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Chapter 4

The Fourier Series and


Fourier Transform

Representation of Signals in Terms


of Frequency Components
Consider the CT signal defined by
N

x(t ) Ak cos( k t k ), t
k 1

The frequencies `present in the signal are the


frequency k of the component sinusoids
The signal x(t) is completely characterized by
the set of frequencies k , the set of amplitudes
Ak , and the set of phases k

Example: Sum of Sinusoids


Consider the CT signal given by
x(t ) A1 cos(t ) A2 cos(4t / 3) A3 cos(8t / 2),
t

The signal has only three frequency


components at 1,4, and 8 rad/sec, amplitudes
A1 , A2 , A3 and phases 0, / 3, / 2
The shape of the signal x(t) depends on the
relative magnitudes of the frequency
components, specified in terms of the
amplitudes A1 , A2 , A3

Example: Sum of Sinusoids Contd


A1 0.5

A2 1
A 0
3

A1 1

A2 0.5
A 0
3
A1 1

A2 1
A 0
3

Example: Sum of Sinusoids Contd


A1 0.5

A2 1

A 0.5
3
A1 1

A2 0.5
A 0.5
3
A1 1

A2 1
A 1
3

Amplitude Spectrum
Plot of the amplitudes Ak of the sinusoids
making up x(t) vs.
Example:

Phase Spectrum
Plot of the phases k of the sinusoids
making up x(t) vs.
Example:

Complex Exponential Form


j
Euler formula:
formula e cos( ) j sin( )
Thus
j ( k t k )

Ak cos( k t k ) Ak e

whence

real part
N

j ( k t k )

, t
x(t ) Ak e

k 1

Complex Exponential Form Contd


And, recalling that ( z ) ( z z ) / 2 where
z a jb, we can also write
N

1
j ( k t k )
j ( k t k )

, t
x(t ) Ak e
Ak e

2
k 1
This signal contains both positive and
negative frequencies
The negative frequencies k stem from
writing the cosine in terms of complex
exponentials and have no physical meaning

Complex Exponential Form Contd


By defining

Ak j k
ck
e
2

c k

Ak j k

e
2

it is also
N

j k t
j k t

x(t ) ck e c k e
k 1

ce

k N
k 0

j k t

1 4 2 43

, t

complex exponential form


of the signal x(t)

Line Spectra
The amplitude spectrum of x(t) is defined as
the plot of the magnitudes | ck | versus
The phase spectrum of x(t) is defined as the
plot of the angles ck arg(ck ) versus
This results in line spectra which are defined
for both positive and negative frequencies
Notice: for k 1, 2,K

| ck || c k |

ck c k
arg(ck ) arg(c k )

Example: Line Spectra

x(t ) cos(t ) 0.5cos(4t / 3) cos(8t / 2)


0.
0.

Fourier Series Representation of


Periodic Signals
Let x(t) be a CT periodic signal with period
T, i.e., x(t T ) x (t ), t R
Example: the rectangular pulse train

The Fourier Series


Then, x(t) can be expressed as

x(t )

ce

jk 0t

, t

where 0 2 / T is the fundamental


frequency (rad/sec) of the signal and
T /2

1
jk o t
ck
x(t )e
dt , k 0, 1, 2,K

T T / 2
c0 is called the constant or dc component of x(t)

The Fourier Series Contd


The frequencies k 0 present in x(t) are
integer multiples of the fundamental
frequency 0
Notice that, if the dc term c0 is added to
x(t )

ce

k N
k 0

j k t

and we set N , the Fourier series is a


special case of the above equation where all
the frequencies are integer multiples of 0

Dirichlet Conditions

A periodic signal x(t), has a Fourier series if


it satisfies the following conditions:
1. x(t) is absolutely integrable over any
period, namely
a T

| x(t ) | dt ,

2. x(t) has only a finite number of maxima and


minima over any period
3. x(t) has only a finite number of
discontinuities over any period

