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Spectrum

Representation 3

Extending the investigation of Chapter 2, we now consider

signals/waveforms that are composed of multiple sinusoids

having different amplitudes, frequencies, and phases

N

x t = A0 + Ak cos 2fk t + k

k=1

(3.1)

N

j2f k t

= X 0 + Re

X k e

k = 1

j k

where here X 0 = A 0 is real, X k = A k e is complex, and f k

is the frequency in Hz

We desire a graphical representation of the parameters in

(3.1) versus frequency

An alternative form of (3.1), which involves the use of the

inverse Euler formulas, is to expand each real cosine into

two complex exponentials

N *

X k j2f k t X k j 2fk t

x t = X0 +

-----

2

e + ------ e

2

(3.2)

k=1

The Spectrum of a Sum of Sinusoids

sum of positive and negative frequency complex sinusoids

Two-Sided Sinusoidal Signal Spectrum: Express x t as in

(3.2) and then the spectrum is the set of frequency/amplitude

pairs

0 X 0 f 1 X 1 2 f 1 X *1 2

*

f k X k 2 f k X k 2 (3.3)

*

f N X N 2 f N X N 2

The spectrum can be plotted as vertical lines along a fre-

quency axis, with height being the magnitude of each X k or

the angle (phase), thus creating either a two-sided magnitude

or phase spectral plot, respectively

The text first introduces this plot as a combination of mag-

nitude and phase, but later uses distinct plots

Example: Constant + Two Real Sinusoids

x t = 5 + 3 cos 2 50 t + 8

(3.4)

+ 6 cos 2 300 t + 2

We expand x t into complex sinusoid pairs

j 250t +

--- j 250t +

---

3 8 3 8

x t = 5 + --- e + --- e

2 2

(3.5)

j 2300t + --- j 2300t + ---

6 2 6 2

+ --- e + --- e

2 2

ECE 2610 Signals and Systems 32

The Spectrum of a Sum of Sinusoids

are

j 8 j 8

0 5 50 1.5e 50 1.5e ,

(3.6)

j 2 j 2

300 3e 300 3e

We can now plot the magnitude phase spectra, in this case

with the help of a MATLAB custom function

function Line_Spectra(fk,Xk,mode,linetype)

% Line_Spectra(fk,Xk,range,linetype)

%

% Plot Two-sided Line Spectra for Real Signals

%----------------------------------------------------

% fk = vector of real sinusoid frequencies

% Xk = magnitude and phase at each positive frequency in fk

% mode = 'mag' => a magnitude plot, 'phase' => a phase

% plot in radians

% linetype = line type per MATLAB definitions

%

% Mark Wickert, September 2006; modified February 2009

if nargin < 4

linetype = 'b';

end

my_linewidth = 2.0;

case {'mag','magnitude'} % two choices work

k = 1;

if fk(k) == 0

plot([fk(k) fk(k)],[0 abs(Xk(k))],linetype,...

'LineWidth',my_linewidth);

hold on

else

Xk(k) = Xk(k)/2;

plot([fk(k) fk(k)],[0 abs(Xk(k))],linetype,...

The Spectrum of a Sum of Sinusoids

'LineWidth',my_linewidth);

hold on

plot([-fk(k) -fk(k)],[0 abs(Xk(k))],linetype,...

'LineWidth',my_linewidth);

end

for k=2:length(fk)

if fk(k) == 0

plot([fk(k) fk(k)],[0 abs(Xk(k))],linetype,...

'LineWidth',my_linewidth);

else

Xk(k) = Xk(k)/2;

plot([fk(k) fk(k)],[0 abs(Xk(k))],linetype,...

'LineWidth',my_linewidth);

plot([-fk(k) -fk(k)],[0 abs(Xk(k))],linetype,...

'LineWidth',my_linewidth);

end

end

grid

axis([-1.2*max(fk) 1.2*max(fk) 0 1.05*max(abs(Xk))])

ylabel('Magnitude')

xlabel('Frequency (Hz)')

hold off

case 'phase'

k = 1;

if fk(k) == 0

plot([fk(k) fk(k)],[0 angle(Xk(k))],linetype,...

'LineWidth',my_linewidth);

hold on

else

plot([fk(k) fk(k)],[0 angle(Xk(k))],linetype,...

'LineWidth',my_linewidth);

plot([-fk(k) -fk(k)],[0 -angle(Xk(k))],linetype,...

'LineWidth',my_linewidth);

hold on

end

for k=2:length(fk)

if fk(k) == 0

plot([fk(k) fk(k)],[0 angle(Xk(k))],linetype,...

