Chapter 2 Fourier Analysis of Periodic and Aperiodic Continuous-Time Signals and Systems 2.1 INTRODUCTION A signal which is repetitive is a periodic function of time. Any periodic function of time f(¢) can be represented by an infinite series called the Fourier Series. A function of time f(t) is said to be periodic of period T if fit) = f(t + 7) for all t. For example, the periodic waveforms of sinusoidal and exponential forms are shown in Fig. 2.1. 4 no ° 2 T t to) Fig. 2.1 Waveforms Representing Periodic FunctionsFourier Analysis of Periodic and Aperiodie Continuous Time Signals and Systems 41 Examples of periodic processes are the vibration of a tuning fork, oscillations of a pendulum, conduction of heat, alternating current passing through a circuit, propagation of sound in a medium, etc. Fourier series may be used to represent either functions of time or functions of space co-ordinates. In a similar manner, functions of two and three variables may be represented as double and triple Fourier series respectively. Periodic waveforms may be expressed in the form of Fourier series. Non-periodic waveforms may be expressed by Fourier transforms. 2.2 TRIGONOMETRIC FOURIER SERIES A periodic function f(t) can be expressed in the form of trigonometric series as ft)= Fae + a, 08 aut +, 0S 2iy t + a3 COS Bunt + ... + 6; sin op t+ by sin 2ayt+d,sin Bayt+... (2.1) where @) = 2xf = =, f is the frequency and a’s and 6’s are the coefficients. The Fourier series exists only when the function fit) satisfies the following three conditions called Dirichlet’s conditior (i) f(t) is well defined and single-valued, except possibly at a finite number of points, i.e. f(t) has a finite average value over the period T. (ii) F(t) must posses only a finite number of discontinuities in the period T. (iii) f(¢) must have a finite number of positive and negative maxima in the period T. Equation 2.1 may be expressed by the Fourier series 100) = day + Ya, cos nay t + Yb, sin nowy t (2.2) = at where a,, and 6, are the coefficients to be evaluated. Integrating Eq. 2.2 for a full period, we get re 1 7 TR = | fide = 3% fat+ f Ya, cos naot +b, sin n aot) dt -th ta -Tan Integration of cosine or sine function for a complete period is zero. TI Therefore, [fiat = Fay Ti 2 9 ti Hence, a= 5 frac (2.3)42_Digital Signal Processing r or, equivalently ay = Fl reat a Multiplying both sides ot 2.2 by cos mat and integrating, we have tT J ecos mgt at = > "foocormogtats “7a Tl» TR D4, cos nay t cos magt dt + f Yb, sin nagt cos maot dt Trane! Trane 17? Here, = 4 fag cos magt dt = 0 2 te T2 712 Ja, cos nat co8 mag dt = “2 { [cos(m +n) ot + cos (m — n)cotl dt -TI2 2 -TI2 0, formen a,, form=n rr bn 72 Jb, 8in naot cos mag tdt = a Jlsin (m + n) aot - sin (m ~ not] dt “ta -tia =0 Ta Therefore, | f(t) cos nugt dt = Sn form=n “ta Tra Hence, 7 J £00) cos nwo de (2.4) 2 r or, equivalently a, = z J f(t) cos not dt > Similarly, multiplying both sides of Eq. 2.2 by sin m wot and integrating, we get Ta Ta Jr sin mag tae =3 {eosin mag at -ta Ta = Te La, cos naot sin mw tdt+ f Yb, sin nat sin mag t dt -TIZn=1 -Tign=1Fourier Analysis of Periodic and Aperiodic Continuous-Time Signals and Systems 43 rp Here, 3 J aysin mag t dt =0 “tn rh J a, cos nwt sin mayt dt =0 -ta Tp 0, form#n Jen ca noytsinmoyt at {1 for m=n -TI2 = re Therefore, [ f(t) sin moo tat = fo, for m =n “ta re Hence, b,= 2 [fl)sin nagtat (2.5) “ta r or, equivalently, b, = 2 J fOsin nage at ° The number n = 1, 2, 3, ... gives the values of the harmonic frequencies. Symmetry Conditions () If the function f(¢) is even, then ft) = ft). For example, cos ¢, ¢?, t sin t, are all even. The cosine is an even function, since it may be expressed as the power series é) é* _a* a 4l 6 ‘The waveforms representing the