You are on page 1of 129

TRANSFORMS FOR SIGNAL PROCESSING

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
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 3 / 129
Contd...

Discrete Time Fourier Series


Fourier Transform
Continuous Time Fourier Transform (CTFT)
Spectra of CTFT
Properties of Fourier Transform
Analysis of LTI Systems
Fourier and Laplace Transform
Discrete Time Fourier Transform (DTFT)
DTFT and Z Transform
Discrete Fourier Transform (DFT)
References

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 4 / 129
Introduction

What is a signal?

Why should we study signals at all?

What is the need for signal processing?

Vector Algebra, Coordinate Geometry- Signal processing

What make this subject boring to majority of the students?

“Imagination is more important than knowledge" - Albert Einstein

Focus: Continuous and Discrete time signals

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 5 / 129
Contd...

Contineous time Signal versus Time


10

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)

Discrete time Signal versus Time


10

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)

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 6 / 129
Continuous time sinusoidal signals

xa (t) = Acos(Ωt + Φ), −∞ < t < ∞ (1)


Ω = 2πF (2)
xa (t) = Acos(2πFt + Φ), −∞ < t < ∞ (3)

Continuous time signals: defined along a continuum of time


(−∞ < t < ∞) (independent variable ‘time’ is continuous)

A persons body temperature is a continuous time signal


A sinusoidal signal is completely characterized by,
A Amplitude of the sinusoid,
frequency Ω in radians per second (rad/s), F in cycles per second or Hertz
Φ is the phase in radians

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 7 / 129
Sinusoids in terms of complex exponentials

A Complex exponential signal can be written as

xa (t) = Aej(Ωt+φ) (4)


e±jφ = cos φ ± j sin φ (5)

The sinusoid

xa (t) = Acos(Ωt + Φ) (6)


A j(Ωt+φ) A −j(Ωt+φ)
xa (t) = e + e (7)
2 2
Obtained by adding two equal-amplitude complex-conjugate exponential
signals (phasors)

Phasors rotate in opposite directions with angular frequencies ±Ω


radians per second

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 8 / 129
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

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 9 / 129
Properties of Continuous time sinusoids

The properties of analog sinusoidal signal are:


For every fixed value of frequency F, xa (t) is periodic

xa (t + Tp ) = xa (t) (9)

Continuous time signals with different frequencies are themselves distinct


Increase in the frequency F results in an increase in the rate of oscillation of
the signal, i.e. more periods are included in a given time interval
For mathematical convenience we use both positive and negative
frequencies, hence the frequency range for analog sinusoids is −∞ to +∞

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 10 / 129
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 =−∞

Prices of stocks printed in daily news papers


Sampling: Looking values of a continuous time signal at discrete instants
of time
Sample the continuous time signals at t = {1T , 2T , 3T ....}. (T-sample
interval is common, so that we ignore T)
x [nT ] = x [n] (12)
Discrete time signal is a sequence of numbers.
x[n] is only defined for integer values of n and undefined for non-integer
values of n.
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 11 / 129
Figure: DSP Process

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 12 / 129
Figure: Point Sampling

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 13 / 129
Nyquist Sampling Theorem

Before sampling a continuous time signal we should know the bandwidth


of the signal BW = Fmax − Fmin .

Bandwidth of a signal gives the maximum frequency content in the signal.

If the highest frequency contained in an analogue signal f(t) is fmax ,


then if we sample the signal at a rate Fs ≥ 2Fmax , then x(t) can be
exactly recovered from its sample values using an interpolation
function.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 14 / 129
Figure: Signal sampling

If sampling is done as per Nyquist sampling (Fs ≥ 2Fmax ), original signal


can be reconstructed from samples.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 15 / 129
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

F is the frequency in Hertz


Ω is the frequency in radians per second
ω is the frequency in radians per sample

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 16 / 129
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).

This is an advantage because our range of vision is limited; we don’t


have to go from −∞ to +∞ as in analog signals.

