EE2010 Signals and Systems

Tutorial #6

(1). A sinusoidal signal x1 ( t ) is added to another sinusoidal signal x2 (t ) to produce

x (t ) = A cos(ω0 t + θ ) . Determine A , ω0 , and θ for the following:
(a). x1 ( t ) = 2 cos ω t and x2 ( t ) = 3cos ω t
(b). x1 ( t ) = 2 cos ω t and x2 ( t ) = 3sin ω t

(2). Let x1(t) and x2(t) be periodic signals with fundamental periods T1 and T2,
respectively. Is the sum x ( t ) = x1 (t ) + x2 ( t ) also periodic ⎯ always or conditional?
If not always, what is the condition? What is the fundamental period of x (t), if it is
periodic?

(3). Determine whether or not each of the following signals is periodic. If a signal is
periodic, determine its fundamental periods.
⎛ π⎞
(a ). x(t ) = cos ⎜ t + ⎟ ( d ). x(t ) = cos t + sin 2 t
⎝ 4⎠
2π t
(b). x(t ) = sin (e). x(t ) = sin 2 t
3
⎡⎛ π t ⎞ ⎤
πt πt j ⎢⎜ ⎟ − 1⎥
(c). x(t ) = cos + sin ( f ). x(t ) = e ⎣⎝ 2 ⎠ ⎦
3 4

Partial Answers:
1. (a). A = 5, ω0 = ω , and θ = 0;
(b). A = 13, ω0 = ω , and θ = − tan −1 ( 3 / 2 ) = −56.3o
2. Only if T1 / T2 = a rational number;
3. (a). T0 = 2π; (c). T0 = 24; (f). T0 = 4.
 EE2010 Signals and Systems

(Tutorial #7)

 
Let x (t )  1  sin 0 t  2 cos 0 t  cos  20 t  
 4
(a). What is the dc component of x (t )?
(b). What is the ac component of x (t )?
(c). What is the fundamental angular frequency of
the 2nd harmonics and its contribution in x (t )?
(d). What is the fundamental angular frequency of
the 3rd harmonics and its contribution in x (t )?
(e). What is the fundamental angular frequency of x (t )?
(f). Compute the Fourier series coefficients of the signal x (t ),
using the complex exponential form.
(g). Plot the amplitude spectrum and the phase spectrum of x (t ).

-------------------------------------------------------------------------------
Partial Answers: (f)
1 j  26.570 
c0  1 ; c1  1   1.12 e  1.12   26.570 ;
2j
   
1 1 j  1  j 
c1  1  ; c2  e  4  ; c2  e  4  ; ...
2j 2 2
 EE2010 Signals and Systems
Tutorial #8

1. Compute the Fourier series coefficients of x(t )

 5   
x(t )  sin 2  t   cos  3 t  
 4   3

2. Determine the Fourier series of the sawtooth waveform using the trigonometric
form, and plot its line spectra. Further plot the truncated (approximated) Fourier
series representation of g(t) using only the dc term and the first 4 ac harmonics
terms.

3. Determine the Fourier series of the rectangular pulse train f (t) using the complex
exponential form.

Plot the amplitude spectrum and the phase specturm of the following cases, respectively:
(a). A  1, T0  1,   0.5
(b). A  1, T0  1,   0.25
Partial Answers:

1
2. an  0; bn  
n

 1
3(b). 
T0 4
 EE2010 Signals and Systems

(Tutorial #9)

1. (a). Based on the Fourier series (FS) coefficients cn of the complex exponential
FS form, show that the FS coefficients a0 , an , and bn of the trigonometric
FS form can be obtained as follows.
dc component: a0  c0
ac components: an  cn  c n
bn = j  cn  c n 
(b). Reversely, based on the a0 , an , and bn , the cn can be obtained as follows.
dc component: c0  a0
an  jbn
ac components: cn 
2

2. (a). Find the Fourier series of the periodic triangle waveform x(t).

x(t)

… …

(b). Let y(t) = dx(t)/dt. Plot y(t) and find its Fourier series representation.
Mathematically show that the same FS result of y(t) can be obtained
by proper shifting and scaling of f (t) as studied in the Tutorial #8-
Q3.
 f (t)
1
... ...
t
-5 -4 -3 -2 -1 0 1 2 3 4 5

3. Find the Fourier Transform of a double-sided exponential signal and plot

its amplitude response and phase response, for a = 1.
a t
x (t )  e , a0

Partial Answers :

1.  Hint  : Break the synthesis equation x (t )  c
n 
n e j n 0 t into multiple terms

as the starting point. The proof should be short!


 4 n  n t
2. y (t )  d x(t ) / dt    sin   cos
n 1  n  2  2
2a
3. X    2
a  2
 EE2010 Signals and Systems

(Tutorial #10)
1. Find the Fourier transform of the following signals.
⎧exp ( − a t ) , t > 0;
⎪
(a). x(t ) = ⎨ 0, t = 0;
⎪ − exp ( a t ) , t < 0.
⎩
(b). the signum function, sgn ( t ) ;

2. Find the Fourier transform of the following periodic signals:

(a). cos ω0t (b). sin ω0t

3. Find the equivalent frequency response in terms of H1(ω), H2(ω), and H3(ω).

H1(ω)

X(ω) H3(ω) Y(ω)

H2(ω)

4. Find the impulse response of the following LTI system:

d 2 y (t ) d 2 x (t )
− 9 y ( t ) = − 21 x (t )
dt 2 dt 2
Partial Answers :
− j 2ω 2
1. (a). ; (b).
a2 + ω 2 jω
2. F {cos ω0t} ↔ π [δ (ω + ω0 ) + δ (ω − ω0 )]
3. Based on the previous module's material and the FT properties to derive.
4. (Hint): Use existing FT pair, rather than direct evaluation via integration.
 EE2010 Signals and Systems

(Tutorial #11)

1. A signal x (t )  5cos(500t ) is sampled with the sampling frequency

s  1200. Sketch the resulted Fourier transform magnitude spectrum.

2. Consider the signal x (t )  10cos(426 t  60 )  2.5sin(1200 t  20 ).

(a). What is the Nyquist rate of x (t )?
(b). If x( t ) is sampled with the sampling frequency f s =1000 Hz, find the
resulted discrete-time signal x[n ].
(c). If the same f s =1000 Hz is used to covert x[n ] back to a continuous-
time signal x (t ), is x (t )  x (t ) ?

3. Consider the analog periodic signal x (t )  A cos  2 f 0 t    , which is

under uniform sampling with the sampling frequency f s to produce x[n ].
Find the condition on the value of the normalized (digital) frequency f d
so that x[n ] is periodic.

Partial Answers :

1. (a). F  x  nTs   3000   (  500  1200 n)   (  500  1200 n)
n 

 213  4 
2. (b). x[n]  10 cos  n  60   2.5sin  n  20  ; (c). x (t )  x(t ) (Why?)
 500  5 
f
3. f d  a must be a rational number!
fs
EE2010/IM2004 Signals and Systems

Semester 2

Parts 2 & 3: Weeks 6~11

Prof. Ma Kai-Kuang
Office: S2-B2C-83
Tel: 6790 6366
Email: ekkma@ntu.edu.sg
Topics to be covered in my lectures:

 Sinusoids
 Fourier Series
 Fourier Transform
 Sampling
 Sinusoids

e j  e  j
cos  
2
e j  e  j
sin  
j2

Leonhard Euler (1707-1783 )

 Periodic Signals
A signal is called periodic with a fundamental period T0, if it repeats
itself every T0 unit time; i.e., f ( t + n T0 ) = f (t), where n is an integer.
Examples:
T0
2
7
7 3
3 1 5 9 t
T0

4
2

7 5 1 1 567t 7 5 1 1 5 7 t
T0 T0
Notes:

• If T0 is a fundamental period of function f (t), then the numbers

2T0 , 3T0 , 4T0 , … are also periods; that is, f ( t + 2T0 ) = f (t),
f ( t + 3T0 ) = f (t), …, f ( t + nT0 ) = f (t), where n is an arbitrary
integer (positive or negative). [periodicity condition]

 Thus, the fundamental period T0 is the minimum time

period such that f ( t + T0 ) = f (t),
period, (t) for −∞
∞ < t < +∞
+∞.

• Oftentimes, the word “period”

period already implies “fundamental
fundamental
period”; thus, either T0 or T will be used to denote the
(fundamental) period; or, stated clearly, otherwise.
The time for one complete cycle is called the fundamental period, T0

T0 (seconds/cycle)
x(t  T )  x(t )  Periodic Signals

T0 = 1/f0

The fundamental period,

period T,
T is the minimum duration of time that
can form one complete cycle.
 Sinusoids
v(t)
A

A
A sinusoid is characterized by three parameters:
• Magnitude
• Frequency   2 f
• Phase

I
Instantaneous value
l at time
i t Ti
Time
vt   A sin  t     A sin 2 f t   
(no unit)
Magnitude Angular frequency Phase (angle)
 ( ) = A sin(( t + )
v(t)

 : radians per second

t : seconds
 : radians  t  2 f t

radians cycles
radians
di =   seconds
d
cycle second

Since one complete cycle corresponds to an angle of 2π radians,

f cycles per second (or f Hz) corresponds to 2 π f radians per
second.
d

 How important of each parameter in physical significance?

 Example:
Produce three sinusoids,
sinusoids 1 Hz,
Hz 3 Hz,
Hz and 1 kHz
kHz, using the same
graph as shown below by simply re-labeling the time axis (i.e.,
the t-axis).
)

v(t)
A

A
A
PS: f = 1/ T0
1 kHz  1 killosecond
1 MHz  1 microsecond
1 GHz  1 nano second
 v(t)
Solution: A
1 Hz
H
t
A
1 second
v(t)
A
3 Hz
t
A
1 secondd
v(t)
A
1 KHz
t
A
1 millisecond = 10-3 seconds
 Effect of phase angle  of a sinusoid A sin( t +  )

Advanced
t
(“shift left”)
Same waveform but -
different arrival time.

(i.e.,  = 0)
t Zero phase
p
(“No shift”
“No delay”)

t Delayed
(“shift right”)

    2
T
Thus, the phase angle determines the origin of the time reference.
 Given sin( t +  ), if

 =0 t

 = /2
t

When  = π/2,
π/2 the sine wave becomes a cosine wave.
wave

Thus sin( t + π/2) = cos( t).

Thus, t)
PS: How about sin(t   / 2)  ?
 Effect of adding π/2 phase shift to a cosine wave.

cos( t)
t

cos( t + π/2)
t

cos( t + π/2) = sin( t).

N t about
Note:
PS: How bWhen
Wh cos(wesaid
t idsinusoid
/i 2)  ?id (or
( sinusoidal),
i id l) it means that
th t it is
i
either sine or cosine signal or waveform.
Example:
A sin
sinusoidal
soidal current
c rrent with
ith a frequency
freq enc of 50 Hz
H reaches a positive
positi e
maximum of 20A at t = 2 ms. Determine the equation of the current
as a function of time. (A: Ampere) (where
(w e e A:: Ampere)
pe e)

Solution:
i(t) = B cos( t +  )
B = 20
0
 = 2 π f = 2 π × 50 = 100 π
For the function cos(x), the positive maximum is reached when x = 0.
Thus, for the sinusoidal current i(t) = B cos( t +  ), the positive
maximum is reached when  t +  = 0. 0
  =   t =  100 π × 0.002 =  0.2 π
i(t) = 20 cos(100π t  0.2π )A = 20 cos(100π t  0.2π + 2π )A
= 20 cos(100π t + 1.8π )A (A: Ampere)
In the above solution, we assume the current equation in the cosine
form as:
i(t) = B cos (  t +  )
Alternati el wee could
Alternatively, co ld assume
ass me the sine form,
form instead,
instead as:
i(t) = B sin (  t +  )

The results for the magnitude B and angular frequency  remains

unchanged, i.e., B = 20 and  = 100 π.
We need to determine the phase angle .
For the function sin(x),
sin(x) the positive maximum is reached when x =
π/2. Thus, for the sinusoidal current i(t) = B sin( t +  ), the
positive maximum is reached when  t +  = π/2.
  = π/2   t = π/2  100 π × 0.002 = 0.3 π
 i(t) = 20 sin(100π t + 0.3π )A
The two solutions 20cos(100π t + 1.8π
1 8π ) and 20sin(100π t + 0.3π
0 3π )
are the same because cos(x) = sin(x + π/2).

Thus,, 20cos(100π
( t + 1.8π ) = 20sin(100π
( t + 1.8π + π/2))
= 20sin(100π t + 2.3π)
= 20sin(100π t + 2.3π  2 π)
= 20sin(100π t + 0.3π)
#
A sine wave A cos ( t   ) can be written as a sum of a cosine wave
P cos t plus a sine wave Q sin  t all under the same frequency,
frequency  ,
without a phase term,  .
From the identity cos(   )  cos   cos   sin   sin  , the given cosine
wave can be expressed as:
A cos ( t   )  A cos  t  cos   A sin  t  sin 
= A cos   cos  t    A sin    sin  t  P cos  t  Q sin  t
  
P Q

 How are the amplitude A and phase  related to P and Q?

Q  A sin  1  Q 
Since    tan  , this leads to    tan  
P A cos  P
Since P 2  Q 2  A 2 cos 2   A 2 sin 2   A 2  cos 2   sin 2    A 2 ,

hence, A P2 Q 2
 Given two sinusoidal terms with the same frequency  (or f )
without phase,
phase we can combine them into one sinusoidal term with
phase!

