DSP

Lecture -11

1
 Frequency domain analysis of signals
 Fourier Series and Fourier Transform are one of the tools
useful in analysis and design of LTI systems. These
representations involve decomposition of signals in terms of
sinusoidal or complex exponential components.

 With such decomposition, signal is said to be represented in

frequency domain.
 For periodic signals this decomposition is called Fourier
Series. And for Aperiodic (energy signals) this is called F.T.

 These decompositions are important for analysis of LTI

systems because the response of an LTI system to a
sinusoidal input signal is a sinusoid of the same frequency
but different amplitude and phase.
2
 The linearity property of an LTI systems implies that a
linear combination of sinusoids at input produces a similar
linear sum of sinusoids at the output but with different
amplitude and phase.

 We will consider continuous time periodic and aperiodic

signals representations by F.S and F.T, and parallel
treatment of Discrete time periodic and aperiodic signals.

 F.S --------------- C.T and D.T periodic

 F.T ---------------C.T and D.T aperiodic
 C.T signals have aperiodic spectra
 D.T signals have periodic spectra
 Periodic signals have discrete spectra
 Aperiodic signals have continuous spectra.
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 Fourier Series
 C.T periodic signals -------- aperiodic and discrete spectrum
 D.T periodic signals -------- periodic and discrete spectrum

 Fourier Transform
 C.T aperiodic signals ----aperiodic and continuous spectrum
 D.T aperiodic signals----periodic and continuous spectrum.

4
Fourier Series representation of continuous
time periodic signals
Any periodic waveform, x(t), can be represented as the
sum of an infinite number of sinusoidal and
cosinusoidal terms, together with a constant term, this
representation being the Fourier series given by
 
x(t )  a0   an cos(nwt )   bn sin(nwt ) (1)
n 1 n 1

where t is independent variable which often represents

time but could be any other quantity, w = 2/Tp is
known as the first harmonic, or, fundamental harmonic
frequency, related to the fundamental frequency f, by w
= 2f, Tp is the time period of the wave form.
Tp / 2
1 (2)
a0 
Tp  x(t )dt
 Tp / 2

is a constant equal to the time average of x(t) taken

over one period which might represent a dc voltage5
level.
 Tp / 2
2 (3)
an 
Tp  x(t ) cos(nwt )dt
 Tp / 2

and
Tp / 2
2
bn   x(t ) sin( nwt )dt (4)
Tp  Tp / 2

The frequencies nw are known as the nth

harmonics of w. The Fourier series may be
written compactly by using exponential
notation and has the advantage in that form of
being more easily manipulated mathematically.
The series then becomes

x(t )   k
C e
k  
jkwt (5)
6
In which
Tp / 2
1

 jkwt
Ck  x (t ) e dt (6)
Tp T p / 2

is complex and |Ck| has the unit of volts.

The exponential form (5) and the
trigonometric form (1) are related
through
Ck  an2  bn2
and
1 Where n is the phase
n   tan (b n / a n ) angle of the nth
harmonic component. 7
 Power Density Spectrum of Periodic Signals
 Power in a periodic signal exists only at discrete values of
frequency. The signal is said to have Line Spectrum.

 The spacing between two consecutive lines is reciprocal of

fundamental time period Tp, whereas the shape of spectrum
(power distribution of signal) depends on the time-domain
characteristics of signal.

 The power spectrum is symmetric function of frequency.

Then magnitude spectrum is even function and phase
spectrum is odd function.

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Power Density Spectrum of Periodic Signals…
A  periodic
 signal has infinite energy and a finite
average power, which is given as
1 2
Px 
Tp 
Tp
x (t ) dt

Or
If we take the complex conjugate of (5) and
substitute for x*(t), we obtain

1   1 
Px   x(t )  c e *  j 2kF0t
k dt   c  *
k  x(t )e  j 2kF0t
dt 
Tp Tp
k   k    Tp Tp

 2

 c
k  
k 9
 Therefore, we have established the relation
 2
1
Px   x(t ) dt   ck
2

Tp Tp k  

Which is called Parseval’s relation for

power signals.
This relation states that the total average power
in the periodic signal is simply the sum of the
average powers in all the harmonics.
If we plot the |ck| as a function of the frequencies,
the diagram we obtain shows how the power of
the periodic signal is distributed among the various
frequency components. This diagram is called the
Power Density Spectrum of the periodic signal x(t). A
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typical PSD is shown in the next slide.
 |ck|2

F
-2F0 -F0 0 F0 2F0
Power density spectrum of a continuous time periodic signal
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 Example1: Determine the Fourier Series and the
Power Density Spectrum of the rectangular pulse
train signal illustrated in the following figure.
x(t)

Tp -/2 /2 Tp
1 / 2 A
Solution:
c0 
Tp  / 2
Adt 
Tp
1 / 2 A sin kF0 
and ck 
Tp   / 2
Ae j2 kF0 t dt 
Tp kF0 

where k = 1, 2, …..

