Special Functions of Signal Processing

Special Functions of Signal Processing
Dr. Mark Andrews Department of Electrical and Computer Engineering The University of Auckland 2012
There are certain mathematical functions that occur frequently in signal processing and it is important that you are familiar with their behaviour and can manipulate them with some mathematical dexterity.
Unit Step Function (Heaviside Unit Step Function1)

The unit step function ( ) is defined as ( ) {
and is particularly useful for controlling where other functions or signals are zero or non-zero. This is frequently achieved by multiplying the step function by some other signal. For example, ( ) ( ) ( ) represents a sinusoid that is zero for .
Facts
1. 2. 3. ( ) ( ( ) ) ( ( ) ( ) )
Delta Function (Dirac Delta Function2)

The delta function ( ) is usually defined via a limiting procedure. One of many such limits is ( ) ( )
Note that ( ) becomes infinitely narrow and infinitely high and yet the area beneath it is finite (and equal to unity). Some authors also define the delta function as simply ( ) {
but this definition should never be used in polite company. The delta function is used to represent a quantity that is infinitely compressed or concentrated in one precise location. It is an incredibly useful mathematical abstraction but doesnt correspond to any real signal or phenomenon.
Named after Oliver Heaviside, an English electrical engineer who gave us the Laplace transform method for analysing electrical networks. He also pioneered the use of fractional derivativessomething thats never really taken off in electrical engineering methodology. The Heaviside unit step function is also known as just the step function or the unit step. 2 Named after Paul Dirac, an English electrical engineer who turned to physics and ultimately won a Nobel prize for, amongst other things, correctly describing the behaviour of the electron when moving relativistically. An all-round smart guy. The Dirac delta function is also known as the impulse function.
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Dr. Mark Andrews 2012
Facts
1. 2. 3. 4. 5. 6. ( ) ( ) ( ) ( ) ( ) ( ( ) ( ( ) ) ) { ( ) ( ) [ ] ( ) ( )
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Unit Pulse Function

Pulses of finite duration are extremely common in signal processing and we could define them something like this ( ) or more succinctly as ( ) ( ) ( ) { [ ]
But even this gets tiresome when youve written it a thousand times. The unit pulse function ( ) is defined as3 ( ) {
Other pulses are derived from this using translation and scaling of ( ). For example, returning to the previous example, we can write ( ) because ( ) { { ( )
Note that the pulse symbol should not be confused with the product symbol. The product symbol is written in a larger font than the pulse function and it should be clear from the context which symbol is implied.
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Sinc Function
The sinc (pronounced sink) function is defined as4 ( ) Note that ( ) ).
( ) has zeros at all of the integers (except
Facts
1. 2. ( ) ( ) for , .
Gaussian
The Gaussian function is one of the most important and widely used functions in signal processing. A Gaussian is any translated and scaled version of the function ( ) ( )
The Gaussian occurs frequently in probability and its most general (univariate) form is ( ) where is the mean and ( ( ) )
is the standard deviation of the Gaussian distribution.
Area Under a Gaussian

The integral of a Gaussian is a non-trivial thing to compute but there are a few tricks one can use. ( ). Here is one way to compute the total area under Put so ( ) ( ( ( )) ( ) and ) ( ) [ ) ( ) so that [ ). Thus5 ) ( ) ( )
Convert from rectangular to polar coordinates via . Then

4
and (
( ) ( ) and obviously the zeros are now at multiples of . This is not so Some authors define convenient for signal processing and communications work. Stay alert to alternative definitions when reading other peoples work. 5 To compute ( ) put ( ), then ( ) and the rest is easy. Alternatively you could substitute and bend it into a Gamma function.
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and finally
Facts
1. 3. 4. ( ( ( ( ) ) ) ) ( ( ) ( ))
Error Function
( ) was made possible by some clever thinking. The The total area under the function area under an arbitrary region of the curve is simply not possible to evaluate in terms of the elementary functions with which we are familiar. The error function was invented to solve this problem and is defined as: ( ) ( )
Example Use
Given a Gaussian random variable ( )? with ( ) and ( ) , what is the probability
Starting with the definition in terms of the PDF ( ) ( )
we need to bend the integrand so that it resembles the integrand in the error function. Put , then and [

] so that
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(
( )
(
( )
) }
( )
( )
Facts
1. 2. 3. ( ) ( ( ) ) ( )
Gamma Function
The Gamma function is the simplest of the higher mathematical functions and one way to define it is via the integral ( ) ( )
) It generalises the notion of the factorial and in fact ( for . Many integrals (especially those involving Gaussians over infinite or semi-infinite intervals) can be converted to a form containing a Gamma function and it is this feature that makes it so useful.
Example Use
Given a Gaussian random variable The moment is ( and clearly ( ) ) we have ) [ ( ( ( ) ( ) with ( ) and ( ) , what is the moment ( )?
for odd . For even ( ) [ )
Put
then
and (
). Thus ) ) ( ( ) )
( ) ( ) ( )
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In summary
Facts
1. 2. 3. 4. 5. ( ) ( ) ( ) ( ( ) ( ) ) for
Problems
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. Use LHpitals rule to show that Use the Taylor series expansion for Use the result Show that ( ) ( ) ( ) to show that to show that
( ) ( ( ) ) .
( ) is an odd function. ( ( ) ) to show that ( ) .
Use the result Show that ( )
by direct integration. by arguing that the integral diverges at the lower limit. ( ) ( . ( ) (where may not necessarily ).
Demonstrate that ( )
Use integration by parts to show that ( ) Use induction to show that (

( )
for
Show that the Laplace transform of the signal ( ) be an integer) is ( )
. What is the simplified form when ). ). ( ) ( ).
is an integer?
11. 12. 13.
Sketch ( Sketch (
), ( ), ( ),
), ( (
Show that ( )
( ) where
Hint: You need to show three things: (1) that tends to zero as and (3) the area under
( ) , (2) the width of ( ) tends to 1 as .
( )
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14.
Prove that (
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( ).
Hint: Use a rectangular pulse to approximate ( ), and examine what happens when you substitute . Draw a diagram and use it to guide your maths.
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Special Functions of Signal Processing

Unit Step Function (Heaviside Unit Step Function1)

Delta Function (Dirac Delta Function2)