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Appendix: Solution to Selected Problems
Solutions, Chapter 2
2.1 Since X(O) = I: x(t)dt,
the transforms in Table 2-2 can be used. The functions II(t),sinc(t),A(t) and jinc(t) all have unit area. Jo(27rt) has an area of 1/7r.
2.2 (a) 6(t) = limA_oo AA(At).
(b) 6(t) = limA_oo Ajinc(At).
(c) 6(t) = limA_oo Asinc2(At).
2.3
In each case, the limit of the transform approaches one. For example
A jinc(At) ~ )1- (u/A)2II(~) 2A
---+ 1 as A -+ 00.
Selected solutions
(a) Derivative
(!)nx(t) - 100 X(u) ( !£) n ej21rutdu -00 dt
- I: (j27rut X(u)ej21rutdu.
280 Solutions
(b) Convolution
x(t) * h(t) +---+ i:[i: x(r)h(t - r)dr]e-j21rutdt.
Reverse integration orders and applying the shift theorem gives
x(t) * h(t) +---+ H(u) i: x(t)e-j21rutdt.
( c) Inversion
i: X(v)ej21rvtdv +---+ i:[i: X(v)ej21rvtdv]e-j21rutdu.
Reverse integration order and note
Proof results from sifting property.
(d) Duality
2.4 (a)
(b)
X(t) +---+ i: X(t)ej21r(-u)tdt
= x{-u).
S(t) +---+ i: S(t)e-j21rutdt
=1
by the sifting property of the Dirac delta
IT(t) +---+ 11/2 e-j21rutdt -1/2
_ -1 -.!...e - j21rut 11/2 ~ 7rt j2 -1/2
= sinc{u).
281
(c) Use (2.14) and the convolution property in Table 2.
(d) Use (2.20). The result follows from linearity.
(e) Use (2.15) with v = 1 and apply (2.18).
2.5 (a) g(t) ~ a(t - to) around the neighborhood t = to.
(b)
Since b(t) is nonzero only when e = 0, we conclude
and
b(g(t)) - b(a(t - to)) 1
- ~b(t - to).
g(t) = In(tlb)j to = b g'(t) = lit ~ a = lib
b(ln(tlb)) = M(t - b).
(c) The argument has an infinite number of zero crossmgs:
sin(7rtn) = 0 j tn = 0, ±1, ±2, ....
Since
we have
2.6 (a) From duality
g'(tn) - 7rcos(7rtn )
- (-lt7r
00 1 - 7r nI=oo I an Ib(t - tn)
= comb(t).
sinc(t) ~ IJ(u)
282 Solutions
2.7 (a) (i) Use Parseval's theorem with x(t) = sinc2 (t):
f11 A2(u)du
2 10\1 - u)2du
2/3.
(ii) Same approach, but x(t) = jinc(t):
f: jinc2(t)dt
(iii) Parseval's theorem gives
f11 (1 - u2)du
4/3.
1 11 du 71"2 -1 1 - u 2
00.
(b) Using the power theorem and (2.19) gives
f: sinc(t)jinc(t)dt =
2.8 (a) Use the Poisson Sum Formula:
00
L sinc(t - n)
11/2 VI - u2du
-1/2
J3 71" -+-. 4 6
00 L II( n )ej21rnt
n=-oo n=-oo
1
since II(n) = b[n].
(b) Same result since A(n) = b[n].
(c) Same result since VI - n2II(n/2) = b[n].
283
(d) sinc(at) +---+ IT(u/a)/a. Thus
00
L sinc[a(t-n)] - ! f: IT (~) ej27rnt a n=-oo a n=-oo
where N is the greatest integer not exceeding a/2. Using a geometric series:
~ . [( )] sin[(2N + 1 )7rt] L..J smc a t - n = -::...:-.----:---:-'-~
n=-oo a sm( 7rt)
Part (a) is a special case for a = 1 (N = 0).
00 1 N L sinc[a(t - n)] = -[1 + 2 L cos(27rnt)].
n=-oo a ~1
Part (a) is special case for a = l(N = 0).
(e) Use (2.24) with T = 2
00
L jinc(2n) ! f: VI - (n/2)2IT(n/4) 2 n=-oo n=-oo
(1 + V3)/2.
(f) Use (2.24) with T = 1/4 :
00 00
L jinc2(n/4) = 4 L C{4n) n=-oo n=-oo
where
C(u) - VI - u2 IT{u/2) * VI - u2IT(u/2) C(u)IT(u/4).
Thus: 00
L jinc2(n/4) = 4C(0) n=-oo
284 Solutions
where
C(O) {II (1 - u2 )du
4/3.
(g) The n > 0 and n < 0 terms cancel. The n = 0 term IS zero.
2.9 (a) (ft)sinc(t) = 0 ==> 0 = tan(O);O = 7rt. The nth extrema location, On, can be founded iteratively by On[m] ---+ On as m ---+ 00 with
On[m+l] = n7r+arctan(On[m]) ; n = 0, ±1, ±2, ....
The first few locations and the corresponding extrema are listed in Table A.I.
(b) On ---+ n + 1/2 as n ---+ 00 and
( _l)n sinc( t n ) ---+ ( 1 r
7rn+'2
(To justify, compare plots of 0 and tan( 0) vs. 0).
