Chapter
Chapter
Knowing is not enough; we must apply. Willing is not enough, we must do.
johann wolfgang von goethe
HISTORICAL PROFILES
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16 Signals and systems
Hertz was born into a prosperous family in Hamburg, Germany. He attended the University of
Berlin, where he received his doctoral degree magna cum laude in 1880 under the prominent
physicist Hermann von Helmholtz. He became a professor of physics at Karlsruhe, where he began
his quest for electromagnetic waves. Their existence had been predicted in 1873 by the
mathematical equations of James Clerk Maxwell, a British scientist. Hertz successfully generated
and detected electromagnetic waves; he was the first to establish the fact that light is a form of
electromagnetic radiation. But Hertz saw no practical use for his discovery. Hertz also simplified
Maxwell’s theory to a mathematical formalism and that led to its widespread acceptance. In
1887, Hertz noted for the first time the photoelectric effect of electrons in a molecular structure.
Although Hertz died of blood poisoning at the age of 37, his discovery of electromagnetic waves
paved the way for the practical use of such waves in wireless telegraph, radio, television, radar,
and other communication systems. The unit of frequency, the hertz, bears his name.
2.1 INTRODUCTION
For our purposes, a signal is a waveform that describes or encodes information. In other words,
a signal is a function that carries information. Examples of signals include sine or cosine
signals, audio or radio signals, video or image signals, speech signals, seismic signals, and radar
signals. For example, the voice of my wife is a signal that makes me react in a certain manner.
A signal may be voltage waveform v(t), current waveform i(t), or any other variable.
Signals may be classified broadly as either deterministic or random. A deterministic (or
nonrandom) signal is one whose value is known precisely at all instants of time. Examples of
such signals include sine waves, square waves, and pulses. A random (or stochastic) signal is
one whose values at any instant of time can only be described statistically using the mean value,
variance, etc. Noise is a good example of a random signal. We will restrict ourselves to
deterministic signals in this chapter; random signals will be treated in Chapter 6.
There are two ways of describing a deterministic signal: time-domain and frequency-
domain techniques. The frequency-domain approach applies line spectral analysis based on
the Fourier series expansion of periodic signals and continuous spectral analysis based on the
Fourier transform of nonperiodic signals. Thus spectral analysis should be regarded as an
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2.2 Classification of signals 17
inestimable mathematical tool for studying communication systems. The spectral analysis can
be done in the laboratory using the spectrum analyzer.
The term system is broad. It is used in politics, education, economics, engineering, etc. For
our purposes, a system is a combination of several components to perform a given task. It may
also be regarded as a device that can manipulate, change, or transmit signals. In fact, any
complete set of mathematical relationships between input and output variables constitutes a
system.
The block diagram of a system is shown in Figure 2.1. Examples include a filter, a camera, an
automobile ignition system, an aircraft control system, an audio compact disk (CD) player,
radar, sonar, a computer (hardware), and a computer program (software).
We begin this chapter by understanding the concepts of signals and systems. Then we review
spectral analysis of the signals using Fourier series and Fourier transform, assuming that the
reader has some familiarity with them. We apply the concepts learned in this chapter to filters,
which are important components of communication systems. We finally use MATLAB to
perform some of the signal analysis covered in this chapter.
As mentioned earlier, the term signal is used for an electric quantity such as a voltage or current
(or even an electromagnetic wave) when it is used for conveying information. Engineers prefer
to call such variables signals rather than mathematical functions of time because of their
importance in communications and other disciplines. Table 2.1 provides a list of common
signals we will encounter.
There are several ways of looking at the same thing. Signals are no exceptions. In addition to
classifying signals as deterministic or random, signals may also be classified as follows:
• Continuous or discrete: if the independent variable t is continuous (defined for every value
of t, i.e. over a continuum of values of t), the corresponding signal x(t) is said to be a
continuous-time signal. If the independent variable assumes only discrete values t = nT,
where T is fixed and n is a set of integers (e.g. n = 0, 1, 2, 3, . . .), the corresponding
signal x(t) is a discrete-time signal. Examples of continuous and discrete signals are shown
in Figure 2.2.
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18 Signals and systems
Signals Description
(a) (b)
x(t)
y(t)
t t
• Analog or digital: while terms continuous and discrete describe the nature of a signal along
the time (horizontal axis), the terms analog and digital describe the signal amplitude (vertical
axis). A digital signal can take a finite number of values, e.g. 0 and 1. An analog signal has an
amplitude that assumes any value.
• Periodic or aperiodic: a signal x(t) is called periodic if for a constant positive T,
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2.2 Classification of signals 19
The small value of T that satisfies Eq. (2.1) is known as the period of x(t). A signal which
cannot satisfy Eq. (2.1) for any T is said to be aperiodic or nonperiodic. Examples of
periodic signals are sinusoidal functions (sine and cosine functions), while examples
of aperiodic functions are exponential and singularity functions (unit step, impulse function,
etc.). Periodic functions are very useful in science and engineering, especially in communi-
cations. The average or mean value Xave of a periodic signal x(t) is given by
ðT
1
X ave ¼ xðt Þdt (2.2)
T
0
• Energy or power: let x(t) represent the voltage signal across a resistance R. The corresponding
current produced is i(t) = x(t)/R so that the instantaneous power dissipated is Ri2(t) = x2(t)/R.
Since we may not know whether x(t) is a voltage or current signal, it is customary to
normalize power calculations by assuming R = 1 ohm. Thus, we may express the instantan-
eous power associated with signal x(t) as x2(t). The total energy of the signal over a time
interval of 2T is
ðT ð∞
lim 2
E¼ jxðt Þj dt ¼ jxðtÞj2 dt (2.3)
T !∞
T ∞
where the magnitude square has been used in case x(t) is a complex-valued signal. Since power
is the time average of the energy, the average power of the signal is
ðT
lim 1
P¼ jxðt Þj2 dt (2.4)
T!∞ 2T
T
A signal is said to be an energy signal when the total energy E of the signal satisfies the
condition
0 <E<∞ (2.5)
Similarly, a signal is called a power signal when its average power satisfies the condition
0 <P<∞ (2.6)
Thus, an energy signal must have finite power, non-zero energy (P = 0, 0 < E < ∞) and a
power signal must have finite, non-zero power (0 < P < ∞, E = 0). Deterministic and aperiodic
signals are energy signals, whereas periodic and random signals are power signals. From Eqs.
(2.3) and (2.4), we note that an energy signal has zero average power, while a power signal has
infinite energy. In other words, a signal with finite energy has zero average power, whereas a
signal with finite power has infinite energy. Thus, energy signals and power signals are
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20 Signals and systems
mutually exclusive. If a signal is a power signal, it cannot be an energy signal and vice versa. Of
course, a signal may be neither an energy nor a power signal. Thus,
EXAMPLE 2.1
Show that the signal
10, t0
xðt Þ ¼
0, t<0
is a power signal.
Solution
From Eq. (2.4),
ðT ðT
lim 1 2 lim 1 lim 1
P¼ x ðt Þdt ¼ 100 dt ¼ ð100T Þ ¼ 50
T!∞ 2T T !∞ 2T T !∞ 2T
T 0
Similarly, from Eq. (2.3), E = ∞. Since P is finite while the energy is infinite, we conclude that
x(t) is a power signal.
PRACTICE PROBLEM 2.1
Show that the signal y(t) = 2 cos(πt) is a power signal.
Answer: Proof.
Having examined different ways a signal can be classified, we will now consider some
important basic operations on signals. The operations include time shifting, time reflecting,
and time scaling.
• Shifting operation: the signal x(t a) denotes a time-shifted version of x(t). If a > 0, the signal
is delayed (or shifted right) by a seconds, as shown in Figure 2.3(a). If a is negative, the
signal is advanced (or shifted left) by a seconds, as illustrated in Figure 2.3(b).
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2.3 Operations on signals 21
(a)
x(t) x(t – 2)
10 10
–1 0 1 t 0 1 2 3 t
(b)
y(t) y(t + 6)
5 5
–8 –6 –4 –2 0 t
–2 0 2 t
Figure 2.3. Time-shifting a signal: (a) x(t) is delayed by 2 s; (b) y(t) is advanced by 6 s.
2 2 2
–1 0 1 t –1/2 0 1/2 t –3 0 3 t
• Scaling operation: the signal x(at) is known as the time-scaled version of x(t). If |a| > 1, the
signal x(at) is compressed because it exists in a smaller time interval than x(t). If |a| < 1,
the signal x(at) is expanded since the signal exists in a larger time interval. For example,
given the signal in Figure 2.4(a), its compressed version x(2t) and its expanded version x(t/3)
are shown in Figure 2.4(b) and 2.4(c) respectively. If we regard x(t) as the signal from a tape
recorder, then x(2t) is the signal obtained when the recorder plays twice as fast, and x(t/3) is
the signal we get when the recorder plays one-third the speed.
