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Advanced Engineering

Mathematics
Fourier Analysis of Continuous-Time
Signals and Systems
PERIODICITY
PERIODIC NON-PERIODIC
Continuous-Time Continuous-Time
CONTINUOUS-
Fourier Series Fourier Transform
TIME
(CTFS) (CTFT)
FORM

Discrete-Time
Fourier Series or Discrete-Time
DISCRETE-
Discrete Fourier Fourier Transform
TIME
Transform (DTFT)
(DFT)
Fourier Series Representation of
Periodic Signals
Periodic Signals
A continuous-time signal x(t) is said to be
periodic if there is a positive nonzero value of
T for which
x (t + T ) = x (t ) for all t
The fundamental period T0 of x(t) is the smallest
positive value of T for which periodicity is
satisfied and f0 = 1/T0 is referred to as the
fundamental frequency.
Fourier Series Representation of
Periodic Signals
Basic examples of periodic signals:
Real sinusoidal signal
x ( t ) = cos (ω0t + φ )
Complex exponential signal
x (t ) = e jω0t

where ω0 = 2π/T0 = 2πf0 is called the angular


frequency
Fourier Series Representation of
Periodic Signals
Complex Exponential Fourier Series Representation:
The complex exponential Fourier series representation of
a periodic signal x(t) with fundamental period T0 is

given by
x (t ) = ∑cejkω0t
k

ω0 = T0
k =−∞
where ck are known as the complex Fourier coefficients
and are given by
ck = T10 − jkω t
∫ x (t ) e 0
dt
T0
where the integral is over any one period and 0 to T0 or –
T0/2 to T0/2 is commonly used for limits of the integral.
Fourier Series Representation of
Periodic Signals
Setting k = 0,
c0 = T10 ∫ x ( t ) dt
T0

which indicates that c0 equals the average value


of x(t) over a period.
When x(t) is real, then it follows that
c− k = c *
k
where the asterisk indicates the complex
conjugate.
Fourier Series Representation of
Periodic Signals
Trigonometric Fourier Series:
The trigonometric Fourier series representation
of a periodic signal x(t) with fundamental
period T0 is given by
a0 ∞ 2π
x ( t ) = + ∑ ( ak cos kω0t + bk sin kω0t ) ω0 =
2 k =1 T0
where ak and bk are the Fourier coefficients.
Fourier Series Representation of
Periodic Signals
The Fourier coefficients are given by
ak = T2 ∫ x ( t ) cos kω0tdt
a0 = T20 ∫ x ( t ) dt
0 T 0

bk = T2 ∫ x ( t ) sin kω0tdt
0
T0
T 0
These coefficients are related to the complex
Fourier coefficients ck by
a0
2 = c0 ak = ck + c− k bk = j ( ck − c− k )
Also,
ck = 1
2 ( ak − jbk ) c− k = 1
2 ( ak + jbk )
When x(t) is real, then ak and bk are real,
ak = 2 Re [ ck ] , bk = −2 Im [ ck ]
.
Fourier Series Representation of
Periodic Signals
Even and Odd Signals
If a periodic signal x(t) is even, then bk = 0 and
its Fourier series contains only cosine terms:
a0 ∞ 2π
x ( t ) = + ∑ ak cos kω0t ω0 =
2 k =1 T0
If x(t) is odd, then ak = 0 and its Fourier series
contains only sine terms:


x ( t ) = ∑ bk sin kω0t ω0 =
k =1 T0
Fourier Series Representation of
Periodic Signals
Harmonic Form Fourier Series
Another form of the Fourier series representation of a
real periodic signal∞ x(t) with fundamental period T0 is

