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Fourier

Representation
of Signals and
LTI Systems.
1

3.0 Fourier
Representation
of Signals
3.1 Introduction.
3.2 Fourier
Representation
of Four Classes of Signals.
and
LTI
Systems.
3.3 Discrete Time Periodic Signals: Discrete Time
Fourier Series.
3.4 Continuous-Time Periodic Signals: Fourier Series.
3.5 Complex Sinusoids and Frequency Response of LTI
Systems.
3.6 Discrete-Time Non Periodic Signals: Discrete-Time
Fourier Transform.
3.7 Continuous-Time Non Periodic Signals: Fourier
Transform.
3.8 Properties of Fourier Representation.
3.9 Linearity and Symmetry Properties.
3.10 Convolution Properties.
2

3.1 Introduction.
Signals are represented as superposition's of complex
sinusoids which leads to a useful expression for the
system output and provide a characterization of signals
and systems.
Example in music, the orchestra is a superposition of
sounds generated by different equipment having
different frequency range such as string, base, violin
and ect. The same example applied the choir team.
Study of signals and systems using sinusoidal
representation is termed as Fourier Analysis introduced
by Joseph Fourier (1768-1830).
There are four distinct Fourier representations, each
applicable to different class of signals.

3.2 Fourier Representation


of Four Class of Signals.
There are four distinct Fourier representations,
representations class of
signals;
(i) Periodic Signals.
(ii) Nonperiodic Signals.
(iii) Discrete-Time Periodic Signals.
(iv) Continuous-Time Periodic Signals.
Fourier Series (FS) applies to continuous-time periodic
signals.
Discrete Time Fourier Series (DTFS) applies to discretetime periodic signals.
Nonperiodic signals have Fourier Transform (FT)
representation.
Discrete Time Fourier Transform (DTFT) applies to a
signal that is discrete in time and non-periodic.

Table 3.1: Relation between Time Properties of a Signal an the


Appropriate Fourier Representation.

Time
Property

Periodic

Nonperiodic

Continuous
(t)

Fourier Series
(FS)
[Chapter 3.5]

Fourier Transform
(FT) [Chapter 3.7]

Discrete
(n)

Discrete Time
Fourier Series
(DTFS)
[Chapter 3.4]

Discrete Time
Fourier Transform
(DTFT)
[Chapter 3.6]

Contd
(1)
(1) Discrete
Discrete
Time
Time
Periodic
Periodic
Signal
Signal
(2)
(2)
Continuous
Continuous
Time
Time
Periodic
Periodic
Signal
Signal

Fourier
Fourier
Representa
Representa
tion
tion

(3)
(3)
Continuous
Continuous
Time
Time Non
Non
Periodic
Periodic
Signal
Signal
(4)
(4) Discrete
Discrete
Time
Time Non
Non
Periodic
Periodic
Signal

3.2.1 Periodic Signals:


Fourier
Series signal with fundamental
If x[n] is a discrete-time
period N then x[n] of DTFS is represents as,
Representation
x n A k e jko n
k

where o= 2 /N is the fundamental frequency of


x[n].
The frequency of the kth sinusoid in the
superposition is k o

Contd
If x(t) is a continuous-time signal with
fundamental period T, x(t) of FS is represents as

x t A k e

jko t

where = 2 /T is the fundamental frequency of


x(t). The frequency of the kth sinusoid is k and
each sinusoid has a common period T.
A sinusoid whose frequency is an integer multiple
of a fundamental frequency is said to be a
harmonic of a sinusoid at the fundamental
frequency. For example ejkt is the kth harmonic of
8
ejt.

3.2.2 Nonperiodic Signals:


The Fourier Transform representations employ
complex sinusoids having a continuum of
frequencies.
The signal is represented as a weighted integral of
complex sinusoids where the variable of integration
is the sinusoids frequency.
1
Continuous-time
sinusoids are used to represent
x t
X j e d

2
continuous signal in FT.

Fourier-Transform
Representation.

jt

where X(j)/(2) is the weight or coefficient


applied to a sinusoid of frequency in the FT
representation

Contd
Discrete-time sinusoids are used to represent
discrete time signal in DTFT.
It is unique only a 2 interval of frequency. The
sinusoidal frequencies are within 2 interval.