Example: The Rectangular Pulse Train

From figure, T

2 whence 0 2 / 2

Clearly x(t) satisfies the Dirichlet conditions and


thus has a Fourier series representation

Example: The Rectangular Pulse


Train Contd

1
1
x(t )
(1)|( k 1) / 2| e jk t , t
2 k k
k odd

Trigonometric Fourier Series


By using Eulers formula, we can rewrite
as

x(t )

ce

jk 0t

, t

x(t ) c0 2 | ck |cos(k 0t ck ), t
k 1

dc component

1 4 4 2 4 43
k-th harmonic

This expression is called the trigonometric


Fourier series of x(t)

Example: Trigonometric Fourier


Series of the Rectangular Pulse Train
The expression

1
1
|( k 1) / 2| jk t
x(t )
( 1)
e , t
2 k k
k odd

can be rewritten as
1 2

( k 1) / 2

x(t )
cos k t (1)
1
2 k 1 k

k odd

, t
2

Gibbs Phenomenon
Given an odd positive integer N, define the
N-th partial sum of the previous series
1
xN (t )
2

k 1
k odd

( k 1) / 2
cos k t (1)
1 , t
k
2

According to Fouriers theorem,


theorem it should be

lim | xN (t ) x(t ) | 0

Gibbs Phenomenon Contd

x3 (t )

x9 (t )

Gibbs Phenomenon Contd

x21 (t )

x45 (t )

overshoot:
overshoot about 9 % of the signal magnitude
(present even if N )

Parsevals Theorem
Let x(t) be a periodic signal with period T
The average power P of the signal is
defined as
T /2

1
2
P
x (t )dt

T T / 2

Expressing the signal as x(t )


it is also

|c

ck e jk0t , t

Fourier Transform
We have seen that periodic signals can be
represented with the Fourier series
Can aperiodic signals be analyzed in terms of
frequency components?
Yes, and the Fourier transform provides the
tool for this analysis
The major difference w.r.t. the line spectra of
periodic signals is that the spectra of
aperiodic signals are defined for all real
values of the frequency variable not just
for a discrete set of values

Frequency Content of the


Rectangular Pulse

x(t )

xT (t )

x(t ) lim xT (t )
T

Frequency Content of the


Rectangular Pulse Contd
Since xT (t ) is periodic with period T, we
can write

xT (t )

ce

jk 0t

, t

where
T /2

1
jk o t
ck
x(t )e
dt , k 0, 1, 2,K

T T / 2

Frequency Content of the


Rectangular Pulse Contd
What happens to the frequency components
of xT (t ) as T ?
For k 0

1
c0
T

For k 0
2
1
k 0
ck
sin

k 0T
k
2

k
0
sin
, k 1, 2,K

0 2 / T

Frequency Content of the


Rectangular Pulse Contd
plots of T | ck |
vs. k 0
for T 2,5,10

Frequency Content of the


Rectangular Pulse Contd
It can be easily shown that


lim Tck sinc
,

T
2

where

sin( )
sinc( ) B

Fourier Transform of the Rectangular


Pulse
The Fourier transform of the rectangular
pulse x(t) is defined to be the limit of Tck
as T , i.e.,


X ( ) lim Tck sinc
,

T
2
| X ( ) |

arg( X ( ))

Fourier Transform of the Rectangular


Pulse Contd
The Fourier transform X ( ) of the
rectangular pulse x(t) can be expressed in
terms of x(t) as follows:

1
jk o t
ck x(t )e
dt , k 0, 1, 2,K
T
x (t ) 0 for t T / 2 and t T / 2

whence

Tck

x(t )e

jk o t

dt , k 0, 1, 2,K

Fourier Transform of the Rectangular


Pulse Contd
Now, by definition X ( ) lim Tck and,
T
since k 0 as T

X ( )

x(t )e

j t

dt ,

The inverse Fourier transform of X ( ) is

1
x(t )
2

X ( )e

j t

d , t

The Fourier Transform in the General


Case
Given a signal x(t), its Fourier transform
X ( ) is defined as

X ( )

x(t )e

j t

dt ,

A signal x(t) is said to have a Fourier


transform in the ordinary sense if the above
integral converges

The Fourier Transform in the General


Case Contd

The integral does converge if


1. the signal x(t) is well-behaved
well-behaved
2. and x(t) is absolutely integrable,
integrable namely,

| x(t ) | dt

Note: well behaved means that the signal


has a finite number of discontinuities,
maxima, and minima within any finite time
interval

