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Poularikas A. D.

Band-Limited Functions and Sampling Theorem


The Handbook of Formulas and Tables for Signal Processing.
Ed. Alexander D. Poularikas
Boca Raton: CRC Press LLC,1999

1999 by CRC Press LLC

38
Bandlimited
Functions-Sampling
38.1 Bandlimited Functions
38.2 Sampling and Interpolation
38.3 Sampling with Pulses.
38.4 Frequency Sampling
38.5 n-Variables Sampling
38.6 Sampling and Derivatives
38.7 Papoulis Generalization
38.8 Bounds and Extreme Values of BL Function
References

38.1 Bandlimited Functions


38.1.1 Definition (Bandlimited)
F( ) = 0 for > BL (sigma bandlimited), E( energy) <

38.1.2 Definition (Time-limited)


f (t ) = 0 for t > , E (energy) < TL ( time - limited).

38.1.3 Energy

E=

f (t ) dt =
2

1
2

F( ) d
2

38.1.4 Properties of Bandlimited Functions

1.

f (t ) e jt dt = F( ) = Tp ( )

f (nT )e

jnT

n =

of 2 and centered at = 0

2.

f (t ) dt =
2

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1
2

F( ) d = T
2

n =

f (nT )

, T = sampling time, p ( ) = pulse of width

1
3. f (t ) =
2

F ( ) e

jt

4.

F( ) d < ( F( ) is absolutely integrable)

5.

f (t )

6. f (t ) =

E t
e , E = energy (see 38.1.3), f (t ) BL (sigma bandlimited)

1
2

jF( ) e jt d, a bandlimited function is analytic in the entire t plane

7. A bandlimited function has finite energy, is analytic in the entire t plane, and is of exponential
type

( f (t) < Ae

, A and are constants


M

8. Periodic BL: y(t ) =

ae

jn 0t

, E = finite in (0, T ), T = period,

n = M

an = Fourier series coefficients


9. A function f(t) cannot be bandlimited and time-limited

38.1.5 Properties of Time-Limited Functions


1. Derivatives:
f ( k ) ( ) = lim f ( k ) ( + ), 0; f ( k ) ( ) = lim f ( k ) ( ), 0, > 0;
f ( k ) () k th derivative
2. If f(t) is TL and has bounded derivatives of order up to n for every t < , then

F ( ) =

1
2
+

f (t ) e jt dt =

1
[ f ( )e j f ( )e j ] + L
j

1
[ f ( n1) ( ) e j f ( n1) ( ) e j ] + O (1 / n+1 )
( j )n

3. If f(t) is TL and has bounded derivatives of order up to n for every t < and
f ( k ) ( ) = 0, f ( k ) ( ) = 0, k = 0,1,L, n 1, then F( ) = O (1 / n+1 ), .

38.2 Sampling and Interpolation


38.2.1 Interpolation Function

fk (t ) = sampled function with k (t ) =

T f (nT )k(t nT ), Tk(0) = 1, k(nT ) = 0 for n 0 (see Figure

n =

38.1), T = sampling time


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fk(t)

f(t)
1
T

fs(t)

k(t)

-T
-T

2T

k(t)
fk(t)
T

FIGURE 38.1

38.2.2 Sampled Function

f s (t ) =

Tf (nT ) (t nT ) = f (t) Tcomb (t) =


T

sampled function with delta functions, combT (t ) =

n =

(t nT )

n =

38.2.3 Convolution Property


f k (t ) = f s (t ) k (t )

38.2.4 Spectrum of Sampled Function

Fs ( ) =

Tf (nT )e

n =

jnT

F( + 2n), = T ;

n =

Fk ( ) = K ( ) Fs ( ) = K ( )

F( + 2n) = K ()[COMB

( ) F( )] (see 38.2.3 and FT proper-

n =

ties), (see Figure 38.2)

38.2.5 Sampling Theorem

f (t ) =

Tf (nT ) sin 2

n =

> 2,
(t nT ) [(t nT ) for s =
T

f (t ) = BL function =

f (nT )

n =

sin (t nT )

, =
and s = 2, F( ) = 0 for >
(t nT )
T

38.2.6 Sampling Frequency (Nyquist Rate)


1
=
T

38.2.7 Truncation Error


N

f N (t ) =

n = N

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sin (t nT )
f (nT )
, eN =
(t nT )

f (t ) f N (t ) dt = T

n >N

f (nT ) ,

T (t - nT) = TcombT(t)

f(t)

fs(t) = f(t) TcombT(t)

n=-

( - ns)
n=-

-s

T
F

2 COMB () = 2

1999 by CRC Press LLC

F()

FIGURE 38.2

2 =
s
T

fs() = f() * COMB ()


s

s
2

eN
for every t, f (t ) BL

f (t ) f N (t )

38.2.8 Bernstein Inequality


f (t ) M, f (t ) BL and f (t ) M

38.2.9 Bandlimited Interpolation

f (t ) arbitrary function, fi (t ) =

f (nT )

n =

sin (t nT )
(see also 38.2.1 with k (t ) = sin t / t ),
(t nT )

Fi ( ) = Fs ( ) p ( ), p ( ) = centered pulse with total width 2, fi (t ) = BL obtained by passing fs(t)


(see 38.2.2) through an ideal lowpass filter, fi (nT ) = f (nT ), f (t ) fi (t )

F( ) d

>

38.2.10 Bandlimited Mean-Square Approximation


f (t ) f (t )

f(t) = arbitrary function, f (t ) =

1
2

1
2

F( ) d ,

>

F ( ) e

jt

d, F ( ) = F{ f (t )} = F( ) p ( ), p ( ) = centered

pulse with width 2.

