Frequency Domain

Concepts
 Goal
• In this module, we will look at the frequency domain
representation of signals
– Different models are used depending on the nature of the
independent/dependent variable (Continuous vs. Discrete)
• Next module applies these concepts to filtering techniques.

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 Why Another Domain
• Time domain operations are often not very informative and/or
efficient in signal processing
– Examples: nature of noise present (filtering); data that can be eliminated
(compression);
• An alternative representation and characterization of signals
and systems can be made in transform domain
– Essentially mathematical operators
• The two domains or characterizations are complementary of
each other
– Most are invertible (You can get one from the other and vise versa)
– Provide different insight to solving problems

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 Jean Baptiste Joseph Fourier
• Fourier was born in Auxerre, France in 1768
• Most famous for his work ―La Théorie Analitique de
la Chaleur” published in 1822
• Translated into English in 1878: ―The Analytic
Theory of Heat”
• Nobody paid much attention when the work was first
published
• Had crazy idea (1807): Any periodic function can be
rewritten as a weighted sum of sines and cosines of
different frequencies.
– Many didn’t believe him including Lagrange, Laplace,
Poisson.
– Not translated into English until 1878!
• One of the most important mathematical theories in
modern era.
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 The Big Idea
Any function that periodically repeats itself can be expressed as a
an (infinite) sum of sines and cosines of different frequencies
each multiplied by a different coefficient – a Fourier series

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 Example

• The Fourier theory

shows how most real
functions can be
represented in terms
of a basis of sinusoids.
• The building block:
A sin( ωx + Φ )
• Add enough of them to get any
signal you want.
•Notice how we get closer and
closer to the original function as we
add more and more frequencies

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Example

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 Fourier Types
The concept/model was later expanded to accommodate different types of
signals:
• Fourier Series
– For Periodic continuous functions
• Fourier Transform
– For any continuous function
– functions that are not periodic (but whose area under the curve is finite) can be
expressed as the integral of sines and cosines multiplied by a weighing function.
• Discrete Fourier Transform
– For sampled sequence of data (digital data)
– Digital signal processing uses the discrete Fourier transform, DFT (1D and 2D)
• Today, the concept of composing a signal in terms of basis functions (delta
functions, polynomilas, sinusoidal functions, wavelets, etc.) is taking for
granted and forms the basis of many fields including compression and
filtering, among many others.
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 Frequency Family
Type of Function (Signal) Fourier Model Used

Signals that are continuous Fourier Transform

and aperiodic

Signals that are continuous Fourier Series

and periodic

Signals that are discrete Discrete Time Fourier

and aperiodic Transform (infinite sum)

Signals that are discrete Discrete Fourier

and periodic Transform (finite sum-
discretized frequency)
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 Math Background

• Complex Numbers (we will use i or j interchangeably)

– j2 = -1 or j 1
– C= R + j I
• R is the real part and I is the imaginary part
– C*= R – j I
• Complex conjugate (replacing each j with –j)
– Can be easily viewed in an Re-Im Plane (as 2-tuple vector)
– The magnitude is given by C R2 I 2

tan 1 ( I / R ), - /2 /2
– C can also be written as
C C cos j C sin( )

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 Magnitude and Phase in the Complex
Plane
• The graph show the
magnitude and phase of a
complex number z
z R2 I2

tan 1( I / R), - /2 /2

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 Magnitude and Phase in the Complex
Plane
• Another way (very
important way) to write
the complex number is as
an exponential
j
z ze

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Special case of the Unit Circle

j
e

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 Multiplication
• When you multiply two complex numbers, their magnitudes
multiply:
xy x x
and their phases add:

( xy) ( x) ( y)
• This can be easily seen in the exponential notation
j j
z1 z1 e 1 z2 z2 e 2

j j j( 2)
z1z2 z1 e 1
z2 e 2
z1 || z2 e 1

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 Complex Conjugates
For a complex number z:
z = a + bj

Its conjugates is given by :

z* = a - bj
• The complex conjugate z has
– the same real part but opposite imaginary part, and
– the same magnitude but opposite phase.
 Complex Conjugates
• Adding z + z*, cancels the imaginary parts to leave a real
number:
(a + bj) + (a − bj) = 2a

• Multiplying z . Z* gives the real number equal to |z|2:

(a + bj)(a − bj) = a2 − (bj)2 = a2 + b2

 Euler’s Formula
Euler’s formula uses exponential notation to encode complex
numbers—uses j in the exponent to differentiate from real
numbers
• Euler’s formula: j
e cos( ) j sin( )
j
e cos( ) j sin( )
– Euler’s formula allows us to rewrite C (generic complex number) as
C Cej
• Adding and subtracting these formulas, Euler obtained the
following expressions for cos and sin:

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 Euler’s Formula: Graphical
Interpretation

j (z )
z ze

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 Euler’s Formula: Application
• What is (2 + 2j)(−3 + 3j)?
• Suppose that we already have these numbers in magnitude-
phase notation:
2 2j 4 4 2 2 3 3j 9 9 3 2

(2 2 j) tan 1 ( 2 ) /4 ( 3 3 j) tan 1 ( 3 3) 3 / 4
2
2 2j 2 2 e j /4 3 3j 3 2 e j3 /4

(2 2 j )( 3 3 j) 2 2 ej /4
. 3 2 e j3 /4

(2 2 3 2 ) e j /4 j3 /4
e
(12 )e j( /4 3 /4)
(12 )e j( )
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 Powers of Complex Numbers
• Suppose that we take a complex number

z zej (z )

and raise it to some power n:

n j n
z ze
n jn
z e
zn has magnitude |z|n and phase n (z )

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 Powers of Complex Numbers:
Example
What is jn for various n?
j ej /2

j0 1
j ej /2
j
j2 e j2 /2
1
j3 e j3 /2
j
j4 e j4 /2
1
...
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Series Representation

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23
 Math Background
Even & Odd functions

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 Math Background

• Any function can be decomposed as a sum of the even

and odd part
– f(t) = fe(t) + fo(t), where:

• One of the functions used extensively in Fourier

transforms is the Sinc function, defined as:

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 Transform Terminology
• The term used to find the frequency content/components of a
signal is called Analysis or Decomposition

• The term used to create a signal (in time) from its frequency
content/components is called Synthesis or Composition

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 Fourier Series

• Frequency domain representation of periodic signals

• There are many forms for the Fourier Series including the
Trigonometric and complex representations
– We will emphasize the complex representation and then relate it to the
trigonometric representation.

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 Dirichlet Conditions
A periodic signal x(t), has a Fourier series if it satisfies the
following conditions:
1. x(t) is absolutely integrable over any period, namely
x(t ) dt
T0
2. x(t) has only a finite number of maxima and minima over
any period
3. x(t) has only a finite number of discontinuities over any
period

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 Fourier Series
• With f0=1/T0 and ω0=2πf0

x(t ) ck e jk 0t

k
• Notation: x(t) ↔ ak where the double arrow signifies the invertibility
of one form to the other
jk t
• Note that each complex exponential e 0 that makes up the sum is
an integer multiple of ω0, the fundamental frequency.
– Hence, the complex exponentials are harmonically related
• The coefficients ck, aka Fourier (series) coefficients, are possibly
complex
– Fourier series (and all other types of Fourier transforms) are complex
valued! That is, there is a magnitude and phase (angle) term to the Fourier
transform!
– This is the only unknown that is to be calculated from the waveform x(t)
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 Fourier Series

• Synthesis Part: x(t ) ck e jk 0t

• kω0 : kth integer multiple – kth harmonic of the fundamental

frequency ω0
• ck: Fourier coefficients –how much of kth harmonic exists in the
signal
• |ck|: Magnitude of the kth harmonic (magnitude spectrum of
x(t))
• θk: Phase of the kth harmonic (phase spectrum of x(t))

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 Fourier Series
t t0 T0
1 jk 0t
• Analysis Part: ck x ( t )e dt
T0 t t0

– The limits of the integral can be chosen to cover any interval of T0 (in
many book written as meaning integrate over any interval of length
T
T) 0

– Note that, while x(t) is a sum, ck are obtained through an integral of

complex values.
– If x(t) is real, then the coefficients satisfy c-k=c*k, that is |c-k|=|ck|
– c0 is the DC/Average value of the signal
– c1 is the fundamental frequency

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 Proof of how to get Fourier
coefficients
• Graduate Student
• In the proof, our Fourier coefficient is ak

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 Example-01
x(t ) 1 sin 0 t 2 cos 0 t cos( 2 0 t )
4
1 j
use Euler identity for cos (e e- j )
2
1 j
and sin (e e- j ) : -
2j
1 j 0t 1 j 2 0t
x(t) 1 [e e j 0t ] [e j 0t e j 0t ] [e /4
e j2 0t /4
]
2j 2
1 j 0t 1 1 j ( / 4) j 2 1
x(t ) 1 (1 )e (1 )e j 0 t e )e 0t
e j ( / 4)
)e j2 0t

2j 2j 2 2
Fourier series coefficien ts are : -
1 1
c0 1, c1 (1 ), c 1 (1 ),
2j 2j
1 j ( / 4) 1 j ( / 4)
c2 e , c 2 e , ck 0 for | k | 2. 33
2 2
Example-02

