NPTEL

NPTEL ONLINE CERTIFICATION COURSE

Course
on
Analog Communication
by
Prof. Goutam Das
G S Sanyal School of Telecommunications
Indian Institute of Technology Kharagpur

Lecture 12: Energy Spectral Density

Ok, so in the last class what we have discussed is how from last few classes I should say,
how from Fourier series towards Fourier transform. so that means we have a energy signal means
we have a power signal from there, we get Fourier series, that we have already explored and then
if instead of energy signal means power signal we have a non periodic signal., that is energy sig-
nal which is time bounded for that how do we actually evaluate the frequency components. so
what we have seen that whenever, we have put a trick over there, so instead of doing the analyses
completely in the new fashion we have actually borrowed the idea from series-what we did we
have taken a time period bigger than the existence of the signal.

(Refer Slide Time: 01:21)

That means if the signal is defined from let say a to b we have taken the time period as the time
period which includes the entire thing and then we started repeating the entire signal. So what
was happening the targeted signal was repeated over the period T if I say this is T, and then we
said that immediately if I start repeating it up to time plus infinity and minus infinity, then imme-
diately it becomes a again a power signal and it is a periodic signal. so we get a Fourier series ac-
cordingly.

And then we started stretching this T to infinity. so immediately you could see that you are get-
ting a Fourier transform case. so we have given interpretation of Fourier transform, what exactly
it means for a signal g t we get a transform GF. what is the meaning of that 2 he have said that at
any frequency f, the value of GF is not actually the spectrum component as it was for a discrete
Fourier series case so we have told that generally gives me 0.

(Refer Slide Time: 02:44)

g(t)

But if I just multiple GF with some ∇f, so within this ∇f how much frequency component is there
can be actually evaluated. so that is why GF is called as spectral density. because GF ∇F is al-
most similar to that Dn, and then G (F) ∇ F/∇ F is actually giving me G(f) . So this is actually the
spectrum divided by the frequency part so it becomes the spectrum density so this is something
we have already discussed. okay so we have given some interpretation of GF what that mean.
now what we wish to do is now from here to measurement.

We have already define that energy or power is kind of measurement for us. it is almost like vec-
tor also, we get the distance of the vector which is measurement. we have shown that similarly if
we just integrate either g2t or mod gt squared we get energy and corresponding if it’s the power
signal then we can calculate evaluate power just dividing by time stretching the time up to infini-
ty.
So okay, so will now try to get into the energy or power of a particular signal. so our target is
similar to what we have done we also have to evaluated the power of the periodic signal right!
that something we have already talked about, and we have given the equivalence, means power
calculation theorem which is called Parseval's Power theorem. Similar theorem will be trying to
drive for a time limited signal or a energy signal. okay, let's try to see.

(Refer Slide Time: 04:28)

g(t)

So if I have a signal g t which is time bounded so the signal can be anything and I’m just taking
this signal, it might be of any nature. so it might be of this nature, define between some finite
amount of time. okay so if I just take that g t, I wish to now evaluate the energy of this signal so
you might be saying okay, it is very easy, we already have defined this particular thing.

(Refer Slide Time: 04:59)

 ∞ ∞

∫−∞ ∫−∞
2
| g(t) | dt = g 2(t)dt

so it is all about integrating mod gt2 at eight. or if it s real signal then it is just integrating g
square t d t right. so this is our means this happens the signal is real this happens when this signal
is complex. right or we can write mod gt2 as g t, g star t d e right. so what we will do we probably
take the more generic definition which is the complex signal definition because complex signal
already takes the real part eight. of it is real then g start t will be gt then immediately we get g2
right.

So for that case I wish to evaluate this you might be asking this, this is my energy. you might be
asking this, by definition already he have defined this. we have by definition of Fourier series and
Fourier transform we have already defined that this should be the energy right. so this is some-
thing that was already derived so what we are targeting now. like what we have done in Parseval's
theorem for Fourier series, we wish to also define energy from the frequency spectrum.

