Professional Documents
Culture Documents
Dr. Anzar S M
Assistant Professor
Department of Electronics and Communication Engineering
T.K.M. College of Engineering, Kollam
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 1 / 129
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 2 / 129
Contents
Background
Introduction
Continuous time signals
Discrete time signals
More on Digital Frequency
Signals in Function Space
Transformation
In Literature
Linear Transformation
Composite Transformation
In Signal Processing
Fourier Series (FS)
Orthogonality and Orthonormality
Fourier Expansion
Polar Representation
Complex Representation
Fourier Series Spectrum
Roll of Spectra in wave shaping
LTI Systems
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Contd...
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Introduction
What is a signal?
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Contd...
5
Amplitude
−5
−10
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1
time (in seconds)
5
Amplitude
−5
−10
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1
distrete time (in seconds)
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Continuous time sinusoidal signals
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Sinusoids in terms of complex exponentials
The sinusoid
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Contd...
Negative frequency is only for a mathematical convenience as frequency
is inherently a positive quantity.
Positive frequency: Counter clock wise angular motion and Negative
frequency: Clockwise angular motion.
A A
xa (t) = ej(Ωt+φ) + e−j(Ωt+φ) (8)
2 2
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Properties of Continuous time sinusoids
xa (t + Tp ) = xa (t) (9)
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Representation of discrete time signal-Sampling
Discrete time signal: Sampling a continuous time signal x(t). If the
samples are equidistant then
x [n] = x (t)|t=nT = x (nT ) (10)
=∞
kX
fsampled (t) = f (t) δ(t − kTs ) (11)
k =−∞
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Figure: Point Sampling
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Nyquist Sampling Theorem
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Figure: Signal sampling
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Sampling-Relationship between Analog and Digital
Frequency
t=nT
Acos(Ωt + Φ) −−−→ Acos(ΩnT + Φ) = Acos(ωn + Φ)
Ω = 2πF
ω = ΩT
1
T = (13)
Fs
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Maximum frequency in the digital domain ωmax = π
ω = ΩT
1
T =
Fs
2πF
ω = (14)
Fs
In DSP, we cannot go beyond half the sampling frequency (Maximum signal
frequency is half the sampling frequency). If we do, there is distortion and
therefore we have to limit to,
Fs = 2Fmax
2π(Fmax ) 2π(Fs /2)
ωmax = = =π
Fs Fs
Therefore the range of normalized frequency is 0 to π.
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 17 / 129
Range of vision in DSP (0 to π)/ (−π to π) [in radians]
For a real signal, for every positive frequency, there must exist a negative
frequency also. Therefore the actual range of ω is −π to +π. (Base band
or the Band of vision).
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Normalized Digital Frequency
t=nT
Acos(Ωt + Φ) −−−→ Acos(ΩnT + Φ) = Acos(ωn + Φ)
2πF
= Acos( n + Φ)
Fs
= Acos(2πfn + Φ)
F
ω = 2π = 2πf
Fs
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 19 / 129
Range of vision in Digital Domain
−π ≤ ω ≤ π (15)
2πF
⇒ −π ≤ ≤π
Fs
Fs Fs
− ≤F ≤ (16)
2 2
−π ≤ 2πf ≤ π
1 1
− ≤f ≤ (17)
2 2
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Relations among frequency variable
ω = ΩT
F
f =
Fs
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Vector Space
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Contd...
Every pair of number gives one and only one vector. Every vector is
associated with only one and only one pair of number.
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Signal Space
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Transformation Vs Transform
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Contd...
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Transformation in Signal Processing
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Transformation moves (or maps) a vector situated in one point (co-ordinate)
to another point (co-ordinate) in the same or different vector space.
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Elementary Transformations
Amplitude scaling.
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Magnitude Scaling
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Time Shifting
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Time Compression or Expansion
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Linear Transformation
Transformation is linear if:
All lines must remains lines with out getting curved.
The origin remains fixed.
Grid lines remain parallel and evenly spaced with out moving the origin.
Preserve the mathematical structure of a vector space.
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Example 1
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Contd...
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Contd...
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Contd...
Transformed vector = Adding the scaled versions of the new basis vector.
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Contd...
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Example 2
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Contd...
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Example 3
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Summary
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Composite Transformation
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Contd...
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Contd...
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Contd...
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Contd...
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Transforms in Signal processing
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Contd...
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How to find frequency content of a signal?
The plot tells us how much of each frequency exists in our signal.
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Why Frequency domain?
