f0 tn = cos(j2f0 tn) j sin(j2f0 tn), to obtain
s(t) = C0 +
{Cn [cos(j2f0 tn) + j sin(j2f0 tn)]
n=1
+ Cn [cos(j2f0 tn) j sin(j2f0 tn)]}

= C0 +
=
C0 +
{[Cn + Cn ] cos(j2f0 tn) + j [Cn Cn ] sin(j2f0 tn)}
n=1
{An cos(j2f0 tn) + Bn sin(j2f0 tn)} .
(3.15)
n=1
The last row of Equation (3.15) is known as the Trigonometric Fourier Series representation of the periodic signal s(t). In Equation (3.15), we use the following substitution
An = Cn + Cn ,
Bn = j [Cn Cn ] .
(3.16)
Note that the coefficients An are associated to the real part of the CEFS, whereas the
coefficients Bn are associated to the complex part of the CEFS. This also means that the
coefficients An will be different from zero whenever the signal s(t) has even symmetry or
no symmetry. In contrast, the coefficients Bn will be different from zero whenever the signal
s(t) has odd symmetry o no symmetry. In other words, if the signal s(t) has even symmetry,
the coefficients Bn will be zero, and whenever s(t) has odd symmetry, the coefficients An
will be zero.
The coefficients An and Bn from Equation (3.16) can be obtained using the definition
integral of the coefficients Cn of the CEFS, this definition is given in Equation (3.12). Once
we use Equation (3.12) in Equation (3.16), we get for the coefficients An the following
An
1
=
T0
T
Z0 /2
j2f0 tn
s(t)e
1
dt +
T0
T0 /2
1
=
T0
T
Z0 /2
T
Z0 /2
s(t)ej2f0 tn dt
T0 /2

j2f0 tn
j2f0 tn
s(t) e
+e
dt
T0 /2
2
=
T0
T
Z0 /2
s(t) cos(2f0 tn)dt,

T0 /2
n = 1, 2, . . . ,
(3.17)
24
and for the coefficients Bn in Equation(3.16) we obtain
T
T
Z0 /2
Z0 /2
1
1
Bn = j
s(t)ej2f0 tn dt
s(t)ej2f0 tn dt
T0
T0
T0 /2
T
Z0 /2
1
= j
T0
T0 /2

s(t) ej2f0 tn ej2f0 tn dt
T0 /2
T
Z0 /2
1
= j
T0

s(t) ej2f0 tn + ej2f0 tn dt
T0 /2
2
= j
2T0
T
Z0 /2

T0 /2
T
Z0 /2
2
=
j2T0

T0 /2
2
=
T0
T
Z0 /2
s(t) sin(2f0 tn)dt,

T0 /2
n = 1, 2, . . . ,
(3.18)
Chapter 4
Examples Fourier Series
4.1
Example 1
Consider the triangular waveform of Figure 4.1, and solve the following:
Figure 4.1: Triangular Waveform.

1. How would you classify the signal? The signal is continuous, with odd symmetry,
periodic with period T0 = , and deterministic. Since it is periodic, it exists for all
times, i.e., t <, which makes it a power signal because it has infinite duration.
2. Find the Complex Exponential Fourier Series (CEFS) representation of the waveform in Figure 4.1. Provide the general expression for the coefficients Cn .
(a) First, define function f (t). To do that, you need to see that it is made out of two
2
straight lines, one with positive slope with value of /2
= 4 crossing through
the origin (y-intercept is zero), and another line with the same slope value but
negative 4 and crossing the vertical axis at 2 (y-intercept is two, you need to
see that this is true!). Thus, the function that defines the signal is given by
4
t,
4 < t < 4 ,
f (t) =
(4.1)
4
2 t,
t 3
.
4
4
25
26
(b) The second step is to obtain the information from the signal such as period and
fundamental frequency, which in this problem we have from Figure 4.1 the following
T0 = , f0 =
1
1
= , then we have 2f0 n = 2n.
T0
(4.2)
(c) The third step is to obtain the complex exponential Fourier series coefficients, i.e.,
calculate Cn . To do this, we have to consider the definition of these coefficients
and work the integrals from there on substituting the functions obtained in the
first step and shown in Equation (4.1). So we start the process from the definition
of the coefficients and keep working on it using Equation (4.1) and Equation (4.2)
as follows.
Cn
Z
1
=
f (t)ej2f0 nt dt
T0 T0
Z
Z 3
Z 3
4
4 4
1
1
1 4 4 j2nt
j2nt
te
dt +
2e
dt +
tej2nt dt.(4.3)
=
4
4
4
Now, we work with Equation (4.3) by solving the first and the third integrals (we
solve the integrals by parts or we can use a table of integrals which is what we
have here). From tables of integrals, we have
Z
at
te dt =
t
1
2
a a
eat .
(4.4)
For the specific case of the integrals to solve in Equation (4.3), we have that the
parameter a in Equation (5.3) must take the value a = j2n. Then using this
formula, we solve the integrals in (4.3) to obtain the following
Cn
1
=
4
2
4 j2nt
1
te
dt +
3
4
j2nt
2e
1
dt +
3
4
4 j2nt
te
dt
4
t
1
ej2nt
j2n (j2n)2
4

34
2
1
j2nt
+
e
j2n
4

34
4
t
1
j2nt
2
e
.
j2n (j2n)2
(4.5)
27
We can see that Equation (4.5) can be written as follows
4

t
1
4
j2nt
+
e
Cn =
2
j2n 4n2
4
34

2
1
j2nt
+
e
j2n
4
34

4
t
1
j2nt
.
2
+
e
j2n 4n2
(4.6)
Now, we substitute the initial and final values of each of the three terms in Equation (4.6) to get

4
1
1
jn 2
jn 2
Cn =
+
+
e
e
2
j8n 4n2
j8n 4n2
1 jn 3
1 jn
2 +
e
e 2
jn
jn

4
1
1
3
jn 3
jn 2
2

2
+
+
. (4.7)
e
e
j8n 4n2
j8n 4n2
Now expand each of the terms in brackets shown in Equation (4.7) to obtain the
following

4
1 jn
jn
1 jn
jn
Cn =
e 2 + 2e 2
e 2 2e 2
2
j8n
4n
j8n
4n
1 jn
1 jn 3
2 +
e
e 2
jn
jn

4
3 jn 3
1 jn 3
jn
1 jn
2
2
2
2
2
e
e
+ 2e
+
2e
.(4.8)
j8n
4n
j8n
4n
Now, we keep working on Equation (4.8) to expand each of the terms by multiplying the constants 4/ 2 that are outside the brackets with each of the terms
inside the brackets to obtain the following.
1
1 jn
1
1 jn
e 2 + 2 2 ejn 2
e 2 2 2 ejn 2
j2n
n
j2n
n
1 jn 3
1 jn
2 +
e
e 2
jn
jn
3 jn 3
1 jn 3
1 jn
1 jn
2
2
2 +
+
e
e
e
e 2 . (4.9)
j2n
n2 2
j2n
n2 2
Cn =
From Equation (4.9), we can see that the first term and the ninth term add up and
eliminate the sixth term. Then, see that the second term and the tenth term can
28
be put together. Also, we can put together the fifth and seventh terms to obtain
2 jn
1 jn
1
Cn =
e 2 2 2 ejn 2
e 2
2
2
n
j2n
n

3
1
1 jn 3 3
2
e
1 2 2 ejn 2
+
jn
2
n
2 jn
1 jn
1 jn
2
2
=
e
e
e 2
n2 2
j2n
n2 2
1 jn 3
1 jn 3
2
2 .
+
(4.10)
e
e
2
j2n
n 2
Now, in Equation (4.10), we can put together the first, third and fifth terms. We
can do the same with the second and fourth terms, then we obtain

1 jn
Cn =
e 2 2 ejn ejn
2
2
n

1 jn j2n
e 2 e
+
1 .
(4.11)
j2n
Now, recall that we have the following identities
ejn = cos(n) + j sin(n) = cos(n) = (1)n
ejn = cos(n) j sin(n) = cos(n) = (1)n
ej2n = cos(2n) j sin(2n) = cos(2n) = 1.
(4.12)
Now we use the identities in Equation (4.12) and substitute them into Equation
(4.11) to obtain
1 jn
e 2 (2 (1)n (1)n )
Cn =
2
n 2
1 jn
+
e 2 (1 1)
j2n
1 jn
=
e 2 (2 2(1)n )
n2 2
2 jn
=
e 2 (1 (1)n )
n2 2
2
n jn 2
=
[1
(1)
]e
.
(4.13)
n2 2
See that when n = 0 in Equation (4.13), we have an indetermination, i.e., 00 ,
hence we need to treat the coefficient C0 separately. So, Equation (4.13) is only
valid for n = 1, 2, . . .. Verify the following result!!!.
Z
1
C0 =
f (t) dt
T0 T0
Z
Z 3
Z 3
4
4 4
1 4 4
1
1
=
t dt +
2 dt +
t dt = 0.
(4.14)
4
4
4
29
Now, with the result in equations (4.13) and (4.14), we can write the CEFS of the
signal in Equation (4.1), shown in Figure 4.1. This CEFS is given by
f (t) = C0 +
Cn ej2f0 nt
n=
n6=0
X
n=
n6=0
2
n2 2
[1 (1)n ] ejn 2 ej2f0 nt .
(4.15)
3. Provide the expression for the magnitude |Cn | and the phase Cn . The magnitude
of the coefficients Cn , i.e., |Cn |, gives what is called the magnitude spectrum, i.e.,
the information of the frequency content of the signal. For n = 0, we have that C0
gives the DC component or mean value of the signal because from the definition
of the coefficients Cn in Equation (3.12), we have that Rsubstituting n = 0 gives the
expression for the mean value of a signal (since C0 = T10 T0 f (t) dt, which is the same
as the time average of mean value of the signal). The DC component of the signal will
always be related to the value of the signal given at zero frequency. The remaining
components (coefficients Cn for n 6= 0) will provide the frequency content at points
nf0 , i.e., integer multiples of the fundamental frequency f0 .
(a) Magnitude. The coefficients Cn are given by the last row of Equation (4.13),
and their magnitude is given by

2

n
jn
|Cn | = 2 2 [1 (1) ] e 2
n

2

n
= 2 2 [1 (1) ] ejn 2
n

2

n
= 2 2 [1 (1) ]
(4.16)
n
(b) Phase. The phase of the coefficients is obtained by considering the last row of
Equation (4.13) together with the identity: ejn 2 = cos(n/2) j sin(n/2).

