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2-1-Signals and Systems

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GUDLAVALLERU ENGINEERING COLLEGE

(An Autonomous Institute with Permanent Affiliation to JNTUK, Kakinada)


Seshadri Rao Knowledge Village, Gudlavalleru – 521 356.

Department of Electronics and Communication Engineering

HANDOUT
on
SIGNALS AND SYSTEMS
Vision

To be a leading centre of education and research in Electronics and


Communication Engineering, making the students adaptable to changing
technological and societal needs in a holistic learning environment.

Mission

➢ To produce knowledgeable and technologically competent engineers for


providing services to the society and industry.
➢ To have a collaboration with leading academic, industrial and research
organizations for promoting research activities among faculty and students.
➢ To create an integrated learning environment for sustained growth in
electronics and communication engineering and related areas.
Program Educational Objectives

Graduates of the Electronics and Communication Engineering program will

1. demonstrate a progression in technical competence and leadership in the


field of Electronics and Communication Engineering with professional
ethics.
2. continue to learn and adapt to evolving technologies for catering to the
needs of industry and society.
HANDOUT ON SIGNALS AND SYSTEMS

Class & Sem.: II B.Tech – I Semester Year : 2018-19


Branch : ECE Credits : 3
=======================================================================
1. Brief History and Scope of the Subject
The knowledge of signals and systems has become an integral part of the
electronics and communication curriculum. So it becomes very vital that a
communication student study the subject Signals and systems very
thoroughly. Apart from helping him in understanding his communication
subjects well, it also serves as a good foundation course for more advance
subjects like DSP& DIP.

Signal processing being hailed as the most happening technology, the market
has a high potential to absorb good professionals equipped with processing
skills. If any student wants to pick up processing skills, a good starting point
would be learning Signals and systems.

The subject being a problematic one helps the student in honing his
computational skills. So, finally, one can say that a good knowledge of signals
eventually helps the student in becoming a good communication student.

2. Pre-Requisites
• Mathematics - I
• Mathematics - II

3. Course Objectives:
• To familiarize with the basic concepts of signals and systems.
• To introduce various transform techniques on signals.
• To develop an understanding of signal transmission through LTI systems.

4. Course Outcomes:
CO1: Classify the signals and various operations on signals.
CO2: Perform Fourier analysis on the signals.
CO3: Analyze the various systems.
CO4: Perform correlation operation on signals.
CO5: Apply the various sampling techniques on continues time signals.
CO6: Analyze the various continues time signals through transformation
techniques.
5. Program Outcomes:
Graduates of the Electronics and Communication Engineering Program will
have

a. Apply knowledge of mathematics, science, and engineering for solving


intricate engineering problems.
b. Identify, formulate and analyze complex engineering problems.
c. Design a system, component, or process to meet desired needs within
realistic constraints such as economic, environmental, social, political,
ethical, health and safety, manufacturability, and sustainability.
d. Design and conduct experiments, as well as to analyze and interpret
data.
e. Use the techniques, skills, and modern engineering tools necessary for
engineering practice.
f. Understand the impact of engineering solutions in a global, economic
and societal context.
g. Design and develop eco-friendly systems, making optimal utilization of
available natural resources.
h. Understand professional ethics and responsibilities.
i. work as a member and leader in a team in multidisciplinary environment
j. Communicate effectively.
k. manage the projects keeping in view the economical and societal
considerations
l. Recognize the need for adapting to technological changes and engage in
life-long learning.
6. Mapping of Course Outcomes with Program Outcomes:
a b c d e f G h i j k
CO1 H L
CO2 H L
CO3 H L
CO4 H L
CO5 H L
CO6 H L
7. Prescribed Text Books
a. Signals, Systems and Communications, B.P.Lathi
b. Signals and Systems, A.V.Oppenheim, A.S.wilsky and S.H.Nawab
8. Reference Text Books
a. Signals and Systems, Simon Haykin
b. Fundamentals of Signals and System, Roberts.M.J
9. URLs and Other E-Learning Resources
a. http://ieeexplore.ieee.org/Xplore/home.jsp
b. Signals and Systems by Prof.S.C. Dutta Roy, IIT Delhi

10. Digital Learning Materials:


• IEEE Transactions on signal processing
• IEEE signal processing
11. Lecture Schedule / Lesson Plan
No. of Periods
Topic
Theory Tutorial
UNIT –1: SIGNAL ANALYSIS
Classification of Signals 3

Basic Operations of Signals 3 2

Elementary Signals 2

UNIT – 2:FOURIER SERIES REPRESENTATION OF CONTINUOUS TIME SIGNALS


Relationship between Trigonometric and Exponential
1
Fourier series
Representation of a periodic function by the Fourier
2
series over the entire interval 1
Convergence of Fourier series 1

Alternate form of Trigonometric series 1

Symmetry conditions 1

Continuous time periodic signals 1


1
Properties of Fourier series 1

Complex Fourier spectrum 1

UNIT – 3: FOURIER TRANSFORMS


Representation of an arbitrary function over the entire
1
interval
Fourier transform 1
1
Existences of Fourier transform 1

Fourier transform of some useful functions 2

Fourier transform of periodic function 1

Properties of Fourier transform 1


1
Energy Density spectrum 1

Parseval’s Theorem 1

SAMPLING:

Sampling theorem for Band Limited Signals 1


1
Reconstruction of signal from samples, Aliasing 1

Impulse sampling, Natural sampling, Flat top sampling 1

UNIT – 4: LTI SYSTEMS


Properties of systems 1
1
Linear Time Invariant (LTI) system 1
Response of LTI system 1

Convolution Integral, Graphical interpretation 1

Properties of LTI system 1

Transfer Function and frequency response of LTI system 1

SIGNAL TRANSMISSION THROUGH LTI SYSTEMS

Filter characteristics of LTI systems 1


Distortion less transmission through a system, signal
1
bandwidth
System bandwidth 1
2
Ideal LPF, HPF and BPF characteristics 1

Causality and physical realizability- Poly- Wiener criterion 1

Relationship between bandwidth and rise time 1

UNIT – 5: CORRELATION OF CONTINUOUS TIME SIGNALS


Cross correlation and auto correlation of continuous time
2
signals
Relation between convolution & correlation 1

Properties of cross correlation and auto correlation 1 2

Power spectral density 1


Relation between correlation function and energy/power
1
spectral density function
UNIT – 6: LAPLACE TRANSFORMS
Laplace transform of signals 1

Convergences of Laplace transform 1


1
Properties of region of convergence (ROC) 1

Unilateral Laplace transform 1

Properties Unilateral Laplace transform 1

Inversion of Unilateral and Bilateral Laplace transform 1 1

Relation between Laplace and Fourier Transforms 1

Total No. of Periods: 54 14

12. Seminar Topics


• Examples of System
UNIT – I

Objective:
• To introduce the basic concepts of signals.

Syllabus: Classification of Signals, Basic Operations on Signals, Elementary


Signals.

Outcomes:
Students will be able to
➢ Classify the signals.
➢ Perform basic operations on signals.
SIGNAL ANALYSIS
Signal

• Variation of one quantity with respect to one or more quantities.


• Function of one or more independent variables.
• Conveys some information.
• Examples –
a) Voltage Signal, Current Signal, Speech signal, Biological signal.
b) Variation of temperature with respect to time.
c) Variation of share prices with respect to time.
d) Variation of gold/ silver rate with respect to time.

Classification of Signals
• Continuous and Discrete Time Signals.
• Even and Odd Signals.
• Periodic and Aperiodic Signals.
• Energy and Power Signals.
• Deterministic and Non Deterministic Signals.
• Causal and Non causal Signals.

Continuous and Discrete Time Signals


Continuous Time signal/Analog Signal

• Signal is defined at every instant of time

Example: x(t) = Ae-at, t ≥ 0

Discrete Time Signal

• Signal is defined at discrete instants of time

Example
Even and Odd Signals

Even Signals: g(t) = g(-t)

Odd Signals: g(t) = - g(-t)

Even Signal Odd Signal

Even Signal Odd Signal

g ( t ) + g ( −t )
The even part of a function is g e ( t ) =
2

g ( t ) − g ( −t )
The odd part of a function is g o ( t ) =
2
A function whose even part is zero is odd.

A function whose odd part is zero is even.

The even symmetry is symmetrical with respect to vertical axis.

The odd symmetry is anti-symmetrical with respect to vertical axis.

Periodic and Aperiodic signals:

Periodic signal:

• x (t) is periodic if x(t) = x(t+T)


Then x(t+T) = x(t+2T) = x(t+3T)……. x(t+nT)
Then T is called Fundamental Period of x(t)
• Example

x(t) = A cos(ωt)

x(t+T) = A cos[ω(t+T)] = A cos(ωt+ ωT)= A cos(ωt+2π) = A cos(ωt)


2𝜋 1
where 𝑇 = =
ω 𝑓

Aperiodic/Non-periodic signal:

• For non-periodic signals

x(t) ≠ x(t+T)

• A non-periodic signal is assumed to have period T = ∞

• Example of non-periodic signal is an exponential signal.

Energy and Power Signals

Energy Signal:
• A signal with finite energy and zero power is called Energy Signal
i.e.for energy signal

0 < E < ∞ and P =0

• Energy of a signal is defined as the area under the square of the


magnitude of the signal.

• Energy of the signal can be calculated using formula


Power Signal:

• Some signals have infinite signal energy. In that case it is more


convenient to deal with average signal power.

• For power signals

0 < P < ∞ and E = ∞

• Average power of the signal x(t) is given by

T /2
1
 x ( t ) dt
2
Px = lim
T → T
−T / 2

• For a periodic signal x(t) the average signal power is

1
 x ( t ) dt
2
Px =
T T

Where T is any period of the signal.

Periodic signals are generally power signals.

Generally infinite duration signals are power signals andfinite duration


signals are energy signals.

A signal can be neither energy nor power signal.

A signal cannot be both energy and power signal.

Deterministic &Non Deterministic Signals

Deterministic signals:

• Behavior of these signals can be predictable with respect to time.

• There is no uncertainty with respect to its value at any time.

• These signals can be expressed mathematically.

For example x(t) = sin(3t) is deterministic signal.


Non Deterministic or Random signals

• Behavior of these signals is random i.e. not predictable w.r.t time.

• There is an uncertainty with respect to its value at any time.

• These signals can’t be expressed mathematically.

• For example Thermal Noise generated is non deterministic signal.

Figure: Random Signal


Causal and Non causal Signals
• Signal x(t) is said to be causal if x(t)=0 for t< 0.Otherwise non causal.

• Signal x(t) is said to be Anticausal if x(t)=0 for t> 0.

Basic Operations on Signals

If x(t) is a continuous signal then the following operations can be


performed on dependent variable (amplitude) and independent variable (time)
of a signal.

Operations on independent variable

1. Time Scaling
x(βt) is the time scaling version of x(t). where ‘β’ is a constant

if |β|<1 the signal will expand

if |β|>1 the signal will compressed

Figure (A): Expanded Signal


Figure (B): Compressed Signal

2. Time Reversal
Also called reflection of the signal. It is a special case of time scaling.
x(-t) is time reversal version of x(t)
3. Time Shifting
x(t - T ) is the time shifting version of x(t) ,where Tis a constant.

If T is positive, the signal said to be delayed i.e., right shift operation.

If T is negative, the signal is said to be advanced i.e., left shift operation.

Operations on dependent variable

4. Amplitude Scaling
Bx(t) is amplitude scaling of version of x(t). Where ‘B’ is a constant, called
scaling factor.

5. Addition/Subtraction:
y(t) = x 1(t) ± x 2 (t) is called addition/subtraction operation

Addition operation Subtraction operation


6. Multiplication: Y(t) = X1(t) * X2(t) called multiplication operation

Elementary signals

There are several elementary signals which play vital role in the study of
signals and systems. These elementary signals serve as basic building blocks
for the construction of more complex signals. These elementary signals are also
called standard signals.