2.10 The Fourier series is 00
y(t) = a L: sinc(an)ei21rnt/T. n=-oo
Thus 00
y(r/2) = a L: sinc(an) cos(n7ra). n=-oo
Write sinc as sin(7rx)/(7rx) and use a trigonometric identity:
00
y( r /2) = a L: sinc(2an). n=-oo
We evaluate using (2.24) which, for x(t) = sinc(t), can be written
00
a L: sinc(2an) n=-oo
~ f= n(~) 2 n=-oo 2 a
1/2.
285
I n I ()n I sinc( ()n) I 1 4.4934 -0.21723 2 7.7253 0.12837 3 10.9041 -0.09133 4 14.0662 0.07091 5 17.2208 -0.05797 6 20.3713 0.04903 7 23.5194 -0.04248 8 26.6661 0.03747 9 29.8116 -0.03353 10 32.9564 0.03033 11 36.1006 -0.02769 12 39.2444 0.02547
Table A.1: The first few extrema of sinc(t).
2.11 Since the integrand in (2.24) is even
J (27rt) (7r/2)1I 11 1 II = (1 - u2Y-2" cos(27rut) duo (2t)1I v;rr(v +~) -1
Thus we have the transform pair
The entries in Table 2-2 for v = 0 ,1 follow immediately using (2.16).
2.12 With attention to Fig.A.l:
T T t-- t+-ZT(t) = II( T/;) - II( T/;)·
Thus Z ( ) .. (Tu) . (7rut)
T u = - ) SIne 2 sm 2 .
286 Solutions
1
z{t)
(' T/2
-1
T
Figure A.I
t
The Fourier coefficients follow as:
1 en = TZT(n/T)
-j sinc(n/2) sin( 7rn/2).
Thus, since z( t) is real :
00
z(t) = L -jsinc(n/2) sin(7rn/2) ei21fnt/T n=-oo
00 • 27rnt L sinc( n/2) sin( 7rn/2) sm( T)' n=-oo
The truncated series is
N. . . 27rnt ZN(t) = L smc(n/2) sm( 7rn/2) sm( T)'
n=-N
Extrema come from:
o d dtZN(t)
27r N 27rnt - T E sinc(n/2) sin(7rn/2) n cos( T)
n=-N
4 N 27rnt = T L: sin2 ( 7rn/2) cos( T ).
n=-N
2 N n 27rnt o = - L: [1- (-1) ] cos(-) T n=-N T
- ~~ E [1- (_l)n] ei21rnt/T. n=-N
Consider the geometric series:
Thus
N
S = L: an = a-N + a-N +1 + ... + aN. n=-N
Substituting: aN+t - a-(N+t>
S=----,--a1/ 2 _ a-1/ 2
For a = _e-i21rt /T = _ei6
S _ (_l)N cos(N + ~)O urn - cos(0/2) .
For a = ei6
S _ sin(N + ~)O urn - sin(0/2) .
Thus
0= sin(N + !)O _ (_l)N cos(N + !)O sin(0/2) cos(0/2)
or, for N even:
1 tan(N + "2)0 = tan(0/2).
287
288 Solutions
Therefore
or 8 = 27rt = p7r ==> t = pT
T N 2N' The first extrema is at p = 1 corresponding to t = T/2N. Substituting gives
~ sin2( 7rn/2) . ( /N) - n:::N 7rn/2 sm 7rn
_ 2 ~ sin2 (7rn/2) . ( /N) L.J /2 sm 7rn n=l 7rn
2 ~ 1 - (_l)n . ( /N) - - L.J sm 7rn .
7r n=l n
Let 2m + 1 = n
T 4 N/2 • 1I'(2m+1)
( ) "" sm N ZN 2N = -; ~o 2m + 1 .
Define
h(t) = f sin(2m + l)t m=O 2m + 1
AI = N/2
so that T 4
ZN(2N) = -;h(7r/N).
Note that h(O) = O. Now
Thus:
dh(t) dt
N
- L cos(2m + l)t m=O
sin2(M+l)t -
2 sin(t)
h(t) = r sin2(M + l)T dT Jo 2sin(T)
289
and ZN( I...-) = ! r/N sin(N + l)r dr.
2N 7r Jo 2sin(r) Since the interval of integration gets smaller and smaller, sin r ~ r and as N -+ 00
T ZN(-) ~ .i r1r/N sin(N+2}r dr 2N 1r JO 2r
_ 1 r1r+~ sin(e)dt - 1r JO ~ 1,,'
Since Si(7r) = 1.8519370, we conclude that, as N -+ 00,
~ ~ 1 - ~Si(7r)
= 0.1789797.
2.13 (a) ~2 = R~(O) = f~oo S~(u)du. (b) ~2 = Re[O].
Note that (2.28) is a Fourier series with period 1. Thus
~2 = 1r Se(u)du
where integration is over any period.
2.14 These derivations can be found in most any introductory text on stochastic processes.
2.15 Same as 2.14.
2.16 (a) From (2.26)
(b)
R~(r - t) E[~( r) C(t)]* - R~(t - e).
S;(u) i: R~(t) ej21rut dt
i: R~( -r) e-j21rur dr
i: R~(r) e-j21rur dr
S~(u).
