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Fourier Series & Fourier Transform
Fourier Series & Fourier Transform
Fourier Series & Fourier Transform
x1 t d
14
2 4
3
exp j 0 t
z t exp j 0t
1 4 2 43
h exp j d
0
42 4 4 4 4
3
1 4 4H4
j0 = H s0
x1 t exp s0t
where H
h exp j d
H j0 x1 t
14 2 4
3
H s0
Transform of the system ' s Impulse response also known as " eigen value "
associated with eigen function, x1 t at the input frequency = 0
j k 0 t exp j k t
{
x1 kt exp
z1 t H
j k t x1 kt
a x kt a exp
jk t
Fourier Series,
. We can easily
compute the output, y(t) of the system by exploiting LTI
properties of the system as
x2 t ak x1 kt ak exp j k 0 t ak exp j k t
{
k
ak x1 kt LTI System y t
b x kt b exp
a1 H442jk443t x kt Linearity
bk
jk 0 t
1. exp j 0t h t H j 0 exp j 0t
2. exp jk 0t h t H jk 0 exp j k 0t
3. ak exp jk 0t h t ak H jk 0 exp jk 0t
4. x t
k=-
ak exp jk 0t h t y t
jk exp
a1 H
42 43
jk 0t
bk
x1 t
x1 t
cos 0t 0.5 x1 t x1 t ;
0.5 x1 t h t 0.5H j0t x1 t z1 t
t1
t1
x t
a exp jk t
1. x t exp jl 0t
T0
2. x t exp jl 0t dt
T0
period , T0
exp
j
k
t
dt
;
0
T
k
0
T ; when k l
3. exp j k l 0t dt 0
0 ; when k l
T0
ak
T0
1
0
a T
x t exp jk 0t dt a k ck jd k
T0
Thus, a k ak ck jd k
ck2 d k2 ak ck jd k Magnitude
x t
ak exp jk 0t
ak exp jk 0 t ak exp jk 0 t
k 1
k
a0
a0
a
m 1
exp jm 0 t
a
k 1
exp jk 0 t
x t a0
a
m 1
exp jm 0t ak exp jk 0t As a k ak
k 1
x t a0 ak exp jk 0t ak exp jk 0t
k 1
Linearity
jarg ak
k 1
k 1
k 1
k 1
k 1
jarg ak
exp jk 0t
h exp j d
C dy t dt
d dt y t exp 1t 1 x t exp 1t
y t exp t
1
x exp
y t 1exp 1t
d ;
x exp
d ;
0;
exp
d;
for t 0
14 2 43
1 at 0
t
x exp d ;
Now, vR t x t y t x t 1exp 1t
h1 t t h t t 1exp 1t u t HPF
Frequency Responses of Lowpass and Highpass Systems
H j exp 1t u t exp jt dt
1
1
1
1
Hl s
j s
1
H j 0 1 and H j 0
1
j
s
Hh s
1
1
1
s
j
j
and H1 j 1 H j 1
H1 j 0 0 and H1 j 1
1. Linearity
x t F .S .C ' s ak
y t F .S .C ' s bk
z t mx t ny t F .S .C ' s ck mak nbk ; where m, n
Proof
ck T01 z t exp jk 0t dt
T0
1
0
ck T
mx t ny t exp jk 0t dt
T0
ck m
T0
T
14 4
4 44 2 4 4 4 4 4
3
3
1 4 40 4 44 2 4 4 4 4 4
ak
bk
2. Time Reversal
x t F .S .C ' s ak
y t x t F .S .C ' s ck ??? ak
Proof
ck T01 x t exp jk 0t dt Let t
T0
T0
T0
T
1 4 40 4 44 2 4 4 4 4 43
ak
Thus, ck ak exp mjk 0t0 ak and arg ck arg ak exp mjk 0t0 arg ak mk 0t0
4. Time Scaling
x t F .S .C ' s ak
y t x t
t F .S .C ' s ck ???
