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Specifies the relationships between waveforms and spectra, i.e. time and frequency
domains.
Applies also to linear time-invariant (LTI) systems.
Fourier analysis technique used depends on whether signals being considered are periodic
or non-periodic.
1.1
Institute of Integrated Information Systems
1.2
Institute of Integrated Information systems
A0 represents the zero frequency, DC or mean level of the signal over one period. It is
computed as follows by integrating both sides of (1) over one period:
T T T ∞ T ∞
∫ ∫ ∫ ∑A cos( nω 1 t ) dt + ∫ ∑B sin(nω 1 t ) dt
2 2 2 2
−T
f (t ) dt = −T
Ao dt + −T n −T n
2 2 2 2
n =1 n =1
−T
f (t ) dt = Ao T + −T −T
2 2 2
n =1 n =1
Terms (ii) and (iii) are zero for all n since they represent integration of a sinusoid over an
integral number of periods. Thus:
T
Ao T = ∫−T f (t ) dt
2
or:
1 T
∫
2
Ao = f (t ) dt
T −T
2
1.3
Institute of Integrated Information Systems
−T −T
2 2 2
n =1
(i ) ( ii )
∞ T
−T
2
n =1
( iii )
For all m≠n, term (ii) is zero; for all m, term (iii) is zero. Hence, need only consider (ii) for
m=n. T T
∫− T 2 ω ∫− T 2 cos (nω 1 t ) dt
2 2
f ( t ) cos( n 1 t ) dt = 2
2 A
= ∫− T n [ 1 + cos(2 nω 1 t ) ] dt
T
2 2
An T
=
2
Hence: 2 T
∫ f (t ) cos ( nω 1 t ) dt
2
An =
T −T
2
∫ f (t ) sin ( nω1 t ) dt
2
Bn =
T −T
2
1.4
Institute of Integrated Information Systems
An = ∫ f (t ) cos ( nω1 t ) dt
2
T −T
2
1.5
Institute of Integrated Information Systems
Orthogonal Components
As seen previously:
∫ sin( mω t ) sin(nω
T
1 1 t ) dt = 0
∫ cos( mω t ) cos(nω t ) dt
T
1 1 = 0
∫ sin( mω t ) cos(nω t ) dt
T
1 1 = 0
In the above, the two terms within the integration are “orthogonal” over period T.
1.6
Institute of Integrated Information Systems
Implications of Orthogonality
∫ [ f (t ) ]
2
=
2
Pave dt (2 )
T −T
2
If Fourier Series substituted in (2), the following terms result from squaring:
A0 2 , A1 2 cos 2 (ω 1 t ), B1 2 sin 2 (ω 1 t ), A2 2 cos 2 (2ω 1 t ), B2 2 sin 2 (2ω 1 t ),
, Ak 2 cos 2 ( kω 1 t ), Bk 2 sin 2 ( kω 1 t ),
Plus “cross” terms such as:
A0 A1 cos(ω 1 t ), A1 cos(ω 1 t ) A2 cos(2ω 1 t ), A1 cos(ω 1 t ) B1 sin(ω 1 t ), etc.
Because of orthogonality, cross terms integrate to zero over one period and:
∞ ∞
1 T
1 T
1 T
∫ dt + ∑ ∫ An cos ( nω 1 t ) dt + ∑ ∫ Bn 2 sin 2 ( nω 1 t ) dt
2 2 2
Pave = A0 2 2 2
T −T
2
n =1 T
−T
2
n =1 T
−T
2
1.7
Institute of Integrated Information Systems
[
f (t ) = A0 + ∑ Cn e jnω1t + C−n e j( −n )ω1t
n =1
]
or:
∞
f (t ) = ∑ Cn e jnω1t ( 2)
n = −∞
1.8
Institute of Integrated Information Systems
1 T2
= ∫− T f (t ) e − jnω 1t dt
T 2
For negative n:
A + jBn
Cn = n
2
1 2 T2
= ∫ f (t ) [ cos( nω 1 t ) + j sin(nω 1 t ) ] dt
2 T −T
2
1 T2
= ∫− T f (t ) e − j(- n )ω 1t dt
T 2
And generally: 1 T
Cn = ∫ f (t ) e − jnω 1t dt
2
T −T
2
∞
f (t ) = ∑C
n =−∞
n e jnω 1t
1.9
Institute of Integrated Information Systems
Odd
1.11
Institute of Integrated Information Systems
(b)
1.12
Institute of Integrated Information Systems
1.13
Institute of Integrated Information Systems
f (t ) = Cn = ∫ f (t ) e − jnω 1t dt
2
n =−∞ T −T
2
For a non − periodic signal:
T→∞
and Cn → 0
Hence define Fn = Cn T
∞
Fn jnω 1t ∞
f (t ) = ∑
n =−∞ T
e Fn = ∫
−∞
f (t ) e − jnω 1t dt
2π 1 ω1
ω1 = ∴ =
T T 2π
1 dω
T→∞ →
T 2π
∞
∑n
→∫
−∞ T→∞
jn ω 1 → j ω
(ω is a continuous frequency variable)
Fn → F( jω )
1 ∞ ∞
∫ ∫
jωt
f (t ) = F ( jω ) e dω F ( j ω ) = f (t ) e − jωt dt
2π −∞ -∞
These are defining expressions for the Fourier Transform; abbreviated to:
f ( t ) ⇔ F ( jω )
1.14
Institute of Integrated Information Systems
Notes:
(i) Essentially treats a non-periodic waveform as if it were periodic (more like Fourier Series).
(ii) Produces both magnitude and phase spectra at discrete frequency values.
1.15