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UE20EC203 SIGNALS & SYSTEMS

UNIT - 3

Dr. T. S. Chandar
Department of ECE, PESU.
SIGNALS & SYSTEMS
TEXT BOOK AND REFERENCES

TEXT BOOK:

SIGNALS AND SYSTEMS - Alan V Oppenheim, Alan S. Willsky

REFERENCE BOOKS:
Signals & Systems - Simon Haykin & Barry Van Veen

Signal Processing and Linear Systems - B.P. Lathi

Analog and Digital Signal Processing - Ashok Ambardar


UNIT - 3

Fourier Series Representation of


Periodic Signals

Dr. T. S. Chandar
Department of ECE
SIGNALS & SYSTEMS – Unit – 3 {Text Book Sec. 3.1 till 3.7}
CONTENTS

❖ Explanation of Complex Exponentials

❖ Response of LTI systems to Complex Exponentials

❖ Trigonometric Fourier Series

❖ Fourier Series representation of Continuous-time Periodic


Signals

❖ Convergence of the Fourier Series (brief discussion)

❖ Properties of Continuous-time Fourier Series (CTFS)

❖ Fourier Series representation of Discrete-time Periodic Signals

❖ Properties of Discrete-time Fourier Series (DTFS).


SIGNALS & SYSTEMS – Unit – 3
HISTORICAL PERSPECTIVE

❖ Fourier Series was developed by Jean Baptiste Joseph Fourier


(1768 - 1830) – French Mathematician & Physicist.

❖ A concept that any periodic phenomena can be expressed as a


sum of harmonically related sines and cosines or periodic
exponentials was put forward by L. Euler in 1748, using
trigonometric series.

❖ This was opposed by J. L. Lagrange in 1759 due to


discontinuities in the slope of the signal.

❖ In 1807, Fourier presented his Series – the temperature


distribution in a body can be represented as series of
harmonically related sinusoids.
SIGNALS & SYSTEMS – Unit – 3
HISTORICAL PERSPECTIVE

❖ His paper was scrutinised by S. F. Lacroix, G. Monge, P. S. de


Laplace and Lagrange. Except Lagrange, all others accepted
this ‘series’ concept.

❖ Fourier is also credited with the representation of ‘aperiodic’


signals – not as weighted sums of harmonically related
sinusoids but as the weighted integrals of sinusoids that are
not harmonically related. This is what we now call as Fourier
Integral or Transform !

❖ In 1829, P. L. Dirichlet, a German Mathematician gave a


rigorous mathematical proof or conditions for the existence of
Fourier Series; also derived the conditions for convergence !
SIGNALS & SYSTEMS – Unit – 3
HISTORICAL PERSPECTIVE

❖ Fourier’s contribution was mostly devoted to continuous time


signals !

❖ Investigation on discrete-time events and signals began as


early as 1600s

❖ In 1965, Cooley and Tukey proposed an algorithm known as


Fast Fourier Transform.

❖ Fourier Series for Discrete-time signals are useful in digital


implementation.
SIGNALS & SYSTEMS – Unit – 3
EXPLANATION OF COMPLEX EXPONENTIALS
❖ Any signal that could be represented as a linear combination
of some basic signals possesses the following properties;

❖ The set of basic signals can be used to construct a broad


and useful class of signals.

❖ The response of an LTI system to such signal should be


simple enough in structure to provide us with a convenient
representation for the response of the system to any signal
constructed as a linear combination of the basic signals.

❖ Complex exponentials possess the above mentioned properties


and hence widely used in Fourier analysis !
SIGNALS & SYSTEMS – Unit – 3
EXPLANATION OF COMPLEX EXPONENTIALS

❖ Basic complex Exponential signals;

❖ Continuous Time 𝒆𝒔𝒕 ; s – a complex number.

❖ Discrete Time 𝒛𝒏 ; 𝒛 = 𝒛 𝒆𝒋𝜽 ; z – a complex number.

❖ The response of an LTI system to a complex exponential input is


the same complex exponential with only change in the amplitude.

❖ Continuous time: 𝒆𝒔𝒕 → 𝒚 𝒕 = 𝑯(𝒔)𝒆𝒔𝒕

❖ Discrete Time: 𝒛𝒏 → 𝒚 𝒏 = 𝑯 𝒛 𝒛𝒏

❖ where H(s) and H(z) are the complex amplitudes.


