Ambo University

Department of Electrical & Computer Engineering

Signals and Systems Analysis (EEEg-3131)

Chapter Three
Frequency Domain Analysis of Continuous-Time
Signals and Systems
 Frequency Domain Analysis of Continuous-Time
Signals and Systems
Outline
 The Continuous-time Fourier series (CTFS)
 Properties of the Exponential CTFS
 The Continuous-time Fourier transform (CTFT)
 Some Common CTFT Pairs
 Properties of the CTFT
 Frequency Response of Continuous-Time LTI Systems
 Frequency Domain Analysis

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 The Fourier Series

I/P Linear Circuit O/P

Sinusoidal Inputs OK

Nonsinusoidal Inputs

Nonsinusoidal Inputs Sinusoidal Inputs

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Fourier Series 3
 The Fourier Series

Joseph Fourier
1768 to 1830

Fourier Studied the mathematical theory of heat

conduction. He established the partial differential
equation governing heat diffusion and solved it by
using infinite series of trigonometric functions.
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 The Fourier Series

A periodic waveform x(t) could be broken down into an

infinite series of simple sinusoids which, when added
together, would construct the exact form of the original
waveform.
T0

Consider the periodic function x(t) as:

x(t )  x(t  nT0 ) ; n  1,  2,  3,...

T0 = Period, the smallest value of T0 that satisfies the above
Equation.
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 The Continuous-time Fourier series

 Continuous-time signals and systems can be analyzed in

frequency domain using:

 The Continuous-time Fourier series (CTFS)

 The Continuous-time Fourier transform (CTFT)

 The Laplace Transform

 The continuous-time Fourier series (CTFS) is used to analyze

periodic continuous-time signals and systems.

 The continuous-time Fourier series (CTFS) has two forms:

Trigonometric CTFS and Exponential CTFS
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The Continuous-time Fourier series Cont’d…..

i. Trigonometric CTFS
 An arbitrary continuous-time periodic signal x(t) with
fundamental period T0 can be expressed as follows:

 
1
x(t )  a0   an cos( n0t )   bn sin( n0t )
2 n 1 n 1

where :
2
0  is the fundamental angular frequency
T0
a0 , an and bn are the trigonometric CTFS coefficients

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The Continuous-time Fourier series Cont’d….

 The trigonometric CTFS coefficients are calculated as follows:

2
a0   x(t )dt
T0 T0

2
an 
T0  x(t ) cos(n t )dt
T0
0

and
2
bn 
T0  x(t ) sin( n t )dt
T0
0

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 The Continuous-time Fourier series Cont’d….

CTFS Coefficients for Symmetrical Signals:

 If the periodic signal x(t) with angular frequency ω0 exhibits

some symmetry, then the computation of the CTFS coefficients is
simplified considerably.

 Some basic properties of the trigonometric coefficients of the

CTFS for symmetrical signals are listed below.

1. If x(t) is zero-mean, then a0 = 0. In such cases, one does not

need to calculate the average coefficient a0.

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 The Continuous-time Fourier series Cont’d….

2. If x(t) is an even function, then bn = 0 for all n. In other words, an

even signal is represented by its dc component and a linear
combination of a cosine function of frequency ω0 and its higher
order harmonics.

3. If x(t) is an odd function, then a0 = an = 0 for all n. In other

words, an odd signal can be represented by a linear combination
of a sine function of frequency ω0 and its higher order harmonics.

4. If x(t) is a real function, then the trigonometric CTFS coefficients

a0, an, and bn are also real-valued for all n.
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 The Continuous-time Fourier series Cont’d….
Exercise:

1. Consider the continuous-time periodic signal x(t) shown in the

figure below.

a. Calculate the trigonometric CTFS coefficients.

b. Determine the trigonometric CTFS representation of x(t).

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The Continuous-time Fourier series Cont’d…..

ii. Exponential CTFS

 An arbitrary continuous-time periodic signal x(t) with
fundamental period T0 can be expressed as follows:

jn0t
x(t )  n
c e
n  

where :

2
0  is the fundamental angular frequency
T0

cn is the exponential CTFS coefficient

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The Continuous-time Fourier series Cont’d….

 The exponential CTFS coefficient cn is calculated as follows:

1  jn 0t
cn   x (t ) e dt
T0 T0

 The basis functions corresponding to the trigonometric and

exponential CTFS are related by Euler’s identity as:

e  jn0t  cos( n 0 t )  j sin( n 0 t )

 The exponential and trigonometric CTFS coefficients are also

related to each other.
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The Continuous-time Fourier series Cont’d….

