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Signals and Systems Simon Haykin McMaster University Barry Van Veen University of Wisconsin * A cs Joux WILEY & Sons, INc. w York ~ Chichester - Weinheim & Brisbane @ Singapore ¥ Torontu To Nancy and Kathy, Emily, David, and Jonathan EDITOR Bill Zobrist MARKETING MANAGER Katherine Hepburn SENIOR PRODUCTION MANAGER | Lucille Buortocore SENIOR PRODUCTION EDITOR Monique Calello SENIOR DESIGNER Laura Boucher TEXT DESIGNER Nancy Field COVER DESIGNER Laura Boucher COVER PHOTO Courtesy of NASA ILLUSTRATION EDITOR » Sigrund Malinowski ILLUSTRATION Wellington Studios ‘This book was set in Times Roman by UG division of GGS Information Services and printed and bound by Quebecor Printing, Kingsport. The cover was printed by Phoenix Color Corporation, ‘This hook is printed on acid-free paper. @ ‘The paper in this book was manufactured by a mill whose forest management programs include sustained yield harvesting of its timberlands, Sustained yield harvesting principles ensure that the numbers of crees cut each year does not exceed the amount of new growth, Copyright © 1999, John Wiley & Sons, Inc, All rights reserved. No part of this publication may he reproduced, stored in a retrieval system or transmitted in any form or b any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except as permitted uns Sections 107 or 108 of the 1976 United States Copyright Act, without either the prior written pertnission 0: the Publisher, or authorization through payment of the appropriate per-vopy fee to the Copyright Clearance Center, 222 Rosewood Drive, Danvers, MA 01923, (S08) 750-8400, fax (508) 750-4470. Requests co the Publisher for permission should he addressed to the Permissions Department, John Wiley & Sons, Inc., 605 Third Avenue, New York, NY 10158-0012, (212) 850-6011, fax (212) 850-6008, E-Mails PERMREQ@WILEY.COM. Library of Congress Cataloging-in-Publication Data Haykin, Simon Signais and systems / Simon Haykin, Barry Van Veen. pom. Includes index. ISBN 0-471-13820-7 (cloth ; alk. paper) 1. Signal processing. 2. System analysis. 3. Linear time invariant systems. 4, Telecommunication systems, L. Van Veen, Barry. TL Tice. TKS102.5.H37 1999 621.382'2—de21 97-52090 cP Printed in the United States of America 109876 xviii CONTENTS T, settling time X(z, jw) short-time Fourier transform of x(¢) W, (4) wavelet transform of x(¢) Abbreviations A/D analog-to-digital (converter) AM amplitude modulation BIBO bounded input bounded output CW continuous wave D/A digital-to-analog (converter) dB decibel DOF degree of freedom DSB-SC double sideband-suppressed carrier DTFS discrete-time Fourier series DTET discrete-time Fourier transform FDM __frequency-division multiplexing FFT fast Fourier transform FIR finite-duration impulse response FM frequency modulation FS Fourier series FP Fourier transform Hz hertz IIR infinite-duration impulse response LTI linear time-invariant (system) MRI magnetic resonance image MSE — mean squared error PAM — pulse-amplitude modulation PCM pulse-code modulation PM phase modulation QAM — quadrature-amplitude modulation ROC region of convergence rad radian(s) s second SSB single sideband modulation STFT short-time Fourier transform TDM — time-division multiplexing VSB vestigial sideband modulation WT wavelet transform

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