Beruflich Dokumente
Kultur Dokumente
Continuous-Time Fourier
Methods
1
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl
cos( x ) =
e jx + e jx
2
sin( x ) =
e jx e jx
j2
Conceptual Overview
The Fourier series represents a signal as a sum of sinusoids.
The best approximation to the dashed-line signal below using
only a constant is the solid
Constant
line. (A constant is a
0.6
cosine of zero frequency.)
-4
10
-0.6
x(t)
1.6
Exact x(t)
Approximation of x(t) by a constant
-4
3/21/1768 - 5/16/1830
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl
t0
t0 + T
10
Conceptual Overview
Conceptual Overview
Sinusoid 1
0.6
-4
10
-0.6
x(t)
Exact x(t)
Approximation of x(t) through 1 sinusoid
1.6
1
-4
t0
t0 + T
10
Conceptual Overview
Conceptual Overview
Sinusoid 3
0.6
-4
10
-0.6
x(t)
Exact x(t)
Approximation of x(t) through 3 sinusoids
t0
-4
t0 + T
10
10
Orthogonality
c [k ]e
j 2 kt /T
k=
11
12
Orthogonality
Orthogonality
(e
j 2 kt /T
t 0 +T
, e j 2 qt /T =
t0
kq
kq
cos 2 T t + j sin 2 T t dt
If k = q,
(e
j 2 kt /T
,e
j 2 qt /T
t 0 +T
)=
cos ( 0 ) + j sin ( 0 ) dt =
t 0 +T
j 2 kt /T
by e j 2 qt /T (q an integer)
dt = T .
c [k ]e
x ( t ) e j 2 qt /T =
t0
j 2 ( kq )t /T
k=
If k q, the integral
j 2 kt /T
c [k ]e
k=
t0
(e
t 0 +T
, e j 2 qt /T =
t0
kq
kq
cos 2 T t + j sin 2 T t dt
t 0 +T
x (t ) e
dt =
t 0 +T
t0
k=
t0
j 2 qt /T
13
c [ k ] e
j 2 ( kq )t /T
dt .
14
Orthogonality
Summarizing
x (t ) =
c [k ]e
j 2 kt /T
and
cx [ k ] =
k=
1
T
t 0 +T
x (t ) e
j 2 kt /T
dt .
t0
15
16
x ( t ) = a x [ 0 ] + {a x [ k ] cos ( 2 kt / T ) + b x [ k ] sin ( 2 kt / T )}
where
k=1
ax [k ] =
bx [ k ] =
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl
17
2
T
2
T
t 0 +T
x (t ) cos ( 2 kt / T ) dt
t0
t 0 +T
x (t ) sin ( 2 kt / T ) dt
t0
18
CTFS Example #1
Since both the complex and trigonometric forms of the CTFS represent a signal, there
must be relationships between the harmonic functions. Those relationships are
a x [ 0 ] = cx [ 0 ]
bx [0] = 0
*
a x [ k ] = cx [ k ] + cx [ k ]
b [ k ] = j c [ k ] c* [ k ]
x
x
x
, k = 1, 2, 3,
cx [ 0 ] = a x [ 0 ]
a x [ k ] j bx [ k ]
cx [ k ] =
, k = 1, 2, 3,
2
a x [ k ] + j bx [ k ]
*
c
k
=
c
k
=
x [ ] x [ ]
19
CTFS Example #1
20
CTFS Example #2
21
CTFS Example #2
22
CTFS Example #3
Let x ( t ) = 1 / 2 ( 3 / 4 ) cos ( 20 t ) + (1 / 2 ) sin ( 30 t ) and let T = 200 ms.
23
24
CTFS Example #3
CTFS Example #3
25
CTFS Example #3
26
27
CTFS Example #4
28
CTFS Example #4
29
30
CTFS Example #4
CTFS Example #4
31
CTFS Example #4
32
FS
x ( t ) = A rect ( t / w ) T0 ( t )
cx [ k ] = A
T0
sin ( kw / T0 )
k
sin ( x )
arises frequently enough
x
sin ( t )
to be given its own name "sinc". That is sinc ( t ) =
.
t
The mathematical form
33
CTFS Example #5
34
CTFS Example #5
35
36
CTFS Example #5
CTFS Example #5
The CTFS representation of this cosine is the signal
below, which is an odd function, and the discontinuities
make the representation have significant higher harmonic
content. This is a very inelegant representation.
