Frequency Analysis

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What is Frequency Analysis?

• Process of obtaining the Spectrum of a given


signal using basic Mathematical Tools

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Why Frequency Analysis?

input LTI
output
System

Input may consist of Output depends on


various frequencies frequency of input

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Tools for Frequency Analysis

Continuous Time Discrete Time


Domain Domain

Laplace Transform Z-Transform

Fourier Transform Discrete Fourier


Transform

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5
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A tool for frequency analysis

Simplifies the analysis of signals

Fourier transform
x(n) X()
Inverse
Fourier transform
In time domain In frequency domain

Mathematical representation:

X() =  x(n) . e-jn
n = -

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Inverse Fourier Transform

Fourier transform
x(n) X()
Inverse
Fourier transform

Mathematical representation:


1
x(n) = 2
X() . e jn
-

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Magnitude and Phase Plots

Useful in graphically analyzing frequency


content of any signal in frequency domain

Helps to indicate very quickly the


presence or absence of any frequency
components

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Consider H() = HRR() + j HI()
Real part Imaginary part

Magnitude = ( )2 + ( )2 = | H() |

Phase = tan-1 =  H()

In Polar Form,
H() =
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Consider H() = 0.5 . (1+cos ) – j . 0.5 . Sin 
Real part Imaginary part
| H() |
1


Magnitude = cos
2

- 0 

 H()
/2

 
Phase = - - 0 
2
- / 2

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Limitations of Fourier Transform

• X() is a continuous function of 


i.e. X() exists for all values of 
• Digital Computers can only work with
discrete signals
• Therefore, X() cannot be computed using
digital computers.

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The Discrete Fourier Transform
• Digital Computers require discrete signals
• Thus, we sample the Fourier Transform
X() to obtain the Discrete Fourier
Transform (DFT)
• DFT is obtained by sampling the Fourier
Transform
X(k) = X()|k=2k/N k = 0, 1, …, N-1

DFT Fourier Sampling


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Transform of FT
Mathematical Expression
We have the equation for Fourier Transform:

X() =  x(n) . e-jn
n = -

Here,  ranges from - to +, continuously. Therefore,


it is impossible to calculate X() on a digital computer.

Hence we compute X() only at discrete values of .

X(k) = X()| =2k/N


N-1
=  x(n) . e-j 2kn/N k = 0, 1, …, N-1
n=0
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Magnitude Plot for |X()|
Fourier Transform
 is continuous

 Frequency

Magnitude Plot |X(k)|


for Discrete k
k k is discrete
k
Fourier Transform
k k
k k

Frequency
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Samples
The Twiddle Factor

N-1
-j(2 )
X(k) =  x(n) e . kn /N
n=0

Let WN = e -j 2 /N Twiddle Factor

N-1

X(k) =  x(n) . WNkn


n=0

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Periodicity property WN(k+N) = WNk

Symmetry property WN(k+ N/2) = -WNk

WNm = WN/m

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Statement:

WN(k+N) = WNk
Proof:
We have,
e– j2 = cos 2 - j sin 2
WN = e-j2/N
=1–j0
-j2/N (k+N)
W N
(k+N)
= (e ) = 1 always
= e-j2 (k+N) /N
= (e-j2k /N) . (e-j2 N/N )
= (e -j2 k )
/N
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Statement:
(k+ N/2)
WN = -WNk
Proof:
We have,
e– j = cos  - j sin 
WN = e-j2/N
= -1 – j 0
(k+N/2)
W N
(k+N/2)
= (e -j2/N
) = -1 always
= e-j2 (k+N/2) /N
= (e-j2k /N) . (e-j 2N/2N )
= - (e -j k )
/N
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To prove that,

WNm = W(N/m)

We have,
WN = e-j2/N

WNm = (e-j2/N)m
= e-j2 m /N
- j 2 / N/m
=e ( )

= W(N/m)
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Linearity
Periodicity
Circular Symmetry
Time Reversal
Circular Time Shift
Circular Frequency Shift
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DFT
x1(n) N
X1(k)
…Eq.1
DFT
x2(n) N
X2(k)

Statement:

DFT
a1 x1(n) + a2 x2(n)
. .
a1 . X1(k) + a2 . X2(k)
N

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DFT
x1(n) a1 N-point

a1.X1(k) + a2.X2(k)

a2 DFT
x2(n) N-point

Equal

x1(n) a1

DFT
N-point DFT { a1.x1(n) + a2.x2(n) }

x2(n) a2

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Example of Linearity
Consider two sequences, x1(n) and x2(n)
x1(n) = {1, 1, 1, 1}

x2(n) = {1, 2, 3, 4}

Let x3(n) be the sum of x1(n) and x2(n)

x1(n) = {1, 1, 1, 1}
x3(n) = +
x2(n) = {1, 2, 3, 4}
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x1(n)
1 1 1 1