In magnitude or phase response plots our band of vision is −π to +π

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 18 / 129
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

f - normalized (relative) frequency, which has the dimension of cycles/


sample

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 19 / 129
Range of vision in Digital Domain

The range of vision in radians is −π to +π

−π ≤ ω ≤ π (15)
2πF
⇒ −π ≤ ≤π
Fs
Fs Fs
− ≤F ≤ (16)
2 2
−π ≤ 2πf ≤ π
1 1
− ≤f ≤ (17)
2 2

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 20 / 129
Relations among frequency variable

Continuous-time signals Discrete-time signals


Ω = 2πF ω = 2πf
radians/sec , Hz radians/sample, cycles/sample
−∞ < Ω < ∞ −π ≤ ω ≤ π
−∞ < F < ∞ − 21 ≤ f ≤ 21

ω = ΩT
F
f =
Fs

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 21 / 129
Vector Space

A vector can be represented as sum of its components (linear


combination of basis vectors).

Figure: Arbitrary vector in 2D space; ~v = −2î + 3ĵ

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 22 / 129
Contd...

(a) Arbitrary vector in a 2D space (b) Arbitrary vector in a 3D space

Every pair of number gives one and only one vector. Every vector is
associated with only one and only one pair of number.

2D vector: ~v = 2î − 1.5ĵ; 3D vector: ~v = 2î + 1ĵ + 3k̂

All vectors satisfy vector addition and scalar multiplication.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 23 / 129
Signal Space

An arbitrary signal can be represented as sum of its components (linear


combination of basis vectors).

All smoothly varying functions in interval (0, T ) (belongs to L2 space) can


be represented by the equation:

f (t) = a0 + a1 cosωt + a2 cos2ωt + .............b1 sinωt + b2 sin2ωt + ...............


(18)

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 24 / 129
Transformation Vs Transform

Difference between Transformation and a Transform?


“Transformation - Act of Transforming"
“Transform - Result of Transformation"
In Music - “Transformation" (Musical Album).
In Literature - “Transformation" (Novel) written by Carol Berg.
Media - The Transformation (TV Series) [US]
In Biology and Medicine- “Malignant transformation"- process of cells
becoming cancerous.
In Genetics- “Transformation"- Genetic alteration of a cell by DNA uptake.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 25 / 129
Contd...

In computing - Data transformation, Model transformation, Program


transformation, XML transformation, Transformation of text etc.
Physics- Phase transformation (a physical transition from one medium to
another).
Chemistry- Chemical transformation.
In Banking - Maturity transformation.
In Strategic Management- Business transformation
In Religion - Spiritual transformation New-Age concept
In Mathematics - calculus, combinatorics, functional analysis, geometry,
linear algebra.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 26 / 129
Transformation in Signal Processing

Transformation of signal - Central concept in signals and system analysis.


Fancy word for function - Mathematical system.
Takes an input perform according to given rules and produce output.
Every possible input is transformed to the output.

(c) Vector undergoing transformation (d) Composite vector

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 27 / 129
Transformation moves (or maps) a vector situated in one point (co-ordinate)
to another point (co-ordinate) in the same or different vector space.

Figure: Composite vector as a points in space

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 28 / 129
Elementary Transformations

Modification of dependent (amplitude) and independent variable (time).

Amplitude scaling.

Time (shifting, scaling, inversion).

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 29 / 129
Magnitude Scaling

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 30 / 129
Time Shifting

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 31 / 129
Time Compression or Expansion

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 32 / 129
Linear Transformation
Transformation is linear if:
All lines must remains lines with out getting curved.
The origin remains fixed.

Figure: Co-ordinates after transformation

Grid lines remain parallel and evenly spaced with out moving the origin.
Preserve the mathematical structure of a vector space.
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 33 / 129
Example 1

Figure: Arbitrary vector in 2D space

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 34 / 129
Contd...

Figure: Vector after Linear Transformation

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 35 / 129
Contd...

Figure: Vector after Linear Transformation

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 36 / 129
Contd...

Figure: Vector after Linear Transformation

Transformed vector = Adding the scaled versions of the new basis vector.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 37 / 129
Contd...

Figure: Vector after Linear Transformation

Transformation Matrix - Information needed to describe the


transformation.
First column - Co-ordinates where the first basis vector lands.
Second column Co-ordinates where the second basis vector lands.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 38 / 129
Example 2

Figure: 900 Rotation Counter Clock wise

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 39 / 129
Contd...

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 40 / 129
Example 3

Figure: Shear Transformation

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 41 / 129
Summary

A linear transformation is completely determined by the basis vectors.


Basis vectors - packed information needed to describe a transformation.
Transformation matrix contains the basis vectors as its columns.
Multiplying a matrix with a vector gives transformation.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 42 / 129
Composite Transformation

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 43 / 129
Contd...

