Lecture 5

ELE 301: Signals and Systems

Prof. Paul Cuff
Princeton University

Fall 2011-12

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ELE 301: Signals and Systems

Fall 2011-12

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History of the Fourier Series

Euler (1748): Vibrations of a string

Fourier: Heat dynamics
Dirichlet (1829): Convergence of the Fourier Series
Lagrange: Rejected publication

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ELE 301: Signals and Systems

What is the Fourier Series

The Fourier Series allows us to represent periodic signals as sums of

sinusoids.
x(t) =

ak e jk2f0 t

k=

where f0 = 1/T0 and T0 is the fundamental period.

There are other transforms for representing signals
I
I
I

Wavelet transform
Taylor expansion
Any orthonormal basis

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Response of LTI Systems to Exponential Functions

For an LTI system with impulse response h(t), output is the convolution of
input and impulse response:
Z
y (t) =
h( )x(t ) d

y(t)

x(t)
h(t)
If the input is a complex exponential x(t) = e jt

e jt

y(t)
h(t)

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Eigenfunctions
Continuous time:
e st h H(s)e st

Discrete time:
z n h H(z)z n

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Aliasing

Wolfram Demo:
e (+j(2f ))n = e (+j(2(f +k)))n for all integers n and k.

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Sums of Exponentials

a1 + e s1 t + a2 + e s2 t + a3 + e s3 t h a1 H(s1 )e s1 t + a2 H(s2 )e s2 t + a3 H(s3 )e s3 t

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Period Signals
Claim:
x(t) =

ak e jk2f0 t

k=

where f0 = 1/T0 and T0 is the fundamental period.

Consider an easy one:
x(t) = cos(2f0 t)
1 2f0 t 1 2f0 t
=
e
+ e
.
2
2
Therefore, T = 1/f0 and a1 = a1 = 1/2.

Cuff (Lecture 5)

ELE 301: Signals and Systems

Fourier Series approximation to a square wave

2 Terms
1.2
1
0.8
0.6
0.4
0.2
0
!0.2
!2

!1.5

!1

!0.5

0.5

1.5

4 Terms
1.2
1
0.8
0.6
0.4
0.2
0
!0.2
!2

!1.5

!1

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!0.5

0.5

1.5

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Fourier Series approximation to a square wave

8 Terms
1.2
1
0.8
0.6
0.4
0.2
0
!0.2
!2

!1.5

!1

!0.5

0.5

1.5

16 Terms
1.2
1
0.8
0.6
0.4
0.2
0
!0.2
!2

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!1.5

!1

!0.5

0.5

ELE 301: Signals and Systems

1.5

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Real Signals

If x is real
x(t) = a0 + 2

Ak cos(k2f0 t + k ),

k=1

where Ak e jk = ak .

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Fourier Series Coefficients

ak

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1
T

x(t)e jk2f0 t dt.

ELE 301: Signals and Systems

Conditions for Convergence

Continuous
Finite Power (energy over a period)
Dirichlet conditions:
I
I
I

Absolutely integrable
Bounded Variation
Finite Discontinuities

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Linearity

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Time-shift

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Time Reversal

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Time Scaling

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Multiplication

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Conjugate

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Parsevals Theorem

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Discrete Time

Aliasing:
All periodic exponential signals with period N are:
2

k [n] = e jk N n for k = 0, 1, ..., N 1.

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Discrete Time Fourier Series

x[n] =

ak k [n]

k=<N>

ak

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1
N

x[n]k [n]

n=<N>

ELE 301: Signals and Systems

Multiplication

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Fourier Series Example

Fourier Series Example using Matlab

x(t) = e t

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for

1 < t 1.

ELE 301: Signals and Systems