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Fourier Representation of Signals and LTI Systems
Fourier Representation of Signals and LTI Systems
Fourier Representation of Signals and LTI Systems
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.
4
Table 3.1: Relation between Time Properties of a Signal an the
Appropriate Fourier Representation.
Time
Property Periodic Nonperiodic
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 jko n
k
xˆ t A k e jko t
X e e
1
xˆ n j jn
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
N n 0
x n X k
The relationship of the above equation,
DTFS ; o
11
Cont’d…
12
Example 3.1: Determining DTFS
Coefficients.
Find the frequency-domain representation of the
signal in Figure 3.2 below.
N 1
1
X k x ne jk o n
N n 0
1 2
X k x ne jk 2n / 5
5 n 2
x 2e jk 4 / 5 x 1 e jk 2 / 5 x 0 e j 0 x1 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.
5
1 1 1
X k 1 e jk 2 / 5 e jk 8 / 5
5 2 2
k
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.
2 t jkt
1
T
X ( k ) e e dt
X (k ) x t e jko 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
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
k
H e j e jn
h k e
Frequency Response:
H e j jk
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 jt h e j d
H j e jt
equency Response:
H j h e j d
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…
n
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 jn
d
2
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, a0
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…
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 jk0t x t
O O
jt
X j e dw
j x t e jt 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 jnTransform
1
Discrete x nTime Fourier
2
I d R
N 1
S
x n X 2k
e jk0 n I
x n X e X e xe ne d
C
1 j j jnjn O
0
R
k 0 t 2 j D
1 N 1 X e has period 2
X k x ne
E jk 0 n I
X e x ne jn
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
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)
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
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 .
2
1
h e d X j e d
j jt
2
1
y t H j X j e jt
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 .
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