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CH.

1 SIGNALS AND SIGNAL SPACE

Telecommunication I

EE419

Fall 2019

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 1 / 42


Table of Contents

1 Introduction

2 Size of a Signal

3 Classification of Signals

4 Signal Operations

5 Signals and Vectors

6 Signal Comparison

7 Orthogonal Signal Set

8 Fourier Series

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 2 / 42


Introduction

Signal: is a set of information or data eg. TV, radio signal, stock market
price for one day. Note: signal can be a function of time or space ..etc
System: a set of interacting or interdependent component forming an
integrated whole. Signals are processed by system.
System is an entity that process a set of signals (input) to yield
another set of signals (output).
Hardware realization “Physical component”
Software realization “Algorithm”

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Size of a Signal

The size is a measure or quantity that indicates the largeness or strength


Signal Energy is the area under the signal squared.
For a signal g (t) : Z ∞
Eg = g 2 (t) dt
−∞
for real signal. The general form “real and complex”
Z ∞
Eg = |g (t)|2 dt
−∞

Example of:
a finite-energy signal

a finite-power signal

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Size of a Signal

Signal Power:
If signal energy is infinite. A more meaningful measure is the time average
of the energy. which is the average power.
Z T
1 2
Pg = lim g 2 (t) dt ”real signal ”
T →∞ T −T
2

generally,
Z T
1 2
Pg = lim |g (t)|2 dt
T →∞ T −T
2

Note: The power signal is the mean squared value of g (t)


The square root of Pg is rms of g(t)
The mean exists if it is periodic or has a statistical regularity.
Otherwise the average may not exist.Eg. Ramp signal.

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 5 / 42


Size of a Signal

Comment:
Signal energy and power are inherent characteristic value of a signal.
Nothing to do with load consumption.
They are used to measure the signal strength.for example
Ps
SNR = Pn

Units of signal energy and power are Joule and Watt respectively.
We can also use logarithmic scale to describe signal power:

Pdb = [10 log P] dBw


or, [30 + 10 log Pmw] dBm

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 6 / 42


Classification of Signals

There are various classes of signal


1- Continuous Time (CT) and Discrete Time (DT) signals
Continuous: A signal that is specified for every value of time t.
Discrete: A signal that is specified only at discrete points of t = nT.
Eg: Audio of video
Monthly sale of corporation
Hourly temperature

2- Analog and Digital signals


Analog: A signal whose amplitude can have value in a continuous range.
Digital: is one whose amplitude can take only a finite number of values.
M-ary signal

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Classification of Signals

Analog, Continuous Digital, Continuous

Analog, Discrete Digital, Discrete

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Classification of Signals

3- Periodic and Aperiodic signals


A signal g(t) is said to be periodic if there exists a positive constant that
satisfy
g(t) = g(t + To) for all t.
To is the smallest value that satisfies the periodicity condition.

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 9 / 42


Classification of Signals

4- Energy and Power signal


Energy signal: is a signal with a finite energy.
Z ∞
Eg = |g (t)|2 dt < ∞
−∞
Power signal: is a signal with a finite and non-zero power.
Z T
1 2
0 < Pg = lim |g (t)|2 dt < ∞
T →∞ T −T
2

Ramp signal: not energy nor power.

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 10 / 42


Classification of Signals

5- Deterministic and Random signal

A signal whose physical description is known completely, in either


mathematically form or a graphical form, is a deterministic signal
If a signal is only known in terms of probabilistic description, such as mean
or variance, rather than its complete mathematically or graphically
description, then it is a random signal.

Noise signals encountered in practice are random signals.

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Signal Operations

Time Shifting
For any signal g (t), g (t − T ) represents g (t) shifted by T seconds.
If it is positive, the shift is to the right (delay). If it is negative, the shift is
to the left (advance).

Time Scaling
is the compression or expansion of a signal. If g (t) is compressed in
time by a factor a > 1, the resulting signal φ (t) is given by φ(t) = g (at)
similarly, g(t) expand (slow down) in time by factor a > 1, is given by
φ(t) = g ( at )

Time Inversion (folding)


mirror image of g (t) about the vertical axis. Whatever happens at
instant t for g (t) happens at instant −t for g (−t).