SIGNALS & SYSTEMS – Unit – 3
EXPLANATION OF COMPLEX EXPONENTIALS

❖ A signal for which the system output is (possibly complex)


constant times the input is referred to as an Eigen function of the
system.

❖ The amplitude factor H(s) or H(z) is referred to as the system’s


Eigen Value.

❖ All complex exponentials are indeed Eigen functions of LTI


System.

❖ In the CT domain, if 𝒆𝒔𝒕 is the input (Eigen function), the Eigen



value is H(s) = ‫׬‬−∞ 𝒉(𝝉)𝒆−𝒔𝝉 𝒅𝝉. Proof !!

❖ In the DT domain, if 𝒛𝒏 is the input (Eigen function), the Eigen


value is H(z) = σ∞ −𝒌
−∞ 𝒉 𝒌 𝒛 . Proof !!
SIGNALS & SYSTEMS – Unit – 3
RESPONSE OF LTI SYSTEMS TO COMPLEX EXPONENTIALS

❖ Consider an input of the form 𝒙 𝒕 = 𝒂𝟏 𝒆𝒔𝟏𝒕 + 𝒂𝟐 𝒆𝒔𝟐𝒕 + 𝒂𝟑 𝒆𝒔𝟑 𝒕 .

❖ Then from the Eigen function property and Superposition property


of an LTI system, we have;

𝒚 𝒕 = 𝒂𝟏 𝑯(𝒔𝟏 )𝒆𝒔𝟏𝒕 + 𝒂𝟐 𝑯(𝒔𝟐 )𝒆𝒔𝟐 𝒕 + 𝒂𝟑 𝑯(𝒔𝟑 )𝒆𝒔𝟑𝒕

❖ Specifically, if the input is of the form; 𝒙 𝒕 = σ𝒌 𝒂𝒌 𝒆𝒔𝒌 𝒕 , then

the output will be 𝒚 𝒕 = σ𝒌 𝒂𝒌 𝑯(𝒔𝒌 ) 𝒆𝒔𝒌 𝒕 .

❖ For the DT case, if 𝒙 𝒏 = σ𝒌 𝒂𝒌 𝒛𝒏𝒌 , the output of such system

would be; y 𝒏 = σ𝒌 𝒂𝒌 𝑯(𝒛𝒌 ) 𝒛𝒏𝒌 .


SIGNALS & SYSTEMS – Unit – 3
RESPONSE OF LTI SYSTEMS TO COMPLEX EXPONENTIALS

❖ For both CT and DT systems, if the input is represented as a


linear combination of complex exponentials, then the output also
can be represented as a linear combination of the same complex
exponentials.

❖ Each co-efficient in the output is obtained as the product of the


corresponding co-efficient 𝒂𝒌 of the input and the system’s Eigen
value 𝑯(𝒔𝒌 ) or 𝑯(𝒛𝒌 ) associated with the Eigen function 𝒆𝒔𝒌 𝒕 or
𝒛𝒏𝒌 .

❖ For future discussions, we will adopt the following;

❖ 𝒔 → 𝒋𝝎 or 𝒆𝒔𝒕 = 𝒆𝒋𝝎𝒕

❖ z → 𝒆𝒋𝝎 or 𝒛𝒏 = 𝒆𝒋𝝎𝒏
SIGNALS & SYSTEMS – Unit - 3
CT FOURIER SERIES

CTFS

Dept. of ECE, PES University, Bangalore 13


SIGNALS & SYSTEMS – Unit – 3
FOURIER SERIES FOR CT PERIODIC SIGNALS

▪ Harmonically related complex exponentials are defined as a set


of complex exponentials, all of which are periodic with a common
period T0 or T.

▪ Alternatively, they can also be defined as a set of periodic


exponentials with fundamental frequencies that are multiples of a
single positive frequency ω0 .

▪ The necessary condition for a complex exponential e j  t to be


periodic with a period T0 or T is e j  T0 = 1

▪ This implies that ωT0 is a multiple of 2π or;

❖  T0 = 2 k , k = 0,  1,  2,  3,.......
SIGNALS & SYSTEMS – Unit - 3
FOURIER SERIES FOR CT PERIODIC SIGNALS

2
▪ Since 0 =
T0

▪ To satisfy the condition  T0 = 2 k , k = 0,  1,  2,  3,.......

▪ ω should be an integer multiple of ω0 .

▪ Hence the set of harmonically related complex exponentials


are expressed as;
k (t ) = e j k  t ,
0
k = 0,  1,  2,.......