A sinusoidal
i id l signal i (  t)) is
i l sin( i added
dd d to
t another
th sinusoidal
i id l signal
i l
cos( t). Find the resultant signal.

Solution:
W have
We h shown
h that i ( t + ) = P sin(
th t A sin( i ( t) + Q cos(( t)
where  = tan1(Q/P) and A2 = P2 + Q2
From the question, P = 1 and Q = 1.
A2 = 12 + 12 = 2  A = 2
and  = tan1(1/1) = tan1(1) = π/4.
Thus, the resultant signal is 2 sin( t + π/4).
A sine wave A sin ( t   ) can be written as a sum of a sine wave
P sin  t plus a cosine wave Q cos  t all under the same frequency,
frequency  ,
without a phase term,  .
From the identity sin(   )  sin   cos   cos   sin  , the given sine
wave can be expressed as:
Asin( t   )  A sin  t  cos   A cos  t  sin 
= A cos   sin  t  A sin   cos  t  P sin  t  Q cos  t
 
P Q

 How are the amplitude A and phase  related to P and Q?

Q A sin  1  Q 
Since   tan  , this leads to   tan  
P A cos  P
Since P 2  Q 2  A 2 cos 2   A 2 sin 2   A 2  cos 2   sin 2    A 2 ,

hence, A P 2 Q 2
Two categories of sinusoidal:
[Real
R l Sinusoid]:
Si ( ) = A cos(( t +  ) or
id] x(t) x(t) i ( t +  )
( ) = A sin(
[Complex Sinusoid]: x(t) = A e j ( t +  )

Complex sinusoidal contains two real sinusoidal terms :

A e j  t    A cos t     jA sin
i  t   

Real sinusoidals also contains two complex sinusoidal terms :

By Euler's identities
identities, we have
e j  e  j
 e j t    e  j t    cos  
A cos  t     A   2
 2  e j  e  j
sin  
 e j  t    e  j t    2j
i  t     A 
A sin 
 2j  [Euler’s identities]
 Complex Numbers
• A complex number z can be written in rectangular form as

z=x+jy (where j = 1 )


x = Re(z) is the real part of z;
y = Im(z) is the imaginary part of z.

Note: j2=j  j= = -1; j3=j  j2= - j; j4= j2 j2= 1; j n + 4= j n

• Three equivalent
q forms of the complex
p number z:
[Rectangular form]: z = x + j y = rcos + j rsin 
[[Polar form]:
] z = r
[Exponential form]: z = re j
 Polar Form Conversion
• Given two points with different coordinates (8, 6) and (−8, − 6):

8 8 1  8  1  8 
Although  , but tan    tan  
6 6  6  6
• Similarly, for another two points, (−8, 6) and (8, − 6):

8 8 1  8  1  8 
Although  , but tan    tan  
6 6  6   6 
• See the attached handout for all details.
 EE2010 Signals and Systems (by Prof. Ma Kai-Kuang)

Example:

Express the following complex numbers in the polar form and the exponential form.

(a) z1 = 6 + j 8, (b) z2 = 6 − j 8, (c) z3 = −6 + j 8, (d ) z4 = −6 − j 8

Solution :
(a) Identify which quadrant of z1 lies in: It is in the 1st quadrant.

Hence, z1 = r1 = 62 + 82 = 10
⎛8⎞
θ1 = tan −1 ⎜ ⎟ = 53.13D (= 0.295π )
⎝ ⎠6
D
The polar form is 10∠53.13D , and the exponential form is 10 e j 53.13 .

(b) Identify which quadrant of z2 lies in: It is in the 4th quadrant.

Always view the number in a + jb form (with "+" connecting the
real part and the imaginary part). Thus, z2 = 6 − j8 = 6 + j ( −8 )

Hence, z2 = r2 = 62 + ( −8 ) = 10
2

⎛8⎞
θ 2 = 360D - tan −1 ⎜ ⎟ = 306.87D
⎝ ⎠6
D
The polar form is 10∠306.87D , and the exponential form is 10 e j 306.87 .

Note :
The angle may also be taken as -53.13D (= 360D − 306.87D ). Thus, another
equivalent polar form becomes 10∠ ( −53.13D ) and the equivalent
D
exponential form becomes 10 e − j 53.13 .

Semester 2, 2009
 EE2010 Signals and Systems (by Prof. Ma Kai-Kuang)

(c) Identify which quadrant of z3 lies in: It is in the 2nd quadrant.

Hence, z3 = r3 = ( −6 ) + 82 = 10
2

⎛8⎞
θ 2 = 180D - tan −1 ⎜ ⎟ = 126.87D
⎝ ⎠
6
D
The polar form is 10∠126.87D , and the exponential form is 10 e j126.87 .

(d) Identify which quadrant of z4 lies in: It is in the 3rd quadrant.

Hence, z4 = r4 = ( −6 ) + ( −8 ) = 10
2 2

⎛8⎞
θ 2 = 180D + tan −1 ⎜ ⎟ = 233.13D
⎝ ⎠
6
D
The polar form is 10∠233.13D , and the exponential form is 10 e j 233.13 .

Remarks:
You can do the opposite: Converting from the poloar form or the exponential
form back to the rectangular form. For example, using (d)'s results for
demonstration:

D
10∠233.13D = 10 e j 233.13 = 10cos(233.13D ) + j10sin(233.13D ) = −6 − j8

You can do the same for the other parts (a), (b), and (c) to see whether you
can get back to their original rectangular form, respectively.

Semester 2, 2009
 EE2010 Signals and Systems (by Prof. Ma Kai-Kuang)

Complex-number Operations

Consider three complex numbers

z = x + j y = r∠φ , z1 = x1 + j y1 = r1∠φ1 , z2 = x2 + j y2 = r2 ∠φ2

The following complex number operations are important to know. (Please

make sure that you are fully convinced for each item on the basis of full
understanding, rather than simply by rote.)

• Addition: z1 + z2 = ( x1 + x2 ) + j ( y1 + y2 )

• Subtraction: z1 − z2 = ( x1 − x2 ) + j ( y1 − y2 )

• Multiplication: z1 z2 = r1r2 ∠ (φ1 + φ2 )

z1 r1
• Division: = ∠ (φ1 − φ2 )
z2 r2

1 1
• Reciprocal (or inverse) of z: z −1 = = ∠ ( −φ )
z r

⎛φ ⎞
• Square Root of z: z = r ∠⎜ ⎟
⎝2⎠

• Complex Conjugate of z ( = re jφ ) : z ∗ = x − jy = r ∠ ( −φ ) = re − jφ

• Euler's Identity: e ± jφ = cos φ ± j sin φ

Semester 2, 2009
 Fourier Series

Jean Baptiste Joseph Fourier (1768 - 1830)

1
Fourier analysis is about a way to represent or analyze a given
signal (be it periodic or non-periodic) to reveal its frequency
content.
It has two cases:
ƒ Fourier Series (FS) ⎯ The Fourier series of a periodic signal
x(t) is a representation that decomposes x(t) into a dc term and
an ac term, which comprises an infinite number of harmonic
sinusoids. All these terms are linearly combined.
ƒ Fourier Transform (FT) ⎯ representing an arbitrary (non-
periodic or periodic) signal. [In fact, it is a limiting case of the
FS, which is to be discussed later on].

ÎLearn this subject beyond its mathematics!

Î Computing is not just for numbers; in fact, more for insights!

2
 Topics to be covered (for the Fourier Series) …
1. Intuition of Fourier analysis⎯Why Fourier?
2. What are the bases to construct of the Fouries series
3. Three mathematically equivalent Fourier series forms
4. How do we calculate the Fourier series coefficients?
5. Some important properties for facilitating CTFS computation
6. Symmetry considerations for facilitating CTFS computation
7. Parseval’s Theorem ⎯ a signal energy preserving property

Acronyms & Symbols:

LTI: Linear Time Invariant I: Integer set

CT: Continuous Time R: Real-number set
DT: Discrete Time Z: Complex-number set
FS: Fourier Series
FT: Fourier Transform
3
 Intuitions first …
Î What are the constituent frequency contents that made up this
signal?

Î Can we find a way to ‘decompose’ this periodic signal and see its
constituent components?
Î Why do we need to do so? 4
*

x3(t) = x1(t) + x2(t); where x1(t) = cos (2π t) and x2(t) = cos (4π t)
5
An Intuition of Spectrum Representation via Fourier Analysis

For example,
Analysis 1 2
x (t) x (t ) = 1 + cos ω0 t + cos 2ω0 t + cos 3ω0 t
2 3
Synthesis
White Generalizing ... (thus, Fourier Series)
light ∞ ∞
x (t ) = ∑ an cos ( n ω0 t ) + ∑ bn sin ( n ω0 t )
n =0 n =0

= a0 + a1 cos(ω0 t ) + a2 cos(2ω0 t ) +
+ b1 sin(ω0 t ) + b2 sin(2ω0 t ) +
prism

7 colors = dc + fundamental + harmonics

term frequency terms terms
= ac term
Time Domain Frequency Domain

6
 1 2
Example: x (t ) = 1 + cos ω0 t + cos 2ω0 t + cos 3ω0 t
2 3
(a). What are the frequency components contained in x(t)?
(b). How much contribution from each component?

7
Harmonically Related Sinusoids
The (real) sinusoidal signal set:
{ 1, cos ω t, cos 2ω t,
0 0 cos 3ω 0 t , ..., sin ω 0 t , sin 2ω 0 t , sin 3ω 0 t , ... }
which can be expressed more compactly as { cos( n ω 0 t ), sin( n ω 0 t ) },
for n ∈ integer (where n ≥ 0) are called harmonically related sinusoidals.
For the complex exponential sinusoidal signal set:
{ …, e
− j 3ω 0 t
,e
− j 2ω 0 t
,e
− j 1ω 0 t
,e
j 0ω 0 t
( = 1), e
j 1ω 0 t
,e
j 2ω 0 t
,e
j 3ω 0 t
,… }
In particular,
ƒ φ0(t): a dc signal (i.e., constant)
ƒ φ1(t) and φ-1(t): the first harmonics (i.e., the sinusoids with the
fundamental frequencies ω0 and - ω0, respectively.)
ƒ φ2(t) and φ-2(t): the 2nd harmonics.
…
ƒ φn(t) and φ-n(t): the n-th harmonics.
8
 Example: A periodic square wave
x(t)
1

t
-1 0 1
• The dc captures the “big picture” (or average) of the signal x(t):
1
0.5
xdc (t ) = 0.5
t
0
• The ac harmonic terms fine tunes the details of the signal x(t):

1
2
t xac-1 (t ) = sin (ω0 t )
0 π
-1

(Continue) 9
x N (t ) : there are N terms are added together.

2
x (t ) ≈ x2 (t ) = xdc (t ) + xac-1 (t ) = 0.5 + sin (ω0 t )
π
t

x (t ) ≈ x3 (t ) = xdc (t ) + xac-1 (t ) + xac-2 (t )

2 2
= 0.5 + sin (ω0 t ) + sin ( 3ω0 t )
t π 3π

x (t ) ≈ x4 (t ) = xdc (t ) + xac-1 (t ) + xac-2 (t ) + xac-3 (t )

2 2 2
= 0.5 + sin (ω0 t ) + sin ( 3ω0 t ) + sin ( 5ω0 t )
t π 3π 5π

x (t ) ≈ x5 (t ) = xdc (t ) + xac-1 (t ) + xac-2 (t ) + xac-3 (t ) + xac-4 (t )

2 2 2
= 0.5 + sin (ω0 t ) + sin ( 3ω0 t ) + sin ( 5ω0 t )
t π 3π 5π
2
+ sin ( 7ω0 t )
7π

t x (t ) = x∞ (t ), after all terms being added together.

10
• Recall that when we said sinusoid (or sinusoidal), it means either sine or
cosine signal or waveform.

• There are real sinusoids and complex sinusoids.

[Real Sinusoid]: f (t) = A cos(ω t + θ ) or f (t) = A sin(ω t + θ )
[Complex Sinusoid]: f (t) = A e j (ω t + θ )

By Euler's identities, we have [Euler’s Identities]

⎛e j (ω t +θ )
+e
− j ( ω t +θ ) ⎞ e jφ + e − jφ
A cos (ω t + θ ) = A ⎜ ⎟ cos φ =
⎝ 2 ⎠ 2
⎛e j (ω t +θ ) − j ( ω t +θ ) ⎞ e jφ − e − jφ
A sin (ω t + θ ) = A ⎜
−e sin φ =
⎟ 2j
⎝ 2j ⎠

• Hence, it is not surprise that Fourier series representation has various

forms. In fact, we have three forms and they are mathematically equivalent.

