Fourier Representation Signals

Fourier Representation of
Signals
CoE 121: Lecture 09
Introduction to Digital Signal Processing
Week 05 Lecture 09: Fourier Representation of Signals

CoE 121: Introduction to Digital Signal Processing 1
Reference
•  Chapter 5, “Applied Digital Signal Processing:

Theory and Practice” by D. G. Manolakis and V. K.
Ingle, 2011
•  Chapter 4, “Digital Signal Processing: Principles,

Algorithms and Applications” by J. G. Proakis and D.
G. Manolakis, 1996

Continuous-time sinusoidal signals
x(t) = Acos(2πF0t + ϕ) = Acos(Ω0t + ϕ), –∞ < t < ∞
From Manolakis, Dimitris G. and Vinay K. Ingle.

CoE 121: Introduction to Digital Signal Processing
Applied Digital Signal Processing. 1st ed.
Cambridge: Cambridge University Press, 2011
3
x(t) = Acos(2πF0t + ϕ) = Acos(Ω0t + ϕ), –∞ < t < ∞
Attribute Notation Units

Amplitude A
Phase ϕ radians
Time t seconds
Frequency F0 cycles/second or Hertz
Angular frequency Ω0 radians/second

•  Euler’s identity: complex exponential
e± jφ = cos φ ± j sin φ
•  Sinusoidal signal
A jφ jΩ0t A − jφ − jΩ0t
x (t ) = A cos (Ω0 t + φ ) = e e + e e
2 2

•  Response of LTI systems to complex exponentials

–  Recall: convolution integral
∞
y (t ) = ∫ −∞
h (τ ) x (t − τ )dτ
–  If the input is x(t) = ejΩt:
∞ jΩ(t−τ )
y (t ) = ∫ −∞
h (τ ) e dτ
∞
= {∫ −∞ }
h (τ ) e− jΩτ dτ e jΩt = H ( jΩ) e jΩt , − ∞ < t < ∞

•  Properties:
1.  A continuous-time sinusoid is periodic, with fundamental
period T0 = 1/F0.
2.  Two sinusoids with different frequencies are different.
3.  The rate of oscillation of a continuous-time sinusoid

increases indefinitely with increasing frequency.

x (t ) = A cos ( 2π F0 t + φ )
x (t ) = A cos ( 2π F0 (t + T0 ) + φ ), T0 = 1 F0
= A cos ( 2π F0 t + φ + 2π F0T0 )
= A cos ( 2π F0 t + φ ) cos ( 2π F0T0 ) − Asin ( 2π F0 t + φ ) sin ( 2π F0T0 )
= A cos ( 2π F0 t + φ )

•  Properties:
period T0 = 1/F0.



10
•  Properties:
period T0 = 1/F0.


•  Harmonically related complex exponentials
sk (t ) = e jΩ0t = e j 2 π kF0t , k = 0, ±1, ± 2, …
•  Notation:
–  Fundamental frequency: Ω0 (rad/sec) or F0 (Hz)
–  Fundamental harmonic: s1(t)
–  The k-th harmonic: sk(t)

•  Harmonically related complex exponentials
sk (t ) = e jΩ0t = e j 2 π kF0t , k = 0, ±1, ± 2, …
•  Orthogonality property
t0 +T0
&( T , k = m
∫ sk (t ) sm∗ (t ) dt = ∫ e jkΩ0t e− jmΩ0t dt = ' 0
T0 t0
() 0, k ≠ m

1 1 1
x1 (t ) = cos ( 2π F0 t ) − cos ( 2π (3F0 ) t ) + cos ( 2π ( 5F0 ) t ), F0 = 10 Hz
3 10 3
•  The sum of harmonically related sinusoids is a

periodic signal.

14
1 1 1
x2 (t ) = cos ( 2π F0 t ) − cos 2π
3 10
( ( ))
8F0 t + cos 2π
3
( ( 51F0 t ))
•  The sum is NOT a periodic signal even though it is

made up of periodic signals.

