EEET3028 Communication Systems: Lecture 2: Fourier Series and Transforms, and LTI Systems

EEET3028 Communication Systems
Lecture 2: Fourier Series and Transforms, and LTI Systems
Institute for Telecommunications Research

University of South Australia
SP2 2019
(ITR, UniSA) EEET3028 Communication Systems SP2 2019 1 / 39

Contents of this Lecture
1 Periodic Signals and Fourier Series
2 Fourier Transform for Nonperiodic Signals

Fourier Transform Theorems
Fourier Transform Pairs
3 Linear Time–Invariant Systems
4 Filters
Ideal vs Practical Filters
Quadrature Filter and Hilbert Transform
textbook chapters 2, 3.1, 3.4-5

Outline

4 Filters

Periodic Signals
Periodic signals obey the following property:
v (t ± mT0 ) = v (t), for any t s.t. − ∞ < t < ∞,

m is any integer
T0 is signal period.
smallest such T0 known as fundamental signal period.
Examples:
Cosine wave, cos(2 π f0 t)
2
−1
−2
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
Square wave
2
−1
−2
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
Triangular wave
0.4
0.2
−0.2
−0.4
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

Fourier Series for Periodic Signals
Periodic functions can be written as infinite sum of harmonics

(Joseph Fourier, 1822)
1
If v (t) is periodic with period T0 = f0 then
∞
X
v (t) = cn ej2πnfo t (synthesis, Fourier Series expansion)
−∞
T0 /2
1
Z
cn = v (t)e−j2πnf0 t dt (analysis)
T0 −T0 /2
The cn are the Fourer coefficients of v (t).

cn discrete: plotted as line spectra
amplitude or magnitude spectrum: |cn | vs nf0
phase spectrum: arg cn vs nf0
Convergence conditions and Gibbs phenomena: see text pp. 39–41

Parseval’s Power Theorem
For periodic signal v (t) with period T0 and Fourier coefficients cn

DC component c0 = hv (t)i, the average value of the signal:
T0 /2
1
Z
c0 = hv (t)i = v (t) dt
T0 −T0 /2
Parseval’s theorem: the power is given by the sum of magnitudes of the

Fourier coefficients
Z T0 /2 ∞
1 X
|v (t)|2 = |v (t)|2 dt = |cn |2 .

T0 −T0 /2 n=−∞

Example: power of a cosine
v (t) = A cos 2πfo t
Z T /2 T0 /2
1 1
Z
0
D E
|v (t)|2 = |A cos 2πf0 t|2 dt cn = A cos 2πfo t × e−j2πfo nt dt
T0 −T0 /2 T0 −T0 /2
A2 T0 /2 A T0 /2
Z Z
=
2
cos 2πft dt = ej2πf0 (1−n)t + ei2πf0 (−1−n)t dt
T0 −T0 /2 2T0 −T0 /2
A T0 /2 A
A2 1
T /2 Z
1

0
= t+ sin 4πf0 t c±1 = ej2πf0 0 dt =
T0 2 8πfo 2T0 −T0 /2 2
−T0 /2
A2

T0
ck = 0, ∀k 6= ±1
= T0 + (sin 2π − sin(−2π))
2T0 4π
A2 ∞
= D E
|v (t)|2 = |cn |2
X
2
n=−∞
A2
= c12 + c−1
2
=
2

Outline

4 Filters

The Family of Fourier Transforms
time– and frequency– domain relationships:
time domain frequency domain

Fourier series continuous, periodic discrete
Fourier transform continuous continuous
Discrete Time F.T. discrete continuous, periodic
Discrete F.T. discrete, 1 period discrete, periodic
As T0 → ∞, Fourier series −→ Fourier transform
Discrete F.T. implemented on computer as Fast Fourier Transform

(use fft in M ATLAB)

Fourier Transform
When v (t) is nonperiodic and has finite energy,

Fourier transform (analysis)
Z ∞
V (f ) = F v (t) , v (t)e−j2πft dt

−∞
Inverse Fourier transform (synthesis)

Z ∞
v (t) = F −1 V (f ) , V (f )e j2πft df

−∞
relation specified as
v (t) ←→ V (f )

Fourier Transform - continued
Rayleigh’s Energy Theorem

Z ∞ Z ∞
E, |v (t)|2 dt = |V (f )|2 df
−∞ −∞
This is the analogue of Parseval’s Theorem for continuous spectra.
Fourier Series discrete, but Fourier Transform continuous
Amplitude and phase spectra continuous, not line spectra

