That example, I believe, is WHY it works. If you look at the signal AFTER the reconstruction filter, the jagged edges are gone. Of course if you look at the digital output of a 15kHz signal sampled at 40kHz it will look "coarser" then a 100Hz signal sampled at 40kHz. BUT, after the proper reconstruction filter, you've eliminate all the harmonics due to sampling of the 15kHz signal, and are left with ALL the information at 15kHz.
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