11
Three Mathematically Equivalent Fourier Series Forms
+∞

∑c
j nω 0 t
x(t ) = ne [Synthesis Equation]
n =−∞
• Complex Exponental Form:
1 − j nω 0 t
cn =
T0 ∫ T0
x(t ) e dt [Analysis Equation]

∞
a0 + ∑ { an cos(n ω 0 t ) + bn sin(n ω 0 t ) }
x(t ) = [Syn. Eq.]
n =1

1
a0 =
T0 ∫
T0
x(t ) dt [Analysis Equations]
• Trigonometric Form:
2
an =
T0 ∫
T0
x(t ) cos(n ω 0 t ) dt

2
bn =
T0 ∫
T0
x(t ) sin(n ω 0 t ) dt

∞
a0 + ∑ An cos(n ω 0 t + θ n )
x(t ) = [Synthesis Equation]
n =1
• Amplitude-Phase Form:
b 
an 2 + bn 2 ; θ n =
An = − tan −1  n  [Analysis Equations]
 an 
2π
where a0 , an , bn , cn , and An are Fourier (series) coefficients; ω 0 = .
T0
In summary, An ∠θ n = an − j bn = 2 cn =2 cn ∠θ n
12
Example: Find the FS coefficients of x1 (t ) = cosω0 t and x2 (t ) = sinω0 t.
By Euler's identities, we have
e jφ + e − jφ
e jω 0 t + e − jω 0 t cos φ =
x 1 (t ) = cosω 0 t = 2
2
e jφ − e − jφ
⎛1⎞
= ⎜ ⎟ ⋅e
j (ω 0 ) t ⎛1⎞
+ ⎜ ⎟ ⋅e
j (−ω 0 ) t sin φ =
j2
⎝2⎠ ⎝2⎠
FS coefficient FS coefficient [Euler’s identities]

By looking up the complex exponential form, the coefficients are

1/2 contributing from − ω0 and another 1/2 from ω0 .

Note : The (real) cosine signal, in fact, has two components, one is at
the postive frequency ω0 and the other at the negative frequency -ω0
with contribution 1/2 (in magnitute) from each.
13
Likewise, for the sine signal, we have
e jφ + e − jφ
e
jω0 t
−e
− jω0 t
cos φ =
x2 (t ) = sinω 0 t = 2
j2
e jφ − e − jφ
⎛ 1 ⎞ j (ω 0 ) t ⎛ −1 ⎞ j ( −ω 0 ) t sin φ =
= ⎜ ⎟ ⋅e + ⎜ ⎟ ⋅e j2
⎝ j2 ⎠ ⎝ j2 ⎠
FS coefficient FS coefficient [Euler’s identities]

Note : The (real) sine signal also has two components, one is at
the postive frequency ω 0 and the other is at the negative frequency -ω 0 .
But, its FS coefficients are different, compared with that of the cosine case.

14
Example: Find the FS representation of x3 (t ) = A cos (ω 0 t + θ ) and
x4 (t ) = A sin (ω 0 t + θ ) .
e jφ + e − jφ
By Euler's identities, we have cos φ =
⎛ e j (ω 0 t + θ ) + e − j (ω 0 t + θ ) ⎞ 2
x3 (t ) = A cos (ω 0 t + θ ) = A ⎜ ⎟ e jφ − e − jφ
⎜ 2 ⎟ sin φ =
⎝ ⎠
j2
A A
= e jθ ⋅ e j ω 0 t + e− jθ ⋅ e − j ω 0 t [Euler’s identities]
2 2
⎛A ⎞ j (ω ) t ⎛ A ⎞ j ( −ω 0 ) t
= ⎜ e jθ ⎟ ⋅ e 0 + ⎜ e− jθ ⎟ ⋅ e
⎝2 ⎠ ⎝2 ⎠
FS coefficient FS coefficient

Likewise, for the sine signal, we have

⎛ e j (ω 0 t + θ ) − e − j (ω 0 t + θ ) ⎞
x4 (t ) = A sin (ω 0 t + θ ) = A ⎜ ⎟
⎜ j2 ⎟
⎝ ⎠
A j θ j ω 0 t A − j θ − j ω 0 t ⎛ A j θ ⎞ j (ω 0 ) t ⎛ A − j θ ⎞ j ( − ω 0 ) t
= e ⋅e − e ⋅e =⎜ e ⎟⋅e −⎜ e ⎟⋅e
j2 j2 ⎝ j2 ⎠ ⎝ j2 ⎠
FS coefficient FS coefficient 15
• In such complex exponential Fourier series representation, the
Fourier series (FS) coefficients are complex numbers (including real
numbers, which you should view them as a + j 0; hence, zero
phase).
• Due to the complex number, we can have its magnitude and phase
information. Hence, we can plot them separately; thus,
ƒ The magnitude (or amplitude) spectrum Î even function
ƒ The phase spectrum Î odd function
Together, they are referred to as discrete frequency spectra or line
spectra.

16
 Orthgonality
• Simply put, “orthogonal” = “perpendicular” (i.e., 90o)
• To convince us about the FS representation, we need to recap a
concept which we are already quite familiar with ⎯ the rectangular
coordinate, as follows:
z
y

• (4, 3) • ( 4, 3, 6)
Î …
x y

x
2-D 3-D Î n-D

• Each coordinate component 4, 3, and 6 is the projection amount

projected onto its corresponding axis. These magnitudes bear the
same ‘sense’ and meaning of “Fourier series coefficients.” We can
extend this concept further, as follows.
17
• Vectors • Signals
Scalar product measurement: Cross-correlation measurement:

v1 • v2 = v1 v2 cos θ b ⎧ 0, m ≠ k
∫a φ m (t ) φ (t ) dt = ⎨⎩α , m = k
*
k

v1

θ
v2
where φm and φk are taken from
Î Represent how similar of
v1 with respect to v2.
{e ± j nω0 t
}
,n ∈ I .

If cross-correlation is zero, then

If θ = 90o, then two vectors two bases φm and φk are
v1 and v2 are orthogonal to orthogonal (i.e., not correlated)
to each other, over (a, b) interval.
each other.
v1 Î The magnitude of “Fouier series
coefficient” (besides phase) projected
onto φn indicates how much amount of
v2 harmonics (nω) contained within the
signal f(t). 18
 The “Building Blocks” of Fourier Series Representation
• The (real) sinusoidal signal set
{ 1, cos (ω t ) ,cos ( 2ω t ) , ...,sin (ω t ) ,sin ( 2ω t ) , ... }
0 0 0 0

which can be expressed more compactly as { cos(n ω 0 t ), sin( n ω0 t ) } ,

for n ∈ positive integer (including n = 0).
⇒ The cosine signals from the set are called harmonically related .

• The complex exponential signal set

{ … , e − j 3ω0 t , e − j 2 ω0 t , e − j 1ω0 t , e j 0 ω0 t ( = 1), e j 1ω0 t , e j 2 ω0 t , e j 3ω0 t , … }

which can be expressed more compactly as e ± j n ω0 t , for n ∈ I .
⇒ The complex exponential signals from this set are also
harmonically related .

Î We shall start with the complex exponential “building-

block” set as our mathematical basis to build Fourier
series representation (or expansion).
19
In summary, for the complex exponential harmonically related set:
⎧ 0, m ≠ k
(e j mω 0 t
) (e j k ω0 t *
)
T0
∫ 0
dt = ⎨
⎩T 0 , m = k
= T 0 δ (m − k )
The complex exponential signal set is orthogonal over one period T0 .
Likewise, for the real sinusoidal harmonically related set, it is also
orthogonal over one period T 0 , since

(1) ⋅ ( cos m ω 0t ) dt = ∫
T0 T0
∫ 0 0
cos m ω 0 t dt = 0

∫ (1) ⋅ (sin m ω t ) dt = ∫
T0 T0
0 sin m ω 0 t dt = 0
0 0

∫ (sin m ω t ) ⋅ ( cos k ω t ) dt = 0
T0
0 0
0

⎧ 0, m≠k
⎪
(sin m ω 0t ) ⋅ (sin k ω 0t ) dt = ⎨ T0 sin m ω t 2 dt = T 0 ,
T0
∫
⎪⎩ ∫ 0 ( 0 ) m=k
0
2
⎧ 0, m≠k
⎪
( cos m ω 0t ) ⋅ ( cos k ω 0t ) dt = ⎨ T0 cos m ω t 2 dt = T 0 ,
T0
∫
⎪⎩ ∫ 0 ( 0 ) m=k
0
2 20
How to determine the Fourier coefficients cn ?
− jkω0t
Multiply both sides of the synthesis equation by e and take integration
over one period of x (t ),
+∞

∫T0 x ( t ) e dt =
⎛
∫ T0 ⎜⎝ n∑
−j k ω0 t
cn e
j n ω0t ⎞
⎟ ⋅ e
+∞
−j k ω0 t
dt
x (t ) = ∑ n
n =−∞
c e j n ω0 t

=−∞ ⎠
[Synthesis Equation]
Reverse the order of integration and summation,
+∞
⎛ e j ( n −k ) ω 0 t dt ⎞
∑ n ⎜⎝ ∫ T0
−j k ω0 t
∫ T0
x (t ) e dt =
n =−∞
c ⋅ ⎟
⎠
Note that if n ≠ k , then n − k is just an integer (say, equal to m ), and thus,
j mω0 t
∫ T0
e dt = ∫ cos( m ω 0 t ) dt + j ∫ sin( m ω 0 t ) dt = 0 + j 0 = 0.
T0 T0
In summary:
On the other hand, if n = k , then ⎧ 0, n ≠ k
∫
j ( n −k ) ω 0 t
j (0) ω 0 t e dt = ⎨
∫ T0
e dt = ∫ dt = T 0
T0
T0
⎩T 0 , n = k
+∞
= T 0 δ (n − k )
∑ c ⋅∫
j ( n −k ) ω 0 t
n e dt = ...0 + 0 + ck T0 + 0 + 0 + ... = ck T 0 = cn T 0
T0
n =−∞

⇒ 1
cn =
T0 ∫ T0
x (t ) e − j n ω 0 t dt [Analysis Equation]

21
 2π
1. ω 0 = . Identifying the fundamental period T0 of x (t ) is the first crucial step!
T0
1
2. For n = 0, c 0 =
T0 ∫ T0
x (t ) dt.

This implies that the value of the dc coefficient is simply the average value
of the signal x (t ) over one period T0 .

3. All {cn } together establishes the signal's spectrum, a "profile" of signal content
revealed via the frequency domain.
• At n = 0, it reveals what is the dc value of the signal x (t ).
• At n = ± 1 positions, it shows how much contributions from the 1st harmonics.

• At n = ± k positions, it shows how much contributions from the kth harmonics.

4. FS coefficient cn is a complex number! So, we have the magnitude line spectrum

(an even function) and the phase line spectrum (an odd function).
22
Example:
Determine the Fourier series of the rectangular pulse train waveform shown
below using:
(a) the complex exponential form
(b) the trigonometric form
(c) the amplitude-phase form
(d) Plot the amplitude and phase spectra.
(e) Plot its approximated square waveform using the first few terms (i.e.,
truncated FS representation).

... ...

23
Solution:
(a). T 0 = 2 ⇒ ω 0 = 2π /2 = π
1 T0 1⎡ 1 2
⎤ = 1;
DC: c 0 =
T0 ∫ 0
f (t ) dt =
2 ⎢⎣ ∫ 0
1 dt + ∫ 1 ⎥⎦ 2
0 dt

⎧ −1
⎛ 1 ⎞⎛ 1
⎞ ⎡ − j nπ t 1 ⎤ ⎪ j , n = odd;
⎥ − j 2nπ ( ) ⎨ nπ
1 1 1
∫
− j nπ t − j nπ
AC: c n = 1⋅ e dt = ⎜ ⎟ ⎜
⎟ ⎣⎢ e = e − 1 =
0⎦
2 0
⎝ 2 ⎠ ⎝ − j nπ
⎠ ⎪⎩ 0, n = even.
Note that e − j n π = 1, for n = even. For n = odd, e − j n π = −1.

⎧ 1 ⎛ −1 ⎞ ⎧ −90o , n = positive odd;

⎜ ⎟
⎪ n π , n = odd; −1 ⎝ nπ ⎠ ⎪
⇒ cn = ⎨ cn = tan = ⎨ +90o , n = negative odd;
⎪ 0, n = even. 0 ⎪ 0o ,
⎩ ⎩ n = even.
1 1 ∞ 1 j nπt 1 1 ∞ 1
f (t ) = − j ∑ e or f (t ) = − j ∑ e j (2 n + 1) π t
2 π n = −∞ n 2 π n = −∞ (2n + 1)
n odd

cn cn
1
1 2 1
1 π π + 90o
1
… 3π 3π … … 0 1 2 3 4
n n
-4 -3 -2 -1 0 1 2 3 4 -4 -3 -2 -1 …
- 90o 24
(b).
2π 1
T 0 = 2, ω0 = = π , and a0 = (via inspection of rectangular area) or
T0 2
1

f (t ) dt = ⎡ ∫ 1 dt + ∫ 0 dt ⎤ = t
1 1 1 2 1 1
DC: a0 =
T0 ∫ T0 2 ⎢⎣ 0 1 ⎥⎦ 2 0
=
2

f (t ) cos( n ω0 t )dt = ∫ 1 ⋅ cos( n π t ) dt + ∫ 0 ⋅ cos( n π t ) dt ⎤

2 T0 2⎡ 1 2
AC: an =
T0 ∫ 0 2 ⎢⎣ 0 1 ⎥⎦
1
1 1
= sin n π t = sin n π = 0
nπ 0 nπ

f (t )sin( n ω0 t ) dt = ∫ 1 ⋅ sin( n π t ) dt + ∫ 0 ⋅ sin(n π t ) dt ⎤

2 T0 2⎡ 1 2
bn =
T0 ∫ 0 2 ⎢⎣ 0 1 ⎥⎦

−1 −1
1

= cos n π t = ( cos n π − 1)
nπ 0 nπ
⎧ 2
1 ⎪ , n = odd
Since cos n π = ( −1) n , bn = (1 − cos n π ) ⎨ nπ
=
nπ ⎪⎩ 0, n = even

