Chapter 5

Frequency Domain Analysis

of Systems

CT, LTI Systems

• Consider the following CT LTI system:

x(t ) h(t ) y (t )

• Assumption: the impulse response h(t) is

absolutely integrable, i.e.,

∫ | h(t ) | dt < ∞
\
(this has to do with system stability)
stability
 Response of a CT, LTI System to a
Sinusoidal Input

• What’s the response y(t) of this system to

the input signal
x(t ) = cos(ω0t + θ ), t ∈ \ ?

• We start by looking for the response yc(t) of

the same system to
xc (t ) = e jω0t t ∈\

Response of a CT, LTI System to a

Complex Exponential Input

• The output is obtained through convolution

as
yc (t ) = h(t ) ∗ xc (t ) = ∫ h(τ ) xc (t − τ )dτ =
\

= ∫ h(τ )e jω0 (t −τ ) dτ =
\

∫
jω0t − jω0τ
= eN h (τ ) e dτ =
xc ( t ) \

= xc (t ) ∫ h(τ )e − jω0τ dτ
\
 The Frequency Response of a CT,
LTI System
• By defining H (ω ) is the frequency
H (ω ) = ∫ h(τ )e − jωτ dτ response of the CT,
LTI system = Fourier
\ transform of h(t)
it is
yc (t ) = H (ω0 ) xc (t ) =
= H (ω0 )e jω0t , t ∈ \
• Therefore, the response of the LTI system to a
complex exponential is another complex
exponential with the same frequency ω 0

Analyzing the Output Signal yc(t)

• Since H (ω 0 ) is in general a complex

quantity, we can write

yc (t ) = H (ω0 )e jω0t =
= | H (ω0 ) | e j arg H (ω0 ) e jω0t =
= | H (ω0 ) | e j (ω0t +arg
H (ω

0 ))

  
output signal’s
output signal’s phase
magnitude
 Response of a CT, LTI System to a
Sinusoidal Input
• With Euler’s formulas we can express x(t)
as x(t ) = cos(ω t + θ ) 0

= 12 (e j (ω0t +θ ) + e − j (ω0t +θ ) )
= 12 e jθ e jω0t + 12 e − jθ e − jω0t
Using the previous result, the response is

y (t ) = 12 e jθ H (ω0 )e jω0t + 12 e − jθ H (−ω0 )e − jω0t

Response of a CT, LTI System to a

Sinusoidal Input – Cont’d

• If h(t) is real, then H (−ω ) = H * (ω ) and

H (ω0 ) =| H (ω0 ) | e j arg H (ω0 )
H (−ω0 ) =| H (ω0 ) | e − j arg H (ω0 )
• Thus we can write y(t) as
1 1
y (t ) = | H (ω0 ) | e j (ω0t +θ + arg H (ω0 )) + | H (ω0 ) | e − j (ω0t +θ + arg H (ω0 ))
2 2
=| H (ω0 ) | cos(ω0t + θ + arg H (ω0 ))
 Response of a CT, LTI System to a
Sinusoidal Input – Cont’d

• Thus, the response to

x(t ) = A cos(ω 0t + θ )
is
y (t ) = A | H (ω 0 ) | cos (ω 0t + θ + arg H (ω 0 ) )
which is also a sinusoid with the same
frequency ω 0 but with the amplitude scaled by
the factor | H (ω 0 ) | and with the phase shifted
by amount arg H (ω 0 )

Example: Response of a CT, LTI

System to Sinusoidal Inputs

• Suppose that the frequency response of a

CT, LTI system is defined by the following
specs:

| H (ω ) |
1.5 ⎧1.5, 0 ≤ ω ≤ 20,
| H (ω ) |= ⎨
0 ⎩0, ω > 20,
20 ω
arg H (ω )

−60 D ω arg H (ω ) = −60D , ∀ω

 Example: Response of a CT, LTI
System to Sinusoidal Inputs –
Cont’d
• If the input to the system is
x(t ) = 2cos(10t + 90D ) + 5cos(25t + 120D )
• Then the output is
y (t ) = 2 | H (10) | cos(10t + 90D + arg H (10)) +
+ 5 | H (25) | cos(25t + 120D + arg H (25)) =
= 3cos(10t + 30D )