• Inverting operation: the signal x( t) is the inverted or reflected version of x(t) about t = 0. In
other words, x( t) is the mirror image of x(t) about the vertical axis. For example, if x(t) is the
signal from a tape recorder when played forward, then x( t) is the signal when the recorder
plays backward. Note that time inversion is a special case of time scale with the scaling factor
a = 1. Thus, to time-invert x(t), we merely replace t with t, as illustrated in Figure 2.5.
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22 Signals and systems
(a) (b)
x(t) x(–t)
4 4
0 1 2 3 t –3 –2 –1 0 t
EXAMPLE 2.2
Given the signal
8
< t, 0 t 1
xðt Þ ¼ 1, 1 t 2
:
t þ 3, 2 t 3
shown in Figure 2.6, obtain and sketch: (a) x( t + 4), (b) x(2t 1).
Solution
Each of the required signals can be obtained from x(t) in two ways.
(a) Method 1: (Graphical approach) x( t + 4) combines both time inverting and time-shifting.
Since x( t + 4) = x( [t 4]), we first time-invert x(t) to get x( t) as shown in Figure 2.7(a)
and then shift x( t) to the right by 4 seconds to get x( t + 4) as shown in Figure 2.7(b).
Method 2: (Analytic approach) To obtain x( t + 4) from the given x(t), replace every t with
t + 4. So we get
8
< t þ 4, 0 t þ 4 1
xð t þ 4Þ ¼ 1, 1 t þ 4 2
:
ð t þ 4Þ þ 3, 2 t þ 4 3
Note that the equality 0 t + 4 ! t 4 and t + 4 1 ! 3 t so that 0 t + 4 1 !
3 t 4. By treating other inequalities the same way, we obtain
8 8
< t þ 4, 3 t 4 < t 1, 1 t 2
xð t þ 4Þ ¼ 1, 2 t 3 ¼ 1, 2 t 3
: :
t 1, 1 t 2 4 t 3t4
which is what we have in Figure 2.7(b).
(b) Method 1: (Graphical approach) x(2t 1) is both time-scaled (compressed) and time-shifted.
Since x(2t 1) = x(2[t 1/2]), we first time-scale x(t) to get x(2t) as shown in Figure 2.8(a)
and then shift x(2t) to the right by 1/2 second to get x(2t 1) as shown in Figure 2.8(b).
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2.3 Operations on signals 23
0 1 2 3 t
–3 –2 –1 0 t
(b)
x(–t + 4)
0 1 2 3 4 t
0 1 2 t
(b)
x(2t – 1)
0 1/2 1 3/2 2 t
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24 Signals and systems
0 1 2 3 t
–1 0 1 2 t
(b)
y(1 + t/3)
–3 0 3 6 t
Method 2: (Analytic approach) Similarly, to obtain x(2t 1) from x(t), replace every t with
2t 1.
8 8
< 2t 1, 0 2t 1 1 < 2t 1, 1=2 t 1
xð2t 1Þ ¼ 1, 1 2t 1 2 ¼ 1, 1 t 3=2
: :
ð2t 1Þ þ 3, 2 2t 1 3 4 2t, 3=2 t 2
which is the same as the sketch in Figure 2.8(b).
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2.4 Classification of systems 25
As said earlier, a system relates an input signal x(t) (known as the excitation) to the output
signal y(t) (known as the response). We may write the input-output relationship as
• Linear or nonlinear: a system is linear when its output is linearly related to its input. It is non-
linear otherwise. A linear system has an advantage in that superposition principle applies.
If y1(t) is the response of x1(t) and y2(t) is the response of x2(t), then a system is linear if it
satisfies the following two conditions:
(1) the response of x1(t) + x2(t) is y1(t) + y2(t);
(2) the response of ax1(t) is ay1(t), where a is a constant.
An electric network consisting of linear elements such as resistors, capacitors, and
inductors is a linear system, where an electronics network consisting of nonlinear elements
such as diodes and transistors is a nonlinear system.
• Continuous or discrete: a system is continuous-time when the input and output signals are
time-continuous. It is a discrete-time system if input and output signals are discrete-time.
• Time-varying or time-invariant: a system is said to be time-invariant or fixed if its input-output
relationship does not vary with time. Otherwise, it is said to be time-varying. In other words, if a
time shift in the input signal produces a corresponding time shift in the output signal so that
yðt τÞ ¼ f ½xðt τÞ (2.8)
the system is time-invariant.
A system is time-varying if it does not satisfy Eq. (2.8). For example, suppose the input-
output relationship of a system is described by
yðtÞ ¼ AxðtÞ þ B (2.9)
The system is time-invariant if A and B are time-independent; it is time-varying if A and B
vary with time.
• Causal or noncausal: a signal is causal if it has zero values when t < 0. A causal system
is one whose output signal (response) does not start before the input signal (excitation) is
applied. Causal systems are also referred to as physically realizable or nonanticipatory
systems. A noncausal system is one in which the response depends on the future values
of the input. Such a system is not physically realizable; it does not exist in real life
but is mathematically modeled using a time delay. For example, a system described by
y(t) = f [x(t 1)] is causal, whereas a system described by y(t) = f [x(t + 1)] is noncausal.
• Analog or digital: the input signal to a system determines whether the system is analog or
digital. An analog system is one whose input signal is analog. Examples of analog systems
include analog switches, analog filters, and analog cellular telephone systems. A digital
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26 Signals and systems
system is one whose input is in the form of a sequence of digits. Typical examples of
digital systems include the digital computer, digital filters, and digital audiotape (DAT)
systems.
The Fourier techniques, named after the French physicist Jean-Baptiste Fourier (1768–1830)
who first investigated them, are important tools for scientists and engineers. Fourier representa-
tion (Fourier series and Fourier transform) of signals plays a major role in the analysis of
communication systems for at least two main reasons. First, they help characterize signals in
terms of frequency-domain parameters such as bandwidth which are of major concern to
communication engineers. Second, they provide direct physical interpretation. We will consider
Fourier series in this section and treat Fourier transform later in this chapter.
Fourier series allow us to represent a periodic function exactly in terms of sinusoids. Any
practical periodic function f(t) with period T can be expressed as an infinite sum of sine or
cosine functions that are integral multiples of ωo. Thus, f(t) can be expressed as
X∞
f ðt Þ ¼ a0 þ ðan cos nω0 þ bn sin nω0 Þ (2.10)
|{z} n¼1
dc |fflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl}
ac
where
2π
ω0 ¼ (2.11)
T
is called the fundamental frequency in radians per second. Equation (2.10) is known as
quadrature Fourier series. The sinusoid sin nω0 t or cos nω0 t is called the nth harmonic of
f(t); it is an odd harmonic if n is odd or an even harmonic if n is even. The constants an and bn
are the Fourier coefficients. The coefficient a0 is the dc component or the average value of f(t).
(Recall that sinusoids have zero average value.) The coefficients an and bn (for n 6¼ 0) are the
amplitudes of the sinusoids in the ac component. Thus,
The Fourier series of a periodic function f(t) is a representation that resolves f(t) into a dc
component and an ac component comprising an infinite series of harmonic sinusoids.
A function that can be represented by a Fourier series as in Eq. (2.10) must meet certain
requirements because the infinite series in Eq. (2.10) may or may not converge. These condi-
tions on f(t) to yield a convergent Fourier series are as follows:
(1) f(t) is single-valued everywhere;
(2) f(t) has a finite number of finite discontinuities in any one period;
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2.5 Trigonometric Fourier series 27
(3) f(t) has a finite number of maxima and minima in any one period;
þT
t oð
ðT
1
a0 ¼ f ðtÞdt (2.12a)
T
0
ðT
2
an ¼ f ðtÞ cos nωo t dt (2.12b)
T
0
ðT
2
bn ¼ f ðt Þ sin nωo t dt (2.12c)
T
0
Note that the dc component in Eq. (2.12a) is the average value of the signal f(t). In Eq. (2.12), the
interval 0 < t < T is chosen for convenience. The integrals would be the same if we chose instead
the interval T/2 < t < T/2 or to T/2 < t < to + T/2, where to is a constant. Some trigonometric
integrals, provided in Appendix A, are very helpful in Fourier analysis. It can be shown that the
Fourier series of an even periodic function consists of the dc term and cosine terms only (bn = 0)
since cosine is an even function. Similarly, the Fourier series expansion of an odd function has only
sine terms (a0 = 0, an = 0). Table 2.2 provides the Fourier series of some common periodic signals.