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Contd...
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Fourier Series- Introduction
The basis vectors in R 3 space î, ĵ and k̂ are Orthogonal unit vectors.
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Contd...
Norm of a vector
√
~ = aî + b ĵ + c k̂ is defined as a2 + b 2 + c 2 .
Norm of V
The basis vectors in R 3 space î, ĵ and k̂ are unit vectors, having unity norm
(magnitude).
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Projection in vector space
Projection of one vector over another (in vector space) is analogues to dot
product of the two vectors.
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Signals in Function (Signal) space
Orthogonal set of vectors span vector spaces and Orthogonal set of functions
span function (signal) spaces.
An arbitrary vector in 3 D space is represented as
~ = aî + b ĵ + c k̂
V (19)
a,b,c, are the components of the vector along orthonormal basis î, ĵ, k̂
All smoothly varying functions that belong to L2 space (square integrable
functions) can be represented using Fourier series:
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Contd...
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Orthogonality in Function space
To find the component of the signal along a particular basis, project the signal
along that basis.
Multiplication and Integration of function must be thought of as equivalent to
projection of a vector on to another.
Two real functions f1 (t) and f2 (t) are said to be orthogonal if and only if,
Z ∞
f1 (t).f2 (t)dt = 0 (21)
−∞
Z T
u(t) sin Ωtdt = 0 (22)
t=0
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Orthogonality of sinΩt and cosΩt for 0 ≤ t ≤ T
Z T
sin Ωt cos Ωtdt = 0 (25)
t=0
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Contd...
Z T
sin nΩt cos mΩtdt = 0 ∀; m, n = 1, 2, ...... (26)
t=0
Similarly,
Z T
sin nΩt sin mΩtdt = 0; ∀m and n such that m 6= n. (27)
t=0
Similarly,
Z T
cos nΩt cos mΩtdt = 0; ∀m and n such that m 6= n. (28)
t=0
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Orthogonal Basis Functions
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Orthonormality in Function space
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Orthonormality of u(t) (DC basis): not normalized.
Z T
12 dt = T 6= 1 (33)
0
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Z T Z T
p p 1 1
1/T 1/T dt = 1dt = .T = 1 (36)
0 T 0 T
T
2 T
Z Z
p p 2πnt 2πnt 2 T
2/T sinnΩt 2/T sinnΩtdt = sin sin = . = 1 (37)
0 T 0 T T T 2
Z Tp
2 T
Z
p 2πnt 2πnt 2 T
2/T cosnΩt 2/T cosnΩtdt = cos cos = . = 1 (38)
0 T 0 T T T 2
All these functions are defined in the interval (0, T ) and Ω = 2π/T .
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Fourier Expansion
Now an arbitrary function f (t) in the L2 space can be represented using the normalized
Fourier Basis as ,
′ ′
q ′
q ′
q ′
q
f (t) = a0 √1T +a1 2
T
cosΩt +b1 2
T
sinΩt +.....+an 2
T
cosnΩt +bn 2
T
sinnΩt +...........
′ ′ ′ ′ ′
a0 , a1 , a2 .........., b1 , b2 , ........are called normalized Fourier Series Coefficients.
′ p
To find an , project f (t) on to 2/T cosnΩt and integrating over (0, T ), we obtain
Z T r
′ 2
an = f (t) cosnΩtdt (39)
0 T
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′ RT q
2
Let us verify an = 0
f (t) T
cosnΩtdt
r
Z T Z Tp
2 1
cosnΩtdt = a0 ′ √ .
f (t) 2/T cosnΩtdt
0 T T 0
Z T p p Z T p p
+a1 ′ 2/T cosΩt 2/T cosnΩtdt + b1 ′ 2/T sinΩt 2/T cosnΩtdt + .......
0 0
Z T p p Z T p p
+an ′ 2/T cosnΩt 2/T cosnΩtdt + bn ′ 2/T sinnΩt 2/T cosnΩtdt (40)
0 0
(41)
RT q ′ RT p p
0
f (t) T2 cosnΩtdt = an since 0 2/T cosnΩt 2/T cosnΩtdt = 1 and all other in-
tegral vanishes because of orthogonality property of the bases.
Z T r
2 ′
f (t) cosnΩtdt = an (42)
0 T
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′ p
To find bn , project f (t) on to 2/T sinnΩt and integrating over (0, T )
Z T r
′ 2
bn = f (t) sinnΩtdt (43)
0 T
Similarly, r
Z T
′ 1
a0 = f (t) dt (44)
0 T
This is how we get normalized coefficients in Fourier representation of signals.