Example: The DC or Constant Signal


Consider the signal x (t ) 1, t
Clearly x(t) does not satisfy the first
requirement
since

| x(t ) | dt dt

Therefore, the constant signal does not have


a Fourier transform in the ordinary sense
Later on, well see that it has however a
Fourier transform in a generalized sense

Example: The Exponential Signal


bt

Consider the signal x(T ) e u (t ), b


Its Fourier transform is given by

X ( )

bt

u (t )e

j t

dt

e
0

( b j ) t

1
( b j ) t

dt
e

b j

t 0

Example: The Exponential Signal


Contd
If b 0 , X ( ) does not exist
If b 0 , x(t ) u (t ) and X ( ) does not
exist either in the ordinary sense
If b 0 , it is

1
X ( )
b j

amplitude spectrum
1
| X ( ) |
b2 2

phase spectrum


arg( X ( )) arctan
b

Example: Amplitude and Phase


Spectra of the Exponential Signal

x(t ) e 10t u (t )

Rectangular Form of the Fourier


Transform
Consider

X ( )

x(t )e

j t

dt ,

Since X ( ) in general is a complex


function, by using Eulers formula

X ( ) x(t ) cos( t ) dt j x(t )sin( t ) dt

1 4

1 4 4 2 4 43
44 2 4 4 43

R ( )

X ( ) R ( ) jI ( )

I ( )

Polar Form of the Fourier Transform


X ( ) R ( ) jI ( ) can be expressed in
a polar form as

X ( ) | X ( ) | exp( j arg( X ( )))


where

| X ( ) | R ( ) I ( )
2

I ( )
arg( X ( )) arctan

R ( )

Fourier Transform of
Real-Valued Signals
If x(t) is real-valued, it is

X ( ) X ( )
Moreover

Hermitian
symmetry

X ( ) | X ( ) | exp( j arg( X ( )))


whence

| X ( ) || X ( ) | and
arg( X ( )) arg( X ( ))

Fourier Transforms of
Signals with Even or Odd Symmetry
Even signal:
signal x(t ) x ( t )

X ( ) 2 x(t ) cos( t ) dt
0

Odd signal: x(t ) x (t )

X ( ) j 2 x(t )sin( t ) dt
0

Example: Fourier Transform of the


Rectangular Pulse
Consider the even signal

It is / 2
2
2
t / 2

X ( ) 2 (1) cos( t ) dt sin( t ) t 0 sin

0

sinc

Example: Fourier Transform of the


Rectangular Pulse Contd


X ( ) sinc

Example: Fourier Transform of the


Rectangular Pulse Contd
amplitude
spectrum

phase
spectrum

Bandlimited Signals
A signal x(t) is said to be bandlimited if its
Fourier transform X ( ) is zero for all B
where B is some positive number, called the
bandwidth of the signal
It turns out that any bandlimited signal must
have an infinite duration in time, i.e.,
bandlimited signals cannot be time limited

Bandlimited Signals Contd


If a signal x(t) is not bandlimited, it is said
to have infinite bandwidth or an infinite
spectrum
Time-limited signals cannot be
bandlimited and thus all time-limited
signals have infinite bandwidth
However, for any well-behaved signal x(t)
X ( ) 0
it can be proven that lim

whence it can be assumed that

| X ( ) | 0 B
B being a convenient large number

Inverse Fourier Transform


Given a signal x(t) with Fourier transform
X ( ) , x(t) can be recomputed from X ( )
by applying the inverse Fourier transform
given by