An alternative form of Eq. (2.10) is the amplitude-phase form
∞
X
f ðt Þ ¼ A0 þ An cos ðnω0 þ φn Þ (2.13)
n¼1
where
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
bn
A0 ¼ ao , An ¼ a2n þ b2n , φn ¼ tan 1
(2.14)
an
The plot of the coefficients An versus nω0 is called the amplitude spectrum of f(t); while the plot
of the phase ϕn versus nω0 is the phase spectrum of f(t). Both the amplitude and phase spectra
form the frequency spectrum or line spectrum of f(t). Equation (2.13) is also known as polar
Fourier series. Thus, there are two forms of trigonometric Fourier series: the quadrature form
and the polar form.
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28 Signals and systems
1. Square wave
∞
4AX 1
f ðtÞ ¼ sin ð2n 1Þωo t
π n¼1 2n 1
3. Sawtooth wave
∞
A AX sin nωo t
f ðtÞ ¼
2 π n¼1 n
4. Triangular wave
∞
A 4AX cos ð2n 1Þωo t
f ðtÞ ¼
2 2
π n¼1 ð2n 1Þ2
ðT
1 2
P¼ f ðtÞdt (2.15)
T
0
If the Fourier series expansion of f(t) in Eq. (2.10) is substituted into Eq. (2.15), we can readily
show that
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2.5 Trigonometric Fourier series 29
∞
1X
P ¼ a20 þ a2n þ b2n (2.16)
2 n¼1
indicating that the average power of a periodic signal is the sum of the squares of its
Fourier coefficients. In other words, the total average power is the sum of the powers
in the dc component and the powers in the harmonic components. This confirms the
fact that a periodic signal is a power signal and that every component of its Fourier
series expansion is also a power signal contributing its individual power to the total
power.
The same conclusion can be reached using the polar Fourier series. By substituting Eq. (2.13)
into Eq. (2.15) or substituting Eq. (2.14) into Eq. (2.16), we obtain
∞
1X
P ¼ A20 þ A2 (2.17)
2 n¼1 n
Thus, the signal power can be found either in the time domain using Eq. (2.15) or in the
frequency domain using Eq. (2.16) or (2.17). This is known as Parseval’s theorem:
ðT ∞ ∞
1 2 1X 1X
P¼ f ðt Þdt ¼ a20 þ a2n þ b2n ¼ A20 þ A2 (2.18)
T 2 n¼1 2 n¼1 n
0
EXAMPLE 2.3
Determine the Fourier series of the periodic impulse train shown in Figure 2.11. Obtain the
amplitude and phase spectra.
Solution
The periodic train can be written as
∞
X
f ðt Þ ¼ 10 δðt nT Þ
n¼ ∞
10
–2T –T 0 T 2T 3T t
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30 Signals and systems
10/T
–2 –1 0 1 2 3 t
–1
ðT
1 10
a0 ¼ 10δðt Þdt ¼
T T
0
ðT
2 20
an ¼ 10δðt Þ cos nω0 dt ¼
T T
0
ðT
2
bn ¼ 10δðt Þ sin nω0 dt ¼ 0
T
0
It is not surprising that bn = 0 since the impulse function is even. From Eq. (2.14),
10 20
A0 ¼ , An ¼ , φn ¼ 0
T T
And Eq. (2.13) becomes
" #
∞
10 X 2π
f ðt Þ ¼ 1þ2 cos nωo t , ωo ¼
T n¼1
T
Since φn is zero, the phase spectrum is zero everywhere. However, the amplitude spectrum is
the plot of An as shown in Figure 2.12.
PRACTICE PROBLEM 2.3
Find the Fourier series expansion of the square wave in Figure 2.13. Plot the amplitude and
phase spectra.
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2.5 Trigonometric Fourier series 31
4/3p
4/5p
0 p 2p 3p 4p 5p w
(b)
fn
0 p 2p 3p 4p 5p w
–90°
∞
X 1
Answer: f ðt Þ ¼ π4 sin 2nπt, n ¼ 2k 1. See Figure 2.14 for the amplitude and phase
k¼1
n
spectra.
EXAMPLE 2.4
Obtain the Fourier series for the sawtooth waveform in Figure 2.15 and plot the amplitude and
phase spectra.
Solution
The function can be written as
2
g ðt Þ ¼ t, π<t<π
π
Since g( t) = g(t), g(t) has odd symmetry so that a0 = an = 0. The period of the function is
T = 2π so that ωo = 2π/T = 1.
Tð=2 ðπ ðπ
2 2 2 4
bn ¼ g ðt Þ sin nωo t dt ¼ t sin nt dt ¼ 2 t sin nt dt (2.4.1)
T 2π ππ π
T =2 0
where we have taken advantage of the symmetry of g(t) by integrating from 0 to π and
multiplying by 2. But from Appendix A,
ð
1 t
t sin at dt ¼ 2 sin at cos at (2.4.2)
a a
Applying this to Eq. (2.4.1), we get
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32 Signals and systems
–2p –p 0 p 2p 3p t
–2
0.637
0.424
0.3183
0 1 2 3 4 w
(b)
fn
90°
0 1 2 3 4 5 w
–90°
ðπ
π
4 4 1 t 4 π 4
bn ¼ 2 t sin nt dt ¼ 2 2 sin nt cos nt ¼ 0 cos πn 0þ0 ¼ cos πn
π π n n 0 π2 n πn
0
∞
4X ð 1Þnþ1
g ðt Þ ¼ sin nt
π n¼1 n
having only sine terms. Since An = bn and φn = 90 + α, where α is due ( 1)n+1. α = 0 when n
is odd and α = 180 when n is even. Hence,
90 , n ¼ odd
φn ¼
90 , n ¼ even
The amplitude and phase spectra are shown in Figure 2.16.
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2.6 Exponential Fourier series 33
–2 –1 0 1 2 3 4 t
0.18
0.06
0 p 2p 3p 4p 5p w
Since we know that a sinusoid of frequency nω0 can be expressed in terms of exponentials ejnω0 t
and e jnω0 t , we should intuitively expect that trigonometric Fourier series in Eqs. (2.10) and
(2.13) can also be expressed in exponential form. Although it is more convenient to deal with
the trigonometric Fourier series since no complex algebra is involved, the exponential form is
useful for two reasons. First, it is more compact and it readily leads to the Fourier transform to
be covered in the next section. Second, the trigonometric Fourier generates a one-sided
spectrum, while the exponential Fourier series produces a two-sided spectrum (as we shall
see), which is more convenient to use and is preferred most of the time.
A periodic signal f(t) of period T and frequency ω ¼ 2π=T may be represented as an
exponential Fourier series as
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34 Signals and systems
∞
X
f ðt Þ ¼ C n e jnω0 t (2.19)
n¼ ∞
ðT
1 jnω0 t
Cn ¼ f ðtÞe dt ¼ jC n j∠ϕn (2.20)
T
0
where |Cn| and ϕn are the magnitude and phase of Cn. The plots of the magnitude and phase of
Cn versus nω0 are called the complex amplitude spectrum and complex phase spectrum or
simply the exponential spectra of f(t). We should note the following:
(1) C0 corresponds to the dc value of f(t) because Eq. (2.20) is identical to Eq. (2.12a) when
n = 0.
(2) The frequencies present are ω0 (known as the fundamental frequency) and all integer
multiples nω0 (known as the harmonics). The presence of the negative frequencies
contradicts our common notion of frequency being the number of repetitions per unit time.
The negative frequencies are due to the existence of the negative exponential term e jnω0 t .
Notice that each exponential term comes in pairs – positive and negative. The positive
portion on its own does not represent a real signal but when its negative complement is
added the two together form a real signal.
(3) The coefficients of the exponential Fourier series are related to those of the trigonometric
Fourier series by
an jbn ¼ An ∠φn ¼ 2C n ¼ 2jC n j∠ϕn (2.21)
Thus, we can obtain the exponential Fourier series from the trigonometric series, and
vice versa.
As we did for trigonometric series, we can obtain the average power P of signal f(t) from the
exponential series expansion. Substituting Eq. (2.19) into Eq. (2.15) gives
ðT ðT "
∞
#
1 2 1 X
jnω0 t
P¼ f ðt Þdt ¼ f ðt Þ Cne dt
T T n¼ ∞
0 0
Interchanging the order of summation and integration yields
2 T 3
∞ ð ∞ ∞
X 1 X X
P¼ Cn 4 f ðt Þejnω0 t dt 5 ¼ C n C n ¼ jC n j2 (2.22)
n¼ ∞
T n¼ ∞ n¼ ∞
0
where C n is the complex conjugate of C n . Thus, we obtain another form of Parseval’s theorem as:
ðT ∞
1 2 X
P¼ f ðtÞdt ¼ jC n j2 (2.23)
T n¼ ∞
0
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2.6 Exponential Fourier series 35
This is an alternative and more compact way of expressing Parseval’s theorem. The power
∞
X
spectrum of signal f(t) is jC n j2 . The power spectrum shows how the total power is
n¼ ∞
distributed among the dc and the harmonic components.