▪ The fundamental frequency and the fundamental periods


being;
2 T0
k 0 , =
k 0 k
SIGNALS & SYSTEMS – Unit – 3
FOURIER SERIES FOR CT PERIODIC SIGNALS

❖ Thus a linear combination of harmonically related complex


exponentials can be expressed as;
𝟐𝝅
𝒋𝒌 𝒕
❖ 𝒙 𝒕 = σ∞
𝒌=−∞ 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒕 = σ∞
𝒌=−∞ 𝒂𝒌 𝒆 𝑻 is also
periodic.

❖ When k = 0, x(t) = 𝒂𝟎 , a constant.

❖ For k = +1 or -1, the terms have the same fundamental


frequency 𝝎𝟎 and known as the fundamental components or first
harmonic components.

𝑻 𝑻
❖ For k = +2 or -2, the terms have half the period = or
𝒌 𝟐
twice 𝝎𝟎 and referred as the second harmonic components.
SIGNALS & SYSTEMS – Unit – 3
FOURIER SERIES FOR CT PERIODIC SIGNALS

𝑻
❖ For k = +N or -N, the terms have a period of and referred as
𝑵
the Nth harmonic components.

❖ The representation of a periodic signal x(t) by;


∞ ∞
𝟐𝝅
𝒋𝒌 𝑻 𝒕
𝒙 𝒕 = ෍ 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒕 = ෍ 𝒂𝒌 𝒆
𝒌=−∞ 𝒌=−∞

is known as the Fourier Series representation of CT periodic signal.

❖ This is also known as Exponential Form of Fourier Series


representation of CT periodic signal.

❖ 𝒂𝒌 - Fourier Coefficients or Spectral Coefficients.


SIGNALS & SYSTEMS – Unit – 3
FOURIER SERIES FOR CT PERIODIC SIGNALS

❖ Consider a periodic signal x(t) with a fundamental frequency 2π that is


expressed as;

❖ 𝒙 𝒕 = σ𝟑𝒌=−𝟑 𝒂𝒌 𝒆𝒋𝒌𝟐𝝅𝒕

𝟏 𝟏 𝟏
❖ Given,𝒌 = 𝟎, 𝒂𝟎 = 𝟏, 𝒌 = 𝟏, 𝒂𝟏 = 𝒂−𝟏 = , 𝒂𝟐 = 𝒂−𝟐 = , 𝒂𝟑 = 𝒂−𝟑 = .
𝟒 𝟐 𝟑

𝟏 𝟏 𝟏
❖ 𝒙 𝒕 =𝟏+ 𝒆𝒋𝟐𝝅𝒕 + 𝒆−𝒋𝟐𝝅𝒕 + 𝒆𝒋𝟒𝝅𝒕 + 𝒆−𝒋𝟒𝝅𝒕 + 𝒆𝒋𝟔𝝅𝒕 + 𝒆−𝒋𝟔𝝅𝒕
𝟒 𝟐 𝟑

❖ Using Euler’s Identity, we have;

𝟏 𝟐
❖ 𝒙 𝒕 =𝟏+ 𝒄𝒐𝒔𝟐𝝅𝒕 + 𝒄𝒐𝒔 𝟒𝝅𝒕 + 𝒄𝒐𝒔 𝟔𝝅𝒕
𝟐 𝟑
SIGNALS & SYSTEMS – Unit - 3
FOURIER SERIES FOR CT PERIODIC SIGNALS

Dept. of ECE, PES University, Bangalore 19


SIGNALS & SYSTEMS – Unit – 3
FOURIER SERIES FOR CT PERIODIC SIGNALS
❖ Let the signal x(t) be real, then its complex conjugate x*(t) is same as x(t).

❖ Therefore 𝒙∗ (𝒕) = σ∞ ∗ −𝒋𝒌𝝎𝟎 𝒕


𝒌=−∞ 𝒂𝒌 𝒆

❖ Replacing k by –k in the summation we have;

𝒙∗ (𝒕) = σ∞ 𝒂 ∗
𝒌=−∞ −𝒌 𝒆 𝒋𝒌𝝎𝟎 𝒕 , 𝒙 𝒕 = σ∞
𝒌=−∞ 𝒂𝒌 𝒆
𝒋𝒌𝝎𝟎 𝒕

❖ Since x(t) = x*(t), comparing their expressions, we have;

❖ 𝒂∗𝒌 = 𝒂𝒌 or 𝒂∗𝒌 = 𝒂−𝒌 or 𝒂𝒌 = 𝒂−𝒌

❖ This is evident from the previous example where 𝒂𝟏 = 𝒂−𝟏 , 𝒂𝟐 = 𝒂−𝟐 and 𝒂𝟑 =
𝒂−𝟑 .

