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This page intentionally left blank
SIGNALS
&
SYSTEMS
PRENTICE HALL SIGNAL PROCESSING SERIES

Alan V. Oppenheim, Series Editor

ANDREWS & HUNT Digital Image Restoration

BRACEWELL Two Dimensional Imaging
BRIGHAM The Fast Fourier Transform and Its Applications
BuRDIC Underwater Acoustic System Analysis 2/E
CASTLEMAN Digital Image Processing
CoHEN Time-Frequency Analysis
CROCHIERE & RABINER Multirate Digital Signal Processing
DuDGEON & MERSEREAU Multidimensional Digital Signal Processing
HAYKIN Advances in Spectrum Analysis and Array Processing. Vols. I, II & III
HAYKIN, Eo. Array Signal Processing
JoHNSON & DuDGEON Array Signal Processing
KAY Fundamentals of Statistical Signal Processing
KAY Modern Spectral Estimation
KINO Acoustic Waves: Devices, Imaging, and Analog Signal Processing
LIM Two-Dimensional Signal and Image Processing
LIM, Eo. Speech Enhancement
LIM & OPPENHEIM, Eos. Advanced Topics in Signal Processing
MARPLE Digital Spectral Analysis with Applications
MccLELLAN & RADER Number Theory in Digital Signal Processing
MENDEL Lessons in Estimation Theory for Signal Processing Communications and Control 2/E
NIKIAS & PETROPULU Higher Order Spectra Analysis
OPPENHEIM & NAWAB Symbolic and Knowledge-Based Signal Processing
OPPENHEIM & WILLSKY, WITH NAWAB Signals and Systems, 2/E
OPPENHEIM & ScHAFER Digital Signal Processing
OPPENHEIM & ScHAFER Discrete-Time Signal Processing
0RFANIDIS Signal Processing
PHILLIPS & NAGLE Digital Control Systems Analysis and Design, 3/E
PICINBONO Random Signals and Systems
RABINER & GoLD Theory and Applications of Digital Signal Processing
RABINER & SCHAFER Digital Processing of Speech Signals
RABINER & JuANG Fundamentals of Speech Recognition
RoBINSON & TREITEL Geophysical Signal Analysis
STEARNS & DAVID Signal Processing Algorithms in Fortran and C
STEARNS & DAVID Signal Processing Algorithms in MATIAB
TEKALP Digital Video Processing
THERRIEN Discrete Random Signals and Statistical Signal Processing
TRIBOLET Seismic Applications of Homomorphic Signal Processing
VETTERLI & KovACEVIC Wavelets and Subband Coding
VIADYANATHAN Multirate Systems and Filter Banks
WIDROW & STEARNS Adaptive Signal Processing
 SECOND EDITION

SIGNALS
&
SYSTEMS
ALAN V. OPPENHEIM
ALAN S. WILLSKY
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
WITH

S. HAMID NAWAB
BOSTON UNIVERSITY

PRENTICE HALL
UPPER SADDLE RIVER, NEW JERSEY 07458
Library of Congress Cataloging-in-Publication Data

Oppenheim, Alan V.
Signals and systems / Alan V. Oppenheim, Alan S. Willsky, with
S. Hamid Nawab. - 2nd ed.
p. cm. - Prentice-Hall signal processing series
Includes bibliographical references and index.
ISBN 0-13-814757-4
l. System analysis. 2. Signal theory (Telecommunication)
I. Willsky, Alan S. II. Nawab, Syed Hamid. III. Title.
IV. Series
QA402.063 1996
621.382'23–dc20 96-19945
CIP

Acquisitions editor: Tom Robbins

Production service: TKM Productions
Editorial/production supervision: Sharyn Vitrano
Copy editor: Brian Baker
Interior and cover design: Patrice Van Acker
Art director: Amy Rosen
Managing editor: Bayani Mendoza DeLeon
Editor-in-Chief: Marcia Horton
Director of production and manufacturing: David W. Riccardi
Manufacturing buyer: Donna Sullivan
Editorial assistant: Phyllis Morgan

© 1997 by Alan V. Oppenheim and Alan S. Willsky

© 1983 by Alan V. Oppenheim, Alan S. Willsky, and Ian T. Young
Published by Prentice-Hall, Inc.
Simon & Schuster / A Viacom Company
Upper Saddle River, New Jersey 07458

Printed in the United States of America

10 9 8 7 6 5 4

ISBN 0-13–814757–4
Prentice-Hall International (UK) Limited, London
Prentice-Hall of Australia Pty. Limited, Sydney
Prentice-Hall Canada Inc., Toronto
Prentice-Hall Hispanoamericana, S.A., Mexico
Prentice-Hall of India Private Limited, New Delhi
Prentice-Hall of Japan, Inc., Tokyo
Simon & Schuster Asia Pte. Ltd., Singapore
Editora Prentice-Hall do Brasil, Ltda., Rio de Janeiro
To Phyllis, Jason, and Justine

