Entire Course Material All Files Combined For 2011 Final

1
SE2SP11 Laplace and Fourier analysis for Signal Theory Autumn 2011 Dr. Sillas Hadjiloucas
L La ap pl la ac ce e t tr ra an ns sf fo or rm ms s

Laplace transforms
Let f (t) be a function defined on a finite or infinite interval b t < < o and let K(s,t) be a
function of the variable t and parameter s. Then
}
=
b
a
dt t f t s K s F ) ( ) , ( ) ( is called an
integral transform of f (t) where the function K(s,t) is called the kernel of the transform.
The function F(s) is the image or transform of the function f(t).

We assume that the kernel K(s,t) of the transform and the constant of integration o and b
are known. Hence if one substitutes a function f (t) into the above equation and evaluates
the definite integral, one obtains (if the integral exists) a new function F(s).

The Laplace transform is one of many integral transforms that are useful in solving
differential equations into algebraic equations, thereby turning hard problems into easy
ones.
2

3

If the kernel K(s,t) in the integral transform formula above is chosen to be the function
st
e s t K

= ) , ( and the limits of integration are chosen to be o=0 and b= then the integral
transform is called the Laplace transform.

Definition of Laplace transform:
Let f(t) be a function defined on (0, ). The Laplace transform of f(t) is defined to be the
function F(s) given by the integral
}

=
0
) ( ) ( dt t f e s F
st

The domain of the transform F(s) is taken to be all values of s for which the integral
exists. The Laplace transform of f(t) is denoted by F(s) or the alternate notation { } f .
Note: it should be understood that the integral that defines the Laplace transform is an
improper integral defined by
}

=
0
) ( ) ( dt t f e s F
st
=
}

b
st
b
dt t f e
0
) ( lim

4
e.g., find the Laplace transform { } 1 of the constant function f(t)=1 where t 0 > .

From the definition of the Laplace transform, we have:
{ } 1 =
}

0
1dt e
st
=
}

b
st
b
dt e
0
1 lim =
s s
e
s s
e
sb
b
b t
t
st
b
1 1
lim lim
0
=
|
|
.
|
\
|
=
|
|
.
|
\
|

=
=

Note that the improper integral diverges when 0 s s and hence the Laplace transform of
f(t)=1 is F(s)=
s
1
for 0 > s

5
Example: Laplace transform of exponential functions:
kt
e t f = ) ( where k is a constant.
Solution: We did not state the domain of ) (t f but for most problems dealing with the
Laplace transform, it is taken to be (0, ). Again using the definition:
{ }
kt
e =
}

0
dt e e
kt st
=
}

b
t k s
b
dt e
0
) (
lim =
( ) k s
k s
e
k s k s
e
b k s
b
b t
t
t k s
b
>
=
|
|
.
|
\
|

=
=

,
1
1 lim
1
lim
) (
0
) (

6
Let f and g be functions whose Laplace transform exists on a common domain. The
Laplace transform satisfies the two properties of being a linear transformation:

{ } { } { } g f g f + = +
{ } { } f c cf = , where c is an arbitary constant.
Importance of linearity: Find the Laplace transform of { }
t
e
2
3 5

Solution: { }
t
e
2
3 5

= { } 5 + { }
t
e
2
3

=
( )
( )
0 ,
2
5 2
2
1
3
1
5 >
+
+
=
|
.
|
\
|
+
|
.
|
\
|
s
s s
s
s s

Note: since both { } 5 and { }
t
e
2
3

are defined for 0 > s , so { }
t
e
2
3 5

is defined for
0 > s
7
Note: So far we have avoided asking whether all functions have Laplace transforms or
only well behaved ones. An important feature of the Laplace transform is that the
functions that arise in the study of linear differential equations with constant coefficients
(polynomials, exponentials sines and cosines) all have Laplace transforms. Later we will
see that all continuous piecewise continuous functions that dont grow too fast have
Laplace transforms. Of course, by having a Laplace transform, we mean that the improper
integral in the definition of the transform exists. To examine the exact conditions required
for a function to have a Laplace transform we define the concepts of piecewise continuity
and exponential order
at
e .
Definition of piecewise continuity: A function ) (t f is called piecewise continuous on a
finite interval if it is continuous at every point of the interval except possibly at a finite
number of points where the function has jump discontinuities. A jump discontinuity
occurs at a point
0
t if the function is discontinuous at
0
t and if both the left and right
handed limits exist at different numbers. A function is piecewise continuous on ) , 0 ( if it
is piecewise continuous on any finite interval.

8
Definition of exponential order: A function ) (t f is said to be of exponential order
at
e if
there exist positive constants M and T such that ) (t f satisfies:
T t Me t f Me
at at
> s s ) (

Intuitively this says that ) (t f does not grow awfully fast as t . For example
t e t f
t
sin ) (
3
= we have ) 0 ( , sin
3 3 3
> s s t e t e e
t t t
. One can show that the familiar
functions
kt n
e t kt , , sin are all of exponential order whereas
2
t
e is not as it grows faster
9
than any exponential of the form
at
Me . We can now say more precisely which functions
have Laplace transforms and how to determine the domain of the transform.

If ) (t f is a piecewise continuous function on ) , 0 [ and of exponential order
at
e then
) (t f has a Laplace transform { } ) (s F f = for a s > .

Proof: Split the Laplace transform in two parts
} } }

+ = =
T
st
T
st st
dt t f e dt t f e dt t f e s F ) ( ) ( ) ( ) (
0 0
where T is chosen so that
T t Me t f Me
at at
> s s ) ( . The first integral in the r.h.s. exists since
st
e t f

) ( is
piecewise continuous on ] , 0 [ T . To verify that the second integral exists, we use the
comparison test for improper integrals:
) ( , ) ( ) (
) (
) (
a s
a s
e
M dt e M dt e Me dt t f e dt t f e
T
T a s
T
t a s
T
at st st
T
st
>
= = s s
} } } }

. The
comparison test for improper integrals is very useful as it guarantees that the integral
exists, hence ) (s F exists for ) ( a s > .
10
) (t f { } f s F = ) ( ) (t f { } f s F = ) (
1 s / 1
) ( , N n t
n
e
1
!
+ n
s
n
) 1 ( , > p t
p

1
) 1 (
+
+ I
p
s
p

at
e
a s
1
) ( , N n t e
n at
e
( )
1
!
+
n
a s
n

bt sin
2 2
b s
b
+
bt cos
2 2
b s
s
+

bt sinh
2 2
b s
b
bt cosh
2 2
b s
s

bt e
at
sin
( )
2
2
b a s
b

bt e
at
cos
( )
2
2
b a s
a s

) ( c t u
s
e
cs
) ( ) ( c t f c t u ) (s F e
cs

( ) t t t d g t f
t
}

0
) ( ) ( ) ( s G s F ( ) c t o
cs
e

) (t f
dt
d
n
n

1
( ) (0) ... (0)
n n n
decrease order s increase order initial conditions
s F s s f f

_
) (t f t
n
) ( ) 1 ( s F
n n

11
One of the most important properties of the Laplace transform is one that relates the
Laplace transform of the derivative of a function to the transform of the function. This
rule is fundamental in the solution of differential equations. In order that the Laplace
transform be useful for solving differential equations there must be a relationship between
the Laplace transform of a function and the transform of the derivative of the function:

{ } { } ) 0 ( f f s f =
'
derivative property
{ } ) ( ) ( a s F t f e
at
= translation property
{ } ) ( ) 1 ( ) ( s F
ds
d
t f t
n
n
n n
= derivative of transform
If f is a continuous function whose derivative f
'
is piecewise continuous on ) , 0 [ , and
if both functions are of exponential order
at
e , then both { } f and { } f
'
exist for ) ( a s > ;
moreover { } { } ) 0 ( f f s f =
'
.
If the functions
) 1 (
, , , ,

' ' ' ' ' '
n
f f f f are continuous on ) , 0 [ and
n
f is piecewise
continuous and if all these functions are of exponential order, then the Laplace transforms
of all these functions exist for ) ( a s > ; moreover,
{ } { } ) 0 ( ( ) 0 ( ) 0 ( ) 0 (
) 1 ( ) 3 ( ) 2 ( ) 1 (
f f f s f s f s f s f
n n n n n n

' '
'
=
12
Proof: Clearly the transforms of
) 1 (
, , , ,

' ' ' ' ' '
n
f f f f since they are assumed to be
piecewise continuous on ) , 0 [ and of exponential order. We can also write the transform
{ }
} }
'
=
'
=
'

b
st
b
st
dt t f e dt t f e f
0 0
) ( lim ) ( and this integral can be integrated by parts
) ) ( , ( dt t f dv e u
st
'
= =

so
) ( ) 0 ( ) ( ) ( ) ( ) (
0 0
0
0
b f e f dt t f e s dt t f e s t f e dt t f e
sb
b
st
b
st
b
st
b
st
+ = + =
'
} } }
but
b
lim 0 ) ( =
b f e
sb
. And since ) (t f is of exponential order, there exist constants M and T
that satisfy T t Me t f Me
at at
> s s ) ( or ( ) ( ) T t Me e t f e Me e
at st st at st
> s s

) ( or
T t Me t f e Me
t a s st t a s
> s s
) ( ) (
) ( . We see that our new function is bounded
between two functions that both for ) ( a s > approach 0 as t , hence ) (t f e
st
. This
proves the theorem.
Example of using the translation property: find { } bt e
at
cos .
Using the table provided { }
2 2
cos
b s
s
bt
+
= and with the translation property,
{ }
( )
2
2
) ( cos
b a s
a s
a s F bt e
at
+

= =
13
If ) (t f is a piecewise continuous function on ) , 0 [ and of exponential order then for
a s > , { } ) ( ) 1 ( ) ( s F
ds
d
t f t
n
n
n n
= where n is a positive integer.
Proof: We can prove the result for n=1 using the fact that the derivative and integral can
be interchanged. We have
{ } ) ( ) ( ) ( ) ( ) (
0 0 0
t tf dt t tf e dt t f e
ds
d
dt t f e
ds
d
s F
ds
d
st st st
= = = =
} } }

. The general result
for arbitrary n is obtained by induction.

Example: find { } bt t cos .
Use { }
2 2
cos
b s
s
bt
+
= and from the above theorem
{ }
( )
2
2 2
2 2
2 2
cos
b s
b s
b s
s
ds
d
bt t
+
=
|
.
|
\
|
+
=
14
1. { } { } { } g f g f + = +
2. { } { } f c cf =
3. { } { } ) 0 ( f f s f =
'

4. { } { } ) 0 ( ) 0 (
2
f sf f s f
'
=
' '

5.
{ } { }
( ) 1 2 3 0 ( 1)
(0) (0) (0) (0)
n n n n n n
descending in s ascending in derivative order of initial conditions
f s f s f s f s f s f

' '' =
_

6. { } ) ( ) ( a s F t f e
at
=
7. { } ) ( ) 1 ( ) ( s F
ds
d
t f t
n
n
n n
=
8. { }
|
.
|
\
|
=
a
s
F
a
at f
1
) (
9. ) (
1
) (
0
s F
s
d f
t
=
)
`
}
t t
10.
}
=
)
`
s
d F
t
t f

) (

11. ) 0 ( ) ( lim f s sF
s
=

(initial value theorem)
12. ) ( ) ( lim
0
=
f s sF
s
(final value theorem), with ) ( ) ( t f f = as t
15
Rules can be combined e.g, find
)
`
t t t d e
t
t
0
2
sin
Solution: Start from the inside to compute the following transforms in succession using
the table above: { }
1
1
sin
2
+
=
s
t , { }
( )
2
2
2
1
2
1
1
sin
+
=
|
.
|
\
|
+
=
s
s
s ds
d
t t from property 7,
( ) ( )
2
2
2
2
0
1
2
1
2 1
sin
+
=
|
|
.
|
\
|
+
=
)
`
}
s s
s
s
d
t
t t t from property 9, and
( ) ( )
2
2
0
2
1 2
2
sin
+ +
=
)
`
s
d e
t
t
t t t from property 6
Inverse Laplace transforms

16

Common inverse Laplace transforms

1. 1
1
1
=
)
`
s
5. bt
b s
s
cos
2 2
1
=
)
`

2.
n
n
t
s
n
=
)
`
1
1
!
6. bt
b s
b
sinh
2 2
1
=
)
`

3.
at
e
a s
=
)
`
1
1
7. bt
b s
s
cosh
2 2
1
=
)
`

4. bt
b s
b
sin
2 2
1
=
)
`

17

Examples:
If
3
4
1
4
6 6
) ( t
s s
s F =
)
`
=

If t
s s
s F 4 sin
16
4
16
4
) (
2
1
2
=
)
`
+

+
=

If t e
s s s s s
s F
t
sin
1 ) 3 (
4
10 6
4
10 6
4
) (
3
2
1
2
1
2

=
)
`
+ +
=
)
`
+ +

+ +
=
t e
s
s
s
s
t
5 sin
5
3
2
5
5
5
3
1
1
2
5
3
1
2
2
1 1
2
1
=
)
`
+

)
`
=
)
`

18
Quick reminder rules of partial fractions:
Assuming the following polynomial representation,
=
) (
) (
s Q
s P
(terms of the partial fraction decomposition)
for each ) ( ) ( b as s Q + = , there corresponds a term
b as
A
+

for each
n
b as s Q ) ( ) ( + = , there corresponds a term
( ) ( )
n
n
b as
A
b as
A
b as
A
+
+
+
+
+

