Ceng 384 - Spring 2013 Week 5a: Signals and Systems For Computer Engineers

METU Computer Engineering
Ceng 384– Spring 2013

Week 5a
Signals and Systems
for Computer Engineers
Some slides, figures
and partial text are borrowed
from Lathi’s “Signal Processing &
Linear Systems” and Oppenheim &
Willsky’s “Signals and Systems”.
April 14 F. Y. Vural & S. Kalkan - CEng 384 1

Functions in terms of ‘simple’
functions
x(t) = sin(t) +
0.2cos(2t) +
0.1sin(5t)

The Analytic Theory of Heat
 Fourier wrote a book on the flow of heat at

molecule level (inspired from Newton).
 In this book, Fourier claimed that a periodic
function of a variable (continuous or
discontinuous) can be expanded in a series of
sines.
 This claim turned out not to be true for all
functions.
The Analytic Theory of heat,
 But, in any case, writing functions in terms of a 1822.
series of sine functions turned out to be very
influential.
 Johann Dirichlet later demonstrated the
convergence properties of Fourier series.
REMEMBER?
Example-1
 𝑥 𝑡 = 𝛼1 sin 2𝜋𝑡 + 𝛼2 cos 𝜋𝑡

𝑒 𝑗2𝜋𝑡 −𝑒 −𝑗2𝜋𝑡 𝑒 𝑗𝜋𝑡 +𝑒 −𝑗𝜋𝑡
= 𝛼1 + 𝛼2
2𝑗 2
 In general:
∞
𝑥 𝑡 = 𝑎𝑘 𝑒 𝑗𝑘𝑤0 𝑡
𝑘=−∞
𝛼1 𝛼2
𝑘 = −2 ⇒ 𝑎−2 = − 𝑘=1 ⇒ 𝑎1 =
2𝑗 2
𝛼2 𝛼1
𝑘 = −1 ⇒ 𝑎−1 = 𝑘=2 ⇒ 𝑎2 =
2 2𝑗

Example-2
 Find Fourier Series representation of:

 𝑥 𝑡 = 1 + cos(𝜔0 𝑡)
 In other words: Find 𝑎𝑘 in
∞
𝑥 𝑡 = 𝑎𝑘 𝑒 𝑗𝑘𝜔0𝑡
𝑘=−∞
1 𝑗𝜔0 𝑡 −𝑗𝜔0 𝑡
 𝑥 𝑡 = 1 + cos 𝑤0 𝑡 = 1 + 2 (𝑒 +𝑒 )
1 1
 𝑎0 = 1 𝑎1 = 2 𝑎−1 = 2
𝑎𝑘 = 0 for 𝑘 ≠ ∓1,0

Example-3

 𝑥 𝑡 = 1 + cos 𝑤0 𝑡 + sin(𝑤0 𝑡)
𝑥 𝑡 = 1 + cos 𝑤0 𝑡 + sin(𝑤0 𝑡)
1 𝑗𝑤0 𝑡 −𝑗𝑤0 𝑡 1 𝑗𝑤0 𝑡 −𝑗𝑤0 𝑡
=1+ 𝑒 +𝑒 + (𝑒 −𝑒 )
2 2𝑗
1
1 𝑗𝑤0 𝑡 1 −𝑗𝑤0 𝑡 (𝑗 = −𝑗)
=1+ 1−𝑗 𝑒 + (1 + 𝑗)𝑒
2 2
1 1
 𝑎0 = 1 𝑎1 = (1 − 𝑗) 𝑎−1 = (1 + 𝑗)
2 2
Magnitude: 1, 2/2, 2/2 Gives us magnitude and phase

𝜋 𝜋 spectrums.
Phase/Orientation: 0, − 4 , 4
 Theorem: A periodic function can be represented

as the superposition of sines and cosines or
superposition of complex exponentials (provided
that certain conditions are met).
∞ ∞
𝑥 𝑡 = 𝑎𝑘 𝑒 𝑗𝑘𝑤0 𝑡 𝑥 𝑡 = [𝐵𝑘 cos 𝑘𝑤0 𝑡 − 𝐶𝑘 sin 𝑘𝑤0 𝑡 ]
𝑘=−∞ 𝑘=1
1 𝑇 −𝑗𝑘𝑤0 𝑡
=> 𝑎𝑘 = 𝑥 𝑡 𝑒 𝑑𝑡
𝑇 0