(a) Unit Step signal: It is denoted by u(t) and is defined as

u(t) = 1 for t ≥ 0 u[n] = 1 for n= 0,1,2,….

= 0 for t < 0 =0 for n < 0

(b) Unit ramp signal: Denoted by r(t) or ramp(t) and defined as


r(t) = t for t ≥ 0 r[n] = n for n= 0,1,2,….

= 0 for t < 0 =0 for n < 0

Or

r(t) = t u(t)
The unit ramp function has unit slope. It is a signal whose amplitue varies
linearly. It can be obtained by integrating the unit step function.

r (t ) =  u(t )dt

d
u (t ) = r (t )
dt

(c) Unit impulse: It plays very important role in communication system and
analysis of systems. It is denoted by δ(t) . It is defined as

+∞
∫−∞ δ(t)dt = 1 and

δ(t) = 0 for t ≠ 0

The graphical representation for continuous impulse function is

Properties of impulse function:

• It is even function of time t, i.e.  (t ) =  (−t )



+∞
• ∫−∞ 𝑥(𝑡) δ(t) dt = x(0) ;  x(t ) (t − t
−
0 )dt = x(t 0 )

1
•  (at) =  (t )
a

• x(t ) (t − t 0 ) = x(t 0 ) (t − t 0 )

(d) Sinusoidal signal: it is defined as x(t ) = A sin(t +  ) or Asin(ωt)


where A = amplitude
 = 2𝜋f , angular frequency
θ = phase angle

(e) Exponential function: An exponential function is defined as


x(t)= 𝑒 𝜎𝑡 for all t ,Where ‘σ’ is constant

• If constant ‘σ ‘ is real it is real exponential

• If constant ‘σ ‘ is complex it is complex exponential


x(t ) = Ae st where s =  + j
σ = 0, the real and imaginary parts of complex exponential signals
are sinusoidal,

σ >1, the amplitude of the sinusoidal signal exponentially grows,

σ <1, the amplitude of the sinusoidal signals exponentially decays.

Other Signals
(a) Unit parabolic signal: Denoted by p(t) , defined as
p(t) = t2 /2 for t ≥ 0 p(n) = n2 /2 for n=0,1,2,3,….

=0 for t ≤ 0 =0 for n≤0

The unit parabolic function can be obtained by integrating the unit ramp

function or double integrating the unit step function.

p(t ) =  u(t )dt =  r (t )dt

d
r (t ) = p (t )
dt

d2
u (t ) = p(t )
dt 2

(b) Rectangular pulse function: it is denoted by 𝜋(t) defined as


1
𝜋(𝑡) = 1 𝑓𝑜𝑟|𝑡| ≤
2
=0 otherwise

It is an even function of t.

(c) Triangular Pulse function: it is denoted by Δ a (t) and defined as


|𝑡|
Δ a (t) = 1 - , |t|< a
𝑎
= 0 , |t|> a

It is an even function of t.

(d) Sinc function: Sinc (t) defined as


𝑆𝑖𝑛 𝜋𝑡
Sinc(t) = - <t <+
𝜋𝑡

(e) Signum function : it is denoted by sgn(t), defind as

sgn(t) = +1 for t > 0


= -1 for t < 0

The signum function can be expressed in terms of unit step function as

sgn(t) = -1+ 2 u(t)


Assignment-Cum-Tutorial Questions

Section-A

1) Match the following [ ]

Signal Notation

(i) Unit Step (A) sgn(t)

(ii) Unit Impulse (B) r(t)

(iii) Unit ramp signal (C) δ(t)

(iv) Signum function (D) u(t)

(a) i-A ii-B iii-C iv-D

(b) i-B ii-D iii-A iv-C

(c) i-D ii-C iii-B iv-A

(d) i-D ii-B iii-C iv-A

2) Match the following [ ]

Signal Notation

(i) Unit Step (A) -1+ 2 u(t)

(ii) Rectangular pulse (B)  u(t )dt


(iii) Unit ramp signal (C) 𝜋(t)

d2
(iv) Signum function (D) p(t )
dt 2

(a) i-A ii-B iii-C iv-D

(b) i-B ii-D iii-A iv-C

(c) i-D ii-C iii-B iv-A

(d) i-D ii-B iii-C iv-A


3) Which of the below statements are correct? [ ]
X: Sinc function is a symmetric function.

Y: Sinc function is having maximum value at t = 0

a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
4) Match the following [ ]

(i) Unit Step (A) differentiation of ramp

(ii) Sinc signal (B) even signal

(iii) Unit ramp signal (C) integration of unit step signal

(iv) Signum function (D) odd signal

(a) i-A ii-B iii-C iv-D

(b) i-B ii-D iii-A iv-C

(c) i-D ii-C iii-B iv-A

(d) i-D ii-B iii-C iv-A

5) Identify the signum function given below [ ]

a)

b)
c)

d)

6) Which of the below statements are correct? [ ]


X: Unit step signal is causal signal.

Y: Signum function is non-causal signal.

a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
7) Match the following [ ]

(i) Deterministic signal (A) Thermal noise

(ii) Random signal (B) r(t)

(iii) Causal signal (C) sin wt

(iv) Non-causal signal (D) u(-t)

(a) i-A ii-B iii-C iv-D

(b) i-C ii-A iii-B iv-D

(c) i-D ii-C iii-B iv-A

(d) i-D ii-B iii-C iv-A

8) For energy signal, energy and power are respectively as follows [ ]


a) Energy is finite and Power is finite
b) Energy is infinite and Power is infinite
c) Energy is zero and Power is finite
d) Energy is finite and Power is zero
9) Which of the below statements are correct? [ ]
X: All periodic signals are power signals.

Y: All aperiodic signals are energy signals.

a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
10) Match the following [ ]

(i) Time Shifting (A) A x(t)

(ii) Amplitude Scaling (B) x(t+T)

(iii) Time Reversal (C) x(2t)

(iv) Time Scaling (D) x(-t)

(a) i-A ii-B iii-C iv-D

(b) i-B ii-A iii-D iv-C

(c) i-D ii-C iii-B iv-A

(d) i-D ii-B iii-C iv-A

11) Which of the below statements are correct? [ ]


X: Time shifting operation on the signal advances or delayed the original

signal.

Y: Time scaling operation the signal reverses the original signal.

a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
12) Match the following [ ]

(i) x(5t) (A) Advance the signal

(ii) x(t+4) (B) Delay the signal

(iii) x(0.5t) (C) Compress the signal

(iv) x(t-7) (D) Expand the signal


(a) i-A ii-B iii-C iv-D

(b) i-B ii-D iii-A iv-C

(c) i-C ii-A iii-D iv-B

(d) i-D ii-B iii-C iv-A

13) Which of the below statements are correct? [ ]


X: Unit impulse function is defined at t = 0.

Y: Unit impulse function is odd function.

a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
+∝
14.The value of the integral ∫−∝ 𝛿(𝑎𝑡 − 𝑏) = [ ]
1 1
(a) (b) (c) 1 (d) 0
𝑎2 |𝑎|

15. Evaluate∫−∞𝑡2 δ(t-6) dt. [ ]

(a)36(b)34 (c)35 (d) 37


16.A signal x(t) = A cos(ω0t+Ø) is [ ]

a) An energy signal
b) A power signal
c) An energy as well as a power signal
d) neither an energy nor a power signal
17.The time period of the signal x(t)= cos60πt+sin50πt is [ ]

a) 2sec
b) 5sec
c) 10sec
d) 0.2sec

18. The rms value of x(t) = 10 cos5t cos10t is [ ]

a) 5
b) 25
c) 10
d) 50

19.The rms value of x(t) = A ej5t is [ ]


a) A
b) A2
c) 2A
d) √ A

20.The power of x(t) = 8 cos 4t cos 6t is [ ]

a) 16
b) 4
c) 24
d) 8

21.The signal e3t u(t-2) is a [ ]

a) Causal
b) Non-causal
c) both a & b
d) None
Section-B

1. Explain the following Signals

(i) Energy signal and Power signals (ii)Periodic and Aperiodic Signals (iii)
Deterministic and Random Signals (iv)Even and Odd Signals (v)Causal and
Non causal Signals (vi) Continuous and Discrete time Signals

2. Discuss various operations performed on a signal? Give examples

3. Explain the following elementary signals

(a) Unit step(b) Exponential Signal (c) Unit ramp (d) Unit Impulse (e) Unit
parabolic (f) Sinusoidal Signal
4. Evaluate the following integrals.
 

e  (t − 5)dt t  (t − 6)dt
− at 2
a) b) 2

− −

5. Determine the power and rms value of the signal x (t) = A sin (ω0t+Ø).

6. Calculate the even and odd components of the following signals:

a) x(t) = ej2t
b) x(t) = cos (ω0t + π/3)
7. Examine whether the following signals are periodic or not? If periodic
determine the fundamental period.

a) ej4πt
b) b) Sin πt u(t)
c) c) cos 2t + sin √3t
d) d) 3 sin 200πt + 4 cos100πt
8. Draw the following signals
(i) u(-t+1) (ii) -2 r(t) (iii) Π(t+3)

9. Perform the following operations on the signal x(t) shown below


3
(i) x(t-2) (ii) x(2t+3) (iii) x(2t)

10. Determine whether the given signal is periodic or not and find the
fundamental period.

x(t ) = (cos2t ) 2

11. Find the energy of raised cosine pulse x(t) given as

1 − 
x(t ) = [cos(t ) + 1) t
2  

=0 otherwise

12. Determine the energy or power of the following signals

a. x (t ) = t 0  t  1
= 2- t 1 t  2

=0 otherwise

b. x(t ) = 5 cos(t ) + sin(5t ) −   t  

13. Find even and odd components of following signals

 
a) x(t ) = cos 0 t + 
 3

b) (1 + t 2 + t 3 ) cos2 10t

14. Find neither whether the following signals are even or odd or neither even
nor odd
−3t
a) x(t)= e \ b) u(t+4)-u(t-2)
Section-C

1.Let δ(t) denote the delta function. The value of the integral GATE-10

∫−∞ cos (3𝑡/2)δ(t) dt, is [ ]

(a) 1 (b) -1 (c) 0 (d) π/2

2. The function x(t) is shown in Fig. Even and odd parts of a unit-step function
u(t)are respectively, [ ]

x(t) GATE-11

-1

(a) 1/2, 1/2x(t) (b) -1/2, 1/2x(t)

(c) 1/2, -1/2x(t) (d) -1/2, -1/2x(t)

3.The Dirac delta function δ(t) is defined as [ ]

(a) δ(t) = 1, t = 0GATE-14

= 0, otherwise

(b) δ(t) = ∞, t = 0

= 0, otherwise

(c) δ(t) = 1, t = 0

= 0, otherwise and

∫−∞ 𝛿(𝑡)dt = 1

(d) δ(t) = ∞, t = 0

= 0, otherwise and

∫−∞ 𝛿(𝑡)dt = 1

4.For a periodic signal v(t) = 30 sin100t+10 cos300t+6 sin(500t+π/4),the


fundamental frequency in rad/s is [ ]

(a) 100 (b) 300(c) 500(d) 1500 GATE-15


UNIT II
Fourier series Representation of Continuous Time Signals

Learning Objectives:
• To introduce the concept of various Fourier series
• To introduce the concept of convergence of Fourier series.
• To introduce the concept of representation of a periodic function by
Fourier series
Learning Outcomes:
Students will be able to
• Apply symmetric conditions
• Represent the periodic function by Fourier series
• Obtain the relation between trigonometric and exponential Fourier series
Syllabus:
Trigonometric and exponential Fourier series, relationship between
trigonometric and exponential Fourier series, representation of a periodic
function by the Fourier series over the entire interval, convergence of Fourier
series, alternative form of trigonometric series, symmetry conditions: Even,
Odd and Half-wave symmetry. Properties of Fourier series: linearity, time
scaling, time shifting, time reversal, differentiation, integration, modulation,
convolution and Parseval’s theorem. Complex Fourier transforms.
Fourier Series
• It was developed by Joseph Fourier.
• The representation of signals over a certain time interval in terms of the
linear composition of orthogonal functions is called Fourier series.
• It is also called Harmonic analysis.