a
exp
jk
k
0
{
k
N
Proof
ck TN1 y t exp jk N t dt ; where N 2 TN 0 2 T0 TN 1T0
TN
ck T01 x exp jk 0 d ak
T0
5. Time Differentiation
x t
a exp jk t
F .S .C ' s ak
a
jk
k
0 exp jk 0 t F .S .C ' s ck ak jk 0
1
4
2
4
3
dt
k
ck
dx t
x t
a exp jk t
k
t
a
jk
k
0 exp jk 0 t F .S .C ' s ck ak jk 0
14
2
4
3
k
ck
x d
Thus, ck ak
F .S .C ' s ak
6. Multiplication
x t F .S .C ' s ak
y t F .S .C ' s bk
z t x t y t F .S .C ' s hk ak bk Convolution of their F .S .C ' s
7. Conjugation
x t F .S .C ' s ak
x t F .S .C ' s bk a k
For real x t x t ; a k ak and bk ak
a k ak ak Magnitude spectrum
T0
frequency
0
Finite (N) ; kw0 = 2k / No ;
Harmonic
componen
ts
Inputoutput
Relation
Fourier
series
represent
ation
Fourier
series
coefficient
, ak
Infinite ; k0 = 2k / To ;
0 k N 0 1; k n exp 2 k N 0
k rN0 n exp 2 k rN 0 N 0 ; 0 r N 0 1
exp 2 k N 0 exp 2 r k n
x t exp jt exp st
x n exp jwn z n
h t y t H j / H s x t h n y n H e jw / H z x n
x t =
ak exp jk 0t
k=-
ak T01 x t exp jk 0t dt
T0
x n =
N 0 1
a exp jkw n
k
k= 0
N 0 1
ak N 01 x n exp jkw0 n
k 0
Time Scaling
Multiplication
Differentiation
Properties
Integration
x k 1 1 exp j 2 n a
n
Parsevals relation
n N 0
x n
N 0
k N 0
2
ak
/H z exp jkw n / z
k N 0
k
0
kn
0
H e ae H e e e
H e ae H e 1
1 ae H e 1
H e 1 1 ae 1 1 az
H e jw e jwn aH e jw e jw n 1 e jwn ;
jw
jw
jw
jw
jw
jw
jw
H e jw 1
jwn
Equating coefficients
jw
jw
jw
jwn
1 a cos w
H z Frequency Re sponse
a sin w 1
2
Arg H e jw
ak T01 x t exp jk 0t dt x t
T0
T0 ak
x t exp jk 0t dt x t
T0
a exp
k
a exp
k
jk 0t
jk 0t
As x t
zero ; otherwise
T0 ak
x t exp jk t dt x t exp jk t dt X
ap
ap
ap
T0
k 0
T0 ak X ap jk 0 ak T01 X ap jk 0 0 2 X ap jk 0
1 4 4 4 Height
44 2 4 4 4 4 43
xap t 2
X
ap
and X ap j
Also ak T01 X ap j
k 0
X ap
j X apr j jX apim j
X ap j X ap
j X apr j X apr j Even function of
x t X
x t exp jt dt
and y t Y j
y t exp jt dt
Property
Linearity
Time
Reversal
Definition in time
domain
lx t my t ; l & m
x t
lX j mY j ; l & m
X j X j for real x t
X j X j X j Mag . response unchanged
Arg X j Arg X j Arg X j *s with 1
X j exp mjt0
Time
Shifting
x t mt0
a
x at , where a
Time
Scaling
j a ; a
for a 1, then X j TR
Mag . Response a
Phase
x t X j
X t ???
Duality
j a
Response Arg X j a
x t
Conjugatio
n
X j
2 x j
Mag . Response 2 x j
Phase Response Arg x j
j X j
x / t dx t dt
Differentiat
ion
M
x n t d n x t dt n
Mag . Response X j
X j
X j U j X j j X j 0 ;
Integration
x d x t u t
where X j 0
x t dt dc or average value
X j Y j
Convolution
x t y t
Mag . Response X j Y j X j Y j
Phase Response Arg X j Y j
Arg X j Arg Y j
X j Y j
Correlation
x t y t
Mag . Response X j Y j X j Y j
Phase Response Arg X j Y j
Arg X j Arg Y j
Parsevals
Relation
Periodic
Signals
Even and
odd real
signals
Shifting,
Differentiat
ion,
Integration
and
Convolution
in
frequency
Domain
x t dt
2
2
1
x t
X j
ak exp jk 0t
xe t and
x0 t
X j
a j k
jX im j Pure Imaginary
X j
1; for t 0
A exp R j t dt A R j exp R j t
0
X j A R j
X j X r j jX im j A R j R j
X j X r j jX im j A R j
R j
On comparison, we have
2 xe t Aexp R t 2 X r j 2 AR R 2 2
2 x0 t A exp Rt u t exp Rt u t 2 jX im j j 2 A R 2 2
Example 2: Determine the Fourier Transform of Unit Step Function, u(t) using the
result of example 1.