∞
1 2 1 1 2 ∞ 1
f (t ) = +
2 π
∑
n =1 n
sin( n π t ) or f (t ) = + ∑
2 π n = 1 ( 2n − 1)
sin ⎡⎣( 2n − 1) π t ⎤⎦
n odd
25
 (c). ⎧ 2
⎪ , n = odd (i) Amplitude spectrum
An = an + bn
2 2
= ⎨ nπ
⎪ 0, n = even
⎩

⎛ bn ⎞ −1 ⎛ bn ⎞
θ n = − tan −1 ⎜ ⎟ = − tan ⎜0⎟
⎝ an ⎠ ⎝ ⎠
⎧ −90°, n = odd
=⎨
⎩ 0, n = even
n
1 2 ∞
1 0 1 2 3 4 5 6 7
f (t ) = +
2 π
∑n =1 n
cos( n π t − 90o ) θn
n odd
∞
1 2 1
= +
2 π
∑
n =1 n
sin(n π t )
n odd

1 2 ∞ 1 (ii) Phase spectrum

or f (t ) = + ∑ sin ⎡⎣( 2n − 1) π t ⎤⎦
2 π n =1 ( 2n − 1)

PS: You can plot either one-sided spectra like these or extend them to two-sided spectra.
26
27
 N = 11
(for one period plot only)

Remarks:
• We observe how superposition of the terms (from N =1 to N = 6,
and to N=11) can evolve into the original square wave. The more
terms you add, the better approximation towards the square wave.
• We notice that the partial sum oscillates above and below the actual
value of f (t). At the discontinuity (t = 0, 1, 2, …), overshoot (about
9% of the peak value) and damped oscillation present. This is called
the Gibbs’ phenomenon, incurred at the points of discontinuity
(i.e., with amplitude jump).
28
Example:
Based on the CTFS results of the signal f (t) obtained in the
previous example, find the Fourier series of the following square
wave g (t) and plot its amplitude and phase spectra.
g(t)

PS: Re-plot f (t) from the previous example here for comparison

29
Solution:
Through their graphs, it is easy to observe that the relationship between the signal
g (t) and the signal f (t) is: g (t) = [ f (t) – ½ ] × 2. Therefore, you can simply
manipulate the CTFS result of f (t) obtained via two simple steps:
Step 1):
1 2 ∞ 1
Since f (t ) = + ∑ sin ⎡⎣( 2n − 1) π t ⎤⎦
2 π n =1 ( 2n − 1)
1 ⎧1 2 ∞ 1 ⎫ 1
f (t ) − = ⎨ + ∑ sin ⎡⎣( 2n − 1) π t ⎤⎦ ⎬ −
2 ⎩ 2 π n =1 ( 2n − 1) ⎭ 2
2 ∞ 1
= ∑ sin ⎡( 2n − 1) π t ⎤⎦
π n =1 ( 2n − 1) ⎣
Step 2):
⎧ 1⎫ ⎧2 ∞ 1 ⎫
g (t ) = 2 × ⎨ f (t ) − ⎬ = 2 × ⎨ ∑ sin ⎡⎣( 2n − 1) π t ⎤⎦ ⎬
⎩ 2⎭ ⎩ π n =1 ( 2n − 1) ⎭
∞
4 1
=
π
∑
n =1 ( 2n − 1)
sin ⎡⎣( 2n − 1) π t ⎤⎦

30
Remarks:
• An addition of a constant amount (say, a fixed voltage) onto a
signal only results in the same amount being added to the dc term,
as expected. (PS: “addition” could be a negative amount.)
• An amplitude scaling by a constant factor onto a signal will affect
the amplitude of all the dc and ac terms in the same way. However,
the phase part is unchanged!
• Since g (t) = [ f (t) – ½ ] × 2 = 2 f (t) -1, you can do “× 2” first and
then by adding “-1”.
31
Duty Cycle
f (t)

... ...
T τ τ T0
t
-T0 − 0 − 0 T0
2 2 2 2

The pulse train has a pulse width τ , over one fundamental period T0 .
In electronics, their ratio is defined as the duty cycle (often in %); i.e.,
τ ⎛ 100 × τ ⎞
duty cycle = ⎜ or %⎟
T0 ⎝ T0 ⎠
For example,
τ 1 τ 1
(a). = = 50%; and (b). = = 25%.
T0 2 T0 4

32
Sinc (or Sampling) Function, Sa(x)
The form of sinc function (or the sampling function, denoted as Sa(x), is defined
and graphed below. Note that there are two versions of sinc function with a
different scaling by a factor of π on the x-axis. This is a very important function
that you will encounter in the various subjects.

sin x sin π x
sinc x = for x ∈ (real number) sinc x = for x ∈ (real number)
x πx

33
The following functions are often encountered in the computation of the
Fourier analysis. Thus, you should mathematically verify each entry of
the table ⎯ Don’t simply memorize them without developing your quick
derivation ability!
Fourier Series

(Part II)
Properties
Summary: Properties of Continuous-Time Fourier Series
• Symmetry (even, odd, half-wave)
• Conjugation (Conjugate Symmetry)
• Parseval’s theorem (relation, identity)
• Linearity (superposition)
• Time shifting
• Time scaling
• Time reversal
• Differentiation
• Integration
• Multiplication
• Periodic convolution
Symmetry Considerations on Computing CTFS
Don’t always simply plug in a set of FS equations for calculating
the FS coefficients. You might be able to exploit some useful,
applicable properties (if present) to avoid tedious calculation works.
ƒ Even symmetry
ƒ Odd symmetry
ƒ Half-wave symmetry

37
Symmetry is based on the even and odd properties.
• A signal x (t ) is said to be even, if x ( −t ) = x (t ).
• A signal x (t ) is said to be odd , if x ( −t ) = − x (t ).
There are two important properties:
T /2 T /2
∫− T /2
xe (t ) dt = 2 ∫
0
xe (t ) dt
T /2
∫− T /2
xo (t ) dt = 0

Consider an arbitrary signal x (t ), it can be decomposed as:

1 1
x (t ) = xe (t ) + xo (t ) = [ x (t ) + x ( −t ) ] + [ x (t ) − x ( −t )]
2 2
Even Odd
∞ ∞
x (t ) = a0 + ∑ an cos n ω0 t + ∑ bn sin n ω0 t
n =1 n =1
Even Odd
Even Symmetry: f ( −t ) = f (t )

Fourier Cosine Series

∞
x (t ) = a0 + ∑ an cos nω0t
n =1
T0
2
a0 =
T0 ∫
0
2
x (t ) dt
T0
4
an =
T0 ∫
0
2
x (t ) cos nω0t dt

Note: bn = 0, for all n.

Typical examples of even periodic waveforms

39
Odd Symmetry: f ( −t ) = − f (t )

Fourier Sine Series

∞
x (t ) = ∑ bn sin( n ω0 t )
n =1

4 T /2
bn = ∫ f (t )sin( n ω0 t ) dt
T 0
Note: an = 0, for all n.

Typical examples of odd periodic waveforms

40
 Half-Wave (Odd) Symmetry: f ⎛⎜ t −
T⎞ ⎛ T⎞
⎟ = − f ( t ) or f ⎜ t + ⎟ = − f (t )
⎝ 2⎠ ⎝ 2⎠
• Half-wave (odd) symmetry means that each half-cycle is the mirror image (with
respect to x-axis) of the next half-cycle.
• Examples:
f(t +T/2) f(t)

− f(t +T/2)

41
• More examples of half-wave symmetry:

42
Half-Wave (Odd) Symmetry: f ⎛⎜ t −
T⎞ ⎛ T⎞
⎟ = − f ( t ) or f ⎜ t + ⎟ = − f (t )
⎝ 2⎠ ⎝ 2⎠

a0 = 0
4 T /2
an = ∫ f (t ) cos( n ω0 t ) dt , for n odd
T 0
4 T /2
bn = ∫ f (t )sin( n ω0 t ) dt , for n odd
T 0
an = bn = 0, for n even

43
 Examples:
(a). Re-visit an example studied earlier, you will notice that due to its
odd symmetry. Thus, it only has sine terms; i.e., all an = 0, for all n.
g(t)

(b). Now, you should realize that even its scaled version also contains
only sine terms, too, except a0 ≠ 0 (for taking care of dc part), while
the rest an = 0.
f(t)
In Summary: (of Symmetry Properties)
• Conjugation
The complex conjugate of the signal x (t ), which is denoted as x* (t ),
has the FS coefficients
⎡ +∞
j n ω0 t ⎤
x (t ) ↔ ⎢i.e., x (t ) = ∑ c− n e
* * * *
c −n ⎥
⎣ n = −∞ ⎦
+∞

∑c
j n ω0 t
Proof): Since x (t ) = n e , take complex conjugate on both sides
n = −∞
*
⎛ +∞ ⎞ +∞
x * (t ) = ⎜ ∑ cn e ∑
ω * − j n ω0 t
=
j n t
⎟
0
cn e
⎝ n = −∞ ⎠ n = −∞
+∞

∑
j mω 0 t
Let n = − m, we have x * (t ) = c−* m e Q.E.D.
m = −∞

Note that for the real -valued signal, i.e., x * (t ) = x (t ), this leads to
c−* n = cn ( or, c −n = cn* ) ⇒ called "Congjugate Symmetric"
 +∞
Parseval’s Theorem: P = 1
∫ dt = ∑
2 2
ave x (t ) cn
T0 T0
n = −∞

⇒ Parseval's Theorem (relation, identity) simply states that:

"The total average power of a periodic signal x (t ) is equal to
the sum of the average powers in all of its harmonic components."
Proof ):
Consider real-valued periodic signal x (t ), the average power is the
energy per period.
1 1 1
T0 ∫T0 ∫ ∫
Pave = = x (t ) ⋅ x* (t ) dt = x (t ) ⋅ x (t ) dt
2
x ( t ) dt
T0 T0 T0 T0

1 ⎡ +∞ j n ω0 t ⎤
+∞ ⎡1 ⎤
∫ T0 x(t ) ⋅ ⎢⎣ n∑ ⎥ dt = ∑ cn ⋅ ⎢
j n ω0 t
=
T0 = −∞
cn e
⎦ n = −∞ ⎢⎣ T 0
∫ T0
x (t ) e dt ⎥
⎥⎦
= c− n
+∞ +∞ +∞
= ∑c ⋅ c− n = ∑c ⋅c = ∑
* 2
n n n cn Q.E.D.
n = −∞ n = −∞ n = −∞
Note:
•
2
cn denotes the average power in the n-th harmonic component of x (t ).
2
The plot of cn (versus n ) is called the power spectrum.
• The total average power is preserved in the time domain and
in the frequency domain.
Example: For the cosine signal, we have
⎛ e j ω 0 t + e − j ω 0 t ⎞ A j (1 i ω 0 ) t A j ( −1 i ω 0 ) t
A cos ω0 t = A ⎜ ⎟ = ⋅e + ⋅e
⎝ 2 ⎠ 2 2
= c1 = c−1

A
⇒ c1 = c−1 = , cn = 0, for all n ≠ ±1.
2
2
2 cn
A
= c−1 =
2 2
The power spectrum is given by c1
4 A2
4
= 0, for all n ≠ ±1.
2
and cn
A2 A2 A2 n
The total average power = + = . -4 -3 -2 -1 0 1 2 3 4
4 4 2 Even function!
Alternatively, from the time domain, we can compute the signal energy
of the cosine signal,
1 2 1 A2
∫ x (t ) dt = ∫ A cos ω0 t dt = ∫ cos 2 ω 0 t dt
2

T0 T0 T0 T0 T0 T0

A2 1 + cos 2 ω 0 t A2 A2
=
T0 ∫ T0 2
dt =
2T 0 ∫ T0 1 dt + 2T 0 ∫ T0
cos 2ω 0 t dt
= T0 =0

A2 A2
= ⋅ T0 =
2T 0 2

In conclusion, the power spectrum computed in the time domain is the

same as that in the frequency domain, based on the line spectra.

PS: Likewise, you can do the same for the sine signal in its time domain.
Example: Plot the power spectrum of the sine signal A sinω 0 t.
⎛ e jω 0 t − e − jω 0 t ⎞ A j (1 i ω 0 ) t A j ( −1 i ω 0 ) t
A sinω 0 t = A ⎜ ⎟= ⋅e − ⋅e
⎝ j2 ⎠ j2 j2
= c1 = c−1

A A
⇒ c1 = − j , c−1 = j , cn = 0, for all n ≠ ±1.
2 2
A2
= c−1 =
2 2 2
The power spectrum is given by c1 cn
4
A2
= 0, for all n ≠ ±1.
2
and cn 4

A2 A2 A2
The total average power = + = . n
4 4 2 -4 -3 -2 -1 0 1 2 3 4

2
cn
Example: Plot the power spectrum of our 1.25 1.25

tutorial #7's question: 1

⎛ π⎞
x (t ) = 1 + sin ω 0 t + 2 cos ω 0 t + cos ⎜ 2ω 0 t + ⎟ 0.25 0.25
⎝ 4⎠ n
-4 -3 -2 -1 0 1 2 3 4
In Summary: (Parseval’s identities under the three forms)
+∞ +∞
Pave = P1Ω = ∑ = c0 + 2 ∑ cn
2 2 2
cn
n = −∞ n=1

Note that An ∠θ n = an − j bn = 2 cn = 2 cn ∠θ n
where
an2 + bn2
⎛ −1 bn ⎞
cn = cn ∠θ n = ∠ ⎜ − tan ⎟
2 ⎝ a n ⎠

(if only An > 0). In addition, c0 = a0 .

