Chapter 5

Frequency Domain Analysis

of Systems
 CT, LTI Systems

• Consider the following CT LTI system:

x(t ) h(t ) y (t )

• Assumption: the impulse response h(t) is

absolutely integrable, i.e.,

 | h(t ) | dt  
(this has to do with system stability)
stability
 Response of a CT, LTI System to a
Sinusoidal Input

• What’s the response y(t) of this system to

the input signal
x(t )  cos(0t   ), t   ?

• We start by looking for the response yc(t) of

the same system to
j0t
xc (t )  e t 
 Response of a CT, LTI System to a
Complex Exponential Input

• The output is obtained through convolution

as
yc (t )  h(t )  xc (t )   h( ) xc (t   )d 


  h( )e j0 ( t  ) d 


 e j0t  h( )e  j0 d 

xc ( t ) 

 xc (t )  h( )e  j0
d

 The Frequency Response of a CT,
LTI System
• By defining H ( ) is the frequency
H ( )   h( )e  j
d response of the CT,
LTI system = Fourier
 transform of h(t)
it is
yc (t )  H (0 ) xc (t ) 
 H (0 )e j0t , t  
• Therefore, the response of the LTI system to a
complex exponential is another complex
exponential with the same frequency  0
 Analyzing the Output Signal yc(t)

• Since H ( 0 ) is in general a complex

quantity, we can write
j0t
yc (t )  H (0 )e 
j arg H (0 ) j0t
 | H (0 ) | e e 
j (0t  arg H (0 ))
 | H (0 ) | e   
   output signal’s
output signal’s phase
magnitude
 Response of a CT, LTI System to a
Sinusoidal Input
• With Euler’s formulas we can express x(t)
as x(t )  cos( t   )
0
j (0t  )  j (0t  )
 (e
1
2 e )
j j0t  j  j0t
 e e
1
2  e 1
2 e
Using the previous result, the response is
j j0t  j  j0t
y (t )  e H (0 )e
1
2  e
1
2 H (0 )e
 Response of a CT, LTI System to a
Sinusoidal Input – Cont’d

• If h(t) is real, then H ( )  H * ( ) and

H (0 ) | H (0 ) | e j arg H (0 )
H (0 ) | H (0 ) | e  j arg H (0 )
• Thus we can write y(t) as
1 j (0t   arg H (0 )) 1
y (t )  | H (0 ) | e  | H (0 ) | e  j (0t   arg H (0 ))
2 2
| H (0 ) | cos(0t    arg H (0 ))
 Response of a CT, LTI System to a
Sinusoidal Input – Cont’d

• Thus, the response to

x(t )  A cos( 0t   )
is
y (t )  A | H ( 0 ) | cos   0t    arg H ( 0 ) 
which is also a sinusoid with the same
frequency  0 but with the amplitude scaled by
the factor | H ( 0 ) | and with the phase shifted
by amount arg H ( 0 )
 Example: Response of a CT, LTI
System to Sinusoidal Inputs

• Suppose that the frequency response of a

CT, LTI system is defined by the following
specs:

| H ( ) |
1.5 1.5, 0    20,
| H ( ) | 
0 0,   20,
20 
arg H ( )

60
 arg H ( )  60 , 

 Example: Response of a CT, LTI
System to Sinusoidal Inputs –
Cont’d
• If the input to the system is
x(t )  2cos(10t  90 )  5cos(25t  120 )
 

• Then the output is

y (t )  2 | H (10) | cos(10t  90  arg H (10)) 


 5 | H (25) | cos(25t  120  arg H (25)) 



 3cos(10t  30 )
 Example: Frequency Analysis of an
RC Circuit

• Consider the RC circuit shown in figure

 Example: Frequency Analysis of an
RC Circuit – Cont’d

• From EEE2032F, we know that:

1. The complex impedance of the capacitor is
equal to 1/ jC
jt
2. If the input voltage is xc (t )  e , then the
output signal is given by
1/ jC jt 1/ RC jt
yc (t )  e  e
R  1/ jC j  1/ RC
 Example: Frequency Analysis of an
RC Circuit – Cont’d

• Setting   0 , it is
1/ RC j 0 t
xc (t )  e j 0 t
and yc (t )  e
j 0  1/ RC
whence we can write
yc (t )  H ( 0 ) xc (t )
where
1/ RC
H ( ) 
j  1/ RC
Example: Frequency Analysis of an
RC Circuit – Cont’d
1/ RC
| H ( ) |
 2  (1/ RC ) 2

arg H ( )   arctan   RC 

1/ RC  1000
 Example: Frequency Analysis of an
RC Circuit – Cont’d
• The knowledge of the frequency response
H ( ) allows us to compute the response
y(t) of the system to any sinusoidal input
signal
x(t )  A cos( 0t   )
since

y (t )  A | H ( 0 ) | cos   0t    arg H ( 0 ) 
 Example: Frequency Analysis of an
RC Circuit – Cont’d