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Signal Operations

Time scaling Time inversion Time shiting

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Unit Impulse function

Unit Impulse function δ(t)


δ(t) also known as the dirac delta
δ(t) = 0 for t 6= 0
R∞
−∞ δ(t) dt = 1

Multiplication of a function by an Impulse


φ(t) δ(t) = φ(0) δ(t)
similarly, if δ is shifted by T
φ(t) δ(t − T ) = φ(T ) δ(t − T )

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Unit Impulse function (cont.)

The Sampling Theorem


The area under the product of a function with an impulse δ (t) is equal to
the value of that function at the instant where the unit impulse is located
R∞ R∞
−∞ φ(t) δ(t − T ) dt = φ(T ) −∞ δ(t − T ) dt = φ(t)

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 15 / 42


Unit Step function
Unit Step function u(t)

1 t≥0
u(t) =
0 t<0
If we want a signal to start at t=0 (causal signal) we only need to
multiply it with u(t).
exp−at → exp−at u(t)
Observe the area from -∞ to t under the limiting form of δ(t) is zero
if t < 0 and unity if t ≥ 0.
Z t 
0 t<0
δ(t) dt =
−∞ 1 t≥0
= u(t)
From this result we get
d u(t)
= δ(t)
dt
Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 16 / 42
Analogy between Signals and Vectors

There is a perfect analogy between signals and vectors.


Both signals and vectors can be represented by their components in a
variety of ways.

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 17 / 42


Component of a Vector

A vector is specified by its magnitude and its direction


Consider two vectors g and x 
g
g = cx +e 6e

approximating g by c x , g ' c x - -
the dot product of vectors g and x as, cx x

g . x = |gg | |xx | cos θ


|xx |2 = x . x
the length of the component of g along x is, c |xx | = |gg | cos θ
c |xx |2 = |gg | |xx | cos θ = g . x
c = gx .. xx = |xx1|2 g . x
when g and x are prependicular or orthogonal: g . x = 0

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Component of a Signal
The concept of vector component and orthogonality can be extended to
signals. consider approximating g(t) in terms of x(t) over an interval
[t1,t2]:
g (t) = c x(t) t1 < t < t2

g (t) − c x(t) t1 ≤ t ≤ t2;
e(t) =
0 otherwise.
Z t2
Ee = [g (t) − c x(t)]2 dt
t1
 Z t2 
d Ee d 2
To find minimum Ee , = [g (t) − c x(t)] dt = 0
dc dc t1
Z t2 Z t2
−2 g (t) x(t) dt + 2c x(t)2 dt = 0
t1 t1
R t2 t2
g (t) x(t) dt
Z
t1 1
c = R t2 = g (t) x(t) dt
x(t)2 dt Ex t1
t1
Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 19 / 42
Component of a Signal (cont.)

We observe similarity between vectors and signals


The area under the product of g(t) and x(t) is called the inner product of
g(t) and x(t) and is denote by (f,g).
g(t) and x(t) are orthogonal over the interval [t1,t2] if
Z t2
g (t) x(t) dt = 0
t1

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 20 / 42


Energy of the Sum of Orthogonal Signals

if vectors x and y are orthogonal, and if z = x + y, then

|zz |2 = |xx |2 + |yy |2


The same is true for signals. if signals x(t) and y(t) are orthogonal over
interval [t1,t2], and if z(t) = x(t) + y(t), then

Ez = E x + Ey

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 21 / 42


Signal Comparison: Correlation

The amount of similarity between two vectors is indicated by the angle θ


between them. and can be measure by cosθ
g .x
correlation coefficient cn = cosθ =
|g | |xx |
g
The same is also used to define a similarity index between signals.
cn must be normalized so the two signals to have unit energies. This
makes correlation coefficient independent of the energies.
Z ∞
1
correlation coefficient cn = p g (t) x(t) dt
Eg Ex −∞

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 22 / 42


Correlation Functions

Cross-correlation
The cross-correlation function of two signals g(t) and z(t) defined by
Z ∞
ψgz (τ ) = g ∗ (t) z(t + τ ) dt
−∞
Autocorrelation
The correlation of a signal with itself is called the autocorrelation
the autocorrelation function ψg (τ ) of a signal g(t) is
Z ∞
ψg (τ ) = g ∗ (t) g (t + τ ) dt
−∞

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 23 / 42


Orthogonal Vector Space

Orthogonal Vector Space


For a cartesian three dimensional cartesian vector space described by three
mutually orthogonal vectors x1 , x2 and x3 .
If we consider to approximate a vector g using the orthogonal vector x1 , x2 :
g=c1 x1 +c2 x2
the error e=g-(c1 x1 +c2 x2 ) where e is minimum when it is prependicular
to x1 and x2 plane
In terms of three dimension g=c1 x1 +c2 x2 + c3 x3 e=0 because g is 3d
vector and x1 , x2 and x3 are a complete set of orthogonal vectors in 3d
space (no other vector x4 would be orthogonal to all vectors)
Any vector in this space can be represented with no error.
Choose of basis vectors is not unique.

