Chapter 6
Chapter 6
Chapter 6
Methods
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EditedbyDr.RobertAkl
RepresentingaSignal
Theconvolutionmethodforfindingthe
responseofasystemtoanexcitationtakes
advantageofthelinearityandtime
invarianceofthesystemandrepresentsthe
excitationasalinearcombinationof
impulsesandtheresponseasalinear
combinationofimpulseresponses
TheFourierseriesrepresentsasignalasa
linearcombinationofcomplexsinusoids
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LinearityandSuperposition
Ifanexcitationcanbeexpressedasasumofcomplexsinusoids
theresponseofanLTIsystemcanbeexpressedasthesumof
responsestocomplexsinusoids.
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RealandComplexSinusoids
ejx e jx
cos x
2
ejx e jx
sin x
j2
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JeanBaptisteJosephFourier
3/21/17685/16/1830
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ConceptualOverview
TheFourierseriesrepresentsasignalasasumofsinusoids.
Thebestapproximationtothedashedlinesignalbelowusing
onlyaconstantisthesolid
Constant
line.(Aconstantisa 0.6
cosineofzerofrequency.)
t
-4 10
-0.6
x(t)
1.6 Exact x(t)
Approximation of x(t) by a constant
1
t
-4
t0 t0 T 10
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ConceptualOverview
Thebestapproximationtothedashedlinesignalusingaconstant
plusonerealsinusoidofthesamefundamentalfrequencyasthe
dashedlinesignalisthesolidline.
Sinusoid 1
0.6
t
-4 10
-0.6
x(t)
1.6 Exact x(t)
Approximation of x(t) through 1 sinusoid
1
t
-4 10
t0 t0 T
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ConceptualOverview
Thebestapproximationtothedashedlinesignalusingaconstant
plusonesinusoidofthesamefundamentalfrequencyasthe
dashedlinesignalplusanothersinusoidoftwicethefundamental
frequencyofthedashedlinesignalisthesolidline.
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ConceptualOverview
Thebestapproximationtothedashedlinesignalusingaconstant
plusthreesinusoidsisthesolidline.Inthiscase(butnotingeneral),
thethirdsinusoidhaszeroamplitude.Thismeansthatnosinusoidof
threetimesthefundamentalfrequencyimprovestheapproximation.
Sinusoid 3
0.6
t
-4 10
-0.6
t
-4 t0 t0 T 10
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ConceptualOverview
Thebestapproximationtothedashedlinesignalusingaconstant
plusfoursinusoidsisthesolidline.Thisisagoodapproximation
whichgetsbetterwiththeadditionofmoresinusoidsathigher
integermultiplesofthefundamentalfrequency.
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ContinuousTimeFourierSeries
Definition
The Fourier series representation of a signal x(t)
over a time t0 t t0 T is
x t c x k ej 2 kt/T
k
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Orthogonality
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Orthogonality
Using Euler's identity
t0 T
k q
k q
e j 2 kt/T j 2 qt/T
,e cos 2 T t
j sin 2
t dt
T
t0
If k q,
t0 T t0 T
If k q, the integral
t0 T
k q k q
ej 2 kt/T , ej 2 qt/T cos 2
T
t j sin
2 t dt
T
t0
is over a non-zero integer number of cycles of a cosine and a sine
and is therefore zero.
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Orthogonality
Therefore ej 2 kt/T and ej 2 qt/T are orthogonal if k and q are not equal.
Now multiply the Fourier series expression x t c x k ej 2 kt/T
k
by e j 2 qt/T (q an integer)
x t e j 2 qt/T
c x k ej 2 kq t/T
k
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Orthogonality
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ContinuousTimeFourierSeries
Definition
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CTFSofaRealFunction
It can be shown that the continuous-time Fourier series (CTFS)
harmonic function of any real-valued function x t has the property
that c x k c*x k .
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TheTrigonometricCTFS
The fact that, for a real-valued function x t
c x k c*x k
also leads to the definition of an alternate form of the CTFS,
the so-called trigonometric form.
x t a x 0 a x k cos 2 kt / T b x k sin 2 kt / T
k1
where
t0 T
2
a x k x t cos 2 kt / T dt
T t0
t0 T
2
b x k x t sin 2 kt / T dt
T t0
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TheTrigonometricCTFS
Since both the complex and trigonometric forms of the CTFS represent a signal, there
must be relationships between the harmonic functions. Those relationships are
a x 0 cx 0
bx 0 0
, k 1, 2, 3,
a x k c x k c x k
*
x
b k j c k c* k
x x
cx 0 a x 0
a k j b x k
c x k x , k 1, 2, 3,
2
a x k j b x k
c x k c x k
*
2
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CTFSExample#1
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CTFSExample#1
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CTFSExample#2
Let a signal be defined by x t 2 cos 400 t and let
T 10 ms which is 2T0 .