'LineWidth',my_linewidth);

else

The Spectrum of a Sum of Sinusoids

'LineWidth',my_linewidth);

plot([-fk(k) -fk(k)],[0 -angle(Xk(k))],...

linetype,'LineWidth',my_linewidth);

end

end

grid

plot(1.2*[-max(fk) max(fk)], [0 0],'k');

axis([-1.2*max(fk) 1.2*max(fk)

-1.1*max(abs(angle(Xk))) 1.1*max(abs(angle(Xk)))])

ylabel('Phase (rad)')

xlabel('Frequency (Hz)')

hold off

otherwise

error('mode must be mag or phase')

end

tra for x t ; Note for the Xks we actually enter A k e jk

>> Line_Spectra([0 50 300],[5 3*exp(j*pi/8) 6*exp(j*pi/2)],'mag')

>> Line_Spectra([0 50 300],[5 3*exp(j*pi/8) 6*exp(j*pi/

2)],'phase')

5

4.5

Line Spectrum X0 = a0

Magnitude Plot

4

3.5

Magnitude

2.5

X

2 -----1- = a 1

2

1.5

0.5

0

300 200 100 0 100 200 300

Frequency (Hz)

The Spectrum of a Sum of Sinusoids

1.5

Line Spectrum

1 Phase Plot

X 1 = a 1

0.5

Phase (rad)

0.5

1.5

Frequency (Hz)

A Notation Change

The conversion to frequency/amplitude pairs is a bit cumber-

some since the factor of X k 2 must be carried for all terms

except X 0 , therefore the text advocates a more compact spec-

tral form where a k replaces X k according to the rule

X0 , k = 0

ak = 1--- (3.7)

X , k0

2 k

We can then write more compactly the general expression for

x t as

N j2f k t

xt = ak e (3.8)

k = N

Beat Notes

In some cases all of the frequencies in the above sum are

related to a common or fundamental frequency, via integer

multiplication

Beat Notes

A special case that occurs when we have at least two sinu-

soids present, is an audio/musical effect known as a beat note

A beat note occurs when we hear the sum of two sinusoids

that are very close in frequency, e.g.,

x t = cos 2f 1 t + cos 2f 2 t (3.9)

where f 1 = f c f and f 2 = f c + f

In this definition

1

f c = --- f 1 + f 2 = center frequency

2

(3.10)

1

f = --- f 2 f 1 = deviation frequency

2

we further assume that f f c

Beat Notes

0.5

f 1 = 95 Hz f 2 = 105 Hz

0.45

f c = 100 Hz f = 5 Hz

0.4

0.35

Magnitude

0.3

0.25

0.2

0.15

0.1

0.05

0

100 50 0 50 100

Frequency (Hz)

sinusoid expansion, we can write that

x t = cos 2f 1 t + cos 2f 2 t

j2 f c f t j2 f c + f t

= Re e +e

j2f c t j2f t j2f t

= Re e e +e

(3.11)

j2f c t

= Re e 2 cos 2f t

= 2 cos 2f t cos 2f c t

slowly varying envelope controlled by cos 2f t filled by

the rapidly varying sinusoid cos 2f c t

Beat Notes

Consider f c = 100 Hz and f = 5 Hz

>> t = 0:1/(50*100):2/5;

>> x = 2*cos(2*pi*5*t).*cos(2*pi*100*t);

>> plot(t,x)

>> grid

>> xlabel('Time (s)')

>> ylabel('Amplitude')

2

Envelope

(red dash)

1.5

0.5

Amplitude

0.5

1.5

2

0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4

Time (s)

slower and slower, and the beat note becomes a steady tone/

note; only a single frequency is heard and the line spectrum

becomes a single pair of lines at just f c

With two musicians tuning their instruments, the process of

getting f 0 is called in-tune

Beat Notes

Multiplication of Sinusoids

In the study of beat notes we indirectly encountered sinusoi-

dal multiplication

Formally we may be interested in

x t = cos 2f 1 t cos 2f 2 t (3.12)

Using trig identity 5 from the notes Chapter 2, we know that

1

cos cos = --- cos + + cos (3.13)

2

Using this result to expand (3.12) we have that

x t = cos 2f 1 t cos 2f 2 t

1 (3.14)

= --- cos 2 f 1 f 2 t + cos 2 f 1 + f 2 t

2

In words, multiplying two sinusoids of different frequency

results in two sinusoids, one at the sum frequency and one at

the difference frequency

For the case where the frequencies are the same, we get

2 1

x t = cos 2f 0 t = --- 1 + cos 2 2f 0 t (3.15)

