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1. Frequency analysis: a powerful tool
2 / 24
time, t
analysis
General Transform as
problem-solving tool
frequency, f
F
S(f) = F[s(t)]
s(t)
s(t), S(f) :
Transform Pair
synthesis
M. E. Angoletta - DISP2003 - Fourier analysis - Part 1: Fourier Series
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4 / 24
Frequency spectrum
2.5
2
1.5
1
Periodic
0.5
0
0
time, t
Continuous
2.5
2
(period T)
Aperiodic
1.5
1
FS
Discrete
FT
Continuous
T
1
c k = s(t) e j k t dt
T
0
j2 f t
+
S(f) = s(t) e
dt
0.5
0
0
time, t
10
12
2.5
2
Periodic
1.5
1
0.5
(period T)
0
0
time, tk
Discrete
2.5
Aperiodic
2
1.5
1
0.5
0
0
time, tk
6
10
12
2kn
N
1
j
1
~
N
ck = s[n] e
N
n =0
DFS** Discrete
DTFT
Continuous
DFT** Discrete
S(f) =
s[n] e j 2 f n
n=
j
1 N1
~
ck = s[n] e
N
n =0
**
2kn
N
5 / 24
A little history
Astronomic predictions by Babylonians/Egyptians likely via trigonometric sums.
1669:
1669 Newton stumbles upon light spectra (specter = ghost) but fails to
recognise frequency concept (corpuscular theory of light, & no waves).
18th century:
century two outstanding problems
celestial bodies orbits: Lagrange, Euler & Clairaut approximate observation data
with linear combination of periodic functions; Clairaut,1754(!) first DFT formula.
vibrating strings: Euler describes vibrating string motion by sinusoids (wave
equation). BUT peers consensus is that sum of sinusoids only represents smooth
curves. Big blow to utility of such sums for all but Fourier ...
1807:
1807 Fourier presents his work on heat conduction Fourier analysis born.
Diffusion equation series (infinite) of sines & cosines. Strong criticism by peers
blocks publication. Work published, 1822 (Theorie Analytique de la chaleur).
6 / 24
A little history -2
19th / 20th century:
century two paths for Fourier analysis - Continuous & Discrete.
CONTINUOUS
Other FT variants born from varied needs (ex.: Short Time FT - speech analysis).
1965 - IBMs Cooley & Tukey rediscover FFT algorithm (An algorithm for
the machine calculation of complex Fourier series).
Other DFT variants for different applications (ex.: Warped DFT - filter design &
signal compression).
7 / 24
s
si
y
T
al
n
1
(signal average over a period, i.e. DC term &
a a = s(t)dt
0
zero-frequency component.)
T
0
T
2
ak = s(t) cos(k t) dt
Note: {cos(kt), sin(kt) }k
T
0
form orthogonal base of
T
function space.
2
- bk = s(t) sin(k t) dt
T
0
* see next slide
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FS convergence
Dirichlet conditions
(a) s(t) piecewise-continuous;
(b) s(t) piecewise-monotonic;
In any period:
s(t) dt <
Example:
square wave
Rate of convergence
(a)
(b)
(c)
9 / 24
FS analysis - 1
T = 2 = 1
2
a0 =
dt + ( 1)dt = 0
2
0
2
ak = cos kt dt cos kt dt = 0
(zero average)
(odd function)
2
1
{ 1 cos k } =
- bk = sin kt dt sin kt dt = ... =
k
4
k , k odd
=
0 , k even
4
4
4
sw(t) = sin t +
sin 3 t +
sin 5 t + ...
3
5
1.5
1
0.5
0
-0.5
10
-1
-1.5
Even :
s(-x) = s(x)
x
s(x)
Odd :
x
s(-x) = -s(x)
10 / 24
FS analysis - 2
Fourier spectrum
representations
s(t) =
zk = (rk , k)
bk
vk (t)
rk = ak 2 + bk 2
rk
k
k = arctan(bk /ak)
ak
k =0
Rectangular
Polar
vk = akcos(k t) - bksin(k t)
vk = rk cos (k t + k)
rk
ak
-bk
rK = amplitude,
K = phase
fk=k /2
4/
4/3
f1 2f1 3f1
4f1
5f1
6f1
Fourier spectrum
of square-wave.
4/
4/3
f1
3f1
5f1
f1
3f1
5f1
-/2
11 / 24
FS synthesis
Square wave reconstruction
from spectral terms
1.5
7
3
15
911
sw1
(t)
sin(kt)
(t)===
sin(kt)
sin(kt)
]]]]
[[--[b-bkbkksin(kt)
7
3
5
11
9(t)
kkk==1=11
1
0.5
0
-0.5
-1
-1.5
0
10
12 / 24
Gibbs phenomenon
1.5
sw 79 (t) =
79
[- bk sin(kt)]
k =1
Overshoot exist @
each discontinuity
0.5
0
-0.5
-1
-1.5
0
10
13 / 24
FS time shifting
4
k , k odd, k = 1, 5, 9...
ak = 4
, k odd, k = 3, 7, 11...
k
0
, k even.
