Professional Documents
Culture Documents
04 Frequency Domain Analysis of Continuous Time Signals and Systems
04 Frequency Domain Analysis of Continuous Time Signals and Systems
Chapter Three
Frequency Domain Analysis of Continuous-Time
Signals and Systems
Frequency Domain Analysis of Continuous-Time
Signals and Systems
Outline
The Continuous-time Fourier series (CTFS)
Properties of the Exponential CTFS
The Continuous-time Fourier transform (CTFT)
Some Common CTFT Pairs
Properties of the CTFT
Frequency Response of Continuous-Time LTI Systems
Frequency Domain Analysis
01/24/24
The Continuous-time Fourier series
i. Trigonometric CTFS
An arbitrary continuous-time periodic signal x(t) with
fundamental period T0 can be expressed as follows:
x(t ) a 0 a n cos(n 0 t ) bn sin( n 0 t )
n 1 n 1
where :
2
0 is the fundamental angular frequency
T0
1
a0
T0 x(t )dt
T0
2
an
T0 x(t ) cos(n t )dt
T0
0
and
2
bn
T0 x(t ) sin(n t )dt
T0
0
01/24/24
The Continuous-time Fourier series Cont’d….
Exercise:
x(t ) 3 cos 4t sin 10t
4 3
n
where :
2
0 is the fundamental angular frequency
T0
a n jn0t bn jn0t
a0 e e jn0t
e e jn0t
n 1 2 n 1 2 j
01/24/24
The Continuous-time Fourier series Cont’d….
2 n 1 2 n 1
an
n 1
jbn e jn0t an
n
jb n e jn0t
01/24/24
The Continuous-time Fourier series Cont’d….
1 1 1
x(t ) a 0 a n jbn e jn0t
a n jb n e jn0t
2 n 1 2 n
Comparing the above expansion with the definition of
exponential CTFS gives:
a 0 , n0
1
c n a n jbn n0
2
1
a n jb n n0
2
01/24/24
The Continuous-time Fourier series Cont’d….
01/24/24
The Continuous-time Fourier series Cont’d….
01/24/24
The Continuous-time Fourier series Cont’d….
i. Absolutely integrable
• The area under one period of |x(t)| is finite, i.e.
x(t ) dt
T0
01/24/24
The Continuous-time Fourier series Cont’d….
01/24/24
Properties of the Exponential CTFS
1. Symmetry property
For real-valued periodic signals, the exponential CTFS
coefficients cn and c-n are complex conjugates of each other, i.e.,
1
c n (a n jbn ) for n 0 and
2
1
cn (a n jbn ) for n 0
2
01/24/24
Properties of the Exponential CTFS Cont’d……..
2. Linearity
x1 (t ) c n and x 2 (t )
CTFS
d n
CTFS
a1 x1 (t ) a 2 x 2 (t ) a1c n a 2 d n
CTFS
3. Amplitude scaling
01/24/24
Properties of the Exponential CTFS Cont’d……..
4. Time shifting
5. Time scaling
t CTFS
x(t ) c n
CTFS
x c an
a
6. Time reversal
01/24/24
Properties of the Exponential CTFS Cont’d……..
dx(t ) CTFS
x(t ) c n
CTFS
jn 0 c n
dt
T0
jn 0
01/24/24
Properties of the Exponential CTFS Cont’d……..
9. Parseval’s theorem
The power of a periodic signal x(t) can be calculated from its
exponential CTFS coefficients as follows:
1
cn
2 2
Px x(t ) dt
T0 T0 n
c c 0 2 c n
2 2 2
Px n
n n 1
01/24/24
Properties of the Exponential CTFS Cont’d……..
Exercise:
a. x1 (t ) x t c. x3 (t ) 2 x2t
4
dx(t )
b. x 2 (t ) x t d . x 4 (t )
dt
X ( ) x(t )e jt dt
1
x(t )
2
X ( )e jt d
01/24/24
The Continuous-time Fourier Transform Cont’d….
