Week 8

Calculate the Fourier series coefficients of the periodic signal x(t) as shown below

X(t)

-2 0 2 6

First we find a0
1 2
. 𝑎0 = 𝑇 ∫−2 𝐴𝑑𝑡.

1 2 4𝐴 2𝐴
Since T= 6, 𝑎0 = 6 ∫−2 𝐴𝑑𝑡 .= =
6 3

Alternatively, instead of performing the integration we can find a0 as

𝑎𝑟𝑒𝑎 𝑢𝑛𝑑𝑒𝑟 𝑡ℎ𝑒 𝑔𝑟𝑎𝑝𝑔ℎ 𝑜𝑓 𝑡ℎ𝑒 𝑠𝑖𝑔𝑛𝑎𝑙 𝑜𝑣𝑒𝑟 𝑎 𝑝𝑒𝑟𝑖𝑜𝑑 4𝐴 2𝐴
a0 is simply = =
𝑝𝑒𝑟𝑖𝑜𝑑 𝑜𝑓 𝑡ℎ𝑒 𝑠𝑖𝑔𝑛𝑎𝑙,𝑇 6 3

1 2
For k  0 we obtain 𝑎𝑘 = 𝑇 ∫−2 𝐴𝑒 −𝑗𝑘𝜔0 𝑡 𝑑𝑡.

Since T= 6,
2
1 2 𝐴 𝑒 −𝑗𝑘𝜔0 𝑡 𝐴
𝑎𝑘 = ∫ 𝐴𝑒 −𝑗𝑘𝜔0 𝑡 𝑑𝑡
6 −2
= 6 ⌈ −𝑗𝑘𝜔 ⌉ = − 6𝑗𝑘𝜔 [𝑒 −𝑗𝑘𝜔0 2 − 𝑒 𝑗𝑘𝜔0 2 ]
0 −2 0

𝐴
= [𝑒 𝑗𝑘𝜔0 2 − 𝑒 −𝑗𝑘𝜔0 2 ]
6𝑗𝑘𝜔0

 exp jk0T1  exp jk0T1 

By Euler’s formula    sin k0T1
 2j 

𝑇ℎ𝑢𝑠 𝑡ℎ𝑒 𝑡𝑒𝑟𝑚 𝑒 𝑗𝑘𝜔0 2 − 𝑒 −𝑗𝑘𝜔0 2 = 2𝑗𝑠𝑖𝑛2𝑘𝜔0

 𝐴2𝑗𝑠𝑖𝑛2𝑘𝜔0 𝐴𝑠𝑖𝑛2𝑘𝜔0
𝑎𝑘 = =
6𝑗𝑘𝜔0 3𝑘𝜔0

2 2𝜋 2𝜋 𝜋
Since T  𝜔0 = = =
0 𝑇 6 3

𝜋
𝐴𝑠𝑖𝑛2𝑘 𝐴 2𝑘𝜋
𝑎𝑘 = 𝜋
3
= 𝑘𝜋 sin 3
k 0
3𝑘
3

Thus the answer is

2𝐴
𝑎0 = 3

𝐴 2𝑘𝜋
𝑎𝑘 = 𝑘𝜋
sin 3
k 0

Plotting The Fourier Coefficients

Note that the square wave given above is an EVEN function. For even function ak=a-k
2𝐴
𝑎0 = 3

𝐴 2𝜋
𝑎1 = sin =0.27A
𝜋 3

𝐴 2𝜋
𝑎−1 = sin = 0.27 A because the square wave given is an even function.
𝜋 3

𝐴 4𝜋
𝑎2 = sin = - 0.138A
2𝜋 3

𝐴 4𝜋
𝑎−2 = sin = -0.138A because the square wave given is an even function.
2𝜋 3

𝐴 6𝜋
𝑎3 = sin =0
3𝜋 3

𝑎−3 = 0 because the square wave given is an even function.

𝐴 8𝜋
𝑎4 = sin = 0.068A
4𝜋 3

𝐴 8𝜋
𝑎−4 = sin = 0.068A because the square wave given is an even function.
4𝜋 3
Properties of Continuous Time Fourier Series
We note that for a CT periodic signal x(t), its Fourier Series Coefficients are at discrete
harmonically related frequencies.

When a signal x(t) is real and even then the coefficients a k  ak (ak are real values).Likewise
when a signal x(t) is odd, then a k  ak .(ak are imaginary values).