In this identity, see that whenever n is even or zero, i.e., n = 0, 2, 4, . . .
the cosine function takes a value of +1 or 1 and the sine function is always
zero, but see that when n is even, the whole coefficient Cn is zero because 1
(1)n = 0. On the other hand, see that when n is odd, i.e., n = 1, 3, . . .,
the cosine function takes the value zero and the sine function takes the value of
+1 or 1, and at the same time we have 1 (1)n = 2, hence making Cn a
purely complex coefficient for n odd, and zero for n even. Therefore, we have
that the coefficients Cn are purely complex (you should also see that this result
is consistent with the symmetry of the signal, which is odd symmetry) and
30
that take a positive and negative values depending on the positive and negative
values of n. In conclusion, the phase will be /2 for n > 0 and odd, and the
phase will be /2 for n < 0 and odd.
4. Plot the discrete amplitude spectrum. You should obtain the plots using Matlab.
The plot for the magnitude is shown in Figure 4.2.
Figure 4.2: Discrete Magnitude spectrum of coefficients Cn .
4.2
Example 2
Answer the same questions as in previous example, but for the waveform shown in Figure
4.3. Comment the differences that the coefficients Cn have between the two representations.
1. We follow the same steps as those for the first example. Just for this time, consider
that the function given in Figure 4.3 is called g(t). Then we have that the function is
given by
4
t + 1, 2 < t < 0,
g(t) =
(4.17)
1 4 t,
0 t 2 .
2. See that the function g(t) in Equation (4.17) can be obtained by substituting in Equation (4.1) t by t + 4 . The second step is to obtain the information from the signal
such as period and fundamental frequency, which in this problem we have the same
information as that for Problem 1, in other words,
T0 = , f0 =
1
1
= , then we have 2f0 n = 2n.
T0
(4.18)
31
Figure 4.3: Shifted Triangular Waveform.
3. The third step is to obtain the complex exponential Fourier series coefficients, i.e.,
calculate Cn . We start the process from the definition of the coefficients and keep
working on it using Equation (4.17) and Equation (4.18) as follows.
Cn
Z
1
=
f (t)ej2f0 nt dt
T0 T0

Z
Z
1 0 4
1 2
4
j2nt
=
t+1 e
dt +
1 t ej2nt dt
2
0
Z 0
Z 0
1
4
tej2nt dt +
ej2nt dt
=
2
2
2
Z
Z
2
1 2 j2nt
4
+
e
dt 2
tej2nt dt.
0
0
(4.19)
Now, we work with Equation (4.19) by solving the first and fourth integrals using
Equation (5.3). You must complete all the steps to get what it is shown here. Then
we have (after solving and substituting the initial and final values)
Cn

4
1
jn
1 jn
=
e 2e
2 4n2 j4n
4n
1
1 jn
1 jn
1
+
e
e
+
j2n j2n
j2n
j2n

4
1
jn
1
2 2
e
+ 2 ejn .
4n
j4n
4n
(4.20)
32
By regrouping and eliminating terms in Equation (4.20) we obtain

1 jn 1
2
1
jn
jn
+
e +e
e
1
Cn =
n2 2 n2 2
jn
2

1 jn
1
+
e
1
jn
2
2
1 jn
1
1 jn
=
e +
e
2 2 cos(n)
2
2
n
n
j2n
j2n

2
1
1 1 jn
e ejn
=
2 2 cos(n)
2
2
n
n
n 2j
2
1
1
=
2 2 cos(n)
sin(n)
2
2
n
n
n
2
=
(1 cos(n))
2
n 2
2
=
[1 (1)n ] .
2
2
n
(4.21)
Note that this result gives coefficients Cn that are purely real because the signal has
even symmetry. With the result in Equation (4.21) just obtained, you can see the
similarity to Equation (4.13) where you can find the extra factor ejn 2 . So you can
see that with respect to the previous example, we have in this example, a time shift of
g(t) by /4 time units to the right to obtain f (t) (see functions in figures 4.1 and 4.3),
in other words, f (t) = g(t 4 ). Whenever you have a time shift of k time units to the
right of a function, the coefficients Cn will be affected by the multiplication of a factor
ej2f0 nk
(4.22)
In Example 1 we have a signal f (t) with a time shift of k = /4 time units to the right
of the signal of problem 2, then (recall that in this problem f0 = 1/) we have
1
ej2f0 nk = ej2 n 4 = ejn 2 .
(4.23)
Therefore, the factor obtained in Equation (4.23) is multiplied by the coefficient Cn of

Equation (4.21) to get the coefficients of problem 1.
Chapter 5
CEFS of Cosine Functions
5.1
Example 1
Consider the periodic function f (t) with period T0 given by

f (t) = cos(2f0 t).
(5.1)
We are interested in obtaining the CEFS representation of the signal. The CEFS of the signal
in (5.1) can be obtained by three methods. We show those three methods in the following,
beginning with the most elaborate.
1. Method 1: Using the cosine function.
In order to obtain the CEFS of function f (t) in Equation (5.1), first determine its
period, which in this case is T0 . Then calculate the CEFS coefficients Cn which will
be given by
Z T0 /2
1
f (t)ej2f0 nt dt
Cn =
T0 T0 /2
Z T0 /2
1
=
cos(2f0 t)ej2f0 nt dt.
(5.2)
T0 T0 /2
As one can see, Equation (5.2) is an integral that has the following form
Z
1
e cos( )d = 2
e [ cos( ) + sin( )] .
+ 2
(5.3)
To use the solution of the integral, we just see that we have for our example the following
= j2f0 n, 2 = 4 2 f02 n2 ,
= 2f0 , 2 = 4 2 f02 .
33
(5.4)
34
Using the parameters defined in (5.4), we get
Z T0 /2
1
cos(2f0 t)ej2f0 nt dt
Cn =
T0 T0 /2
=
=
=
=
=
=
=
=
=
=
=
T0 /2
ej2f0 nt
{j2f0 n cos(2f0 t) + 2f0 sin(2f0 t)}
4 2 f02 (1 n2 )T0
T0 /2
T0 /2
j2f0 nt
e
{sin(2f0 t) jn cos(2f0 t)}
2f0 (1 n2 )T0
T0 /2

T0 /2
ej2f0 nt
ej2f0 t ej2f0 t
ej2f0 t + ej2f0 t
jn
2(1 n2 )
2j
2
T0 /2

T0 /2
j2f0 t
j2f0 t
j2f0 t
j2f0 t
j2f0 nt
e
e
e
+e
e
+n
2
2(1 n )
2j
2j
T0 /2
T0 /2
j2f0 nt
j2f0 t

e
e
ej2f0 t + nej2f0 t + nej2f0 t
2
j4(1 n )
T0 /2

T0 /2
1
j2f0 t(1n)
j2f0 t(1+n)
(1 + n)e
(1 n)e
j4(1 n2 )
T0 /2
j2f0 t(1n)
T0 /2
j2f0 t(1+n)
e
e
1
j4
1n
1+n
T0 /2
(
)
T0
T0
T0
T0
1
ej2f0 2 (1n) ej2f0 2 (1n) ej2f0 2 (1+n) ej2f0 2 (1+n)
+
j4
1n
1n
1+n
1+n
j(1n)

1
e
ej(1n) ej(1+n) ej(1+n)
+
j4
1n
1n
1+n
1+n
j(1n)

j(1n)
j(1+n)
j(1+n)
1
e
e
e
e
+
2j 2
1n
1+n

1 sin((1 n)) sin((1 + n))
+
.
(5.5)
2
1n
1+n
Now, see that there are two critical values of n in Equation (5.5) which are n = +1
and n = 1. These are critical values because they make the denominator zero in one
of the terms in the equation. For n = +1 we obtain C1 using LHopitals rule you must
show that C1 = 1/2. In a similar way, see that C1 = 1/2. Show that Cn = 0 for
n 6= 1. Therefore we have
1
1
C0 = 0, C1 = , C1 = , Cm = 0, m = 2, 3, . . . .
2
2
(5.6)
The cosenoidal signal has only two coefficients, namely C1 and C1 both with value
35
of 1/2. Therefore, the CEFS of the function f (t) = cos(2f0 t) is given by
f (t) =
Cn ej2f0 tn
n=
C1 ej2f0 t
+ C1 ej2f0 t
1 j2f0 t 1 j2f0 t
=
e
+ e
2
2
= cos(2f0 t).
=
(5.7)
In conclusion, we only need to use the trigonometric identity of the cosine function.
2. Method 2: Using exponentials instead of cosine function. In this part, we also
compute the CEFS coefficients, but instead of using the integral in Equation (5.3), we
first substitute the trigonometric identity of the cosine to solve for the coefficients Cn
as follows
Z T0 /2
1
cos(2f0 t)ej2f0 nt dt
Cn =
T0 T0 /2
Z T0 /2
j2f0 t

1
=
e
+ ej2f0 t ej2f0 nt dt
2T0 T0 /2
Z T0 /2
Z T0 /2
1
1
j2f0 t j2f0 nt
e
e
dt +
ej2f0 t ej2f0 nt dt
=
2T0 T0 /2
2T0 T0 /2
Z T0 /2
Z T0 /2
1
1
j2f0 t(1n)
=
e
dt +
ej2f0 t(1+n) dt
2T0 T0 /2
2T0 T0 /2
T0 /2
T0 /2
1
1
j2f0 t(1n)
j2f0 t(1+n)
=
e
e
j4(1 n)
j4(1 + n)
T0 /2
T0 /2
j2f0 t(1n)

T
/2
0
e
ej2f0 t(1+n)
1
.
(5.8)
=
j4
1n
1+n
T0 /2
The last row of Equation (5.8) is exactly the same as the eighth row in Equation (5.5),
hence the same procedure and result as that will be obtained.
3. Method 3: Using the trigonometric identity of the cosine function.
f (t) =
Cn ej2f0 tn
n=
C1 ej2f0 t
+ C1 ej2f0 t
1 j2f0 t 1 j2f0 t
e
+ e
=
2
2
= cos(2f0 t).
=
(5.9)
36
5.2
Example 2
Obtain the CEFS representation of the following signal

g(t) = cos2 (2200t) sin(2400t).
(5.10)
For this problem, recall to use the trigonometric identities for the cosine and sine functions. First use the trigonometric identity cos2 () = 21 + 12 cos(2) to get
g(t) =
1 1
+ cos(2400t) sin(2400t).
2 2
(5.11)
We can see in Equation (5.11) that the fundamental frequency of the signal is f0 = 400
Hz, then its period would be T0 = 1/400 sec.
Now you can apply the trigonometric identities of the sine and cosine functions in terms
of the exponentials in Equation (5.11) to obtain the CEFS.