1
x n
2

X e e
j

jn

10

3.3 Discrete Time Periodic


Signals:
Discrete

The Discrete Time


Fourier SeriesTime
representation;
Fourier Series. N 1
x n X k e jk n
o

k 0

where x[n] is a periodic signal with period N and


fundamental frequency =2 /N.
/N X[k] is the DTFS
coefficient of signal x[n].
N 1

1
X k
N

jk o n

x
n
e

n 0

x n X k

The relationship of the DTFS


above;equation,
o

11

Contd
Given N value of x[n] we can find X[k].
Given N value of X[k] we can find x[n] vise-versa.
The X[k] is the frequency-domain
representation of x[n].
DTFS is the only Fourier representation that can
be numerically evaluated using computer, e.g.
used in numerical signal analysis.

12

Example 3.1: Determining DTFS


Coefficients.
Find the frequency-domain representation of the
signal in Figure 3.2 below.

Figure 3.2: Time Domain Signal.

Solution:
Step 1: Determine N and .
The signal has period N=5, so =2/5.
Also the signal has odd symmetry, so we sum over n =
-2 to n = 2 from equation
13

Contd
Step 2: Solve for the frequency-domain, X[k].
From step 1, we found the fundamental frequency, N
=5, and we sum over n = -2 to n = 2 .
1
X k
N

N 1

x ne

jk o n

n 0

1 2
X k x ne jk 2n / 5
5 n 2
1
x 2 e jk 4 / 5 x 1 e jk 2 / 5 x 0 e j 0 x1 e jk 2 / 5 x 2 e jk 4 / 5
5

14

Contd
From the value of x{n} we get,

1
1 jk 2 / 5 1 jk 2 / 5
X k 1 e
e

5
2
2

1
1 j sin k 2 / 5
5
Step 3: Plot the magnitude and phase of DTFS.
From the equation, one period of the DTFS
coefficient X[k], k=-2 to k=2, in the rectangular and
polar coordinate as

1
sin 4 / 5
X 2 j
0.232e j 0.531
5
5
1
sin 2 / 5
X 1 j
0.276e j 0.760
5
5

15

Contd

1
0.2e j 0
5
1
sin 2 / 5
X 1 j
0.276e j 0.760
5
5
1
sin 4 / 5
X 2 j
0.232e j 0.531
5
5
X 0

The above figure shows the magnitude and phase of


X[k] as a function of frequency index k.

Figure 3.3: Magnitude and phase of the DTFS coefficients for16


the signal in Fig. 3.2.

Contd
Just to Compare, for different range of n.
Calculate X[k] using n=0 to n=4 for the limit of the
sum.
1
X k

x 0 e
5

j0

1 e j 2 / 5 2 e jk 4 / 5 3e jk 6 / 5 4e jk 8 / 5

1
1
1

X k 1 e jk 2 / 5 e jk 8 / 5
5
2
2

This expression is different from which we obtain from


using n=-2 to n=2.
that,
jk 8Note
/5
jk 2 jk 2 / 5

e jk 2 / 5
n=-2 to n=2 and n= 0 to n=4, yield equivalent
expression for the DTFS coefficient.
17

3.4 Continuous-Time
Periodic
Signals:
Fourier
Continues time periodic signals are represented by
Series.
Fourier series (FS). The fundamental period is T
and fundamental frequency o =2/T.

x t

jko t
X
(
k
)
e

X[k] is the FS coefficient of signal x(t).


T

1
X (k ) x t e jkot dt
T 0
Below is the relationship of the above equation,
FS ;o

x t X (k )

18

Contd
The FS coefficient X(k) is known as frequencydomain representation of x(t) because each FS
coefficient is associated with a complex sinusoid of
a different frequency.
k determines the frequency of complex sinusoid
associated with X(k).

19

Example 3.2: Direct Calculation of FS


Coefficients.
Determine the FS coefficients for the signal x(t)
depicted in Figure 3.4.

Solution:
1
X (k )

2 t jkt
e e dt

Figure 3.4: Time Domain Signal.

2
Step 1: Determine
T and 0.
1
X (k ) e
dt
2
The period of x(t) is T=2, so 0=2/2 = On the
interval 0<=t<=2, one period of x(t) is expressed as
x(t)=e-2tT, so it yields
0

2 jk t

X (k )

1
jko t

x
t
e
dt

T 0

Step 2: Solve for X[k].


20

Contd
Step 3: Plot the magnitude and phase spectrum.