 The relationship between exponential and trigonometric CTFS

coefficients is derived by expanding the trigonometric CTFS
series as follows:
 
1
x(t )  a0   an cos( n0t )   bn sin( n0t )
2 n 1 n 1
 
1 an jn0t bn jn0t
 a0   e  e  jn 0t
 
e  e  jn0t 
2 n 1 2 n 1 2 j

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The Continuous-time Fourier series Cont’d….

 Combining terms with the same exponential functions, we

obtain:

1 1  1 
 
x (t )  a0   an  jbn e jn 0t
 
  an  jbn e  jn0 t

2 2 n 1 2 n 1

 The second summation can be expressed as follows:

 1

 a n 
n 1
jbn  e  jn0t   a n 
n  
jb n  e jn0t

 This leads to the following expression:

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The Continuous-time Fourier series Cont’d….

 1
1 1 1
x (t ) 
2 0 2
a   
an  jbn e jn  0 t
 
  a n  jb n e jn0 t

n 1 2 n  
 Comparing the above expansion with the definition of
exponential CTFS gives:

1
 2 a0 , n0

1
cn   an  jbn  n0
2
1
 2 a n  jb n  n0

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The Continuous-time Fourier series Cont’d….

 The exponential CTFS provide a more compact representation

compared with the trigonometric CTFS.

 However, the exponential CTFS coefficients are generally

complex-valued.

 For real-valued functions, the coefficients cn and c-n are

complex conjugates of each other.

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The Continuous-time Fourier series Cont’d….

Existence of the CTFS:

 The CTFS representation (trigonometric or exponential) of a
periodic function x(t) exists if all CTFS coefficients are finite
and the series converges for all n.

 In other words, there is no infinite value in the magnitude

spectrum of the CTFS representation.

 For the CTFS representation to exist, the periodic signal x(t)

must satisfy the following three conditions.

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The Continuous-time Fourier series Cont’d….

i. Absolutely integrable

• The area under one period of |x(t)| is finite, i.e.

 x(t ) dt  
T0

ii. Bounded variation

• The periodic signal x(t) has a finite number of maxima or

minima in one period.

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The Continuous-time Fourier series Cont’d….

iii. Finite discontinuities

• The period x(t) has a finite number of discontinuities in one

period. In addition, each of the discontinuity has a finite
value.

 The above conditions are known as the Dirichlet conditions.

 If these conditions are satisfied, it is guaranteed that perfect

reconstruction is obtained from the CTFS coefficients.

 Most practical signals satisfy these three conditions.

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Properties of the Exponential CTFS

 The exponential CTFS has several interesting properties that are

useful in the analysis of continuous-time signals.

1. Symmetry property

 For real-valued periodic signals, the exponential CTFS

coefficients cn and c-n are complex conjugates of each other, i.e.,
1
c n  (a n  jbn ) for n  0 and
2

1
cn  (a n  jbn ) for n  0
2
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Properties of the Exponential CTFS Cont’d……..

2. Linearity

CTFS CTFS
x1 (t )  c n and x 2 (t )  d n

CTFS
 a1 x1 (t )  a 2 x 2 (t )  a1c n  a 2 d n

3. Amplitude scaling

CTFS CTFS
x(t )  c n  ax(t )  ac n

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Properties of the Exponential CTFS Cont’d……..

4. Time shifting

CTFS
x(t )   c n e  jn0t0
CTFS
 c n  x(t  t 0 ) 

5. Time scaling

CTFS  t  CTFS
x(t )  c n  x   c an
a
6. Time reversal
CTFS CTFS
x(t )  c n  x(t )  c  n
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Properties of the Exponential CTFS Cont’d……..

7. Differentiation in the time domain

CTFS dx(t ) CTFS

x(t )  c n   jn 0 c n
dt

8. Integration in the time domain

CTFS CTFS cn
x(t )  c n   x(t )dt 
T0
jn 0

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Properties of the Exponential CTFS Cont’d……..

9. Parseval’s theorem

 The power of a periodic signal x(t) can be calculated from its

exponential CTFS coefficients as follows:


1 2 2
Px 
T0  x(t ) dt   cn
n  
T0

 For real-valued signals, |cn| = |c-n|, which results in the

following simplified formula:
 
2 2 2
Px  c
n  
n  c 0  2 c n
n 1

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Properties of the Exponential CTFS Cont’d……..
Exercise:

1. Consider the continuous-time periodic signal x(t) shown in the

figure below.

a. Calculate the exponential CTFS coefficients.

b. Determine the exponential CTFS representation of x(t).