1
x(t )
2

Transform pair

X ( )e

j t

d , t

x(t ) X ( )

Properties of the Fourier Transform

x(t ) X ( )

y (t ) Y ( )

Linearity:

x(t ) y (t ) X ( ) Y ( )
Left or Right Shift in Time:

x(t t0 ) X ( )e
Time Scaling:

j t0

1
x(at ) X
a a

Properties of the Fourier Transform


Time Reversal:

x(t ) X ( )
Multiplication by a Power nof t:

d
t x(t ) ( j )
X ( )
n
d
n

Multiplication by a Complex Exponential:

x(t )e

j 0t

X ( 0 )

Properties of the Fourier Transform


Multiplication by a Sinusoid (Modulation):

j
x(t )sin( 0t ) X ( 0 ) X ( 0 )
2
1
x(t ) cos( 0t ) X ( 0 ) X ( 0 )
2
Differentiation
in the Time Domain:
n

d
n
x(t ) ( j ) X ( )
n
dt

Properties of the Fourier Transform


Integration in the Time Domain:
t

1
x( )d j X ( ) X (0) ( )
Convolution in the Time Domain:

x(t ) y (t ) X ( )Y ( )

Multiplication in the Time Domain:

x(t ) y (t ) X ( ) Y ( )

Properties of the Fourier Transform


Parsevals Theorem:

1
x(t ) y(t )dt 2

( )Y ( )d

1
2
if y (t ) x (t ) | x (t ) | dt
| X ( ) | d

Duality:

X (t ) 2 x( )

Properties of the Fourier Transform Summary

Example: Linearity

x(t ) p4 (t ) p2 (t )

X ( ) 4sinc
2sinc

Example: Time Shift

x(t ) p2 (t 1)

j
X ( ) 2sinc e

Example: Time Scaling

p2 (t )

p2 (2t )


2sinc

sinc

a 1 time compression frequency expansion


0 a 1 time expansion frequency compression

Example: Multiplication in Time

x(t ) tp2 (t )

d
d sin
cos sin

X ( ) j
2sinc j 2
j2

d
d

Example: Multiplication in Time


Contd

cos sin
X ( ) j 2
2

Example: Multiplication by a Sinusoid

x(t ) p (t ) cos( 0t )

sinusoidal
burst

1
( 0 )
( 0 )
X ( ) sinc
sinc


2
2
2

Example: Multiplication by a
Sinusoid Contd
1
( 0 )
( 0 )
X ( ) sinc
sinc


2
2
2

0 60 rad / sec

0.5

Example: Integration in the Time


Domain

2 | t |
v(t ) 1
p (t )

dv(t )
x(t )
dt

Example: Integration in the Time


Domain Contd
The Fourier transform of x(t) can be easily
found to be


X ( ) sinc

4

j 2sin

Now, by using the integration property, it is

2
V ( )
X ( ) X (0) ( ) sinc

j
2
4

Example: Integration in the Time


Domain Contd

2
V ( ) sinc

2
4

Generalized Fourier Transform


Fourier transform of (t )

(t )e

j t

dt 1

(t ) 1

Applying the duality property

x(t ) 1, t 2 ( )
14 2 43
generalized Fourier transform
of the constant signal x(t ) 1, t

Generalized Fourier Transform of


Sinusoidal Signals

cos( 0t ) ( 0 ) ( 0 )

sin( 0t ) j ( 0 ) ( 0 )

Fourier Transform of Periodic Signals


Let x(t) be a periodic signal with period T;
as such, it can be represented with its
Fourier transform

x(t )

ce
k

Since e

j 0t

jk 0t

0 2 / T

2 ( 0 ) , it is

X ( )

2 c ( k

Fourier Transform of
the Unit-Step Function
Since

u (t )

( )d

using the integration property, it is


t

1
u (t ) ( )d
( )
j

Common Fourier Transform Pairs

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