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FOURAH BAY COLLEGE

INSTITUTION
ELECTRICAL AND ELECTRONIC
DEPARTMENT ENGINEERING

SIGNAL ANALYSIS
MODULE TITLE

EENG411
MODULE CODE
PROF JONAS A S REDWOOD-
MODULE LECTURER SAWYERR
Mobile : +232 76 670904, +232 88
001019, +232 25 273401
Email : jonas.redwood-
CONTACTS sawyerr@usl.edu.sl,
abiosehrs@gmail.com,
jredwood_sawyerr@yahoo.com

LECTURE HOURS/LAB. 3-0-3


PRACTICALS/CREDIT HOURS
ASSESSMENT Examination will account for 70% of the
overall grade whilst continuous
assessment will account for 30%.
Question sets at the end of each lecture
must be returned for grading one week
after receipt of lectures and will account
for 10% of the continuous assessment
grade.
This module is meant to provide an
engineering relevance to a number of
mathematical concepts treated in a
mainstream Fourth Level Mathematics
programme as well as introduce other
topics which are pre-requisites for
modules in Control Theory and
Communications Theory. Knowledge
OBJECTIVES AND OUTCOMES of Fourier series theory is assumed.
However the theory of Fourier
Transforms or integrals will be
introduced.
By the end of the module, students
should be able to analyze analogue and
discrete signals in terms of their
bandwidth and power requirements.

MODULE DESCRIPTION Different types of Signals and their


advantages. Fourier series of function
with arbitrary periods: Periodic signals
spectral analysis, Complex Fourier
Series & Spectral considerations,
Fourier series and its derivatives.
Fourier Transform and its Spectra and
Properties. Some useful waveforms:
Periodic Train of pulses, Train of Pulses
with Duration tau τ, Power Spectrum.
Convolution and Correlation of
continuous signals. Autocorrelation
function & Power Spectral
Density(PSD). – The Wiener Khintchine
theorem. Linear Network responses.
Discrete Time systems: Mathematical
modeling using linear difference
equations (LDEs); Solution of LDEs,
steady state solutions, system’s
frequency response. Convolution of
discrete time systems and systems
response. Introduction To Z-Transforms
and its Application to analysis of LTI
Systems: The direct and indirect z-
Transform, Properties of z-transform,
Poles, Zeros and Time-Domain
Behaviour for Causal Signals, Inversion
of Z-Transform, Analysis of LTI
systems in the z-Domain, The One-sided
z-Transform.

SUGGESTED References
Kreyszig, Erwin, ‘Advanced
READINGREFERENCE
Engineering Mathematics, Wiley
TEXTS/MANUALS/WEBSITES Eastern Private Limited, New Delhi
Gabel, Robert A and Richard A Roberts,
‘Signals and Linear Systems,’ John
Wiley and Sons. Inc.
Ziemer, R E and W H Tranter,
‘Principles of Communications,
Systems, Modulation and Noise,’
Houghton Miflin Company, Boston.
Ziemer, Rodger E, ‘Signals and
Systems: Continuous and Discrete,’
Prentice Hall. ISBN 9780134964560.
05 – Spectral analysis – (i)The Fourier
series derived from derivatives of
periodic waveforms. (ii) Fourier
LECTURE NUMBER
Transform analysis of non-periodic
waveforms
LECTURE DURATION (HOURS) 01
At the end of this lecture the students
should be able to :
1. Obtain the Fourier series of a
SPECIFIC INSTRUCTIONAL waveform using its derivatives
OBJECTIVES AND LEARNING 2. Spectral analysis of non-periodic
OUTCOMES waveforms using the Fourier
Transform
3. Understand the concept of
reciprocal spreading in spectral
analysis.

3.3 The Fourier series and its derivative


As we recognize the various symmetries existing in waveforms, the complexity of
deriving the Fourier series is significantly reduced as fewer terms will be needed
for the final function derived. This method of using the derivatives of the
waveform provides a quicker means of evaluating the Fourier series while making
use of the sampling property of impulse functions in the evaluations of integrals.
(Students are advised to revise concepts of the sampling pulse and the sampling
property of the impulse function, i.e. f(t)ð(t-a)=f(a)ð(t-a)). It is also applicable to
functions not having any of the symmetries discussed earlier.

Let us suppose that the periodic function f(t) has the trigonometric Fourier series
representation given by.

