Frequency

Domain Analysis of Signals

In this chapter we will analyze techniques which allow the representation of signals in the
frequency domain rather than in the time domain. This helps to identify what frequencies are
present in a signal.

To switch between a signal y(t ) in the time domain to its frequency domain representation
y( f ) we will study two particular techniques:

1) Fourier Series (used when y(t ) is periodic)

2) Fourier Transform (used when y(t ) is aperiodic)

The Fourier Series

The Fourier series is concerned with signals that repeat in time, i.e. periodic signals. Joseph
Fourier showed that such signals can be decomposed into an infinite sum of oscillating functions,
namely sines and cosines. The conditions for the existence of the Fourier series are:

1) The integral of the absolute value of the signal must be finite.

∫ y(t) dt
t
≤ M where M < ∞

2) Within one period, y(t ) has a finite number of discontinuities, maxima and minima

These conditions are known as Dirichlet conditions.

There are effectively 3 ways of representing the Fourier Series:

i. Trigonometric Representation

ii. Cosine Representation

iii. Exponential Representation

All of these provide similar signal representation in the frequency domain.

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Lecturer: Dr. Tracey Camilleri
Trigonometric representation
A periodic signal y (t ) can be represented as an infinite sum of sinusoids:

¥ ¥
y (t ) = ao + å ak cos( kwot ) + å bk sin(kwot ) (1)
k =1 k =1

where ao , ak and bk are real numbers

wois the fundamental frequency in rad / s

Note that wo = 2p f o =
2p where is the fundamental frequency in Hz and is the
fo To
To
fundamental period.


The coefficients ao , ak and bk can be computed as shown:


1
ao =
To ò y(t )dt
To
(2)

2 (3)
ak =
To ò
To
y (t ) cos(kwot )dt k = 1, 2, !

2 (4)
bk =
To ò
To
y (t ) sin(kwot )dt k = 1, 2, !

Derivation of Equation (2)

Integrate (1) over a full period:

!! !! % !! % !!
! 𝑦(𝑡)𝑑𝑡 = ! 𝑎# 𝑑𝑡 + * 𝑎$ ! cos (𝑘𝜔# 𝑡)𝑑𝑡 + * 𝑏$ ! sin (𝑘𝜔# 𝑡)𝑑𝑡
" " $&' " $&' "

!
= [𝑎# 𝑡]"! = 𝑎# 𝑇#

' !
𝑎# = ! ∫" ! 𝑦(𝑡)𝑑𝑡
!

Note that ao represents the mean of the signal over one period. Hence ao gives the dc value.

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Derivation of Equation (3)

Multiply (1) on both sides by cos (𝑛𝜔# 𝑡) and integrate over one period:
"!
! 𝑦(𝑡) cos(𝑛𝜔! 𝑡) 𝑑𝑡
#
"! % "!
= ! 𝑎! cos(𝑛𝜔! 𝑡) 𝑑𝑡 + / ! 𝑎$ cos(𝑘𝜔! 𝑡) cos(𝑛𝜔! 𝑡) 𝑑𝑡
# $&' #
% "!
+ / ! b( sin (𝑘𝜔! 𝑡) cos(𝑛𝜔! 𝑡) 𝑑𝑡
$&' #

To solve these integrals we make use of the following standard results:

T ì0 m¹n
ï
ò0 cos(mt ) cos(nt )dt = í T m=n

ïî 2

T ì0 m¹n
ï
ò0 sin(mt ) sin(nt )dt = í T m=n

ïî 2

ò cos(mt ) sin(nt )dt = 0

0

Substituting these results in the equation above we get:

To
To
ò y(t ) cos(nw t )dt = a
0
o k
2

To
2
\ ak =
To ò y(t ) cos(nw t )dt
o
o n = 1, 2, !

Derivation of Equation (4)

Multiply (1) on both sides by sin (𝑛𝜔# 𝑡) and integrate over 1 period:
"!
! 𝑦(𝑡) sin(𝑛𝜔! 𝑡) 𝑑𝑡
#
"! % "!
= ! 𝑎! sin(𝑛𝜔! 𝑡) 𝑑𝑡 + / ! 𝑎$ cos(𝑘𝜔! 𝑡) sin(𝑛𝜔! 𝑡) 𝑑𝑡
# $&' #
% "!
𝑇𝑜
+ / ! b( sin (𝑘𝜔! 𝑡) sin(𝑛𝜔! 𝑡) 𝑑𝑡 = 𝑏𝑘
2
$&' #

