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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

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

2π

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

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:

∞

2π

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

2π

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

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 )

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

−∞

∞

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 ) ↔

dω

Properties Of The Continuous-Time

Fourier Transform

Integration in the Time Domain

1

( ) ( ) ( ) ( )

t

∫−∞ x τ dτ ↔ π X 0 δ ω + X ω

jω

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 )

2π

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

0 x≥ 1

∆ ( x) = 2

1 − 2 x x< 1

2

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

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

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

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

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

∞

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 =−∞

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 =−∞

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

jω

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 ∞

2π

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 ∞

2π

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

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