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Properties of the Exponential CTFS Cont’d……..
2. Consider the following continuous-time periodic signals which
are derived from x(t) given above.

 T
a. x1 (t )  x t   c. x3 (t )  2 x2t 
 4
dx(t )
b. x2 (t )  x t  d . x4 (t ) 
dt

Using properties of exponential CTFS, determine:

a. the exponential CTFS coefficients.

b. the exponential CTFS representation of the signals.

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 Chapter 4
The Continuous-time Fourier Transform
 The continuous-time Fourier transform (CTFT) of a non-
periodic continuous-time signal x(t), denoted by X(ω), is
defined as:


X ( )   x(t )e  jt dt


 The inverse CTFT is given by:

1 
x(t )   X ( )e jt d
2 

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The Continuous-time Fourier Transform Cont’d….

 We say that x(t) and X(ω) are CTFT pairs and denote this
relationship as:

CTFT
x(t )   X ( )

Existence of the CTFT:

 For the CTFT representation to exist, the continuous-time non-

periodic signal x(t) must satisfy the following three Dirichlet
conditions.

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The Continuous-time Fourier Transform Cont’d…...

i. The signal x(t) is absolutely integrable


 x (t ) dt  


ii. The signal x(t) has a finite number of local maxima, minima
and discontinuities in any finite interval.

iii. The signal x(t) has a finite number of discontinuities in any

finite interval. In addition, the size of each discontinuity is
finite.

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The Continuous-time Fourier Transform Cont’d…...

Exercise:

1. Find the CTFT of the following continuous-time signals.

a. x (t )  e  at u (t ) , a0

b. x(t )  e at u (t ) , a0

c. x(t )   (t )

d . x(t )  cos( 0 t )

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The Continuous-time Fourier Transform Cont’d…...

2. Find the inverse CTFT of:

1 ,   c

a. X ( )  
0 , otherwise


b. X ( )   ( )

c. X ( )  2 cos(2 )

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Some Common CTFT Pairs

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Some Common CTFT Pairs Cont’d…....

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Properties of the CTFT

1. Linearity property
CTFT CTFT
x1 (t )   X 1 ( ) and x 2 (t )   X 2 ( )

CTFT
 a1 x1 (t )  a 2 x 2 (t )   a1 X 1 ( )  a 2 X 2 ( )

2. Time scaling property

CTFT 1   CTFT
x(t )  X ( )  x(at )  X  
a a

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Properties of the CTFT Cont’d….

3. Time shifting

CTFT
x(t )   e  j0t X ( )
CTFT
 X ( )  x(t  t 0 ) 

4. Frequency shifting

x(t )   X ( )  e j0t x(t ) 

CTFT CTFT
 X (   0 )

5. Differentiation in the time domain

CTFT dx(t ) CTFT
x(t )  X ( )   jX ( )
dt
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Properties of the CTFT Cont’d….

 By repeatedly applying the time differentiation property, it is

straightforward to verify that:
n
CTFT d x(t ) CTFT n
x(t )  X ( )  n
  ( j  ) X ( )
dt

6. Differentiation in the frequency domain:

CTFT
x(t )   X ( )

dX ( )
CTFT
 ( jt ) x(t ) 
d
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Properties of the CTFT Cont’d….

7. Time reversal

CTFT CTFT
x(t )   X ( )  x(t )   X ( )

8. Time integration
CTFT
x(t )   X ( )

t X ( )
CTFT
  x( )d   X (0) ( )
 j

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Properties of the CTFT Cont’d….

9. Convolution

CTFT CTFT
x1 (t )   X 1 ( ) and x 2 (t )   X 2 ( )

CTFT
 x1 (t ) * x 2 (t )   X 1 ( ) X 2 ( )

10. Multiplication

CTFT CTFT
x1 (t )   X 1 ( ) and x 2 (t )   X 2 ( )

1
CTFT
 x1 (t ) x 2 (t )  X 1 ( ) * X 2 ( )
2
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Frequency Response of Continuous-time LTI Systems

 An important representation for a continuous-time LTI system

is obtained by calculating the CTFT of the impulse response
h(t), i.e.,
CTFT
h(t )   H ( )
 The CTFT H(ω) is referred to as the frequency response of the
continuous-time LTI system.