2
2 1

for each ) ( ) (
2
c bs as s Q + + = , there corresponds a term
c bs as
B As
+ +
+
2

and for
n
c bs as s Q ) ( ) (
2
+ + = , there corresponds a term

( ) ( )
n
n n
c bs as
B s A
c bs as
B s A
c bs as
B s A
+ +
+
+
+ +
+
+
+ +
+
2
2
2
2 2
2
1 1

19
Example: to find
)
`
) 1 (
1
s s
s
we decompose into partial fractions, then solve for the
required coefficients after we set values for s for which the denominators become zero
1 , 0 = = s s i.e,
1 ) 1 ( +
+ =
+ s
B
s
A
s s
s
or Bs s A + + = ) 1 ( 1 after multiplying the
polynomials to get unity in the l.h.s. We find 1 , 1 = = B A so
1
1 1
) 1 ( +
=
+ s s s s
s
so
t
e
s s s s
s

=
)
`
+

)
`
=
)
`
+
1
1
1 1
) 1 (
1 1 1

To find
)
`
) 1 (
1
2
1
s s
we have
1 ) 1 (
1
2 2
+
+
+ =
+ s
C Bs
s
A
s s

and ( ) ( ) 1 ) ( 1 1
2 2
= + + + = + + + A Cs s B A C Bs s s A . For this equation to hold the
r.h.s. coefficients in each of the corresponding powers of s must be equal to the l.h.s.
coefficients i.e., 0 = + B A (term
2
s ), 0 = C (term s), 1 = A (zeroth term) so we find
0 , 1 , 1 = = = C B A and t
s
s
s s s
cos 1
1
1
) 1 (
1
2
1
2
1
=
)
`
+
=
)
`

20
To find
)
`
3
2
1
) 1 (s
s
we write
( )
2 2
3 2 3
2
1 ) 1 (
) 1 ( ) 1 ( 1 ) 1 (
s C s B s A
s
C
s
B
s
A
s
s
= + +
.
You can differentiate w.r.t. s both the r.h.s. and l.h.s. to get one more equation since
whenever two functions are equal so are their derivatives: s B s A 2 ) 1 ( 2
2
= + and
using both these equations we find 1 , 2 , 1 = = = C B A .
t t t
e t te e
s s s s
s
2
3 2
1
3
2
1
2
1
2
) 1 (
1
) 1 (
2
1
1
) 1 (
+ + =
)
`
=
)
`

(note that the trick with differentiation works well with linear repeating factors)
To find
)
`
+ +
5 2
1
2
1
s s
we observe that the discriminant of the quadratic expression
is negative and it cannot be factored into real linear factors so we complete the square
writing ( ) 4 1 4 ) 1 2 ( 5 2
2
2 2
+ + = + + + = + + s s s s s so
( )
t e
s
t
2 sin
2
1
4 1
1
2
1
=
)
`
+ +

Some important properties of the inverse Laplace transform:
21

1. { } { } { } G F G F
1 1 1
+ = +
2. { } { } F c cF
1 1
=
3. { }
)
`
=

n
n
n
n
ds
s F d
t
s F
) ( ) 1 (
) (
1 1

4. ( )
}
=
)
`
t
d f
s
s F
0
1
) (
t t
5. { } ) ( ) (
1
t f e a s F
at
=

Initial value problems
We will now show how an initial value problem can be solved by transforming a
differential equation of the type:
0 0
) 0 ( , ) 0 ( ), ( y y y y t f cy y b y a
'
=
'
= = +
'
+
' '
into an
algebraic equation in { } y s Y = ) ( which can the be solved by using simple algebra. We
will then show how the inverse Laplace transform { } ) (
1
s Y
can be found obtaining the

solution ) (t y
Step 1: Take the Laplace transform of each side of the given differential equation,
obtaining an algebraic equation in the transform of the solution { } y . The initial
conditions for the problem will be included in the algebraic equations.
22
Step 2: Solve the algebraic equation obtained in step 1for the transform { } y of the
unknown solution.
Step 3: Find the inverse transform to find the solution ) (t y .

Example: Solve the initial value problem: 1 ) 0 ( , 3 = = +
'

y e y y
t

Since the differential equation is an identity between two functions of t, their
transforms are also equal. Hence { } { }
t
e y y

= +
'
3 . By the linearity of the Laplace
transform, we have: { } { } { }
t
e y y

= +
'
3 .
23
Using the derivative property { } { } ) 0 ( y y s y =
'
and substituting the initial condition
1 ) 0 ( = y in the above equation we have { } ( ) { }
1
1
3 1
+
= +
s
y y s . Solving for { } y
gives: { }
( )
( )( ) ( ) ( )( ) ( ) ( ) ( )
= |
.
|
\
|
+
+
+
+
=
+ +
+
+
=
+ +
+
=
3 2
1
1 2
1
3
1
3 1
1
3
1
3 1
2
s s s s s s s s
s
y
{ } { } { }
t t t
e e e

+ =
2
1
2
1
3

Hence we have the inverse
( )
t t t t t
e e e e e t y
3 3 3
2
1
2
1
2
1
) (

+ = + =

24
Example: Solve the initial value problem: 1 ) 0 ( , 0 ) 0 ( , sin 4 =
'
= = +
' '
y y t y y .
Taking the Laplace transform of both sides of the differential equation gives
{ } { } { } { } { } t y y t y y sin 4 sin 4 = +
' '
= +
' '
and using the derivative formulas
{ } { } ) 0 ( y y s y =
'

{ } { } ) 0 ( ) 0 (
2
y sy y s y
'
=
' '
we obtain { } { }
1
1
4 ) 0 ( ) 0 (
2
2
+
= +
'

s
y y sy y s and
substituting the initial conditions we have
1
1
) ( 4 1 ) (
2
2
+
= +
s
s Y s Y s and solving for
) (s Y we have
( )( ) ( ) ( ) 4 1 4 1
2
) (
2 2 2 2
2
+
+
+
+
+
=
+ +
+
=
s
D Cs
s
B As
s s
s
s Y
To find A,B,C,D we multiply by ( )( ) 4 1
2 2
+ + s s and collect powers of s getting
( ) ( ) ( ) ( ) 2 4 4
2 2 3
+ = + + + + + + + s D B s C A s D B s C A
Equating like powers of s gives: 2 4 , 0 4 , 1 , 0 = + = + = + = + D B C A D B C A
3 / 2 , 3 / 1 , 0 = = = = D B C A . Hence we have
25
( ) ( )
{ } { } t t
s s
s Y 2 sin
3
2
sin
3
1
4 3
2
1 3
1
) (
2 2
+ =
+
+
+
= and the solution is
t t t y 2 sin
3
2
sin
3
1
) ( + =

26
Example: Differential equation with damping 1 ) 0 ( , 0 ) 0 ( , 2 3
3
=
'
= = +
'
+
' '

y y e y y y
t

Taking the Laplace transform, we have
{ } ( ) { } ( ) { }
3
1
2 ) 0 ( 3 ) 0 ( ) 0 (
2
+
= + +
'

s
y y y y sy y s Substituting the initial value
and solving for { } y we have
{ }
( )( ) ( )( )( ) ( ) ( ) ( ) 1 2 3 1 2 3
4
2 3 3
4
2
+
+
+
+
+
=
+ + +
+
=
+ + +
+
=
s
C
s
B
s
A
s s s
s
s s s
s
y
Finding 2 / 3 , 2 , 2 / 1 = = = C B A we have
t t t
e e e t y

+ =
2
3
2
2
1
) (
2 3

Example: Differential equation with variable coefficients
27
1 ) 0 ( , 0 ) 0 ( , 0 =
'
= =
'
+
' '
y y y y t y
Taking the Laplace transform, we have
{ } { } { } 0 =
'
+
' '
y y t y using the rules of the Laplace transform the first two terms
become { } { } { } 1 ) 0 ( ) 0 (
2 2
=
'
=
' '
y s y sy y s y
{ } { } ( ) ) ( ) ( ) 0 ( ) ( s Y s Y s y s sY
ds
d
y
ds
d
y t
'
= =
'
=
'

and substituting these expressions we have
( ) ( )
s
s Y s
s
s Y s Y s Y s Y s s Y s
1
) (
2
) ( 0 ) ( ) ( ) ( 1 ) (
2
=
|
.
|
\
|
+
'
=
'
+ . This is a first
order differential equation that can be solved by finding an integrating factor (or in the
Laplace domain once more!).
2 / 2 2
2
2
1
ln 2 exp
2
exp ) (
s
e s s s ds s
s
t

=
|
.
|
\
|
=
)
`
|
.
|
\
|
=
}

and ( )
2 / 2 / 2
2 2
) (
s s
se s Y e s
ds
d

= . Integrating we get
2 /
2 2
2
1
) (
s
e
s
C
s
s Y

+ = where C is an
arbitrary constant. However from the initial value problem (property 11 on table) we
have that ) (s sY tends towards zero as s . However, the only way that this is
possible is for C=0, hence we have
2
/ 1 ) ( s s Y = and the solution is t t y = ) (
28
Note: Any linear differential equation in ) (t y with polynomial coefficients in t can be
transformed into a linear equation in ) (s Y whose coefficients are polynomials in s. If
the coefficients of the given differential equation are first-order polynomials in t then
the differential equation in ) (s Y will be a first-order equation. Since we can solve a
first order equation the major difficulty will be in finding the inverse transform.
Unit step Functions
The unit step function ) (t u also known as Heavisides unit function is defined as
( )
( )
>
<
=
0 1
0 0
) (
t
t
t u
The translated unit step function is defined by
( )
( )
>
<
=
0
0
0
1
0
) (
t t
t t
t t u

29
Example: draw the following unit step functions on the interval | ) , 0
) 2 ( ) 1 ( 2 1 ), 1 ( 1 ), 2 ( + t u t u t u t u .
( )
( )
>
<
=
2 1
2 0
) 2 (
t
t
t u
( )
( )
> =
< =
=
2 0 1 1
2 1 0 1
) 1 ( 1
t
t
t u
( )
( )
( )
s = +
< s = +
< = +
= +
t
t
t
t u t u
2 0 1 1 2 1
2 1 1 0 1 2 1
1 1 0 0 2 1
) 2 ( ) 1 ( 2 1

30
By means of the unit step function it is possible to writ branched functions as a single
equation.
Example: re-write the following branched function as a single equation
( )
( )
( )
s
< s
< s
=
t
t
t
t f
4 1
4 3 4
3 0 2
) (

31

We sketch the function and observe that the value of ) (t f is 2 until t reaches 3, at
which time it jumps to -4. This can be expressed by ) 3 ( 6 2 t u since ) 3 ( t u is zero
until t reaches 3 after which it becomes 1. When t reaches 4 the function jumps from -4
to 1 which can be expressed by adding on the term ) 4 ( 5 t u . Hence
) 4 ( 5 ) 3 ( 6 2 ) ( + = t u t u t f

We are often interested in translating or shifting a given function ) (t g to the right c
units and then replacing the function by zero to the left of c. For example if we translate
the function ) (t g below to the right by c unit and then replace the function by zero to
the left of c the graph of the new function ) (t f or delayed ) (t g would be as the one
below. Mathematically we could represent the delayed ) (t g as
( )
( )
>
<
=
c t c t g
c t
t f
) (
0
) (
32

Example: Represent mathematically the delayed function obtained when the graph
2
) ( t t g = is translated 1 unit to the right and then truncated to the left of 1
Solution: The graph of ( )
2
1 ) 1 ( = t t g is the graph of
2
) ( t t g = translated one unit to
the right. Hence the graph of the delayed
2
t is ( )
( )
( ) ( )
>
<
= =
1 1
1 0
1 ) 1 ( ) (
2
2
t t
t
t t u t f

33
For many problems it is necessary to find the Laplace transform of the delayed function
( ) c t f c t u ) ( . We can find this transform directly from the definition of the Laplace
transform. We have: ( ) { } ( ) ( )dt c t f e dt c t f c t u e c t f c t u
c
st st
= =
} }

) ( ) (
0
.
Note that this integral was taken over the interval | ) , c since c t c t u < = , 0 ) ( . Note
also that 1 ) ( = c t u over the interval | ) , c . If we now make a change of variables
c t = this last integral becomes
( )
( )
( ) ( ) ) (
0 0
s F e d f e e d f e dt c t f e
cs s cs c s
c
st

= = =
} } }

Theorem: Assume that the Laplace transform { } ) ( ) ( t f s F = exists for 0 > > a s . If c is
a positive constant then ( ) { } { } ) ( ), ( ) ( ) ( a s s F e t f e c t f c t u
cs cs
> = =

Conversely, if { } ) ( ) (
1
s F t f

= then { } ( ) ( ) c t f c t u s F e
cs
=

) (
1
.
Note: the theorem basically says that to find the Laplace transform of the delayed
function ( ) ( ) c t f c t u take the transform of ) (t f and then multiply the transform by
cs
e
. On the other hand, to find the inverse of the function ) (s F e

cs
just suppress the
factor
cs
e
and take the inverse of ) (s F , getting ) (t f ; then replace t by c t , getting

