A2 Fourier

2/21/2008

A2 Fourier


z (unit step signal)(unit step
function or Heaviside unit function)

1,
u (t ) =
0,

t>0
t<0

A2 Fourier


z (unit impulse signal)(unit impulse
function or Dirac delta function)

(t )dt = 1 ;

,
(t ) =
0,

t =0
t0

(t ) = lim (t )
0

1
,
(t ) =
0 ,

| t |< / 2

else
A2 Fourier

()
z

f (t ) (t )dt = lim f ( / 2) = lim f ( / 2) = f (0)

f (t ) (t t0 )dt = f (t0 )

A2 Fourier


z (sinusoidal signal)

x (t ) = A cos( w0 t + ) = A cos(2f 0 t + )
()T0
A(peak amplitude)
w0 f0 (fundamental frequency)
(phase)

A2 Fourier

()
z

A2 Fourier


z x(t ) = A cos(2f 0t + ) (delay) t d

x d (t ) = x (t t d ) = A cos( 2f 0 (t t d ) + )
= A cos( 2f 0t + 2f 0t d )
x(t)xd(t) = 2f 0td

(time delay)
td = / 2f 0

A2 Fourier


z w0 f 0 w0
(fundamental angular frequency)/(rad/sec) f 0
(fundamental frequency)(Hz)1/sec
2 w0

= 2f 0

A2 Fourier


z x(t ) = A cos(2f 0t + ), A > 0 ; A
z
f
0
z (spectrum)
(f 0(single-sided
spectrum))f0

f0

f0

f
A2 Fourier


z (general complex exponential signal)
x (t ) = e st = e ( + jw ) t = e t (cos wt + j sin wt )
= e t (cos 2ft + j sin 2ft )
e

jwt

= cos( wt ) + j sin( wt )x(t): e t cos wt

: e t sin wt ( > 0 )( < 0 )

A2 Fourier

10


z (complex exponential signal)

x (t ) = e jw0t = cos w0t + j sin w0t

= cos 2f 0t + j sin 2f 0t
T0 = 1/ f0 = 2 / w0

xc (t ) = Ae j ( w0t + ) = A cos(w0t + ) + jA sin( w0t + )

= A cos(2f 0t + ) + jA sin(2f 0t + ) = xI (t ) + jxQ (t )
A
w0 f0 ()

A2 Fourier

11


z Ae j ( w0 t + ) A
t = 0
()(initial phase)

A2 Fourier

12

()
z 3

x1 (t ) = Ae jw0t ;

x2 (t ) =

2 A j ( 2 w0t + / 6)
e
;
3

2 A j (3w0t + / 2)
x3 (t ) =
e
3

A2 Fourier

13


z (Euler formula)

A j ( 2f 0 t + ) j ( 2f 0 t + )
A cos( 2f 0t + ) = (e
+e
)
2
z (f = 0
)

A2 Fourier

14


z (continuous-time signal)x(t)
t
z (discrete-time signal)
n(sequence) x[n]n

A2 Fourier

15


z (sampling) x(t) t 0 , t1 ,", t n ,"

x(t 0 ), x(t1 ),", x(t n )," x(t)(samples)

{x(t0 ), x(t1 ),", x(t n ),"} = {x[0], x[1]," , x[n],"}

A2 Fourier

16


z (analog signal) ()[a, b]
(continuous-valued signal)ab

z (digital signal) ()
(discrete-valued signal)

A2 Fourier

17


z (periodic signal) x(t)

x(t + T ) = x(t ), t
z (nonperiodic or aperiodic signal)
x(t)
z

x(t + mT0 ) = x(t ), tm

T0x(t)(fundamental period) f0 =1/T0
(fundamental frequency)

z x[n]

x[n + mN 0 ] = x[n], n m
N0x[n]

A2 Fourier

18

(a)

(b)

A2 Fourier

19


z (even signal) x(t)x[n]

x( t ) = x(t ) x [ n] = x [n]
z (odd signal) x(t)x[n]

x( t) = x(t) x [ n] = x [n]

A2 Fourier

20


z
x(t ) = xe (t ) + xo (t )
x[n] = xe [n] + xo [n]

1
xe (t ) = [ x(t ) + x(t ) ]
2
1
xo (t ) = [ x(t ) x(t ) ]
2

1
( x[n ] + x[ n ])
2
1
xo [n ] = ( x[n ] x[ n ])
2
x e [n ] =

A2 Fourier

21


z (deterministic signal)

z
(random signal)

x (t ) = cos( w0 t + )
w0x(t)(tx(t))w0
=/3 =/3x(t)(
tx(t))

A2 Fourier

22


z x(t)(total energy) E(average power) P
:

E=

x(t ) dt

1
P = lim
T T

T /2

(joules)
2

T / 2

x(t ) dt

(watts)

z x[n]EP

E = x[n ]

n =

N
1
2
P = lim
x[ n ]
N 2 N + 1 n = N

A2 Fourier

23


z x(t)E 0 < E <

z x(t)P 0 < P <

e at ,
z x (t ) =
0,

E=

t0
else

x(t ) dt =
2

1
1 2 at
e 2 at dt =
e
=
<
2a
2a
0

x(t) 0 < E <

A2 Fourier

24

()
x (t ) = A cos( w0 t + )

z T0

1
P=
T0

T0
0

1
x(t ) dt =
T0
2

T0
0

1
A cos ( w0t + )dt =
T0
2

T0
0

1 + cos(2 w0t + 2 )
A2
A
dt =
<
2
2
2

x(t) 0 < P <

t,
z x (t ) =
0 ,

E=

t0
else

x (t ) dt = t 2 dt =

1
P
=
lim

T T

T /2
0

t
3

T2
1 (T / 2) 3
t dt = lim
= lim
=
T T
T

3
24
2

x(t)

A2 Fourier

25

{0 (t ), " , n (t )} m (t ) k (t )

0,
a m (t ) k (t )dt = ,
b

mk
m=k

{n (t )} (a, b) (orthogonal)
z

n (t ) 1 = 1n (t )
(normalized)

(orthonormal basis set)

{e

j 2nf 0 t

, n = 0, 1, 2, 3, "} T0 = 1 / f 0

A2 Fourier

26

T0(t0 , t0+T0 )x(t) {0 (t ), " , n (t ), "}

x(t ) = cnn (t ), t0 t t0 + T0
n =0

1
cn =
T0

t 0 +T0
t0

x(t ) n* (t )dt

Parseval

1
P=
T0

T0

x(t ) dt = |cn |2
2

n =0

A2 Fourier

27

Fourier
z

x(t)
FourierFourier
f0Fourier
Fourier
z
z
z

T | x (t ) | dt <
0
x(t)()
x(t)

Fourier
z
z
z

Fourier(complex exponential Fourier series)

Fourier(trigonometric Fourier series)
Fourier(harmonic form Fourier series)

A2 Fourier

28

Fourier
z

f0 Fourier

x(t ) =

c e

n =

j 2nf 0 t

1
cn =
T0

T0

x(t )e j 2nf 0 t dt

Fourier T
0

0 T0 T0 / 2 T0 / 2
z

n = 0 c0 =

1
T0

T0

x (t )dt

c0
(dc
component)
z

x(t)c n = cn
* (complex conjugate)

A2 Fourier

29

Fourier
z

f0Fourier

a0
x (t ) =
+ an cos( 2nf 0t ) + bn sin( 2nf 0t )
2 n =1
n =1

2
an =
T0

2
bn =
T0

T0

T0

x (t ) cos( 2 nf 0t ) dt
x (t ) sin( 2 nf 0t ) dt

A2 Fourier

30

Fourier()
z

Fourier
Fourier

a0
= c0 ;
2

an = (cn + c n );

bn = j (cn c n )

*
c
=
c
an bn n
n

an = (cn + cn *) = 2 Re[cn ];
bn = j (cn cn *) = j ( j 2 Im[cn ]) = 2 Im[cn ]

A2 Fourier

31

Fourier()
z

Fourier

a0
x(t ) = + an cos(2nf 0t )
2 n =1
z

Fourier

a0
x(t ) = + bn sin( 2nf 0t )
2 n =1

A2 Fourier

32

Fourier
z

Fourier

x(t ) = C0 + Cn cos(2nf 0t + n )
n =1

C0 C1 cos(2f0t + 1)
(fundamental component) x (t )
Cn cos(2nf 0t + n ) n
(the nth harmonic component)Cn (harmonic
amplitudes) n (phase angle)

A2 Fourier

33

Fourier
z

Fourier

C0 = c0 = a0/2

f0
(
)f0f0
n(harmonics) n
3f03

Fourier
()

A2 Fourier

34

T0 :
P=

1
T0

T0

x (t ) dt

Fourier
:
1
P=
T0
1
=
T0
=

T0

1
2
x(t ) dt =
T0

T0

x(t ) c e

c c =

n =

*
n n

n =

1
*
T0 x(t ) x (t )dt = T0

* j 2nf 0 t
n

1
dt = c
T0
n =
*
n

T0

j 2nf 0 t
cne
dt
T0 x(t )n
=

x(t )e j 2nf 0 t dt

2
|
c
|
n

n =

A2 Fourier

35

()
z

Fourier Parseval (Parseval theorem) Parseval

(Parseval identity)