• Suppose that 1/ RC  1000 and that

x(t )  cos(100t )  cos(3000t )
• Then, the output signal is
y (t ) | H (100) | cos(100t  arg H (100)) 
 | H (3000) | cos(3000t  arg H (3000)) 
 0.9950cos(100t  5.71 )  0.3162cos(3000t  71.56 )
Example: Frequency Analysis of an
RC Circuit – Cont’d
x(t )

y (t )
 Example: Frequency Analysis of an
RC Circuit – Cont’d

• Suppose now that

x(t )  cos(100t )  cos(50,000t )
•Then, the output signal is
y (t ) | H (100) | cos(100t  arg H (100)) 
 | H (50,000) | cos(50,000t  arg H (50,000)) 
 0.9950cos(100t  5.71 )  0.0200cos(50,000t  88.85 )
 Example: Frequency Analysis of an
RC Circuit – Cont’d

x(t ) y (t )

The RC circuit behaves as a lowpass filter,

filter by letting low-
frequency sinusoidal signals pass with little attenuation and by
significantly attenuating high-frequency sinusoidal signals
 Response of a CT, LTI System to
Periodic Inputs

• Suppose that the input to the CT, LTI

system is a periodic signal x(t) having
period T
• This signal can be represented through its
Fourier series as

x(t )  
k 
ce x
k
jk 0 t
, t 
where t0 T
1
t
 jk 0t
c 
x
k x (t )e dt , k  
T 0
 Response of a CT, LTI System to
Periodic Inputs – Cont’d
• By exploiting the previous results and the
linearity of the system, the output of the
system is

y (t )   H (k )c e
k 
0
x
k
jk 0t


  |H(k ) || c
k 
0
x
k |e j ( k 0 t  arg( ckx )  arg H ( k 0 ))
   y 
arg c k

|cky |
 
  |c
k 
y
k |e j ( k 0t  arg( cky ))
 ce
k 
y
k
jk 0 t
, t
Example: Response of an RC Circuit
to a Rectangular Pulse Train

• Consider the RC circuit

with input x(t )   rect(t  2n)

n
Example: Response of an RC Circuit to
a Rectangular Pulse Train – Cont’d
x(t )   rect(t  2n)
n

• We have found its Fourier series to be

x(t )   c e x
k
jk t
, t 
k

with 1 k
c  sinc  
x
k
2 2
 Example: Response of an RC Circuit
to a Rectangular Pulse Train – Cont’d

• Magnitude spectrum | ckx | of input signal x(t)

Example: Response of an RC Circuit to
a Rectangular Pulse Train – Cont’d

• The frequency response of the RC circuit

was found to be
1/ RC
H ( ) 
j  1/ RC
• Thus, the Fourier series of the output signal
is given by
 
y (t )  
k 
H (k 0 )c e
x
k
jk 0t
 
k 
y
c e
k
jk0 t
 Example: Response of an RC Circuit to
a Rectangular Pulse Train – Cont’d

| H ( ) | ( dB )

1/ RC  100

filter more 1/ RC  10
selective

1/ RC  1


 Example: Response of an RC Circuit
to a Rectangular Pulse Train – Cont’d
| cky |
1/ RC  1

| cky |
filter more
1/ RC  10
selective

| cky |

1/ RC  100
Example: Response of an RC Circuit to
a Rectangular Pulse Train – Cont’d
y (t )
1/ RC  1

y (t )
filter more
1/ RC  10 selective

y (t )
1/ RC  100
 Response of a CT, LTI System to
Aperiodic Inputs

• Consider the following CT, LTI system

x(t ) h(t ) y (t )

• Its I/O relation is given by

y (t )  h(t )  x(t )
which, in the frequency domain, becomes
Y ( )  H ( ) X ( )
 Response of a CT, LTI System to
Aperiodic Inputs – Cont’d

• From Y ( )  H ( ) X ( ) , the magnitude

spectrum of the output signal y(t) is given
by
| Y ( ) || H ( ) || X ( ) |
and its phase spectrum is given by
arg Y ( )  arg H ( )  arg X ( )
Example: Response of an RC Circuit
to a Rectangular Pulse

• Consider the RC circuit

with input x(t )  rect(t )

Example: Response of an RC Circuit
to a Rectangular Pulse – Cont’d

x(t )  rect(t )

• The Fourier transform of x(t) is

 
X ( )  sinc  
 2 
Example: Response of an RC Circuit
to a Rectangular Pulse – Cont’d

| X ( ) |

arg X ( )
 Example: Response of an RC Circuit
to a Rectangular Pulse – Cont’d
1/ RC  1
| Y ( ) |

arg Y ( )
 Example: Response of an RC Circuit
to a Rectangular Pulse – Cont’d
1/ RC  10
| Y ( ) |

arg Y ( )
Example: Response of an RC Circuit
to a Rectangular Pulse – Cont’d

• The response of the system in the time

domain can be found by computing the
convolution
y (t )  h(t )  x(t )
where
 (1/ RC ) t
h(t )  (1/ RC )e u (t )
x(t )  rect(t )
Example: Response of an RC Circuit
to a Rectangular Pulse – Cont’d

y (t ) 1/ RC  1

filter more
selective
y (t ) 1/ RC  10
 Example: Attenuation of High-
Frequency Components