even functions of t are shown in Fig. 2.2. Geometrically, the graph of an even function will be symmetrical with respect to the y-axis and only cosine terms are present (d.c. term optional). When fit) is even, cost =1— fro dt = 2f fie at Se 2 at) 4 @ 0) Fig. 2.2 (Contd.)44 Digital Signal Processing ©) @) Fig. 2.2 Waveforms Representing Even Functions The sum or product of two or more even functions is an even function. (ii) If the function f(¢) is odd, then f(-) = —f(¢) and only sine terms are present (d.c. term optional). For example, sin ¢, t°, t cost are all odd. The waveforms shown in Fig. 2.3 represent odd functions oft. The graph of an odd function is symmetrical about the origin. Iff(t) is odd, fre dt = 0. The sum of two or more odd functions is an odd function and the product of two odd functions is an even function. t Ko HO ) lo (@) Fig. 2.3 Waveforms Representing Odd Functions (iii) If f(t + T/2) = f(t), only even harmonics are present. (iv) Iff(¢ + 7/2) = -f (0), only odd harmonics are present and hence the waveform has half-wave symmetry. Obtain the Fourier components of the pei ‘wave signal which is symmetrical with respect to the vertical axis at time t = 0, as shown in Fig. E2.1. ic squareFourier Analysis of Periodic and Aperiodic Continuous-Time Signals and Systems 45 Ko) Fig. £2.1 Solution Since the given waveform is symmetrical about the horizontal axis, the average area is zero and hence the d.c. term ay = 0. In addition, f(t) = f(~t) and so only cosine terms are present, ie, b, =0. 2M! = [FW cosnupt dt “tra ~-A, from -T/2t Fig. E2.5 T-a2 T T+a2 Solution The periodic function of the Fourier series for the given pulse train is expressed by fit)= Fay + Ya, cos nwt + Fb, sin n wot nel 2 7? == t)dt M9 = = Jro where nal52_Digital Signal Processing 2Ad 2% arg “% faae~24 iatg dn an Here, since the choice of t = 0 is at the centre of a pulse, the b, coefficients are zero. 72 aya Therefore, a, = = 7 [f@eosnaytar=% Joos magt at Pin . aa 2A[sin nagt 24 [x (ned = ZA/Saneth sin { “Co" TL no | ag MOT 2 4A NW) d = sin 2° nOyT ®o 2 nad § sSniooy n sin (nip 412) cos nag t _Ad Henee, fit) = Or a nel 2.3. COMPLEX OR EXPONENTIAL FORM OF FOURIER SERIES From Eq. 2.2, the trigonometric form of the Fourier series is f= 52+ De, COS Ny t +b, SiN NW, t) An alternative but convenient way of writing the periodic function fit) is in exponential form with complex quantities. Since eintot 4 gm ineat cos N Wy t = ; gitvot _ g-inwot 23 Substituting these quantities in the expression for the Fourier series gives PE re f10)= Bag + 5, (Se (oe nal ~ jb, eitot ap, en inet . Lays 5 (ee ie De : (aq + ibe wet ib sin n Wt = Here, taking c, = 3 (a, -jb n)Fourier Analysis of Periodic and Aperiodic Continuous Time Signals and Systems 53 3, +jb,) (2.6) 0 = 4 Where c_, is the complex conjugate of c,. Substituting expressions for the coefficients a, and 5, from Eqs 2.4 and 2.5 gives 17! F JfWfcos negt - j sin noo ¢] at T -TI2 172 am ffe int at 7) r -TI2 17 7 Jf) [cos n a t+ sin n toy t] dt “tn Te frie"! de (2.8) Te and 1 T ms <1 cot Y cp el" + Fc, eo! (2.9) with = f@ where the values of n are negative in the last term and are included under the E sign. Also, cy may be included under the E sign by using the value of n = 0. Therefore, fo= > (2.10) It is clear from the result given in Eq. 2.10 that the periodic function f(t) may be expressed mathematically by an infinite set of positive and negative frequency components. The negative frequencies have not only mathematical significance, but also physical significance, since a positive frequency may be associated with an anti-clockwise rotation and a negative frequency with a clockwise rotation. The complex Fourier series furnishes a method of decomposing a signal in terms of a sum