This is what we are seeing from the time okay. So g t has equivalent Fourier transform, let's say
that in G f because g t is time limited signal. so it must have a corresponding Fourier transform
which is we'll defined okay so as long as GT as some property that we discussed already. So GF
is already defined so I want to see in the frequency domain can we evaluate the power of all en-
ergy similarly. so for this signal because it’s a time limited so it should be a energy signal so we
will be interested in energy. so let’s try to see if we can define that thing. so what we can do is
something like this.

(Refer Slide Time: 07:13)

∫−∞
Eg = g(t)g*(t)dt g(t) ⇔ G ( f )
We have already talked about the inverse Fourier transform okay. so in that inverse Fourier series
you have said g t is represented as long as GF is known. it is -∞ to ∞ G (f) ej2πft df so that is the
theorem we have proven already. That is the inverse Fourier transform so this G start will be re-
placing by this. so it will be one integration over f G f, of course because we have to take com-
plex conjugate because this is g t we need to get g*t, g*t will be g*f so there will be minus sign
over here. So I can replace it by that. so it will be a star f e to the power-j two pi f t d f so no prob-
lem in that whatever we have derived so far we are just using those things. because we want to
take it to frequency domain that why we are applying to get inverse Fourier transform. So the
time domain signal I’m actually representing it through inverse Fourier transform to frequency
domain signal. but so far I have already succeeded in replacing one of them. Of course g t should
be still there. So this is where we have replaced g start. okay we have to see what happens to this
sheet so lets see this integration limit okay.

(Refer Slide Time: 08:46)

 ∞

∫−∞
Eg = g(t)g*(t)dt g(t) ⇔ G ( f )

∞ ∞

∫−∞ [ −∞
∫ ]
= g(t) G*(t)e −j2π ft d f dt

∞ ∞

∫−∞ [ ∫−∞ ]
= G*( f ) g(t)e −j2π ft dt d f

∞ ∞

∫−∞ ∫−∞
= G*( f )G ( f )d f = | G ( f ) |2 d f

So they are depending on each other I can always spilt these two integration. I can take the fre-
quency integration outside so whatever terms which involve all the frequency I can take that out-
side. so g2f, sorry G start will be this. inside the time integration should be there where GT is al-
ready there e to the power -J two ti f t. 1 this is also a thing which is depend on time. So I cannot
take that outside the integration. so dt integration is done first and then df. Right, no problem I
have just rearranged it and I am allowed to do that rearranging because the limits are not depend-
ed on each other okay. and whichever function are depend on both f and t, I have not taken them
out. so I have done all things correctly.

Now let us see what happens over here, can you identify this thing. it is actually the Fourier trans-
form of g t we have already defined. that and okay and we have derived that. So this is Fourier
transform of g t therefore this must be GF so that is GF, d f so that is basically what has happened
we have started the definition of energy from time domain and eventually we could get into fre-
quency domain with same energy. so what happens in frequency domain. It is nothing but mod
gf2df. right !

So basically, in frequency domain. now you can see also what is happening my GF might be
complex term. we have seen that already it might have a phase component, it might have a ampli-
tude component. What here we are doing because we are measuring the real quantity, Eg so basi-
cally we taking the formula says that I must take the modulus of GF which is real again and
square of that, integrate over the entire frequency domain. whatever I get back, it is actually ener-
gy.
so in the frequency domain whatever pattern I’m getting.