u t A1 lim x t
R 0
A1
U j A1 lim X j
R 0
A 1
R 0
U j lim R R 2 2 j lim 1 R 2 2
R 0
lim 1 R j lim R j
R 0
R 0
The variation of the first term on the RHS w.r.t to R should be explained to the
students. Its value at
= 0 is 1/R and as we decrease the value of R, 1/R gets
increased and its rate of decay becomes faster (width decreases). The total area
bounded by this function over the entire -axis is simply equal to and in the limit,
it gets the shape of an impulse on -axis. Thus,
U j j
Example 3 :
1 2 From Duality
1; for t 0
Real and odd
1; for t 0
1 sgn t 2u t sgn t 2u t 1
sgn t
Example 4: Now, well make use of example 2 in explaining the properties of CTFT
and well be able to compute the Fourier transforms of Rectangular and Triangular
pulses.
Let z t u t u t T ;
u t j
u t T U j e
U j
jT
x t U j U j e jT U j 1 e jT Z j
Rect t x t 0.5T Z j e j 0.5 T
2jsin 0.5T
sin 0.5T
0.5
T
0.5 T
S j Tsinc 0.5T e1j 0.5
e4 j 43
4 42
2jsin 0.5T
Now, t
s d
with S j 0 0
b
j S j
0.5
The following steps are essential in finding the answers of the above questions:
Chapter 5:
Illustrate the students the importance of the frequency domain and the difference
between the analysis and synthesis equations of both transforms
Differentiate between Discrete-time Fourier Series and Discrete-time Fourier
Transform and their respective spectra with that of CT Fourier series and FT
Illustrate the usefulness of the properties of Discrete-time Fourier Transform
Illustrate how convolution can be handled in frequency domain with ease and
comfort
Illustrate how the input-output relation (difference equation) and the output
generated by the system, y[n] can easily be solved/computed in frequency domain
Illustrate how ck can be computed from the knowledge of X(ejw)
How to draw the frequency response of the system using its properties
Continuous Domain
x n
Discrete Domain
ak exp jkw0n ; w0 2
Fourier
Series
Representation
x t
Fourier
Series
Coefficients, ak
ak T01 x t exp jk 0t dt
ak N 01
Spectrum
Fourier Transform
(Analysis Equation)
x t X j
a exp jk t ;
2 T0
k N 0
T0
x t exp jt dt
x n exp jkw n
x t IFT X j
2
n N 0
x n X e jw
Fourier Transform
(Synthesis Equation)
x n exp jwn
x n IFT X e jw
X j exp j t d
N0
X e exp jwn dw
jw
Relation of ak with
X(j)
ak T01 X jk 0
ak N 01 X e jkw0
Spectrum
Frequency
Response
Application
Step Response
Used to solve the differential equation Used to solve the difference equation
s t
h d
s n
h[n]
h k
for
<
and
the
Both have the same properties except time scaling and duality in case of DT
signals
x t X
x t exp jt dt
and y t Y j
y t exp jt dt
Property
Analysis
Equation
CTFT
x t X j
x t exp jt dt
x t IFT X j
Synthesis
Equation
X j exp jt d
DTFT
Time Shifting
X e exp jwn dw
jw
lx n my n ; l & m
lX j mY j ;
x t
lX e
jw
mY e ;
jw
x n
b
b
X j X
j for real x t
X e jw X e jw for real x n
x n m ; when n km
x m n
b
Time Scaling
lx t my t ; l & m
Time
Reversal
x n IFT X e jw
Linearity
x n exp jwn
x n X e jw
X j a ; for a 1
then X j TR
; otherwise
X m e
jw
X e
jmw
X j a ; for a 1
then X j TR
Conjugation
x t X j
x n X e jw
x t X j
X t ??? 2 x j
Duality
Differentiatio
n/
Differencing
in time
dx t
x / t dx t dt j X j
1 e X e
jw
x n t d n x t dt n j X j
n
x n x n 1
dt
Integration /
Accumulatio
n
jw
x k x n u n
x d x t u t
b
X j U j X j j X j 0
X e
jw
U e X e 1 e
jw
jw
jw
X e j0
w 2 k
Convolution
x t y t X j Y j
x n y n X e jw Y e jw
Correlation
x t y t X j Y j
x n y n X e jw Y e jw
x t
x n
dt
Periodic
Signals
Even and
odd real
signals
a exp jk t
x n
k N 0
X e jw
dw
ak exp jkw0 n
b
X j
x t
Parsevals
Relation
ak j k 0
xe t and
x0 t
X e jw
k N 0
ak
j w kw
jX im j Pure Imaginary
Shifting,
Differentiatio
n,
Integration
and
Convolution
in frequency
Domain