Lecture 1: Review of Geometric Series,

Convolution, and Integration

Yajing Liu

Colorado State University, Fort Collins, CO, USA

yajing.liu@colostate.edu

September 14, 2017

Yajing Liu Math Foundation Lecture Series 1 / 21

Geometric Series

Geometric Series are series of the form

∞
X
a + ar + ar2 + · · · + arn−1 + · · · = arn−1 ,
n=1

where a and r are fixed real numbers and a 6= 0. This series can be also
∞
arn .
P
written as
n=0
The ratio r can be positive, as in
1 1 1
1+ + + · · · + ( )n−1 + · · · , a = 1, r = 1/2,
2 4 2
or negative as in
1 1 1 1
1− + − · · · + (− )n + · · · , a = 1, r = − .
3 9 3 3

Yajing Liu Math Foundation Lecture Series 2 / 21

If r = 1, the nth partial sum of the geometric series is

Sn = a + a(1) + a(1)2 + · · · + a(1)n−1 = na,

and the series diverges because limn→∞ Sn = ±∞, depending on the

sign of a. If r = −1, the series diverges because nth partial sums
alternate between a and 0.

If r 6= 1, we can determine the convergence or divergence of the series in

the following way:

Sn = a + ar + ar2 + · · · + arn−1

rSn = ar + ar2 + ar3 + · · · + arn

Sn − rSn = a − arn
a(1 − rn )
Sn = . (r 6= 1)
1−r

Yajing Liu Math Foundation Lecture Series 3 / 21

 a
If |r| < 1, then rn → 0 as n → ∞ and Sn → 1−r . If |r| > 1, then
|rn | → ∞ and the series diverges.

Theorem
If |r| < 1, the geometric series a + ar + ar2 + · · · + arn−1 + · · ·
converges to a/(1 − r):
∞
X a
arn−1 = , |r| < 1.
n=1
1−r

If |r| ≥ 1, the series diverges.

Example 1: The geometric series with a = 1/9 and r = 1/3 is

∞
1 1 1 X 1 1 n−1 1/9 1
+ + + ··· = ( ) = = .
9 27 81 n=1
9 3 1 − (1/3) 6

Yajing Liu Math Foundation Lecture Series 4 / 21

Example 2: The series
∞
X (−1)n 5 5 5 5
n
=5− + − + ···
n=0
4 4 16 64

is a geometric seris with a = 5 and r = − 14 . It converges to a

1−r = 4.

Example 3: The geometric series

n−1
X a1 (1 − rn−1 ) 2(1 − 2n−1 )
2+22 +· · ·+2n−1 = 2.2i−1 = = = 2n −2.
i=1
1−r 1−2

Yajing Liu Math Foundation Lecture Series 5 / 21

Convolution

An operation between two signals, resulting in a third signal.

In discrete time, convolution of two signals involves summing the

product of the two signals where one of the signals is flipped and
shifted
It doesn’t matter which signal is flipped and shifted.
Have to take care to get limits of sum correct.

In continuous time, convolution of two signals involves integrating

the product of the two signals, where one of the signals is flipped
and shifted.
It doesn’t matter which signal is flipped and shifted.
Have to take care to get limits of integration correct.

Convolution: an operation between the input signal to a system, and

its impulse response, resulting in the output signal.

Yajing Liu Math Foundation Lecture Series 6 / 21

Discrete-Time Convolution

Let u[n] and h[n] be two discrete-time signals. Then their convolution is
defined as
∞
X ∞
X
u[n] ? h[n] = u[k]h[n − k] = h[k]u[n − k].
k=−∞ k=−∞

The convolution operation ? is

commutative: u[n] ? h[n] = h[n] ? u[n]
associative: u[n] ? (h[n] ? v[n]) = (u[n] ? (h[n]) ? v[n]
distributive: u[n] ? (h[n] + v[n]) = u[n] ? h[n] + u[n] ? v[n]
homogeneous: u[n] ? (ah[n]) = a(u[n] ? h[n])

Yajing Liu Math Foundation Lecture Series 7 / 21

Elementary Discrete-Time Signals
Discrete-time signals
Our focus: single-channel, continuous-valued signals, namely 1D
discrete-time signals x[n]. In mathematical notation, we write x : Z → R
or x : Z → C
x[n] can be represented graphically by “stem” plot.
x[n] is not defined for noninteger n. (It is not “zero” despite
appearance of stem plot.)
We call x[n] the nth sample of the signal.