Why is Fourier Series important?
as far as LTI systems are concerned…
 (basis) signals fk(t) have the property that:

x(t) = fk(t) y(t) = lkfk(t)
System
 i.e. the output signal is the same as the input signal, multiplied by the
constant “gain” lk (which may be complex)
 For CT LTI systems, we also have that

x(t) = Sk akfk(t) LTI y(t) = Sk aklkfk(t)
System
April 14 F. Y. Vural & S.8/16

Kalkan - CEng 384
Response of LTI to Complex
Exponential
Continuous Time Discrete Time

 𝑒 𝑠𝑡 → 𝐻 𝑠 𝑒 𝑠𝑡  𝑧𝑛 → 𝐻 𝑧 𝑧𝑛
 𝑠: a complex number.  z: a complex number
∞
𝑦 𝑡 = 𝑒 𝑠𝑡 ∗ℎ 𝑡
∞ y[𝑛] = ℎ 𝑘 𝑥[𝑛 − 𝑘]
= ℎ 𝜏 𝑥 𝑡 − 𝜏 𝑑𝜏 𝑘=−∞
∞
−∞
∞
= ℎ 𝑘 𝑧 𝑛−𝑘
= ℎ 𝜏 𝑒𝑠 𝑡−𝜏 𝑑𝜏
𝑘=−∞
−∞ ∞
∞
= 𝑒 𝑠𝑡 ℎ 𝜏 𝑒 −𝑠𝜏 𝑑𝜏 = 𝑧𝑛 ℎ 𝑘 𝑧 −𝑘
−∞ 𝐻 𝑠 𝑘=−∞ 𝐻 𝑧

In general…
Continuous Time Discrete Time

𝑠𝑘 𝑡 𝑛
 If 𝑥 𝑡 = 𝑘 𝑎𝑘 𝑒 then,  If 𝑥[𝑛] = 𝑎 𝑧
𝑘 𝑘 𝑘 then,
 then:  then:
𝑠𝑘 𝑡  𝑦[𝑛] = 𝑘 𝑎𝑘 𝐻 𝑧𝑘 𝑧𝑘𝑛
 𝑦𝑡 = 𝑘 𝑎𝑘 𝐻 𝑠𝑘 𝑒
 e𝑠𝑘𝑡  Eigenfunctions.
 𝐻(𝑠𝑘 )  Eigenvalues

Determining Fourier Series Representation
of CT Periodic Signals
 Given that a signal has a Fourier series representation, we have to

find {ak}. Multiplying by e jn0t

x(t )e  jn0t
  k e
a e
k  
jk0t  jn0t
 k
T T
 dt  
 jn0t j ( k  n )0 t T is the fundamental
x(t )e a e dt
0 0
k   period of x(t)


T
 ak  e j ( k  n )0t dt
0
k  
 Using Euler’s formula for the complex exponential integral

T T T
 dt   cos((k  n)0t )dt  j  sin((k  n)0t )dt
j ( k  n )0t
e
0 0 0
 It can be shown that

T j ( k  n ) t T k n
0 e 0
dt  
0 kn
Kalkan - CEng 384
Determining Fourier Series Representation
of CT Periodic Signals
 Therefore
T
an  1
T 0  x(t )e jn0t dt
 which allows us to determine the coefficients. Also note that this

result is the same if we integrate over any interval of length T (not just
[0,T]), denoted by
an  T1  x(t )e  jn0t dt
T
 To summarise, if x(t) has a Fourier series representation, then the pair

of equations that defines the Fourier series of a periodic, continuous-
time signal:  
x(t )   ak e jk0t
  ak e jk ( 2 / T )t
k   k  
ak  T1  x(t )e  jk0t dt  T1  x(t )e  jk ( 2 / T )t dt

T T

Kalkan - CEng 384
 {𝑎𝑘 }  Fourier series coefficients or spectral coefficients of

𝑥(𝑡).
1 𝑇
 𝑎0 = 𝑥 𝑡 𝑑𝑡
𝑇 0
  dc or constant component of x(t)
 i.e., it is the average value of x(t) over one period!

Example 1: Fourier Series sin(0t)
 The fundamental period of sin(0t) is 0
 By inspection we can write:

sin(0t )  1
2j e j0t  21j e  j0t
 So a1 = 1/2j, a-1 = -1/2j and ak = 0 otherwise
 The magnitude and angle of the Fourier coefficients
are:

Kalkan - CEng 384
Exercise

 𝑥 𝑡 = 1 + cos 𝜔0 𝑡 + sin(𝜔0 𝑡)
 USE: an  T1  x(t )e  jn0t dt

T
 Hint: check 𝑎0 , 𝑎1 , 𝑎−1 specifically and 𝑎𝑛 in general.