x ( t ) = C0 + ∑ Ck cos ( kω0t − θ k ) ω0 =
k =1 T0
The coefficients Ck and the angles θk are called the
harmonic amplitudes and phase angles respectively,
and they are related to the Fourier coefficients ak and
bk by C = a0 Ck = ak + bk
2 2
θ k = tan −1 bk
0
2 ak
Convergence of the Fourier Series
It is known that a periodic signal x(t) has a Fourier
series representation if it satisfies the following
Dirichlet conditions:
1. x(t) is absolutely integrable over any period, that
is ∫T0 x ( t ) dt < ∞
2. x(t) has a finite number of maxima and minima
within any finite interval of t.
3. x(t) has a finite number of discontinuities within
any finite interval of t, and each of these
discontinuities is finite.
Amplitude and Phase Spectra of a
Periodic Signal
Let the complex Fourier coefficients ck be
expressed as
jφk
ck = ck e
A plot of ck versus the angular frequency ω is
called the angular spectrum of the periodic
signal x(t) and a plot of φk versus ω is called
the phase spectrum of x(t).
Amplitude and Phase Spectra of a
Periodic Signal
For a real periodic signal x(t),
c− k = c*
k
Thus,
c− k = ck , φ− k = −φk
Hence, the amplitude spectrum is an even
function of ω, and the phase spectrum is an
odd function of ω for a real periodic signal.
Power Content of a Periodic Signal
The average power of a periodic signal x(t) over
any period as
1
∫ x (t )
2
P= dt
T0 T0

If x(t) is represented by the complex exponential


Fourier series, then it can be ∞shown that,
1
∫ x (t ) ∑
2
dt =
2
ck
T0 T0
k =−∞
This is also called as Parseval’s identity (or
Parseval’s theorem) for the Fourier series.
The Fourier Transform
Let x(t) be a nonperiodic signal of finite
duration, that is,
x (t ) = 0 t > T1
If this is repeated with fundamental period T0
and T0 approaches infinity,
lim xT0 ( t ) = x ( t )
T0 →∞
The Fourier Transform
The Fourier Transform
The complex Fourier series can be rewritten as
T0
1 1 ∞

ck = 2
T0 ∫x (t ) e − jkω0 t
dt = x ( t ) e − jkω0t dt
T0 − T0 −∞
2

Defining X(ω) as

X (ω ) = ∫ x ( t ) e dt
− jωt
−∞
The inverse transform is given by
1 ∞
x (t ) = ∫ X (ω ) e jωt dω
2π −∞
The Fourier Transform
Fourier Spectra
Complex representation
X (ω ) = X (ω ) e jφ (ω )

where X(ω) is the Fourier spectrum (frequency


domain) of x(t), |X(ω)| is the magnitude
spectrum of x(t), and φ(ω) is the phase
spectrum of x(t).
The Fourier Transform
If x(t) is a real signal, then

X ( −ω ) = ∫ x ( t ) e jωt dt
−∞
also,
X ( −ω ) = X * (ω )
and,
X ( −ω ) = X (ω ) φ ( −ω ) = −φ (ω )
Hence, as in the case of periodic signals, the
amplitude spectrum |X(ω)| is an even function and
the phase spectrum φ(ω) is an odd function of ω.
Convergence of the Fourier Transforms
Just as in the case of periodic signal, the sufficient
conditions for the convergence of X(ω) are the
following Dirichlet conditions:
1. x(t) is absolutely integrable, that is
∫T0 x ( t ) dt < ∞
2. x(t) has a finite number of maxima and minima
within any finite interval.
3. x(t) has a finite number of discontinuities within
any finite interval, and each of these
discontinuities is finite.
Connection Between Fourier
Transform And Laplace Transform
The Fourier transform is

X (ω ) = ∫ x ( t ) e − jωt dt
−∞

The bilateral Laplace transform is



X ( s ) = ∫ x ( t ) e dt
− st
−∞

then, s = jω
Properties Of The Continuous-Time
Fourier Transform
Linearity

a1 x1 ( t ) + a2 x2 ( t ) ↔ a1 X 1 (ω ) + a2 X 2 (ω )
Properties Of The Continuous-Time
Fourier Transform
Time Shifting

x ( t − t0 ) ↔ e − jωt0
X (ω )
Properties Of The Continuous-Time
Fourier Transform
Frequency Shifting

e jω0t
x ( t ) ↔ X ( ω − ω0 )
Properties Of The Continuous-Time
Fourier Transform
Time Scaling