Fourier Transform of Real–Valued Function
If v(t) is real–valued then the following all hold true:

spectrum is conjugate–symmetric
V (−f ) = V ∗ (f )
→ amplitude spectrum is even function of f
|V (−f )| = |V (f )|
→ phase spectrum is odd function of f
arg V (−f ) = − arg V (f )
→ Re {V (f )} is even. Im {V (f )} is odd.
if v (−t) = v (t) (even time symmetry), V (f ) is purely real
if v (−t) = −v (t) (odd time symmetry), V (f ) is purely imaginary

Theorems and Transforms
Heed this advice well:

Familiarise yourself with the tables of Fourier transforms and
theorems in the appendix of the textbook. (tables T.1 & T.2)
remember broad details
specific formulas can be looked up if needed
a table of Fourier transforms will be included in final exam.
some important theorems/transforms follow...

Superposition
If a1 and a2 are constants and v (t) = a1 v1 (t) + a2 v2 (t), then

F v (t) = a1 F v1 (t) + a2 F v2 (t) .
This means Fourier transform is a linear operation.

Time Delay
signal delayed by constant td
v (t−td ) ↔ V (f )e−j2πftd ,
magnitude spectrum unchanged

phase offset added, proportional to frequency (linear)
v (t) v (t − td )
0 0 td
V (f ) V (f )e−j2πftd
−2πftd
0
f f
0

Scale change (time)
1 f
v (αt) ↔ V , α 6= 0.
|α| α
If |α| > 1, then the spectrum becomes wider.

If |α| < 1, then the spectrum becomes narrower.
V (f )
-W 0 W
V f V (3f )

3
3W -W/3 0 W/3
-3W 0

Frequency translation and modulation
multiplication by a complex phasor of fixed frequency fc
v (t)e j2πfc t ↔ V (f −fc ).
spectrum shifts to the right by fc :

V (f ) V (f − fc )
0 0 fc
Modulation theorem:
combine above with Euler’s formula: cos x = 12 (e jx + e −jx )
e jφ e−jφ
v (t) cos(2πfc t + φ) ↔ V (f − fc ) + V (f + fc ).
2 2

Modulation: Example
Rectangular pulse and its magnitude spectrum

v (t ) |V (f )|
t f
0 0
Cosine modulated rectangular pulse and magnitude spectrum
v1 (t) = v (t) cos(2πfc t)
v1 (t ) |V1 (f )|
t
0
−fc fc

Convolution
Recall: Z ∞
v (t) ∗ w(t) , v (λ)w(t − λ) dλ.
−∞
Fourier transform relation:
v (t) ∗ w(t) ↔ V (f )W (f ).
Convolution in time domain ↔ Point-wise multiplication in freq domain
Example: Trapezoidal pulse - refer to textbook ex. 2.4.1.

Differentiation and integration
Differentiation:
d
v (t) ↔ j2πf V (f ).
dt
Integration:
t
V (0) 1
Z
v (λ) dλ ↔ δ(f ) + V (f ).
−∞ 2 j2πf
this can be derived using the convolution theorem, from the fact that
Z t
v (λ) dλ = v (t) ∗ u(t),
−∞
where u(t) is the step function.

Duality Theorem
If
v (t) ←→ V (f )
and
z(t) = V (t)
then
F {z(t)} = v (−f ) (or : V (t) ←→ v (−f ))
can use this to derive spectra of signals from known relations without
resorting to Fourier integrals
Example: we know
t
v (t) = A rect ←→ 2AW sinc(2Wf )
2W
we want to derive spectrum of sinc pulse
z(t) = A sinc(2Wt)
= V (t)/(2W )
∴ Z (f ) = v (−f )/(2W )

A f
= rect
2W 2W
Rectangle function
rectangle function
(
1
1 |x | < 2
Π(x ) = 1
0 |x | > 2
normalised sinc function

(
sin πx
πx x 6= 0
sinc(x ) =
1 x =0
Fourier relationships:
Π(t) ↔ sinc(f )
Π( τt ) ↔ τ sinc f τ
1 f
sinc 2Wt ↔ 2W Π( 2W )

Impulse
Impulse function defined by its integral:

Z ǫ
δ(t) dt = 1 ∀ǫ > 0
−ǫ
Fourier transform is constant (spectrum is flat)
Aδ(t) ↔ A and A ↔ Aδ(f )
other properties of impulse

sampling property
v (t)δ(t − td ) = v (td )δ(t − td )

Z ∞
−→ v (t)δ(t − td ) dt = v (td )
−∞
convolution is time delay:
v (t) ∗ δ(t − td ) = v (t − td )

Step and Signum functions
The unit step function or Heaviside step function:


1, t > 0

u(t) = 21 , t = 0 .

