CHAPTER 4
FOURIER ANALYSIS OF CONTINUOUS-TIME AND
DISCRETE-TIME SIGNALS AND SYSTEMS
1) Understand Fourier analysis of Continuous-
Time Signals and Systems.
• Explain the Fourier series representation of:
a. Periodic Signals
b. Complex Exponential Fourier series Representation
c. Trigonometric Fourier series
• Explain the following Discrete Fourier Series.
a. Periodic Sequences
b. Discrete Fourier Series Representation
c. Properties of Discrete Fourier Series
PERIODIC SIGNAL
• Continuous-time signal x(t) to be periodic if there is a positive nonzero value of T for which
𝑥 𝑡+𝑇 =𝑥 𝑡 𝑎𝑙𝑙 𝑡 …………… (1)
• The fundamental period T0 of x(t) is the smallest positive value of T for which eq. (1) is
satisfied, and 1/T0 = f0 is referred to as the fundamental frequency.
• Two basic examples of periodic signals are the real sinusoidal signal
𝑥 𝑡 = cos 𝜔0 𝑡 + ∅
and the complex exponential signal
𝑥 𝑡 = 𝑒 𝑗𝜔0 𝑡
2𝜋
where 𝜔0 = = 2𝜋𝑓0 is called the fundamental angular frequency
𝑇0
COMPLEX EXPONENTIAL FOURIER SERIES
REPRESENTATION
∞
2𝜋
𝑥 𝑡 = 𝐶𝑘 𝑒 𝑗𝑘𝜔0 𝑡 ; 𝜔0 =
𝑇0
𝑘=−∞
• Ck is a complex Fourier coefficients:
1
𝐶𝑘 = න 𝑥 𝑡 𝑒 −𝑗𝑘𝜔0 𝑡 𝑑𝑡
𝑇0 𝑇0
𝑇0 𝑇0
𝑙𝑎𝑟𝑔𝑒𝑡𝑛𝑖 𝑠𝑖 𝑇0 𝑡𝑜 𝑇0 𝑜𝑟 − 𝑡𝑜
0 2 2
setting k =0
1
∴ 𝐶0 = න 𝑥 𝑡 𝑑𝑡
𝑇0 𝑇0
• When 𝑥(𝑡) is real,
𝐶−𝑘 = 𝐶𝑘∗
where the asterisk (*) indicates the complex conjugate
TRIGONOMETRIC FOURIER SERIES
∞
𝒂𝟎 2𝜋
𝒙 𝒕 = + 𝒂𝒌 𝐂𝒐𝒔 𝒌𝝎𝟎 𝒕 + 𝒃𝒌 𝐬𝒊𝒏 𝒌𝝎𝟎 𝒕 ; 𝜔0 =
𝟐 𝑇0
𝒌=𝟏
2
𝑎𝑘 = 𝑥 𝑡 cos 𝑘𝜔0 𝑡 𝑑𝑡
𝑇0 𝑇0
𝒂𝒌 𝒂𝒏𝒅 𝒃𝒌 𝒂𝒓𝒆 𝒕𝒉𝒆 𝑭𝒐𝒖𝒓𝒊𝒆𝒓 𝒄𝒐𝒆𝒇𝒇𝒊𝒄𝒊𝒆𝒏𝒕
2
𝑏𝑘 = 𝑥 𝑡 sin 𝑘𝜔0 𝑡 𝑑𝑡
𝑇0 𝑇0
EVEN SIGNAL
• If periodic signal x(t) is even, then 𝑏𝑘 = 0 and its Fourier series become:
∞
𝑎0 2𝜋
𝑥 𝑡 = + 𝑎𝑘 cos 𝑘𝜔0 𝑡 ; 𝜔0 =
2 𝑇0
𝑘=1
ODD SIGNAL
• If periodic signal x(t) is odd, then 𝑎𝑘 = 0 and its Fourier series contain:
∞
2𝜋
𝑥 𝑡 = 𝑏𝑘 sin 𝑘𝜔0 𝑡 ; 𝜔0 =
𝑇0
𝑘=1
PERIODIC SEQUENCES
𝑥[𝑛 + 𝑁] = 𝑥(𝑛) 𝑎𝑙𝑙 𝑛
• Complex exponential sequence:
𝑥 𝑛 = 𝑒 𝑗(2𝜋Τ𝑁0 )𝑛 = 𝑒 𝑗Ω0 𝑛
where 𝑁0 = 𝑠𝑚𝑎𝑙𝑙𝑒𝑠𝑡 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟 𝑜𝑓 𝑁
2𝜋
Ω0 =
𝑁0
DISCRETE FOURIER SERIES REPRESENTATION
𝑁0 −1
𝑥 𝑛 = 𝐶𝑘 𝑒 𝑗𝑘Ω0𝑛
𝑘−0
Where 𝐶𝑘 is the Fourier coefficient:
𝑁0 −1
1
𝐶𝑘 = 𝑥 𝑛 𝑒 −𝑗𝑘Ω0𝑛
𝑁𝑜
𝑛=0
So the new equation become:
1
𝑥 𝑛 = 𝐶𝑘 𝑒 𝑗𝑘Ω0𝑛 ; 𝐶𝑘 = 𝑥 𝑛 𝑒 −𝑗𝑘Ω0𝑛
𝑁0
𝑘=(𝑁0 ) 𝑛=(𝑁0 )
Setting k = 0:
1
𝐶0 = 𝑥[𝑛]
𝑁0
𝑛=(𝑁0 )
Fourier coefficients 𝐶𝑘 are often reffered to as the spectral coefficient of x[n]
PROPERTIES OF DISCRETE FOURIER SERIES
1) Periodicity of Fourier Coefficients
𝐶𝑘+𝑁0 = 𝐶𝑘
𝐶𝑘 are periodic with fundamental period 𝑁0
2) Duality
1
𝑐𝑘 = 𝑥[𝑛]𝑒 −𝑗𝑘Ω0𝑛
𝑁0
𝑛=(𝑁0 )
Let n = -m
1
𝑐𝑘 = 𝑥[−𝑚]𝑒 𝑗𝑘Ω0𝑚
𝑁0
𝑚=(𝑁0 )
Let k = n and m = k
1
𝑐𝑛 = 𝑥[−𝑘]𝑒 𝑗𝑘Ω0𝑛
𝑁0
𝑘=(𝑁0 )
1
we can see that 𝑥 −𝑘 are Fourier coefficients of c[n]:
𝑁0
𝑥 𝑛 ↔ 𝑐𝑘 = 𝑐[𝑘]
to denote the discrete Fourier series pair:
1
𝑐𝑛 ↔ 𝑥[−𝑘]
𝑁0
above equation is known as the duality property of the discrete Fourier series
3) Other Properties: Even and Odd Sequence
When x[n] is real:
𝑥 𝑛 = 𝑥𝑒 𝑛 + 𝑥0 [𝑛]
Let 𝑥 𝑛 ↔ 𝑐𝑘
Then 𝑥𝑒 𝑛 ↔ 𝑅𝑒[𝑐𝑘 ]
𝑥0 𝑛 ↔ 𝑗 𝐼𝑚 [𝑐𝑘 ]
We can see that if x[n] is real and even, then its Fourier coefficients are real,
while if x[n] is real and odd, its Fourier coefficients are imaginary.
2) Apply Fourier Transform in the signals
• Use Fourier Transform in the signals.