15
Discrete-time sinusoidal signals
x[n] = Acos(2πf0n + θ) = Acos(ω0n + θ) , –∞ < n < ∞

16
•  A DT sinusoid can be obtained by sampling a CT

sinusoid
x [ n ] = A cos ( 2π F0 t + θ ) t=nT = n
Fs
•  We define the normalized frequency, f0, and

normalized angular frequency, ω0, as follows
F
Δ Δ
F0
f0 = 0 = FT ω 0 = 2 π f0 = 2 π = Ω0T
Fs Fs

x[n] = Acos(2πf0n + θ) = Acos(ω0n + θ) , –∞ < n < ∞
Attribute Notation Units

Amplitude A
Phase θ radians
Sample index n
Normalized frequency f0 cycles/sample
Normalized angular ω0 radians/sample
frequency

18
•  Periodicity is not guaranteed in sampling
x (t ) = cos ( 20π t )
Consider this 10-Hz CT sinusoid.
Generate in Octave
Sampled at 80 Hertz.
Generate in Octave
Sampled at 30*pi Hertz.
Generate in Octave
•  Periodicity in time
–  Recall: periodic signals
x [ n + N ] = x [ n ], for all n; N ∈ Z +
–  For DT sinusoids, we want:
x [ n + N ] = A cos ( 2π f0 n + 2π f0 N + θ ) = A cos ( 2π f0 n + θ ) = x [ n ]
–  Possible IF AND ONLY IF:
2π f0 N = 2π k, k ∈ Z +

Exercise
•  For each sequence below, determine whether it is

periodic in time or not. If it is periodic, determine the
period.
⎛ 2π ⎞
x1 [ n ] = cos ⎜ n⎟
⎝ 3 ⎠
⎛1 ⎞
x2 [ n ] = cos ⎜ n ⎟
⎝ 10 ⎠
⎛π ⎞ ⎛π ⎞
x3 [ n ] = cos ⎜ n ⎟ + sin ⎜ n ⎟
⎝3 ⎠ ⎝4 ⎠

•  Uniqueness is not guaranteed in sampling
10-Hz CT sinusoid
sampled at 80 Hertz.
Generate in Octave
•  Uniqueness is not guaranteed in sampling
90-Hz CT sinusoid
sampled at 80 Hertz.
Generate in Octave
•  Periodicity in frequency
A cos ({ω 0 + k2π } n + θ ) = A cos (ω 0 n + k2π n + θ )

= A cos (ω 0 n + θ )
–  Possible since (kn)2π is an integer multiple of 2π

•  Implications of periodicity in frequency

1.  Sinusoidal signals with radian frequencies separated by
integer multiples of 2π are identical.
2.  All distinct sinusoidal sequences have frequencies within

an interval of 2π radians.
3.  A time shift is equivalent to a phase change.
4.  Slow oscillations are at the vicinity of ω0 = k2π. Rapid

oscillations are at the vicinity of ω0 = π + k2π.

x [ n ] = cos (ω 0 n ), ω 0 = 0
π
x [ n ] = cos (ω 0 n ), ω 0 =
10

28
π
x [ n ] = cos (ω 0 n ), ω 0 =
2
x [ n ] = cos (ω 0 n ), ω 0 = π

29
Fourier representation of signals
•  Most signals of practical interest can be

decomposed into a sum of sinusoidal signal
components
•  Fourier series: periodic signals
•  Fourier transform: aperiodic signals

Fourier representation of CT periodic signals
•  Fourier synthesis equation for CT periodic signals
∞
x (t ) = ∑ k
c e jkΩ0t
k=−∞
–  The signal x(t) is periodic with period T0 = 2π/Ω0.

•  Fourier analysis equation for CT periodic signals
1
ck = ∫ x (t ) e− jkΩ0t dt
T0 T0
–  The coefficients ck are generally complex-valued:
ck = ck e j∠ck

Example: CTFS
•  Consider the periodic rectangular pulse train:

Example: CTFS
1 − jkΩ0t 1 T0
ck = ∫ x (t ) e dt = ∫ x (t ) e− jkΩ0t dt
T0 T0
T0 −T0
1 τ
= ∫ 2
Ae− jkΩ0t dt
−τ
T0 2
τ
$ ' 2− jkΩ0t $* − jkΩ0 τ 2 jkΩ0 τ 2 '*
A e A e −e
= % ( = % (
T0 & − jkΩ0 ) −τ kΩ0T0 *& −j *)
2
2A + kΩ0τ .
= sin - 0, k = 0, ±1, ± 2, …
kΩ0T0 , 2 /

Example: CTFS
Ω0 = 2π F0
2A " kΩ0τ % A
ck = sin $ '= sin ( kπ F0τ )
kΩ0T0 # 2 & kπ F0T0
Aτ sin (π kF0τ )
= , k = 0, ±1, ± 2, …
T0 π kF0τ

