Chapter 2

Signal and Linear System Analysis

Contents
2.1 Signal Models . . . . . . . . . . . . . . . . . . . . . 2-3
2.1.1 Deterministic and Random Signals . . . . . . 2-3
2.1.2 Periodic and Aperiodic Signals . . . . . . . . 2-3
2.1.3 Phasor Signals and Spectra . . . . . . . . . . 2-4
2.1.4 Singularity Functions . . . . . . . . . . . . . 2-7
2.2 Signal Classifications . . . . . . . . . . . . . . . . . 2-11
2.3 Generalized Fourier Series . . . . . . . . . . . . . . 2-14
2.4 Fourier Series . . . . . . . . . . . . . . . . . . . . . 2-20
2.4.1 Complex Exponential Fourier Series . . . . . 2-20
2.4.2 Symmetry Properties of the Fourier Coeffi-
cients . . . . . . . . . . . . . . . . . . . . . 2-23
2.4.3 Trigonometric Form . . . . . . . . . . . . . 2-25
2.4.4 Parseval’s Theorem . . . . . . . . . . . . . . 2-26
2.4.5 Line Spectra . . . . . . . . . . . . . . . . . 2-26
2.4.6 Numerical Calculation of Xn . . . . . . . . . 2-30
2.4.7 Other Fourier Series Properties . . . . . . . . 2-37
2.5 Fourier Transform . . . . . . . . . . . . . . . . . . . 2-38

2-1
CONTENTS

2.5.1 Amplitude and Phase Spectra . . . . . . . . 2-39

2.5.2 Symmetry Properties . . . . . . . . . . . . . 2-39
2.5.3 Energy Spectral Density . . . . . . . . . . . 2-40
2.5.4 Transform Theorems . . . . . . . . . . . . . 2-42
2.5.5 Fourier Transforms in the Limit . . . . . . . 2-52
2.5.6 Fourier Transforms of Periodic Signals . . . 2-55
2.5.7 Poisson Sum Formula . . . . . . . . . . . . 2-59
2.6 Power Spectral Density and Correlation . . . . . . . 2-60
2.6.1 The Time Average Autocorrelation Function 2-61
2.6.2 Power Signal Case . . . . . . . . . . . . . . 2-62
2.6.3 Properties of R. / . . . . . . . . . . . . . . 2-63
2.7 Linear Time Invariant (LTI) Systems . . . . . . . . . 2-74
2.7.1 Stability . . . . . . . . . . . . . . . . . . . . 2-76
2.7.2 Transfer Function . . . . . . . . . . . . . . . 2-76
2.7.3 Causality . . . . . . . . . . . . . . . . . . . 2-77
2.7.4 Properties of H.f / . . . . . . . . . . . . . . 2-78
2.7.5 Input/Output with Spectral Densities . . . . . 2-82
2.7.6 Response to Periodic Inputs . . . . . . . . . 2-82
2.7.7 Distortionless Transmission . . . . . . . . . 2-83
2.7.8 Group and Phase Delay . . . . . . . . . . . . 2-84
2.7.9 Nonlinear Distortion . . . . . . . . . . . . . 2-87
2.7.10 Ideal Filters . . . . . . . . . . . . . . . . . . 2-89
2.7.11 Realizable Filters . . . . . . . . . . . . . . . 2-91
2.7.12 Pulse Resolution, Risetime, and Bandwidth . 2-101
2.8 Sampling Theory . . . . . . . . . . . . . . . . . . . 2-106
2.9 The Hilbert Transform . . . . . . . . . . . . . . . . 2-106
2.10 The Discrete Fourier Transform and FFT . . . . . . . 2-106

2-2 ECE 5625 Communication Systems I

 2.1. SIGNAL MODELS

2.1 Signal Models

2.1.1 Deterministic and Random Signals
 Deterministic Signals, used for this course, can be modeled as
completely specified functions of time, e.g.,

x.t / D A.t / cosŒ2f0.t /t C .t /

– Note that here we have also made the amplitude, fre-

quency, and phase functions of time
– To be deterministic each of these functions must be com-
pletely specified functions of time

 Random Signals, used extensively in Comm Systems II, take

on random values with known probability characteristics, e.g.,

x.t / D x.t; i /

where i corresponds to an elementary outcome from a sample

space in probability theory

– The i create a ensemble of sample functions x.t; i /, de-

pending upon the outcome drawn from the sample space

2.1.2 Periodic and Aperiodic Signals

 A deterministic signal is periodic if we can write

x.t C nT0/ D x.t /

for any integer n, with T0 being the signal fundamental period

ECE 5625 Communication Systems I 2-3

CONTENTS

 A signal is aperiodic otherwise, e.g.,

(
1; jt j  1=2
….t / D
0; otherwise

(a) periodic signal, (b) aperiodic signal, (c) random signal

2.1.3 Phasor Signals and Spectra

 A complex sinusoid can be viewed as a rotating phasor

Q / D Ae j.!0tC/;
x.t 1<t <1

 This signal has three parameters, amplitude A, frequency !0,

and phase 

 The fixed phasor portion is Ae j while the rotating portion is

e j!0t

2-4 ECE 5625 Communication Systems I

 2.1. SIGNAL MODELS

 This signal is periodic with period T0 D 2=!0

 It also related to the real sinusoid signal A cos.!0t C  / via

Euler’s theorem
˚
x.t / D Re x.t
Q /
˚
D Re A cos.!0t C  / C jA sin.!0t C  /
D A cos.!0t C  /

Q
(a) obtain x.t/ from x.t/, Q
(b) obtain x.t/ from x.t/ and xQ  .t/

 We can also turn this around using the inverse Euler formula

x.t / D A cos.!0t C  /
1 1
Q / C xQ .t /
D x.t
2 2
j.!0 t C/ j.!0 tC/
Ae C Ae
D
2

 The frequency spectra of a real sinusoid is the line spectra plot-

ted in terms of the amplitude and phase versus frequency

ECE 5625 Communication Systems I 2-5

CONTENTS

 The relevant parameters are A and  for a particular f0 D

!0=.2/

(a) Single-sided line spectra, (b) Double-sided line spectra

 Both the single-sided and double-sided line spectra, shown

above, correspond to the real signal x.t / D A cos.2f0t C  /

Example 2.1: Multiple Sinusoids

 Suppose that
x.t / D 4 cos.2.10/t C =3/ C 24 sin.2.100/t =8/

 Find the two-sided amplitude and phase line spectra of x.t /

 First recall that cos.!0t =2/ D sin.!0t /, so
x.t / D 4 cos.2.10/t C =3/ C 24 cos.2.100/t 5=8/

 The complex sinusoid form is directly related to the two-sided

line spectra since each real sinusoid is composed of positive
and negative frequency complex sinusoids
h i
j.2.10/tC=3/ j.2.10/tC=3/
x.t / D 2 e Ce
h i
j.2.100/t 5=8/ j.2.100/t 5=8/
C 12 e Ce

2-6 ECE 5625 Communication Systems I

 2.1. SIGNAL MODELS

Amplitude 12

2
f (Hz)
-100 -10 10 100

5π/8
π/3
Phase

f (Hz)
-π/3
-5π/8

Two-sided amplitude and phase line spectra

2.1.4 Singularity Functions

Unit Impulse (Delta) Function
 Singularity functions, such as the delta function and unit step

 The unit impulse function, ı.t / has the operational properties

Z t2
ı.t t0/ dt D 1; t1 < t0 < t2
t1
ı.t t0/ D 0; t ¤ t0
which implies that for x.t / continuous at t D t0, the sifting
property holds
Z 1
x.t /ı.t t0/ dt D x.t0/
1
– Alternatively the unit impulse can be defined as
Z 1
x.t /ı.t / dt D x.0/
1

ECE 5625 Communication Systems I 2-7

CONTENTS

 Properties:
1. ı.at / D ı.t /=jaj
2. ı. t / D ı.t /
3. Sifting property special cases
8
<x.t0/; t1 < t0 < t2
Z t2 ˆ
ˆ
x.t /ı.t t0/ dt D 0; otherwise
t1 ˆ
:undefined; t0 D t1 or t0 D t2
ˆ

4. Sampling property
x.t /ı.t t0/ D x.t0/ı.t t0/
for x.t / continuous at t D t0
5. Derivative property
Z t2
x.t /ı .n/.t t0/ dt D . 1/nx .n/.t0/
t1
n
ˇ
n d x.t / ˇ
D . 1/ n
ˇ
dt ˇtDt0
Note: Dealing with the derivative of a delta function re-
quires care
 A test function for the unit impulse function helps our intuition
and also helps in problem solving
 Two functions of interest are
  (1
1 t ; jt j  
ı .t / D … D 2
2 2 0; otherwise
t 2
 
1
ı1 .t / D  sin
t 
2-8 ECE 5625 Communication Systems I
 2.1. SIGNAL MODELS

Test functions for the unit impulse ı.t/: (a) ı .t/, (b) ı1 .t/

 In both of the above test functions letting  ! 0 results in a

function having the properties of a true delta function

Unit Step Function

 The unit step function can be defined in terms of the unit im-
pulse
8
<0; t <0
Z t ˆ
ˆ
u.t /  ı. / d  D 1; t >0
1 ˆ
:undefined; t D 0
ˆ

also
du.t /
ı.t / D
dt

ECE 5625 Communication Systems I 2-9

CONTENTS

Example 2.2: Unit Impulse 1st-Derivative

 Consider Z 1
x.t /ı 0.t / dt
1

 Using the rectangular pulse test function, ı .t /, we note that

 
1 t also 1  
ı .t / D … D u.t C / u.t /
2 2 2
and
d ı .t / 1 
D ı.t C / ı.t /
dt 2
 Placing the above in the integrand with x.t / we obtain, with
the aid of the sifting property, that
Z 1
1
x.t /ı 0.t / dt D lim

x.t C / x.t /
1 !0 2
 
x.t / x.t C /
D lim
!0 2
D x 0.0/

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 2.2. SIGNAL CLASSIFICATIONS

2.2 Signal Classifications

 From circuits and systems we know that a real voltage or cur-
rent waveform, e.t / or i.t / respectively, measured with respec-
tive a real resistance R, the instantaneous power is

P .t / D e.t /i.t / D i 2.t /R W

 On a per-ohm basis, we obtain

p.t / D P .t /=R D i 2.t / W/ohm

 The average energy and power can be obtain by integrating

over the interval jt j  T with T ! 1
Z T
E D lim i 2.t / dt Joules/ohm
T !1 T
Z T
1
P D lim i 2.t / dt W/ohm
T !1 2T T

 In system engineering we take the above energy and power

definitions, and extend them to an arbitrary signal x.t /, pos-
sibly complex, and define the normalized energy (e.g. 1 ohm
system) as
Z T Z 1
 2
E D lim jx.t /j dt D jx.t /j2 dt
T !1 T 1
Z T Z T0
 1 periodic 1
P D lim jx.t /j2 dt D jx.t /j2 dt
T !1 2T T T0 0

ECE 5625 Communication Systems I 2-11

CONTENTS

 Signal Classes:

1. x.t / is an energy signal if and only if 0 < E < 1 so that

P D0
2. x.t / is a power signal if and only if 0 < P < 1 which
implies that E ! 1

Example 2.3: Real Exponential

˛t
 Consider x.t / D Ae u.t / where ˛ is real

 For ˛ > 0 the energy is given by

Z 1 2 2˛t ˇ1
ˇ
2 A e
Ae ˛t dt D


ED ˇ
0 2˛ ˇ0
A2
D
2˛
 For ˛ D 0 we just have x.t / D Au.t / and E ! 1

 For ˛ < 0 we also have E ! 1

 In summary, we conclude that x.t / is an energy signal for ˛ >

0

 For ˛ > 0 the power is given by

1 A2 ˛T


P D lim 1 e D0
T !1 2T 2˛

 For ˛ D 0 we have
1 2 A2
P D lim
A T D
T !1 2T 2
2-12 ECE 5625 Communication Systems I
 2.2. SIGNAL CLASSIFICATIONS