1
X (k )
e 2 jk t
2(2 jk )

1
X (k )
e 4 e jk 2 1
4 2 jk

1 e 4
X (k )
4 jk 2
- From the above equation for example k=0,
X(k)= (1-e-4)/4 = 0.245.
- Since e-jk2=1 Figure 3.5 shows the magnitude
spectrum|X(k)| and the phase spectrum arg{X(k)}.
21

Contd

Figure 3.5: Magnitude and Phase Spectra..


Spectra.
22

3.5 Complex Sinusoidal


and Frequency Response
of LTI System.
The response of an LTI system to a sinusoidal input
that lead to the characterization of the system
behavior that is called frequency response of the
system.
An impulse response h[n] and the complex
sinusoidal input x[n]=ejn.

23

Contd
Discrete-Time (DT)
Derivation:

y n
y n

h k x n k

j n k

h
k
e

factor e jn
y n e j n

out

jk

h
k
e

H e j e jn
Frequency Response:

h k e

H e j

jk

24

Contd
Continuous-Time (CT)
Derivation:

y t

h e

j t

j t

e
d

H j e jt

Frequency Response:

H j

jt

e
d

The output of a complex sinusoidal input to an LTI


system is a complex sinusoid of the same frequency
as the input, multiplied by the frequency response of
25
the system.

t
Example 3.3: Frequency Response.
1 RC
h t
e u t

The impulse response of a system is given


RC as
Find the expression for the frequency response, and
plot the magnitude and phase response.

Solution:
Step 1: Find frequency response, H(j ).
1
H j
e u e
Substitute h(t) into equation below,
RC

RC

H j

h e

jt

RC 0

RC

RC

RC

e
1
j

RC

1
1
0 1

1
RC
j

RC

1
RC

RC

26

Contd
Step 2: From frequency response, get the
magnitude & phase response.
The magnitude response is,
| H j |

1
RC

RC

27

Contd

Figure 3.1: Frequency response of the RC circuit (a)


Magnitude response.
(b) Phase response.

The phase response is arg{H(j)}= -arctan(RC)


28

3.6 Discrete-Time Non


Periodic Signals: Discrete The DTFT representation of time domain signal,
Time Fourier Transform.
1
x n
X e e d

jn

X[k] is the DTFT of the signal x[n].

x ne

X e

jn

Below is the relationship of the above equation,

x n X e
DTFT

29

Contd
The FT, X[j], is known as frequency-domain
representation of the signal x(t).

1
x n
2

X e e
j

jn

The above equation is the inverse FT, where it


map the frequency domain representation X[j]
back to time domain.

30

3.7 Continuous-Time
Nonperiodic
Signals:
The Fourier transform (FT) is used to represent
Fourier
a continuousTransform.
time nonperiodic signal as a
superposition of complex sinusoids.

FT representation,
1

x t

where,

jt

X
j

e
d

X j

j t

x
t
e

x t X j

Below is the relationship of the above equation,

FT

31

Example 3.4: FT of a Real Decaying


Exponential.
Find the Fourier Transform (FT) of x(t) =e-at u(t).

Solution:

The FT does not converge


for a<=0, since x(t) is not
at
e dt ,
a0
absolutely integrable,0 that
is

for

a 0, we have

X j e at u (t )e jt dt
0

e ( a j ) t dt
0

e ( a j ) t
a j

1
a j

32

Contd
Converting to polar form, we find that the magnitude and
phase of X(jw) are respectively given by

X j

1
2 2

and

arg X j arctan
a
This is shown in Figure 3.6 (b) and (c).

33

Contd

Figure 3.6: (a) Real time-domain exponential signal. (b)


Magnitude spectrum.
(c) Phase spectrum.

34

3.8 Properties of Fourier


Representations.
The four Fourier representations discussed in
this chapter are summarized in Table 3.2.
Attached Appendix C is the comprehensive table
of all properties.

35

Table 3.2 : Fourier Representation.


