Chapter 4 The Fourier Series and Fourier Transform Representation of Signals in Terms of Frequency Components • Consider the CT signal defined by N x(t ) Ak cos( k t k ), t k 1 • The frequencies `present in the signal’ are the frequency k of the component sinusoids • The signal x(t) is completely characterized by the set of frequencies k , the set of amplitudes Ak , and the set of phases k Example: Sum of Sinusoids • Consider the CT signal given by x(t ) A1 cos(t ) A2 cos(4t / 3) A3 cos(8t / 2), t • The signal has only three frequency components at 1,4, and 8 rad/sec, amplitudes A1 , A2 , A3 and phases 0, / 3, / 2 • The shape of the signal x(t) depends on the relative magnitudes of the frequency components, specified in terms of the amplitudes A1 , A2 , A3 Example: Sum of Sinusoids –Cont’d A1 0.5 A2 1 A 0 3 A1 1 A2 0.5 A 0 3 A1 1 A2 1 A 0 3 Example: Sum of Sinusoids –Cont’d A1 0.5 A2 1 A 0.5 3 A1 1 A2 0.5 A 0.5 3 A1 1 A2 1 A 1 3 Amplitude Spectrum • Plot of the amplitudes Ak of the sinusoids making up x(t) vs. • Example: Phase Spectrum • Plot of the phases k of the sinusoids making up x(t) vs. • Example: Complex Exponential Form • Euler formula: e • Thus j cos( ) j sin( ) Ak cos( k t k ) Ak e j (k t k ) real part whence N x(t ) Ak e k 1 j ( k t k ) , t Complex Exponential Form – Cont’d • And, recalling that ( z ) ( z z ) / 2 where z a jb, we can also write N 1 j ( k t k ) j ( k t k ) , t x(t ) Ak e Ak e 2 k 1 • This signal contains both positive and negative frequencies • The negative frequencies k stem from writing the cosine in terms of complex exponentials and have no physical meaning Complex Exponential Form – Cont’d • By defining Ak j k ck e 2 c k Ak j k e 2 it is also N x(t ) ck e jk t c k e jk t k 1 N k N k 0 ck e jk t , t complex exponential form of the signal x(t) Line Spectra • The amplitude spectrum of x(t) is defined as the plot of the magnitudes | ck | versus • The phase spectrum of x(t) is defined as the plot of the angles ck arg(ck ) versus • This results in line spectra which are defined for both positive and negative frequencies • Notice: for k 1, 2, | ck || c k | ck c k arg(ck ) arg(c k ) Example: Line Spectra x(t ) cos(t ) 0.5cos(4t / 3) cos(8t / 2) 0. 0. Fourier Series Representation of Periodic Signals • Let x(t) be a CT periodic signal with period T, i.e., x(t T ) x(t ), t R • Example: the rectangular pulse train The Fourier Series • Then, x(t) can be expressed as x(t ) ce k k jk0t , t where 0 2 / T is the fundamental frequency (rad/sec) of the signal and T /2 1 jko t ck x(t )e dt , k 0, 1, 2, T T / 2 c0 is called the constant or dc component of x(t) The Fourier Series – Cont’d • The frequencies k 0 present in x(t) are integer multiples of the fundamental frequency 0 • Notice that, if the dc term c0 is added to x(t ) N ce k N k 0 j k t k and we set N , the Fourier series is a special case of the above equation where all the frequencies are integer multiples of 0 Dirichlet Conditions • A periodic signal x(t), has a Fourier series if it satisfies the following conditions: 1. x(t) is absolutely integrable over any period, namely a T | x(t ) | dt , a a 2. x(t) has only a finite number of maxima and minima over any period 3. x(t) has only a finite number of discontinuities over any period Example: The Rectangular Pulse Train • From figure, T 2 whence 0 2 / 2 • Clearly x(t) satisfies the Dirichlet conditions and thus has a Fourier series representation Example: The Rectangular Pulse Train – Cont’d 1 1 x(t ) (1)|( k 1) / 2| e jk t , t 2 k k k odd Trigonometric Fourier Series • By using Euler’s formula, we can rewrite x(t ) as ce k k jk0t , t x(t ) c0 2 | ck |cos(k 0t ck ), t k 1 dc component k-th harmonic • This expression is called the trigonometric Fourier series of x(t) Example: Trigonometric Fourier Series of the Rectangular Pulse Train • The expression 1 1 |( k 1) / 2| jk t x(t ) (1) e , t 2 k k k odd can be rewritten as 1 x(t ) 2 k 1 k odd 2 ( k 1) / 2 cos k t (1) 1 , t k 2 Gibbs Phenomenon • Given an odd positive integer N, define the N-th partial sum of the previous series 1 xN (t ) 2 N k 1 k odd 2 ( k 1) / 2 cos k t (1) 1 , t k 