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 24 / 42


Orthogonal Vector Space (cont.)

Set of vectors {xi } are orthogonal



0 m 6= n
xm .xxn =
|xm |2 m=n

g = c1x1 + c1x1 + ... + cN xN


1
ci = g .xxi
|xi |2

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Orthogonal Signal Space
Similar to vectors, a set of signals x1 (t), x1 (t), ... xN (t), are said to be
orthogonal over interval [t1,t2] if
Z t2 
∗ 0 m= 6 n
xm (t) xm (t) dt =
t1 E n m=n
if En =1 then the set is normalized and it is called orthonormal set.
if g(t) is a signal that is approximated over θ ∈ [t1, t2] by a set of N
orthogonal signal x1 (t), x1 (t), ... xN (t),
N
X
g (t) = cn xn t ∈ θ
n=1

The energy of the error signal is minimized if


R t2
g (t) xn (t)∗ dt
cn = t1R t2
2
t1 |xn (t)| dt

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 26 / 42


Orthogonal Signal Space (cont)

Z t2
1
= g (t) xn (t)∗ dt n = 1, 2, ..., N
En t1
If the orthogonal set is complete, then the error signal energy converges to
zero Z
lim |eN (t)|2 dt = 0
T →∞ t∈θ

hence,
g (t) = c1 x1 (t) + c2 x2 (t) + ... + cN xN (t)
N
X
g (t) = cn xn t ∈ θ
n=1

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 27 / 42


Parseval’s Theorem
The energy of the sum of orthogonal signals is equal to the sum of their
energies.

Eg = c12 E1 + c22 E2 + ...


X
= cn2 En
n

Note: As there are vector coordinate systems formed by mutually


orthogonal vectors, also we have signal coordinate systems (basis signals)
formed by a variety of sets of mutually orthogonal signals.
There exists a number of orthogonal signal sets which can be the basis
signals of a generalized Fourier series. Example:
Trigonometric (sinusoid) functions
Exponential functions
Walsh functions
Bessel functions
Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 28 / 42
Trigonometric Fourier Series

For the periodic signal with period T0 (real or complex) there is a well
known complete orthogonal basis formed by real value trigonometric of n.
{1, cos ω0 t, cos 2ω0 t, ..., cos nω0 t, ...,sin ω0 t, sin 2ω0 t, ..., sin nω0 t...}
Z 
0 n 6= m;
cos nω0 t cos mω0 t dt = T0
T0 2 n=m6=0.
Z 
0 n 6= m;
cos nω0 t cos mω0 t dt = T0
T0 2 n=m6=0.
Z
sin nω0 t cos mω0 t dt = 0 , for all n and m
T0

nth harmonic: is a sinusoid angular frequency nω0 (n2πf0 ) ω0 (f0 ) is

called the fundamental tone.

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 29 / 42


Trigonometric Fourier Series (cont.)
We can express a signal g(t) by a trigonometric Fourier seris over any
interval of duration T0 :

g (t) = a0 + a1 cos ω0 t + a2 cos 2ω0 t + ...


+ b1 sin ω0 t + b2 sin 2ω0 t + ... t1 ≤ t ≤ t1 + T0
P∞
or, g (t) = a0 + n=1 an cos nω0 t + bn sin nω0 t t1 ≤ t ≤ t1 + T0

We can determine the Fourier coefficient a0 , an and bn . Thus,


R t1+T0 t1+T0
g (t) cos nω0 t dt
Z
t1 1
an = R t1+T0 , → a0 = g (t) dt
cos 2 nω0 t dt T0 t1
t1
Z t1+T0
2
an = g (t)cos nω0 t dt n = 1, 2...
T0 t1
Z t1+T0
2
bn = g (t) sin nω0 t dt n = 1, 2...
T0 t1

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 30 / 42


Compact Trigonometric Fourier Series

From the trigonometric Fourier serise, we can combine the sine and cosine
terms of the same frequency in a single term:

an cos nω0 t + bn sin nω0 t = Cn cos ( nω0 t + θn )


Where
−bn
q
Cn = an2 + an2 , θn = tan−1 ( ) and C0 = a0
an
Hence, the compact form of the trigonometric Fourier series for g(t) is

X
g (t) = C0 + Cn cos(n2πf0 t + θn ) t1 ≤ t ≤ t1 + T0
n=1

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 31 / 42


Compact Trigonometric Fourier Series (cont.)