290 Solutions
1 1(0,1)1(1,00)1
I~I ! I ~ I Table A.2
2.17 Using the shift theorem
comb(t - 1/2) +-+ comb ( u) e-j1rU
= ,",00 b(u _ n) e- j1rn i..Jn=-oo = L~=-oo( _1)n b(u - n).
Separating the sum into even and odd n completes the problem.
2.18 (a) See Table A.2.
(b) on the interval (0, 1), x( t) has finite area and energy. On the interval (0, 00), the area is infinite and the energy is finite.
( c) A < 00 ===} F < 00. This follows from the proof that the space of 11 sequences is subsumed in 12 [Luenburger: Naylor and Sell]. The converse is not true. Consider
2.19 (a)
x(t) = sinc(Bt).
Clearly, E = 1/ B. However, since
we have the divergent series
n=O odd n otherwise
2 00 1 A = 1 + - L = 00.
7r k=O 2k + 1
I x(t) I = I J~oo X(u) ejhut du I $ J~oo IX(u) I du
=A.
2.20
291
Thus, C = A. Note, then, that x(t) is bounded if X ( u) has finite area.
(b) A counterexample is x( t) = sgn( t).
1 x(t) 12 = 1 J~B X(u) ej27rut du 12
~2BJ~B IX(u)12 du =2BE.
2.21 (a) Yes, because applying Parseval's theorem to the derivative theorem gives
Ep i: 1 x(p)(t) 12 dt
i: 1 (j27ru)P X(u) 12 duo
Since (u/ B)2P < lover the interval 1 u 1 < B,
Ep = (27rB)2P J~B (U/B)2p IX(u) 12 du
~ (27rB)2p J~B 1 X(u) 12 du = (27r B)2p E
where E is the energy of x(t). Also, x(p)(t) is clearly bandlimited.
(c) Yes:
Ix(p)(t) 1 = IJ~B (j27ru)P X(u) ei27rut du 1
~ J~B 127ru IP 1 X(u) 1 du
= (27rB)P J~B lu/BIP IX(u)1 du ~ (27r B)P A
where A is the area of X( u).
292 Solutions
2.22 The series converges absolutely if
S(t) = f: It - ~ 1m I X(m)(T) I < 00.
m=O m.
From the derivative theorem for Fourier transforms,
S(t) = E:=o It:r I I~B (j211"u)m X(u) ei21fut du I :::; E:=o It:r I~B (211"u)2m du]1/2
·[I~B IX(u) 12 du]1/2
where, in the second step, we have used Schwarz's inequality. Since x( t) has finite energy,
E = i: I X(u) 12 du
is finite. Thus
S(t) :::; .j2jj E ,,00 (21fB j-T 12)m L.."m=O m! 2m+l
< . Iij]j E ,,00 (271B 1 t-T Um
V~D L.."m=O m!
= .j2jj E e21fBlt-T I.
This bound is finite for all finite t and T.
2.23 (a) From the derivative theorem
I x(M) (t) 12 I i: (j211"u)M X(u) du 12
< 2(211" )2M E i: u2M du
which, when evaluated, gives (2.39).
(b) Clearly
I x(t + T) - x(t) I - 11t+T X'(~) d~ I
< it+T I X'(~) I d~
< j (211" B)3 E It+T 3 t d~
which, when evaluated, gives (2.40).
293
2.24 Define Ef = i: 1 f(t) 12 dt.
Then, applying Schwarz's inequality to the integral gives
Note that Exercise 2.19 is a special case for the Fourier inversion integral over the interval 1 u 1 $ B.
294 Solutions
Solutions, Chapter 3
3.1 The Fourier dual of the Poisson sum formula is 00 00
2B L X(u - 2nB) = L x(.!:.-) e-j1rn11./B.
n=-oo n=-oo 2B
Since X(u) = X(u) Il(u/2B), we multiply both sides by Il( 2~) and inverse transform. The sampling theorem series results.
3.2 Use the Fourier dual of the Poisson sum formula again: 00 00 L X(u - n) = T L x(nT) e-j21rn11.T.
n=-oo T n=-oo
For B < liT < 2B, the sum on the left will be the overlapping aliased version in Fig.A.2. Note that no spectra overlap the zeroth order spectrum at u = o. Thus
00 n L X(u - T) 111.=0 = X(O) ; B < liT < 2B
n=-oo
and 00 i: x(t) dt = T L x(nT);T < liB.
n=-oo
3.3 If x(t) is bandlimited, so is x(t + 0:). Thus
00 n x(t + 0:) = nI=oo x(2B + 0:) sinc(2Bt - n).
Substitute t - 0: for t and we're done.
3.4 Since (-j21rt)m i--+ 8(m)(t)
we use (3.4) and ask the question:
t m ? 1 sin(21r Bt) f 1r(2B)m n=-oo
(_l)n nm 2Bt - n .
The result is clearly a divergent series for m > 1.
295
2B X(u-2B)
~ 2B X(u)~
------ ----,-
u
Figure A.2
3.5 00
s(t) = L: y(nT) h(t - nT). n=-oo
Thus 00
8(u) = L: y(nT) e-j21fnuT
n=-oo
8( u) is periodic with Fourier coefficients:
l IlT A
y(nT) = T S(u) ej21fnuT duo -lIT
Thus l IlT A
T S(u) du = y(O). -lIT
From the inversion formula:
y(t) = i: Y(u) ej21fut duo
Thus y(O) = i: Y(u) du
and our exercise is complete.
