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Continuous Time Signals

All signals in nature are in continuous time

x(t )

t
From Discrete Time to Continuous Time

A continuous time signals can be viewed as the limit of a


discrete time signal with sampling interval TS  0

x(nTS )

TS  0

x(t )
From Discrete Time FT (DTFT) …

We saw the DTFT of a discrete time signal



X DTFT ( )   S
x
n  
( nT ) e  jn


1
 DTFT
jn
x(nTS )  X ( ) e d
2 
F
Substitute   2 F  2 F TS and obtain:
S

TS X DTFT 2 F TS    S
x ( nT ) e  j 2 F nTS
TS
n  
FS / 2
1
x(nTS )  2  TS X DTFT (2 F TS ) e j 2 F nTS dF
2  FS / 2
… to Continuous Time FT

Now take the limit TS  0


so that nTS  t discrete time -> cont. time
FS   sampling freq -> infinity

 ...TS   ...dt sum -> integral

Then we obtain the Fourier Transform



X ( F )  FT x(t )   x (t ) e  j 2Ft
dt


x(t )  IFT X ( F )   X ( F ) e j 2Ft
dF

Fourier Transform

We want to represent a signal in terms of its frequency


components.
Define: Fourier Transform (FT)


X ( F )  FT x(t )   x (t ) e  j 2Ft
dt


x(t )  IFT X ( F )   X ( F ) e j 2Ft
dF

Example of a Fourier Transform

Take a Rectangular Pulse


 t 
x(t )  rect  
 T0 
1

 T0 / 2 T0 / 2 t

 j 2FT0 / 2 j 2FT0 / 2

T0 / 2
e e
X ( F )   e  j 2Ft dt 
T0 / 2
 j 2F
sin FT0  F
  T0sinc  
F  F0 
Example of a Fourier Transform

 t  F F0  1 / T0
x(t )  rect   X ( F )  T0sinc  
 T0   F0 
0.1

0.08
T0  0.1sec
1 0.06

0.04

 T0 / 2
t 0.02
T0 / 2
0

-0.02

-0.04
-50 -40 -30 -20 -10 0 10 20 30 40 50 F0  10 Hz
F(Hz)

1
T0  1sec
0.8
1
0.6

t 0.4
 T0 / 2 T0 / 2
0.2

-0.2

-0.4
F0  1Hz
-50 -40 -30 -20 -10 0 10 20 30 40 50
F(Hz)
Properties of the FT: 1. Symmetry

If the signal x(t ) is real, then its FT is symmetric as

X ( F )  X * ( F )

since *

 

 x(t )e dt    x(t )e dt   X * ( F )
j 2Ft  j 2Ft
X ( F ) 
   

Example: just verify the previous example


Symmetry of the FT

Magnitude has | X ( F ) || X ( F ) |


“even”
symmetry
F

Phase has  X ( F )   X ( F )
“odd”
symmetry
F
Properties of the FT: 2. Time Shift

FT x(t  t0 )  e  j 2Ft0 X ( F )

since 
FT x(t  t0 )   x (t  t 0 ) e  j 2Ft
dt


 

(let t '  t  t0 )  e  j 2Ft0
  x(t ' )e  j 2Ft '
dt ' 

  
In other words a time shift affects the phase, not the magnitude
Bandwidth of a Baseband Signal

• A Baseband Signal has all frequency components at the low


frequencies, around F=0 Hz;
• Bandwidth: the frequency interval where most of the
frequency components are.

| X (F ) |

B B F
What does it mean?