Figure (a), (b) and (c) illustrate the Fourier
coefficients when Tp is fixed and the pulse width
 is allowed to vary. 12
 0.2
 = 0.2Tp
0.15
0.1 Fig.(a)
0.05
0
-0.05
-60 -40 -20 0 20 40 60

0.1
 = 0.1Tp
0.08
0.06
0.04 Fig. (b)
0.02
0
-0.02
-0.04
-60 -40 -20 0 20 40 60
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 0.05
0.04  = 0.05Tp
0.03
Fig. (c)
0.02
0.01
0
-0.01
-0.02
-60 -40 -20 0 20 40 60

From these three figures we observe that the

effect of decreasing  while keeping Tp fixed is to
spread out the signal power over the frequency
range. The Spacing between the adjacent lines is
independent of the value of the width .
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The following figures demonstrate the effect
of varying Tp when  is fixed.

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The figures on the previous slide (i.e. slide 15)
show that the spacing between adjacent spectral
lines decreases as Tp increases. In the limit as Tp
 , the Fourier coefficients ck approach zero.
This behaviour is consistant with the fact that
as Tp   and  remains fixed, the resulting
signal is no longer a power signal. Indeed it
becomes an energy signal and its average
power is zero.
The Power Density Spectrum for the rectangular pulse
train is
  A 
2

   , k0
  Tp 
ck
2
 
2 2
 A   sin kF0  
 T   kF   , k  1,2,...
 p   0 
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The Fourier Series for Discrete-
Time Signals
Suppose that we are given a periodic sequence with period
N. The Fourier series representation for x[n] consists of N
harmonically related exponential functions
ej2kn/N, k = 0, 1,2,…….,N-1
and is expressed as
N 1
x[n]   k
c
k 0
e j 2 kn / N

This equation is called Discrete time Fourier Series (DTFS)

where the coefficients ck can be computed as:

N 1
1
ck 
N
 x[
n 0
n ]e  j 2kn / N

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 Example 2: Determine the spectra of the
following signals:
(a) x[n] = [1, 1, 0, 0], x[n] is periodic with period 4
(b) x[n] = cosn/3
(c) x[n] = cos(2)n
Solution: (a) x[n] = [1, 1, 0, 0]
1 N 1 1 3
ck   x[n]e  j2 kn / N   x[n]e  j2kn / N
N n0 4 n0
1 3 1 1 1
Now 0 4 
c  x[ n ]   x[ 0]  x[1]  x[ 2 ]  x[ 3 ]   1  1  0  0  
n0 4 4 2
1 3
c1   x[n]e
4 n 0
 j 2 n / 4 1 3
 1
  x[n]e  jn / 2  x[0]  x[1]e  j / 2  0  0
4 n0 4

1 1 1
 1  1 cos 2  j sin 2    1   0  j    1  j
 
4 4 4
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 1 3
c 2   x[n]e
4 n0
j2  2 n / 4 1 3 1
  x[n]e  1  1.e j
4 n0
jn

4
 
1
 1  cos   j sin   0
4
1 3 1 1 1
c 3   x[n]e  j2 n 3 / 4
 1  cos 3 / 2  j sin( 3 / 2)  1  0  j  1  j
4 n0 4 4 4

The magnitude spectra are:

1
c0 
2
c1 
4
2
c2  0 c3 
4
2

and the phase spectra are:

0  0 1 

4  2  undefined 3 

4

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 (b) x[n] = cosn/3
Solution: x[n] is periodic with fundamental
period N = 6.
Now
1 5 1 5 n  j2 kn / 6 1 5 n
ck   x[n]e  j 2 kn / N
  cos e   cos e  jkn / 3
6 n 0 6 n0 3 6 n0 3

6 n0 2
 e e   e
12 n  0
e 
1 5 1 jn / 3  jn / 3  jkn / 3 1 5 j 3n  1k   j 3n  1k 
  e 
1 5 n 1 5 n
 c 0   2 cos   cos
12 n 0 3 6 n0 3
1
  cos 0  cos 3  cos 23  cos 33  cos 43  cos 53   0
6
Similarly, c2 = c3 = c4 = 0, c1 = c5 = ½. 20
(c) Cos(2)n

Solution: The frequency f0 of the signal is

1/2 Hz. Since f0 is not a rational number,
the signal is not periodic. Cosequently, this
signal cannot be expanded in a Fourier
series.

