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ENEE 3530 Continuous and Discrete Signals and System Analysis

This document discusses Fourier analysis of continuous and discrete signals. It explains that continuous-time Fourier series (CTFS) breaks down complex functions into sinusoids, which is advantageous for processing. For non-periodic signals, CTFS considers them to be periodic with infinite period. It also introduces the continuous-time Fourier transform (CTFT), which decomposes finite functions into a continuous sum of sinusoids. Several examples of finding the CTFT, magnitude, and phase of different signals are provided. Real-valued signals have mirrored properties in the frequency domain.

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0% found this document useful (0 votes)
132 views31 pages

ENEE 3530 Continuous and Discrete Signals and System Analysis

This document discusses Fourier analysis of continuous and discrete signals. It explains that continuous-time Fourier series (CTFS) breaks down complex functions into sinusoids, which is advantageous for processing. For non-periodic signals, CTFS considers them to be periodic with infinite period. It also introduces the continuous-time Fourier transform (CTFT), which decomposes finite functions into a continuous sum of sinusoids. Several examples of finding the CTFT, magnitude, and phase of different signals are provided. Real-valued signals have mirrored properties in the frequency domain.

Uploaded by

Zachary
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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ENEE 3530 – C&D SnS

Chapter 5

ENEE 3530
Continuous and Discrete Signals and System Analysis

Dr. Alsamman 1
ENEE 3530 – C&D SnS

Advantages of Fourier Analysis


❖ CTFS breaks down complex functions into sinusoids
➢ Easy to process and manipulate sinusoids
➢ Math in frequency domain is easier
▪ E.g. power calculations and convolution
➢ LTIC: response of system to a sum of sinusoid = sum of the response to each
individual sinusoid
❖ Problem: CTFS is for periodic signals only
❖ Solution: Consider a non-periodic signal to be a periodic but with infinite period

Dr. Alsamman 2
ENEE 3530 – C&D SnS

Non-Periodic CTFS

lim 𝑥෤ 𝑇 𝑡 = 𝑥(𝑡)
𝑇0 →∞


෩𝑛 𝑒 𝑗𝑛𝜔0 𝑡
𝑥෤ 𝑇 𝑡 = ෍ 𝐷
𝑛=−∞

1
෩𝑛 = න 𝑥෤ 𝑇 𝑡 𝑒 −𝑗𝑛𝜔0𝑡 𝑑𝑡
𝐷
𝑇0 𝑇0

Dr. Alsamman 3
ENEE 3530 – C&D SnS

❖ CTFS: Discrete sum of harmonics


➢ Fundamental frequency = fo = 1/To
➢ Harmonics = n fo
➢ Coefficients = Dn at harmonics
➢ Df = spacing in Hz between adjacent harmonics

❖ As T →  , Df → 0
➢ Df = n – (n-1) f0 = f0

Dr. Alsamman 4
ENEE 3530 – C&D SnS

lim 𝑥 𝑡 = lim ෍ 𝐷𝑛 𝑒 𝑗𝑛𝜔0 𝑡


T→∞ T→∞
𝑛=−∞

= lim ෍ 𝐷𝑛 𝑒 𝑗2𝜋𝑛𝑓0 𝑡
𝑓0 →0
𝑛=−∞

= lim ෍ 𝐷𝑛 𝑒 𝑗2𝜋𝑛Δ𝑓𝑡
Δ𝑓→0
𝑛=−∞
∞ ∞
𝐷𝑛 𝑗2𝜋𝑛Δ𝑓𝑡 𝐷𝑛 𝑗2𝜋𝑛Δ𝑓𝑡
= lim ෍ 𝑒 Δ𝑓 = ෍ lim 𝑒 Δ𝑓
Δ𝑓→0 Δ𝑓 Δ𝑓→0 Δ𝑓
𝑛=−∞ 𝑛=−∞
∞ ∞
𝐷𝑛
=න lim 𝑒 𝑗2𝜋𝑓𝑡 𝑑𝑓 = න 𝑋(𝑓) 𝑒 𝑗2𝜋𝑓𝑡 𝑑𝑓
−∞ Δ𝑓→0 Δ𝑓 −∞
1 ∞
= න 𝑋(𝜔) 𝑒 𝑗𝜔𝑡 𝑑𝜔
2𝜋 −∞
Dr. Alsamman 5
ENEE 3530 – C&D SnS