0, t < 0

1 1
u(t) ↔ δ(f ) + .
2 j2πf
The signum function

1,
 t >0
sgn(t) = u(t) − u(−t) = 0, t =0.

−1, t < 0

1
sgn(t) ↔ .
jπf

Outline

4 Filters

LTI Systems
A system accepts input signal x (t) and produces output y (t).
x(t) y (t)
LTI System
assuming x1 (t) −→ y1 (t) and x2 (t) −→ y2 (t)

system is linear if:
a1 x1 (t) + a2 x2 (t) −→ a1 y1 (t) + a2 y2 (t)
system is time invariant if:
x (t − td ) −→ y (t − td )

Systems that are not LTI
The system with input-output relation
y (t) = x 2 (t)
is not linear, but time-invariant.
y (t) = x (t) cos(2πfc t)
is linear, but not time-invariant.
y (t) = x 2 (t) cos(2πfc t)
is neither linear nor time-invariant.

Impulse Response & Transfer Function of LTI System
The input-output relation of an LTI system has the following form:
y (t) = x (t) ∗ h(t),
where
h(t) is the impulse response of the system.
Note that ∗ denotes convolution, not multiplication.
! Important: be able to perform convolution.
Taking Fourier transform on both sides, we have:
Y (f ) = X (f )H(f ),
where
x(t) ↔ X (f ) and y (t) ↔ Y (f )
H(f ) is the transfer function, the Fourier transform of h(t).
magnitude response |H(f )|, phase response arg H(f ).
! convolution in time domain is equivalent to multiplication in frequency
domain.

Response of LTI Systems to Complex Phasors
For a complex exponential (phasor) input signal:
x (t) = Ae j(2πf0 t+φ0 )

X (f ) = Ae jφ0 δ(f − f0 )
Y (f ) = H(f )X (f )
= Ae jφ0 H(f )δ(f − f0 )
= Ae jφ0 H(f0 )δ(f − f0 ) (sampling property)
j(φ0 +arg H(f0 ))
= Ae |H(f0 )|δ(f − f0 )
j(2πf0 t+φ0 +arg H(f0 ))
⇒ y (t) = A|H(f0 )|e .
output is the same phasor at same frequency,

with amplitude scaled by |H(f0 )| and added phase of arg H(f0 )

Response of LTI Systems to Sinusoidal Signals (1)
Consider the following input:
A h j(2πf0 t+φ0 ) i
x (t) = A cos(2πf0 t + φ0 ) = e + e− j(2πf0 t+φ0 )
2
From previous slide, and linearity property, output is:
Ah i
y (t) = |H(f0 )|e j(2πf0 t+φ0 +arg H(f0 )) + |H(−f0 )|e j(−2πf0 t−φ0 +arg H(−f0 ))
2
assume h(t) is real → has Hermitian symmetry:
|H(−f0 )| = |H(f0 )| and arg H(−f0 ) = − arg H(f0 ).
substituting in the above,
y (t) = A|H(f0 )| cos [2πf0 t + φ0 + arg H(f0 )]
output is a cosine signal of same frequency as input,

with amplitude scaled by |H(f0 )| and added phase of arg H(f0 ).
Response of LTI Systems to Sinusoidal Signals (2)
composite input consisting of several sinusoidal signals:
x (t) = A1 cos(2πf1 t + φ1 ) + A2 cos(2πf2 t + φ2 ) + A3 cos(2πf3 t + φ3 ) + . . . ,
consider linearity property of LTI systems
a1 x1 (t) + a2 x2 (t) −→ a1y1 (t) + a2 y2 (t)
output:
y (t) = A1 |H(f1 )| cos [2πf1 t + φ1 + arg H(f1 )]

+ A2 |H(f2 )| cos [2πf2 t + φ2 + arg H(f2 )]
+ A3 |H(f3 )| cos [2πf3 t + φ3 + arg H(f3 )] + . . .

Outline

4 Filters

Typical magnitude responses of ideal filters
|H(f )|
LPF
bw
f
0 W
|H(f )|
HPF
bw
f
0 W
|H(f )|
BPF
bw
f
0 fc − W fc fc + W

Non-ideal (real-world) filters
ideal filters noncausal, impossible to realise

causal non-ideal filter frequency response
smooth rolloff, may have large extent
bandwidth usually defined between 3 dB points
magnitude response of a typical non-ideal bandpass filter:
|H(f )|
K = max |H(f )|
3 dB
K
√
2
3 dB bandwidth
lower cut-off frequency higher cut-off frequency

Quadrature Filter
allpass filter
shifts phase of positive frequencies by − π2
π
shifts phase of negative frequencies by 2

