Fourier Representation of Signals and LTI Systems

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CHAPTER

3 Fourier
Representation
of Signals and
LTI Systems.
EMT 293 - Signal Analysis
1
3.0 Fourier
Representation of Signals
and LTI Systems.
3.1 Introduction.
3.2 Fourier Representation of Four Classes of Signals.
3.3 Discrete Time Periodic Signals: Discrete Time
Fourier Series.
3.4 Continuous-Time Periodic Signals: Fourier Series.
3.5 Complex Sinusoids and Frequency Response of LTI
Systems.
3.6 Discrete-Time Non Periodic Signals: Discrete-Time
Fourier Transform.
3.7 Continuous-Time Non Periodic Signals: Fourier
Transform.
3.8 Properties of Fourier Representation.
3.9 Linearity and Symmetry Properties.
3.10 Convolution Properties. 2
3.1 Introduction.
 Signals are represented as superposition's of complex
sinusoids which leads to a useful expression for the
system output and provide a characterization of signals
and systems.
 Example in music, the orchestra is a superposition of
sounds generated by different equipment having
different frequency range such as string, base, violin
and ect. The same example applied the choir team.
 Study of signals and systems using sinusoidal
representation is termed as Fourier Analysis introduced
by Joseph Fourier (1768-1830).
 There are four distinct Fourier representations, each
applicable to different class of signals.

3
3.2 Fourier
Representation of Four
Class of Signals.
 There are four distinct Fourier representations,
representations class of
signals;
(i) Periodic Signals.
(ii) Nonperiodic Signals.
(iii) Discrete-Time Periodic Signals.
(iv) Continuous-Time Periodic Signals.

 Fourier Series (FS) applies to continuous-time periodic signals.


 Discrete Time Fourier Series (DTFS) applies to discrete-time
periodic signals.
 Nonperiodic signals have Fourier Transform (FT)
representation.
 Discrete Time Fourier Transform (DTFT) applies to a signal
that is discrete in time and non-periodic.

4
Table 3.1: Relation between Time Properties of a Signal an the
Appropriate Fourier Representation.

Time
Property Periodic Nonperiodic

Continuous Fourier Series Fourier Transform


(t) (FS) (FT) [Chapter 3.7]
[Chapter 3.5]

Discrete Discrete Time Discrete Time


(n) Fourier Series Fourier Transform
(DTFS) (DTFT)
[Chapter 3.4] [Chapter 3.6]

5
Cont’d…

(1)
(1) Discrete
Discrete
Time
Fourier
Fourier
Time Representa
Periodic
Periodic Representa
Signal tion
tion
Signal
(2)
(2)
Continuous
Continuous
Time
Time
Periodic
Periodic
Signal
Signal (3)
(3)
Continuous
Continuous
Time
Time Non
Non
Periodic
Periodic
Signal
Signal
(4)
(4) Discrete
Discrete
Time
Time Non
Non
Periodic
Periodic 6
Signal
3.2.1 Periodic Signals:
Fourier Series
Representation
 If x[n] is a discrete-time signal with fundamental
period N then x[n] of DTFS is represents as,

ˆx n   A k e jko n
k

 where o= 2/N is the fundamental frequency of


x[n].
 The frequency of the kth sinusoid in the
7
superposition is ko
Cont’d…
 If x(t) is a continuous-time signal with
fundamental period T, x(t) of FS is represents as

xˆ  t    A k e jko t

 where = 2/T is the fundamental frequency of


x(t). The frequency of the kth sinusoid is k and
each sinusoid has a common period T.
 A sinusoid whose frequency is an integer multiple
of a fundamental frequency is said to be a
harmonic of a sinusoid at the fundamental
frequency. For example ejkt is the kth harmonic of
8
e 
j t.
Fourier-Transform
Representation.
 The Fourier Transform representations employ
complex sinusoids having a continuum of
frequencies.
 The signal is represented as a weighted integral of
complex sinusoids where the variable of integration
is the sinusoid’s frequency.
 Continuous-time sinusoids are used to represent

continuous signal in1 FT.
xˆ  t    X  j  e j t
d
2 

where X(j)/(2) is the “weight” or coefficient


applied to a sinusoid of frequency  in the FT 9
representation
Cont’d…

 Discrete-time sinusoids are used to represent


discrete time signal in DTFT.
 It is unique only a 2 interval of frequency. The
sinusoidal frequencies are within 2 interval.

 X  e e
1
xˆ n  j jn
d
2 

10
3.3 Discrete Time Periodic
Signals: Discrete Time
Fourier Series.
 The Discrete Time Fourier Series representation;
N 1
x n   X  k e jk o n
k 0

 where x[n] is a periodic signal with period N and


fundamental frequency =2/N. /N X[k] is the DTFS
coefficient of signal x[n]. N 1
1
X k   x  n e  jk o n

N n 0

x n   X  k 
 The relationship of the above equation,
DTFS ; o
11
Cont’d…

 Given N value of x[n] we can find X[k].