2 • According to Fourier’s theorem, it should be lim | xN (t ) x(t ) | 0 N Gibbs Phenomenon – Cont’d x3 (t ) x9 (t ) Gibbs Phenomenon – Cont’d x21 (t ) x45 (t ) overshoot: about 9 % of the signal magnitude (present even if N ) Parseval’s Theorem • Let x(t) be a periodic signal with period T • The average power P of the signal is defined as T /2 1 2 P x (t )dt T T / 2 • Expressing the signal as x(t ) it is also P |c k k 2 | k ck e jk0t , t Fourier Transform • We have seen that periodic signals can be represented with the Fourier series • Can aperiodic signals be analyzed in terms of frequency components? • Yes, and the Fourier transform provides the tool for this analysis • The major difference w.r.t. the line spectra of periodic signals is that the spectra of aperiodic signals are defined for all real values of the frequency variable not just for a discrete set of values Frequency Content of the Rectangular Pulse x(t ) xT (t ) x(t ) lim xT (t ) T Frequency Content of the Rectangular Pulse – Cont’d • Since xT (t ) is periodic with period T, we can write xT (t ) ce k k jk0t , t where T /2 1 jko t ck x(t )e dt , k 0, 1, 2, T T / 2 Frequency Content of the Rectangular Pulse – Cont’d • What happens to the frequency components of xT (t ) as T ? • For k 0 1 c0 T • For k 0 k 0 1 k 0 ck sin sin , k 1, 2, k 0T 2 k 2 2 0 2 / T Frequency Content of the Rectangular Pulse – Cont’d plots of T | ck | vs. k 0 for T 2,5,10 Frequency Content of the Rectangular Pulse – Cont’d • It can be easily shown that lim Tck sinc T 2 , where sinc( ) sin( ) Fourier Transform of the Rectangular Pulse • The Fourier transform of the rectangular pulse x(t) is defined to be the limit of Tck as T , i.e., X ( ) lim Tck sinc T 2 | X ( ) | , arg( X ( )) Fourier Transform of the Rectangular Pulse – Cont’d • The Fourier transform X ( ) of the rectangular pulse x(t) can be expressed in terms of x(t) as follows: 1 jko t ck x(t )e dt , k 0, 1, 2, T x(t ) 0 for t T / 2 and t T / 2 whence Tck x(t )e jko t dt , k 0, 1, 2, Fourier Transform of the Rectangular Pulse – Cont’d • Now, by definition X ( ) lim Tck and, T since k 0 as T X ( ) x(t )e j t dt , • The inverse Fourier transform of X ( ) is 1 x(t ) 2 X ( )e j t d , t The Fourier Transform in the General Case • Given a signal x(t), its Fourier transform X ( ) is defined as X ( ) x(t )e j t dt , • A signal x(t) is said to have a Fourier transform in the ordinary sense if the above integral converges The Fourier Transform in the General Case – Cont’d • The integral does converge if 1. the signal x(t) is “well-behaved” 2. and x(t) is absolutely integrable, namely, | x(t ) | dt • Note: well behaved means that the signal has a finite number of discontinuities, maxima, and minima within any finite time interval Example: The DC or Constant Signal • Consider the signal x(t ) 1, t • Clearly x(t) does not satisfy the first requirement since | x(t ) | dt dt • Therefore, the constant signal does not have a Fourier transform in the ordinary sense • Later on, we’ll see that it has however a Fourier transform in a generalized sense Example: The Exponential Signal bt • Consider the signal x(T ) e u (t ), b • Its Fourier transform is given by X ( ) e bt u (t )e j t dt e 0 t ( b j ) t 1 ( b j ) t dt e b j t 0 Example: The Exponential Signal – Cont’d • If b 0 , X ( ) does not exist • If b 0 , x(t ) u(t ) and X ( ) does not exist either in the ordinary sense • If b 0 , it is 1 X ( ) b j amplitude spectrum 1 | X ( ) | b2 2 phase spectrum arg( X ( )) arctan b Example: Amplitude and Phase Spectra of the Exponential Signal x(t ) e10t u (t ) Rectangular Form of the Fourier Transform • Consider X ( ) x(t )e j t dt , • Since X ( ) in general is a complex function, by using Euler’s formula X ( ) x(t ) cos( t )dt j x(t )sin( t )dt R ( ) X ( ) R( ) jI ( ) I ( ) Polar Form of the Fourier Transform • X ( ) R( ) jI ( ) can be expressed in a polar form as X ( ) | X ( ) | exp( j arg( X ( ))) where | X ( ) | R ( ) I ( ) 2 2 I ( ) arg( X ( )) arctan R( ) Fourier Transform of Real-Valued Signals • If x(t) is real-valued, it is X ( ) X ( ) • Moreover Hermitian symmetry X ( ) | X ( ) | exp( j