2 !!
𝑏$ = ! 𝑦(𝑡) sin(𝑛𝜔# 𝑡) 𝑑𝑡 𝑛 = 1,2, …
𝑇# "

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Symmetry properties

Depending on the nature of the signal 𝑦(𝑡), some knowledge on the values of 𝑎$ and 𝑏$ can be
obtained. Specifically:

Case 1:

If 𝑦(𝑡) is an even function (i.e. we have symmetry along the y-axis):

𝑦(𝑡) = 𝑦(−𝑡)
* !
then 𝑏$ = ! ∫" ! 𝑦(𝑡) sin(𝑘𝜔# 𝑡) 𝑑𝑡
!

Since the area over 1 period of an odd function is 0, when 𝑦(𝑡) is even:

𝑏$ = 0
!
4 *
𝑎$ = ! 𝑦(𝑡) cos(𝑘𝜔# 𝑡) 𝑑𝑡
𝑇# "

Case 2:

If 𝑦(𝑡) is an odd function (i.e. rotational symmetry through the origin):

𝑦(−𝑡) = −𝑦(𝑡)
* !!
then 𝑎$ = ∫ 𝑦(𝑡) cos(𝑘𝜔# 𝑡) 𝑑𝑡
!! "

Since the area over 1 period of an odd function is 0, when 𝑦(𝑡) is odd:

𝑎$ = 0
!
4 *
𝑏$ = ! 𝑦(𝑡) sin(𝑘𝜔# 𝑡) 𝑑𝑡
𝑇# "

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Example 1:

a) Find the Trigonometric Fourier series representation of the pulse train 𝑦(𝑡) shown in
the figure below.

b) Show that the result can be expressed as:
%
1 $+' 2
𝑦(𝑡) = + *(−1) * @ B cos (𝑘𝜋𝑡)
2 𝑘𝜋
$&'

c) Plot the Fourier series coefficients.

Solution:

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Cosine Representation
The Fourier Series can also be represented in Cosine form as follows:

¥
y (t ) = ao + åA
k =1
k cos(kwot + q k ) -¥ < t < ¥ (5)

where Ak = ak2 + bk2 k = 1, 2, ! (6)

æ bk ö (7)
and q k = tan -1 ç - ÷
è ak ø

Derivation of Equation (6)

Consider: Ak cos(kwot + q k ) = Ak [ cos(kwot ) cos q k - sin(kwot ) sin q k ]

= Ak cos q k cos( kwot ) - Ak sin q k sin(kwot )
= ak cos( kwot ) + bk sin( kwot )

where a k = Ak cos q k and bk = - Ak sin q k

Hence bk A sin q k
=- k
ak Ak cos q k

bk

= - tan q k
ak
æ bk ö
\ qk = tan -1 ç - ÷
è ak ø

Derivation of Equation (7)

ak2 + bk2 = Ak2 cos 2 q + Ak2 sin 2 q = Ak2

\ Ak = ak2 + bk2

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Example 2:

Consider the pulse train signal given in Example 1. Find its Cosine Fourier series representation.

Solution:

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Exponential Representation
In this case the periodic signal y (t ) can be represented as:

¥
y (t ) = åce
k = -¥
k
jk wo t
-¥<t <¥ (8)

1
ò y(t )e
- jk wo t (9)
where ck = dt
To To

Derivation of Equations (8) and (9)

These can be derived from the Trigonometric representation as follows:

Given the mathematical identities: e jq = cos q + j sin q

e- jq = cos q - j sin q

1 jkwot
We can define:

cos(kwot ) =
2
e + e - jkwot ( )

1
sin(kwot ) =
2j
e jkwot - e - jkwot ( )

Substituting in the Trigonometric representation (Equation (1)):

1 ¥ 1 ¥
y (t ) = ao + å
2 k =1
(
ak e jkwot + e - jkwot +
2j
) å b (e
k =1
k
jk wo t
- e - jkwot )
1 ¥ ìé 1 ù jkw t é 1 ù - jkw t ü
= a0 + å í ê ak + bk ú e o + ê ak - bk ú e o ý
2 k =1 î ë j û j û

ë þ
¥
1
{
= a0 + å [ ak - jbk ] e jkwot + [ ak + jbk ] e - jkwot
2 k =1
} (i)

ak - jbk
Let ck =
2


Then 1é2 2 ù
ck = ê
2 êë To ò y (t ) cos(kwot )dt - j
To ò y (t ) sin(k wot )dt ú
úû
To To