Example: Frequency Analysis of an

RC Circuit

• Consider the RC circuit shown in figure

 Example: Frequency Analysis of an
RC Circuit – Cont’d

• From EEE2032F, we know that:

1. The complex impedance of the capacitor is
equal to 1/ jωC
2. If the input voltage is xc (t ) = e jωt , then the
output signal is given by
1/ jωC jωt 1/ RC
yc (t ) = e = e jωt
R + 1/ jωC jω + 1/ RC

Example: Frequency Analysis of an

RC Circuit – Cont’d

• Setting ω = ω0 , it is
1/ RC jω 0 t
xc (t ) = e jω 0 t
and y (t ) = e
jω 0 + 1/ RC
c

whence we can write

yc (t ) = H (ω 0 ) xc (t )
where
1/ RC
H (ω ) =
jω + 1/ RC
 Example: Frequency Analysis of an
RC Circuit – Cont’d
1/ RC
| H (ω ) |=
ω 2 + (1/ RC ) 2

arg H (ω ) = − arctan (ω RC )

1/ RC = 1000

Example: Frequency Analysis of an

RC Circuit – Cont’d
• The knowledge of the frequency response
H (ω ) allows us to compute the response
y(t) of the system to any sinusoidal input
signal
x(t ) = A cos(ω 0t + θ )
since

y (t ) = A | H (ω 0 ) | cos (ω 0t + θ + arg H (ω 0 ) )
 Example: Frequency Analysis of an
RC Circuit – Cont’d

• Suppose that 1/ RC = 1000 and that

x(t ) = cos(100t ) + cos(3000t )
• Then, the output signal is

y (t ) =| H (100) | cos(100t + arg H (100)) +

+ | H (3000) | cos(3000t + arg H (3000)) =
= 0.9950cos(100t − 5.71D ) + 0.3162cos(3000t − 71.56D )

Example: Frequency Analysis of an

RC Circuit – Cont’d
x(t )

y (t )
 Example: Frequency Analysis of an
RC Circuit – Cont’d

• Suppose now that

x(t ) = cos(100t ) + cos(50,000t )
•Then, the output signal is
y (t ) =| H (100) | cos(100t + arg H (100)) +
+ | H (50,000) | cos(50,000t + arg H (50,000)) =
= 0.9950cos(100t − 5.71D ) + 0.0200cos(50,000t − 88.85D )

Example: Frequency Analysis of an

RC Circuit – Cont’d

x(t ) y (t )

The RC circuit behaves as a lowpass filter,

filter by letting low-
frequency sinusoidal signals pass with little attenuation and by
significantly attenuating high-frequency sinusoidal signals
 Response of a CT, LTI System to
Periodic Inputs

• Suppose that the input to the CT, LTI

system is a periodic signal x(t) having
period T
• This signal can be represented through its
Fourier series as
∞
x(t ) = ∑
k =−∞
ckx e jkω0t , t ∈ \
where t0 + T
1
c = ∫ x(t )e − jkω0t dt , k ∈ ]
x
k
T t0

Response of a CT, LTI System to

Periodic Inputs – Cont’d
• By exploiting the previous results and the
linearity of the system, the output of the
system is
∞
y (t ) = ∑
k =−∞
H (kω 0 )ckx e jkω0t
∞
= ∑ |
H (kω ) || c | e
k =−∞
 
0
x
k
j ( kω 0t + arg( ckx ) + arg H ( kω 0 ))
 

y
=
arg c k
|cky |
∞ ∞
= ∑ | c |e
k =−∞
y
k
j ( kω 0 t + arg( cky ))
= ∑
k =−∞
cky e jkω0t , t∈\
 Example: Response of an RC Circuit
to a Rectangular Pulse Train

• Consider the RC circuit

with input x(t ) = ∑ rect(t − 2n)

n∈]

Example: Response of an RC Circuit to

a Rectangular Pulse Train – Cont’d
x(t ) = ∑ rect(t − 2n)
n∈]

• We have found its Fourier series to be

x(t ) = ∑ ckx e jkπ t , t ∈ \
k∈]

with 1 ⎛k⎞
c = sinc ⎜ ⎟
x
k
2 ⎝2⎠
 Example: Response of an RC Circuit
to a Rectangular Pulse Train – Cont’d