- bk = 0
(even function)
(zero average)
1
0.5
0
-0.5
10
-1
-1.5
rk
4/
4/3
f1
3f1
5f1
7f1
f1
3f1
5f1
7f1
ph
as
e
a 0= 0
1.5
am
pl
it
ud
e
FS of even function:
/2-advanced square-wave
14 / 24
Complex FS
Eulers notation:
e-jt = (ejt)* = cos(t) - jsin(t)
phasor
e jt + e jt
cos(t) =
2
e jt e jt
sin(t) =
2 j
s
T
si
1
y
l
a c k = s(t) e - j k t dt
n
a
T
is
s
he
t
n
sy s(t) =
jk t
c
e
k
k =
z=re
Note:
Note c-k = (ck)*
Link to FS real coeffs.
c 0 = a0
ck =
r = a2 + b2
= arctan(b/a)
1
1
(ak + j bk ) = (a k j b k )
2
2
15 / 24
FS properties
Time
Homogeneity
as(t)
Additivity
s(t) + u(t)
Linearity
as(t) + bu(t)
Time reversal
Multiplication *
Convolution *
Time shifting
Frequency
aS(k)
S(k)+U(k)
aS(k)+bU(k)
s(-t)
S(-k)
s(t)u(t)
T
1
s(t t ) u( t ) dt
T
0
s(t t )
Frequency shifting e
+j
2 m t
T s(t)
S(k m)U(m)
m =
S(k)U(k)
e
2 k t
T
S(k)
S(k - m)
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FS - oddities
Orthonormal base
Fourier components {uk} form orthonormal base of signal space:
T
*
uk = (1/T) exp(jkt) (|k| = 0,1 2, +) Def.: Internal product : uk um = uk um
dt
uk um = k,m (1 if k = m, 0 otherwise).
Then ck = (1/T) s(t) uk i.e. (1/T) times projection of signal s(t) on component uk
Careful:
Careful phases important when combining several signals!
17 / 24
FS - power
Average power W :
1
W =
T
Parsevals Theorem
W=
ck
k =
1
= a0 2 +
2
FS convergence ~1/k
Example
Pulse train, duty cycle = 2 / T
s(t)
2
T
bk = 0
a0 = sMAX
ak = 2sMAX sync(k )
ak 2 + bk 2
k =1
2
1
10
-1
10
-2
10
-3
Wk/W0
Wk = 2 W0 sync2(k )
kf
0
50
W0 = ( sMAX)2
sync(u) = sin( u)/( u)
100
150
200
W = W0 1+ k
k =1 W0
18 / 24
FS of main waveforms
19 / 24
1
l
j
a
1
N
an ~
ck =
s[n] e
n =0
~
~
Note: ck+N = ck same period N
i.e. time periodicity propagates to frequencies!
s
si
e
2 k n
th
N
1
j
n
~
sy s[n] =
ck e N
k =0
1
j
1
N
e
= k,m
N
n =0
Kroneckers delta
20 / 24
DFS analysis
DFS of periodic discrete
1-Volt square-wave
s[n]: period N, duty factor L/N
0 1 2 3 4 5 6 7 8 9 10
0
L
N
am
pl
it
ud
e
-5
ck
0.24
0.24
0.2
0.6
0.6
0.6
0.6
0.24
0.24
0 1 2 3 4 5 6 7 8 9 10
ph
as
e
,
k = 0, + N, 2N,...
~
ck =
k (L 1)
kL
j
sin
N
N
e
, otherwise
N
k
sin
s[n]
0.4
0.2
0.4
0.2
4 5 6 7 8 9 10
-0.2
-0.4
n
-0.2
-0.4
21 / 24
DFS properties
Time
Homogeneity
as[n]
Additivity
s[n] + u[n]
Linearity
as[n] + bu[n]
Multiplication *
Convolution *
s[n] u[n]
N1
Frequency
aS(k)
S(k)+U(k)
aS(k)+bU(k)
1 N1
S(h)U(k - h)
N h=0
s[m] u[n m]
S(k)U(k)
m =0
Time shifting
Frequency shifting
s[n - m]
e
+j
2 h t
T s[n]
2 k m
T
S(k)
S(k - h)
* Explained in next weeks lecture
22 / 24
cos[LO tn]
fLO
ADC
(fS)
s(t)
I[tn]
(1)
LPF
&
DECIMATION
(2)
s[tn]
Q[tn]
-sin[LO tn]
N = NS/NT
I[tp]: In-phase
(3)
TO DSP
(next slide)
Q[tp]: Quadrature
DIGITAL DOWN
CONVERTER
(2)
(1)
(3)
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... + DSP
LO = REV
LO = 2 REV
LO = 3 REV
DSP
Example: Real-life DDC
harmonic 1
harmonic 2
harmonic 3
Parallel fS
digital
input
from ADC
COMPLEX MIXER
fS
fS/N
LOW PASS
FILTER
(DECIMATION)
1
ak * =
NT
NT
Ip
p =1
1
bk * =
NT
harmonic k* = LO/REV
NT
Qp
p =1
sin
Clock
from
ADC
cos
TUNABLE LOCAL
OSCILLATOR
(DIRECT DIGITAL SYNTHESIZER)
Central
frequency
Decimation factor N
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