0 1 2 3
x3(n)
Time
5

+ = 3
4

x2(n)
2
4

2 0 1 2 3 Time
1

0 1 2 3 Time

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x3(n) X3(k)
14

2
2.82 2.82
2

0 1 2 3 Time 0 1 2 3 Frequency
samples

DFT
x3(n) = {2, 3, 4, 5} 4
X3(k) = {14, 2.82, 2, 2.82}

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The two sequences are
x1(n) = {1, 1, 1, 1}

x2(n) = {1, 2, 3, 4}

Their corresponding DFTs are,

DFT
x1(n) = {1, 1, 1, 1} 4
X1(k) = {4, 0, 0, 0}

DFT
x2(n) = {1, 2, 3, 4} X2(k) = {10, 2.82, 2, 2.82}
4

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X1(k) 4

0 0 0
X3’(k) 14

0 1 2 3 Frequency
samples

+
10
=
X2(k) 2.82 2.82
2

0 1 2 3 Frequency
2.82 2.82
2 samples

0 1 2 3 Frequency
samples

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X3(k) 14
X3’(k) 14

2.82 2.82 2.82 2.82


2 2

0 1 2 3 Frequency 0 1 2 3 Frequency
samples samples

Equal

Thus, the DFT is a Linear Operation, i.e.


DFT
a1 x1(n) + a2 x2(n)
. .
a1 . X1(k) + a2 . X2(k)
N
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DFT
x(n) N
X(k) …Eq.1

Statement:
If x(n+N) = x(n) for all n ,

Then X(k+N) = X(k) for all k

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x(n) = { 1, 2, 3, 4 }

4
3
2
1

0 1 2 3 Time

xp(n) = {…, 1, 2, 3, 4, 1, 2, 3, 4, …}

4 4 4 4
4
3 3 3 3
3
2 2 2 2
2
1 1 1 1
1

-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11
Time

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xp(n) = {…, 1, 2, 3, 4, 1, 2, 3, 4, …}

4 4 4
4
3 3 3
3
2 2 2
2
1 1 1
1

-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11
Time
samples

xp(n) shifted by 4 samples

4 4 4
4
3 3 3
3
2 2 2
2
1 1 1
1

-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11 Time
samples

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xp(n) = {…, 1, 2, 3, 4, 1, 2, 3, 4, …}

4 4 4 4
4
3 3 3 3
3
2 2 2 2
2
1 1 1 1
1

-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11 Time
samples

DFT of xp(n)
10 10 10 10 10

2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82

2 2 2 2 2

-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11 Frequency
samples

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DFT of xp(n)
10 10 10 10 10

2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82

2 2 2 2 2

-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11
Frequency
Xp(k) shifted by 4 samples samples
10 10 10 10

2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82


2 2 2 2

-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11 Frequency
samples
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Representation of periodic signal

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Consider the sequence x(n) as shown

x(n) = { 1, 2, 3, 4 }

4
3
2
1

0 1 2 3 Time

xp(n) = {…, 1, 2, 3, 4, 1, 2, 3, 4, …}

4 4 4 4
4
3 3 3 3
3
2 2 2 2
2
1 1 1 1
1

-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11
Time
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xp(n) shifted by 4 samples

4 4 4
4
3 3 3
3
2 2 2
2
1 1 1
1

-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11 Time
samples
This sequence is now circularly shifted
x (n) plotted circularly x(0)
by p4 samples since N=4
anti-clockwise
1
4
3
2

The periodic sequence xp(n)


canWe
thusconclude thatas:
be written x(1) 3
2
1
4 4 x(3)
3
2
1
a periodic signal can be
xp(n) = x(N-n)
conveniently plotted
This is represented
along a circle as follows:
x((n))N = x(N-n) 4
3
2
1
x(2)
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Circularly Even Sequence
Original xp(n) 1

For a Circularly Even Sequence,


xp(n) = x(N – n) 2 2

Example:
xp(n) = {…,1, 2, 3, 2, 1, 2, 3, 2,…} 3

Thus,
x (4-0) = xp(0) = 1
x(4-1) = xp(1) = 2
x(4-2) = xp(2) = 3
x(4-3) = xp(3) = 2
x(N-n) = xp(n)
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Circularly Odd Sequence
Original xp(n) 1

For a Circularly Odd Sequence,


xp(n) = -xp(N – n) 2 -2

Example:
xp(n) = {…,1, 2, 3, -2, 1, 2, 3, -2,…} 3

Thus,
xp(4-0) = xp(0) = 1
xp(4-1) = xp(1) = - (2)
xp(4-2) = xp(2) = 3
xp(4-3) = xp(3) = - (-2)
xp(N-n) = -xp(n)
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DFT
x (n) N
X (k)

Statement:
DFT
x((-n))N = x(N-n) X((-k))N = X(N-k)
N

Consider the following sequence and its DFT

DFT
{ 1, 2, 3, 4 } { 10, 2.82, 2, 2.82 }
N

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Original x(n) = x1(n) Original X(k) = X1(k)
x1(0) = 1 X1(0) =10

DFT
x1(1) = 2 4 = x1(3) X1(1) =2.82 2.82
4 = X1(3)

x1(2) = 3 X1(2) =2

x2(0) = X2(0) =

DFT
x2(1) = = x2(3) X2(1) =
4 = X2(3)

x2(2) = X2(2) =
Time Reversed x(n) = x((-n))N = x2(n) X2(k) = DFT of x2(n) = X((-k))N
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