4.

1 Frequency Analysis of Continuous-Time Signals

Reference

Continuous-Time Frequency Analysis Reference:

Professor Deepa Kundur Section 4.1 of

University of Toronto John G. Proakis and Dimitris G. Manolakis, Digital Signal Processing:
Principles, Algorithms, and Applications, 4th edition, 2007.

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4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

Frequency Analysis Frequency Synthesis

Scientific Designation Frequency (Hz) k for F0 = 8.176

C1 32.703 4
C2 65.406 8
prism C3 130.813 16
C4 (middle C) 261.626 32
white
spectrum

C5 523.251 64
light C6 1046.502 128
C7 2093.005 256
C8 4186.009 512

C1 C2 C3 C4 C5 C6 C7 C8

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 4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

Complex Sinusoids Complex Sinusoids: as Eigenfunctions

jΩt
e = cos(Ωt) + j sin(Ωt) ≡ complex sinusoid
cos(2πft)

sin(2πft)

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4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

Complex Sinusoids: as Eigenfunctions

y (t) = h(t) ∗ e jΩt = H(Ω)e jΩt

The Continuous-Time Fourier Series
Av = λv
(CTFS)

Therefore, the set of functions {e jΩt } for Ω ∈ R represent

eigenfunctions of LTI systems.

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 4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

Continuous-Time Fourier Series (CTFS) CTFS: Intuition

∞
1
X
For continuous-time periodic signals with period Tp = F0 x(t) = ck e j2πkF0 t
k=−∞
I Synthesis equation:
∞
X I {e j2πkF0 t } forms an orthogonal set for k = 0, ±1, ±2, ±3, . . .
j2πkF0 t
x(t) = ck e
k=−∞ Z
< e j2πkF0 t , e j2πmF0 t > = e j2πkF0 t (e j2πmF0 t )∗ dt
I Analysis equation: Tp
Z Z Tp
j2πkF0 t −j2πmF0 t
1
Z = e e dt = e j2π(k−m)F0 t dt
−j2πkF0 t Tp 0
ck = x(t)e dt
Tp

Tp  t|T p
k =m 
0 Tp k =m
=  Tp
e j2π(k−m)F0 t 
=
 j2π(k−m)F  k 6= m 0 k 6= m
0
0

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4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

CTFS: Intuition CTFS: Dirichlet Conditions

∞
X
x(t) = ck e j2πkF0 t Z
1
k=−∞
ck = x(t)e −j2πkF0 t dt
Tp Tp

I Thus, x(t) is being broken down into a series of orthogonal basis functions ∞
that are sinusoidal in nature. X
x̃(t) = ck e j2πkF0 t
k=−∞
I ck are the coefficients needed to represent x(t) in the basis set {e j2πkF0 t }.

I There is a decoupling that takes place such that modifying the frequency
components of x(t) related to 2πkF0 will not affect those related to 2πmF0
Q: For what conditions is x̃(t) equal to x(t)?
for m 6= k.

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 4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

CTFS: Dirichlet Conditions CTFS: Dirichlet Conditions

I A: Sufficient conditions are given by Dirichlet conditions: I Note: the Dirichlet conditions guarantee equality except at
1. x(t) has a finite number of discontinuities in any period. values of t for which x(t) is discontinuous.
2. x(t) contains a finite number of maxima and minima during any
period.
3. x(t) is absolutely integrable in any period:
At discontinuities, ∀k ck e j2πkF0 t convergences to the midpoint
Z P
I
|x(t)|dt < ∞
Tp of the discontinuity.

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4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

CTFS: Example CTFS: Example

Find the CTFS of the following periodic square wave: Z Z Tp /2

1 1
ck = x(t)e −j2πkF0 t dt = x(t)e −j2πkF0 t dt
Tp Tp Tp −Tp /2
τ /2 τ /2
x(t) A e −j2πkF0 t 
Z
1 −j2πkF0 t
= A·e dt =
Tp −τ /2 Tp −j2πkF0 −τ /2
A A
 −j2πkF0 τ /2
e − e +j2πkF0 τ /2

=
πkTp · F0 −2j
t −j2πkF0 τ /2
 j2πkF0 τ /2 
A e −e
=
πk · 1 2j
A sin(πkF0 τ )
=
ck πk

c0
sinc
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-5 -4 -3 3 4 5
k
 4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

CTFS: Example x(t) CTFS: Example

A ∞
X ∞
X A sin(πk/3) j2πkF0 t
Tp 1 x̃(t) = ck e j2πkF0 t = e
For τ = 3
= 3F0
: πk
k=−∞ k=−∞
A sin(πk/3) t
ck = x(t)
πk
A
ck
A/2
c0 t
sinc

-5 -4 -3 3 4 5
k
-2 -1 0 1 2
c k t = τ /2),
Note: At square wave discontinuities (e.g.,
∞
X c0
A sin(πk/3) A
sinc x(τ /2) = e j2πkF0 (τ /2) =
πk 2
k=−∞
-5 -4 -3 3 4 5
k
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4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

Continuous-Time Fourier Transform (CTFT)

For continuous-time aperiodic signals

I Synthesis equation:
The Continuous-Time Fourier Transform Z ∞
1
x(t) = X (Ω)e jΩt dΩ
2π
(CTFT) −∞

I Analysis equation:
Z ∞
X (Ω) = x(t)e −jΩt dt
−∞

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 4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

Continuous-Time Fourier Transform (CTFT) CTFT: Dirichlet Conditions

Cyclic frequency can also be used.

