Signal

Processing
First

Copyright Monash University 2009

Lecture6
FourierAnalysis
And
FourierSynthesis

READING ASSIGNMENTS
ThisLecture:
FourierSeriesinCh3,Sects34,35&36

OtherReading:
NextLecture:Sampling

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LECTURE OBJECTIVES
WorkwiththeFourierSeriesIntegral

x(t )

ak e

j (2 k / T0 ) t

ak

1
T0

T0

x(t )e

j (2 k / T0 ) t

dt

ANALYSIS viaFourierSeries
ForPERIODIC signals:x(t+T0) = x(t)
Later:spectrumfromtheFourierSeries
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SPECTRUM DIAGRAM
RecallComplexAmplitudevs.Freq
*
*
10
1
1
X

a
k
k
2
j / 3
2 X k ak
j / 3
7e
7e
j / 2
j / 2
4e
4
e
j k
X k Ak e
250

100

100

250

* j 2 f t
j 2 f t
1
1
a
{
a
x (t ) X 0 2 Xkk e
2 aXkk e
k

f (in Hz)

k 1

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Harmonic Signal
SignalsofthefollowingforareperiodicofperiodT0

x (t )

ak e

j 2 k f 0 t

PERIOD/FREQUENCYofeachCOMPLEXEXPONENTIAL:

2
2 kf 0 k0
Tk
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1 T0

or Tk
kf 0 k

1
where T0
f0
5

Fourier Series Synthesis

x (t )

ak e

j 2 k f 0 t

ak X k Ak e
1
2

1
2

j k

x (t ) A0 Ak cos(2 kf 0t k )
k 1

X k Ak e
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j k

COMPLEX
AMPLITUDE
6

Harmonic Signal (3 Freqs)

a1
a3

a5

T = 0.1

3/15/2012
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Example x (t ) sin (3 t )
3

j j 9 t 3 j j 3 t 3 j j 3 t j j 9 t

x (t ) e
e
e
8
8
8
8
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Example x (t ) sin (3 t )
3

j j 9 t 3 j j 3 t 3 j j 3 t j j 9 t

x (t ) e
e
e
8
8
8
8
In this case, analysis
just requires picking
off the coefficients.

k 3

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ak

k 1

k 1

k 3

SYNTHESIS vs. ANALYSIS

SYNTHESIS
Easy
Given(k,Ak,k)create
x(t)

SynthesiscanbeHARD
SynthesizeSpeechsothatit
soundsgood

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ANALYSIS
Hard
Givenx(t),extract
(k,Ak,k)
Howmany?
Needalgorithmfor
computer

10

STRATEGY: x(t) ak
ANALYSIS
Getrepresentationfromthesignal
WorksforPERIODIC Signals

FourierSeries
Answeris:anINTEGRALoveroneperiod

ak
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1
T0

T0

x (t )e

j 0k t

dt

0
11

INTEGRAL Property of exp(j)

INTEGRATEoverONEPERIOD
T0

j (2 / T0 ) mt

T0
j (2 / T0 ) mt
dt
e
j 2 m

T0

2
0
T0

T0
j 2 m
(e

1)
j 2 m
T0

j (2 / T0 ) mt

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0
dt
T0

m0
m0
12

ORTHOGONALITY of exp(j)
PRODUCTofexp(+j)andexp(j)

0
k

j ( 2 / T0 ) t j ( 2 / T0 ) kt
e
e
dt

T0 0
1 k
T0

T0

1
j ( 2 / T0 )( k ) t
e
dt

T0 0
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13

Isolate One FS Coefficient

x(t )

a T10

ak e j (2 /T0 ) k t

T0

j (2 / T0 ) t
1
x
(
t
)
e
dt

T0

T0

j (2 / T0 ) k t j (2 / T0 ) t
j (2 / T0 ) t
1
dt ak T0 e
e
dt a
0 x(t )e

k
0

T0
1
T0

j (2 / T0 ) k t j (2 / T0 ) t
ak e
dt
e
0 k

T0

al T10

T0

j (2 / T0 ) l t
x
(
t
)
e
dt

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Integral is zero

except for k

SQUARE WAVE EXAMPLE

1 0 t 12 T0
x (t )
1T t T
0

0
2 0
for T0 0.04 sec.