( ) c t f and then multiply by ( ) c t u .
34
Example: Find the Laplace transform of
2
) 1 ( ) ( t t u t f = .
In order to apply the above theorem it is necessary to write
2
) 1 ( ) ( t t u t f = in the
proper form ) 1 ( ) 1 ( t f t u . What this means is that we must write
2
t as a polynomial
in the variable ) 1 ( t . We can do this by working backwards and expanding
2
) 1 ( t as
1 2 ) 1 (
2 2
+ = t t t and solving for
2
t we can write the outcome in the proper form
1 ) 1 ( 2 ) 1 ( 1 2 ) 1 (
2 2 2
+ + = + = t t t t t . Hence we have managed to write
| | 1 ) 1 ( 2 ) 1 ( ) 1 ( ) 1 ( ) (
2 2
+ + = = t t t u t t u t f with Laplace transform

{ } { }
2 2
( 1) ( 1) ( 1) 2( 1) 1 u t t u t t t ( = + + =

{ } { } { }
|
.
|
\
|
+ + = + + = + +

s s s
e
s
e
s
e
s
e
t u t t u t t u
s
s s s
1 2 2 2 2
) 1 ( ) 1 )( 1 ( 2 ) 1 )( 1 (
2 3 2 3
2

35
Example: Find the Laplace transform of the function:
( )
( )
( )
s
< s
< s
=
t
t t
t
t f
t
t t
t
2 0
2 sin
0 0
) (
The graph of ) (t f is shown below

Solution: Using the unit step function we can write
t t u t t u t f sin ) 2 ( sin ) ( ) ( t t + =
We must rewrite t sin in such a way that the first term involves a ) ( t t and the second
term involves a ) 2 ( t t . From the graphs of the sine and cosine functions it is easy to
36
see ) = ) = t t 2 sin( sin , sin( sin t t t t hence
) 2 sin( ) 2 ( ) sin( ) ( ) ( t t t t + = t t u t t u t f thus the transform is
{ } { } ( )
s
s s s
e
s
e
s
e
s
e
t t u t t u t f
t
t t t
t t t t

+
+
=
+
+
+
= + = 1
1 1 1
) 2 sin( ) 2 ( ) sin( ) ( ) (
2 2
2
2

Example: Inverse of a function involving
cs
e
. Find the inverse of

2
3
1
) (
s
e
s F
s
= .
) 3 )( 3 (
1 1
2
3
1
2
1
2
3
1
=
)
`

)
`
=
)
`
t t u t
s
e
s s
e
s s

37

Differential equations with discontinuous forcing functions
As a tool for solving differential equations, the Laplace transform excels over other
methods when it comes to solving equations with discontinuous forcing functions. If
one used the method of variation of parameters to find a particular solution of a
differential equation with a discontinuous forcing function, it would be necessary to
find an expression of the solution on each subinterval where the forcing function was
continuous. However, by rewriting discontinuous forcing functions in terms of the unit
step function, it is possible to solve problems of this type quite easily using the Laplace
transform. The following examples illustrate the idea.
Example: On-Off forcing term on a damped system. Find the solution of the damped
differential equation
( )
( )
s
< s
= +
'
+
' '
t
t
y y y
t
t
0
0 1
2 2 with 0 ) 0 ( , 0 ) 0 ( =
'
= y y
Taking the Laplace transform we get
( ) ( )
s
e
s Y y s sY y sy s Y s
s t
= + +
'

1
) ( 2 ) 0 ( ) ( 2 ) 0 ( ) 0 ( ) (
2

Substituting the initial conditions and solving for ) (s Y we find
( )
( ) ( )
( )
( )
=
)
`
|
|
.
|
\
|
+ +
+ +
=
)
`
|
.
|
\
|
+ +
+
=
+ +
1 1
1 1
2
1
2
1
1
2 2
2
2
1
2
1
1
2 2
1
) (
2 2 2
s
s
s
e
s s
s
s
e
s s s
e
s Y
s s
s
t t
t
38
( )
( )
( ) | | ( ) | |
( ) { } { } { }
)
`
=
)
`
+ +
+ +
+

t e t e e
s s
s
s
e
t t s s
sin
2
1
cos
2
1
1
2
1
1
1 1 2
1
1 1 2
1
2
1
1
2 2
t t

Hence the solution is
( ) ( )
|
.
|
\
|
=

) sin(
2
1
) cos(
2
1
2
1
) ( sin
2
1
cos
2
1
2
1
) ( t t t
t t
t e t e t u t e t e t y
t t t t

or
( ) ( )
( ) ( )
s + +
< s
=

t t t e e
t t e t e
t y
t
t t
t
t
t
) cos (sin 1
2
1
0 sin cos 1
2
1
) (
39

Example: Off-On-Off forcing function. Solve
( )
( )
s
< s
= +
'
+
' '
t
t t
y y y
t
t
1
0
2 3 with
1 ) 0 ( , 0 ) 0 ( =
'
= y y
We begin by rewriting the forcing function in terms of the unit step function ) (t u
( )( ) t t = +
'
+
' '
t t u t y y y 2 3 Taking the Laplace transform of this equation gives
40
( ) ( )
2
2
1
)) ( ( 2 ) ( 3 1 ) (
s
e
s Y s sY s Y s
s t
= + + . Solving for ) (s Y gives

( ) ( ) ( )
|
|
.
|
\
|
+ +
|
.
|
\
|
+ +
+ |
.
|
\
|
+ +
=

2 3 2 3
1
2 3
1
) (
2 2 2 2 2
s s s
e
s s s s s
s Y
s t
and do partial fractions
decompositions
( ) ( ) 1
1
2 4
1
2
1
4
3
2 3
1
2 2 2
+
+
+
+ =
+ + s s s s s s s

2
1
1
1
2 3
1
2
+
+
=
+ + s s s s

Hence the inverse transforms of the three terms
( )
t t
e e
t
s s s

+ + =
)
`
+ +
2
2 2
1
4
1
2 4
3
2 3
1

( )
( )
|
.
|
\
|
+
+ =
)
`
+ +
) ( ) ( 2
2 2
1
4
1
2 4
3
2 3
t t
t
t
t
t t
s
e e
t
t u
s s s
e

t t
e e
s s
2
2
1
2 3
1

=
)
`
+ +

Hence the solution is
41
{ } ( ) ( )
|
.
|
\
|
+
+ +
|
.
|
\
|
+ + = =
) ( ) ( 2 2 2 1
4
1
2 4
3
4
1
2 4
3
) ( ) (
t t
t
t
t t t t t t
e e
t
t u e e e e
t
s Y t y
or
( )
( ) ( ) ( )
s + + +
< s +
=

t e e e e
t
t
e e
t y
t t
t t
t
t
t
t t 2 2
2
5
4
1
2
2
0
4
3
2 4
5
2
) (

42

43
Solving systems of ordinary differential equations using Laplace transforms
Normally this can be quite laborious as you need to solve the system of equations in the
Laplace domain first so it would normally require twice the effort for a system of two
equations, then taking for each variable partial fractions and inverse Laplace transforms.
One trick to minimize the effort is, once you find the first solution you can perform
successive differentiations ad substitute the solutions to one of the system equations
accordingly. We look here at an alternative quicker technique.
{ }
1 4
2
2
2 3
8 2 3 ( 2) 3 8
, (0) 8, (0) 3
3 2 2 ( 1) 3
3
8 3
3 1 8 17 8 17 5 3
5 3
2 3 3 4 ( 1)( 4) ( 1) ( 4)
2 1
2 8
2 3 3 22 3 22
2 3 3 4 (
2 1
t t
dx
x y
sx x y s x y
dt
x y
dy sy y x x s y
y x
dt
s s s
x x x e e
s s s s s s s
s
s
s s
y
s s s
s

=

= + =

= =
` ` `
= + =
) )
=

)

= = = = + = = +
+ +

= = =

{ }
1 4
5 2
5 2
1)( 4) ( 1) ( 4)
t t
y y e e
s s s s

= = =
+ +

44
2 2
2 2
2 2
(0) 35 (0) 48 4 3 15
, ,
(0) 27 (0) 55 4 3 15sin 2
15 15
(35) ( 48) 27 3 ( 3) 35 21
( 1) ( 1)
30 30
(27) ( 55) 4( 35) 3 4 ( 3) 27 195
( 4) ( 4
t
x x x y x e
y y y x y t
s x s sy x s x sy s
s s
s y s sx y sx s y s
s s
= = + + =
`
= = + =
)
+ + = + + = +
+ +
+ = + + = +
+ +
)
` `` `
` `` `
{ }
2
2 3 2 2
2 2 2 2 2 2 2
2
1
2 2 2
)
15
35 21
( 1)
30
27 195 ( 3)
( 4) 35 48 300 63 15( 3) 30
( 1)( 9) ( 1)( 1)( 9) ( 1)( 1)( 9) ( 3)
4 ( 3)
30 45 2
30cos 15sin3 3 2cos
( 1) ( 9) ( 4)
t
s s
s
s s
s s s s s s
x
s s s s s s s s s s
s s
s s
x x t t e
s s s

)
+
+
+ +
+ + +
= = +
+ + + + + + + + +
+
= + = = + +
+ + +
{ }
2
2 3 2 2
2 2 2 2 2 2 2 2
2
1
2 2 2 2
2
15
( 3) 35 21
( 1)
30
4 27 195
( 4) 27 55 3 585 60 30( 3)
( 1)( 9) ( 1)( 1)( 9) ( 1)( 4)( 9) ( 3)
4 ( 3)
30 60 3 2
30cos3 60sin 3 s
( 9) ( 1) ( 1) ( 4)
t
t
s s
s
s s
s s s s s s
y
s s s s s s s s s s
s s
s
y y t t e
s s s s

+ +
+
+
+ +
= = + +
+ + + + + + + + +
+
= + = = +
+ + + +
in 2t

45
Laplace transforms using imaginary functions:
You can also use complex variables within the Laplace transform framework to minimize
the number of steps in the calculations.

Example:
{ }
{ } | |
{ } { }
2 2 2 2 2 2
0 0 0
1
cos( ) sin( )
cos( ) sin( ) cos( ) sin( )
cos( ) sin( )
iat
iat
iat st st st
s ia s a
e i
s ia s a s a s a
e at i at
e e at i at dt e at dt i e at dt
at i at

+
= = = +
+ + +
= +
= + = +
= +
} } }

By equating real and imaginary parts in the first expression above, we have directly:
{ }
{ } { }
2 2
2 2 2 2
cos( )
sin( ) sin( )
s
at
s a
a a
i at i at
s a s a
=
+
= =
+ +

46
Find:
2
1
2 2
2 3
( 2 2)( 2 5)
s s
s s s s
+ +
`
+ + + +
)
Note that you can factorize the denominator as follows:
2
2
2 2
2 2
( 2 2) ( 1 )( 1 )
( 2 5) ( 1 2 )( 1 2 )
2 3 2 3
( 2 2)( 2 5) ( 1 )( 1 )( 1 2 )( 1 2 )
( 1 ) ( 1 ) ( 1 2 ) ( 1 2 )
s s s i s i
s s s i s i
s s s s
s s s s s i s i s i s i
A B C D
s i s i s i s i
+ + = + + +
+ + = + + +
+ + + +
=
+ + + + + + + + + +
= + + +
+ + + + + +

You can use the cover up rule for imaginary components A,B,C,D are e.g., for first term to
find coeff.(A) set s=-1+i and propagate in numerator and 3 terms in denominator, etc.. Note,
final answer after you inverse Laplace transform/collect terms should be a real expression!
2 (1 ) (1 ) (1 2 ) (1 2 )
1
2 2
2 2
1/ 6 1/ 6 1/ 6 1/ 6
( 1 ) ( 1 ) ( 1 2 ) ( 1 2 )
2 3
( 2 2)( 2 5) 6 6 6 6
1 1 1 1
sin sin 2
3 2 3 2 3 3
i t i t i t i t
it it it it
t t t t
i i i i
s i s i s i s i
s s e e e e
s s s s i i i i
e e e e
e e e t e t
i i
+ +

= + + +
+ + + + + +
+ +
= +
`
+ + + +
)
| | | |
= + = +
| |
\ . \ .
1
(sin sin 2 )
3
t
e t t
= +
47
Some additional remarks on Laplace transforms:
If you have a periodic function:
{ }
0
( )
( ) ( ), 0, ( )
1
T
st
sT
e f t dt
f t f t T T f t
e
= + > =
}

Behavior of ( ) F s as
s

{ }
: ( ) ( ), lim ( ) 0
s
If f t F s then F s
= =

Initial and final value theorems and their generalization:
0
0
0
:
( )
lim ( ) lim ( ), lim 1, ( ) ( ) ( ) ( )
( )
( )
lim ( ) lim ( ) lim 1, ( ) ( ) ( ) ( ) 0
( )
t s
t
t s
t
If both limits exist
f t
f t sF s also if then f t g t and F s G s for s
g t
f t
f t sF s also if then f t g t and F s G s for s
g t

= =
= =
~ ~
~ ~

48
Application of Series expansion for the evaluation of Laplace transforms:
{ }
2
0 1 2
0
0 1 2
2 3 1 1
0
: ( )
! ! 2!
( ) ,
n n
n n
n
n n
n n
n
If f t a a t a t a t a t
a n a n a a a
f t if the series converges
s s s s s
+ +
=
= + + + + =
= + + + =
.