To Susanna, Lydia, and Kate

 CONTENTS
PREFACE XVII
ACKNOWLEDGEMENTS XXV
FOREWORD XXVII

1 SIGNALS AND SYSTEMS 1

1.0 Introduction 1
1.1 Continuous-Time and Discrete-Time Signals 1
1.1.1 Examples and Mathematical Representation 1
1.1.2 Signal Energy and Power 5
1.2 Transformations of the Independent Variable 7
1.2.1 Examples of Transformations of the Independent Variable 8
1.2.2 Periodic Signals 11
1.2.3 Even and Odd Signals 13
1.3 Exponential and Sinusoidal Signals 14
1.3.1 Continuous-Time Complex Exponential and Sinusoidal Signals 15
1.3.2 Discrete-Time Complex Exponential and Sinusoidal Signals 21
1.3.3 Periodicity Properties of Discrete-Time Complex Exponentials 25
1.4 The Unit Impulse and Unit Step Functions 30
1.4.1 The Discrete-Time Unit Impulse and Unit Step Sequences 30
1.4.2 The Continuous-Time Unit Step and Unit Impulse Functions 32
1.5 Continuous-Time and Discrete-Time Systems 38
1.5.1 Simple Examples of Systems 39
1.5.2 Interconnections of Systems 41
1.6 Basic System Properties 44
1.6.1 Systems with and without Memory 44
1.6.2 Invertibility and Inverse Systems 45
1.6.3 Causality 46
1.6.4 Stability 48
1.6.5 Time Invariance 50
1.6.6 Linearity 53
1.7 Summary 56
Problems 57

2 LINEAR TIME-INVARIANT SYSTEMS 74

2.0 Introduction 74
2.1 Discrete-Time LTI Systems: The Convolution Sum 75
vii
 viii Contents

2.1.1 The Representation of Discrete-Time Signals in Terms

of Impulses 75
2.1.2 The Discrete-Time Unit Impulse Response and the Convolution-Sum
Representation of LTI Systems 77
2.2 Continuous-Time LTI Systems: The Convolution Integral 90
2.2.1 The Representation of Continuous-Time Signals in Terms
of Impulses 90
2.2.2 The Continuous-Time Unit Impulse Response and the Convolution
Integral Representation of LTI Systems 94
2.3 Properties of Linear Time-Invariant Systems 103
2.3.1 The Commutative Property 104
2.3.2 The Distributive Property 104
2.3.3 The Associative Property 107
2.3.4 LTI Systems with and without Memory 108
2.3.5 Invertibility of LTI Systems 109
2.3.6 Causality for LTI Systems 112
2.3.7 Stability for LTI Systems 113
2.3.8 The Unit Step Response of an LTI System 115
2.4 Causal LTI Systems Described by Differential and Difference
Equations 116
2.4.1 Linear Constant -Coefficient Differential Equations 117
2.4.2 Linear Constant-Coefficient Difference Equations 121
2.4.3 Block Diagram Representations of First-Order Systems Described
by Differential and Difference Equations 124
2.5 Singularity Functions 127
2.5.1 The Unit Impulse as an Idealized Short Pulse 128
2.5.2 Defining the Unit Impulse through Convolution 131
2.5.3 Unit Doublets and Other Singularity Functions 132
2.6 Summary 137
Problems 137

3 FOURIER SERIES REPRESENTATION OF

PERIODIC SIGNALS 177
3.0 Introduction 177
3.1 A Historical Perspective 178
3.2 The Response of LTI Systems to Complex Exponentials 182
3.3 Fourier Series Representation of Continuous-Time
Periodic Signals 186
3.3.1 Linear Combinations of Harmonically Related Complex
Exponentials 186
3.3.2 Determination of the Fourier Series Representation
of a Continuous-Time Periodic Signal 190
3.4 Convergence of the Fourier Series 195
3.5 Properties of Continuous-Time Fourier Series 202
3.5.1 Linearity 202
 Contents ix

3.5.2 Time Shifting 202

3.5.3 Time Reversal 203
3.5.4 Time Scaling 204
3.5.5 Multiplication 204
3.5.6 Conjugation and Conjugate Symmetry 204
Parseval's Relation for Continuous-Time Periodic Signals
3.5.7
205
3.5.8 Summary of Properties of the Continuous-Time Fourier Series 205
3.5.9 Examples 205
3.6 Fourier Series Representation of Discrete-Time
Periodic Signal 211
3.6.1 Linear Combinations of Harmonically Related Complex
Exponentials 211
3.6.2 Determination of the Fourier Series Representation of a
Periodic Signal 212
3.7 Properties of Discrete-Time Fourier Series 221
3.7.1 Multiplication 222
3.7.2 First Difference 222
3.7.3 Parseval's Relation for Discrete-Time Periodic Signals 223
3.7.4 Examples 223
3.8 Fourier Series and LTI Systems 226
3.9 Filtering 231
3.9.1 Frequency-Shaping Filters 232
3.9.2 Frequency-Selective Filters 236
3.10 Examples of Continuous-Time Filters Described by
Differential Equations 239
3.10.1 A Simple RC Lowpass Filter 239
3.10.2 A Simple RC Highpass Filter 241
3.11 Examples of Discrete-Time Filters Described by
Difference Equations 244
3.11.1 First-Order Recursive Discrete-Time Filters 244
3.11.2 Nonrecursive Discrete-Time Filters 245
3.12 Summary 249
Problems 250

4 THE CONTINUOUS-TIME FOURIER TRANSFORM 284

4.0 Introduction 284
4.1 Representation of Aperiodic Signals: The Continuous-Time
Fourier Transform 285
4.1.1 Development of the Fourier Transform Representation
of an Aperiodic Signal 285
4.1.2 Convergence of Fourier Transforms 289
4.1.3 Examples of Continuous-Time Fourier Transforms 290
4.2 The Fourier Transform for Periodic Signals 296
4.3 Properties of the Continuous-Time Fourier Transform 300
4.3.1 Linearity 301
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