1
=
To ò y(t ) [ cos(kw t ) - o j sin(kwot ) ] dt
To

1
ò y(t )e
- jk wo t
ck = dt

To To

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 In particular when k = 0

1
ò y(t )e
- jk wo t
co = dt = ao
To To

Now consider:

ak + jbk 1é2 2 ù
= ê ò y (t ) cos(kwot )dt + j ò y (t ) sin(k wot )dt ú
2 2 êë To To To To ûú
1
y (t ) [ cos(kwot ) + j sin(kwot ) ] dt
To Tòo
=

1
ò y(t )e
jk wo t
= dt
To To

1
ò y(t )e
- j ( - k )wo t
= dt
To To

= c- k

Hence ck and c- k are complex conjugates of each other.

From (i):
¥
y (t ) = c0 + å {c e
k =1
k
jk wo t
+ c- k e - jkwot }
¥ -¥
= c0 + å ck e jkwot + å ck e jkwot
k =1 k = -1

-¥
y (t ) = åce
k = -¥
k
jk wo t
-¥<t <¥

ck can be complex and hence has both magnitude ck and phase Ðck .

ak - jbk
Consider ck = ,
2

1 2 1
Then ck = ak + bk2 = Ak
2 2

Therefore, the magnitude of the exponential Fourier co-efficients are half those of the
Trigonometric or Cosine representation (except the dc component which remains
unchanged).

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Example 3:

Find the Exponential Fourier series representation of the previous pulse train signal given in
Example 1.

Solution:

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Interpretation of the Fourier Series
The Fourier series enables us to identify the frequency content of a continuous periodic signal
by decomposing it into frequency components given by sinusoids (waveforms which are easily
handled mathematically when compared to the original signal).

Let us consider the cosine representation of the Fourier series:

∞
y(t) = ao + ∑ Ak cos(kω ot + φk )
k=1

where: ao ≡ dc value

Ak ≡ amplitude of the sinusoids

kω o ≡ frequency of the sinusoids in rad/s

φk ≡ phase of the sinusoids

If we look at the frequencies present in the signal y(t ) we have ω o , 2ω o , 3ω o etc. There
frequencies are called harmonics. The 1st harmonic is ω o , the 2nd harmonic is 2ω o etc. The first
harmonic frequency ω o is generally referred to as the fundamental frequency.

The characteristics of a signal can be studied in terms of frequencies, amplitudes and phases.
Specifically the amplitudes A1 , A2 etc specify the relative weights of the frequency components
making up the signal and these weights determine the ‘shape’ of the signal. For example consider
a continuous time signal:

⎛ π⎞ ⎛ π⎞
y(t) = A1 cos(t) + A2 cos ⎜ 4t + ⎟ + A3 cos ⎜ 8t + ⎟
⎝ 3⎠ ⎝ 2⎠

The frequencies in this case are 1, 4 and 8 rad/s; the amplitudes are A1 , A2 and A3 and the phases
π π
are 0, and . Consider the following two cases:
3 2

Case 1: A1 = 0.5, A2 = 1, A3 = 0

In this case the weight of the 4 rad/s frequency is twice as large as that of the 1 rad/s frequency
and the signal y(t ) looks as shown below:

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Case 2: A1 = 1, A2 = 0.5, A3 = 0

In this case the weight of the 4 rad/s frequency is half that of the 1 rad/s frequency and the signal
y(t ) looks as shown below:

Determining the fundamental frequency and period

Every periodic signal can be expressed as a sum of sinusoids of a fundamental frequency ω o and
its harmonics. A question arises as to whether a sum of sinusoids of any frequency represents a
periodic signal.

Recall that in a periodic signal, every frequency is a multiple of ω o . Therefore the ratio of any two
frequencies must be a rational number, in which case frequencies are said to be harmonically
related. The fundamental frequency ω o is the largest common factor of all the frequencies in the
series.

Example 4:

Consider the signal 𝑥(𝑡) given below:

1 2 7
𝑥(𝑡) = 3 + 5 cos @ 𝑡 + 𝜃' B + 2 cos @ 𝑡 + 𝜃* B + 5 cos @ 𝑡 + 𝜃, B
2 3 6

i) Show that 𝑥(𝑡) is periodic.

ii) Hence find its fundamental frequency 𝜔# and its period 𝑇" .
iii) Finally determine which harmonics are present in 𝑥(𝑡).