1 1 j2400t
1 j2400t
+
e
+ ej2400t
e
ej2400t
2 4
2j
1 1 j2400t 1 j2400t
1
1
=
+ e
+ e
ej2400t + ej2400t
2 4
4
2j
2j
1 j2400t
1
1 1 j2400t 1 j2400t
+ e
+ e
+j e
j ej2400t .
=
2 4
4
2
2
g(t) =
(5.12)
Then the coefficients of this CEFS are

1
1
1
1
1
C0 = , C1 = + j , C1 = j .
2
4
2
4
2
(5.13)
Part II
37
Chapter 6
Fourier Transform
The Fourier transform is applied in general for aperiodic signals that could be of infinite
(power signals) or finite duration (energy signals). Consider the aperiodic signal x(t), its
Fourier transform is defined to be
X(f ) = F {x(t)}
Z
=
x(t)ej2f t dt.
(6.1)
The inverse Fourier Transform is defined as
x(t) = F 1 {X(f )}
Z
=
X(f )ej2f t df.
(6.2)
The Fourier transform has several properties that could be used to obtain the transform
of signals. In this document, you can find some of the properties and applications of them as
needed throughout the examples. One of the properties is the time-shift property. Consider
a signal s(t) with Fourier transform S(f ), now if we need to obtain the Fourier transform of
the shifted version s(t t0 ), we can define first the following x(t) = s(t t0 ) and apply the
39
40
FT definition in Equation (6.1) to obtain
X(f ) = F {x(t)}
Z
=
x(t)ej2f t dt
s(t t0 )ej2f t dt
s(z)ej2f (z+t0 ) dz
s(z)ej2f z ej2f t0 dz
= e
j2f t0
= e
j2f t0
s(z)ej2f z dz
S(f ).
(6.3)
Equation (6.3) tells us that the Fourier transform of a shifted version of a signal s(t) by
t0 seconds is given by the product of the Fourier transform of the signal (un-shifted version)
s(t) multiplied by the complex exponential ej2f t0 .
6.1
Example
In this example, we analyze the rectangular pulse signal centered at the origin and of duration
T given by
s(t) = A
Y t
T
A rectangular pulse signal with A = 3 and T = 10 is shown in Figure 6.1.
(6.4)
41
Figure 6.1: Rectangular pulse signal A = 3, T = 10.

The Fourier transform of signal s(t) is given by
X(f ) = F {x(t)}
Z
=
s(t)ej2f t dt
Y t
T
ej2f t dt
ZT /2
=
A ej2f t dt
T /2
ZT /2
= A
ej2f t dt
T /2
=
=
=
=
=
=
T /2

A
j2f t
e

j2f
T /2

A
j2f T /2
j2f T /2
e
e
j2f

A
jf T
jf T
e
e
j2f
A
sin(f T )
f
AT
sin(f T )
f T
AT sinc(f T ).
(6.5)
42
Now, the magnitude of the Fourier transform of a rectangular pulse with A = 3 and
T = 2 is shown in Figure 6.2. Note in the figure how the magnitude of the sinc function
touches the horizontal axis in integer multiples of the inverse of the duration, i.e., k/T for
k = 0, 1, 2, . . .. The continuous line in the figure is the Fourier transform obtained by
using the command fft in MATLAB, whereas the red dots correspond to the evaluation of the
sinc function in Equation (6.5).
Figure 6.2: Fourier transfrom of a rectangular pulse signal A = 3, T = 2.
6.2
Fourier Transform of a Periodic Signal
Even if the FT is said to apply to aperiodic signals, we have that it can be applied to periodic
signals as well. Consider a periodic signal xp (t) with period T0 , its Fourier transform is given
by the following four-step method.
1. Step 1: Truncation. Take the periodic signal xp (t) and truncate one period, consider
always as the best option to truncate the period centered at the origin, i.e., from T0 /2
to T0 /2. In other words, you need to obtain the truncated signal x(t) as
Y t
x(t) = xp (t)
.
(6.6)
T0
2. Step 2: Fourier Transform. Obtain the Fourier transform of the truncated signal x(t)
by using the definition in Equation (6.1). In other words, obtain X(f ).
3. Step 3: Sampling. In the Fourier transform just obtained, change every instance of
the variable f by nf0 where f0 = 1/T0 to obtain X(nf0 ).
43
4. Step 4: Scale. The Fourier transform of the periodic signal will be given by a scaled
version of X(nf0 ) as follows
Xp (f ) =
6.3
1
X(nf0 ) = Cn .
T0
(6.7)
Example of the FT of a Periodic Signal
Consider the periodic signal given by a rectangular pulse train with period T0 , amplitude A
and the duration of each rectangular pulse being T where T T0 /2. The signal can be
represented mathematically by
Y t nT0
X
A
xp (t) =
.
(6.8)
T
n=
See that the signal in Equation (6.8) has even symmetry, and hence the rectangular pulse
corresponding to n = 0 is centered at the origin.
Now we can apply the four-step method
1. Step 1: Truncation. Consider the case of n = 0 to obtain
Y t
.
x(t) = A
T
(6.9)
2. Step 2: Fourier Transform. The FT was just obtained in the previous example given
in Equation (6.5), hence we get
X(f ) = AT sinc(f T ).
(6.10)
X(nf0 ) = AT sinc(nf0 T ).
(6.11)

AT
T
Xp (f ) =
sinc n
T0
T0
= Ad sinc(nd).
(6.12)
3. Step 3: Sampling.
4. Step 4: Scale.
In Equation (6.12) d is the duty cycle and is given by d = T /T0 . We generally are
interested in duty cycles of the form 1/2, 1/3, 1/4, . . ..
Check by yourself that the Fourier transform of a periodic signal gives the CEFS coefficients Cn , i.e., Equation (6.12) is exactly the same as the coefficients of the CEFS Cn for a
rectangular pulse train.
44
Chapter 7
In Chapter 2 you can find the time domain analysis of a passive low-pass filter, where we
obtained the differential equation, its solution depending on the input and then obtained the
impulse response h(t) of the circuit. We also applied convolution to obtain the output of
the filter when a rectangular pulse was the input. In this chapter, we consider the frequency
domain analysis through Laplace of the same circuit that is shown in Figure 7.1.
Figure 7.1: RC low-pass circuit.

In order to perform the frequency domain analysis of the circuit, we need to consider the
complex impedances of the components, in this case the complex impedance of the resistor
R is R because from Ohms law we have that v(t) = Ri(t) and in the frequency domain
this equation is V (s) = RI(s) hence the quotient satisfies ZR = V (s)/I(s) = R. For the
capacitor the complex impedance comes from the voltage in the capacitor, i.e.,
Zt
1
v(t) =
C
i( )d,
(7.1)
which in the frequency domain is

V (s) =
1
I(s),
Cs
45
(7.2)
46
and hence we have that the complex impedance of the capacitor ZC is given by the quotient
ZC =
V (s)
1
=
.
I(s)
sC
(7.3)
Now, the input in the frequency domain is X(s) and the output is Y (s), hence we can
obtain the output of the circuit by using the complex impedances just as if they were resistors,
hence Y (s) is given by the voltage divisor of ZR and ZC , then we have
ZC
X(S)
ZC + ZR
1/(Cs)
X(s)
= 1
+R
Cs
1
=
X(s)
1
+
RCs

1/RC
=
X(s).
1
s + RC
Y (s) =
7.1
(7.4)
Transfer Function and Impulse Response
The term within the brackets in the last row of Equation (8.27) is the frequency relationship
between the output Y (s) and the input X(s) in the frequency domain. From this equation
we can obtain the Transfer Function H(s) as the quotient of the output to the input to get
the following
1
1
Y (s)
(7.5)
=
H(s) =
1 .
X(s)
RC s + RC
From the transfer function H(s), we can obtain two important things, one is the impulse
response and the other is the differential equation of the circuit. To obtain the impulse
response we need to apply the inverse Laplace transform to H(s). Recall that in this course
you already must know how to use the Laplace transform. For this example we have
h(t) =
1 t
e RC , t 0.
RC
(7.6)
See that Equation (7.6) is exactly the same as the impulse response obtained in Equation
(2.12) in Chapter 2 from the solution of the differential equation with input an impulse.
The differential equation of the circuit can be obtained from the transfer function H(s)
as follows
Y (s)
X(s)
1
1
=
1 ,
RC s + RC
H(s) =
(7.7)
47
From (7.7) we can get

1
1
Y (s) s +
=
X(s),
RC
RC
(7.8)
and using the inverse Laplace transform we get

dy(t)
1
1
+
y(t) =
x(t),
dt
RC
RC
(7.9)
see that Equation (7.9) is exactly the same as Equation (2.5) from Chapter 2 which is the
differential equation of the circuit.
7.2
Frequency Response
The frequency response H(f ) of a system will be obtained from the transfer function H(s)
by making the substitution s = j2f . Hence in this example we get from Equation (7.5) the
following
H(f ) = H(s)|s=j2f
1
1
=
RC j2f +
(7.10)
1
RC
The magnitude response of the circuit is given by

|H(f )| =
1
q
RC
1
4 2 f 2 +
(7.11)
.
1 2
RC
(7.12)

1 2
RC
The magnitude square of the system is given by

|H(f )|2 =
1
1
2
(RC) 4 2 f 2 +
Another important function of the frequency domain is the amount of dBs which is obtained as follows
|H(f )|dB = 10 log10 |H(f )|2 .
(7.13)
As an example, the magnitude response of the RC low pass filter given in Equation (7.11)
is shown in Figure 7.2 for R = 10 k and C = 0.1 F.
The magnitude squared of the same example of RC low pass filter is shown in Figure
7.3.
The dB of the frequency response is shown in Figure 7.4. See how in the figure we have
the 3 dB horizontal line indicating the frequency f0 = 1/(2RC) which is the cut-off
frequency of the filter that defines its bandwidth.
48
Figure 7.2: Magnitude response of RC low-pass circuit.
Figure 7.3: Magnitude squared response of RC low-pass circuit.
49
Figure 7.4: Magnitude response in dBs of RC low-pass circuit.
50
Chapter 8
Homework 4: Solutions
8.1
Problem 1
Consider the periodic signal gp (t) = A cos(2f0 t + ) with period T0 = 1/f0 . An example
of a realization of this signal is shown in Figure 8.1 for the specific case of frequency f0 = 2
Hz, phase shift of = /4, and amplitude A = 3V. Note that since the phase shift is
positive, the signal is shifted to the left of the vertical axis as shown in the figure. Also, this
shift produces a signal that has no symmetry, therefore, you should expect to get that the
CEFS coefficients Cn be complex with real and imaginary parts different from zero.
Figure 8.1: Signal gp (t) for A = 3, = /4, and f0 = 2Hz.
1. Obtain the coefficients cn of the CEFS. You need to use the definition of the coefficients
with the integral and show all your work.
51
52
Cn
T
Z0 /2
1
=
T0
gp (t)ej2f0 nt dt
T0 /2
T
Z0 /2
1
=
T0
A cos(2f0 t + )ej2f0 nt dt
T0 /2
A
=
2T0
T
Z0 /2
j2f0 t+j

e
+ ej2f0 tj ej2f0 nt dt
T0 /2
A
=
2T0
T
Z0 /2

j j2f0 t
e e
+ ej ej2f0 t ej2f0 nt dt
T0 /2
A
=
2T0
T
Z0 /2
j j2f0 (n1)t

e e
+ ej ej2f0 (n+1)t dt
T0 /2
A
=
2T0

ej
1
ej2f0 (n1)t
j2f0 (n 1)
+ej

1
ej2f0 (n+1)t
j2f0 (n + 1)
j
#T0 /2
T0 /2
j(n1)

e
e
ej(n1)
j2f0 (n 1)

j(n+1)

ej
j(n+1)
e
e
j2f0 (n + 1)