❖ Therefore, for real periodic CT signals, the Fourier coefficients are ‘conjugate
symmetric’.
SIGNALS & SYSTEMS – Unit – 3
CT PERIODIC SIGNALS – FOURIER COEFFICIENTS
❖ Consider a periodic signal x(t), having a fundamental period T;

❖𝒙 𝒕 = σ∞ 𝒂
𝒌=−∞ 𝒌 𝒆 𝒋𝒌𝝎𝟎 𝒕
. Then its Fourier Coefficients are
given by;

𝟐𝝅
𝟏 𝑻 −𝒋𝒌𝝎𝟎 𝒕 𝟏 𝑻 −𝒋𝒌 𝒕
❖ 𝒂𝒌 = ‫𝒙 𝟎׬‬ 𝒕 𝒆 𝒅𝒕 = ‫𝒙 𝟎׬‬ 𝒕 𝒆 𝑻 𝒅𝒕
𝑻 𝑻
- Analysis Equation

❖ Proof: Refer Handwritten Notes.

𝟐𝝅
∞ 𝒋𝒌 𝒕
❖ 𝒙 𝒕 = σ𝒌=−∞ 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒕
=𝒙 𝒕 = σ∞
𝒌=−∞ 𝒂𝒌 𝒆 𝑻
❖- Synthesis Equation
SIGNALS & SYSTEMS – Unit - 3
CT FOURIER SERIES

Numerical

Dept. of ECE, PES University, Bangalore 22


SIGNALS & SYSTEMS – Unit – 3
CT FOURIER SERIES – EXAMPLE 2
SIGNALS & SYSTEMS – Unit – 3
CT PERIODIC SIGNALS – FOURIER COEFFICIENTS
❖ Consider a periodic signal x(t), having a fundamental period T; its Fourier
Series in the trigonometric form is given by:-

𝟏
❖𝒙 𝒕 = 𝒂𝟎 + σ∞ 𝒂
𝒏=𝟏 𝒏 𝒄𝒐𝒔 𝒏𝝎𝟎 𝒕 + σ∞
𝒏=𝟏 𝒃𝒏 𝒔𝒊𝒏 𝒏𝝎𝟎 𝒕 .
𝟐

𝟐 𝑻 𝟏
❖ 𝒂𝟎 = ‫𝒙 𝟎׬‬ 𝒕 𝒅𝒕 ; Where 𝒂𝟎 is the DC / Constant component of x(t).
𝑻 𝟐

𝟐 𝑻
❖ 𝒂𝒏 = ‫𝒙 𝟎׬‬ 𝒕 𝒄𝒐𝒔 𝒏𝝎𝟎 𝒕
𝑻

𝟐 𝑻
❖ 𝒃𝒏 = ‫𝒙 𝟎׬‬ 𝒕 𝒔𝒊𝒏 𝒏𝝎𝟎 𝒕
𝑻

❖ 𝒂𝒏 , 𝒃𝒏 are the maximum amplitude of the nth harmonic component.


SIGNALS & SYSTEMS – Unit – 3
CT PERIODIC SIGNALS – FOURIER COEFFICIENTS

❖ Relation between the Fourier Coefficients of exponential and


trigonometric forms;

𝟏
❖ 𝒂𝒌=𝟎 = 𝒂
𝟐 𝟎

𝟏
❖ 𝒂𝒌 = 𝒂𝒏 − 𝒋𝒃𝒏 ; 𝒌 = 𝟏, 𝟐, 𝟑, 𝟒, … … . .
𝟐

𝟏
❖ 𝒂−𝒌 = 𝒂𝒏 + 𝒋𝒃𝒏 ; 𝒌 = −𝟏, −𝟐, −𝟑, −𝟒, … .
𝟐

𝟏
❖ 𝒂𝒌 = 𝒂𝟐𝒏 + 𝒃𝟐𝒏 for all k except k = 0
𝟐
SIGNALS & SYSTEMS – Unit – 3
CONVERGENCE OF CT FOURIER SERIES – DIRICHLET CONDITIONS
❖ P. L. Dirichlet (1829) gave the conditions for the convergence of
CT Fourier Series.