H ( )

Y ( )
 
X ( )
Example: Attenuation of High-
Frequency Components

x(t )

y (t )
 Filtering Signals

• The response of a CT, LTI system with

frequency response H ( ) to a sinusoidal
signal
x(t )  A cos( 0t   )
is
y (t )  A | H ( 0 ) | cos   0t    arg H ( 0 ) 

Filtering if | H ( 0 ) | 0 or | H ( 0 ) | 0
• Filtering:
then y (t )  0 or y (t )  0, t  
 Four Basic Types of Filters

lowpass | H ( ) | highpass | H ( ) |
passband

stopband stopband

cutoff frequency

bandpass | H ( ) | bandstop | H ( ) |
 Phase Function
• Filters are usually designed based on
specifications on the magnitude response | H ( ) |
• The phase response arg H ( ) has to be taken
into account too in order to prevent signal
distortion as the signal goes through the
system
• If the filter has linear phase in its
passband(s), then there is no distortion
 Ideal Sampling

• Consider the ideal sampler:

x(t ) . . x[n]  x(t ) t nT  x(nT )

t  T
n
• It is convenient to express the sampled signal
x(nT ) x(tas ) p (t ) where
p (t )    (t  nT )
n
 Ideal Sampling – Cont’d

• Thus, the sampled waveform x(t ) p (t ) is

x(t ) p (t )   x(t ) (t  nT )   x(nT ) (t  nT )

n n
• x(t ) p (t ) is an impulse train whose weights
(areas) are the sample values x(nT ) of the
original signal x(t)
 Ideal Sampling – Cont’d

• Since p(t) is periodic with period T, it can

be represented by its Fourier series
2 sampling
p (t )   ck e jk s t
, s  frequency
k T (rad/sec)
T /2
1

 jk s t
where ck  p (t )e dt , k  
T T / 2
T /2
1 1

 jk s t
  (t )e dt 
T T / 2 T
 Ideal Sampling – Cont’d

• Therefore 1 jk s t
p (t )   e
k T
and
1 1
xs (t )  x (t ) p (t )   x(t )e jk s t
  x (t )e jk s t

k T T k
whose Fourier transform is
1
X s ( )   X (  k s )
T k
Ideal Sampling – Cont’d

X ( )

1
X s ( )   X (  k s )
T k
 Signal Reconstruction

• Suppose that the signal x(t) is bandlimited

with bandwidth B, i.e., | X ( ) | 0, for |  | B
• Then, if  s  2 B, the replicas of X ( ) in
1
X s ( )   X (  k s )
T k
do not overlap and X ( ) can be recovered by
applying an ideal lowpass filter to X s ( )
(interpolation filter)
filter
Interpolation Filter for Signal
Reconstruction

T ,   [ B, B]
H ( )  
0,   [ B, B]
 Interpolation Formula

• The impulse response h(t) of the interpolation

filter is
BT B 
h(t )  sinc  t 
  
and the output y(t) of the interpolation filter is
given by
y (t )  h(t )  xs (t )
 Interpolation Formula – Cont’d

• But
xs (t )  x(t ) p (t )   x(nT ) (t  nT )
n
whence
y (t )  h(t )  xs (t )   x(nT )h(t  nT ) 
n

BT B 



n
x(nT )sinc  (t  nT ) 
 
• Moreover, y (t )  x (t )
 Shannon’s Sampling Theorem
• A CT bandlimited signal x(t) with frequencies
no higher than B can be reconstructed from its
samples x[ n]  x(nT ) if the samples are taken
at a rate
 s  2 / T  2 B
• The reconstruction of x(t) from its samples
x[n]  x(nT ) is provided by the interpolation
formula
BT B 
x(t ) 


n
x(nT ) sinc  (t  nT ) 
 
 Nyquist Rate

• The minimum sampling rate  s  2 / T  2 B

is called the Nyquist rate

• Question: Why do CD’s adopt a sampling

rate of 44.1 kHz?
• Answer: Since the highest frequency
perceived by humans is about 20 kHz, 44.1
kHz is slightly more than twice this upper
bound
 Aliasing

X ( )

1
X s ( )   X (  k s )
T k
 Aliasing –Cont’d

• Because of aliasing, it is not possible to

reconstruct x(t) exactly by lowpass filtering
the sampled signal xs (t )  x (t ) p (t )
• Aliasing results in a distorted version of the
original signal x(t)
• It can be eliminated (theoretically) by
lowpass filtering x(t) before sampling it so
that | X ( ) | 0 for |  | B