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Tutorial 0 - Mathematical Foundations (Presentation)

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Tutorial 0 - Mathematical Foundations (Presentation)

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sebas sanchez
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Introduction Complex numbers Series

Signals and Systems I: Tutorials


0th Tutorial: Mathematical Foundations

Sergio Andrés Dorado-Rojas


Electrical Engineer
M.Eng. Student - Industrial Automation (Research)
[email protected]

Universidad Nacional de Colombia - Sede Bogotá


Faculty of Engineering
Departament of Electrical and Electronics Engineering

February 2018

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Contents

1 Introduction
2 Complex numbers
The complex number
The complex plane and complex 3 Series
representations Brief definition of series
Angles-modulo Important results of series
Euler’s formula
Operation with complex
numbers

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Introduction

Signals and Systems I

Prerequisites:
I Differential equations (i.e., Math knowledge).
I Electric circuits I / Basic electronics (i.e., basic Physics knowledge - dynamic systems).
Signals, systems and control syllabus @ UN (undergraduate):
I SyS I: time-domain descriptions of signals and systems, fundamental transforms, basic
applications.
I SyS II / Dynamic Systems: advanced filter theory and realization, linear systems and
feedback theory.
I Control: linear control theory (classical), state-space control design.

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

The complex number

Consider the polynomial equation of degree 2

x2 − 4 = 0 ⇔ x2 = 4
that clearly has solutions x = ±2

Consider next the equation:


x 2 + 4 = 0 ⇔ x 2 = −4
If x is required to be a real number, then the equation has no solution.

Such an equation can be solved only through the introduction of the imaginary
unit or the imaginary operator


S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

The imaginary unit

Imaginary unit or operator


The imaginary unit or operator is defined as

j := −1 (1)
such that
j 2 = −1 j 3 = j 2 j = −j j 4 = j 2 j 2 = 1 and so forth

Engineers use j to represent the imaginary unit. Mathematicians (and
physicists) use i. Therefore we use j in this course.


S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Imaginary and complex numbers

Let a and b be real numbers:


Imaginary number
Product of a real number and the imaginary operator:
ja and jb

Complex number
Sum of a real number and an imaginary number:
a + jb and b + ja

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Notation for complex numbers

A complex number is represented either by:

I Boldface type (computers):


A = a + jb
I Bar (handwritten material):
Ā = a + jb


For this course we will adopt the handwritten material convention for complex
numbers (in both handwriting and computer typing).


S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Real and imaginary parts

A complex number Ā = a + jb is described as having a real component or real part


and an imaginary component or imaginary part:
 
Re Ā = a Im Ā = b (2)

I By definition, the imaginary component is a real number.

I All real numbers may be regarded as complex numbers having imaginary parts
equal to zero:
R∈C

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Complex plane

A real number can be represented by a point on a real number line.


Since any complex number is completely characterized by a pair of real
numbers, we need two real number lines, perpendicular to each other, to represent a
complex number.

Complex plane or Argand diagram


Plane on which any complex number can be represented as a single point, or a vector
on this complex plane.

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Complex representation: rectangular form


jIm jIm

Ā = a + jb Ā = a + jb
jb jb

a Re a Re

Figure: Point representation of a Figure: Vector representation of a


complex number Ā = a + jb. complex number Ā = a + jb
The complex plane is analogous to the plane used to represent vectors in R2

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Complex representation: polar form


As happens with vectors in R2 , complex vectors can be specified by its length r and its angle or phase
θ in what is known as polar representation (r ∠θ )

jIm
Magnitude of a complex number Ā = (rA ∠α)
The length cannot be negative (r ≥ 0)
Hence r is called magnitude instead of
amplitude. α >0
Re
Phase B̄ = (rB ∠β ) β <0
Measured from the positive real axis with
the following convention:

θ > 0 → measured counterclockwise


θ < 0 → measured clockwise Figure: Polar representation of complex
numbers on the complex plane.
S. A. Dorado-Rojas Mathematical Foundations
Introduction Complex numbers Series

Complex representation: form equivalence


A complex number in rectangular form
jIm Ā = a + jb can be converted to polar form
thanks:
Ā = a + jb = (r ∠θ )
jb = j(r sin θ )
r 2 = a2 + b 2
Im{Ā} (3)
θ θ = tan−1 ( ba ) = tan−1 ( )
Re{Ā}
a = r cos θ Re

Given a complex number in polar form


Ā = (r ∠θ ), to convert it to rectangular
form: 
a = Re Ā = r cos θ
(4)
b = Im Ā = r sin θ
Figure: Form equivalence.
Engineering notation requires the angles to be expressed in degrees. However, all
mathematical expression involving angles must use radians.

