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# Fourier Representation of

Signals
CoE 121: Lecture 09
Introduction to Digital Signal Processing

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 1
Reference

## •  Chapter 5, “Applied Digital Signal Processing:

Theory and Practice” by D. G. Manolakis and V. K.
Ingle, 2011

## •  Chapter 4, “Digital Signal Processing: Principles,

Algorithms and Applications” by J. G. Proakis and D.
G. Manolakis, 1996

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 2
Continuous-time sinusoidal signals

## From Manolakis, Dimitris G. and Vinay K. Ingle.

Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing
Applied Digital Signal Processing. 1st ed.
Cambridge: Cambridge University Press, 2011
3
Continuous-time sinusoidal signals

## Attribute Notation Units

Amplitude A
Time t seconds
Frequency F0 cycles/second or Hertz

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 4
Continuous-time sinusoidal signals

## •  Euler’s identity: complex exponential

e± jφ = cos φ ± j sin φ

•  Sinusoidal signal

A jφ jΩ0t A − jφ − jΩ0t
x (t ) = A cos (Ω0 t + φ ) = e e + e e
2 2

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 5
Continuous-time sinusoidal signals

## •  Response of LTI systems to complex exponentials

–  Recall: convolution integral

y (t ) = ∫ −∞
h (τ ) x (t − τ )dτ

## –  If the input is x(t) = ejΩt:

∞ jΩ(t−τ )
y (t ) = ∫ −∞
h (τ ) e dτ

= {∫ −∞ }
h (τ ) e− jΩτ dτ e jΩt = H ( jΩ) e jΩt , − ∞ < t < ∞

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 6
Continuous-time sinusoidal signals

•  Properties:
1.  A continuous-time sinusoid is periodic, with fundamental
period T0 = 1/F0.

## 3.  The rate of oscillation of a continuous-time sinusoid

increases indefinitely with increasing frequency.

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 7
Continuous-time sinusoidal signals

x (t ) = A cos ( 2π F0 t + φ )

x (t ) = A cos ( 2π F0 (t + T0 ) + φ ), T0 = 1 F0
= A cos ( 2π F0 t + φ + 2π F0T0 )
= A cos ( 2π F0 t + φ ) cos ( 2π F0T0 ) − Asin ( 2π F0 t + φ ) sin ( 2π F0T0 )
= A cos ( 2π F0 t + φ )

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 8
Continuous-time sinusoidal signals

•  Properties:
1.  A continuous-time sinusoid is periodic, with fundamental
period T0 = 1/F0.

## 3.  The rate of oscillation of a continuous-time sinusoid

increases indefinitely with increasing frequency.

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 9
Continuous-time sinusoidal signals

## From Manolakis, Dimitris G. and Vinay K. Ingle.

Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing
Applied Digital Signal Processing. 1st ed.
Cambridge: Cambridge University Press, 2011
10
Continuous-time sinusoidal signals

•  Properties:
1.  A continuous-time sinusoid is periodic, with fundamental
period T0 = 1/F0.

## 3.  The rate of oscillation of a continuous-time sinusoid

increases indefinitely with increasing frequency.

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 11
Continuous-time sinusoidal signals

## sk (t ) = e jΩ0t = e j 2 π kF0t , k = 0, ±1, ± 2, …

•  Notation:
–  Fundamental frequency: Ω0 (rad/sec) or F0 (Hz)

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 12
Continuous-time sinusoidal signals

## sk (t ) = e jΩ0t = e j 2 π kF0t , k = 0, ±1, ± 2, …

•  Orthogonality property

t0 +T0
&( T , k = m
∫ sk (t ) sm∗ (t ) dt = ∫ e jkΩ0t e− jmΩ0t dt = ' 0
T0 t0
() 0, k ≠ m

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 13
Continuous-time sinusoidal signals

1 1 1
x1 (t ) = cos ( 2π F0 t ) − cos ( 2π (3F0 ) t ) + cos ( 2π ( 5F0 ) t ), F0 = 10 Hz
3 10 3

periodic signal.

