signal and System notes
signal and System notes
Gibb’s Phenomenon
Properties of PDF:
Property 1:
The CDF can be derived from PDF by integrating it.
i.e.
There will be values of s for which X(s) is finite and there will be
values of s for which X(s) is infinite. The values of ‘s’ for which the
Laplace transform converges(is finite) is called the Region Of
Convergence. (ROC)
The following are the list of properties of the ROC:
ROC of X(s) consists of strips which are parallel to the jo axis.
The ROC does not contain any poles
If x(t) is finite, the ROC is the entire s-plane
If x(t) is right handed then the ROC is R e (s)> alpha max ,
where alpha max is the maximum real part of the poles X(s) In
other words for a causal signal, the ROC is to the right of the
largest pole.
If x(t) is left handed then the ROC is R e (s)< alpha min where
alpha min is the minimum real part of the poles X(s) In other
words, for an anti-causal signal, the ROC is to the left of the
smallest pole.
If x(t) is double sided then the ROC is alpha_{1} < R_{e}(s) <
alpha_{2}
Laplace Fourier
Transform Transform
The Laplace transform The Fourier transform
of a function x(t) can of a function x(t) can
be represented as a be represented by a
continuous sum of continuous sum of
complex exponential exponential functions
damped waves of the of the form of ejωt
form est.
The Laplace transform The Fourier transform
is applied for solving is also applied for
the differential solving the differential
equations that relate equations that relate
the input and output ofthe input and output of
a system. a system.
The Laplace transform Fourier transform
can be used to analyze cannot be used to
unstable systems analyze unstable
systems.
Laplace Transform does Fourier Transform is
not require that the only defined for
function is defined for functions that are
a set of negative real defined for all real
numbers. numbers.
Laplace transform exists for On the other hand, it is
every function with a Fourier not always true that
Transform
every function with a
Laplace Transform has
a Fourier Transformer.
The Laplace transform The Fourier transform
is widely used for is rarely used for
solving differential solving the differential
equations since the equations since the
Laplace transform Fourier transform does
exists even for the not exists for many
signals for which the signals. For example |
Fourier transform does x(t)| as it is not
not exist. absolutely integrable.
The Laplace transform The Fourier transform does
has a convergence not have any convergence
factor.
factor and hence it is
more general.
The Laplace transform The Fourier transform is
of a signal x(t) is equivalent to the Laplace
transform evaluated along
equivalent to the the imaginary axis of the s-
Fourier transform of plane.
the signal x(t)e-σt
2.Time Differentiation
Some processing techniques involve differentiation and
integration of the signal x(t).
This property is applicable if and only if the derivative of x (t)
is Fourier transformable
Let x (t) F X (f) and let the derivative of x(t) be Fourier
transformable. Then, dt F x(t) j2nf X(f)
3.Time Reversal
Statement:
This property states that if
X(t) leftarrow FS a n
Then the time reversed version of x(t) i.e. x(- t) forms a
Fourier series pair with a – n
X (- t) leftrightarrow a -n
Meaning:
The meaning of time reversal is that, the time reversal
applied to C.T. signal results in the time reversal of the
corresponding sequence of Fourier series coefficients.
If x(t) is even, then the Fourier series coefficients will
also be even.
That means, if x(t) = x(- t) then a n =a – n .
4. Linearity
If x₁(t) X₁(f) and x2 (t) F.T. → X₂ (f) represent the Fourier
transform pairs and if a_{1} and a_{2} are constants then
we can write,
[a_{1}*x_{1}(t) + a_{2}*x_{2}(t)] leftrightarrow F.T. [a 1 X 1
(f)+a 2 X 2 (f)] (5.2.1)
5. Time Integration
Statement:
Integration in time domain is equivalent to dividing the Fourier
transform by (j2rf).
i.e. if x(t) ^ (- F) * x(t) and provided that x(0) = 0 then, int – infty
^ t x( lambda)d lambda longrightarrow 1/(j * 2pi*f) * (t)
7. Convolution
Statement:
This property states that the convolution of signals in the
time domain will be transformed into the multiplication of
their Fourier transforms in the frequency domain.
8. Duality or Symmetry
Statement:
F This property states that,
Conditional probability
If the probability of event B depends on whether event A has
occurred or not ,then we define the conditional probability.
Bayes Theorem
CDF
The cumulative distribution function (CDF) of a random variable is
defined as the probability that the random variable X will have
values less than or equal to x i.e. CDF Fx (x) = P (X≤x)
Mean
Variance
Standard Deviation