 In conjunction with the linear convolution property, the

frequency response H(ω) can be used to determine the output
signal y(t) of the system due to the input signal x(t).
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 Frequency Response of Continuous-time LTI Systems……

 We know that the output y(t) of a continuous-time LTI system

equals the convolution of the input x(t) with the impulse
response h(t), i.e.,

y (t )  x(t ) * h(t )
 Calculating the CTFT of both sides of the above equation by
applying the convolution property, we obtain:

Y ( )
Y ( )  X ( ) H ( )  H ( ) 
X ( )

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Frequency Response of Discrete-time LTI Systems…..

 The above equation provides an alternative definition for the

frequency response as the ratio of the CTFT of the output signal
and the CTFT of the input signal.

 The relationship between the input signal x(t) and output signal
y(t) can also be described using a constant-coefficient
differential equation as:

N
d k y (t ) M d k x(t )

k 0
ak
dt k
  bk
k 0 dt k

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Frequency Response of Continuous-time LTI Systems…..

 Taking the CTFT of both sides of the above equation by

applying the linearity and time-differentiation properties, we get:

N M
k k
 k
a
k 0
( j  ) Y ( )   k
b ( j
k 0
 ) X ( )

 Thus, the frequency response can be expressed as:

M
k

Y ( )
 b  j 
k 0
k
H ( )   N
X ( ) k
 a k  j 
k 0

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 Frequency Response of Continuous-Time LTI Systems…..

Exercise:

1. The input to a continuous-time system is given by:

x(t )  e 2t u (t )

The output y(t) of the system to the above input is found to be:

y (t )  te 2t u (t )

Find the frequency response H(ω) and the impulse response

h(t) of the given system.
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 Frequency Response of Continuous-Time LTI Systems…..

2. Consider a continuous-time LTI system whose input–output

relationship is described by the following second-order
differential equation:

d2 d d
2
y (t )  5 y (t )  6 y (t )  2 x(t )  5 x(t )
dt dt dt
Calculate the frequency response H(ω) and the impulse response
h(t) for the continuous-time LTI system.

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Frequency Domain Analysis

 The procedure for evaluating the output y(t) of continuous-time

LTI system in the frequency domain consists of the following
four steps.

1. Calculate the CTFT X(ω) of the input signal x(t).

2. Calculate the CTFT H(ω) of the impulse response h(t) of the

continuous-time LTI system.

The CTFT H(ω) is referred to as the frequency response of the

continuous-time LTI system.

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Frequency Domain Analysis Cont’d………

3. Based on the convolution property, the CTFT Y(ω) of the

output y(t) is given by Y(ω) = X(ω)H(ω).

4. Calculate the output y(t) by taking the inverse CTFT of Y(ω)

obtained in step (3).

 The CTFT-based approach is convenient for many reasons.

 The CTFT-based approach is simpler to use than the time-domain
approach which is based on the convolution integral.

 The CTFT-based approach provides us with a meaningful insight

into the behavior of many systems.

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 Frequency Domain Analysis Cont’d……

Exercise:

Consider a continuous-time LTI system with impulse response

given by:

sin(10 t )
h (t ) 
t
Find the output y(t) of the system if the input is:

a. x(t )  sin(5t ) c. x(t )  sin(8t )  sin(20t )

b. x(t )  sin(15t )
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Exercise

1. Determine the exponential CTFS representation for each of the

following continuous-time periodic signals.

a. x(t )  cos 0 t 

b. x(t )  sin  0 t 

 
c. x(t )  cos 2t  
 4
d . x(t )  cos4t   sin 6t 

e. x(t )  sin 2 t 

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Exercise Cont’d……..
2. Consider the continuous-time periodic signal x(t) shown in the
figure below.

a. Calculate the trigonometric & exponential CTFS coefficients.

b. Determine the trigonometric & exponential CTFS

representation of x(t).
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Exercise Cont’d……..

3. Find the frequency response and impulse response of the

continuous –time system described by the linear constant-
coefficient differential equation:

d2 d d
2
y (t )  3 y (t )  2 y (t )  2 x(t )  x(t )
dt dt dt

4. Determine the frequency response of a continuous-time system

with impulse response:

sin 2 (2t )
h(t ) 
t 2
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Exercise Cont’d……..

5. Consider a continuous-time LTI system with impulse response

given by:

sin( 2t )
h (t )  cos t 
t
Find the output y(t) of the system if the input is:

a. x(t )  sin(4t ) c. x(t )  cos(2t )  sin(t )

b. x(t )  cos(t )  sin(6t )

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