 For ˛ < 0 we have P ! 1

 In summary, we conclude that x.t / is a power signal for ˛ D 0

Example 2.4: Real Sinusoid

 Consider x.t / D A cos.!0t C  /; 1<t <1

 The signal energy is infinite since upon squaring, and integrat-

ing over one cycle, T0 D 2=!0, we obtain
Z N T0=2
E D lim A2 cos2.!0t C  / dt
N !1 N T0 =2
Z T0=2
D lim N A2 cos2.!0t C  / dt
N !1 T0 =2
2 Z T0 =2
A 
D lim N 1 C cos.2!0t C 2 / dt
N !1 2 T0 =2
A2
D lim N
T0 ! 1
N !1 2

 The signal average power is finite since the above integral is

normalized by 1=.N T0/, i.e.,
1 A2 A2
P D lim
N
T0 D
N !1 N T0 2 2

ECE 5625 Communication Systems I 2-13

CONTENTS

2.3 Generalized Fourier Series

The goal of generalized Fourier series is to obtain a representation of
a signal in terms of points in a signal space or abstract vector space.
The coordinate vectors in this case are orthonomal functions. The
complex exponential Fourier series is a special case.
 Let AE be a vector in a three dimensional vector space
 Let aE1; aE2, and aE3 be linearly independent vectors in the same
three dimensional space, then
c1aE1 C c2aE2 C c3aE3 D 0 .zero vector/
only if the constants c1 D c2 D c3 D 0
 The vectors aE1; aE2, and aE3 also span the three dimensional
space, that is for any vector AE there exists a set of constants
c1; c2, and c3 such that
AE D c1aE1 C c2aE2 C c3aE3

 The set fE
a1; aE2; aE3g forms a basis for the three dimensional
space
 Now let fE
a1; aE2; aE3g form an orthogonal basis, which implies
that
aEi
aEj D .Eai ; aEj / D hE
ai ; aEj i D 0; i ¤ j
which says the basis vectors are mutually orthogonal
 From analytic geometry (and linear algebra), we know that we
can find a representation for AE as
.E E
a1
A/ a2
A/
.E E a3
A/
.E E
E
AD C C
a1j2
jE a 2 j2
jE a 3 j2
jE
2-14 ECE 5625 Communication Systems I
 2.3. GENERALIZED FOURIER SERIES

which implies that

3
X
AE D ci aEi
i D1

where
aEi
AE
ci D ; i D 1; 2; 3
ai j2
jE
is the component of AE in the aEi direction

 We now extend the above concepts to a set of orthogonal func-

tions f1.t /; 2.t /; : : : ; N .t /g defined on to  t  t0 C T ,
where the dot product (inner product) associated with the n’s
is
Z t0CT
m.t /n.t / dt


m.t /; n.t / D
t0
(
cn; n D m
D cnımn D
0; n ¤ m

 The n’s are thus orthogonal on the interval Œt0; t0 C T 

 Moving forward, let x.t / be an arbitrary function on Œt0; t0CT ,

and consider approximating x.t / with a linear combination of
n’s, i.e.,
N
X
x.t / ' xa .t / D Xnn.t /; t0  t  t0 C T;
nD1

where a denotes approximation

ECE 5625 Communication Systems I 2-15

CONTENTS

 A measure of the approximation error is the integral squared

error (ISE) defined as
Z
ˇ ˇ2
N D ˇx.t / xa .t /ˇ dt;
T
R
where T denotes integration over any T long interval

 To find the Xn’s giving the minimum N we expand the above

integral into three parts (see homework problems)
N ˇZ ˇ2
1 ˇˇ
Z X

jx.t /j2 dt
ˇ
N D x.t / n .t / dt ˇ
T nD1
cn
ˇ
T
ˇ
N ˇ ˇ2
1
X Z

ˇ ˇ
C cn ˇˇXn x.t /n .t / dt ˇˇ
nD1
cn T

– Note that the first two terms are independent of the Xn’s
and the last term is nonnegative (missing steps are in text
homework problem 2.14)

 We conclude that N is minimized for each n if each element

of the last term is made zero by setting
1
Z
Xn D x.t /n.t / dt Fourier Coefficient
cn T

 This also results in

Z N
X
jx.t /j2 dt cnjXnj2


N min
D
T nD1

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 2.3. GENERALIZED FOURIER SERIES

 Definition: The set of of n’s is complete if

lim .N /min D 0

N !1

jx.t /j2 dt < 1

R
for T

– Even if though the ISE is zero when using a complete

set of orthonormal functions, there may be isolated points
where x.t / xa .t / ¤ 0

 Summary
1
X
x.t / D l.i.m. Xnn.t /
nD1
1
Z
Xn D x.t /n.t / dt
cn T

– The notation l.i.m. stands for limit in the mean, which is

a mathematical term referring to the fact that ISE is the
convergence criteria

 Parseval’s theorem: A consequence of completeness is

Z 1
X
jx.t /j2 dt D cnjXnj2
T nD1

ECE 5625 Communication Systems I 2-17

CONTENTS

Example 2.5: A Three Term Expansion

 Approximate the signal x.t / D cos 2 t on the interval Œ0; 1

using the following basis functions

x(t) φ1(t)
1 1

0.75 0.75

0.5 0.5

0.25 0.25

0.2 0.4 0.6 0.8 1 t 0.2 0.4 0.6 0.8 1 t

-0.25 -0.25

-0.5 -0.5

-0.75 -0.75

-1 -1

φ2(t) φ3(t)
1 1

0.75 0.75

0.5 0.5

0.25 0.25

0.2 0.4 0.6 0.8 1 t 0.2 0.4 0.6 0.8 1 t

-0.25 -0.25

-0.5 -0.5

-0.75 -0.75

-1 -1

Signal x.t/ and basis functions i .t/; i D 1; 2; 3

 To begin with it should be clear that 1.t /; 2.t /, and 3.t /

are mutually orthogonal since the integrand associated with the
inner product, i .t /
j.t / D 0, for i ¤ j; i; j D 1; 2; 3

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 2.3. GENERALIZED FOURIER SERIES

 Before finding the Xn’s we need to find the cn’s

Z Z 1=4
c1 D j1.t /j2 dt j1j2 dt D 1=4
ZT 0

c2 D j2.t /j2 dt D 1=2

ZT
c3 D j3.t /j2 dt D 1=4
T

 Now we can compute the Xn’s:

Z
X1 D 4 x.t /1.t / dt
ZT 1=4
2 ˇ1=4 2
D4 cos.2 t / dt D sin.2 t /ˇ D
ˇ
 0 
Z0 3=4
1 ˇ3=4 2
X2 D 2 cos.2 t / dt D sin.2 t /ˇ D
ˇ
1=4  1=4 
Z 1
2 ˇ1 2
X3 D 4 cos.2 t / dt D sin.2 t /ˇ D
ˇ
3=4  3=4 

x(t)
1
0.75
xa(t) 2/π
0.5
0.25

0.2 0.4 0.6 0.8 1 t

-0.25
-0.5
-2/π
-0.75
-1

Functional approximation

ECE 5625 Communication Systems I 2-19

CONTENTS

 The integral-squared error, N , can be computed as follows:

Z ˇ 3
X ˇ2
ˇ ˇ
N D ˇx.t /
ˇ Xnn.t /ˇˇ dt
T nD1
Z 3
X
2
D jx.t /j dt cnjXnj2
T nD1
1 ˇˇ 2 ˇˇ2 1 ˇˇ 2 ˇˇ2 1 ˇˇ 2 ˇˇ2
ˇ ˇ ˇ ˇ ˇ ˇ
1
D
2 4 ˇ ˇ 2 ˇ ˇ 4 ˇ ˇ
ˇ ˇ2
1 ˇ2ˇ
D ˇ ˇ D 0:0947
2 ˇ ˇ

2.4 Fourier Series

When we choose a particular set of basis functions we arrive at the
more familiar Fourier series.

2.4.1 Complex Exponential Fourier Series

 A set of n’s that is complete is

n.t / D e j n!0t ; n D 0; ˙1; ˙2; : : :

over the interval .t0; t0 C T0/ where !0 D 2=T0 is the period

of the expansion interval

2-20 ECE 5625 Communication Systems I

 2.4. FOURIER SERIES

proof of orthogonality
Z t0CT0 Z t0CT0

jm 2 t 2
jn T t j 2 .m n/t
m.t /; n.t / D e T0 e 0 dt D e T0 dt
8t0R t0
t0 CT0
ˆ
<Rt0
ˆ dt; mDn
t0 CT0 
D t0 cosŒ2.m n/t =T0
ˆ
: Cj sinŒ2.m n/t =T0 dt; m ¤ n
ˆ
(
T0 ; m D n
D
0; m ¤ n
We also conclude that cn D T0

 Complex exponential Fourier series summary:

1
X
x.t / D Xne j n!0t ; t0  t  t0 C T0
nD 1
1
Z
j n!0 t
where Xn D x.t /e
T0 T0

 The Fourier series expansion is unique

Example 2.6: x.t / D cos2 !0t

 If we expand x.t / into complex exponentials we can immedi-
ately determine the Fourier coefficients
1 1
x.t / D C cos 2!0t
2 2
1 1 1
D C e j 2!0t C e j 2!0 t
2 4 4
ECE 5625 Communication Systems I 2-21
CONTENTS

 The above implies that

8
1
<2;
ˆ
ˆ nD0
Xn D 14 ; n D ˙2
ˆ
:0;
ˆ
otherwise

Time Average Operator

 The time average of signal v.t / is defined as
Z T
 1
hv.t /i D lim v.t / dt
T !1 2T T

 Note that
hav1.t / C bv2.t /i D ahv1.t /i C bhv2.t /i;
where a and b are arbitrary constants

 If v.t / is periodic, with period T0, then

1
Z
hv.t /i D v.t / dt
T0 T 0

 The Fourier coefficients can be viewed in terms of the time

average operator
j n!0 t j
 Let v.t / D x.t /e using e D cos  j sin  , we find
that
Xn D hv.t /i D hx.t /e j n!0t i
D hx.t / cos n!0ti j hx.t / sin n!0t i

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 2.4. FOURIER SERIES

2.4.2 Symmetry Properties of the Fourier Coef-

ficients
 For x.t / real, the following coefficient symmetry properties
hold:

1. Xn D X n

2. jXnj D jX nj
3. †Xn D †X n

proof
 
1
Z
Xn D x.t /e j n!0t dt
T0 T0
1
Z
D x.t /e j. n/!0t dt D X n
T0 T0
since x .t / D x.t /

 Waveform symmetry conditions produce special results too

1. If x. t / D x.t / (even function), then

˚ ˚
Xn D Re Xn ; i.e., Im Xn D 0

2. If x. t / D x.t / (odd function), then

˚ ˚
Xn D Im Xn ; i.e., Re Xn D 0

3. If x.t ˙ T0=2/ D x.t / (odd half-wave symmetry), then

Xn D 0 for n even

ECE 5625 Communication Systems I 2-23

CONTENTS

Example 2.7: Odd Half-wave Symmetry Proof

 Consider
t0 DT0 =2 t0 CT0
1 1
Z Z
j n!0 t 0
Xn D x.t /e j n!0t dtC x.t 0/e dt 0
T0 t0 T0 t0 CT0 =2

 In the second integral we change variables by letting t D t 0

T0=2

t0 CT0 =2
1
Z
j n!0 t
Xn D x.t /e dt
T0 t0
tCT0 =2
1
Z
j n!0 .t CT0 =2/
C x.t T0=2/ e dt
T0 t0 „ ƒ‚ …
x.t/
 1 Z t0 CT0 =2
j n!0 T0 =2 j n!0 t
D 1 e x.t /e dt
T0 t0

but n!0.T0=2/ D n.2=T0/.T0=2/ D n, thus

(
j n 2; n odd
1 e D
0; n even

 We thus see that the even indexed Fourier coefficients are in-
deed zero under odd half-wave symmetry