❖ Condition 1: Over one period, x(t) must be absolutely


integrable.
❖ ‫∞ < 𝒕𝒅 )𝒕(𝒙 𝑻׬‬

❖ Condition 2: In any finite interval of time, x(t) is of bounded


variation. That is, there are finite number of maxima and minima
during any single period.

❖ Condition 3: In any finite interval of time, there are only finite


number discontinuities. Further, each of these discontinuities is
finite.
SIGNALS & SYSTEMS – Unit – 3
VIOLATION OF DIRICHLET CONDITIONS

𝟏
𝒙 𝒕 = ;𝟎 < 𝒕 ≤ 𝟏
𝒕

𝟐𝝅
𝒙 𝒕 = 𝒔𝒊𝒏 ;𝟎 < 𝒕 ≤ 𝟏
𝒕
SIGNALS & SYSTEMS – Unit – 3
CONVERGENCE OF CT FOURIER SERIES
❖ All practical periodic signals obey Dirichlet conditions.

❖ For a periodic signal with finite number of discontinuities in


each period, the FS representation equals the signal everywhere
except at the isolated points of discontinuity, at which the series
converges to the average value of the signal on either side of the
discontinuity.

❖ If the energy of error between the original signal and FS


representation is zero, then both are same.

❖ Gibbs Phenomenon: While approximating a discontinuous


signal, the approximated signal will have ‘ripples’ near the point
of discontinuity. As N (number of FS coefficient) increases, the
ripples get compressed; however the magnitude or peak
overshoot remains constant.
SIGNALS & SYSTEMS – Unit – 3
CONVERGENCE OF CT FOURIER SERIES
SIGNALS & SYSTEMS – Unit – 3
PROPERTIES OF CT FOURIER SERIES
❖ Assumptions: x(t) is periodic with period T and fundamental
𝟐𝝅
frequency 𝝎𝟎 = . Fourier Series coefficients;
𝑻
𝑭𝑺
❖ 𝒙 𝒕 ֞ 𝒂𝒌

❖ 1. Linearity: Let x(t) and y(t) be two periodic signals with same
fundamental period T. Any linear combination of these two
signals will also be periodic with a period T. If;

𝑭𝑺 𝑭𝑺
❖ 𝒙 𝒕 ֞ 𝒂𝒌 and 𝐲(𝐭) ֞ 𝒃𝒌
❖ then
𝑭𝑺
❖ 𝐳 𝒕 = 𝑨𝒙 𝒕 + 𝑩𝒚 𝒕 ֞ 𝒄𝒌 = 𝑨𝒂𝒌 + 𝑩𝒃𝒌

❖ This property can be extended to a linear combination of any


arbitrary number of signals with a period T.
SIGNALS & SYSTEMS – Unit – 3
PROPERTIES OF CT FOURIER SERIES
❖ 2. Time Shift: When a time shift is applied to a periodic signal
with period T, its period is preserved.

𝑭𝑺
❖ If 𝒙 𝒕 ֞ 𝒂𝒌 , then

𝑭𝑺
❖ 𝒙 𝒕 − 𝒕𝟎 ֞ 𝒃𝒌 = 𝒆−𝒋𝒌𝝎𝟎 𝒕𝟎 𝒂𝒌

❖ Inference: When a periodic signal is shifted in time, the


magnitudes of its FS coefficients remain unaltered.

❖ 𝒃𝒌 = 𝒂𝒌
SIGNALS & SYSTEMS – Unit – 3
PROPERTIES OF CT FOURIER SERIES

❖ 3. Time Reversal: When a time reversal is applied to a periodic


signal with period T, its period is preserved.

𝑭𝑺 𝑭𝑺
❖ If 𝒙 𝒕 ֞ 𝒂𝒌 , then 𝒙 −𝒕 ֞ 𝒂−𝒌

❖ Inference: Time reversal applied to a CT periodic signal results


in a time reversal of the corresponding FS coefficients.

❖ If x(t) is even, FS coefficients are also even 𝒂𝒌 = 𝒂−𝒌 .

❖ While if x(t) is odd, then the FS coefficients are also odd


𝒂𝒌 = −𝒂−𝒌 .
SIGNALS & SYSTEMS – Unit – 3
PROPERTIES OF CT FOURIER SERIES
❖ 4. Time Scaling: Time Scaling in general changes the period of
the considered signal.