Important series of practical importance to Signal Theory:
2 3
0
2 3
0
1
2! 3! !
1
1 , 1 1
1
n
t
n
n
n
t t t
exponential series e t
n
geometric series t t t t t
t
=
= + + + + =
= + + + + = < <
.
.

You can use Taylor Series expansion as a tool to calculate your Laplace transforms of any
function arising in Signal Theory applications.
Note: As you increase the degree of Taylor polynomial of a function, the approximation of
the function by its Taylor polynomial becomes more and more accurate. So the function
coincides with the limit of its Taylor polynomials.
( )
2 3
0 0 0
0 0 0 0 0 0
0
( ) ( ) ( )
( ) ( ) ( )( ) ( ) ( ) ( )
2! 3! !
n
n
n
f t f t f t
f t f t f t t t t t t t t t
n
=
'' '''
'
= + + + + =
.

49
Example: Find the Taylor Series of:
0 0
2
3
( ) 1
4
1
( ) ln 1. ( 0 !)
( ) ln , (1) ln1 0
1
( ) , (1) ln1 1
1
( ) , (1) 1
2
( ) , (1) 2
2 3
( ) , (1) 2 3 (1) ( 1) ( 1)!
( 1) (
( ) ln
n n
n
f t t with center t Note choosing t is unwise
f t t f
f t f
t
f t f
t
f t f
t
f t f f n
t
n
f t t
+
+
= = =
= = =
' '
= = =
'' ''
= =
''' '''
= =

'''' ''''
= = =
= =
1 2 3
0 0
1)! ( 1) ( 1) ( 1)
( 1) ( 1) ( 1)
! 2 3
n
n n
n n
t t
t t t
n n
+

= =

= = +

.

50
( )
0
2 2
3
4 4 (2 ) 2
2
2 2 4 6
0
( ) cos 2 0
( ) 2sin 2 , (0) 1
( ) 2 cos 2 , (0) 2
( ) 2 sin 2 , (0) 0
( ) 2 sin 2 , (0) 2 (0) ( 1) 2
( 1) 2 4 16 64
cos 2 1
(2 )! 2! 4! 6!
n n n
n n
n
n
f t t with center t
f t t f
f t t f
f t t f
f t t f f
t t t t t
n
=
= =
' '
= =
'' ''
= =
''' '''
= =
'''' '''' = = =
= = + +
.

You will need to use the ratio test to see if this series converges.
51
An alternative to successive differentiations to find the Taylor Series of a function is to use
a substitution in conjunction with the geometric series.
Example: Find the Taylor Series of: 3
1
( )
1
f t
t
=
+

2 3
0
1
: 1 , 1 1
1
n
n
Recall t t t t t
t
=
= + + + + = < <

.

3 3
3 3
0
1 1
( ) ( 1) , 1 1
1 1 ( )
n n
n
f t t t t
t t
=
= = = < <
+

0
2
( ) 2
5
f t with center t
t
= =

Note that we need to create the term (t-2) to show up in our substitution to end up with the
right center. To use the geometric series, we have to replace the 3 in the denominator by 1.
1
0 0
2 2 2 1 2 1 2 2 ( 2)
( ) 2
2 2
5 ( 2) 3 3 3 3 3 3
1 1
3 3
n
n
n
n n
t t
f t
t t
t t

+
= =

| |
= = = = = =
|

| | | |
\ .

| |
\ . \ .

The Taylor series will represent the function as long as
2
1 1 2 3
3
t
q t
< < <

52
Important: The ratio test is used to find out for what values of t, a given power series
converges. It works by comparing the given power series to the geometric series.
For any series
1
0 1 2
, lim 1
n
n
n
a
a a a if
a
+
+ + + < .
the series converges.
If the limit is larger than 1 it diverges and if it is equal to 1 the test is inconclusive.
Example 1
( )
1 2 3 4 1
1
2
( ) 1 2 3 4 5 , ( 1) , ( 1) 1 , lim lim
1
n n n
n n
n n
n
a
n
f t t t t t a n t a n t t t
a n
+ +
+

+
= + + = + = + + = =
+
.
But our requirement for convergence is that this ratio is smaller than 1 so 1 t < must hold.
Example 2
2 3
1
1
( 1) ( 1) ( 1)
( ) 5 ( 1) , 1
2! 3! !
/ ( 1)!
1 2 3 1
lim lim lim lim 0
1 2 3 ( 1) 1
/ !
n
n
n
n
n n n n
n
t t t
f t t n
n
t n
a
n
t t t
a n n n
t n
+
+

= + + + + >
+

= = = =
+ +
.
.
.

which holds for all values of t.

53
Example 3
( ) ( )
( )
( )
( ) ( ) ( )
3 5 7 9
2 1 1
1
2
1
2 1
2
2
( ) ( 2) 2( 2) 4( 2) 8( 2) 16( 2)
2 ( 2)
lim lim lim2 2
2 ( 2)
1 1 1 1
2 2 1 2 2 , 2 2
2
2 2 2
n
n
n
n n
n n n
n
f t t t t t t
t
a
t
a
t
t t t so t
+ +
+
+
+

= + + + + + + +
+
= = +
+
+ < + < + < < < +
.

This is also called the radius of convergence of the function.

Example 4
2 3 4 5
1
2
1
1
1
4 8 16 32 64
( )
1 3 2 9 3 27 4 81 5 243
2
2
2 3 3
( 1) 3
lim lim lim 1,
3 1 3 2 2 2
3
n
n
n
n
n
n
n n n
n
n
t t t t t
f t
t
a t
n
n
t so t
a n t
n
+
+
+
+
+

= + + + + +

| |
|

+
|
= = = < < <
|
+
|
\ .
.

54
Example 5
1
1
1
1
1
1
1
( ) ( 1)
!
( 1)
1
1
( 1) !
( 1)!
lim lim lim
( 1)!
1
1
!
1 1
( 1) 1 1
lim ( 1) lim 1
( 1)
1
n
n
n
n
n
n
n
n
n
n n
n n n
n
n
n
n n
n
n n
n
f t t
n
n
t
a t
n n
n
n
a n n
t
t
n
t t
n
n
n n n
t
=
+
+
+
+
+

+

=
| | +

|
| |
+
+
| = = |
|
+
|
\ .
|
\ .
| |

+
| | | |
= + | = +
| |
|
+
\ . \ .
\ .
1
1
1
1 1 1
: lim 1 1 0.63 1 1.37
n
n
n
n
t
Note e so t
n e e
+
| |
| <
|
\ .
| |
+ = ~ < < + ~
|
\ .

55
Example 6
( )
2
5
2( 1)
2
1
2
2
( )
( 1)!
( 1)
( 1) ( 1)! ( 1) 1 !
lim lim lim
( 2)!
( 1)!
1
lim 0
( 2)
n
n
n
n
n
n n n
n
n
n t
f t
n
n
t
a
n n n
t
a n n n t
n
n
t
n n
=
+
+

=
+
| |
+

|
| | + + + +
|
= =
|
|
+
\ .
|
+
\ .
| | +
= =
|
+
\ .

no matter which value we consider for t. Since 0<1, the ratio test lets us conclude that
this series converges for all real t. The radius of convergence of this series is
.

The above techniques can be very useful when calculating the Laplace transforms of
more complicated functions encountered in the applications of Signal Theory. There are
also some special functions that arise frequently which also need mentioning.
56
Introduction to some special functions and their Laplace transforms
Note: (This supplementary section is for further understanding the utility of Laplace
transforms of special functions to Signal Theory and not examinable).
The gamma function (which is an extension of the factorial function) is encountered in
statistics e.g., photon statistics in photomultipliers, quantum physics, and in control theory
when designing in the Laplace domain controllers of the type PI
o
D
|
for non-integral (i.e.,
fractional) order systems. More on that point, perhaps in the last lecture!
1
0
( ) , 0
1
( 1) ( ), ( 1) ! ( ) ,
2
( ) (1 ) 0 1
sin
( 1)
0 ( )
( 1) 2 ( )
n u
n n
n u e du n
n n n n n
p p p
p
n
if n n
n
n n n e Stirling formula
t
t
t
t
I = >
I + = I I + = I =
I I = < <
I +
< I =
I +
}
~

57
The Bessel function arises in Optical systems (wave propagation phenomena and
interferometry) and Optical Information Processing because laser sources have a Gaussian
transverse amplitude distribution, in Heat Conduction in cylindrical objects, as well as
Acoustics (modes of vibration of circular membranes). They are also known as cylinder
functions or cylindrical harmonics because they are found in the solution of Laplaces
equation and Helmholtz equation in cylindrical coordinates.
{ }
2 4
1 1
1 0 1
(1/ 2) ( 1/ )
( ) 1
2 ( 1) 2(2 2) 2 4(2 2)(2 4)
2
( 1) ( ) ( ) ( ) ( )
( ) ( ) 0 ( ) ( )
( )
n
n
n
n
n n n n n
n n
n n
t u u n
n
n
t t t
J t
n n n n
n
J J t J t J t J t
t
d
t J t t J t if n J t J t
dt
e J t u
+
=

= +
`
I + + + +
)
= =
'
= = =
=

.

The Bessel function satisfies Bessels differential equation:
2 2 2
( ) ( ) ( ) ( ) 0 t Y t tY t t n Y t
'' '
+ + =

The Bessel function can be related to Laguerre Polynomials (they arise when performing
beam-mode analysis of quasi-optical systems i.e., for optimal propagation of THz waves).
58
The Error function arises in probability, statistics and partial differential equations. It has a
sigmoid shape. When the result of a series of measurements are described by a normal
distribution with a standard deviation o and an expected value zero:
2
a
erf
o
| |
|
\ .
is the probability that the error of a single measurement M is
a M a < <

A practical application is in determining the bit error rate of a digital communication
channel.
The error and complementary error functions are defined as:
2
2 2
2 1
0
0
0
2 2 ( 1)
( )
!(2 1)
2 2
( ) 1 ( ) 1
t
n n
t
n
t
t t
t
t
erf t e dt
n n
erfc t erf t e dt e dt
t t
t t
+
= =
+
= = =
}
} }

(Notice the change in the boundaries for the integration in the last term).
Special properties:
2
2
lim ( ) 1 ( )
t
t
d
erf t erf t e
dt
t

+
= =

59
The Sine Integral, Cosine Integral and Exponential Integral functions:
2 1 3 5
0
0
2 2 4
1
1
sin ( 1)
Si( )
(2 1)(2 1)! 3! 3 5! 5
cos ( 1)
Ci( ) ln ln
(2 )(2 )! 2! 2 4! 4
Ei( ) ln 0
!
t
n n
n
n n
n
t
t n
n
t
t t t t
t dt t
t n n
t t t t
t dt t t
t n n
e t
t dt t t
t nn

= = = +
+ +
= = + + = + +

= = + + =
}
.
.

where is Eulers constant:
( )
(1 1/ ) 2
1
(1/ ) ( 1) ( 1)
lim , lim ln ( 1)
(2 1/ ) 1
n k
m
n m
k
m
n n n n
k
k n n n k

+

=
| | I I +
= = I +
`
|
I + + +
\ . )

Note:
sin / t t
is the sinc function. In Signal Processing, the oscillations of the Sine integral
cause overshoot and ringing artifacts when using the sinc filter and frequency domain
ringing if using a truncated sinc filter as a low pass filter. The Gibbs phenomenon
corresponds to truncating the Fourier series representation of a signal. The exponential
integral function arises in unsteady state flow equations (e.g., data, electrons, heat etc). It
behaves like a negative exponential for large values of the argument and like a logarithm for
small values. It can be useful for stability analysis in control theory.
1 2 1
ln 1 Ei( ) ln 1 , 0
2
t t
e t e t
t t

| | | |
+ < < + >
| |
\ . \ .

60
( ) f t

( ) F s

0
( ) J at

2 2
1
s a +

( )
n
J at

2 2
2 2
( )
n
n
s a s
a s a
+
+

sin t

1/ 4
3/ 2
2
s
e
s
t

cos t
t

1/ 4s
e
s
t

( ) erf t

2
/ 4
( / 2)
s
e
erfc s
s

( ) erf t

1
1 s s +

Si( ) t

1
1 1
tan
s s

Ci( ) t

2
ln( 1)
2
s
s
+

Ei( ) t

ln( 1) s
s
+

61
Find
{ }
t sin :
( ) ( ) ( )
{ }
( ) ( ) ( ) ( )
( ) ( ) 2
3 5 7
3 2 5 2 7 2
3 2 5 2 7 2 9 2
2 3
2 2
1 2 1 4
3 2 2 3 2 3 2
3 5 7 3 5 7
3 2 5 2 7 2 9 2
3 5 7
1 2 1 2
1
1
2 3
2 2 2 2
2
s s
t t t
t t t
Answer t t t
t
s s s s
s s
e e
s s s s
nd Method Let Y t
t t t

= + + = + +
I I I I
= + +

| |
= + + = =
`
|
\ .

