Handout FS

Analog and Digital Communications (Lecture notes on basic signal
properties and Fourier series)

Dr. Laxminarayana S Pillutla
DA-IICT, Gandhinagar, Gujarat, India.
Email: laxminarayana pillutla@daiict.ac.in
Signals and Systems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Energy and Power denitions (ctd...). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Types of Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Special Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Special Signals (ctd...). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Inner product operator and orthogonality of signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Orthogonality of Complex Exponential Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
Orthogonality of Complex Exponential Signals (ctd...) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Orthogonality of Complex Exponential Signals (ctd...) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
Exponential Fourier Series for Periodic Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
Generalization of Exponential Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
Generalization of Exponential Fourier Series (ctd...). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Properties of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
Properties of Fourier Series (ctd...) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
Trigonometric Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
Parsevals Theorem. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
Example on Exponential FS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Example on Exponential FS (ctd...) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Example on Exponential FS (ctd...) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
Gibbs Phenomenon. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
Gibbs Phenomenon (ctd...) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
Gibbs Phenomenon (ctd...) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
Gibbs Phenomenon Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
Dirichlets conditions for Convergence of Fourier Series. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
Dirichlets conditions for Convergence of Fourier Series (ctd...) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
Dirichlets conditions for Convergence of Fourier Series (ctd...) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
1
Signals and Systems
A signal is a set of information or data. Examples: (a) voice signal (b) stock market data, etc.
A signal is mathematically represented as a function of independent variable say time, space, etc.
For example a speech signal is usually a function of time, while the charge density is a function of space.
A system synthesizes/processes information contained in a signal. Examples: Radar, communication
channel, etc.
Signal Quantication: A signal is typically measured in terms of two quantities namely: energy and power.
Energy of a real/complex signal is dened as
E
g

_
+
g
2
(t)dt (real signal) (1)
_
+
|g(t)|
2
dt (complex signal) (2)
c Dr. Laxminarayana S Pillutla CT 214 - Analog and Digital Communications 2 / 27
Energy and Power denitions (ctd...)
Comments on Energy denition:
For E
g
to be meaningful E
g
< , which is possible only if the signal amplitude goes to zero as |t| .
For cases in which the amplitude of g(t) does not go to zero as |t| , E
g
= . For such cases we
use an alternate quantity, namely (average) power.
Power of a real/complex signal P
g
is dened as
P
g
lim
T
1
T
_
+T/2
T/2
g
2
(t)dt (real signal) (3)
lim
T
1
T
_
+T/2
T/2
|g(t)|
2
dt (complex signal) (4)
Comments on power denition:
P
g
exists if the signal g(t) is periodic or has statistical regularity.
For example, if g(t) = t, then P
g
= (for this signal even E
g
= ).
2
Types of Signals
Continuous time signals are those that exist for every t R, where R is the set of real numbers. Example:
Any continuous function of time t.
Discrete time signals are those that exist for t D, where D is some discrete set. Example: Stock market
data, sampled version of a continuous time signal, etc.
Periodic and aperiodic signals are those that repeat after every time period T
0
. Aperiodic signals are those
that dont repeat after certain time.
Energy type signals are those for which the energy E satises the condition E < . Example: Ae
bt
Power type signals are those for which the power P satises the condition 0 < P < . Example: Ae
jt
Note:
A signal cannot be both an energy and power signal simultaneously.
Indeed a signal with nite energy has zero power and a signal with nite power has innite energy.
All real life signals are energy type signals.
All periodic signals g(t) such that
1
T
0
_
<T
0
>
|g(t)|
2
dt < , (where T
0
is the time period of the signal)
are indeed power signals.
Special Signals
Unit impulse (denoted as (t)):
(t) =
_
1 t = 0
0 otherwise
(5)
Conceptually a unit impulse can be visualized as a narrow rectangular pulse of width and height 1/, which
is very large, so that the overall area remains equal to 1 i.e.,
_
+
(t)dt = 1.
2
1
2
Figure 1: The gure above shows a narrow rectangular pulse which can be visualized as the unit impulse
function.
Special Signals (ctd...)
Sampling property of unit impulse: (t) =
_
+
(t)(t T)dt.
Unit step function:
u(t) =
_
1 t > 0
0 otherwise
(6)
From the denition of impulse we can write
_
t
()d =
_
1 t > 0
0 otherwise
=
du(t)
dt
= (t) (7)
3
Inner product operator and orthogonality of signals
Inner product of signals g(t) and h(t): denoted as < g(t), h(t) > is dened as follows:
Energy type signals: If g(t) and h(t) are complex energy type signals then
< g(t), h(t) >
_
+
g(t)h
(t)dt (8)
(Note: Energy E
g
of an energy type signal g(t) is equal to < g(t), g(t) >)
Power type signals: If g(t) and h(t) are complex power type signals then
< g(t), h(t) > lim
T
1
T
_
+T/2
T/2
g(t)h
(t)dt (9)
(Note: Power P
g
of a power type signal g(t) is equal to < g(t), g(t) >)
Two signals g(t) and h(t) (of energy/power type) are said to be orthogonal if their inner product
< g(t), h(t) > is equal to zero.
Orthogonality of Complex Exponential Signals
Consider two complex exponential functions e
j
1
t
and e
j
2
t
at different angular frequencies say
1
and
2
.
Innite duration case where t (, +): Since a complex exponential is power type signal,
therefore,
< e
j
1
t
, e
j
2
t
> = lim
T
1
T
_
+T/2
T/2
e
j
1
t
e
j
2
t
dt
.
.
.
= lim
T
2
T(
1