∑ (a n cosnw o t+bn sin nwo t )
f(t) = a0 + n=1
(3.19)

Where T is the period of f(t) and wo=2π/T. Taking the derivative of this equation,
and noting that the derivative of a sum equals the sum of the derivatives, we can
write

df (t )
=0+ ∑ (−nw o a n sin nwo t+nw o b n cos nw o t )
dt n=1
(3.20)

or

∑ (nw o b n cosnw o t−nw o an sin nwo t )
f’(t) = n=1
(3.21)
Now since f(t) is periodic with period T, its derivative f’(t) must also be periodic
with period T. Therefore, f’(t) has a Fourier series representation given in the
standard form as

∑ (a 'n cosnw o t+b'n sin nwo t )
f’(t) = a’0 + n=1
(3.22)

Comparing Equations (3.21) and (3.22), we obtain

a'o=0 a'n =nw o bn b 'n =−nw o an


' '
a b
bn= n ; an =− n
i.e nω o nω o
(3.23)

Thus, if we know the Fourier coefficients of f’(t), it is a simple matter to determine


the Fourier coefficients of f(t) with the exception of ao. Of course, the coefficients
a’n and b’n can be obtained from the formulae

2 T /2 2 T /2
a'n = ∫
T −T/2
f ' (t )cos nw o t dt b '
n = ∫ f '(t )sin nwo t dt
T −T /2

Again, as mentioned before, the limits of integration can be changed to any


interval constituting one period.

Similarly the second derivative equations could be used. Differentiating Eqn. 3.21
we obtain
2
d f (t )
''
f (t )=
dt 2 [
=∑ −( nω o ) 2 an cosnω o t−( nω o ) 2 bn sin nωo t ]
(3.24)
This is also periodic and can be represented as a Fourier series, i.e.

f '' (t )=a''o + ∑ [ a''n cos nωo t+b ''n sin nωo t ]


(3.25)
Comparing Eqns. (3.24) and 3.25) we obtain
a''o =0
T /2
'' 2
−(nw o )
2
an =an =
T
∫ ''
f (t )cosnω o tdt
−T /2
And
T /2
2
−(nw o ) 2
bn =b ''n = ∫
T −T /2
f '' (t )sin nω o tdt

where

ωo=
T
a''n b ''n
an =− ; bn =−
( nω o )2 ( nωo )2

This procedure can be extended to higher derivatives. Also as mentioned earlier


the limits of integration can be changed to any interval constituting one period.

P3.2 Worked Example


We are required to evaluate the Fourier series of the sawtooth waveform shown in
Fig.P3.2a. f(t)

1.0
t(sec)
-1 0 1 2 3

Fig P.3.2a. Sawtooth waveform.

In solving this example we need to refer to the following theory.


d
[ Ku(t−a )]
K ð(t-a)= dt which can be shown as follows :

K ð(t-a)
Ku(t-a)

K
K
T t
0 a a

Fig.P3.2b. Shifted step function Fig.P.3.2.c. Shifted impulse


function

Where u(t) defines the unit step function and ð(t) defines the unit impulse function
or the delta function, the slope at the discontinuity equals a delta fnnction.

To better understand this conclusion let us consider the function shown in


Fig.P3.2d and its derivative shown in Fig.P.3.2e. We note the following :

1. The derivative of a function is its slope


2. The height of df(t)/dt, i.e the slope of the function between a <t<
a+ τ is given by K/ τ
3. The width of the differential is given by a+ τ-a = τ
4. The area under f’(t) is (K/ τ) τ=K
5. In the limit as τ → 0, f(t) becomes Ku(t-a)
6. Also the height of f’(t) goes to infinity and the width becomes
zero, but the area remains constant at K as τ → 0
7. In the limit therefore as τ → 0, f’(t) becomes K ð(t-a) as shown in
FigP3.2c

f(t) df(t)/dt

K
K τ

0 a a+τ t 0 a a+τ
t

Fig.3.2d. A shifted ramp function Fif.3.2e. The differential of


f(t)

Consider the “sawtooth” waveform shown in Fig. P.3.2a. Since T =1 s, then wo


=2π/T = 2 π rad/s. Also,
21
1 T 1 1 t
a o= ∫o f (t ) dt= ∫o t dt = | = 2
1
T 1 20
Instead of determining an and bn directly, let us take the derivative of f(t). The
result is shown in Fig. P3.2f.
f(t)

1.0

t(sec)
-1 0 1 2 3
f’(t)

t(sec)
-1 0 1 2 3

1 1 1 1 1

-∞ -∞ -∞ -∞ -∞

'
Fig.P3.2f Derivative of sawtooth waveform where f (t )=1−δ (t )

