CHAPTER 3 Fourier Representation of Signals and LTI Systems. 1 School of Computer and Communication Engineering, UniMAP EKT 230 3.0 Fourier Representation of Signals and LTI Systems. 3.1 Introduction. 3.2 Complex Sinusoids and Frequency Response of LTI Systems. 3.3 Fourier Representation of Four Classes of Signals. 3.4 Discrete Time Periodic Signals: Discrete Time Fourier Series. 3.5 Continuous-Time Periodic Signals: Fourier Series. 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 etc. 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 3.2 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]=ejWn. 4 Cont’d… Discrete-Time (DT) Derivation: yn hk xn k k yn jW n k h k e k factor e jWn yn e jWn out j Wk h k e k H e jW e jWn Where, the frequency response: hk e H e jW k jWk 5 Cont’d… Continuous-Time (CT) Derivation: y t j t d e h e j t j d e h H j e jt Frequency Response: H j jt h e d THE OUTPUT OF A COMPLEX SINUSOIDAL INPUT TO AN LTI SYSTEM IS 6 A COMPLEX SINUSOID OF THE SAME FREQUENCY AS THE INPUT, MULTIPLIED BY THE FREQUENCY RESPONSE OF THE SYSTEM. Example 3.3: Frequency Response. t 1 RC ht e u t RC The impulse response of a system is given as Find the expression for the frequency response, and plot the magnitude and phase response. 1 j RC H j e u e d Solution: RC Step 1: Find frequency response, H(j). Substitute h(t) into equation below, 1 j 1 RC e d RC 0 H j jt h e d 1 j 1 1 RC e 1 RC j RC 1 1 0 1 1 RC j RC 1 RC 7 1 j RC 0 Cont’d… Step 2: From frequency response, get the magnitude & phase response. The magnitude response is, | H j | 1 RC 1 2 RC 2 8 Cont’d… Figure 3.1: Frequency response of the RC circuit (a) Magnitude response. (b) Phase response. The phase response is arg{H(j)}= -arctan(RC) . 9 3.3 FOURIER REPRESENTATION OF FOUR CLASS OF SIGNALS. There are four distinct Fourier 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 discrete-time 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. 10 Cont’d… 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] Table 3.1: Relation between Time Properties of a Signal an the Appropriate Fourier Representation. 11 Cont’d… (1) Discrete Time Periodic Signal Fourier Representatio n (2) Continuous Time Periodic Signal (3) Continuous Time Non Periodic Signal (4) Discrete Time Non 12 Periodic Signal 3.3.1 Periodic Signals: Fourier Series Representation If x[n] is a discrete-time signal with fundamental period N then x[n] of DTFS is represents as, ˆxn Ak e jkWo n k where Wo= 2p/N is the fundamental frequency of x[n]. The frequency of the kth sinusoid in the superposition is kWo 13 Cont’d… If x(t) is a continuous-time signal with fundamental period T, x(t) of FS is represents as xˆ t Ak e jkot k where o= 2p/T is the fundamental frequency of x(t). The frequency of the kth sinusoid is ko 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 ejk0t is the kth harmonic of ej0t. The variable k indexes the frequency of the sinusoids, A[k] is the 14 function of frequency. 3.3.2 Nonperiodic Signals: Fourier-Transform Representation. 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 sinusoid’s frequency. Continuous-time sinusoids are used to represent continuous signal in FT. 1 xˆ t 2p jt X j e d where X(j)/(2p) is the “weight” or coefficient applied to a sinusoid of frequency in the FT representation 15 Cont’d… Discrete-time sinusoids are used to represent discrete time signal in DTFT. It is unique only a 2p interval of frequency. The sinusoidal frequencies are within 2p interval. 