• Magnitude spectrum | ckx | of input signal x(t)

Example: Response of an RC Circuit to

a Rectangular Pulse Train – Cont’d

• The frequency response of the RC circuit

was found to be
1/ RC
H (ω ) =
jω + 1/ RC
• Thus, the Fourier series of the output signal
is given by
∞ ∞
y (t ) = ∑
k =−∞
H (kω 0 )c e
x
k
jkω 0 t
= ∑
k =−∞
cky e jkω0t
 Example: Response of an RC Circuit to
a Rectangular Pulse Train – Cont’d

| H (ω ) | (dB)

1/ RC = 100

filter more 1/ RC = 10
selective

1/ RC = 1

Example: Response of an RC Circuit

to a Rectangular Pulse Train – Cont’d
| cky |
1/ RC = 1

| cky |
filter more
1/ RC = 10
selective

| cky |

1/ RC = 100
Example: Response of an RC Circuit to
a Rectangular Pulse Train – Cont’d
y (t )
1/ RC = 1

y (t )
filter more
1/ RC = 10 selective

y (t )
1/ RC = 100

Response of a CT, LTI System to

Aperiodic Inputs

• Consider the following CT, LTI system

x(t ) h(t ) y (t )

• Its I/O relation is given by

y (t ) = h(t ) ∗ x(t )
which, in the frequency domain, becomes
Y (ω ) = H (ω ) X (ω )
 Response of a CT, LTI System to
Aperiodic Inputs – Cont’d

• From Y (ω ) = H (ω ) X (ω ) , the magnitude

spectrum of the output signal y(t) is given
by
| Y (ω ) |=| H (ω ) || X (ω ) |
and its phase spectrum is given by
arg Y (ω ) = arg H (ω ) + arg X (ω )

Example: Response of an RC Circuit

to a Rectangular Pulse

• Consider the RC circuit

with input x(t ) = rect(t )

Example: Response of an RC Circuit
to a Rectangular Pulse – Cont’d

x(t ) = rect(t )

• The Fourier transform of x(t) is

⎛ω ⎞
X (ω ) = sinc ⎜ ⎟
⎝ 2π ⎠

Example: Response of an RC Circuit

to a Rectangular Pulse – Cont’d

| X (ω ) |

arg X (ω )
 Example: Response of an RC Circuit
to a Rectangular Pulse – Cont’d
1/ RC = 1
| Y (ω ) |

arg Y (ω )

Example: Response of an RC Circuit

to a Rectangular Pulse – Cont’d
1/ RC = 10
| Y (ω ) |

arg Y (ω )
Example: Response of an RC Circuit
to a Rectangular Pulse – Cont’d

• The response of the system in the time

domain can be found by computing the
convolution
y (t ) = h(t ) ∗ x(t )
where
h(t ) = (1/ RC )e − (1/ RC )t u (t )
x(t ) = rect(t )

Example: Response of an RC Circuit

to a Rectangular Pulse – Cont’d

y (t ) 1/ RC = 1

filter more
selective
y (t ) 1/ RC = 10
 Example: Attenuation of High-
Frequency Components

H (ω )

Y (ω )
= ×
X (ω )

Example: Attenuation of High-

Frequency Components

x(t )

y (t )
 Filtering Signals

• The response of a CT, LTI system with

frequency response H (ω ) to a sinusoidal
signal
x(t ) = A cos(ω 0t + θ )
is
y (t ) = A | H (ω 0 ) | cos (ω 0t + θ + arg H (ω 0 ) )

Filtering if | H (ω 0 ) |= 0 or | H (ω 0 ) |≈ 0
• Filtering:
then y (t ) = 0 or y (t ) ≈ 0, ∀t ∈ \

Four Basic Types of Filters

lowpass | H (ω ) | highpass | H (ω ) |
passband

stopband stopband

cutoff frequency

bandpass | H (ω ) | bandstop | H (ω ) |
 Phase Function
• Filters are usually designed based on
specifications on the magnitude response | H (ω ) |
• The phase response arg H (ω ) has to be taken
into account too in order to prevent signal
distortion as the signal goes through the
system
• If the filter has linear phase in its
passband(s), then there is no distortion