296 Solutions
3.6
3.7 The new signal's spectrum is no longer Hermetian. The signal, therefore, is complex. Although the sampling rate is reduced by a factor of a half, each sample now requires two numbers.
3.8 The resulting low pass kernel is
k(Ujt) = exp(-j21rut) n(2~).
We are thus assured that g( u), the Fourier transform of f(t), is zero outside of the interval I U I :::; B. Since this is the definition of a bandlimited function, the result is of little use. Note that Fourier inversion of (3.23), as we would expect, results in the cardinal series.
297
Solutions, Chapter 4
4.1 (a)
00
y(t; C) - D C2 L x(nT) sinc2 [C(t - nT)] n=-oo
00
y(t; W) - DW2 L x(nT) sinc2 [W(t - nT)] n=-oo
00
x(t) - L x(nT) kr(t - n/2W) n=-oo
where
kr(t) = D [C 2 sinc2 ( Ct) - B2 sinc2(Bt)]
+---+ Kr(u) = D [CA(u/C) - BA(u/B)].
For lu I ~ B,
- D [C{l-~} - B {1- ~}] C B
1 - T ; D=2W(C-B)
and x(t) is recovered.
(b) Here,
and
- D C2 sinc( Ct) u
Kr(u) = K(2B) = D CA(u/C)
Notice, for I u I ~ B,
298 Solutions
4.2 (a) K(2~) = l/(a + j27ru) and
H(2~) = (a + j27ru) II(2~)·
This inverse filter is shown in Fig.A.3.2
(b)
K(~) = 2a 2B a 2 - (j27rU)2
and
U a 1. 2 U H(-) = [- - - (J27ru) ] II(-).
2B 2 2a 2B
The inverse filter is shown in Fig.A.4.
y(t) >
~ __________ ~ ______________ J
H("lB)
Figure A.3
4.3 (b) H(u) = -j sgn(u). Since l/sgn(u) = sgn(u),
J u K(u) = 2B sgn(u) II(2B)
2Note: the LPF should be used first to avoid differentiating discontinuities.
x(t) LPF
and
k(t)
299
y(t)
a '----~2
Figure A.4
. B
JB j sgn( u) [j sin(27rut)] du 2 -B -1 fB B 10 sin(27rut) du
-7r Bt sinc2(Bt).
Thus, if g( t) is the Hilbert transform of f( t) with bandwidth B, then
f(t)=~ f: g(!!....) (-1)ncos(27rBt)-1. 7r n=-oo 2B 2Bt - n
4.5 Doing so gives ~ = S x or
I: {8[n - m] - rsinc(r(n - m))}x(~) ~M 2W
= r I: x( ~) sinc(r(n - m)) nEM 2W
where ~ has elements {gU1) In E M} and
g(nT) = I: {8[n - m] - rsinc(r(n - m))}x( Wn ) ~M 2
can be found from the known data.
300 Solutions
4.6
f(nT) = {~t~)::) , even n o ; odd n, n =f:. ±1
Therefore, for T = 1/2W,
1 4(_1)n/2 . ±1- n g(±T) = -2 L (_ 2) sIne( 2 ).
even n 1r 1 n
Note g(T) = g( -T). Using the + gives
. n - 1 2( -1 )n/2 sIne(-2-) = 1r(1 _ n) ; even n
and
( 2" 1 9 ±T) - (2/1r) L- (1 _ n2)(1 _ n) even n
00 1 (2/1r)2[1 + 2 ];-1 [1 - (2m)2)2
where we have let 2m = n. Numerically,
g(±T) = 1/2.
Now,
[ -1/2 0 1 H = 0 1/2·
Thus f(±T) = 1.
Note: The function these samples were taken from is
f(t) = sine(2Bt - ~) + sine(2Bt + ~).
4.8 The samples are taken from the signal
f( ) - d . () _ eos( 1rt) - sine(t) t - - SIne t - .
dt t
301
Thus 1(0) = O. (Note r = 1/2). Using (4.7) :
x(O) = -2 (_1)n/2 4 ""----'--- - - L ( -1)!!:}!-
even n n 7r odd n
n#O
= 0
since both summands are odd.
4.11 (a) For M = 1 and a = 0, (4.50) becomes
.6.( u) = j27r B.
Equation (4.51) becomes
Thus
_1_ sinc(Bt) sin( 7r Bt) 7rB sin2 (7r Bt)
7r 2 B2t
Equation (4.52) becomes
n2
= 2.. [-( u - B)II( ~ - ~) + (u + B) II( ~ + ~)] B2 B 2 B 2
Thus
1 = B A(u/B).
- sinc2(Bt) sin2(7rBt)
(7rBt)2 .
302 Solutions
(b) The interpolation is
Since kl(pi B) = b[n] and k2(pl B) = 0, the equation reduces to an identity at t = ml B. Differentiate
Clearly:
k~(t) - ~ sinc2(Bt)
2B sinc(Bt) d1(Bt)
and I n
k1( B) = 0
since d1(0) = 0 and sinc(n) is zero everywhere else. Note that
Thus
and
The interpolation therefore also interpolates the derivative samples.