37
38
c [k ]e
j 2 kt /T0
k= N
A Continuous Signal
39
40
Discontinuous Signal
41
42
cx [ k ] =
1
T
cx [ k ]
(t ) e j 2 kt /T dt
T x
( n+1)Ts
1 N 1
j 2 knTs /T
dt
x ( nTs ) e
T n=0 nTs
Unknown
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl
43
44
N 1
D F T x ( nTs ) = x ( nTs ) e j 2 nk /N
It can be shown (Web Appendix F) that, for harmonic numbers
k << N
n=0
c x [ k ] (1 / N ) D F T x ( nTs ) , k << N
where
N -1
D F T x ( nTs ) = x ( nTs ) e- j 2 nk /N
n=0
45
CTFS Properties
46
CTFS Properties
FS
Time Shifting
x ( t t 0 )
e j 2 kt0 /T c x [ k ]
T
Linearity
FS
x ( t ) + y ( t )
cx [ k ] + cy [ k ]
T
47
48
CTFS Properties
CTFS Properties
Frequency Shifting
FS
(Harmonic Number
e j 2 k0t /T x ( t )
c x [ k k0 ]
T
Shifting)
Time Scaling
Let z ( t ) = x ( at ) , a > 0
Case 1. T = T0 x / a = T0 z for z ( t )
cz [ k ] = cx [ k ]
Case 2. T = T0 x for z ( t )
If a is an integer,
c x [ k / a ] , k / a an integer
cz [ k ] =
, otherwise
0
FS
c x [ k ]
Time Reversal
x ( t )
T
49
CTFS Properties
50
CTFS Properties
FS
With T = mT0 x , x ( t )
c x,m [ k ]
T
c [ k / m ] , k / m an integer
c x,m [ k ] = x
, otherwise
0
(m is any positive integer)
51
CTFS Properties
52
CTFS Properties
FS
d
FS
j2 k c x [ k ] / T
( x (t ))
T
dt
FS
53
54
CTFS Properties
CTFS Properties
Multiplication - Convolution Duality
Time Integration
Case 1
Case 1. c x [ 0 ] = 0
FS
x ( t ) y ( t )
cx [ k ] cy [ k ]
T
Case 2
cx [ k ]
x ( ) d j2 k / T , k 0
FS
T
FS
x ( t ) y ( t )
T cx [ k ] cy [ k ]
T
Case 2. c x [ 0 ] 0
t
x ( t ) y ( t ) = x ( ) y ( t ) d
T
x ( ) d is not periodic
55
CTFS Properties
56
CTFS Properties
Conjugation
FS
x* ( t )
c*x [ k ]
T
Parsevals Theorem
2
1
2
x ( t ) dt = c x [ k ]
T T
k=
The average power of a periodic signal is the sum of the
average powers in its harmonic components.
57
58
CTFS Examples
(1 / T0 ) , k / m an integer
FS
T0 ( t )
mT0
, otherwise
0
FS
e j 2 qt /T0
mq
[
]
mT0
FS
sin ( 2 qt / T0 )
( j / 2 ) ( [ k + mq ] [ k mq ])
mT0
FS
cos ( 2 qt / T0 )
(1 / 2 ) ( [ k mq ] + [ k + mq ])
mT0
FS
rect ( t / w ) T0 ( t )
( w / T0 ) sinc ( wk / mT0 ) m [ k ]
mT0
FS
tri ( t / w ) T0 ( t )
( w / T0 ) sinc 2 ( wk / mT0 ) m [ k ]
mT0
59
60
10
CTFS Examples
CTFS Examples
c x [ k ] = 10 8
10
( 35 10 t ) dt = 35 / 2
8
( 35 10 t ) e
8
j 2 10 8 kt
10
sin ( 2 qt / T0 )
( j / 2 ) ( [ k + mq ] [ k mq ])
te
dt = 35 1016
j 2 10 8 kt
dt
10
8
8
10 8
e j 2 10 kt
e j 2 10 kt
c x [ k ] = 35 1016 t
dt
8
j2 10 8 k
0
j2 10 k 0
10 8
j 2 k
8
10 8 e j 2 10 kt
e
c x [ k ] = 35 1016
2
8
8
j2 10 k j2 10 k 0
FS
mT0
FS
sin ( 200 t )
( j / 2 ) ( [ k + 2 1] [ k 2 1])
20.01
FS
rect ( t / w ) T0 ( t )
( w / T0 ) sinc ( wk / mT0 ) m [ k ]
