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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

x(t) = Acos(2πF0t + ϕ) = Acos(Ω0t + ϕ), –∞ < 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
3
Continuous-time sinusoidal signals

x(t) = Acos(2πF0t + ϕ) = Acos(Ω0t + ϕ), –∞ < t < ∞

Attribute Notation Units


Amplitude A
Phase ϕ radians
Time t seconds
Frequency F0 cycles/second or Hertz
Angular frequency Ω0 radians/second

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.

2.  Two sinusoids with different frequencies are different.

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.

2.  Two sinusoids with different frequencies are different.

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.

2.  Two sinusoids with different frequencies are different.

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

•  Harmonically related complex exponentials

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

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

–  Fundamental harmonic: s1(t)

–  The k-th harmonic: sk(t)

Week 05 Lecture 09: Fourier Representation of Signals


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

•  Harmonically related complex exponentials

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

•  The sum of harmonically related sinusoids is a


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 ))

•  The sum is NOT a periodic signal even though it is


made up of periodic 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
15
Discrete-time sinusoidal signals

x[n] = Acos(2πf0n + θ) = Acos(ω0n + θ) , –∞ < n < ∞

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

x[n] = Acos(2πf0n + θ) = Acos(ω0n + θ) , –∞ < n < ∞

Attribute Notation Units


Amplitude A
Phase θ radians
Sample index n
Normalized frequency f0 cycles/sample
Normalized angular ω0 radians/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

•  Periodicity is not guaranteed in sampling

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 )

–  Possible since (kn)2π is an integer multiple of 2π

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.

2.  All distinct sinusoidal sequences have frequencies within


an interval of 2π radians.

3.  A time shift is equivalent to a phase change.

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

•  Fourier series: periodic signals

•  Fourier transform: aperiodic signals

Week 05 Lecture 09: Fourier Representation of Signals


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

•  Fourier synthesis equation for CT periodic signals


x (t ) = ∑ k
c e jkΩ0t

k=−∞

–  The signal x(t) is periodic with period T0 = 2π/Ω0.

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

–  The coefficients ck are generally complex-valued:

ck = ck e j∠ck

Week 05 Lecture 09: Fourier Representation of Signals


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

•  Consider the periodic rectangular pulse train:

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

Varying pulse width Varying period

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=−∞

–  Power spectrum: graph of |ck|2 as a function of F = kF0

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.

2.  The spectral lines have uniform spacing F0 = 1/T0.

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.

Finite discon8nuity Infinite discon8nuity

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)

•  Assume an aperiodic signal x(t) and a periodic


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) contains a finite number of maxima and minima

–  x(t) is absolutely integrable:


∫ −∞
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

–  This is Parseval’s relation for aperiodic, finite energy signals

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 )

–  Total energy: integral of Sxx(F) over all frequencies

–  For real signals, the energy density spectrum has even


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