1 xˆn 2p p p X e e jW jWn d 16 3.4 Discrete Time Periodic Signals: Discrete Time Fourier Series. The Discrete Time Fourier Series representation; N 1 xn X k e jkWo n k 0 where x[n] is a periodic signal with period N and fundamental frequency Wo=2p/N. X[k] is the DTFS coefficient of signal x[n]. 1 X k N N 1 jkW o n x n e n 0 The relationship of the above equation, xn X k DTFS ;Wo 17 Cont’d… 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. 18 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 W0. The signal has period N=5, so W0=2p/5. Also the signal has odd symmetry, so we sum over n = -2 to n = 2 from equation 19 Cont’d… 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 N 1 X k xne jkWo n N n 0 1 2 X k xne jk 2pn / 5 5 n 2 1 x 2e jk 4p / 5 x 1e jk 2p / 5 x0e j 0 x1e jk 2p / 5 x2e jk 4p / 5 5 20 Cont’d… From the value of x{n} we get, 1 1 jk 2p / 5 1 jk 2p / 5 X k 1 e e 5 2 2 1 1 j sin k 2p / 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 4p / 5 X 2 j 0.232e j 0.531 5 5 1 sin 2p / 5 X 1 j 0.276e j 0.760 5 5 21 Cont’d… X 0 1 0.2e j 0 5 1 sin 2p / 5 X 1 j 0.276e j 0.760 5 5 1 sin 4p / 5 X 2 j 0.232e j 0.531 5 5 The above figure shows the magnitude and phase of X[k] as a function of frequency index k. 22 Figure 3.3: Magnitude and phase of the DTFS coefficients for the signal in Fig. 3.2. Cont’d… 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 0e j 0 1e j 2p / 5 2e jk 4p / 5 3e jk 6p / 5 4e jk 8p / 5 5 1 1 1 X k 1 e jk 2p / 5 e jk 8p / 5 5 2 2 This expression is different from which we obtain from using n=-2 to n=2. Note that, e jk 8p / 5 e jk 2p e jk 2p / 5 e jk 2p / 5 n=-2 to n=2 and n= 0 to n=4, yield equivalent expression for the DTFS coefficient. 23 . 3.5 Continuous-Time Periodic Signals: Fourier Series. Continues time periodic signals are represented by Fourier series (FS). The fundamental period is T and fundamental frequency o =2p/T. xt jko t X ( k ) e k X[k] is the FS coefficient of signal x(t). T 1 X (k ) xt e jkot dt T0 Below is the relationship of the above equation, xt X (k ) FS ;o 24 Cont’d… The FS coefficient X(k) is known as frequency-domain representation of x(t). 25 Example 3.2: Direct Calculation of FS Coefficients. Determine the FS coefficients for the signal x(t) depicted in Figure 3.4. Solution: Figure 3.4: Time Domain Signal. Step 1: Determine T and 0. 1 is T=2, so =2p/2 = p. On the interval 0<=t<=2, The period ofX (kx(t) 0 ) e e dt 2 one period of 1x(t) is expressed as x(t)=e-2t, so it yields 2 2t jkpt 0 2 X (k ) e 2 2 jkp t dt 0 Step 2: Solve for X[k]. T 1 X (k ) xt e jko dt T0 26 Cont’d… Step 3: Plot the magnitude and phase spectrum. 1 X (k ) e 2 jkp t 2(2 jkp ) 2 0 1 X (k ) e 4 e jk 2p 1 4 2 jkp 1 e 4 X (k ) 4 jk 2p - From the above equation for example k=0, X(k)= (1-e-4)/4 = 0.245. - Since e-jk2p=1 Figure 3.5 shows the magnitude spectrum|X(k)| and 27 the phase spectrum arg{X(k)}. Cont’d… Figure 3.5: Magnitude and Phase Spectra.. 28 3.6 Discrete-Time Non Periodic Signals: Discrete-Time Fourier Transform. The DTFT representation of time domain signal, 1 xn 2p p jW jWn X e e dW p X[k] is the DTFT of the signal x[n]. X e jW xne jWn Below is the relationship of the above equation, xn X e DTFT jW 29 Cont’d… The FT, X[j], is known as frequency-domain representation of the signal x(t). 1 xn 2p p p X e e jW jWn dW 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: Fourier Transform. The Fourier transform (FT) is used to represent a continuous time nonperiodic signal as a superposition of complex sinusoids. FT representation, 1 xt 2p where, jt X j e d X j jt x t e Below is the relationship of the above equation, xt X j 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 absolutely integrable, that is at e dt , a0 0 for a 0, we have X j e at u (t )e jt dt 0 e ( a j ) t dt 0 1 e ( a j ) t a j 1 a j 0 32 Cont’d… Converting to polar form, we find that the magnitude and phase of X(jw) are respectively given by X j 1 a 2 1 2 2 and argX j arctan a This is shown in Figure 3.6 (b) and (c). 