Example: Find the compact trigonometric Fourier series for the


−t
exponential e 2 shown below over the interval 0 ≤ t ≤ π
The fundamental frequency is

ω0 = T 0
= 2π
π = 2rad/sec.

g (t) = a0 + ∞
P
n=1 an cos 2nt + bn sin 2nt 0 ≤ t ≤ π
R π −t
a0 = π1 0 e 2 dt = 0.504
R π −t
an = π1 0 e 2 cos 2nt dt = 0.504 1+16n 2
2

Rπ −t
1 8n
bn = π 0 e 2 sin 2nt dt = 0.504 1+16n 2

Therefore,
g (t) = 0.504 [1 + ∞ 2
P
n=1 1+16n2
(cos 2nt + 4n sin snt)]

for 0 ≤ t ≤ π
Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 32 / 42
Compact Trigonometric Fourier Series (cont.)

For the compact Fourier series:

C0 = a0 = 0.504
q
64n2
p 4
2 2
Cn = an + bn = 0.504 (1+16n 2 )2 (1+16n2 )2 = 0.504 (
√ 2 )
1+16n2

θn = tan−1 ( −b −1 −1
an ) = tan (−4n) = −tan (4n)
n

g (t) =0.504 + 0.244 cos(2t − 75.96o ) + 0.125 cos(4t − 82.42o )


+ 0.084 cos(6t + 85.24o ) + ... 0 ≤ t ≤ π

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 33 / 42


Fourier Spectrum
From the compact Fourier series it could be seen that a periodic signal
g(t) can be expressed as a sum of sinusoidal of frequencies 0, f0 , 2f0 , ...
with amplitudes C0 , C1 , C2 , ... and a phase of 0, θ1 , θ2 , ... respectively.
The plot of Cn (amplitude) versus f (amplitude spectrum) and θn versus f
(phase spectrum) are together what we call the frequency spectra of a
signal.
For the previous example, we can plot the
frequency spectra as depicted on the left:
It tells us at a glance the frequency
composition of g(t): amplitude and phase of
the sinusoid components.
A signal has a dual identity: the time
domain identity (description) and the
frequency domain identity (Fourier
spectra). the two identities complement
each other.
Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 34 / 42
Dirichlet Conditions

Existence of Fourier Series


There are two basic conditions for the existence of Fourier series:
1- The coefficients a0 , an , and bn must be finite. This can be
guaranteed if g(t) is absolutely integrable over one period:
Z
|g (t)|dt < ∞
T0

This is known as the weak Dirichlet condition, which is enough for


the existence of Fourier series. However, the series may not converge
at every point.
2- The function g(t) have only a finite number of maxima and minima in
one period, and it may have only a finite number of dicontinuities in
one period.
These two condition are know as the strong Dirichlet conditions

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 35 / 42


Trigonometric Fourier Series

Eg.: Find The compact trigonometric Fourier series for the periodic square
wave w(t) shown below and sketch its spectra.
w (t) = a0 + ∞
P
n=1 an cos(n2πf
R π/2
0 t)+bn sin(n2πf0 t)
a0 = T0 T0 w (t)dt = 2π −π/2 1dt = 21
1 1
R
R π/2
an = T20 T0 w (t)cos(nω0 t)dt = 2π 2
R
−π/2 cos(nω0 t)dt
π/2
= π1 ( nω1 0 )sin(nt) −π/2 = nπ 2
sin( nπ
2 )

 0 n even
2
an = n = 1, 5, 9, 13, ...
 nπ −2
n = 3, 7, 11, 15, ...
R nπ
1 π/2
bn = π −π/2 sin(nω0 t)dt = 0
1
w (t) = 2 + π2 (cos t − 13 cos 3t + 15 cos 5t − 17 cos 7t + ...)

