AMERICAN UNIVERSITY OF BEIRUT Department of Electrical and Computer Engineering EECE6035S - System Identication. Lecture Notes Prof.

Fadi N Karameh

Fourier Representation of Signals and Systems

In this lecture we will present a review of the basic principles that govern the response of Linear Time Invariant systems, namely that these systems have a simple precisely dened response to complex exponentials. That is, complex exponentials (ejwt or z n ) act as eigenfunctions of LTI (CT or DT) systems, an essential property that can be exploited to predict the response to various combinations of complex exponentials. This following assumes a basic knowledge acquired from earlier course on Signals and Systems, and is intended as a review.

1.1

Discrete time LTI system response

Recall that a linear time invariant DT system can be described by a constant coecient Linear dierence equation (LDE)
K M

y [n ] =
l=1

al y [n l] +
m=0

bm x[n m]

(1)

which in eect is a DT lter or a DT system. Some notation relates to the existence of various coecients above and the correspondence system, as follows. 1. If all the ai s are zero, then the lter is Finite Impulse Response (FIR). It is thus of nite memory, and is also called all-zeros lter or a Moving Average (MA) lter for the obvious reasons. (example: y [n] = 0.5x[n 1] + 0.8x[n 2]) 2. If bi = 0 i > 0, (bo = 0), then the lter is all-pole, and has Innite impulse response (IIR). It is also called purely recursive and Autoregressive (AR). 3. if K > 0, M > 0, then this is a general IIR lter with both poles and zeros. It is also called an Auto-regressive, Moving Average (ARMA) lter. In all of the above cases, the system is uniquely determined by its response to a unit sample [n], or the so-called unit sample response h[n]. By decomposing arbitrary signals x[n] as summations of unit samples x[n] = k= x[n] [n k ], and exploiting the linearity of the system, one can arrive at a general description of the response y [n] to arbitrary inputs x[n] called convolution

y [n] = h[n] x[n] =

k=

h[k ]x[n k ] =
k=

h[n k ]x[k ] = x[n] h[n]

(2)

The unit sample response h[n] is a nite sequence for FIR systems, and is easy to compute in the time domain. For IIR systems, however, one can arrive at some recursion, or resort to other methods (Z-transforms). Causality: is implied implicitly in the LDE shown in equation 1, which corresponds to a system whose present output depends only on present and past inputs and output values. Equivalently, h[n] = 0, n < 0. Causality can be relaxed when dealing with o-line data (where present vs future is inconsequential), as well as when dealing with images. Stability: is described in the time domain by the absolute summability of h[n], that is a system is Bounded-input, Bounded output (BIBO) stable if and only if

|h[k ]| <
k=

(3)

1.1.1

Z-Transforms

The weighting of an innite sum of complex exponentials by a DT signal x[n] creates, if the sum converges, the bilateral Z-transform

X (z ) =
k=

x[n]Z n

Z ROC.

(4)

Recall that 1. The region of convergence (ROC) of the Z-transform of a right-sided sequence (x[n] = 0, no < n < ) is outside a disc containing all the poles of X (z ). 2. The convergence (ROC) of the Z-transform of a left-sided sequence (x[n] = 0, < n < no ) is the inside of a disc smaller that the smallest poles of X (z ). 3. The convergence (ROC) of the Z-transform of a nite sequence is the whole complex plane. 4. The Z-transform can be directly applied to the LDE of equation 1 to yield the system function M m Y (z ) m=1 bm z = (5) H (z ) = k X (z ) 1 K l=1 ak z The importance of H (z ) is that it characterizes the system response to a single complex exponential z n , as we will see next. 5. Stability: The system function H (z ) helps assess the stability of a DT system by looking at the ROC. Namely, a system is BIBO stable if and only if the ROC of H(z) includes the unit disc (|z | = 1).