Hence,
+∞
A An2 1
cn = n ⇒ = ⇒ = a02 + ∑ An2
2
cn Pave
2 4 2 n =1

a − j bn an2 + bn2 +∞
= a02 + ∑ ( an2 + bn2 )
1
cn = n ⇒ ⇒
2
cn = Pave
2 4 2 n =1
• Linearity
Let x (t ) and y (t ) denote two periodic signals with period T
and with FS coefficients cn and d n , resepectively. That is,
x (t ) ↔ cn and y (t ) ↔ d n
If the signal z (t ) is a linear combination of x (t ) and y (t ),
z (t ) = A x (t ) + B y (t )
then the FS coefficients en of z (t ) can be found as
⎡ +∞ ⎤
⎢i.e., z (t ) = j n ω0 t ⎥
z (t ) ↔ en = A cn + B d n
⎢ ∑
n = −∞
( Acn + B d n ) e
⎥
⎢⎣ = en ⎥⎦
Proof):
+∞ +∞

∑ ∑
j n ω0 t j n ω0 t
z (t ) = A x (t ) + B y (t ) = A cn e +B dn e
n = −∞ n = −∞
+∞ +∞ +∞

∑ ∑ ∑ ( Acn + B d n ) e
j n ω0 t j n ω0 t j n ω0 t
= Acn e + B dn e =
n = −∞ n = −∞ n = −∞
= en
• Time Shifting
If the signal x (t ) has a time shift by an amount of τ , then
⎡ j nω 0t ⎤
( )
+∞

⎢i.e., x (t − τ ) = ∑ e
− j n ω0 τ − jnω 0τ
x (t − τ ) ↔ e cn cn e ⎥
⎣ n =−∞ ⎦
⇒ Recall that time shift introduces delay, but without altering the
shape of the signal waveform.Thus, the magnitude cn remains
the same, but the phase ∠cn is delayed by − n ω 0τ .
Proof):
Let y (t ) = x (t − τ ) and u = t − τ ; hence, t = u + τ and dt = du.
The FS coefficients of y (t ) is
1 1
∫ ∫
− j n ω0 t
dn = y (t ) e dt = x (t − τ ) e − j n ω 0 t dt
T0 T0 T0 T0

1 − j n ω 0 ( u +τ ) − j nω0τ ⎡1 − j nω 0 u ⎤
=
T0 ∫ T0
x (u ) e du = e ⎢
⎢⎣ T0
∫ T0
x (u ) e du ⎥
⎥⎦
= cn
• Time Scaling
If the signal x (t ) is scaled in time by a factor of a , then
⎡ +∞
j n ( a ω 0) t ⎤
x ( a t ) ↔ cn (Unchanged !) ⎢i.e., x ( a t ) = ∑ cn e ⎥
⎣ n = −∞ ⎦
Note : The subscript n of cn denotes the line spectra at ω = n ω0 .
If you view cn as a discrete-time signal, cn ⇒ c[n ] ⇒ c[n ω0 ]
+∞ +∞

∑ ∑
j n ω0 (a t ) j n (aω 0 ) t
Proof): x( a t ) = cn e = cn e
n = −∞ n = −∞

One can clearly see that cn is unchanged, but the fundamental

angular frequency is changed from ω0 to a ω0 (thus, the spacing of
line spectra drawing is a ω0 ).
Example : If a = 2, x (2t ) is 'compressed' version of x (t ); on the other
hand, the line spectra spacing is now 'expanded', since ω0 becomes 2ω0 .
• Time Reversal
If the signal x (t ) is time reversed; i.e., x ( −t ), then
⎡ +∞
j nω 0 t ⎤
x ( −t ) ↔ c− n ⎢i.e., x ( −t ) = ∑ c− n e ⎥
⎣ n = −∞ ⎦
Proof):
Let y (t ) = x ( −t ). Using the synthesis equation of y (t ) :
+∞ +∞

∑c ∑c
j nω 0 ( −t ) j (−n) ω 0 t
y ( t ) = x ( −t ) = n e = n e
n = −∞ n = −∞
+∞

∑
j mω0 t
= c− m e (let n = − m )
m = −∞

That is, c− n is the FS coefficients of x ( −t ).

Note :
• If x ( −t ) = x (t ) as even function, then c− n = cn .
• If x ( −t ) = − x (t ) as odd function, then c− n = − cn .
• Differentiation
If the signal x (t ) is differentiated with respect to time variable t ,
then
d x (t ) ⎡ d x (t ) +∞
j n ω0 t ⎤
↔ j n ω0 cn ⎢i.e., = ∑ ( j n ω0 cn ) e ⎥
dt ⎣ d t n = −∞ ⎦

Proof):
d x (t ) d ⎧ +∞ j n ω0 t ⎫
{ }
+∞ +∞
= ⎨∑ n
d t ⎩ n = −∞
c e ⎬ ∑
=
d
cn e
j n ω0 t
= ∑ ( j n ω 0 n)
c e
j n ω0 t

dt ⎭ n = −∞ d t n = −∞
• Integration
If the signal x (t ) is integrated with respect to time variable t ,
then
cn ⎡ +∞ ⎛ cn ⎞ j n ω 0 t ⎤
∫−∞ x(t ) dt = n∑
t t
∫−∞
x (t ) dt ↔
j n ω0
⎢i.e.,
⎢⎣
⎜⎜ ⎟⎟ e
= −∞ ⎝ j n ω 0 ⎠
⎥
⎥⎦

Proof):
⎧ +∞ j n ω0 t ⎫
+∞

∫−∞ ⎨⎩ n∑ ∑
t t t j n ω0 t
∫−∞ x ( t ) dt =
= −∞
cn e ⎬
⎭
dt =
n = −∞
cn∫
−∞
e dt

+∞⎛ cn ⎞ j n ω0 t
= ∑⎜ ⎟⎟ e
⎜
n = −∞ ⎝ j n ω 0 ⎠
 • Multiplication
Let x(t ) and y (t ) denote two periodic signals with period T0
and with FS coefficients cn and d n , resepectively. That is,
x(t ) ↔ cn and y (t ) ↔ d n
If the signal z (t ) is a product of x(t ) and y (t ),
z (t ) = x(t ) y (t )
then the FS coefficients en of z (t ) can be found as
⎡ ⎤
+∞ ⎢ +∞
⎛ +∞ ⎞ j n ω0 t ⎥
z (t ) ↔ en = ∑
k = −∞
ck d n − k ⎢i.e., z (t ) = ∑ ⎜ ∑ ck d n − k ⎟ e
⎢ n = − ∞ ⎝ k =−∞ ⎠
⎥
⎥
⎢⎣ = en
⎥⎦

Multiplication in the time domain ⇔ Convolution in the frequency domain

 • Periodic Convolution (Use the symbol ⊗)
⎛ PS: "Periodic" here means that the convolution integral operation ⎞
⎜ ⎟
⎝ is performed over one period only, rathe r than over ( − ∞ , + ∞ )⎠
!
Let x (t ) and y (t ) denote two periodic signals with period T0
and with FS coefficients cn and d n , resepectively. That is,
x (t ) ↔ cn and y (t ) ↔ d n
If the signal z (t ) is a periodic convolution of x (t ) and y (t ),
T0
z (t ) = x (t ) ⊗ y (t ) = ∫ x (τ ) y (t − τ ) dτ
0

then the FS coefficients en of z (t ) can be found as

⎡ +∞
⎤
z (t ) ↔ en = T0 cn d n ⎢i.e., z (t ) =
⎢ ∑ ( 0 n n)
T c d e
j n ω0 t ⎥
⎥
n = −∞
⎢⎣ = en ⎥⎦
Convolution in the time domain ⇔ Multiplication in the frequency domain
 In the periodic convolution, imposing the integration’s lower
and upper limits over one fundamental period is the only
difference, compared with that in the ordinary convolution that
you learnt earlier, integrating from -∞ to + ∞.

Proof):
T0
z (t ) = x (t ) ⊗ y (t ) = ∫ x (τ ) y (t − τ ) dτ
0

⎛ +∞ j n ω 0 ( t −τ ) ⎞
(∫ )
+∞
x (τ ) ⎜ ∑ d n e ∑
T0 j n ω0 t T0 − j nω 0τ
=∫ ⎟ d τ = d n e x (τ ) e dτ
⎝ n = −∞ ⎠
0 0
n = −∞
= T0 cn
= y ( t −τ )
+∞ +∞

∑ (T c d ) e ∑
j n ω0 t j n ω0 t
= 0 n n = en e
n = −∞ n = −∞
= en
Fourier Transform

(Part I)

1
 Introduction
• Fourier series (FS) is applicable only for periodic signals. For
aperiodic (or non-periodic) signals, we need to exploit the Fourier
transform (FT) to conduct spectral analysis.

• Fourier transform is, in fact, a limiting case of Fourier series (in the
sense when the signal’s fundamental period T0 → ∞).

• Note that the Fourier transform can be used to represent both

periodic and aperiodic (or non-periodic) signals.

• Incentives to study the Fourier transform:

ƒ Signal analysis Æ useful for compression, feature extraction, biometrics,
detection, etc.
ƒ Signal filtering Æ useful for noise removal, enhancement, etc.
2
How do we arrive at FT?
• For ease of drawing, consider an “one-shot” rectangular pulse x(t)
to be one of any possible finite-duration waveforms.
x(t)

• Let us duplicate this pulse along the time line and make up a
periodic rectangular pulse train, with the fundamental period T0.
x T0 (t )

t
T0
• Then, let T0 → ∞. It equals to x(t)! That is, lim xT0 (t ) = x(t ).
T0 →∞

t
T0 → ∞ 3
 We can view any finite-duration, non-periodic signal as a
“periodic” signal with the fundamental period T0 equals to
infinity! That is, x (t ) → xT (t ).
0

Now, the FS can be directly applied to xT (t ) .

0

By letting T0 → ∞ , the FS-derived result becomes the

spectral analysis of x(t).

Î The FT is indeed a limiting (via T0 → ∞) case of the FS!

4
Derivation of the FT:
Since xT0 (t ) is periodic, it can be represented by the FS, as follows.
+∞
xT0 (t ) = ∑c
n =−∞
n e j nω 0 t [Synthesis Eq.]

1 T0 /2
where cn =
T0 ∫− T0 /2
xT0 (t ) e − j n ω 0 t dt [Analysis Eq.]

2π
The spacing of the two adjacent line spectra: Δω = ( n + 1)ω0 − nω0 = ω0 = .
T0
Substitute the analysis equation cn and Δω into the synthesis equation, xT0 (t ),
+∞
⎡ 1 T0 / 2 ⎤ j nω 0 t
∑
− j n ω0 t
xT0 (t ) = ⎢ T ∫− T0 / 2 T0
x ( t ) e dt ⎥e
n =−∞ ⎣ 0 ⎦
+∞
⎡ Δω T0 /2 ⎤ j nω 0 t
=∑ ⎢ ∫ x ( t ) e − j nω 0 t
dt ⎥ e
n =−∞ ⎣ 2π
T0
− T0 /2
⎦
+∞
1 ⎡ T0 /2 x (t ) e − j n ω 0 t dt ⎤ e j n ω 0 t Δω
=
2π
∑
n =−∞
⎢
⎣ ∫− T0 /2
T0 ⎥⎦
⎧ 1 +∞
⎡ T0 /2 x (t ) e − j n ω 0 t dt ⎤ e j n ω 0 t Δω ⎫
lim xT0 (t ) = lim ⎨
T0 →∞ T0 →∞ 2π
⎩
∑ ⎢ ∫−T0 /2 T0
n =−∞ ⎣
⎥⎦ ⎬
⎭
= x(t )
5
As T0 → ∞,
∞ ∞
∑
n =−∞
⇒ ∫−∞

Δω ⇒ dω
n ω0 ⇒ ω
1 ⎧ +∞ ⎡ T0 /2 ⎫
lim xT0 (t ) = lim ⎨ ∑ ∫ xT0 (t ) e − j n ω0 t dt ⎤ e j n ω0 t Δω ⎬
T0 →∞ 2π T0 →∞ ⎩ n =−∞ ⎣⎢ −T0 /2 ⎦⎥ ⎭
= x(t )

1 ∞
⎡ ∞ x (t ) e − j ω t dt ⎤ e j ω t d ω
x (t ) =
2π ∫−∞ ⎢⎣ ∫−∞ ⎥⎦
= X (ω )

In summary,
∞
X (ω ) =F [ x (t ) ] = ∫ x (t ) e − j ω t dt [Fourier Transform]
−∞

1 ∞
x (t ) = F [ X (ω )] =
−1
∫ X (ω ) e jωt
d ω [Inverse Fourier Transform]
2π −∞

We say that x (t ) and X (ω ) form a Fouier transform pair:

x (t ) ↔ X (ω )
6
• X(ω) is the frequency-domain representation of the time-domain
signal x(t). Both functions x(t) and X(ω) represent the same thing!
• The transformation pair is unique, one-to-one, and invertible.
• Like the cn of the FS, the FT’s X(ω) is a complex-valued function;
thus, X (ω ) = X (ω ) e jθ (ω ) , where θ (ω ) = X (ω )
⎧⎪ X (ω ) : the magnitude spectrum (or amplitude spectrum)
⇒⎨
⎪⎩ θ (ω ) : the phase spectrum
• If x(t) is a real-valued signal, then X(-ω) = X*(ω).
Proof):
∞
FT: X (ω ) = ∫ −∞
x (t ) e − j ω t dt
By taking complex conjugation on both sides of the FT,
*
X (ω ) = ⎡ ∫ x (t ) e dt ⎤
∞
* − jω t
⎢⎣ −∞ ⎥⎦
∞ ∞ − j ( −ω ) t
=∫ *
x (t ) e jω t
dt = ∫ x* (t ) e dt = X ( −ω )
−∞ −∞

7
Existing condition of the Fourier Transform*
The Fourier transform X (ω ) of x (t ) exists, if the following
Dirichlet conditions are satisfied.
∞
1. x (t ) is absolutely integrable; that is, ∫
−∞
x (t ) dt < ∞.
2. x (t ) has a finite number of maxima and minima within any finite interval.
3. x (t ) has a finite number of discountinuities within any finite interval, and
each of these discontinuities is finite.
⇒ Note that this set of conditions together are sufficient to guarantee the
existence of the Fourier transform; however, they are not necessary!
For examples, cosω0t , sinω0t , and u(t ) are not absolutely integrable, but
they do have Fourier transform!