Thus from our theory we can write

2 T /2
a'n = ∫ f ' (t )cos nwo t dt
T −T/2

Noting from the figure that


f ' (t )=1−δ (t )
and
a'n =nωo b n

from theory above


i.e.
2 1/2
nw o bn = ∫ [1−δ(t )]cos nwo t dt
1 −1/2
1 /2 1/2
n(2π )bn=2∫−1/2 cos n(2 π )t dt−2 ∫−1/2 δ(t )cos n(2π )t dt
; NB. f(t)ð(t-a)=f(a)ð(t-
a). Hence with a=0, f(0)ð(t)=f(0) since ð(0)=1

Continuing we obtain
1 1/2
2
2 π nb n= sin 2 π nt|2 1 −2 ∫ δ (0)cos[n(2 π )(0 )]dt
2 πn −
2 −1/2
1
2
¿ 0−2 ∫ 1. dt=0−2=−2
1

2 ,

from which

1
bn= - nπ

Also
T /2
2
b'n =
T −T /2
∫ f ' (t )sin nw o t dt '
; NB. f (t )=1−δ (t ) from above.
'
and as above, bn =−nwo a = -2πnan; See Eqn. 3.23
i.e.
1/2 1/2
2 1/2
−2 π na n= ∫−1/2 (1−δ(t ))sin nw o t dt=2 ∫ sin n(2 π )tdt−2 ∫ δ (t )sin n(2 π )tdt
1 −1/2 −1/2
i.e.
1/2
2 2
−2 π na n= 1/2
cos 2 π nt|−1/2 −2 ∫ 1. sin n(2 π )0 dt= [cos nπ−cos(−nπ )−0 ]
2 πn −1/2 2 πn ]

from which

an=0

Hence using the results derived we obtain

1 ∞ 1
+ ∑ (− )sin 2nπt
f(t)= 2 n=1 nπ

or

1 1 1 1 1
− sin 2 πt − sin 4 πt − sin 6 πt − sin 8 πt −. ..
f(t) = 2 π 2π 3π 4π

=0.5 − 0.32 sin 2πt − 0.16sin 4 πt − 0.11 sin 6πt − 0.8 sin 8πt −...
The fact that an = 0 is not surprising for the following reason, Although f(t) is not
an odd function, f1(t) = f(t) - ½ is. Thus, there are no cosine terms in the Fourier
series of f1(t). Consequently, the series representation of f(t)= f1(t) + ½ also
contains no cosine terms, that is an = 0.

Note that although this method provides a quicker route to evaluating the Fourier
series of functions irrespective of their symmetrical properties using their
derivatives, you must be comfortable with deriving the derivatives of functions
with discontinuities, using the sampling properties of the impulse function.

5.2 THE FOURIER TRANSFORM AND ITS SPECTRA

5.2.1 Introduction

The analysis of non-periodic signals requires the use of the Fourier Transform or
Fourier Integral. Although by its nature we cannot normally describe non-periodic
signals in terms of the Fourier series however due to the peculiar characteristics of
the delta function or the impulse function, we are able to do so as will be discussed
later.

In the derivation of the Fourier Transform we shall use the expression for the
Fourier series and make a number of inferences.

Let us assume that v(t) is initially periodic. Hence we can write


∞
jn ωo t
v ( t ) = ∑ V n e
n=−∞ (4.1)
1 To

V n =   ∫−2 To  v ( t ) e o dt


−jnω t

Where
To 2

(4.2)
In the limit, for a single pulse we note the following :-


ω0 =
T o and as T tends to ,  = d, a small incremental quantity.
o o
1 dω
∴ = 
To 2π

Also in the limit the  (summation) sign tends to the ∫ sign (integral).
Equation 4.2 can therefore be written as
dω ∞
V n =  ∫−∞  v ( t ) e−jωt dt
2π , where nɷo= ɷ giving a value for Vn for the continuum
of frequencies, i.e. a continuous spectrum.
Hence Eqn 4.1, i.e.
∞
jn ωo t
v ( t ) = ∑ V n e
n=−∞ (4.1)
becomes
∞ dω ∞
v ( t ) = ∫−∞   [∫−∞ v ( t ) e−jωt dt ] e jωt

The term in brackets can be written as:
∞
V ( ω) =∫−∞ v ( t ) e dt
− jωt
(4.3)
or
∞
V ( f ) = ∫−∞ v ( t ) e dt
− j2πft
(4.4)
Equations 4.3 & 4.4 are called the FOURIER TRANSFORM or FOURIER
INTEGRAL of v(t)
1 ∞
∴ v ( t ) = ∫−∞  V ( ω) e jωt dω

(4.5)

Now
ꞷ= 2πf

Giving dꞷ = 2πdf

Hence
∞
v ( t ) =∫−∞ V ( f ) e df
j2πf ( t )
(4.6)

Equations 4.5 & 4.6 are therefore referred to as the INVERSE TRANSFORM of
V(f). The combination of Eqns 4.3 and 4.5 as well as Eqn.4.4 and 4.6 respectively
are referred to as a Fourier Transform pair.