❖ If x(t) is periodic with a period T and fundamental frequency


𝝎𝟎 , then x(αt), where α is a positive real number, is also periodic
with a period T/α and fundamental frequency 𝜶𝝎𝟎 .

❖ 𝒙 α𝒕 = σ∞ 𝒂
𝒌=−∞ 𝒌 𝒆 𝒋𝒌(α𝝎𝟎 )𝒕

❖ Inference: Fourier coefficients do not change with Time


Scaling.

❖ Fourier representation has changed due to change in the


fundamental frequency.
SIGNALS & SYSTEMS – Unit – 3
PROPERTIES OF CT FOURIER SERIES

❖ 5. Multiplication: Suppose x(t) and y(t) are both periodic with


period T such that;
𝑭𝑺 𝑭𝑺
❖ 𝒙 𝒕 ֞ 𝒂𝒌 and 𝐲(𝐭) ֞ 𝒃𝒌

❖ The product x(t)y(t) is also periodic with a period T.

𝑭𝑺
❖ 𝒙 𝒕 𝒚 𝒕 ֞ 𝒉 𝒌 = σ∞
𝒍=−∞ 𝒂𝒍 𝒃𝒌 −𝒍 = 𝒂𝒌 * 𝒃𝒌

❖ The RHS can be interpreted as discrete convolution of 𝒂𝒌 and


𝒃𝒌 .
SIGNALS & SYSTEMS – Unit – 3
PROPERTIES OF CT FOURIER SERIES
❖ 6. Conjugation and Conjugation Symmetry: Complex conjugate
of a periodic signal has the effect of complex conjugation and
time reversal on the corresponding Fourier Series coefficients.

𝑭𝑺 𝑭𝑺
❖ If 𝒙 𝒕 ֞ 𝒂𝒌 then 𝒙 (𝐭) ֞ 𝒂∗−𝒌

❖ Inferences: For x(t) being real, then 𝒙 𝒕 = 𝒙∗ (𝒕). From the


above expression 𝒂−𝒌 = 𝒂∗𝒌 . Fourier Series coefficients are
Conjugate Symmetric.

❖ Again for real x(t), 𝒂𝒌 = 𝒂−𝒌 .

❖ For x(t) being real and even, 𝒂𝒌 = 𝒂−𝒌 .

❖ For x(t) being real and odd, 𝒂𝒌 is purely imaginary and odd.
SIGNALS & SYSTEMS – Unit – 3
PROPERTIES OF CT FOURIER SERIES

❖ 7. Parseval’s Identity / Relation: For CT periodic signals;

𝟏
❖ ‫׬‬ 𝒙(𝒕) 𝟐
𝒅𝒕 = σ∞
𝒌=−∞ 𝒂𝒌
𝟐
𝑻 𝑻
❖ LHS – Average power in one period (energy per unit time).

❖ The identity / relation states that the total average power in a


periodic signal equals the sum of the average powers in all of its
harmonic components.
SIGNALS & SYSTEMS – Unit – 3
SUMMARY OF PROPERTIES OF CT FOURIER SERIES
SIGNALS & SYSTEMS – Unit – 3
SUMMARY OF PROPERTIES OF CT FOURIER SERIES
SIGNALS & SYSTEMS – Unit - 3
DT FOURIER SERIES

DTFS

Dept. of ECE, PES University, Bangalore 39


SIGNALS & SYSTEMS – Unit – 3
LINEAR COMBINATION OF DT COMPLEX EXPONENTIALS
❖ FS representation of DT periodic signal is a finite series and hence
there is no issue of convergence !

❖ A DT periodic signal x[n] with a period N will satisfy x[n] = x[n + N].

❖ The fundamental period is the smallest positive integer N such


𝟐𝝅
that 𝝎𝟎 = , the fundamental frequency.
𝑵

𝟐𝝅
𝒋𝑵𝒏
❖ A complex exponential 𝒆𝒋𝝎𝟎 𝒏 = 𝒆 is also periodic with a
period N.

❖ A set of all DT complex exponential signals that are periodic with a


period N is given by;
𝟐𝝅
𝒋𝒌𝝎𝟎 𝒏 𝒋𝒌 𝑵 𝒏
❖ 𝝋𝒌 𝒏 = 𝒆 = 𝒆 ; 𝒌 = 𝟎, ±𝟏, ±𝟐, ±𝟑, … … .
SIGNALS & SYSTEMS – Unit – 3
LINEAR COMBINATION OF DT COMPLEX EXPONENTIALS

𝟐𝝅
❖ All of these have fundamental frequencies that are multiples of
𝑵
and thus harmonically related.

