Signals
Signals
Signals
TECHNOLOGY
SCHOOL OF ELECTRICAL AND COMPUTER ENGINEERING
UNIT 1 1.Introduction
Characterization, Classification of signals and systems Representation/modelling of
signals and systems
Textbook
[1] Analysis of Signals and Systems, Tesfaye Bayou.
References:
[1] Signals and Linear Systems, R.A. Gabel & Richard A. Roberts
1.1 INTRODUCTION
Anything that carries information can be called a signal. Signals constitute an important part of
our daily life. A Signal is defined as a single- valued function of one or more independent
variables which contain some information. A signal may also be defined as any physical quantity
that varies with time, space or any other independent variable. A signal may be represented in
time domain or frequency domain. Human speech is a familiar example of a signal. Electric
current and voltage are also examples of signals. A signal can be a function of one or more
independent variables. A signal can be a function of time, temperature, position, pressure,
distance etc. If a signal depends on only one independent variable, it is called a one-dimensional
signal, and if a signal depends on two independent variable, it is called a two-dimensional signal.
Discrete-time signals are signals which are defined only at discrete instants of time. For those
signals, the amplitude between the two time instants is just not defined. For discrete time signal
the independent variable is time n, and it is represented by x(n).
There are following four ways of representing discrete-time signals:
1. Graphical representation
2. Functional representation
3. Tabular representation
4. Sequence representation
UNIT II SIGNAL APPROXIMATION USING ORTHOGONAL FUNCTIONS
Vector
A vector contains magnitude and direction. The name of the vector is denoted by bold face type
and their magnitude is denoted by light face type.
Example: V is a vector with magnitude V. Consider two vectors V1 and V2 as shown in the
following diagram. Let the component of V1 along with V2 is given by C12V2. The component of a
vector V1 along with the vector V2 can obtained by taking a perpendicular from the end of V1 to the
vector V2 as shown in diagram:
V1= C12V2 + Ve
But this is not the only way of expressing vector V1 in terms of V2. The alternate possibilities are:
V1=C1V2+Ve1
V2=C2V2+Ve2
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V2 C2V2+Ve2
The error signal is minimum for large component value. If C12=0, then two signals are said to be
orthogonal.
V1 . V2 = V1.V2 cosθ
V1 . V2 =V2.V1
V2
V1 . V2
V2 = C1 2 V2
V1 . V2
⇒ C12 =
V2
Signal
The concept of orthogonality can be applied to signals. Let us consider two signals f1(t) and f2(t).
Similar to vectors, you can approximate f1(t) in terms of f2(t) as
One possible way of minimizing the error is integrating over the interval t1 to t2.
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Signals Analysis
t2
1
∫ [fe (t)]dt
t2 − t1 t1
t2
1
∫ [f1 (t) − C12 f2 (t)]dt
t2 − t1 t1
However, this step also does not reduce the error to appreciable extent. This can be corrected by
taking the square of error function.
1 t2 2
ε = ∫ [fe (t)] dt
t 2 −t 1 t1
1 t2 2
⇒ ∫ [fe (t) − C12 f2 ] dt
t 2 −t 1 t1
Where ε is the mean square value of error signal. The value of C12 which minimizes the error, you
need to calculate
dε
= 0
dC12
d 1 t2 2
⇒ [ ∫ [f1 (t) − C12 f2 (t)] dt] = 0
dC12 t 2 −t 1 t1
1 t2 d d d
2 2 2
⇒ ∫ [ f (t) − 2f1 (t)C12 f2 (t) + f (t)C ]dt = 0
t 2 −t 1 t1 dC12 1 dC12 dC12 2 12
Derivative of the terms which do not have C12 term are zero.
t2 t2
2
⇒ ∫ −2f1 (t)f2 (t)dt + 2C12 ∫ [f (t)]dt = 0
t1 t1 2
t
2
∫ f1 (t)f2 (t)dt
t
2
∫ f1 (t)f2 (t)dt
0=
t
1
t 2
2
∫ f2 (t)dt
t
1
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t2
∫ f1 (t)f2 (t)dt = 0
t1
Consider a vector A at a point (X1, Y1, Z1). Consider three unit vectors (VX, VY, VZ) in the direction of
X, Y, Z axis respectively. Since these unit vectors are mutually orthogonal, it satisfies that
VX . VX = VY . VY = VZ . VZ = 1
VX . VY = VY . VZ = VZ . VX = 0
1 a = b
Va . Vb = {
0 a ≠ b
The vector A can be represented in terms of its components and unit vectors as
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A = X1 VX + Y1 VY + Z1 VZ . . . . . . . . . . . . . . . . (1)
Any vectors in this three dimensional space can be represented in terms of these three unit vectors
only.