8
The Fourier Transform of Some Important Functions
• A Gate Function (or A Rectangular Pulse Signal) x (t )
τ τ
x (t ) = A, for − < t<
2 2

∞ τ /2
X (ω ) = ∫ Ae − jωt dt = A ∫ e − jωt dt
−∞ −τ /2
τ /2
A − jωt ⎛ A⎞ ⎛ ωτ ⎞
=− e = ⎜− ⎟ ⋅ ( − j 2 ) ⋅ sin ⎜ ⎟ X(ω)
jω −τ /2 ⎝ jω ⎠ ⎝ 2 ⎠
⎛ ωτ ⎞
sin ⎜ ⎟ Aτ
2A ⎛ ωτ ⎞ 2 A ⎛ ωτ ⎞ ⎝ 2 ⎠
= ⋅ sin ⎜ ⎟= ⋅⎜ ⎟ ⋅ ωτ
ω ⎝ 2 ⎠ ω ⎝ 2 ⎠ ⎛ ⎞
⎜ ⎟
⎝ 2 ⎠
⎛ ωτ ⎞
sin ⎜ ⎟
⎝ 2 ⎠
= Aτ ⋅ ω
⎛ ωτ ⎞ 0
⎜ ⎟
⎝ 2 ⎠
⎛ ωτ ⎞ 10π 8π 6π 4π 2π 2π 6π 8π 10π
= Aτ ⋅ sinc ⎜
4π
− − − − − 0
⎟ τ τ τ τ τ τ τ τ τ τ
⎝ 2 ⎠
9
 FT Spectrum Plots

• Single-sided Exponental Signal (for a > 0)

⎧ e − at , t≥0 x(t)
x (t ) = ⎨
⎩ 0, otherwise

∞ ∞ − ( a + jω )t
X (ω ) = ∫ e − at
e − jωt
dt = ∫ e dt
0 0
∞
1 1
e(
− a + jω )t
=− =
a + jω 0
a + jω
Thus,
⎧ 1
⎪ X (ω ) =
⎪ a2 + ω2
⎨
⎪ X (ω ) = − tan −1 ⎛ ω ⎞
⎪⎩ ⎜ ⎟
⎝a⎠ 10
Frequency Response

h(t)

The Fourier transform of the impluse response h(t) is called the

frequency response H(ω). That is, they form a Fourier transform
pair:
That is, h (t ) and H (ω ) form a Fouier transform pair:
h(t ) ↔ H (ω )
where
∞
H (ω ) =F [ h(t ) ] = ∫ h (t ) e − j ω t dt [Fourier Transform]
−∞

1 ∞
h(t ) = F −1
[ H (ω )] = ∫ H (ω ) e jωt d ω [Inverse Fourier Transform]
2π −∞

11
 If x(t) is, in fact, an LTI system’s impulse response and
conventionally being denoted as h(t), then X(ω) = H(ω) is the
frequency response of the LTI system. That is,
Example: In the gate function case,
τ τ ⎛ ωτ ⎞
h (t ) = A, for − < t < ↔ H (ω ) = Aτ ⋅ sinc ⎜ ⎟
2 2 ⎝ 2 ⎠
Example: In the exponential function case,
⎧ e − at , t≥0; 1
h (t ) = ⎨ ↔ H (ω ) = (where a ≥ 0)
⎩ 0, otherwise. a + jω

• If h(t) is a filter, then can you tell what kind of filtering is performed
in each case, simply based on the magnitude spectrum plot?
• Quite often, we exploit the existing FT pairs to find out the inverse
FT of more complicated one. See an example in the next page.

12
Example: Find the impulse response h (t ) of an LTI system's freuqncy response H (ω )
−6 − j 7ω
H (ω ) =
2 (1 + jω )( 2 + jω )
Solution:
Using the partial fraction expansion method to convert the product term into the summation terms
−6 − j 7ω A B
H (ω ) = = +
2 (1 + jω )( 2 + jω ) (1 + jω ) ( 2 + jω )
−6 − j 7ω −6 + 7 1
Multiply both sides by (1 + jω ) and let jω = −1: A = = =
2 ( 2 + jω ) jω =−1
2(2 − 1) 2

−6 − j 7ω −6 − 7( −2)
Multiply both sides by ( 2 + jω ) and let jω = −2: B = = = −4
2 (1 + jω ) jω =−2
2(1 − 2)

⎛1⎞
⎜ ⎟ ( −4 ) 1 4
2
⇒ H (ω ) = ⎝ ⎠ + = −
(1 + jω ) ( 2 + jω ) 2 (1 + jω ) 2 + jω
1
Since h (t ) = e − at , for t ≥ 0 ↔ H (ω ) = , the impulse response can be found
a + jω
by computing the inverse FT of H (ω ), term by term. By inspection, we can get
1 −t
h (t ) = e − 4e −2 t , for t ≥ 0
2
13
• The Unit-strength Impulse Function F [δ (t )] = 1
Proof):
x (t ) = δ (t )
∞
X (ω ) = F [ x (t )] = F [δ (t )] = ∫ δ (t ) e − jωt dt = e − jω⋅0 = e0 = 1
−∞
x(t) = δ (t) X(ω) = F [δ (t)]

1 1

t ω
0 0

Since X(ω) is a real number, we have a zero phase constantly, from –∞ to + ∞!

Reversely, the inverse Fourier transform of 1 is δ(t). That is,

1 ∞ 1 ∞
F −1
[1] = ∫ 1⋅ e jω t
dω = ∫ e j ω t d ω = δ (t )
2π −∞ 2π −∞

⇒ ∫−∞
∞
e jω t
d ω = 2π δ (t ) ( or, ∫
−∞
∞
e j x a dx = 2π δ ( a ) )
This is a very useful integration identity, as the direct integration is difficult.
14
• By interchanging the variables "t" and "ω" of the previously derived
∞ ∞
∫ ∫
jω t
e d ω = 2π δ (t ) , we can have e j ω t dt = 2π δ (ω )
−∞ −∞

• Since δ (t ) is an even function, thus, δ (− a ) = δ (a ) and

∞ ∞
∫ dx = 2π δ (−a ) = 2π δ (a ) = ∫ e j x a dx
− j xa
e
−∞ −∞

In summary,
∞ ∞
∫ dx = ∫ e − j x a dx = 2π δ (a )
j xa
e
−∞ −∞

15
• The Impulse Function with Strength A F [ A δ (t )] = A
Proof):
x (t ) = A δ (t )
∞ ∞
F [ A δ (t ) ] = ∫ A δ (t ) e − jωt
dt = A ∫ δ (t ) e − jωt dt = Ae − jω⋅0 = A
−∞ −∞

x(t) = Aδ (t) X(ω) = F [Aδ (t)]

A A

t ω
0 0

Reversely,
1 ∞ 1 ∞
F −1 [ A] = ∫ A ⋅ e j ωt d ω = A ∫ e j ωt d ω = A δ (t )
2π −∞ 2π −∞

= δ (t )

16
• Fourier Transform of a Constant A F [ A ] = 2 π A δ (ω )
Proof):
Consider x (t ) = A.
∞
F [ A ] = ∫ Ae − jωt dt = 2π A δ (ω )
−∞

by using the following identity dervied earlier:

∞ ∞
∫ dx = ∫ e − j x a dx = 2π δ ( a )
j xa
e
−∞ −∞

x(t) X(ω)

A 2π A δ (ω)

t 0 ω
0

17
• Fourier Transform of an Exponential e ± j ω 0 t F ⎡⎣ e ± j ω t ⎤⎦ = 2 π δ (ω ∓ ω0 )
0

Proof):
∞ j ( ω −ω ) t ∞
F ⎡⎣ e ⎤⎦ = ∫ e
jω0 t
e dt = ∫ e 0 dt
jω0 t − jω t
−∞ −∞

By using the following identity dervied earlier:

∞ ∞
∫ dx = ∫ e − j x a dx = 2π δ ( a )
j xa
e
−∞ −∞

Thus,
∞
F ⎡⎣ e jω0 t
⎤⎦ = ∫ e j (ω0 −ω ) t dt = 2π δ (ω0 − ω ) = 2π δ (ω − ω0 )
−∞

Similarly, F ⎡⎣ e − j ω 0 t ⎤⎦ = 2 π δ (ω + ω0 )

Insights:
jω0 t
• Note that signal e is a complex -valued signal; thus, it has only one
spectrum exists at ω = ω 0 alone.
• There is an extremely important fact that exploits this FT result, as follows.

18
• Fourier Transform of an impulse train δ T 0 (t ) F ⎡⎣δ T (t ) ⎤⎦ = ω 0 δ ω (ω )
0 0

⎛ 2π ⎞
δ T (t ) ↔ ω 0 δ ω (ω )
0 0
⎜⎜ where ω 0 = ⎟⎟
⎝ T 0 ⎠

δ T (t )
0

... ...
1

t
−3T0 − 2T0 − T0 0 T0 2T0 3T0

Proof): The equidistance unit-strength impulse train

δ T ( t ) = ... + δ ( t − 3T 0 ) + δ ( t − 2T 0 ) + δ ( t − T 0 ) + δ ( t )
0

+∞
+ δ ( t + T 0 ) + δ ( t + 2T 0 ) + δ ( t + 3T 0 ) + ... = ∑ δ ( t − nT ) 0
n =−∞
+∞
The FS representation : δ T 0 ( t ) = ∑
j n ω0 t
cn e
n =−∞

1 T 0 /2 1 T 0 /2 1
δT (t ) e δ (t ) e
− j n ω0 t − j n ω0 t
where cn =
T0 ∫ −T 0 /2 0
dt =
T0 ∫ −T 0 /2
dt =
T0
− j n ω 0 ⋅0 19
=e =1
 +∞ ⎛ 1 ⎞ j n ω 0 t 1 +∞ j n ω 0 t
δT 0 ( t ) = ∑ ⎜ ⎟ ⋅ e = ∑ e
⎜ ⎟
n =−∞ ⎝ T 0 ⎠ T 0 n =−∞
By taking the Fourier transform on both sides,
⎡1 +∞ ⎤ 1 ⎡ +∞ j n ω 0 t ⎤ 1 ⎡ +∞ ⎤
F ⎣δ T 0 ( t ) ⎦ = F ⎢
⎡ ⎤ ∑ e
j n ω0 t
⎥= F ⎢∑ e ⎥ T ⎢∑
= 2π δ ( ω − n ω 0 )⎥
⎢⎣ T 0 n =−∞ ⎥⎦ T 0 ⎣ n =−∞ ⎦ 0 ⎣ n =−∞ ⎦
⎡ +∞ ⎤
= ω 0 ⎢ ∑ δ (ω − n ω 0 ) ⎥ = ω 0 ⋅ δ ω 0 (ω )
⎣ n =−∞ ⎦
δ ω (ω )
0

ω0

... ... ω
−4ω0 − 3ω0 − 2ω0 − ω0 0 ω0 2ω0 3ω0 4ω0

The Fourier transform of an impulse train is still an impulse train,

except the scaling factor on the amplitude by ω0 and the line spacing;
T0 in the time-domain impulse train and ω0 in the frequency-domain
impulse train, where ω0 = 2π /T0.
20
Fourier Transform

(Part II)

Properties

21
• Linearity (or Superposition)
If x1 (t ) ↔ X 1 (ω ) and x2 (t ) ↔ X 2 (ω ), then
a1 x1 ( t ) + a2 x2 ( t ) ↔ a1 X 1 (ω ) + a2 X 2 (ω )

Proof):
∞
F ⎡⎣ a1 x1 ( t ) + a2 x2 ( t )⎤⎦ = ∫ ⎡⎣ a1 x1 ( t ) + a2 x2 ( t )⎤⎦ e − j ω t dt
−∞
∞ ∞
∫−∞ ⎡⎣a1 x1 ( t )⎤⎦ e dt + ∫ ⎡⎣ a2 x2 ( t ) ⎤⎦ e − j ω t dt
− jω t
=
−∞
∞ ∞
= a1 ∫ x1 ( t ) e − jω t
dt + a2 ∫ x2 ( t ) e − j ω t dt
−∞ −∞

= a1 X 1 (ω ) + a2 X 2 (ω )
( or F ⎡⎣ a1 x1 ( t ) + a2 x2 ( t ) ⎤⎦ = a1F ⎡⎣ x1 ( t ) ⎤⎦ + a2F ⎡⎣ x2 ( t ) ⎤⎦ )