Trigonometric Fourier Series


• The representation of signals over a certain time interval (𝑡0 , 𝑡0 + 𝑇) in
terms of the linear composition of trigonometric functions is called
Trigonometric Fourier series.
• The Trigonometric Fourier Series representation of x (t) over interval (t1,
t2)
𝑥(𝑡) = 𝑎𝑜 + ∑∞
𝑛=1[𝑎𝑛 𝑐𝑜𝑠𝑛𝜔𝑜 𝑡 + 𝑏𝑛 𝑠𝑖𝑛𝑛𝜔𝑜 𝑡] (𝑡0 < 𝑡 < 𝑡0 + 𝑇) - (1)
Where𝑎𝑛 , 𝑏𝑛 are called constants and 𝑎𝑜 is called dc component and is
given by
1 𝑡 +𝑇
𝑎𝑜 = 𝑇 ∫𝑡 𝑜 𝑥(𝑡)𝑑𝑡 - (2)
𝑜

2 𝑡 +𝑇
𝑎𝑛 = 𝑇 ∫𝑡 𝑜 𝑥(𝑡)𝑐𝑜𝑠𝑛𝜔𝑜 𝑡𝑑𝑡 - (3)
𝑜

2 𝑡 +𝑇
𝑏𝑛 = 𝑇 ∫𝑡 𝑜 𝑥(𝑡)𝑠𝑖𝑛𝑛𝜔𝑜 𝑡𝑑𝑡 - (4)
𝑜

Exponential Fourier Series


• The representation of signals over a certain time interval in terms of
the linear composition of exponential functions is called Exponential
Fourier series.
• The exponential Fourier series of signal x (t) over the interval (𝑡0 , 𝑡0 +
𝑇)
𝑥(𝑡) = ∑∞
𝑛=−∞ 𝑐𝑛 𝑒
𝑗𝑛𝜔𝑜 𝑡
(𝑡0 < 𝑡 < 𝑡0 + 𝑇) - (5)
OR
𝑥(𝑡) = 𝑐0 + ∑−1
𝑛=−∞ 𝑐𝑛 𝑒
𝑗𝑛𝜔𝑜 𝑡
+ ∑∞
𝑛=1 𝑐𝑛 𝑒
𝑗𝑛𝜔𝑜 𝑡
- (6)

2𝜋
Where T = 𝜔0

Relationship between Trigonometric and Exponential Fourier Series


The complex exponential Fourier series is given by
𝑥(𝑡) = ∑∞
𝑛=−∞ 𝑐𝑛 𝑒
𝑗𝑛𝜔𝑜 𝑡
- (7)
= 𝑐0 + ∑−1
𝑛=−∞ 𝑐𝑛 𝑒
𝑗𝑛𝜔𝑜 𝑡
+ ∑∞
𝑛=1 𝑐𝑛 𝑒
𝑗𝑛𝜔𝑜 𝑡
- (8)
= 𝑐0 + ∑∞
𝑛=1(𝑐−𝑛 𝑒
−𝑗𝑛𝜔𝑜 𝑡
+ 𝑐𝑛 𝑒 𝑗𝑛𝜔𝑜 𝑡 ) - (9)
= 𝑐0 + ∑∞
𝑛=1 𝑐−𝑛 (𝑐𝑜𝑠𝑛𝜔𝑜 𝑡 − 𝑗𝑠𝑖𝑛𝑛𝜔𝑜 𝑡) + 𝑐𝑛 (𝑐𝑜𝑠𝑛𝜔𝑜 𝑡 + 𝑗𝑠𝑖𝑛𝑛𝜔𝑜 𝑡)) - (10)
𝑥(𝑡) = 𝑐0 + ∑∞
𝑛=1(𝑐−𝑛 + 𝑐𝑛 ) 𝑐𝑜𝑠𝑛𝜔𝑜 𝑡 + 𝑗(𝑐𝑛 − 𝑐−𝑛 )𝑠𝑖𝑛𝑛𝜔𝑜 𝑡) - (11)

from (1) and (11) : 𝑎0 = 𝑐0


𝑎𝑛 = 𝑐𝑛 + 𝑐−𝑛
𝑏𝑛 = 𝑗(𝑐𝑛 − 𝑐−𝑛 )
or
𝑐0 = 𝑎0
1
𝑐𝑛 = (𝑎𝑛 − 𝑗𝑏𝑛 )
2
1
𝑐−𝑛 = (𝑎𝑛 + 𝑗𝑏𝑛 )
2
Representation of a Periodic Function by the Fourier Series over the
Entire Interval
• From Exponential Fourier Series
𝑥(𝑡) = ∑∞
𝑛=−∞ 𝑐𝑛 𝑒
𝑗𝑛𝜔𝑜 𝑡
(𝑡0 < 𝑡 < 𝑡0 + 𝑇)
= 𝑥(𝑡0 + 𝑇)
Therefore 𝑥(𝑡) is periodic with period T, i.e., 𝑥(𝑡) = 𝑥(𝑡0 + 𝑇)
• From the above case if 𝑥(𝑡) is a periodic signal over a period (𝑡0 < 𝑡 < 𝑡0 +
𝑇)
Then 𝑥(𝑡) = ∑∞
𝑛=−∞ 𝑐𝑛 𝑒
𝑗𝑛𝜔𝑜 𝑡
is also periodic over the period (−∞, ∞)
• Trigonometric Fourier Series representation of 𝑥(𝑡) over interval (−∞,
∞)
𝑥(𝑡) = 𝑎𝑜 + ∑∞
𝑛=1[𝑎𝑛 𝑐𝑜𝑠𝑛𝜔𝑜 𝑡 + 𝑏𝑛 𝑠𝑖𝑛𝑛𝜔𝑜 𝑡] (−∞ < 𝑡 < ∞)

Where𝑎𝑛 , 𝑏𝑛 are called constants and 𝑎𝑜 is called dc component and is


given by
1 𝑡 +𝑇
𝑎𝑜 = 𝑇 ∫𝑡 𝑜 𝑥(𝑡)𝑑𝑡
𝑜

2 𝑡 +𝑇
𝑎𝑛 = 𝑇 ∫𝑡 𝑜 𝑥(𝑡)𝑐𝑜𝑠𝑛𝜔𝑜 𝑡𝑑𝑡
𝑜

2 𝑡 +𝑇
𝑏𝑛 = 𝑇 ∫𝑡 𝑜 𝑥(𝑡)𝑠𝑖𝑛𝑛𝜔𝑜 𝑡𝑑𝑡
𝑜

• Exponential Fourier Series representation of 𝑥(𝑡) over interval (−∞, ∞)


𝑥(𝑡) = ∑∞
𝑛=−∞ 𝑐𝑛 𝑒
𝑗𝑛𝜔𝑜 𝑡
(−∞ < 𝑡 < ∞) - (5)

Dirichlet’s Conditions (Convergence of Fourier Series)


For the Fourier series to exist for a periodic signal x(t) must satisfy
certain conditions and they are
1. x(t) must be a single valued function
2. It should possess finite number of maxima & minima in one period.
3. It should have finite number of discontinuities in one period.
𝑇
4. It should be absolutely integral over one period i,e ∫0 |𝑥(𝑡)|𝑑𝑡 < ∞
Alternative form of Fourier Series (Cosine Fourier series)
We know trigonometric Fourier series of x(t) is

𝑥(𝑡) = 𝑎0 + ∑[𝑎𝑛 𝑐𝑜𝑠𝑛𝜔0 𝑡 + 𝑏𝑛 𝑠𝑖𝑛𝑛𝜔0 𝑡]


𝑛=1

𝑎𝑛 𝑏𝑛
𝑥(𝑡) = 𝑎0 + ∑ √𝑎𝑛2 + 𝑏𝑛2 [ 𝑐𝑜𝑠𝑛𝜔0 𝑡 + 𝑠𝑖𝑛𝑛𝜔0 𝑡]
𝑛=1
√𝑎𝑛2 + 𝑏𝑛2 √𝑎𝑛2 + 𝑏𝑛2
𝑏 𝑎𝑛 𝑏𝑛
Let𝑎0 = 𝐴0 ,𝐴𝑛 = √𝑎𝑛2 + 𝑏𝑛2 , 𝜃𝑛 = − tan−1 𝑎𝑛 then = 𝑐𝑜𝑠𝜃𝑛 and = −𝑠𝑖𝑛𝜃𝑛
𝑛 2 +𝑏 2
√𝑎𝑛 2 +𝑏2
√𝑎𝑛
𝑛 𝑛

in the above equation of x(t) we get


𝑥(𝑡) = 𝐴0 + ∑ 𝐴𝑛 [𝑐𝑜𝑠𝜃𝑛 𝑐𝑜𝑠𝑛𝜔𝑜 𝑡 − 𝑠𝑖𝑛𝜃𝑛 𝑠𝑖𝑛𝑛𝜔𝑜 𝑡]


𝑛=1

𝑥(𝑡) = 𝐴0 + ∑ 𝐴𝑛 [cos (𝑛𝜔𝑜 𝑡 + 𝜃𝑛 ]


𝑛=1

➢ 𝐴0 is called the dc component.


➢ The term 𝐴𝑛 represents the amplitude coefficients (or) harmonic
amplitudes (or) spectral amplitudes of the Fourier series and 𝜃𝑛
represents the phase coefficients (or) phase angles of Fourier series.
➢ The cosine form is also called as “Harmonic Form” (or) “Polar Form”
Fourier series.

Symmetric conditions or Wave symmetry


If the periodic signal x(t) has some type of symmetry, then some of the
trigonometric Fourier series coefficients may become zero and calculation of the
coefficients becomes simple.
A periodic function x(t) may possess the following four types of symmetry.
1. Even symmetry
2. Odd symmetry
3. Half wave symmetry
4. Quarter wave symmetry
Even symmetry or Mirror symmetry
x(t) is said to possess even symmetry if
𝑥(−𝑡) = 𝑥(𝑡)
When even symmetry exists, the trigonometric Fourier series coefficients of x(t)
are
2 𝑇/2
𝑎𝑜 = ∫ 𝑥(𝑡)𝑑𝑡
𝑇 0
4 𝑇/2
𝑎𝑛 = 𝑇 ∫0 𝑥(𝑡)𝑐𝑜𝑠𝑛𝜔𝑜 𝑡 𝑑𝑡

𝑏𝑛 = 0
Odd symmetry or Rotation symmetry
x(t) is said to possess odd symmetry if
𝑥(−𝑡) = −𝑥(𝑡)
When odd symmetry exists, the trigonometric Fourier series coefficients of x(t)
are
𝑎𝑜 = 0
𝑎𝑛 = 0
4 𝑇/2
𝑏𝑛 = ∫ 𝑥(𝑡)𝑠𝑖𝑛𝑛𝜔𝑜 𝑡 𝑑𝑡
𝑇 0
Half wave symmetry
A periodic signal x(t) which satisfies the condition
𝑇
𝑥(𝑡) = −𝑥 (𝑡 ± 2)is said to possess half wave symmetry.