38.3 Sampling with Pulses


38.3.1 Train of Rectangular Pulses

Fs ( ) = F{ f (t ) f p (t )} =

n =

n
sin s
2
F( n s ),
n s

f p (t ) = p / 2 (t )

(n nT ), p

/2

(t ) = centered pulse with width , s = 2 / T , F{ f (t )} = F( )

n =

38.3.2 Train of Pulses with Flat Tops

sin

2
2
Fs ( ) =
T

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n =

F( n s ), fs (t ) = [ f (t )combT (t )] p / 2 (t ), combT (t ) =

(n nT )

n =

38.4 Frequency Sampling


38.4.1 Frequency Sampling
If f(t) = time limited = 0 for t > TN ,

F ( ) =

sin(TN n)
T n
N
N

F n T

n =

38.5 n-Variables Sampling

f (t1, t2 ,L, tn ) =

m1 =

mn =

m
m sin(1t1 m1) sin( ntn mn )
f 1 ,L, n
L
,
n
1t1 m1
ntn mn
1

f (t1 ,L, t n ) = n variables function, g( y1 , y2 ,L, yn ) = 0 for yk > k , k = 1, 2,L, n, g() = Fn { f ()}

38.6 Sampling and Derivatives


F{ f (t )} = F( ) = 0 for > 2 f N ,

sin h (t kh)
(t kh) ( R)
(1)
(kh)
(kh) + (t kh) (kh) + L +

R!

(t kh)
h

f (t ) =

R +1

k =

R = highest derivative order, h = ( R + 1) /(2 f N ), ( R) (kh) = R th derivative of the function (),


j

( j ) (kh) =

i h

j 1

R( +j 11) f (i ) (kh), a( ) =

i=0

d
[(t / sin t ) ] t =0 , ( 0 ) = 1,
dt

(5 + 2)
(35 2 + 42 + 16)
( 2 ) = , ( 4 ) =
, ( 6 ) =
, ( ) = 0 for odd .
3
63
15

38.7 Papoulis Generalization


38.7.1 One System

1
f (t ) = BL signal =
g(nT ) y(t nT ), y(t ) =
2
n =
1/ T = / = Nyquist rate

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e jt d, g(t ) = 1
H ( )
2

F ( ) H ( ) e

jt

d,

Example

g(t ) =

f (t ) e

d, H ( ) = F{e

1
}=
, y( t ) =
+ j
2

1 + e

jt

d = ( t cos t +

(t 1)sin t ) / t ,
2

38.7.2 Multiple System

1
f (t ) =
[g1 (nT ) y1 (t nT ) + L + gm (nT ) ym (t nT )], where yk (t ) =
C
n =
1, 2,L, m; gk (t ) =

+c

Y ( , t ) e

jt

d f o r k =

F()H ()e

1
2

jt

d, 1 / T = / m, c = 2 / m = 2 / T , Yi (,t)s are determined

from the system.


H1 ( )Y1 (, t ) + L + H m ( )Ym (, t ) = 1
H1 ( + c)Y1 (, t ) + L + H m ( + c)Ym (, t ) = e jct
L
H1 ( + ( m 1)c)Y1 (, t ) + L + H m ( + ( m 1)c)Ym (, t ) = e j ( m 1)ct , t = arbitrary
is in the interval ( , + c)
Properties
1. Yk (, t ) periodic in t with period T = 2 / c

2. Yk (, t ) e jt =

y (t nT ) e

jnT

for every in ( , + c) where Yk (, t ) is defined and for

n =

every t.
3.

For every in ( , ),

jt

= H1 ( )

y (t nT ) e

jnT

+ L + H m ( )

n =

y (t nT ) e

jnT

n =

38.8 Bounds and Extreme Values of BL Function


38.8.1 Bounds of Output Function
E
g(t )
2

H ( ) d

1/ 2

jt
equality holds for t = t0 only if F( ) = kH ( )e 0 for < and k is a constant determined from
energy requirements,

1
g(t ) =
2

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F ( ) H ( ) e

jt

1
d, f (t ) = BL function, E = energy =
2

F( ) d
2

Properties
1. If H ( ) = 1 ( g(t ) = f (t )), f (t )
2 If H ( ) = j ( g(t ) = f (t )),

f (t )

E
3

38.8.2 Maximum Energy Concentration


y =

1
Ey

y(t ) dt maximum if y(t) is equal to the yeig (t ) = eigen function of the integral equation
2

y( x )

sin (t x )
dx = y(t )
(t x )

(1)

corresponding to the maximum eigenvalue max , y(t ) = BL, E y = energy of y(t ), solutions of (1)
are known as prolate spheroidal wave functions.

References
Jerri, A. J., The Shannon Sampling Theorem its various extensions and applications: a tutorial review,
Proc. IEEE, 65, 1565-1596.
Linden, D. A., A discussion of sampling theorems, Proc. IRE, 47, 1219-1226, 1959.
Papoulis, A., Signal Analysis, McGraw Hill Inc., New York, NY, 1977.

1999 by CRC Press LLC