Ideal Sampling

• Consider the ideal sampler:

x(t ) . . x[n] = x(t ) t =nT = x(nT )

t ∈\ T
n∈]
• It is convenient to express the sampled signal
x(nT ) as x(t ) p (t ) where
p (t ) = ∑ δ (t − nT )
n∈]
 Ideal Sampling – Cont’d

• Thus, the sampled waveform x(t ) p (t ) is

x(t ) p (t ) = ∑ x(t )δ (t − nT ) = ∑ x(nT )δ (t − nT )

n∈] n∈]
• x(t ) p (t ) is an impulse train whose weights
(areas) are the sample values x(nT ) of the
original signal x(t)

Ideal Sampling – Cont’d

• Since p(t) is periodic with period T, it can

be represented by its Fourier series
2π sampling
p (t ) = ∑ ck e jkω s t
, ωs = frequency
k∈] T (rad/sec)
T /2
1
∫
− jkω s t
where ck = p (t ) e dt , k ∈ ]
T −T / 2
T /2
1 1
∫
− jkω s t
= δ (t )e dt =
T −T / 2 T
 Ideal Sampling – Cont’d

• Therefore 1 jkω s t
p (t ) = ∑ e
k∈] T
and
1 1
xs (t ) = x(t ) p (t ) = ∑ x(t )e jkω s t = ∑ x(t )e jkω s t
k∈] T T k∈]
whose Fourier transform is
1
X s (ω ) = ∑
T k∈]
X (ω − kω s )

Ideal Sampling – Cont’d

X (ω )

1
X s (ω ) = ∑ X (ω − kω s )
T k∈]
 Signal Reconstruction

• Suppose that the signal x(t) is bandlimited

with bandwidth B, i.e., | X (ω ) |= 0, for | ω |> B
• Then, if ω s ≥ 2 B, the replicas of X (ω ) in
1
X s (ω ) = ∑ X (ω − kω s )
T k∈]
do not overlap and X (ω ) can be recovered by
applying an ideal lowpass filter to X s (ω )
(interpolation filter)
filter

Interpolation Filter for Signal

Reconstruction

⎧T , ω ∈ [− B, B ]
H (ω ) = ⎨
⎩0, ω ∉ [− B, B ]
 Interpolation Formula

• The impulse response h(t) of the interpolation

filter is
BT ⎛B ⎞
h(t ) = sinc ⎜ t ⎟
π ⎝π ⎠
and the output y(t) of the interpolation filter is
given by
y (t ) = h(t ) ∗ xs (t )

Interpolation Formula – Cont’d

• But
xs (t ) = x(t ) p (t ) = ∑ x(nT )δ (t − nT )
n∈]
whence
y (t ) = h(t ) ∗ xs (t ) = ∑ x(nT )h(t − nT ) =
n∈]

BT ⎛B ⎞
= ∑
π n∈]
x ( nT )sinc ⎜
⎝ π
(t − nT ) ⎟
⎠
• Moreover,
y (t ) = x(t )
 Shannon’s Sampling Theorem
• A CT bandlimited signal x(t) with frequencies
no higher than B can be reconstructed from its
samples x[n] = x( nT ) if the samples are taken
at a rate
ω s = 2π / T ≥ 2 B
• The reconstruction of x(t) from its samples
x[n] = x(nT ) is provided by the interpolation
formula
BT ⎛B ⎞
x(t ) = ∑
π n∈]
x ( n T ) si n c ⎜
⎝ π
(t − nT ) ⎟
⎠

Nyquist Rate

• The minimum sampling rate ω s = 2π / T = 2 B

is called the Nyquist rate

• Question: Why do CD’s adopt a sampling

rate of 44.1 kHz?
• Answer: Since the highest frequency
perceived by humans is about 20 kHz, 44.1
kHz is slightly more than twice this upper
bound
 Aliasing

X (ω )

1
X s (ω ) = ∑
T k∈]
X (ω − kω s )

Aliasing –Cont’d

• Because of aliasing, it is not possible to

reconstruct x(t) exactly by lowpass filtering
the sampled signal xs (t ) = x(t ) p (t )
• Aliasing results in a distorted version of the
original signal x(t)
• It can be eliminated (theoretically) by
lowpass filtering x(t) before sampling it so
that | X (ω ) |= 0 for | ω |≥ B