Lecture #24 EGR 261 – Signals and Systems

Read: Ch. 17 in Electric Circuits, 9th Edition by Nilsson

Ch. 7 in Linear Systems and Signals, 2nd Edition by Lathi
Parseval’s Theorem
Parseval’s theorem relates the energy associated with a time-domain function of finite energy
(i.e., an energy signal) to the Fourier transform of the function.
Proof : Recall that energy, E, for an energy signal is calculated as :

2
E  f(t) dt
-
*

 1 


E   f(t)f (t)dt   f(t)
*
 F(w)e jwt
dw  dt
- -  2 - 

1  * 
2 - -
- jwt
E f(t)  F (w)e dw dt

1

 
Also note that the 2 scale factor is present
2 -
E F (w)  f(t)e dt dw
* - jwt

-   because we are using radian frequency. If


1 we substitute w  2f and dw  2df, then
 F (w)F(w)dw
*
E
2 -

2

1

2
E  F(f) df 1
E
2  F(w) dw
-
-
Lecture #24 EGR 261 – Signals and Systems
 
2 1 2
E   f(t) dt   F(w) dw Parseval’s Theorem
-
2 -

Energy calculated Energy calculated

in the time domain in the frequency domain

Example: Calculate total energy for the function f(t) = e-atu(t)

Useful integral :
a) In the time domain
dx 1 -1  bx 
b) In the frequency domain  a 2  b2x 2 dx  tan  
ab  a 

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Lecture #24 EGR 261 – Signals and Systems
Notes on Parseval’s theorem:
a) For real functions, f(t), |F(w)| is even and F*(w) = F(-w), so:
 
1 2 1 2
E
2 
-
F(w) dw 
  F(w) dw
0
(for real f(t))

b) Recall that our definition for energy is not dimensionally correct. However, if f(t) =
v(t) or i(t) then the energy could be viewed as energy for a 1Ω load as shown below:
  
v 2 (t)
E   p( t )dt   dt   i 2 ( t )Rdt but if R  1 ,
- -
R -
  
2
E   v ( t )dt   i ( t )dt 
2 2
 f (t ) dt
- - -

c) Parseval’s theorem gives a physical interpretation of |F(w)| 2:

|F(w)|2 is an energy density in joules per hertz (to a 1Ω load)
Illustration: |F(w)| 2

Energy = 10(8) = 80 J
Note:
10 J/Hz

1 1  J   J 
 8 rad/s   10  8 rad/s   80 J
2
E
2  F(w)
-
dw 
2
10
 Hz   rad/s 

w (rad/s) Area under |F(w)|2

-4 4
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Lecture #24 EGR 261 – Signals and Systems
Notes on Parseval’s theorem:
d) Energy of the frequency range (w1, w2) can be calculated as follows:
 w1 w2
1 2 1 2
E
2 
- w2
F(w) dw 
2 
w1
F(w) dw - for any f(t)

or
w2
1 2
E
 
w1
F(w) dw - for real f(t)

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Lecture #24 EGR 261 – Signals and Systems
Bandwidth of a filter: Recall in our earlier discussions of band pass filters, that we
defined the bandwidth B of a filter as the width of the passband, typically defined by the
3dB points, as illustrated below.
LM

3dB

B = w2 - w1

w1 w2 w (rad/s)
Bandwidth of a signal: Suppose that now we define the bandwidth of a signal as
positive range of frequency over which F(w) extends, as illustrated below on the left.
For any practical signal, F(w) extends to , so a practical estimate of bandwidth might
be the range where most (perhaps 95%?) of the signal energy lies. This is sometimes
called the essential bandwidth of the signal.
F(w) F(w)

B
w w
-B 0 B 5
Essential B
Lecture #24 EGR 261 – Signals and Systems
Example: If f(t) = i(t) = 50e-10tu(t) mA is the current delivered to a 1 Ω resistor:
a) Find total energy in the time domain
b) Find total energy in the frequency domain
c) Find the percentage of energy for |w| < 10 rad/s
d) Find the bandwidth, B, of the signal (i.e., the value of w such that 95% of the
energy is delivered from 0 to |w|)
e) Sketch |F(w)|2 and the results from parts c and d.

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Lecture #24 EGR 261 – Signals and Systems
Bandwidth of sinc(x):
Recall that the function rect(t/) is an important function and has the following Fourier
transform: t  w 
rect   sinc 

   2 
f(t) = rect(t/) |F(w)|2 Most of the signal energy is
contained in the first lobe,
1 so B ≈2π/ rad/s = 1/  Hz

t w
-/2 0 /2 -6π/ -4π/ -2π/ 0 2π/ 4π/ 6π/

 
12 2
E   f(t) dt   F(w) dw (for real f(t))
-
 0

so the total energy is

 /2
2
E  1 dt   (or find the area of the pulse)
-/2
2 /  2
1 sin(w/2)
and the energy for the first lobe is E 
 
0
w/2
dw which leads to the result that the

2 1
essential bandwidth is approximately rad/s or Hz
  7
nd
(reference : Linear Systems and Signals, 2 Edition, by Lathi
Lecture #24 EGR 261 – Signals and Systems
Bandwidth of sinc(x):
Using the result that the essential bandwidth is approximately 1/ for a gated pulse of
width :

Pulse width,  Essential bandwidth, B (= 1/ in Hz)

0 (impulse)  Recall that  (t)  1

1 us 1 MHz = 2π Mrad/s

1 ms 1 kHz = 2π krad/s

1s 1 Hz = 2π rad/s

 0 (impulse) Recall that 1  2 (w)

The relationships above are illustrated on the following page.

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Lecture #24 EGR 261 – Signals and Systems
f(t) = (t) |F(w)|2
B=

0 t w
f(t) = rect(t/1us) |F(w)|2
1 B B = 1 MHz
1us B = 2 Mrad/s

0 t -2πM 0 2πM
w
f(t) = rect(t/1ms) |F(w)|2
1 B B = 1 kHz
B = 2 krad/s

-0.5ms 0 0.5ms t -2πk 0 2πk

w
f(t) = rect(t/1) |F(w)|2
1 B B = 1 Hz
B = 2 rad/s

-0.5s 0 0.5s
t -2π 0 2π
w
f(t) = 1 |F(w)|2 = [2π(w)]2

B=0
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0 t 0
w