−j f >0
HQ (f ) = −j × sgn(f ) =
+j f <0
|H(f )| ∠H(f )
π
1 2
f f
- π2

Quadrature Filter
find impulse response by inverse Fourier transform
noncausal
has singularity
hQ (t) = F −1 {HQ (f )}
1
=
πt

Hilbert Transform
Hilbert Transform: output of quadrature filter applied to x (t)
x̂(t) = x (t) ∗ hQ (t)

1 ∞ x (λ)
Z
= dλ
π −∞ t − λ
X̂ (f ) = X (f )HQ (f )
= (−j × sgn(f ))X (f )

Hilbert Transform of Sinusoid
x (t) = A cos(ω0 t + φ)
X̂ (f ) = −j sgn fX (f )
A
δ(f − f0 )e jφ + δ(f + f0 )e− jφ sgn f

= −j
2
A
δ(f − f0 )e jφ − δ(f + f0 )e− jφ sgn f

=
2j
→ x̂(t) = A sin(ω0 t + φ)
this result enables computation of Hilbert transform when input signal is a

sum of sinusoids.

Analytic Signal
real–valued signal x (t) has conjugate symmetry:
X (−f ) = X ∗ (f )
all information exists in either half of spectrum

filter to remove negative frequencies, double positive frequencies:

 2 f >0
H(f ) = 1 f =0
0 f <0

= 2u(f )
result x + (t) is analytic signal or “pre–envelope” signal
X + (f ) = 2u(f )X (f )
x + (t) = x (t) + j x̂(t)

EEET3028 Communication Systems: Lecture 2: Fourier Series and Transforms, and LTI Systems

Загружено:

Сведения о документе

Оригинальное название

Авторское право

Доступные форматы

Поделиться этим документом

Поделиться или встроить документ

Параметры публикации

Этот документ был вам полезен?

Это неприемлемый материал?

Авторское право:

Доступные форматы

EEET3028 Communication Systems: Lecture 2: Fourier Series and Transforms, and LTI Systems

Загружено:

Авторское право:

Доступные форматы

EEET3028 Communication Systems

Lecture 2: Fourier Series and Transforms, and LTI Systems

Institute for Telecommunications Research

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 1 / 39

1 Periodic Signals and Fourier Series

2 Fourier Transform for Nonperiodic Signals

3 Linear Time–Invariant Systems

textbook chapters 2, 3.1, 3.4-5

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 2 / 39

1 Periodic Signals and Fourier Series

2 Fourier Transform for Nonperiodic Signals

3 Linear Time–Invariant Systems

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 3 / 39

v (t ± mT0 ) = v (t), for any t s.t. − ∞ < t < ∞,

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 4 / 39

Periodic functions can be written as infinite sum of harmonics

The cn are the Fourer coefficients of v (t).

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 5 / 39

For periodic signal v (t) with period T0 and Fourier coefficients cn

Parseval’s theorem: the power is given by the sum of magnitudes of the

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 6 / 39

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 7 / 39

1 Periodic Signals and Fourier Series

2 Fourier Transform for Nonperiodic Signals

3 Linear Time–Invariant Systems

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 8 / 39

time– and frequency– domain relationships:

time domain frequency domain

As T0 → ∞, Fourier series −→ Fourier transform

Discrete F.T. implemented on computer as Fast Fourier Transform

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 9 / 39

When v (t) is nonperiodic and has finite energy,

Inverse Fourier transform (synthesis)

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 10 / 39

Rayleigh’s Energy Theorem

This is the analogue of Parseval’s Theorem for continuous spectra.

Fourier Series discrete, but Fourier Transform continuous

Amplitude and phase spectra continuous, not line spectra

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 11 / 39

If v(t) is real–valued then the following all hold true:

→ amplitude spectrum is even function of f

→ phase spectrum is odd function of f

arg V (−f ) = − arg V (f )

if v (−t) = v (t) (even time symmetry), V (f ) is purely real

if v (−t) = −v (t) (odd time symmetry), V (f ) is purely imaginary

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 12 / 39

Heed this advice well:

remember broad details

specific formulas can be looked up if needed

a table of Fourier transforms will be included in final exam.

some important theorems/transforms follow...

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 13 / 39

If a1 and a2 are constants and v (t) = a1 v1 (t) + a2 v2 (t), then

This means Fourier transform is a linear operation.

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 14 / 39

signal delayed by constant td

magnitude spectrum unchanged

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 15 / 39

If |α| > 1, then the spectrum becomes wider.

(ITR, UniSA) EEET3028 Communication Systems SP2 2019 16 / 39

multiplication by a complex phasor of fixed frequency fc

v (t)e j2πfc t ↔ V (f −fc ).

spectrum shifts to the right by fc :