EXAMPLE 2.5
Determine the exponential Fourier series of the periodic impulse train of Example 2.3.
Solution
The periodic train can be written as
∞
X
f ðt Þ ¼ 10 δðt nT Þ
n¼ ∞
Using the sampling property of the impulse function,
ðT
1 jnω0 t 10
Cn ¼ 10δðtÞe dt ¼
T T
0
Hence the Fourier series is
∞
10 X 2π
f ðtÞ ¼ ejnωo t , ωo ¼
T n¼ ∞ T
PRACTICE PROBLEM 2.5
Expand the rectangular pulse train shown in Figure 2.19 in exponential Fourier series.
∞
X sin λ jλt
Answer: f ðt Þ ¼ 2 e , λ ¼ nπ 5
n¼ ∞
λ
EXAMPLE 2.6
Find the exponential Fourier series expansion of the periodic function
–10 –9 –1 0 1 9 11 t
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36 Signals and systems
ðT 2π
ð
2π
1 1 1 1 1 2π
Cn ¼ f ðtÞe jnωo t
dt ¼ et e jnt
dt ¼ eð1 jnÞt
¼ e e j2nπ
1
T 2π 2π 1 jn 0 2π ð1 jnÞ
0 0
60.1
38
26.9
20.6
16.7
–5 –4 –3 –2 –1 0 1 2 3 4 5 nw 0
(b)
fn
90° 78.7°
71.6° 76°
63.4°
45°
–5 –4 –3 –2 –1 0 1 2 3 4 5 nw 0
–90°
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2.6 Exponential Fourier series 37
0.32
0.16
0.11
0.8
–4 –3 –2 –1 0 1 2 3 4 n
(b)
fn
90°
–4 –3 –2 –1 0 1 2 3 4 n
–90°
–5 – 4 –3 –2 –1 0 1 2 3 4 5 t
EXAMPLE 2.7
Determine the power of the periodic signal in Figure 2.22 and show the power spectrum.
Solution
Notice that T = 4 so that ω = 2π/T = π/2. Hence the average power is
T=2
ð ð1
1 2 1 36ð2Þ
P¼ g ðt Þdt ¼ 62 dt ¼ ¼ 18 W
T 4 4
T =2 1
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38 Signals and systems
n 0 1 2 3 4 5
3.65 3.65
0.405 0.405
0.146 0.146
–5 –3 –1 0 1 3 5 n
ðT ð1
1 h i
1 jnωo t 1 jnπt=2 6 2 jπnt=2 6 jnπ=2
Cn ¼ f ðtÞe dt ¼ 6e dt ¼ e ¼ e ejnπ=2
T 4 4 jπn 1 ð 2jπnÞ
0 1
But
ex e x
sin x ¼
2j
6
Cn ¼ sin ðnπ=2Þ ¼ 3 sinc ðnπ=2Þ
nπ
sin x
where the sinc function is defined as sinc ðxÞ ¼ x . Table 2.3 shows some values of Cn for n =
0, 1, 2, 3, 4, 5. Using Parseval’s theorem,
∞
X ∞
X
P¼ jC n j2 ¼ C 20 þ 2 jC n j2 ¼ 32 þ 2 1:912 þ 02 þ ð 0:6366Þ2 þ 02 þ 0:3822 þ
n¼ ∞ n¼1
¼ 17:4 W
which is 3.35% less than the exact value of 18 W. Greater accuracy can be achieved by taking
more terms in the summation. The power spectrum is the plot of jC n j2 versus n, as in
Figure 2.23.
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2.7 Fourier transform 39
–2p –p 0 p 2p 3p t
0.2 0.2
0.022 0.022
0.008 0.008
–5 –3 –1 0 1 3 5 n
Fourier series analysis has limited applications because it is restricted to periodic power signals,
while many signals of practical interest are nonperiodic energy signals.
However, besides their importance in many applications, Fourier series provide a foundation
for Fourier transform. Fourier transform is a generalization of the complex Fourier series in the
limit, as we will soon see. Fourier transform is by far the most commonly used tool in
communications systems and virtually every field of science and engineering. It finds a wide
range of applications in different fields such as signal processing, linear systems, electromag-
netics, image analysis, filtering, spectroscopy, tomography, partial differential equations, quan-
tum mechanics, and optics.
As a transition from Fourier series to Fourier transform, we assume a periodic signal and let
its period approach infinity. Consider the exponential form of Fourier series in Eq. (2.19),
namely
∞
X
f ðt Þ ¼ cn e jnωo t (2.25)
n¼ ∞
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40 Signals and systems
where
T=2
ð
1 jnω0 t
cn ¼ f ðt Þe dt (2.26)
T
T=2
As we let T ! ∞, the lines in the spectrum frequency come closer and closer so that Δω
becomes the differential frequency increment dω, the summation becomes integration, and the
harmonic frequency nω0 takes the values of frequency ω. Thus, Eq. (2.28) becomes
2 3
ð∞ ð∞
1 4 f ðt Þe jωt dt5ejωt dω
f ðtÞ ¼ (2.29)
2π
∞ ¼∞
The inner integral is known as the Fourier transform of x(t) and is represented by F(ω), i.e.
ð∞
jωt
F ðωÞ ¼ F½ f ðt Þ ¼ f ðt Þe dt (2.30)
∞
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2.7 Fourier transform 41
We can write Eq. (2.30) in terms of F(ω) and we obtain the inverse Fourier transform as
ð∞
1 1
f ðtÞ ¼ F ½F ðωÞ ¼ F ðωÞejωt dω (2.31)
2π
∞
We say that the signal f(t) and its transform F(ω) form a Fourier transform pair and denote their
relationship by:
f ðt Þ , F ðωÞ (2.32)
We will denote signals by lowercase letters, and their transforms in uppercase letters.
Since the Fourier transform is developed from the Fourier series, it follows that the conditions
for its existence follow from those of the Fourier series, namely, Dirichlet conditions. Specific-
ally, the Fourier transform F(ω) exists when the Fourier integral in Eq. (2.30) converges (i.e.
exists). The Dirichlet conditions are:
1. f(t) is bounded;
2. f(t) has a finite number of maxima and minima;
3. f(t) has a finite number of discontinuities;
4. f(t) is integrable, i.e.
ð∞
jf ðt Þjdt < ∞ (2.33)
∞
These are the sufficient conditions for f(t) so that its Fourier transform exists. For example,
functions such as tu(t) (ramp function) and f ðt Þ ¼ et , t 0 do not have Fourier transforms
because they do not satisfy the conditions above. However, any signal that is a power or energy
signal has a Fourier transform.
Since F(ω) is a complex-valued function, we avoid the complex algebra involved by
temporarily replacing jω with s and then replacing s with jω at the end.
EXAMPLE 2.8
Find the Fourier transform of the following functions: (a) δðtÞ, (b) ejω0 t , (c) sin ω0 t, (d) e at
uðtÞ.
Solution
(a) For the impulse function,
ð∞
jωt
jωt
F ðωÞ ¼ F½δðtÞ ¼ δðtÞe dt ¼ e
t¼0 ¼ 1 (2.8.1)
∞
where the shifting property of the impulse function has been applied. Thus,
F½δðtÞ ¼ 1 (2.8.2)
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42 Signals and systems
This shows that the magnitude of the spectrum of the impulse function is constant; that is,
all frequencies are equally represented in the impulse function.
(b) From Eq. (2.8.2)
δðtÞ ¼ F 1 ½1
Using the inverse Fourier transform formula in Eq. (2.31),
ð∞
1 1
δðt Þ ¼ F ½1 ¼ 1ejωt dω
2π
∞
or
ð∞
ejωt dω ¼ 2πδðt Þ (2.8.3)
∞
e þ e jω0 t
F½ sin ω0 t ¼ F
2j
1 1 (2.8.8)
¼ F ejω0 t F e jω0 t
2j 2j
¼ jπ ½δðω þ ω0 Þ δðω ω0 Þ
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2.7 Fourier transform 43
at
at e , t>0
(d) Let xðt Þ ¼ e uðtÞ ¼
0, t<0
ð∞ ð∞ ð∞
jωt at jωt ðaþjωÞt
X ðωÞ ¼ xðt Þe dt ¼ e e dt ¼ e dt
∞ 0
0 (2.8.9)
1 ðaþjωÞt
∞ 1
L ½e at uðtÞ ¼ X ðωÞ ¼ e
0 ¼ a þ jω
a þ jω
PRACTICE PROBLEM 2.8
Determine the Fourier transform of the following functions: (a) the rectangular pulse Π ðt=τ Þ,
(b) δ(t + 3), (c) 2cosω0t.