To get a particular coefficient simply project f (t) on to the corresponding
normalized base.
Projection in function space means point wise multiplication and integration of the
functions concerned over the defined period.
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Fourier series expansion of a signal with normalized Basis is:
r r r r
1
′ ′ 2 ′ 2 ′ 2 ′ 2
f (t) = a0 √ +a1 cosΩt+b1 sinΩt+.....+an cosnΩt+bn sinnΩt+..........
T T T T T
(45)
Substitute the value of normalized coefficients,
Z T Z T r r
1 1 2 2
f (t) = √ f (t) √ dt + f (t) cosΩtdt cosΩt
0 T T 0 T T
r r r r
Z T Z T
2 2 2 2
+ f (t) sinΩtdt sinΩt + ..... + f (t) cosnΩtdt cosnΩt
0 T T 0 T T
Z T r r
2 2
+ f (t) sinnΩtdt sinnΩt + ..........
0 T T
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Z T Z T Z T
1 2 2
f (t) = f (t)dt + f (t)cosΩtdt cosΩt + f (t)sinΩtdt sinΩt +
T 0 T 0 T 0
Z T Z T
2 2
......... + f (t)cosnΩtdt cosnΩt + f (t)sinnΩtdt sinnΩt + .......... (46)
T 0 T 0
where
Z T
1
a0 = f (t)dt (48)
T 0
Z T
2
an = f (t) cosnΩtdt, n = 1, 2, 3, ..... (49)
T 0
Z T
2
bn = f (t) sinnΩtdt, n = 1, 2, 3, ..... (50)
T 0
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Polar Fourier Series Representation
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Contd...
∞ p
X
x(t) = a0 + a2n + bn2 (cosφn cosnΩ0 t + sinφn sinnΩ0 t)
n=1
X∞ p
x(t) = a0 + a2n + bn2 cos (nΩ0 t − φn )
n=1
a0 = D0
p
a2n + bn2 = Dn
∞
X
x(t) = D0 + Dn cos (nΩ0 t − φn )
n=1
bn
φn = tan−1
an
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Complex Fourier Series
Fourier representation of a signal f(t) is:
we know that
e jΩt − e −jΩt
sinΩt = (52)
2j
e jΩt + e −jΩt
cosΩt = (53)
2
Now,
e jΩt + e −jΩt
jΩt
e − e −jΩt
a1 cosΩt + b1 sinΩt = a1 + b1 (54)
2 2j
(a1 − jb1 ) jΩt (a1 + jb1 ) −jΩt
a1 cosΩt + b1 sinΩt = e + e (55)
2 2
a1 cosΩt + b1 sinΩt = C1 e jΩt + C−1 e −jΩt (56)
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The Fourier Series can be re written as
f (t) = C0 + C1 e jΩt + C−1 e −jΩt + .............Cn e jnΩt + C−n e −jnΩt + ........ (57)
∞
X
f (t) = Cn e jnΩt (58)
n=−∞
The set of bases (1, e jΩt , e −jΩt , .....e jnΩt , e −jnΩt , .....) are orthogonal over [0 T], where
Ω = 2π
T
, and T is the duration of the signal which we are representing using the bases.
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Orthogonality of Complex Exponentials
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Orthonormality of Complex Exponentials
Z T Z T
< e jnΩt , e jnΩt >= ¯ dt =
e jnΩt e jnΩt e j(n−n)Ωt dt (62)
t=0 t=0
Z T
< e jnΩt , e jnΩt >= 1dt = T (63)
0
and Z T
< u(t), u(t) >= 1.dt = T (64)
0
The functions does not satisfy the requirement of orthonormality. So we multiply the
functions to make them
p orthonormal . For both unit function and complex exponentials,
scaling constant is 1/T .
The
p orthonormal bases
p are:
1/T , 1/T e jΩt , 1/T e −jΩt , ...., 1/T e jnΩt , 1/T e −jnΩt , ...
p p p
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Any signal in an L2 space can be written as:
′p ′p ′ p
f (t) = C0 1/T u(t) + C1 1/T e jΩt + C−1 1/T e −jΩt + ....
′p ′ p
+....Cn 1/T e jnΩt + C−n 1/T e −jnΩt + ......
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We have,
′ ′p ′ p
1/T u(t) + C1 1/T e jΩt + C−1 1/T e −jΩt + ....
p
f (t) = C0
′p ′ p
+....Cn 1/T e jnΩt + C−n 1/T e −jnΩt + ......