Solution:

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Magnitude and Phase spectra

In frequency analysis it is common to plot two types of spectra:

1) Magnitude spectrum: A plot of the magnitudes Ak (or ck ) against ω k

2) Phase spectrum: A plot of the phase φ k (or ∠ck ) against ω k

Let us consider a very simple periodic signal whose cosine Fourier series representation is
given by:

y(t) = ao + A cos(kω ot + φ )

The amplitude and phase spectra for this signal would be the following:

Ak ϕk

A
ao ϕ

$k $k
$o $o

a) Magnitude Spectrum b) Phase Spectrum

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If we had to transform this cosine representation to an exponential representation:

1
ao + A cos(ω ot + φ ) = ao + A ⎡⎣ e j (ω ot+φ ) + e− j (ω ot+φ ) ⎤⎦
2
A A
= ao + e jω ot e jφ + e− jω ot e− jφ
2 2
A jω ot jφ A j (−ω o )t j (−φ )
= ao + e e + e e
2 2
A A
= ao + e jφ e jω ot + e j (−φ )e j (−ω o )t
2 2

The magnitude and phase spectra for the exponential representation are now given by:

Ak ϕk

ao
ϕ
A
౼
2

(#o
#k #k
(#o #o #o

-ϕ

a) Magnitude Spectrum b) Phase Spectrum

The complex exponential form allows the magnitude and phase spectra to be calculated easilty
but it introduces negative frequencies which were not present in the cosine representation. Of
course, negative frequencies don’t really exist and since the magnitude spectrum is an even
function, the part of the graph showing negative frequencies contains no information. Hence what
we are plotting is a mathematical artifact.

Since the spectra for the exponential representation contains both positive and negative
frequencies, they are are called two-sided spectra. For a similar reasoning, the spectra for the
cosine representation are called one-sided spectra.

From the two-sided spectra shown above, one can conclude that the magnitude spectrum has even
symmetry with the amplitudes being half those of the cosine representation. This is not the case
for the dc value which in both cases remains the same ( co = ao ).

The phase spectrum, on the other hand, has odd symmetry. At positive frequencies the phase values
are similar to those of the single-sided phase spectrum while at negative frequencies the phase
values are of opposite sign.

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Example 5:

Plot the Fourier series coefficients, magnitude and phase spectra for the previous pulse train
signal by considering its trigonometric representation.

Solution:

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Example 6:

Once again plot the Fourier series coefficients, magnitude and phase spectra for the previous
pulse train signal, this time considering its exponential representation.

Solution:

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Gibbs Phenomenon
Consider the pulse train signal whose trigonometric representation of the Fourier series is given
by:

1 ∞ k−1
⎛ 2 ⎞
y(t) = + ∑ (−1) 2 ⎜ ⎟ cos ( kπ t )
2 k=1 ⎝ kπ ⎠
k odd

In practice we limit the summation up to N, giving yN (t) , and we assume that this is a good
approximation of y(t ) . Specifically yN (t) should converge to y(t ) as N → ∞ .

⎛ 2 ⎞
k−1
1 N
yN (t) = + ∑ (−1) 2 ⎜ ⎟ cos ( kπ t )
2 k=1 ⎝ kπ ⎠
k odd

Let us consider the reconstructed signal for 3 cases where N = 3, N = 9 and N = 45 :

In the first plot, y3 (t) consists only of the dc component, the first harmonic and the third
harmonic. However the reconstructed signal still carries resemblance with the true signal (shown
in black). As N is increased, the reconstructed signal becomes a better approximation of the true
signal. Josiah Williard Gibbs however notices that even with N very large, at discontinuities within
the signal, an overshoot occurs which has a magnitude of approximately 9% of the discontinuity.
This overshoot does not decrease as N is increased. This is known as Gibbs phenomenon and it
results because a discontinuity cannot be constructed using continuous signals.

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Parseval’s Theorem
The average power of a periodic signal with period T is defined as:

T
2
1
Pav = ∫ y (t) dt
2

T T
−
2

This information is also present in the signal’s Fourier series. In particular, given the exponential
representation:

∞
y(t) = ∑ce k
jkω ot

k=−∞

Parseval’s theorem states that the average power of the signal y(t ) is given by:

∑c
2
Pav = k

k=−∞

Differentiation property for periodic signals

2π
Suppose that y(t ) is a periodic signal with period To and fundamental frequency ω o = .
To
Then if the Fourier series co-efficients of y(t ) are ck , the differentiation property states that
the Fourier series co-efficients ck ' of the nth derivative of y(t ) are given by ( jkω o )n ck .

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