Duty cycle 50%

x(t)
1
.02
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.01

.02

0.04

t
15

FS for a SQUARE WAVE {ak}

1
ak
T0

T0

x
(
t
)
e

j ( 2 / T0 ) kt

dt

( k 0)

.02

.02
1
(
2
/
.
04
)
j ( 2 / .04 ) kt

kt
1
ak
1
e
dt

e
.04 ( j 2 k / .04 )

0
.04 0

k
1
1
(
1
)

( e j ( ) k 1)

( j 2 k )
j 2 k
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16

Special care for the DC Coefficient: a0

1
ak
T0

T0

1
a0
T0

T0

x (t )e

j ( 2 / T0 ) kt

( k 0)

dt

1
x(t )dt T0 (Area )
0

.02

1
1
1 dt
a0
(.02 0)

.04 0
.04
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1
2

17

Fourier Coefficients ak
ak is a function of k
Complex Amplitude for k-th Harmonic
This one doesnt depend on the period, T0
which only decides the fundamental frequency

j k
k
1 ( 1)

ak
0
j 2 k

1
2

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k 1,3,
k 2,4,
k 0
18

Spectrum from Fourier Series

0 2 /(0.04) 2 (25)

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j
k

ak 0

12

k 1,3,
k 2,4,
k 0

19

FS: Rectified Sine Wave {ak}

T0

1
ak
T0
ak

j ( 2 / T0 ) kt
x
(
t
)
e
dt

( k 1)

Half-Wave Rectified Sine

T0 / 2

j ( 2 / T0 ) kt
2
t
e
dt
sin(
)
T

1
T0

T0 / 2

1
T0

e j ( 2 / T0 ) t e j ( 2 / T0 ) t j ( 2 / T0 ) kt
e
dt
2j
T0 / 2

T0 / 2
1
j 2T0

e j ( 2 / T0 )( k 1) t dt

j ( 2 / T0 )( k 1) t

j 2T0 ( j ( 2 / T0 )( k 1))

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T0 / 2

1
j 2T0

e j ( 2 / T0 )( k 1) t dt

j ( 2 / T0 )( k 1) t

j 2T0 ( j ( 2 / T0 )( k 1))

T0 / 2

20

FS: Rectified Sine Wave {ak}

ak

j (2 /T0 )( k 1) t

j 2T0 ( j (2 / T0 )( k 1))

1
4 ( k 1)

1
4 ( k 1)

T0 /2

T0 /2

j (2 / T0 )( k 1) t

j 2T0 ( j (2 / T0 )( k 1))

e j (2 /T0 )( k 1)T0 /2 1 4 (1k 1) e j (2 /T0 )( k 1)T0 /2 1

k 1 ( k 1)
4 ( k 2 1)

j ( k 1)

1 4 (1k 1) e j ( k 1) 1

k
(1) 1 ?
1
2 ( k 2 1)

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k odd ( 1)
k 1 Try yourselves
j
ak1 even,
4

a 1

j
4
21

Fourier Series Integral

HOWdoyoudetermineak fromx(t) ?

ak

a0

T0
1
T0

x
(
t
)
e

T0
1
T0

j ( 2 / T0 ) k t

dt

Fundamental Frequency f 0 1 / T0

x(t )dt

a k

*
ak

when x (t ) is real

(DC component)

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22

Fourier Series Synthesis

HOWdoyouAPPROXIMATE x(t) ?

ak

T0
1
T0

x (t )e

j ( 2 / T0 ) k t

dt

UseFINITEnumberofcoefficients

x (t )

ak e

j 2 k f 0 t

ak ak*

when x (t ) is real

k N
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23

Fourier Series Synthesis

3/15/2012
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24

Synthesis: 1st & 3rd Harmonics

1 2
2

y (t ) cos(2 ( 25)t 2 )
cos(2 (75)t 2 )
2
3

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25

Synthesis: up to 7th Harmonic

1 2
2
2
2

y (t ) cos(50 t 2 )
sin(150 t )
sin( 250 t )
sin(350 t )
5
7
2
3

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26

Fourier Synthesis
1 2
2
x N (t ) sin(0t )
sin(3 0t )
2
3

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3/15/2012

27

Gibbs Phenomenon
ConvergenceatDISCONTINUITY ofx(t)
Thereisalwaysanovershoot
9% fortheSquareWavecase

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28

fseriesdemo GUI

3/15/2012
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29

Vector space interpretation

v ai b j

a v, i v i cos( ) c cos( )

i
Scalar product:
Orthonormal basis
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b v, i v j cos( ) c sin( )
2

v, w v w cos( )

i, j

i.e |i|=|j|=1 and <i,j> = 0

Hilbert space interpretation

Periodic signals correspond to vectors in a vector space where

v x(t ), w y (t )
Scalar product:

Norm:

1
T0

x(t ), y (t )

T0

*
(
)
(
)
x
t
y
t
dt

1
2
x(t )
T0

T0

x(t )
0

Orthonormal basis:

k (t ) e

2 k
j
t
T0

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0 k l

k (t ), l (t )

1 k l
k

dt

Hilbert space interpretation

The Fourier series becomes:

x(t )

a (t )

ak x(t ), k (t )

i.e. the signal is decomposed along the orthonormal basis

to get the spectrum components ak
Signal energy: Px = ||x(t)||2 = square length of the vector =

Copyright Monash University 2009