)
=
. .
.
.
/ / /
/ / / /
/ /
/ / /
: sin
! ! ! ! ! !
/ / / /
sin
! ! !
/ /
! !
: ( ) s
{ }
{ }
{ }
{ }
{ }
2
2 1 4
3 2
3 2 3 2
1
3 2
4 2 0
4 0 0 2 0 0
4 6 1 0
2
2
2
s
t Differentiating twice tY Y Y
d
if y Y t s y sY Y sy Y y
ds
c
s y s y y e
s
For small t t t and t s For large s y c s Comparing these results
c t e
s
t
t
t
'' ' + + =
' = + + =
' + = =
=
= =
~ ~
/
/
/ /
/
/
in :
( ) ( ) ( ) ( )
( )
, sin / . , / .
/ sin
{ }
4
1 4 1 4
1 2 1 2
0 0
2
1
0
2
2
s
s s
t t
To find Let F t t F t F
t t
t t
F t sf s F e for which e
s s t t
t t

' = = =
`

)

' = = = =
` `

) )
/ /
/ /
cos cos
, ( ) sin , ( ) , ( )
cos cos
( ) ( ) ( )

62
Fourier Series
Reminder of some useful expressions

sin( ) sin cos cos sin
cos( ) cos cos sin sin
cos( ) cos cos sin sin
A B A B A B
A B A B A B
A B A B A B
A B A B A B
+ = +
=
+ =
= +

From the above (by adding and subtracting pairs of these expressions):

2sin cos sin( ) sin( )
2cos sin sin( ) sin( )
2cos cos cos( ) cos( )
2sin sin cos( ) cos( )
A B A B A B
A B A B A B
A B A B A B
A B A B A B
= + +
= +
= + +
= +

63
( ) ( )
If : , , / 2, / 2
sin sin 2sin cos
2 2
sin sin 2cos sin
2 2
cos cos 2cos cos
2 2
cos cos 2sin sin
2 2
A B C A B D A C D B C D
C D C D
C D
C D C D
C D
C D C D
C D
C D C D
D C
+ = = = + =
+
| | | |
+ =
| |
\ . \ .
+
| | | |
=
| |
\ . \ .
+
| | | |
+ =
| |
\ . \ .
+
| | | |
=
| |
\ . \ .

64

Also since:

2 2 2 2 2 2
2 2
cos sin sin cos
cos sin
sin
, , arctan
cos
sin cos sin( )
sin cos sin( )
cos sin cos(
a b
A B A B A B
r r r
r r
r r a b
r b b
r a b
r a a
a b r
a b r
a b r
u o u o u o
o u o u
o o
o
o
o
u u u o
u u u o
u u u
+ = +
+ = +
= +
+ = +
= + = =
+ = +
=
= +
_ _
)
cos sin cos( ) a b r
o
u u u o + =

65
2 2 2 2
2 2 2 2
sin sinh
tan tanh
cos cosh
cot 1/ tan coth 1/ tanh
sec 1/ cos sech 1/ cosh
cosec 1/ sin cosech 1/ sinh
cos sin 1 cos h sin h ( )
sec 1 tan sech 1 tan h
co
x x
x x
x x
x x x x
x x x x
x x x x
x x x x circle used to drawattention on sign
x x x x
= =
= =
= =
= =
+ =
= + =
2 2 2 2
2 2 2 2
2 2
2 2
2
sec cot 1 cosech cot h 1
sin 2 2sin cos sin h2 2sin h cos h
cos 2 cos sin cos h2 cos h sin h
cos 2 1 2sin cos h2 1 2sin h
cos 2 2cos 1 cos h2 2cos h 1
2tan 2tan h
tan 2 tan h2
1 tan
x x x x
x x x x x x
x x x x x x
x x x x
x x x x
x x
x x
x
= + =
= =
= = +
= = +
= =
= =
2
1 tan h x +

66
In integration by parts:
dv du
u dx uv v dx uv vdu
dx dx
= =
} } }
where both factors are integrable, it is important to choose the correct one for u. A
useful priority guide is a)
lognx
, b)
n
x c)
kx
e

Some useful integrals:
2 2
sin cos 0
sin cos ( 0)
sin cos 0
0 ( )
cos cos
( )
0 ( )
sin sin
( )
nxdx nxdx
nxdx nxdx n
nx mxdx
n m
nx mxdx
n m
n m
nx mxdx
n m
t t
t t
t t
t t
t
t
t
t
t
t
t
t
t

= =
= = =
=
=
=

=
=

=
} }
} }
}
}
}

67

Definition of orthogonality (orthonormality if r
n
=1).
0 ( )
( ) ( )
( )
b
m n
a
n
n m
t t dt
r n m
| |
=
=

=
}

Complex trigonometric expressions
( )
( )
( )
0 0
0 0
0
0
2 2 1
1
1
cos
2
1
sin
2
1
, , , tan
2
1/
n n
jn t jn t
jn t jn t
j j
n
n n n n n n n n n
n
n t e e
n t e e
j
b
c c e c c c e c a b
a
j j j
e e
e e
| |
e
e
|
= +
=
| |
= = = = + =
|
\ .
= =

0
0
0 0
0 0
( ) cos sin
( ) cos sin
jm t
m
jm t
m
f t e m t j m t
f t e m t j m t
e
e
e e
e e
-
= = +
= =

68
Orthogonality for complex exponential functions
( )
0
0 0
/ 2
/ 2
/ 2
/ 2
1 0 ( 0)
0 ( )
( )
T
jm t
T
T
jn t jm t
T
e dt m
n m
e e dt
T n m
e
e e
= =
=
=

=
}
}

Unit impulse function
0 0
0 ( 0)
( )
( 0)
( ) ( ) 1 0
( ) ( ) ( )
1
( ) ( )
( ) ( )
( ) ( ) (0) ( ) ( ) 0
t
t
t
t dt t dt
t t t dt t
at t
a
t t
f t t f t if f t is continuous at t
c
c
o
o o c
o | |
o o
o o
o o
=

=
= = >
=
=
=
= =
} }
}

69
( ) 0
( ) ( )
sin ( ) 0
cos ( ) ( )
t
t t
e t t
t t
t t t
o
o o
o
o o
=
=
=
=

Unit step function
0
0 0
0
0 0
1 ( 0)
( )
0 ( 0)
( ) ( ) ( )
1 ( 0) ( )
( )
0 ( 0) ( )
( )
( ) ( )
1 ( 0)
sgn ( ) ( )
1 ( 0)
t
u t
t
u t t dt t dt
for t t or t t
u t t
for t t or t t
du t
u t t
dt
t
t u t u t
t
| |
o

>
=

<
=
> >
=

< <
'
= =
>
= =

<
} }

70
Writing periodic functions as Fourier Series
{ }
0
0 1 2
1
1 2
/ 2
0
/ 2
/ 2
/ 2
1
( ) cos sin cos cos 2
2 2
sin sin 2
2
( ) . ., 2 ( )
2
( ) cos . ., 2 ( ) cos
2
( ) sin
n n
n
T
T
T
n
T
n
a
f x a a nx b nx a x a x
b x b x
a f x dx i e mean value of f x over a period
T
a f x nxdx i e mean value of f x nx over a period
T
b f x nxd
T
= + + = + + +
+ + +
=
=
=
}
}
.
.
/ 2
/ 2
. ., 2 ( ) sin
T
T
x i e mean value of f x nx over a period

}
First identify the domain where your function is defined, then calculate the 3 terms
defined above (to do that you need to change boundaries of integration to
correspond to those in your function), calculate the integrals, then re-write
expression as a sum according to the first expression. To save time, identify if there
is a D.C. offset (or impose one) to get rid of the first term, also consider if the
function is symmetric, even or odd.
71
Remarks (Dirichlet conditions): The Fourier series must converge.

This means that the amplitudes of the higher order harmonics in the a
n
and
b
n
terms eventually decrease in value as n increases.

f(x) must be defined and single valued (for each value of x there is one and
only one single value of f(x) for example
2
y x y x = =
is not
acceptable.

f(x) must be continuous or have finite number of discontinuities within the
periodic interval, e.g., f(x) = tan(x) is not.

f(x) and its first derivative are piecewise continuous in the periodic interval,
i.e., for subintervals of the periodic interval.

In the majority of cases which occur in technological situations these
conditions are met and the series can be assumed to faithfully represent the
particular function.
72

Find the Fourier Series for the function defined by:

1 / 2 0
( )
1 0 / 2
T t
f t
t T
< <
=

< <
and
( ) ( ) f t T f t + =
.
Solution:

73
| | | |
/ 2
0
/ 2
0 / 2
0 0
/ 2 0
0 / 2
0 0
0 0
/ 2 0
0 0
2
( ) cos( )
2
cos( ) cos( )
2 1 1
sin( ) sin( )
2 1 1
sin0 sin( ) sin( ) sin0 0 0
T
n
T
T
T
T
T
a f t n t dt
T
n t dt n t dt
T
n t n t
T n n
n n n
T n n
e
e e
e e
e e
t t
e e
=
(
= +
(

(
+
( = +
(

= + = =
`
)
}
} }

since
sin( ) sin 0 0 nt = =
.
For
0 n =
by inspecting the graph,
/ 2
0
/ 2
1 2
( ) 0
2
T
T
a f t dt
T

= =
}

74

| | | | { }
( )
/ 2
0
/ 2
0 / 2
0 0
/ 2 0
0 / 2
0 0
0 0
/ 2 0
0
2
( )sin( )
2
sin( ) sin( )
2 1 1
cos( ) cos( )
2 2
1 cos( ) cos( ) 1 1 cos
T
n
T
T
T
T
T
b f t n t dt
T
n t dt n t dt
T
n t n t
T n n
n n n
n T n
e
e e
e e
e e
t t t
e t
=
(
= +
(

(
( = +
(

= =
}
} }

Since:
0
cos( ) ( 1)
4
n
n
n even
n b
n odd
n
t
t
= =

0 0 0 0
4 1 4 1 1
( ) sin( ) sin( ) sin(3 ) sin(5 )
3 5
n odd
f t n t t t t
n
e e e e
t t
=
| |
= = + + +
|
\ .
.

75

Find the Fourier Series for the function defined by:

0 0
( )
1
0
t
f t
t t
t
t
t
< <
=

< <
and
( 2 ) ( ) f t f t t + =
.
Solution:

76
( ) ( )
0
0
2 2 2
0
0
0
2 2 2 2
2 2
2 , 2 /
1
( ) cos( )
1 1
cos( ) ( : )
1 1 1
sin( ) sin( ) cos( )
1 1
cos 1 1 1
0
2
n
n
n
T T
a f t nt dt
t nt dt Note product rule
t
nt nt dt nt
n n n
n
n n
n even
a
n odd
n
t
t
t
t
t
t
t e t
t
t t
t t
t
t t
t
= =
=
=
(
(
= =
(

(

(
= =

}
}
}

77
( )
0
2
0
0
1
( )sin( )
1 1
sin( )
1 1 1 1
cos( ) cos( )
1 1
cos( ) 1
n
n
b f t nt dt
t nt dt
nt nt dt
n n
n
n n
t
t
t
t
t
t
t t
t t
t
t t
=
=
(
= +
(
(

= =
}
}
}

0
0
1 1 1 1 1
( )
2 2 2 4
a f t dt tdt
t t
t
t t t
= = =
} }

2 2
1
2
1 2 1 1 ( 1)
( ) cos sin
4
1 2 1 1 1 1 1
(cos cos3 cos5 ) sin sin 2 sin3
4 9 25 2 3
n
n odd n
f t nt nt
n n
t t t t t t
t t
t t

= =
=
| |
= + + + + +
|
\ .

. .

78
Series containing only odd or only even harmonics:
A function is said to be even if f(-x)=f(x) and odd if f(-x)= -f(x). is

f(x)=cosx is an even function because cos(-x)=cosx, whereas f(x)=sinx is an
odd function because sin(-x)=sinx.

Even functions are symmetrical about the y axis.

Odd functions are symmetrical about the origin

If f(x) is defined over the interval t<x<t and is even, then the Fourier series
has cosine terms only and b
n
=0.

If f(x) is defined over the interval t<x<t and is odd, then the Fourier series
has sine terms only and a
n
=0.

If f(x) and g(x) are both even, their product f(x) g(x) is even
If f(x) and g(x) are both odd, their product f(x) g(x) is even
If f(x) is even and g(x) is odd, their product f(x) g(x) is odd
79
Proof of statement regarding even/odd functions: If a series is shifted by t:

( ) cos cos ( ) cos( ) cos cos sin sin
For 1, 2, 3 , sin 0
cos ( ) cos cos
1 even
cos
1 odd
f x nx n x nx n nx n nx n
n n
n x nx n
n
n
n
t t t t t
t
t t
t
+ + = + =
= =
+ =
.

Similarly,
( ) sin sin ( ) sin( ) sin cos cos sin
For 1, 2, 3 , sin 0
sin ( ) sin cos
1 even
cos
1 odd
f x nx n x nx n nx n nx n
n n
n x nx n
n
n
n
t t t t t
t
t t
t
+ + = + = +
= =
+ =
.
0
1 2 3
1 2 3
( ) cos cos 2 cos3
2
sin sin 2 sin3
a
f x a x a x a x
b x b x b x
t + = + +
+ +
.
.