2 ωτ j3ω
Answers: (a) ω sin 2 ¼ τ sin c ωτ
2 , (b) e , (c) 2π ½δðω þ ω0 Þ δðω ω0 Þ
EXAMPLE 2.9
Obtain the Fourier transform of the signal shown in Figure 2.26.
Solution
ð∞ ð0 ð1
jωt jωt jωt
X ðωÞ ¼ xðt Þe dt ¼ ð AÞe dt þ Ae dt
∞
1
0
A
0
jωt
A jωt
1
¼ e
1 e
0
jω jω
jA
¼ 1 ejω e jω þ 1
ω
j2A
¼ ð1 cos ωÞ
ω
–1 0 1 t
–A
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44 Signals and systems
(
jt j
Λðt=τ Þ ¼ 1 , jt j τ
τ
0, jt j > τ
ωτ
Answer: τ sin c2 2
EXAMPLE 2.10
Find the Fourier transform of the two-sided exponential pulse shown in Figure 2.27. Sketch the
transform.
Solution
a jt j eat , t < 0
Let f ðt Þ ¼ e ¼
e at : t > 0
e–a|t|
0 t
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2.7 Fourier transform 45
1/a
–a a w
0 t
–1
0 w
2
Answer: jω . See Figure 2.30.
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46 Signals and systems
In this section, we will develop some of the important properties of the Fourier transform and
show how they are used in finding the transforms of complicated functions from the transforms
of simple functions. For each of the properties, we follow this same pattern: we first state it,
derive it, and then illustrate it with an example.
2.8.1 Linearity
Since integrals are linear operators, the linearity property holds for the Fourier transform just as
it holds for Laplace transform. If F1(ω) and F2(ω) are the Fourier transforms of f1(t) and f2(t)
respectively, then
where a1 and a2 are constants. This property states that the Fourier transform of a linear
combination of functions is the same linear combination of the transform of the individual
functions. By definition,
ð∞
jωt
F½a1 f 1 ðt Þ þ a2 f 2 ðt Þ ¼ ½a1 f 1 ðt Þ þ a2 f 2 ðt Þe dt
∞
ð∞ ð∞ (2.35)
jωt jωt
¼ a1 f 1 ðtÞe dt þ a2 f 2 ðtÞe dt
∞ ∞
¼ a1 F 1 ðωÞ þ a2 F 2 ðωÞ
This can be extended to a linear combination of an arbitrary number of signals.
For example, cos ω0 t ¼ 12 ðejω0 t þ e jω0 t Þ. Using the linearity property,
1 jω0 t
F½ cos ω0 t ¼ F e þ F e jω0 t (2.36)
2
¼ π ½δðω ω0 Þ þ δðω þ ω0 Þ
where we have applied Eqs. (2.8.5) and (2.8.6) in Example 2.8.
1 ω
F½ f ðat Þ ¼ F (2.37)
jaj a
resulting in a new frequency ω/a. Equation (2.37) implies that expansion in one domains leads
to compression in the other domain and vice versa. To establish the time-scaling property, we
note that by definition,
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2.8 Properties of the Fourier transform 47
ð∞
jωt
F½ f ðat Þ ¼ f ðat Þe dt
∞
This implies that a delay or time shift in the time domain implies a phase shift in the frequency
domain. To find the Fourier transform of a shifted signal, we multiply the Fourier transform of
the original signal by e jωto . Only the phase is affected by time shifting; the magnitude does not
change. To derive this property, we note that by definition
ð∞
F½ f ðt t o Þ ¼ f ðt t o Þe jωt dt (2.44)
∞
Let λ = t to, dλ = dt, and t = λ + to, so that
ð∞
jωðλþt o Þ
F½ f ðt to Þ ¼ f ðλÞe dλ
∞
ð∞ (2.45)
jωt o jωλ jωt o
¼e f ðλÞe dλ ¼ e X ðωÞ
∞
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48 Signals and systems
at 1
F½e uðt Þ ¼ (2.46)
a þ jω
aðt 3Þ
We obtain the transform of xðtÞ ¼ e uðt 3Þ as
h
aðt 3Þ
i e j3ω
F e uðt 3Þ ¼ (2.47)
a þ jω
F½ f ðt Þe jω0 t ¼ F ðω ω0 Þ (2.48)
This means that a shifting in the frequency domain is equivalent to a phase shift in the time
domain. By definition,
ð∞
F½ f ðt Þe jω0 t
¼ f ðtÞejω0 t e jωt
dt
∞
ð∞ (2.49)
jðω ω0 Þt
¼ f ðt Þe dt ¼ F ðω ω0 Þ
∞
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2.8 Properties of the Fourier transform 49
(a)
|F [x(t)]|
–B 0 B w
(b)
| F [x(t) cos w0t]|
–w0 – B –w 0 –w0 + B 0 w0 – B w0 w0 + B w
Figure 2.31. Amplitude spectra of: (a) signal f(t); (b) modulated signal x(t) cos ω0t.
This states that the transform of the derivative of f(t) is obtained by multiplying its transform
F(ω) by jω. By definition,
ð∞
1 1
f ðtÞ ¼ F ½F ðωÞ ¼ F ðωÞejωt dω (2.52)
2π
∞
or
f 0 ðt Þ ¼ ae at
uðt Þ þ δðt Þ ¼ af ðt Þ þ δðtÞ (2.55)
where the δ(t) accounts for the discontinuity at t = 0. Taking the Fourier transform of the first
and the last terms, we obtain
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50 Signals and systems
1
jωF ðωÞ ¼ aF ðωÞ þ 1 ) F ðωÞ ¼ (2.56)
a þ jω
which agrees with what we got in Example 2.8(d).
dn
F½ð jtÞn f ðt Þ ¼ F ðωÞ (2.57)
dωn
This property is also called multiplication by a power of t. We establish this by using the basic
definition of the Fourier transform.
0∞ 1
ð ð∞
dn dn @ jωt A dn
X ðω Þ ¼ f ðt Þe dt ¼ f ðt Þ e jωt dt
dωn dωn dωn
∞ ∞
ð∞ ð∞ (2.58)
n jωt n jωt
¼ f ðt Þð jt Þ e dt ¼ ð jt Þ f ðt Þe dt
∞ ∞
¼ Fðð jtÞn f ðt ÞÞ
For example, from Practice problem 2.8,
ωτ
L ½Π ðt=τ Þ ¼ τ sin c (2.59)
2
Letting n = 1
d ωτ d sin ωτ=2
L ½ jtΠ ðt=τ Þ ¼ τ sin c ¼τ
dω 2 dω ωτ=2
ωτ=2½τ=2 cos ðωτ=2Þ τ=2 sin ðωτ=2Þ
¼τ (2.60)
ðωτ=2Þ2
ωτ=2 cos ðωτ=2Þ sin ðωτ=2Þ
¼
ω2 =2
This states that the transform of the integral of x(t) is obtained by dividing the transform of x(t) by
jω plus the impulse term that reflects the dc component X(0). If we replace ω by 0 in Eq. (2.30),
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2.8 Properties of the Fourier transform 51
ð∞
F ð0Þ ¼ f ðt Þdt (2.62)
∞
indicating that the dc component is zero when the integral of x(t) over all time vanishes. The
time integration property in Eq. (2.61) will be proved later when we consider the convolution
property.
For example, we know from Example 2.8(a) that F ½δðtÞ ¼ 1 and that integrating the impulse
function gives the unit step function u(t). By applying Eq. (2.61),
2 3
ðt
1
F½uðtÞ ¼ F4 δðtÞdt5 ¼ þ πδðωÞ (2.63)
jω
∞
2.8.8 Duality
The duality property states that if F(ω) is the Fourier transform of f(t), then the Fourier
transform of f(t) is 2πf( ω); i.e.
F½f ðtÞ ¼ F ðωÞ ) F½F ðt Þ ¼ 2πf ð ωÞ (2.64)
This expresses the fact that the Fourier transform pairs are symmetric. To derive the property,
we recall from Eq. (2.31) that
ð∞
1 1
f ðtÞ ¼ F ½F ðωÞ ¼ F ðωÞejωt dω (2.65)
2π
∞
or
ð∞
2πf ðt Þ ¼ F ðωÞejωt dω (2.66)
∞
as expected.
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52 Signals and systems
0 t 0 w
(b)
X(t) F [X(t)]
1 2px(w)
0 t 0 w
|t|
For example, if f(t) = e , then
2
F ðωÞ ¼ (2.69)
ω2 þ1
2
By the duality property, the Fourier transform of F ðt Þ ¼ t2 þ1 is
jωj
2πf ð ωÞ ¼ 2πf ðωÞ ¼ 2πe (2.70)
Figure 2.32 illustrates another example of the duality property. If f(t) = δ(t) so that F(ω) =1, as
in Figure 2.32(a), then the Fourier transform of f(t) = 1 is 2πf(ω) as in Figure 2.32(b).