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CTFSExample#2
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CTFSExample#3
Let x t 1 / 2 3 / 4 cos 20 t 1 / 2 sin 30 t and let T 200 ms.
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CTFSExample#3
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CTFSExample#3
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CTFSExample#3
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LinearityoftheCTFS
Theserelationsholdonlyiftheharmonicfunctionsofall
thecomponentfunctionsarebasedonthesame
representationtimeT.
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CTFSExample#4
Let the signal be a 50% duty-cycle square wave with an
amplitude of one and a fundamental period T0 1.
x t rect 2t 1 t
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CTFSExample#4
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CTFSExample#4
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CTFSExample#4
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CTFSExample#4
Agraphofthemagnitudeandphaseoftheharmonicfunction
asafunctionofharmonicnumberisagoodwayofillustratingit.
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TheSincFunction
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CTFSExample#5
Let x t 2 cos 400 t and let T 7.5 ms which is
1.5 fundamental periods of this signal.
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CTFSExample#5
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CTFSExample#5
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CTFSExample#5
TheCTFSrepresentationofthiscosineisthesignal
below,whichisanoddfunction,andthediscontinuities
maketherepresentationhavesignificanthigherharmonic
content.Thisisaveryinelegantrepresentation.
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CTFSofEvenandOddFunctions
For an even function, the complex CTFS harmonic function
c x k is purely real and the sine harmonic function a x k is
zero.
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ConvergenceoftheCTFS
PartialCTFSSums
N
x N t c k e
x
j 2 kt/T0
k N
Forcontinuoussignals,
convergenceisexactat
everypoint.
AContinuousSignal
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ConvergenceoftheCTFS
PartialCTFSSums
Fordiscontinuoussignals,
convergenceisexactat
everypointofcontinuity.
DiscontinuousSignal
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ConvergenceoftheCTFS
Atpointsofdiscontinuity
theFourierseries
representationconverges
tothemidpointofthe
discontinuity.
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NumericalComputationoftheCTFS
HowcouldwefindtheCTFSofasignalwhichhasno
knownfunctionaldescription?
Numerically.
1
c x k T
x t e j 2 kt/T
dt
T
Unknown
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NumericalComputationoftheCTFS
N1 n1 Ts
1
c x k x nT e
j 2 knTs /T
s dt
T n0 nTs
Samplesfromx(t)
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NumericalComputationoftheCTFS
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NumericalComputationoftheCTFS
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CTFSProperties
Let a signal x(t) have a fundamental period T0 x and let a
signal y(t) have a fundamental period T0 y. Let the CTFS
harmonic functions, each using a common period T as the
representation time, be c x [k] and c y [k]. Then the following
properties apply.
Linearity
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CTFSProperties
TimeShifting
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CTFSProperties
FrequencyShifting
(HarmonicNumber
Shifting)
Ashiftinfrequency(harmonicnumber)correspondsto
multiplicationofthetimefunctionbyacomplexexponential.
TimeReversal
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CTFSProperties
TimeScaling
Let z t x at , a 0
Case 1. T T0 x / a T0 z for z t
c z k c x k
Case 2. T T0 x for z t
If a is an integer,
c x k / a , k / a an integer
c z k
0 , otherwise
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CTFSProperties
TimeScaling(continued)
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CTFSProperties
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CTFSProperties
ChangeofRepresentationTime
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CTFSProperties
TimeDifferentiation
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CTFSProperties
TimeIntegration
Case1 Case2
Case 1. c x 0 0
Case 2. c x 0 0
x d isnotperiodic
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CTFSProperties
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CTFSProperties
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CTFSProperties
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SomeCommonCTFSPairs
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CTFSExamples
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CTFSExamples
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CTFSExamples
Find the CTFS harmonic function of x t with T 10 8.
10 8
c x k 1 / T x t e j 2 kt/T dt c x 0 10 8 35 10 t dt 35 / 2
8
T
0
8
10 10 8
c x k 10 8 35 10 t e
8 8
j 2 10 kt
8
dt 35 1016 te j 2 10 kt
dt
0 0
8
10
10 8
e j 2 10 8 kt e j 2 10 8 kt
c x k 35 10 t16
0 j2 10 8 k dt
j2 10 8
k 0
10 8
e j 2 k 10 8 e j 2 10 kt
8
16
c x k 35 10
j2 10 8
k
j2 10 k 0
8 2
10 16 e j 2 k 1 e j 2 k 1 e j 2 k j2 ke j 2 k
c x k 35 10 16
16
35
j2 k j2 k 2
10 j2 k 2
1/ 2 , k 0
c x k 35 j
2 k , k 0
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LTISystemswithPeriodicExcitation
The differential equation describing an RC lowpass filter is
RC vout t vout t vin t
If the excitation vin t is periodic it can be expressed as a
CTFS,
vin t c in k ej 2 kt/T
k
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LTISystemswithPeriodicExcitation
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LTISystemswithPeriodicExcitation
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LTISystemswithPeriodicExcitation
c out k
The ratio is the
c in k
harmonic response of the system.