4.12 We have implicitly assumed that C±N = o. If P = 2N + 1 then, in the spectral replication, the Dirac delta at u = NIT would be aliased by the shifted Dirac delta originally at u = -NIT.
303
4.13 We evaluate the Fourier coefficients in (4.70) with the familiar formula
1jT/2 . en = - x( r) eJ27rnr/T dr. T -T/2
Substituting (4.71 ) followed by manipulation completes the problem.
4.14 Since v(t) is real, V(u) is Hermitian. Thus, as illustrated in Fig. A.5, X ( u) has a four fold symmetry. We can, therefore, hetrodyne the center frequency fa (rather than the lower frequency fL to the origin). Let
y(t) x(t) cos(27r fat) v(t) cos2 (27r fat) 1 1 2v(t) + 2v(t) cos(7rfot).
A lowpass filter gives
1 z(t) = 2v(t)
which can be sampled at the Nyquist rate of B.
~ B/2
.A IX(U)
A -f a fa
Figure A.S
u
u
304 Solutions
4.15 Since y(t) > 0 and approaches zero for large 1 t I, no matter how small ~, there exists some value of 1 t 1
above which there will be no more samples. Thus, the number of samples is finite and the signal is not uniquely determined.
4.16 Clearly
k(n) = sinc(n/2) cos[1l"(2N + 1)n/2].
Except for n = 0, sinc( n/2) is zero for even n. The cosine term is always zero for odd n. Therefore, (4.23) is satisfied.
4.17 Real Nth order polynomials.
4.18 We wish to compute the interpolation function corresponding to a p • The Lagrangian kernel in (4.82) can be partitioned as
where t - (mTN + a p )
ap(t) = II m#O a p - (mTN + a p )
is due to sample locations located distances mT from a p and the contribution due to the remaining terms IS
Using the product formula for sin(z) (Section 4.8),
ap(t) = sinc[2BN(t - a p)].
After factoring out the zero term, the m product in bp ( t) can be written as
305
Expressing both products as sincs and simplifying reveals the resulting interpolation function to be identical to that in (4.47).
4.19 No. Lagrangian interpolation would result in the conventional cardinal series. Recall that Lagrangian interpolation results in an interpolation where only the sample value contributes to the interpolation at that point. Equation(4.2), on the other hand, usually has every sample value contributing to the sample at t = m/2W.
4.20 We write (4.2) as
x(t) = rx(0)sinc(2Bt)+r L x(n/2B) sinc(2Bt-rn). n=ji:O
Substitute (4.9) and simplify. The same result can be obtained by filtering (4.10).
4.22 The matrix to solve is (for ~ < u < B )
S2(U) = - j27ru j27r(u _ 2B) [Sl(U)] 2B[ 1 1
S3( u) 3 (j27ru)2 [j27r( U - 21)F
x [ F(:~u~B) ]. F(u _ 4~)
Using the third order Vandermonde determinant
and Cramer's rule, we have
F(u) = 1 3 3 2B 4B - (-) [(u - -)(u - -)51(u) 2 2B 3 3
+j(2.-)( 3B )2(u-B)52(u) 27r 2
1 3)3 () B -(-)(- 53 U • - < u < B 87r2 2B '3
306 Solutions
2B F(u- -)
3
4B F(u- -)
3
To construct F( u), we evaluate the equation
Solving gives
and
With a bit of work we inverse Fourier transform to the interpolation functions in (4.57).
307
Solutions, Chapter 5
5.1 The explanation is unreasonable because the noise level on a bandlimited signal could, in the limit, be reduced to zero. The resolution is that any physical continuous noise has a finite correlation length. Thus, as the samples are taken closer and closer, the noise eventually must become correlated and the white noise assumption is violated. For continuous white noise, all noise samples are uncorrelated. But the noise level is infinite.
5.3 '112 = Co.
5.4 Consider a power spectral density that is nonzero only over the interval B < I u I < W. Interpolating and filtering would yield a zero NINV.
5.6 Clearly
From (5.73) and Parseval's theorem,
100 1 1B -00 k2(t) dt = (2W)2 -B I <T>o(u) 1-2du.
The case ofy(t) can be obtained by k(t) = r sinc(2Bt). Since
r2 i: sinc2(2Bt) dt - (2~)2 i: du
We conclude that Ez ~ Ey •
5.7 Clearly
2~ :5 i: k2(t) dt,
7J(t) = x(t) - x(t) i- o.
308 Solutions
5.8 The power spectral density of the noise follows from the transform of (5.6);
_ 22" 1 ~ cos(7rnu/W) ~ Sll(u) - 2W, e [(2W,)2 +2 ~ n2 + (2W,)2] I1(2W)'
Since [Gradsteyn & Ryzhik #1.445.2]
~ cos( kx) = !!.- cosh a( 7r - x) __ 1_ L...J ; 0 < x ::; 27r, k=l k2 + a2 2a sinh( a7r) 2a2
we conclude that
Substituting into (5.9) and evaluating gives
sinh(27r, B) coth(27r, W)
sinh(27rr, W) coth(27r, W).