80
Now, if:
0
1 2 3 1 2 3
0
1 2 3 1 2 3
( ) ( )
cos cos 2 cos3 sin sin 2 sin3
2
cos cos 2 cos3 sin sin 2 sin3
2
f x f x
a
a x a x a x b x b x b x
a
a x a x a x b x b x b x
t = +
+ + + + + + + +
= + + + +
. .
. .

For these two series to be equal, the odd harmonics which differ in sign,
must all be zero.

Conclusion:

If
( ) ( ) f x f x t = +
the resulting Fourier series contains even harmonics
only.

Following similar arguments we can show that:
If
( ) ( ) f x f x t = +
the resulting Fourier series contains odd harmonics
only.

81
Half-wave symmetry: negative portion of waveform is the mirror image of
the positive portion of the waveform displaced horizontally by a half period.
1
( )
2
f t f t T
| |
= +
|
\ .

The Fourier series of any periodic function that has half-wave symmetry contains
only odd harmonics.

Proof:
( ) ( ) ( )
/ 2 0 / 2
0 0 0
/ 2 / 2 0
2 2
( ) cos ( ) cos ( ) cos
T T
n
T T
a f t n t dt f t n t dt f t n t dt
T T
e e e

(
= = +
(

} } }
Changing the variable t to (t-T/2) in the first integral we obtain:
( )
/ 2 / 2
0 0
0 0
2 1 1
cos ( ) cos
2 2
T T
n
a f t T n t T dt f t n t dt
T
e e

(
| | | |
= +
`
| | (
\ . \ .

)
} }

82
Since f(t) has half wave symmetry and using the fact
1
( ) , sin( ) 0
2
f t f t T and nt
| |
= =
|
\ .

( ) ( )
( )
( )
/ 2
0 0
0
/ 2
/ 2
0
0
0
0
2
( ) cos cos ( ) cos
0 for even
2
1 ( 1) ( ) cos
4
( ) cos for odd
T
n
T
n
T
a f t n t n f t n t dt
T
n
f t n t dt
T f t n t dt n
T
e t e
e
e
( = +

(
= =

}
}
}

A similar approach shows that

( )
/ 2
0
0
0 for even
4
( ) sin for odd
T
n
n
b
f t n t dt n
T
e
}

83

Even and Odd quarter wave symmetry: If a periodic function f(t) has half-
wave symmetry and in addition is an even or odd function , then it is said to
have even or odd quarter-wave symmetry.

The Fourier series of any periodic function that has even quarter-wave symmetry
consists of odd harmonics of cosine terms only.
( ) ( )
/ 4
2 1 0 0 2 1 0
1
0
8
( ) cos 2 1 , 2 / , ( ) cos 2 1
T
n n
n
f t a n t T a f t n t dt
T
e e t e

=
( ( = = =

}
The Fourier series of any periodic function that has odd quarter-wave symmetry
consists of odd harmonics of sine terms only.
( ) ( )
/ 4
2 1 0 0 2 1 0
1
0
8
( ) sin 2 1 , 2 / , ( ) sin 2 1
T
n n
n
f t b n t T b f t n t dt
T
e e t e

=
( ( = = =

}
Exercise: prove the above 2 statements.
84

Summary for symmetrical waveforms

Waveform symmetry Fourier coefficients

Even symmetry f(-t)=f(t) a
0
and a
n
cosine terms only, b
n
=0

Odd symmetry f(-t)=-f(t) a
0
and b
n
sine terms only, a
n
=0

Half-wave symmetry f(t)=-f(t+T/2) odd harmonics only, a
2n-1
, b
2n-1
with a
2n
=b
2n
=0

Even quarter wave symmetry f(-t)=f(t), f(t)=-f(t+T/2) a
2n-1
terms only, and a
2n
=b
n
=0

Odd quarter wave symmetry f(-t)=-f(t), f(t)=-f(t+T/2) b
2n-1
terms only, and a
n
=b
2n
=0

85
Some more examples
(a) let's start with a simple f(t); (b) even symmetry with cosine terms and e
0
=t/t

(c) odd symmetry with sine terms; (d) sine and cosine terms with e
0
=2t/t

86
(e) half-wave symmetry sine and cosine terms, odd harmonics e
0
=2t/t

(f) even quarter-wave symmetry cosine terms and odd harmonics e
0
=t/2t
(g) odd quarter-wave symmetry, sine terms and odd harmonics e
0
=t/2t .

87

Hidden symmetry: The periodic function has its symmetry obscured by a
constant term. Note that we can create
( ) ( )
2
A
g t f t =

We created g(t) which has an odd symmetry

88
Functions with periods other than t:
So far we considered functions with a period 2t, we extend the analysis for
an arbitrary period e.g. from -L to L or from 0 to 2L. We do a substitution:
{ }
0
1
0
0
1
( ), ( ),
( ) cos sin
2
1
( ) d
1
( ) cos d
1
( ) sin d ( ) cos sin
2
n n
n
n
n n n
n
x L u
Lu x
x u
x L u L
Lu
y f x L x L y f F u u
a
F u a nu b nu
a F u u
a F u nu u
a n n
b F u nu u f x a x b x
L L
t
t
t
t
t
t
t
t
t t
t t
t
t
t
t t
t
=
= =
= =
= =
| |
= < < = = < <
|
\ .
= + +
=
=

= = + +
`
)
}
}
}
89

Some more examples
Determine the Fourier series for the function defined by:
( ) 3 4, ( ) ( 2 ), f x x f x f x L L x L = + = + < <

We first sketch the function, then we subtract the dc and realize it is an odd
function containing only sine terms.

90
0
0
1
0
0
0,
,
, ( ) ( )
2
( ) sin , ( )sin d ( : product, integratebyparts)
2 3 cos 3 2 3 cos 3
cos d
n
n n
n
n
Lu x
a a x u
L
x L u
Lu
x L u f x f F u
F u b nu b F u nu u note
Lu nu L L n
b nu u
n n n
t
t
t
t
t
t
t
t
t
t
t t t t
=
= = = =
= =
| |
= = = =
|
\ .
= =

(
| | | |
= + = +
`
| |
(
\ . \ .

)
}
}
0
sin
6
if odd
6
cos
6
if even
n
L nu
n n
L
n
L
n
b n
L n
n
n
t
t
t
t
t
t
(
| |
| |
(
| |
\ .
\ . (

= =

91
6 1 1
( ) sin sin 2 sin3
2 3
6 1 2 1 3
( ) 4 sin sin sin
2 3
L
f u u u u
L x x x
f x
L L L
t
t t t
t
| |
= +
|
\ .
| |
= + +
|
\ .
.
.

Alternative approach: Instead of making the substitution from first principles, in
practice we can replace u by tx/L and work directly in terms of x.
{ }
0 0
1 1
0
( ) cos sin ( ) cos sin
2 2
1
( ) d
1
( ) cos d
1
( ) sin d
n n n n
n n
L
L
L
n
L
L
n
L
a a n n
F u a nu b nu f x a x b x
L L
a f x x
L
n x
a f x x
L L
n x
b f x x
L L
t t
t
t

= =

= + + = + +
`
)
=
=
=

}
}
}

92
Similarly for a half-range cosine series,
( ), 0 y f x x L = < <

0
1
0
0
0
( ) cos
2
2
( ) d
2
( ) cos d
n
n
L
L
n
a n
f x a x
L
a f x x
L
n x
a f x x
L L
t
t
=
= +
=
=
}
}

And for a half-range sine series:
1
0
( ) sin
2
( ) sin d
n
n
L
n
n
f x a x
L
n x
b f x x
L L
t
t
=
=
=
}

93
Example: Find the Fourier series:
1 4 2
5 2 2
( )
1 2 4
( 8)
x
x
f x
x
f x
< <
< <
=

< <

Sketching the function we can observe that if we lower the waveform by two units,
we have an even function (cosine terms only). The period is 2L=8 so L=4.
4
0 0
2 4
0 2
2 4
0 2
0
2 1
( ) cos d ( ) cos d ( ( ))
2 4
2 3cos d ( 3) cos d ( )
4 4
2 4 4 4
sin sin sin 0 sin sin
3 4 4 2 2
12 1
sin , 2 (
2 2
L
n n
n
n
n
n x n x
a f x x a f x x replace values for f x
L L
n x n x
a x x n N
n x n x n n
a n
n n n
n
a a f
n
t t
t t
t t t t
t
t t t
t
t
= =
= + e
( (
= = +
`
( (
)
= =
} }
} }
12 1 3 1 5
) 2 cos cos cos
4 3 4 5 4
x x x
x
t t t
t

= + +
`
)
.

94
Determine the series that represents the periodic function f(x) with period of 6
units defined as:
5 0 2
( )
10 2 3
x x
f x
x
< <
=

< <

{ }
| |
0 0
1 1
2
2
2 3
3
0
0
2
0 0 2
0
2
0 0 2
2 6 3, ( ) cos sin cos sin
2 2 3 3
2 2 2 5 40 20
( ) d 5 d 10d 10
3 3 2 3 2 3
2 2
( ) cos d 5 cos d 10
3 3
n n n n
n n
L
L
n
a a n n n n
L L f x a x b x a x b x
L L
a x
a f x x x x x x
L
n x n x
a f x x x x
L L
t t t t
t t

= =

= = = + + = + +
` `
) )

(

= = + = + = =
`
(

)
= = +

} } }
} }
3
2 3
2
0
0 2
2 2
2 2
0 0
cos d
3
2 15 15 30
sin 5 sin d sin (product rule in first integral)
3 3 3 3
2 30 2 45 30 2
sin 0 cos sin sin
3 3 3 3
n x
x
x n x n x n x
x x
n n n
n n x n
n
n n n
t
t t t
t t t
t t t
t
t t t

`
)

( (
= +
`
( (

)

( ( (
= + =
`
( ( (

)
}
}
2 2
2
30 2
1 cos
3
2 1 2 1 2 2 1
: 1 cos , 2 cos , 3 cos 1, 4 cos
3 2 3 2 3 3 2
20 30 1 1 2 1 3 1 4
( ) cos cos cos cos
3 2 4 8 3 9 3 32 3
n
n
n n n n
note n n n n
x x x x
f x
t
t
t t t t
t t t t
t

`
)
= = = = = = = =

= + + +
`
)
.

95
Determine the Fourier series that represent the following function:
1 2 1
0 1 1
( )
1 1 2
( 4)
t
t
f t
t
f t
< <
< <
=

< <

Symmetrical about the origin; therefore, sine terms only. Also, period T=4.
so: =2tf=2t/T=t/2.
{ } ( )
2 1 2
0 0 1
1
2
1
4 4 4
( ) sin , ( ) sin d 0sin d ( 1) sin d
4 cos 1 2 2
cos 2 cos cos cos 1 cos
4 2 2
2 2 2
: 1 , 2 , 3 , 4 0, 5
3
n n
n
n
n n n n
f t b n t b f t n t t n t t n t t
T T T
n t n n
n n n
n n n n
for n b n b n b n b n b
e e e e
e t t
e e t
e e t t
t t t
=
= = = +
(
= = = =
` `
(
) )
= = = = = = = = =
} } }
2
5
2 1 1 1 1
( ) sin sin 2 sin3 sin5 sin 6 sin 7
3 5 3 7
n
f t t t t t t t
t
e e e e e e
t
=

= + + + +
`
)
.