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ContinuousTimeFourier
Methods
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EditedbyDr.RobertAkl
ExtendingtheCTFS
TheCTFSisagoodanalysistoolforsystemswith
periodicexcitationbuttheCTFScannotrepresent
anaperiodicsignalforalltime
ThecontinuoustimeFouriertransform(CTFT)
canrepresentanaperiodicsignalforalltime
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CTFStoCTFTTransition
Consider a periodic pulse-train signal x t with duty cycle w/ T0
Aw kw
Its CTFS harmonic function is c x k sinc
T0 T0
As the period T0 is increased, holding w constant, the duty
cycle is decreased. When the period becomes infinite (and
the duty cycle becomes zero) x t is no longer periodic.
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CTFStoCTFTTransition
Below are graphs of the magnitude of c x k for 50% and 10% duty
cycles. As the period increases the sinc function widens and its
magnitude falls. As the period approaches infinity, the CTFS
harmonic function becomes an infinitely-wide sinc function with zero
amplitude.
T0 T0
w w
2 10
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CTFStoCTFTTransition
This infinity-and-zero problem can be solved by normalizing
the CTFS harmonic function. Define a new modified CTFS
harmonic function T0 c x k Awsinc wkf0 and graph it
versus kf0 instead of versus k. f0 1 / T0
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CTFStoCTFTTransition
In the limit as the period approaches infinity, the modified
CTFS harmonic function approaches a function of continuous
frequency f (kf0 ).
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CTFStoCTFTTransition
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DefinitionoftheCTFT
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SomeRemarkableImplications
oftheFourierTransform
TheCTFTexpressesafiniteamplitude,realvalued,aperiodic
signalwhichcanalso,ingeneral,betimelimited,asasummation
(anintegral)ofaninfinitecontinuumofweighted,infinitesimal
amplitude,complexsinusoids,eachofwhichisunlimitedin
time.
(Timelimitedmeanshavingnonzerovaluesonlyforafinitetime.)
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FrequencyContent
Lowpass Highpass
Bandpass
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SomeCTFTPairs
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Convergenceandthe
GeneralizedFourierTransform
Let x t A. Then from the
definition of the CTFT,
X f Ae j 2 ft dt A e j 2 ft dt
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ConvergenceandtheGeneralized
FourierTransform
X f Ae t e j 2 ft dt
does converge.
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Convergenceandthe
GeneralizedFourierTransform
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Convergenceandthe
GeneralizedFourierTransform
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ConvergenceandtheGeneralized
FourierTransform
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NegativeFrequency
Thissignalisobviouslyasinusoid.Howisitdescribed
mathematically?
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NegativeFrequency
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NegativeFrequency
Consider an experiment in which we multiply two sinusoidal
signals x1 t cos 2 f1t and x 2 t cos 200 t to form
x t x1 t x 2 t . x t can be expressed using a trigonometric
identity as
x t 1 / 2 cos 2 f1 100 t cos 2 f1 100 t
Now imagine that we continuously change
f1 from a frequency above100 to a
frequency below 100. f1 100 becomes
negative.
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More CTFT Pairs
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CTFTProperties
Linearity
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CTFTProperties
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CTFTProperties
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CTFTProperties
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TheUncertaintyPrinciple
Thetimeandfrequencyscalingpropertiesindicatethatifasignal
isexpandedinonedomainitiscompressedintheotherdomain.
ThisiscalledtheuncertaintyprincipleofFourieranalysis.
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CTFTProperties
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CTFTProperties
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CTFTProperties
Inthefrequencydomain,thecascadeconnectionmultiplies
thefrequencyresponsesinsteadofconvolvingtheimpulse
responses.
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CTFTProperties
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CTFTProperties
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CTFTProperties
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CTFTProperties
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CTFTProperties
X 0 x t dt
x 0 X f df
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CTFTProperties
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NumericalComputationoftheCTFT
It can be shown (Web Appendix G) that the DFT can be
used to approximate samples from the CTFT. If the signal
x t is a causal energy signal and N samples are taken
from it over a finite time beginning at t 0, at a rate fs then
the relationship between the CTFT of x t and the DFT of
the samples taken from it is
X kfs / N Tse j k/ N sinc k / N X DFT k
For those harmonic numbers k for which k N
X kfs / N Ts X DFT k
As the sampling rate and number of samples are increased,
this approximation is improved.
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