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 2.4. FOURIER SERIES

2.4.3 Trigonometric Form

 The complex exponential Fourier series can be arranged as fol-
lows
1
X
x.t / D Xne j n!0t
nD 1
1
X
j n!0 t j n!0 t
 
D X0 C Xn e C X ne
nD1

 For real x.t /, we may know that jX nj D jXnj and †Xn D

†X n, so
1
X
jXnje j Œn!0t C†Xn C jXnje j Œn!0 t C†Xn 
 
x.t / D X0 C
nD1
X1
 
D X0 C 2 jXnj cos n!0t C †Xn
nD1

since cos.x/ D .e jx C e jx
/=2

 From the trig identity cos.u C v/ D cos u cos v sin u sin v, it

follows that
1
X 1
X
x.t / D X0 C An cos.n!0t / C Bn sin.n!0t /
nD1 nD1

where

An D 2hx.t / cos.n!0t /i
Bn D 2hx.t / sin.n!0t /i

ECE 5625 Communication Systems I 2-25

CONTENTS

2.4.4 Parseval’s Theorem

 Fourier series analysis are generally used for periodic signals,
i.e., x.t / D x.t C nT0/ for any integer n

 With this in mind, Parseval’s theorem becomes

1
1
Z X
P D jx.t /j2 dt D jXnj2
T0 T0 nD 1
1
X
D X02 C2 jXnj2 .W/
nD1

Note: A 1 ohm system is assumed

2.4.5 Line Spectra

 Line spectra was briefly reviewed earlier for simple signals

 For any periodic signal having Fourier series representation we

can obtain both single-sided and double-sided line spectra

 The double-sided magnitude and phase line spectra is most

easily obtained form the complex exponential Fourier series,
while the single-sided magnitude and phase line spectra can be
obtained from the trigonometric form
1
Double-sided X
() Xne j 2.nf0/t
mag. and phase
nD 1
1
Single-sided X
() X0 C 2 jXnj cosŒ2.nf0/t C †Xn
mag. and phase
nD1

2-26 ECE 5625 Communication Systems I

 2.4. FOURIER SERIES

– For the double-sided simply plot as lines jXnj and †Xn

versus nf0 for n D 0; ˙1; ˙2; : : :
– For the single-sided plot jX0j and †X0 as a special case
for n D 0 at nf0 D 0 and then plot 2jXnj and †X0 versus
nf0 for n D 1; 2; : : :

Example 2.8: Cosine Squared

 Consider
2 A A  
x.t / D A cos .2f0t C  / D C cos 2.2f0/t C 21
2 2
A A A
D C e j 21 e j 2.2f0/t C e j 21 e j 2.2f0/t
2 4 4

Double-
Sided

-2f0
f f
-2f0 2f0 2f0

Single-
Sided

f f
2f0 2f0

ECE 5625 Communication Systems I 2-27

CONTENTS

Example 2.9: Pulse Train

x(t)

A
... ...

t
-2T0 -T0 0 τ T0 T0 + τ

Periodic pulse train

 The pulse train signal is mathematically described by

1  
X t nT0 =2
x.t / D A…
nD 1


 The Fourier coefficients are

1  A e j 2.nf0/t ˇˇ
Z
j 2.nf0 /t
Xn D Ae dt D

T0 0 T0 j 2.nf0/ 0
ˇ
A 1 e j 2.nf0/
D

T0 j 2.nf0/
A e j.nf0/ e j.nf0/
D

e j.nf0/
T0 .2j /.nf0/
A sinŒ.nf0/ 
D

e j.nf0/
T0 Œ.nf0/ 

 To simplify further we define

 sin.x/
sinc.x/ D
x
2-28 ECE 5625 Communication Systems I
 2.4. FOURIER SERIES

 Finally,

A j.nf0 /
Xn D sinc.nf0 /e ; n D 0; ˙1; ˙2; : : :
T0

 To plot the line spectra we need to find jXnj and †Xn

A
jXnj D jsincŒ.nfo/ j
T
80
< .nf0/; sinc.nfo / > 0
ˆ
ˆ
†Xn D .nf0/ C ; nf0 > 0 and sinc.nf0 / < 0
ˆ
: .nf0/ ; nf0 < 0 and sinc.nf0 / < 0
ˆ

 Pulse train double-sided line spectra for  D 0:125 using Python,

specifically use ss.line_spectra()

 As a specific example enter the following at the IPython com-

mand prompt

n = arange(0,25+1) # Get 0 through 25 harmonics

tau = 0.125; f0 = 1; A = 1;
Xn = A*tau*f0*sinc(n*f0*tau)*exp(-1j*pi*n*f0*tau)
figure(figsize=(6,2))
f = n # Assume a fundamental frequency of 1 Hz so f = n
ss.line_spectra(f,Xn,mode=’mag’,fsize=(6,2))
xlim([-25,25]);
figure(figsize=(6,2))
ss.line_spectra(f,Xn,mode=’phase’,fsize=(6,2))
xlim([-25,25]);

ECE 5625 Communication Systems I 2-29

CONTENTS

At f0 = 0.125 f0 = 1, t = 0.125

1 t =8

Phase slope = -p f t
= -0.125´ p f

2.4.6 Numerical Calculation of Xn

 Here we consider a purely numerical calculation of the Xk co-
efficients from a single period waveform description of x.t /

 In particular, we will use the numpy fast Fourier transform

(FFT) function to carry out the numerical integration

 By definition

1
Z
j 2kf0 t
Xk D x.t /e dt; k D 0; ˙1; ˙2; : : :
T0 T0

2-30 ECE 5625 Communication Systems I

 2.4. FOURIER SERIES

 A simple rectangular integration approximation to the above

integral is
N 1
1 X j k2.nf0 /T0 =N T0
Xk ' x.nT /e
; k D 0; ˙1; ˙2; : : :
T0 nD0 N

where N is the number of points used to partition the time

interval Œ0; T0 and T D T0=N is the time step

 Using the fact that 2f0T0 D 2, we can write that

N 1
1 X j 2k n
Xk ' x.nT /e N ; k D 0; ˙1; ˙2; : : :
N nD0

 Note that the above must be evaluated for each Fourier coeffi-
cient of interest

 Also note that the accuracy of the Xk values depends on the

value of N

– For k small and x.t / smooth in the sense that the harmon-
ics rolloff quickly, N on the order of 100 may be adequate
– For k moderate, say 5–50, N will have to become in-
creasingly larger to maintain precision in the numerical
integral

Calculation Using the FFT

 The FFT is a powerful digital signal processing (DSP) func-
tion, which is a computationally efficient version of the dis-
crete Fourier transform (DFT)

ECE 5625 Communication Systems I 2-31

CONTENTS

 For the purposes of the problem at hand, suffice it to say that

the FFT is just an efficient algorithm for computing
N
X1
j 2k n=N
X Œk D xŒne ; k D 0; 1; 2; : : : ; N 1
nD0

 If we let xŒn D x.nT /, then it should be clear that

1 N
Xk ' X Œk; k D 0; 1; : : : ;
N 2

 To obtain Xk for k < 0 note that

N 1
1 1 X j 2. k/n
X k ' X Œ k D x.nT /e N
N N nD0
N 1
1 X j 2.N k/n
D x.nT /e N D X ŒN k
N nD0
j 2N n=N j 2 n
since e De D1

 In summary
(
X Œk=N; 0  k  N=2
Xk '
X ŒN k=N; N=2  k < 0

 To use the Python function fft.fft() to obtain the Xk we

simply let
X D fft.fft(x)
where x D fx.t / W t D 0; T0=N; 2T0=N; : : : ; T0.N 1/=N g

 Unlike in MATLAB X Œ0 is really found in X[0]

2-32 ECE 5625 Communication Systems I

 2.4. FOURIER SERIES

Example 2.10: Finite Rise/Fall-Time PulseTrain

x(t)
1
Pulse width = τ
τ Rise and fall time = tr
1/2

t
0 tr τ τ + tr T0

Pulse train with finite rise and fall time edges

 Shown above is one period of a finite rise and fall time pulse
train

 We will numerically compute the Fourier series coefficients of

this signal using the FFT

 The Python function trap_pulse was written to generate one

period of the signal using N samples
def trap_pulse(N,tau,tr):
"""
xp = trap_pulse(N,tau,tr)

Mark Wickert, January 2015

"""
n = arange(0,N)
t = n/N
xp = zeros(len(t))
# Assume tr and tf are equal
T1 = tau + tr
# Create one period of the trapezoidal pulse waveform
for k in n:
if t[k] <= tr:
xp[k] = t[k]/tr
elif (t[k] > tr and t[k] <= tau):

ECE 5625 Communication Systems I 2-33

CONTENTS

xp[k] = 1
elif (t[k] > tau and t[k] < T1):
xp[k] = -t[k]/tr + 1 + tau/tr;
else:
xp[k] = 0
return xp, t

 We now plot the double-sided line spectra for  D 1=8 and two
values of rise-time tr

2-34 ECE 5625 Communication Systems I

 2.4. FOURIER SERIES

1/20

1/8

Sidelobes smaller
than ideal pulse train 1/τ = 8
which has zero rise
time

Signal x.t/ and line spectrum for  D 1=8 and tr D 1=20

 The spectral roll-off rate is faster with the trapezoid

 Clock edges are needed in digital electronics, but by slowing

the edge speed down the clock harmonic generation can be
reduced

 The second plot is a more extreme example

ECE 5625 Communication Systems I 2-35

CONTENTS

1/10

1/8

Sidelobes smaller
than with tr = 1/20 1/τ = 8
case ~10dB
more

Signal x.t/ and line spectrum for  D 1=8 and tr D 1=10

2-36 ECE 5625 Communication Systems I

 2.4. FOURIER SERIES

2.4.7 Other Fourier Series Properties

 Given x.t / has Fourier series (FS) coefficients Xn, if
y.t / D A C Bx.t /
it follows that
(
A C BX0; nD0
Yn D
BXn; n¤0
proof:
j 2.nf0 /t
Yn D hy.t /e i
D Ahe j 2.nf0/t i C Bhx.t /e j 2.nf0 /t
i
 
1; n D 0
DA C BXn
0; n ¤ 0
QED

 Likewise if
y.t / D x.t t0 /
it follows that
j 2.nf0 /t0
Yn D X n e
proof:
j 2.nf0 /t
Yn D hx.t t0/e i
Let  D t t0 which implies also that t D  C t0, so
j 2.nf0 /.Ct0 /
Yn D hx./e i
j 2.nf0 / j 2.nf0 /t0
D hx./e ie
j 2.nf0 /t0
D Xn e
QED

ECE 5625 Communication Systems I 2-37

CONTENTS

2.5 Fourier Transform

 The Fourier series provides a frequency domain representation
of a periodic signal via the Fourier coefficients and line spec-
trum

 The next step is to consider the frequency domain representa-

tion of aperiodic signals using the Fourier transform

 Ultimately we will be able to include periodic signals within

the framework of the Fourier transform, using the concept of
transform in the limit

 The text establishes the Fourier transform by considering a

limiting case of the expression for the Fourier series coefficient
Xn as T0 ! 1

 The Fourier transform (FT) and inverse Fourier transfrom (IFT)

is defined as
Z 1
X.f / D x.t /e j 2f t dt (FT)
1
Z 1
x.t / D X.f /e j 2f t df (IFT)
1

 Sufficient conditions for the existence of the Fourier transform

are
R1
1. 1 jx.t /j dt < 1
2. Discontinuities in x.t / be finite
R1
3. An alternate sufficient condition is that 1 jx.t /j2 dt <
1, which implies that x.t / is an energy signal

2-38 ECE 5625 Communication Systems I

 2.5. FOURIER TRANSFORM

2.5.1 Amplitude and Phase Spectra

 FT properties are very similar to those obtained for the Fourier
coefficients of periodic signals

 The FT, X.f / D Ffx.t /g, is a complex function of f

X.f / D jX.f /je j.f / D jX.f /je j †X.f /

D RefX.f /g C j ImfX.f /g

 The magnitude jX.f /j is referred to as the amplitude spectrum

 The the angle †X.f / is referred to as the phase spectrum

 Note that
Z 1
RefX.f /g D x.t / cos 2f t dt
1
Z 1
ImfX.f /g D x.t / sin 2f t dt
1

2.5.2 Symmetry Properties

 If x.t / is real it follows that
Z 1
X. f / D x.t /e j 2. f /t dt
Z11 
D x.t /e j 2f t dt D X .f /
1

thus
jX. f /j D jX.f /j (even in frequency)
†X. f / D †X.f / (odd in frequency)
ECE 5625 Communication Systems I 2-39
CONTENTS

 Additionally,

1. For x. t / D x.t / (even function), ImfX.f /g D 0

2. For x. t / D x.t / (odd function), RefX.f /g D 0

2.5.3 Energy Spectral Density

 From the definition of signal energy,
Z 1
ED jx.t /j2 dt
Z 11 Z 1 
D x .t / X.f /e j 2f t df dt
1 Z 1
Z 1 1 
D X.f / x .t /e j 2f t dt df
1 1

but
Z 1 Z 1 
x .t /e j 2f t dt D x.t /e j 2f t
dt D X .f /
1 1

 Finally,
Z 1 Z 1
2
ED jx.t /j dt D jX.f /j2 df
1 1

which is known as Rayleigh’s Energy Theorem

 Are the units consistent?