22
• Time Shiftng
If x(t ) ↔ X (ω ), then x( t − τ ) ↔ e − j ω τ X (ω )
Proof):
( Let u = t − τ ⇒ t = u + τ , du = dt )
∞ ∞
F [ x( t − τ )] = ∫ x( t − τ ) e − jω t
dt = ∫ x( u ) e
− j ω ( u +τ )
du
−∞ −∞
∞
=e − jω τ
∫ x( u ) e − j ω u du = e − j ω τ X (ω )
−∞

23
• Frequency Shiftng
X (ω − ω0 )
jω0 t
If x (t ) ↔ X (ω ), then x( t ) e ↔
Proof):
jω0 t ∞
⎤ = ∫ x( t ) e jω0 t ∞ ( )
− j ω −ω 0 t
F ⎡⎣ x ( t ) e ⎦ −∞ e − jω t
dt = ∫ x( t ) e dt
−∞

= X (ω − ω0 )

24
• Time Scaling
1 ⎛ω ⎞
If x (t ) ↔ X (ω ), then x (a t ) ↔ X⎜ ⎟
a ⎝a⎠
for a real constant a.
u
Proof): Let u = a t and a > 0 ⇒ t =
a
⎛u⎞
∞ 1 ∞ −jω ⎜ ⎟ 1 ⎛ω ⎞
F [ x ( a t )] = ∫ x ( a t ) e − j ω t dt = ∫ x (u ) e ⎝a⎠
du = X⎜ ⎟
−∞ a −∞ a ⎝a⎠
1 ⎛ω ⎞
For a < 0, similarly, this leads to F [ x ( a t )] = − X ⎜ ⎟
a ⎝a⎠
1 ⎛ω ⎞
Combine both together x (a t ) ↔ X⎜ ⎟
a ⎝a⎠
∗ Note that if a = −1, x ( − t ) ↔ X ( −ω ) (Time Reverse property)

25
• Time Differentiation
d x (t )
↔ jω X (ω )
dt
Proof):
1 ∞
∫
jω t
The inverse Fourier transform of X (ω ) is x (t ) = X (ω ) e d ω.
2π −∞

d x (t ) 1 d ⎡ ∞ ⎤ 1 ∞ d
∫ ∫
jω t jω t
⇒ = X (ω ) e d ω = X (ω ) ( e ) dω
dt 2π dt ⎣ ⎢ −∞ ⎥
⎦ 2π −∞ dt
1 ∞
= ∫ [ jω X (ω ) ] e jω t
dω
2π −∞

d x (t )
Clearly, is the inverse Fourier transform of jω X (ω ).
dt
PS: Continue such differentiation for n times, we can get
d n x (t )
↔ ( jω ) X (ω )
n
n
dt
26
• Integration property
t 1
∫ −∞ x(τ )dτ ↔ π X (0) δ (ω ) + jω X (ω )
Proof): We have
t
∫ −∞
x (τ ) dτ = x (t ) ∗ u(t )
Thus, by the time convolution theorem we obtain
⎡ 1 ⎤ 1
F [ x (t ) ∗ u(t )] = X (ω ) ⋅ ⎢π δ (ω ) + ⎥ = π X (ω ) δ (ω ) + X (ω )
⎣ jω ⎦ jω
1
= π X (0) δ (ω ) + X (ω )
jω
since X (ω ) δ (ω ) = X (0) δ (ω ).

27
• Duality (or Symmetry)
If x (t ) ↔ X (ω ), then X (t ) ↔ 2π x ( −ω )
Proof):
From the inverse Fourier transform
1 ∞ ∞
∫ ∫
jω t jω t
x (t ) = X (ω ) e d ω ⇒ 2π x ( t ) = X (ω ) e dω
2π −∞ −∞

∞
⇒ 2π x ( −t ) = ∫ X (ω ) e − j ω t d ω
−∞

Exchange the position of variables t and ω in the above equation:

∞
2π x ( −ω ) = ∫ X (t ) e − j ω t dt = F [ X (t )]
−∞

28
 • Time Convolution
If x(t ) ↔ X (ω ), h(t ) ↔ H (ω ), and y (t ) ↔ Y (ω ), then
Y (ω ) = F [ h(t ) ∗ x(t ) ] = H (ω ) X (ω )
Proof):
∞ ∞
Y (ω ) = ∫
−∞
y (t ) e − jω t
dt = ∫
−∞
[ h(t ) ∗ x(t ) ] e − j ω t dt

= ∫ ∫ h(τ ) x(t − τ )dτ ⎤ e − j ω t dt

⎡
∞ ∞
A key foundation for
⎢ −∞
−∞ ⎣ ⎦⎥ “filtering” topic!!
= ∫ h(τ )dτ ∫ x(t − τ ) e − j ω t dt ⎤
⎡
∞ ∞

−∞ ⎢⎣ −∞ ⎥⎦
Let λ = t − τ ; hence, t = λ + τ and d λ = dt. Then,

Y (ω ) = ∫ h(τ )dτ ∫ x(λ ) e ( ) dt ⎤

⎡
∞ ∞ − j ω λ +τ
−∞ ⎢⎣ −∞ ⎥⎦
⎡ ∞
= ∫ h(τ )e − jω τ
dτ ⋅ ∫ x(λ ) e − j ω λ dt ⎤ = H (ω ) X (ω )
⎤ ⎡ ∞

⎣⎢ −∞ ⎦⎥ ⎣⎢ −∞ ⎥⎦
Convolution in the time domain ⇔ Multiplication in the frequency domain
29
 • Time Multiplication
1
x1 (t ) x2 (t ) ↔ X 1 (ω ) ∗ X 2 (ω )
2π

Proof): By definitions, we have

∞
A key foundation for
F [ x1 (t ) x2 (t )] = ∫ x1 (t ) x2 (t ) e − jω t
dt “sampling” topic!!
−∞

⎡ 1 ∞
∞ ⎤
= ∫ ⎢ ∫ X 1 (λ )e jλ t d λ ⎥ x2 (t ) e − jωt dt
−∞ 2π −∞
⎣ ⎦
1 ∞ ⎡ ∞
⎤dλ
2π ∫−∞ ⎢⎣ ∫−∞ 2
− j (ω − λ )t
= X ( λ ) x (t ) e dt
1 ⎥⎦
1 ∞ 1
=
2π ∫ −∞
X 1 (λ ) X 2 (ω − λ ) d λ =
2π
X 1 (ω ) ∗ X 2 (ω )

Multiplication in the time domain ⇔ Convolution in the frequency domain

30
• Parseval's Theorem
∞ 2
1 ∞ 2

∫
−∞
x(t ) dt =
2π ∫−∞
X (ω ) d ω

Proof):
∞ 2 ∞ ∞
∫ x(t ) dt = ∫ x(t ) x (t ) dt = ∫ x(t ) x* (t ) dt
*
−∞ −∞ −∞
*
∞ ⎛ 1 ∞ ⎞ ∞
= ∫ x(t ) x (t ) dt = ∫ x(t ) ⎜
*
∫ X (ω ) e jωt
d ω ⎟ dt
−∞ −∞
⎝ 2π −∞
⎠
∞ ⎛ 1 ∞ * ⎞
= ∫ x(t ) ⎜ ∫ X (ω ) e − jωt
d ω ⎟ dt
−∞
⎝ 2π −∞
⎠
(Now, changing the order of integration)
1
(∫ ) 1
∞ ∞ ∞ 2

∫ ∫
− jωt
= X (ω )
*
x(t ) e dt dω = X (ω ) dω
2π −∞ −∞ 2π −∞

= X (ω )

31
 Summary: Fourier Transform Pairs
x (t ) X (ω )
δ (t ) 1
δ (t − τ ) e − j ωτ
1 2π δ (ω )
e jω t 0
2π δ (ω − ω0 )
cos ω0t π ⎡⎣δ (ω − ω0 ) + δ (ω + ω0 ) ⎤⎦
sin ω0t − jπ ⎡⎣δ (ω − ω0 ) − δ (ω + ω0 )⎤⎦
1
u (t ) π δ (ω ) +
jω
1
u ( −t ) π δ (ω ) −
jω
1
e− a t u ( t ) , a > 0
a + jω
1
t e−a t u ( t ) , a > 0
( a + jω )
2

32
 x (t ) X (ω )
2a
e− a t , a > 0
a2 + ω2
2
sgn t
jω
δ T (t )
0
ω0 ⋅ δ ω (ω )
0

∞ ∞
2π
= ∑ δ (t − n T ) 0
= ω0 ∑ δ (ω − n ω0 ), ω 0 =
n = −∞ n = −∞ T0
⎧ 1, t <a sin aω
pa ( t ) = ⎨
t >a
2a
aω
( = 2a sinc ( aω ))
⎩0,
sin at ⎛ a ⎞ ⎧1, ω <a
⎜ = sinc ( at ) ⎟ pa ( ω ) = ⎨
πt ⎝ π ⎠ ⎩ 0, ω >a

33
 Summary: Fourier Transform Properties
Property Signal Fourier Transform
( Establishing x (t ) X (ω )
notations ) x1 ( t ) X 1 (ω )
x2 ( t ) X 2 (ω )
Linearity a1 x1 ( t ) + a2 x2 ( t ) a1 X 1 (ω ) + a2 X 2 (ω )
Time shifting x (t −τ ) e − j ωτ X (ω )
e x (t ) X (ω − ω0 )
jω t
Frequency shifting 0

1 ⎛ω ⎞
Time scaling x ( at ) X⎜ ⎟
a ⎝a⎠
Time reverse x ( −t ) X ( −ω )
d x (t )
Time differentiation jω X (ω )
dt
d n x (t )
( jω ) X (ω )
n

dt n
d X (ω )
Frequency differentiation ( − jt ) x ( t )
dω
d X (ω )
n

( − jt ) x ( t )
n

dω n

34
 Property Signal Fourier Transform
1
∫ −∞ x(τ )dτ π X (0) δ (ω ) + X (ω )
t
Integration
jω
Duality X (t ) 2π x ( −ω )
Convolution x1 ( t ) ∗ x2 ( t ) X 1 (ω ) X 2 (ω )
1
Multiplication x1 ( t ) x2 ( t ) X 1 (ω ) ∗ X 2 (ω )
2π
Real signal x ( t ) = xe ( t ) + xo ( t ) X (ω ) = A (ω ) + jB (ω )
X ( −ω ) = X * (ω )
Even component xe ( t ) Re{ X (ω )} = A (ω )
Odd component xo ( t ) j Im { X (ω )} = jB (ω )
1
x ( t ) dt = X (ω ) d ω
∞ 2 ∞ 2
Parseval's theorem ∫−∞
2π
∫−∞

35
The Frequency Response of
Continuous-time LTI System

⎯ Filtering ⎯

Y (ω ) = F [ h(t ) ∗ x (t )] = H (ω ) X (ω )

36
Filter
Frequency Response

A filter is a circuit that is designed to pass

signals with desired frequencies and reject or
attenuate others.
a) Lowpass filter ⎯ pass only frequencies from
dc up to the cutoff frequency ωc.
b) Highpass filter ⎯ pass all frequencies above
the cutoff frequency ωc.
c) Bandpass filter ⎯ pass all frequencies within a
band of frequencies, ω1 < ω <ω2.
d) Bandstop filter ⎯ stop or eliminate all
frequencies within a band of frequencies,
ω1 < ω <ω2.
PS: The drawing with vertical cut-off is ideal only!

37
Bandwidth, BW
• An LTI System:

BW

• A signal:

A signal x (t ) is called a band -limited signal if

X (ω ) = 0 for ω > Bandwidth, BW

38
Frequency Response
Recap:
The Fourier transform of the impluse response is called the
frequency response. That is, they form a Fourier transform pair:

That is, h(t ) and H (ω ) form a Fouier transform pair:

h(t ) ↔ H (ω )
where
∞
H (ω ) =F [ h(t ) ] = ∫ h (t ) e − j ω t dt [Fourier Transform]
−∞

1 ∞
h (t ) = F −1
[ H (ω )] = ∫ H (ω ) e − j ω t d ω [Inverse Fourier Transform]
2π −∞

39
Consider an LTI system, and Y (ω ) , X (ω ) and H (ω ) are
the Fourier transforms of y (t ), x (t ), and h(t ), respectively.

x (t ) h(t ) y (t ) = x (t ) ∗ h (t )

−1 (Impulse Response)
F
Time domain

Freq. domain
F

X (ω ) H (ω ) Y (ω ) = X (ω ) H (ω )

(Frequency Response)

40
Why the impulse response is qualified to fully characterize the LTI system?

Frequency
“Black Response
Box”
System

Characterization

x (t ) h(t ) y (t ) X (ω ) H (ω ) Y (ω )
= x (t ) ∗ h (t ) = X (ω ) H (ω )
(Impulse Response) (Frequency Response)

41
Transfer Function

The function H (ω ) is called the transfer function or

the frequency response of the system.
Y (ω )
=| H (ω ) | θ H (ω )
j θ H (ω )
H (ω ) = =| H (ω ) | e
X (ω )
where H (ω ) = the magnitude response
θ H (ω ) = the phase response
of the system.