The Fourier series expansion of x(t) contains odd harmonics only


When “n” is odd
4 𝑇/2
𝑎𝑛 = ∫ 𝑥(𝑡)𝑐𝑜𝑠𝑛𝜔𝑜 𝑡 𝑑𝑡
𝑇 0
4 𝑇/2
𝑏𝑛 = ∫ 𝑥(𝑡)𝑠𝑖𝑛𝑛𝜔𝑜 𝑡 𝑑𝑡
𝑇 0
When “n” is even
𝑎𝑛 = 0
𝑏𝑛 = 0
Quarter wave symmetry
x(t) is said to possess quarter wave symmetry if
𝑥(𝑡) = 𝑥(−𝑡)or𝑥(𝑡) = −𝑥(−𝑡) and also 𝑥(𝑡) = −𝑥(𝑡 ± 𝑇/2)
i.e. if function x(t) has either even symmetry or odd symmetry along with half
wave symmetry then it is said to have quarter wave symmetry.

The following two cases are possible:

Case 1:

If 𝑥(𝑡) = −𝑥(−𝑡) and 𝑥(𝑡) = −𝑥(𝑡 ± 𝑇/2) then


𝑎0 = 0
𝑎𝑛 = 0
8 𝑇/4
𝑏𝑛 = ∫ 𝑥(𝑡)𝑠𝑖𝑛𝑛𝜔𝑜 𝑡 𝑑𝑡 (When n is even)
𝑇 0

Case 2:

If 𝑥(𝑡) = 𝑥(−𝑡) and 𝑥(𝑡) = −𝑥(𝑡 ± 𝑇/2) then

𝑎0 = 0
8 𝑇/4
𝑎𝑛 = ∫ 𝑥(𝑡)𝑐𝑜𝑠𝑛𝜔𝑜 𝑡 𝑑𝑡
𝑇 0

𝑏𝑛 = 0(When n is odd)

Properties of Fourier series


Let us suppose 𝑥1 (𝑡)𝑎𝑛𝑑 𝑥2 (𝑡) are two periodic signals with period ‘T’ and
Fourier series coefficients 𝐶𝑛 𝑎𝑛𝑑 𝐷𝑛 respectively.
1. Linearity Property
If
𝐹𝑆{𝑥1 (𝑡)} = 𝐶𝑛 𝑎𝑛𝑑 𝐹𝑆{𝑥2 (𝑡)} = 𝐷𝑛
then
𝐹𝑆 {𝐴 𝑥1 (𝑡) + 𝐵𝑥2 (𝑡)} = 𝐴𝐶𝑛 + 𝐵 𝐷𝑛
2. Time Reversal
If
𝐹𝑠{𝑥(𝑡)} = 𝐶𝑛
then
𝐹𝑠{𝑥(−𝑡)} = 𝐶−𝑛

3. Time Shifting
If
𝐹𝑠{𝑥(𝑡)} = 𝐶𝑛
then
𝐹𝑆 {𝑥(𝑡 − 𝑡0 ) = 𝑒 −𝑗𝑛𝜔0𝑡0 𝐶𝑛
4. Time Scaling
If
𝐹𝑠{𝑥(𝑡)} = 𝐶𝑛
then
𝐹𝑠{𝑥(𝑎𝑡)} = 𝐶𝑛 𝑤𝑖𝑡ℎ 𝜔0 → 𝑎𝜔0

5. Convolution Property
If
𝐹𝑆{𝑥1 (𝑡)} = 𝐶𝑛 𝑎𝑛𝑑 𝐹𝑆{𝑥2 (𝑡)} = 𝐷𝑛
then
𝐹𝑆{𝑥1 (𝑡) ∗ 𝑥2 (𝑡)} = 𝐶𝑛 𝐷𝑛

6. Time Differentiation Property


If
𝐹𝑠{𝑥(𝑡)} = 𝐶𝑛
then
𝑑𝑥(𝑡)
𝐹𝑆 { } = 𝑗𝑛𝜔0 𝐶𝑛
𝑑𝑡

7. Time Integration Property


If
𝐹𝑠{𝑥(𝑡)} = 𝐶𝑛
then
𝑡 𝐶
𝑛
𝐹𝑆 {∫−∞ 𝑥(𝜏)𝑑𝜏} = 𝑗𝑛𝜔 (if 𝐶0 = 0)
0

8. Modulation or Multiplication Property


If
𝐹𝑆{𝑥1 (𝑡)} = 𝐶𝑛 𝑎𝑛𝑑 𝐹𝑆{𝑥2 (𝑡)} = 𝐷𝑛
then

𝐹𝑆{𝑥1 (𝑡)𝑥2 (𝑡)} = ∑ 𝐶𝑙 𝐷𝑛−𝑙


𝑙=−∞

9. Parseval’s Theorem
If
𝐹𝑆{𝑥1 (𝑡)} = 𝐶𝑛 𝑎𝑛𝑑 𝐹𝑆{𝑥2 (𝑡)} = 𝐷𝑛
then parseval’s theorem states that

1 𝑡0 +𝑇
∫ 𝑥1 (𝑡)𝑥2∗ (𝑡)𝑑𝑡 = ∑ 𝐶𝑛 𝐷𝑛∗
𝑇 𝑡0
𝑛=−∞

10. Conjugation and Conjugate Symmetry Property


If
𝐹𝑠{𝑥(𝑡)} = 𝐶𝑛
then
𝐹𝑠{𝑥 ∗ (𝑡)} = 𝐶−𝑛

(For complex x(t))-----------Conjugate property
and
𝐶−𝑛 = 𝐶𝑛∗ (For real x(t))-----------Conjugate symmetry property

11. Symmetry properties


The following are the symmetry properties
Re{Cn} = Re{C-n}
Im{Cn } = Im{C-n}

➢ If x(t) is real Cn = C-n*.


➢ If x(t) is even, then x(t) = x(-t). This implies that Cn=C-n. That is Fourier
series coefficients are also even.
➢ If x(t) is real and even Cn also real and even.
➢ If x(t) is odd, then x(t) = -x(-t). This implies that Cn=-C-n. That is Fourier
series coefficients are also odd.
➢ If x(t) is real and odd,Cn is purely imaginary and odd.
Assignment-Cum-Tutorial Questions

Section-A
1. The Fourier Series of an odd Periodic function does not contain [ ]
a) odd harmonics
b) even harmonics
c) cosine terms
d) sine terms
2. Which of the below statements are correct? [ ]
X: A function is said to be even if x(t) = x(-t).

Y: A function is said to be odd if x(t) = -x(t).

a) Only X
b) Only Y
c) Both X and Y
d) Neither X nor Y
3. Match the following [ ]
i. Periodic signal spectrum. A.Antisymmetrical about
vertical axis
ii. Aperiodic signal spectrum. B.Symmetrical about vertical
axis
iii. Exponential FS amplitude spectrum. C. Discrete
iv. Exponential FS phase spectrum. D. Continuous
a) i-A ii-B iii-C iv-D
b) i-B ii-D iii-A iv-C
c) i-C ii-D iii-B iv-A
d) i-D ii-B iii-C iv-A
4. The trigonometric Fourier series for an even function contains only [ ]
a) the dc terms
b) cosine terms
c) sine terms
d) odd harmonics terms
5. Which of the following Dirichlets’s conditions are incorrect [ ]

W: Function x(t) must be a single valued function.


X: Function x(t) has infinite number of maxima & minima.
Y: Function x(t) has infinite number of discontinuities.
𝑇
Z: Function x(t) is absolutely integral over one period i.e. ∫0 |𝑥(𝑡)|𝑑𝑡 < ∞
a) W and Z
b) X and Y
c) Y and Z
d) X and Z
6. [ ]
W: The sum of two continuous-time periodic signals x1(t) & x2(t) with periods
T1 and T2 may or may not be periodic depending on the relation between
T1 and T2.

X: The sum of two periodic signals is periodic only if the ratio of their
respective periods T1/T2 is a rational number or the ratio of two integers.

Y: The fundamental period is the least common multiple (LCM) of T1 and T2.

Z: If the ratio T1/T2 is a rational number, then the signals x1(t) & x2(t) do not
have a common period and x(t) cannot be periodic.

a) Only X and Y are Correct.


b) Only Y and Z are Correct.
c) W, X and Y are Correct.
d) W, X, Y and Z are Correct.
7. Match the following [ ]
i. Periodic signal spectrum. A.Antisymmetrical about
vertical axis
ii. Aperiodic signal spectrum. B.Symmetrical about vertical
axis
iii. Exponential FS amplitude spectrum. C. Discrete
iv. Exponential FS phase spectrum. D. Continuous
a) i-A ii-B iii-C iv-D
b) i-B ii-D iii-A iv-C
c) i-C ii-D iii-B iv-A
d) i-D ii-B iii-C iv-A
8. X: A trigonometric Fourier series has a one-sided spectrum [ ]
Y: An exponential Fourier series has a two sided spectrum
a) Only X is true
b) Only Y is true
c) Both X and Y are true
d) Both X and Y are false
9. Match the following trigonometric FS coefficients and exponential FS
coefficients [ ]
i. Cn A. j(Cn-C-n)
ii. C-n B. Cn +C-n
iii. an C. ½(an + jbn)
iv. bn D. ½(an - jbn)
a) i-A ii-B iii-C iv-D
b) i-B ii-D iii-A iv-C
c) i-C ii-D iii-B iv-A
d) i-D ii-C iii-B iv-A
10. The exponential Fourier series representation of a signal x(t) over the
interval t0 to (t0+ T) is given by [ ]
a) ∑∞
n=−∞ Cn e
−jnω0 t

b) ∑∞
n=−∞ Cn e
jnω0 t

c) ∑∞
n=0 Cn e
−jnω0 t

d) ∑∞
n=0 Cn e
jnω0 t

11. x(t) be the real-valued signal with fundamental period T and Fourier
coefficients 𝑐𝑛 then Fourier coefficients of 𝑥𝑒 (𝑡) are equal to [ ]
a) Re{cn }
b) cn
c) Im{cn }
d) jIm{cn }
12. Which of the following signals are periodic? [ ]
a) f(t)=2cos(10t+1)-sin(4t-1).
b) f(t)=cos60πt+ sin50πt.
c) f(t)=2u(t)+2Sin2t.
d) f(t)=u(t)-(1/2)
2t for 0 ≤ t ≤ 2
13. For the given periodic function f(t) = { .The
4 for 2 ≤ t ≤ 6 (= T)
coefficient bn of the continuous Fourier series associated with the given
function f (t) can be computed as
a) − 75.6800 [ ]
b) − 7.5680
c) − 6.8968
d) − 0.7468

Kt for 0 ≤ t ≤ T/2
14. For the given continuous time signal f(t) = {
K(T − t) for T/2 ≤ t ≤ T
.The coefficient an of the continuous Fourier series associated with the given
function f (t) can be computed as [ ]
a) KT/2
b) KT
c) 2/KT
e) K/T

(1 − t)(1 − t) for 0 ≤ t ≤ T
15. A periodic signal is defined as f(t) = { .The
0 otherwise
coefficient bn of the continuous Fourier series associated with the given
function f (t) can be computed as [ ]
a) 0
b) 1
c) 10
f) 20

16. Which of the following is an “even” function of‘t’? [ ]


a) t2
b) t2-4t
c) sin(2t) + 3t
d) t3 +6
17. A “periodic function” is given by a condition which [ ]
a) Has a period T=2π
b) Satisfies f (t+T) = f(t)
c) Satisfies f (t+T) = −f(t)
d) Has a period T=π
18. The time domain signal for following Fourier series coefficients [ ]
𝑐𝑛 = 𝑗𝛿(𝑛 − 1) − 𝑗𝛿(𝑛 + 1) + 𝛿(𝑛 − 3) + 𝛿(𝑛 + 3); 𝜔0 = 𝜋 is
a) 2cos3πt-sinπt
b) 2cos3πt-2sinπt
c) 2cosπt-2sinπt
d) cos3πt-sinπt

Section-B
1. Obtain the relationship between trigonometric and exponential Fourier
series.
2. Explain the concept of complex Fourier spectrum.
3. For the continuous time periodic signal x (t) = 2+cos (2πt/3) +4sin (5πt/3),
determine the fundamental frequency 𝜔0 and the Fourier series
coefficients 𝑐𝑛 ?
4. Obtain the Fourier components of the periodic rectangular wave form
given below.

