365 Spectrum Analysis

Slide 1
Spectrum Analysis
Signals
Periodic Signals
Fourier Series Representation of Periodic Signals
Frequency Spectra
Amplitude and Phase Spectra of Signals
Signal Through Systems - a Frequency Spectrum Perspective
Non-periodic Signals - Fourier Transform
Random Signals - Power Spectral Density
sin( ) sin( ) cos( ) cos( ) sin( ) cos( ) sin( ) sin( )
cos( ) cos( ) cos( ) sin( ) sin( ) sin( ) ( ) cos( )
A B A B A B A A A A
A B A B A B A A A A
=
|
\
|
.
|
= =
=
|
\
|
.
|
= =
; sin
2
;
; cos
2
; cos
t
t
t
t

Slide 2
Signals
Signals can be categorized as:
Periodic Signals
Non-Periodic Signals (well defined)
Random Signals
Would like to characterize signals in the frequency domain!
Linear System
G(jw)
Input Signal Output Signal
x(t) y(t)
Can be characterized by its
Frequency Response
Function
G(jw) = | G(jw)|e
jArg[G(jw) ]
Slide 3
Periodic Signals - Fourier Series
Any periodic function x(t), of period T, can be represented by an
infinite series of sine and cosine functions of integer multiples of its
fundamental frequency w
1
= 2t/T .
( ) ( ) ( )
| |
( ) ( ) | |
x t
A
A k t B k t
x t x t T
T
k k
A x t dt
A x t k t dt
B x t k t dt
k k
k
A
T
T
T
k
T
T
k
T
T
= + +
= + =
=
=
=
=
}
}
}
0
1 1
1
1
2
1
2
0
2
0
2
1
0
2
1
0
2
2
0
cos sin
:
:
( )
( ) cos( )
( )sin( )
w w
w
w
w
w

where and rad/sec and
Amplitude of the DC component
the k harmonic frequency
Fourier Coefficients:

th
t
t
Slide 4
Fourier Series
Ex: triangle signal with
period T sec.
Summation of Input Signals
-10
-8
-6
-4
-2
0
2
4
6
8
10
0 0.05 0.1 0.15 0.2
Time (sec)
A
c
c
e
l
e
r
a
t
i
o
n
x t
A
k
A
k t
A
B
k
k
k
( )
( )
cos( ) =
|
\
|
.
|
=
=
8
2 1
0
0
2
1
1
0
t
2

w
A
T 2T
Take the first six terms and let
A = 10, T = 0.1:
x t t
t
t
t
t
t
( ) .105 cos( )
. cos( )
. cos( )
.165 cos( )
.1 cos( )
. cos( )
=
+
+
+
+
+
8 20
0 901 3 20
0 324 5 20
0 7 20
0 9 20
0 067 11 20
t
t
t
t
t
t
Slide 5
Pointers for Calculating the Fourier Coefficients:
A
0
/2 represents the average of the signal x(t). It contains the DC
(zero frequency) component of the signal.
When calculating the Fourier coefficients, changing the integral limits
will not affect the results, as long as the integration covers one period of
the signal.
Fourier Series
3
1 2
t
1
4 2
t
-1
A
0
2
=
A
0
2
=
-T/2
T/2
T
3T/2
T
t
x(t)
A
T
x t k t dt
T
x t k t dt
k
T
T
T
T
T
=
=
}
}
2
2
0
2
2
2
2

( ) cos( )
( ) cos( )
t
t
T
Slide 6
Pointers for Calculating the Fourier Coefficients:
Odd functions (signals), for which x(t) = x(t), will only contain sine
terms, i.e. A
k
= 0, for k = 0, 1, 2, ... .
Even functions (signals), for which x(t) = x(t), will only contain cosine
terms, i.e. B
k
= 0, for k = 1, 2, ... .
Fourier Series
( )
If sin
sin sin
x t x t x t B k t
t t
k
k
( ) ( ) ( ) ( )
( ) ( )
= =
=
=
e
1
1
( )
If

x t x t x t
A
A k t
t t
k
k
( ) ( ) ( ) cos( )
cos( ) cos( )
= = +
=
=
0
1
1
2
w
T
T
t
x(t)
0
A
T 2T
0
Slide 7
Fourier Series
Ex: Half rectified sine wave
Symbolic:
Q: What is the period, T, of this signal?
What is the Fundamental Frequency of this
signal?
Q: Expand the signal into its Fourier series.
Find the corresponding Fourier Coefficients!
Numeric:
Let w = 1 [rad/s], E = 1 [V].
time (t)
x(t)
E
t/e 2t/e t/e
x t E t t
t
( ) sin( ) = < <
= < <
w
w
w