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Example-03

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 Trigonometric Form of FS
• Trigonometric Form 1:
f t a0 an cos n 0 t bn sin n 0 t
1 T0 n 1
a0 f t dt
T0 0

2 T0
an f t cos n 0 t dt
T0 0

2 T0
bn f t sin n 0 t dt
T0 0
• Trigonometric Form 2:
f t c0 cn cos n This form is obtained from the
0t n
n 1 trigonometric identity
where c0 a0 , cn an2 bn2 , and a cos(x) + b sin(x) = c cos(x + )
1 bn
n tan
an 36
 Example

f(t)
f t a0 an cos 2nt bn sin 2nt
1 n 1
e-t/2 t
1 2
2 2
a0 e dt e 1 0.504
0
0
• Fundamental period t
2 2
2
T0 = an e cos 2nt dt 0.504
0 1 16 n 2
• Fundamental frequency t
f0 = 1/T0 = 1/ Hz 2 2
8n
bn e sin 2nt dt 0.504
0 1 16 n 2
0 = 2 /T0 = 2 rad/s
an and bn decrease in amplitude as n .
2
f t 0.504 1 2
cos 2nt 4n sin 2nt
n 1 1 16 n
 Compact Trigonometric
f(t)
f t C0 C n cos 2nt n
1 n 1
e-t/2 a0 0.504
2
0
an 0.504
1 16 n 2
8n
• Fundamental period bn 0.504
1 16 n 2
T0 = C0 ao 0.504
• Fundamental frequency 2
Cn an2 bn2 0.504
f0 = 1/T0 = 1/ Hz 1 16 n 2
bn
0 = 2 /T0 = 2 rad/s
1 1
n tan tan 4n
an

2 1
f t 0.504 0.504 cos 2nt tan 4n
2
n 1 1 16 n
• Relationship among the forms

cn 0.5 an jbn
c n c n 0.5 an jbn
c0 a0
j
cn 0.5d n n 0.5d n e n

c0 d0
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 Final Notes on FS
• f() and F() must contain the same information.
– It is very important to know that the Fourier series is
completely reversible
• It provides one-to-one transform of signals from/to a time-
domain representation f(t) to/from a frequency domain
representation FS().
• It is a mathematical ―prism‖ to separate a function into
various components
• It allows a frequency content (spectral) analysis of a signal.

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 Properties of Fourier Series
• Pay close attention to these properties as many of them will
apply to the other transforms later on
Properties of Fourier Series
Properties of Fourier Series
Properties of Fourier Series
Properties of Fourier Series
Properties of Fourier Series
Properties of Fourier Series
 FS Representation of Discrete–
Time Periodic Signals
• Given a discrete-time periodic signal with fundamental period
of N and fundamental frequency ω0=2π/N
N 1 N 1
jk 0n
x[n] ak e ak e jk ( 2 / N )n

k 0 k 0

N 1 N 1
1 jk 0n jk ( 2 / N ) n
ak x[n]e x[n]e
N n 0 n 0

FS
x[n] ak

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 FS Representation of Discrete–
Time Periodic Signals
• ak: Fourier series coefficients or spectral coefficients
• Differences to continuous-time case
– Discrete-time Fourier series is finite
– There are only N distinct discrete–time complex exponential signals
ejk(2/N)n that are periodic with period N (harmonically related signals).)
– No mathematical issues with convergence—discrete–time Fourier series
representation always exists
– ak = ak+N

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 FS Representation of Discrete–
Time Periodic Signals
• The set of coefficients
N 1 N 1
1 jk 0n jk ( 2 / N ) n
ak x[n]e x[n]e
N n 0 n 0

• is commonly referred to as the N-point discrete Fourier

transform (DFT) of a finite duration signal x[n] with x[n] = 0
outside the interval 0 <= n <N. Due to the existence of an
extremely fast algorithm for the calculation of the DFT, called
the fast Fourier transform (FFT), the DFT (FFT) is of utmost
importance in digital signal processing.

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51
 Properties of Discrete Time Fourier
Series
• Similar to the continuous case

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 Matlab
Matlab
To use the CT Fourier transform, you need to have the
symbolic toolbox for Matlab installed. If this is so, try
typing:
>> syms t;
>> fourier(cos(t))
>> fourier(cos(2*t))
>> fourier(sin(t))
>> fourier(exp(-t^2))
Note also that the ifourier() function exists so…
>> ifourier(fourier(cos(t)))

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 John Hopkins Website
• Great site to learn about Signals, Convolution, and Linear
Systems.
http://www.jhu.edu/~signals/

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