5. Find the Exponential Fourier series and plot frequency spectrum for the
full wave rectified sine wave?
6. Find the trigonometric Fourier series for the waveform x(t).

7. Obtain the trigonometric fourier series for the waveform given below.

8. Find the average power of the signal x(t) = cos2(5000πt)sin(20000πt). If


this signal is transmitted through a telephone system which blocks dc
and frequencies above 14 kHz, then compute the ratio of received power
to transmitted power.

Section-C

1. The Fourier Series of an Odd Periodic function contains only (GATE-94)

a) odd harmonics
b) even harmonics
c) cosine terms
d) sine terms
2. The trigonometric Fourier series for an even function of time does not
have (GATE-96)

a) the dc terms
b) cosine terms
c) sine terms
d) odd harmonics terms
3. The trigonometric Fourier series of a Periodic time function can have only
(GATE-98)
a) cosine terms
b) sine terms
c) cosine and sine terms
d) dc and cosine terms
4. The Fourier series of a real periodic function has only (GATE-09)
P: cosine terms if it is even
Q: sine terms if it is even

R: cosine terms if it is odd

S: sine terms if it is odd

Which of the above statements are correct?

a) P and S
b) P and R
c) Q and S
d) Q and R
5. The trigonometric Fourier series for an even function does not have the
(GATE-11)
a) the dc terms
b) cosine terms
c) sine terms
d) odd harmonics terms
6. The RMS value of a rectangular wave of period T , having a value of +V for a
duration, T1(<T)and –V for the duration, T-T1 = T2, equal (GATE-95)
a) V
b) (T1-T2)V/T
c) V/√2
d) T1*V/T2
7. A periodic signal x(t) of period T0 is given by (GATE-98)

1, |𝑡| < T1
𝑥(𝑡) = {
0, T1 < |𝑡| < T0 /2
The D.C. component of x (t) is
a) T1/T0
b) T1/(2T0)
c) 2T1/T0
d) T0/T1
8. Which of the following cannot be the Fourier series expansion of a periodic
signal? (GATE-02)
a) x(t)=2 cos t+3 cos 3t
b) x(t)=2 cos πt+7 cos t
c) x(t)=cos t+ 0.5
d) x(t)=2 cos 1.5π t+sin 3.5πt
9. The Fourier series expansion of a real periodic signal with fundamental
frequency f0 is given by, gp(t) =∑∞
𝑎=−∞ 𝑐𝑛𝑒
𝑗2𝜋𝑓0𝑡
.It is given that C3 = 3+j5 then,
C-3 is (GATE-03)
g) 5+j3
h) -3-j5
i) -5+j3
j) 3-j5
10. Choose the function f(t); -∞<t<+∞, for which a fourier series cannot be
defined. (GATE-05)
a) 3 sin(25t)
b) 4 cos (20t+3)+ 2 sin (10t)
c) exp(-|t|) sin (25t)
d) 1
11. A function is given by f(t) = sin2t+cos 2t, which of the following is true?
(GATE-09)

a) f has frequency components at 0 and 1/2π Hz


b) f has frequency components at 0 and 1/π Hz
c) f has frequency components at 1/2π and 1/π Hz
d) f has frequency components at 1/2π and 1/π Hz
12. The trigonometric Fourier series for the waveform f(t) shown below
contains (GATE-10)
a) only cosine terms and zero value for the dc components
b) only cosine terms and positive value for the dc components
c) only cosine terms and negative value for the dc components
d) only sine terms and negative value for the dc components
13. A half wave rectifier sinusoidal waveform has a peak voltage of 10V. Its
average value and the peak value of the fundamental component
are respectively given by: (GATE-87)
a) 20 /πV,10/√2V
b) 10/πV,10/√2V
c) 10/πV,5V
d) 20/πV,5V
14. Which of the following signals is/are periodic? (GATE-92)
e) s(t)=cos2t+cos3t+cos5t.
f) s(t)=exp(j8πt).
g) s(t)=exp(-7t)sin10𝜋𝑡.
h) s(t)=cos2tcos4t.
15. The Fourier series representation of an impulse train denoted by S(t) =
n=−∞ δ(t − nT0 ) is given by
∑∞ (GATE-99)

1
a) (T ) ∑∞
n=−∞ exp (−j2πnt/T0 )
0

1
b) (T ) ∑∞
n=−∞ exp (−jπnt/T0 )
0

1
c) (𝑇 ) ∑∞
𝑛=−∞ exp (𝑗𝜋𝑛𝑡/𝑇0 )
0

1
d) (𝑇 ) ∑∞
𝑛=−∞ exp (𝑗2𝜋𝑛𝑡/𝑇0 )
0
UNIT – III

Objective:
• To introduce the concepts of sampling of continuous time signlas.
• To introduce the concept of Fourier transform.

Syllabus: Representation of an arbitrary function over the entire interval:


Fourier transform, Existence of Fourier transform, Fourier transform of some
useful functions, Fourier transform of periodic function, Properties of Fourier
transform, Energy Density spectrum, Parseval’s Theorem.
Sampling: Sampling theorem for band limited signals- Explanation,
reconstruction of signal from samples, Aliasing, Sampling Techniques-
Impulse, Natural and Flat top sampling.

Outcomes:
Students will be able to
➢ Perform transformations on signals.
➢ Understand the concept of sampling.
Learning Material

➢ By the use of Fourier Series we can represent any periodic function f(t) over
the entire interval as a discrete sum of exponential functions.

Representation of an arbitrary function over the entire interval:

Fig. Construction of a periodic signal by periodic extension of f(t)


➢ This can be done by constructing a periodic function of period T. So that f(t)
represents the first cycle of this periodic waveform.
➢ If T-> α, then the pulses in periodic function repeat after an infinite
interval.

ltT − f T (t ) = f (t ) -------------------------(1)

➢ The exponential Fourier series of f T (t ) is


f T (t ) = F
n = −
n e jntw0

2
Where w0 =
T
T
2
1
Fn =
T f
−T
T (t )e jntw0 dt ------------------------(2)
2

➢ Let us consider nw0 = wn then Fn is the function of wn , and we shall denote


Fn by Fn( wn )

From Equation (2)


T
2
TFn =
−T
 f T (t )e jtwn dt
2

Let TFn ( wn ) = F ( wn ) ----------------------------------------------------(3)


1
Then f T (t ) =
2
 F (w
n = −
n ) w0 e jtwn ----------------------------------------(4)

➢ From the above equation f T (t ) is expressed as a sum of exponential


signals of frequencies w1 , w2 ,......... ...wn . Let us represent the above equation
(4) in graphical representation

Fig. The Fourier series become Fourier integral as limit T −  

➢ The discrete sum in equation (4) becomes the integral or the area under
this curve. The curve now is continuous function of w and is given by
F ( w)e jwt .

➢ Also T −   , the function f T (t ) -> f(t)

1 
f (t ) =
2 −
F ( w)e jwt dw -----------------------------------(5)


Where F ( w) =  f (t )e − jwt dt --------------------------------------(6)
−

Existence of the Fourier Transform:


The conditions for a function to have Fourier transform, called dirichilet’s
conditions

➢ f(t) is absolutely integrable over the interval −  to  that is −
f (t )dt  

➢ f(t) has a finite number of discontinuities in every finite interval.

➢ f(t) has a finite number of maxima and minima every finite interval.
Fourier transform of some useful functions:
Properties of continuous time Fourier transform:

1. Linearity property: If

𝑓1 (𝑡)𝐹1 (𝑤) and 𝑓2 (𝑡)𝐹2 (𝑤) then

𝑎𝑓1 (𝑡) + 𝑏𝑓2 (𝑡) <=> 𝑎𝐹1 (𝑤) + 𝑏𝐹2 (𝑤)

2. Time shifting property: If

𝑓(𝑡)𝐹(𝑤) then

𝑓(𝑡 − 𝑡𝑜)𝐹(𝑤) 𝑒 −𝑖𝜔𝑡𝑜


3. Frequency shifting property: If

𝑓(𝑡)𝐹(𝑤) then

𝑓(𝑡)𝑒 −𝑖𝜔𝑜𝑡 𝐹(𝑤 − 𝑤𝑜 )

4. Time Reversal property: If

𝑓(𝑡)𝐹(𝑤) then

𝑓(−𝑡)𝐹(−𝑤)
5. Time Scaling property: If

𝑓(𝑡)𝐹(𝑤) then
1 𝑤
𝑓(𝑎𝑡) |𝑎| 𝐹 ( 𝑎 )

6. Time Differentiation Property: If

𝑓(𝑡)𝐹(𝑤) then
𝑑
𝑓(𝑡)𝑗𝑤𝐹(𝑤)
𝑑𝑡

7. Time Integration Property: If

𝑓(𝑡)𝐹(𝑤) then
𝑡 𝐹(𝑤)
∫−∞ 𝑓(𝜏)𝑑𝜏 𝑗𝑊
+ 𝜋𝐹(0)𝛿(𝑤)

8. Time Convolution Property: If


𝑓1 (𝑡)𝐹1 (𝑤) and 𝑓2 (𝑡)𝐹2 (𝑤) then

𝑓1 (𝑡) ∗ 𝑓2 (𝑡)𝐹1 (𝑤)𝐹2 (𝑤)


9. Frequency Convolution Property: If

𝑓1 (𝑡)𝐹1 (𝑤) and 𝑓2 (𝑡)𝐹2 (𝑤) then


1
𝑓1 (𝑡)𝑓2 (𝑡) 2𝜋 𝐹1 (𝑤) ∗ 𝐹2 (𝑤)

10. Duality Property: If

𝑓(𝑡)𝐹(𝑤) then

𝐹(𝑡)2𝜋𝑓(−𝑤)

11. Modulation Property: If

𝑓(𝑡)𝐹(𝑤) then
1
𝑓(𝑡)𝑐𝑜𝑠𝑤𝑜 𝑡 2 [𝐹(𝑤 − 𝑤0 ) + 𝐹(𝑤 + 𝑤𝑜 )

12. Parseval’s Relation: If

𝑓1 (𝑡)𝐹1 (𝑤) and 𝑓2 (𝑡)𝐹2 (𝑤) then


 
1
− f1 (t ) f (t )dt = 2  F (w) F
* *
2 1 2 ( w)dw
−

Fourier Transform of a periodic function:

Let f(t) is a periodic function of period T. The Fourier transform of periodic


function is

[ f (t )] =  Fn [e jntwt ]
−


F ( w) =  F 2 (w − nw )
n = −
n 0

Sampling Theorem:

Statement: A band limited signal f(t) with F(w)=0 for w  wm can be


represented into and uniquely determined from its samples f(nT) if the
sampling frequency f s  2 f m , where f m is the highest frequency
component present in it. That is for signal recovery, the sampling
frequency must be at least twice the highest frequency present in the
signal.
➢ Let f(t) is a continuous time band limited signal to be sampled which
has no spectral components above f m .
➢ Let  T (t ) is an impulse train which samples at a rate of fs Hz

➢ Then the sampled signal

𝑓(𝑡)𝛿𝑇 (𝑡) = ∑𝑛 𝑓(𝑛𝑇)𝛿(𝑡 − 𝑛𝑇)


➢ The Fourier transform of sampled signal is
1
𝐹̅ (𝑤) = 𝑇 ∑∞
𝑛=−∞ 𝐹(𝑤 − 𝑛𝑤𝑜)

Fig. sampled signal and its Fourier spectrum.