a. From Fourier Series to Fourier Transform
b. Fourier Transform pair
Use Fourier Transform in the signals
from Fourier Series to Fourier Transform
Let 𝑥(𝑡) be a nonperiodic signal of finite duration:
𝑥 𝑡 =0 𝑡 > 𝑇1
Let 𝑥𝑇0 (𝑡) be a periodic signal formed by repeating 𝑥(𝑡) with
fundamental period 𝑇0 as shown below:
lim 𝑥𝑇0 (𝑡) = 𝑥(𝑡)
𝑇0 →∞
Nonperiodic Signal
Periodic Signal
Complex exponential Fourier series of
∞
𝑗𝑘𝜔0 𝑡
2𝜋
𝑥𝑇0 𝑡 = 𝑐𝑘 𝑒 𝜔0 =
𝑇0
𝑘=−∞
Where
𝑇0 /2
1
𝑐𝑘 = න 𝑥𝑇0 (𝑡)𝑒 −𝑗𝑘𝜔0 𝑡 𝑑𝑡
𝑇0
−𝑇0 /2
So, we obtain:
∞
1
𝑥 𝑡 = න 𝑋(𝜔)𝑒 𝑗𝜔𝑡 𝑑𝜔
2𝜋
−∞
Which is the Fourier representation of a nonperiodic x(t)
Use Fourier Transform in the signals Fourier
Transform pair
Denoted by:
𝑥 𝑡 ↔ 𝑋(𝜔)
where
∞
𝑋 𝜔 = ℱ 𝑥(𝑡) = න 𝑥(𝑡)𝑒 𝑗𝜔𝑡 𝑑𝑡
−∞
1 ∞
𝑥 𝑡 = ℱ −1 𝑋(𝜔) = න 𝑋(𝜔)𝑒 𝑗𝜔𝑡 𝑑𝑡
2𝜋 −∞
Example
Find the Fourier transform of the rectangular pulse signal x(t).
1
1 𝑡 <
𝑥 𝑡 = 2
1
0 𝑡 >−
2
Solution
3) Apply Fourier analysis of Discrete-Time
Signals and Systems Fourier Transform.
• Use Fourier analysis of Discrete-Time Signals and Systems Fourier
Transform in the signals.
a. From Discrete Fourier Series to Fourier Transform
b. Fourier Transform Pair
From Discrete Fourier Series to Fourier
Transform
Fourier Transform Pair
4) Analyse properties of the Continuous-Time
Fourier Transform and the properties of the
Fourier Transform.
• Differentiate the following properties of the Continuous-Time Fourier
Transform and the properties of the Fourier Transform.
a. Linearity
b. Time Shifting
c. Frequency Shifting
d. Time Scaling
e. Time Reversal
f. Duality (or Symmetry)
g. Convolution
h. Multiplication
i. Additional Properties
LINEARITY
𝑎1 𝑥1 𝑡 + 𝑎2 𝑥2 𝑡 ↔ 𝑎1 𝑋1 𝜔 + 𝑎2 𝑋2 (𝜔)
Example:
TIME SHIFTING
𝑥 𝑡 − 𝑡0 ↔ 𝑒 −𝑗𝜔𝑡0 𝑋(𝜔)
FREQUENCY SHIFTING
𝑒 𝑗𝜔0 𝑡 𝑥[𝑛] ↔ 𝑋(𝜔 − 𝜔0 )
TIME SCALING
1 𝜔
𝑥 𝑎𝑡 ↔ 𝑋
𝑎 𝑎
TIME REVERSAL
𝑥[−𝑡] ↔ 𝑋(−𝜔)
DUALITY (OR SYMMETRY)
• Duality property of a continuous time FT is
𝑋 𝑡 ↔ 2𝜋 𝑥(−𝜔)
CONVOLUTION
𝑥1 𝑡 ∗ 𝑥2 𝑡 ↔ 𝑋1 𝜔 𝑋2 (𝜔)
MULTIPLICATION
1
𝑥1 𝑡 𝑥2 𝑡 ↔ 𝑋 𝜔 ∗ 𝑋2 𝜔
2𝜋 1
ADDITIONAL PROPERTIES
5) Apply Discrete Fourier Transform (DFT)
technique.
• Use the Discrete Fourier Transform (DFT) technique for finite-length
sequences based on:
a. Definition
b. Relationship between the DFT and the Discrete Fourier Series
c. Relationship between the DFT and the Fourier Transform
d. Properties of the DFT
• Relate the following transform to the Frequency Response of transfer
function for Continuous and Discrete-time LTI systems:
a. Fourier Transform
b. Discrete Fourier Transform