2

Amplitude Modulation

Multiplying sinusoids also occurs in a fundamental radio

communications modulation scheme known as amplitude

modulation (AM)

Today AM broadcasting is mostly sports and talk radio

Beat Notes

xt = A c 1 + m t cos 2f c t

(3.16)

v t in text

the carrier frequency, and 0 1 is the modulation index

The spectral content of m t would be say, speech or music

(typically low fidelity), such that f c is much greater that the

highest frequencies in m t

If 1 the envelope of x t never crosses through zero, and

the means to recover m t from x t at a receiver is greatly

simplified (so-called envelope detection)

>> t = 0:1/(50*100):2/5;

>> x = (1+.5*cos(2*pi*5*t)).*cos(2*pi*100*t);

>> plot(t,x)

AM Modulation with Ac = 1, = 0.5

1.5

f = 5 Hz

1 f c = 100Hz

0.5

Amplitude

0.5

1.5

0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4

Time (s)

Beat Notes

can be obtained by expanding x t as follows

x t = A c 1 + cos 2f t cos 2f c t

= A c cos 2f c t

(3.17)

Ac

+ - cos 2 f c f t + cos 2 f c + f t

--------

2

Continuing the AM example with A c = 1 and = 0.5 , we

have

x t = cos 2100t

1 (3.18)

+ --- cos 2 95 t + cos 2 105 t

4

>> Line_Spectra([95 100 105],[1/4 1 1/4],'mag')

0.5

Carrier

0.45

sidebands

0.35

Magnitude

0.3

0.25

0.2

0.15

0.1

0.05

95 105

0

100 50 0 50 100

Frequency (Hz)

Periodic Waveforms

Periodic Waveforms

We have been talking about signals composed of multiple

sinusoids, but until now we have not mentioned anything

about these signals being periodic

Recall that a signal is periodic if there exists some T 0 such

that x t + T 0 = x t

The smallest T 0 that satisfies this condition is the funda-

mental period of x t

Example: x t = 2 cos 28t cos 210t

Expanding we have

x t = cos 218t + cos 22t , (3.19)

which has component sinusoids at 2 Hz and 18 Hz

The fundamental period is T 0 = 0.5 s, with

f 0 = 1 T 0 = 2 Hz being the fundamental frequency

Since 18 = 9 2 , we refer to the 18 Hz term as the 9th har-

monic

the component frequencies are integer multiples of the funda-

mental frequency, i.e., f k = kf 0 , in the expression

N

x t = A0 + Ak cos 2fk t + k (3.20)

k=1

Periodic Waveforms

f k = mf 0 , m an integer, k = 1 2 N , or in mathematical

terms the greatest common divisor

f 0 = gcd f k k = 1 2 N (3.21)

In the example with f 1 = 2 and f 2 = 18 the largest divisor

of {2,18} is 2, since 2/2 and 18/2 both result in integers, but

there is no larger value that works

Example: Suppose f k = 3 7 9 Hz

The fundamental is f 0 = 1 Hz since 7 is a prime number

Nonperiodic Signals

In the world of signal modeling both periodic and nonperi-

odic signals are found

In music, or least music that is properly tuned, periodic sig-

nals are theoretically what we would expect

It does not take much of a frequency deviation among the

various components to make a periodic signal into a nonperi-

odic signal

Example: Three Term Approximation to a Square Wave1

1 1

x p t = sin 2 100 t + --- sin 2 300 t + --- sin 2 500 t

3 5

This signal is composed of 1st, 3rd, and 5th harmonic com-

ponents; fundamental is 100 Hz

Periodic Waveforms

>> t = 0:1/(50*500):0.1;

>> x_per = sin(2*pi*100*t)+1/3*sin(2*pi*300*t)+...

1/5*sin(2*pi*500*t);

>> strips(x_per,.1,50*500)

>> xlabel('Time (s)')

>> ylabel('Start Time of Each Strip')

0

Start Time of Each Strip

0.1

Clearly periodic

0.2

0.3

0.4

0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1

Time (s)

the 3rd and 5th harmonics

1

x np t = sin 2 100 t + --- sin 2 89999 t

3

1

+ --- sin 2 249999 t

5

>> x_nper = sin(2*pi*100*t)+...

Periodic Waveforms

1/3*sin(2*pi*sqrt(89999)*t)+...

1/5*sin(2*pi*sqrt(149999)*t);

>> strips(x_nper,.1,50*500)

>> xlabel('Time (s)')

>> ylabel('Start Time of Each Strip')

0

Start Time of Each Strip

0.1

0.2

0.3

0.4

0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1

Time (s)

very similar, in particular the magnitude spectra as shown

below

>> subplot(211)

>> Line_Spectra([100 300 500],[1 1/3 1/5],'mag')

>> subplot(212)

>> Line_Spectra([100 sqrt(89999) sqrt(249999)],...