 Given N value of X[k] we can find x[n] vise-versa.
 The X[k] is the frequency-domain
representation of x[n].
 DTFS is the only Fourier representation that can
be numerically evaluated using computer, e.g.
used in numerical signal analysis.

12
Example 3.1: Determining DTFS
Coefficients.
Find the frequency-domain representation of the
signal in Figure 3.2 below.

Figure 3.2: Time Domain Signal.


Solution:
Step 1: Determine N and .
The signal has period N=5, so =2/5.
Also the signal has odd symmetry, so we sum over n =
-2 to n = 2 from equation
13
Cont’d…

Step 2: Solve for the frequency-domain, X[k].


From step 1, we found the fundamental frequency, N
=5, and we sum over n = -2 to n = 2 .

N 1
1
X k   x ne  jk o n

N n 0

1 2
X  k    x ne  jk 2n / 5
5 n  2

  x  2e jk 4 / 5  x  1 e jk 2 / 5  x 0 e j 0  x1 e  jk 2 / 5  x 2 e  jk 4 / 5 
1
5

14
Cont’d…
From the value of x{n} we get,
1  1 jk 2 / 5 1  jk 2 / 5 
X  k   1  e  e 
5 2 2 
1
 1  j sin  k 2 / 5
5
Step 3: Plot the magnitude and phase of DTFS.
From the equation, one period of the DTFS
coefficient X[k], k=-2 to k=2, in the rectangular and
polar coordinate as
1 sin  4 / 5
X   2   j  0.232e  j 0.531
5 5
1 sin  2 / 5
X   1   j  0.276e  j 0.760
5 5 15
Cont’d…
1
X  0   0.2e j 0
5
1 sin  2 / 5
X 1   j  0.276e j 0.760
5 5
1 sin  4 / 5
X  2   j  0.232e j 0.531
5 5
The above figure shows the magnitude and phase of
X[k] as a function of frequency index k.

Figure 3.3: Magnitude and phase of the DTFS coefficients for


16

the signal in Fig. 3.2.


Cont’d…
Just to Compare, for different range of n.
Calculate X[k] using n=0 to n=4 for the limit of the
sum.
 x  0  e 
 1 e  j 2 / 5   2 e  jk 4 / 5   3e  jk 6 / 5   4e  jk 8 / 5 
1
X k  j0

5
1 1 1 
X  k   1  e  jk 2 / 5  e  jk 8 / 5 
5 2 2 

This expression is different from which we obtain from


using n=-2 to n=2.
 jk 8Note
 /5 that,
 jk 2 jk 2 / 5
e e e
 e jk 2 / 5

n=-2 to n=2 and n= 0 to n=4, yield equivalent


expression for the DTFS coefficient. 17
3.4 Continuous-Time
Periodic Signals: Fourier
Series.
 Continues time periodic signals are represented by
Fourier series (FS). The fundamental period is T
and fundamental frequency  o =2/T.
x t    X ( k ) e jko t

k  

 X[k] is the FS coefficient of signal x(t).


T
1
X (k )   x t e  jkot dt
T 0

 Below is the relationship of the above equation,

x t   X (k )
FS ;o
18
Cont’d…
 The FS coefficient X(k) is known as frequency-
domain representation of x(t) because each FS
coefficient is associated with a complex sinusoid of
a different frequency.
 k determines the frequency of complex sinusoid
associated with X(k).

19
Example 3.2: Direct Calculation of FS
Coefficients.
Determine the FS coefficients for the signal x(t)
depicted in Figure 3.4.

Solution: Figure 3.4: Time Domain Signal.


Step 1: Determine T and 0.
The period of x(t) is T=2, so 0=2/2 = On the
interval 0<=t<=2, one period of x(t) is expressed as
x(t)=e-2t, so it yields 1
2


 2 t  jkt
1
T
X ( k )  e e dt
X (k )   x t e  jko t
dt 20
Step 2: TSolve
0 for X[k]. 2
1  2 jk  t
X (k )   e dt
20 20
Cont’d…
Step 3: Plot the magnitude and phase spectrum.
2
1
X (k )  e  2 jk  t
2(2  jk ) 0

1
X (k ) 
4  2 jk

e  4 e  jk 2  1 
1  e 4
X (k ) 
4  jk 2

- From the above equation for example k=0,


X(k)= (1-e-4)/4 = 0.245.

- Since e-jk2=1 Figure 3.5 shows the magnitude


spectrum|X(k)| and the phase spectrum arg{X(k)}.
21
Cont’d…

Figure 3.5: Magnitude and Phase Spectra..