If you consider n dimensional space, then any vector A in that space can be represented as
A = X1 VX + Y1 VY + Z1 VZ +. . . +N1 VN . . . . . (2)
= A. V G. . . . . . . . . . . . . . . (3)
= X1 VX VG + Y1 VY VG + Z1 VZ VG +. . . +G1 VG VG . . . +N1 VN VG
= G1 since VG VG = 1
I f VG VG ≠ 1 i.e.VG VG = k
AVG = G1 VG VG = G1 K
(AVG )
G1 =
K
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t2
t2
2
Let ∫ x (t)dt = kk
k
t1
Let a function f(t), it can be approximated with this orthogonal signal space by adding the
components along mutually orthogonal signals i.e.
n
= Σ Cr xr (t)
r=1
n
f (t) = f (t) − Σ Cr xr (t)
r=1
t2 n
1
2
= ∫ [f [t] − ∑ Cr xr (t)] dt
t2 − t2 t1 r=1
The component which minimizes the mean square error can be found by
dε dε dε
= =. . . = = 0
dC1 dC2 dCk
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t2
d 1
n 2
[ ∫ [f (t) − Σ Cr xr (t)] dt] = 0
r=1
dCk t2 − t1 t1
All terms that do not contain Ck is zero. i.e. in summation, r=k term remains and all other terms are
zero.
t2 t2
2
∫ −2f (t)xk (t)dt + 2Ck ∫ [x (t)]dt = 0
k
t1 t1
t2
∫ f (t)xk (t)dt
t1
⇒ Ck =
t2 2
int x (t)dt
t1 k
t2
⇒ ∫ f (t)xk (t)dt = Ck Kk
t1
1 t2 2
ε = ∫ [fe (t)] dt
t 2 −t 1 t1
1 t2 2
n
= ∫ [fe (t) − Σ Cr xr (t)] dt
t 2 −t 1 t1 r=1
1 t2 t2 t2
2 n 2 2 n
= [∫ [fe (t)]dt + Σ Cr ∫ xr (t)dt − 2Σ Cr ∫ xr (t)f (t)dt
t 2 −t 1 t1 r=1 t1 r=1 t1
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1 t2 2 n 2 n 2
ε = [∫ [f (t)]dt + Σ Cr Kr − 2Σ Cr Kr ]
t 2 −t 1 t1 r=1 r=1
1 t2 2 n 2
= [∫ [f (t)]dt − Σ Cr Kr ]
t 2 −t 1 t1 r=1
1 t2 2 2 2 2
∴ ε = [∫ [f (t)]dt + (C K1 + C K2 +. . . +Cn Kn )]
t 2 −t 1 t1 1 2
be orthogonal to each and every function of orthogonal set. This set is incomplete without f(t). It
becomes closed and complete set when f(t) is included.
f(t) can be approximated with this orthogonal set by adding the components along mutually
orthogonal signals i.e.
If the infinite series C1 x1 (t) + C2 x2 (t)+. . . +Cn xn (t) converges to f(t) then mean square error
is zero.
t ∗
2
∫ f1 (t)f2 (t)dt
Where
t
1
C12 = t
2 2
∫ |f2 (t)| dt
t
1
Where f
∗
2
(t) = complex conjugate of f2(t).
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If f1(t) and f2(t) are orthogonal then C12 = 0
t2
∗
∫ f1 (t)f (t)dt
t1 2
= 0
t2 2
∫ |f2 (t)| dt
t1
t2
∗
⇒ ∫ f1 (t)f (dt) = 0
2
t1
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UNIT III FOURIER SERIES REPRESENTATION OF SIGNALS:
UNIT IV SINGULARITY FUNCTIONS
1.0 INTRODUCTION
Singularity functions are discontinuous functions or their derivatives are
discontinuous.
Step Function,
Ramp Function, and
Impulse Function.
The unit step function u(t) is represented as shown in Fig. 1. The unit step
function is used widely in network theory and control theory. It can be seen
that the unit step function has a discontinuity at t = 0 and is continuous for all
other values of t .
It is easy to visualize how u(-t) would be. This function, u(-t) is reflected
version of u(t) and is illustrated in Fig. 2.
Another example using the unit step function is shown in Fig. 3. This
function is called the signum function and it is written as sgn(t).