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 44 / 129
Contd...

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 45 / 129
Contd...

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 46 / 129
Contd...

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 47 / 129
Transforms in Signal processing

Dual Personality of a Signal?

Signal has dual personality: Time and Frequency domain

Signal is described by its waveform or by its Fourier Spectra.

The time and frequency domain descriptions provide complementary


insights into a signal.

For in-depth perspective, understand both these identities.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 48 / 129
Contd...

Most signals in practice are in TIME-DOMAIN - Time-Amplitude


representation of signal.

This representation is not always the best

Information that cannot be readily seen in the time-domain can be seen


in the frequency domain.

Example: A pathological condition can be diagnosed more easily when


the frequency content of the signal is analysed.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 49 / 129
How to find frequency content of a signal?

FOURIER TRANSFORM (FT) - Frequency-Amplitude representation of


the signal

The plot tells us how much of each frequency exists in our signal.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 50 / 129
Why Frequency domain?

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 51 / 129
Contd...

Find numerous applications in:


Audio Signal Processing
Image and Video Processing
Signal and Image Compression
Medical Image Processing
Satellite Imaging
Remote Sensing
Communication
Process Instrumentation etc...

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 52 / 129
Fourier Series- Introduction

Crowning achievement of 20th Century.

Fourier Analysis: Study of signals and systems using sinusoids

Elegant mathematical tool for analysing of signals.

Fourier Analysis tells the frequency components in a signal.

Concept of Fourier Series from a geometrical view point.


Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 53 / 129
Vectors in Vector Space

3D vector: ~v = 2î + 1ĵ + 3k̂

The basis vectors in R 3 space î, ĵ and k̂ are Orthogonal unit vectors.

î, ĵ and k̂ have norm 1.

Orthonormal bases: Orthogonal vectors with unit norm.

Figure: Arbitrary vector in 3D space; ~v = 2î + 1ĵ + 3k̂

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 54 / 129
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).

Components of vector - scalar coefficients


Scalar coefficients gives the component (magnitude) of the vector along the
direction of unit vectors î, ĵ, k̂ .
~ on to the corresponding bases î, ĵ, k̂ to get a, b and c respectively.
Project V

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 55 / 129
Projection in vector space

Projecting V ~ on to orthonormal basis vectors gives the component of the vector


(a, b, c) along the direction of basis vectors (î, ĵ, k̂ ).

Projection of one vector over another (in vector space) is analogues to dot
product of the two vectors.

a=V ~ .î = (aî + b ĵ + c k̂ ).î


~
b = V .ĵ = (aî + b ĵ + c k̂ ).ĵ
c=V ~ .k̂ = (aî + b ĵ + c k̂ ).k̂

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 56 / 129
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:

f (t) = a0 + a1 cosωt + a2 cos2Ωt + .............b1 sinΩt + b2 sin2Ωt + ............... (20)

a0 , a1 , a2 , ...... are the Fourier series coefficients.


Trigonometric Fourier basis are u(t), sinnΩt, cosnΩt, n = 1, 2, ... ; 0 ≤ t ≤ T

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 57 / 129
Contd...

u(t), sinnΩt, cosnΩt, n = 1, 2, ... ; 0 ≤ t ≤ T , can span the entire L2 space.


Number of coefficients depends on how smooth and fast signal is varying in the
range (0,T).
Each Fourier coefficient gives the similarity or correlation of the signal with that
basis.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 58 / 129
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)
−∞

The various steps are:


Point by point multiplication of two function.
Sum up the area under the curve.
If area is zero, the two functions are orthogonal.
Orthogonality between f1 (t) and f2 (t) is equivalent to similarity (correlation)
between the signals.
If f1 (t) and f2 (t) vary synchronously, two functions have high similarity Otherwise,
they are dissimilar.
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 59 / 129
Orthogonality of u(t) and sinΩt for 0 ≤ t ≤ T

Z T
u(t) sin Ωtdt = 0 (22)
t=0

u(t) is orthogonal to sinΩt in (0, T).