Spectra.
22
3.5 Complex Sinusoidal
and Frequency Response
of LTI System.
 The response of an LTI system to a sinusoidal input
that lead to the characterization of the system
behavior that is called frequency response of the
system.
 Output of a discrete LTI system with impulse
response h[n] and unit amplitude complex
sinusoidal input x[n]=ejn.

23
Cont’d…
Discrete-Time (DT)

The output is given by: y n    h k x n  k 
k  

y n    h k e j  n  k 

k  

factor e jn out



y  n   e j n  h k e  jk

k  

 
 H e j e jn

   h k e

Frequency Response:
H e j   jk

k  
24
Cont’d…
ntinuous-Time (CT)
pulse response of system is h(t) and input is x(t) = ejωt

e output: y t     j  t  


h  e d


 e jt  h  e  j d


 H  j  e jt
equency Response: 
H  j    h  e  j d


 The output of a complex sinusoidal input to an LTI


system is a complex sinusoid of the same frequency
as the input, multiplied by the frequency response25of
Example 3.3: Frequency Response. t
1  RC
 t   as
The impulse response of a system is hgiven e u t 
RC
Find the expression for the frequency response, and
plot the magnitude and phase response.
Solution:
 
1
).

Step 1: Find frequency 
response, 
H(jRC
H j e RC u  e d
 j

Substitute h(t) into equation below, 1


 
  j 
1 

  d
 RC 
e
RC 0


H  j    h  e  j d 
1 1
e
 j 

 1 

RC 

 RC  1 
 j  
 RC  0

1 1
  0  1
RC  1 
 j  
 RC 
1
 RC
 1 
 j   26
 RC 
Cont’d…
Step 2: From frequency response, get the
magnitude & phase response.
The magnitude response is,
1
| H  j  | RC
2
 1 
2   
 RC 

27
Cont’d…

Figure 3.1: Frequency response of the RC circuit (a)


Magnitude response.
(b) Phase response.

The phase response is arg{H(j)}= -arctan(RC)


28
3.6 Discrete-Time Non
Periodic Signals: Discrete-
Time Fourier Transform.
 The DTFT representation of time domain signal,

x n 
1
2  X e 
j
e jn
d


 X[k] is the DTFT of the signal x[n].



X  e j    x  n e  jn

n  

 Below is the relationship of the above equation,

x n  X e
DTFT
 
j
29
Cont’d…
 
 The DTFT, Xe j is known as frequency-
domain representation of the signal x[n].

 X  e e
1
x n   j jn
d
2 

 The above equation is the inverse DTFT, where it


e 
j
map the frequency domain representation X
back to time domain.

30
3.7 Continuous-Time
Nonperiodic Signals:
Fourier Transform.
 The Fourier transform (FT) is used to represent
a continuous time nonperiodic signal as a
superposition of complex sinusoids.
 CTFT representation: 1 
x t    X  j  e j t
d
2 


X  j    x  t e  j t
where, 

x t   X  j 
 Below is the relationship
FT of the above equation,
31
Example 3.4: FT of a Real Decaying
Exponential.
Find the Fourier Transform (FT) of x(t) =e-at u(t).

Solution:
The FT does not converge
 for a<=0, since x(t) is not
 e dt
 at
absolutely integrable, 
that is, a0
0

for a  0, we have

X  j    e  at
u (t ) e  j t
dt
0

  e  ( a  j ) t dt
0

1
 e  ( a  j ) t
a  j 0

1

a  j 32
Cont’d…
Converting to polar form, we find that the magnitude and
phase of X(jw) are respectively given by

1
X  j  
a 
1
2
 2 2

and
 
arg X  j    arctan 
a
This is shown in Figure 3.6 (b) and (c).

33
Cont’d…

Figure 3.6: (a) Real time-domain exponential signal. (b)


Magnitude spectrum. 34
(c) Phase spectrum.
3.8 Properties of Fourier
Representations.
 The four Fourier representations discussed in
this chapter are summarized in Table 3.2.
 Attached Appendix C is the comprehensive table
of all properties.