We say that x(t) and X(ω) are CTFT pairs and denote this
relationship as:
x(t ) X ( )
CTFT
01/24/24
The Continuous-time Fourier Transform Cont’d…...
x(t ) dt
ii. The signal x(t) has a finite number of local maxima, minima
and discontinuities in any finite interval.
01/24/24
The Continuous-time Fourier Transform Cont’d…...
Exercise:
a. x(t ) e at u (t ) , a0
c. x(t ) (t )
d . x(t ) cos( 0 t )
01/24/24
The Continuous-time Fourier Transform Cont’d…...
1 , c
a. X ( )
0 , otherwise
b. X ( ) ( )
c. X ( ) 2 cos(2 )
01/24/24
Some Common CTFT Pairs
01/24/24
Some Common CTFT Pairs Cont’d…....
01/24/24
Properties of the CTFT
1. Linearity property
x1 (t ) X 1 ( ) and x 2 (t )
CTFT
X 2 ( )
CTFT
a1 x1 (t ) a 2 x 2 (t ) a1 X 1 ( ) a 2 X 2 ( )
CTFT
1
x(t ) X ( ) x(at ) X
CTFT CTFT
a a
01/24/24
Properties of the CTFT Cont’d….
3. Time shifting
x(t ) X ( ) x(t t 0 )
CTFT
e j0t X ( )
CTFT
4. Frequency shifting
x(t ) X ( )
CTFT
dX ( )
( jt ) x(t )
CTFT
d
01/24/24
Properties of the CTFT Cont’d….
7. Time reversal
x(t ) X ( ) x(t )
CTFT
X ( )
CTFT
8. Time integration
x(t ) X ( )
CTFT
t X ( )
x( )d CTFT
X (0) ( )
j
01/24/24
Properties of the CTFT Cont’d….
9. Convolution
x1 (t ) X 1 ( ) and
CTFT
x 2 (t ) X 2 ( )
CTFT
x1 (t ) * x 2 (t ) X 1 ( ) X 2 ( )
CTFT
10. Multiplication
x1 (t ) X 1 ( ) and
CTFT
x 2 (t ) X 2 ( )
CTFT
1
x1 (t ) x 2 (t )
CTFT
X 1 ( ) * X 2 ( )
2
01/24/24
Properties of the CTFT Cont’d….
01/24/24
Frequency Response of Continuous-time LTI Systems
y (t ) x(t ) * h(t )
Calculating the CTFT of both sides of the above equation by
applying the convolution property, we obtain:
Y ( )
Y ( ) X ( ) H ( ) H ( )
X ( )
01/24/24
Frequency Response of Continuous-time LTI Systems…..
01/24/24
Frequency Response of Continuous-time LTI Systems…..
k
a
k 0
( j ) k
Y ( ) k
b (
k 0
j ) k
X ( )
b j
k
Y ( ) k
H ( ) k 0
X ( ) N
a k j
k
k 0
01/24/24
Frequency Response of Continuous-Time LTI
Systems…..
Exercise:
x(t ) e 2t u (t )
The output y(t) of the system to the above input is found to be:
y (t ) e t u (t )
d2 d d
2
y (t ) 5 y (t ) 6 y (t ) 2 x(t ) 5 x(t )
dt dt dt
01/24/24
Frequency Domain Analysis
01/24/24
Frequency Domain Analysis Cont’d………
01/24/24
Frequency Domain Analysis Cont’d……
Exercise:
sin(10t )
h(t )
t
b. x(t ) sin(15t )
01/24/24
Exercise
a. x(t ) cos 0 t
b. x(t ) sin 0 t
c. x(t ) cos 2t
4
d . x(t ) cos4t sin 6t
e. x(t ) sin 2 t
01/24/24
Exercise Cont’d……..
d2 d d
2
y (t ) 3 y (t ) 2 y (t ) 2 x(t ) x(t )
dt dt dt
sin 2 (2t )
h(t )
t 2
01/24/24
Exercise Cont’d……..
sin( 2t )
h(t ) cost
t
01/24/24