Similarly u(t) is orthogonal to cosΩt in (0, T).
Z T
u(t) sin nΩtdt = 0 ∀; n = 1, 2, ...... (23)
t=0
Z T
u(t) cos nΩtdt = 0 ∀; n = 1, 2, ...... (24)
t=0

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 60 / 129
Orthogonality of sinΩt and cosΩt for 0 ≤ t ≤ T

Z T
sin Ωt cos Ωtdt = 0 (25)
t=0

sinΩt is orthogonal to cosΩt in (0, T).

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 61 / 129
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

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 62 / 129
Orthogonal Basis Functions

Following set of functions span the L2 space.


(i) u(t) = 1 ; 0 ≤ t ≤ T
(ii) cosnΩt, n = 1, 2, ... ; 0 ≤ t ≤ T
(iii) sinnΩt, n = 1, 2, ... ; 0 ≤ t ≤ T
Any continuous signal in the interval (0, T) can be represented using the above
bases.

f (t) = a0 + a1 cosΩt + a2 cos2Ωt + .............b1 sinΩt + b2 sin2Ωt + ............... (29)

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 63 / 129
Orthonormality in Function space

Orthonormality of two functions f1 (t) and f2 (t) in (0,T) requires that


Z T
f1 (t)f2 (t)dt = 0 (30)
0
Z T
f1 (t)f1 (t)dt = 1 (31)
0
Z T
f2 (t)f2 (t)dt = 1 (32)
0

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 64 / 129
Orthonormality of u(t) (DC basis): not normalized.
Z T
12 dt = T 6= 1 (33)
0

Orthonormality of sin nΩt: not normalized.


Z T Z T    
2πnt 2πnt T
sinnΩt sinnΩtdt = sin sin = 6= 1 (34)
0 0 T T 2

Orthonormality of cos nΩt: not normalized.


Z T Z T    
2πnt 2πnt T
cosnΩt cosnΩtdt = cos cos = 6= 1 (35)
0 0 T T 2
p
To normalize the orthogonal
p bases Multiply all the sine and cosine bases with 2/T
and u(t) = 1 with 1/T

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 65 / 129
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

The set of normalized basis for Fourier Series are:


q q q q q q q 
1 2 2 2 2
T
, T
cosΩt, T
sinΩt, T
cos2Ωt, T
sin2Ωt, .......... T2 cosnΩt, T2 sinnΩt, .....

All these functions are defined in the interval (0, T ) and Ω = 2π/T .

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 66 / 129
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.

How to find the normalized Fourier Series coefficients?

Project f(t) on to the corresponding bases.

′ 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

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 67 / 129
′ 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

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 68 / 129
′ 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.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 69 / 129
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

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 70 / 129
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

The Fourier Series Expansion of a signal in L2 space is represented as:

f (t) = a0 + a1 cosΩt + b1 sinΩt + .... + an cosnΩt + bn sinnΩt + .... (47)

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

These are the Formulae given in most of the text books.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 71 / 129
Polar Fourier Series Representation

Modified form of the Trigonometric Fourier Series



X
x(t) = a0 + (an cosnΩ0 t + bn sinnΩ0 t)
n=1
∞ p
!
X an bn
x(t) = a0 + a2n + bn2 p cosnΩ0 t + p sinnΩ0 t
n=1 a2n + bn2 a2n + bn2
an
p = cosφn
a2n + bn2
bn
p = sinφn
a2n + bn2
bn
tanφn =
an
 
bn
φn = tan−1
an

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 72 / 129
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

Dn is- Amplitude coefficient; φn - Phase Coefficient

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 73 / 129
Complex Fourier Series
Fourier representation of a signal f(t) is:

f (t) = a0 + a1 cosΩt + b1 sinΩt + .............an cosnΩt + bn sinnΩt + ............... (51)

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)

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 74 / 129
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.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 75 / 129
Orthogonality of Complex Exponentials

u(t) = 1 and e jΩt , for 0 ≤ t ≤ T and Ω = 2π/T


Z T Z T Z T
< u(t), e jΩt >= 1.e¯jΩt dt = e −jΩt dt = e −j(2πt/T ) dt = 0 (59)
t=0 0 0

e jnΩt and e −jmΩt where n and m are positive integers.


Z T Z T
< e jnΩt , e −jmΩt >= ¯ dt =
e jnΩt .e −jmΩt e j(n+m)(2π/T )t dt = 0 (60)
t=0 0

e jnΩt and e jmΩt where n and m are positive integers with m 6= n.