## From Manolakis, Dimitris G. and Vinay K. Ingle.

Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing
Applied Digital Signal Processing. 1st ed.
Cambridge: Cambridge University Press, 2011
14
Continuous-time sinusoidal signals

1 1 1
x2 (t ) = cos ( 2π F0 t ) − cos 2π
3 10
( ( ))
8F0 t + cos 2π
3
( ( 51F0 t ))

## From Manolakis, Dimitris G. and Vinay K. Ingle.

Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing
Applied Digital Signal Processing. 1st ed.
Cambridge: Cambridge University Press, 2011
15
Discrete-time sinusoidal signals

## From Manolakis, Dimitris G. and Vinay K. Ingle.

Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing
Applied Digital Signal Processing. 1st ed.
Cambridge: Cambridge University Press, 2011
16
Discrete-time sinusoidal signals

## •  A DT sinusoid can be obtained by sampling a CT

sinusoid

x [ n ] = A cos ( 2π F0 t + θ ) t=nT = n
Fs

## •  We define the normalized frequency, f0, and

normalized angular frequency, ω0, as follows

F
Δ Δ
F0
f0 = 0 = FT ω 0 = 2 π f0 = 2 π = Ω0T
Fs Fs

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 17
Discrete-time sinusoidal signals

## Attribute Notation Units

Amplitude A
Sample index n
Normalized frequency f0 cycles/sample
frequency

## From Manolakis, Dimitris G. and Vinay K. Ingle.

Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing
Applied Digital Signal Processing. 1st ed.
Cambridge: Cambridge University Press, 2011
18
Discrete-time sinusoidal signals

## •  Periodicity is not guaranteed in sampling

x (t ) = cos ( 20π t )

## Consider this 10-Hz CT sinusoid.

Generate in Octave
Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing 19
Discrete-time sinusoidal signals

## •  Periodicity is not guaranteed in sampling

Sampled at 80 Hertz.

Generate in Octave
Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing 20
Discrete-time sinusoidal signals

## Sampled at 30*pi Hertz.

Generate in Octave
Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing 21
Discrete-time sinusoidal signals

•  Periodicity in time
–  Recall: periodic signals

x [ n + N ] = x [ n ], for all n; N ∈ Z +

## –  For DT sinusoids, we want:

x [ n + N ] = A cos ( 2π f0 n + 2π f0 N + θ ) = A cos ( 2π f0 n + θ ) = x [ n ]

## –  Possible IF AND ONLY IF:

2π f0 N = 2π k, k ∈ Z +

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 22
Exercise

## •  For each sequence below, determine whether it is

periodic in time or not. If it is periodic, determine the
period.

⎛ 2π ⎞
x1 [ n ] = cos ⎜ n⎟
⎝ 3 ⎠
⎛1 ⎞
x2 [ n ] = cos ⎜ n ⎟
⎝ 10 ⎠
⎛π ⎞ ⎛π ⎞
x3 [ n ] = cos ⎜ n ⎟ + sin ⎜ n ⎟
⎝3 ⎠ ⎝4 ⎠

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 23
Discrete-time sinusoidal signals

## •  Uniqueness is not guaranteed in sampling

10-Hz CT sinusoid
sampled at 80 Hertz.

Generate in Octave
Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing 24
Discrete-time sinusoidal signals

## •  Uniqueness is not guaranteed in sampling

90-Hz CT sinusoid
sampled at 80 Hertz.

Generate in Octave
Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing 25
Discrete-time sinusoidal signals

•  Periodicity in frequency

## A cos ({ω 0 + k2π } n + θ ) = A cos (ω 0 n + k2π n + θ )

= A cos (ω 0 n + θ )

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 26
Discrete-time sinusoidal signals

## •  Implications of periodicity in frequency

1.  Sinusoidal signals with radian frequencies separated by
integer multiples of 2π are identical.

## 4.  Slow oscillations are at the vicinity of ω0 = k2π. Rapid

oscillations are at the vicinity of ω0 = π + k2π.

