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You are on page 1of 15

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.

1.1

Institute of Integrated Information Systems

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.

f (t ) = A0 +

∞

∑ An cos ( n ω1 t ) +

n =1

∞

∑ Bn sin ( n ω1 t )

n =1

1.2

Institute of Integrated Information systems

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

T ∞ T ∞ T

2 2 2

−T

f (t ) dt = Ao T + −T −T

2 2 2

n =1 n =1

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

1.3

Institute of Integrated Information Systems

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

T T ∞ T

2 2 2

−T −T

2 2 2

n =1

(i ) ( ii )

∞ T

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

2 T

∫ f (t ) sin ( nω1 t ) dt

2

Bn =

T −T

2

1.4

Institute of Integrated Information Systems

respectively, for each value of n.

values for A0, An and Bn.

2 T

An = ∫ f (t ) cos ( nω1 t ) dt

2

T −T

2

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

1.5

Institute of Integrated Information Systems

Orthogonal Components

As seen previously:

∫ sin( mω t ) sin(nω

T

1 1 t ) dt = 0

∫ cos( mω t ) cos(nω t ) dt

T

1 1 = 0

∫ sin( mω t ) cos(nω t ) dt

T

1 1 = 0

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

1.6

Institute of Integrated Information Systems

Implications of Orthogonality

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

1.7

Institute of Integrated Information Systems

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

= n e + e

2 2

jn ω 1 t j ( − n ) ω 1t

= Cn e + C−n e

∞

[

f (t ) = A0 + ∑ Cn e jnω1t + C−n e j( −n )ω1t

n =1

]

or:

∞

f (t ) = ∑ Cn e jnω1t ( 2)

n = −∞

Cn are complex coefficients.

Note that at n=0, C0=A0.

1.8

Institute of Integrated Information Systems

Also, for positive 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 − 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

1.9

Institute of Integrated Information Systems

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

Even

∴ All Bn are zero;

all Cn are real.

Odd

∴ All An are zero;

all Cn are imaginary.

1.10

Institute of Integrated Information Systems

All An and Bn are zero for even n;

all Cn are zero for even n.

All An are zero;

all Bn are zero for even n;

all Cn are imaginary and zero for even n.

1.11

Institute of Integrated Information Systems

In the complex exponential Fourier Series, n can be negative, indicating negative

frequencies. What does “negative” frequency mean?

(a)

(b)

(b) corresponds to complex exponential Fourier Series model.

1.12

Institute of Integrated Information Systems

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→

As T→

1.13

Institute of Integrated Information Systems

∞

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 )

1.14

Institute of Integrated Information Systems

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.

1.15

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