A
ej
ej
=
sin((n 1)) +
sin((n + 1))
2T0 f0 (n 1)
f0 (n + 1)
Aej sin((n 1)) Aej sin((n + 1))
=
+
2
(n 1)
2
(n + 1)
Aej
, n = 1,
Aej
=
(8.1)
n = 1,
2
0,
n 6= 1.
=
A
2T0
53
2. Provide an expression of the CEFS for gp (t)
gp (t) =
Cn ej2f0 nt
n=
A j j2f0 t A j j2f0 t
e e
+ e e
2
2
A j(2f0 t+) A j(2f0 t+)
=
e
+ e
2
2
= A cos(2f0 t + ).
=
(8.2)
Recall that the CEFS of a cosine function is obtained using the trigonometric identity.
3. Give an expression for the magnitude of the coefficients, i.e., |Cn |
|C+1 | =
This can also be expressed as |Cn | =
A
A
, |C1 | = .
2
2
A
(n
2
(8.3)
1) + A2 (n + 1).
j
4. Give an expression for the phase of the coefficients, i.e., Cn . Since C1 = Ae2 =
j
A
cos() j A2 sin() and C+1 = Ae2 = A2 cos() + j A2 sin(), we have that the phase
2
of these is given by
)
(
A
sin()
= tan1 (tan()) = ,
C+1 = tan1 A2
cos()
2
(
)
A
sin()
2
C1 = tan1
= tan1 ( tan()) = .
(8.4)
A
cos()
2
5. Plot the magnitude spectrum of the coefficients, |Cn | Figure 8.2 shows a plot of the
magnitude of the coefficients when A = 3.
Figure 8.2: Magnitude of coefficients Cn for A = 3.
54
Figure 8.3: Phase of coefficients Cn for A = 3.

6. Plot the phase spectrum of the coefficients, |Cn | Figure 8.3 shows a plot of the phase
of the coefficients when = /4.
7. Obtain the coefficients C0 , An and Bn of the TFS. From the solution of the coefficients
Cn , we have that C0 = 0 and that we only have coefficients for n = 1 and n = 1.
Then we can apply the identities An = Cn + Cn and Bn = j(Cn Cn ) to obtain
A1 =
Aej Aej
+
= A cos().
2
2
(8.5)
Aej Aej
2
2
(8.6)
and

B1 = j

= A sin().
8. Obtain the Fourier transform of gp (t) using the method seen in class given by
(a) Truncate gp (t), give a sketch or an expression of this signal, call it x(t). We
provide an expression of this signal which is
Y t
x(t) = A cos(2f0 t + )
.
T0
(8.7)
55
(b) Obtain the Fourier transform X(f ) of x(t)
T
Z0 /2
X(f ) =
x(t)ej2f t dt
T0 /2
T
Z0 /2
A cos(2f0 t + )ej2f t dt
T0 /2
A
=
2
T
Z0 /2

ej2f0 t+j + ej2f0 tj ej2f t dt

ej ej2f0 t + ej ej2f0 t ej2f t dt

ej ej2(f f0 )t + ej ej2(f +f0 )t dt
T0 /2
A
=
2
T
Z0 /2
T0 /2
A
=
2
T
Z0 /2
T0 /2
A
=
2

ej
1
ej2(f f0 )t
j2(f f0 )
1
ej2(f +f0 )t
+ej
j2(f + f0 )

#T0 /2
T0 /2
j(f f0 )T0

e
e
ej(f f0 )T0
j2(f f0 )

j(f +f0 )T0
ej
j(f +f0 )T0
e
e
j2(f + f0 )

A
ej
ej
=
sin((f f0 )T0 ) +
sin((f + f0 )T0 )
2 (f f0 )
(f + f0 )
AT0
AT0
= ej
sinc((f f0 )T0 ) + ej
sinc((f + f0 )T0 ).
(8.8)
2
2
(c) Sample X(f ) by changing f for nf0 , i.e., give X(nf0 ). To do this we use the
expression (f f0 ) = (nf0 f0 ) = (n 1)f0 and the identity f0 T0 = 1 to get
AT0
AT0
X(nf0 ) = ej
sinc((nf0 f0 )T0 ) + ej
sinc((nf0 + f0 )T0 )
2
2
AT0
AT0
= ej
sinc((n 1)) + ej
sinc((n + 1))
2
2
AT0 sin((n 1))
AT0 sin((n + 1))
= ej
+ ej
.
(8.9)
2
(n 1)
2
(n + 1)
=
A
2
56
The last row of Equation (8.9) is close to the penultimate row in Equation (8.1)
with he only difference of a scaling factor of T0 .
(d) Scale your result, i.e., provide
Gp (f ) =
1
X(nf0 )
T0
A
A
1
X(nf0 ) = ej (f f0 ) + ej (f + f0 ).
T0
2
2
(8.10)
(e) Compare this result to the coefficient Cn obtained in part (a), conclude. Comparison of equations (8.9) and (8.1) shows that the scaling of X(nf0 ) gives the same
result as that of the coefficients of the CEFS Cn .
9. Provide the transform pair of gp (t)
gp (t) = A cos(2f0 t + )
8.2
A
F
A
Gp (f ) = ej (f f0 ) + ej (f + f0 ). (8.11)
2
2
Problem 2
Define a periodic signal xp (t) with period T0 = 2. One period of the signal is given by

t, 0 t ,
xp (t) =
(8.12)
0, < t < 0.
1. Sketch the signal with three periods. Figure 8.4 shows three periods of the signal.
Figure 8.4: Three periods of signal xp (t).

2. Obtain the CEFS coefficients Cn and show that they are given by
1
n
1
(1)n , n = 1, 2, . . . ,
2n2 [(1) 1] + j 2n
Cn =

,
n = 0.
4
(8.13)
57
First note that T0 = 2, then we start with the definition of the CEFS coefficients Cn
and work by integrating by parts to obtain them as follows
Cn
T
Z0 /2
1
=
T0
xp (t)ej2f0 nt dt
T0 /2
Z
1
2
tej2f0 nt dt
1
2
tejnt dt
1 t jnt
e
=
2 jn
#
0
1 1
+
2 jn
ejnt dt
1
1
=
ejn +
j2n
j2n
1
jn
#
ejnt

1
j jn
e
+
ejn 1
=
2
2n
2n
1
1
[(1)n 1] + j (1)n .
=
2
2n
2n
(8.14)
The coefficients in Equation (8.14) are valid for negative and positive n 6= 0. To obtain
C0 we also apply the definition of the coefficients to obtain the following
C0
T
Z0 /2
1
=
T0
xp (t)dt
T0 /2
Z
1
2
tdt
0
#
1 t2
=
2 2
0

1 2
=
0
2 2
.
=
4
(8.15)
3. Provide the magnitude |Cn |. To calculate this, we use the magnitude square first, i.e.,
n
|Cn |2 . See that |C0 | = /4. We also use the fact that (1)2n = ((1)2 ) = 1n = 1.
Then for n 6= 0 we have
58
|Cn |
2
2
1
1
n
n
(1)
[(1) 1] +
2n2
2n

1
1
(1)2n 2(1)n + 1 + 2 (1)2n
2
4
4 n
4n
1
1
[1 2(1)n + 1] + 2
4 2 n4
4n
1
1
[2 2(1)n ] + 2
4 2 n4
4n
1
1
[1 (1)n ] + 2 ,
|n| > 0.
2
4
2 n
4n

=
=
=
=
=
(8.16)
4. Give terms n = 0, 1, 2 of the CEFS.

The CEFS would be given by
xp (t) =
Cn ej2f0 nt
(8.17)
n=
For n = 0 we have C0 = /4, for n = 1, we have C1 from Equation (8.14) and so

on. We show the first term for n = 0, the second term for n = 1, the third term for
n = 1, the fourth term for n = 2 and the fifth term for n = 2.
xp (t) =
1
4

1
1 jt
=
j
e
2

1
1 jt
e
=
+j
2
1
1
= j ej2t j ej2t .
4
4
(8.18)
5. Give the coefficients C0 , An and Bn of the TFS.

C0 = /4. Use identities An = Cn + Cn and Bn = j(Cn Cn ) to obtain the
coefficients for the TFS.
An =
1
n2 2
Bn =
[(1)n 1] ,
1
(1)n .
n
6. Give terms n = 0, 1, 2, 3 of the TFS. Similar to the CEFS terms.
(8.19)
59
7. Give the Fourier transform of the truncated signal. Show that it is given by

1 j22 f
1
2
e
1
+ j ej2 f .
2
2
4 f
2f
X(f ) =
Consider the truncated signal as x(t) = xp (t)

grating by parts we get
Z
X(f ) =
t
2
(8.20)
. Using the definition and inte-
tej2f t dt
t j2f t
=
e
j2f
#
0
1
+
j2f
ej2f t dt
#

1 j22 f
1
1
=
e
+
ej2f t
j2f
j2f
j2f
0

1 j22 f
1 j22 f
+ 2 2 e
1 .
= j e
2f
4 f

8.3
(8.21)
Problem 3
For the circuit in Figure 8.5.
Figure 8.5: Circuit for problem 3.
1. Provide the transfer function H(s).