arg( X ( ))) whence | X ( ) || X ( ) | and arg( X ( )) arg( X ( )) Fourier Transforms of Signals with Even or Odd Symmetry • Even signal: x(t ) x(t ) X ( ) 2 x(t ) cos(t )dt 0 • Odd signal: x(t ) x(t ) X ( ) j 2 x(t )sin(t )dt 0 Example: Fourier Transform of the Rectangular Pulse • Consider the even signal • It is / 2 2 2 t / 2 X ( ) 2 (1) cos( t )dt sin( t ) t 0 sin 2 0 sinc 2 Example: Fourier Transform of the Rectangular Pulse – Cont’d X ( ) sinc 2 Example: Fourier Transform of the Rectangular Pulse – Cont’d amplitude spectrum phase spectrum Bandlimited Signals • A signal x(t) is said to be bandlimited if its Fourier transform X ( ) is zero for all B where B is some positive number, called the bandwidth of the signal • It turns out that any bandlimited signal must have an infinite duration in time, i.e., bandlimited signals cannot be time limited Bandlimited Signals – Cont’d • If a signal x(t) is not bandlimited, it is said to have infinite bandwidth or an infinite spectrum • Time-limited signals cannot be bandlimited and thus all time-limited signals have infinite bandwidth • However, for any well-behaved signal x(t) it can be proven that lim X ( ) 0 whence it can be assumed that | X ( ) | 0 B B being a convenient large number Inverse Fourier Transform • Given a signal x(t) with Fourier transform X ( ) , x(t) can be recomputed from X ( ) by applying the inverse Fourier transform given by 1 x(t ) 2 X ( )e j t d , t • Transform pair x(t ) X ( ) Properties of the Fourier Transform x(t ) X ( ) y(t ) Y ( ) • Linearity: x(t ) y(t ) X ( ) Y ( ) • Left or Right Shift in Time: x(t t0 ) X ( )e • Time Scaling: j t0 1 x(at ) X a a Properties of the Fourier Transform • Time Reversal: x(t ) X ( ) • Multiplication by a Power of t: n d t x(t ) ( j ) X ( ) n d n n • Multiplication by a Complex Exponential: x(t )e j0t X ( 0 ) Properties of the Fourier Transform • Multiplication by a Sinusoid (Modulation): j x(t )sin(0t ) X ( 0 ) X ( 0 ) 2 1 x(t ) cos(0t ) X ( 0 ) X ( 0 ) 2 • Differentiation in the Time Domain: n d n x(t ) ( j ) X ( ) n dt Properties of the Fourier Transform • Integration in the Time Domain: t 1 x( )d j X ( ) X (0) ( ) • Convolution in the Time Domain: x(t ) y(t ) X ( )Y ( ) • Multiplication in the Time Domain: x(t ) y(t ) X ( ) Y ( ) Properties of the Fourier Transform • Parseval’s Theorem: 1 x(t ) y(t )dt 2 X ( )Y ( )d 1 2 if y(t ) x(t ) | x (t ) | dt | X ( ) | d 2 2 • Duality: X (t ) 2 x( ) Properties of the Fourier Transform Summary Example: Linearity x(t ) p4 (t ) p2 (t ) 2 X ( ) 4sinc 2sinc Example: Time Shift x(t ) p2 (t 1) j X ( ) 2sinc e Example: Time Scaling p2 (t ) p2 (2t ) 2sinc sinc 2 a 1 time compression frequency expansion 0 a 1 time expansion frequency compression Example: Multiplication in Time x(t ) tp2 (t ) d d sin cos sin X ( ) j 2sinc j 2 j2 d d 2 Example: Multiplication in Time – Cont’d cos sin X ( ) j 2 2 Example: Multiplication by a Sinusoid x(t ) p (t ) cos( 0t ) sinusoidal burst 1 ( 0 ) ( 0 ) X ( ) sinc sinc 2 2 2 Example: Multiplication by a Sinusoid – Cont’d 1 ( 0 ) ( 0 ) X ( ) sinc sinc 2 2 2 0 60 rad / sec 0.5 Example: Integration in the Time Domain 2|t | v(t ) 1 p (t ) dv(t ) x(t ) dt Example: Integration in the Time Domain – Cont’d • The Fourier transform of x(t) can be easily found to be X ( ) sinc j 2sin 4 4 • Now, by using the integration property, it is 1 2 V ( ) X ( ) X (0) ( ) sinc j 2 4 Example: Integration in the Time Domain – Cont’d V ( ) sinc 2 4 2 Generalized Fourier Transform • Fourier transform of (t ) j t ( t ) e dt 1 (t ) 1 • Applying the duality property x(t ) 1, t 2 ( ) generalized Fourier transform of the constant signal x(t ) 1, t Generalized Fourier Transform of Sinusoidal Signals cos(0t ) ( 0 ) ( 0 ) sin(0t ) j ( 0 ) ( 0 ) Fourier Transform of Periodic Signals • Let x(t) be a periodic signal with period T; as such, it can be represented with its Fourier transform x(t ) ce jk 0 t k k 0 2 / T • Since e j0t 2 ( 0 ), it is X ( ) 2 c ( k ) k k 0 Fourier Transform of the Unit-Step Function • Since t u (t ) ( )d using the integration property, it is t 1 u (t ) ( )d ( ) j Common Fourier Transform Pairs