Example: Periodic Step Signal
 Consider the periodic square wave, illustrated by:
 and is defined over one period as:

1 | t | T1
x(t )  
0 T1 | t | T / 2
 Fourier coefficients:
T1 T1
e
2T1  jk0t  jk0t T1
a0   1dt 
1 ak  1
T dt   1
jk0T e
T T1
T1
T T1
2  e jk0T1  e  jk0T1 
  
k0T  2j  these
coefficients
 2 sin(k0T1 ) / k0T
are real
April 14
 sin(k T ) / k
F. Y. Vural & S. Kalkan0- CEng
1 384 16
Example 3: Periodic Step Signal
 For this example, instead of plotting both the magnitude and
the angle of the complex coefficients, we only need to plot

the value of the coefficients.
 Note we have an infinite series of non-zero coefficients
T=4T1
T=8T1
T=16T1

Kalkan - CEng 384
Today
 Convergence of Fourier Series

 Properties of Fourier coefficients

Convergence of Fourier Series
 Error of approximation:
 Approx. to 𝑥(𝑡): 𝑥𝑁 𝑡 = 𝑁
𝑎
𝑘=−𝑁 𝑘 𝑒 𝑗𝑘𝑤0 𝑡
 𝑒𝑁 𝑡 = 𝑥 𝑡 − 𝑥𝑁 (𝑡)
 𝐸𝑁 = 𝑇 𝑒𝑁 𝑡 2 𝑑𝑡
 The coefficients that minimize 𝐸𝑁 are given by:
 𝑎𝑘 = 𝑇 0
𝑥 𝑡 𝑒 𝑑𝑡
 If N ↑, then 𝐸𝑁 ↓ (if 𝑥(𝑡) has a Fourier S. Repr.)

Kalkan - CEng 384
 Fourier Series
 𝑥𝑁 𝑡 = 𝑁 𝑎
𝑘=−𝑁 𝑘 𝑒 𝑗𝑘𝑤0 𝑡
 𝑎𝑘 = 𝑇 0
𝑥 𝑡 𝑒 𝑑𝑡
 Problems in convergence:
 𝑎𝑘 may not be bounded.
 Even if 𝑎𝑘 are bounded, their combination might not be
bounded.
 Luckily, every continuous periodic signal has a
Fourier series representation.
 i.e., when 𝑁 → ∞ , 𝐸𝑁 → 0.
 This is also true for many discontinuous signals.
Kalkan - CEng 384
 Not every periodic signal can be represented as an
infinite Fourier series, however just about all

interesting signals can be (note that the step signal is
discontinuous)
 The Dirichlet conditions are necessary and sufficient
conditions on the signal.
 Condition 1. Over any period, 𝑥(𝑡) must be
absolutely integrable
T
x(t ) dt  
Guarantees that the coefficients are finite!
April 14 F. Y. Vural & S. Kalkan - CEng 384

 Example for condition-1:

1
𝑥 𝑡 = 𝑡
, 0<𝑡≤1

 Condition 2.
 In any finite interval, 𝑥(𝑡) has bounded variation
 i.e., there is no more than a finite number of

maxima and minima during any single period of the
signal
Example:
which satisfies the 1st condition.

 Condition 3.
 In any finite interval of time, there are only a finite

number of finite discontinuities.
Example:

Kalkan - CEng 384
Gibbs Phenomenon
At a discontinuity,
 there is ripple whose
magnitude does not
change no matter what N
becomes.
 The width of the ripple
shrinks with N.

Properties of CT Fourier Series
 Linearity:
 Given two signals 𝑥(𝑡) and 𝑦(𝑡) with:
ℱ𝒮
𝑥 𝑡 𝑎𝑘
ℱ𝒮
y 𝑡 𝑏𝑘
 The linear combination of the signals:
ℱ𝒮
𝑧 𝑡 = 𝐴𝑥 𝑡 + 𝐵𝑦 𝑡 𝑐𝑘
where 𝑐𝑘 = 𝐴𝑎𝑘 +𝐵𝑏𝑘
 Time-Shifting:
ℱ𝒮
𝑥 𝑡 − 𝑡0 𝑒 −𝑗𝑘𝑤0 𝑡0 𝑎𝑘