First name the node that joins R1 , R2 and capacitor C1 as node z, consider that the
current in the first circuit is given by i1 (t) or I1 (s) and the current in the second circuit
is I2 (s), then we can see that
Vz (s) =
1
[I1 (s) I2 (s)] ,
sC1
(8.22)
60
where
I1 (s) =
X(s) Vz (s)
,
R1
(8.23)
I2 (s) =
Vz (s) Y (s)
.
R2
(8.24)
and
Then, we obtain Vz (s) as follows

1
[I1 (s) I2 (s)]
sC1

X(s) Vz (s)
Vz (s) Y (s)
1
=
sC1
R1
R2
1 X(s)
Vz (s)
Vz (s)
Y (s)
=
+
.
sC1 R1
sC1 R1 sC1 R2 sC1 R2
Vz (s) =
With this, we can obtain the following

1
1
1 X(s)
Y (s)
Vz (s) 1 +
+
=
+
.
sC1 R1 sC1 R2
sC1 R1
sC1 R2
(8.25)
(8.26)
We also have that the output Y (s) together with Equation (8.23) is given by
1
I2 (s)
sC2
Vz (s)
Y (s)
=
sC2 R2 sC2 R2

1
Vz (s)
Y (s) 1 +
=
sC2 R2
sC2 R2
Y (s) (1 + sC2 R2 ) = Vz (s).
Y (s) =
(8.27)
Now we substitute this last result of Equation (8.27) into Equation (8.26) to get

1
1
1 X(s)
Y (s)
Y (s) (1 + sC2 R2 ) 1 +
+
=
+
sC1 R1 sC1 R2
sC1 R1
sC1 R2

sC1 R1 R2 + R2 + R1
X(s)
Y (s)
Y (s) (1 + sC2 R2 )
=
+
. (8.28)
sC1 R1 R2
sC1 R1 sC1 R2
From Equation (8.28), we can solve for Y (s) in terms of X(s) to obtain the transfer
function H(s) as follows

sC1 R1 R2 + R2 + R1
Y (s)
X(s)
Y (s) (1 + sC2 R2 )
=
sC1 R1 R2
sC1 R2
sC1 R1

X(s)
(1 + sC2 R2 ) (sC1 R1 R2 + R2 + R1 ) R1
Y (s)
=
. (8.29)
sC1 R1 R2
sC1 R1
61
With the result in Equation (8.29) we can obtain the following
H(s) =
Y (s)
X(s)
R2
(1 + sC2 R2 ) (sC1 R1 R2 + R2 + R1 ) R1
R2
=
2
sC1 R1 R2 + R2 + R1 + s C1 C2 R1 R22 + sC2 R22 + sC2 R1 R2 R1
R2
= 2
2
s C1 C2 R1 R2 + s (C1 R1 R2 + C2 R22 + C2 R1 R2 ) + R2
R2 / (C1 C2 R1 R22 )

=
C R2
s2 + s CC1 C1 R2 R1 R1 R2 2 + C1 C22R12R2 + CC1 C2 R2 R1 R1 R2 2 + C CRR2 R2
( 1 2 1 2)
2
2
2
=
1
C1 C2 R1 R2
=
s2
+s
1
C2 R2
1
C1 R 1
1
C1 R2
1
C1 C2 R1 R2
(8.30)
The transfer function H(s) given in Equation (8.30) corresponds to a second order
low-pass filter with cutoff frequency given by
fc =
1
.
2C1 C2 R1 R2
(8.31)
2. Give the frequency response H(f ). The frequency response H(f ) is obtained from
Equation (8.30) by substituting s = j2f .
3. Give the differential equation of the circuit. The differential equation is obtained also
from Equation (8.30) by using the inverse Laplace transform and considering null
initial conditions as follows

1
1
1
1
1
2
+
+
+
= X(s)
Y (s) s + s
C2 R2 C1 R1 C1 R2
C1 C2 R1 R2
C1 C2 R1 R2

d2 y(t)
1
1
1
dy(t)
y(t)
x(t)
+
+
+
+
=
. (8.32)
2
dt
C2 R2 C1 R1 C1 R2
dt
C1 C2 R1 R2
C1 C2 R1 R2
4. For R = 1M = R2 and C1 = C2 = 0.1F, plot the magnitude response |H(f )|
Using the command freqs in Matlab, you can get the magnitude response and the
phase response of the filter. This is shown in Figure 8.6
5. Plot |H(f )|2 and |H(f )|dB
We can use the same Matlab command to obtain the plot of the magnitude square and
the dB plot. Figure 8.7 shows the magnitude square of the filter.
Figure 8.8 shows the frequency response in dBs. .
62
Figure 8.6: Frequency response of low-pass filter.
Figure 8.7: Square of frequency response of low-pass filter.
63
Figure 8.8: dB of frequency response of low-pass filter.
64
Chapter 9
Partial Exam 2: Solutions
This chapter presents the solution to the problems of the second Partial Exam. The solutions
will be given in a general form so that any specific case given by the ID numbers used, can
be derived.
9.1
Problem 1
Consider the definition of the Fourier transform and the signal x(t) given by
x(t) = u(t k)eat ,
(9.1)
where k is the least significant digit of your student ID number (e.g., if your ID number is
A01234567, then k = 7. If your digit is zero then k = 0).
In this case, the problem will be solved using delay k.
1. Sketch the signal x(t).
Figure 9.1: Signal x(t) with a = 2 and k = 2.
65
66
2. Obtain the Fourier transform of x(t), i.e., X(f ).
From the sketch shown in Figure 9.1, we can see that the time where the signal exists
is limited to the interval from k up to infinity. We can also see that the exponential
is the only part that we need to consider since the unit step function u(t k) is only
affecting the interval where the signal exists, then we have that the Fourier transform
is given by
Z
X(f ) =
x(t)ej2f t dt
Z
=
eat ej2f t dt
Z
=
et(a+j2f ) dt

1
t(a+j2f )
e
=

(a + j2f )
k

1
=
0 ek(a+j2f )
(a + j2f )
eka
ej2f k .
=
a + j2f
(9.2)
1
Note that a+j2f
is the Fourier transform of an exponential signal eat , also note that
since we are considering the initial time to be k, the amplitude of the exponential is
eka . Also, since the signal is considering a time-delay of k units, we have the complex
exponential term ej2f k .
9.2
Problem 2: RLC circuit
Consider the RLC circuit in series as that shown in Figure 9.2
67
Figure 9.2: RLC circuit in series
9.2.1
Output from Inductor
1. Provide the transfer function H(s) when the output of the circuit is taken from the
voltage of the inductor L.
H(s) =
=
=
=
=
sL
1
sL + R + sC
sL
sC
1
sL + R + sC sC
s2 LC
s2 LC + RCs + 1
s2 LC
s2 LC + RCs + 1
s2
.
1
s2 + R
s + LC
L
1
LC
1
LC
(9.3)
This transfer function corresponds to a second order filter of the type High-pass. The
1
cutoff frequency is fc = 2LC
.
2. Give the differential equation of the system obtained from H(s).
Since we have that
H(s) =
Y (s)
,
X(s)
(9.4)
then we have that from the transfer function we get

R
1
2
Y (s) s + s +
= X(s)s2 .
L
LC
(9.5)
68
hence the differential equation is obtained by applying the inverse Laplace transform
with null initial conditions to get
d2 y(t) R dy(t)
1
d2 x(t)
+
y(t)
=
+
.
dt2
L dt
LC
dt2
9.2.2
(9.6)
Output from Capacitor
voltage of the capacitor C.
H(s) =
1
sC
sL + R +
1
sC
1
sC
1
sC
sC
sC
sL + R +
1
= 2
s LC + RCs + 1
1
= 2
s LC + RCs + 1
=
s2 +
1
LC
1
R
s + LC
L
1
LC
1
LC
(9.7)
This transfer function corresponds to a second order filter of the type Low-pass. The
1
cutoff frequency is fc = 2LC
.
Since we have that
H(s) =
Y (s)
,
X(s)
(9.8)

R
1
1
2
Y (s) s + s +
= X(s)
.
L
LC
LC
(9.9)
d2 y(t) R dy(t)
1
1
+
+
y(t) =
x(t).
2
dt
L dt
LC
LC
(9.10)
69
9.2.3
Output from Resistor
voltage of the resistor R.
R
1
sL + R + sC
sC
R
=
1
sL + R + sC sC
RCs
= 2
s LC + RCs + 1
RCs
= 2
s LC + RCs + 1
H(s) =
s2 +
R
s
L
R
1
s + LC
L
1
LC
1
LC
(9.11)
This transfer function corresponds to a second order filter of the type Band-pass.
Since we have that
Y (s)
,
X(s)

R
1
R
2
Y (s) s + s +
= X(s) s.
L
LC
L
H(s) =
(9.12)
(9.13)
1
R dx(t)
d2 y(t) R dy(t)
+
+
y(t)
=
.
dt2
L dt
LC
L dt
9.3
(9.14)
Problem 3: RL Circuit
Consider an RL circuit in series as that shown in Figure 9.3

1. If the output is the voltage of the inductor L, provide the transfer function H(s).
sL
sL + R
sL
=
sL + R
s
=
.
s+ R
L
H(s) =
1
L
1
L
(9.15)
70
Figure 9.3: RL circuit in series.

2. Provide the frequency response of the filter H(f ).
#
H(f ) = H(s)
s=j2f
=
=
s
s+
#
R
L
s=j2f
j2f
j2f +
j2f
=
j2f +
R
L
R
L
j2f +
j2f +
4 2 f 2 + j2f R
L
.
=

R 2
2f 2
+
4
L
R
L
R
L
(9.16)
3. Provide the differential equation of the filter.

Since we have that
H(s) =
Y (s)
,
X(s)

R
Y (s) s +
= X(s)s.
L
(9.17)
(9.18)
dy(t) R
dx(t)
+ y(t) =
.
dt
L
dt
(9.19)
71
4. If the input to the circuit is x(t) = cos(2f0 t), obtain the output Y (f )
First recall that the Fourier transform of a cosine signal with fundamental frequency
f0 is given by
x(t) = cos(2f0 t)
1
1
X(f ) = (f f0 ) + (f + f0 ).
2
2
(9.20)
Now, we multiply the frequency response in Equation (9.16) and the Fourier transform
in Equation (9.20) to obtain the output Y (f ) as follows
Y (f ) = H(f )X(f )
4 2 f 2 + j2f R
L

R 2
2
2
+ 4 f
L
!

1
1
(f f0 ) + (f + f0 )
=
2
2
!