1 ω 
x ( at ) ↔ X  
a a
Properties Of The Continuous-Time
Fourier Transform
Time Reversal

x ( −t ) ↔ X ( −ω )
Properties Of The Continuous-Time
Fourier Transform
Duality (or Symmetry)

X ( t ) ↔ 2π x ( −ω )
Properties Of The Continuous-Time
Fourier Transform
Differentiation in the Time Domain

dx ( t )
↔ jω X (ω )
dt
Properties Of The Continuous-Time
Fourier Transform
Differentiation in the Frequency Domain

dX (ω )
( − jt ) x ( t ) ↔

Properties Of The Continuous-Time
Fourier Transform
Integration in the Time Domain

1
( ) ( ) ( ) ( )
t
∫−∞ x τ dτ ↔ π X 0 δ ω + X ω

Properties Of The Continuous-Time
Fourier Transform
Convolution

x1 ( t ) * x2 ( t ) ↔ X 1 (ω ) X 2 (ω )
Properties Of The Continuous-Time
Fourier Transform
Multiplication

1
x1 ( t ) x2 ( t ) ↔ X 1 (ω ) * X 2 (ω )

Properties Of The Continuous-Time
Fourier Transform
Additional Properties
If x(t) is real,
x ( t ) = xe ( t ) + xo ( t )
where xe(t) and xo(t) are the even and odd
components of x(t), respectively. Then,
x ( t ) ↔ X (ω ) = A (ω ) + jB (ω )
X ( −ω ) = X * (ω )
xe ( t ) = Re  X (ω )  = A (ω )
xo ( t ) = j Im  X (ω )  = jB (ω )
Properties Of The Continuous-Time
Fourier Transform
Parseval’s Relations
∞ ∞
∫ x1 ( λ ) X 2 ( λ ) d λ = ∫ X 1 ( λ ) x2 ( λ ) d λ
−∞ −∞
∞ 1 ∞
∫−∞ x ( t ) x ( t ) dt = ∫ X ( ω ) X ( −ω ) d ω
2π −∞
1 2 1 2

∞ 1 ∞
( ) ( )
2 2
∫−∞ x t dt = ∫ X ω d ω
2π −∞
Properties Of The Continuous-Time
Fourier Transform
Properties Of The Continuous-Time
Fourier Transform
Common Fourier Transform Pairs
Common Fourier Transform Pairs
Useful Functions
 A unit rectangular window (also called a unit gate)
function rect(x) or pulse p(t):
0 x > 1
2
1
rect ( x ) =  2 x = 1
2
1 x< 1
 2

 A unit triangle function ∆(x):


 0 x≥ 1
∆ ( x) =  2

1 − 2 x x< 1
2

 Interpolation function sinc(x):


sin x sin π x
sinc ( x ) = or sinc ( x ) =
x πx
More about the sinc(x) function
 sinc(x) is an even function
of x.
 sinc(x) = 0 when sin(x) = 0
except when x = 0, i.e. x = ±
π, ± 2π, ± 3π, ...
 sinc(0) = 1 (derived with
L’Hospital’s rule).
 sinc(x) is the product of an
oscillating signal sin(x) and
a monotonically decreasing
function 1/x. Therefore it is
a damping oscillation with
period of 2π with amplitude
decreasing as 1/x.
Fourier Transform of x(t) = rect(t/τ) or
p(t)
Evaluation: ∞ t  − jωt
X (ω ) = ∫ rect   e dt
−∞
τ 

