T-61.3010 DSP 2006 (F) 1/2 v. 1.

04, 2006-04-25

T-61.3010 DSP Table of formulas, spring 2006

Disclaimer! Notations, e.g. ω or Ω, may vary from book to book, or from exam paper to other.

Even and odd functions: Frequencies, angular frequencies, periods:

Even{x(t)} = 0.5 · [x(t) + x(−t)] Here fs is sampling frequency (also fT later)
Odd{x(t)} = 0.5 · [x(t) − x(−t)] Frequency
f , [f ] = Hz = 1/s
Roots of second-order polynomial:
Angular frequency
ax2 + bx +√
c=0
Ω = 2πf = 2π/T , [Ω] = rad/s
x = (−b ± b2 − 4ac)/(2a)
Normalized angular frequency
Complex √ numbers: ω = 2πΩ/Ωs = 2πf /fs , [ω] = rad/sample
i ≡ j = −1 = − 1j Normalized frequency in Matlab
z=p x + jy = r ejθ fMAT LAB = 2f /fs , [fMAT LAB ] = 1/sample
r = x2 + y 2 , θ = arctan(y/x) Integral transform properties
x = r cos(θ), y = r sin(θ) Here all integral transforms share some basic properties.
ejθ = cos(θ)
√ + j sin(θ) Examples given with CTFT, x[n] ↔ X(ejω ), x1 [n] ↔
√ N √
N
z = r ejθ = | N r| ej(θ+2πk)/N , k = 0, 1, 2, . . . , N − 1 X1 (ejω ), and x2 [n] ↔ X2 (ejω ) are time-domain signals with
corresponding transform-domain spectra. a and b are cons-
Trigonometric functions:
tants.
sinc(θ) = sin(πθ)/(πθ)
Linearity. All transforms are linear.
sin(θ)/θ → 1, when θ → 0; sinc(θ) → 1, when θ → 0
ax1 [n] + bx2 [n] ↔ aX1 (ejω ) + bX2 (ejω )
cos(θ) = 0.5ejθ + 0.5e−jθ
Time-shifting. There is a kernel term in transform, e.g.,
sin(θ) = 0.5je−jθ − 0.5jejθ
x[n − k] ↔ e−jkω X(ejω )
cos2 (θ) + sin2 (θ) = 1
Frequency-shifting. There is a kernel term in signal e.g.,
θ 0 π/6 π/4 π/3
√ √ ejωk n x[n] ↔ X(ej(ω−ωk ) )
sin(θ) 0 0.5
√ √ 2/2 3/2 Conjugate symmetry.
cos(θ) 1 3/2 2/2 0.5 x∗ [n] ↔ X ∗ (e−jω )
θ π/2 3π/4√ π −π/2 If x[n] ∈ R, then
sin(θ) 1 2/2
√ 0 −1 X(ejω ) = X ∗ (e−jω )
cos(θ) 0 − 2/2 −1 0 |X(ejω )| = |X(e−jω )|
√ √
π ≈ 3.1416, 3/2 ≈ 0.8660, 2/2 ≈ 0.7071 ∠X(ejω ) = −∠X(e−jω )
If x[n] ∈ R and even, then X(ejω ) ∈ R and even.
Geometric series:
P+∞ n 1 If x[n] ∈ R and odd, then X(ejω ) purely ∈ C and odd.
n=0 a = 1 − a , |a| < 1 Time reversal. Transform variable is reversed, e.g.,
PN n 1 − aN +1 , |a| < 1 x[−n] ↔ X(e−jω )
n=0 a = 1−a
Differentiation. In time and frequency domain, e.g.,
Continuous-time unit step and unit impulse func- x[n] − x[n − 1] ↔ (1 − e−jω )X(ejω )
tions: ( nx[n] ↔ j dω d
X(ejω )
1, t > 0 Duality. Convolution property: convolution in time domain
µ(t) =
0, t < 0 corresponds multiplication in transform domain
δ (t) = dtd
µ∆ (t), δ(t) = lim∆→0 δ∆ (t) x1 [n] ⊛ x2 [n] ↔ X1 (ejω ) · X2 (ejω )
R∆∞
δ(t) dt =1 and multipication R property: vice versa
R−∞
∞ x1 [n] · x2 ↔ 2π1
X1 (ejθ )X2 (ej(ω−θ) ) dθ
−∞
δ(t − t0 )x(t) dt = x(t0 ) 2π
R Parseval’s relation. Energy in signal and spectral compo-
In DSP notation 2πδ(t) is computed 2π δ(t) · 1 dt = 2π,
nents:
when t = 0, and = 0 elsewhere. 1
|x[n]|2 = 2π jω 2
P R
2π |X(e )| dω
Discrete-time unit impulse and unit step functions:
( Integral transforms
1, n = 0 Definitions given in first two lines of each type. Some com-
δ[n] =
0, n 6= 0 mon pairs as well as properties are listed. See math reference
(
1, n ≥ 0 book for complete tables.
µ[n] =
0, n < 0 Fourier-series
P∞ of continuous-time periodic signals:
x(t) = k=−∞ ak ejkΩ0 t
Convolution
ak = T1 T x(t) e−jkΩ0 t dt
R
Convolution is commutative, associative and distributive.
R∞
y(t) = h(t) ⊛ x(t) = −∞ h(τ )x(t − τ ) dτ x(t − t0 ) ↔ ak ejkΩ0 t0
jMΩ0 t
y[n] = h[n] ⊛ x[n] = +∞
P Re x(t) ↔ ak−M
k=−∞ h[k]x[n − k] x (τ )xb (t −
T a Pτ ) dτ ↔ T ak bk
Correlation: xa (t)xb (t) ↔ l al bk−l
P+∞ d
rxy [l] = n=−∞ x[n]y[n − l] = x[l] ⊛ y[−l] dt x(t) ↔ jkΩ0 ak
P+∞
rxx [l] = n=−∞ x[n]x[n − l] Fourier-series of discrete-time periodic sequences:
x[n] = k=hN i ak ejkω0 n , x[n] periodic with N0
P
Mean and variance of random signal:
ak = N1 n=hN i x[n] e−jkω0 n , ak periodic with N0
R P
mX =RE[X] = xpX (x)dx
2
σX = (x − mX )2 pX (x)dx = E[X 2 ] − m2X x[n − M ] ↔ ak ejkω0 M
T-61.3010 DSP 2006 (F) 2/2 v. 1.04, 2006-04-25