Z T Z T
< e jnΩt , e jmΩt >= ¯ dt =
e jnΩt .e jmΩt e j(n−m)(2π/T )t dt = 0 (61)
t=0 0

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 76 / 129
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

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 77 / 129
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 + ......

To get the coefficients, project f(t) on to the corresponding basis function.


Z T
′ p
C0 = f (t) 1/T u(t)dt (65)
t=0

Z T p
Cn = f (t) 1/T e −jnΩt dt (66)
t=0
Z T

1/T e jnΩt dt
p
C−n = f (t) (67)
t=0

We have the Fourier series representation of the signal

f (t) = C0 + C1 e jΩt + C−1 e −jΩt + .............Cn e jnΩt + C−n e −jnΩt + ........



X
f (t) = Cn e jnΩt
n=−∞

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 78 / 129
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 + ......

Comparing the above two equations,


T
1 T
Z Z
′ p p p
C0 = C0 1/T u(t) = 1/T 1/T u(t)dt =
f (t) f (t)dt (68)
t=0 T t=0
Z T
1 T
Z
′p p p
Cn = Cn 1/T = f (t) 1/T e −jnΩt dt. 1/T = f (t)e −jnΩt dt (69)
t=0 T t=0
Z T
1 T
Z
′ p
f (t) 1/T e jnΩt dt. 1/T = f (t)e jnΩt dt
p p
C−n = C−n 1/T = (70)
t=0 T t=0

Complex Fourier series in standard form:

f (t) = C0 + C1 e jΩt + C−1 e −jΩt + .............Cn e jnΩt + C−n e −jnΩt + ........



X
f (t) = Cn e jnΩt
n=−∞

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 79 / 129
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.

The function f(t) has finite number of discontinuities in one period.

The function x(t) is absolutely integrable over one period, that is


Z T
| x (t) | dt < ∞ (71)
0

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 80 / 129
Fourier Spectrum

The Fourier Spectrum: Plotting Fourier Coefficient versus Ω.


Amplitude Spectra: Plot of amplitude of Fourier Coefficient versus Ω.
Phase Spectra: Plot of Phase of Fourier Coefficient versus Ω.

Continuous time Periodic Signals: Discrete or line Spectrum


Spectrum exists only at discrete frequencies nΩ0
Trigonometric Representation:

X
x (t) = a0 + [an cos(nΩ0 t) + bn sin(nΩ0 t)] (72)
n=1

Gives Magnitude Information.


No Phase Information.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 81 / 129
Contd...

Polar Representation:

X
f (t) = D0 + Dn cos (nΩ0 t − φn )
n=1
 
−1 bn
φn = tan
an

Dn is- Amplitude coefficient


φn - Phase Coefficient
All the Fourier Coefficients are positive with an phase angle φn .
Single Sided Spectra -Fourier Coefficients present only for positive
frequencies.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 82 / 129
Contd...

Exponential Fourier Series Representation:

f (t) = C0 + C1 ejΩt + C−1 e−jΩt + .............Cn ejnΩt + C−n e−jnΩt + ........



X
f (t) = Cn ejnΩt
n=−∞

| Cn | is Amplitude Coefficient
∠Cn is Phase Coefficient
Double Sided Spectra -Fourier Coefficients present for positive and
negative frequencies.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 83 / 129
Trigonometric Fourier Spectrum-Even Function

 
1 2 1 1 1
f (t) = + cost − cos3t + cos5t − cos7t + ......
2 π 3 5 7

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 84 / 129
Polar Fourier Spectrum-Odd Function
 
8A 1 1 1
f (t) = 2 + sinπt − sin3πt + sin5πt − sin7πt + ......
π 9 25 49

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 85 / 129
Exponential Fourier Spectrum

" ∞
#
X 2
f (t) = 0.504 + 1 + (cos2nt + 4nsin2nt)
1 + 16n2
n=1

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 86 / 129
Negative Frequency?

Frequency of a signal is always a positive quantity.


A sinusoid cosΩ0 (t) can be represented as a sum of two exponentials,
ejΩ0 (t) and e−jΩ0 (t)
The frequencies in the exponential spectra range from −∞ to +∞.
Presence of a spectral component of negative frequency −nΩ0 merely
indicates that the Fourier Series contains terms of the form e−jnΩ0 (t)

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 87 / 129
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

Fourier series give the sinusoidal components of f (t) explicitly.


