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Chap3 Fourier Seriesandtransform

This document covers Chapter 3 of Signals and Systems, focusing on Fourier Series and Fourier Transform. It outlines key concepts such as periodic signals, convolution, and the representation of signals in the frequency domain. The chapter also discusses properties of Fourier series and transforms, along with their applications in analyzing linear systems and signal spectra.

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0% found this document useful (0 votes)
9 views35 pages

Chap3 Fourier Seriesandtransform

This document covers Chapter 3 of Signals and Systems, focusing on Fourier Series and Fourier Transform. It outlines key concepts such as periodic signals, convolution, and the representation of signals in the frequency domain. The chapter also discusses properties of Fourier series and transforms, along with their applications in analyzing linear systems and signal spectra.

Uploaded by

Vũ Hoàng
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 35

TON DUC THANG UNIVERSITY

FACULTY OF ELECTRICAL & ELECTRONICS ENGINEERING

SIGNALS AND SYSTEMS


402067
Chapter 3: Fourier Series
&
Fourier Transform
ACKNOWLEDGEMENT

The picture content of this slide is from Charles L.


Phillips, [2014],Signals, Systems, and Transforms, 5e.
Pearson.

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 2


OUTLINE

1. Fourier series
2. Convolution
3. Fourier transform of aperiodic signals
4. Fourier transform of periodic signals

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OBJECTIVES

In this chapter, you will learn:


• how to approximate periodic functions
• Fourier series and frequency spectra
• Convolution
• Fourier transform of different types of signals

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1. HISTORY OF FOURIER SERIES

Euler studied vibrating


strings
Fourier showed that
periodic signals can be
represented as the
integrals of sinusoids
To predict astronomical that are not all
events, the idea of using harmonically related
trigonometric sums was
used
6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 5
PERIODIC SIGNALS & FOURIER SERIES

• is a periodic signal if
Where T is the fundamental period
is the fundamental frequency

• Fourier series is of the form: 


With k=0 is a constant x(t ) 
k  
Ck e 0  jk t

k=+/-1 are the first harmonic components


k=+/-N are the Nth harmonic components

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 6


PERIODIC SIGNALS & FOURIER SERIES

• Fourier series is of the form:


 
x(t )   Ck e jk0t   Ck e jk (2 /T )t
k   k  
where

 x(t )e  x(t )e
 jk0t  jk (2 / T ) t
Ck  1
T dt  1
T dt
T T

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PERIODIC SIGNALS & FOURIER SERIES

• Forms of the Fourier series

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FOURIER SERIES & FREQ. SPECTRA

Example: Find Fourier series of a square wave

A method of displaying frequency content of a


periodic signal is plotting the Fourier coefficients Ck

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FOURIER SERIES & FREQ. SPECTRA

Frequency content:

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 10


PROPERTIES OF FOURIER SERIES

Assume and then

• Linearity:

• Multiplication:

• Time shifting:

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 11


PROPERTIES OF FOURIER SERIES

Assume and then


• Time reversal:

• Time scaling:

• Conjugation:

• Parseval’s relation:

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 12


2. CONVOLUTION

• A function derived from two given functions by


integration.
• Convolution expresses how the shape of one
function is modified by the other.
• Convolution of functions and is defined as


𝑥 ( 𝑡 ) ≝ 𝑥 1 ( 𝑡 ) ∗ 𝑥 2 ( 𝑡 )= ∫ 𝑥 1 ( 𝑡 −𝜏 ) . 𝑥2 ( 𝜏 ) 𝑑 𝜏
−∞

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CONVOLUTION

Wikipedia: Convolution. Wikimedia Foundation, Inc. 22 July. 2015. Web 13 May. 2016
<https://en.wikipedia.org/wiki/Convolution>

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 14


3. FOURIER TRANSFORM

• A method of representing mathematical models of


signals and systems in frequency domain.