ejMω0 n x[n] ↔ ak−M δ[n] ↔ 1, ROC all z

δ[n − k] ↔ z −k , all z, except 0 (k > 0) or ∞ (k < 0)
Continuous-time Fourier-transform (CTFT):
1
R∞ µ[n] ↔ 1−z1 −1 , |z| > 1
x(t) = 2π X(jΩ) ejΩt dΩ
R −∞
∞ −jΩt −µ[−n − 1] ↔ 1−z1 −1 , |z| < 1
X(jΩ) = −∞ x(t) e dt 1
jΩtk an µ[n] ↔ 1−az −1 , |z| > |a|
x(t − tk ) ↔ e X(jΩ)
az
nan µ[n] ↔ (1−az
−1
ejΩk t x(t) ↔ X(j(Ω − Ωk )) −1 )2 , |z| > |a|
xa (t) ⊛ xb (t) ↔ Xa (jΩ)Xb (jΩ) n 1
(n + 1)a µ[n] ↔ (1−az−1 )2 , |z| > |a|
1
xa (t)xb (t) ↔ 2π Xa (jΩ) ⊛ Xb (jΩ) 1−r cos(ω0 )z −1
d rn cos(ω0 n)µ[n] ↔ 1−2r cos(ω0 )z −1 +r 2 z −2 , |z| > |r|
dt x(t) ↔ jΩX(jΩ)
r sin(ω0 )z −1
tx(t) ↔ j dΩ d
X(jΩ) rn sin(ω0 n)µ[n] ↔ 1−2r cos(ω0 )z −1 +r 2 z −2 , |z| > |r|
jΩ0 t
e ↔ 2πδ(Ω − Ω0 ) LTI filter
cos(Ω0 t) ↔ π[δ(Ω − Ω0 ) + δ(Ω + Ω0 )] Panalysis
Stability h |h[n]| < ∞; unit cirle belongs to ROC
sin(Ω0 t) ↔ jπ[δ(Ω + Ω0 ) − δ(Ω − Ω0 )] Causality h[n] = 0, n < 0; P
∞ belongs to ROC
x(t) = ( 1 ↔ 2πδ(Ω) n
Unit step response s[n] = k=−∞ h[k]
1, |t| < T1 Causal transfer function of order max{M, N }:
x(t) = ↔ 2 sin(ΩT
Ω
1)
M M
0, |t| > T1
P Q
bm z −m (1−dm z −1 )
H(z) = K · Pm=0
N = G· Qm=1
N
n=0 an z n=1 (1−pn z
( −n −1 )