To synthesise the square pulse add successive harmonics step by step
starting with DC.
As we increase more number of harmonics, the pulse become sharper
and signal resembles more close to f (t).

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 88 / 129
Contd...

Amplitude spectrum indicates the amount of various frequency components.

Case1: f(t) is a smooth function - low frequency components are required

Case 2: f(t) has sharp edges with jump discontinuities - More high
frequency components are required

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 89 / 129
Roll of Phase Spectra in Wave shaping

Information about Phase Shift between signals with different frequencies.

Information about the alignment of the various sinusoids.

If the delay (group delay) of the all the sinusoids are same the wave
shape is preserved, Else distortion.
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 90 / 129
Why Sinusoids/Complex Exponentials?

Sinusoids and Complex Exponentials are the Eigen Functions of an LTI system.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 91 / 129
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

for x2 (t) is y2 (t)

c1 x1 (t) + c2 x2 (t) −→ c1 y1 (t) + c2 y2 (t) (73)

For all the constants c1 and c2 .


Valid for electrical circuit with zero initial stored energy.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 92 / 129
Time Invariant System

System whose parameters do not vary with time.


The system gives the same response irrespective of time.

x (t − T ) ⇒ y (t − T )

Practically, no system is time invariant


Most not linear systems can be modelled as LTI system
LTI system completely characterized by Impulse response

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 93 / 129
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 94 / 129
Characterization of an LTI System
Impulse Response h[n]: Response of a system to unit Impulse δ[n].

δ[n] ⇒ h[n]

δ[n] contains all the frequencies.


Since the system is Time Invariant,

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 ]

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 95 / 129
Impulse Response-LTI

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 96 / 129
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)

System response to any input is obtained by convolving input with h(t)

LTI system is completely characterized by Impulse response h(t)

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 97 / 129
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 )]


Sinusoids are the Eigen Functions of an LTI system

A | H(e jω0 ) | is the Frequency response of the system

A | H(e jω0 ) | is the Eigenvalue

Example: Amplifier Circuit with Gain (Eigenvalue).

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 98 / 129
Contd...

X
x [n] = Am cos (Ωm + φm )
m
X
Am | H(ejωm ) | cos Ωm + φm + ∠H(ejΩm )

y [n] =
m

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 99 / 129
Response of LTI System to Complex Exponentials

The output of LTIC system yn (t) to the complex exponential xn (t) = cn e jnΩ0 t :

yn (t) = h(t) ∗ xn (t)


Z ∞
= h(τ )xn (t − τ )dτ
−∞
Z ∞ h i
= h(τ ) cn e jnΩ0 (t−T ) dτ
−∞
Z ∞ h i
= h(τ ) cn e jnΩ0 (t−T ) dτ
−∞
Z ∞
= cn e jnΩ0 t h(τ )e −jnΩo τ dτ
−∞

= cn e jnΩ0 t H(nω0 )
yn (t) = [cn H(nω0 )] e jnΩ0 t (74)

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 100 / 129
Discrete Time Fourier Series (DTFS)

Discrete Time Fourier Series Pair is given by,


N−1
X
x [n] = ak ejk ω0 n (75)
k =0
N−1
1 X
ak = x [n]e−jk ω0 n (76)
N
n=0

Magnitude Response: Even function of frequency


Phase Response: Odd Function of frequency

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 101 / 129
Fourier representation of CT versus DT signals?

The Fourier Series representation of a continuous-time periodic signal


Frequency range extends from −∞ to +∞
Signals that contain an infinite number of frequency components.
The Fourier Series representation of discrete-time signals
Frequency range for discrete-time signals is unique over the interval
[(−π, +π) or (0, 2π)]
Fourier series representation of the discrete-time periodic signal contain
at most N frequency components.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 102 / 129
Periodic Sampled Gate Pulse and its Fourier Spectra

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 103 / 129
Discrete time sinusoid sin0.1πk and its Fourier
Spectra

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 104 / 129
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’.

Fourier Transform: maps ‘t’ −→ ‘Ω’


Laplace Transform: maps ‘t’ −→ ‘s’

It can be Ω if it is Fourier transform or the complex variable ‘s’ if it is


Laplace transform.

In the digital domain, Fourier transform is the most important transform.

Counterpart of Laplace transform in analog domain is Z- Transform in


Digital Signal domain.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 105 / 129
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 −∞

Ω is the radian frequency in rad/sec.


Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 106 / 129
Contd...
Fourier Transform (FT) uses complex exponential (sinusoids) as building
blocks (Basis Functions).

Exponential basis of FT extends from -∞ to +∞. ejΩ = cosΩ + jsinΩ.

For each frequency of complex exponential, (basis) the sinusoid at that


frequency is compared to the signal. (Projecting the finite duration signal
on to the infinite exponential basis).

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.

FT identifies all spectral components present in the signal; however it


does not provide any information regarding the temporal (time)
localization of these components.
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 107 / 129
Magnitude and Phase Spectra

The Fourier Transform X (jΩ) is in general complex and can be expressed


as,
X (jΩ) =| X (jΩ) | ∠X (jΩ) (79)
Magnitude Spectrum:
The plot of | X (jΩ) | versus Ω
Phase Spectrum:
The plot of ∠X (jΩ) versus Ω Fourier Spectrum:

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 < ∞.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 108 / 129
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 109 / 129
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 110 / 129
Properties of FT

Table: Properties of Fourier Transform

No. Property Time Signal x(t) Fourier Transform X (jΩ)


1 Linearity ax1 (t) + bx2 (t) aX1 (jΩ) + bx2 (jΩ)
2 Time Shifting x (t − t0 ) e−jΩt0 X (jΩ)
3 Conjugation x ∗ (t) X ∗ (−jΩ)
1 ω
4 Time Scaling x (at) |a| X j a
d n x(t)
5 Differentiation in time dt n (jΩ)n X (jΩ)
(jΩ)
6 Differentiation in frequency domain tx (t) j dXdΩ
Rt 1
7 Time Integration −∞
x (τ )dτ jΩ X (jΩ) + πX (0)δ(Ω)
8 Frequency shifting x (t)ejΩ0 t X [j(Ω − Ω0 )]
9 Time convolution x (t) ∗ h(t) X (jΩ)H(jΩ)
1
10 Frequency Convolution x1 (t)xR2 (t) 2π [X1 (jΩ) ∗ X2 (jΩ)]
∞ 1
R∞
11 Parsevals Theorem Ex = ∞ | x (t) |2 dt Ex = 2π ∞
| X (jΩ) |2 dΩ
12 Time reversal x (−t) X (−jΩ)

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 111 / 129
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) ∞

Transfer function in frequency domain is the Fourier Transform of Impulse


Response
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 112 / 129
Contd..

If the input X (jΩ) and transfer function H(jΩ) is known, then the response
in frequency domain is obtained as,

Y (jΩ) = H(jΩ)X (jΩ) (83)

Time domain response y (t) can be obtained by taking the inverse Fourier
Transform Y (jΩ)

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 113 / 129
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)
−∞

On substituting s = σ + jΩ in the above definition of Laplace Transform,


Z ∞
L {x(t)} = X (s) = x(t)e −(σ+jΩ)t dt (85)
−∞

Fourier Transform of x(t) is given by


Z ∞
F {x(t)} = X (jΩ) = x(t)e −jΩt dt (86)
−∞

Comparing Eqn 85 and Eqn 86


Fourier Transform can be obtained by putting σ = 0(s = jΩ) in the Laplace
Transform Eqn ( Eqn 85).
X (jΩ) = X (s)|s=jΩ (87)

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 114 / 129
Discrete Time Fourier Transform (DTFT)

Fourier transform of discrete time sequence x (n) is defined as DTFT.


For discrete-time signals the Transform pair is defined by,

X
X (ω) = X (ejω ) = x (n)e−jωn (88)
n=−∞
Z
1
x [n] = X (ejω )ejωn dω (89)
2π 2π

ω is normalized digital frequency (0 ≤ ω ≤ π) and ω = ΩT .


Analyses how much of each complex exponential signal is present in the
original signal.
X (ejω )(X (ω)) is a continuous function of ω

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 115 / 129
Periodicity of X (ejω )

If ω is increased or decreased by 2π or any multiple of 2π, the function


does not change.
ejω = ej(ω±2πk ) (90)
Therefore X (ejω ) is a periodic function of period 2π

X (ω + 2π) = X (ω) (91)

The range of vision in DSP is from −π to +π. Do not have to go beyond


that because we have a periodic function.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 116 / 129
Rectangular Representation

X (ejω ) is a complex quantity as ejω = cosω + jsinω.

