Frequency Analysis of Signals

and Systems

The Fourier transform is one of several mathematical tools that is useful in the
analysis and design of LTI systems. Another is the Fourier series. These signal
representations basically involve the decomposition of the signals in terms of sinu-
soidal (or complex exponential) components. With such a decomposition, a signal
is said to be represented in the frequency domain.
As we shall demonstrate, most signals of practical interest can be decomposed
into a sum of sinusoidal signal components. For the class of periodic signals, such
a decomposition is called a Fourier series. For the class of finite energy signals, the
decomposition is called the Fourier transform. These decompos~tionsare extremely
important in the analysis of LTI systems because the response of an LTI system to
a sinusoidal input signal is a sinusoid of the same frequency but of different ampli-
tude and phase. Furthermore. the linearity property of the LTI system implies that
a linear sum of sinuso~dalcomponents at the input produces a similar linear sum
of sinusoidal components at the output, which differ oniy in the amplitudes and
phases from the input sinusoids. This characteristic behavior of LTI systems ren-
ders the sinusoidal decomposition of signals very important. Although many other
decompositions of signals are possible, only the class of sinusoidal (or complex ex-
ponential) signals possess this desirable property in passing through an LTI system.
We begin our study of frequency analysis of signals with the representation
of continuous-time periodic and aperiodic signals by means of the Fourier series
and the Fourier transform. respectively. This is followed by a parallel treatment
of discrete-time periodic and aperiodic signals. The properties of the Fourier
transform are described in detail and a number of time-frequency dualities are
presented.

4.1 FREQUENCY ANALYSIS OF CONTINUOUS-TIME SIGNALS

It is well known that a prism can be used to break up white light (sunlight) into the
colors of the rainbow (see Fig. 4.la). In a paper submitted in 1672 to the Royal
Society, Isaac Newton used the term spectrum to describe the continuous bands
Sec. 4.1 Frequency Analysis of Continuous-Time Signals

Class prism

Green

sunlifhr Red

Spectrum

Figurc 4.1 (a) Analvsis and

( b ) svnthes~sof the white light (sunli~ht)
uslng glass prlsrns.

of colors pri~ducedby this apparatus. To understand this phenomenon. Newton

placed anothcr prism upside-down with respec1 lo the first. and showed that the
colors blended hack into white lisht. as in Fig. 4 . l b . By inserting a slit between
the two prisms and blocking one or more colors from hitting the second prism.
he showed that the remixed light is no Ion~gerwhite. Hence the light passing
through the first prism is simply analyzed into its component colors without any
other change. However. only if we mix again all of these colors d o we obtain the
orisinal while light.
Later. Joseph Fraunhofer (1787-1826). in making measurements of light
emitted by the sun and stars. discovered that the spectrum of the observed light
consists of distinct color lines. A fenr years later (mid-1800s) Gustav Kirchhoff and
Robert Bunsen found that each chemical element. when heated to incandescence.
radiated its own distinct color of light. As a consequence. each chemical element
can be identified by its own line spectrum.
From physics we know that each color corresponds to a specific frequency of
the visible spectrum. Hence the analysis of light into colors is actually a form of
frequency analysis.
Frequency analysis of a signal involves the resolution of the signal into its
frequency (sinusoidal) components. Instead of light, our signal waveforms are
basicaljy functions of time. The role of the prism is played by the Fourier analysis
tools that we will develop: the Fourier series and the Fourier transform. The
recombination of the sinusoidal components to reconstruct the original signal is
basically a Fourier synthesis problem. The problem of signal analysis is basically
the same for the case of a signal waveform and for the case of the light from heated
chemical compositions. Just as in the case of chemical compositions. different
signal waveforms have different spectra. Thus the spectrum provides an "identity"
232 Frequency Analysis of Signals and Systems Chap. 4