1 −𝑗2𝜋𝑛𝑓0 𝑡 −𝑗2𝜋𝑛𝑓0 𝑡
𝐷𝑛 ‫׬‬ 𝑥(𝑡)𝑒 𝑑𝑡 Δ𝑓 ‫׬‬ 𝑥(𝑡)𝑒 𝑑𝑡
𝑇0 𝑇0 𝑇0
lim = lim = lim
Δ𝑓→0 Δ𝑓 Δ𝑓→0 Δ𝑓 Δ𝑓→0 Δ𝑓
= lim න 𝑥(𝑡)𝑒 −𝑗2𝜋𝑛𝑓0 𝑡 𝑑𝑡 = lim න 𝑥(𝑡)𝑒 −𝑗2𝜋𝑛Δ𝑓𝑡 𝑑𝑡
Δ𝑓→0 𝑇0 Δ𝑓→0 1/𝑓0

=න 𝑥(𝑡)𝑒 −𝑗2𝜋𝑓𝑡 𝑑𝑡 = න 𝑥 𝑡 𝑒 −𝑗𝜔t 𝑑𝑡
1/𝑓0 −∞

Dr. Alsamman 6
ENEE 3530 – C&D SnS

CT Fourier Transform
❖ A CT signal, x(t), can be transformed from the time to the frequency domain
signal, X(w):

𝑋(𝜔) = න 𝑥 𝑡 𝑒 −𝑗𝜔t 𝑑𝑡
−∞

1
𝑥 𝑡 = න 𝑋 𝜔 𝑒 𝑗𝜔𝑡 𝑑𝜔
2𝜋 −∞
➢ CTFT aka forward transform
➢ x(t) equation aka inverse CTFT

❖ CTFS: Infinite function is decomposed into discrete sum of sinusoids


❖ CTFT: finite function is decomposed into a continuous sum of sinusoids.

Dr. Alsamman 7
ENEE 3530 – C&D SnS

Example 1
❖ Find the CTFT of a x(t) = 1
1 x(t) = 1

t
0


X(w) =2(w)

|X(w)|
< X(w) = 0
w
0

Dr. Alsamman 8
ENEE 3530 – C&D SnS

Example
Find CTFT of x(t) = exp(-at)u(t), a  R+. Find |X(w)|, F(w).
x1(t)

t
0

∞ ∞
𝑋 𝜔 = ℑ 𝑒 −𝑎𝑡 𝑢 𝑡 = න 𝑒 −𝑎𝑡 𝑢 𝑡 𝑒 −𝑗𝑤𝑡 𝑑𝑡 = න 𝑒 − 𝑎+𝑗𝜔 𝑡
𝑢 𝑡 𝑑𝑡
∞ ∞
1 𝑎+𝑗𝜔 𝑡 ∞
1 1
=− 𝑒− =− 0−1 =
𝑎 + 𝑗𝜔 0 𝑎 + 𝑗𝜔 𝑎 + 𝑗𝜔

Dr. Alsamman 9
ENEE 3530 – C&D SnS

1a X 1 (w)

w
0

< X1(w)
/2

w
0
−/2

Dr. Alsamman 10
ENEE 3530 – C&D SnS

Example
❖ Find X(w), |X(w)|, F(w) of x(t) = exp(-a|t|)

x2(t)

t
0

Dr. Alsamman 11
ENEE 3530 – C&D SnS

< X2(w) = 0
2/a X 2 (w) /2

w w
0 0

Dr. Alsamman −/2 12


ENEE 3530 – C&D SnS

Example
❖ Find X(w), |X(w)|, F(w) of x(t) = rect(t/t)
 (tt )
f (t ) = rect

t
− t 0 t
2 2

Dr. Alsamman 13
ENEE 3530 – C&D SnS

t F (w) = tsinc (wt2 )