2.8.9 Convolution
If x(t) and h(t) are two signals, their convolution y(t) is given by the convolution integral
ð∞
yðt Þ ¼ hðt Þ xðt Þ ¼ hðτ Þxðt τ Þdτ (2.71)
∞
If X(ω), H(ω), and Y(ω) are the Fourier transforms of x(t), h(t), and y(t) respectively, then
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2.8 Properties of the Fourier transform 53
jωa
Time shift f(t a)u(t a) e F ðωÞ
dn f ðjωÞn F ðωÞ
dtn
n
Frequency differentiation tn f ðtÞ ðjÞn dω
d
n F ðωÞ
If we change the order of integration and factor out h(τ) since it does not depend on t, we get
2∞ 3
ð∞ ð
Y ðωÞ ¼ hðτ Þ4 xðt τ Þe jωt dt5dτ
∞ ∞
as expected.
These properties of the Fourier transform are listed in Table 2.4. The transform pairs of some
common functions are presented in Table 2.5.
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54 Signals and systems
δ(t) 1 Power
1 2πδðωÞ Power
u(t) 1 Power
πδðωÞ þ jω
|t| 2 Neither
ω2
sgn(t) 2 Power
jω
at 1
e uðtÞ aþjω
Energy
eat uð t Þ 1
a jω
Energy
tn e at
uðtÞ n! Neither
ðaþjωÞnþ1
ajtj 2a Energy
e a2 þω2
at aþjω
e cos ωo tu(t) Energy
ðaþjωÞ2 þω2o
ωτ
t 1, jtj < τ=2 τ sinc Energy
Π ¼ 2
τ 0, jtj > τ=2
ωτ
1 jt j=τ, jtj < τ τ sinc2 Energy
Δ τt ¼ 2
0, jtj > τ
a2 t 2 ω2 =4α2 Energy
e e
∞
X ∞
X Power
f ðt nT Þ ωo F ðnωo Þðω nωo Þ, ωo ¼ 2π
T
n¼ ∞ n¼ ∞
∞
X ∞
X Power
δðt nT Þ ωo δðω nωo Þ, ωo ¼ 2π
T
n¼ ∞ n¼ ∞
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2.8 Properties of the Fourier transform 55
EXAMPLE 2.11
A signal f(t) has a Fourier transform given by
5ð1 þ jωÞ
F ðωÞ ¼
8 ω2 þ 6jω
Without finding f(t), find the Fourier transform of the following.
(a) f(t 3)
(b) f(4t)
(c) e j2t f ðt Þ
(d) f( 2t)
Solution
We apply the appropriate property for each case.
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56 Signals and systems
–3 –2 –1 0 1 2 3 t
–4
–3 –2 –1 0 1 2 3 t
–2
(b)
6d(t – 2)
x²(t)
4d(t + 3)
–3 –2 –1 0 1 2 3 t
–4d(t – 3)
–6d(t + 2)
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2.8 Properties of the Fourier transform 57
–2 –1 0 1 2 t
–4
EXAMPLE 2.13
Find the inverse Fourier transform of:
10jω
(a) GðωÞ ¼
ð jω þ 2Þðjω þ 3Þ
δðωÞ
(b) Y ðωÞ ¼
ðjω þ 1Þðjω þ 2Þ
Solution
(a) To avoid complex algebra, let s = jω. Using partial fractions,
10s 10s A B
GðsÞ ¼ ¼ ¼ þ , s ¼ jω
ð2 sÞð3 þ sÞ ðs 2Þðs þ 3Þ s 2 s þ 3
10ð2Þ
A ¼ ðs 2ÞGðsÞ
¼ ¼ 4
s¼2 2þ3
10ð 3Þ
B ¼ ðs þ 3ÞGðsÞ
¼ ¼ 6
s¼ 3 3 2
4 6
GðωÞ ¼
jω 2 jω þ 3
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58 Signals and systems
A filter is a circuit or system that passes certain frequencies of the input signal but rejects or
attenuates other frequencies.
Filters have been used in practical applications for more than eight decades. Filter technology
feeds related areas such as equalizers, impedance matching networks, transformers, shaping
networks, power dividers, attenuators, and directional couplers, and continually provides
practicing engineers with opportunities to innovate and experiment.
As a linear system, a filter has an input x(t), an output y(t), and an input response h(t). The
three are related by the convolution integral, namely,
ð∞
yðt Þ ¼ hðt Þ xðt Þ ¼ xðλÞhðt λÞdλ (2.75)
0
Y ðωÞ
H ðωÞ ¼ ¼ jH ðωÞj∠θ (2.77)
X ðωÞ
where |H(ω)| is the magnitude of H (also known as the amplitude response) and θ is the phase of
H since H is generally complex.
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2.9 Applications – filters 59
As a filtering device, a filter is characterized by its stopband and passband. The passband of a
filter is the frequency range that the filter passes with little or no attenuation, while the stopband
is the range of frequencies that the filter does not pass (attenuates or eliminates).
As shown in Figure 2.36, there are four types of filter:
1. A low-pass filter passes low frequencies and stops high frequencies, as shown ideally in
Figure 2.36(a), i.e
1, BωB
jH ðωÞj ¼ (2.78)
0, otherwise
2. A high-pass filter passes high frequencies and rejects low frequencies, as shown ideally in
Figure 2.36(b).
0, BωB
jH ðωÞj ¼ (2.79)
1, otherwise
3. A bandpass filter passes frequencies within a frequency band and blocks or attenuates
frequencies outside the band, as shown ideally in Figure 2.36(c)
1, B1 jωj B2
jH ðωÞj ¼ (2.80)
0, otherwise
4. A band-stop filter passes frequencies outside a frequency band and blocks or attenuates
frequencies within the band, as shown ideally in Figure 2.36(d).
0 B 1 jω j B 2
jH ðωÞj ¼ (2.81)
1, otherwise
A filter is said to be ideal if it has a perfectly flat response within the desired frequency range
and zero response outside that range. As is evident from Eqs. (2.78) to (2.81) as well as
Figure 2.38, the magnitude of the transfer function of ideal filters |H(ω)| = 1 in the passband and
|H(ω)| = 0 in the stopband. Unfortunately, ideal filters cannot be built with practical components
such as resistors, inductors, and capacitors. This can be proved by taking the inverse Fourier
transform of the ideal filters; we obtain impulse responses h(t) which are noncausal and
therefore not physically realizable. For this reason, the ideal filters are known as unrealizable
filters. Physically realizable filters have an amplitude response |H(ω)| that varies gradually
without abrupt transitions between passband and stopbands as in Figure 2.38. However,
realizable filters whose characteristics approach those of ideal filters do exist.
Although to cover all types of practically realizable filters would require a whole book, we
will attempt to discuss a standard filter type to gain some insight into how we can make
realizable filters approach the behavior of ideal filters. Standard classes of filters include
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60 Signals and systems
(a)
|H(w)|
–B 0 B w
(b)
|H(w)|
–B 0 B w
(c)
|H(w)|
–B2 –B1 0 B1 B2 w
(d)
|H(w)|
–B2 –B1 0 B1 B2 w
Figure 2.36. Frequency response of four types of ideal filter: (a) low-pass filter; (b) high-pass filter; (c)
bandpass filter; (d) band-stop filter.
Butterworth, Chebyshev, elliptic, and Bessel filters. We consider only Butterworth low-pass
filters, which belong to the simplest class of filters. We consider only low-pass filters because
we can construct high-pass, bandpass, and band-stop filters from any low-pass filters by
frequency transformation.
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2.9 Applications – filters 61
|H(w)|
0.707
n=1
n=2
n=¥ n=8
0 1 2 w/wc
(a) (b)
1Ω 0.707 H
+
+ + +
x(t) 2F y(t) x(t) 1.414 F y(t)
– – – –
(c)
1Ω 2H
+ +
x(t) 1F 1F y(t)
– –
Figure 2.38. Typical RLC circuit realizations of Butterworth filters with ωc = 1: (a) first-order;
(b) second-order; (c) third-order.
Butterworth filters are commonly used to meet specific design specifications and their
characteristics are readily available and extensively tabulated. They are characterized by the
fact that the square of the magnitude of the frequency response H(ω) is of the form
1
jH ðωÞj2 ¼ 2n (2.82)
ω
1þ ωc
where n is the order of the filter or the order of the differential equation that will describe the
transfer function in Eq. (2.69); n also corresponds to the number of storage elements (inductors
and capacitors) required to implement the filter. The parameter ωc =2πfc is the cutoff frequency,
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62 Signals and systems
n a0 a1 a2 a3 a4 a5 a6
1 1
2 1 1.414 1
3 1 2 2 1
which is the frequency at which the magnitude of the frequency response is 1/√2 times its value
at dc, i.e. |H(ωc)| = |H(0)|/√2. In other words, ωc is the frequency |H(ω)| in dB which is down by
3 dB on the Bode plot. Figure 2.37 illustrates a plot of |H(ω)| for various values of n. It is
evident from the plots that the Butterworth characteristic approaches that of the ideal filter when
n ! ∞. Butterworth filters are known as having a maximally flat frequency response (the
flattest possible curve) because the first 2n 1 derivatives of |H(ω)| are zero at the origin (dc
or ω = 0) for any given n.