Example: CTFS
Magnitude
spectrum
Phase
spectrum

Example: CTFS
Varying pulse width Varying period

•  Parseval’s relation
–  Average power in one period
∞
1 2 2
Pav =
T0
∫ T0
x (t ) dt = ∑ ck
k=−∞
–  Power spectrum: graph of |ck|2 as a function of F = kF0

•  Spectra of periodic CT signals

1.  The power (or magnitude) is distributed at a set of
discrete frequencies F = kF0.
2.  The spectral lines have uniform spacing F0 = 1/T0.
3.  If x(t) is a real function of time:

-  Magnitude spectrum: even symmetry
-  Phase spectrum: odd symmetry

•  Convergence conditions (Dirichlet conditions)

1.  The periodic signal x(t) is absolutely integrable over any
period.
∫ x (t ) dt < ∞
T0
2.  The periodic signal x(t) has a finite number of maxima,

minima and finite discontinuities per period.

•  Note: the Dirichlet conditions guarantee equality

except at values of t for which x(t) is discontinuous.
–  At discontinuities, the Fourier series converges to the
midpoint of the discontinuity.
Finite discon8nuity Inﬁnite discon8nuity

•  Convergence conditions (weaker condition)

1.  The periodic signal x(t) is square integrable over any
period.
2
∫ x (t )
T0
dt < ∞

Continuous-Time Fourier Transform (CTFT)
•  The spectrum of continuous, periodic signals is

composed of equidistant lines
–  Line spacing = fundamental frequency
•  If we allow the period to increase without limit, the

line spacing decreases
–  Approaching “infinite period”, the signal becomes
aperiodic

•  Assume an aperiodic signal x(t) and a periodic

signal xp(t)
The two signals can be related

by the following equa8on
x (t ) = lim x p (t )
TP →∞

•  Recall: Fourier series representation for xp(t)
∞
j 2 π kF0 t 1
x p (t ) = ∑c e k , F0 =
TP
k=−∞
1 Tp 2
ck = ∫ x p (t )e− j 2 π kF0t dt
TP −Tp 2

•  Since xp(t) and x(t) are equal in the interval being

considered
1 Tp 2
ck = ∫ x (t )e− j 2 π kF0t dt
TP −Tp 2
1 ∞
= ∫ x (t )e− j 2 π kF0t dt
TP −∞

•  Let us define the Fourier transform for continuous-

time, aperiodic signals
∞
X (F ) = ∫ x (t ) e− j 2 π Ft dt
−∞
•  Thus, X(F) and the Fourier coefficients ck are related

by
1 ∞ − j 2 π kF0 t 1
ck =
TP
∫ −∞
x (t )e dt = X ( kF0 )
TP
–  The Fourier coefficients are samples of X(F) taken at
multiples of F0 and scaled by F0

•  We use the relationship between the Fourier

coefficients and X(F) in the expression for the
periodic signal xp(t)
∞
j 2 π kF0 t 1 ∞ $ k ' j 2 π kF0t
x p (t ) = ∑ k
c e = ∑ X && )) e
Tp k=−∞ % Tp (
k=−∞
∞
= ∑ ( )
X kΔF e j 2 π kΔFt
ΔF
k=−∞
∞
x (t ) = lim x p (t ) = ∫ X ( F ) e j 2 π Ft dF
ΔF→∞ −∞

•  CTFT: For continuous-time, aperiodic signals
∞
Analysis equa8on X (F ) =∫ x (t ) e− j 2 π Ft dt
−∞
∞
X (Ω) = ∫ x (t ) e− jΩt dt, Ω = 2π F
−∞
∞
Synthesis equa8on x (t ) = ∫ X ( F ) e j 2 π Ft dF
−∞
1 ∞
x (t ) = ∫ X (Ω) e jΩt dΩ
2π −∞

•  The existence of the Fourier transform can be

determined via the Dirichlet conditions
–  x(t) has a finite number of finite discontinuities
–  x(t) contains a finite number of maxima and minima
–  x(t) is absolutely integrable:
∞
∫ −∞
x (t ) dt < ∞

Energy Density Spectrum of Aperiodic Signals
•  For any aperiodic, finite energy signal x(t) with