– Suppose x.t / has units of volts

– jX.f /j2 has units of (volts-sec)2

2-40 ECE 5625 Communication Systems I

 2.5. FOURIER TRANSFORM

– In a 1 ohm system jX.f /j2 has units of Watts-sec/Hz =

Joules/Hz

 The energy spectral density is defined as


G.f / D jX.f /j2 Joules/Hz

 It then follows that

Z 1
ED G.f / df
1

Example 2.11: Rectangular Pulse

 Consider  
t t0
x.t / D A…

 FT is
Z t0 C=2
j 2f t
X.f / D A e dt
t0 =2
ˇt0C=2
j 2f t
e ˇ
DA

ˇ
j 2f ˇ
ˇ
t =2
 jf  0 jf  
e e
D A

e j 2f t0
.j 2/f 
D A sinc.f  /e j 2f t0
 
t t0 F
A… ! Asinc.f  /e j 2f t0

 Plot jX.f /j, †X.f /, and G.f /

ECE 5625 Communication Systems I 2-41

CONTENTS

Aτ1 Amplitude X(f) 3 π

|X(f)| 0.8 Spectrum Phase 2
π/2
Spectrum 1
0.6
f
0.4 ?3 -2/τ? 2 ? 1-1/τ 11/τ 2/τ
2 3
?1
0.2 −π/2
?2
f t0 = τ/2 slope = -πfτ/2
?3 ?2
-2/τ ?1
-1/τ 0 1/τ1 2
2/τ 3 ?3 −π

(Aτ)12
0.8 Energy
G(f) = |X(f)|2 Spectral
0.6
Density
0.4
0.2
f
?3 ?2
-2/τ ?1
-1/τ 0 1/τ1 2
2/τ 3

Rectangular pulse spectra

2.5.4 Transform Theorems

 Be familiar with the FT theorems found in the table of Ap-
pendix G.6 of the text

Superposition Theorem
F
a1x1.t / C a2x2.t / ! a1X1.f / C a2X2.f /
proof:

2-42 ECE 5625 Communication Systems I

 2.5. FOURIER TRANSFORM

Time Delay Theorem

F j 2f t0
x.t t0 / ! X.f /e
proof:

Frequency Translation Theorem

 In communications systems the frequency translation and mod-
ulation theorems are particularly important
F
x.t /e j 2f0t ! X.f f0/

proof: Note that

Z 1 Z 1
x.t /e j 2f0t e j 2f t
dt D x.t /e j 2.f f0 /t
dt
1 1

so
F x.t /e j 2f0t D X.f
˚
f0 /
QED

Modulation Theorem
 The modulation theorem is an extension of the frequency trans-
lation theorm
F1 1
x.t / cos.2f0t / ! X.f f0/ C X.f C f0/
2 2
ECE 5625 Communication Systems I 2-43
CONTENTS

proof: Begin by expanding

1 1
cos.2f0t / D e j 2f0t C e j 2f0 t
2 2
Then apply the frequency translation theorem to each term sep-
arately

signal
X(f) multiplier
A Y(f)
x(t) y(t)
A/2

f f
0 -f0 0 f0
cos(2πf0t)

A simple modulator

Duality Theorem
 Note that
Z 1 Z 1
j 2f t
FfX.t /g D X.t /e dt D X.t /e j 2. f /t
dt
1 1

which implies that

F
X.t / ! x. f /

2-44 ECE 5625 Communication Systems I

 2.5. FOURIER TRANSFORM

Example 2.12: Rectangular Spectrum

X(f)
1

f
-W 0 W

 Using duality on the above we have

 
t F
X.t / D … ! 2W sinc.2Wf / D x. f /
2W
 Since sinc( ) is an even function (sinc.x/ D sinc. x/), it fol-
lows that
 
F f
2W sinc.2W t / ! …
2W

Differentiation Theorem
 The general result is
d nx.t / F
n
! .j 2f /n X.f /
dt
proof: For n D 1 we start with the integration by parts formula,
R ˇ R
u dv D uv ˇ v du, and apply it to
ˇ
  Z 1
dx dx j 2f t
F D e dt
dt 1 dt
ˇ1 Z 1
D x.t /e j 2f t ˇ Cj 2f x.t /e j 2f t dt
ˇ
1
„ ƒ‚ … „ 1 ƒ‚ …
0 X.f /

ECE 5625 Communication Systems I 2-45

CONTENTS

alternate — From Leibnitz’s rule for differentiation of inte-

grals, Z 1 Z 1
d @F .f; t /
F .f; t / df D df
dt 1 1 @f
so
Z 1
dx.t / d
D X.f /e j 2f t df
dt dt
Z 1 1
@e j 2f t
D X.f / df
Z 1 @t
1
D j 2f X.f /e j 2f t df
1
F
) dx=dt ! j 2f X.f / QED

Example 2.13: FT of Triangle Pulse

t
−τ 0 τ

 Note that

1/τ

1/τ
τ
t t
−τ −τ τ

-1/τ -2/τ

2-46 ECE 5625 Communication Systems I

 2.5. FOURIER TRANSFORM

 Using the differentiation theorem for n D 2 we have that

  
t 1 n1 2 1 o
F ƒ D F ı.t C  / ı.t / C ı.t  /
 .j 2f /2   
1 j 2f  2

e 
C 1 e j 2f 
D
.j 2f /2
2 cos.2f  / 2
D
 .2f /2
4 sin2.f  / 2
D D sinc .f  /
4.f  /2
 
t F
ƒ ! sinc2.f  /


Convolution and Convolution Theorem

 Before discussing the convolution theorem we need to review
convolution

 The convolution of two signals x1.t / and x2.t / is defined as

Z 1
x.t / D x1.t /  x2.t / D x1./x2.t / d 
1
Z 1
D x2.t /  x1.t / D x2./x1.t / d 
1

 A special convolution case is ı.t t0/

Z 1
ı.t t0/  x.t / D ı. t0/x.t / d 
1 ˇ
D x.t /ˇDt D x.t t0/
0

ECE 5625 Communication Systems I 2-47

CONTENTS

Example 2.14: Rectangular Pulse Convolution

 Let x1.t / D x2.t / D ….t = /

 To evaluate the convolution integral we need to consider the

integrand by sketching of x1./ and x2.t / on the  axis for
different values of t

 For this example four cases are needed for t to cover the entire
time axis t 2 . 1; 1/

 Case 1: When t <  we have no overlap so the integrand is

zero and x.t / is zero
x2(t - λ) x1(λ)
No overlap for t +
τ/2 < -τ/2 or t < τ
λ
t - τ/2 t t + τ/2 −τ/2 0 τ/2

 Case 2: When  < t < 0 we have overlap and

Z 1
x.t / D x1./x2.t / d 
1
Z t C=2 ˇt C=2
D d  D ˇ
ˇ
=2 =2

D t C =2 C =2 D  C t

x2(t - λ) x1(λ)
Overlap begins when t
+ τ/2 = -τ/2 or t = -τ
λ
−τ/2 0 τ/2
t + τ/2

2-48 ECE 5625 Communication Systems I

 2.5. FOURIER TRANSFORM

 Case 3: For 0 < t <  the leading edge of x2.t / is to the

right of x1./, but the trailing edge of the pulse is still over-
lapped
Z =2
x.t / D d  D =2 t C =2 D  t
t =2

x1(λ) x2(t - λ)

Overlap lasts until t = τ

λ
−τ/2 0 τ/2 t + τ/2
t - τ/2

 Case 4: For t >  we have no overlap, and like case 1, the

result is
x.t / D 0

x1(λ) x2(t - λ)

No overlap for t > τ

λ
−τ/2 0 τ/2 t - τ/2 t + τ/2

 Collecting the results

8
ˆ
ˆ
ˆ 0; t< 
ˆ
< C t;  t <0
x.t / D
ˆ
ˆ
ˆ  t; 0  t < 
ˆ
:0; t 
(
 jt j; jtj  
D
0; otherwise
ECE 5625 Communication Systems I 2-49
CONTENTS

 Final summary,
     
t t t
… … D ƒ
  

 Convolution Theorem: We now consider x1.t /x2.t / in terms

of the FT
Z 1
x1. /x2.t  / d 
1Z
1 Z 1 
D x1. / X2.f /e j 2f .t / df d 
1 Z 11
Z 1 
D X2.f / x1. /e j 2f  d  e j 2f t df
1
Z 1 1

D X1.f /X2.f /e j 2f t df

1

which implies that

F
x1.t /  x2.t / ! X1.f /X2.f /

Example 2.15: Revisit ….t = /  ….t = /

 Knowing that ….t = /….t = / D ƒ.t = / in the time domain,
we can follow-up in the frequency domain by writing
˚ ˚
2
F ….t = /
F ….t = / D  sinc.f  /

 We have also established the transform pair

 
t F 2 2 2


ƒ !  sinc .f  / D   sinc .f  /

2-50 ECE 5625 Communication Systems I
 2.5. FOURIER TRANSFORM

or  
t F
ƒ ! sinc2.f  /


Example 2.16: Convolve Step and Exponential

˛t
 Find y.t / D Au.t /  e u.t /, ˛ > 0

 For t  0 there is no overlap so Y .t / D 0

No overlap

λ
t 0

 For t > 0 there is always overlap

Z t
˛.t /
y.t / D A
e d
0
˛t e ˛ ˇˇt
D Ae

˛ 0
ˇ
˛t e ˛t 1
D Ae

˛

For t > 0 there is

always overlap

λ
0 t

ECE 5625 Communication Systems I 2-51

CONTENTS

 Summary,
A ˛t

y.t / D 1 e u.t /
˛

A/α

y(t)

t
0

Multiplication Theorem

 Having already established the convolution theorem, it follows

from the duality theorem or direct evaluation, that
F
x1.t /
x2.t / ! X1.f /  X2.f /

2.5.5 Fourier Transforms in the Limit

 Thus far we have considered two classes of signals

1. Periodic power signals which are described by line spec-

tra
2. Non-periodic (aperiodic) energy signals which are described
by continuous spectra via the FT

 We would like to have a unifying approach to spectral analysis

2-52 ECE 5625 Communication Systems I

 2.5. FOURIER TRANSFORM

 To do so we must allow impulses in the frequency domain by

using limiting operations on conventional FT pairs, known as
Fourier transforms-in-the-limit

– Note: The corresponding time functions have infinite en-

ergy, which implies that the concept of energy spectral
density will not apply for these signals (we will introduce
the concept of power spectral density for these signals)