In a shifted unit step function, defined above equation , the step change
occurs at t = τ, whereas the step change occurs at t = 0 for the unit step
function defined by u(t). It can be seen that the shifted unit step function is
obtained by shifting the unit step function to the right by τ seconds. It is seen
from equation that when t > τ , the argument of the shifted unit step function
is positive and then the function has unit value. When the argument of the
shifted unit step function is negative, the function has zero value. It can be
seen that the argument of the shifted unit step function is negative for t < τ.
Synthesis of a signal
When the two signals shown in Fig. 6 are added, we get the rectangular pulse
shown in Fig. 5. We get
g(t)=u(t)-u(t- τ)
A system may receive a single rectangular pulse, as shown in Fig. 5. If this
pulse repeats itself after a fixed period, then the resulting signal is a square-
wave periodic signal.
RAMP FUNCTION
The ramp function has zero value in the range defined by t < 0. When t > 0,
the ramp function increases linearly with time. The unit-step function and the
ramp function are related. We can define the unit-step function, as the
derivative of the ramp function,. Alternatively, we can state that the ramp
function is the integral of the unit-step function.
dr (t )
u (t )
dt
t t
r (t ) u(t )dt 1.dt t.u(t )
It is possible to shift the ramp function and then reflect it, as shown in Fig. 9.
The ramp function is a signal generated by some electronic circuits. With
additional electronic circuitry, it is possible to generate saw-tooth waveform
displayed in Fig. 10 . Such a signal is used in a cathode-ray oscilloscope
(CRO) as the timing signal. Such a signal is used in a TV also for horizontal
and vertical scanning.
IMPULSE FUNCTION
The unit impulse function, designated δ(t), is also called the Dirac delta
function. Its use in network theory, control theory and signal theory is
widespread and it is important because of its properties and the insight it
offers about the network to which it is applied.
du (t )
(t )
dt
The ideal impulse function is represented by a spike at the origin as shown in
Fig. 11.
Sifting/Sampling Property
Since the impulse function has value only at t = a, the value of f(t)
when t ≠ a is not important. We call this property as the sifting property.
The impulse response is significant since it reveals the nature of the system.
The poles of impulse response are the poles of the system. We can use
convolution integral to obtain the response of a system to any input. To apply
the convolution integral, we make use of the impulse response.
SYNTHESIS OF WAVEFORMS
1 INTRODUCTION
Convolution is a mathematical way of combining two signals to form a third signal. Convolution
is important because it relates the input signal and impulse response of the system to the output
of the system. Correlation is again a mathematical operation that is similar to convolution.
Correlation also uses two signals to form a third signal. It is very widely used in practice,
particularly in communication engineering. Basically, it compares two signals in order to
determine the degree of similarity between them. Radar, Sonar and digital communications uses
correlation of signals very extensively. Correlation may be cross correlation or auto correlation.
When one signal is correlated with itself to form another signal, it is called auto correlation.
2. CONCEPT OF CONVOLUTION
An arbitrary driving function x(t) can be expressed as a continuous sum of impulse functions.
The response y(t) is then given by the continuous sum of responses to various impulse
components. In fact , the convolution integral precisely expresses the response as a continuous
sum of responses to individual impulse components.
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Learning Objectives
2
1
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Definition
Linear Differential Equation - a linear combination of derivatives
of an unknown function and the unknown function. Derivatives
capture how system variables change with time.
Example 8-1 Series RL circuit with a current established initially. What does
current do over time?
