Signals and Systems I (2016506)

Faculty of Engineering
Department of Electrical and Electronics Engineering

Summary: Formulas of CT Fourier Series

synthesis and analysis equations

Synthesis Equations
∞
Trigonometric
form
x ( t ) = a0 + ∑ [ak cos (kω0 t) + bk sin (kω0 t)]
k =1
Complex
exponential x (t) = ∑∞
k =−∞ c̄k e
jω0 kt

form
Amplitude
Phase x ( t ) = a0 + ∑ ∞
k=1 Ak cos ( kω0 t + φk )
form
Analysis Equations
1 h x ( t ), 1i < T >
Z
a0 = x (t) dt =
T <T > ||1||2<T >
Trigonometric 2 h x (t) , cos (kω0 t)i<T >
Z
ak = x (t) cos (kω0 t) dt =
form T <T > || cos (kω0 t) ||2<T >
2 h x (t) , sin (kω0 t)i<T >
Z
bk = x (t) sin (kω0 ) tdt =
T <T > || sin (kω0 t) ||2<T >
Complex

x (t), e− jkω0 t <T >


1
Z
exponential c̄k = x (t) e− jkω0 t dt =
form
T <T > ||1||2<T >

relationships between forms

Complex
Trigonometric Amplitude-Phase
exponential
form form
form
 
Im{c̄ }
ak − jbk = Ak ∠ tan−1 Re{c̄k } = 2c̄k
q k
a2k +bk2
2 ∠ − tan−1 bakk = Ak
2 ∠φk = |c̄k |∠θk

summary of symmetry results

Simplification Trigonometric Complex exponential

bk = 0 4
c̄k = T2 < T > x (t) cos (kω0 t) dt
R R
Even ak = T < T > x ( t ) cos ( kω0 t ) dt
c̄k real 2 2

ak = 0 4
R − j2 R
Odd bk = T < T2 > x (t) sin (kω0 t) dt c̄k = T < T2 > x (t) sin (kω0 t) dt
c̄k imaginary
4
Z
a k = bk = 0 ak = x (t) cos (kω0 t) dt
x (t) e− jkω0 t dt
( R
2
T < T2 > T < T2 > k odd
Half-wave c̄k = 0 c̄k =
4
Z
(for k even) bk = x (t) sin (kω0 t) dt 0 k even
T < T2 >
( R
8
bk = 0 T < T > x ( t ) cos ( kω0 t ) dt k odd
( R
4
Half-wave ak = 4
T < T4 > x (t) cos (kω0 t) dt k odd
ak = c̄k = 0 0 k even c̄k =
and even 0 k even
(for k even)
bk = 0 for all k
ak =0 for all k
ak = 0 ( − j4 R
x (t) sin (kω0 t) dt k odd
Half-wave ( R
8 T < T4 >
bk = c̄k = 0 T < T4 > x (t) sin (kω0 t) dt k odd c̄k =
and odd bk = 0 k even
(for k even) 0 k even
 Common Pairs of CT Fourier Series

Signal (Period T0 ) CTFS Coefficients c̄k

(
1 k=1
x (t) = e jω0 t c̄k =
0 k 6= 1
(
1
k = ±1
2
x (t) = cos (ω0 t) c̄k =
 0 k 6 = ±1
1
− 2j k = −1


x (t) = sin (ω0 t) c̄k = 2j1 k=1

k 6 = ±1

0
(
C k=0
x (t) = C c̄k =
0 k 6= 0
( ( 2T
1
1 − T1 ≤ t ≤ T1 T0 k=0
x (t) = c̄k = sin(kω0 T1 )
0 T1 < |t| < T0 − N1 kπ k 6= 0

x (t) = ∑∞
m=−∞ δ ( t − mT0 ) c̄k = 1
T
 Properties of CT Fourier Series

 Periodic Signal FS Coefficients (EFS)

x (t) 2π ᾱk
Property periodic with period T (ω0 := T )
y (t) β̄ k
Linearity k1 x (t) + k2 y (t) k1 ᾱk + k2 β̄ k
Time
x ( t − t0 ) ᾱk e− jkω0 t0
shifting
Frequency
e jMω0 t x (t) ᾱk− M
shifting
Conjugation x ∗ (t) ᾱ∗−k
Time
x (−t) ᾱ−k
reversal
Time x (αt) α > 0
T ᾱk
scaling x (αt) periodic with period α
Periodic R
convolution < T > x ( τ ) y ( t − τ ) dτ T ᾱk β̄ k
Multiplication x (t) y (t) ∑∞
l =−∞ ᾱl β̄ k−l = ᾱk ∗ β̄ k
d
Derivative dt [ x ( t )] jkω0 ᾱk
Running Rt 
1

