Title: Chapter 2 Frequency Domain Analysis of Signals and Systems
1Chapter 2Frequency Domain Analysis of Signals
and Systems
2CONTENTS
- Fourier Series
- Fourier Transforms
- Power and Energy
- Sampling of Bandlimited Signals
- Bandpass Signals
32.1 FOURIER SERIES
- Theorem 2.1.1 Fourier Series Let the signal
x(t) be a periodic signal with period T0.If the
following conditions are satisfied - 1. x(t) is absolutely integrable over its
period - 2. The number of maxima and minima of x(t)
in each period is finite - 3. The number of discontinuous of x(t) in
each period is finite - then x(t) can be expanded in terms of the
complex exponential signal as -
- where
-
- for some arbitrary and
-
4- xn are called the Fourier series coefficients of
the signal x(t). - For all practice purpose,
- From now on, we will use instead of
- The quantity is called the
fundamental frequency of the signal x(t) - The Fourier series expansion can be expressed in
terms of angular frequency by - and
5- Discrete spectrum - we may represent
where - gives the magnitude of the nth
harmonic and gives its phase.
6- Example Let x(t) denote the periodic signal
depicted in Figure 2.2
where
is a rectangular pulse. Determine the Fourier
series expansion for this signal
7- Solution We first observe that the period of the
signal is T0 and
8 9 102.2.1 Fourier Series for Real Signals
- If the signal x(t) is a real signal, we have
11- For a real, periodic x(t), the positive and
negative coefficients are conjugates. - has even symmetry and has odd
symmetry with respect to the n0 axis.
12- This relation is called the trigonometric Fourier
series expansion.
13- From above equation, we obtain
14- There exists a third way to represent the Fourier
series expansion of a real signal. Noting that
we have
- For a real periodic signal, we have three
alternative ways to represent Fourier series
expansion
15- The corresponding coefficients are obtained from
162.2 FOURIER TRANSFORMS
- Fourier transform is the extension of Fourier
series to periodic and nonperiodic signals. - The signal are expressed in terms of complex
exponentials of various frequencies, but these
frequencies are not discrete. - The signal has a continuous spectrum as opposed
to a discrete spectrum.
17- Theorem 2.2.1 Fourier Transform If the signal
x(t) satisfies certain conditions known as
Dirichlet conditions, namely, - 1. x(t) is absolutely integrable on the
real line, i.e.,
2. The number of maxima and minima of x(t) in any
finite interval on the real line is finite, 3.
The number of discontinuities of x(t) in any
finite interval on the real line is finite,
Then, the Fourier transform of x(t), defined by
And the original signal can be obtained from its
Fourier transform by
18- Observations
- X(f) is in general a complex function. The
function X(f) is sometimes referred to as the
spectrum of the signal x(t). - To denote that X(f) is the Fourier transform of
x(t), the following notation is frequently
employed - to denote that x(t) is the inverse Fourier
transform of X(f) , the following notation is
used - Sometimes the following notation is used as a
shorthand for both relations
19- The Fourier transform and the inverse Fourier
transform relations can be written as -
- On the other hand,
- where is the unit impulse. From
above equation, we may have - or, in general
-
- hence, the spectrum of is equal to
unity over all frequencies.
20Example 2.2.1 Determine the Fourier transform of
the signal . Solution We have
21- The Fourier transform of .
22Example 2.2.2 Find the Fourier transform of the
impulse signal . Solution The
Fourier transform can be obtained
by Similarly, from the relation We conclude
that
23- The Fourier transform of .
242.2.1 Fourier Transform of Real, Even, and Odd
Signals
- The Fourier transform can be written in general
as - For real x(t),
25- Since cosine is an even function and sine is an
odd function, we see that, for real x(t), the
real part of X(f) is an even function of f and
the imaginary part is an odd function of f.
Therefore, we have - This is equivalent to the following relations
26- Magnitude and phase of the spectrum of a real
signal.
