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Lecture4-SignalsandSystems3 (3) 2

The document discusses Fourier series and Fourier transforms, detailing the expansion of periodic signals into complex exponential signals and the conditions for their existence. It covers Parseval's relation, the representation of real signals, and the properties of Fourier transforms, including their application to periodic signals. Additionally, it highlights the relationship between the Fourier series coefficients and the spectrum of a signal, emphasizing the importance of these concepts in analyzing linear time-invariant systems.

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15 views

Lecture4-SignalsandSystems3 (3) 2

The document discusses Fourier series and Fourier transforms, detailing the expansion of periodic signals into complex exponential signals and the conditions for their existence. It covers Parseval's relation, the representation of real signals, and the properties of Fourier transforms, including their application to periodic signals. Additionally, it highlights the relationship between the Fourier series coefficients and the spectrum of a signal, emphasizing the importance of these concepts in analyzing linear time-invariant systems.

Uploaded by

thomaskarthik4
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Signals & Systems: Part III

Satyajit Thakor
IIT Mandi
Fourier series

I Fourier series expansion: A periodic signal with period T0 = 1


f0
can be expanded in terms of complex exponential signals as
1
X
x(t) = xn ej2⇡nf0 t (synthesis eq.)
n= 1

Z ↵+T0
1 j2⇡nf0 t
where xn = x(t)e dt (analysis eq.)
T0 ↵
if Dirichlet conditions, x(t) in a period interval (i) is absolutely
integrable (ii) has finite number of extrema and (iii) has finite
discontinuities, are satisfied. (sufficient conditions for the
existence of FS)
Parseval’s relation

I Parseval’s relation: the power content of a periodic signal is the


sum of the power contents of its components in the
Fourier-series representation of that signal.
Z ↵+T0 1
X
1
|x(t)|2 dt = |xn |2
T0 ↵ n= 1

I That is, power content of a signal is the sum of power contents


of its harmonics.
I Proof uses the orthogonality of the basis used for the
Fourier-series expansion: recall
Z ↵+T0
ej2⇡(m n)f0 t
dt = T0 if n = m,
↵
=0 otherwise, n, m 2 Z.
Fourier series for real signals

I For real x(t), the positive and negative Fourier series coefficients
are conjugates (since x(t) = x⇤ (t)):
Z ↵+T0
1
x n = x(t)ej2⇡nf0 t dt
T0 ↵
 Z ↵+T0 ⇤
1
= x(t)e j2⇡nf0 t dt = x⇤n
T0 ↵

I Let xn = an 2jbn . Then, for real signal, x n = an +jb


2
n
.
I If x(t) is a real signal then its Fourier series expansion can be
alternatively presented as the trigonometric FS expansion:
1
a0 X
x(t) = + [an cos(2⇡nf0 t) + bn sin(2⇡nf0 t)] .
2
n=1
Fourier series for real signals
1
X
I Proof: x(t) = xn ej2⇡nf0 t
1
1
X
= x0 + [xn ej2⇡nf0 t + x ne
j2⇡nf0 t
]
n=1
X1
a0 an jbn j2⇡nf0 t an + jbn j2⇡nf0 t
= + [ e + e ]
2 2 2
n=1

Now simplify using Euler’s identity to get


1
a0 X
x(t) = + [an cos(2⇡nf0 t) + bn sin(2⇡nf0 t)] .
2
n=1

I an , bn in terms of x(t):
Z ↵+T0
an jbn 1 j2⇡nf0 t
xn = = x(t)e dt
2 T0 ↵
Fourier series for real signals

