Useful Formulas

Trig. formulae: For α in radians we have

ejα + e−jα ejα − e−jα

cos α = , sin α = .
2 2j
Energy in signals:
Z ∞ ∞
X
E= |x(t)|2 dt, E= |x[k]|2 .
−∞ k=−∞

Average power in signals:

Z a n
1 2 1 X
P = lim |x(t)| dt, P = lim |x[k]|2 .
a→∞ 2a −a n→∞ 2n + 1
k=−n

Even and odd parts of a signal:

1 1
xe (t) = [x(t) + x(−t)], xo (t) = [x(t) − x(−t)],
2 2
Sifting formulae: For a continuous-time signal x(t) or discrete-time signal x[k] we have
Z ∞ ∞
X
x(t) = x(τ )δ(t − τ )dτ (continuous), x[k] = x[n]δ[k − n] (discrete).
−∞ n=−∞

For a continuous-time signal x(t), for which x(t), x(1) (t), x(2) (t), . . . , x(n) (t), are continuous func-
tions of t, we have Z ∞
(n)
x (t) = x(τ )δ (n) (t − τ )dτ, n = 1, 2, . . .
−∞

Convolution of two signals:

Z ∞ ∞
X
(x1 ∗x2 )(t) = x1 (τ )x2 (t−τ )dτ, (continuous) (x1 ∗x2 )[k] = x1 [n]x2 [k−n], (discrete).
−∞ n=−∞

Output of a linear system: A continuous-time linear time-invariant system with impulse re-
sponse h(t) [a discrete-time linear time-invariant system with impulse response h[k]] and initially
at rest, has response to a continuous-time input x(t) [discrete-time input x[k]] given by

y(t) = (h ∗ x)(t) in continuous-time , y[k] = (h ∗ x)[k] in discrete-time .

Zero-input response: For the linear system

(
Q(D)y(t) = P (D)x(t),
(∗)
y(0−) = α0 , y (1) (0−) = α1 , . . . , y (n−1) (0−) = αn−1 ,

1
with
Q(λ) = (λ − λ1 )m1 (λ − λ2 )m2 . . . (λ − λr )mr ,
the zero-input response is given by
mi
r X
4
X
yzi (t) = ci,j tj−1 eλi t ,
i=1 j=1

where constants ci,j are determined from the initial conditions.

4
Heaviside expansion theorem: Let X(s) = N (s)/D(s) be a coprime rational function such
that deg(N ) < deg(D), and factorize the denominator polynomial D(s) as follows
D(s) = an (s − p1 )m1 (s − p2 )m2 . . . (s − pl )ml .
Then X(s) can be expanded as
l
(m )
X X i
rij 1 dmi −j
X(s) = , where rij = [X(s)(s − pi )mi ]|s=pi ,
i=1 j=1
(s − p i )j (mi − j)! dsmi −j
for i = 1, 2, . . . , l, j = 1, 2, . . . , mi .
Table of Laplace Transforms: For a continuous-time signal x(t), −∞ < t < ∞ define
Z ∞
4
L{x(t)}(s) ≡ X(s) = x(t)e−st dt.
0−

Signal x(t), t ≥ 0 Laplace Transform X(s)

δ(t) 1
δ (n) (t), n = 1, 2, . . . sn
u(t) 1/s
tn , n = 0, 1, 2, . . . n!/sn+1
eαt , α complex 1/(s − α)
tn eαt , α complex n!/(s − α)n+1
n = 0, 1, 2, . . .
sin ωt ω/(s2 + ω 2 )
cos ωt s/(s2 + ω 2 )
eαt sin ωt ω/[(s − α)2 + ω 2 ]
eαt cos ωt (s − α)/[(s − α)2 + ω 2 ]

Main Properties of Laplace Transforms: Suppose signals x(t) and y(t) have Laplace trans-
forms X(s) and Y (s) respectively, and let α be a complex constant. Then:
L x(n) (t) (s) = sn X(s) − sn−1 x(0−) − . . . − sx(n−2) (0−) − x(n−1) (0−).

Z t 
X(s)
L x(τ ) dτ (s) = .
0− s
L eαt x(t) (s) = X(s − α).


