CEG 383/EEE221/ETE221: Signals

and Systems
Lec 06: Fourier and Laplace
Transform
Faculty: Dr. M. Rokonuzzaman
Cell: zaman.rokon@yahoo.com
Outline
Transforms in context of problem solving
Convolution
Dirac delta function o(t)
Fourier Transform
Sampling
Laplace Transform
Why use Transforms?
Transforms are not simply math curiosity
sketched at the corner of a woodstove by
ol Frenchmen.
Way to reframe a problem in a way that
makes it easier to understand, analyze
and solve.
General Scheme using Transforms
Problem
Equation
of the problem
Solution
of the equation
Result
Transformation
Inverse
transformation
Transformed
equation
Solution of the
transformed equation
= HARD
= EASY
Which Transform to Use?
Application
Continuous
Domain
Discrete
Domain
Signal
Processing
Fourier T.
Discrete F.T.
(DFT/FFT)
Control Theory Laplace T. z-Transform
Typical Problem
Given an input signal x(t), what is the output
signal y(t) after going through the system?
To solve it in the time domain (t) is
cumbersome!
System/
Filter
t
x(t)
y(t)?
Integrating Differential Equation?
Lets have a simple first order low-pass filter
with resistor R and capacitor C:



The system is described by diff. eq.:


To find a solution, we can integrate. Ugh!
) ( ) ( ) ( ' t x t y t RCy = +
Convolution
Math operator (symbol *) that takes two input
functions (x(t) and h(t)) and produces a third (y(t))


Expresses the amount of overlap of one function
x(t) as it is shifted over another function h(t).

Way of blending one function with another.
}
= - = t t t d h t x t h t x t y ) ( ) ( ) ( ) ( ) (
Fourier Transform
Jean-Baptiste Fourier had crazy
idea (1807):

Any periodic function
can be rewritten as a
weighted sum of
sines and cosines of
different frequencies.

Called Fourier Series
Square-Wave Deconstruction
Other examples
FT expands this idea
Take any signal (periodic and non-periodic) in time
domain and decompose it in sines + cosines to have a
representation in the frequency domain.

t
f
f
Real: Cosine
Coefficients
+
Imaginary: Sine
Coefficients
FT
FT
Time Domain Frequency Domain
FT: Formal Definition
Convention: Upper-case to describe transformed
variables:
Transform: F{ x(t) } = X(e) or X(f) (e=2tf)
Inverse: F
-1
{Y(e) or Y(f) }= y(t)
FT gives complex numbers
You get complex numbers
Cosine coefficients are real
Sine coefficients are imaginary
t
f
f
Real: Cosine
Coefficients
+
Imaginary: Sine
Coefficients
FT
Complex plane
Complex number can
be represented:
Combination of real +
imaginary value:
x +iy

Amplitude + Phase
A and
Alternative representation of FT
Complex numbers can be represented also as
amplitude + phase.
t
f
f
Real
+
Imaginary
OR
FT
f
f
Amplitude
+
Phase
t
t
Example Fourier Transform
t
FT
f
Amplitude
Spectrum
t
FT
f
Amplitude
Spectrum
Fast moving vs slow moving signals
Example Fourier Transform
Time Domain t Frequency Domain e
Real
Real
Real
Example Fourier Transform
Example Fourier Transform
Example Fourier Transform
Example Fourier Transform
Note: FT is imaginary for sine
Example Fourier Transform
Time Domain t Frequency Domain e
Real
Real
DC component
FT of Delay o(tt)
Amplitude + phase is easier to understand:

(click movie)


Amplitude:
Gives you information about frequencies/tones in a
signal.
Phase:
More about when it happens in time.
Important FT Properties
Addition

Scalar Multiplication

Convolution in time t


Convolution in frequency e

) ( ) ( )} ( ) ( { e e B A t b t a F + = +
) ( )} ( { e kA t ka F =
) ( ) ( )} ( { )} ( { )} ( ) ( { e e H X t h F t x F t h t x F = = -
) ( ) ( 2 )} ( ) ( {
1
t h t x H t X F t e = -

FT timefrequency duality
Time Domain Frequency Domain
narrow wide
wide narrow
Multiplication Convolution
Convolution Multiplication
Box Sinc
Sinc Box
Gauss Gauss
Real + Even Real+Even (just cosine)
Real + Odd Im + Odd (just sine)
Etc.. Etc..
FT: Reframing the problem in
Frequency Domain
Problem x(t),h(t)
Solution
of the equation
Result
*
Fourier Transform
Inverse
Fourier
Transform
X(e), H(e) X(e)H(e)
x
= HARD
= EASY
Completely sidesteps the convolution!
FT: Another Example
f
15 kHz
oscillator
Y(f)
|X(f)|
Multiplier
5

k
H
z
-

5

k
H
z
(Voice)
(Carrier)
What is the amplitude spectrum |Y(f)| of a voice signal
(bandlimited to 5 kHz) when multiplied by a cosine f=15
kHz?
(Note: this is Amplitude Modulation AM radio)
FT: Solution
-

5

k
H
z
5

k
H
z
t
x
t
f
|X(f)|
*
f
x(t)=?
=
Remember! Convolving
with o(f-f)
==
Shifting signal
f
|Y(f)|
-15 kHz
-10
kHz
-20
kHz
20
kHz
10
kHz
15 kHz
T
i
m
e
D
o
m
a
i
n
F
r
e
q
u
e
n
c
y
D
o
m
a
i
n
-15 kHz 15 kHz
(Look Ma! No Algebra!)
FT Gaussian Blur
*
=
x
=
f f f
F
r
e
q
u
e
n
c
y

S
p
a
c
e

Sampling Theorem
In order to be used within a digital system, a
continuous signal must be converted into a
stream of values.