(Refer Slide Time: 10:54)

| G ( f ) |2

This mod GF2 if I plot. okay so, suppose this frequency and I’m plotting this I have a corre-
sponding g t say g t looks like this. and I’m plotting mod GF2. Eventually looking like this. So
you will later on see if g t is this box function it becomes okay Sinc square so sinx/x square of
that okay. so it look like this. so if my GT is this, I plot this is actually mod GF2. this I call as en-
ergy spectral density’ or ESD. why it is called so because first of all if you integrate it to minus
infinity to plus infinity, that means all the frequency components, you are actually trying to eval-
uate something which is mod Gf square. I still do not know what that is. so if I integrate that I get
the overall energy. good and if I suppose, try to see what are the frequency component it has or
the measurable quantity of some frequency component it has. If I try to see that, what I will be
doing I will be passing this through a bandpass filter, a very narrow band pass filter of, let’s say a
band pass filter centered around f c and with, this one as delta f, so the filter if you correctly plot
that, the transfer function will look like this. So it will have, a paste, there will be flat band, where
it will pass every frequency. And-fo aho, because of the symmetric nature in Fourier Transforms.
so it will have some things. okay,

So if I have pass this what will happen, I will have the multiplication of these two. right! so im-
mediately what I will get, only at that frequency, this mod GF square will exist. because it will
just pass, and in all other frequency it will be 0, and then if I just try to see that suppose the band
is over here. lets' say so what I will get is just the same almost similar pattern over here. and if I
just now integrate what should I except now, that in those frequency band how much power it
has. okay so in that del F, because of overall power is if I integrate it fully. now I am passing it
through
filter. Filk will be passing only on that band whatever it has exactly as it is.

so if I now passing, after panning through filter now I wish to calculate the energy that must be
those frequency component energy. Because those are passed through this filter so that frequency
component energy is becoming just the integration of this mod G f square over that frequency
band. so this is the reason why this is called energy spectral
density because what is happening for a particular frequency band energy is there that is being
characterized by this mod Gf squared.

(Refer Slide Time: 14:28)

| G ( f ) |2
Okay. If you just target the particular frequency at that frequency just if you take only that fre-
quency, you will not get any energy. because if you integrate, it will be 0. right. because I don’t
have any space to integrate. it’s just a on a point I am trying to do integration and that will be o.
Because there del F is o. If I allow some del f, I will be immediately getting some amount of en-
ergy, and that energy characterises, at that frequency it del F is sufficiently small, at that frequen-
cy around that how much energy part unit band it has. because it is integration of that, that means,
it this del f is sufficiently small,

(Refer Slide Time: 15:07)

2 | G ( f ) |2 Δ f
Δf

That means, it is almost flat right. And then the value of mod G f squared into del f. Because it is
almost flat. it can be approximated on flat.

If this is drawn like this and I have chosen a very small this one you can see that top is almost flat
if I make by Δf tending to 0. So, then the overall energy will be, this mod Gf square almost simi-
lar concept into delf. Of course because it is two side band, 2 sided it should be 2 into that. Be-
cause d will getting the same thing in both the sides. okay. if I just ignore this 2, it will be always
there which ever band I choose it will always there. so what is happening If I divide this by def f.
okay. I get to see per unit band, because I’m dividing it by frequency. This mod GF2 it is actually
giving me the energy per unit band. so that is why it’s called energy spectral density, because
mode GF2 gives me idea that at any frequency I choose, permit band how much energy is being
there, in that signal.

So it actually characterises the over all signal, became you have told that this energy is a mea-
surement so it characterises the overall signal. it just says every frequency turn, how much energy
or spectral density, I should not say spectrum should be spectral density how much spectral densi-
ty it has in that target ed frequency.

okay because it characterises that, so that is another way of characterizing the whole signal okay.
so that is the importance or significance of this. so we have now got some measurement or mea-
surable quantity in the frequency domain as well. Because now we have defined two separate
domain for representing a signal one is the time domain, another one is the frequency domain.
now I have got the frequency domain representation of a measurable which is energy okay. or
energy spectral density. That is something we have got. now we will introduce another thing.