or a signature for the signal in the sense that no other signal has the same spectrum.
As we will see, this attribute is related to the mathematical treatment of frequency-
domain techniques.
If we decompose a waveform into sinusoidal components. in much the same
way that a prism separates white light into different colors, the sum of these
sinusoidal components results in the original waveform. On the other hand, if any
of these components is missing, the result is a different signal.
In our treatment of frequency analysis, we will develop the proper mathe-
matical tools ("prisms") for the decomposition of signals ("light") into sinusoidal
frequency components (colors). Furthermore, the tools ("inverse prisms") for syn-
thesis of a given signal from its frequency components will also be developed.
The basic motivation for developing the frequency analysis tools is to provide
a mathematical and pictorial representation for the frequency components that are
contained in any given signal. As in physics, the term spectrum is used when refer-
ring to the frequency content of a signal. The process of obtaining the spectrum
of a given signal using the basic mathematical tools described in this chapter is
known as frequency or spectral analysis. In contrast, the process of determining
the spectrum of a signal in practice, based on actual measurements of the signal,
is called spectrum esrimation. This distinction is very important. In a practical
problem the signal to be analyzed does not lend itself to an exact mathematical
description. The signal is usually some information-bearing signal from which we
are attempting to extract the relevant information. If the information that we wish
to extract can be obtained either directly or indirectly from the spectral content of
the signal, we can perform spectrum estimation on the information-bearing signal,
and thus obtain an estimate of the signal spectrum. In fact, we can view spectral
estimation as a type of spectral analysis performed on signals obtained from physi-
cal sources (e-g., speech, EEG, ECG, etc.). The instruments or software programs
used to obtain spectral estimates of such signals are known as spectrum analyzers.
Here, we will deal with spectral analysis. However, in Chapter 12 we shall
treat the subject of power spectrum estimation.

4.1 .IThe Fourier Series for Continuous-Time Periodic

Signals

In this section we present the frequency analysis tools for continuous-time pe-
riodic signals. Examples of periodic signals encountered in practice are square
waves, rectangular waves, triangular waves, and of course, sinusoids and complex
exponentials.
The basic mathematical representation of periodic signals is the Fourier se-
ries, which is a linear weighted sum of harmonically related sinusoids or complex
exponentials. Jean Baptiste Joseph Fourier (176&1830), a French mathematician,
used such trigonometric series expansions in describing the phenomenon of heat
conduction and temperature distribution through bodies. Although his work was
motivated by the problem of heat conduction, the mathematical techniques that
Set. 4.1 Frequency Analysis of Cmnuous-Time Signals 233

he developed durins the early par. 0 1 the nineteenth century now find applica-
tion in a variety of problems encorr.?-.ssing many different fields. including optics.
vibrations in mechanical systems. s!-srem theon.. and electromagnetics.
From Chapter 1 we recall th2: 2 linear combination of harmonically related
complex exponentials of the form

is a periodic signal with fundaments1 period 7, = l / F o . Hence we can think of

the exponential signals
{ejZnL
Ftlr
x. = 0. A1. *2, . . .}
as the basic "building blocks" from ivhich we can construct periodic signals of
various types by proper choice of the fundamental frequency and the coefficients
{ c k ] .FO determines the fundamental period of x(t) and the coefficients (ci} specify
the shape of the waveform.
Suppose that we are given a periodic signal x ( t ) with period T,,.
p We can
represent the periodic signal by the series (4.1.1). called a Fourier series, where
the fundamental frequency FIIis srircted to be the reciprocal of the given period
T,. To determine the expression tor the coefticients (cl}, we first multiply both
sides of (4.1.1) by the complex esp~>nential
t,- j 2 7 FO/I
J

where lI is an integer and then integrate both sides of the resulting equation over
a single period, say from 0 10 T,. or more generally, from to to to + T p , where 1" is
an arbitrary but mathematically convenient starting value. Thus we obtain

To evaluate the integral on the righi-hand side of (4.1.2). we interchange the order
of the summation and integration and combine the two exponentials. Hence

For k # I , the right-hand side of (4.1.3) evaluated at the lower and upper limits, to
and to + Tp, respectively, yields zero. On the other hand, if k = I , we have

dt = T*
= l]lD+Tp
10

Consequently, (4.1.2) reduces to

rfo+T,