i(0) 1 A Write KVL equation around the circuit
+ vr(t) di( t )
v R (t ) i(t ) R v L ( t ) L
dt
i(t) R +
vL (t ) vR (t ) 0
L vL(t)
di( t )
L i( t ) R 0
dt
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d2 d Squared i makes it
Implied function of
i 2 i i2 0 non-linear
time. i=i(t) dt 2
dt
Above is 2nd order, non-linear ODE
When right-hand side (RHS) is 0, equation called homogeneous. Implies no outside stimulation
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No I i(0)= 5 A
source t>0 t=0
10 mH
5A
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i(-0)= 0 A
t=0
10 mH
5A
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d 2
3. x( t ) x( t ) 0
dt
d
L. i( t ) R. i( t ) 0
2 dt
d
v sin ( v ) 0
dt
d
6. v 2. v V m. sin( t )
dt
t
2
d d
4. i 2. i 7. i I o. e 0
d t2 dt
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lesson8et438a.pptx
100sin(t)
-5 3t
-5cos(t+q)
3 -10t
Where
10 0.2t-3
and q are
constants
u(t)
5
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r1(t) Linear y1(t) If input r1(t) gives y1(t) and input r2(t) gives y2(t) then
system total output y1(t)+y2(t)
r2(t) y2(t)
L Henrys
i(t) R Ohms iL(t)
+ v(t) + vL(t)
Defining Equations
Defining Equations
d
v( t ) R i ( t ) v L (t) L i L (t)
dt
1
i( t ) v( t )
R
t
or 1
L 0
i L (t) v L () d i L (0)
1
i(t) G v( t ) Where G
R
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Initial current
at t=0
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t
1
C 0
vC (t) i C () d v C (0)
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When the current or voltage in a circuit element involves two currents or voltages in
the derivative or integral, take the difference of the voltages or currents
Example 8-2: Write mesh equations for the circuit below using the lumped circuit
element representations
0.1 H Loop 1
7
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0.1 H
0.5 H
i2(t) R2
i1(t)
5 10
v(t)
R1 Loop 2
vR1 (t ) vC (t ) vR 2 (t ) 0
t
1
C 0
i 2 () d v C (0)
t
1
5 i 2 (t ) i1 (t ) i 2 () d v C (0) 10 i 2 (t ) 0
0.5 0
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5 i1 ( t ) i 2 ( t ) 0.1
d
Loop 1 i1 ( t ) v( t ) (1)
dt
1/0.5=2
t
Loop 2 5 i 2 ( t ) i1 ( t ) 2 i 2 () d v C (0) 10 i 2 ( t ) 0 (2)
0
Solution techniques: convert all equations into derivatives only. Approximate derivatives
using mathematical methods and calculate approximate derivative values for some small
increment in time. Results are a list of computed points that approximate variable over a
time interval. Graph these points to see system response
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Use rules of circuit analysis and ideal OP AMPs to find the input/output
relationship for the circuit below.
Rules of OP AMPS
1.) No current flows into OP AMP
if 2.) V- = V+
v-
iin
Use nodal analysis at OP AMP inverting node.
v+
Sum currents at inverting input
iin(t)+if(t)=0 so iin(t)=-if(t)
iin(t)=iC(t)
Define ic(t) in terms of voltage Feedback current
d
iC (t) C vC (t) vo (t ) v (t )
dt if (t )
Rf
v C ( t ) v in ( t ) v ( t )
lesson8et438a.pptx
Complete derivation
i in ( t ) i f ( t )
v (t) v (t)
C
d
v in ( t ) v ( t ) o
V+(t)=V-(t)=0
Positive terminal
dt Rf grounded
v (t)
C v in ( t ) o
d
dt Rf
Rf C
d
vin ( t ) v o ( t )
dt
Input Output
Circuit takes derivative of input voltage
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V (Qin Qout ) t 1
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h (Qin Q out )
t A
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Self-Regulating Tank
21
R L A dh R L A g Q R A
h in L
g dt g L R A A g
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Self-Regulating Tank
22
Simplified result
R L A dh R
h Qin L
g dt g
Qin is independent of the liquid height. consider it along with density, area
and flow resistance to be constant
R A R
Let L G L
g g
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Mechanical Models
23
V (Qin Qout ) t
h
A A
Define: t = t1 - t0
h(t) = h(t1) - h(t0)
h (Qin Qout ) h dh
lim
t A t 0 t dt
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Mechanical Models
24
dt dt A Q Qout dt
dh 1
in
t0 t0
t1
h(t1 ) h ( t 0 )
1
Qin Qout dt
t0
A
Note: Right hand side is not a function of t. t
1
It is all a constant and can be taken out of h(t)
1
Qin Qout dt
the integral. A t0
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If Qin is not a constant but changes with time, the formula below models the
response of the tank system
t1
h(t1 ) h ( t 0 )
1
Qin (t ) Qout dt
t0
A Definite integral
t1
from calculus
h(t1 ) Qin ( t ) Q out dt h ( t 0 )
1
t0
A
For pumped tank with constant input and output flows, tank drains linearly with
time based on the difference between the flow rates. Final tank height depends
on the pump flow rate and the time the pump operates.
