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Fourier Series and Fourier Transform Notes

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Semih AYBASTI
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0% found this document useful (0 votes)
27 views55 pages

Fourier Series and Fourier Transform Notes

Uploaded by

Semih AYBASTI
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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The Fourier Series and

Fourier Transform
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
k 
k
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,
T T / 2
c0 is called the constant or dc component of x(t)
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  ,
a
a  

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, so  0  2 / 2  
• Clearly x(t) satisfies the Dirichlet conditions and
thus has a Fourier series representation
Example: The Rectangular Pulse
Train – Cont’d
1 
1  k  jk t
x(t)    sin   e , t 
2 k  k  2 
 k 0
Trigonometric Fourier Series

• By using Euler’s formula, we can rewrite


as
x(t )  ce
k 
k
jk 0t
, t 

x(t )  c0   2 | ck |cos(k 0t  ck ), t  
k 1 
dc component k-th harmonic

as long as x(t) is real


• 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  jk t
x(t)    sin   e , t 
2 k  k  2 
 k 0
can be rewritten as
1 
2  
x(t )  
2
k 1 k
cos  k t  ( 1)

( k 1) / 2
 1  , t  
2
k odd
Gibbs Phenomenon

• Given an odd positive integer N, define the


N-th partial sum of the previous series

1 N
2  
xN (t )  
2
k 1 k
cos  k t  (1)

( k 1) / 2
 1  , t  
2
k odd

• According to Fourier’s theorem, it should be


lim | xN (t )  x (t ) | 0
N 
Gibbs Phenomenon – Cont’d

x3 (t ) x9 (t )
Gibbs Phenomenon – Cont’d

x21 (t ) x45 (t )

overshoot: about 9 % of the signal magnitude


(present even if N  )
Parseval’s Theorem

• Let x(t) be a periodic signal with period T


• The average power P of the signal is defined
as T /2
1
P 
2
x (t ) dt
T T / 2

• Expressing the signal as x(t )  
k 
ck e jk0t , t  
it is also

P  |c
k 
k
2
|
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 – Cont’d

• Since xT (t ) is periodic with period T, we


can write

xT (t )  ce
k 
k
jk 0 t
, t 

where
T /2
1

 jk o t
ck  x(t )e dt , k  0, 1, 2,
T T / 2
Frequency Content of the
Rectangular Pulse – Cont’d

• What happens to the frequency components


of xT (t ) as T   ?
• For k  0 :
c0  1/ T
• For k  1, 2, :
2  k 0  1  k 0 
ck  sin   sin  
k0T  2  k   2 
 0  2 / T
Frequency Content of the
Rectangular Pulse – Cont’d

plots of T | ck |
vs.   k 0
for T  2,5,10
Frequency Content of the
Rectangular Pulse – Cont’d

• It can be easily shown that


 
lim Tck  sinc  ,   
T 
 2 
where
sin( )
sinc( ) 

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 ( ))
The Fourier Transform in the
General Case

• Given a signal x(t), its Fourier transform


X ( ) is defined as

 x(t )e
 j t
X ( )  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 – Cont’d
• The integral does converge if
1. the signal x(t) is “well-behaved”
2. and x(t) is absolutely 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, we’ll 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

e
 j t
X ( )   bt
u (t )e dt

 t 
1
 e  ( b  j ) t
dt    e  ( b  j ) t

0
b  j  
t 0
Example: The Exponential Signal –
Cont’d

• 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 phase spectrum
1  
| X ( ) | arg( X ( ))   arctan  
b2   2 b
Example: Amplitude and Phase
Spectra of the Exponential Signal
x(t )  e 10t u (t )
Rectangular Form of the Fourier
Transform

• Consider

 x(t )e
 j t
X ( )  dt ,   

• Since X ( ) in general is a complex
function, by using Euler’s formula

  
X ( )   x (t ) cos( t )dt  j    x (t )sin( t ) dt 

 

  
R ( ) I ( )
X ( )  R ( )  jI ( )
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 2

 I ( ) 
arg( X ( ))  arctan  
 R ( ) 
Fourier Transform of
Real-Valued Signals

• If x(t) is real-valued, it is
Hermitian
X ( )  X ( )

symmetry
• Moreover
X ( ) | X ( ) | exp(  j arg( X ( )))

whence
| X ( ) || X ( ) | and
arg( X (  ))   arg( X ( ))
Example: Fourier Transform of the
Rectangular Pulse
• Consider the even signal

• It is  / 2
2 2   
X ( )  2  (1) cos( t )dt  sin( t ) t 0  sin 
t  / 2

0
   2 
  
  sinc  
 2 
Example: Fourier Transform of the
Rectangular Pulse – Cont’d
  
X ( )   sinc  
 2 
Example: Fourier Transform of the
Rectangular Pulse – Cont’d

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 – Cont’d

• 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)
it can be proven that lim X ( )  0
 
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 ( )e
j t
x(t )  d , t  
2 

• Transform pair
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:
 j t0
x(t  t0 )  X ( )e
• Time Scaling:
1  
x(at )  X  
a a
Properties of the Fourier Transform

• Time Reversal:
x(t )  X ( )

• Multiplication by a Power of t:
n
d
t x(t )  ( j )
n
X ( )
n

d n

• Multiplication by a Complex Exponential:


j 0t
x(t )e  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 ) n
X ( )
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
• Parseval’s Theorem:
1
 x(t ) y (t )dt  2 X ( )Y ( )d

1
if y (t )  x (t )  | x(t ) | dt 
2
 | X ( ) | d
2


2 
• Duality:
X (t )  2 x(  )
Properties of the Fourier Transform -
Summary
Example: Linearity
x(t )  p4 (t )  p2 (t )

 2   
X ( )  4sinc    2sinc  
    
Example: Time Shift
x(t )  p2 (t  1)

    j
X ( )  2sinc   e
 
Example: Time Scaling

 
p2 (t ) 2sinc  
 

 
sinc  
p2 (2t )  2 

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    2
Example: Multiplication in Time –
Cont’d
 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 – Cont’d
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 – Cont’d
• The Fourier transform of x(t) can be easily
found to be
        
X ( )   sinc    j 2sin  
  4    4 
• Now, by using the integration property, it is

1  2   
V ( )  X ( )   X (0) ( )  sinc  
j 2  4 
Example: Integration in the Time
Domain – Cont’d
   
V ( )  sinc 
2

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 ( )
 
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 
k
jk 0 t
 0  2 / T
• Since e j0t  2 (   0 ), it is

X ( )   2 c  (  k )
k 
k 0
Fourier Transform of
the Unit-Step Function

• Since t
u (t )    ( )d


using the integration property, it is


t
1
u (t )    ( )d    ( )

j
Common Fourier Transform Pairs

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