1
P=
T0
z

x(t ) dt =
2

T0

2
|
c
|
n

n =

Fourier

1
P=
T0

2
2
2

a
a
b
x(t ) dt = |cn |2 = 0 + ( n + n )
4 n =1 2
2
n =
2

T0

A2 Fourier

36

f0Fourier

x(t ) =

cne

j 2nf 0 t

n =

| cn | e

j n

j 2nf 0 t

n =

j ( 2nf 0 t + n )
|
c
|
e
n

n =

| cn | n
(amplitude spectrum)(phase spectrum)
z

n(
nf0)(discrete frequency spectra)
(line spectra)

*
c n = c n

| c n |=| cn |

n = n

A2 Fourier

37

f0
Fourier

x(t ) = C0 + Cn cos(2nf 0t + n )
n =1

Cnn
Fourier

A2 Fourier

38

Fourier
z x(t)T0(f0)

Fourier

1
c0 =
T0
1
cn =
T0

1
(
)
x
t
dt
=
T0 / 2
T0
T0 / 2

T0 / 2
-T0 / 2

T0 / 4

1dt =

T0 / 4

x(t )e j 2nf0t dt =

1
T0

T0 / 4
- T0 / 4

1
2

e j 2nf0t dt

0,
1
sin(
/
2
)
n

1
[e jn / 2 e jn / 2 ] =
=
=
k
(
1
)

,
j 2n
n

(2k + 1)

n = 2k 0

A2 Fourier

n = 2k + 1
39

Fourier()
z

Fourier

1
c0 = ;
2
z

c2 k = 0, k 0;

1
(2k + 1)

Fourier

x(t ) =

ce

n =

c2 k +1 = ( 1) k

j 2nf 0 t

1
(1) k
= +
e j 2 ( 2 k +1) f 0 t
2 k = (2k + 1)

Fourier

1
2
k
x(t ) = + (1)
cos[2 (2k + 1) f 0 t ]
2 k =0
(2k + 1)
1 2
1
1
1
= + [cos(2f 0 t ) cos(6f 0 t ) + cos(10f 0 t ) cos(14f 0 t ) + "]
2
3
5
7

A2 Fourier

40

Fourier()

Fourier

A2 Fourier

41

Fourier()

Fourier()

A2 Fourier

42

Fourier()
z

1
P=
T0
z

1
x(t ) dt =
T0
2

T0

T0 / 2

T0 / 2

1
x(t ) dt =
T0
2

1
T0 / 41dt = 2
T0 / 4

Fourier

1
1
P= +
4 k = (2k + 1) 2 2

Parseval

1
1
1
+
=
2 2
4 k = (2k + 1)
2

1
1

=
2 2
4
k = ( 2 k + 1)
A2 Fourier

43

Fourier()

(a)

(b)

A2 Fourier

44

Fourier()
z

Fourier
n 0 cn
cn
cn

A2 Fourier

45

Fourier()
z

(absolute bandwidth) 8 f 0 0
7 f 0 0 = 7 f 0
(effective
bandwidth)
1.5 MHz

A2 Fourier

46

FourierFourier
z

[a
[ a , a]a ]
T0xE(t)

lim xE (t ) = x(t )

T0

A2 Fourier

47

FourierFourier()
z

xE(t)Fourier
cn =

2a
sinc(2nf 0 a )
T0

sinc( x) = sin(x) / x

A2 Fourier

48

FourierFourier()
z

A2 Fourier

49

FourierFourier()
z

A2 Fourier

50

FourierFourier()
z

T0 = xE (t )
Fourier cn = 0Fourier
Fourier

cn =

1
T0

T0

x (t )e j 2nf 0t dt = 0, T0

FourierFourier
Fourier(Fourier
transform pairs)Fourier(Fourier transform)Fourier
(inverse Fourier transform)

A2 Fourier

51

Fourier
z

Fourier(Fourier Transform)Fourier(Inverse Fourier Transform)

F F

X ( f ) = F [ x(t )] = x(t )e j 2ft dt

-

x(t ) = F [ X ( f )] = X ( f )e j 2ft df
1

Fourier(Fourier transform pairs)

A2 Fourier

52

Fourier
z

Fourier

| x(t ) | dt <

x (t ) ()

x (t )

(t ) ( f ) Fourier
(
)FourierFourier
Fourier(generalized Fourier transform)

A2 Fourier

53

Fourier-1
z

(rectangular pulse signal)

1,
t
x(t ) = rect ( ) =
2a 0,

| t |< a
| t |> a

Fourier
j 2fa
j 2fa
(
e

e
)
j 2ft
j 2ft
X ( f ) = x(t )e
dt = e
dt =
= 2asinc(2af )
-
-a
j 2f

A2 Fourier

54

Fourier-2
z

x (t ) = (t ) Fourier:

X ( f ) = (t )e j 2ft dt = 1
-

( f )e j 2ft df = 1 ( f ) Fourier
-

f)
X ( f ) = (
x (t ) = 1Fourier

X ( f ) = 1 e j 2ft dt = ( f )
-

e j 2f 0t Fourier

X(f)= e

j 2 f 0 t

j 2ft

dt = 1 e j 2 ( f f 0 ) t dt = ( f f 0 )
-

A2 Fourier

55

Fourier-2()
z

j 2f 0Fourier
t

X(f ) = e

j 2f 0 t j 2ft

dt = 1 e j 2 ( f + f 0 )t dt = ( f + f 0 )
-

cos( 2f 0t ) Fourier

X ( f ) = cos(2f 0t )e

j 2ft

1 j 2f 0 t
[e
dt =
+ e j 2f 0 t ] e j 2ft dt
- 2

1
1
= ( f f0 ) + ( f + f0 )
2
2
z

sin( 2f 0t ) Fourier

X ( f ) = sin( 2f 0t )e
-

j 2ft

1 j 2f 0 t
dt =
[e
e j 2f 0 t ] e j 2ft dt
- 2 j

1
1
( f f0 ) ( f + f0 )
2j
2j

A2 Fourier

56

Fourier-2()

A2 Fourier

57

Fourier
z

(linearity)

a 1 x1 ( t ) + a 2 x 2 ( t )
z

a1 X 1 ( f ) + a2 X 2 ( f )

(time shifting)

x(t t0 )
z

e j 2ft 0 X ( f )

()
2ft 0 Fourier(linear
phase shift)

(frequency shifting)

e j 2f 0 t x(t )
z

X ( f f0 )

e j 2f 0 t (complex modulation)
f0

A2 Fourier

58

Fourier()
z

(time scaling)
1
f
X( )
x(at )
|a|
a
z

taf
1 / a 1 / | a |
( | a |> 1) ( | a |< 1 )

(time reversal)

x ( t ) X ( f )
z

(Duality)

X (t ) x( f )

A2 Fourier

59

Fourier()
z

(differentiation in the time domain)

dx (t )
dt
z

j 2fX ( f )

(differentiation in the frequency domain)

j 2tx (t ) dX ( f )
df

(convolution)

x1 (t ) x2 (t )
z

X1( f ) X 2 ( f )

(time convolution theorem)

LTIFourier
LTI

A2 Fourier

60

Fourier()
z

(multiplication)

x1 (t ) x2 (t ) X 1 ( f ) X 2 ( f )
z

(frequency convolution theorem)

(integration in the time domain)

t
-

x( )d

1 X (0) ( f ) + 1 X ( f )
j2f
2

A2 Fourier

61

Fourier()
z

x(t ) = xe (t ) + xo (t )
xe (t ) xo (t ) x(t ) x(t )
Fourier

X ( f ) = A( f ) + jB ( f )

X ( f ) = X * ( f )

xe (t ) Re[ X ( f )] = A( f )
xo (t )

j Im[ X ( f )] = jB ( f )
A2 Fourier

62

Fourier()
z

Parseval

x(t ) dt = | X ( f ) |2 df
2

E=

E=
z

x(t ) dt

(joules)

x(t ) dt = | X ( f ) |2 df
2

FourierParsevalParsevalFourierParseval
FourierParseval

| X ( f ) |2

(energy density spectrum)

(energy theorem)

A2 Fourier

63

x (t )(energy density spectrum)

E ( f ) =| X ( f ) |2
z

x(t ) | X ( f ) |2 (power density

spectrum)

P ( f ) =| X ( f ) |2 =

2
|
c
|
n ( f nf0 )

n =

Fourier
2

a
1
P ( f ) =| X ( f ) |2 = 0 ( f ) + (an2 + bn2 ) ( f nf0 )
4
n =1 2

A2 Fourier

64

Fourier
z

x (t )Fourier X ( f )

X ( f ) =| X ( f ) | e j ( f )
z

|
( f ) (spectrum)
| X ( f )

Fourier(Fourier spectrum) | X ( f ) | x(t )

(magnitude spectrum) ( f ) x (t )
(phase spectrum)
z

Fourier

X ( f ) = x(t )e j 2ft dt = X * ( f )
-

| X ( f ) |=| X ( f ) |

( f ) = ( f )

A2 Fourier

65

Fourier()
z

FourierFourierFourier

X(f ) =

c ( f nf )

n =

cn =| cn | e n

| X ( f ) |=

| c

n =

( f ) =

( f nf )

n =

| ( f nf 0 )

A2 Fourier

66

Fourier
x (t ) = 2e

3t

u (t )

Fourier X ( f ) =

| X ( f ) |=

2
9 + 4 2 f 2

2
=| X ( f ) | e j ( f )
3 + j 2f

( f ) = tan
A2 Fourier

2 f
3
67