[1 1/3 1/5],'mag')

Fourier Series

0.4

Magnitude

0.3

0.2

0.1

0

600 400 200 0 200 400 600

Frequency (Hz) 300 500

0.4

Magnitude

0.3

0.2

0.1

0

600 400 200 0 200 400 600

89999 249999

Frequency (Hz)

Fourier Series

Through the study of Fourier1 series we will learn how any peri-

odic signal can be represented as a sum of harmonically related

sinusoids.

The synthesis formula is

j 2 T 0 kt

xt = ak e (3.22)

k =

where T 0 is the period

The analysis formula will determine the a k from x t

1. French mathematician who wrote a thesis on this topic in 1807.

Fourier Series

then we can write that

j k

x t = A0 + A k cos 2 T 0 kt + k X k = A k e (3.23)

k=1

To obtain a Fourier series representation of periodic signal

x t we need to evaluate the Fourier integral

1 T0 j 2 T 0 kt

a k = -----

T0 0 x t e dt (3.24)

As a special case note that the DC component of x t , given

by a 0 , is

1 T0

a 0 = -----

T0 0 x t dt (3.25)

x t over one period divided (normalized) by T 0

Since working with complex numbers is a relatively new con-

cept, it might seem that proving (3.24) which involves com-

plex exponentials, is out of reach for this course; not so

The result of (3.24) can be established through a careful step-

by-step process

Fourier Series

exponential over an integer number of periods is identically

zero, i.e.,

T0

j 2 T 0 kt

e dt = 0 (3.26)

0

Verify Version #1:

T0

T0 j 2 T 0 kt j 2 T 0 kT 0

j 2 T 0 kt e e 1

0 e dt = -------------------------

j 2k T 0

- = ------------------------------------ = 0

j 2k T 0

0

j2k

since e = 1 for any integer k = 1 2

Verify Version #2: Expand the integrand using Eulers for-

mula

T0 T0

j 2 T 0 kt 2 2

------ kt + j sin ------ kt dt

0 e dt = 0 cos

T0 T0

= 0 + j0 = 0

since integrating over one or more complete cycles of sin/

cos is always zero

Regardless of the harmonic number k, all complex exponen-

tials of the form v k t = exp j 2k T 0 t , repeat with

period T 0 , i.e.,

Fourier Series

2k

j --------- t + T 0

T0

vk t + T0 = e

2k 2k

j --------- t j --------- T 0

T0 T0

= e e

2k 1

j --------- t

T 0 j2k

= e e

= vk t

Orthogonality Property

T0

0, k l

0 v k t v *l t dt =

T0 , k = l

(3.27)

Note:

v *l t = exp j 2l T 0 t * = exp j 2l T 0 t

Proof:

2- kt j 2

------ lt

T0 T 0 j -----

T0 T0

0 vk t vl t dt = 0 e

* e dt

2- k l t

T 0 j -----

T0

= 0 e dt

to

Fourier Series

2- k l t

T 0 j -----

T0 T0 T0

j0

0 e dt = 0 e dt = 0 dt = T0

When k l , but rather some integer, say m, we have

2- k l t 2- mt

T 0 j -----

T0 T 0 j -----

T0

0 e dt = 0 e dt = 0

Fourier analysis formula.

We take the Fourier synthesis formula, multiply both sides by

v *l t and integrate over one period T 0

j 2 T 0 kt

xt = ak e

k =

2 2 2

j ------ lt j ------ kt j ------ lt

T0 T0 T0

x t e = ak e e

k =

2 2 2

T0 j ------ lt T0 j ------ kt j ------ lt

T0 T0 T0

0 x t e dt = 0

k =

ak e e dt

2- kt j 2

------ lt

T 0 j -----

T0 T0

= a k 0 e e dt

k =

when k = l , and here the integral is T 0

Spectrum of the Fourier Series

2

T0 j ------ lt

T0

0 x t e dt = a l T 0

or

2

T0 j ------ lt

1 T0

a l = -----

T0 0 x t e dt

Summary

2

T0 j ------ kt

1 T0

a k = -----

T0 0 x t e dt Analysis

(3.28)

j 2 T 0 kt

xt = ak e Synthesis

k =

The spectrum associated with a Fourier series representation

is consistent with the earlier discussion of two-sided line

spectra

The frequency/amplitude pairs are

0 a 0 f 0 a 1 2f 0 a 2 kf 0 a k (3.29)