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 27
Discrete-time sinusoidal signals

x [ n ] = cos (ω 0 n ), ω 0 = 0

π
x [ n ] = cos (ω 0 n ), ω 0 =
10

## From Manolakis, Dimitris G. and Vinay K. Ingle.

Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing
Applied Digital Signal Processing. 1st ed.
Cambridge: Cambridge University Press, 2011
28
Discrete-time sinusoidal signals

π
x [ n ] = cos (ω 0 n ), ω 0 =
2

x [ n ] = cos (ω 0 n ), ω 0 = π

## From Manolakis, Dimitris G. and Vinay K. Ingle.

Week 05 Lecture 09: Fourier Representation of Signals
CoE 121: Introduction to Digital Signal Processing
Applied Digital Signal Processing. 1st ed.
Cambridge: Cambridge University Press, 2011
29
Fourier representation of signals

## •  Most signals of practical interest can be

decomposed into a sum of sinusoidal signal
components

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 30
Fourier representation of CT periodic signals

x (t ) = ∑ k
c e jkΩ0t

k=−∞

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 31
Fourier representation of CT periodic signals

## •  Fourier analysis equation for CT periodic signals

1
ck = ∫ x (t ) e− jkΩ0t dt
T0 T0

ck = ck e j∠ck

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 32
Example: CTFS

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 33
Example: CTFS

1 − jkΩ0t 1 T0
ck = ∫ x (t ) e dt = ∫ x (t ) e− jkΩ0t dt
T0 T0
T0 −T0

1 τ
= ∫ 2
Ae− jkΩ0t dt
−τ
T0 2

τ
\$ ' 2− jkΩ0t \$* − jkΩ0 τ 2 jkΩ0 τ 2 '*
A e A e −e
= % ( = % (
T0 & − jkΩ0 ) −τ kΩ0T0 *& −j *)
2

2A + kΩ0τ .
= sin - 0, k = 0, ±1, ± 2, …
kΩ0T0 , 2 /

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 34
Example: CTFS

Ω0 = 2π F0

2A " kΩ0τ % A
ck = sin \$ '= sin ( kπ F0τ )
kΩ0T0 # 2 & kπ F0T0
Aτ sin (π kF0τ )
= , k = 0, ±1, ± 2, …
T0 π kF0τ

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 35
Example: CTFS

Magnitude
spectrum

Phase
spectrum

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 36
Example: CTFS

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 37
Fourier representation of CT periodic signals

•  Parseval’s relation
–  Average power in one period

1 2 2
Pav =
T0
∫ T0
x (t ) dt = ∑ ck
k=−∞

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 38
Fourier representation of CT periodic signals

## •  Spectra of periodic CT signals

1.  The power (or magnitude) is distributed at a set of
discrete frequencies F = kF0.

## 3.  If x(t) is a real function of time:

-  Magnitude spectrum: even symmetry
-  Phase spectrum: odd symmetry

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 39
Fourier representation of CT periodic signals

## •  Convergence conditions (Dirichlet conditions)

1.  The periodic signal x(t) is absolutely integrable over any
period.

∫ x (t ) dt < ∞
T0

## 2.  The periodic signal x(t) has a finite number of maxima,

minima and finite discontinuities per period.

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 40
Fourier representation of CT periodic signals

## •  Note: the Dirichlet conditions guarantee equality

except at values of t for which x(t) is discontinuous.
–  At discontinuities, the Fourier series converges to the
midpoint of the discontinuity.

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 41
Fourier representation of CT periodic signals

## •  Convergence conditions (weaker condition)

1.  The periodic signal x(t) is square integrable over any
period.

2
∫ x (t )
T0
dt < ∞

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 42
Continuous-Time Fourier Transform (CTFT)

## •  The spectrum of continuous, periodic signals is

composed of equidistant lines
–  Line spacing = fundamental frequency

## •  If we allow the period to increase without limit, the

line spacing decreases
–  Approaching “infinite period”, the signal becomes
aperiodic

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 43
Continuous-Time Fourier Transform (CTFT)

signal xp(t)

## The two signals can be related

by the following equa8on
x (t ) = lim x p (t )
TP →∞

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 44
Continuous-Time Fourier Transform (CTFT)