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 36 / 42


Trigonometric Fourier Series
Using the trigonometric identity, −cosx = cos(x − π) we can rewrite the
series:
w (t) = 21 + π2 [cos ω0 t − 13 cos(3ω0 t − π) + 15 cos 5ω0 t − 17 cos(7ω0 t − π) + ...]
This is the desired form of the compact trigonometric Fourier series
C0 = 12

0 n even
Cn = 2
nπ n odd
θn =
0 n 6= 3, 7, 11, 15
2
nπ n = 3, 7, 11, 15, ...

However, it is more convenient to allow Cn to take on negative values.


Then, we don’t need a phase of -π to account for the sign. It is called in
this case the amplitude spectrum rather than magnitude spectrum.
Whenever all sines terms vanish (bn = 0) it is convenient to allow Cn to
take on negative values.
Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 37 / 42
Exponential Fourier Series
We noted earlier that orthogonal signal representation is not unique. Here
we provide another orthogonal representation of periodic signal that is
equivalent to the trigonometric Fourier series but has a simpler form.
First, lets prove the orthogonality of the set of exponential functions e jnω0 t
(n = 0, ±1, ±2, ...) over an interval of duraion T0 = 2π
ω0 .
Z Z 
jmω0 t jnω0 t ∗ j(m−n)ω0 t 0 m 6= n
e (e ) dt = e dt =
T0 T0 T0 m = n

and from here and what we have seen previously



X
g (t) = Dn e jnω0 t
n=−∞
Z
1
where, Dn = g (t).e −jω0 t dt
T0 T0

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 38 / 42


Exponential Fourier Series (cont.)

The exponential Fourier series is periodic with T0


Exponential Fourier series is trigonometric in another form where each
cos is e +j and e −j
Exponential Fourier series derivation from trigonometric
Cn j(nω0 t+θn )
Cn cos(nω0 t + θn ) = [e + e −j(nω0 t+θn ) ]
2
Cn Cn
= ( e jθn )e jnω0 t + ( e −jθn )e −jnω0 t
2 2
= Dn e j(nω0 t) + D−n e −j(nω0 t)

where, Dn = 12 Cn e jθn and D−n = 12 Cn e −jθn


P∞
since, g (t) = C0 + n=1 Cn cos(n2πf0 t + θn )
P∞ (jn2πf0 t)
if we let C0 = D0 then, g (t) = D0 + n=−∞ Dn e

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Exponential Fourier Series (cont.)
Example: Find the exponential Fourier series for the signal in the previous
−t
example: e 2 over the interval 0 ≤ t ≤ π
φ(t) = ∞ j2nt
P
n=−∞ Dn e

1 π − t −j2nt
Z Z
1 −jn2πω0 t
Dn = φ(t)e dt = e 2e dt
T 0 T0 π 0
π
1 π −t( 1 +j2n) 1 −1
Z
1 0.504
= e 2 dt = 1 e −t( 2 +j2n) =
π 0 π 2 + j2n 0 1 + j4n

X 1 1 1
φ(t) = 0.504 e j2nt = 0.504[1 + e j2t + e −j2t + ...]
n=−∞
1 + j4n 1 + j4 1 − j4

Note that Dn is complex, also Dn and D−n are conjugates.


Clearly seen, the Exponential Fourier series is more compact and the
mathematical expression for deriving the coefficients of the series is also
compact.
Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 40 / 42
Exponential Fourier Spectra

Exponential Fourier Spectra: It is the plot of Dn as a function of w or


f . Since Dn is complex, we generally have two plots: The amplitude of Dn
with f , and the angle of Dn . Therefore, Dn needs to be expressed in the
polar form.
|Dn | = |D−n | = 12 Cn
∠Dn = θn and ∠D−n = −θn
thus,
Dn = |Dn |e jθn
D−n = |Dn |e −jθn
Note, amplitude spectrum is even
function of f , and angle
spectrum is odd function of f

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 41 / 42


Negative Frequency

What does Negative Frequency mean?


The existence of the spectrum at negative frequencies is disturbing
because the frequency (number of repetition per second) is a positive
quantity.
The sinusoid of a negative frequency -ω0 can be expressed as

cos(−ω0 t + θ) = cos(ω0 t − θ)

This clearly shows that the frequency of a sinusoid cos(ω0 t + θ) is |ω0 |.


The same conclusion is reached by observing that

e ±jω0 t = cos ω0 t ± j sin ω0 t


We can interpret the plots of negative values of ω as an indication of
the fact that an exponential component e −jω0 t exists in the series.

Telecommunication I (EE419) CH.1 SIGNALS AND SIGNAL SPACE Fall 2019 42 / 42

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