L{(x ∗ y)(t)} (s) = X(s)Y (s).

lim x(t) = lim sX(s).
t→∞ s→0
x(0) = lim sX(s).
s→∞

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 4
Frequency Response: Suppose the system (*) is BIBO stable with transfer function H(s) =
P (s)/Q(s). If the input signal x(t) is given by x(t) = A cos(ωt + θ), t ≥ 0, x(t) = 0, t < 0, with
corresponding output y(t) then
lim y(t) = yss (t) where yss (t) = A|H(jω)| cos(ωt + θ + ∠H(jω)).
t→∞

Table of z-Transforms: For a discrete-time signal x[k], −∞ < k < +∞ define

∞
4
X
Z{x[k]}(z) ≡ X(z) = x[k]z −k .
k=0

Signal x[k], k ≥ 0 z-transform X(z)

δ[k] 1
δn [k], n = 1, 2, . . . z −N
u[k] z/(z − 1)
αk , α complex z/(z − α)
(k)n−1 αk−n+1 /(n − 1)! z/(z − α)n
α complex, n = 0, 1, 2, . . .
sin(kωT ) [z sin(ωT )]/[z 2 − 2z cos(ωT ) + 1]
cos(kωT ) [z 2 − z cos(ωT )]/[z 2 − 2z cos(ωT ) + 1]
αk sin(kωT ) [αz sin(ωT )]/[z 2 − 2αz cos(ωT ) + α2 ]
αk cos(kωT ) [z 2 − αz cos(ωT )]/[z 2 − 2αz cos(ωT ) + α2 ]

Main Properties of z-Transforms: Let signals x[k] and y[k] have z-transforms X(z) and Y (z)
respectively, let α be a complex constant, and let N be a positive integer. Then:
Z{x[k + N ]} (z) = z N X(z) − z N x[0] − z N −1 x[1] − . . . − z 2 x[N − 2] − zx[N − 1].
Z{x[k − N ]} (z) = z −N X(z) + x[−N ] + z −1 x[1 − N ] + z −2 x[2 − N ] + . . . + z 1−N x[−1] .

 k z
Z α x[k] (z) = X .
α
Z{x ∗ y} (z) = X(z)Y (z).
lim x[k] = lim(z − 1)X(z).
k→∞ z→1
x[0] = lim X(z).
z→∞
dX(z)
Z{kx[k]} (z) = −z .
dz
Fourier Series: Let x(t) be a periodic signal with a period T > 0. The exponential Fourier series
expansion of x(t) is
∞
1 T
Z
X 2π
x̃(t) = ak e jkω0 t
, where ω0 = , and ak = x(t)e−jkω0 t dt.
k=−∞
T T 0
Parseval Theorem for Fourier Series: Suppose that x(t) is a periodic signal satisfying the
Dirichlet conditions. Then the average power in x(t) is given by
X∞
P = |ak |2 .
k=−∞

3
Fourier Transform Relations: Suppose x(t) is a signal and define
Z ∞ Z ∞
4 −jωt 1
X(jω) = x(t)e dt. Then x(t) = X(jω)ejωt dω,
−∞ 2π −∞
provided the integrals make sense.

Main Properties of Fourier Transforms: Suppose that x(t) and y(t) are signals with Fourier
transforms X(jω) and Y (jω) respectively and let t0 , ω0 and a be real constants. Then:
X(−jω) = X ∗ (jω), when x(t) is real-valued.
−jωt0
F{x(t − t0 )} (jω) = e X(jω).
F ejω0 t x(t)

= X(j(ω − ω0 )).
F x(n) (t) (jω) = (jω)n X(jω),

n = 1, 2, 3, . . .
Z t 
1
F x(τ )dτ (jω) = X(jω) + πX(0)δ(ω).
−∞ jω
 
1 jω
F{x(at)} (jω) = X .
|a| a
F{X(t)} (jω) = 2πx(−ω).
F{x(t) ∗ y(t)} (jω) = X(jω)Y (jω).
1
F{x(t)y(t)} (jω) = (X ∗ Y )(jω).
2π
F{x(−t)} (jω) = X(−jω).
Table of Fourier Transforms:

Signal x(t) Fourier Transform X(jω)

1 2πδ(ω)
δ(t) 1
δ (n) (t), n = 1, 2, . . . (jω)n
u(t) 1/(jω) + πδ(ω)
e−αt u(t), α complex, re(α) > 0, 1/(α + jω)
tn e−αt u(t), α complex, re(α) > 0, n!/(α + jω)n+1
n = 0, 1, 2, . . .
cos ω0 t π[δ(ω − ω0 ) + δ(ω + ω0 )]
sin ω0 t (π/j)[δ(ω − ω0 ) − δ(ω + ω0 )]
ejω0 t 2πδ(ω − ω0 )

Parseval Theorem for Fourier Transforms: Suppose that signal x(t) has Fourier transform
X(jω) and is such that Z ∞
|x(t)|2 dt < ∞.
−∞
Then Z ∞ Z ∞
2 1
|x(t)| dt = |X(jω)|2 dω.
−∞ 2π −∞