Fig. Effect of under sampling and over sampling.
➢ Nyquist rate of sampling is the theoretical minimum sampling rate at
which a signal can be sampled and still be reconstructed from its
samples without any distortion.

➢ A signal sampled at greater than Nyquist rate is said to be over


sampled and signal sampled is less than its Nyquist rate is said to be
under sampled.

Reconstruction of signal from it’s samples:


➢ The original function can be recovered by passing the sampled
function through a low pass filter with a cutoff frequency f m

➢ This can be obtained by multiplying the sampled signal by a gate


function
𝑡
ℎ(𝑡) = 𝑟𝑒𝑐𝑡 (𝑇) = 𝑟𝑒𝑐𝑡(2𝐵𝑡)

and
𝑤𝑇 1 𝑤
𝐻(𝑤) = 𝑇𝑠𝑖𝑛𝑐 ( ) = 2𝐵 𝑠𝑖𝑛𝑐(4𝐵)
2

The resultant output of the filter is

𝑓(𝑡) = ∑𝑘 𝑓(𝑘𝑇)ℎ(𝑡 − 𝑘𝑇)

= ∑𝑘 𝑓(𝑘𝑇)𝑠𝑖𝑛𝑐(2𝜋𝐵𝑡 − 𝑘𝜋)
Sampling techniques:

There are three types of sampling techniques

Impulse sampling:
➢ Impulse sampling can be performed by multiplying input signal x(t)

  (t − nT )
with impulse train n = − of period 'T'. Here, the amplitude of
impulse changes with respect to amplitude of input signal x(t). The
output of sampler is given by

  (t − nT )
y(t)= x(t) x n = −
Natural Sampling:

➢ Natural sampling is similar to impulse sampling, except the


impulse train is replaced by pulse train of period T. i.e. you

 p(t − nT )
multiply input signal x(t) to pulse train n = − as shown
below

 p(t − nT )
y(t)= x(t) x n = −

Flat top sampling:

➢ The Sample-and-Hold circuit consists of an amplifier of unity gain


and low output impedance, a switch and a capacitor; it is
assumed that the load impedance is large.

➢ The switch is timed to close only for the small duration of each
sampling pulse, during which time the capacitor charges up to a
voltage level equal to that of the input sample.

➢ When the switch is open , the capacitor retains the voltage level
until the next closure of the switch. Thus the sample-and-hold
circuit produces an output waveform that represents a staircase
interpolation of the original analog signal.
b) Sampled signal
UNIT-IV
LTI Systems: Signal Transmission through LTI Systems
Learning Objectives:
• To know the concept of LTI system
• To understand the filter characteristics of LTI system
• To understand the concept of Causality and Paley-Wiener Criterion for Physical
Realization
Learning outcomes:
After the completion of this chapter, student will be able to
• Define and classify systems
• Find the transfer function of a system
• Define the cutoff frequency of filter
• Design a physically realizable system
Syllabus: LTI Systems
Properties of systems, Linear Time Invariant (LTI) system, Response of LTI system-Convolution
Integral, Graphical interpretation; Properties of LTI system, Transfer function and Frequency
Response of LTI system.
Signal Transmission through LTI Systems: Filter characteristics of LTI Systems, distortion
less transmission through LTI system, Signal bandwidth, System bandwidth, Ideal LP, HPF and
BPF characteristics, Causality and Physical reliability- Paley-Wiener Criterion, Relationship
between bandwidth and rise-time.

System: A system may be define as “A set of components that are connected together to
perform the particular task”.

Systems are classified into the following categories:


• Liner and Non-liner Systems
• Time Variant and Time Invariant Systems
• Liner Time variant and Liner Time invariant systems
• Static and Dynamic Systems
• Causal and Non-causal Systems
• Invertible and Non-Invertible Systems
• Stable and Unstable Systems
Liner and Non-liner Systems:
✓ A system is said to be linear when it satisfies superposition and homogenate principles.
Consider two systems with inputs as x1(t), x2(t), and outputs as y1(t), y2(t) respectively.
Then, according to the superposition and homogenate principles,
T [a1 x1(t) + a2 x2(t)] = a1 T[x1(t)] + a2 T[x2(t)]
T [a1 x1(t) + a2 x2(t)] = a1 y1(t) + a2 y2(t)
From the above expression, is clear that response of overall system is equal to response of
individual system.
Example:
Y(t)= x2(t)
When input is x1(t)
Then output is y1 (t) = T[x1(t)] = x12(t)
When input is x2(t)
Then output is y2 (t) = T[x2(t)] = x22(t)
When input is a1 x1(t) + a2 x2(t)
The output is T [a1 x1(t) + a2 x2(t)] = [ a1 x1(t) + a2 x2(t)]2
Which is not equal to a1 y1(t) + a2 y2(t). Hence the system is said to be non linear.

Time Variant and Time Invariant Systems


✓ A system is said to be time variant if its input and output characteristics vary with
time. Otherwise, the system is considered as time invariant.
The condition for time invariant system is:
y (n , t) = y(n-t)
The condition for time variant system is:
y (n , t) ≠ y(n-t)
Where y (n , t) = T[x(n-t)] = input change ; y (n-t) = output change

Example:
y(n) = x(-n)
then y(n, t) = T[x(n-t)] = x(-n-t)
and y(n-t) = x(-(n-t)) = x(-n + t)
∴ y(n, t) ≠ y(n-t). Hence, the system is time variant.

Liner Time variant (LTV) and Liner Time Invariant (LTI) Systems
✓ If a system is both liner and time variant, then it is called liner time variant (LTV)
system.
✓ If a system is both liner and time Invariant then that system is called liner time
invariant (LTI) system.

Static and Dynamic Systems


✓ Static system is memory-less whereas dynamic system is a memory system.
Example : y(t) = 2 x(t)
For present value t=0, the system output is y(0) = 2x(0). Here, the output is only dependent
upon present input. Hence the system is memory less or static.

Causal and Non-Causal Systems


✓ A system is said to be causal if its output depends upon present and past inputs, and
does not depend upon future input.
✓ For non causal system, the output depends upon future inputs also.
Example 1: y(n) = 2 x(t) + 3 x(t-3)
For present value t=1, the system output is y(1) = 2x(1) + 3x(-2).
Here, the system output only depends upon present and past inputs. Hence, the system is
causal.

Invertible and Non-Invertible systems


✓ A system is said to invertible if the input of the system appears at the output.

Y(S) = X(S) H1(S) H2(S)


= X(S) H1(S) · 1/(H1(S)) since H2(S) = 1/( H1(S) )
∴ Y(S) = X(S) or y(t) = x(t)
Hence, the system is invertible.
If y(t) ≠ x(t), then the system is said to be non-invertible.
Stable and Unstable Systems
✓ The system is said to be stable only when the output is bounded for bounded input.
For a bounded input, if the output is unbounded in the system then it is said to be
unstable.
Note: For a bounded signal, amplitude is finite.
Example 1:
y (t) = x2(t)
Let the input is u(t) (unit step bounded input)
then the output
y(t) = u2(t) = u(t) = bounded output.
Hence, the system is stable.

Liner Time Invariant (LTI) Systems


If a system is both liner and time Invariant then that system is called liner time invariant (LTI)
system
Response of Basic LTI System
For linear time-invariant (LTI) systems the convolution integral can be used to obtain the output
(response )from the input and the system impulse response

h(t) is called impulse response of the system


Impulse response: it is obtained at the output of a system by applying impulse signal (i.e. δ (t))
When input x(t) = δ (t) then y(t) = h(t).

Properties of LTI Systems :


✓ LTI system satisfies homogeneity and liner properties.

Cascade and Parallel Connections:


For a cascade of two LTI systems having impulse responses h1(t) and h2(t) respectively, the
impulse response of the cascade is the convolution of the impulse responses

Cascade

For two systems connected in parallel, the impulse response is the sum of the impulse responses

Parallel

Differentiation and Integration of Convolution:


Performing differentiation or integration before a signal enters and LTI system, gives the same
result as performing the differentiation or integration after the signal passes through the system
The Frequency Response Function for LTI Systems :
The output of an LTI system can be given in terms of the convolution integral

Where we recall that is the (unit) impulse response of a system


We choose to start the analysis with a single complex sinusoid

the output is

We have thus defined the frequency response of an LTI system as

Transfer function of LTI system:


It may be defined as the ratio Fourier or Laplace transform of output to Fourier or Laplace
transform of input function

H(jɷ) =

Distortion less transmission:


The output signal of system is an exact replica of the input signal except for two minor
modifications.
• A possible scaling of amplitude
• A constant time delay
A signal x(t) is transmitted through a system without distortion if the output signal is defined by
y(t)
The constant ‘ k’ represents a change in amplitude and constant ‘t0’ indicate a delay in
transmission
Using time shifting property

The frequency response of and the impulse response of distortion less system is

Hence, Conditions for distortion less transmission of CT LTI system with transfer function H(jɷ)
is, its magnitude response and phase shift for all frequencies are

Frequency response for distortion less transmission through a linear time-invariant system

Signal Band width :


An energy signal is having its spectral components from -∞ to +∞. A band of frequencies
that contain most of the signal energy is known as the signal Band width. It is selected such
that it contains 95% of total energy.
System Bandwidth:
A system is specified by magnitude of transfer function ( i.e | H(ω) | or |H(S)|) . System
bandwidth may be defined as the range of frequencies over which the magnitude of | H(jω)
| remains 0.707 times of its value at mid band

Filter characteristics of LTI system


For LTI system the output obtained by
y(t)= x(t)*h(t) or Y(S)=X(S)H(S) or Y(ω)=X(ω) H(ω)
• The transfer function H(ω) will modifies the spectral components of input
• So the system act as a filter for various frequency components
Characteristics of an Ideal Filter:
Ideal filters allow a specified frequency range of interest to pass through while attenuating a
specified unwanted frequency range. The following filter classifications are based on the
frequency range a filter passes or blocks:
• Low pass filters pass low frequencies and attenuate high frequencies.
• High pass filters pass high frequencies and attenuate low frequencies.
• Band pass filters pass a certain band of frequencies.
• Band stop filters attenuate a certain band of frequencies.
The following figure shows the ideal frequency response of each of the preceding filter types.

In the previous figure, the filters exhibit the following behavior:


• The low pass filter passes all frequencies below fc.
• The high pass filter passes all frequencies above fc.
• The band pass filter passes all frequencies between fc1 and fc2.
• The band stop filter attenuates all frequencies between fc1 and fc2.
The frequency points fc , fc1, and fc2 specify the cut-off frequencies for the different filters.
Ideal LPF: The transfer function of an ideal LPF is given by
|H(ω)|= 1 for | ω | < ω c
=0 for | ω | > ω c
Ideal HPF: The transfer function of an ideal LPF is given by
|H(ω)|= 0 for | ω | < ω c
=1 for | ω | > ω c

Ideal BPF: The transfer function of an ideal LPF is given by


|H(ω)|= 1 for | ω 1 | < ω <| ω 2 |
=0 else
Ideal BSF: The transfer function of an ideal LPF is given by
|H(ω)|= 0 for | ω 1 | < ω <| ω 2 |
=1 else

Causality and Paley-Wiener Criterion for Physical Realization:


An LTI system said to be causal, if it has zero impulse response for ‘t’ less than zero i.e.
h(t)= 0 for t < 0
Such systems are physically realizable. This is time domain criterion. In frequency domain, the
necessary and sufficient condition for a magnitude function H(ɷ) to be physically realizable is

The conclusion are:


1. Ideal filters are not physically realizable.
2. Realizable function magnitude characteristics cannot have total attenuation

Relationship between Bandwidth and Rise Time:


The Rise time (t r is defined as the time required to for response to reach from 0% to 100
% of its final value). The band width of system is defined it is the range of frequencies where the
band of frequencies are have its gain (transfer function H(ω)) 0.707 of its maximum value) i.e.
the 3dB points deference

Bandwidth is related with Raise time by


Unit V
CORRELATION OF CONTINUOUS TIME SIGNALS

Objectives:

To familiarize the concepts of various types of correlation, properties and


convolution.