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Complex representation: example

Example 0.1
Express the complex number −3 + j2 in polar form and plot it on the complex plane

p q
r= a2 + b 2 = (−3)2 + (2)2 = 3.6

b 2
θ = tan−1 ( ) = tan−1 ( ) = −33.69◦
a −3
Thus the polar representation is:

(r ∠θ ) = (3.6∠ − 33.69◦ )

Is this correct?

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Complex representation: example


jIm
−3 + j2 What happened? ):
The actual vector is (3.6∠146◦ ). The
calculator computation yields an
inadequate result because
Re
−2 2
tan−1 ( ) = tan−1 ( )
3 −3
(3.6∠ − 33.69◦ )
and each angle corresponds to two
different complex numbers.
Figure: Example 0.1
In transforming a complex number from rectangular to polar form, it is always a good
practice to physically or, at least, mentally plot the complex number on a complex
plane.

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Angles-modulo

jIm

Vector Ā has angle θ1 = +315◦ and


θ1 = 315◦ θ2 = −45◦

θ2 = −45◦ Re
Then,θ1 = 315◦ and θ2 = −45◦ are
the same angle
The concept of modulo helps to

make the discussion precise

Figure: Angles-modulo.

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Angles-modulo

Definition: equal angles


Two angles θ1 and θ2 are considered the same angle if they differ by 360◦ or its integer
multiple, or, equivalently, their difference can be divided by 360◦ wholly:
θ1 = θ2 (mod 360◦ )
(5)
θ1 − θ2 = k × 360◦ for some integer k

Exercise 0.1
Are the angles +56◦ and −304◦ the same angle?
θ1 − θ2 = 56◦ − (−304◦ ) = 360◦ = (1)(360◦ )
More generally:
56◦ = 416◦ = 776◦ = · · · = −304◦ = −664◦ (mod 360◦ )

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Principal range of angles


Because an angle will repeat itself every 360◦ , we may say that the angle is periodic with
period 360◦
In order to have a unique representation of an angle, we must restrict the
representation to a segment of 360◦
I Any segment of 360◦ will do
I The one from −180◦ to 180◦ will be the most convenient
Principal range of angles
The segment (−180◦ , 180◦ ] is called the principal range of angles. All angles are
required to lie inside the principal range:
−180◦ < θ ◦ ≤ 180◦ (degrees)
−π < θ ≤ π (radians)

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Euler’s formula and trigonometric functions

By applying the symmetry properties of the fundamental trigonometric functions to the


Euler’s formula
sin (−θ ) = − sin θ
cos (−θ ) = cos θ
we get the negative-angle or conjugate form:
e −jθ = cos θ − j sin θ
and after combining this result with the Euler’s formula, we obtain the exponential
expression for the sine and cosine functions:

e jθ + e −jθ e jθ − e −jθ
cos θ = sin θ =
2 2j

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Euler’s formula and exponential representation


Euler’s formula enables one to represent complex numbers in an alternative form: the exponential
representation

Ā = a + jb = (r ∠θ ) = re jθ
|{z}
| {z } | {z }
rectangular form polar form exponential representation

Note that the exponential representation is closely related to the polar form:

r = a2 + b 2  
−1 b
 −1 Im{Ā}
θ = tan a = tan Re{Ā}
r cos θ = a r sin θ = b
As far as possible, we will use:
I Polar representation: with engineering notation (angle in degrees).
I Exponential representation: with mathematical notation (angle in radians as an
irrational number: fraction of π)
S. A. Dorado-Rojas Mathematical Foundations
Introduction Complex numbers Series

Exercise 0.2

Exercise 0.2
Express -3 in polar form


−3 = −3e j0 =? (−3∠0◦ )
The last expression is not properly expressed in polar form because we require r ≥ 0!
Thereby, a correct polar expression for this negative number is:

−3 = (3∠180◦ ) = 3e j180 = 3e jπ

The argument of a negative number seen as a complex number is 180◦ or π


radians.