-
0
0 0
t
t
Slide 8
Fourier Series
Symbolic:
Calculate Fourier Coefficients:
A
0
:
A
k
:
Numeric:
A
T
x t dt E dt
T
0
0 0
2 2
2
= =
=
} }
sin( t) ( )
w
w
A
T
x t k t dt
k
T
=
=
}
2
1
0
( ) cos( ) w
Slide 9
Fourier Series
Symbolic:
Calculate Fourier Coefficients:
B
k
:
Fourier Series Representation:
Numeric:
B
T
x t k t dt
k
T
=
=
}
2
1
0
( ) sin( ) w
( )
( ) ( ) ( )
x t
E E
B
t
E
t t
( ) = +
+ +

t
t
2
2
2 4
1
1
3 1
1
5 3
sin
cos cos
e
e e
Slide 10
Fourier Series
Ex:
Q: What is the period, T, of this signal?
What is the Fundamental Frequency of this signal?
Q: Expand the signal into its Fourier series.
time (t)
x(t)
E
2 6 2
x t t t ( ) = s s 4 2 2
2
-
( )
( ) ( ) ( ) ( )
A
T
x t dt
A
T
x t k t dt
k
B
x t
t t t t
T
T
k
T
T
k
k
0
2
2
1
2
2
2
1
2 2 2
2 16
3
2 16
1 0
8
3
16
2
1
2
2
2
1
3
3
2
1
4
4
2
= =
= = =
= + + +
|
\
|
.
|
+
}
}

; WHY?
( )
( ) cos( ) ( )
( ) cos cos cos cos
/
/
/
/
e
t
t
t t t t
2

Slide 11
Fourier Series
Different Fourier Series Representations:
( ) ( ) ( )
| |
( )
( )
x t
A
A k t B k t
A
M k t
A
M k t
M A B A M
B
A
B M
A
B
k k
k
k k
k
k k
k
k k k k k k
k
k
k
k k k
k
k
k
= + +
= +
= + +
= + =
=
|
\
|
.
| =
=
|
\
|
.
|
=
0
1 1
1
0
1
1
0
1
1
2 2
1
1
2
2
2
cos sin
cos cosine series
sin sine series
cos( )
tan ; sin( )
tan
e e
e u
e
u
u u
;
A B
k k
2 2
+
A
k
B
k
q
k
Slide 12
Fourier Series
Fourier Series in Complex Form:
( ) ( ) ( )
| |
( )
( )
x t
A
A k t B k t
e t j t
t e e
t e e
e
k k
k
j t j
j t j t
j t j t
j t
= + + -
= +
=
= +
-
=
0
1 1
1
1
2
1
2
2
cos sin ( )
Recall cos sin
sin
cos
Replace sine and cosine terms in ( ) by their representation to obtain:
e e
e e
e
e
e
e e
e e
e
( ) ( )
( )
( )
( )
( ) ( )
x t C C
T
x t dt
C A jB C A jB
C A B M
C
B
A
A C
B C
k
k
k
T
T
k k k k k k
k k k k
k
k
k
k k
k k
e e
jk t jk t
= =
= = +
= + =
=
|
\
|
.
|
=
=
}
e e
1 1
1
1
2
1
2
2
2
2
2
1
2
2 2 1
2
1
where