When a signal x(t) is real, ak *  a k

There are also many other properties that can help us when evaluating the Fourier Series
Coefficients.

Linearity
If a signal x(t) has Fourier Series coefficients ak and another signal y(t) has coefficients bk and if
x(t) and y(t) has the same fundamental period, T then
z(t)=Ax(t)+By(t) , then the resultant Fourier Series coefficients of z(t) will be = Aak + Bbk
Time Shifting
When a time shift is applied to a periodic signal x(t), the period T of the signal remains
unchanged.
If x(t) has coefficients ak, and if y(t) = x(t-t0) has coefficients bk
 2 
 jk  t0
 jk0t0
Then bk  exp ak  exp  T 
ak

Take note that a periodic signal is shifted in time, the magnitudes of its Fourier Series
 2 
 jk   t0
coefficients remain unchanged as exp  T 
 1 . i.e bk  ak
Proof
+∞

𝑥(𝑡) = ∑ 𝑎𝑘 𝑒 𝑗𝑘𝜔𝑜 𝑡
−∞

We map x(t) ↔ak

Now let y(t) = x(t-t0)

+∞ +∞

𝑦(𝑡) = 𝑥(𝑡 − 𝑡0 ) = ∑ 𝑎𝑘 𝑒 𝑗𝑘𝜔𝑜 (𝑡−𝑡0 ) = ∑ 𝑎𝑘 𝑒 −𝑗𝑘𝜔𝑡0 𝑒 𝑗𝑘𝜔𝑜 𝑡

−∞ −∞

We map y(t) ↔bk

+∞ +∞
𝑗𝑘𝜔𝑜 𝑡
𝑦(𝑡) = 𝑥(𝑡 − 𝑡0 ) = ∑ 𝑏𝑘 𝑒 = ∑ 𝑎𝑘 𝑒 −𝑗𝑘𝜔𝑡0 𝑒 𝑗𝑘𝜔𝑜 𝑡
−∞ −∞

By comparing the term, we can see that 𝑏𝑘 = 𝑎𝑘 𝑒 −𝑗𝑘𝜔𝑡0

Thus if x(t) ↔ak then x(t-t0) ↔𝑎𝑘 𝑒 −𝑗𝑘𝜔𝑡0
Likewise if x(t) ↔ak then x(t+t0) ↔𝑎𝑘 𝑒 +𝑗𝑘𝜔𝑡0

Time Reversal
The period T of a periodic signal x(t) remains unchanged when the signal undergoes time
reversal.
If x(t) has coefficients ak, and if y(t) = x(-t) has coefficients bk

Then bk  a k

Thus x(t) ↔ak then x(-t) ↔a-k

Time Scaling
Time scaling is an operation that in general changes the period of the periodic signal. If x(t) is a
T
periodic signal then x( t ) is periodic with period , and therefore the frequency of each

component will be increased to 0 . Since the time scaling is applied directly to each harmonic
components of x(t), the coefficients remains unchanged as only the frequency has changed.
If x(t) has coefficients ak, and if y(t )  x( t ) has coefficients bk , then bk = ak

However because the fundamental frequency has changed, the Fourier series representation will
be different as 𝜔0 𝑖𝑠 𝑁𝑂𝑇 𝑡ℎ𝑒 𝑠𝑎𝑚𝑒 𝑎𝑛𝑦𝑚𝑜𝑟𝑒.