mT0
FS
rect (100t ) 0.02 ( t )
(1 / 2 ) sinc ( k / 2 )
10.02
FS
Using x ( t ) y ( t )
c x [ k ] c y [ k ],
T
FS
12 sin ( 200 t ) rect (100t ) 0.02 ( t )
12 ( j / 2 ) ( [ k + 2 ] [ k 2 ]) (1 / 2 ) sinc ( k / 2 )
0.02
FS
12 sin ( 200 t ) rect (100t ) 0.02 ( t )
j3 sinc (( k + 2 ) / 2 ) sinc (( k 2 ) / 2 )
0.02
10 16 e j 2 k
1 e j 2 k
1 e j 2 k j2 ke j 2 k
c x [ k ] = 35 1016
+
= 35
j2 k
( j2 k )2 1016
( j2 k )2
1 / 2 , k = 0
c x [ k ] = 35 j
2 k , k 0
61
62
vout,k ( t ) = c out e j 2 kt /T
CTFS,
vin ( t ) =
10 8
c [k ]e
j 2 kt /T
in
k=
= cin [ k ] e j 2 kt /T
63
64
vout ( t ) =
c [k ]e
out
k=
j 2 kt /T
k=
The ratio
cin [ k ]
e j 2 kt /T
j2k RC / T + 1
c out [ k ]
is the
cin [ k ]
65
66
11
Continuous-Time Fourier
Methods
67
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl
CTFS-to-CTFT Transition
CTFS-to-CTFT Transition
Below are graphs of the magnitude of c x [ k ] for 50% and 10% duty
68
cycles. As the period increases the sinc function widens and its
magnitude falls. As the period approaches infinity, the CTFS
harmonic function becomes an infinitely-wide sinc function with zero
amplitude.
kw
Aw
sinc
T0
T0
w=
T0
2
w=
T0
10
69
CTFS-to-CTFT Transition
70
CTFS-to-CTFT Transition
In the limit as the period approaches infinity, the modified
CTFS harmonic function approaches a function of continuous
frequency f (kf0 ).
( f0 = 1 / T0 )
71
72
12
CTFS-to-CTFT Transition
f form
x (t ) e
j 2 ft
x (t ) = F
x (t ) e
j t
( X ( f )) = X ( f ) e
-1
+ j 2 ft
df
form
Forward
X ( j ) = F ( x ( t )) =
dt
Inverse
dt
Inverse
x (t ) = F
( X ( j )) = 21 X ( j ) e
-1
+ j t
Commonly-used notation:
F
x ( t )
X( f )
73
or
F
x ( t )
X ( j )
74
Frequency Content
Some Remarkable Implications
of the Fourier Transform
Highpass
Lowpass
The CTFT expresses a finite-amplitude, real-valued, aperiodic
signal which can also, in general, be time-limited, as a summation
(an integral) of an infinite continuum of weighted, infinitesimal-
amplitude, complex sinusoids, each of which is unlimited in
time.
(Time limited means having non-zero values only for a finite time.)
75
()
(
) , >0
te u ( t ) 1/ ( j + ) , > 0
n!
t e u ( t )
, >0
( j + )
sin ( t ) u ( t )
, >0
( j + ) +
j +
cos ( t ) u ( t )
, >0
( j + ) +
()
F
t
1
n t
e
e
2
0
2
0
F
te t u t
1/ j +
n t
n+1
( )
(
) , <0
( )
(
) , <0
n!
t e u ( t )
, <0
( j + )
sin ( t ) u ( t )
, <0
( j + ) +
j +
cos ( t ) u ( t )
, <0
( j + ) +
F
e t u t
1/ j +
n+1
e
e
2
0
2
0
2
, >0
+2
2
76
Bandpass
77
X( f ) =
Ae
j 2 ft
dt = A e j 2 ft dt
78
13
Ae
2
2 .
2 + ( 2 f )
2
df which is A, independent of
2
+
( 2 f )2
e j 2 ft dt
does converge.
F
defines an impulse of strength A. Therefore A
A ( f ) .