Example 2.17: A Constant Signal

 Let x.t / D A for 1 < t < 1

 We can write
x.t / D lim A….t =T /
T !1

 Note that
˚
F A….t =T / D AT sinc.f T /

 Using the transform-in-the-limit approach we write

Ffx.t /g D lim AT sinc.f T /

T !1

1 AT1 1 AT2
0.8 0.8
0.6 0.6 T2 >> T1
0.4 0.4
0.2 0.2
f f
?3 ?2 ?1 1 2 3 ?3 ?2 ?1 1 2 3
? 0.2 ? 0.2

Increasing T in AT sinc.f T /

ECE 5625 Communication Systems I 2-53

CONTENTS

 Note that since x.t / has no time variation it seems reasonable

that the spectral content ought to be confined to f D 0

 Also note that it can be shown that

Z 1
AT sinc.f T / df D A; 8T
1

 Thus we have established that

F
A ! Aı.f /

 As a further check
Z 1 ˇ
F 1 Aı.f / D Aı.f /e j 2ff t df D Ae j 2f t ˇ
˚
DA
ˇ
1 f D0

 As a result of the above example, we can obtain several more

FT-in-the-limit pairs
F
Ae j 2f0t
! Aı.f f0/
F A  j j

A cos.2f0t C  / ! e ı.f f0/ C e ı.f C f0/
2
F
Aı.t t0/ ! Ae j 2f t0

 Reciprocal Spreading Property: Compare

F F
Aı.t / ! A and A ! Aı.f /

A constant signal of infinite duration has zero spectral width,

while an impulse in time has zero duration and infinite spectral
width

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 2.5. FOURIER TRANSFORM

2.5.6 Fourier Transforms of Periodic Signals

 For an arbitrary periodic signal with Fourier series
1
X
x.t / D Xne j 2 nf0t
nD 1

we can write
1
" #
X
X.f / D F Xne j 2 nf0t
nD 1
1
X n o
j 2 nf0 t
D XnF e
nD 1
X1
D Xnı.f nf0/
nD 1

using superposition and FfAe j 2f0t g D Aı.f f0 /

 What is the difference between line spectra and continuous

spectra? none!

 Mathematically,

Convert to
time domain
Line
Spectra Sum phasors

Convert to
time domain
Integrate impulses to
Continuous
get phasors via the
Spectra
inverse FT

ECE 5625 Communication Systems I 2-55

CONTENTS

 The Fourier series coefficients need to be known before the FT

spectra can be obtained

 A technique that obtains the FT directly will be discussed shortly

(page 2–58))

Example 2.18: Ideal Sampling Waveform

 When we discuss sampling theory it will be useful to have the

FT of the periodic impulse train signal
1
X
ys .t / D ı.t mTs /
mD 1

where Ts is the sample spacing or period

 Since this signal is periodic, it must have a Fourier series rep-

resentation too

 In particular
1 1
Z
j 2.nfs /t
Yn D ı.t /e dt D D fs ; any n
Ts Ts Ts

where fs is the sampling rate in Hz

 The FT of ys .t / is given by
1
X 1
X
˚ j 2 nf /t
Ys .f / D fs F e 0 D fs ı.f nfs /
nD 1 nD 1

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 2.5. FOURIER TRANSFORM

 Summary,

1 1
X F X
ı.t mTs / ! fs ı.f nfs /
mD 1 nD 1

ys(t)
1
... ...

t
-Ts 0 Ts 4Ts
Ys(f)
fs
... ...

f
-fs 0 fs 4fs

An impulse train in time is an impulse train in frequency

Direct Approach for the FT of a Periodic Signal

 The FT of a periodic signal can be found directly by expanding

x.t / as follows
1 1
" #
X X
x.t / D ı.t mTs /  p.t / D p.t mTs /
mD 1 mD 1

where p.t / represents one period of x.t /, having period Ts

ECE 5625 Communication Systems I 2-57

CONTENTS

 From the convolution theorem

( 1 )
X
X.f / D F ı.t mTs /
P .f /
mD 1
1
X
D fs P .f / ı.f nfs /
nD 1
1
X
D fs P .nfs /ı.f nfs /
nD 1

where P .f / D Ffp.t /g

 The FT transform pair just established is

1 1
X F X
p.t mTs / ! fs P .nfs /ı.f nfs /
mD 1 nD 1

Example 2.19: p.t / D ….t =2/ C ….t =4/, T0 D 10

x(t)
2
... 1 ...
t
-2 -1 0 1 2 T0 = 10

Stacked pulses periodic signal

 We begin by finding P .f / using Ff….t = /g D  sinc.f  /

P .f / D 2sinc.2f / C 4sinc.4f /

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 2.5. FOURIER TRANSFORM

 Plugging into the FT pair derived above with nfs D n=10,

1    
1 X n 2n n
X.f / D 2sinc C 4sinc ı f
10 nD 1 5 5 10

2.5.7 Poisson Sum Formula

 The Poisson sum formula from mathematics can be derived
using the FT pair

j 2.nfs /t F
e ! ı.f nfs /

by writing
1 1
( )
X X
1
F fs P .nfs /ı.f nfs / D fs P .nfs /e j 2.nfs /t
nD 1 nD 1

 From the earlier developed FT of periodic signals pair, we

know that the left side of the above is also equal to
1 1
also
X X
p.t mTs / D fs P .nfs /e j 2.nfs /t
mD 1 nD 1

 We can finally relate this back to the Fourier series coefficients,

i.e.,
Xn D fs P .nfs /

ECE 5625 Communication Systems I 2-59

CONTENTS

2.6 Power Spectral Density and Corre-

lation
 For energy signals we have the energy spectral density, G.f /,
defined such that
Z 1
ED G.f / df
1

 For power signals we can define the power spectral density

(PSD), S.f / of x.t / such that
Z 1
P D S.f / df D hjx.t /j2i
1

– Note: S.f / is real, even and nonnegative

– If x.t / is periodic S.f / will consist of impulses at the
harmonic locations

 For x.t / D A cos.!0t C  /, intuitively,

1 1
S.f / D A2ı.f f0/ C A2ı.f C f0/
4 4

since S.f / df D A2=2 as expected (power on a per ohm

R

basis)

 To derive a general formula for the PSD we first need to con-

sider the autocorrelation function

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 2.6. POWER SPECTRAL DENSITY AND CORRELATION

2.6.1 The Time Average Autocorrelation Func-

tion
 Let . / be the autocorrelation function of an energy signal
1
˚
. / D F G.f /
D F 1 X.f /X .f /
˚

D F 1 X.f /  F 1 X .f /
˚ ˚

F
but x. t / ! X .f / for x.t / real, so
Z 1
. / D x.t /  x. t / D x.t /x.t C  / d 
1
or Z T
. / D lim x.t /x.t C  / d 
T !1 T

 Observe that ˚
G.f / D F . /
 The autocorrelation function (ACF) gives a measure of the
similarity of a signal at time t to that at time t C ; the co-
herence between the signal and the delayed signal
X(f)
G(f) = |X(f)|2
x(t)

φ(τ) =

Energy spectral density and signal relationships

ECE 5625 Communication Systems I 2-61

CONTENTS

2.6.2 Power Signal Case

For power signals we define the autocorrelation function as

Rx . / D hx.t /x.t C  /i
Z T
1
D lim x.t /x.t C  / dt
T !1 2T
Z T
if periodic 1
D x.t /x.t C  / dt
T0 T0
 Note that
Z 1
2
Rx .0/ D hjx.t /j i D Sx .f / df
1

F
and since for energy signals . / ! G.f /, a reasonable
assumption is that
F
Rx . / ! Sx .f /

 A formal statement of this is the Wiener-Kinchine theorem (a

proof is given in text Chapter 7)
Z 1
Sx .f / D Rx . /e j 2f  d 
1

x(t) Rx(τ) Sx(f)

Power spectral density (PSD) and signal relationships

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 2.6. POWER SPECTRAL DENSITY AND CORRELATION

2.6.3 Properties of R. /

 The following properties hold for the autocorrelation function

1. R.0/ D hjx.t /j2i  jR. /j for all values of 

2. R.  / D hx.t /x.t  /i D R. / ) an even function
3. limjj!1 R. / D hx.t /i2 if x.t / is not periodic
4. If x.t / is periodic, with period T0, then R. / D R. CT0/
5. FfR. /g D S.f /  0 for all values of f

 The power spectrum and autocorrelation function are frequently

used for systems analysis with random signals

 For the case of random signal, x.t /, the Fourier transform

X.f / is also a random signal, but now in the frequency do-
main

 The autocorrelation and PSD of x.t /, under typical assump-

tions, are both deterministic functions; this turns out to be vital
in problem solving in Comm II and beyond

ECE 5625 Communication Systems I 2-63

CONTENTS

Example 2.20: Single Sinusoid

 Consider the signal x.t / D A cos.2f0t C  /, for all t
1 T0 2
Z
Rx . / D A cos.2f0t C  / cos.2.t C  / C  / dt
T0 0
A2
Z
 
D cos.2f0 / C cos.2.2f0/t C 2f0 C 2 / dt
2T0 T0
A2
D cos.2f0 /
2
 Note that
˚ A2  
F Rx . / D Sx .f / D ı.f f0/ C ı.f C f0/
4

More Autocorrelation Function Properties

 Suppose that x.t / has autocorrelation function Rx . /
 Let y.t / D A C x.t /, A D constant
Ry . / D hŒA C x.t /ŒA C x.t C  /i
D hA2i C hAx.t C  /i C hAx.t /i C hx.t /x.t C  /i
D A2 C 2Ahx.t /i CRx . /
„ ƒ‚ …
const. terms

 Let z.t / D x.t t0 /

Rz . / D hz.t /z.t C  /i D hx.t t0/x.t t0 C  i
D hx./x. C  /i; with  D t t0
D Rx . /

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 2.6. POWER SPECTRAL DENSITY AND CORRELATION

 The last result shows us that the autocorrelation function is

blind to time offsets

Example 2.21: Sum of Two Sinusoids

 Consider the sum of two sinusoids

y.t / D x1.t / C x2.t /

where x1.t / D A1 cos.2f1tC1/ and x2.t / D A2 cos.2f2tC

2/ and we assume that f1 ¤ f2

 Using the definition

Ry . / D hŒx1.t / C x2.t /Œx1.t C  /x2.t C  /i

D hx1.t /x1.t C  /i C hx2.t /x2.t C  /i
C hx1.t /x2.t C  /i C hx2.t /x1.t C  /i

 The last two terms are zero since hcos..!1 ˙ !2/t /i D 0 when
f1 ¤ f2 (why?), hence

Ry . / D Rx1 . / C Rx2 . /; for f1 ¤ f2

A21 A22
D cos.2f1 / C cos.2f2 /
2 2

Example 2.22: PN Sequences

 In the testing and evaluation of digital communication systems
a source of known digital data (i.e., ‘1’s and ‘0’s) is required
(see also text Chapter 10 p. 524–527)

ECE 5625 Communication Systems I 2-65

CONTENTS

 A maximal length sequence generator or pseudo-noise (PN)

code is often used for this purpose
 Practical implementation of a PN code generator can be ac-
complished using an N -stage shift register with appropriate
exclusive-or feedback connections
 The sequence length or period of the resulting PN code is M D
2N 1 bits long

Clock
Period = T
C C C
D1 Q1 D2 Q2 D3 Q3 x(t)

M = 23 - 1 = 7

x(t)
+A
t
-A
one period = MT

Three stage PN (m-sequence) generator using logic circuits

 PN sequences have quite a number of properties, one being that

the time average autocorrelation function is of the form shown
below

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 2.6. POWER SPECTRAL DENSITY AND CORRELATION

Rx(τ) A2

... MT ...
-T T
τ
-A2/M MT

PN sequence autocorrelation function

 The calculation of the power spectral density will be left as a

homework problem (a specific example is text Example 2.20)

– Hint: To find Sx .f / D FfRx . /g we use

X F X
p.t nTs / ! fs P .nfs /ı.f nfs /
n n

where Ts D M T
– One period of Rx . / is a triangle pulse with a level shift

 Suppose the logic levels are switched from ˙A to positive lev-

els of say v1 to v2

– Using the additional autocorrelation function properties

this can be done
– You need to know that a PN sequence contains one more
‘1’ than ‘0’

 Python code for generating PN sequences from 2 to 12 stages

plus 16, is found ss.py:
def PN_gen(N_bits,m=5):
"""
Maximal length sequence signal generator.