Some elementary discrete-time signals

Unit sample sequence or unit impulse is defined as

1, n = 0,
δ[n] =
0, n 6= 0.

Yajing Liu Math Foundation Lecture Series 8 / 21

An important aspect of the impulse sequence is that an arbitrary
sequence can be represented as a sum of scaled, delayed impulses. For
example, the sequence

can be represented as

x[n] =a−4 δ[n + 4] + a−3 δ[n + 3] + a−2 δ[n + 2] + a−1 δ[n + 1] + a0 δ[n]
+ a1 δ[n − 1] + a2 δ[n − 2] + a3 δ[n − 3] + a4 δ[n − 4].

In general, any sequence can be expressed as

∞
X
x[n] = x[k]δ[n − k].
k=−∞

Yajing Liu Math Foundation Lecture Series 9 / 21

The unit step sequence

is defined as 
1, n ≥ 0,
u[n] =
0, n < 0.
The unit step is related to the impulse by
n
X
u[n] = δ[k].
k=−∞

Alternatively, this can be expressed as

∞
X
u[n] = δ[n] + δ[n − 1] + δ[n − 2] + · · · = δ[n − k].
k=0

Conversely, the unit sample sequence can be expressed as the first

backward difference of the unit step sequence
δ[n] = u[n] − u[n − 1].
Yajing Liu Math Foundation Lecture Series 10 / 21
Example
Compute the convolution y[n] = x[n] ? h[n] of the following pairs of
signal )
x[n] = αn u[n],
α 6= β
h[n] = β n u[n].
Solution:

y[n] = x[n] ? h[n]

+∞
X +∞
X
= x[k]h[n − k] = αk u[k]β n−k u[n − k]
k=−∞ k=−∞
Xn
k n−k
= α β (k ≥ 0, n − k ≥ 0 −→ 0 ≤ k ≤ n(n ≥ 0))
k=0
n
X
= βn αk β −k (n ≥ 0)
k=0
n+1
β − αn+1 β n+1 − αn+1
= (n ≥ 0) or = u[n].
β−α β−α

Yajing Liu Math Foundation Lecture Series 11 / 21

Example
y[n] = x[n] ? h[n] of the following pairs of signal
)
x[n] = (− 12 )n u[n − 4],
h[n] = 4n u[2 − n].
Solution
y[n] = x[n] ? h[n]
X∞
= h[k]x[n − k]
k=−∞
∞
X 1
= 4k u[2 − k](− )(n−k) u[n − k − 4]
2
k=−∞
∞
1 X 1
= (− )n 4k (− )−k u[2 − k]u[n − k − 4]
2 2
k=−∞
∞
1 X
= (− )n (−8)k u[2 − k]u[n − k − 4]
2
k=−∞

Yajing Liu Math Foundation Lecture Series 12 / 21

Continue
) )
2 − k ≥ 0, k ≤ 2,
=⇒
n − k − 4 ≥ 0. k ≤ n − 4.
For n ≤ 6, )
k ≤ 2,
⇒k ≤n−4
k ≤ n − 4.

∞
1 n X
y[n] = (− ) (−8)k u[2 − k]u[n − k − 4]
2
k=−∞
n−4
1 X
= (− )n (−8)k
2
k=−∞
4−n ∞
1 X 0 1 X 1 0
= (− )n (−8)−k = (− )n (− )k
2 0
2 0
8
k =∞ k =4−n
4−n
1 (−1/8) 8 1
= (− )n = (− )4 4n .
2 1 − (−1/8) 9 8
Yajing Liu Math Foundation Lecture Series 13 / 21
Continue
For n > 6, )
k ≤ 2,
⇒k≤2
k ≤ n − 4.

