AT77.

02 Signals, Systems and Stochastic Processes

Asian Institute of Technology
Handout 21
Thu 19 Aug 2010

1.2.3 Gibb’s Phenomenon

Let us consider rectangular pulse train v(t) with amplitude A and pulse width τ = T0 /4,
where T0 is the period of v(t). Its Fourier series is given by
∞
X
v(t) = V0 + 2 Vn cos(2πf0 t)
n=1
Aτ A n
Vn = sinc(nf0 τ ) = sinc
T0 4 4
As an approximation of v(t), define a partial sum
N
X
vN (t) = V0 + 2 Vn cos(2πnf0 t).
n=1

Figure 1.12 shows vN (t) when N is equal to 5, 10, 100, and 500 respectively. We
can see that, at the points of discontinuity of v(t), the value of vN (t) oscillates. When
the number of harmonic terms (i.e. N ) increases, the width of the oscillatory region
decreases, but the oscillation amplitude remains the same (at about 9% of the step size).
This behavior is known as the Gibb’s phenomenon.

1.2 1.2
1
A=1, 1
0.8
τ=1 0.8
v10(t)
v5(t)

0.6 0.6
0.4 0.4
0.2 0.2
0 0
-0.2 -0.2
-0.5 0 0.5 1 1.5 -0.5 0 0.5 1 1.5
t t
1.2 1.2
1 1
0.8 0.8
v100(t)

v500(t)

0.6 0.6
0.4 0.4
0.2 0.2
0 0
-0.2 -0.2
-0.5 0 0.5 1 1.5 -0.5 0 0.5 1 1.5
t t
Figure 1.12: Gibb’s phenomenon.

At any given point except at the discontinuity points, the oscillation decreases to zero
and vN (t) approaches v(t) as N approaches infinity. However, even when N → ∞, we
still have at the discontinuity points the “spike” of around 9% of the step size.
1
Course notes were prepared by Dr. R.M.A.P. Rajatheva and revised by Dr. Poompat Saengudomlert.

1
1.2.4 Existence of Fourier Series
There are some periodic mathematical functions for which there is no Fourier series repre-
sentation. However, if a signal v(t) satisfies the following so-called Dirichlet’s conditions,
its Fourier series representation is guaranteed to exist.
1. v(t) has a finite number of discontinuities in any period.
2. v(t) contains a finite number of minima and maxima in any period.
3. v(t) is absolutely integrable in any period, i.e.
Z
|v(t)|dt < ∞.
T0

All periodic signals of practical interest satisfy the Dirichlet’s conditions and thus
have the Fourier series representations.

1.2.5 Parseval’s Power Theorem

Consider a periodic signal v(t) with period T0 . Its average power is
Z T0 /2 Z T0 /2
1 2 1
P = |v(t)| dt = v(t)v ∗ (t)dt
T0 −T0 /2 T0 −T0 /2
P∞
Substituting for v(t) its Fourier series representation, i.e. v(t) = n=−∞ Vn ejnω0 t ,
yields
Z T0 /2 " ∞ #
1 X
P = v(t) Vn∗ e−jnω0 t dt
T0 −T0 /2 n=−∞
| {z }
=v ∗ (t)
" Z #
∞ T0 /2
X 1
= Vn∗ v(t)e−jnω0 t dt .
n=−∞
T0 −T0 /2
| {z }
=Vn

The result is referred to as the Parseval’s power theorem, which is expressed below.
∞
X
P = |Vn |2
n=−∞

In words, the power of a signal is equal to the sum of the powers of the harmonics.
The plot of |Vn |2 against frequency f is called the power spectrum of v(t); it is often
used instead of the amplitude spectrum to convey the same information.

1.2.6 Fourier Transform and Continuous Spectrum

We can consider a nonperiodic signal v(t) as a periodic signal with an infinite period, i.e.
T0 → ∞. The distance between spectral lines of the Fourier series representation then
becomes 1/T0 → 0. In this limit, the Fourier series representation is not applicable since
Z T0 /2
1
Vn = v(t)e−jnω0 t dt → 0.
T0 −T0 /2

2
 R T /2
for signals with finite values of −T0 0 /2 v(t)e−jnω0 t dt, e.g. pulse signal for data transmission.
Let us consider the Fourier series of a periodic signal vp (t) defined as follows.
∞
X V (nf0 ) j2πnf0 t
vp (t) = e
n=−∞
T0
Z T0 /2
V (nf0 ) = Vn T0 = vp (t)e−j2πnf0 t dt
−T0 /2

As T0 → ∞:

• The discrete frequency nf0 approaches continuous frequency f , i.e.

nf0 → f.