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl
79
80
81
82
Negative Frequency
Negative Frequency
This signal is obviously a sinusoid. How is it described
mathematically?
e j 2 f0 t + e j 2 f0 t
2
83
84
14
Negative Frequency
Consider an experiment in which we multiply two sinusoidal
signals x1 ( t ) = cos ( 2 f1t ) and x 2 ( t ) = cos ( 200 t ) to form
()
()
rect ( t ) sinc ( f )
tri ( t ) sinc ( f )
( t ) f ( f ) , f = 1/ T
cos ( 2 f t ) (1/ 2 ) ( f f ) + ( f + f )
F
t
1
F
sgn t
1/ j f
F
T0
f0
85
1 ( f )
()
( ) ( )
sinc ( t ) rect ( f )
sinc ( t ) tri ( f )
T ( t ) ( f ) , T = 1/ f
sin ( 2 f t ) ( j / 2 ) ( f + f ) ( f f )
F
F
u t
1/ 2 f + 1/ j2 f
F
0 T0
f0
86
CTFT Properties
CTFT Properties
If F ( x ( t )) = X ( f ) or X ( j ) and F ( y ( t )) = Y ( f ) or Y ( j )
then the following properties can be proven.
F
x ( t ) + y ( t )
X ( f ) + Y( f )
F
x ( t ) + y ( t )
X ( j ) + Y ( j )
Linearity
Time Shifting
F
x ( t t 0 )
X ( f ) e j 2 ft0
F
x ( t t 0 )
X ( j ) e j t0
87
CTFT Properties
CTFT Properties
F
x ( at )
Time Scaling
Frequency Shifting
x (t ) e
+ j 2 f0 t
F
x ( at )
X ( f f0 )
F
F
x ( t ) e+ j 0t
X ( 0 )
Frequency Scaling
88
89
1 f
X
a a
1
X j
a a
1 t F
x X ( af )
a a
1 t F
x X ( ja )
a a
90
15
CTFT Properties
F
e t
e f
2
Transform of
a Conjugate
F
x* ( t )
X* ( f )
F
x* ( t )
X* ( j )
Multiplication
Convolution
Duality
F
e ( t /2)
2e ( 2 f )
2
91
CTFT Properties
F
x ( t ) y ( t )
X ( f ) Y( f )
F
x ( t ) y ( t )
X ( j ) Y ( j )
F
x ( t ) y ( t )
X ( f ) Y( f )
F
x ( t ) y ( t )
(1 / 2 ) X ( j ) Y ( j )
92
CTFT Properties
In the frequency domain, the cascade connection multiplies
the frequency responses instead of convolving the impulse
responses.
93
CTFT Properties
Transforms of
Periodic Signals
94
CTFT Properties
d
F
j2 f X ( f )
( x (t ))
dt
d
F
( x (t )) j X ( j )
dt
Time
Differentiation
Modulation
1
F
x ( t ) cos ( 2 f0t )
X ( f f0 ) + X ( f + f0 )
2
1
F
x ( t ) cos ( 0t )
X j ( 0 ) + X j ( + 0 )
2
x (t ) =
X[ k ]e
j 2 kfF t
X ( f ) =
F
k=
x (t ) =
X[ k ]e
jk F t
X [ k ] ( f kf )
0
k=
F
X ( j ) = 2
k=
X [ k ] ( k )
0
k=
95
96
16
CTFT Properties
CTFT Properties
x (t )
Parsevals
Theorem
x (t )
dt =
of an Impulse
Duality
df
Integral Definition
X( f )
dt =
X ( 0 ) = x ( t ) e j 2 ft dt
= x ( t ) dt
f 0
1
2
j 2 xy
X ( j )
Total - Area
Integral
df
x ( 0 ) = X ( f ) e+ j 2 ft df = X ( f ) df
t0
X ( 0 ) = x ( t ) e j t dt
= x ( t ) dt
0
1
x (0) =
2
dy = ( x )
F
F
X ( t )
x ( f ) and X ( t )
x( f )
Integration
F
F
X ( jt )
2 x ( ) and X ( jt )
2 x ( )
+ j t
97
1
d =
t0 2
X( f )
X ( j ) d
x ( ) d j2 f + 2 X ( 0 ) ( f )
F
x ( ) d
CTFT Properties
X( 0 ) =
X ( j ) e
X ( j )
+ X ( 0 ) ( )
j
98
CTFT Properties
x(t )dt
x( 0 ) =
X( f )df
99
100
101
17