42
Consider
X (ω ) = X (ω ) e j θ X (ω )
and Y (ω ) = Y (ω ) e j θ
Y (ω )

Both are complex-valued functions in polar form, thus we have

Y (ω ) = X (ω ) H (ω )
θY ( ω ) = θ X ( ω ) + θ H ( ω )
Hence, the magnitude spectrum X (ω ) of the input is multiplied by
the magnitude response H (ω ) of the system to determine the magnitude
spectrum Y (ω ) of the output, and the phase response θ H (ω ) is added to
the phase spectrum θ X (ω ) of the input to produce the phase spectrum
θY (ω ) of the output.
⇒ The LTI system H (ω ) " shapes " the input signal's spectrum X (ω )
through gain H (ω ) (via multiplication ) and phase θ H (ω ) (via addition ).
43
 H

For a periodic voltage signal,

(Superposition)
+∞

∑ cn e
j n ω0 t
v (t ) = H
n =−∞
∞
= a0 + ∑{ an cos ( n ω 0 t ) + bn sin ( n ω 0 t ) }
n =1
∞
= a0 + ∑ An cos ( n ω 0 t + θ n )
n =1 H

44
 Example: LTI System
vin(t) |H(ω)|

vout(t)
… …

A sawtooth voltage input signal, vin (t ), is applied to an LTI system with the
frequency response as shown. The FS representation in the trigonometric
form was previously obtained (from our Tutorial #8 Q2):
1 1 ∞ 1 1 1 1 ∞
1
vin (t ) = − ∑ sin 2 n π t = − sin 2 π t − sin 4 π t − ∑ sin 6 π t − ...
2 π n =1 n 2 π 2π n =1 n

What is the output voltage waveform, vout (t ) ?

In order to keep more harmonics terms, how do you design the cut-off
frequency ωc ?
45
Example:
Consider the transfer function of an LTI system:
d y (t )
2 + y (t ) = x(t )
dt
Find the output response y (t ) for the input excitation x(t ) = 2 e −3t u (t )
Solution:
Take the FT on both sides of the ordinary differential equation:
2 ( jω ) Y (ω ) + Y (ω ) = X (ω )
( j 2ω + 1) Y (ω ) = X (ω )
Y (ω ) 1
⇒ H (ω ) = =
X (ω ) 1 + j 2ω
1
Based on the FT pair: − at
x(t ) = e u (t ) ↔ X (ω ) =
a + jω
2
we can easily obtain X (ω ) =
3 + jω 46
 1 2 2
⇒ Y (ω ) = H (ω ) X (ω ) = ⋅ =
1 + j 2ω 3 + jω (1 + j 2ω )( 3 + jω )
A B
= +
1 + j 2ω 3 + jω
where constants A and B can be found via partial fraction expansion:
2 2
A= = = 0.8
3 + jω jω =−0.5
2.5
2 2
B= = = −0.4
1 + j 2ω jω =−3
−5
0.8 −0.4
⇒ Y (ω ) = +
1 + j 2ω 3 + jω
Take the inverse Fourier transform on both side of the transfer function:

47
 ⎧ 0.8 −0.4 ⎫ −1 ⎧ 0.8 ⎫ −1 ⎧ −0.4 ⎫
F −1 {Y (ω )} = F −1 ⎨ + ⎬ = F ⎨ ⎬ + F ⎨ ⎬
⎩1 + j 2ω 3 + jω ⎭ ⎩1 + j 2ω ⎭ ⎩ 3 + jω ⎭
⎧ 0.8 ⎫ −1 ⎧ 1 ⎫ −1 ⎧ 0.5 ⎫
where F −1 ⎨ ⎬ = 0.8 F ⎨ ⎬ = 0.8 F ⎨ ⎬
⎩1 + j 2ω ⎭ ⎩1 + j 2ω ⎭ ⎩ 0.5 + jω ⎭
⎧ 1
−1 ⎫
= 0.4 F
⎨ ⎬ ↔ 0.4 e −0.5t u (t )
⎩ 0.5 + jω ⎭
⎧ −0.4 ⎫ −1 ⎧ 1 ⎫
F −1 ⎨ ⎬ = −0.4 F ⎨ ⎬ ↔ − 0.4 e −3t u (t )
⎩ 3 + jω ⎭ ⎩ 3 + jω ⎭
Thus, y (t ) = 0.4 ( e −0.5t − e −3t ) u (t )

48
 Harry Nyquist

Sampling Theorem

Claude E. Shannon
1
 Sampling
• A discrete-time signal may be generated by a natural process (say,
daily stock index, hourly-taken temperature recording of a chemical
process, etc.) or produced based on a continuous-time (analog)
signal, which is our most concerned issue here.
• Computer can only handle discrete samples in essence.
• The involved foundation, converting from continuous-time to
discrete-time, is called Sampling Theorem.

2
x(t)
x(t ) x[n ] = x ( t ) ⋅ δTs ( t )
= x (t )
δT ( t ) t = nTs
= x ( nTs )
s

⎛ n ⎞
t = x⎜ ⎟
δT ( t ) ⎝ fs ⎠
0

… …
t

x[n]= x(nTs) T0 = Ts = 1/fs

n (or t) 3
• The impulse train signal δ T0 ( t ) is exploited for conducting
sampling operation via multiplication to take discrete-samples
of the continuous-time signal, every T0 seconds.

• δ T ( t ) → δ T ( t ) . Thus,
0 s

∗ The sampling period is Ts ( = T0 )

∗ The sampling frequency (or sampling rate) is f s = 1 / Ts .

4
x1[n]
0.5 Ts

n
x2[n]

Ts

n
x3[n]

2Ts

n 5
Two fundamental properties to be used for the sampling theorem:
1
• x1 (t ) x2 (t ) ↔ X 1 (ω ) ∗ X 2 (ω )
2π
⎛ 2π ⎞
• δ T (t ) ↔ ω0 δ ω0 (ω ) ⎜ where ω0 = ⎟
⎝ T0 ⎠
0

δ T (t )
0

1
... ... t
−3T0 − 2T0 − T0 0 T0 2T0 3T0
δ ω (ω )
0

ω0

... ... ω
−4ω0 − 3ω0 − 2ω0 − ω0 0 ω0 2ω0 3ω0 4ω0

6
• A signal x (t ) is called band -limited if X (ω ) = 0, for ω > ωM
(bandwidth); i.e., the bandwidth of a bandlimited signal is finite.
X (ω )

ω
−ωM 0 ωM
1
• Based on x1 (t ) x2 (t ) ↔ X 1 (ω ) ∗ X 2 (ω ),
2π
x (t ) is multiplied by an impulse train in the time domain; i.e.,
x (t ) ⋅ δ T0 (t )
which is equivalent to convolution of their spectra in the frequency
domain; i.e.,
1 ω0 1
X (ω ) ∗ ⎡⎣ω0 ⋅ δ ω0 (ω ) ⎤⎦ = X (ω ) ∗ δ ω0 (ω ) = X (ω ) ∗ δ ω0 (ω )
2π 2π T0
7
Three types of sampling processes
• Oversampling: ωs > ωN ( or fs > fN )
⇒ resulting in more samples being generated.

• Critical (or Nyquist) sampling: ωs = ωN ( or fs = fN )

⇒ the required minimum sampling rate without aliasing!

• Undersampling: ωs < ωN ( or fs < fN )

⇒ resulting in less samples being generated; thus,
incurring aliasing!

8
Impulse trains to be convolved by X(ω) …
X(ω)
ωs δ ω (ω )
s

Oversampling
ω

... ...
− 2ω s − ωs 0 ωs 2ω s
ω

ωs δω (ω )
Critical Sampling s

... ...
−3ωs − 2ωs − ωs 0 ωs 2ωs 3ωs
ω

ωs δω (ω )
Undersampling s

... ...
−4ωs − 3ωs − 2ωs − ωs 0 ωs 2ωs 3ωs 4ωs
ω
9
Resulted spectra after convolution …
1
X (ω ) ∗ δ ω0 (ω )
T0
Oversampling
... ... ω
−2ωs − ωs 0 ωs 2ωs
ωM ωs − ω M

1
X (ω ) ∗ δ ω0 (ω )
Critical Sampling T0

... ... ω
−3ωs − 2ωs − ωs 0 ωs 2ωs 3ωs

1
X (ω ) ∗ δ ω0 (ω )
Undersampling T0

... ... ω
−4ωs − 3ωs − 2ωs − ωs 0 ωs 2ωs 3ωs 4ωs
10
(Shannon) Sampling Theorem
Consider a band-limited signal x(t) (i.e., its frequency spectrum
has a zero value for frequencies above fM), the required sampling
frequency (or sampling rate) fs required to sample this signal
must satisfy the following condition:
fs ≥ 2 fM
in order to preserve the original (baseband) frequency content of
the signal x(t). (PS: If there is a need to fully reconstruct the
signal x(t) back, then it is possible to do so!)
• Oversampling: f s > 2 f M
(i.e., more samples are generated)
• Critical (or Nyquist) sampling: f s = 2 f M
(i.e., the minimum sampling rate)
• Undersampling: f s < 2 f M
(i.e., less samples are generated, and aliasing occurred)
11
Nyquist rate
Nyquist rate = 2 × the maximum frequency
i.e.,
fN = 2 × fM (⇒ for Bandlimited Signals )
Example:
(a). x(t ) = 10 cos(426π t )
Solution:
The Nyquist rate is ωa = 2π f a = 426π ; hence, f a = 213 Hz
f M = 213 Hz and f N = 2 × 213 = 426 Hz

(b). x(t ) = 10 cos(426π t − 60D ) − 2.5sin(1200π t − 20D )

Solution:
f M = max {213, 600} = 600 Hz and f N = 2 × 600 = 1200 Hz
12
 ⎛t ⎞ ⎛ω T ⎞
(c). x(t ) = rect ⎜ ⎟ ⎯⎯⎯ F .T .
→ X (ω ) = T sinc ⎜ ⎟
⎝ ⎠
T ⎝ 2 ⎠
Note that sinc function ranges from -∞ to + ∞; thus, the signal x(t) is
not bandlimited!

How do we cope with sampling issue for non-bandlimited signal?

Î Passing the signal to a low-pass filter to obtain a bandlimited
signal, then followed by sampling process using the Nyquist rate
criterion.

13
 Generation of discrete-time signals via sampling
An analog signal x (t ) = A cos (ω0 t + θ ) is under a sampling process
to generate its discrete-time version counterpart, x[n ].
( In general, we wish x[n ] can still keep the frequency content of x(t ).)
Notation: Subscripts a → analog; d → digital
f a = the analog frequency of x (t ) ( i.e., f a = f0 )
f s = the sampling frequency (or sampling rate)
f d = the normalized (digital) frequency of x[n ]
⇒
x[n ] = x (t ) t =nT = A cos (ω0 nTs + θ ) = A cos ( 2π f a nTs + θ )
s

⎡ ⎤
⎢ ⎛ fa ⎞ ⎥
= A cos ⎢ 2π × ⎜ ⎟ × n + θ ⎥ = A cos ( 2π × f d × n + θ )
⎢ ⎝Nfs ⎠ ⎥
⎢⎣ = fd ⎥⎦
14
Example:
(a). Consider an analog sinusoidal signal x (t ) = 10cos ( 426 π t ) . If the
sampling rate is 1 kHz and applied to x (t ), what is the resulted
discrete-time sinusoidal signal x[n ]?
(b). If the same sampling frequency 1 kHz is used to recover the analog
signal x (t ) from x[n ], what is the resulted signal analog signal x (t )?
Solution: Ts = 1 / f s = 1 / 1000
⎛ ⎞
(a). x[n ] = x (t ) t =nT = 10cos ( 426 π t ) = 10cos ⎜ 2π × 213
N × nTs ⎟
⎝ ⎠
s
= f a

⎛ ⎞
⎛ 1 ⎞ ⎜ 213 ⎟ ⎛ 213 ⎞
= 10cos ⎜ 2π × 213
N × n × ⎟ = 10cos ⎜ 2π × × n ⎟ = 10cos ⎜ nπ ⎟
⎝ = fa fs ⎠ ⎜ 1000
N ⎟ ⎝ 500 ⎠
⎝ = fd = fa / f s ⎠
213 f a f
(b). Since f s = 1000 Hz, f d = = = a ⇒ f a = 213 Hz
1000 f s 1000
Note: f a = 213 (in Hz) is the analog frequency of x (t )
213
fd = (no unit!) is the normalized (digital) frequency of x[n ]
1000 15
 (Con’t)
(c). If the sampling frequency used is 200 Hz instead, re-do the whole problem.
Solution: Ts = 1 / f s = 1 / 200
⎛ 213 ⎞ ⎡ ⎛ 13 ⎞ ⎤
x[n ] = x (t ) t =nT = 10cos ⎜ 2π × × n ⎟ = 10cos ⎢ 2π × ⎜ 1 + ⎟ × n⎥
s
⎝ 200 ⎠ ⎣ ⎝ 200 ⎠ ⎦
⎡ ⎛ 13 ⎞ ⎤ ⎡ ⎛ 13 ⎞ ⎤ ⎛ 13 ⎞
= 10cos ⎢ 2π n + 2π n × ⎜ ⎟⎥ = 10cos ⎢ 2π n × ⎜ ⎟⎥ = 10cos ⎜ π n ⎟
⎣ ⎝ 200 ⎠ ⎦ ⎣ ⎝ 200 ⎠ ⎦ ⎝ 100 ⎠

13 f a f
Since f s = 200 Hz, f d = = = a ⇒ f a = 13 Hz (Aliasing!)
200 f s 200
Note that the original 213 Hz tone can not be recovered due to undersampling!

End
16