33 Cont’d… Figure 3.6: (a) Real time-domain exponential signal. (b) Magnitude spectrum.34 (c) Phase spectrum. . 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 Cont’d… Time Domain C O N T I N U O U S (t) Periodic (t,n) Fourier Transform Fourier Series x t X k e jk 0 t k Fourier Series X k xt T 0 T 2p has period t2p 0 xt t Discrete Time Fourier Series N 1 xn X k e jkW 0 n k 0 1 N 1 X k xne jkW 0 n N n 0 xn and X k have period N 2p W0 n 1 x t Fourier Transform2p dt 1X k e jk t x t e jk0t k T 0 1 0t x t X k has xt e jkperiod dt T 0 0 D I S C R E T E (t) Non periodic (t,n) xt jt X j e dw 1 jt X j e dw 2p X xt e jt dt j X j xt e jt Discrete Time Fourier Transform dt p jW j Wn Discrete xnTime 1 Fourier dW X e e Transform xn p 2p p 1 jW jW jWnjWn ne dW X e X e xe 2p p jW X e X e has period X e jW xne jWn jW 2p has period P E R I O D I C (k,W) 2p Table 3.2: The Four Fourier Representations. Discrete (k) N O N P E R I O D I C (k,w) Continuous (,W) 36 Freq. Domain 3.9 Linearity and Symmetry Properties. All four Fourier representations involve linear operations. z t axt by t Z j aX j bY j FT FS; o Z k aX k bY k z t axt by t DTFT z n axn byn Z e jW aX e jW bY e jW DTFS;W o Z k aX k bY k z n axn byn The linearity property is used to find Fourier representations of signals that are constructed as sums of signals whose representation are already known. 37 Example 3.5: Linearity in the Fourier Series. Given z(t) which is the periodic signal. Use the linearity property to determine the FS coefficients Z[k]. 3 1 z t xt y t 2 2 Solution: From Example 3.31(Text) we have 1 kp xt X k Sin kp 4 1 kp FS ; 2p y t Y k Sin kp 2 FS ; 2p The linearity property implies that FS ; 2p z t Z k . 3 kp Sin 2kp 4 1 kp Sin 2kp 2 38 3.9.1 Symmetry Properties: Real and Imaginary Signal. Representation Real-Valued Time Signal Imaginary-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] Table 3.3: Symmetry Properties for Fourier Representation of Real-and Imaginary–Valued Time Signals. 39 3.9.2 Symmetry Properties: Even and Odd Signal. X * j x t e j ( t ) dt Change of variable = -t. X * j j x 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 Cont’d… 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 frequency-domain representation is imaginary. 41 3.10 Convolution Property. The convolution of the signals in the time 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 ht * xt xt 1 2p X j e j t d h xt d . express x(t-) in term of FT: 43 Cont’d… Substitute into convolution integral yields, 1 y t h 2p 1 y t 2p 1 2p X j e jt j e d d j j t h e d X j e d H j X j e jt d 44 Cont’d… 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; y t ht * xt Y j X j H j . FT Discrete-time nonperiodic signals, if hn H e DTFT xn X e jW DTFT jW and then DTFT yn hn* xn Y e jW X e jW H e jW . 45 Example 3.6: Convolution in Frequency Domain. Let x(t)= (1/(pt))sin(pt) be the input of the system with impulse response h(t)= (1/(pt))sin(2pt). Find the output y(t)=x(t)*h(t) Solution: From Example 3.26 (text, Simon) we have, 1, p xt X j 0, p FT 1, 2p ht H j 0, 2p FT Since FT y t xt * ht Y j X j H j it follows that 1, Y j 0, We conclude that . p p 1 y t sin pt . pt 46
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