Multiplication
If x(t) has coefficients ak, and if y(t) has coefficients bk

Then z(t) = x(t)y(t) has coefficients hk  ab
l 
l k l

Conjugation and Conjugate Symmetry

If x(t) has coefficients ak then x(t)* will have coefficients a* k

Proof
+∞

𝑥(𝑡) = ∑ 𝑎𝑘 𝑒 𝑗𝑘𝜔𝑜 𝑡
𝑘=−∞

We map x(t) ↔ak

Now let y(t) = x*

+∞

𝑦(𝑡) = 𝑥(𝑡)∗ = ∑ 𝑎𝑘∗ 𝑒 −𝑗𝑘𝜔𝑜 𝑡

𝑘=−∞

Now we perform change of variable by letting k = -l

𝑙=−∞ 𝑙=+∞
∗ ∗ +𝑗𝑙𝜔𝑜 𝑡 ∗ +𝑗𝑙𝜔𝑜 𝑡
𝑦(𝑡) = 𝑥(𝑡) = ∑ 𝑎−𝑙 𝑒 = ∑ 𝑎−𝑙 𝑒
𝑙=+∞ 𝑙=−∞

Change the variable from l back to k

𝑘=+∞
∗ ∗
𝑦(𝑡) = 𝑥(𝑡) = ∑ 𝑎−𝑘 𝑒 +𝑗𝑘𝜔𝑜 𝑡
𝑘=−∞

We map y(t) ↔bk

 +∞ 𝑘=+∞
∗
𝑦(𝑡) = 𝑥(𝑡)∗ = ∑ 𝑏𝑘 𝑒 𝑗𝑘𝜔𝑜 𝑡 = ∑ 𝑎−𝑘 𝑒 +𝑗𝑘𝜔𝑜 𝑡
−∞ 𝑘=−∞
∗
By comparing the term, we can see that 𝑏𝑘 = 𝑎−𝑘
∗
Thus if x(t) ↔ak then 𝑥(𝑡)∗ = 𝑎−𝑘

Application of property of conjugation to real signals

If x(t) is real i.e x(t) = x(t)* , then ak  a* k or taking the conjugate of both sides ak*  a k

x(t) real and even

If x(t) is real then ak*  a k ,and if x(t) is also even that means x(t) = x(-t)

x(t) ↔ak , x(-t) ↔a-k Thus is x(t) is even, then ak  a k .

If x(t) is both real and even, then i.e. 𝑎𝑘 = 𝑎−𝑘 = 𝑎𝑘∗ .In order for 𝑎𝑘 = 𝑎𝑘∗ , ak must be real
Thus ak must be real and even

x(t) real and odd

If x(t) is real then ak  a* k and if x(t) is also odd, ak  a k . If x(t) is both real and odd, then ak

must be imaginary and odd

Example
Given a square wave with a fundamental period of T= 6 as shown, calculate its Fourier Series
coefficients.

6
4
This example is similar to the square wave done earlier with A = 1. One can easily see that in
1
comparison to the earlier example . 𝑔(𝑡) = 𝑥(𝑡 − 2) − 2

We now solve this problem using the alternative way by applying the properties of Fourier
series.

Based on the time shift property bk  ak exp jk0t0 .

2𝜋 2𝜋 𝜋
Here 𝑡0 = 2 and 𝜔0 = = =
𝑇 6 3
𝜋
−𝑗𝑘
Therefore 𝑏𝑘 = 𝑎𝑘 𝑒𝑥𝑝 3

To tackle the DC term, we need to focus on the b0.

1 2 1 1
In this case 𝑏0 = 𝑎0 − 2= 3 − 2 = 6

𝐴 2𝑘𝜋
Since 𝑎𝑘 = sin in the earlier example
𝑘𝜋 3
𝜋
1 2𝑘𝜋
Therefore 𝑏𝑘 = 𝑒𝑥𝑝−𝑗𝑘 3 𝑘𝜋 sin k 0
3

Frequency Response of an LTI System

When the input x(t) to a LTI system is a complex exponential signal whose frequency is  , the
output of the system is also a complex exponential of having EXACTLY the same frequency.
However the effect of the LTI system on a complex exponential signal is NOT the same for all
frequency i.e the eigenvalue of H ( j ) of the system is not a constant but a function of the input
signal frequency  . We will get a different eigenvalue value of H ( j ) if we apply an input x(t)
with a different  each time. If we let the frequency  vary, we can define the frequency
response of a continuous-time LTI system as

H  j    h  t  exp
 jt
dt


In general we want a functional form of H  j  so that we can plot a graph of H  j  as a

function of  . By doing this, we are then able to see the effect of the system to any complex
exponential input.
SUMMARY: Knowing the LTI’s system’s frequency response H ( j ) is important as it allows
us to calculate the output signal easily given any input complex exponential signal. Also we have
learnt that the impulse response h(t) (a function of time ) is very closely related to the frequency
response H ( j ) (a function of frequency).

Example

Given an LTI system with an impulse response h(t )  2exp2t u(t ) calculate its frequency
response H  j  .