Spectrum of the Fourier Series

2

Example: x t = cos 2 1500 t

This signal has a Fourier series representation that we can

2

obtain directly by expanding cos

2

2 e j21500t + e j 21500t

cos 2 1500 t = --------------------------------------------------

2

j23000t j 23000t

e +2+e

= -----------------------------------------------------------

4

1 1 j23000t 1 j 23000t

= --- + --- e + --- e

2 4 4

thesis formula, we see that relative to f 0 = 1 T 0 = 1500 Hz

1 2, k = 0

ak = 1 4 , k = 2

0, otherwise

Magnitude Spectrum 1

f 0 = ----- = 1500 Hz

1/2 T0

1/4 1/4

f (Hz)

-3000 0 3000

Fourier Analysis of Periodic Signals

We can synthesize an approximation to some periodic x t once

we have an expression for the Fourier coefficients a k using the

first N harmonics

N

j 2 T 0 kt

xN t = ak e . (3.30)

k = N

using MATLAB

Here we consider a signal which over one period is given by

1, 0 t T 0 2

st = (3.31)

0, T 0 2 t T 0

This is actually called a 50% duty cycle square wave, since

it is on for half of its period

st one period

1

a0 = 1 2

t

T0 T 0 T0 T0 3T 0

-----0- ------ ---------

2 2 2

Fourier Analysis of Periodic Signals

rier integral)

T0 2

1 j 2 T 0 kt

a k = -----

T0 0 1 e dt + 0

T0 2 (3.32)

j 2 T 0 kt jk

1 e 1e

= ----- ----------------------------- = --------------------

T 0 j 2 T 0 k j2k

0

j

Notice that e = 1 , so

k

1 - for k 0

a k = 1--------------------- (3.33)

j2k

and for k = 0 we have

1 T0 2

dt = 1--- (DC value)

j0

a 0 = -----

T0 0 1 e

2

(3.34)

dent upon the 50% aspect (i.e., halfway between 0 and 1)

In summary,

1---

, k=0

2

ak = 1- (3.35)

------- , k = 1 3 5

jk

0, k = 2 4 6

Fourier Analysis of Periodic Signals

We can plot the square wave amplitude spectrum using the

Line_Spectrum() function, by converting the coeffi-

cients from a k back to X k

>> N = 15; k = 1:2:N; % odd frequencies

>> Xk = 2./(j*pi*k); % Xks at odd freqs, Xk = 2*ak

>> k = [0 k]; % augment with DC value

>> Xk = [1/2 Xk]; % X0 = a0

>> subplot(211)

>> Line_Spectra(1*k,Xk,'mag')

>> subplot(212)

>> Line_Spectra(1*k,Xk,'phase')

0.5

Square wave f 0 = 1 Hz

0.4 Magnitude

Line Spectra

Magnitude

present, i.e., k = 1, 3, 5, ..

0.2

0.1

... ...

0

15 10 5 0 5 10 15

Frequency (Hz)

1

Phase (rad)

...

0

...

Square wave

1 Phase

Line Spectra

15 10 5 0 5 10 15

Frequency (Hz)

Fourier Analysis of Periodic Signals

We can synthesize a square wave by forming a partial sum,

say up to the 15th harmonic; N = 15 in (3.30)

First we modify syn_sin() for Fourier series modeling

function [x,t] = fs_synth(fk, ak, fs, dur, tstart)

% [x,t] = fs_synth(fk, ak, fs, dur, tstart)

%

% Mark Wickert, September 2006

if nargin < 5,

tstart = 0;

end

t = tstart:1/fs:dur;

x = zeros(size(t));

for k=1:length(fk)

x = x + ak(k)*exp(j*2*pi*fk(k)*t);

end

The code used to produce simulation results for x 15 t :

>> N = 15; k = -N:2:N;

>> ak = 1./(j*pi*k);

>> fk = 1*[0 k];

>> ak = [1/2 ak];

>> [x,t] = fs_synth(fk, ak, 50*15, 3);

>> plot(t,real(x)) % note x is not purely real

>> grid % due to numerical imperfections

>> xlabel('Time (s)')

>> ylabel('Amplitude')

Fourier Analysis of Periodic Signals

1.2

x 15 t f 0 = 1 Hz

0.8

Amplitude

0.6

0.4

0.2

N = 15

0.2

0 0.5 1 1.5 2 2.5 3

Time (s)

ringing or ears as the waveform makes discontinuous steps

from 0 to 1 and 1 back to 0

This behavior is known as the Gibbs phenomenon, and comes

about due to the discontinuity of the ideal square wave

The next plot shows that regardless of N, the ringing persists

with about a 9% overshoot/undershoot at the transition points

The frequency of the rings increases as N increases

>> N = 3; k = -N:2:N;