Notational representation

The Fourier transform pair can be notationally represented by the curly ' ℑ' as
follows :

ℑ [ v(t ) ] =V (f )
(4.7)
−1
ℑ [ V (f )] =v(t )
(4.8)

The double-ended arrow notation is often used, relating the time function to its
transform function known as a transform pair, we can write

v(t)  V(f) (4.9)


V(f)  v(t) (4.10)
In words, we can say from Eqn. 4.9, that the Fourier Transform of v(t) is given by
V(f) and from Eqn. 4.10 that the Fourier Inverse Transform of V(f) is v(t ).

In summary we note:
1 ∞
∫−∞ V ( ω ) e jωt dω
i. v(t) = 2π ......... Synthesis equation
∞
∫ ()
V() = −∞ v t e dt
− jωt
..........Analysis equation
ii. A periodic time function yields a discrete spectrum while a non-periodic time
function yields a continuous spectrum.
iii. For the periodic time functions only discrete frequencies which are
harmonically related exist while for non-periodic time functions all the
frequencies exists to give a continuous distribution from 0 to .

The synthesis equation enables us to synthesize or reconstruct the original


waveform v(t), from its Fourier transform characteristics V(ω), whereas the
Analysis equation provides us with the tool to determine the spectral behaviour of
the waveform and thereby estimate bandwidth and other requirements for
transmission.

4.2 EXAMPLES OF FOURIER TRANSFORM

Illustrative Example.

A. Find the Fourier transform of a rectangular pulse as shown:

v(t)

Fig.4.1 The Rect function

1.0

t
−τ τ
2 2
Solution

{ } τ
v (t ) =¿ 1 ; |t| < ¿ ¿ {} ¿ ¿¿
2
Let V() be the Fourier transform of v(t) then from Eqn 4.5 we can write
(4.11)

[ ]
τ
∞ τ
e− jωt 2
V ( ω) = ∫−∞ v ( t ) e − jωt
dt = ∫−2 τ 1. e − jωt
dt = −τ
2 − jω 2

[ ]
τ
1 − jω jω
τ

= e 2− e 2

− jω
τ
τ Sin ω
(e )
τ
1 jω τ
− jω 2 2
= 2
− e =
jω τ
ω
2
ωτ
= τ Sinc
i.e V(ω) 2 (4.12)

The spectrum has the sinc(x) shape and is continuous for all frequency values as
shown in Fig.4.2
ωτ
NB. Note that the zero crossings are similarly derived. Here 2 = ±nπ
2 nπ
Giving ωzc = ± τ , where n is an integer
i.e.
2π 4π 6π
, , ,. . .. .
ωzc = ± τ ± τ ± τ
Similarly we can express the zero crossings in terms of frequency which results in

2 nπ n 1 2
, , , ,
fzc = ± 2 πτ = ± τ =± τ ± τ etc.

V()

Fig. 4.2 The spectrum of v(t) τ


−4 π −2π 2π 4π
τ τ τ τ
−2 −1 1 2
( τ ) ( τ ) (τ ) (τ ) (f)

NB.
1. The spectrum is a sinc(x) curve
2. The zero crossings occur at values of x = ±n, similar to that for periodic
signals. However in this case the spectrum is continuous.
3. Amplitude values decrease with increasing values of x.
4. The peak value occurs at x=0, with a value of unity.

We see that the phenomenon of reciprocal spreading is also observed for non-
periodic functions.

1

In this case the first zero crossing occurs at zc = τ , i.e. fzc = τ , where  is the
pulse width. It can be seen that as  increases the zero crossings get closer to the
origin and the filter characteristics become more selective, i.e. less bandwidth is
required to transmit a larger component of the signal as contained in the main lobe
of the spectrum. Conversely as the pulse width reduces the zero crossings are
farther removed from the origin. Thus a wider bandwidth will be required to
transmit such narrow width pulses. In other words the narrower the pulse the
greater the bandwidth required to transmit it and vice versa. This phenomenon is
referred to as ‘reciprocal spreading’.

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