ECE 5625 Communication Systems I 2-67

CONTENTS

Generates a sequence 0/1 bits of N_bit duration. The bits themselves are obtained
from an m-sequence of length m. Available m-sequence (PN generators) include
m = 2,3,...,12, & 16.

Parameters
----------
N_bits : the number of bits to generate
m : the number of shift registers. 2,3, .., 12, & 16

Returns
-------
PN : ndarray of the generator output over N_bits

Notes
-----
The sequence is periodic having period 2**m - 1 (2^m - 1).

Examples
--------
>>> # A 15 bit period signal nover 50 bits
>>> PN = PN_gen(50,4)
"""
c = m_seq(m)
Q = len(c)
max_periods = int(np.ceil(N_bits/float(Q)))
PN = np.zeros(max_periods*Q)
for k in range(max_periods):
PN[k*Q:(k+1)*Q] = c
PN = np.resize(PN, (1,N_bits))
return PN.flatten()

def m_seq(m):
"""
Generate an m-sequence ndarray using an all-ones initialization.

Available m-sequence (PN generators) include m = 2,3,...,12, & 16.

Parameters
----------
m : the number of shift registers. 2,3, .., 12, & 16

Returns
-------
c : ndarray of one period of the m-sequence

Notes
-----
The sequence period is 2**m - 1 (2^m - 1).

Examples
--------
>>> c = m_seq(5)
"""
# Load shift register with all ones to start
sr = np.ones(m)
# M-squence length is:
Q = 2**m - 1
c = np.zeros(Q)

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 2.6. POWER SPECTRAL DENSITY AND CORRELATION

if m == 2:
taps = np.array([1, 1, 1])
elif m == 3:
taps = np.array([1, 0, 1, 1])
elif m == 4:
taps = np.array([1, 0, 0, 1, 1])
elif m == 5:
taps = np.array([1, 0, 0, 1, 0, 1])
elif m == 6:
taps = np.array([1, 0, 0, 0, 0, 1, 1])
elif m == 7:
taps = np.array([1, 0, 0, 0, 1, 0, 0, 1])
elif m == 8:
taps = np.array([1, 0, 0, 0, 1, 1, 1, 0, 1])
elif m == 9:
taps = np.array([1, 0, 0, 0, 0, 1, 0, 0, 0, 1])
elif m == 10:
taps = np.array([1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1])
elif m == 11:
taps = np.array([1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1])
elif m == 12:
taps = np.array([1, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 1, 1])
elif m == 16:
taps = np.array([1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 1])
else:
print ’Invalid length specified’
for n in range(Q):
tap_xor = 0
c[n] = sr[-1]
for k in range(1,m):
if taps[k] == 1:
tap_xor = np.bitwise_xor(tap_xor,np.bitwise_xor(int(sr[-1]),
int(sr[m-1-k])))
sr[1:] = sr[:-1]
sr[0] = tap_xor
return c

R. /, S.f /, and Fourier Series

 For a periodic power signal, x.t /, we can write
X1
x.t / D Xne j 2.nf0/t
nD 1

 There is an interesting linkage between the Fourier series rep-

resentation of a signal, the power spectrum, and then back to
the autocorrelation function

ECE 5625 Communication Systems I 2-69

CONTENTS

 Using the orthogonality properties of the Fourier series expan-

sion we can write
* 1 ! 1
!+
X X
R. / D Xne j 2.nf0/t Xme j 2.mf0/.tC/
nD 1 mD 1
1
X X 1
XnXm
˝ j 2.nf t/ j 2.mf /.tC/˛
D e 0 e 0

nD 1 mD 1
„ ƒ‚ …
n¤m terms are zero, why?
1
X
jXnj2 e j 2.nf0/t e j 2.nf0 /.tC/
˝ ˛
D
nD 1
X1
D jXnj2e j 2.nf0/
nD 1

 The power spectral density can be obtained by Fourier trans-

forming both sides of the above
1
X
S.f / D jXnj2ı.f nf0/
nD 1

Example 2.23: PN Sequence Analysis and Simulation

 In this example I consider an N D 4 or M D 15 generator

from two points of view:

1. First using the FFT to calculate the Fourier coefficients

Xn using one period of the waveform (in discrete-time I
use 10 samples per bit)
2. Second, I just generate a waveform of 10,000 bits (again
at 10 samples per bit) and use standard signal processing

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 2.6. POWER SPECTRAL DENSITY AND CORRELATION

tools to estimate the time average autocorrelation function

and the PSD

 Numerical Fourier Series Analysis: Generate one period of

the waveform using ss.m_seq(4) and then upsample and in-
terpolate to create a waveform of 10 samples per bit

 The waveform amplitude levels are Œ0; 1 so there is a large

DC component visible in the spectrum (why?); eight ones and
seven zeros makes the average value X0 D 8=15 D 0:533

 The function ss.m_seq() returns an array of zeros and ones

of length 15, i.e., len(x_PN4) = 15

 To create a waveform I upsample the signal by 10 and then

filter using a finite impulse response of exactly 10 ones

 To plot the line spectrum I use the ss.line_spectra() func-

tion used earlier

ECE 5625 Communication Systems I 2-71

CONTENTS

15 bit
period

Line spacing = DC line 0.533 (-5.46 dB)

1/(MT) = 1/15 Hz f = 1/T = 1 Hz
sinc 2 ( x ) spect. shape

Fourier series based spectral analysis of PN code

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 2.6. POWER SPECTRAL DENSITY AND CORRELATION

... ...
MT = 15T = 15

-1 -1
=
M 15

–1 1

Same spectral shape and line spacing

as direct FS analysis; scaling with
PSD function is different however
DC different
as waveform
values are
[-1,1]

Using simulation to estimate Ry ./ and Sy .f / of a PN code

 In generating an estimate of the autocorrelation function I use

the FFT to find the time averaged autocorrelation function in
the frequency domain

 In generating the spectral estimate, the Python function psd()(from

matplotlib) function uses Welch’s method of averaged peri-
odograms 1

 Here the PSD estimate uses a 4096 point FFT and assumed
sampling rate of 10 Hz; the spectral resolution is 10/4096 =
0.002441 Hz

1
http://en.wikipedia.org/wiki/Periodogram

ECE 5625 Communication Systems I 2-73

CONTENTS

2.7 Linear Time Invariant (LTI) Systems

x(t) y(t) =

operator
Linear system block diagram

Definition
 Linearity (superposition) holds, that is for input ˛1x1.t /C˛2x2.t /,
˛1 and ˛2 constants,
 
y.t / D H ˛1x1.t / C ˛2x2.t /
   
D ˛1H x1.t / C ˛2H x2.t /
D ˛1y1.t / C ˛2y2.t /

 A system is time invariant (fixed) if for y.t / D HŒx.t /, a

delayed input gives a correspondingly delayed output, i.e.,
 
y.t t0/ D H x.t t0/

Impulse Response and Superposition Integral

 The impulse response of an LTI system is denoted
  
h.t / D H ı.t /
assuming the system is initially at rest
 Suppose we can write x.t / as
N
X
x.t / D ˛nı.t tn /
nD1

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

 For an LTI system with impulse response h. /

N
X
y.t / D ˛nh.t tn /
nD1

 To develop the superposition integral we write

Z 1
x.t / D x./ı.t / d 
1
N
X
' lim x.nt /ı.t nt / t; for t  1
N !1
nD N

Rectangle area is approximation

x(t)

... ...

−∆t 0 ∆t 2∆t 3∆t 4∆t 5∆t 6∆t t

Impulse sequence approximation to x.t/

 If we apply H to both sides and let t ! 0 such that nt ! 

we have
N
X
y.t / ' lim x.nt /h.t nt / t
N !1
nD N
Z 1
D x./h.t / d  D x.t /  h.t /
1
Z 1
or
D x.t  /h. / d D h.t /  x.t /
1

ECE 5625 Communication Systems I 2-75

CONTENTS

2.7.1 Stability
 In signals and systems the concept of bounded-input bounded-
output (BIBO) stability is introduced

 Satisfying this definition requires that every bounded-input (jx.t /j <

1) produces a bounded output (jy.t /j < 1)

 For LTI systems a fundamental theorem states that a system is

BIBO stable if and only if
Z 1
jh.t /j dt < 1
1

 Further implications of this will be discussed later

2.7.2 Transfer Function

 The frequency domain result corresponding to the convolution
expression y.t / D x.t /  h.t / is

Y .f / D X.f /H.f /

where H.f / is known as the transfer function or frequency

response of the system having impulse response h.t /

 It immediately follows that

F
h.t / ! H.f /
and
Z 1
1
X.f /H.f /e j 2f t df
˚
y.t / D F X.f /H.f / D
1

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

2.7.3 Causality
 A system is causal if the present output relies only on past and
present inputs, that is the output does not anticipate the input

 The fact that for LTI systems y.t / D x.t /  h.t / implies that
for a causal system we must have

h.t / D 0; t < 0

– Having h.t / nonzero for t < 0 would incorporate future

values of the input to form the present value of the output

 Systems that are causal have limitations on their frequency re-

sponse,
R1 in particular the Paley–Wiener theorem states that for
2
1 jh.t /j dt < 1, H.f / for a causal system must satisfy

1
j ln jH.f /jj
Z
df < 1
1 1Cf2

 In simple terms this means:

1. We cannot have jH.f /j D 0 over a finite band of fre-

quencies (isolated points ok)
2. The roll-off rate of jH.f /j cannot be too great, e.g., e k1jf j
2
andpe k2jf j are not allowed, but polynomial forms such
as 1=.1 C .f =fc /2N , N an integer, are acceptable
3. Practical filters such as Butterworth, Chebyshev, and el-
liptical filters can come close to ideal requirements

ECE 5625 Communication Systems I 2-77

CONTENTS

2.7.4 Properties of H.f /

 For h.t / real it follows that

jH. f /j D jH.f /j and †H. f / D †H.f /

why?