A semilog plot of the NINV is shown in Figure A.6 as a function of ,W for various values of r.
5.9 By deleting every other sample, the sampling rate parameter becomes 2r. The NINV for a single sample is r/(l - r). Since
2r < r/(l - r) ; r < 1/2,
we conclude that (4.9) yields a smaller NINV.
5.10 Since x(t) is bandlimited, it is analytic. Thus, it's Taylor series expanded about any given point converges everywhere. We choose an interval for which x(t) is identically zero. The resulting Taylor series, however, converges to x(t) = 0 everywhere.
> z Z
309
-yW 10.1 '----'-----'----'------'------''----'-----'---"'----'------'
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Figure A.6
310 Solutions
Figure A.7
Solutions, Chapter 6
6.15 (a) The minimum raster sampling rate occurs when sampling with parallel lines with a slope of 9/5 (or -9/5 ). The resulting minimum sampling rate is equal to the shortest distance between two parallel sides of the parallelogram which can be shown, after a bit of work, to be l/T = 2V56.
(b) Use horizontal lines at a sampling interval T = 1/2.
(c) Sample with lines of unit slope separated by T = 1 intervals. Corresponding spectral replications are shown in Figure A. 7 .
Solutions, Chapter 7
7.1
9c(t) = f(t)[l - Tl-a(tIT)]
00
1 - Tl-a(tIT) = L en e-j27rnt/T
n=-oo
c,. = { ~C; ~ a) .ine[(! - a)n]
The bn coefficients are solutions of
M
n=O n#O
L bm Cn-m = 6[n] ; Inl ~ M. m=-M
And:
m=-M
7.2 (a)
f(t) = 2~ [100 F(u) e-j27rut dU] .
311
If f(t) is bandlimited, the upper integration limit is B.
(b) From the Figure:
F(u) = Co G1(u) 2- Cl G(u - liT). CO - C-l Cl
(c)
312 Solutions
Co cos(rrBt) - C1 cos[rr(B--t)t] cos(rrBt)
g(t)
Co sin (rrBt) - c1 sin[rr(B--t)t] sin (rrBt)
Figure A.8: Restoration of first order aliased data from the shift method illustrated in Fig. 7.27, using Hermetian symmetry. The filters are unity for I u I < B /2 and zero elsewhere.
7.3
-Cl cos 7r(B - ~) tn * BsincBt] cos 7r Bt
+ (2 2 ) [{g(t) [co sin7rBt Co - C-ICI
-Cl sin 7r(B - ~) tn * BsincBt] sin 7r Bt.
(d) See Figure A.S
00
2B sinc[2B(t - r)] = L an tPn(t) n=O
where
an 2B i: sinc[2B(t - r)] tPn(r) dr
- tPn(t).
Thus: 00
2B sinc[2B(t - r)] = L tPn(t)tPn(r). n=O
313
7.4 (a) From the power theorem:
i: sinc(2Bt - n) sinc(2Bt - m) dt
= J [~e-i1rnu/B II(..!:..)] [~e-i1rmu/B II(..!:..)] I
2B 2B 2B 2B 1
= 2B 6[n - m].
(b) Clearly:
f(t) 00 n - E f( -B) sinc(2Bt - n)
-00 2
Multiply both sides by tPn(t) and integrate. Using (7.30) and (4.47) gives:
(c) Here, multiply by sinc(2Bt - m) and integrate
Both are well-posed.
7.5 (a)
i: tPn(t) tPm(t) dt T
- 2B i: tPn(t) J tPm(r) sinc[2B(t - r)] dr dt 2
2B i: tPm(r) i~ tPn(t) sinc[2B(t - r)] dt dr 2
- An i: tPn(r) tPm(r) dr
- An h[n - m].
314 Solutions
(b) Let
Where in the second step we have substituted t = Tu/2B. From which (7.33) follows.
7.6 The ambiguity is removed by (7.30) which requires each PSWF to have unit energy.
7.7 (a)
i: 1 f(t) 12 dt _ f: an f: am 100 1 ~n(t) 12 dt n=O m=O -00
00
- La;. n=O
(b)
7.8
x(t) t
- x(t) II(T) 00
- L bn ~n(t) n=O
y(t) - x(t) * 2B sinc(2Bt)
- i: x( T) sinc[2B( t - T)] dT
- f: bn J ~n(T) sinc[(2B(t - T)] dT n=O
00
- L bn An ~n(t). n=O
315
From (4.20), the energies of x and yare
00
Ex = L An I bn 12 n=O
and
n=O n=O We wish to maximize Ey subject to Ex = 1. Since Ao is the largest eigenvalue, we choose bn = A8[n] and
x(t) = tPo(t) II(~)/Fo. The output has energy Ey = Ao.
7.9 The results are the same as for extrapolation except that, An becomes (1- An) and (1- D T ) replaces D T •
Thus, instead of (7.52), we have:
7.10
00
fN(t) = 9i(t) + DT L an(1- A~)tPN(t) n=O
as with the extrapolation case, the validity of this equation can be proven by induction. Convergence again follows due to (7.53).
00
ge(t) L 9n ei21rnt/T n=O 00
L an tPn(t) ; It 1< T/2. n=O
(a) Multiplying both sides by tPm(t) and integrate over I t I < T /2 :
316 Solutions
or, using (7.36):
The restoration is ill-posed due to the 1/.;r: coefficient.