w
− 2t 0 2
t

Dr. Alsamman 14
ENEE 3530 – C&D SnS

Real x(t)
❖ Real-valued functions:
𝑋 −𝜔 = 𝑋 ∗ 𝜔
𝑋 −𝜔 = 𝑋 ∗ 𝜔 = 𝑋 𝜔
∠𝑋 𝜔 = ∠ − 𝑋 −𝜔
➢ CTFT is double sided
➢ Magnitude of CTFT is a mirrored around y-axis (even)
➢ Phase of CTFT is mirrored around origin (odd)
➢ Real part of CTFT is even
➢ Imaginary part of CTFT is odd

Dr. Alsamman 15
ENEE 3530 – C&D SnS

Even CTFT
∞ ∞
𝑋 𝜔 = න 𝑥 𝑡 𝑒 −𝑗𝜔t 𝑑𝑡 = න 𝑥 𝑡 [cos 𝜔𝑡 − 𝑗 sin 𝜔𝑡]𝑑𝑡
−∞ −∞

❖ Even functions:
∞ ∞
𝑋 𝜔 = න 𝑥 𝑡 cos 𝜔𝑡 𝑑𝑡 = 2 න 𝑥 𝑡 cos 𝜔𝑡 𝑑𝑡
−∞ 0
➢ X(w) is real and even
➢ |X(w)| = |X(-w)|
➢ X = 0 (X> 0);  (X<0, w>0); - (X<0, w<0)

Dr. Alsamman 16
ENEE 3530 – C&D SnS

Odd CTFT
∞ ∞
𝑋 𝜔 = න 𝑥 𝑡 𝑒 −𝑗𝜔t 𝑑𝑡 = න 𝑥 𝑡 [cos 𝜔𝑡 − 𝑗 sin 𝜔𝑡]𝑑𝑡
−∞ −∞

❖ Odd functions:
∞ ∞
𝑋 𝜔 = −𝑗 න 𝑥 𝑡 sin𝜔𝑡 𝑑𝑡 = −𝑗2 න 𝑥 𝑡 sin𝜔𝑡 𝑑𝑡
−∞ 0
➢ X(w) is imaginary and odd
➢ X(w) = -X(-w)
➢ X = /2 (Im(X) > 0); -/2 (Im(X) < 0)

Dr. Alsamman 17
ENEE 3530 – C&D SnS

x1 (t )
Example
2

t
−2 −1 0 1 2

Dr. Alsamman 18
ENEE 3530 – C&D SnS

Dr. Alsamman 19
ENEE 3530 – C&D SnS

x 2 (t )
Example
2

t
−2 −1 0 1 2
−2

Dr. Alsamman 20
ENEE 3530 – C&D SnS

Dr. Alsamman 21
ENEE 3530 – C&D SnS

Dr. Alsamman 22
ENEE 3530 – C&D SnS

Dr. Alsamman 23
ENEE 3530 – C&D SnS

Properties of CFTF

Dr. Alsamman 24
ENEE 3530 – C&D SnS

Linearity
𝛼𝑥1 𝑡 + 𝛽𝑥1 𝑡 ↔ 𝛼𝑋1 𝜔 + 𝛽𝑋2 𝜔

❖ Helps solve (inverse) CTFT by breaking it into parts


➢ Works for forwards and backward CTFT

❖ Example: Find the inverse CTFT of


𝑗5𝜔 + 30
𝑋 𝜔 =
𝑗𝜔 3 + 17 𝑗𝜔 2 + 80 𝑗𝜔 + 100
𝐴
𝐴𝑒 −𝑎𝑡 𝑢 𝑡 ↔
𝑗𝜔 + 𝑎
𝑘1 𝑘2 𝑘3
𝑋 𝜔 = + +
𝑗𝜔 + 2 𝑗𝜔 + 5 𝑗𝜔 + 10