Although Eq. (2.69) specifies the response magnitude of Butterworth filters, it does not
provide how to construct or realize the filters. To do this requires a transfer function of the form
K
H ðsÞ ¼ (2.83)
ðs p0 Þðs p1 Þðs p2 Þ . . . ðs pn Þ
where s = jω and p0 to pn are the poles of the filter and K is a constant. Rather than having the
denominator of the Butterworth transfer function in factored form as in Eq. (2.70), we can
multiply the factors and obtain
K
H ðsÞ ¼ (2.84)
a0 sn þ a1 ωc sn 1 þ a2 ω2c sn 2 þ þ an 1 ωcn 1 s þ an ωnc
The coefficients a0 to an (known as the coefficients of Butterworth polynomials or the denomin-
ator of H(s)) are listed in Table 2.6 for n = 1 to n = 6. The constant K can be determined by
realizing that H(s = 0) = 1, i.e. the dc gain is unity.
Figure 2.38 shows typical realizations of the first-, second-, and third-order Butterworth
filters. Notice that the first-order Butterworth filter is identical to an RC low-pass filter and
would not achieve a “good enough” approximation to the ideal filter. The approximation
improves and frequency response becomes “flat enough” in the passband as the order n
increases by adding more storage elements.
To determine the order of a Butterworth filter, it is usually specified that the stopband begins
at ω ¼ ωs with a minimum attenuation of δ. From Eq. (2.82), we need at least
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2.9 Applications – filters 63
2n
2 1 ωs 1
δ ¼ 2n ! 1
1þ ωs ωc δ2
ωc
EXAMPLE 2.14
A Butterworth filter is designed to have a gain of 40 dB at ω ¼ 3ωc . What must the order of
the filter be? Obtain its transfer function.
Solution
40=20
40 dB ¼ 20 log10 jHj ! jHj ¼ 10 ¼ 0:01:
From Eq. (2.82),
1 2
jH ðωÞj2 ¼ 2n ¼ ð0:01Þ ! 1 þ 32n ¼ 1000
ω
1þ ωc
or 32n ¼ 999
Taking the logarithm of both sides gives
ω4c
H ðsÞ ¼
s4 þ 2:613ωc s3 þ 3:414ω2c s2 þ 2:613ω3c s þ ω4c
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64 Signals and systems
EXAMPLE 2.15
The circuit in Figure 2.39 is to be designed as a second-order Butterworth filter with a cutoff
frequency of 10 rad/s. Assuming R = 1 Ω, find L and C.
Solution
The given circuit in Figure 2.39 is second-order because two storage elements are involved.
Using current division,
1=sC I
Io ¼ I¼
1=sC þ R þ sL 1 þ sC ðR þ sLÞ
RI
V ¼ I oR ¼
1 þ sRC þ s2 LC
Hence the transfer function of the circuit is
V ðsÞ R R=LC
H ðsÞ ¼ ¼ 2
¼ 2 (2.15.1)
I ðsÞ 1 þ sRC þ s LC s þ sR=L þ 1=LC
From Eq. (2.83) and Table 2.6, the transfer function for the second-order Butterworth filter is
K
H ðsÞ ¼ (2.15.2)
s2 þ 1:414ωc s þ ω2c
Comparing Eqs. (2.15.1) and (2.15.2), we notice that
I C R V
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2.10 Computation using MATLAB 65
MATLAB is a software package that is used throughout this book. It is particularly useful for
signal analysis. A review of MATLAB is provided in Appendix B for a beginner. This section
shows how to use the software to numerically perform most of the operations we had in this
chapter. Those operations include plotting, Fourier analysis, and filtering. MATLAB has the fft
command for the discrete fast Fourier transform (FFT).
where an increment or step size 0.001 is selected. In MATLAB, t and x are taken as vectors and
must be of the same size in order to plot them. MATLAB has no command for finding the
Fourier transform F(ω), but you can use the command plot to plot F(ω) once you get it.
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66 Signals and systems
–2 –1 0 1 2 3 t
number of harmonics or check whether the partial sums of the Fourier series approach the exact
signal. To illustrate this, consider the rectangular pulse train in Figure 2.41. Comparing that
signal with the signal in the first entry of Table 2.2 shows the signal in Figure 2.41 is only a
raised version of the signal in the table. It is raised by A, where A = 1 and T = 2 or
ω ¼ 2π=T ¼ π. Thus, the Fourier series expansion has a dc value of A and is
∞
4X 1
f ðt Þ ¼ 1 þ sin kπt, k ¼ 2n 1 (2.86)
π n¼1 k
Keep in mind that the Fourier series must be truncated for computational reasons and only a
partial sum is possible even with computers. Let the harmonics be summed from n = 1 to n = N,
where N = 5, and suppose we want to plot f(t) for 2 < t < 2, the MATLAB commands for
generating the partial sum (or truncated series)
N
4X 1
f N ðt Þ ¼ 1 þ sin kπt, k ¼ 2n 1 (2.87)
π n¼1 k
The plot is shown in Figure 2.42 for N = 5. If we increase the value of N to N = 20, the plot
becomes that shown in Figure 2.43. Notice the partial sum oscillates above and below the actual
value of f(t). At the neighborhood of the points of discontinuity (t = 0, 1, 2, . . .), there is
overshoot and damped oscillation. In fact, an overshoot of about 9 percent of the peak value is
always present, regardless of the number of terms used to approximate f(t). This is known as the
Gibbs phenomenon.
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2.10 Computation using MATLAB 67
2.5
1.5
0.5
–0.5
–2 –1.5 –1 –0.5 0 0.5 1 1.5 2
2.5
1.5
0.5
–0.5
–2 –1.5 –1 –0.5 0 0.5 1 1.5 2
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68 Signals and systems
We can perform the computation of the partial sum for exponential Fourier series. If we consider
the same rectangular pulse train in Figure 2.41, it can readily be shown that the truncated series is
N
X j
f N ðt Þ ¼ 1 þ C n e jnωo t , ωo ¼ π, Cn ¼ e jnπ
1 (2.88)
n¼ N
nπ
n6¼0
where C n is the complex conjugate of Cn. The commands for computing the partial sum in Eq.
(2.89) are given below. By making N = 5 and 20, we obtain similar results to those shown in
Figures 2.42 and 2.43.
N=20;
t=-2:0.001:2;
f0=1.0; % dc component
fN=f0*ones(size(t));
for n=1:N
mag1= j*(exp(-j*n*pi) -1)/(pi*n);
mag2= conj(mag1);
arg=n*pi*t;
fN = fN + mag1*exp(j*arg) + mag2*exp(-j*arg);
end
plot(t,fN)
2.10.3 Filtering
In section 2.9, we noticed that it is sometimes necessary to be able to find the poles of the
transfer function H(s) of a filter. MATLAB can be used to find the roots of a polynomial by
using the command roots. For example, if the transfer function of a system is
sþ4
H ðsÞ ¼ (2.90)
s3 þ 6s2 þ 11s þ 6
We can find the poles of H(s) or roots of s3 þ 6s2 þ 11s þ 6 = 0 by entering
» roots( [1 6 11 6 ])
or
» den = [1 6 11 6 ]; % denominator of H(s)
» roots(den)
Either way, the roots are provided as 1, 2, and 3. In factored form, H(s) becomes
sþ4
H ðsÞ ¼
ðs þ 1Þðs þ 2Þðs þ 3Þ
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2.10 Computation using MATLAB 69
0.9
0.8
0.7
0.6
Magnitude
0.5
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5 6 7 8 9 10
Omega
Figure 2.44. Magnitude Bode plot of the frequency response of the third-order Butterworth filter.
The command buttap can be used to find the zeros and poles of the nth-order Butterworth filter. For
example, the following sequence of MATLAB statements produces the magnitude frequency
response of the fourth-order Butterworth filter. The plot of the response is provided in Figure 2.44.