sin(W t) 1, |Ω| < W Zeros: B(z) = 0; Poles: A(z) = 0; where H(z) = B(z)/A(z)
πt ↔ X(jΩ) =
0, |Ω| > W Frequency, magnitude/amplitude, phase response, z ← ejω
jω
δ(t) ↔ 1 H(ejω ) = |H(ejω )| ej∠H(e )
δ(t − tk ) ↔ ejΩtk jω
H(e ) = H(z)|z=ejω
1
e−at µ(t) ↔ a+jΩ , where Real{a} > 0 H[k] = H(ejω )|ω=2πk/N
d
Group delay τ (ω) = − dω ∠H(ejω )
Discrete-time Fourier-transform (DTFT):
1 jω Important transform pairs and properties:
) ejωn dω
R
x[n] = 2π 2π∞X(e
X(e ) = n=−∞ x[n] e−jωn , X(ejω ) periodic 2π
jω
P a δ[n − k] ↔ a e−jkω ↔ a z −k
an µ[n] ↔ 1/[1 − a e−jω ] ↔ 1/[1 − a z −1 ]
x[n − k] ↔ e−jkω X(ejω )
a x[n − k] ↔ a e−jkω X(ejω ) ↔ a z −k X(z)
ejωk n x[n] ↔ X(ej(ω−ωk ) )
y[n] = h[n] ⊛ x[n] ↔ Y (z) = H(z) · X(z)
x1 [n] ⊛ x2 [n] ↔RX1 (ejω ) · X2 (ejω )
1 jθ j(ω−θ) rectangular ↔ sinc, sinc ↔ rectangular
x1 [n] · x2 ↔ 2π 2π X1 (e )X2 (e ) dθ
d jω LTI filter design (synthesis)
nx[n] ↔ j dωP X(e )
ejω0 n ↔ 2π P l δ(ω − ω0 − 2πl)
Bilinear transform H(z) = H(s)|s and prewarping
cos(ω0 n) ↔ π Pl [δ(ω − ω0 − 2πl) + δ(ω + ω0 − 2πl) s = k · (1 − z −1 )/(1 + z −1 ), k = 1 or k = 2/T = 2fT
sin(ω0 n) ↔ jπ P l [δ(ω + ω0 − 2πl) − δ(ω − ω0 − 2πl) Ωprewarp,c = k · tan(ωc /2), k = 1 or k = 2/T = 2fT
x[n] = ( 1 ↔ 2π l δ(ω − 2πl) Spectral transformations, ω̂c desired cut-off
1, |n| ≤ N1 LP-LP z −1 = (ẑ −1 − α)/(1 − αẑ −1 ), where
x[n] = ↔ sin(ω(N 1 +0.5))
sin(ω/2) α = sin(0.5(ωc − ω̂c ))/ sin(0.5(ωc + ω̂c ))
0, |n| > N1
sin(W n)
LP-HP z −1 = −(ẑ −1 + α)/(1 + αẑ −1 ), where
W Wn
πn = πsinc(
( π ) ↔ ... α = − cos(0.5(ωc + ω̂c ))/ cos(0.5(ωc − ω̂c ))
1, 0 ≤ |ω| ≤ W Windowed(Fourier series method
. . . X(ejω ) = 1, |ω| < ωc
0, W < |ω| ≤ π H(ejω ) = ↔ ...
δ[n] ↔ 1 0, |ω| ≥ ωc
δ[n − k] ↔ e−jkω . . . h[n] = sin(ω c n)
= ωπc sinc( ωπc n )
πn
an µ[n] ↔ 1−ae1−jω , |a| < 1 hF IR [n] = hideal [n]
1
R π · w[n]
Discrete Fourier-transform (DFT): HF IR (ejω ) = 2π jθ
−π Hideal (e )W (e
j(ω−θ)
) dθ
Connection to DTFT: X[k] = X(ejω )|ω=2πk/N Fixed window functions, order N = 2M , −M ≤ n ≤ M :
WN = e−j2π/N Rectangular w[n] = 1
x[n] = N1
PN −1 −kn Hamming w[n] = 0.54 + 0.46 cos((2πn)/(2M
))
k=0 X[k]WN , 0≤k ≤N −1
PN −1 kn Hann w[n] = 0.5 · 1 + cos((2πn)/(2M ))
X[k] = n=0 x[n]WN , 0 ≤ k ≤ N − 1
Blackman w[n] = 0.42 + 0.5 cos((2πn)/(2M )) +
Laplace transform: 0.08 cos((4πn)/(2M ))
Convergence with a certain ROC (region of convergence). Bartlett w[n] = 1 − (|n|/M )
Connection to continuous-time Fourier-transform: s = jΩ
1
R σ+j∞ Multirate systems
x(t) = 2πj X(s)est ds
R ∞ σ−j∞ −st Upsampling with factor L, ↑ L
X(s) = −∞ x(t) e dt (
x[n/L], n = 0, ±L, ±2L, . . .
z-transform: xu [n] =
xu [n] = 0, otherwise
Convergence with a certain ROC (region of convergence).
ConnectionH to discrete-time Fourier-transform: z = ejω Xu (z) = X(z L ), Xu (ejω ) = X(ejωL )
1
x[n] = 2πj X(z)z n−1 dz Downsampling with factor M , ↓ M
P∞
X(z) = n=−∞ x[n]z −n xd [n] = x[nM ]
PM−1 −k
x[n − k] ↔ z −k X(z) Xd (z) = (1/M ) k=0 X(z 1/M WM ),
jω
PM−1 j(ω−2πk)/M
x1 [n] ⊛ x2 [n] ↔ X1 (z) · X2 (z) Xd (e ) = (1/M ) k=0 X(e )