of elementary signals of the form {e/"®'}. This representation may be used for signals f(t) that are (i) Periodic, f(t) = f(t + T), in which case the representation is valid on (~ %, @) (ii) Aperiodic, in which case the representation is valid on a finite interval (t,, t,). The periodic extension of f(t) is obtained outside of (ty, ty). Note that similar to the evaluation of integrals a, and 6, the limits of integration in Eq. 2.7 may be the end points of any convenient full period and not essentially 0 to T or 0 to 2n. For f(t) to be real, C_, = C,., so that only positive value of n are considered in Eq. 2.7. Also, we have54 Digital Signal Processing a, = 2Re[c,] and 6, =-2Im [e,] (2.11) For an even waveform, the trigonometric Fourier series has only cosine terms and hence, by Eq. 2.6, the exponential Fourier series coefficients will be pure real numbers. Similarly, for an odd waveform, the trigonometric Fourier series contains only sine terms and hence the exponential Fourier series coefficients will be pure imaginary. kz @ —— (a) Find the trigonometric Fourier series of the waveform shown in Fig. E2.6 and (b) Determine the exponential Fourier series and hence finda, and b, of the trigonometric series and compare the results. a) A +A Fig. E2.6 Solution The function of the given waveform for one period can be written as -A, for -T/2 | ino t- 0) (an)? n? 0 Substituting the coefficients c, in Eq. 2.9, the exponential Fourier series is 5 -jtmot _ ; 5 ~joot , 5, 5 gt (e) Bester 7B en ioot 54 55 gino f wes On 2773 , 5 .-j2uyt pb ten Tan® By using Eq. 2.11, the trigonometric Fourier series coefficients a, and 6, can be evaluated as a, = 2Rele,] = 2|c,| =O and b,= 21m [e,] 5_5. 5a Hence, f(t) = 8 ~Ssinwyt- B-sin 20gt—Snsin Supt... This result is the same as that of the trigonometric Fourier series method. 2.4 PARSEVAL’S IDENTITY FOR FOURIER SERIES A periodic function f(t) with a period T is expressed by the Fourier series as fit)= Jay + > (a, cos nay t +b, sin nog t) nel Now, [fioi? = 4% f+ Y la, f) cos nat +b, f(t) sin nig t] a 17? (aoa) TH e, — Pe == Therefore, =. J (FOP dt =e J Yimjae 2 taFourier Analysis of Periodic and Aperiodic Continuous Time Signals and Systems _59 T2 43 a, 7 Fitcosnaytdt+h, f f(t)sin nat dt n=tl -t dw (a small quantity) or UT = @p/2n > dol2n Furthermore, the n harmonic in the Fourier series is n a > ndo. Here n must tend to infinity as @) approaches zero, so that the product is finite, i.e. na > @. In the limit, the E sign leads to an integral and we have = 1 7 pq ever os Jroe dt and, f= sel j fet are ce 2m L When evaluated, the quantity in bracket is a function of frequency only and is denoted as F(j o) whereFourier Analysis of Periodic and Aperiodic Continuous-Time Signals and Systems 63 FGo)= f foes at (2.16) It is called the Fourier transform of f(t). Substituting for f(t) above, We obtain -1T rjaei fit)= and Fa) e! do or, equivalently, fit)= J Fljo)e’ af (2.17) which is called the inverse Fourier transform. Now the time function f(t) represents the expression for a single pulse or transient only. Equations 2.16 and 2.17 constitute a Fourier transform pair. From Eqns 2.16 and 2.17, it is apparent that the Fourier transform and inverse Fourier transform are similar, except for a sign change on the exponential component. 2.6.1 Energy Spectrum for a Non-Periodic Function For a non-periodic energy signal, such as a single pulse, the total energy in (- , «) is finite, whereas the average power, i.e. energy per unit time, is zero because 4 tends to zero as T tends to infinity. Hence, the total energy associated with f(t) is given by E= j FP) at . -17 jot i Since, f(t) = an] FUme do, we obtain E= frost] F(jo)e!* dwdt Qn ei rue j fit) e/* aan she F(jo) F(-jo)do 1] ruor' Ljruar (jo) do