272.2.2 Basic Properties of the Fourier Transform
- Linearity Property Given signals and
with the Fourier transforms - The Fourier transform of
is
28- Duality Property
- Time Shift Property A shift of in the time
origin causes a phase shift of in
the frequency domain. - Scaling Property For any real , we
have
29- Convolution Property If the signal and
both possess Fourier transforms, then - Modulation Property The Fourier transform of
is , and the Fourier
transform of - is
30- Parsevals Property If the Fourier transforms of
and are denoted by
and , respectively, then - Rayleighs Property If X(f) is the Fourier
transform of x(t), then
31- Autocorrelation Property The (time)
autocorrelation function of the signal x(t) is
denoted by and is defined by -
- The autocorrelation property states that
- Differentiation Property The Fourier transform
of the derivative of a signal can be obtained
from the relation
32- Integration Property The Fourier transform of
the integral of a signal can be determined from
the relation - Moments Property If ,
then , the nth moment of x(t),
can be obtained from the relation
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342.2.3 Fourier Transform for Periodic Signals
- Let x(t) be a periodic signal with period ,
satisfying the Dirichlet conditions. Let
denote the Fourier series coefficients
corresponding to this signal. Then - Since
- we obtain
35- If we define the truncated signal as
- we may have
36- By using the convolution theorem, we obtain
- Comparing this result with
- we conclude
37- Alternative way to find the Fourier series
coefficients, Given the periodic signal x(t), we
carry out the following steps to find - 1. Find the truncated signal .
- 2. Determine the Fourier transform
of the - truncated signal.
- 3. Evaluate the Fourier transform of the
truncated signal - at , to obtain the nth
harmonic and multiply by
38- Example 2.2.3 Determine the Fourier series
coefficients of the signal x(t) shown in Figure
2.2.
Solution The truncated signal is and its
Fourier transform is Therefore,
392.3 POWER AND ENERGY
- The energy content of a signal x(t), denoted by
, is defined as - and the power content of a signal is
- A signal is energy-type if
and is power-type if - A signal cannot be both power- and energy-type
because for energy-type signals
and for power-type signals
40- All nonzero periodic signals with period
are power-type and have power - where is any arbitrary real number.
412.3.1 Energy-Type Signal
- For any energy-type signal x(t), we define the
autocorrelation function as - By setting , we obtain
42- This relation gives two methods for finding the
energy in a signal. One method uses x(t), the
time-domain representation of the signal, and the
other method uses X(f) , the frequency-domain
representation of the signal. - The energy spectral density of the signal x(t) is
defined by - The energy spectrum density represents the amount
of energy per hertz of bandwidth present in the
signal at various frequencies.
432.3.2 Power-Type Signals
- Define the time-average autocorrelation function
of the power-type signal x(t) as - The power content of the signal can be obtained
from
44- Define , the power-spectral density or
the power spectrum of the signal x(t) to be the
Fourier transform of the time-average
autocorrelation function - Now we may express the power content of the
signal x(t) in terms of , i.e.,
45- If a power-type signal x(t) is passed through a
filter with impulse response h(t), the output is - The time-average autocorrelation function for
the output signal is
46- By making a change of variables
and changing the order of integration we obtain - where in (a) we have use the definition of
and in (b) and (c) we have used the definition
of the convolution integral.
47- Taking the Fourier transform of both sides of
above equation, we obtain
48- For periodic signals, the time-average
autocorrelation function and the power spectral
density can be simplified considerably. Assume
that x(t) is a periodic signal with period
having the Fourier series coefficients .
The time-average autocorrelation function can be
expressed as
integrated over one period
49- If we substitute the Fourier series expansion of
the periodic signal in this relation, we obtain - Now using the fact that
- we obtain
- Time-average autocorrelation function of a
periodic signal is itself periodic with the same
period as the original signal, and its Fourier
series coefficients are magnitude squares of the
Fourier series coefficients of the original
signal.
50- The power spectral density of a periodic signal
- The power content of a periodic signal
-
- This relation is known as Rayleighs relation
for periodic signals.