Syllabus:
Cross correlation and auto correlation of continuous time signals, relation
between convolution and correlation, properties of cross correlation and
autocorrelation, power density spectrum, relation between auto correlation
function and energy/power spectral density function.
Outcomes:

Students will be able to

➢ Classify various types of correlations.


➢ Identify power-energy density spectrum.
➢ Determine cross correlation and auto correlation.
➢ Distinguish between correlation and convolution.

Concept of Convolution:
➢ Convolution is a mathematical operation which can be performing on two
signals 𝑥1 (𝑡) and 𝑥2 (𝑡) to produce a third signal which is typically viewed
as the modified version of one of the original signals.
➢ A convolution is an integral that express the overlap of one signal 𝑥2 (𝑡) as
it is shifted over another signal 𝑥1 (𝑡).

➢ Convolution of two signals 𝑥1 (𝑡) and 𝑥2 (𝑡) over a finite range [0 → t] can
be defined as


[𝑥1 ∗ 𝑥2 ](𝑡) = ∫ 𝑥1 (𝑇) 𝑥2 (𝑡 − 𝑇)𝑑𝑇
_−∞

Here the symbol [𝑥1 ∗ 𝑥2 ](𝑡)denotes the convolution of 𝑥1 (𝑡) and𝑥2 (𝑡).
Convolution is
More often taken over an infinite range like,

[𝑥1 ∗ 𝑥2 ](𝑡) = 𝑦(𝑡) = ∫ 𝑥1 (𝑇) 𝑥2 (𝑡 − 𝑇)𝑑𝑇
−∞

➢ The convolution of two discrete time signals 𝑥1 (𝑛) and 𝑥2 (𝑛) over an
infinite range can be defined as

[𝑥1 ∗ 𝑥2 ](𝑛) = 𝑦(𝑛) = ∑ 𝑥1 [𝑘]𝑥2 [𝑛 − 𝑘]


𝑘=−∞

Convolution properties:

➢ There are some important properties of convolution that perform on


continuous time signal which we have listed below. The commutative,
associative, distributive properties are given below.
➢ Commutative: 𝑥1 (𝑡) ∗ 𝑥2 (𝑡) = 𝑥2 (𝑡) ∗ 𝑥1 (𝑡)
➢ Associative: [𝑥1 (𝑡) ∗ 𝑥2 (𝑡)] ∗ 𝑥3 (𝑡) = 𝑥1 (𝑡) ∗ [𝑥2 (𝑡) ∗ 𝑥3 (𝑡)]
➢ Distributive: 𝑥1 (𝑡) ∗ [𝑥2 (𝑡) + 𝑥3 (𝑡)] = [𝑥1 (𝑡) ∗ 𝑥2 (𝑡) + 𝑥1 (𝑡) ∗ 𝑥3 (𝑡)]

EDS (Energy Density Spectrum)

➢ Spectral density: It is the distribution of power or energy of a signal per


unit band width as a function of frequency.
➢ Energy density: signals with finite energy 0< 𝐸 < ∞ 𝑎𝑛𝑑 𝑃 =
0 𝑐𝑎𝑙𝑙𝑒𝑑 𝑒𝑛𝑒𝑟𝑔𝑦 𝑠𝑖𝑔𝑛𝑎𝑙
➢ power density: signals with finite average power 0< 𝑃 < ∞ 𝑎𝑛𝑑 𝐸 =
∞ 𝑐𝑎𝑙𝑙𝑒𝑑 𝑝𝑜𝑤𝑒𝑟 𝑜𝑟 𝑝𝑒𝑟𝑖𝑜𝑑𝑖𝑐 𝑠𝑖𝑔𝑛𝑎𝑙
➢ Normalized energy: Energy dissipated by a voltage signal applied across
1 ohm resistor

E = ∫−∞ |𝑥(𝑡)|2 𝑑𝑡

➢ Parseval’s theorem for energy signals: Defines the energy of a signal in


terms of FT

E = ∫−∞ |𝑥(𝑓)|2 𝑑𝑓

➢ Energy density Spectrum: It is the distribution of energy of a signal in


the frequency domain called ESD. Ψ(f)= |𝑥(𝑓)|2

PDS (Power Density Spectrum)

➢ Power signal: These are the signals with infinite energy, but with finite
average power.
➢ Average power: power dissipated by a voltage signal applied across 1
𝑇
1
ohm resistor. Mathematically P= lim ∫2𝑇 |𝑥(𝑡)|2 𝑑𝑡
𝑇
𝑡→∞ −
2

➢ Parseval’s theorem: Defines the power of a signal in terms of the


harmonic components present in the signal. Mathematically P=∑∞
−∞ |𝐹𝑛 |
2

We have the exponential Fourier series

X (t) =∑∞
−∞ 𝐹𝑛𝑒 −jω0nt

𝑇 𝑇
1 1 2
P= 𝑇 ∫2𝑇 |𝑥(𝑡)|2 𝑑𝑡 = ∫ ∑∞ 𝐹 𝑒−jω0nt 𝑥 ∗ (𝑡)𝑑𝑡
𝑇 −𝑇 −∞ 𝑛

2 2

𝑇 𝑇
1 1
= ∑∞ 𝐹 ∫2𝑇 𝑥∗ (𝑡) 𝑒 −jω0nt 𝑑𝑡=∑∞ 2 ∗
−∞ 𝐹𝑛 𝑇 ∫ 𝑇 𝑥 (𝑡) 𝑒
−jω0nt
𝑑𝑡
𝑇 −∞ 𝑛 − −
2 2

=∑∞ ∞
−∞ |𝐹𝑛 𝐹𝑛|∗ = P=∑−∞ |𝐹𝑛 |
2

Called parseval’s power theorem.


➢ Power Density Spectrum: The distribution of average power of the
signal in the frequency domain is called power spectral density (PSD)

Cross-correlation and autocorrelation of continuous time signals:

Correlation:

➢ Correlation is a measure of similarity between two signals. The general


formula for correlation is
∞ −∞
∫ 𝑥1 (𝑡)𝑥2 (𝑡 − 𝜏)𝑑𝑡 = ∫ 𝑥1 (𝑡)𝑥2 (𝑡 − 𝜏)𝑑𝑡
−∞ ∞

➢ There are two types of correlation:


• Auto correlation
• Cross correlation

Auto Correlation Function:

➢ It is defined as correlation of a signal with itself. Autocorrelation


function is a measure of similarity, regularity, match or coherence
between a signal & its time delayed version. It is represented with Rxx(τ).
Consider a signals x(t). The autocorrelation function of x (t) with its time
delayed version is given by

𝑇
1
Rxx(τ) or R(τ)= lim 𝑇 ∫2𝑇 𝑥(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡
𝑡→∞ −
2

This is defined separately for energy and power Signals.

➢ Autocorrelation foe energy signals


Consider energy signal x(t) then the autocorrelation ot this signal is
obtained by integrating the product of the x(t) and delayed version of its
complex conjugate


Rxx(τ) or R(τ)= ∫−∞ 𝑥(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡

𝜏 is called the time delay parameter

If signals x(t) is shifted by the same period,



Rxy(τ) or R(τ)= ∫−∞ 𝑥(𝑡 + 𝜏)𝑥 ∗ (𝑡) 𝑑𝑡

Properties of Autocorrelation Function of Energy Signal:

➢ Autocorrelation exhibits conjugate symmetry i.e. R (τ) = R*(-τ)


Proof: Autocorrelation function of energy signal is given by
taking complex conjugate
∞ ∞
R*(τ)= ∫−∞ 𝑥(𝑡 − 𝜏)𝑥 ∗ (𝑡) 𝑑𝑡 Rxy(τ) or R(τ)= ∫−∞ 𝑥(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡

R*(-τ)= ∫−∞ 𝑥(𝑡 + 𝜏)𝑥 ∗ (𝑡) 𝑑𝑡 = R(τ)

R (τ) = R*(-τ)

➢ The value autocorrelation function of energy signal is given at origin i.e.


at τ=0 is equal to total energy of that signal, which is given as:

R (0) = E = ∫−∞ |𝑥(𝑡)|2 𝑑𝑡

Proof: Rxx(τ) or R(τ)= ∫−∞ 𝑥(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡 τ=0
∞ ∞
∫−∞ 𝑥(𝑡)𝑥 ∗ (𝑡) 𝑑𝑡 = E = ∫−∞ |𝑥(𝑡)|2 𝑑𝑡

➢ If τ is increased in either directions, the autocorrelation R(τ) decreases. τ is


increases R(τ) increases. |R (τ) | is maximum it τ=0.
Mathematically |R (τ) | ≤ R (0) ∀ τ
➢ Auto correlation function and energy spectral densities are Fourier
transform pairs. i.e.

F.T [R(τ)]=Ψ(ω)

Ψ(ω)= ∫−∞ |R (τ) e−jωτdτ 𝑑𝑡

Autocorrelation Function of Power or periodic Signals:


➢ Consider a periodic signal x(t) with period T0. The autocorrelation
function of periodic power signal with period T is given by
𝑇
1 2
Rxx(τ) or R(τ)= ∫ 𝑥(𝑡)𝑥 ∗ (𝑡
𝑇 −𝑇
− 𝜏) 𝑑𝑡 if 𝜏 is negative direction
2

𝑇
1 2
R(τ)= ∫ 𝑥(𝑡
𝑇 −𝑇
+ 𝜏)𝑥 ∗ (𝑡) 𝑑𝑡
2
𝑇
1
For a period, Rxx(τ) or R(τ)= lim ∫2𝑇 𝑥(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡
𝑡→∞ 𝑇 − 2

Properties of Autocorrelation Function of power Signal:

➢ Autocorrelation exhibits conjugate symmetry i.e. R (τ) = R*(-τ)


Proof: Autocorrelation function of power signal is given by
𝑇
1 2
Rxx(τ) or R(τ)= ∫ 𝑥(𝑡)𝑥 ∗ (𝑡
𝑇 −𝑇
− 𝜏) 𝑑𝑡
2
𝑇
1 2
R*(τ)= lim ∫ 𝑇 𝑥(𝑡 − 𝜏)𝑥 ∗ (𝑡) 𝑑𝑡
𝑡→∞ 𝑇 − 2

𝑇
1 2
R*(-τ)= lim ∫ 𝑇 𝑥(𝑡 + 𝜏)𝑥 ∗ (𝑡) 𝑑𝑡 = R(τ)
𝑡→∞ 𝑇 − 2

R (τ) = R*(-τ)
➢ The value autocorrelation function of power signal is given at origin
gives average power of that signal, which is given as:
𝑇
1 2
R(0) = ∫ |𝑥(𝑡)|2 𝑑𝑡
𝑇0 −𝑇
=p
2

Proof:
𝑇
1 2
Rxy(τ) or R(τ)= ∫ 𝑥(𝑡)𝑥 ∗ (𝑡
𝑇0 −𝑇
− 𝜏) 𝑑𝑡 τ=0
2
𝑇
1 2
R(0)= ∫ 𝑥(𝑡)𝑥 ∗ (𝑡) 𝑑𝑡
𝑇0 −𝑇
2
𝑇
1
=𝑇0 ∫ |𝑥(𝑡)|2 𝑑𝑡 =p
2
𝑇

2

➢ If τ is increased in either directions, the autocorrelation R(τ) decreases. τ is


increases R(τ) increases. |R(τ)| is maximum it τ=0.
➢ Auto correlation function and power spectral densities are Fourier
transform pairs. i.e.