Arg[ ] tan
;
Re
Im
( )
[ ]
[ ]
Slide 13
Fourier Series
Summary
( ) ( ) ( )
| |
( )
( )
x t
A
A k t B k t
A
M k t M A B
B
A
A
M k t M A B
A
B
C C A jB
k k
k
k k
k
k k k k
k
k
k k k k k k
k
k k
k
k
k k
e
jk t
= + +
= + = + =
|
\
|
.
|
= + + = + =
|
\
|
.
|
= =
=
0
1 1
1
0
1
1
2 2 1
0
1
2 2 1
1
2
2
2
1
2
1
cos sin
cos , tan
sin , tan
w w
w q q
w
w

;
;
;
( )
k
k k k k
k
k
k
k k k k
k k k k
C A B M
C
B
A
A M C
B M C
,
tan
cos( ) Re[ ]
sin( ) Im[ ]
= + =
=

|
\
|
.
|
= =
= =
1
2
2 2
1
2
1
2
2
Arg[ ]

q
q
Slide 14
Fourier Series
Ex: Write the following periodic signal in a
sine and cosine series form and plot its
magnitude and phase vs frequency plot.
x t t t
t t
( ) sin( ) cos( )
sin( ) cos( )
=
+ +
4 24 3 24
5 72 12 72
t t
t t
Ex: Write the following periodic signal in a
complex Fourier series form and plot its
magnitude and phase vs frequency plot.
x t t t
t t
( ) sin( ) cos( )
sin( ) cos( )
=
+ +
4 24 3 24
5 72 12 72
t t
t t
Slide 15
Another interpretation of the Fourier Series representation of periodic
signals is that the combination of the Fourier coefficients and their
corresponding harmonics characterizes the periodic signal.
A periodic signal can be represented by:
Time Domain:
Signal Amplitude vs Time
Frequency Domain:
Fourier coefficient Amplitude and Phase vs Frequency.
Frequency Spectra
( ) ( )
x t
A
M k t
k k
k
= +
=
0
1
1
2
cos w q
x(t)
Time (t)
M
k
0 w
1
2w
1
3w
1
4w
1
Frequency
(w)
Amplitude Spectrum
q
k
0 w
1
2w
1
3w
1
4w
1
Frequency
(w)
Phase Spectrum
Slide 16
Frequency Spectra
Ex: Plot the Amplitude and Phase Spectra of
the following signal:
x t t
t
t
( ) cos( )
cos( )
sin( )
= + +
+
+
5 4 40
3 60
6 100
t t 3
t t 2
t t 4
Ex: What is the fundamental frequency of the
signal in the previous example?
Ex: What is the output signal of a low pass
filter if x(t) in the previous example is
passed through a passive low-pass filter
with gain 1 and time constant 0.1 sec?
Slide 17
Signals Through Systems
Linear System
G(jw)
Input Periodic Signal Output Signal
x(t) y(t)
Can be characterized by its
Frequency Response
Function
G(jw) = | G(jw)|e
jArg[G(jw) ]
( )
( )
x t
A
M k t
k k
k
=
+
=
0
1
1
2
cos w q
( )
y t = ?
( )

y t
A
G j M G j k t G j
A
M k t
k k k k
k
k k
k
k
OUTPUT
OUTPUT
k
OUTPUT
= + +
= +
=
0
1
1
0
1
1
2
0
2
( ) ( ) cos( [ ( )])
cos( )
w w q w
w q
w
w
Arg
Slide 18
0 10 30 50 70 90 100
0
0.5
1
1.5
2
2.5
3
Freque ncy (Hz)
A
m
p
l
i
t
u
d
e

(
v
o
l
t
)
2.5
0. 8
0. 5
0.4
0.3
0 10 30 50 70 90 100
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
Fre quency (Hz)
P
h
a
s
e

(
r
a
d
)
Ex: An inkjet nozzle "firing" signal has the following amplitude (M
k
) and phase spectra (
k
).
(This is the spectrum generated from the sine with phase shift form of the Fourier Series.)
Write down the Fourier Series of this signal, x
A
(t).
Slide 19
Ex: If the signal x
A
(t), is to pass through a filter with the following frequency response function:
Write down the Fourier Series of the output signal, x
B
(t).
Plot the amplitude and phase spectrum of the output signal, x
B
(t).
G j
j
( )
.
w
w
=
+
1
0 00318 1

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