2
)
sin
_
(
1

2
)T
2
_
= 0( | sin
_
(
1

2
)T
2
_
| 1, T) (10)
Therefore complex exponentials of innite duration are always orthogonal, irrespective of
1
and
2
.
4
Orthogonality of Complex Exponential Signals (ctd...)
Orthogonality for the nite duration case. Here we assume T as the fundamental period of the complex
exponential signal.
Finite duration case: Here we assume the exponential signals to be of nite duration. Taking the inner
product of the two complex exponential signals over one fundamental period we obtain
< e
j
1
t
, e
j
2
t
> =
1
T
_
T/2
T/2
e
j
1
t
e
j
2
t
dt
.
.
.
=
2
T
sin
_
(
1
2
)T
2
_
(
1

2
)
= 0 (for
1
=
2k
1
T
and
2
=
2k
2
T
),
where k
1
and k
2
are integers.
Orthogonality of Complex Exponential Signals (ctd...)
Thus, for the nite duration case orthogonality of complex exponentials holds only when the frequencies are
integer multiples of the fundamental period.
Signicance:
The orthogonality property and the eigenfunction function property of complex exponential functions are
the primary reasons for their usage in communication systems.
Indeed one of the latest multiplexing technique called orthogonal frequency division multiplexing (OFDM)
exploits the above two properties.
Exponential Fourier Series for Periodic Signals
A periodic signal with nite power over one period can be expressed in the form of exponential Fourier series.
If g(t) is a periodic signal of period T
0
seconds, then
g(t) =
+
n=
D
n
e
j
0
t
, (11)
where D
n
=
1
T
0
_
<T
0
>
g(t)e
jn
0
t
dt (12)
Note:
0
=
2
T
0
(13)
In general since D
s
n
are complex, therefore D
n
= |D
n
|e
jDn
.
To specify the spectra of a signal g(t) we need two plots: the amplitude spectrum (|D
n
| versus n; this yields
a line spectrum) and the phase spectrum (D
n
versus n).
5
Generalization of Exponential Fourier Series
In general for any power type signal g(t) such that P
g
< we can approximate g(t) as (denote the
approximation of g(t) as g(t))
g(t) =
n=+N
n=N
g
n
n
(t) , (14)
where {
n
(t), n = N, , +N} are a set of orthonormal signals such that
<
n
(t),
m
(t) >=
_
1 m = n
0 m = n
(15)
The weights g
n
, (n = N +N) are determined such that the power P
e
of the error signal
e(t) = g(t) g(t) is minimized. i.e., determine g
n
so that
P
e
lim
T
1
T
_
T/2
T/2
|e(t)|
2
dt , (16)
is minimized.
Generalization of Exponential Fourier Series (ctd...)
Indeed it turns out that the coefcients g
n
to minimize (17) are given by
g
n
=< g(t),
n
(t) > . (17)
As N , g(t) g(t) in the sense that P
e
0.
For the special case of exponential FS we choose the orthonormal signal set {
n
(t), n = N , +N}
as
_
e
jn
0
t
, n = N , +N
_
, which are indeed orthogonal (as long as n are integers) as discussed