1.1.2

Response to z n

If the input to a system is a DT complex exponential x[n] = z n , n, then the output is given, again by the convolution:

y [n] = h[n] x[n] =

k=

h[k ]x[n k ]

y [n ] =
k= n

h[k ]z nk = z n
k=

h[k ]z k (6)

y [n] = z H (z )

Equation 6above states that z n is actually an eigenfunction of the system function H (z ) and is the basis for responses to arbitrary inputs as seen below. 1.1.3 Response to ej n

If we evaluate z n at the unit disc, that is if x[n] = ej n , we have using the exact derivation as for equation 6 above,

y [n] = h[n] x[n] =

k=

h[k ]x[n k ]

y [n] =
k=

h[k ]ej (nk) = ej n

k=

h[k ]ej k

Dening the DTFT as

H (ej ) =
k=

h[k ]ej k ,

(7)

we demonstrate again that ej n passes through the system unscathed except for a complex gain, H (ej ). Note that the denition of the Discrete Time Fourier Transform (DTFT), x[n] X (e ) =
k= DT F T j

x[k ]ej k

coincides with the denition of H (z = ej ) if the unit disc is included in the ROC of the Z-transform. In fact, the Z-transform or any signal and its DTFT is the same if the ROC of the former includes the unit disc. For systems, the DTFT and the Ztransform are the same, therefore, for stable systems (why?). However, the Discrete time Fourier Transform is a more general signal representation since: a. DTFT exists for signals which do not admit a Z-transform (e.g periodic signals). Indeed, we have arrived at equation 7 using the denition of a DTFT for H (ej ) instead of the bilateral Z transform.

b. Fourier representation (ej ) has a more direct physical interpretation, which is frequency, or samples/cycle. c. The time-frequency duality turns out to be a very important concept in designing lters, etc. 1.1.4 Response to sums of ej n

We will exploit the linearity property of DT LTI systems to determine the response to nite, or innite sums of complex exponentials, as follows. 1- Response to a nite sum: periodic DT signals Considering a periodic DT signal x[n] of period N , then one can always nd a DT Fourier series (DTFS) expansion of this signal:
N 1

x [n ] =
k=0

Cx,k ej N kn

(8)

where Cx,k 1 = N
N 1 n=0

x[n]ej N nk

(9)

Accordingly, the response y [n] is the weighted sum of the responses:

N 1

y [n] =
k=0

Cx,k H (ej N kn )ej N kn

(10)

Obviously , y [n] is also periodic and the above gives its DTFS expansion, where Cy,k = Cx,k H (ej N kn )
2

(11)

2- Response to innite sums: aperiodic DT signals We can think of a non-periodic signal as a periodic one with a the period length N which is innite. 2 Therefore, the separation between frequencies is innitely small in ej N nk , or can be represented by an integral. In fact this can be derived from the denition of a DTFT as follows. For any nonperiodic signal x[n], the DTFT is given by

X (ej ) =
k=

x[k ]ej k

Since X (ej ) is a 2 periodic continuous function, we can nd a CT fourier series decomposition (CTFS). In fact, the above formula can be thought of as just that. Here, x[k] are the CTFS coecients and are given by 1 X (ej )ej d (12) 2 (which actually is another way of deriving the inverse DTFT formula.) Again, using the LTI property, we can nd the response to this innite sum (integral) of complex exponentials. x[k ] = CX = 4

y [n ] =

1 2

X (ej )H (ej )ej d

(13)

Which when compared to equation 12 tells us that Y (ej ) = X (ej )H (ej ). This is the frequency domain dual to y [n] = h[n] x[n] (and we knew this all along).

1.2

Continuous time LTI system response

We will discuss this briey here as most of the signals we will be dealing with are digitized, and hence, DT systems are more relevant. CT LTi systems can be described by constant coecient Ordinary Dierential Equations (ODEs).
N dk x(t) dn y (t) an = b k dtn dtk n=0 k=0 K

(14)

The system is characterized by its response to a unit impulse function (t), giving the impulse response h(t). Again, one can derive a general formula for the response to arbitrary inputs x(t), < t < , which is CT convolution

y (t) = h(t) x(t) =

h( )x(t )d =

x( )h(t )d = x(t) h(t)

(15)

Causality: which corresponds to a system whose present output depends only on present and past inputs and output values. Equivalently, h(t) = 0, t < 0. Stability: is described in the time domain by the absolute integrability of h(t), that is a system is Bounded-input, Bounded output (BIBO) stable if and only if

|h(t)|dt <

(16)