∞
1 X
y[n] = (− )n (−8)k u[2 − k]u[n − k − 4]
2
k=−∞
2
1 X
= (− )n (−8)k
2
k=−∞
−2 ∞
1 X 0 1 X 1 0
= (− )n (−8)−k = (− )n (− )k
2 0
2 0
8
k =∞ k =−2
−2
1 (−1/8) 8 1
= (− )n = (− )n .64.
2 1 − (−1/8) 9 2
Hence,
8 1 4 n

y[n] = 9 (− 8 ) 4 , n ≥ 6,
8 1 n
9 (− 2 ) .64, n > 6.

Yajing Liu Math Foundation Lecture Series 14 / 21

Continuous-Time Convolution
The convolution of f and g written as f ? g, defined as the integral of
the product of the two functions after one reversed and shifted. As such,
it is a particular kind of integral transform:
Z ∞ Z ∞
(f ? g)(t) = f (τ )g(t − τ )dτ = f (t − τ )g(τ )dτ.
−∞ −∞
Continuous-time unit step and unit impulse functions:

0, t < 0,
u(t) =
1, t > 0.
and
u(t + ∆) − u(t)
δ(t) = lim δ∆ (t) = lim .
∆→0 ∆→0 ∆

Yajing Liu Math Foundation Lecture Series 15 / 21

We use the following graphical notations for δ(t) and kδ(t):

d
δ(t) =dt u(t).
Rt R∞
u(t) = −∞ δ(τ )dτ = 0 δ(t − τ )dτ .
To pick the value of a signal x(t) at t = t0 , multiply x(t) by
δ(t − t0 ) because
Z ∞
x(t)δ(t − t0 ) = x(t0 )δ(t − t0 ) ⇒ x(t)δ(t − t0 )dt = x(t0 ).
−∞

Yajing Liu Math Foundation Lecture Series 16 / 21

Example
Compute the convolution y(t) = (x ? h)(t).

x(t) = e−at u(t), h(t) = e−bt u(t), b 6= a

Solution:
Z ∞
y(t) = x(τ )h(t − τ )dτ = x(t) ? h(t)
−∞
Z∞
= e−aτ u(τ )e−b(t−τ ) u(t − τ )dτ
−∞
 Rt
e−bt 0 e−aτ ebτ dτ, t > 0,
=
0, t < 0.
(
e−at −e−bt
= −a+b , t > 0,
0, t < 0.
−at
e − e−bt
= u(t)
b−a

Yajing Liu Math Foundation Lecture Series 17 / 21

Integration by Parts
Derivation of the formula for integration by parts
Let y = uv, we have

dy d(uv) dv du
= =u +v .
dx dx dx dx
Rearranging this rule:

dv d(uv) du
u = −v .
dx dx dx
Integrate both sides:
Z Z Z
dv d(uv) du
u dx = dx − v dx.
dx dx dx
After simplification, we have
Z Z
dv du
u dx = uv − v dx,
dx dx
which is the formula known as integration by parts.
Yajing Liu Math Foundation Lecture Series 18 / 21
Example

R
Find x cos(x)dx.

dv
Solution: Choose u = x and dx = cos x. Then we have dudx = 1 and
v = sin(x). Using the integration by parts formula, we have
Z Z
dv du
u dx = uv − v dx
dx dx
Z Z
x cos(x)dx = x sin(x) − sin(x) · 1dx

= x sin(x) + cos(x) + c.

Yajing Liu Math Foundation Lecture Series 19 / 21

Problems

Problem 1:
Given a discrete LTI system with the impulse response and input given by
h[n] = an u[n] and x[n] = u[n], where a is a constant such that
0 < a < 1. Find out the output of the system.

Problem 2:
Given a continous LTI system with the impulse response and input given
by h(t) = u(t) and x(t) = e−at u(t), a 6= 0. Find out the output of the
system.

Yajing Liu Math Foundation Lecture Series 20 / 21

References

[1] Maurice D. Weir, George B. Thomas Jr., and Joel R. Hass, Thomas
Calculus (13th Edition), Pearson, 2013.
[2] http : //web.eecs.umich.edu/f essler/course/451/l/pdf /c2.pdf
[3]
http : //www.dip.ee.uct.ac.za/nicolls/lectures/eee401f /02dts2up.pdf
[4] http : //eeweb.poly.edu/yao/EE3054/ch9.69.8.pdf

Yajing Liu Math Foundation Lecture Series 21 / 21