## •  Recall: Fourier series representation for xp(t)

j 2 π kF0 t 1
x p (t ) = ∑c e k , F0 =
TP
k=−∞

1 Tp 2
ck = ∫ x p (t )e− j 2 π kF0t dt
TP −Tp 2

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 45
Continuous-Time Fourier Transform (CTFT)

## •  Since xp(t) and x(t) are equal in the interval being

considered

1 Tp 2
ck = ∫ x (t )e− j 2 π kF0t dt
TP −Tp 2

1 ∞
= ∫ x (t )e− j 2 π kF0t dt
TP −∞

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 46
Continuous-Time Fourier Transform (CTFT)

## •  Let us define the Fourier transform for continuous-

time, aperiodic signals

X (F ) = ∫ x (t ) e− j 2 π Ft dt
−∞

## •  Thus, X(F) and the Fourier coefficients ck are related

by
1 ∞ − j 2 π kF0 t 1
ck =
TP
∫ −∞
x (t )e dt = X ( kF0 )
TP
–  The Fourier coefficients are samples of X(F) taken at
multiples of F0 and scaled by F0

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 47
Continuous-Time Fourier Transform (CTFT)

## •  We use the relationship between the Fourier

coefficients and X(F) in the expression for the
periodic signal xp(t)

j 2 π kF0 t 1 ∞ \$ k ' j 2 π kF0t
x p (t ) = ∑ k
c e = ∑ X && )) e
Tp k=−∞ % Tp (
k=−∞

= ∑ ( )
X kΔF e j 2 π kΔFt
ΔF
k=−∞

x (t ) = lim x p (t ) = ∫ X ( F ) e j 2 π Ft dF
ΔF→∞ −∞

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 48
Continuous-Time Fourier Transform (CTFT)

## •  CTFT: For continuous-time, aperiodic signals

Analysis equa8on X (F ) =∫ x (t ) e− j 2 π Ft dt
−∞

X (Ω) = ∫ x (t ) e− jΩt dt, Ω = 2π F
−∞

Synthesis equa8on x (t ) = ∫ X ( F ) e j 2 π Ft dF
−∞

1 ∞
x (t ) = ∫ X (Ω) e jΩt dΩ
2π −∞

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 49
Continuous-Time Fourier Transform (CTFT)

## •  The existence of the Fourier transform can be

determined via the Dirichlet conditions
–  x(t) has a finite number of finite discontinuities

∫ −∞
x (t ) dt < ∞

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 50
Energy Density Spectrum of Aperiodic Signals

## •  For any aperiodic, finite energy signal x(t) with

Fourier transform X(F), the energy can be computed
as follows

∞ 2 ∞ 2
Ex = ∫ −∞
x (t ) dt = ∫ −∞
X ( F ) dF

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 51
Energy Density Spectrum of Aperiodic Signals

## •  The energy density spectrum of an aperiodic signal

2
Sxx ( F ) = X ( F )

symmetry

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 52
Example

## •  Determine the Fourier transform and the energy

density spectrum of a rectangular pulse signal

" A, t ≤τ 2
\$
x (t ) = #
\$% 0, t >τ 2

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 53
" A,
\$ t ≤τ 2 Example
x (t ) = #
\$% 0, t >τ 2

## •  Does it satisfy the Dirichlet conditions?

ü  Finite number of finite discontinuities
ü  Finite number of maxima and minima
ü  Absolutely integrable

•  Fourier transform
∞ − j 2 π Ft
X (F ) = ∫ −∞
x (t ) e dt
τ 2 − j 2 π Ft sin (π Fτ )
= ∫ −τ 2
Ae dt = Aτ
π Fτ

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 54
Example

" A, t ≤τ 2
\$
x (t ) = #
\$% 0, t >τ 2

sin (π Fτ )
X ( F ) = Aτ
π Fτ

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 55
" A,
\$ t ≤τ 2 Example
x (t ) = #
\$% 0, t >τ 2

## •  Energy density spectrum of the rectangular pulse

2
2 2 ! sin ( π Fτ ) \$
Sxx ( F ) = X ( F ) = ( Aτ ) # &
" π Fτ %

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 56
Fourier Representation of
Signals
CoE 121: Lecture 09
Introduction to Digital Signal Processing

## Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 57