Dr. Alsamman 25
ENEE 3530 – C&D SnS

𝑗5𝜔 + 30 5
𝑘1 = 𝑋 𝜔 × 𝑗𝜔 + 2 ቚ = ቤ =
𝑗𝜔=−2 (𝑗𝜔 + 5)(𝑗𝜔 + 10) 𝑗𝜔=−2 6

1
𝑘2 = 𝑋 𝜔 𝑗𝜔 + 5 ቚ =−
𝑗𝜔=−5 3
5 1 1 1 1 2
𝑋 𝜔 = − −
6 𝑗𝜔 + 2 3 𝑗𝜔 + 5 2 𝑗𝜔 + 10

5 −2𝑡 1 −5𝑡 1 −10𝑡


𝑋(𝜔) = 𝑒 − 𝑒 − 𝑒 𝑢(𝑡)
6 3 2

Dr. Alsamman 26
ENEE 3530 – C&D SnS

Duality
𝑖𝑓 𝑥 𝑡 ↔ 𝑋 𝜔 , 𝑡ℎ𝑒𝑛 𝑋 𝑡 → 2𝜋𝑥 −𝜔


x(t) = 1 X(w) =2(w)
1
|X(w)|
< X(w) = 0
t w
0 0

 X(w) = 1
x(t) = (t) 1 |X(w)|

< X(w) = 0
t w
0 0

Dr. Alsamman 27
ENEE 3530 – C&D SnS

Time Scale & Shift


❖ Time shift results in linear phase
𝑥 𝑡 − 𝑡0 ↔ 𝑒 −𝑗𝜔𝑡0 𝑋(𝜔)
➢ Magnitude is unaffected
❖ Scale in time domain causes inverse in Frequency domain
1 𝜔
𝑥 𝑎𝑡 ↔ 𝑋
𝑎 𝑎
➢ a>1 compress time, expand freq
➢ a<1 expands time, compress freq
❖ Frequency Bandwdith = fmax – fmin
➢ Periodic signals
➢ Smooth signals
➢ Discontinuous signals

Dr. Alsamman 28
ENEE 3530 – C&D SnS

Example
g (t ) 2𝑡 0≤𝑡<1
2 𝑔 𝑡 = ቐ2 1≤𝑡<2
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
t
0 1 2

1
𝑔 𝑡 ↔ 𝐺 𝜔 = 2 [𝑗𝜔𝑒 −𝑗2𝜔 + 𝑒 −𝑗𝜔 − 1]
𝜔
5
f(t)
3

t
−3 0 3 7 10 13

5 6
𝑓 𝑡 = 𝑔 𝑡−7 ↔
2 2
Dr. Alsamman 29
ENEE 3530 – C&D SnS

Sinusoid Amplitude Modulation


𝑥 𝑡 = 𝑓 𝑡 cos(𝜔0 𝑡)
❖ Multiplication in time domain = convolution in freq domain
1
𝑋 𝜔 = 𝐹 𝜔 ∗ ℱ{cos(𝜔0 𝑡)}
2𝜋
1
𝑋 𝜔 = 𝐹 𝜔 ∗ 𝜋 𝛿 𝜔 + 𝜔0 + 𝛿 𝜔 − 𝜔0
2𝜋

❖ Property : 𝑥 𝑡 ∗ 𝛿 𝑡 − 𝑡0 = 𝑥 𝑡 − 𝑡0

1 1
𝑋 𝜔 = 𝐹 𝜔 + 𝜔0 + 𝐹(𝜔 − 𝜔0 )
2 2

Dr. Alsamman 30
ENEE 3530 – C&D SnS

Example
𝑥 𝑡 = 𝑡𝑐𝑜𝑠(2𝜋100𝑡)

𝑓 𝑡 = 𝑡 ⇒ 𝐹 𝜔 = 2𝜋𝛿(𝜔)
𝜔0 = 2𝜋100
𝑋 𝜔 = 𝜋𝛿 𝜔 + 200𝜋 + 𝜋𝛿 𝜔 + 200𝜋
Dr. Alsamman 31

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