51- If the periodic signal is passed through an LTI
system with frequency response H(f), the output
will be periodic. The power spectral density of
the output can be expressed as - The power content of the output signal is
522.4 SAMPLING OF BANDLIMITED SIGNALS
- The sampling theorem is one of the most important
results in the analysis of signals. - Many modern signal processing techniques and the
digital communication methods are based on the
validity of this theorem.
is a slowly changed signal (small
bandwidth)
is a rapidly changed signal (large
bandwidth)
53- Sampling the signals and at
regular interval and ,
respectively results the sequence
and - To obtain an approximation of the original signal
we can use linear interpolation of the sampled
values. - It is obvious that the sampling interval
must be smaller than . - The sampling theorem states that
- 1. If the signal x(t) is bandlimited to W,
i.e., X(f)0 for - then it is sufficient to sample at
intervals - 2. The original signal can be reconstructed
without - distortion from the samples as long as
the previous - condition is satisfied.
54- Theorem 2.4.1 Sampling theorem Let the signal
be bandlimited to W. Let x(t) be sampled at
multiples of some basic sampling interval ,
where . The sampled sequence
can be expressed as . Then it
is possible to reconstruct the original signal
x(t) from the sampled values by the
reconstruction formula -
- where is any arbitrary number that
satisfies - In the special case where
, the reconstruction relation simplifies to
55- Proof Let denote the result of sampling
the original signal by impulses at time
interval. Then - Now if take the Fourier transform of both
sides of the above equation and apply the dual of
the convolution theorem to the right-hand side,
we obtain
56Low-pass filter
57- The relation shows that is a
replication of the Fourier transform of the
original signal at rate. - Now if , then the replicated
spectrum of x(t) overlaps, and the
reconstruction of the original signal is not
possible. This type of distortion that results
from under-sampling is known as aliasing error or
aliasing distortion. - If , no overlap occurs, and by
employing an appropriate filter we can
reconstruct the original signal back.
58- To reconstruct the original signal, it is
sufficient to filter the sampled signal by a low
pass filter with frequency response - 1. for
- 2. for
- For , the filter
can have any characteristic that makes its
implementation easy. - We may choose an ideal lowpass filter with
bandwidth where satisfies
, i.e., - with this choice, we have
59- Taking inverse Fourier transform of both sides,
we obtain - We can reconstruct the original signal signal
perfectly, if we use sinc functions for
interpolation of the sampled values. - The sampling rate , which is
called the Nyquist sampling rate, is the minimum
sampling rate at which no aliasing occurs.
60- If sampling is done at the Nyquist rate, the only
choice for the reconstruction filter is an ideal
lowpass filter and
612.5 BANDPASS SIGNAL
- A bandpass signal x(t) whose frequency domain
X(f) has the characteristic - for
where
central frequency
62- Let , then it
can also be represented as - The term is called phasor
corresponds to x(t). - Define
63- Note that the frequency domain representation of
Z(f) is obtained by deleting the negative
frequencies from X(f) and multiplying the
positive frequencies by 2. By doing this, we have - From Table 2.1, we have
Duality Theorem
64- Using the convolution theorem
- where
- comparing the result with
- We see that plays the same role as
- is called the Hilbert transform of
.
65- By doing some frequency analysis on ,
we have - Hilbert transform is equivalent to a
phase shift for positive frequency and
phase shift for the negative frequency
66- The lowpass representation of the bandpass signal
x(t) can be represented by - and
- is a low pass signal which is in general
a complex signal, i.e.,
in-phase
quadrature
67- Substituting for and rewriting ,
we obtain - Equating the real and imaginary parts, we have
68- Define the envelope and phase of x(t) as
- We can write
- Comparing to phasor relation , we
can find that the only difference is that the
envelope and phase are both
time-varying functions.
envelope
phase
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70- The function z(t) can also be expressed as
- From above equations, we have
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722.5.1 Transmission of Bandpass Signals through
Bandpass Systems
- Let x(t) be a bandpass signal with center
frequency , and let h(t) be the impulse
response of an LTI system. Let y(t) be the
output of the system when driven by x(t). - In frequency domain we have Y(f)X(f)H(f). The
signal y(t) is also a bandpass signal.
73- By writing H(f) and X(f) in terms of their
lowpass equivalents, we obtain - Multiplying these two relations, we have
- Finally, we obtain
- or
- To obtain y(t), we can carry out the convolution
at low frequency f0 , and then transform to
higher frequencies using