35
Table 3.2 : Fourier Representation.
Time
Domai Periodic Non periodic
n
(t,n) (t,n)
C N
O Fourier Transform O
N N

T
1 P

N
I x  t  
Fourier Transform2  X  j  e j t
dw E
R
Fourier Series 
U I


1
x t    X  k e jk0t x t    
O O

jt 
X j  e dw
  j   x t e  jt dt

U D
S k   2 X I
(t) T C
1
X k 
 
 
T 0
 jk 0t
x t e dt
X  j   x t e Discrete
(k,w)


 j  t
dt Time Fourier Transform P
Discrete Time Fourier Series
x t  has period 
D  E
X  e j e jnTransform
1
Discrete x nTime  Fourier
2 
I  d R
N 1
S
x n   X 2k
e jk0 n  I
x n   X e X  e xe ne d
C
1 j j jnjn O
0
R
k 0 t 2  j  D
1 N 1 X  e  has period 2
X  k    x ne
E  jk 0 n I

X  e    x ne  jn

T j C
E N n 0 (k,)
x n and X  k  have period N

(t)
X  e j  has period 2
2
0 
n
Table 3.2: The Four Fourier Representations.
Discrete (k) Continuous () Freq.
Doma
36
in
3.9 Linearity and
Symmetry Properties.
 All four Fourier representations involve linear
operations. FT
z  t   ax t   by  t   Z  j   aX  j   bY  j 
FS ; o  Z  k   aX  k   bY  k 
z  t   ax t   by  t  

DTFT
 Z  e j   aX  e j   bY  e j 
     
z  n   ax n   by n  
     
DTFS;
z  n   ax n   by n  
o  Z  k   aX  k   bY  k 

 The linearity property is used to find Fourier


representations of signals that are constructed as
37
sums of signals whose representation are already
Example 3.5: Linearity in the Fourier
Series.
Figure 3.49 (a) shows z(t) which is the periodic
signal. Use the linearity property 3 to determine
1 the
FS coefficients Z[k]. z  t   x t   y  t 
2 2

Solution: 1  k 
x t   X  k  
FS ; 2
Sin 
From Example 3.31(Text) we have k  4 
1  k 
y  t   Y  k  
FS ; 2
Sin 
k  2 

3  k  1  k 
z  t  FS ; 2

The linearity property  Z  k   Sin 
implies 
 that Sin  
2k  4  2k  2 

38
Properties:
Real and Imaginary
Signal.
Table 3.3: Symmetry Properties for Fourier
Representation of
Real-and Imaginary–Valued Time Signals.
Representati Real-Valued Imaginary-
on Time Signal Valued Time
Signal
FT X*(j) = X(-j) X*(j) = -X(-j)

FS X*[k] = X[-k] X*[k] = -X[-k]

DTFT X*(ejΩ)= X(e-jΩ) X*(ejΩ) = -X(e-jΩ)

DTFS X*[k] = X[-k] X*[k] = -X[-k]

39
3.9.2 Symmetry
Properties:
Even and Odd Signal.
 Suppose x(t) is real valued and has even
symmetry.
 Then x*(t) = x(t)  and x(-t) = x(t) from which we
X *
 j 
deduce that x*(t)   x   t 
 for x(-t).
e  j (  t )
dt


t  
 Perform the change

of
j variable to obtain:
*
X  j    x  e d


X *  j   X  j 

 X*(j) = X(j) holds is for imaginary part of X(jω)


to be zero
 If time signal, x(t) is real and even, then the
frequency-domain representation of it, X(jω) is also
40

real.
3.10 Convolution
Property.
 The convolution of the signals in the time
domain transforms to multiplication of their
respective Fourier representations in the
frequency domain.
 The convolution property is a consequences of
complex sinusoids being eigen functions of LTI
system.
3.10.1 Convolution of Non periodic Signals.
3.10.2 Filtering.
3.10.3 Convolution of Periodic Signals.

41
3.10.1 Convolution of Non
Periodic Signals.
 Convolution of two non periodic continuous-time
signals x(t) and h(t) is defines as
y  t   h t  * x  t 




h x t    d .

 express x(t-) in term of FT:



1
x t      X  j   e j  t  
d
2  42
Cont’d…

Substitute into convolution integral yields,



 1 

y  t    h     X  j  e e d d
jt  j

  2  
1  
 

   h  e d  X  j  e d
 j jt

2  

1
y t    H  j   X  j   e jt
d
2 

43
Cont’d…
 Convolution of h(t) and x(t) in the time domain
corresponds to multiplication of Fourier
transforms, H(j) and X(j) in the frequency
domain that is;
FT
y  t   h t  * x  t   Y  j   X  j  H  j .

 Discrete-time nonperiodic signals, if


DTFT
 
x n  X e j
and
h n  H  e 
DTFT j
then
y n   h n * x n     
 Y e j  X e j H e j .
DTFT
  
44
Example 3.6: Convolution in Frequency
Domain.
Let x(t)= (1/(t))sin(t) be the input of the system with
impulse response h(t)= (1/(t))sin(2t). Find the output
y(t)=x(t)*h(t)
Solution: 1,   
x t   X  j   
FT

From Example 3.26 (text, Simon) we 0,  


have,
1,   2
h t   H  j   
FT

0,   2

y  t   x  t  * h t  
FT
Y  j   X  j   H  j  
Since it follows that
1,   
Y  j    
0,    

1
y  t     sin  t .
 t  45

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