Periodic
(t,n)

Time
Domai
n
C
O
N
T
I
N
U
O
U
S
(t)

D
I
S
C
R
E
T
E
(t)

Non periodic
(t,n)

Fourier Transform
Fourier Series
x t

X k e

jk0t

1
X k x t e jk0t dt
T 0

x t has
2
0
t

period

Discrete Time Fourier Series


N 1

x n X k e

jk 0 n

k 0

x
t

Fourier Transform2
x t

j t

X
j

e
dw

1
jt

X
j

e
dw

2 X
x t e jt dt
j

X j x t e

jt
Discrete Time Fourier Transform

dt

j
jn
Discrete x nTime
1 Fourier
d
X e e Transform

x n

1 j j jnjn
X e X e xe
ne d
2 j

X e has period 2
1 N 1
jk 0 n

X k x ne
j
X e x ne jn
N n 0

x n and X k have period N


X e j has period 2
2
0
n
Table 3.2: The Four Fourier Representations.

Discrete (k)

Continuous ()

N
O
N
P
E
R
I
O
D
I
C
(k,w)
P
E
R
I
O
D
I
C
(k,)

Freq.
Doma
in
36

3.9 Linearity and


Symmetry
Properties.
All four Fourier representations
involve linear
operations.
FT

z t ax t by t Z j aX j bY j

FS ;o

z t ax t by t

Z k aX k bY k

DTFT

Z e j aX e j bY e j

z n ax n by n

DTFS ; o

z n ax n by n

Z k aX k bY k

The linearity property is used to find Fourier


representations of signals that are constructed as
sums of signals whose representation are already37

Example 3.5: Linearity in the Fourier


Series.
Given z(t) which is the periodic signal. Use the
linearity property to determine3 the FS
1 coefficients
z t x t y t
Z[k].
2
2

Solution:

1
k
x t X k
Sin

From Example 3.31(Text) we have


k
4
1
k
FS ; 2
y t Y k
Sin

k
2
z t FS ; 2 Z k

FS ; 2

3
1
k
k
Sin
Sin

2k
4 2k
2

The linearity property implies that

38

3.9.1 Symmetry
Properties:
3.3: Symmetry
Properties for Fourier
RealTable
and
Imaginary
Representation of
Signal.
Real-and ImaginaryValued Time Signals.
Representati
Real-Valued
Imaginaryon

Time Signal

Valued Time
Signal

FT

X*(j) = X(-j)

X*(j) = -X(-j)

FS

X*[k] = X[-k]

X*[k] = -X[-k]

DTFT

X*(ej) = X(e-j)

X*(ej) = -X(e-j)

DTFS

X*[k] = X[-k]

X*[k] = -X[-k]

39

3.9.2 Symmetry
Properties:
Even and Odd
X j Signal.
x t e
dt

j ( t )

Change of variable = -t.


X * j

e
d

X j

The only way that the condition X*(j) =X(j) holds


is for the imaginary part of X(j) to be zero.
40

Contd
If time signal is real and even, then the
frequency-domain representation of it also real.
If time signal is real and odd, then the frequencydomain representation is imaginary.

41

3.10 Convolution
The convolution of the signals in the time
Property.
domain transforms to multiplication of their
respective Fourier representations in the
frequency domain.
The convolution property is a consequences of
complex sinusoids being eigen functions of LTI
system.
3.10.1 Convolution of Non periodic Signals.
3.10.2 Filtering.
3.10.3 Convolution of Periodic Signals.

42

3.10.1 Convolution of Non


Periodic Signals.
Convolution of two non periodic continuous-time
signals x(t) and h(t) is defines as

y t h t * x t

x t

1
2

X j e

j t

h x t d .

express x(t-) in term of FT:

43

Contd
Substitute into convolution integral yields,

1
y t h

y t

1
2

X j e

h e

j X j e jt d

jt j

d d

d X j e d

j t

44

Contd
Convolution of h(t) and x(t) in the time domain
corresponds to multiplication of Fourier
transforms, H(j) and X(j) in the frequency
domain that is;

FT

y t h t * x t Y j X j H j .


H e

Discrete-time
nonperiodic
signals, if
DTFT
j

x n X e

h n DTFT

and

then

y n h n * x n DTFT
Y e j X e j H e j .
45

Example 3.6: Convolution in Frequency


Domain.
Let x(t)= (1/(t))sin(t) be the input of the system with
impulse response h(t)= (1/(t))sin(2t). Find the output
y(t)=x(t)*h(t)
Solution:
1,
FT
x t X j

0, have,
From Example 3.26 (text, Simon) we
1, 2
h t H j
0, 2
FT

Since

y t x t * h t FT Y j X j H j
it
follows that
1,
Y j
0,

1
y t
sin t .
t

46

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