 Input/output relationships for spectral densities are

Gy .f / D jY .f /j2 D jX.f /H.f /j2 D jH.f /j2Gx .f /

Sy .f / D jH.f /j2Sx .f / proof in text chap. 6

Example 2.24: RC Lowpass Filter

R vc(t)

x(t) y(t)
ic(t) C
X(f ) Y(f )

h(t), H(f)
RC lowpass filter schematic

 To find H.f / we may solve the circuit using AC steady-state

analysis
1
Y .j!/ j!c 1
D 1
D
X.j!/ R C j!c 1 C j!RC
so
Y .f / 1
H.f / D D ; where f3 D 1=.2RC /
X.f / 1 C jf =f3
2-78 ECE 5625 Communication Systems I
 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

 From the circuit differential equation

x.t / D ic .t /R C y.t /

but
dvc .t / y.t /
ic .t / D c Dc
dt dt

thus
dy.t /
RC C y.t / D x.t /
dt

F
 FT both sides using dx=dt ! j 2f X.f /

j 2f RC Y .f / C Y .f / D X.f /

so again

Y .f / 1
H.f / D D
X.f / 1 C jf =f3
1 1 .f =f /
Dp e j tan 3
1 C .f =f3/2

 The Laplace transform could also be used here, and perhaps is

preferred; we just need to substitute s ! j! ! j 2f

ECE 5625 Communication Systems I 2-79

CONTENTS

f
-f3 f3
π/2

-π/2
RC lowpass frequency response

 Find the system response to

 
.t T =2/
x.t / D A…
T

 Finding Y .f / is easy since

 
1 jf t
Y .f / D X.f /H.f / D AT sinc.f T / e
1 C jf =fs

 To find y.t / we can IFT the above, use Laplace transforms, or

convolve directly

 From the FT tables we known that

1 t=.RC /
h.t / D e u.t /
RC
2-80 ECE 5625 Communication Systems I
 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

 In Example 2.18 we showed that

˛t A ˛t

Au.t /  e u.t / D 1 e u.t /
˛
 Note that
 
t T =2
A… D AŒu.t / u.t T /
T
and here ˛ D 1=.RC /, so
A  t=.RC /

y.t / D RC 1 e u.t /
RC
A  .t T /=.RC /

RC 1 e u.t T/
RC
RC =
y(t) 1
|X(f)|, |H(f)|, |Y(f)| 1
0
T/1

0.8 0.8
T/
2
T/

0.6 0.6

0.4 T 0.4 RC = 2T
0.2 2T 0.2

0.5 1 1.5 2 2.5 3

t/T -3 -2 -1 1 2 3
fT

1 1
|X(f)|, |H(f)|, |Y(f)| |X(f)|, |H(f)|, |Y(f)|
0.8 0.8

0.6 0.6
RC = T/2
0.4 0.4
RC = T/10
0.2 0.2

-3 -2 -1 1 2 3 fT -3 -2 -1 1 2 3
fT

Pulse time response and frequency spectra with A D 1

ECE 5625 Communication Systems I 2-81

CONTENTS

2.7.5 Input/Output with Spectral Densities

 We know that for an LTI system with frequency response H.f /
and input Fourier transform X.f /, the output Fourier trans-
form is given by Y .f / D H.f /X.f /

 It is easy to show that in terms of energy spectral density

Gy .f / D jH.f /j2 Gx .f /

where Gx .f / D jX.f /j2 and Gy .f / D jY .f /j2

 For the case of power signals a similar relationship holds with

the power spectral density (proof found in Chapter text 7, i.e.,
Comm II)
Sy .f / D jH.f /j2 Sx .f /

2.7.6 Response to Periodic Inputs

 When the input is periodic we can write
1
X
x.t / D Xne j 2.nf0/t
nD 1

which implies that

1
X
X.f / D Xnı.f nf0/
nD 1

 It then follows that

1
X
Y .f / D XnH.nf0/ı.f nf0/
nD 1

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

and
1
X
y.t / D XnH.nf0/e j 2.nf0/t
nD 1
X1
D jXnjjH.nf0je j Œ2.nf0/t C†XnC†H.nf0/
nD 1

 This is a steady-state response calculation, since the analysis

assumes that the periodic signal was applied to the system at
tD 1

2.7.7 Distortionless Transmission

 In the time domain a distortionless system is such that for any
input x.t /,
y.t / D H0x.t t0/
where H0 and t0 are constants

 In the frequency domain the implies a frequency response of

the form
H.f / D H0e j 2f t0 ;
that is the amplitude response is constant and the phase shift is
linear with frequency

 Distortion types:

1. Amplitude response is not constant over a frequency band

(interval) of interest $ amplitude distortion
2. Phase response is not linear over a frequency band of in-
terest $ phase distortion

ECE 5625 Communication Systems I 2-83

CONTENTS

3. The system is non-linear, e.g., y.t / D k0 C k1x.t/ C

k2x 2.t / $ nonlinear distortion

2.7.8 Group and Phase Delay

 The phase distortion of a linear system can be characterized
using group delay, Tg .f /,

1 d.f /
Tg .f / D
2 df

where .f / is the phase response of an LTI system

 Note that for a distortionless system .f / D 2f t0, so

1 d
Tg .f / D 2f t0 D t0 s;
2 df
clearly a constant group delay

 Tg .f / is the delay that two or more frequency components

undergo in passing through an LTI system

– If say Tg .f1/ ¤ Tg .f2/ and both of these frequencies are

in a band of interest, then we know that delay distortion
exists
– Having two different frequency components arrive at the
system output at different times produces signal disper-
sion

 An LTI system passing a single frequency component, x.t / D

A cos.2f1t /, always appears distortionless since at a single

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

frequency the output is just

 
y.t / D AjH.f1/j cos 2f1t C .f1/
  
.f1/
D AjH1.f /j cos 2f1 t
2f1
which is equivalent to a delay known as the phase delay
.f /
Tp .f / D
2f

 The system output now is


y.t / D AjH.f1/j cos 2f1.t Tp .f1//

 Note that for a distortionless system

1
Tp .f / D . 2f t0/ D t0
2f

Example 2.25: Terminated Lossless Transmission Line

Rs = R0

x(t) R0, vp RL = R0 y(t)

1 L

y.t / D x t
2 vp
Lossless transmission line

ECE 5625 Communication Systems I 2-85

CONTENTS

 We conclude that H0 D 1=2 and t0 D L=vp

 Note that a real transmission line does have losses that intro-
duces dispersion on a wideband signal

Example 2.26: A Fictitious System

Ampl. Radians
2 1.5
|H(f)| H(f)
1
1.5
0.5
1
-20 -10 10 20 f (Hz)
-0.5
0.5
-1

-20 -10 10 20 f (Hz) -1.5

Time Time
Tg(f) 0.015
Tp(f)
0.016
0.0125 0.015
0.01 0.014
0.0075 0.013
0.005 0.012
0.0025 0.011
f (Hz)
-20 -10 10 20 -20 -10 10 20
f (Hz)
No distortion on |f | < 10 Hz band

Amplitude, phase, group delay, phase delay

 The system in this example is artificial, but the definitions can

be observed just the same

 For signals with spectral content limited to jf j < 10 Hz there

is no distortion, amplitude or phase/group delay

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

 For 10 < jf j < 20 amplitude distortion is not present, but

phase distortion is

 For jf j > 15 both amplitude and phase distortion are present

 What about the interval 10 < jf j < 15?

2.7.9 Nonlinear Distortion

 In the time domain a nonlinear system may be written as
1
X
y.t / D anx n.t /
nD0

 Specifically consider

y.t / D a1x.t / C a2x 2.t /

 Let
x.t / D A1 cos.!1t / C A2 cos.!2t /

 Expanding the output we have

 
y.t / D a1 A1 cos.!1t / C A2 cos.!2t /
 2
C a1 A1 cos.!1t / C A2 cos.!2t /
 
D a1 A1 cos.!1t / C A2 cos.!2t /
na
a2  2 o
2 2 2 2
C A CA C A cos.2!1t / C A2 cos.2!2t /
2 1˚ 2 2 1
C a2A1A2 cosŒ.!1 C !2/t  C cosŒ.!1 !2/t 

– The third line is the desired output

ECE 5625 Communication Systems I 2-87

CONTENTS

– The fourth line is termed harmonic distortion

– The fifth line is termed intermodulation distortion

Input Output

a2A1
2 a1A1 2
A1 a2A1
Non- 2 2
Linear
f f
0 f1 0 f1 2f1

a1A1A2
Input Output
Non- a2A1
2
a2A2
2

A1 Linear a1A1
a1a2A1 a1A2 2 2
2 2
A2 a2(A1 + A2)
2
f f
0 f1 f2 0 f2-f1 f1 f2 2f1 2f2
f1+f2

One and two tones in y.t/ D a1 x.t/ C a2 x 2 .t/ device

 In general if y.t / D a1x.t / C a2x 2.t / the multiplication theo-

rem implies that

Y .f / D a1X.f / C a2X.f /  X.f /

 In particular if X.f / D A… f =.2W /
   
f f
Y .f / D a1A… C a22WA2ƒ
2W 2W
2-88 ECE 5625 Communication Systems I
 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

a 1A 2Wa2A2
Y( f ) = +
f f
-W W -2W 2W

a1A + 2Wa2A2
= a1A + Wa2A2
Wa2A2
f
-2W -W W 2W
Continuous spectrum in y.t/ D a1 x.t/ C a2 x 2 .t/ device

2.7.10 Ideal Filters

1. Lowpass of bandwidth B
 
f j 2f t0
HLP.f / D H0… e
2B
|HLP(f)| HLP(f)
H0 slope =
-2πt0
f f
-B B -B B

2. Highpass with cutoff B

j 2f t0
 
HHP.f / D H0 1 ….f =.2B// e
|HHP(f)| slope = HHP(f)
H0 -2πt0

f f
-B B -B B

ECE 5625 Communication Systems I 2-89

CONTENTS

3. Bandpass of bandwidth B

j 2f t0
 
HBP.f / D Hl .f f0/ C Hl .f C f0/ e

where Hl .f / D H0….f =B/

|HBP(f)| HBP(f)
slope = -2πt0
H0
B B
f f
-f0 f0 -f0 f0

 The impulse response of the lowpass filter is

1 j 2f t0
˚
hLP.t / D F H0….f =.2B//e
D 2BH0sincŒ2B.t t0/

 Ideal filters are not realizable, but simplify calculations and

give useful performance upper bound results

– Note that hLP.t / ¤ 0 for t < 0, thus the filter is noncausal

and unrealizable

 From the modulation theorem it also follows that

hBP.t / D 2hl .t t0/ cosŒ2f0.t t0/

D 2BH0sincŒB.t t0/ cosŒ2f0.t t0/

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

hLP(t) hBP(t)
2BH0
2BH0
t0

t t
t0
t0 - 1 t0 + 1
2B 2B t0 - 1 t0 + 1
2B 2B

Ideal lowpass and bandpass impulse responses

2.7.11 Realizable Filters

 We can approximate ideal filters with realizable filters such as
Butterworth, Chebyshev, and Bessel, to name a few

 We will only consider the lowpass case since via frequency

transformations we can obtain the others

Butterworth
 A Butterworth filter has a maximally flat (flat in the sense of
derivatives of the amplitude response at dc being zero) pass-
band

 In the s-domain (s D  Cj!) the transfer function of a lowpass

design is
!cn
HBU.s/ D
.s s1/.s s2/


.s sn/
where
  
1 2k 1
sk D !c exp  C ; k D 1; 2; : : : ; n
2 2n
ECE 5625 Communication Systems I 2-91
CONTENTS

 Note that the poles are located on a semi-circle of radius !c D

2fc , where fc is the 3dB cuttoff frequency of the filter

 The amplitude response of a Butterworth filter is simply

1
jHBU.f /j D p
1 C .f =fc /2n

Butterworth n D 4 lowpass filter

Chebyshev
 A Chebyshev type I filter (ripple in the passband), is is de-
signed to maintain the maximum allowable attenuation in the
passband yet have maximum stopband attenuation

 The amplitude response is given by

1
jHC.f /j D p
1 C  2Cn2.f /
where
(
cos.n cos 1.f =fc //; 0  jf j  fc
Cn.f / D
cosh.n cosh 1.f =fc //; jf j > fc
2-92 ECE 5625 Communication Systems I
 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

 The poles are located on an ellipse as shown below

Chebyshev n D 4 lowpass filter

Bessel
 A Bessel filter is designed to maintain linear phase in the pass-
band at the expense of the amplitude response
Kn
HBE.f / D
Bn.f /
where Bn.f / is a Bessel polynomial of order n (see text) and
Kn is chosen so that the filter gain is unity at f D 0

ECE 5625 Communication Systems I 2-93

CONTENTS

Amplitude Rolloff and Group Delay Comparision

 Compare Butterworth, 0.1 dB ripple Chebyshev, and Bessel

n D 3 Amplitude response

n D 3 Group delay

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

 Despite DSP being pervasive in communication systems, there

is still a great need for analog filter design and implementation
technologies

 The table below describes some of the well known construction

techniques

Filter Construction Techniques

Construction Description of El- Center Fre- Unloaded Q Filter Appli-
Type ements or Filter quency Range (typical cation
LC (passive) lumped elements DC–300 MHz 100 Audio, video,
or higher in in- IF and RF
tegrated form
Active R, C , op-amps DC–500 kHz 200 Audio and low
or higher using RF
WB op-amps
Crystal quartz crystal 1kHz – 100 100,000 IF
MHz
Ceramic ceramic disks with 10kHz – 10.7 1,000 IF
electrodes MHz
Surface acoustic interdigitated fin- 10-800 MHz, variable IF and RF
waves (SAW) gers on a Piezo-
electric substrate
Transmission line quarterwave stubs, UHF and mi- 1,000 RF
open and short ckt crowave
Cavity machined and Microwave 10,000 RF
plated metal