96
Application of Fourier series to the rectification of a sinusoidal waveform.
Sketch the function and find the Fourier series for an AC sinusoidal current
passing through a half-wave rectifier.
At the rectifier, the negative half of each cycle is suppressed and the output
function is defined as:
sin 0
0 2
( ) ( 2 )
A x x
i x
f x f x
t
t t
t
< <
= < <
= +

{ }
| | { }
{ }
( ) ( )
0
1
2 2
0
0
0 0
2
0 0
0
0
cos sin
2
1 1 2
( ) d sin d cos cos 1
1 1
( ) cos d sin cos d ( . )
cos 1 cos 1
sin( 1) sin( 1) d 1
2 2 1 1
n n
n
n
a
i a nx b nx
A A A
a f x x A x x x
a f x nx x A x nx x use trig identity
n x n x
A A
n x n x x n
n n
t t
t
t t
t
t
t
t t t t t
t t
t t
=
= + +
= = = = + =
= =
( +
= + = + =
(
+

} }
} }
}
97
( ) ( )
( )( )
{ }
0
, ( 1) ( 1) cos( 1) cos( 1) 1
, ( 1) ( 1) cos( 1) cos( 1) 1
cos 1 cos 1
2 2 2
,
2 1 1 2 1 1 1 1
, 0 0 0 1
2
1,
n
n
for n even n and n odd n n
for n odd n and n even n n
n x n x
A A A
for n even a
n n n n n n
A
for n odd a n
When n
t
t t
t t
t t t
t
+ + = =
+ + = =
( +

= + = =
` (
+ + +
)

= = =
=
( ) { }
1
0 0
0
2
0 0 0
0
2
1
0 0
cos 2
sin( 1) d sin 2 d 0
2 2 2 2
1 1
( ) sin d sin sin d cos( 1) cos 1 d
2
sin( 1) sin( 1)
0 1
2 1 1
1
1, sin sin d sin d
n
A A A x
a n x x x x
A
b f x nx x A x nx x n x n x x
A n x n x
n
n n
A
When n b A x x x x
t
t t
t t t
t
t t
t t t
t t t
t
t t
(
= + = = =
(

= = = +
+
(
= = =
(
+

= = =
} }
} } }
} }
( )
0
0
1
1 cos 2 d
2
sin 2 2 1 1 1
sin cos 2 cos 4 cos 6
2 2 2 2 1 3 3 5 5 7
A
x x x
A x A A A A
x i x x x x
t
t
t
t t t
=
(
= = = + + + +
`
(

)
}
.
98
Parseval's Theorem
Prove that for a periodic function f(x) defined over the interval x=-L to x=L:
{ }
{ }
2
2 2 2
0
1
1 1
( ) d
2
L
n n
L
n
f x x a a b
L
=
= + +
}

Proof:
{ }
{ }
0
1
2
0
1
2
0
( ) cos sin ( )
2
( ) ( ) ( ) cos ( ) sin . . .
2
( ) d ( ) d ( ) cos d ( ) sin
2
n n
n
n n
n
L L L L
n n
L L L L
a n x n x
f x a b multiply both sides by f x
L L
a n x n x
f x f x a f x b f x integrate both sides wr t x
L L
a n x n
f x x f x x a f x x b f x
L
t t
t t
t
=

= + +
`
)

= + +
`
)
= + +
} } } }
1
2
0 0 0
0 0 0
2
d
1
( ) d ( ) d ( ) d
2 2 2
1
( ) cos d ( ) cos d ( ) cos d
1
( ) sin d ( ) sin d ( ) sin
n
L L L
L L L
L L L
n n n n
L L L
L L
n n n
L L
x
x
L
a a La
a f x x f x x La f x x La
L
n x n x n x
a f x x f x x La a f x x La
L L L L
n x n x n x
b f x x f x x Lb b f x
L L L L
t
t t t
t t t
=

`
)
= = = =
= = =
= =
} } }
} } }
} }
{ }
{ }
{ }
{ }
2
2 2
2 2
2 2 2 2
0 0
1 1
d
1
( ) d ( ) d
2 2
L
n
L
L L
n n n n
L L
n n
x Lb
La a
f x x La Lb f x x a b
L

= =
=
= + + = + +
}

} }

99
RMS value of a periodic current/voltage expressed as a Fourier series.
The root mean square value of an alternating current i=f(t) of period T is given
by:
( )
2
2
0
1
d
T
RMS i t
T
=
}
{ }
{ }
{ }
{ }
{ }
0
1
2
2
2 2
0
1
2
2
2 2
0
0
1
( ) cos sin , ( 2 / ). ' :
2
1
( ) d : 0
2
( ) ( )
2
( ) d
2
n n
n
L
n n
L
n
T
n n
n
a
f t a n t b n t T Applying Parseval s theorem
a
f x x a b Note the interval is nowt to t T
L
We also have f t rather than f x
a
f t t a b
T
e e e t
=
= + + =
= + + = =
= + +
}

The left hand side is twice the square of the RMS value of f(t) so:

( )
{ }
2
2
2 2
0
1
1
4 2
n n
n
a
RMS a b
=
= + +

100

Multiplication Theorem.

Prove that for two periodic functions F(x) and f(x) defined over the interval x=-L
to x=L the average value of the product of two functions over a complete period
2L is:

{ } { }
0 0
1
1 1 1
( ) ( ) d
2 4 2
L
n n n n
L
n
F x f x x A a A a B b
L
=
= + +
}

Proof:
( ) ( ) ( )
( ) ( ) ( )
0
1
0
1
0 0
1
0 0
1
( ) cos sin
2
( ) cos sin
2
1
( ) ( ) cos sin
2
1
( ) ( ) cos sin
2
n n
n
n n
n
n n n n
n
n n n n
n
a n x n x
f x a b
L L
A n x n x
F x A B
L L
n x n x
F x f x A a A a B b
L L
n x n x
F x f x A a A a B b
L L
t t
t t
t t
t t
=

= + +
`
)

= + +
`
)

+ = + + + + +
`
)

= + +
`
)

101

Applying Parseval's theorem:

{ } ( ) ( ) ( )
{ }
{ } ( ) ( ) ( )
{ }
{ } ( ) ( ) ( ) { }
{ } ( )
2 2 2 2
0 0
1
2 2 2 2
0 0
1
2
0 0
1
2
0 0
1 1
( ) ( ) d
2
1 1
( ) ( ) d
2
1 1
4 ( ) ( ) d 4 4 4 4
2
1 1
( ) ( ) d
2
L
n n n n
L
n
L
n n n n
L
n
L
n n n n
L
n
L
L
L
F x f x x A a A a B b Subtract one fromthe other
L
F x f x x A a A a B b divide both sides by
L
F x f x x A a
L
+ = + + + + +
= + +
= + +
=
}
}
( ) ( ) { }
{ } ( ) ( ) ( ) { }
1
2
0 0
1
' ( ) ( ). 2 :
1 1 1
( ) ( ) d
2 4 2
n n n n
n
L
n n n n
L
n
A a B b
Note that Parseval s theoremis verified for F x f x Dividing by each side
L
=
+ +
=
= + +
}

102
Complex Fourier Series.

For period 2t
{ }
( )
0
1
2 2 2
0
0 0 0
2 2
0 0
2
0
1
( ) cos sin
2
1 1 1
( ) , ( ) cos , ( ) sin
1
( ) cos ( ) sin
1
( ) cos sin cos sin
n n
n
n n
n n
jnx
f x a a nx b nx
a f x dx a f x nxdx b f x nxdx
a j b f x nxdx j f x nxdx
f x nx j nx dx but nx j nx e
a
t t t
t t
t
t t t
t
t
=
= + +
= = =

+ = +
`

)

= + + =
`

)
} } }
} }
}
2
0
1
( ) , 1, 2, 3
jnx
n n
j b f x e dx n
t
t
+ = =
}
.

103
For period 2L
/
1
( ) , 1, 2, 3
L
jn x L
n n
L
a j b f x e dx n
L
t
+ = =
}
.

For period T
0
2
( ) , ( 2 / )
T
jn t
n n
a j b f x e dx T
T
e
t e + = =
}

104
Calculating the Fourier series:

{ } { }
( )
0 0
1 1
2 2
( ) ( )
0
1
1 1
( ) cos sin cos( ) ,
2 2
cos
,
sin
arctan
cos sin 1
cos
2
cos sin
1 1
( )
2 2
n n
n n n n
n n
n n n
n n n
n
n n n
n
n
j
j j
j
j nx j nx
n
n
f x a a nx b nx a k nx
k a b
a k
b
b k
a
j e
e e
j e
f x a k e e
u
u u
u
| |
|
|
|
|
u u
u
u u

= =

=
= + + = +
= +
=

`
=
=
)
+ =
= +
`
=
)

(
= + +
`

)

0
1
1 1
2 2
n n
j j jnx jnx
n
n
a k e e e e
| |

=

(
= + +
`

)

105
The term corresponding to n=1 is the constant term of the series. Substitute n=0:
0 0
0 0 0 0 0 0
0
1 1 1 1
, 0 , 2
2 2 2 2
1
( ) ,
2
( ) ,
n n
n n n
n
j j j j jnx jnx
n
n n j j j jnx jnx jnx
n n
n n
n n
j jnx
n n n
n
k e e e e n k e e k k a
k k
f x k e e e e k e e
f x C e C k e
| | | |
| | |
|
| |
| |

= =

=
| |
( (
+ = + = = =
|

\ .
=

(
= + =
` `

=
)
)
= =

To determine C
n
, multiply both sides by e
-jmx
and integrate from x=-t to x=t.
| |
( )
( )
( )
( ) ,
( )
cos sin
: ( ) , 2 sin 0
cos sin
, 1
j n m x
jmx jnx jmx j n m x
n n n
n n n
jA
jA jA
jA
j n m x
e
f x e C e e dx C e dx C n m
j n m
A j A e
Let n m A e e j A
A j A e
For n m e dx dx x
t
t t t
t t t
t
t
t t
t
t t
t
t t
t t
t
t t

= = =

(
= = = =
(
+ =
= = =
`
=
)
= = =

} } }
} }
2
1
( ) 2 ( ) , 0, 1, 2,
2
jnx jnx
n n
f x e dx C C f x e dx n
t
t t
t t
t
t
t

=
= = =
} }
.

106
Note that the complex coefficient C
n
, provides both the amplitude k
n
and the
phase |
n
of the n
th
harmonic.
( )
2 2
cos sin , , arctan
n
j
n
n n n n n n n n n n n
n
b
C k e k j a jb k a b
a
|
| | |
= = = + = + =

Period 2L

When the function f(x) of period 2L is defined over the interval L to L

/ /
1
( ) , ( ) 0, 1, 2,
2
L
n x L jn x L
n n
n
L
f x C e C f x e dx n
L
t t
=

= = =
}
.

Period T

For a function f(t) of period T, i.e., e=2t/T, the result is

0
1
( ) , ( ) 0, 1, 2,
T
jn t jn t
n n
n
f t C e C f t e dt n
T
e e
=
= = =
}
.

107
Equivalence between the complex and trigonometric forms.
( ) ( )
( ) ( ) ( )
( )
0 0 0
1 1 1
( ) ( ) cos sin
2 2 2
1 1
( ) cos sin( )
2 2
1 1 1
( ) cos 0 sin0 ( )
2 2 2
jnx
n n n n
n n n n
C f x e dx f x nx j nx dx C a jb
C f x nx j nx dx C a jb
C f x j dx f x dx C a
t t
t t
t
t
t t
t t
t t
t
t t

= = =
= = +
= = =
} }
}
} }

0
1 1
( )
jnx jnx
n n
n n
f x C C e C e

= =
= + +

Making substitutions from above:
( ) ( )
( ) ( )
0
1 1
0
1 1
0
1 1
1 1 1
( )
2 2 2
1
2 2 2
1
cos sin
2
jnx jnx
n n n n
n n
jnx jnx jnx jnx
n n
n n
n n
n n
f x a a jb e a jb e
a jb
a e e e e
a a nx b nx

= =

= =

= =
= + + +
= + +
= + +

108
Examples of deriving complex Fourier series:
Write in complex form the Fourier series of f(x):
0 2 0
( ) 5 0 2
( 4) 2
x
f x x
f x L
< <
= < <
+ =

( )
/
/
2
/ 2
2 2
/ 2 / 2
2 0
0
( )
1
( ) d
2
1 1 1 5 5 1 10
( ) d 5 d 1
4 4 4 / 2 4 / 2 4
1
cos sin ( 1)
1
jn x L
n
n
L
jn x L
n
L
jn x jn
jn x jn x jn
n
jn n
f x C e
C f x e x
L
e e j
C f x e x e x e
jn jn n
for n even
but e n j n
for n odd
t
t
t t
t t t
t
t t t
t t
=
=
( | |
= = = = =
| (

\ .

= = =
`
}
} }
{ } { }
/ 2
2
2 2
0
0
0 0
0
5 5
( 1) 1 ( ) ( 1) 1
2 2
1 1 5 5
0, ( ) d 5d
4 4 4 2
n n jn x
n
n
j j
C f x e
n n
x
For n C f x e x x
t
t t
=
= =
(
= = = = =
(

} }

109
Write in complex form the Fourier series of f(x):
2
( )
( 2 )
x x
f x
f x
t t
t
< <
=

+

2
2
2
( )
1
( ) d
2
1
d ( )
2
1 2
d ( )
2
1 2
2
jnx
n
n
jnx
n
jnx
n
jnx
jnx
jnx jnx
f x C e
C f x e x
C x e x use product rule
e
x xe x use product rule again
jn jn
e e
x x
jn jn jn
t
t
t
t
t
t
t
t
t
t
t
t
t
t
=
=
=

(
| |

= +
` ( |
\ .

)
(
| | | |
= +
( | |

\ . \ .

}
}
}
2
1
d
1 2 1
2
1
cos ( 1) ,
1
jnx
jnx jnx jnx
jn jn n
e x
jn
e e e
x x
jn jn jn jn jn
for n even
but e e n The first a
for n odd
t
t
t
t
t t
t
t
t t
t t
t
t

(

+
`` (

)
)

( (
| | | | (

= + +
`` ( ( | | (

\ . \ .

)
)

= = = =
`
)
}
( )
( ) ( )
2 2 2
1 2 2 2
1 ( ) 1
2
n n
jn jn jnx
n
n
nd third terms are therefore zero
C e e f x e
n n n
t t
t t
t

=

= + = =
`
)

110

Fourier coefficients from jumps at discontinuities
Discontinuous periodic functions represented by polynomials can also be
represented by Fourier series.