I Synthesis equation: I Allowing Tp → ∞ in CTFS Dirichlet conditions:
Z ∞ 1. x(t) has a finite number of finite discontinuities.
j2πFt 2. x(t) has a finite number of maxima and minima.
x(t) = X (F )e dF
−∞ 3. x(t) is absolutely integrable:
Z ∞
I Analysis equation:
|x(t)|dt < ∞
Z ∞ −∞
X (F ) = x(t)e −j2πFt dt
−∞

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4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

CTFT: Example CTFT: Example

Find the CTFS of the following periodic square wave:

∞ τ /2
x(t)
Z Z
−jΩt
X (Ω) = x(t)e dt = Ae −jΩt dt
−∞ −τ /2
A τ /2
e −jΩt  sin(Ωτ /2)
= A = 2A
−jΩ −τ /2
 Ω
t

ck

c0
sinc
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k
 4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

x(t)
CTFT: Example CTFT: Intuition
A Z ∞
X (Ω) = x(t)e −jΩt dt
sin(Ωτ /2) t −∞
X (Ω) = 2A
Ω
I Suppose a(t) and b(t) are continuous-time aperiodic signals. We define:
Z ∞
< a(t), b(t) > = a(t)b ∗ (t)dt
−∞

sinc X(0)
I Therefore, we can interpret X (Ω) as follows:
0
X (Ω) = < x(t), e jΩt >

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4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

CTFT: Intuition CTFT: Duality

Z ∞
1 Z ∞
x(t) = X (Ω)e jΩt dΩ 1
2π −∞ x(t) = X (Ω)e jΩt dΩ
2π
Z ∞ −∞
I We may consider x(t) as a linear combination of e jΩt for Ω ∈ R.
X (Ω) = x(t)e −jΩt dt
I The larger |X (Ω)|, the more x(t) will look like a sinusoid with Ω. −∞

F
x(t) ←→ X (Ω)
F
rectangle ←→ sinc
F
sinc ←→ rectangle
F
convolution ←→ multiplication
F
multiplication ←→ convolution

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 4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

CTFT: Duality CTFT: Magnitude and Phase

Z ∞
Z ∞ 1
1 x(t) = X (Ω)e jΩt dΩ
x(t) = X (Ω)e jΩt dΩ 2π −∞
2π −∞ Z ∞
1
|X (Ω)|e j∠X (Ω) e jΩt dΩ
Z ∞ =
X (Ω) = x(t)e −jΩt dt 2π −∞
Z ∞
−∞
= |X (Ω)|e j(Ωt+∠X (Ω)) df
∞

F
Shape A ←→ Shape B I |X (Ω)| dictates the relative presence of the sinusoid of frequency Ω in x(t).
F
Shape B ←→ Shape A I ∠X (Ω) dictates the relative alignment of the sinusoid of frequency Ω in
F x(t).
Operation A ←→ Operation B
F
Operation B ←→ Operation A

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4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

CTFT: Magnitude and Phase CTFT: Audio Example

Q: Which is more important for a given signal? I An audio signal is represented by a real function x(t).

I The function x(−t) represents playing the audio signal backwards.

I Does one component (magnitude or phase) contain more I Since x(t) is real:
information than another?
X (Ω) = X ∗ (−Ω)
|X (Ω)| = |X ∗ (−Ω)| = |X (−Ω)| since |c| = |c ∗ | for c ∈ C

I When filtering, if we had to preserve on component (magnitude

or phase) more, which one would it be? I Therefore,
|X (Ω)| = |X (−Ω)|
That is, the CTFT magnitude is even for x(t) real.

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 4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

CTFT: Audio Example Example: Still Image x(t1, t2)

F F
I Recall, x(t) ←→ X (Ω) x(−t) ←→ X (−Ω)

I Therefore,
spectrum magnitude of x(−t)
z }| {
|X (Ω)| = |X (−Ω)|
| {z }
spectrum magnitude of x(t)

Therefore, the magnitude of the FT of an audio signal played forward

and backward is the same!

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4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

Example: |X (Ω1, Ω2)| Example: ∠X (Ω1, Ω2)

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 4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

Reconstruction using
magnitude only
Top Left Photo: Ralph’s
magnitude is the same,
Phase = 0
Top Right Photo: Meg’s
magnitude is the same,
Phase = 0

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4.1 Frequency Analysis of Continuous-Time Signals 4.1 Frequency Analysis of Continuous-Time Signals

Reconstruction using Reconstruction swapping

phase only magnitude and phase
Top Left Photo: Ralph’s of the images.
magnitude normalized to Top Left Photo: Ralph’s
one, Phase is the same phase + Meg’s magnitude
Top Right Photo: Meg’s Top Right Photo: Meg’s
magnitude normalized to phase + Ralph’s magni-
one, Phase is the same tude

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 4.1 Frequency Analysis of Continuous-Time Signals

CTFT: Magnitude and Phase

Q: Which is more important for a given signal? A: Phase

I Does one component (magnitude or phase) contain more

information than another? A: Yes, phase

I When filtering, if we had to preserve on component (magnitude

or phase) more, which one would it be?
A: Phase


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