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Institute of Integrated Information Systems

3. TIME & FREQUENCY (FOURIER ANALYSIS)

Specifies the relationships between waveforms and spectra, i.e. time and frequency
domains.
Applies also to linear time-invariant (LTI) systems.

Fourier analysis technique used depends on whether signals being considered are periodic
or non-periodic.

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Institute of Integrated Information Systems

3.1 Periodic Signals & the Fourier Series


When signal to be analysed is periodic in time, its spectrum can be evaluated using a
Fourier Series in either (a) trigonometric or (b) complex exponential form.

(i) Trigonometric Fourier Series

Consider arbitrary periodic waveform:

Where ω1 = fundamental angular frequency of f(t). f(t) can be described by:



f (t ) = A0 + 



∑ An cos ( n ω1 t ) +

n =1



∑ Bn sin ( n ω1 t ) 
n =1


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Institute of Integrated Information systems

Procedure for Computing A0

A0 represents the zero frequency, DC or mean level of the signal over one period. It is
computed as follows by integrating both sides of (1) over one period:
T T T ∞ T ∞

∫ ∫ ∫ ∑A cos( nω 1 t ) dt + ∫ ∑B sin(nω 1 t ) dt
2 2 2 2

−T
f (t ) dt = −T
Ao dt + −T n −T n
2 2 2 2
n =1 n =1

Interchanging ∫ and ∑ gives:


T ∞ T ∞ T

∫ ∑∫ An cos( nω1 t ) dt + ∑∫ Bn sin( nω1 t ) dt


2 2 2

−T
f (t ) dt = Ao T + −T −T
2 2 2
n =1 n =1

(i) (ii) (iii)

Terms (ii) and (iii) are zero for all n since they represent integration of a sinusoid over an
integral number of periods. Thus:
T

Ao T = ∫−T f (t ) dt
2

or:
1 T


2
Ao = f (t ) dt
T −T
2

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Procedure for Computing An and Bn


Multiply both sides of (1) by cos(mω1t) and integrate over one period:
T T ∞ T

∫ f (t ) cos( mω1 t ) dt = ∫ Ao cos( mω1 t ) dt + ∑∫−T An cos( nω1 t ) cos( mω1 t ) dt +


2 2 2

−T −T
2 2 2
n =1
(i ) ( ii )
∞ T

∑∫ Bn sin( nω1 t ) cos( mω1 t ) dt


2

−T
2
n =1
( iii )

For all m≠n, term (ii) is zero; for all m, term (iii) is zero. Hence, need only consider (ii) for
m=n. T T

∫− T 2 ω ∫− T 2 cos (nω 1 t ) dt
2 2
f ( t ) cos( n 1 t ) dt = 2

2 A
= ∫− T n [ 1 + cos(2 nω 1 t ) ] dt
T

2 2

An T
=
2
Hence: 2 T

∫ f (t ) cos ( nω 1 t ) dt
2
An =
T −T
2

for all n. Similarly, by multiplying both sides of (1) by sin(mω1t ):


2 T

∫ f (t ) sin ( nω1 t ) dt
2
Bn =
T −T
2

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Interpretation of A0, An and Bn

• A0 is the DC component, or mean value, of f(t).

• An and Bn are the magnitudes of the cos(nω1t) and sin(nω1t) components,


respectively, for each value of n.

• Any spectrum, and hence waveform, is defined completely by the set of


values for A0, An and Bn.

• The integral of the product in:


2 T

An = ∫ f (t ) cos ( nω1 t ) dt
2

T −T
2

has the same form as a “correlation” integral. It is therefore a measure of the


similarity between f(t) and cos(nω1t).

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Orthogonal Components

As seen previously:

∫ sin( mω t ) sin(nω
T
1 1 t ) dt = 0

for all m≠n, and

∫ cos( mω t ) cos(nω t ) dt
T
1 1 = 0

for all m≠n, and

∫ sin( mω t ) cos(nω t ) dt
T
1 1 = 0

for all m, where m and n are integers and ω1 = 2π/T.

In the above, the two terms within the integration are “orthogonal” over period T.

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Implications of Orthogonality

In general, Fourier Series for:


f (t ) = A0 + A1 cos(ω1 t ) + B1 sin(ω1 t ) +
A2 cos(2ω1 t ) + B2 sin(2ω1 t ) +
A3 cos(3ω1 t ) + B3 sin(3ω1 t ) +
 
Average power series due to f(t) in a 1Ω load:
1 T

∫ [ f (t ) ]
2
=
2
Pave dt (2 )
T −T
2

If Fourier Series substituted in (2), the following terms result from squaring:
A0 2 , A1 2 cos 2 (ω 1 t ), B1 2 sin 2 (ω 1 t ), A2 2 cos 2 (2ω 1 t ), B2 2 sin 2 (2ω 1 t ),
  , Ak 2 cos 2 ( kω 1 t ), Bk 2 sin 2 ( kω 1 t ),  
Plus “cross” terms such as:
A0 A1 cos(ω 1 t ), A1 cos(ω 1 t ) A2 cos(2ω 1 t ), A1 cos(ω 1 t ) B1 sin(ω 1 t ), etc.
Because of orthogonality, cross terms integrate to zero over one period and:
∞ ∞
1 T
1 T
1 T

