Fourier Analysis of Signals

and
Systems

Babul Islam
Dept. of Applied Physics and Electronic Engineering
University of Rajshahi, Bangladesh
babul.apee@ru.ac.bd
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Outline
Response of LTI system in time domain
Properties of LTI systems
Fourier analysis of signals
Frequency response of LTI system

Linear Time-Invariant (LTI) Systems

A system satisfying both the linearity and
the time-invariance properties.
LTI systems are mathematically easy to
analyze and characterize, and
consequently, easy to design.
Highly useful signal processing algorithms
have been developed utilizing this class of
systems over the last several decades.
They possess superposition theorem.
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 Linear System:
a1

x1 (n)

a2

x2 ( n)

x1 (n)

a1
+

x2 ( n )

y (n) T a1 x1[n] a2 x2 [n]

y(n) a1T x1[n] a2T x2 [n]

a2

System,

y (n) if y(n)
is linear if and only

i.e., T satisfies the superposition

 Time-Invariant System:
A system
onlyx(n
if)

implies that
x(n k )

is time invariant if and

T

y (n)

y (n, k ) y (n k )

y (n) x(n) x(n 1)

Example: (a)
y (n, k ) x(n k ) x(n k 1)
y (n k ) x(n k ) x(n k 1)
Sinc y (n, k ) y (n k ), the system is timee
invariant.
(b) y (n) nx[n]
y (n, k ) nx[n k ]
y (n k ) (n k ) x[n k ]
Sinc y (n, k ) y (n k ), the system is time-

 Any input signal x(n) can be represented as

for n 0
1,
follows:
[ n]
for n 0
x( n) x(k ) (n k )
0,
k

Consider an LTI system T.

Now, the response of T to the unit
impulse is
-2 -1 0
(n)
h(n)
T

Graphical representation of unit impulse.

(n k )

h(n, k )

Applying linearity properties, we have

x(n)

y (n) T x[n]

x(k )h(n, k )

 Applying the time-invariant property, we

have
x(n)

(LTI)

y ( n)

x(k )h(n, k ) x(k )h(n k )

LTI system can be completely characterized by its

impulse response.
Knowing the impulse response one can compute
the output of the system for any arbitrary input.
Output of an LTI system in time domain is
convolution of impulse response and input signal,
i.e.,
y ( n)

x(k )h(n k ) x(k ) h(k )

Properties of LTI systems

(Properties of convolution)
Convolution is commutative

x[n] h[n] = h[n] x[n]

Convolution is distributive

x[n] (h1[n] + h2[n]) = x[n] h1[n] + x[n]

h2[n]

 Convolution is Associative:
y[n] = h1[n] [ h2[n] x[n] ] = [ h1[n] h2[n] ]
x[n]

x[n]

h2

h1

y[n]

=
x[n]

h1h2

y[n]

Frequency Analysis of Signals

Fourier Series
Fourier
Transform
Decomposition of signals in terms of sinusoidal or
complex exponential components.
With such a decomposition a signal is said to be
represented in the frequency domain.
For the class of periodic signals, such a
decomposition is called a Fourier series.
For the class of finite energy signals (aperiodic), the
decomposition is called the Fourier transform.
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 Fourier Series for Continuous-Time

Periodic
Signals: sinusoidal signal,
Consider a continuous-time
y (t ) A cos(t )

y (t ) A cos(t )

A
Acos

This signal is completely characterized by three parameters:

A = Amplitude of the sinusoid

= Angular frequency in radians/sec = 2f

= Phase in radians
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Complex representation of sinusoidal signals:

y (t ) A cos(t )

A j (t )
e
e j ( t ) ,
2

e j cos j sin

Fourier series of any periodic signal is given by:

n 1

n 1

x(t ) a0 an sin n0t bn cos n0t

where

1
x(t )dt

T
T
2
an x(t ) sin n0tdt
T T
2
bn x(t ) cos n0tdt
T T
a0

Fourier series of any periodic signal can also be expressed as:

x(t )

jn0t
c
e
n

where

cn

1
T

x(t )e jn0t dt

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Example:

x(t )

1 T
a0 x(t )dt 0
T 0
2 T
an x(t ) sin ntdt 0
T 0

T
2

T
2

4
, for n 1, 5, 9,

T
2
4
n n
bn x(t ) cos ntdt
sin

0
4
T
n
2

, for n 3, 7, 11,
n

x(t )

4
1
1

cos

cos
3

cos
5

3
5

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 Power Density Spectrum of Continuous-Time Periodic Signal:

1
P
T

x(t ) dt

cn

This is Parsevals relation.

cn represents the power in the n-th harmonic component of the signal.