(b) Using the top equation, multiply both sides by ej21rnt/T and integrate over I t I < T /2:
00 1:.
Tgm = L an i~ tPm(t) ej21rnt/T dt. n=O 2
Again, using (7.36)
The result is well-posed.
7.12 (a) All bandlimited signals are analytic. The only function that can be identically zero over any interval is zero everywhere (Taylor series).
(b) The first two iterations are shown in Figure A.9.
7.13 (a) Instead of (7.42), we have
where the nonlinear half wave rectifier operator is defined by
R h(t) = h(t) Jl[h(t)].
1 - D T
Figure A.9
(b) Here we know Se(u) 2:: O. Since
BB = F-1 DB F
our altered algorithm could be:
317
This is the so-called minimum negativity constraint proposed by Howard. Both are special cases of alternated projections onto convex sets [Stark], [Youla and WebbJ,[Cheung, Marks, and AtlasJ.
7.14 (a) Let h(t) have finite energy. Then BB h(t) = f(t) is bandlimited and can be written as
00
f(t) = L an 1/Jn(t). n=O
(Note that maximum energy occurs when h(t) is chosen to be bandlimited.) Thus,
II H II = sup II Hf(t) II IIf(t)lI=l
318 Solutions
7.15
IIHII = sup II (l-DT)f(t) II IIf(t)ll=l
where f(t) is bandlimited. Now
00
(1 - DT)f(t) = L: an (1- DT) 1/Jn(t) n=O
and
n=O
where we have used (5.41). Since, from Exercise 7.7a,
n=O we choose aoo = 1 (since >'00 = 0) and II H 11= 1.
(b) Same as above, except
II H 11= sup II DT f(t) II . IIf(t)lI=l
Since 00
II DT f(t) 112= L: >'n I an 12 ,
n=O we choose I an I = 1 since >'0 is max and II H II = 0\0 < 1.
XN(O) - I: X N( u)du
- T I: i: {XN_l(0)8(t) 00
+ L: x(nT) 8(t - 'Tn e-j27rut dt du n=O
319
T Joo [XN-l(O) f: x(nT) e-i27rnut]du -00 n=O
00
rXN_l(O) + r L x(nT) sinc(rn) n=O
where r = 2BT. Letting N ~ 00 gives
00
xoo(O) = rxoo(O) + r L x(nT) sinc(rn). n=O
Solving for xoo(O) therefore results in (4.9). Note also that XN(t) ~ x(t).
Index
Abel transform 42 absolutely convergent series
30,88 aliasing 37,71, 72, 139, 187,
196,216,220,231,236, 237,240,243,245,271
analytic functions 9, 50, 88, 308, 316
autocorrelation 23-25,52,112-114,116,138-141,143, 148,157,164,242-244, 274
bandlimited signals 41, 107, 136,153,225,255,268: 316
bandpass signals 92, 93, 96-98, 107, 108, 127
bandwidth 1, 8, 13, 33, 35, 37,42,51,55,58,64, 81, 84, 92, 97, 104, 110,111,117,118,157, 217,229,257,262,271, 273, 299
Bessel functions 16, 83, 177 Black, H.S. 2, 5 Borel, E. 2 bounded signals 8, 29 Bracewell, R. 9, 17, 18, 31,
42,56,113,165,177, 223
bunched samples 68, 76
cardinal series 1-3, 5, 13, 33, 34,38,40,41,44,47, 49-52, 54, 57-59, 61, 63-66,82,89,100,103, 108,111-113,119,128, 145,146,153,155,157, 158,164,271,296,305
characteristic function 147, 150 circular 176, 177, 188,200,
201,204,209,215,216, 220
comb function 21 complete 12, 108, 255, 256,
260 condition number 127 continuous sampling 225, 260,
271 convolution 10, 35, 37, 42,
49, 83, 84, 229, 238, 281
correlation 42, 116 cydostationary processes 163
decimation 203, 204, 210-213, 215, 222
derivative kernel 82, 84, 87, 88, 136
DeSantis, P. 260, 266, 276 Dirac delta 15, 16, 35, 37,
50,51,181,237,240, 280, 302
doublet 51
entire functions 3, 227 Euler 20, 92 expected value 22, 112, 146,
149, 198 extrapolation 225-228, 244,
245,254,257,259-262, 265,266,268,270,274, 315
finite energy signals 30, 107 Fourier series 3, 11-13, 21,
24, 27, 28, 35, 38-41, 130, 176-178, 181,182~ 184,220,229,243,256, 273, 284, 289
Fourier transform 9-11, 13, 14,26,229,240,242, 256,262,276,292,296, 306
Gamma function 16, 242 Gaussian 20, 151 geometric series 92,115,143,
264, 274, 283, 287 Gibb's phenonema 27,28,41 Gori, F. 260, 260, 276
Hamming, R.W. 76, 136, 165 Hankel 42, 177, 219 heterodyne 93, 107, 303 hermetian 24, 55, 92, 296 Higgins, J .R. 2, 5 Hilbert 42, 44, 48, 49, 68, 95,
100, 104, 105, 299
Index 321
Hilbert space 268, 269 Howard, S.J. 276, 317
ill posed 65, 68,129-132,135, 163,228,245,260,270