∫ dt + ∑ ∫ An cos ( nω 1 t ) dt + ∑ ∫ Bn 2 sin 2 ( nω 1 t ) dt
2 2 2
Pave = A0 2 2 2

T −T
2
n =1 T
−T
2
n =1 T
−T
2

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Institute of Integrated Information Systems

(ii) Complex Exponential Fourier Series


Sometimes a simpler version to use than trigonometric.
Note:
e jnω1t = cos( nω1 t ) + j sin( nω1 t )
where j = −1 the information in the trigonometric series can, in principle, be
. Hence,
represented in complex exponential form. For any n:
A B
2
[ 2j
] [ ]
An cos( nω 1 t ) + Bn sin( nω 1 t ) = n e jnω1t + e − jnω1t + n e jnω1t − e − jnω1t

 A − jBn  jnω1t  An + jBn  -jnω1t


= n  e +  e
 2   2 
jn ω 1 t j ( − n ) ω 1t
= Cn e + C−n e

Hence, the Fourier series for f(t) is:


[
f (t ) = A0 + ∑ Cn e jnω1t + C−n e j( −n )ω1t
n =1
]
or:

f (t ) = ∑ Cn e jnω1t ( 2)
n = −∞

Equation (2) defines the complex exponential Fourier Series.


Cn are complex coefficients.
Note that at n=0, C0=A0.

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Institute of Integrated Information Systems

(ii) Complex Exponential Fourier Series (contd.)


Also, for positive n:
 A − jBn 
Cn =  n 
 2

which using trigonometric Fourier Series coefficients:


1 2 T2
= ∫ f (t ) [ cos( nω 1 t ) − j sin( nω 1 t ) ] dt
2 T −T
2

1 T2
= ∫− T f (t ) e − jnω 1t dt
T 2
For negative n:
 A + jBn 
Cn =  n 
 2
1 2 T2
= ∫ f (t ) [ cos( nω 1 t ) + j sin(nω 1 t ) ] dt
2 T −T
2

1 T2
= ∫− T f (t ) e − j(- n )ω 1t dt
T 2

And generally: 1 T

Cn = ∫ f (t ) e − jnω 1t dt
2

T −T
2

f (t ) = ∑C
n =−∞
n e jnω 1t

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Institute of Integrated Information Systems

3.2 Symmetry & the Fourier Series


Evaluation of the Fourier Series can be simplified if f(t) has certain symmetries.
Even

Fourier Series comprises cosine terms only.


∴ All Bn are zero;
all Cn are real.

Odd

Fourier Series comprises sine terms only.


∴ All An are zero;
all Cn are imaginary.
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Institute of Integrated Information Systems

3.2 Symmetry & the Fourier Series (contd.)

Half-Wave or Inverse-Repeat (IR)

Odd harmonics are IR (both sines and cosines).


All An and Bn are zero for even n;
all Cn are zero for even n.

Note: a square wave has both IR and odd symmetry.


All An are zero;
all Bn are zero for even n;
all Cn are imaginary and zero for even n.

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Institute of Integrated Information Systems

3.3 Negative Frequencies


In the complex exponential Fourier Series, n can be negative, indicating negative
frequencies. What does “negative” frequency mean?

Methods of producing a real sinewave from rotating vectors:


(a)

(b)

(a) corresponds to trigonometric Fourier Series model;


(b) corresponds to complex exponential Fourier Series model.

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Institute of Integrated Information Systems

3.4 Derivation of Fourier Transform from Fourier Series


The Fourier Transform allows the spectrum of a non-periodic signal to be computed.
∞ for a non-periodic signal.
Simplest approach is to let T→

Periodic Spectrum (Line Spectrum)

Non-Periodic Spectrum (Continuous Spectrum)

∞, spectral lines merge to form a continuous spectrum.


As T→

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Institute of Integrated Information Systems

3.4 Derivation of Fourier Transform from Fourier Series (contd.)

Start with the complex exponential Fourier Series:



1
∑ Cn e jnω1t
T

f (t ) = Cn = ∫ f (t ) e − jnω 1t dt
2

n =−∞ T −T
2
For a non − periodic signal:
T→∞
and Cn → 0
Hence define Fn = Cn T

Fn jnω 1t ∞
f (t ) = ∑
n =−∞ T
e Fn = ∫
−∞
f (t ) e − jnω 1t dt
2π 1 ω1
ω1 = ∴ =
T T 2π
1 dω
T→∞ →
T 2π

∑n
→∫
−∞ T→∞
jn ω 1 → j ω
(ω is a continuous frequency variable)
Fn → F( jω )

1 ∞ ∞
∫ ∫
jωt
f (t ) = F ( jω ) e dω F ( j ω ) = f (t ) e − jωt dt
2π −∞ -∞

These are defining expressions for the Fourier Transform; abbreviated to:
f ( t ) ⇔ F ( jω )

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Institute of Integrated Information Systems

3.5 The Discrete Fourier Transform


For the analysis of the spectrum of an analogue signal by a digital computational procedure.















Notes:
(i) Essentially treats a non-periodic waveform as if it were periodic (more like Fourier Series).
(ii) Produces both magnitude and phase spectra at discrete frequency values.

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