1.2.1

Response to est

Let the input to a CT LTI system by the complex exponential x(t) = est , then by convolution we have

y (t) = h(t) x(t) =

h( )x(t )d

y (t) =

h( )es(t ) d = est

h( )es d

(17)

Dening H (s) =

h( )es d

(18)

to be the Bilateral Laplace transform of h(t) (with some region of convergence in the complex plane) we obtain the eigenfunction property y (t) = H (s)est 5 (19)

which is yet another way of thinking why Laplace transforms, or Fourier for that matter, are so useful in LTI system analysis. Continuing with the Laplace Transform, recall 1. The region of convergence (ROC) of the Laplace-transform of a right-sided signal (x(t) = 0, to < t < ) is to the right of the rightmost pole. 2. The convergence (ROC) of the Laplace -transform of a left-sided signal (x(t) = 0, < t < to ) is to the left of the leftmost pole 3. The convergence (ROC) of the Laplace-transform of a nite duration signal is the whole complex plane. 4. The Laplace-transform can be directly applied to the LDE of equation 14 to yield the system function H (s) = Y (s) = X (s)
N m m=0 bm s K k l=0 ak s

(20)

5. Stability: The system function H (s) helps assess the stability of a CT system by looking at the ROC. Namely, a system is BIBO stable if and only if the ROC of H(s) includes the jw axis. 1.2.2 Response to ejwt

Let x(t) = ejwt , then

y (t) = h(t) x(t) =

h( )x(t )d

y (t) =

h( )ejw(t ) d = ejwt

h( )ejw d

(21)

Dening H (w) =

h( )ejw d

(22)

to be the CT Fourier Transform CTFT of h(t), we have the eigenfunction property y (t) = H (w)ejwt (23)

Note that the CTFT and Bilateral Laplace coincide if the jw axis is included in the ROC of the latter, that is the system is stable (why?). 1.2.3 Response to periodic CT Signals

If x(t) is a periodic CT function with a period T, then one can expand this function onto a basis of complex exponentials placed at discrete frequencies (easy to prove), or obtain the CT Fourier Series expansion (CTFS).

x(t) =
k=

Cx,k ejkwo t 6

wo =

2 T

(24)

which implies, that the LTI response is

y (t) =
k=

Cx,k H (kwo )ejkwo t

(25)

implying that y (t) is periodic with its CTFS coecients Cy,k = Cx,k H ( 1.2.4 Response to aperiodic CT signals 2k ) T (26)

A nonperiodic signal x(t) can be represented as the integral sum of an innite number of complex exponentials as given by the Inverse CTFT : x(t) = 1 2

X (w)ejwt dw

(27)

Accordingly, the output, since the system is LTI is y (t) = 1 2 X (w)H (w)ejwt dw (28)

which again implies Y (w) = X (w)H (w), the CTFT pair with y (t) = x(t) h(t).

1.3

From Continuous to Discrete and back

We will now try to derive relationships between the CTFT and DTFT. Recall that, to obtain a DT version of a real analog signal x(t), we sample at a rate Ts at least as fast as Nyquist. The sampled signal xs (t) can be represented as,

xs (t) = x(t)
k=

(t kTs )

(29)

Taking CTFT of both sides, we obtain using convolution-multiplication duality 2 1 X (w) 2 T 1 Ts

Xs (w) = =

(w
k=

2 n) Ts (30)

X (w
n=

2 n) Ts

Again, taking the CTFT starting from the denition

Xs (w) = =

k= k=

x(t) (t kTs )ejwt dt x(t) (t kTs )ejwt dt (31)

=
k=

x(kTs )ejwkTs 7

Now if we dene the sequence x[k ] = x(kTs ), then

Xs (w) =
k=

x[k ]ejwkTs

Realizing that the DTFT of x[k ] is

X (ej ) =
k=

x[k ]ej

we obtain the following relationship Xs (w) = X (ej )|=wTs (32)

Using equations 30 and 33 we obtain the following relation which gives the DTFT of x[n] from the CTFT of x(t) X (ej )|=wTs = An example is shown in gure 1 1 Ts

X (w
n=

2 n) Ts

(33)

Figure 1: Relations between DTFT and CTFT Finally, the CTFT can be obtained from the DTFT using X (w) = lim Ts .X (ej Ts )
Ts

(34)