(Refer Slide Time: 17:30)

Okay, so that is, if I have a signal gt how I do l get energy spectral density. the technique is very
simple.first do the Fourier transform. okay, so whenever I do a Fourier transform,I will be getting
corresponding mod G f square. first I will be getting GF and then from that Gt I will be calculat-
ing mod GF square. that becomes my energy spectrum density. this is one way of evaluating en-
ergy spectral density. but I would say most of the time the helpful one is not this one. We Will try
to see the what is the other method to actually evaluate energy spectral density. so for that we try
to define a particular term which is called time auto correlation function. What is time auto
fruition. so, suppose I have a time bounded signal GT might be like this might be anything, but
bounded in time. okay so this GT if I multiple with either a advanced or the delayed version of
the same signal. t plus τ let us say it's advance by τ amount of time. and if I integrate this over the
entire time. so I take a signal.

So it might be this signal if I give this signal and then probably this means actually it will be de-
layed. so it will be shifted backwards so if I just shift it by the amount. so this is actually τ and
then I will multiple there two, GT and this is GT plus τ. so i t I multiply these two signal and start
integrating it. we are saying we are defining it. Tell right now you will not appreciate why we are
doing this. Later on you will see a big implication in communication or signal processing. We are
defining this phi g τ. Of course we are integrating it over to you but τ Will remain. it is a function
of τ, for different values of τ the integration will be different. you can see already if I put a τ
which is sufficient in large than this particular duration of this signal; then it becomes o. whereas
here it is not 0. It has a overlapping part. Of course this will be depending on τ I choose and it is a
function of τ. okay. so, this is our time auto correlation function. first of all let us see some prop-
erty of it. will later on link this two something of our interest, and then we will appreciate why we
are defining this.but let us first try to characterize this particular signal. so first thing we wish to
proof is. That it is an even symmetric function.

(Refer Slide Time: 20:47)

 ∞

∫−∞
ψg(τ) = g(t)g(t + τ)dt t+τ =z
∞

∫−∞
ψg(τ) = g(z − τ)g(z)d z
∞

∫−∞
= g(t)g(t − τ)dt = ψg(−τ)

ψg(z) = ψg(−τ)

So let us say my definition was this okay. so now let us substitute t plus τ as z okay. so what will
happen to t, that should be z-τ, right, and DT will be τ is constant. so for this integration τ is a
constant. d t will be d z. So this psi g e should be-infinity to t infinity g t g ok, now we have to do
the substitution. so t will become gz-τ, and t +τ will become dz. so again z is just a dummy vari-
able. I can replace that with t. So it will become -infinity to + infinity g t g t-tau at. just think
about this. This definition. what is happening if this is est g tau this is actually psi g-tau by this
definition. Because if tau is replaced by -tau, this automatically becomes. If I replace tau by-tau,
this becomes psi g -fan which is exactly equal to this particular thing. But this equal to this.
Therefore this must be equal to this. so I can see my psi g tau function as an even symmetric
function. Became the negate of tan. If I replace by-tau, I get the same value. so it is an even
symmetric function. right

okay next the most important thing I will be doing. so now what I wish to do is I wish to Fourier
transform of this one. It will be very clear after sometime why i am doing this. okay, so right now
just doing it.

(Refer Slide Time: 23:10)

F T ⋅ [ψg(τ)]
∞ ∞

∫−∞ [ ∫−∞ ]
= g(t)g(t + τ)dt e −j2π fτ dτ

∞ ∞

∫−∞ [ ∫−∞ ]
= g(t) g(t + τ)e −j2π fτ dτ dt

t+τ=y
dz = dy
∞ ∞

∫−∞ [ ∫−∞ ]
= g(t) g(y)e −j2π f y e j2π ft d y dt

∞ ∞

∫−∞ [ ∫−∞ ]
= g(t)e j2π ft g(y)e −j2π f y d y dt

∫−∞
= g(t)e j2π ft G (t)dt

= G ( f )G (−f )
= G ( f )G*( f ) ( ∵ G (−f ) = G*( f ))
F T{ψg(τ)} = | G ( f ) |2

I wish to take,Fourier transform of this particular signal.right. Psi g τ of course when I’m saying I
am taking a Fourier transform, my Fourier transform is actually transforming from tau Domain to
some other domain. Let us call that as f domain. no longer that t domain, here the independent
variable is τ. so Fourier transform should be on τ. Let us put that in Fourier Transform. Fourier
transform means I have to put the function.