1
( 0) f x a =
1
( 0) f x b + =

1 1 1
2 2 2
( 0) ( 0) 0
( 0) ( 0) 0
j f x f x b a b a
j f x f x b a b a
= + = > >
= + = < <

111
Example
1 2 3
1 2 3
2 2
5
2
2
( ) , 3 , 5 , 8
2 2
3
2
( 2 )
x x x
x
x
f x j j j
x
f x
t t
t
t
t
t t
t
t
t
= = =
< <
< <
= = = =
< <

Lets denote with primes jumps of derivatives with the number n of primes
related to the n
th
derivative. For a function in the interval t<x<t with
f(x)=f(x+2t)
112
{ }
0
0
1
1 1
( ) cos sin ( ) ( ) sin
2
1
( ) cos ( ) cos
sin 1
( ) sin ( )
n n n
n
n n
a
f x a nx b nx a f x dx b f x nxdx
a f x nxdx a f x nxdx
nx
f x nxf x dx
nx n
t t
t t
t t
t t
t
t
t
t
t t
t
t
= + + = =
= =
(
'
=
(

} }
} }
}

Because of discontinuities,
1 2
0 1 1
1 2
sin sin sin sin
( ) ( ) ( ) ( )
r
r
x x x
r
x x x
nx nx nx nx
f x f x f x f x
n n n n
t
t

( ( ( (
= + + +
( ( ( (

.

113
| | { }
1
0
1 1 1 1 1 0 0
1 1
( ) sin ( 0) sin ( 0) sin
x
x
f x nx f x nx f x nx
n n
= +

Doing this to all the elements in the series, and re-grouping the elements we get
| | | | { }
| |
| |
| |
| |
1 1 1 1 0 0 1 1 1
1 0 0
2 1 1 1 1
3 2 2 2 2
1 1 1 1
0
( 0) sin ( 0) sin ( 0) sin ( 0) sin
( 0) sin
( 0) ( 0) sin
( 0) ( 0) sin
( 0) ( 0) sin
( 0) sin
: sin sin First
r r r r r
r r r r r
r r r
r
f x nx f x nx f x nx f x nx
f x nx
f x f x nx
f x f x nx
f x f x nx
f x nx
Note nx nx

+ + + +
= +
+
+
+
+
=
.
.
| | { }
1 0 0 1 0
1 1 2 2
and last terms give :
( 0) sin ( 0) sin ( 0) ( 0) sin
sin sin sin ( ) sin
r r r r r r
n r r
f x nx f x nx f x f x nx
n a j nx j nx j nx f x nxdx
t
t
t

+ + = +
'
=
}
.

114
1
1 1
sin ( ) sin
r
n r r
r
a j nx f x nxdx
n n
t
t
t

=
'
=
}

Taking into consideration possible discontinuities in the derivatives of f(x) in the
same points:
1
1
2 3
1 1 1 1
1 1
sin ( ) sin
1 1
( ) sin cos ( ) cos
1 1 1 1
sin cos sin cos
r
n r r
r
r
r r
r
r r r r
n r r r r r r r r
r r r r
a j nx f x nxdx
n n
f x nxdx j nx f x nxdx
n n
a j nx j nx j nx j nx
n n n n
t
t
t t
t t
t
t
=

=
= = = =
'
=
'
' ''
= +

'
'' '''
= + +
`
)
} }

.
.
Similarly:
2 3
1 1 1 1
1 1 1 1
cos sin cos sin
r r r r
n r r r r r r r r
r r r r
b j nx j nx j nx j nx
n n n n t
= = = =

'
'' '''
= + +
`
)

.

115

Example:
1 2
1 2
1 2
0
1 2
0
0
2 , 2
( ) 0 ,
0 , 0
( 2 )
x x x x
x x x x
a x
j a j a
f x a x
j j
f x
t
t
t
t
t
= = = =
= = = =
< <
= =
= < <
' '
= =

The function is odd (only sine terms).
116
{ }
{ }
{ } { }
{ }
1
1 1 2 2
1 1
1
cos
1
cos cos
1
2 cos 0 2 cos
1 2
2 2 ( 1) 1 ( 1)
2 4 1 1
( ) sin 1 ( 1) sin sin sin3 sin5
3 5
r
n r r
r
n n
n
n
n n
b j nx
n
j nx j nx
n
a a n
n
a
a a
n n
a a
f x b nx nx x x x
n
t
t
t
t
t t
t t
=

= =

=
`
)
= +
= =

= = = + + +
`
)

.

117

Example:
1
2
1 2
1 2
2
2
1 2
0
1 2
0
1 2
0
4 , 4
0
( ) 2
( ) 4 0 , 0 , 2
( ) 2
( 2 )
2 , 2
x x
x x
x x x x
x x x x
j j
x x
f x x
f x x j j
f x
f x
j j
t
t
t
t
t
t t
t
= =
= =
= = = =
= = = =
= = +
< <
'
=
' '
= < < = =
''
=
+
'' ''
= =

(Note that higher derivatives are all zero).
118
{ }
| |
0
3 3 2
0
2
0
0
0
2
1 1 1
1 1 2 2 1 1 2 2 1
2
1 1 1 1
( ) ( 4) 4 4 4
3 3 3
1 1 1
sin cos sin
1 1 1 1
sin sin cos cos
n r r r r r r
r r r
x
a f x dx x dx dx x
a j nx j nx j nx
n n n
j nx j nx j nx j nx j
n n n n
t t
t
t t
t
t t
t
t t t t
t
t

= = =

(

= = + = = =
` `
(
)

)

' ''
= +
`
)
' ' ''
= +
} } }

( )
( ) ( )
( )
1 2 2
2
2
2 2
2
1
sin sin
1 1 1 1 2
4sin 0 4 sin 0 cos 0 2 cos 2 sin 0 sin
1 2 2
cos 1
n
nx j nx
n
n n n
n n n n n
n
n n n
t t t t t
t
t
t
t

''
+
`
)

= + + + +
`
)
| || |
= =
| |
\ .\ .

119
( )
( ) ( )
2
1 1 1
1 1 2 2 1 1 2 2 1 1 2 2
2 2
2
2 2
1 1 1
cos sin cos
1 1 1 1 1
cos cos sin sin cos cos
1 1 1 1 1
4cos 0 4 cos 0 sin 0 ( 2 ) sin 2 cos 0 2cos
n r r r r r r
r r r
b j nx j nx j nx
n n n
j nx j nx j nx j nx j nx j nx
n n n n n
n n n
n n n n n
t
t
t t t t t
t
= = =

' ''
=
`
)

' ' '' ''
= +
`
)
= + +

( )
( )
( )
( )
( )
( ) ( )
( )
( )
2
2 2
2 2
2 2
2
2
2 2 2
1 1
1 2 2
4 cos 0 4 cos
1 2 1 2
1 cos 4 4 cos 1 1 4 4 1
2 1 2 2
( ) 2 1 cos 1 1 4 4 1 s
6
n n
n n n
n n
n
n n n
n n
n n n n
f x nx
n n n n
t t
t
t t t t
t t
t
t
t

= =
`
)

| | | |
= + + +
`
| |
\ . \ .
)

| | | |
(
= + + = + +
` `
| |

\ . \ .
) )

| |
(
= + + + +
`
|

\ .
)

in nx

120

Additional examples using Fourier Series
Prove that if
( ) ( )
0 0
1 1
( ) ( ), ( ) cos
2 2
f t F f t t F e e e e e e = + +

Solution:
| |
( ) ( )
0 0
0 0
0 0
1 1
( ) cos ( ) ( )
2 2
1 1
( ) ( )
2 2
1 1
2 2
j t j t
j t j t
f t t f t e f t e
f t e f t e
F
e e
e e
e
e e e e
(
= +
(

( (
= +

= + +

This is also known as the modulation theorem.
121

Prove the frequency domain differentiation theorem.

Solution:
( )
( )
( )
( )
| | | |
0
0
0 0
( )
( )
( ) ( ) ( )
j t
j t
j t j t
F f t e dt
dF
d
f t e dt change order of differentiation and integration
d d
dF
f t e dt jtf t e dt jtf t
d
e
e
e e
e
e
e e
e
e e

=
=
c
= = =
c
}
}
} }

122

Find the Fourier transform of
( ) , ( 0)
a t
f t e a
= >

Solution:
( )
0
0
0 0
( ) ( )
2 2 2 2
, ( 0)
( )
, ( 0)
( )
1 1 2 2
at
at
j t
at j t at j t
a j t a j t
a t
e t
f t
e t
F f t e dt
e e dt e e dt
e dt e dt
a a
e
a j a j a a
e
e e
e e
e
e e e e
+ +

>
=

<
=
+
= +
= + =
+ + + +
}
} }
} }

123

Give an interpretation of the scaling property of the Fourier transform
1
( ) f at F
a a
e
| |
|
\ .

Answer: The function f(at) represents the function f(t) compressed in the time
scale by a factor of a, whereas the Fourier transform F(e/a) represents the
function F(e) expanded in the frequency scale by the same factor a.

Note from previous example that if we set a=-1 in f(at), above,
( ) | | ( )
( ) | |
( ) ( )
( )
( )
1 1
1
( ) ( )
1 1
Proof : By definition ( ) ( ) and
1
( ) ( )
2
2 ( ) change for
2 ( )
j t
j t
j t
j t
f t F F f t F
F f t f t e dt
f t F F e d where symbolizes FFT and symbolizes IFFT
f t F e d t t
f t F e d
e
e
e
e
e
e e
e
e e e
t
t e e
t e e
| |
= =
|

\ .
= =
( = =

=
=
}
}
}
( ) | |
interchanging and 2 ( ) ( )
j t
t f F t e dt F t
e
e t e

= =
} }

124
More generally:

Another example: Find the Fourier transform of:
2 2
1
( ) f t
a t
=
+
.

Solution:

| | ( )
2 2
2 2
2 2
2
( ) ( ) 2
2
2 2 2
1
a t
a a
a
a
f t e apply the symmetry property F t f
a
a
e e divide by a
a t
e
a t a
e e
e
t e
e
t t
t
=
+
=
+
+

f(t)
F(e)
f(-t)
F(-e)
FFT FFT
FFT FFT
IFFT IFFT
IFFT IFFT
| | | | ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) | | ( )
1
1
1
1
( ) ( ) ( )
( ) ( )
FFT f t f t F IFFT F F f t
F f t t F
f t F F f t
F f t f t F
e e e
e e
e e
e e
( ( = = = =

( ( = =

( ( = =

( = =

f(t)
F(e)
f(-t)
F(-e)
FFT FFT
FFT FFT
IFFT IFFT
IFFT IFFT
125
Multidimensional Fourier Transforms

Extensions from single variable to several variables are valid.
For 2 variables:

( )
( )
( )
( )
( )
( )
2
, ( , )
, ( , )
1
( , ) ,
2
j ux y
j ux y
F u f x y
F u f x y e dxdy
f x y F u e dud
u
u
u
u
u u
t

+

+

=
=
} }
} }

| | ( )
| |
If: ( , ) ,
1
( , ) ,
f x y F u
u
f ax by F
ab a b
u
u
=
| |
=
|
\ .

For 3 variables:
( )
( )
( )
( )
( )
( )
3
, , ( , , )
, , ( , , )
1
( , , ) , ,
2
j ux y wz
j ux y wz
F u w f x y z
F u w f x y z e dxdydz
f x y z u w e dud dw
u
u
u
u
u u
t

+ +

+ +

=
=
} } }
} } }

126
Signal Theory

Definition of the probability density function:

The probability that a (continuous) function x is between two points a and b is
expressed as:

All probabilities related to an event add up to one.

The most common probability function is
the Gaussian function (known as normal
distribution)

Where c is the mean and o
2
is the
variance (the square of the standard
deviation)
127
Noise and its properties

128

129

130

131

132

133

134

135

a) Movement of electrons in a crystal and b) corresponding current pulses related
to the movement
136

137

138

139

Typical curve related to a power spectrum of an operational amplifier

140
Power and Energy

141

The instantaneous power in a signal is: P
inst
= f
2
(t)

The associated energy in a small interval t is given from: P
inst
= f
2
(t) t

The total energy over all time is:

The mean power is:

Because signals are usually represented by voltages and currents, the corresponding
units will be mean square volts or mean square amperes and not Watts.
142

Signal types in terms of energy and power:

Transient signals: finite energy, zero mean power, last for finite time

Continuous signals: Finite mean power but infinite energy, last for all time e.g.,
repetitive signals and random noise.

Example 1: A rectangular pulse of height A and width u has instantaneous power:
2
inst
P A =

and energy:
2
E A u =

It has zero mean power.

143
Example 2: Repetitive pulses:

The pulses have finite mean power:

This is a finite mean power signal.

144
The average of a function f(t) over an interval T is:

Variance:

_
_
145

f (t)
146

147

148

149

150

151

152

153

154

155

156

157

158

159

160

161

162

163

164

165

166

167
Back to Fourier series, some reminders:

168

169

170

Note: There is a distinction on the way we define this function if you use the t
factor to multiply x, it is called the normalized sinc function (because its integral
over x is 1), without the t factor it is called the un-normalized expression.

171

172

173

174

175

176
If we let the repetition period T become very large the line spacing 1/T becomes
very small. As T tends to infinity, the spacing tends to zero and we get a continuous
spectrum. This is because f(t) becomes a finite energy signal if T is infinite. Such
signal would have a continuous spectrum.

177

178

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180

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185

186

187

188

189

190

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1

can be found obtaining the

. On the other hand, to find the inverse of the function ) (s F e

and take the inverse of ) (s F , getting ) (t f ; then replace t by c t , getting

. Find the inverse of

= + + . Solving for ) (s Y gives

< < <

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