» [z,p,k ]=buttap(4); % returns the zeros, poles, and constant k of the 4th-order
Butterworth filter
» num=k*poly(z); % forms the numerator
» den=poly(p); % forms the denominator
» [mag,phase,w ]=bode(num,den); % returns magnitude, phase (in degrees), and fre-
quency vector w (automatically)
» plot(w,mag) % plots the magnitude verse w
» title('Magnitude of the frequency response')
» xlabel('Omega')
» ylabel('Magnitude')
Rather than using linear scale for the magnitude, we could use log scale (in dB) by replacing the
plot(w,mag) statement with
» semilogx(w,20*log10(abs(mag)))
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70 Signals and systems
Summary
1. A signal is a time-varying function representing messages or information. Signals may be
classified as continuous or discrete, analog or digital, periodic or aperiodic, energy
or power.
2. A system is a functional relationship between the input x(t) and output y(t). Systems may
be classified as linear or nonlinear, continuous or discrete, time-varying or time-invariant,
causal or noncausal, analog or digital.
3. Spectral analysis is an inestimable mathematical tool for studying communi-
cation systems. It deals with the description of signals in the frequency domain
using Fourier series for periodic signals and Fourier transform for nonperiodic
signals.
4. The Fourier series of a periodic function is a summation of harmonics of a fundamental
frequency. Any periodic function satisfying Dirichlet conditions can be expressed in terms
of Fourier series in any of these three forms:
X ∞
f ðt Þ ¼ a0 þ ðan cos nω0 þ bn sin nω0 Þ ðquadrature formÞ
|{z} n¼1
dc |fflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl}
ac
ðT ðT
1 1
a0 ¼ f ðt Þdt, an ¼ f ðtÞ cos nωo t dt
T T
0 0
ðT
1
bn ¼ f ðtÞ sin nωo t dt
T
0
∞
X
f ðt Þ ¼ A0 þ An cos ðnω0 þ φn Þ ðamplitude phase formÞ
n¼1
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
bn
A0 ¼ ao , An ¼ a2n þ b2n , φn ¼ tan 1
an
∞
X
f ðtÞ ¼ C n ejnω0 t ðexponential formÞ
n¼ ∞
ðT
1 jnω0 t
Cn ¼ f ðtÞe dt ¼ jC n j∠ϕn
T
0
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Review questions 71
5. One form of Parseval’s theorem (for periodic signals) states that the total average power of
a signal is the sum of the average powers of its harmonic components, i.e.
ðT ∞
1 2 X
P¼ f ðt Þdt ¼ jcn j2
T n¼ ∞
0
8. Important Fourier transform properties and pairs are summarized in Tables 2.4 and 2.5.
9. Another form of Parseval’s theorem (for energy signals) states that
ð∞ ð∞
2 1
E¼ f ðt Þdt ¼ jF ðωÞj2 dω
2π
∞ ∞
10. Filters are devices used for removing unwanted frequency components from a signal.
They are classified according to their suppressed frequency bands as low-pass, high-pass,
bandpass, and band-stop.
11. Ideal filters pass all frequency components of the input within their passband and reject
completely all frequency components outside the passband.
12. Butterworth filters are standard or prototype filters that approximate some aspects of ideal
filters by compromising the others.
13. MATLAB is a powerful tool for signal analysis. It is used in this chapter to plot, find
partial sum of a Fourier series, and design filters.
Review questions
2.1 A signal can be both a power signal and an energy signal.
(a) True. (b) False.
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72 Signals and systems
1.848 F 0.7654 F 1W
2.2 If the input x(t) and output y(t) of a system are related as y(t) = 10x(t 2), then the
system is:
(a) Time-varying. (b) Time-invariant. (c) Causal. (d) Noncausal.
2.3 Parseval’s theorem implies superposition of average power.
(a) True. (b) False.
2.4 Which of the following signals is NOT a power signal?
(a) 3. (b) u(t). (c) cos 5t. (d) e 2|t|.
2.5 Which of the following signals are energy signals?
(a) 10. (b) sin 4tu(t). (c) δ(t). (d) e 2tu(t).
2.6 If x(t) = 10 + 8 cos t + 4 cos 3t + 2 cos 5t + . . ., the frequency of the sixth harmonic is:
(a) 12. (b) 11. (c) 9. (d) 6.
2.7 Which of these functions does not have a Fourier transform?
(a) etu( t). (b) tetu(t). (c) 1/t. (d) |t|u(t).
2.8 The inverse Fourier transform of δ(ω) is
(a) δ(t). (b) u(t). (c) 1. (d) 1/2π.
2.9 What kind of Butterworth filters are discussed in this chapter?
(a) Low-pass. (b) High-pass. (c) Bandpass. (d) Band-stop.
2.10 What is the order of the Butterworth filter shown in Figure 2.45?
(a) 3. (b) 4. (c) 5. (d) 6.
Answers: 2.1 b, 2.2 b,c, 2.3 a, 2.4 d, 2.5 b,d, 2.6 d, 2.7 c, 2.8 d, 2.9 a, 2.10 b
Problems
Sections 2.2 and 2.3 Classifications and operations on signals
2.1 Define each of the following terms:
(a) an analog signal
(b) a digital signal
(c) a continuous-time signal
(d) a discrete-time signal
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Problems 73
0 1 2 t
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74 Signals and systems
10
5
–4 –3 –2 –1 0 1 2 3 4 5 6 t
–5 –4 –3 –2 –1 0 1 2 3 4 5 t
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Problems 75
–4 –3 –2 –1 0 1 2 3 4 5 6 t
–5 –4 –3 –2 –1 0 1 2 3 4 5 t
f ðt Þ ¼ 4 þ 2 cos ðt þ 15 Þ 0:5 cos ð3t þ 20 Þ þ 0:25 sin ð5t þ 25 Þ
Sketch the magnitude and phase spectra.
2.18 Given that
∞
X 20 3
f ðt Þ ¼ 2π2
cos 2nt sin 2nt
n¼1
n nπ
n¼odd
plot the first five terms of the amplitude and phase spectra for the signal.
2.19 An amplitude modulated (AM) waveform is given by
f ðt Þ ¼ ½40 20 sin ð2πt þ π=6Þ cos 5πt
Show that f(t) can be represented as
f ðt Þ ¼ a1 cos ðω1 t þ θ1 Þ þ a1 cos ðω2 t þ θ2 Þ þ a3 cos ðω3 t þ θ3 Þ
and determine a1 , a2 , a3 , ω1 , ω2 , ω2 , θ1 , θ2 , and θ3 .
2.20 Determine the Fourier series expansion of the signal defined over its period as:
8
< 4t, 0 < t < 1
f ðtÞ ¼ 4, 1 < t < 3
:
8 4t, 3 < t < 4
2.21 A periodic signal f ðtÞ ¼ 2t=π, π=2 < t < π=2 with f(t π) = f(t).
(a) Find its Fourier series expansion.
(b) Calculate the fraction of its power which is contained in the first four harmonics.
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76 Signals and systems
–T –t T t T t
–4 –3 –2 –1 0 1 2 3 t
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Problems 77
4
2 2
–1 0 1 t 0 1 2 t –1 0 1 t
3 2
–2 –1 0 1 2 t 0 1 2 3 4 t
–2
0 t t
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78 Signals and systems
2.34 Determine the inverse Fourier transform of the spectrum in Figure 2.56.
2.35 Obtain f(t) corresponding to the F(ω) shown in Figure 2.57.
2.36 Determine the inverse Fourier transform of the signal whose spectrum is shown in
Figure 2.58.
F(w) Figure 2.56. For Problem 2.34.
2 sin pw
–1 0 1 w
–2
A/2
–1 0 1 w
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Problems 79
+ +
vi(t) R vo(t)
– –
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80 Signals and systems
If the signal xðtÞ ¼ 10e 100πt uðtÞ is applied to the filter, determine the value of B in rad/s
that causes only one-third of the energy of x(t) to be passed.
2.44 Find the impulse response h(t) of a third-order Butterworth filter with ωc = 1 rad/s.
2.45 Determine H(s) such that
1
jH ðωÞj2 ¼
1 þ ω6
2.46 Given the RLC circuit in Figure 2.60 in which R = 1 Ω and ωc ¼ 10 rad/s, find L and C
such that H = Vo/Vs produces a Butterworth frequency response.
jπω sin πω
F ðωÞ ¼ 10je
1 ω2
for 5 < ω < 5.
2.50 Write a MATLAB script to plot the partial sum of the trigonometric Fourier series of the
signal in Problem 2.13. Take N = 15.
2.51 Develop a MATLAB program to plot the partial sum of the trigonometric Fourier series
in Problem 2.14. Take N = 25.
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Problems 81
2.52 Plot a 31-term partial sum of f(t) given in Problem 2.20 using MATLAB.
2.53 The response of the fifth-order Butterworth filter is
1
H ðsÞ ¼
s5 þ 3:236s4 þ 5:236s3 þ 5:236s2 þ 3:236s þ 1
Use MATLAB to find the poles of H(s).
2.54 Use MATLAB to plot the magnitude frequency response of the sixth-order Butterworth
filter. Use a semilog scale.
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