Since rect(t/τ) = 1 for –τ/2 < t < τ/2 and 0


otherwise
( ωτ
) ( 2 )
ωτ
( −e ) =
τ /2 1 2sin 2sin
X (ω ) = ∫ e dt = −
− jωt
e − jωt jωt 2
=τ = τ sinc ( 2 )
ωτ
−τ /2 jω ω (2)
ωτ

t
  ωτ 
 ⇔ τ sinc 
rect  
τ
  2 
Bandwidth ≈ 2π
τ
Frequency Response of Continuous-
Time LTI Systems
The output y(t) of a continuous-time linear time-
invariant (LTI) system equals the convolution
of the input x(t) with the filter h(t).
y (t ) = x (t ) * h (t )
Applying the convolution property,
Y (ω ) = X (ω ) H (ω )
Frequency Response of Continuous-
Time LTI Systems
The function H(ω) is the frequency response of
the system. |H(ω)| is the magnitude response
and θH(ω) is the phase response of the system.
Y (ω )
H (ω ) =
X (ω )
H (ω ) = H (ω ) e jθ H (ω )
Frequency Response of Continuous-
Time LTI Systems
Frequency Response of Continuous-
Time LTI Systems
The behaviour of a continuous-time LTI system
in the frequency domain is completely
characterized by its frequency response H(ω),
also referred to as the gain of the system.
Y (ω ) = X (ω ) H (ω )
θY ( ω ) = θ X ( ω ) + θ H ( ω )

where
X (ω ) = X (ω ) e , Y (ω ) = Y (ω ) e
jθ X (ω ) jθY (ω )
Distortionless Transmission
For distortionless transmission through an LTI
system, it is required that the exact input
signal shape be reproduced at the output
although its amplitude may be different and it
may be delayed in time.
y ( t ) = Kx ( t − td )
where td is the time delay and K (> 0) is a gain
constant.
Distortionless Transmission
Taking the Fourier transform of both sides,
Y (ω ) = Ke − jωtd
X (ω )
Thus, the system that can obtain a distortionless
transmission must have
H (ω ) = H (ω ) e
jθ (ω ) − jωt
H
= Ke d

where
H (ω ) = K
θ H (ω ) = − jωtd
Distortionless Transmission
LTI Systems Characterized by
Differential Equations
Continuous-time LTI systems are described by
linear constant-coefficient differential
equations of the form
N
d k y (t ) M d k x (t )
∑a
k =0
k
dt k
= ∑ bk
k =0 dt k
with M ≤ N. Taking the Fourier transform of both
sides,
N M
Y (ω ) ∑ ak ( jω ) = X (ω ) ∑ bk ( jω )
k k

k =0 k =0
LTI Systems Characterized by
Differential Equations
Thus, M

∑ b ( jω )
k

Y (ω ) k
H (ω ) = = k =0

X (ω ) N

∑ a ( jω )
k
k
k =0

which is a rational function of ω. The result is


the same as the Laplace counterpart.
H (ω ) = H ( s ) s = jω = H ( jω )
FILTERING
The process by which the relative amplitudes
of the frequency components in a signal are
changed or perhaps some frequency
components are suppressed.
An LTI system acts as a filter on the input
signal.
The word “filter” is used to denote a system
that exhibits some sort of frequency-selective
behavior.
Ideal Frequency-Selective Filters
1. Ideal Low-Pass Filter (LPF)

1 ω < ωc
H (ω ) = 
0 ω > ωc
where ωc is the cutoff frequency.
Ideal Frequency-Selective Filters
2. Ideal High-Pass Filter (HPF)

0 ω < ωc
H (ω ) = 
1 ω > ωc
where ωc is the cutoff frequency.
Ideal Frequency-Selective Filters
3. Ideal Bandpass Filter (BPF)

1 ω1 < ω < ω2
H (ω ) = 
0 otherwise
where ω1 < |ω| < ω2 is the passband frequency.
Ideal Frequency-Selective Filters
4. Ideal Bandstop Filter (BSF)

0 ω1 < ω < ω2
H (ω ) = 
1 otherwise
where ω1 < |ω| < ω2 is the stopband frequency.
Ideal Frequency-Selective Filters
Nonideal Frequency-Selective Filters