−∞ x (τ ) dτ jkω ᾱk
Integral 0

ᾱk = ᾱ∗−k

Conjugate 

Re {ᾱk } = Re {ᾱ−k }


symmetry

x (t) real Im {ᾱk } = −Im {ᾱ−k }
for real
|ᾱk | = |ᾱ−k |


signals


∠ᾱk = −∠ᾱ−k

Real and
x (t) real and even ᾱk real and even
even signals
Real and
x (t) real and odd ᾱk imaginary and odd
odd signals
Even-odd 
decomposition xe → Re {ᾱk }
x (t) = xe (t) + xo (t)
for real xo → jIm {ᾱk }
signals
 Common Pairs of DT Fourier Series

Signal (Period N ) DTFS Coefficients c̄k

(
jM 2π 1 k=M
x [n] = e N n c̄k =
0 k 6= M
(
1
h
2πM
i
2 k = ±M
x [n] = cos N n c̄k =
 0 k 6= ± M
1
h i − 2j k = − M


2πM
x [n] = sin N n c̄k = 2j1 k=M

k 6= ± M

0
(
C k=0
x [n] = C c̄k =
0 k 6= 0
 2N +1
1
 k=0
(
1 − N1 ≤ n ≤ N1  N
x [n] = c̄k = 1 sin[ 2πk
 1
N ( N +
1 2 )]
0 N1 < |n| < N − N1 N k 6= 0
sin[ πk
N ]

x [n] = ∑∞
m=−∞ δ [ n − mN ] c̄k = 1
N
 Properties of DT Fourier Series
2π
x [n] = ∑ c̄k e jk N n
k=< N >

2π
c̄k = ∑ x [n] e− jk N n
n=< N >

Periodic signal FS Coefficients

 
x [n] 2π c̄k periodic
Property periodic with period N (Ω0 := N)
y [n] d¯k with period N
Linearity Ax [n] + By [n] Ac̄k + Bd¯k
Time
x [ n − n0 ] c̄k e− jkΩ0 n0
shifting
Frequency
e jMΩ0 n x [n] c̄k− M
shifting
Conjugation x ∗ [n] c̄∗−k
Time
x [−n] c̄−k
reversal (  
n
x m m is a multiple of n 1
Time x(m) [ n ] = m c̄k
scaling 0 m is not a multiple of n
(periodic with period mN)
x(m) [ N ] periodic with period mN
Periodic
∑m=< N > x [m] y [n − m] N c̄k d¯k
convolution
Multiplication x [n] y [n] ∑l =< N > c̄l d¯k−l = c̄k ∗ d¯k
First  
x [ n ] − x [ n − 1] 1 − e− jkΩ0 c̄k
difference
Running
∑nk=−∞ x [k] 1
c̄
1−e− jkΩ0 k
sum
c̄k = c̄∗−k

Conjugate 

Re {c̄k } = Re {c̄−k }


symmetry

x [n] real Im {c̄k } = −Im {c̄−k }
for real
||c̄k || = ||c̄−k ||


signals


∠c̄k = −∠c̄−k

Real and
x [n] real and even c̄k real and even
even signals
Real and
x [n] real and odd c̄k imaginary and odd
odd signals
Even-odd 
decomposition xe → Re {c̄k }
x [n] = xe [n] + xo [n]
for real xo → jIm {c̄k }
signals
 Common Pairs of CT Fourier Transform

Z ∞
X ( jω ) = F { x (t)} = x (t) e− jωt dt
−∞
Z ∞
1
x (t) = F −1 { X ( jω )} = X ( jω ) e jωt dω
2π −∞

Signal x (t) CTFT X ( jω )

e jω0 t 2πδ (ω − ω0 )

cos (ω0 t) π (δ (ω − ω0 ) + δ (ω + ω0 ))

sin (ω0 t) π
j (δ (ω − ω0 ) − δ (ω + ω0 ))

δ (t) 1

C 2πCδ (ω )

1
u (t) jω + πδ (ω )