Fourier transform X(F), the energy can be computed
as follows
∞ 2 ∞ 2
Ex = ∫ −∞
x (t ) dt = ∫ −∞
X ( F ) dF
–  This is Parseval’s relation for aperiodic, finite energy signals

Energy Density Spectrum of Aperiodic Signals
•  The energy density spectrum of an aperiodic signal
2
Sxx ( F ) = X ( F )
–  Total energy: integral of Sxx(F) over all frequencies
–  For real signals, the energy density spectrum has even

symmetry

Example
•  Determine the Fourier transform and the energy

density spectrum of a rectangular pulse signal
" A, t ≤τ 2
$
x (t ) = #
$% 0, t >τ 2

" A,
$ t ≤τ 2 Example
x (t ) = #
$% 0, t >τ 2
•  Does it satisfy the Dirichlet conditions?

ü  Finite number of finite discontinuities
ü  Finite number of maxima and minima
ü  Absolutely integrable
•  Fourier transform
∞ − j 2 π Ft
X (F ) = ∫ −∞
x (t ) e dt
τ 2 − j 2 π Ft sin (π Fτ )
= ∫ −τ 2
Ae dt = Aτ
π Fτ

Example
" A, t ≤τ 2
$
x (t ) = #
$% 0, t >τ 2
sin (π Fτ )
X ( F ) = Aτ
π Fτ

" A,
$ t ≤τ 2 Example
x (t ) = #
$% 0, t >τ 2
•  Energy density spectrum of the rectangular pulse
2
2 2 ! sin ( π Fτ ) $
Sxx ( F ) = X ( F ) = ( Aτ ) # &
" π Fτ %

Fourier Representation of
Signals
CoE 121: Lecture 09
Introduction to Digital Signal Processing


Fourier Representation Signals

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Fourier Representation of

Week 05 Lecture 09: Fourier Representation of Signals

• Chapter 5, “Applied Digital Signal Processing:

• Chapter 4, “Digital Signal Processing: Principles,

Week 05 Lecture 09: Fourier Representation of Signals

x(t) = Acos(2πF0t + ϕ) = Acos(Ω0t + ϕ), –∞ < t < ∞

From Manolakis, Dimitris G. and Vinay K. Ingle.

x(t) = Acos(2πF0t + ϕ) = Acos(Ω0t + ϕ), –∞ < t < ∞

Attribute Notation Units

Week 05 Lecture 09: Fourier Representation of Signals

• Euler’s identity: complex exponential

Week 05 Lecture 09: Fourier Representation of Signals

• Response of LTI systems to complex exponentials

– If the input is x(t) = ejΩt:

Week 05 Lecture 09: Fourier Representation of Signals

2. Two sinusoids with different frequencies are different.

3. The rate of oscillation of a continuous-time sinusoid

Week 05 Lecture 09: Fourier Representation of Signals

Week 05 Lecture 09: Fourier Representation of Signals

2. Two sinusoids with different frequencies are different.

3. The rate of oscillation of a continuous-time sinusoid

Week 05 Lecture 09: Fourier Representation of Signals

From Manolakis, Dimitris G. and Vinay K. Ingle.

2. Two sinusoids with different frequencies are different.

3. The rate of oscillation of a continuous-time sinusoid

Week 05 Lecture 09: Fourier Representation of Signals

• Harmonically related complex exponentials

sk (t ) = e jΩ0t = e j 2 π kF0t , k = 0, ±1, ± 2, …

– Fundamental harmonic: s1(t)

– The k-th harmonic: sk(t)

Week 05 Lecture 09: Fourier Representation of Signals

• Harmonically related complex exponentials

sk (t ) = e jΩ0t = e j 2 π kF0t , k = 0, ±1, ± 2, …

Week 05 Lecture 09: Fourier Representation of Signals

• The sum of harmonically related sinusoids is a

From Manolakis, Dimitris G. and Vinay K. Ingle.

• The sum is NOT a periodic signal even though it is

From Manolakis, Dimitris G. and Vinay K. Ingle.

x[n] = Acos(2πf0n + θ) = Acos(ω0n + θ) , –∞ < n < ∞

From Manolakis, Dimitris G. and Vinay K. Ingle.

• A DT sinusoid can be obtained by sampling a CT

• We define the normalized frequency, f0, and

Week 05 Lecture 09: Fourier Representation of Signals

x[n] = Acos(2πf0n + θ) = Acos(ω0n + θ) , –∞ < n < ∞

Attribute Notation Units

From Manolakis, Dimitris G. and Vinay K. Ingle.