>> ak = 1./(j*pi*k); ak = [1/2 ak];

>> fk = 1*[0 k];

>> [x3,t] = fs_synth(fk, ak, 50*15, 3);

>> N = 7; k = -N:2:N;

Fourier Analysis of Periodic Signals

>> fk = 1*[0 k];

>> [x7,t] = fs_synth(fk, ak, 50*15, 3);

>> N = 15; k = -N:2:N;

>> ak = 1./(j*pi*k); ak = [1/2 ak];

>> fk = 1*[0 k];

>> [x15,t] = fs_synth(fk, ak, 50*15, 3);

>> subplot(311); plot(t,real(x3))

>> ylabel('x_3(t)')

>> subplot(312); plot(t,real(x7))

>> ylabel('x_7(t)')

>> subplot(313); plot(t,real(x15))

>> ylabel('x_15(t)')

>> xlabel('Time (s)')

2

N = 3

1

x3(t)

1

0 0.5 1 1.5 2 2.5 3

2

N = 7

1

x7(t)

1

0 0.5 1 1.5 2 2.5 3

2

N = 15

1

x15(t)

1

0 0.5 1 1.5 2 2.5 3

Time (s)

Fourier Analysis of Periodic Signals

nuities very well, real physical waveforms do not have dis-

continuities to the extreme found in mathematical models

Example: Frequency Tripler

Suppose we have a sinusoidal signal

x t = A cos 2f 0 t

and we would like to obtain a sinusoidal signal of the form

y t = B cos 2 3f 0 t

The systems aspect of this example is that we can convert

x t into a square wave centered about zero, by passing the

signal through a limiter (like a comparator)

x t = A cos 2f 0 t T0 = 1 f0

1 1

t t

yt

-1 -1

y t = 2s t + T 0 4 1

The Fourier series coefficients of the y t square wave and

the s t square wave are related via an amplitude shifting and

time shifting property

Without going into the details, it can be said that the a k

coefficients for k 0 still only exist for k odd, and have a

scale factor of the form C k

Fourier Analysis of Periodic Signals

The Fourier coefficients that contribute to B cos 2 3f 0 t

are at k = -3 and 3

Knowing that the line spectra consists of all of the odd har-

monics, means that in order to obtain just the 3rd harmonic

we need to design a filter that will allow just this signal to

pass (a bandpass filter)

A system block diagram with waveforms and line spectra is

shown below

Time 1

Time 1

Time 2-

-----

Domain Domain Domain 3

t t t

x lim t Bandpass

xt Filter yt

at 3f0

Limiter

Line Line Line

Spectra Spectra Retain Spectra

This

f f f

f0 f0 3f 0 3f 0 3f 0 3f 0

Triangle Wave

Another waveform of interest is the triangle wave

2t T 0 , 0 t T0 2

xt = (3.36)

2 T0 t T0 , T0 2 t T0

Fourier Analysis of Periodic Signals

xt one period

a0 = 1 2

T0 T T0 T0 3T 0 t

-----0- 0 ------ ---------

2 2 2

We use the Fourier analysis formula to obtain the a k coef-

ficients, starting with the DC term

T0

1 1 1 T0

a 0 = ----- 0 x t dt = ----- area = ----- ----- = 1--- (3.37)

T0 T0 T0 2 2

The remaining terms are found using integration

T0 2

1 2t j 2 T 0 kt

a k = -----

T0 0 -----

T

0

e dt

(3.38)

1

T0

2 T 0 t j 2 T 0 kt

+ -----

T0 ---------------------

T0 2 T 0

e

dt

from a mathematical handbook1 lookup the result that

ax

e

xe dx = ------- x 1---

ax

a a

ed., Schaums Outlines, McGraw Hill, New York, 1999.