(
1 − t0 ≤ t ≤ t0 2 sin(t0 ω )
u ( t + t0 ) − u ( t − t0 ) = ω
0 | t | > t0

2
sgn (t) = u (−t) + 2u (t) jω

e−at u (t) 1
a>0 jω + a

e at u (−t) 1
a>0 jω − a
 Signal x (t) CTFT X ( jω )

e− a|t| 2a
a>0 ω 2 + a2

 
1 ω02
sin (ω0 t) u (t) π
+ 2j [δ (ω − ω0 ) − δ (ω + ω0 )]
2 ( jω )2 +ω02

jω
cos (ω0 t) u (t) + π
[δ (ω − ω0 ) + δ (ω + ω0 )]
( jω )2 +ω02 2

e−at cos (ω0 t) u (t) a+ jω

a>0 ( a+ jω )2 +ω02

e−at sin (ω0 t) u (t) ω0

a>0 ( a+ jω )2 +ω02

tn−1 − at
( n −1) !
e u (t) 1
a>0 ( jω + a)n

∑∞
n=−∞ δ ( t − nT0 )
ω0 ∑ ∞
n=−∞ δ ( ω − nω0 )
ω0 = 2π T0
 Properties of CT Fourier Transform
Signal CTFT
x (t) X ( jω ) = F { x (t)}
Property x1 ( t ) X1 ( jω ) = F { x1 (t)}
x2 ( t ) X2 ( jω ) = F { x2 (t)}

Linearity α1 x1 ( t ) + α2 x2 ( t ) α1 X1 ( jω ) + α2 X2 ( jω )

Time
x ( t − t0 ) X ( jω ) e− jωt0
shifting
Time x ( at) 1
 
jω
X
scaling a ∈ R, a 6= 0 | a| a

Time
x (−t) X (− jω )
reversal
Frequency
x (t) e± jω0 t X [ j (ω ∓ ω0 )]
shifting
1
cos (ω0 t) x (t) 2 ( X [ j (ω + ω0 )] + X [ j (ω − ω0 )])
Modulation j
sin (ω0 t) x (t) 2 ( X [ j (ω + ω0 )] − X [ j (ω − ω0 )])
d
Time dt [ x (t)] ( jω ) X ( jω )
derivative dn
dtn [ x (t)] ( jω )n X ( jω )

Running Rt X ( jω )
−∞ x (τ ) dτ jω + πX (0) δ (ω )
integral

Time
convolution x1 ( t ) ∗ x2 ( t ) X1 ( jω ) X2 ( jω )

Multiplication
in time 1
x1 ( t ) x2 ( t ) 2π X1 ( jω ) ∗ X2 ( jω )
(convolution in
frequency)
d
− jtx (t) dω [ X ( jω )]
Frequency
derivative dn
(− jt)n x (t) dω n [ X ( jω )]

Conjugation x ∗ (t) X ∗ ( jω )

Duality X (t) 2πx (−ω )

 Signal CTFT
Property x (t) X ( jω ) = F { x (t)}
X ( jω ) = X ∗ (− jω )
Re { X ( jω )} = Re { X (− jω )}
Symmetry 1 x (t) is real-valued Im { X ( jω )} = −Im { X (− jω )}
| X ( jω )| = | X (− jω )|
∠X ( jω ) = −∠X (− jω )

Symmetry 2 x (t) is real-valued and even X ( jω ) is real-valued and even

Symmetry 3 x (t) is real-valued and odd x (t) is imaginary-valued and odd

x (t)+ x (−t)
Even part xe (t) = 2 Re { X ( jω )}

x (t)− x (−t)
Odd part xo (t) = 2 jIm { X ( jω )}

R∞
Parseval’s k x (t)k22 = Ex = −∞ | x (t)|2 dt R∞
1
2π −∞ | X ( jω )|2 dω
Relation x (t) real-valued

Transform of
Periodic
Signals x (t) ∑∞
k=−∞ 2π c̄k δ ( ω − kω0 )
CTFS
x (t) ←→ c̄k
 Common Pairs of DT Fourier Transform
∞
X (Ω) = F { x [n]} = ∑ x [n] e− jΩn
n=−∞
1
Z
−1
x [n] = F { X (Ω)} = X (Ω) e jΩn dΩ
2π <2π >

Signal x [n] DTFT X (Ω)

e jΩ0 n 2π ∑∞
k=−∞ δ ( Ω − Ω0 − 2πk )

cos [Ω0 n] π ∑∞
k=−∞ [ δ ( Ω − Ω0 − 2πk ) + δ ( Ω + Ω0 − 2πk )]

sin [Ω0 n] π
j ∑∞
k=−∞ [ δ ( Ω − Ω0 − 2πk ) − δ ( Ω + Ω0 − 2πk )]

C 2πC ∑∞
k =−∞ δ ( Ω − 2πk )