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 Power density Spectrum of Periodic Signals
The average power of a discrete time periodic
signal with period N is
1 N 1
Px   x(n )
2

N n0
The above relation may also be written as
1 N 1
1 N 1
 N 1
*  2kn / N 
Px 
N

n 0
x[n]x [n]   x[n]  ck e
*

N n 0  k 0



or 1
N 1 N 1
 j 2kn / N 
Px   c  *
k  x[ n ]e 
k 0 N n 0 
N 1 2 N 1
1
 
2
 ck  x[ n]
k 0 N n 0

This is Parseval’s Theorem for Discrete-Time Power

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Signals.
It states that ‘ The average power in a signal is the
sum of powers of individual frequency components’.

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 Example: Determine the Fourier Series
Coefficients and the Power Density Spectrum of
the following periodic signal.
X[n]
A
n
-N L N
Solution:
1 N 1 1 N 1
ck   x[n]e  j2 kn / N   Ae j2 kn / N
N n0 N n0
k = 0, 1, 2, …., N-1

 n AL
, k0
 
L 1
A
ck   e  j2 k / N N
 A 1 e  j 2 kL / N
N n0  N 1 e  j 2 k / N
, k  1,2,..., N  1
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But
1  e  j2 kL / N  e  jkL / N  e jkL / N  e  jkL / N 
 j 2 k / N
   jk / N  jk / N  jk / N 
1e e  e e 
 jk ( L 1 ) / N sin( kL / N )
e
sin( k / N )
Therefore,
 N
AL 2
k0
2 
ck   A 2  sin kL / N  2
 N   sin kL / N  otherwise
  

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The Fourier Transform of Discrete-Time
Aperiodic Signals or Discrete Time Fourier
Transform (DTFT)
The Fourier Transform of a finite energy discrete
time signal x[n] is defined as

X( w )  x[n]e
n  
 jwn

X(w) may be regarded as a decomposition of x[n]

into its Frequency components. It is not difficult to
Verify that X(w) is periodic with frequency 2.
The Inverse Fourier Transform of X(w) may be
defined as
1
x[n]  
jwn
X( w )e dw
2 2 

Combine these equations are called DTFT pair.26

 Energy Density Spectrum of Aperiodic
Signals
Energy of a discrete time signal x[n] is defined as
 2

Ex   x[n]
n  

Let us now express the energy Ex in terms of the

spectral characteristic X(w). First we have
 
1   
E x   x[n]x [n]   x[n]  X ( w )e  jwn dw 
*

n   n    2   

If we interchange the order of integration and

summation in the above equation, we obtain
1      jwn  1  2
Ex   X ( w )  x[n]e dw   X( w ) dw
2  
n    2  

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 Therefore, the energy relation between x[n] and
X(w) is
2  2

1
E x   x[n]   X( w ) dw
n   2  

 This is Parseval’s relation for discrete-time

aperiodic signals.

Or simply

Is called Energy Density Spectrum and represents

Distribution of energy as a function of frequency.
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 Example: Determine and sketch the energy
density spectrum of the signal x[n] = anu[n],
-1<a<1
 
  
Solution: X( w )   x[n]e  jwn
 a e n  jwn
  ae  jw 
n 1
n   n0 n0 1  ae  jw
The energy density spectrum (ESD) is given by
2 1
S xx ( w)  X ( w)  X ( w) X  ( w) 
1  ae 1  ae 
 jw jw

1
X(w) 
1  2a cos w  a 2

a = 0.5 a= -0.5

w
29
 0 
 Example: Determine the Fourier
Transform and the energy density
spectrum of the sequence  A,
x[n ]  
 0,
0  n  L 1
otherwise

Solution:
 L 1
1  e  jwL  j( w / 2 )( L 1 ) sin( wL / 2)
X( w )   x[n
n  
]e  jwn
  Ae  jwn

0
A
1e  jw
 Ae
sin( w / 2)

The magnitude of X(w) is


 A L, w0
X( w )  
 A sin( wL / 2 )
, otherwise
 sin( w / 2)

The signal x[n] and its magnitude is plotted on the next slide.

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x[n]

|X(w)|

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