If

x(t ) is real valued, then c n cn* , i.e., cn 2 c n

Hence, the power spectrum is a symmetric function of

cn

frequency.

3 2

Power spectrum of a CT periodic signal.

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 Fourier Transform for Continuous-Time

Aperiodic Signal:
Assume x(t) has a finite duration.

Define ~
x (t ) as a periodic extension of x(t):

x(t )

~
x (t )

periodic

T
T
t
2
2
T
t
2

x (t ) :
Therefore, the Fourier series for ~

~
x (t )

c e

jn0t

T /2

1 ~
jn0t
c

x
(
t
)
e
dt
where n

T T / 2
Since ~
x (t ) x(t ) for T 2 t T 2 and x(t ) 0 outside this interval,
then

T /2

1
1
jn0t
jn0 t
cn
x
(
t
)
e
dt

x
(
t
)
e
dt

T T / 2
T

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 Now, defining the envelope X ( ) of Tc n as

1
X ( ) x(t ) e jt dt
T
1
X (n0 )
T
~
Therefore, x (t ) can be expressed as
cn

~
x (t )

1
1
jn0 t
X
(
n

)
e

0
T
2
n

X (n )e

jn0 t

As T , 0 0, n0 (continuous variable) and ~

x (t ) approaches to x(t ).
Therefore, we get

1
x(t )
2

X ( )e jt d

1
X ( ) x(t ) e jt dt
T
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 Energy Density Spectrum of Continuous-Time Aperiodic Signal:

E x(t ) dt

X ( ) d

This is Parsevals relation which agrees

E x(t ) x* (t )dt

1
x(t )dt

X * ( )e jt d

the principle of conservation of energy in

1
X ( )d

time and frequency domains.

X ( )d X ( )

x(t )e jt dt

X ( ) d

X ( ) 2 represents the distribution of

energy in the signal as a function of
frequency, i.e., the energy density
spectrum.

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 Fourier Series for Discrete-Time

Periodic
Consider a Signals:
discrete-time periodic signal x(n) with period N.
x(n N ) x(n) for all n
Now, the Fourier series representation for this signal is given by
N 1

x(n) ck e j 2kn / N
k 0

where

1
ck
N

Since ck N

N 1

j 2kn / N
x
(
n
)
e

n 0

N 1

x ( n)e
n 0

j 2 ( k N ) n / N

1 N 1
x(n)e j 2kn / N ck
N n0

Thus the spectrum of x(n) is also periodic with period N.

Consequently, any N consecutive samples of the signal or its
spectrum provide a complete description of the signal in the time
or frequency domains.

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 Power Density Spectrum of Discrete-Time Periodic Signal:

1
P
N

n 0

x ( n)

ck

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 Fourier Transform for Discrete-Time

Aperiodic
Signals:
The Fourier transform
of a discrete-time aperiodic signal is given by
X ( )

j n
x
(
n
)
e

Two basic differences between the Fourier transforms of a DT and

CT aperiodic signals.
First, for a CT signal, the spectrum has a frequency range of , .
In contrast, the frequency range for a DT signal is unique over the
range , , i.e., 0, 2 , since

X ( 2k )

x ( n )e

j ( 2k ) n

x ( n )e

j ( 2k ) n
x
(
n
)
e

jn j 2kn

x(n)e jn X ( )
n

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 Second, since the signal is discrete in time, the Fourier transform

involves a summation of terms instead of an integral as in the case
of CT signals.
Now x (n) can be expressed in terms of X ( ) as follows:

j n
jm
x
(
n
)
e
e
d

2x(m), m n
j ( m n )
x ( n) e
d

mn
n
0,

X ( )e jm d

1
x (n)
2

X ( )e jn d

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 Energy Density Spectrum of Discrete-Time Aperiodic Signal:

1
E x ( n)
2
n
2

X ( ) d

X ( ) 2 represents the distribution of energy in the signal as a function of

frequency, i.e., the energy density spectrum.
If x (n) is real, then X * ( ) X ( ) .

X ( ) X ( )

(even symmetry)

Therefore, the frequency range of a real DT signal can be limited further to

the range 0 .

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Frequency Response of an LTI System

For continuous-time LTI system
e jt
H e j t
h(t )
cos t
H cos t H
For discrete-time LTI system
e

jn

cos n

h[n]

H e j n
H cos n H

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Conclusion
The response of LTI systems in time domain has been examined.
The properties of convolution has been studied.
The response of LTI systems in frequency domain has been analyzed.
Frequency analysis of signals has been introduced.

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