• Periodicity is not guaranteed in sampling

Consider this 10-Hz CT sinusoid.

• Periodicity is not guaranteed in sampling

• Periodicity is not guaranteed in sampling

Sampled at 30*pi Hertz.

– For DT sinusoids, we want:

– Possible IF AND ONLY IF:

Week 05 Lecture 09: Fourier Representation of Signals

• For each sequence below, determine whether it is

Week 05 Lecture 09: Fourier Representation of Signals

• Uniqueness is not guaranteed in sampling

• Uniqueness is not guaranteed in sampling

A cos ({ω 0 + k2π } n + θ ) = A cos (ω 0 n + k2π n + θ )

– Possible since (kn)2π is an integer multiple of 2π

Week 05 Lecture 09: Fourier Representation of Signals

• Implications of periodicity in frequency

•  Chapter 5, “Applied Digital Signal Processing:

•  Chapter 4, “Digital Signal Processing: Principles,

•  Euler’s identity: complex exponential

•  Response of LTI systems to complex exponentials

–  If the input is x(t) = ejΩt:

2.  Two sinusoids with different frequencies are different.

3.  The rate of oscillation of a continuous-time sinusoid

2.  Two sinusoids with different frequencies are different.

3.  The rate of oscillation of a continuous-time sinusoid

2.  Two sinusoids with different frequencies are different.

3.  The rate of oscillation of a continuous-time sinusoid

•  Harmonically related complex exponentials

–  Fundamental harmonic: s1(t)

–  The k-th harmonic: sk(t)

•  Harmonically related complex exponentials

•  The sum of harmonically related sinusoids is a

•  The sum is NOT a periodic signal even though it is

•  A DT sinusoid can be obtained by sampling a CT

•  We define the normalized frequency, f0, and

•  Periodicity is not guaranteed in sampling

•  Periodicity is not guaranteed in sampling

•  Periodicity is not guaranteed in sampling

–  For DT sinusoids, we want:

–  Possible IF AND ONLY IF:

•  For each sequence below, determine whether it is

•  Uniqueness is not guaranteed in sampling

•  Uniqueness is not guaranteed in sampling

–  Possible since (kn)2π is an integer multiple of 2π

•  Implications of periodicity in frequency

2.  All distinct sinusoidal sequences have frequencies within

3.  A time shift is equivalent to a phase change.

4.  Slow oscillations are at the vicinity of ω0 = k2π. Rapid

•  Most signals of practical interest can be

•  Fourier series: periodic signals

•  Fourier transform: aperiodic signals

•  Fourier synthesis equation for CT periodic signals

–  The signal x(t) is periodic with period T0 = 2π/Ω0.

•  Fourier analysis equation for CT periodic signals

–  The coefficients ck are generally complex-valued:

•  Consider the periodic rectangular pulse train:

–  Power spectrum: graph of |ck|2 as a function of F = kF0

•  Spectra of periodic CT signals

2.  The spectral lines have uniform spacing F0 = 1/T0.

3.  If x(t) is a real function of time:

•  Convergence conditions (Dirichlet conditions)

2.  The periodic signal x(t) has a finite number of maxima,

•  Note: the Dirichlet conditions guarantee equality

•  Convergence conditions (weaker condition)

•  The spectrum of continuous, periodic signals is

•  If we allow the period to increase without limit, the

•  Assume an aperiodic signal x(t) and a periodic

•  Recall: Fourier series representation for xp(t)

•  Since xp(t) and x(t) are equal in the interval being

•  Let us define the Fourier transform for continuous-

•  Thus, X(F) and the Fourier coefficients ck are related

•  We use the relationship between the Fourier

•  CTFT: For continuous-time, aperiodic signals

•  The existence of the Fourier transform can be

–  x(t) contains a finite number of maxima and minima

–  x(t) is absolutely integrable:

•  For any aperiodic, finite energy signal x(t) with

–  This is Parseval’s relation for aperiodic, finite energy signals

•  The energy density spectrum of an aperiodic signal

–  Total energy: integral of Sxx(F) over all frequencies

–  For real signals, the energy density spectrum has even

•  Determine the Fourier transform and the energy

•  Does it satisfy the Dirichlet conditions?