X (ω) = X (ejω ) = Xre (ejω ) + jXim (ejω ) (92)

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 ).

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 117 / 129
Polar Representation

X (ejω ) can also be written in terms of magnitude and phase, that is



X (ejω ) = |X (ejω )|ej∠X (e )
(95)
X (ejω ) = M(ω)ejθ(ω) (96)
M(ω) = |X (ejω )| (97)
θ(ω) = argX (ejω ) = ∠X (ejω ) (98)

|X (ejω )| is the magnitude function.


The quantity θ(ω) = argX (ejω ) = ∠X (ejω ) is the phase function.
Magnitude and Phase functions are real quantities (real function of ω).
In many applications, the Fourier transform is called the Fourier
spectrum, |X (ejω )| - Magnitude Spectrum and θ(ω) Phase Spectrum.

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 118 / 129
Relations between rectangular and polar form

X (e jω ) = M(ω)e jθ(ω) (99)



X (e ) = M(ω) (cosθ(ω) + jsinθ(ω))
= |X (e jω )| (cosθ(ω) + jsinθ(ω))
Xre (e jω ) = |X (e jω )|cosθ(ω)

Xim (e ) = |X (e jω )|sinθ(ω)
|X (e jω )|2 = X (e jω )X ∗ (e jω ) = Xre2 (e jω ) + Xim
2
(e jω )
q
|X (e jω )| = Xre2 (e jω ) + Xim2
(e jω ) (100)
Xim (e jω )
tanθ(ω) =
Xre (e jω )
Xim (e jω )
 
θ(ω) = tan−1 (101)
Xre (e jω )

The magnitude and real part are even functions of ω.


The imaginary part and the phase are odd functions of ω.
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 119 / 129
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 120 / 129
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 121 / 129
FT and DTFT

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 122 / 129
Discrete Fourier Transform (DFT)

DTFT X (ejω ) is a continuous function of frequency ω.


DTFT is not a computationally convenient representation of discrete time
signal x[n].
Powerful tool to evaluate Fourier Transform X (ejω ) on digital computer.
Obtained by sampling one period of Fourier Transform at a finite number
of frequency points.
Transforming discrete-time sequence of finite length into discrete
frequency sequence X (k ) of finite length.
Discrete-time sequence x[n] is transformed into corresponding discrete
frequency sequence X (k ).

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 123 / 129
DFT as a linear Transformation

N−1

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

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 124 / 129
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

X [0] = x [0]WN0 + x [1]WN0 + x [2]WN0 + x [3]WN0


X [1] = x [0]WN0 + x [1]WN1 + x [2]WN2 + x [3]WN3
X [2] = x [0]WN0 + x [1]WN2 + x [2]WN4 + x [3]WN6
X [3] = x [0]WN0 + x [1]WN3 + x [2]WN6 + x [3]WN9
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 125 / 129
DFT Matrix
DFT Matrix for a 4 point DFT
  0
WN0 WN0 WN0
  
X [0] WN x[0]
X [1] WN0 WN1 WN2 3 
WN  x[1]
X [2] = WN0
   
WN2 WN4 WN6  x[2]
X [3] WN0 WN3 WN6 WN9 x[3]

DFT Matrix for a N point DFT


  0 
WN WN0 WN0 . . WN0
 
X [0] x[0]
 X [1]    WN0 WN1 WN2 . . WNN−1   x[1] 

   
 .   . . . . . . 
. 
 =  
 .   . . . . . . 
 . 
   
 .   . . . . . . 
 . 
2
X [N − 1] 2(N1 ) (N−1) x[N − 1]
WN0 WNN−1 WN . . W N

XN = WN xN ; DFT Matrix (102)


WN is the Forward Transformation Matrix;
Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 126 / 129
IDFT Matrix

IDFT Matrix for a N point Sequence

  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

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 127 / 129
References

John G. Proakis and Dimitris G. Manolakis, Digital Signal Processing


Principles, Algorithms, and Applications, Third Edition, PHI Publications,
New Delhi.
B. P. Lathi Signal Processing and Linear Systems, Second Edition,
Oxford Publications

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 128 / 129
Thank You!

Dr. Anzar S M (MESCE Kuttippuram) TRANSFORMS FOR SIGNAL PROCESSING 12/11/2018 129 / 129

You might also like