As an example of a simple continuous-time


causal frequency-selective filter, consider the
RC filter shown below. The output y(t) amd the
input x(t) are related by

dy ( t )
RC + y (t ) = x (t )
dt
Nonideal Frequency-Selective Filters

Taking the Fourier transform of both sides of the


equation, the frequency response of H(ω) is
Y (ω ) 1 1
H (ω ) = = =
X (ω ) 1 + jω RC 1 + jω / ω0
where ω0 = 1/RC. Thus the magnitude |H(ω)| and
phase θH(ω) responses are
1 1
H (ω ) = =
1 + jω / ω0
1

1 + ( jω / ω0 )
2 2

ω
θ H (ω ) = − tan−1

ω0
Nonideal Frequency-Selective Filters
Example 1
Problem: Derive the trigonometric Fourier series
from the complex exponential Fourier series.
∞ ∞
Solution: x ( t ) = ∑ c e ω = c + ∑ ( c e ω + c e ω )
k
jk 0t
0 k
jk 0t
−k
− jk 0t

k =−∞ k =1

Since, e ± jkω0t = cos kω0t ± j sin kω0t



then, x ( t ) = c0 + ∑ ( ck + c− k ) cos kω0t + j ( ck − c− k ) sin kω0t 
k =1

c0 = a0
2 , ck + c− k = ak , j ( ck − c− k ) = bk
a0 ∞
Thus, x ( t ) = + ∑ [ ak cos kω0t + bk sin kω0t ]
2 k =1
Example 2
Problem: Determine the complex exponential
Fourier series representation for each of the
following signals:
a ) x ( t ) = cos ω0t
b) x ( t ) = sin ω0t
c) x ( t ) = cos ( 2t + π4 )
d ) x ( t ) = sin t
2
Example 2
Solution:
a) The formula to get the complex Fourier coefficients
ck can be used with fundamental period of x(t) given
as T0 = 2π, but a shorter way can also be used by
invoking Euler’s identity,
x ( t ) = cos ω0t = 12 ( e jω0t + e − jω0t ) = 12 e jω0t + 12 e − jω0t

Since x ( t ) = ∑ ck e jkω0t
k =−∞

Thus, c1 = 12 , c−1 = 12 , ck = 0 for k ≠ 1


Example 2
Illustration in both domains:
Example 2
b) In a similar way to letter (a),

x ( t ) = sin ω0t = 1
2j ( )
e jω0t − e − jω0t = 1
2j e jω0t − 21j e − jω0t

Since x ( t ) = ∑ce k
jkω0t

k =−∞

Thus, c1 = 1
2j , c−1 = 1
2j , ck = 0 for k ≠ 1
Example 2
c) The fundamental angular frequency ω0 of x(t)
is 2 rad/s. ∞ ∞
x ( t ) = cos ( 2t + π4 ) = ∑ ck e jkω0t = ∑ ck e j 2 kt
k =−∞ k =−∞

x ( t ) = cos ( 2t + π
4 ) = 2 (e
1 j ( 2 t + π4 )
+e
− j ( 2 t + π4 )
)
j ( 2 t + π4 ) − j ( 2 t + π4 )
x (t ) = e
1
2 + e 1
2

Thus, c1 = e 1
2
jπ 4
= 4
2
(1 + j ) , c−1 = e 1
2
− jπ 4
= 4
2
(1 − j ) ,
ck = 0 for k ≠ 1
Example 2
d) The fundamental period T0 of x(t) is π,
∞ ∞
x (t ) = ∑ ck e jkω0t = ∑ ck e j 2 kt
k =−∞ k =−∞