2f R
4 2 f 2
1
1
L
=
(f f0 ) + (f + f0 )
+ j 2

R 2
R
2f 2
2f 2
2
2
+
4
+
4
L
L
(
)
2 2 f02
=
(f f0 ) + (f + f0 )

R 2
2f 2
+
4
0
L
(
)
R
f0 L
(f f0 ) (f + f0 ) .
(9.21)
+j 2
R
2f 2
+
4
0
L
9.4
Problem 4: Triangular Pulse
Consider the signal x(t) defined as
A
t
T
+ A, T t < 0,
A A
t,
0 t T,
x(t) =
T
0,
elsewhere.
(9.22)
Here, we also use the general form of a triangular pulse of amplitude A and limited in time
from T to T .
1. Sketch the signal x(t).
2. Obtain the Fourier transform of x(t), i.e., X(f ).
Considering the triangular pulse in Figure 9.4, we can see that the signal is time limited to the interval [T, T ], then we proceed applying the definition of the Fourier
72
Figure 9.4: Triangular pulse for A = 2 and T = 3.
transform as follows
ZT
X(f ) =
x(t)ej2f t dt
Z0
=
x(t)e
j2f t
ZT
dt +
Z0
=
x(t)ej2f t dt

ZT
A
A
j2f t
dt +
A t ej2f t dt.
t+A e
T
T
(9.23)
In this case, we are going to need the following integral

Zb
a
tect dt =
t
1
2
c c
#b
ect
(9.24)
a
Note that in our case, c = j2f and that c2 = 4 2 f 2 . Thus we have the following
73
Z0
X(f ) =

ZT
A
A
j2f t
A t ej2f t dt
t+A e
dt +
T
T
A
=
T
Z0
te
T
=
=
j2f t
Z0
dt + A
j2f t
ZT
dt + A
#0
j2f t
e
0
A
dt
T
ZT
tej2f t dt
t
1
ej2f t
j2f
4 2 f 2
T
#0
A
+
ej2f t
j2f
T
#T
A
+
ej2f t
j2f
0
#T

1
A
t
ej2f t
2
2
T j2f
4 f

0

1
T
1
A
j2f T
+ 2 2 e
T 4 2 f 2
j2f
4 f

A
1 ej2f T
j2f

A
ej2f T 1
j2f

A
1
T
1
j2f T
+ 2 2 e
2 2
T
j2f
4 f
4 f

2A
A
+
ej2f T ej2f T
2
2
4 f T
j2f

A
T
1
A T
1
j2f T
+ 2 2 e
+ 2 2 ej2f T
T j2f
4 f
T j2f
4 f
2A
A
A j2f T
A j2f T
+
sin(2f T )
e
+
e
2
2
4 f T
f
j2f
j2f
A
A
2 2 ej2f T 2 2 ej2f T
4 f T
4 f T

2A
A
A
j2f T
j2f T
+
sin(2f
T
)
e
4 2 f 2 T
f
j2f

A
2 2 ej2f T + ej2f T
4 f T
2A
A
A
A
+
sin(2f T )
sin(2f T ) 2 2 cos(2f T )
2
2
4 f T
f
f
2 f T
A
A
2 2 cos(2f T ).
(9.25)
2 2 f 2 T
2 f T
A
T
74
In Equation (9.25), we can see that
A
X(f ) = 2 2
2 f T
1 cos(2f T ) ,
and recall that there is a trigonometric identity as follows sin2

can be used in Equation (9.26) to get
(
)
A
1 cos(2f T )
X(f ) =
2 2 f 2 T
=
=
A
2 2 f 2 T
A
2f 2T
(9.26)
1cos()
2
which
2 sin2 (f T )
T
sin2 (f T )
T
AT
sin2 (f T )
2
2
2
f T
sin(f T ) sin(f T )
= AT
f T
f T
= AT sinc(f T ) sinc(f T )
= AT sinc2 (f T ).
=
(9.27)
Figure 9.5 shows the Fourier transform X(f ) of the triangular pulse signal x(t). Figure
9.6 shows the same figure but with logarithmic vertical axis.
Figure 9.5: X(f ) for T = 2 and A = 1.
75
Figure 9.6: X(f ) for T = 2 and A = 1.
76
Appendix A. Complex Analysis

A.1
Complex Variable
This chapter is a review of the basic concepts of complex numbers and their operations and
functions. Before proceeding to the complex number context, we recall some fundamental
concepts of number theory.
Recall that numbers are organized in different sets, such as the set of natural numbers
N = {1, 2, 3, . . .}, the set of integers Z = {. . . , 2, 1, 0, 1, 2, . . .}, the set of rational
numbers Q = {p/q : p, q Z, q 6= 0}, the set of real numbers R, which sometimes and
depending on the context, the set will contain the and + symbols. The definitions
and axioms in the following sections are based on [1].
A.1.1
The Real numbers
Definition 4 An ordered set S, is a set with elements satisfying a relation such as <.
Definition 5 A field is a set F with two operations, addition and multiplication which satisfy
the following axioms.
Addition
For any two numbers x, y F , we have x + y F .
Commutative property, i.e., x, y F , x + y = y + x.
Associativity property, i.e., x, y, z F , (x + y) + z = x + (y + z).
Null element, or additive identity, x F , there exists and element 0 F such
that x + 0 = x.
Additive inverse, x F , there is an element x F such that x + (x) = 0.
Multiplication
For any two numbers x, y F , we have xy F .
Commutative property, i.e., x, y F , xy = yx.
Associativity property, i.e., x, y, z F , (xy) z = x (yz).
77
78
Multiplicative identity, x F , there exists and element 1 F such that x1 = x.
Multiplicative inverse, x F , x 6= 0, there is an element 1/x F such that
x(1/x) = 1.
Distributive Law, x, y, z F , x (y + z) = xy + xz.
Definition 6 An ordered field is a field F which is also an ordered set, such that
x, y, z F , x + y < x + z implies y < z.
x, y F , xy > 0 implies x > 0 and y > 0, or x < 0 and y < 0.
Definition 7 Consider an ordered set S, and a subset B S. The subset B is bounded
above if S such that x B, x . is the upper bound of B.
Definition 8 Let B S be bounded above. Assume S such that
is an upper bound of B
if < , then is not an upper bound of B.
Then is the least upper bound of the set B or the supremum of B, i.e., = sup B.
Theorem 9 The set R = (, ) of real numbers together with the addition and multiplication operations is an ordered field with the least upper bound property, i.e. (R, , +) is
a field. The set of rational numbers Q with the same operations is a subfield of (R, , +).
Theorem 10 For every positive x
R and every integer n > 0, there is a unique real
number y such that y n = x, or y = n x = x1/n .
Definition 11 The real field (R, , +) together with the symbols and + form the Extended Real Number System (ERNS).
x R, some implications of the ERNS are the following
x/ = x/() = 0
x + = +.
x + () = .
if x > 0, x(+) = +, x() =
if x < 0, x(+) = , x() = +
79
A.1.2
Complex Numbers
Recall that there are different sets of numbers such as the natural numbers, the rational
numbers, the irrational numbers, the integer numbers, the real numbers and the complex
numbers. It is common to see that the real numbers are extended by the ser of complex
numbers, specially when solutions to equations such as x2 = 2 need to be obtained. In
order to work with the complex numbers, we need the definition i2 = 1, sometimes instead
of the symbol i,the symbol is changed to j 2 = 1.We denote that z is a complex number as
z C, where C is the set of complex numbers. A complex number z is written in a form
such as
z = a + jb,
(A.28)
where a, b R, and a is called the real part of z, and b is called the imaginary part of z, i.e.,
a = < {z} , and b = = {z} . The complex conjugate of the complex number z is denoted as
z = a jb.
(A.29)
Consider the complex number in (A.28) and another complex number w = c + jd. We
can perform the following operations with these two numbers
1. Addition: z +w = (a + c)+j (b + d) .This operation satisfies the laws of commutativity (z + w = w + z), and associativity (z + (w + x) = (z + w) + x) , where z, w,and
x are complex numbers. The conjugate of a sum is the sum of the conjugates, i.e.,
(z + w) = z + w .
2. Difference: z w = (a c) + j (b d) .This operation does not satisfy the laws of
commutativity and associativity. The conjugate of a difference is the difference of the
conjugates, i.e., (z w) = z w .
3. Multiplication: zw = (ac bd) + j (ad + bc) . Multiplication also satisfies the commutative law since zw = wz, and the associativity law, z (wx) = (zw) x.The conjugate of a multiplication is the multiplication of the conjugates, i.e., (zw) = z w .
The multiplication and addition operation also satisfy the distributive law since z (w + x) =
zw+zx. When a complex number is multiplied by its complex conjugate, the result is always
a purely positive real number (when z 6= 0), since
zz = (a + jb) (a jb)
= a2 jab + jba j 2 b2
= a2 + b 2 .
(A.30)
In Equation (A.30), the condition j 2 = 1 was used. Also, with the complex conjugate
of z we have the following result
z + z = (a + jb) + (a jb)
= 2a + j0
= 2<{z},
(A.31)
80
similarly, we have the following
z z = (a + jb) (a jb)
= 0 + j2b
= j2={z},
(A.32)
A real number m can be written as a complex number y with zero imaginary part, i.e.,
y = m + j0. the product of a real number and a complex number is obtained as follows
mz =
=
=
=
yz
(m + j0) (a + jb)
m (a + jb)
am + jbm.
(A.33)
For complex numbers z and w, with w 6= 0, the quotient z/w is obtained by multiplication and division with the complex conjugate of the denominator w as shown in the
following expression
z
a + jb
=
w
c + jd

a + jb
c jd
=
c + jd
c jd
(ac + bd) + j (cb ad)
.
=
c2 + d2
(A.34)
The square of a complex number z is given by

z 2 = zz
= (a + jb) (a + jb)
= a2 + jab + jba + j 2 b2

= a2 b2 + j2ab.
(A.35)
The reciprocal of a complex number z is given by

1
1
=
z
(a + jb)
(a jb)
1
=
(a + jb) (a jb)
a jb
= 2
a + b2
z
=
.
zz
(A.36)
81
From Equation (A.36) and the previous results, suggest that every operation performed
with complex numbers must be algebraically handled in order to obtain a final expression in
the form f + jg, where the real and imaginary parts can be numbers, or rational expressions.
With all the discussion carried out so far, it can be concluded that the set of complex numbers
C together with the addition and multiplication operations, forms an ordered field. The
complex numbers 0 + j0 and 1 + j0 are the additive and multiplicative identity elements,
respectively.
Definition 12 The modulus or absolute value of a complex number z is
|z| = (zz )1/2 = a2 + b2 .
(A.37)
Some of the properties of the absolute value of complex numbers z, w C are the
following
1. |z| > 0, unless z = 0.
2. |z | = |z|.
3. |zw| = |z||w|.
4. |< {z} | |z|.
5. Triangular inequality. |z + w| |z| + |w|.
Theorem 13 Schwartz Inequality. Let a1 , a2 , . . . , an C and b1 , b2 , . . . , bn C, then

2
n
n
n
X

X
X

2

aj b j
|aj |
|bj |2 .
(A.38)

j=1
j=1
j=1
Geometric Interpretation
A complex number z = a + jb is an ordered pair (a, b) of real numbers, where the first
component of the ordered pair corresponds to the real part <{z} and the second component
of the ordered pair corresponds to the imaginary part ={z}. In this way, the ordered pair
representing a complex number z can be associated to a point (a, b) in a coordinate plane
or in rectangular coordinates. Since a point (a, b) can be interpreted as a vector with initial
point the origin and end point (a, b), then a complex number can also be seen as a vector in
the complex plane where the horizontal axis corresponds to the real part, and the vertical
axis to the imaginary part. This is shown in Figure A.7
Within this context, we have a new way to represent the complex number z = a + jb as
z = (a, b). Recall that a point (a, b) in rectangular coordinates as that shown in Figure A.7
can be expressed in terms of polar coordinates (r, ) as follows
a = r cos , b = r sin ,
(A.39)
82
Figure A.7: Geometric interpretation of a complex number.

with the relationship of
r=
a2 + b2 , = tan

b
,
a
(A.40)
the coordinate transformations can be seen in Figure A.8.
Figure A.8: Polar coordinates of a complex number.

