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Lecture 1
March 4, 2014
Lecture 1 1/15
Frequency Domain Analysis
Lecture 1 2/15
Fourier Series
Fourier Series is applied to periodic signals.
Fourier Series Expansion
Let x(t) be a real periodic signal with period T0 . If the Dirichlet
conditions are satisfied,
j2 Tn t
X X
x(t) = xn e 0 = xn ejnw0 t
n= n=
T0 : fundamental period
f0 = T10 fundamental frequency in Hz
w0 = 2f0 fundamental frequency in rad
Lecture 1 3/15
Fourier Series
Trigonometric Version
For a real, periodic x(t): xn = xn
a0 X n n
x(t) = + an cos 2 t + bn sin 2 t
2 T0 T0
n=1
+T
Z 0
2 n
an = x(t) cos 2 t dt
T0 T0
+T
Z 0
2 n
bn = x(t) sin 2 t dt
T0 T0
an jbn
xn = 2
Lecture 1 4/15
Fourier Series
A third way
Note that
j2 Tn t j2 Tn t n
xn e 0 + xn e 0 = 2|xn | cos 2 t + xn
T0
Lecture 1 5/15
Fourier Transforms
Z
x(t) = X(f )ej2f t df
Lecture 1 6/15
Basic Properties of the Fourier Transform
I Linearity: The Fourier Transform operation is linear
x1 (t) X1 (f ) and x2 (t) X2 (f )
x1 (t) + x2 (t) X1 (f ) + X2 (f )
where and are two arbitrary scalars
I Duality: If X(f ) = F[x(t)],
x(f ) = F[X(t)] and x(f ) = F[X(t)]
I Time shift:
F [x(t t0 )] = ej2f t0 F[x(t)]
I Scaling: For any real a 6= 0
1 f
F[x(at)] = X
|a| a
I Convolution: If x(t) X(f ) and y(t) Y (f )
F[x(t) y(t)] = F[x(t)] F[y(t)] = X(f )Y (f )
Lecture 1 7/15
Basic Properties of the Fourier Transform contd
I Modulation:
1
x(t) cos(2fc t) [X(f fc ) + X(f + fc )]
2
I Parsevals property:
Z Z
x(t)y (t)dt = X(f )Y (f )df
I Rayleighs property:
Z Z
2
|x(t)| dt = |X(f )|2 df
Lecture 1 8/15
Lecture 1 9/15
Example: Determine the Fourier transform of
t
g(t) = A cos(2fc t)
T
where
1 |t| < 1/2
(t) = 1/2 |t| = 1/2
0 otherwise
is a rectangular pulse.
Lecture 1 10/15
Fourier Transform for Periodic Signals
Let x(t) be a periodic signal with period T0
j2 Tn t
X
x(t) = xn e 0
n=
Let xT0 (t) be one period of x(t) and xT0 (t) XT0 (f )
1 1 n
xn = XT0 (f )|f = n = XT0
T0 T 0 T0 T0
A shortcut for computing FS coefficients!
Lecture 1 11/15
Power and Energy
Lecture 1 12/15
Example: Find the energy of the signal g(t) = Asinc(2W t).
Lecture 1 13/15
Energy-Type Signals
For an energy-type signal x(t), the autocorrelation function
R ) x (
Rx ( ) = x(
)
= R x(t)x (t )dt
= x(t + )x (t)dt
: correlation distance
R
If = 0, Rx (0) = |x(t)|2 dt = Ex . Note Rx (0) |Rx ( )|
R R
Using Rayleighs theorem: Ex = |x(t)|2 dt = |X(f )|2 df
Lecture 1 15/15