− jt 2
 e −e jt

 = − (e − 2 + e )
1 j 2t
x ( t ) = sin t = 
2 − j 2t

 2j  4

x ( t ) = − 14 e − j 2t
+ 12 − 14 e j 2t
= ∑ ck e j 2 kt
k =−∞

Thus, c−1 = − 14 , c0 = 12 , c1 = − 14 , ck = 0 for k > 1


Example 3
Consider the periodic square wave x(t) shown below,

Determine:
a) The complex exponential Fourier series of x(t).
b) The trigonometric Fourier series of x(t).
Example 3
Solution:
a) c = ∫ x ( t ) e
T0 T0 /2
− jkω0t
k
1
T0 dt = 1
T0 ∫ 2 Ae− jkω0t dt
0 0
T0 /2

ck =
2A
− jkω0T0
e − jkω0t =
2A
− jkω0T0
(
e− jkω0T0 /2 − 1 )
0

A 
ck = 1 − ( −1) 
k

jkπ  

∫ x ( t ) dt = ∫
T0 T0 / 2
c0 = 1
T0
1
T0 2 Adt = 0
0 −T0 / 2

Hence, c0 = 0, c2 m = 0, c2 m +1 = 2A
j ( 2 m +1)π

Fourier Series: x ( t ) = 2A
jπ ∑ 1
2 m +1 e j ( 2 m +1)ω0t
m =−∞
Example 3
b) a0 = 2c0 = 2 A, a2 m = b2 m = 0 for m ≠ 0
a2 m +1 = 2 Re [ c2 m +1 ] = 0
4A
b2 m +1 = −2 Im [ c2 m +1 ] =
( 2m + 1) π

Fourier Series: x ( t ) = 4A
π ∑ 1
2 m +1 sin ( 2m + 1) ω0t
m =−∞

x (t ) = 4A
π ( sin ω0t + 13 sin 3ω0t + 15 sin 5ω0t + L)
Example 4
Problem: Consider the unit impulse function δ(t).
Solution:
The Laplace transform is
L {δ ( t )} = 1 all s
The Fourier transform is
F {δ ( t )} = ∫ δ ( t ) e

− jωt
dt = 1
−∞
Example 5
Problem: Consider the exponential signal
x (t ) = e u (t )
− at
a>0
Solution:
The Fourier transform is ∞ − at
F { x ( t )} = X (ω ) = ∫ e u ( t ) e − jωt dt
−∞

= ∫ e −( a + jω )t dt
0

1
=
a + jω
Example 6
Problem: Consider the unit step function u(t).
Solution:
The Laplace transform is
L {u ( t )} = 1s Re ( s ) > 0
The Fourier transform is
F {u ( t )} = πδ (ω ) + 1

Example 7
Problem: Consider the periodic impulse train
δT0(t) shown and defined by:

δT ( t ) =
0 ∑ δ ( t − kT )
0
k =−∞
Example 7
Determine:
a) The complex exponential Fourier series.
b) The trigonometric Fourier series.
Solution:
1 T /2 1
a) ck = ∫−T /2 δ ( t ) e − jkω t
dt =
0
0

T0 0 T0
1 ∞

Fourier Series: x ( t ) = ∑e jkω0t
ω0 =
T0 k =−∞ T0
Example 7
b) Since the function is even, then bk = 0,
2 2
∫−T0 /2 δ ( t ) cos kω0tdt = T0
T0 /2
ak =
T0
1 2 ∞

Fourier Series: x ( t ) = + ∑ cos kω t
0 ω0 =
T0 T0 k =1 T0
Example 8
Problem: The system is defined by the input-
output relationship
y '(t ) + 2 y (t ) = x '(t ) + x (t )
Solve for the impulse response of the system.
Solution:
Taking the Fourier transform of both sides,
( jω + 2 ) Y (ω ) = ( jω + 1) X (ω )
Example 8
The frequency response H(ω) is given by
Y (ω ) 1 + jω 1
H (ω ) = = = 1−
X (ω ) 2 + jω 2 + jω
Taking the inverse Fourier transform will give
the impulse response h(t),

h (t ) = δ (t ) − e u (t )
−2t