 Time Reversal:
 What happens to the coefficients when we reverse time?
 i.e., what is the relation bw the coefficients of 𝑥(−𝑡) and
𝑥(𝑡)?
∞ −𝑗𝑘𝑤0 𝑡 = ∞ 𝑗𝑚𝑤0 𝑡
𝑥 −𝑡 = 𝑘=−∞ 𝑎𝑘 𝑒 𝑚=−∞ 𝑎−𝑚 𝑒
ℱ𝒮 ℱ𝒮
𝑥 𝑡 𝑎𝑘 𝑥 −𝑡 𝑎−𝑘
 In fact:
 If x(t) is even: 𝑎−𝑘 = 𝑎𝑘
 If x(t) is odd: 𝑎−𝑘 = −𝑎𝑘
 Time Scaling:
 What happens to the coefficients when we scale time?
 i.e., what is the relation bw the coefficients of 𝑥(𝛼𝑡) and
𝑥(𝑡)?
∞
𝑥 𝛼𝑡 = 𝑎𝑘 𝑒 𝑗𝑘(𝛼𝑤0)𝑡
𝑘=−∞
 The coefficients don’t change but the representation does

since the fundamental frequency has changed.

 Multiplication:
 Given two signals 𝑥(𝑡) and 𝑦(𝑡) with:
ℱ𝒮
𝑥 𝑡 𝑎𝑘
ℱ𝒮
𝑦 𝑡 𝑏𝑘
 The multiplication of the signals:

∞
ℱ𝒮
𝑥 𝑡 𝑦 𝑡 𝑐𝑘 = 𝑎𝑙 𝑏𝑘−𝑙
𝑙=−∞

 Derivative
 Given two signals 𝑥(𝑡) with:
ℱ𝒮
𝑥 𝑡 𝑎𝑘
 Then:
𝑑𝑥 𝑡 ℱ𝒮
𝑗𝑘𝜔0 𝑎𝑘
𝑑𝑡

 Avg. Power & Parseval’s relation:
∞
1 2 𝑑𝑡 2
𝑥 𝑡 = 𝑎𝑘
𝑇 𝑇 𝑘=−∞

DT Fourier Series
 Similar to the CT case:

 Write 𝑥[𝑛] in terms of 𝑒 𝑗𝑘𝑤0𝑛 :
2𝜋
𝑗𝑘( 𝑁 )𝑛
𝑥𝑛 = 𝑎𝑘 𝑒 𝑗𝑘𝑤0 𝑛 = 𝑎𝑘 𝑒
𝑘 𝑘
 However, after some k value, the harmonic
components repeat themselves.
 Remember: in the CT case, they were all different.
 Therefore, we have the following:
𝑥𝑛 = 𝑎𝑘 𝑒 𝑗𝑘𝑤0 𝑛
𝑘=<𝑁>
𝑥 𝑛 = 𝑎0 𝜙0 𝑛 + ⋯ + 𝑎𝑁−1 𝜙𝑁−1 [𝑛]
𝑥 𝑛 = 𝑎1 𝜙1 𝑛 + ⋯ +𝑎𝑁 𝜙𝑁 [𝑛]
𝑥 𝑛 = 𝑎2 𝜙2 𝑛 + ⋯ +𝑎𝑁+1 𝜙𝑁+1 [𝑛]

DT Fourier Series
 Similar to the CT case:

 We can derive an expression for the coefficients:
1 2𝜋
−𝑗𝑘( 𝑁 )𝑛
𝑎𝑘 = 𝑥[𝑛]𝑒
𝑁
𝑛=<𝑁>
Fourier coefficients
Spectral coefficients

DT Fourier Series Representation
Synthesis equation:
𝑥𝑛 = 𝑎𝑘 𝑒 𝑗𝑘𝑤0𝑛
𝑘=<𝑁>
Analysis equation:
1 2𝜋
−𝑗𝑘( )𝑛
𝑎𝑘 = 𝑥[𝑛]𝑒 𝑁
𝑁
𝑛=<𝑁>

Example
 Find Fourier coefficients of 𝑥[𝑛] = sin(𝑤0 𝑛).
 Hint: Use the following:

𝑛−1 𝑛
1 − 𝑎
𝑎𝑘 =
1−𝑎
𝑘=0

Properties of DT Fourier Series
 Linearity:
 Given two DT signals 𝑥[𝑛] and 𝑦[𝑛] with:
ℱ𝒮
𝑥[𝑛] 𝑎𝑘
ℱ𝒮
𝑦[n] 𝑏𝑘
 The linear combination of the signals:
ℱ𝒮
𝑧[𝑛] = 𝐴𝑥[𝑛] + 𝐵𝑦[𝑛] 𝑐𝑘
where 𝑐𝑘 = 𝐴𝑎𝑘 +𝐵𝑏𝑘
 Time-Shifting:
ℱ𝒮
𝑥[𝑛 − 𝑛0 ] 𝑒 −𝑗𝑘𝑤0 𝑛0 𝑎𝑘