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Basic operations with complex numbers

Operations with complex numbers


Let Ā = a + jb = (A∠α) and B̄ = c + jd = (B∠β ) be two complex numbers:
Equality:
   
Re Ā = Re B̄ and Im Ā = Im B̄
Ā = B̄ ⇔
a = c and b = d
Addition and substraction:
       
Ā ± B̄ = Re Ā ± Re B̄ + j Im Ā ± Im B̄ = (a ± c) + j(b ± d)

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Complex conjugate
Definition
Let Ā = a + jb be a complex number. Then
jIm
Ā∗ is known as the complex conjugate of Ā:

Ā∗ = a − jb (6) jb

The imaginary parts of a complex number


and its conjugate have opposite signs θ
a Re
In the complex plane, Ā∗
is the image of Ā −θ
on the other side of the real axis
The complex conjugate of a number in
−jb
exponential or polar form is taken by Ā∗
reversing the sign of the angle
Figure: A complex number and its


(a + jb) = a − jb
 Rectangular form
∗ jθ
Ā = (re ) = re∗ −jθ Exponential form conjugate.
(r ∠θ )∗ = (r ∠ − θ ) Polar form


S. A. Dorado-Rojas Mathematical Foundations
Introduction Complex numbers Series

Properties of complex conjugates


Properties of complex conjugates
Let Ā = a + jb be a complex number, then:
1. Ā + Ā∗ = 2Re Ā = 2a


2. Ā − Ā∗ = j2Im Ā = j2b




Ā+Ā∗ Ā−Ā∗
3. Ā = 2 + 2
4. ĀĀ∗ = a2 + b 2 = A2 = |Ā|2
5. (Ā ± B̄)∗ = Ā∗ ± B̄ ∗
6. (ĀB̄)∗ = Ā∗ B̄ ∗

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Basic operations with complex numbers


Basic operations with complex numbers
Multiplication:
ĀB̄ = (Ae jα )(Be jβ ) = ABe j(α+β )

Quotient:

Ā ĀB̄ ∗ ĀB̄ ∗
= =
B̄ B̄ B̄ ∗ B2
This operation is simplified in exponential form:
Ā Ae jα A
= jβ
= e j(α−β )
B̄ Be B

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Basic operations with complex numbers

Basic operations with complex numbers


Powers: powers are straightforward to compute in exponential/polar form. Let n ≥ 0:
I Positive powers:
A¯n = An e jnα = An (cos nα + j sin nα)
I Negative powers (Ā 6= 0):

1 1
Ā−n = A−n e −jnα = = n
An e jnα A (cos nα + j sin nα)

I Fractional powers (roots):


1 α √ α
Ā1/n = A n e j n =
n
Ae j n

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Sequences
Limit of a sequence
A sequence an has the limit L and we
Sequences write
A sequence an is a list of numbers lim an = L
written in a definite order n→∞

if for every ε > 0, there is a


an = {an }∞ = a1 , a2 , . . . , an , . . . corresponding integer N > 0 such
n=0
that
if n > N ⇒ |an − L| < ε

If limn→∞ an exists, we say that the sequence converges. Otherwise, we say that the
sequence diverges.

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Series

Series
If we add the terms of an infinite sequence an we get an expression called an infinite
series

∑ an = a1 + a2 + · · · + an + . . .
n=1

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Series

Partial sums
Given a series ∑∞
n=1 an we denote its nth partial sum as

n
sn = ∑ ai = a1 + a2 + · · · + an
i=1

If the sequence is convergent, and limn→∞ sn = s exists as a real number, then the series
is called convergent and we write
n
∑ ai = s→∞
lim sn = s
i=1

and the number s is called the sum of the series.

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Important results of series

Important results of series


I Taylor’s expansion centered at a:

f (n) (a)
f (x) = ∑ (x − a)n
n=0 n!

I Maclaurin series

f (n) (0) n
f (x) = ∑ n! x
n=0

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Series

Important results of series

Important results of series


I Geometric series

a
∑ ar n = 1 − r |r | < 1
n=0

S. A. Dorado-Rojas Mathematical Foundations

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