• The discrete sum of the Fourier series becomes an integral, i.e.

X Z
→ , 1/T0 → df.

Accordingly, we have the Fourier transform and the inverse Fourier transform expres-
sons.
Z ∞
v(t) = V (f )ej2πf t df (inverse Fourier transform)
Z−∞
∞
V (f ) = v(t)e−j2πf t dt (Fourier transform)
−∞

Conditions for the Existence of the Fourier Transform

A sufficient condition is that v(t) has only a finite number of discontinuities and a finite
number of minima and maxima over the entire range (−∞, ∞), and that v(t) is absolutely
integrable, i.e. Z
lim |v(t)|dt < ∞,
T →∞ T
which implies Z
lim |v(t)|2 dt < ∞.
T →∞ T

Hence, for a signal v(t) to have a Fourier transform,

• the signal energy should be finite, and

• the signal should be limited in the time domain, either

– strictly time-limited, i.e. equal to zero outside a finite time interval, or

– asymtotically time-limited, i.e. v(t) → 0 as t → ±∞.

3
Example 1.4 (Rectangular pulse): Consider
  
t A, |t| ≤ τ /2
v(t) = Arect =
τ 0 |t| > τ /2
It is straightforward to verify that
Z τ /2
V (f ) = A e−j2πf t dt
−τ /2

= Aτ sinc(f τ ).
The Fourier tranform V (f ) is plotted in figure 1.13. 

1.2 1.2
A=1,τ=1
1 1

0.8
0.8
0.6
0.6
V(f)
v(t)

0.4
0.4
0.2
0.2
0

0 -0.2

-0.2 -0.4
-2-1.5-1-0.5 0 0.5 1 1.5 2 -6 -4 -2 0 2 4 6
t f
Figure 1.13: Rectangular pulse.

Example 1.5 (Gaussian pulse): Consider

2 /τ 2
v(t) = Ae−πt ,
which is illustrated in figure 1.14.
It follows that
Z ∞
2 /τ 2
V (f ) = Ae−πt e−j2πf t dt
−∞
Z ∞
2 /τ 2
= 2A e−πt cos(2πf t)dt
0

Rwhere the last equality√follows from the even symmetry of v(t). Using the identity
∞ −a2 t2 1 2 2
0
e cos(bt)dt = 2a πe−b /2a ,
√
”2
1
“
2πf
√
V (f ) = 2A · √ · πe 2 π/τ
2 π/τ
2f 2
= Aτ e−πτ .
2
When the Gaussian pulse is normalized, i.e. A = 1 and τ = 1,
2 2
e−πt ↔ e−πf .
Thus, the normalized Gaussian pulse is its own Fourier transform. 
2
The phrase “v(t) ↔ V (f )” means that v(t) and V (f ) are a Fourier transform pair.

4
 1.2
A=1,τ=1
1

0.8

0.6

v(t)
0.4

0.2

-0.2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
t
Figure 1.14: Gaussian pulse.

1.2.7 Uncertainty Principle

The effective duration ∆t of signal v(t) can be defined as the standard deviation associated
with the density function proportional to |v(t)|2 , i.e.
R∞ 2 R∞ !2
2 2
t |v(t)| dt t|v(t)| dt
(∆t)2 = R−∞ ∞ 2 dt
− R−∞
∞ 2 dt
.
−∞
|v(t)| −∞
|v(t)|
Similarly, the effective bandwidth ∆f of signal v(t) can be defined as the standard
deviation associated with the density function proportional to |V (f )|2 , i.e.
R∞ 2 R∞ !2
2 2
f |V (f )| df f |V (f )| df
(∆f )2 = −∞R∞
2 df
− R−∞
∞ .
−∞
|V (f )| −∞
|V (f )|2 df
The uncertainty principle states that there is a lower bound on the product ∆t∆f .
In particular,
1
∆t∆f ≥ .
4π
It is possible to specify arbirary functions of time as well as arbitrary spectra, but not
both of them together.
For the normalized Gaussian pulse
2 2
e−πt ↔ e−πf ,
we have
1
∆t = ∆f = √ .
2 π
Thus, the normalized Gaussian pulse achieves exactly the minimum bandwidth-duration
product permitted by the uncertainty principle.
Besides the general uncertainty principle, we have a special result for strictly time-
limited or band-limited signals:
• A signal that is strictly time-limited has an infinite bandwidth.
• A signal that is strictly band-limited has an infinite duration.
More concisely, a signal cannot be both strictly time-limited and strictly band-limited.