Time Frequency
Domain Domain


1
F −1
{ 𝑋 (𝜔 )}=𝑥 ( 𝑡 ) =
2𝜋
∫ 𝑋 (𝜔) 𝑒 𝑗 𝜔 𝑡 𝑑 𝜔
−∞

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3. FOURIER TRANSFORM

Recall:
Real Imaginary
𝑋 ( 𝜔 )=¿ ¿
Magnitude spectrum: ¿ ¿
𝑄 ( 𝜔)
Phase spectrum: 𝜑 (𝜔)=𝑎𝑟𝑐𝑡𝑔
𝑃 (𝜔 )

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 16


3. FOURIER TRANSFORM

• If is real then

¿
𝑃 ( 𝜔 )=𝑃 ( −𝜔 ) 𝑄 ( 𝜔 )=−𝑄 ( − 𝜔 )
¿ 𝑋 ( 𝜔 )∨¿∨ 𝑋 ( −𝜔 )∨¿ 𝜑 ( 𝜔 )=− 𝜑 (− 𝜔 )

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 17


3. FOURIER TRANSFORM

Example:
Find the Fourier transform of with , the magnitude
spectrum and the phase spectrum?
• Fourier transform (frequency spectrum) of


1
X ( w) e e at  j w t
dt 
• Magnitude spectrum:
0
a  jw
• Phase spectrum: 1
| X(w) |
a 2  w2 w
X (w)  arctan( )
a
6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 18
3. FOURIER TRANSFORM

2
t
1  2 ( ) e 
2  2
 t   T  t  2  T 
 T 

 TSa 
 2


    TSa 
T
   2


       
Sa(0t)    
0  20 
2
Sa (0t)   
0  20 
cos(0t )   (  0 )   (  0 )

sin(0t)   j [ (  0 )   (  0 )]

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 19


3. FOURIER TRANSFORM

DIY: Find the frequency spectrum of

x(t)
A

A/2

-4 0 4 t

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 20


PROPERTIES OF F. TRANSFORM

Assume ¿ then

• Linearity:
¿
• Time reversal:

¿ 1
• Time scaling: 𝑥 (a t )↔
¿ 𝑎∨¿ 𝑋 ( )
𝜔
𝑎
¿

• Time shifting: 𝑥 (𝑡 −𝑡 0) ↔ 𝑋 ( 𝜔 ) 𝑒 − 𝑗 𝜔 𝑡 0

• Time transformation: 𝑥 (a t − t ) ↔ 1

( )
0
𝜔 − 𝑗𝑡 0𝑤/ 𝑎
¿ 𝑎∨¿ 𝑋 𝑒 ¿
𝑎

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 21


PROPERTIES OF F. TRANSFORM

Assume ¿ 𝑗𝜔 𝑡
then
• Frequency shifting: 𝑥 (𝑡 )𝑒 ↔ 𝑋 ( 𝜔 − 𝜔0 )0

• Multiplying by a sinusoid:
1
𝑥 (𝑡 ) cos 𝜔 0 𝑡 ↔ [ 𝑋 ( 𝜔 −𝜔 0 ) + 𝑋 ( 𝜔+ 𝜔0 ) ]
2
1
𝑥 (𝑡)sin 𝜔 0 𝑡 ↔ [ 𝑋 ( 𝜔 − 𝜔 0 ) − 𝑋 ( 𝜔+𝜔 0 ) ]
2𝑗
• Differentiation in frequency domain
• Differentiation in time domain

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 22


PROPERTIES OF F. TRANSFORM

Example:
𝑡 −1
• Find the frequency spectrum of 𝑥 (𝑡 )=𝑡 2 . 𝛱 ( 4 )

• Find the time function of signal that has frequency


spectrum as follow:
X(w)
A

-6 -4 0 4 6 w
6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 23
PROPERTIES OF F. TRANSFORM

Assume ¿ then
• Duality: 𝑋 (𝑡)↔2 𝜋 𝑥 ( − 𝜔 )
• Multiplication in time domain:
1
𝑥 (𝑡 ). 𝑦 (𝑡 )↔ ¿
2𝜋
• Convolution in time domain:
¿
• Time integration:
𝑡
1
∫ 𝑥 ( 𝜏 ) 𝑑𝜏 ↔ 𝑗 𝜔 𝑋 (𝜔)+𝜋 𝑋 (0) 𝛿(𝜔)
−∞

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 24


PROPERTIES OF F. TRANSFORM

• Parseval’s theorem:

𝐸 𝑥= ∫ ¿ ¿ ¿ ¿
− ∞

For real signal, has even spectrum: ¿


then ∞
1
𝐸 𝑥= ∫ ¿ ¿ ¿ ¿
𝜋 0

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 25


4. FOURIER TRANSFORM OF
PERIODIC FUNCTIONS
Recall:
• Periodic function of time can be represented by its
Fourier series
∞ 𝑇
1
∑ with 𝐶 𝑛 = ∫ 𝑥 (𝑡)𝑒
− 𝑗𝑛 𝜔 𝑡
𝑥 (𝑡)= 𝐶𝑛 𝑒 𝑗𝑛𝜔 0 𝑡
𝑑𝑡 0

𝑛=−∞ 𝑇0
• Take Fourier transform on both sides, we have

𝑋 (𝜔 )=𝐹 ¿¿ 2 𝜋

∑ ¿¿
𝑛 =−∞

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 26


4. FOURIER TRANSFORM OF
PERIODIC FUNCTIONS
• Periodic function can also be represented using
comb function: 1
𝑥 (𝑡 )=𝑔(𝑡 )∗
𝑡
𝑇
∨¿∨ (𝑇 )
where is one replica of
• Frequency spectrum of is

1 𝐺 ( 𝑛𝜔 0 ) ∞
𝑋 ( 𝜔 ) =𝐺 ( 𝜔 ) .2𝜋 ∑ 𝛿 ( 𝜔−𝑛𝜔 0 )=2𝜋 ∑ 𝛿 ( 𝜔−𝑛𝜔 0 )
𝑛=−∞ 𝑇 𝑛=− ∞ 𝑇
Recall:
()

1 𝑡 1
∨¿∨ ↔2 𝜋 ∑ 𝛿 ( 𝜔−𝑛𝜔0 )
𝑇 𝑇 𝑛=−∞ 𝑇

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 27


4. FOURIER TRANSFORM OF
PERIODIC FUNCTIONS
Example: Find the frequency spectrum of

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 28


APPLICATION OF F. TRANSFORM

• Fourier transform are used in finding the frequency


response of linear systems and the frequency
spectra of signals.

• Finding the frequency response of linear systems


will be covered in the next chapters.

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 29


ENERGY AND POWER
DENSITY SPECTRA
• Energy/Power spectral density functions are used
to determine the energy/power distribution of an
energy/power signal, in the frequency spectrum.

• Energy density spectrum of signal :


2
𝛷 (𝜔)=¿ 𝑋 ( 𝜔 ) ∨¿ ¿
Then energy of signal is
+∞
1
𝐸 𝑥=
2 𝜋
∫ ¿¿¿¿
−∞

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 30


ENERGY AND POWER
DENSITY SPECTRA
• Power density spectrum of periodic signal :

 x   2      n 
n 0
n  

2
with 𝛹 𝑛 =¿ 𝐶𝑛 ∨¿ ¿
Recall: spectrum of periodic signal x(t) is ∞
X (𝜔)=2 𝜋 ∑ ¿¿
𝑛 =−∞
Then power of signal is

P x =¿
6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 31
SUMMARY

In this chapter, you have learned:


• how to represent periodic signals using Fourier
series
• Fourier transform and frequency spectrum of
various types of signal
• properties of frequency spectrum of signals and
how to manipulate signals in frequency domain

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 32


MATLAB TUTORIAL 3

MATLAB computing:
• Fourier Series and Fourier
Transform
Pages 7-1 to 8-49

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 33


HOMEWORK

[1] page 215 to 224


4.1, 4.2, 4.4, 4.8, 4.10, 4.18
[1] page 287 to 295
5.1, 5.2, 5.3, 5.7, 5.8, 5.9, 5.10, 5.13, 5.17, 5.18, 5.19,
5.20, 5.21, 5.22, 5.23, 5.26, 5.28

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 34


PREP. FOR NEXT TIME

[1] Chapter 3: Continuous-Time Linear Time-Invariant


Systems
Section 3.1 to 3.6

Refer to the syllabus for more reading on references

6/14/2016 402067 - Chapter 3: Fourier Series & Fourier Transform 35

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