δ [n] 1

1
1−e− jΩ
+ π ∑∞k=−∞ δ ( Ω − 2πk )
u [n]
= e jΩe −1 + π ∑∞
jΩ
k=−∞ δ ( Ω − 2πk )

sin(k Ω2 ) − j( 2 )Ω
k −1
u [n] − u [n − k] e
sin( Ω
2)
(
1 − N1 ≤ n ≤ N1 sin(Ω( N1 + 12 ))
x [n] =
0 |n| > N1 sin( Ω
2)

an u [n] 1 e jΩ
1− ae− jΩ
= e jΩ − a
| a| < 1

nan u [n] ae− jΩ ae jΩ

2 = 2
| a| < 1 (1−ae− jΩ ) ( jΩ
e −a )

a|n| 1− a2
| a| < 1 a2 −2a cos(Ω)+1

sin[Ωc n]
πn ∑∞
m=−∞ u ( Ω + Ωc − 2πm ) − u ( Ω − Ωc − 2πm )
Ωc < π
 Properties of DT Fourier Transform
Signal DTFT
x [n] X (Ω) = F { x [n]}
Property x1 [ n ] X1 (Ω) = F { x1 [n]}
x2 [ n ] X2 (Ω) = F { x2 [n]}

Linearity α1 x1 [ n ] + α2 x2 [ n ] α 1 X1 ( Ω ) + α 2 X2 ( Ω )

Periodicity X (Ω) = X (Ω − 2πk )

x [n]
∀k ∈ Z
Time
x [ n − n0 ] X (Ω) e− jΩn0
shifting
Time
x [−n] X (−Ω)
reversal
Frequency
x [n] e± jΩ0 n X ( Ω ∓ Ω0 )
shifting
cos [Ω0 n] x [n] 1
2 ( X (Ω − Ω0 ) + X (Ω + Ω0 ))
Modulation j
sin [Ω0 n] x [n] 2 ( X (Ω − Ω0 ) − X (Ω + Ω0 ))

Convolution x1 [ n ] ∗ x2 [ n ] X1 ( Ω ) X2 ( Ω )

First
1 − e− jΩ X (Ω)


difference x [ n ] − x [ n − 1]

Running  
1
X (Ω)
sum ∑nk=−∞ x [k] 1−e jΩ
∞
+πX (0) ∑k=−∞ δ (Ω − 2πk)

− jnx [n] d
dΩ [ X (Ω)]
Frequency
derivative dk
(− jn)k x [n] dΩk
[ X (Ω)]
Multiplication
in time
R2π X1 (Ω) ⊗ X2 (Ω)
1
(circular x1 [ n ] x2 [ n ]
<2π > X1 ( θ ) X2 ( Ω − θ ) dθ
1
= 2π
convolution in
frequency)

Conjugation x ∗ [n] X ∗ (Ω)

(  
Time x nk n multiple of k
x(k) [ n ] = X (kΩ)
scaling 0 otherwise
       
X (Ω) = X e jΩ . Therefore, X (−Ω) = X e− jΩ , X (Ω − Ω0 ) = X e j(Ω−Ω0 ) and X (kΩ) = X e jkΩ
 Signal DTFT
x [n] X (Ω) = F { x [n]}
Property x1 [ n ] X1 (Ω) = F { x1 [n]}
x2 [ n ] X2 (Ω) = F { x2 [n]}
X (Ω) = X ∗ (−Ω)
Re { X (Ω)} = Re { X (−Ω)}
Symmetry 1 x [n] is real-valued Im { X (Ω)} = −Im { X (−Ω)}
| X (Ω)| = | X (−Ω)|
∠X (Ω) = −∠X (−Ω)

Symmetry 2 x [n] is real-valued and even X (Ω) is real-valued and even

Symmetry 3 x [n] is real-valued and odd X (Ω) is imaginary-valued and odd

x [n]+ x [−n]
Even part xe [n] = 2 Re { X (Ω)}

x [n]− x [−n]
Odd part xo [n] = 2 jIm { X (Ω)}

Parseval’s
Ex = ∑ ∞ 2 1
| X (Ω)|2 dΩ
R
Relation k =−∞ | x [ k ]| Ex = 2π <2π >

Transform of
∑kN=−01 2π c̄k ∑∞
m=−∞ δ Ω − k N − 2πm
2π


Periodic
Signals or
x [n]
DTFS ∑∞ m=−∞ X̄ (Ω − 2πm)
x [n] ←→ c̄k
X̄ (Ω) = ∑kN=−01 2π c̄k δ Ω − k 2π


N
Period N