before and also have unit power.
We shall revisit this point while discussing the convergence of exponential FS.
6
Properties of Fourier Series
Spectral Properties of FS:
The two-sided line spectrum has a uniform spacing. Each spectral component is separated by f
0
=
1
T
0
.
D
0
=
1
T
0
_
<T
0
>
|g(t)|dt gives the average value of the signal g(t).
Conjugate symmetry property of real signals: If g(t) is real, then
D
n
=
1
T
0
_
<T
0
>
g(t)e
jn
0
t
dt
=
1
T
0
_
<T
0
>
_
g(t)e
jn
0
t
_
dt ( g(t) is real)
=
_
1
T
0
_
<T
0
>
g(t)e
jn
0
t
dt
_
= D
n
or D
n
= D
n
(18)
Properties of Fourier Series (ctd...)
Spectral Properties of FS (ctd...):
The property in (18) implies
|D
n
| = |D
n
|( |D
n
| = |D
n
|)
D
n
= D
n
Thus for real signals, the magnitude spectrum has even symmetry, while the phase spectrum has odd
symmetry.
Using the conjugate symmetry property of real signals, the exponential FS can be further simplied into
what is known as trigonometric Fourier series (as shown next).
7
Trigonometric Fourier Series
g(t) =
1
n=
D
n
e
jn
0
t
+D
0
+
+
n=1
D
n
e
jn
0
t
=
1
n=
|D
n
|e
j(n
0
t+Dn)
+D
0
+
+
n=1
|D
n
|e
j(n
0
t+Dn)
=
+
n=1
|D
n
|e
j(n
0
t+D
n
)
+D
0
+
+
n=1
|D
n
|e
j(n
0
t+Dn)
= D
0
+
+
n=1
|D
n
|e
j(n
0
t+Dn)
+
+
n=1
|D
n
|e
j(n
0
t+Dn)
, (19)
= D
0
+ 2
+
n=1
|D
n
| cos(n
0
t +D
n
) , (20)
where (19) follows |D
n
| = |D
n
| and D
n
= D
n
.
The (20) is known as the Trigonometric Fourier Series, that holds for any real g(t), which suggests an one
sided spectrum for g(t), unlike the case of exponential FS.
Parsevals Theorem
Parsevals theorem states that the power in time domain (over one period) and the power in spectral domain
are same. i.e.,
1
T
0
_
<T
0
>
|g(t)|
2
dt =
+
n=
|D
n
|
2
(21)
Proof: LHS =
1
T
0
_
<T
0
>
g(t)g
(t)dt
=
1
T
0
_
<T
0
>
g(t)
_
+
n=
D
n
e
jn
0
t
_
=
1
T
0
_
<T
0
>
g(t)
+
n=
D
n
e
jn
0
t
=
+
n=
D
n
1
T
0
_
<T
0
>
g(t)e
jn
0
t
. .
=Dn
= RHS
8
Example on Exponential FS
We are interested in the computation of exponential FS of a periodic rectangular pulse train shown in Fig. 2:
T
0
+
2
T
0
+
T
0
2
T
0
2
0
A
v(t)
Figure 2: The gure above shows a periodic rectangular pulse train of ON duration seconds.
The functional form of the rectangular pulse of duration is A
_
t
_
, where
_
t
_

_
1 |t| <

2
0 otherwise
(22)
Example on Exponential FS (ctd...)
Since the rectangular pulse train v(t) in Fig. 2 is real and periodic, therefore, we can express it using
Trigonometric FS as
v(t) = D
0
+ 2
n=1
|D
n
| cos(n
0
t +D
n
) (23)
where D
n
=
1
T
0
_
+T
0
/2
T
0
/2
v(t)e
jn
0
t
dt (24)
=
1
T
0
_
+/2
/2
Ae
jn
0
t
dt
=
A
T
0
_
+/2
/2
Ae
jn
0
t
dt
.
.
.
= Af
0
sinc (nf
0
) , (f
0