Example 2.27: Use Python to Characterize Standard Filters

 You can use the filter design capability of Python with Scipy
or MATLAB with the signal processing to study lowpass, band-
pass, bandstop, and highpass filters

 Here I will consider two functions written in Python, one for

digital filters and one for analog filters, to allow plotting of gain
in dB, phase in radians, and group delay in samples or seconds

ECE 5625 Communication Systems I 2-95

CONTENTS

def freqz_resp(b,a=[1],mode = ’dB’,fs=1.0,Npts = 1024,fsize=(6,4)):

"""
A method for displaying digital filter frequency response magnitude,
phase, and group delay. A plot is produced using matplotlib

freq_resp(self,mode = ’dB’,Npts = 1024)

A method for displaying the filter frequency response magnitude,

phase, and group delay. A plot is produced using matplotlib

freqs_resp(b,a=[1],Dmin=1,Dmax=5,mode = ’dB’,Npts = 1024,fsize=(6,4))

b =ndarray of numerator coefficients

a =ndarray of denominator coefficents
Dmin =start frequency as 10**Dmin
Dmax =stop frequency as 10**Dmax
mode =display mode: ’dB’ magnitude, ’phase’ in radians, or
’groupdelay_s’ in samples and ’groupdelay_t’ in sec,
all versus frequency in Hz
Npts = number of points to plot; defult is 1024
fsize = figure size; defult is (6,4) inches

Mark Wickert, January 2015

"""
f = np.arange(0,Npts)/(2.0*Npts)
w,H = signal.freqz(b,a,2*np.pi*f)
plt.figure(figsize=fsize)
if mode.lower() == ’db’:
plt.plot(f*fs,20*np.log10(np.abs(H)))
plt.xlabel(’Frequency (Hz)’)
plt.ylabel(’Gain (dB)’)
plt.title(’Frequency Response - Magnitude’)

elif mode.lower() == ’phase’:

plt.plot(f*fs,np.angle(H))
plt.xlabel(’Frequency (Hz)’)
plt.ylabel(’Phase (rad)’)
plt.title(’Frequency Response - Phase’)

elif (mode.lower() == ’groupdelay_s’) or (mode.lower() == ’groupdelay_t’):

"""
Notes
-----

Since this calculation involves finding the derivative of the

phase response, care must be taken at phase wrapping points

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

and when the phase jumps by +/-pi, which occurs when the
amplitude response changes sign. Since the amplitude response
is zero when the sign changes, the jumps do not alter the group
delay results.
"""
theta = np.unwrap(np.angle(H))
# Since theta for an FIR filter is likely to have many pi phase
# jumps too, we unwrap a second time 2*theta and divide by 2
theta2 = np.unwrap(2*theta)/2.
theta_dif = np.diff(theta2)
f_diff = np.diff(f)
Tg = -np.diff(theta2)/np.diff(w)
max_Tg = np.max(Tg)
#print(max_Tg)
if mode.lower() == ’groupdelay_t’:
max_Tg /= fs
plt.plot(f[:-1]*fs,Tg/fs)
plt.ylim([0,1.2*max_Tg])
else:
plt.plot(f[:-1]*fs,Tg)
plt.ylim([0,1.2*max_Tg])
plt.xlabel(’Frequency (Hz)’)
if mode.lower() == ’groupdelay_t’:
plt.ylabel(’Group Delay (s)’)
else:
plt.ylabel(’Group Delay (samples)’)
plt.title(’Frequency Response - Group Delay’)
else:
s1 = ’Error, mode must be "dB", "phase, ’
s2 = ’"groupdelay_s", or "groupdelay_t"’
print(s1 + s2)

def freqs_resp(b,a=[1],Dmin=1,Dmax=5,mode = ’dB’,Npts = 1024,fsize=(6,4)):

"""
A method for displaying analog filter frequency response magnitude,
phase, and group delay. A plot is produced using matplotlib

freqs_resp(b,a=[1],Dmin=1,Dmax=5,mode=’dB’,Npts=1024,fsize=(6,4))

b =
ndarray of numerator coefficients
a =
ndarray of denominator coefficents
Dmin =
start frequency as 10**Dmin
Dmax =
stop frequency as 10**Dmax
mode =
display mode: ’dB’ magnitude, ’phase’ in radians, or
’groupdelay’, all versus log frequency in Hz
Npts = number of points to plot; defult is 1024

ECE 5625 Communication Systems I 2-97

CONTENTS

fsize = figure size; defult is (6,4) inches

Mark Wickert, January 2015

"""
f = np.logspace(Dmin,Dmax,Npts)
w,H = signal.freqs(b,a,2*np.pi*f)
plt.figure(figsize=fsize)
if mode.lower() == ’db’:
plt.semilogx(f,20*np.log10(np.abs(H)))
plt.xlabel(’Frequency (Hz)’)
plt.ylabel(’Gain (dB)’)
plt.title(’Frequency Response - Magnitude’)

elif mode.lower() == ’phase’:

plt.semilogx(f,np.angle(H))
plt.xlabel(’Frequency (Hz)’)
plt.ylabel(’Phase (rad)’)
plt.title(’Frequency Response - Phase’)

elif mode.lower() == ’groupdelay’:

"""
Notes
-----

See freqz_resp() for calculation details.

"""
theta = np.unwrap(np.angle(H))
# Since theta for an FIR filter is likely to have many pi phase
# jumps too, we unwrap a second time 2*theta and divide by 2
theta2 = np.unwrap(2*theta)/2.
theta_dif = np.diff(theta2)
f_diff = np.diff(f)
Tg = -np.diff(theta2)/np.diff(w)
max_Tg = np.max(Tg)
#print(max_Tg)
plt.semilogx(f[:-1],Tg)
plt.ylim([0,1.2*max_Tg])
plt.xlabel(’Frequency (Hz)’)
plt.ylabel(’Group Delay (s)’)
plt.title(’Frequency Response - Group Delay’)
else:
print(’Error, mode must be "dB" or "phase or "groupdelay"’)

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

 Case 1: A 5th-order Chebyshev type 1 digital bandpass filter,

having 1 dB ripple and passband of Œ250; 300 Hz relative to a
sampling rate of fs D 1000 Hz

5th-Order-
Cheby1 BPF
Digital
fs = 1000 Hz

Highly peaked
near the band-
edge, even with
0.1 dB ripple

Digtal bandpass with fs D 1000Hz (Chebyshev)

 The Chebyshev in both analog and digital forms still has a large
peak in the group delay, even with a small ripple (here 0.1 dB)

ECE 5625 Communication Systems I 2-99

CONTENTS

 Case 2: A 7th-order Bessel analog bandpass filter, having pass-

band of Œ10; 50 MHz

Not 3dB bandwidth

7th-Order
Bessel BPF
Analog

Group delay relatively flat

in passband, compared
with Chebyshev

Analog bandpass (Bessel)

 The Bessel filter has a much lower and smoother group delay,
but the magnitude response is rather sloppy

 The filter passband is far from being flat and the roll-off is
gradual considering the filter order is seven

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

2.7.12 Pulse Resolution, Risetime, and Band-

width
Problem: Given a non-bandlimited signal, what is a reasonable esti-
mate of the signals transmission bandwidth?
We would like to obtain a relationship to the signals time duration

 Step 1: We first consider a time domain relationship by seeking

a constant T such that

Make areas x(0)

Z 1 equal via T
T x.0/ D jx.t /j dt |x(t)|
1 t
-T/2 0 T/2

 Note that
Z 1 Z 1
ˇ
x.t /e j 2f t dt ˇˇ
ˇ
x.t / dt D D X.0/
1 1 f D0

and Z 1 Z 1
jx.t /j dt  x.t / dt
1 1

which implies
T x.0/  X.0/

 Step 2: Find a constant W such that

ECE 5625 Communication Systems I 2-101

CONTENTS

Make areas X(0)

Z 1 equal via W
2W X.0/ D jX.f /j df |X(f)|
1 f
-W 0 W

 Note that
Z 1 Z 1
ˇ
j 2f t
ˇ
X.f / df D X.f /e df ˇˇ D x.0/
1 1 t D0

and Z 1 Z 1
jX.f /j df  X.f / df
1 1
which implies that

2W X.0/  x.0/

 Combining the results of Step 1 and Step 2, we have

1
2W X.0/  x.0/  X.0/
T
or
1 1
2W  or W 
T 2T

Example 2.28: Rectangle Pulse

 Consider the pulse x.t / D ….t =T /

 We know that X.f / D T sinc.f T /

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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

x(t) 1 |X(f)|/T 1

0.8 0.8 Lower

bound for
0.6 0.6
W
0.4 0.4

0.2 0.2

-1 -0.5 0.5 1
t/T -3 -2 -1 1 2 3 fT
f
-1/(2T) 1/(2T)

Pulse width versus Bandwidth, is W  1=.2T ?

 We see that for the case of the sinc. / function the bandwidth,
W , is clearly greater than the simple bound predicts

Risetime
 There is also a relationship between the risetime of a pulse-like
signal and bandwidth
 Definition: The risetime, TR , is the time required for the lead-
ing edge of a pulse to go from 10% to 90% of its final value
 Given the impulse response h.t / for an LTI system, the step
response is just
Z 1
ys .t / D h./u.t / d 
Z t1 Z t
if causal
D h./ d  D h./ d 
1 0

Example 2.29: Risetime of RC Lowpass

ECE 5625 Communication Systems I 2-103

CONTENTS

 The RC lowpass filter has impulse response

1 t=.RC /
h.t / D e u.t /
RC
 The step response is
t=.RC /
 
ys .t / D 1 e u.t /

 The risetime can be obtained by setting ys .t1/ D 0:1 and ys .t2/ D

0:9
t1
0:1 D 1 e t1=.RC / ) ln.0:9/ D
 
RC
t2
0:9 D 1 e t2=.RC / ) ln.0:1/ D
 
RC
 The difference t2 t1 is the risetime
0:35
TR D t 2 t1 D RC ln.0:9=0:1/ ' 2:2RC D
f3
where f3 is the RC lowpass 3dB frequency

Example 2.30: Risetime of Ideal Lowpass

 The risetime of an ideal lowpass filter is of interest since it is

used in modeling and also to see what an ideal filter does to a
step input

 The impulse response is

  
f
h.t / D F 1 … D 2BsincŒ2Bt 
2B
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 2.7. LINEAR TIME INVARIANT (LTI) SYSTEMS

 The step response then is

Z t
ys D 2BsincŒ2B d 
1
1 2Bt sin u
Z
D du
 1 u
1 1
D C SiŒ2Bt 
2 
where Si( ) is a special function known as the sine integral

 We can numerically find the risetime to be

0:44
TR '
B
Step Response of RC Lowpass Step Response of Ideal Lowpass
1
1
0.8
0.8
0.6
0.6
2.2 0.44
0.4 0.4

0.2 0.2

1 2 3 4 5 t RC -2 -1 1 2 3 t/B

RC and ideal lowpass risetime comparison

ECE 5625 Communication Systems I 2-105

CONTENTS

2.8 Sampling Theory

Integrate with Chapter 3 material.

2.9 The Hilbert Transform

Integrate with Chapter 3 material.

2.10 The Discrete Fourier Transform and

FFT
?

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 2.10. THE DISCRETE FOURIER TRANSFORM AND FFT

ECE 5625 Communication Systems I 2-107