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Existence of Fourier Series
The Fourier series for a periodic signal f(t) exists if it satisfies the Dirichlet
conditions:
The function f(t) has finite number of maxima and minima in one period.
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Fourier Spectrum
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Contd...
Polar Representation:
∞
X
f (t) = D0 + Dn cos (nΩ0 t − φn )
n=1
−1 bn
φn = tan
an
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Contd...
| Cn | is Amplitude Coefficient
∠Cn is Phase Coefficient
Double Sided Spectra -Fourier Coefficients present for positive and
negative frequencies.
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Trigonometric Fourier Spectrum-Even Function
1 2 1 1 1
f (t) = + cost − cos3t + cos5t − cos7t + ......
2 π 3 5 7
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Polar Fourier Spectrum-Odd Function
8A 1 1 1
f (t) = 2 + sinπt − sin3πt + sin5πt − sin7πt + ......
π 9 25 49
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Exponential Fourier Spectrum
" ∞
#
X 2
f (t) = 0.504 + 1 + (cos2nt + 4nsin2nt)
1 + 16n2
n=1
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Negative Frequency?
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Roll of Amplitude Spectra in Wave shaping
Square Wave:
1 2 1 1 1
f (t) = + cost − cos3t + cos5t − cos7t + ......
2 π 3 5 7
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Contd...
Case 2: f(t) has sharp edges with jump discontinuities - More high
frequency components are required
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Roll of Phase Spectra in Wave shaping
If the delay (group delay) of the all the sinusoids are same the wave
shape is preserved, Else distortion.
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Why Sinusoids/Complex Exponentials?
Sinusoids and Complex Exponentials are the Eigen Functions of an LTI system.
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Linear Time Invariant System: Obey Linearity and Time Invariance
Linear System
Obey Additivity and Homogeneity to Hold. Response for x1 (t) is y1 (t) Response
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Time Invariant System
x (t − T ) ⇒ y (t − T )
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Characterization of an LTI System
Impulse Response h[n]: Response of a system to unit Impulse δ[n].
δ[n] ⇒ h[n]
δ[n − k ] ⇒ h[n − k ]
Therefore,
x[k ]δ[n − k ] ⇒ x[k ]h[n − k ]
P∞
x[n] can be written as the weighted sum of impulse input x[n] = k =−∞ x[k ]δ[n − k ]
∞
X ∞
X
x[k ]δ[n − k ] ⇒ x[k ]h[n − k ]
k =−∞ k =−∞
Convolution Sum
x[k ] ⇒ x[k ] ∗ h[n − k ]
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Impulse Response-LTI
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Convolution Integral
For CT system with input f (t), system output y (t) is obtained using h(t).
Convolution Integral
Z ∞
y (t) = f (τ )h(t − τ )dτ
∞
y (t) = x (t) ∗ h(t)
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LTI System with Sinusoidal Input
Consider an LTI System with input x[n] = A.cos[ω0 n + φ0 ]
Acos[ω0 n + φ0 ] =⇒ h[n] ∗ x[n]
P
Acos[ω0 n + φ0 ] =⇒ k h(k )Acos[ω0 (n − k ) + φ0 ]
jθ −jθ
n o
cosθ = e +e Acos[ω0 n + φ0 ] =⇒ k h(k ) A2 e j(ω0 n+φ0 ) + e −j(ω0 n+φ0 )
P
2
.................................................................................................................
Acos[ω0 n + φ0 ] =⇒ A | H(e jω0 ) | cos[ω0 n + φ0 + ∠H(e jω0 )]
Acos[ω0 n + φ0 ] =⇒ A | H(e jω0 ) | cos[ω0 n + φ0 + ∠H(e jω0 )]
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Contd...
X
x [n] = Am cos (Ωm + φm )
m
X
Am | H(ejωm ) | cos Ωm + φm + ∠H(ejΩm )
y [n] =
m
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Response of LTI System to Complex Exponentials
The output of LTIC system yn (t) to the complex exponential xn (t) = cn e jnΩ0 t :
= cn e jnΩ0 t H(nω0 )
yn (t) = [cn H(nω0 )] e jnΩ0 t (74)
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Discrete Time Fourier Series (DTFS)
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Fourier representation of CT versus DT signals?