Z ↵+T0
1
= x(t)[cos(2⇡nf0 t) j sin(2⇡nf0 t)]dt
T0 ↵
Z ↵+T0
2
=) an = x(t) cos(2⇡nf0 t)dt,
T0 ↵
Z ↵+T0
2
bn = x(t) sin(2⇡nf0 t)dt
p et of even and
T0 ↵
odd signals is odd
I If a real periodic signal is even (odd) then all bn (an ) coefficients
C integral of Todd signal is zero
are zero.
I Also, for real x(t) (using the polar form for xn ’s)
1
X
x(t) = x0 + 2 |xn | cos(2⇡nf0 t + \xn ).
n=1
Fourier series for real signals
1
X
I Proof: x(t) = x0 + [xn ej2⇡nf0 t + x ne
j2⇡nf0 t
]
n=1
X1
= x0 + [xn ej2⇡nf0 t + (xn ej2⇡nf0 t )⇤ ]
n=1
X1
= x0 + 2Re(xn ej2⇡nf0 t )
n=1
X1
= x0 + 2Re(|xn |ej\xn ej2⇡nf0 t )
n=1
X1
= x0 + 2 |xn | cos(2⇡nf0 t + \xn )
n=1
Fourier transform

I We saw that viewing a signal in terms of complex exponentials


is very useful for analyzing LTI systems.
I Fourier transform: The spectrum of a signal x(t) (not
necessarily periodic) is defined as
Z 1
X(f ) = x(t)e j2⇡f t dt (analysis eq.)
1
Z 1
where x(t) = X(f )ej2⇡f t df (synthesis eq.)
1
if Dirichlet conditions, x(t) (1) is absolutely integrable (2) has
finite number of extrema in any finite interval and (3) has finite
discontinuities in any finite interval, are satisfied.
I Note that the variable of integration in the synthesis equation is
f (in place of ! as we used in IC260 and hence the multiplying
factor of 1/2⇡ disappears).
FT of Real, even and odd signals

I Sometimes X(f ) is referred to as a voltage spectrum (as


opposed to a power/energy spectrum - defined later)
I Notation:
1
X(f ) = F[x(t)], x(t) = F [X(f )], x(t) , X(f )

Z 1
j2⇡nf t
F[x(t)] = x(t)e dt
1
Z 1 Z 1
= x(t) cos(2⇡nf t)dt j x(t) sin(2⇡nf t)dt
1 1
it
I If x(t) is real then both the integrals are real. T.it
I Hence, for real x(t), the real part of X(f ) is even and the
imaginary part is odd function of f .

Xr f net cos stuff dt Imt cos 2 nft dt f


FT of Real, even and odd signals

I This means, X(f ) is a Hermitian function:

X( f ) = X ⇤ (f )

I In other words,

Re[X( f )] = Re[X(f )], Im[X( f )] = Im[X(f )]

|X( f )| = |X(f )|, \X( f ) = \X(f )

I What if x(t) is real and even? f is real


I What if x(t) is real and odd? imaginary
f is purely
Fourier transform of periodic signals

I For periodic x(t),


1
X
x(t) = xn ej2⇡nf0 t (FS systhesis eq.)
n= 1
Z 1 1
X
F[x(t)] = xn ej2⇡nf0 t e j2⇡f t
dt
1 n= 1
1
X
= xn F(ej2⇡nf0 t )
n= 1
X1
= xn (f nf0 ) (* recall: ej2⇡f0 t , (f f0 ))
n= 1

I The spectrum consists of impulses in frequency at multiples of


the fundamental frequency of the periodic function.
I The weights of these impulses are the Fourier series coefficients.
Revisiting complex exponentials (part 3)
I Find Fourier transform of x(t) = cos(!0 t): cos not
e Ex
f S f to S f to
I !0 = 2⇡f0 is angular frequency in radiance per second
I Imaginary parts in the complex exponentials cancel out.

I Positive and negative frequencies


Ét
I Positive frequencies: terms of the form ej!t , phasor rotating
counter-clockwise
I Negative frequencies: terms of the form e j!t , phasor rotating
clockwise
Properties of Fourier transform

I Homework: prove the properties.


Fourier transform pairs

I Homework: prove the FT-IFT pairs.

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