Done by sampling the continuous signal at
regular intervals.

But at which interval?


Sampling Theorem
Sampling can be
thought of
multiplying a signal
by a o pulse train:
t
x(t)
t
... ...
x
=
... ...
t
Aliasing
If sampling rate is too small compared with
frequency of signal, aliasing WILL occur:
t
t
... ...
=
t
... ...
=
t
...
t
... ...
t
x
x
Fourier Analysis of Sampling
The FT of a pulse train with frequency f
s
is
another pulse train with interval 1/f
s
:





... ...
t
... ...
f
f
s
FT
1/f
s
Fourier Analysis of Sampling
Aliasing will happen if f
s
<2 f
max

Nyquist frequency = f
s
/2



...
t
1/f
s
...
f f
f
m
a
x
t
-
f
m
a
x
x
*
=
f
f
f
f s
>
2
f m
a
x
f
s
f
s
=2f
max
f
s
<
2
f
m
a
x
T
i
m
e
D
o
m
a
i
n
F
r
e
q
u
e
n
c
y
D
o
m
a
i
n
A few sampling frequencies
Telephone systems: 8 kHz

CD music: 44.1 kHz

DVD-audio: 96 or 192 kHz

Aqua robot: 1 kHz

Digital Thermostat (HMTD84) : 0.2 Hz


Laplace Transform
Formal definition:


Compare this to FT:


Small differences:
Integral from 0 to to for Laplace
f(t) for t<0 is not taken into account
-s instead of -ie
}

= =
0
) ( ) ( )] ( [ dt e t f s F t f
st
L
}

= dt e t f F
t ie
e ) ( ) (
Common Laplace Transfom
Name f(t) F(s)
Impulse o
Step
Ramp
Exponential
Sine
1
s
1
2
1
s
a s +
1
2 2
e
e
+ s
1 ) ( = t f
t t f = ) (
at
e t f

= ) (
) sin( ) ( t t f e =

>
=
=
0 0
0 1
) (
t
t
t f
Damped Sine
2 2
) ( e
e
+ + a s
) sin( ) ( t e t f
at
e

=
Laplace Transform Properties
Similar to Fourier transform:
Addition/Scaling


Convolution



Derivation



}
=
t
s F s F d ( )f (t f
0
2 1 2 1
) ( ) ( )
) ( ) ( )] ( ) ( [
2 1 2 1
s bF s aF t bf t af L =
) 0 ( ) ( ) ( =
(

f s sF t f
dt
d
L
Transfer Function H(s)
Definition
H(s) = Y(s) / X(s)
Relates the output of a linear system (or
component) to its input.
Describes how a linear system responds
to an impulse.
All linear operations allowed
Scaling, addition, multiplication.
H(s) X(s) Y(s)
RC Circuit Revisited
=
t
t
step
function
x y
dt
dy
RC = +
RCs + 1
1
s
1
*
x
s
RC
s RCs s
+
=
+
1
1 1
) 1 (
1
t
-
t
T
i
m
e

D
o
m
a
i
n
L
a
p
l
a
c
e

D
o
m
a
i
n
Poles and Zeros
m
b s b s b s B
a s a s a s A
s B
s A
s F
m
m
n
n
poles # system of Order
complex are zeros and Poles
0 A(s) for which s of values the are Zeros
0 B(s) for which s of values the are Poles
... ) (
... ) (
) (
) (
) ( Given
0 1
0 1
= =
=
=
+ + + =
+ + + =
=
Poles and Zeros
Zeros No
, are Poles
)] [sin( : sine For
Zeros No
is Pole
1
] [ example, For
2 2
e e
e
e
e
i i s
s
t L
a s
a s
e L
at
=
+
=
=
+
=

Poles and Zeros

Name f(t) F(s)
Impulse o
Step
Ramp
Exponential
Sine
1
s
1
2
1
s
a s +
1
2 2
e
e
+ s
1 ) ( = t f
t t f = ) (
at
e t f

= ) (
) sin( ) ( t t f e =

>
=
=
0 0
0 1
) (
t
t
t f
Damped Sine
2 2
) ( e
e
+ + a s
) sin( ) ( t e t f
at
e

=
Poles
0
0 (double)
n/a
-a
-ie,ie
-a-ie,-a+ie
Poles and Zeros
If pole has:
Real negative: exponential decay
Real positive: exponential growth
If imaginary = 0: oscillation of frequency e