F.T [R(τ)]=S(ω)
Auto correlation function is a periodic R (τ) = R(τ+nT0),n=1,2,3,------
Cross Correlation Function:

➢ Cross correlation is the measure of similarity between two different


signals.

Consider two signals x1(t) and x2(t). The cross correlation of these two
Signals Rxy(τ) is given by

Rxy(τ) or R(τ) = ∫−∞ 𝑥(𝑡)𝑦 ∗ (𝑡 − 𝜏) 𝑑𝑡


= ∫−∞ 𝑥(𝑡 + 𝜏)𝑦 ∗ (𝑡) 𝑑𝑡


∫−∞ 𝑥(𝑡)𝑦 ∗ (𝑡) 𝑑𝑡=0

Rxy(0) =0

Then the signals x(t) and y(t) are called orthogonal signals. Then the
Cross correlation for


Orthogonal signals expressed as Rxy(τ) or R(τ)= ∫−∞ 𝑦(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡

Properties of cross-correlation Function of Energy Signal:

➢ Cross-correlation exhibits conjugate symmetry i.e. Rxy (τ) = Rxy*(τ)


Cross-correlation is not a commutative Rxy (τ) ≠ Rxy(τ)
➢ The value autocorrelation function of energy signal is given at origin i.e.
at τ=0 is equal to total energy of that signal, which is given as:

Rxy (0) = E =0 i.e ∫−∞ 𝑥(𝑡)𝑦 ∗ (𝑡) 𝑑𝑡=0, Then the signals x(t) and y(t) are
called orthogonal Signals.

➢ The cross-correlation of energy signal corresponds to the multiplication


of the FT of one signal and complex conjugate FT of another signal
Rxy (τ)=X(jω)y*(jω) called correlation theorem.
Properties of Cross-correlation Function of power Signal:

➢ Consider a periodic signal x(t) with period T0.The cross- correlation


function of periodic power signal with period T is given by
𝑇
1 2
Rxy(τ) or R(τ)= ∫ 𝑥(𝑡)𝑦 ∗ (𝑡
𝑇0 −𝑇
− 𝜏) 𝑑𝑡
2
𝑇
1
Ryx(τ)= ∫2 𝑦(𝑡)𝑥 ∗ (𝑡
𝑇0 −𝑇
− 𝜏) 𝑑𝑡
2

➢ Cross-correlation exhibits conjugate symmetry i.e. Rxy(τ)) = Ryx(τ)


Proof: Cross-correlation function between 2 signals x(t) and y(t)

Rxy(τ) or R(τ)= ∫−∞ 𝑥(𝑡)𝑦 ∗ (𝑡 − 𝜏) 𝑑𝑡 put p= 𝑡 − 𝜏

Ryx(τ)= ∫−∞ 𝑥(𝑝 + 𝜏)𝑦 ∗ (𝑝) 𝑑𝑡

Rxy(τ) or R(τ)= ∫−∞ 𝑦(𝑡)𝑥 ∗ (𝑡 − 𝜏) 𝑑𝑡 substituting p= t

R(τ)= ∫−∞ 𝑦(𝑝)𝑥 ∗ (𝑝 − 𝜏) 𝑑𝑡

R*xy(τ) or R(τ)= ∫−∞ 𝑥(𝑝 + τ)𝑦 ∗ (𝑝) 𝑑𝑡

Rxy(τ) = R*yx(τ)
➢ Cross-correlation is not a commutative Rxy (τ) ≠ Rxy(τ)
𝑇
1 2
If Rxy (0)=0, Rxy(τ) or R(τ)= ∫ 𝑥(𝑡)𝑦 ∗ (𝑡) 𝑑𝑡
𝑇0 −𝑇
=0
2

Then the signals x(t) and y(t) are called orthogonal Signals.

Relation between convolution and correlation:

➢ In correlation, physical time ’t’ plays the role of a dummy variable and it
disappears after solving the integral. But in convolution , delay
parameter, τ plays the roles of a dummy variable.
➢ Correlation Rxy(τ) is a function of the delay parameter τ, where as convolution
is a function of time.
➢ Correlation can be obtained by convolving x(-t) and y*(t)

Relation between auto correlation function R (τ) and energy/power


spectral density function ESD Ψ(f) and PSD s(f)

➢ auto correlation function R (τ) of an energy signal and its ESD, Ψ(f)
forms a FT pair,
R (τ) Ψ(f)

Proof: the Cross-correlation function between 2 signals x(t) and y(t)is


given as

Rxy(τ) or R(τ)= ∫−∞ 𝑋(𝑓)𝑌 ∗ (𝑓)𝑒 𝑗ωτ 𝑑𝑓

If both functions are same then the autocorrelation is given by

∞ ∞
Rxx(τ) or R(τ)= ∫−∞ 𝑋(𝑓)𝑥 ∗ (𝑓)𝑒 𝑗ω𝑡 𝑑𝑡=∫−∞ |𝑥(𝑓)|2 𝑒 𝑗ωτ 𝑑𝑓

F-1=[|F(f)|2]

|F(f)|2 = Ψ(f)

R (τ)= F-1 [Ψ(f)], F[R (τ)]= [Ψ(f)]


➢ auto correlation function R (τ) of an power signal and its PSD, S(f) forms
a FT pair,
R (τ) S(f)

Proof: the Cross-correlation function of a power signal x(t) in terms of


FSC
𝑗𝑛ω0τ
R(τ)= ∑∞
−∞ 𝑋𝑛 𝑋−𝑛 𝑒 𝑋𝑛 𝑋−𝑛 are FSC.
2 𝑗𝑛ω0τ
R(τ)= ∑∞
−∞ |𝑋𝑛 | 𝑒

Taking FT on both sides

∞ 2 𝑗𝑛ω0τ −𝑗ωτ
F[R(τ)]= ∫−∞ [∑∞
−∞ |𝑋𝑛 | 𝑒 ]𝑒 dτ

Inter change summation and integration

∞ −𝑗τ(ω−𝑗𝑛ω0)
F[R(τ)] = ∑∞ 2 ∞
−∞ |𝑋𝑛 | ∫−∞ [∑−∞ 𝑒 d τ =2π ∑∞
−∞ |𝑋𝑛 | δ(ω − 𝑗𝑛ω0)
2

=∑∞
−∞ |𝑋𝑛 | δ(f − 𝑗𝑛f0)
2

The RHS is the PSD S(ω) or S(f) of periodic function x(t)

F[R (τ)]= S(f)

[R(τ)]= F-1[S(f)]

So R (τ) S(f)
UNIT VI

THE LAPLACE TRANSFORM

Learning Objectives:

• To introduce the concept of various Laplace transform


• To introduce the concept of convergence of Laplace transform.
• To introduce the concept of representation of a Laplace transform in s domain
Learning Outcomes:
Students will be able to
• Apply properties of Laplace transform
• Solving the integro differential equations using Laplace transform
• Obtain the Laplace transform of standard signals
Syllabus:
Laplace transform of signals, Convergences of Laplace transform, Properties of region of
convergence (ROC),Unilateral Laplace transform, Properties Unilateral Laplace
transform, Initial value theorem, Final value theorem, Inversion of Unilateral and
Bilateral Laplace transform, Relation between Laplace and Fourier Transforms

Advantages of Laplace transform:


1Signals which are not convergent in Fourier transform are convergent in Laplace transform.
2convolutions in time domain can be obtained by simple multiplication in S domain
3 Integro differential equations are converted into simple algebraic equations
Laplace transform of signals:

The Laplace transform of a functionf (t), defined for all real numbers t ≥ 0, is the function F(s),
which is a unilateral transform defined by


L[ x(t )] = X ( s) =  x(t )e − st dt ( s =  + j )
0

Bilateral Laplace Transform


The Bilateral Laplace Transform is defined as follows:

Inverse Laplace Transform:


The inverse Laplace transform is defined as
 + j
1
x (t ) =  X ( s ) e st ds
2j  − j
Conditions for Existence of Laplace Transform:
Dirichlet's conditions are used to define the existence of Laplace transform. i.e.

• The function f(t) has finite number of maxima and minima.


• There must be finite number of discontinuities in the signal f(t),in the given interval of
time.
• It must be absolutely integrable in the given interval of time. i.e. |f(t)|dt<∞

Relationship between fourier transorm and laplace transform:

i.e., Fouriertransform is a special case of Laplace transform when Re[s] or =0

Region of convergence:

The range variation of σ for which the Laplace transform converges is called region of
convergence.

Properties of ROC of Laplace Transform:

•ROC contains strip lines parallel to jω axis in s-plane.


• If x(t) is absolutely integral and it is of finite duration, then ROC is entire s-plane.
• If x(t) is a right sided sequence then ROC : Re{s} >σo.
• If x(t) is a left sided sequence then ROC : Re{s} <σo.
• If x(t) is a two sided sequence then ROC is the combination of two regions.
Comparison between Fourier transform and Laplace transform

Sl.No Fourier Transform Laplace Transform


1 The fourier transform of a The Laplace transform of a function x(t)
function x(t) can be represented can be represented by a continuous sum
by a continuous sum of of complex exponential damped waves of
exponential functions of the form the form est.
ejωt,, i.e. it uses summation of
waves of +ve and –ve frequencies.
2 The fourier transform technique is The Laplace transform technique is also
applied for solving differential applied for solving differential equations
equations that relate the input and that relate the input and output.
output.
3 It is rarely used for solving It is very widely used for solving
differential equations because differential equations because Laplace
fourier transform does not exist transform exists even for signals for
for many signals as ‫׀‬x(t)‫ ׀‬is not which the fourier transform does not
absolutely integrable. exist.
4 It does not have any convergence It has a convergence factor and so is more
factor. general.

5 Fourier transform cannot be used Laplace transform can be used to analyze


to analyze unstable systems. even unstable systems

6 Fourier transform is the Laplace Laplace transform of x(t) is the fourier


transform evaluated along the transform of x(t)e¯σt, i.e. L[x(t)]=
imaginary axis of the s-plane, i.e. F[x(t)e¯σt]
X(ω)= X(s)‫׀‬s=jω.
PROPERTIES OF
LAPLACETRANSFORM:

INVERSE LAPLACE TRANSFORM:

The transfer function may of the form

b0 s m + b1s m −1 + ... + bm −1s + bm −s


e
s n + a1s n −1 + ...an −1s + an

Consider the proper partial fractions for the above expression * Summary of Partial–Fraction
Expansion
(1) Expansion Structure:
Simple Roots (including complex conjugate)
=> A j could be complex.
s − j

Repeated Roots: m multiplicity


=> B1 B2 Bm
+ + ... +
s −  j (s −  j ) 2
(s −  j )m

(2) Avoid complex number


For complex conjugates:  j = a + jb
Aj Aj* cs + D
+ 
s − j s − j *
( s − a) 2 + b 2
cs + D
*
Bk Bk
+ 
(s −  j )k s − j
*
( )k
[( s − a ) 2 + b 2 ]k

LAPLACE TRANSFORM OF STANDARD FUNCTIONS:


Laplace
Entry Time Domain (note)
Domain

unit impulse unit impulse

unit step (note)

ramp

parabola

tn
(n is integer)

exponential

time
multiplied
exponential

Asymptotic
exponential
double
exponential

asymptotic
double
exponential

asymptotic
critically
damped

sine

cosine

decaying
sine

decaying
cosine

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