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Periodic Sampled Gate Pulse and its Fourier Spectra
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Discrete time sinusoid sin0.1πk and its Fourier
Spectra
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Fourier Transform
In the analog domain (continuous time domain), there are various kinds of
transforms which takes ‘t’, the time variable, to the frequency variable ‘Ω’.
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Continuous Time Fourier Transform (CTFT)
Transform non- periodic signals from continuous time domain to the
corresponding frequency domain.
Fourier transform of an analog signal x(t) is
Z ∞
x (t) ↔ X (jΩ) = x (t)e−jΩt dt (77)
−∞
Sum over all time of the signal x (t) multiplied by a complex exponential
The result of the transformation are the Fourier Coefficients X(jΩ) (X(Ω)),
which when multiplied by a sinusoid of appropriate frequency Ω yield the
constituent sinusoidal component of the original signal.
Z ∞
1
x (t) = X (Ω)ejΩt dΩ (78)
2π −∞
If the signal consists of that frequency, the correlation of the signal with
that particular basis is high and FT coefficients are large.
If the signal does not have any spectral component at a frequency, the
correlation at that frequency is low/zero, FT coefficients are small/ zero.
The amplitude (magnitude) and phase spectra are together called Fourier
spectrum.
Fourier spectrum gives the frequency response of X (jΩ) for the
frequency range −∞ < Ω < ∞.
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Properties of FT
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Analysis of LTI Continuous Time System
Transfer Function and Impulse response of an LTI System
The ratio of Fourier Transform of output to the Fourier Transform of input (in
frequency domain).
Consider a CTS with impulse response h(t), Let x(t) - input and y (t) - output.
The response of the system is given by,
y (t) = x(t) ∗ h(t) (80)
In the Transform domain:
x(t) ↔ X (jΩ), y (t) ↔ Y (jΩ), h(t) ↔ H(jΩ)
From the Convolution property of FT,
Y (jΩ) = H(jω)X (jω) (81)
Z ∞
Y (jΩ)
H(jΩ) = = h(t)e −jΩt dt (82)
X (jΩ) ∞
If the input X (jΩ) and transfer function H(jΩ) is known, then the response
in frequency domain is obtained as,
Time domain response y (t) can be obtained by taking the inverse Fourier
Transform Y (jΩ)
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Relationship between Fourier and Laplace Transform
Laplace Transform of a continuous time signal, is given by,
Z ∞
L {x(t)} = X (s) = x(t)e −st dt (84)
−∞
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Discrete Time Fourier Transform (DTFT)
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Periodicity of X (ejω )
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Rectangular Representation
Xre (ejω ) and Xim (ejω ) are real and imaginary parts of X (ejω ).
Both Xre (ejω ) and Xim (ejω ) are real quantities (real functions of ω).
1
Xre (ejω ) = X (ejω ) + X ∗ (ejω )
(93)
2
1
Xim (ejω ) = X (ejω ) − X ∗ (ejω )
(94)
2
where X ∗ (ejω ) denote the complex conjugate of X (ejω ).
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Polar Representation
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Relations between rectangular and polar form
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Discrete Fourier Transform (DFT)
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DFT as a linear Transformation
N−1
2π
X
X [k ] = x [n]e−j N kn ; k = 0, 1, ....N − 1
n=0
N−1
1 X 2π
x [n] = x [k ]ej N kn ; n = 0, 1, ....N − 1
N
k =0
−j 2π
WN = e N
N−1
X
X [k ] = x [n]WNkn ; k = 0, 1, ....N − 1
n=0
N−1
1 X
x [n] = x [k ]WN−kn ; n = 0, 1, ....N − 1
N
k =0
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DFT as a linear Transformation
N−1
X
X [k ] = x [n]WNkn ; k = 0, 1, ....N − 1
n=0
N−1
1 X
x [n] = x [k ]WN−kn ; n = 0, 1, ....N − 1
N
k =0
Consider the 4 point DFT for a sequence x[n] = x[0], x[1], x[2], x[3]
N−1
X
X [k ] = x [n]WNkn ; k = 0, 1, ....N − 1
n=0
0
WN WN0 WN0 . . WN0
x [0] X [0]
−(N−1)
x [1] W0 WN−1 WN−2 . . WN
X [1]
.N
.
= . . . . .
.
.
. . . . . .
.
. . . . . .
. .
x [N − 1] −(N−1) −2(N1 ) −(N−1)2 X [N − 1]
W0 N WN WN . . WN
1 ∗
xN = W XN ; IDFT Matrix (103)
N N
WN∗ is the Reverse Transformation Matrix
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References
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Thank You!
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