 Multiplication:
 Given two DT signals 𝑥[𝑛] and 𝑦[𝑛] with:
ℱ𝒮
𝑥[𝑛] 𝑎𝑘
ℱ𝒮
𝑦[n] 𝑏𝑘
 The multiplication of the signals:

ℱ𝒮
𝑥𝑛𝑦𝑛 𝑐𝑘 = 𝑎𝑙 𝑏𝑘−𝑙
𝑙=<𝑁>

 First Difference:
 Given a DT 𝑥[𝑛] with:
ℱ𝒮
𝑥[𝑛] 𝑎𝑘
 The first difference:

ℱ𝒮 2𝜋
−𝑗𝑘
𝑥 𝑛 −𝑥 𝑛−1 1−𝑒 𝑁 𝑎𝑘
Why? Hint: apply time-shifting.

 Avg. Power & Parseval’s relation:
1 2 2
𝑥𝑛 = 𝑎𝑘
𝑁
𝑛=<𝑁> 𝑛=<𝑁>

A DT Example
 Find the signal 𝑥[𝑛] that satisfy the

following:
1. 𝑥[𝑛] is periodic with period N=6.

2. 5𝑛=0 𝑥 𝑛 = 2
3. 7𝑛=2 −1 𝑛 𝑥 𝑛 = 1
4. 𝑥[𝑛] has the minimum avg. power per period
among the alternatives satisfying 1-3.

Ceng 384 - Spring 2013 Week 5a: Signals and Systems For Computer Engineers

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METU Computer Engineering

Ceng 384– Spring 2013

April 14 F. Y. Vural & S. Kalkan - CEng 384 1

April 14 F. Y. Vural & S. Kalkan - CEng 384 2

 Fourier wrote a book on the flow of heat at

 𝑥 𝑡 = 𝛼1 sin 2𝜋𝑡 + 𝛼2 cos 𝜋𝑡

April 14 F. Y. Vural & S. Kalkan - CEng 384 4

 Find Fourier Series representation of:

April 14 F. Y. Vural & S. Kalkan - CEng 384 5

 Find Fourier Series representation of:

Magnitude: 1, 2/2, 2/2 Gives us magnitude and phase

 Theorem: A periodic function can be represented

April 14 F. Y. Vural & S. Kalkan - CEng 384 7

 (basis) signals fk(t) have the property that:

 For CT LTI systems, we also have that

April 14 F. Y. Vural & S.8/16

Continuous Time Discrete Time

April 14 F. Y. Vural & S. Kalkan - CEng 384 9

Continuous Time Discrete Time

April 14 F. Y. Vural & S. Kalkan - CEng 384 10

 Given that a signal has a Fourier series representation, we have to

 Using Euler’s formula for the complex exponential integral

 It can be shown that

 which allows us to determine the coefficients. Also note that this

 To summarise, if x(t) has a Fourier series representation, then the pair

ak  T1  x(t )e  jk0t dt  T1  x(t )e  jk ( 2 / T )t dt

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 {𝑎𝑘 }  Fourier series coefficients or spectral coefficients of

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 By inspection we can write:

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 Find Fourier Series representation of:

 USE: an  T1  x(t )e  jn0t dt

 Hint: check 𝑎0 , 𝑎1 , 𝑎−1 specifically and 𝑎𝑛 in general.

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 and is defined over one period as:

the angle of the complex coefficients, we only need to plot

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 Convergence of Fourier Series

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infinite Fourier series, however just about all

Guarantees that the coefficients are finite!

April 14 F. Y. Vural & S. Kalkan - CEng 384

 Example for condition-1:

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 In any finite interval, 𝑥(𝑡) has bounded variation

 i.e., there is no more than a finite number of

which satisfies the 1st condition.

 In any finite interval of time, there are only a finite

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 The coefficients don’t change but the representation does

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 The multiplication of the signals:

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 Avg. Power & Parseval’s relation:

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 Similar to the CT case:

𝑥 𝑛 = 𝑎0 𝜙0 𝑛 + ⋯ + 𝑎𝑁−1 𝜙𝑁−1 [𝑛]

𝑥 𝑛 = 𝑎2 𝜙2 𝑛 + ⋯ +𝑎𝑁+1 𝜙𝑁+1 [𝑛]