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Thermal Systems
26
Ta = fluid temperature
Ta Tm = measured temperature
CTm = thermal capacitance of thermometer
Tm
How does measured temperature change with time? Heat
transferred to thermometer depends on T, RT and time
CTm interval
Q
Ta Tm t Incremental conduction heat flow
RT
Definition of thermal Q Q
CTm Tm
capacitance Tm CTm
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Thermal Systems
27
Tm
Ta Tm t
Use definition of CTm from last slide
R T CTm
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Thermal Systems
28
dTm Tm Ta
Move Tm to same side as derivative of Tm
dt R T CTm R T CTm
R T CTm R T CTm
dTm Tm Ta
R T CTm
dt R T CTm R T CTm
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Mechanical Systems
29
Fa FRm ( t ) FI ( t ) FCm ( t ) 0
FCm(t)
Fa
Fa FRm ( t ) FI ( t ) FCm ( t )
FI(t)
Need equation that relates position, x, to time
M Friction force
dx(t)
FRm ( t ) R m v( t ) Remember v(t)
dt
dx(t)
FRm(t) FRm ( t ) R m Viscous friction is proportional
dt
to velocity. Velocity = rate of
change of position
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Spring force
1
FCm ( t ) x ( t ) K x ( t )
Cm
Inertial force
d dx(t) d 2 x(t)
a(t)
FI ( t ) M a ( t ) dt dt dt 2
dv(t) dx(t)
a(t) v(t) d 2 x(t)
dt dt FI ( t ) M a ( t )2
dt
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dx(t) d 2 x(t) 1
Fa R m M x(t)
dt dt 2 Cm
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t1
h(t1 )
1
Qin (t ) Qout dt h(t 0 )
t0
A
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17
UNIT 7
FOURIER TRANSFORMS
AND SAMPLING :
SAMPLING:
UNIT 8
LAPLACE TRANSFORMS
UNIT 9
The z-Transform
X (z) = X (e jω ). (2)
z=e jω
Thus, the DTFT converges if the region of convergence (ROC) for the
z-transform includes the unit circle.
Im
ejω
ω
z-‐Transform
developed
in
the
1Re950s:
−1 ∞ Im
X (z) = ∑ − an z−n = ∑ − a−n zn
n=−∞ n =1
∞
= 1− ∑ ( a −1 z ) n
n =0
1
a Re
= 1− if | a−1 z| < 1
1 − a −1 z
− a −1 z 1 ROC
= = ROC : |z| < | a|
1 − a −1 z 1 − az−1
1
1 1 z z 2z(z − 12 )
X (z) = + = + =
1 − 21 z−1 1 + 13 z−1 z− 1
2 z+ 1
3 (z − 1 1
2 )( z + 3 )
1 1
|z| < |z| >
| 2 {z 3}
ROC: 1 <| z |< 1
3 2
Im
− 31 1
2
Re
n n
Example 5: x [n] = 1
u[n] − −1 u[−n − 1]
2 3
Example 6: x [n] = an , a 6= 0.
x [n] = an u[n] + an u[−n − 1]
ROC = {z : |z| > a} ∩ {z : |z| < a} = ∅
Example 7:
1 A1 A2
X (z) = = 1 −1
+
1 − 21 z−1
1 − 41 z−1 1 − 12 z−1 1 − 4z
1 −1
A1 = 1− z X (z)|z= 1 = −1
4 4
1
A2 = 1 − z−1 X (z)|z= 1 = 2
2 2
1) 2)
− 41 1
2
ROC
n n n n
1 1 1 1
x [n] = 2 − u[n] x [n] = − 2 − u[−n − 1]
2 4 2 4
3)
n n
1 1
x [ n ] = −2 u[−n − 1] − u[n]
2 4
b0 + b1 z−1 + . . . + b M z− M
X (z) = , a0 6 = 0
a 0 + a 1 z −1 + . . . + a N z − N
Example 8:
1 + 2z−1 + z−2
X (z) = M=N=2
1 − 32 z−1 + 21 z−2
A1 A2
= B0 + +
1 −1
1 − 2z 1 − z −1
Example 9:
Z 1
an u[n] ←→
1 − az−1
az−2 az−1
Z d 1
nan u[n] ←→ −z = z =
dz 1 − az−1 (1 − az−1 )2 (1 − az−1 )2
1 1
X (z) = =z
1 − 12 z−1
1 −1
z −1
1− 2z
n +1
1
x [n] = u [ n + 1]
2
4) Time Reversal:
Z 1
x [−n] ←→ X ROC = 1/R
z
Example 12:
n
1 1 1
x [n] = u[n] ↔ X (z) = 1 −1
|z| >
2 1− 2z
2
−2z−1
1 1
x [−n] = 2n u[−n] ↔ X = = |z| < 2
z 1 − 12 z 1 − 2z−1
5) Convolution Property:
Z
x1 [n] ∗ x2 [n] ←→ X1 (z) X2 (z) ROC contains R1 ∩ R2
6) Differentiation in z-domain:
Z dX (z)
nx [n] ←→ −z ROC unchanged
dz
Proof and example on page 4.
7) Initial Value Theorem: If x [n] = 0 for n < 0, then