Fourier Analysis of Periodic Signals

1 2t 2 T

I1 Integrate Exp k t, t, 0,

T T T 2

k 1 k k

2 k2 2

1 2T t 2 T

I2 Integrate Exp k t, t, , T

T T T 2

2 k 1 k 1 k

2 k2 2

ak FullSimplifyI1 I2

k2 2

jk k k

e = 1 and cos k = 1 , so

2-

k k

---------- , k = 1 3 5

1 1 1 = k

2 2

a k = ---------------------------------------- (3.39)

2 2

k 1 2, k = 0

0, k = 2 4 6

k k

since 1 1 1 = 2 when k is odd and zero other-

wise

Compare the line spectra for a triangle wave and square wave

Fourier Analysis of Periodic Signals

>> N = 15; k = 1:2:N;

>> Xk = 2./(j*pi*k); Xk = [1/2 Xk];

>> k = [0 k];

>> subplot(211)

>> Line_Spectra(1*k,Xk,'mag')

>> N = 15; k = 1:2:N;

>> Xk = -4./(pi^2*k.^2); Xk = [1/2 Xk];

>> k = [0 k];

>> subplot(212)

>> Line_Spectra(1*k,Xk,'mag')

0.5

Square Wave f0 = 1

0.4

Magnitude

0.3

0.2

0.1

0

15 10 5 0 5 10 15

Frequency (Hz)

0.5 f0 = 1

Triangle Wave

0.4

Magnitude

0.3

0.2

0.1

0

15 10 5 0 5 10 15

Frequency (Hz)

2

Note that the spectral lines drop off with 1 k for the trian-

gle wave, compared with just 1 k for the square wave

Fourier Analysis of Periodic Signals

faster spectrum decrease

As with the square wave, we can synthesize size a triangle

wave by forming a partial sum, say for N = 3 7 15

>> N = 3; k = -N:2:N;

>> ak = -2./(pi^2*k.^2); ak = [1/2 ak];

>> fk = 1*[0 k];

>> [x3,t] = fs_synth(fk, ak, 50*15, 3);

>> subplot(311); plot(t,real(x3)); grid

>> ylabel('x_3(t)')

>> N = 7; k = -N:2:N;

>> ak = -2./(pi^2*k.^2); ak = [1/2 ak];

>> fk = 1*[0 k];

>> [x7,t] = fs_synth(fk, ak, 50*15, 3);

>> subplot(312); plot(t,real(x7)); grid

>> ylabel('x_7(t)')

>> N = 15; k = -N:2:N;

>> ak = -2./(pi^2*k.^2); ak = [1/2 ak];

>> fk = 1*[0 k];

>> [x15,t] = fs_synth(fk, ak, 50*15, 3);

>> subplot(313); plot(t,real(x15))

>> grid

>> ylabel('x_{15}(t)'); xlabel('Time (s)')

The triangle wave is continuous, so we expect the conver-

gence of the partial sum x N t to be much better than for the

square wave

Fourier Analysis of Periodic Signals

1

N = 3 f0 = 1

x3(t)

0.5

0

0 0.5 1 1.5 2 2.5 3

1

N = 7

x7(t)

0.5

0

0 0.5 1 1.5 2 2.5 3

1

N = 15

x15(t)

0.5

0

0 0.5 1 1.5 2 2.5 3

Time (s)

For both the square wave and the triangle wave we have con-

sidered synthesis via the approximation x N t

We know that the approximation is not perfect, in particular

for the square wave with the discontinuities, increasing N did

not seem to result in that much improvement

We can define the error between the true signal x t and the

approximation x N t , as e N t = x t x N t

The worst case error can be defined as

TimeFrequency Spectrum

t 0 T 0

Square Wave Worst Case Error

9%

9%

For the square wave the maximum error is always 1/2 the size

of the jump, and the overshoot, either side of the jump, is

always 9% of the jump

TimeFrequency Spectrum

The past modeling and analysis has dealt with signals having

parameters such as amplitude, frequency, and phase that do

not change with time

Most real world signals have parameters, such as frequency,

that do change with time

TimeFrequency Spectrum

Stepped Frequency

A piano has 88 keys, with 12 keys per octave

An octave corresponds to the doubling of pitch/frequency

From one octave to the next there are 8 pitch steps, but

there are also half steps (flats and sharps)

Note Name C4 D4 E4 F4 G4 A4 B4 C5

Note Number 40 42 44 45 47 49 51 52

one octave

12 1 12

r = 2r = 2 = 1.0595

The note A above middle C is at 440 Hz (tuning fork fre-

quency) and is key number 49 of 88, so

40 49 12

f middle C = f C 4 = 440 2 261.6 Hz

52 49 12

f C5 = 440 2 523.3 Hz = 2 261.6

TimeFrequency Spectrum

523 Hz

Theoretical 494

Time-Frequency 440

Plot 392

349

330

294

262 Hz

Spectrogram Analysis

The spectrogram is used to perform a timefrequency analy-

sis on a signal, that is a plot of frequency content versus time,

for a signal that has possibly time-varying frequencies

When using MATLABs signal processing toolbox, the func-

tion specgram() and spectrogram() are available for

this purpose

The spfirst toolbox also has the function plotspec()