With the polar coordinate representation in (A.40), the complex number z = a + jb can
be represented as z = r cos + jr sin or in Eulers notation as z = rej , with r = |z| the
magnitude of the complex number and its phase. As exercise, derive the following results
for the multiplication and division of two complex numbers z = a + jb or in polar form
z = rz (cos z + j sin z ) and w = c + jd or w = rw (cos w + j sin w ), see [3],
zw = rz rw [cos (z + w ) + j sin (z + w )] ,
(A.41)
83
z
rz
=
[cos (z w ) + j sin (z w )] .
w
rw
(A.42)
Powers of Complex Numbers

With the results in equations (A.41) and (A.42), integer powers of complex numbers can be
found, for example, with w = z in (A.41), we can get
z 2 = rz2 [cos (2z ) + j sin (2z )] .
(A.43)
To calculate z 3 , we can use (A.43) with z 3 = z 2 z to obtain

z 3 = rz3 [cos (3z ) + j sin (3z )] ,
(A.44)
and in general, for n > 0 the n-th power of a complex number z is given by
z n = rzn [cos (nz ) + j sin (nz )]
(A.45)
In Figure A.8, the angle is also known as the argument of the complex number z, i.e.
arg(z) = . We can follow the same inductive argument as that in equations (A.43) - (A.45)
for the case when n < 0, by noting first that 1 = 1 + j0 and that 1 = (1, 0) which implies
that arg(1) = 0, then from (A.42) we get
1
1
= [cos (z ) + j sin (z )] ,
z
rz
(A.46)
and then we can obtain from (A.43) and (A.46) the following
1
1
=
[cos (2z ) + j sin (2z )] ,
z2
rz2
(A.47)
which in general takes us as well to Equation (A.45).

DeMoivres Formula. For a normalized complex number z = cos z + j sin z , i.e., a
complex number with rz = 1, Equation (A.45) gives
z n = [cos (nz ) + j sin (nz )] = (cos z + j sin z )n .
(A.48)
Roots of Complex Numbers

In order to obtain the n-th root of a complex number we can consider that we have two complex numbers in polar form, e.g., z = rz (cos z + j sin z ) and w = rw (cos w + j sin w ),
and that we have the equality wn = z, which becomes from (A.45) the following
rwn (cos nw + j sin nw ) = rz (cos z + j sin z ) .
(A.49)
1/n
From (A.49), it can be concluded that rwn = rz , hence rw = rz , and we also have that
cos nw + j sin nw = cos z + j sin z .
(A.50)
84
From (A.50), we can get
cos nw = cos z , and sin nw = sin z .
(A.51)
Equality in expressions shown in (A.51) will be obtained for k integer as follows

nw = z + 2k,
(A.52)
which gives
z + 2k
, k = 0, 1, 2, . . . , n 1.
(A.53)
n
Note that from Equation (A.53), we will obtain n different roots for the complex number
z. Therefore, the n roots of complex number z = rz (cos z + j sin z ), i.e., w = z 1/n is
given by

z + 2k
z + 2k
1/n
1/n
z
= rz
cos
+ j sin
, k = 0, 1, . . . , n 1.
(A.54)
n
n
w =
From Equation (A.54), it can be seen that the n roots of the complex number z are
located on the circumference of the circle of radius rz , at angles defined by (z + 2k) /n,
for k = 0, 1, . . . , n 1. The concept of the circle defined by the complex number z is
important since it defines regions on the complex plane and will be useful to define those
regions where functions converge.
Complex Plane Sets
In the complex plane as that in Figure A.9, different sets can be defined, for example, the
set of point indicated by the circle in the figure are all those points w with a distance to
the complex number z that is less than or equal to , i.e., the distance between the complex
numbers z = a + jb and w = c + jd is given by
q
(A.55)
|z w| = (a c)2 + (b d)2 ,
and the circle in Figure A.9 of radius , including the circumference is given by the following
set of points
Bz () = {w C : |z w| } .
(A.56)
Different sets in the complex plane can be defined, for example, the circle in Equation
(A.56) is a closed circle, the open circle or disc of radius is defined by excluding the
circumference to get
Bz () = {w C : |z w| < } ,
(A.57)
the right half plane of the complex plane including the imaginary axis is defined as
E = {w C : <{w} 0} .
(A.58)
85
Figure A.9: Circle of radius .

A ring centered at the origin in the complex plane can be defined by two radii 1 and 2 ,
where 1 < 2 , hence the closed set of points in the ring is defined as
E(1 , 2 ) = {w C : 1 |w| 2 } ,
(A.59)
and the open ring set is defined as

E(1 , 2 ) = {w C : 1 < |w| < 2 } .
(A.60)
A closed ring centered at a point z = (a, b), with two radii 1 and 2 , where 1 < 2 , is
defined by
Ez (1 , 2 ) = {w C : 1 |z w| 2 } .
(A.61)
86
Appendix B. Complex Functions

Recall that a function in general is a mapping from a set B to a set E that assigns to each
element of B a unique element in E, i.e., f : B E. The set B is called the domain of
the function f , and the set E the range. Our interest is in functions with a complex domain
set, i.e., B C, then f is a complex function.
Consider a complex number z = a + jb B and a complex function such that w = f (z),
then since w = c + jd, we actually have that the real and imaginary parts of w are functions
of a and b, i.e., we have
w = f (z) = c(a, b) + jd(a, b).
(A.62)
The mapping of a complex function can be seen in Figure A.10, where a complex number
z in the domain B is mapped to a complex number w in the range E of the complex function
f.
Figure A.10: Mapping of complex function.
Example 14 Consider a complex number z = a + jb C, and let the complex function f

be f (z) = z + <{z}, then we can express the function using the standard notation as in the
following equation
f (z) = a + jb + a = 2a + jb,
(A.63)
87
88
then, we obtain that
c(a, b) = 2a, d(a, b) = b.
(A.64)
Example 15 Consider the function f : B E, where the domain is the set B = {z =

a + jb C : <{z} = 1, and the mapping is given by w = c + jd = f (z) = z 2 . The range
of the function is obtained as follows. From Equation (A.35) we can see that

f (z) = a2 b2 + j2ab,
(A.65)
and then we have that

c(a, b) = a2 b2 , d(a, b) = 2ab.
(A.66)
Since <{z} = 1, we obtain by substituting this in (A.66) that

c(1, b) = 1 b2 , d(1, b) = 2b.
(A.67)
From (A.67) we can see that b = d/2 and that c = 1 d2 /4. This last expression can be
used to plot the result of the mapping as shown in Figure A.11.
Figure A.11: Mapping of complex function f = z 2 with domain B = {z = a + jb C :

<{z} = 1.
Definition 16 A complex function f is continuous at a point z0 if

lim f (z) = f (z0 )
zz0
(A.68)
Consider the complex constant coefficients ai , i = 0, 1, . . . , n and n a nonnegative integer, then define the polynomimal of degree n as
f (z) = an z n + an1 z n1 + + a2 z 2 + a1 z + a0 , an 6= 0.
(A.69)
89
Definition 17 A complex function w = f (z) is analytical in a point z0 if its derivative exists
in such point and in a neighborhood of the point. A complex function is analytical in a
domain B if it is analytical in all the points of the domain.
A complex number c is a zero of a polynommial if and only if z c is a factor of f (z).
For example, we can have
f (z) = z 4 + 5z 2 + 4

= z2 + 1 z2 + 4
= (z + j) (z j) (z + j2) (z j2) .
(A.70)
From the second expression in (A.70), the roots are obtained and then the last expression
gives the factors of the polynomial.
Recall that a complex number z = a + jb is considered in a complex domain D C. A
complex-valued function is a function of the form
f (z) = u (a, b) + jv (a, b) ,
(A.71)
where the real part of the function is < {f (z)} = u (a, b), and the imaginary part = {f (z)} =
v (a, b) . The complex conjugate of the function f (z) is f (z) = u (a, b) jv (a, b), and the
magnitude or absolute value is given by
p
p
(A.72)
|f (z)| = u2 (a, b) + v 2 (a, b) = f (z) f (z).
The values of the complex-valued function f (z) correspond to points on the complex
plane, i.e., points with coordinates (u (a, b) , v (a, b)) . The function maps the complex domain D to a range or image E C, where (u (a, b) , v (a, b)) E, this is denoted by
f : D E. The domain of the function can be many different things, including other number sets such as the real or the rational numbers for example D = R C, or D = N C.
Example 18 Reduce the function, obtain the standard form representation, and plot the real
and imaginary parts as a function of the domain. Let the domain of the complex-valued
function f be the real numbers, i.e., D = {x : x (, )}. There can also be other
definitions of the domain, for example, D = {z = a + jb : b = 0, a (, )}. Define
the function as f (x) = (3 + j2x)2 /2. To solve this, develop the function as follows
1
(3 + j2x)2
2