❖ Important: There are only N distinct signals in the set given by the
previous equation. This is due to the fact that DT Complex
exponentials which differ in frequency by a multiple of 𝟐𝝅 are
identical.

❖ Specifically: 𝝋𝟎 𝒏 = 𝝋𝑵 𝒏 , 𝝋𝟏 𝒏 = 𝝋𝑵+𝟏 𝒏 .

❖ In general, 𝝋𝒌 𝒏 = 𝝋𝒌+𝒓𝑵 𝒏 .

❖ When k is changed with an integer multiple of N, identical


sequence is generated.
SIGNALS & SYSTEMS – Unit – 3
LINEAR COMBINATION OF DT COMPLEX EXPONENTIALS
❖ This is different from CT signals, where signals defined by 𝝋𝒌 (𝒕)
are different from one another or unique !

❖ The next step would be to represent any periodic DT sequence in


terms of linear combination of 𝝋𝒌 [𝒏].

𝟐𝝅
❖ That is; 𝒙 𝒏 = σ𝒌 𝒂𝒌 𝝋𝒌 𝒏 = σ𝒌 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒏 = σ𝒌 𝒂𝒌 𝒆𝒋𝒌 𝑵 𝒏

❖ where 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒏 is the 𝒌𝒕𝒉 harmonic component of x[n].

❖ Since the sequences 𝝋𝒌 [𝒏] are distinct only over a range of N


successive values of k, the summation in the equation need only to
include terms over this range.

❖ This range is expressed as 𝒌 = < 𝑵 > or 𝒌 = 𝟎, 𝟏, 𝟐, … . , 𝑵 − 𝟏.


SIGNALS & SYSTEMS – Unit – 3
FOURIER SERIES OF PERIODIC DT SIGNALS

❖ Therefore;
𝟐𝝅
𝒋𝒌 𝒏
❖ 𝒙 𝒏 = σ𝒌= <𝑵> 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒏 = σ𝒌= <𝑵> 𝒂𝒌 𝒆 𝑵

❖ k takes the value in terms of integers with a range of N;

❖ k = 0, 1, 2, 3, ……. (N - 1)
❖ k = 3, 4, 5, 6, ……., N, (N + 1), (N + 2)

❖ The above expression for x[n] is called the Discrete Time Fourier
Series.

❖ The coefficients 𝒂𝒌 - Fourier Series Coefficients.


SIGNALS & SYSTEMS – Unit – 3
FOURIER SERIES OF PERIODIC DT SIGNALS

𝟐𝝅
❖ 𝒙 𝒏 = σ𝒌= <𝑵> 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒏 = σ𝒌= <𝑵> 𝒂𝒌 𝒆𝒋𝒌 𝑵 𝒏 - Synthesis Equation.
𝟐𝝅
𝟏 𝟏 −𝒋𝒌 𝒏
❖ 𝒂𝒌 = σ𝒏= <𝑵> 𝒙[𝒏] 𝒆 −𝒋𝒌𝝎𝟎 𝒏
= σ𝒏= <𝑵> 𝒙[𝒏] 𝒆 𝑵 - Analysis
𝑵 𝑵
Equation. Proof – Refer handwritten Notes !

❖ The Spectral coefficients / Fourier coefficients 𝒂𝒌 specify a


decomposition of x[n] into a sum of N harmonically related complex
exponentials.

❖ 𝒂𝒌 = 𝒂𝒌+𝑵 . So even if we take arbitrary values of ‘k’, only N successive


elements in the sequence will be used in FS representation.

❖ DTFS representation is therefore a finite series with N terms.