Both specgram() and plotspec() plot frequency versus

time, whereas spectrogram() plots time versus frequency

The basic function interface to specgram() and plotspec is

>> specgram(x,N_window,fsamp)

>> plotspec(x,N_window,fsamp)

where N_window is the length of the spectrum analysis

window, typically 256, 512, or 1024, depending upon the

desired frequency resolution and the rate at which the fre-

quency content is changing

ECE 2610 Signals and Systems 339

TimeFrequency Spectrum

The MATLAB function C_scale.m, given below, is used to

create the Cmajor scale running from middle C to one

octave above middle C

function [x,t] = C_scale(fs,note_dur)

% [x,t_final] = C_scale()

%

% Mark Wickert

pitch = [262 294 330 349 392 440 494 523];

N_pitch = length(pitch);

f = pitch(1)*ones(1,fix(note_dur*fs));

for k=2:N_pitch

f = [f pitch(k)*ones(1,fix(note_dur*fs))];

end

t = [0:length(f)-1]/fs;

x = cos(2*pi*f.*t);

We now call the function and plot the results using the

specgram function

>> [x,t] = C_scale(8000,.5);

>> specgram(x,1024,8000);

>> axis([0 4 0 1000]) % reduce the frquency axis

TimeFrequency Spectrum

1000

900

800

700

Frequency (Hz)

600

500

400

300

200

100

0

0 0.5 1 1.5 2 2.5 3 3.5 4

Time (s)

There is also a large smear of spectral information seen as the

scale progression steps from note-to-note

This is due to the way the spectrogram is computed

The analysis window straddles note changes, so a transient

is captured where the pitch is jumping from one frequency

to the next

Frequency Modulation: Chirp Signals

In the previous example we have seen how a sinusoidal wave-

form can have time varying frequency by stepping the frequency.

Frequency modulation or angle modulation, provides another

view on this subject within a particular mathematical framework.

A chirped signal is created when we sweep the frequency,

according to some function, from a starting frequency to an

ending frequency

A constant frequency sinusoid is of the form

j 0 t +

x t = Re Ae = A cos 0 t + (3.41)

The argument of (3.41) is a time varying angle, t , that is

composed a linear term and a constant, i.e.,

t = 0 t + = 2f 0 t + (3.42)

The units of t is radians

If we differentiate t we obtain the instantaneous fre-

quency

t - = rad/s

i t = d

------------- 0 (3.43)

dt

or by dividing by 2 the instantaneous frequency in Hz

Frequency Modulation: Chirp Signals

1 d t

f i t = ------ -------------- = f 0 Hz (3.44)

2 dt

The function t can take on different forms, but in particu-

lar it may be quadratic, i.e.,

2

t = 2t + 2f 0 t + rad (3.45)

which has corresponding instantaneous frequency

f i t = 2t + f 0 Hz (3.46)

In this case we have a linear chirp, since the instantaneous

frequency varies linearly with time

Example: Chirping from 100 to 1000 Hz in 1 s

The beginning and ending times are t 1 = 0 s and t 2 = 1 s

We need to have

f i 0 = f 0 = 100 Hz

(3.47)

f i 1 = 2 1 + 100 = 1000 Hz

so = 900 2 = 450

Finally,

f i t = 900t + 100 Hz 0 t 1 s (3.48)

The phase, t , is

2

t = 2 450t + 2 100t + rad (3.49)

We can implement this in MATLAB as follows:

>> t = 0:1/8000:1;

Frequency Modulation: Chirp Signals

>> plot(t,x)

>> strips(x,.2,8000)

>> xlabel('Time (s)')

>> ylabel('Start Time of Each Strip (s)')

Linear Chirp from 100 Hz to 1000 Hz in 1 s

0.1

0.2

Start Time of Each Strip (s)

0.3

0.4

0.5

0.6

0.7

0.8

0.9

0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1

Time (s)

quency relationship

>> specgram(x,512,8000);

Summary

4000

3500

3000

Frequency (Hz)

2500

2000

1500

1000 1000

500

100

0

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

Time (s)

Summary

The spectral representation of signals composed of sums of

sinusoids was the main focus of this chapter

The two-sided line spectra is the means to graphically display

the spectra

The concept of fundamental period and frequency was intro-

duced, along with harmonic number

The Fourier series was found to be a power tool for both anal-

ysis and synthesis of periodic signals

Summary

quency, the spectrogram is a useful graphical display tool

Stepped frequency signals, such as a scale being played on a

keyboard, is particularly clear when viewed as a spectrogram

Frequency modulation, in particular linear chirp signals were

briefly introduced

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