If you take the signal at two different times t and t  t


with t  1 / B then x(t )  x(t  t )



j 2Ft j 2Ft
x(t  t )  X ( F ) e e dF

B


j 2Ft j 2Ft
 X ( F ) e e dF  x(t )
B

 1 since | Ft | Bt  1


For Example:

1 70
x(t ) | X (F ) |
60
0.5

50

0
40

30
-0.5

20

-1
10

-1.5 0
0 10 20 30 40 50 60 70 80 90 100 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
F (kHz)
t (msec)
F (kHz)
zoom B  1kHz
0.4
1/ B  1m sec
0.2

-0.2
0.1m sec samples spaced by less
than 0.1msec are fairly
-0.4

-0.6

31.2 31.4 31.6 31.8


t (msec)
32 32.2
close to each other
Computation of the Fourier Transform

• Whatever we do, physical signals are in continuous


time and, as we have seen, they are described by the
FT;
• The FT can be computed in one of two ways:
1. Analytical: if we have an expression of the signal (like
in the example);
2. Numerical: by approximation using the Fast Fourier
Transform (FFT).
Fourier Transform and FFT

Consider a signal of a finite duration

x(t ), 0  t  T0
with Bandwidth B . Then we can approximate, by
simple arguments,
T0 M 1
X ( F )  FT x(t )   x(t )e  j 2Ft dt   x(nTS )e  j 2FnTS TS
0 n 0

1
where TS  (say at least an order of magnitude smaller)
B
M  round (T0 / TS )
Fourier Transform and FFT

Using the FFT:


• Take an even integer N  M . Then compute the N
point FFT of the sampled data, padded with zeros:
X [k ]  FFTx(0),..., x(M 1),0,0,...,0, k  0,..., N 1
• Assign the frequencies:
 FS  N
X k 
 S T X [ N  k ], k   ,...,1 negative frequencies
 N  2
 FS  N
X k   TS X [k ], k  0,...,  1 positive frequencies
 N 2
Example

Take a sinusoid with frequency F0  10kHz


and length T0  5m sec
Let the sampling frequency be FS  200kHz
Example

X=fft(x, N);
F=(-N/2:N/2 -1)*Fs/N;
plot(F,fftshift(20*log10(abs(X))))
50

| X ( F ) |dB

0
dB

-50

-100
-80 -60 -40 -20 0
kHz
20 40 60 80 100 F (kHz)
Example (Zoom in at the Peak)

Max at F=10kHz

| X ( F ) |dB
0

-20
dB

-40

-60
Sidelobes due to
-80 finite data length
7 8 9 10 11 12 13 14
kHz
F (kHz)
Complex Signals

All signals in nature are real. There is not such as a thing as


“complex” signal.
However in many cases we are interested in processing and
transmitting “pairs” of signals. We can analyze them “as if”
they were just one complex signal:

x(t )  a(t )  jb(t )

a(t ) x(t )
Complex Signal
b(t )

Real Signals j
Amplitude Modulation: Real Signal

You want to transmit a signal over a medium (air, water,


space, cable…). You need to “modulate it” by a carrier
frequency:

s (t )
x AM (t )  s(t ) cos(2FC t   )
2 2
1.8

1.5

cos( 2FC t   )
1.6

1.4
1
1.2

1 0.5
0.8

0.6 0

0.4
-0.5
0.2

0 -1
0 50 100 150 200 250 300 350 400 450

-1.5
0 50 100 150 200 250 300 350 400 450 500
Amplitude Modulation: Complex Signal

However most of the times the signal we modulate is


Complex

x(t )  a(t ) cos( 2 FC t   ) 


s(t )  a(t )  jb(t )
 b(t ) sin( 2 FC t   )
Re{.}

e j e j 2FC t
Notice now that the modulated signal is real and it contains
both signals a(t) and b(t).
FT of Modulated Signal

s (t ) x (t ) x(t )
See the different steps:
Re{.}

e j e j 2FC t
 
X ( F )  FT x (t )   e s(t )e j j 2FC t  j 2Ft
e dt   e j s(t )e  j 2 ( F  FC )t dt  e j S ( F  FC )
 

x(t )  Rex (t ) 
1 1
x (t )  x * (t )
2 2

*

 


FT x (t ) 
*
  x (t )e*  j 2Ft
dt   x (t )e
 j 2Ft
dt   X * ( F )  e  j S * ( F  FC )
   
FT of Modulated Signal

Put things together:

s (t ) x (t ) x(t )
Re{.}
| X (F ) |
| S (F ) |

e j e j 2FC t  FC FC
F
B
F

1 j 1
X (F )  e S ( F  FC )  e  j S * ( F  FC )
2 2

Usually B  FC

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