So which is nothing but, -infinity to + infinity g t, g t + tau d t. This is the whole signal that has to
be Fourier transformed. Into e to the power-j z pi f t, sorry f tau, Became the Variable is now tau.
d tau integration-infinity to + infinity. So that is the Fourier Transform right. Let's now try to see
if we can evaluate this. Again I will do a change of this integration. became they are not indepen-
dent of each other. The limits are not independent. so I can keep the t integration out and the tau
integration inside. So which ever is free of tau, that will be going out. So g t goes out, I have-in-
finity to + nifty g t + tau e to the power-J a pit tau d tau.

So this is something which is there inside. Now again I will do the same trick IT + tau I will re-
place with some y let’s say. So immediately what do you get, minus infinity 2 + infinity GT, now
minus infinity 2 + infinity, it is becoming my y, g y. okay. Now tau is a variable. So tau must be,
and for this integration t is a constant. Because this integration is over τ. so t is a constant for that
integration. So we must not bother about T. Tau becomes y minus T, this becomes e to the power-
j s pi f y into e to the power + j a pi ft. right. Just replaced tau by y-t So y minus is there -t be-
comes + d t. Lets see Joe this integrations inside, this is a constant term. Because it has nothing
dependent on tau. I can take that out. right. what I have is ,I should also say D tan, became t is
constant that should be replaced by d y. And the integration because it is minus infinity 2+ infini-
ty that is not changing. now I have got g y e to the power j 2 p i fy dy. minus infinity to pan infin-
ity, d t. Whats thisThat is actually Fourier transform of G. If I known already Fourier transform
suppose GT over any variable GY or whatever it is because the transform takes it to another do-
main. So this is G F suppose , that must be, y is just a dummy variable. I can put, treat y as t. twill
be getting Q F over here. So I can immediately write this-in infinity to +Infinity g t e to the pow-
er-j s pi f t.

This becomes - G F d t. There should be, this was plus, this time was plus, fine. Now GF is no
longer a function of T I can take that out GF goes out what I’m left with GT E to the power of J 2
pi ft d t. If this was minus I could have got the Fourier transform right I can forcibly put a minus
over here then I have to put minus F over here. Right immediately what happens this is the Fouri-
er transform of water work is there inside so that should be G minus F so I can write G F Into G
minus F right we have also proven that Fourier transformer is even symmetric. So G mins F is
Nothing but the complex conjugate of GF so ji minus F is G*F. I can put that as GF into G * F
now you can see the beauty of it no what has happened I have started with autocorrelation func-
tion. This is why I have defined the autocorrelation function because I knew that autocorrelation
function if I take Fourier transform I will be getting back my energy spectral density. so this is
that is why, we are telling there is another way of defining energy spectral density.

it is just' you take first, instead of taking directly Fourier transform we will see why this is re-
quired.you take first take the signal, take the auto correlation of that-okay and then you do Fouri-
er transform. And immediately you will get back your auto correlation function later on we will
see this is actually the famous Wiener-Khinchin relationship. of course we are done that for only
time correlation. This has Wiener Khinchin theorem has higher implication. when we study about
random process we will see that it is also related that. so this is/right now we should be satisfied
with if you just take a signal, single signal don’t think about randomness in it a single defined
signal if I take a time auto correlation okay I will do a Fourier transform on’ that I..And I get back
my energy spectral density, the way we have defined what is energy spectral density. Earlier we
had already defined what is energy spectral density, so now with time auto correlation function.
We are getting back energy spectrum density. what we will do next is this was done for a energy
signal. we will do the same thing for a power signal and then we will try to interrupt why this is
so much important. okay, why we have to take this D2 apart. where we have take evaluate this
time auto correlation function and then try to take Fourier transform. we will try to give a simple
example where you will see that Fourier transform is not good enough just directly taking Fourier
transform might not be good enough..