implicit sampling 107 incomplete cosine 82 incomplete sine 82 induction 267, 315 interlaced sampling 68, 76,
130, 132, 135 interpolation function 41, 57,
63,64,66,69,76-78, 80,81,89,90,92,100, 105-107,119,123,131, 132, 195, 211, 306
interpolation noise level 57, 87,113,115,116,136, 141,143,163,220,243, 245
interval interpolation 225, 245, 254,260,262,264,273, 274,277
jinc function 17, 26, 279 jitter 111,145-149,151,152,
163
Kotel'nikov, V.A. 1,3, 5 Kramer, H.P. 1, 5, 57, 102,
108 Kramer's generalization 13,
57, 102, 108 Kronecker delta 12, 15, 197
322 Index
Lagrangian interpolation 57, 100, 107, 304, 305
Laplace transform 18, 44, 45, 47
Linden, D.A. 68, 78, 80, 109 lost sample restoration 58-63,
105,109,118-121,123-129,164,165,195-201, 203, 221, 274
low passed kernels 43, 44,47, 48
LPK - see low passed kernels
mean square 11, 12, 39, 40, 52,157,158,160-162, 256
Mellin transform 42 Middleton, D. 5, 167, 192,
223 mInImUm mean square error
156-161 minimum negativity constraint
317 modulation 5, 168, 182 mth-Iet 54
NINV 118,120,121,126-129, 136,138,141,142,150, 163,164,221,241,244-249, 307, 308
noise level 22, 24, 25,82,114, 115,120,121,124-127, 130,135,137,138-140, 163,198-201,203,239, 240,243-245,270,307
Nyquist 3, 5, 37, 42, 43, 50, 54,67-69,76, 77, 80, 93,105,114,118,125, 129,130,135,163,187, 188,190,191-193,195, 199,200,202-204,208, 211-213,216,222,244, 258, 303
optical images 200, 211 orthogonal 12, 13, 102, 197,
254, 256, 257, 268 orthonormal 12, 13, 103, 108,
255 oversampling 59, 60, 63, 65,
81,82,105,107,113, 117,135,199,274,275
Papoulis, A. 5, 6, 9, 22, 57, 68, 69, 70, 106, 129, 145,153,158,163,215, 227, 260, 266, 277
Papoulis-Gerchberg algorithm 260
Parseval's theorem 21,49,131, 153,273,282,291,307
Pask, C. 227, 277 period cell 179 periodic signals 7, 9, 16 periodic continuous sampling
228 periodicity 178-180,204-207,
210, 211, 221, 222 Peterson, D.P. 167, 192 PGA - see Papoulis-Gerchberg
algorithm
piecewise 41-43, 67 Poisson sum formula 21, 54,
65, 71, 92, 130, 137, 149, 282, 294
Pollak, R.O. 254, 277 power spectral density 23-25,
114,115,137,160,243, 307, 308
prediction 226, 228, 262 probability 146,147,149,153 prolate spheroidal wave func-
tions 254-260, 266, 272, 273
PSWF - see prolate spheroidal wave functions
raster sampling 216, 217,222 rectangle function 13, 155, 188,
201, 209, 220 recurrent nonuniform sampling
57, 77, 101, 107 regularize 270 rotation 171, 174, 182 rotation matrix 175
sample and hold 66, 67 sampling density 55,186,191-
193,200,203,204,211-213, 215, 216
sampling matrix 191, 196,204, 220
sampling rate 1, 37, 51, 96, 97,107,111,114,118, 138,139,141,161,163, 211,216,217,230,296, 308
Index 323
sampling rate parameter 58, 101, 127
Schwarz's inequality 29, 30, 39, 156, 292, 293
separable functions 169, 170 separability theorem 169, 182 Shannon, C.E. 1, 3, 68, 78,
110, 129 Shannon number 50, 258 Shannon sampling theorem
1,2, 167, 184 signal level 23 signal-to-noise ratio 160, 162,
258 sinc function 13, 14, 227 sine integral 135 Slepian, D. 2, 6, 254, 277 stationary processes 23, 117,
130, 200, 220, 239 subcell 205-210, 213-216 super resolution 225
Taylor series 8, 30, 80, 81, 88,144,227,228,308, 316
time-bandwidth product 50, 258
Toeplitz 232 trapezoidal integration 41-45,
47, 48 triangle function 26, 139-141,
220, 221, 240 trigonometric polynomial 88,
90,163,232,236-238 truncation error 50, 61, 64,
153, 156, 164
324 Index
uniform 3, 13, 40, 41, 145, 151,159,162,163,185, 200
unit doublet (see doublet) unit step function 17, 45
Vandermonde determinant 76~ 105, 305
Von Neumann's alternating projection theorem 270
Walsh functions 13, 108 well-posed 135, 272-273 Whittaker, E.M. and J.M. 3,
6 Whittaker-Shannon Sampling
Theorem 1 Whittaker-Shannon-Kotel'nikov
Kramer sampling theorem 1
wide sense stationarity 23, 24, 52,111,137,148,157, 163
Youla, D.C. 266,268-270,278, 317
Zemanian, A.H. 51, 56