1
9 + j12x 4x2
=
2
= 4.5 2x2 + j6x.
f (x) =
(A.73)
The real part of the function is u (x) = (4.5 2x2 ), and the imaginary part is v (x) = 6x.
In Figure A.12, the real and imaginary parts of the function are shown.
90
Figure A.12: Plot of the real and imaginary parts of the complex-valued function f (x) =
(3 + j2x)2 /2.
At this moment, consider a complex -valued function whose domain are the real numbers,
in other words f : R E, let the domain or independent variable be x, then the following
points are satisfied
1. The derivative of the complex-valued function exists on an interval if and only if the
derivatives of the real and imaginary parts of the function exist on that interval, in other
words, for x [x0 , x1 ],
du (x)
dv (x)
df (x)
=
+j
.
(A.74)
dx
dx
dx
2. The complex-valued function will be differentiable if it is continuous. Then, f (x)
is continuous at a point x0 if and only if u (x) and v (x) are continuous at the same
point x0 . This is extended for intervals, i.e., the function is continuous on an interval if
and only if the real and imaginary parts of the function are continuous on the interval.
Continuity can also be replaced for boundedness, smooth, even, periodic, etc. as the
characteristic of the function that needs to be verified.
3. The integral of the complex-valued function exists on an interval if and only if the
integrals of the real and imaginary parts of the function exist on that interval, in other
words, for x [x0 , x1 ],
Zx1
Zx1
f (x) dx =
x0
Zx1
u (x) dx + j
x0
v (x) dx.
(A.75)
x0
4. The complex conjugate of the integral of the complex-valued function is the integral
91
of the complex conjugate of the function, in other words
x
Z1
Zx1
Z1
f (x) dx = u (x) dx + j v (x) dx
x0
x0
x0
Zx1
Zx1
u (x) dx j
(A.76)
v (x) dx
x0
x0
Zx1
[u (x) jv (x)] dx
=
x0
Zx1
f (x) dx.
x0
5. Also, the integrals satisfy

x

Z 1
Zx1

f (x) dx |f (x)| dx.

x0
x0
(A.77)
92
Appendix C. Sequences and Series of

Functions
We briefly discuss about convergence of series and sequences of complex functions. Results
and facts about these kinds of series and sequences is similar to those of series and sequences
of real-valued functions.
Definition 19 A sequence of complex numbers is a function with domain set the positive
integers n = 1, 2, 3..., where for each n, a complex number zn is assigned. We denote such
sequence as {zn }.
Example 20 Consider the sequence zn = n12 + j n 21n , n = 1, 2, ... then the sequence takes
the values
1
1
1 1 1
= 0,
j ,...
1+j ,
2 4 4
9
8
Definition 21 The sequence {zn } converges to a number L, if for any small positive number
, there is an integer number N so that for n > N , |zn L| < .
In Figure A.13, we can see how the sequence of the previous example converges to zn = 0
as n grows.
Theorem 22 The sequence {zn } converges to a complex number L, if and only if,
< {zn } < {L} , and = {zn } = {L} .
n
(A.78)
n
o
Example 23 Consider the sequence {zn } = 3+jn
and obtain the convergence and the
n+j
number to which it converges. One way to proceed in this example is to obtain the sequence
in standard form and then reduce it algebraically, in other words,
3 + jn n j
n+j nj
4n + j (n2 3)
=
n2 + 1
zn =
4
n
1+
1
n2
1
+j
1+
93
(A.79)
1
n2
1
n2
3
n2
1
n2

.
94
Figure A.13: Convergence of the sequence in graphical form.

From Equation (A.79), the limits can be taken separately to the real and imaginary parts of
the result. this gives
lim < {zn } = 0, lim = {zn } = j.
n
Hence, the sequence converges to L = 0 + j.

Definition 24 An infinite series of complex numbers takes the form
zk = z1 + z2 + z3 +
(A.80)
k=1
Consider the partial sums defined as follows

Sn =
n
X
zk = z1 + z2 + z3 + + zn1 + zn ,
(A.81)
k=1
and see the sequence of partial sums {Sn } , then the infinite series in Equation (A.80) converges to a complex number L when
{Sn } L.
n
Example 25 Geometric complex series. Consider a constant number r, and the infinite
complex series defined as
X
k=1
rz k1 = r + rz + rz 2 +
(A.82)
95
The n-th partial sum of the infinite series in (A.82) is given by
Sn =
n
X
rz k1 = r + rz + rz 2 + + rz n1 .
(A.83)
k=1
In order to obtain the convergence of (A.82) and the conditions under which it occurs, consider the following
zSn =
n
X
rz k = rz + rz 2 + + rz n1 + rz n .
(A.84)
k=1
Now, subtract (A.84) from (A.83) to obtain

Sn zSn = r rz n .
(A.85)
Solve for Sn in (A.85) and we get

Sn =
r (1 z n )
.
1z
(A.86)
In (A.86), as n goes to infinity, the term that dominates convergende is z n , and it is known
that z n 0 as n when |z| < 1, otherwise, i.e., when |z| 1, z n diverges without
limit. Therefore, the geometric series in (A.82) converges as n when |z| < 1, and the
limit is
X
r
.
(A.87)
rz k1 =
1
z
k=1
It is left to the reader to show the following results
z k1 =
k=1
1
,
1z
r (z)k1 = r rz + rz 2 rz 3 +
(A.88)
(A.89)
k=1
r
.
1+z
Also, see that the following relations are satisfied
and
1 zn
= 1 + z + z 2 + z 3 + + z n1 ,
1z
(A.90)
1
zn
= 1 + z + z 2 + z 3 + + z n1 +
1z
1z
(A.91)
96
Theorem 26 If the infinite complex series in Equation (A.80) converges, then
lim zn = 0.
(A.92)
The opposite, i.e., lim zn 6= 0, will make the infinite complex series diverge.
n
Definition 27 Absolute Convergence. An infinite complex series converges absolutely if
P
|zk | converges as well.
k=1
Theorem 28 Ratio Test. Given an infinite complex series
zk
k=1
1. it converges if

zn+1
< 1,
lim
n zn
(A.93)

zn+1
2. it diverges if lim zn > 1,for n n0 for some fixed integer n0 .
n

zn+1
3. If lim zn = 1, the test is inconclusive.
n
Theorem 29 Root Test. Given a series
zk , define = lim
k=1
1. if < 1,
p
n
|zn |, then
zk converges absolutely;
k=1
2. if > 1,
zk diverges;
k=1
3. if = 1, there is no conclusion as if the series converges or diverges.
Appendix D. Power Series

Definition 30 Power Series. Consider a sequence {cn } of complex numbers that are the
coefficients of the series, then the power series is defined as
cn z n .
(A.94)
n=0
Depending on the choice of z in (A.94), the series will converge or diverge. With every
power series, there is a circle of convergence such that Equation (A.94) converges if z is
inside that circle, and the series diverges otherwise. The following two theorems are tests for
convergence of series. These theorems will be useful to determine convergence or divergence
of series.
p
P
Theorem 31 Root Test. Given a series n an , define = lim sup n |an |, then
n
1. if < 1,
2. if > 1,
an converges;
an diverges;
3. if = 1, there is no conclusion as if the series converges or diverges.

Theorem 32 Ratio Test. Given a series
an ,
1. it converges if

an+1

< 1,
lim sup
an
n
(A.95)

an+1

1,
lim sup
an
n
(A.96)
2. it diverges if
for n n0 for some fixed integer n0 .
97
98
Bibliography
[1] Rudin, W., Principles of Mathematical Analysis, McGraw-Hill Publishing Company,
Third edition, New York, 1976.
[2] Sarason, D., Notes on Complex Function Theory, Department of Mathematics, University of California Berkeley, California, 1994.
[3] Zill, D.G., Wright, W.S., and Cullen, M.R., Advanced Engineering Mathematics,
McGraw-Hill, third edition, 2006.
[4] Munkres, J.R., Topology: A First Course, Englewood Cliffs, New Jersey, Prentice Hall,
1975.
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TE2035

Analysis of Signals and Systems

Signals and System Analysis

RC Low-Pass Filter Time Domain Analysis

Geometric Interpretation of Signals

Examples Fourier Series

CEFS of Cosine Functions

Frequency Domain Analysis

Frequency Domain Analysis

Partial Exam 2: Solutions

Appendix A. Complex Analysis

Appendix B. Complex Functions

Appendix C. Sequences and Series of Functions

Appendix D. Power Series

Different signals conveying the same information.

Rectangular pulse signal A = 3, T = 10. . . . . . . . . . . . . . . . . . . .

Signal gp (t) for A = 3, = /4, and f0 = 2Hz.

Signal x(t) with a = 2 and k = 2. . . . . . . . . . . . . . . . . . . . . . .

Figure 1.1: Different signals conveying the same information.

Figure 1.2: Different signals conveying the same information.

Figure 1.3: Periodic signals.

Figure 1.4: Aperiodic signals.

on the other hand, a signal s(t) has odd symmetry if it satisfies

and we can also see that

Important Signals and some Properties

Figure 1.5: Different representations of a cosenoidal signal.

Mean Squared Value

Figure 2.1: RC low-pass circuit.

We can also see from the circuit that

From Equation (2.3) we get the following

Impulse Response and Convolution Integral

As an example, consider that the input is a rectangular pulse of amplitude A, centered at

Figure 2.2: Case 1 of convolution.

Figure 2.3: Case 2 of convolution.

= A et/RC+T /2RC et/RCT /2RC

Figure 2.4: Case 3 of convolution.

Aet/RC eT /2RC 1 eT /RC ,

Aet/RC e1/RC 1 e2/RC ,

Figure 2.5: Result of the convolution example.

Figure 2.6: Result of the convolution example.

Orthogonal Signal Expansion

Assume that the set of functions {n (t)}

Now, applying the orthogonality conditions of {n (t)}

Then, the signal representation through a series is given by

Complex Exponential Fourier Series

hf (t), n (t)i j2f0 tn

Trigonometric Fourier Series (TFS)

{Cn [cos(j2f0 tn) + j sin(j2f0 tn)]

+ Cn [cos(j2f0 tn) j sin(j2f0 tn)]}

{[Cn + Cn ] cos(j2f0 tn) + j [Cn Cn ] sin(j2f0 tn)}

{An cos(j2f0 tn) + Bn sin(j2f0 tn)} .

s(t) cos(2f0 tn)dt,

s(t) ej2f0 tn ej2f0 tn dt

s(t) ej2f0 tn + ej2f0 tn dt

s(t) ej2f0 tn ej2f0 tn dt

s(t) ej2f0 tn ej2f0 tn dt

s(t) sin(2f0 tn)dt,

Figure 4.1: Triangular Waveform.

[1 (1)n ] ejn 2 ej2f0 nt .

Equation (4.13) together with the identity: ejn 2 = cos(n/2) j sin(n/2).

Figure 4.2: Discrete Magnitude spectrum of coefficients Cn .

Figure 4.3: Shifted Triangular Waveform.

ej2f0 nk = ej2 n 4 = ejn 2 .

Therefore, the factor obtained in Equation (4.23) is multiplied by the coefficient Cn of