1
T
0
) (25)
(Note: sinc(x)
sin(x)
x
).
9
Example on Exponential FS (ctd...)
Note: D
s
n
in (25) can be written using Sinc(x) denition as follows:
D
n
=
A
n
sin (nf
0
) (26)
|D
n
| =
A
n
sin (nf
0
) (27)
Note: D
0
= Af
0
(28)
Using (27) and (28) we can simplify the trigonometric FS of v(t) in (24) as
v(t) = Af
0
+
+
n=1
2A
n
sin(nf
0
) cos(n
0
t)( D
n
= 0) (29)
Gibbs Phenomenon
The Fig. 3 shows one period of the periodic rectangular pulse train and its reconstruction via Fourier series
using N = 10 harmonics:
5 4 3 2 1 0 1 2 3 4 5
0.2
0
0.2
0.4
0.6
0.8
1
1.2
"Gibbs ears"
Figure 3: The gure above shows the original rectangular pulse and its reconstructed version using Fourier
series with 10 harmonics. In the reconstructed signal, at the points of discontinuity one can observe oscillatory
behaviour.
10
Gibbs Phenomenon (ctd...)
5 4 3 2 1 0 1 2 3 4 5
0.2
0
0.2
0.4
0.6
0.8
1
1.2
"Gibbs ears"
series with 100 harmonics. With the increase in number of harmonics N to 100 the oscillatory behaviour in
the reconstructed signal has somewhat subsided.
Gibbs Phenomenon (ctd...)
5 4 3 2 1 0 1 2 3 4 5
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
series with 1000 harmonics. With the increase in number of harmonics to 1000 the reconstructed signal has
smoothed out considerably.
11
Gibbs Phenomenon Summary
The ringing effect observed in Figures 3, 4 and 5 is known as Gibbs phenomenon. It occurs in signals at the
points of discontinuity.
As was seen the ringing is pronounced when the number of harmonics are small.
At the points of discontinuity, the Fourier series converges to the average of left and right limit values i.e., if x
0
is the point of discontinuity then the Fourier series converges to
1
2
_
f(x
0
) +f(x
+
0
)
. For example in the

case of v(t) in Fig. 2, it would converge to A/2 at the points of discontinuity.
At all the other points where the signal is continuous the FS indeed converges to the value of signal at that
point.
Dirichlets conditions for Convergence of Fourier Series
Dirichlet provided sufcient conditions for the convergence of FS of a periodic signal (say) g(t), which are
given as follows:
The periodic signal g(t) should be absolutely integrable over one period of T
0
seconds i.e.,
_
<T
0
>
|g(t)| < (30)
The periodic signal g(t) should have nite number of maxima/minima and discontinuities over one period
of T
0
seconds.
Note: As noted above Dirichlets conditions are only sufcient and not necessary, which means if a signal
violates Dirichlets conditions then its FS may/may not converge.
Dirichlets conditions for Convergence of Fourier Series (ctd...)
Under Dirichlets conditions FS converges to the signal value at that point uniformly, provided the signal is
continuous at that point.
Uniform convergence: In general, we say that the sequence of functions {f
n
} converge uniformly to a
limiting function f, if for every > 0, there exists a natural number N such that for all n N,
|f
n
(x) f(x)| < .
In lieu of the above denition one can elaborate on the uniform convergence of FS of a periodic signal g(t).
To this end, let us dene g
K
(t) =
+K
n=K
D
n
e
jn
0
t
. Then under Dirichlets conditions for every > 0, it is
possible to nd a N such that for all K N and all t
| g
K
(t) g(t)| < (31)
12
Dirichlets conditions for Convergence of Fourier Series (ctd...)
Since Dirichlets conditions are only sufcient conditions for the convergence of FS, therefore one can give
alternate condition(s) to that of Dirichlet, that would still ensure the convergence of FS. One such condition is
the nite power per period condition, which ensures convergence in the mean squared error sense
Mean squared error convergence of FS: Let g(t) denote a periodic signal such that its average power over
one period is nite. Further, as before, denote g
K
(t)

+K
n=K
D
n
e
jn
0
t
denote the (2K + 1) harmonic
approximation of the signal g(t), then
lim
K
_
<T
0
>
| g(t) g
K
(t)
. .
=error
|
2
dt 0 (32)
13

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Analog and Digital Communications (Lecture notes on basic signal

properties and Fourier series)

. For example in the

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