SIGNALS & SYSTEMS – Unit - 3
DT FOURIER SERIES

Numerical

Dept. of ECE, PES University, Bangalore 45


SIGNALS & SYSTEMS – Unit - 3
DT FOURIER SERIES – Example 1

N=5

M = 3, N = 5
Dept. of ECE, PES University, Bangalore 46
SIGNALS & SYSTEMS – Unit - 3
DT FOURIER SERIES – Example 2

N = 10

Dept. of ECE, PES University, Bangalore 47


SIGNALS & SYSTEMS – Unit - 3
DT FOURIER SERIES – Example 2

N = 10

Dept. of ECE, PES University, Bangalore 48


SIGNALS & SYSTEMS – Unit – 3
PROPERTIES OF DT FOURIER SERIES
❖ Assumptions: x[n] and y[n] are periodic with period N and
𝟐𝝅
fundamental frequency 𝝎𝟎 = . Fourier Series coefficients;
𝑵

𝑫𝑻𝑭𝑺 𝑫𝑻𝑭𝑺
❖ 𝒙𝒏 𝒂𝒌 ; 𝒚[𝒏] 𝒃𝒌 , FS coefficients are
also periodic with period N.

𝑫𝑻𝑭𝑺
❖ 1. Linearity: 𝑨𝒙[𝒏] + 𝑩𝒚[𝒏] 𝒄𝒌 = 𝑨𝒂𝒌 + 𝑩𝒃𝒌

𝑫𝑻𝑭𝑺 𝟐𝝅
−𝒋𝒌 𝑵 𝒏𝟎
❖ 2. Time Shifting: 𝒙 𝒏 − 𝒏𝟎 𝒆 𝒂𝒌

𝑫𝑻𝑭𝑺
❖ 3. Conjugation: 𝒙∗ 𝒏 𝒂∗−𝒌

𝑫𝑻𝑭𝑺 𝑫𝑻𝑭𝑺
❖ 4. Time Reversal: 𝒙 𝒏 𝒂𝒌 ; 𝒙 −𝒏 𝒂−𝒌
SIGNALS & SYSTEMS – Unit – 3
PROPERTIES OF DT FOURIER SERIES

𝒏
𝒙 ; 𝐢𝐟 𝒏 𝐢𝐬 𝐚 𝐦𝐮𝐥𝐭𝐢𝐩𝐥𝐞 𝐨𝐟 𝒎
❖ 5. Time Scaling: 𝒙(𝒎) 𝒏 = ቐ 𝒎
𝟎; 𝐢𝐟 𝒏 𝐢𝐬 𝐧𝐨𝐭 𝐚 𝐦𝐮𝐥𝐭𝐢𝐩𝐥𝐞 𝐨𝐟 𝒎
❖ If the above condition is satisfied then it is periodic with period mN.

𝑫𝑻𝑭𝑺 𝟏
❖ 𝒙(𝒎) 𝒏 𝒂𝒌
𝒎

𝑫𝑻𝑭𝑺
❖ 6. Periodic Convolution: 𝒙 𝒏 ⊛ 𝒚 𝒏 𝑵𝒂𝒌 𝒃𝒌

𝑫𝑻𝑭𝑺
❖ 7. Multiplication / Modulation: 𝒙 𝒏 𝒚 𝒏 𝒂𝒌 ⊛ 𝒃𝒌

𝑫𝑻𝑭𝑺 𝟐𝝅
−𝒋𝒌 𝑵
❖ 8. First Difference: 𝒙 𝒏 − 𝒙 𝒏 − 𝟏 𝟏 − 𝒆 𝒂𝒌
SIGNALS & SYSTEMS – Unit – 3
PROPERTIES OF DT FOURIER SERIES

❖ Parseval’s Identity / Relation:

𝑫𝑻𝑭𝑺
❖𝒙 𝒏 𝒂𝒌

❖ Then;

𝟏 𝟐 𝟐
❖ σ𝒏= <𝑵> 𝒙[𝒏] = σ𝒌= <𝑵> 𝒂𝒌
𝑵

❖ The average power in a periodic signal equals the sum of average


powers in all its harmonic components.

❖ 𝒂𝒌 𝟐 for k = 0, 1, 2, 3, …, N – 1 is the distribution of power as a


function of frequency k and is defined as the Power Density Spectrum
or Power Spectral Density of the periodic signal x[n].
SIGNALS & SYSTEMS – Unit - 3
PROPERTIES OF DT FOURIER SERIES

Dept. of ECE, PES University, Bangalore 52


SIGNALS & SYSTEMS – Unit - 3
PROPERTIES OF DT FOURIER SERIES

Dept. of ECE, PES University, Bangalore 53


SIGNALS & SYSTEMS – Unit - 3
DT FOURIER SERIES

Numerical

Dept. of ECE, PES University, Bangalore 54


THANK YOU

Dr. T. S. Chandar
Department of ECE
chandarts@pes.edu
+91 8197067914

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