H  j    2exp
2t
u (t ) exp jt dt


Because of u(t) in the expression for h(t), the integration is between 0 and  only
 
2exp 2t  jt 2 2
H  j    2exp 2 t
exp  jt
dt   0 
0
2  j 0
2  j 2  j

Note that the frequency response of the LTI system H  j  is a function of frequency 

Plotting The Frequency Response H  j 

The frequency response H  j  is a complex function that depends on  . As H  j  is

complex, it is best to plot it in two graphs i.e the magnitude plot vs frequency H  j  and the
2
phase vs frequency H ( j ) .Given an LTI system with a frequency response H  j   ,
2  j
plot its magnitude and phase response.
2 2  j 4  j 2
H  j   . 
2  j 2  j 4  2

16  4 2 4(4   2 ) 2
The magnitude H  j    
4  2
4  2
4  2
2 2
Short cut: H  j    can be calculated directly by taking the magnitude of
2  j 4  2
the denominator.
𝜔
𝑇ℎ𝑒 𝐴𝑛𝑔𝑙𝑒 𝑜𝑓 𝐻(𝑗ω) = −𝑡𝑎𝑛−1 ( 2 ). The minus sign arises because 2+jω is at the denominator
of H(jω).
The range of the frequency axis is  <  <  since the continuous-time complex exponential
signals can have any frequency in that range. If we evaluate a few crucial frequencies such as
  0, 2, 20,  we obtain the values shown below. The value of   2 is chosen by looking at the
2
denominator of . At the value of   2 , the magnitude H  j  would have dropped
4  2
to 0.707 compared to the value of H  j  at   0

 H  j 

0 1

2 1
2   0.707
8 2

2
20  0.0995
404
 0
The figure below shows a complete plot of the magnitude and phase of the frequency response
H  j  over the range 8    8 . By looking at the magnitude response, one can conclude
2
that the LTI system whose frequency response H  j   is a Low Pass Filter
2  j
Response to Periodic Input Signals
When the input signal x(t) into an LTI system is periodic, it is easy to see that the output signal
of the system will also be periodic.

Then if a linear combination of complex exponential signals such as x(t )  ae
k 
k
jk0t
is input
 
into the LTI system, then the output will be y (t )   ak H ( jk0 )e jk0t 
k 
be
k 
k
jk0t

where bk  ak H ( jk0 )

Thus y(t) is also periodic with the same fundamental frequency as x(t). If ak  is the set of
Fourier series coefficients for the input x(t), then ak H ( jk0 ) is the set of coefficients for the
output. The effect of the LTI system is to modify individually each of the Fourier series
coefficients of the input through multiplication by the value of the frequency response at the
corresponding frequency.

Example : Given an LTI system with impulse response h(t )  expt u(t ) and an input
x(t )  1  cos t  cos8t find the output y(t)

First we find the Fourier series coefficients of x(t). The first thing to do is to calculate the
fundamental frequency 0 =1. [ 1 for cos t = 1 and 2 for cos8t  8. Overall 0  1]

Step 1: Find the Fourier coefficients for the input signal x(t)

x(t )  1  cos t  cos8t  1 

1
2
 expt  exp t    exp8t  exp 8t 
1
2
1 1 1 1
Therefore c0  1, c1  , c1  , c8  , c8 
2 2 2 2

Step 2 : Find the frequency response H  jk0 

 
H  jk0    h(t ) exp  jk0t dt   exp t exp  jk0t dt
 0


exp  0
  1 jk t
1 1
H  jk0    exp  0  1 
1 jk0 t
dt  =
0
 1  jk0  0 1  jk0 1  jk0

If you try to sketch the frequency response, you will find that this is a Low Pass Filter.
Step 3:
Find the output y(t)

y (t )   a H ( jk )e
k 
k 0
jk0t

1 1  1 1   jt 1 1  1 1  8 jt
y (t )  1    exp  
jt
 exp    exp  
8 jt
 exp
2  1 j  2  1 j  2  1 8 j  2  1 8 j 

By looking at the Fourier series coefficients of the output y(t), the LTI system is clearly a Low
Pass Filter.

1 1   j 0.79 1 1 
k  1 H(j)=   =0.35exp k  1 H(-j)=   =0.35exp
j 0.79

2  1 j  2  1 j 

1 1   j1.45 1 1 
k 8 H(j8)=   = 0.06exp k  8 H(-j8)=   =0.02exp
j1.45

2  1 8 j  2  1 8 j 