Chapter 2-2024update
Chapter 2-2024update
Chapter 2-2024update
Chapter 2
M.F. Mesiya
9/18/2024 © 2012 by McGraw-Hill Education. This is proprietary material solely for authorized instructor use. Not authorized for sale or distribution in any 1
manner. This document may not be copied, scanned, duplicated, forwarded, distributed, or posted on a website, in whole or part.
Analog and Digital Signals
⚫ A continuous-time signal that assumes a continuum of
amplitude values between given maximum and minimum is
called an analog signal
⚫ Most signals we encounter in the real world are analog in
nature. Examples include speech, music, image, and video
signals
⚫ Digital signals, on the other hand, can change values at
discrete instants of time, assuming one of a finite number of
amplitude levels
Digital signals
Analog signal
9/18/2024 2
Deterministic and Random Signals
⚫ A deterministic signal x(t) is completely specified for each
value of time t – that is, its amplitude is known either
graphically or analytically for all values of t
⚫ An example is a simple sinusoidal waveform sin(4πt )
- /2 t / 2 2t
t 1 t 1 − , t / 2
0 otherwise 0,
Sinc otherwise
pulse Unit
step
1 t0
sin( t ) u (t )
sinc(t ) 0 otherwise
9/18/2024 t 4
The Unit Impulse Signal (Delta Function)
⚫ The unit impulse signal (t) is defined by the equations
(t ) = 0, t 0
(t )dt = 1, for any real number 0
−
1
⚫ P2. ( t ) = (t )
⚫ P3. Sampling property
−
x(t ) (t − to )dt = x(to ) (t − to )dt = x(to ) (t − to )dt = x(to )
− −
⚫ P4. Convolution
x(t ) (t ) = x( ) (t − )dt = x(t )
−
9/18/2024 7
Sine Wave Embedded in Noise
Time Domain Display
9/18/2024 8
Frequency Domain Representation (contd)
⚫ Difficult to identify a 10 Hz tone in the presence of
wideband (“white”) noise on an oscilloscope display
⚫ However, easy to identify 10 Hz tone in the frequency
domain using a spectrum analyzer display. Note that the
white noise forms the floor of the display
⚫ In more complex situations, the composite signal may consist
of hundreds of channels or carriers. An example is CATV
system where several hundred channels or signals may be
present
9/18/2024 9
Exponential Fourier Series (FS)
⚫ The Fourier series can be used to represent periodic signals in
the frequency domain
⚫ A periodic function xp(t) with fundamental period To can be
represented by an exponential Fourier series
x p (t ) = n
C e
n =−
j 2 nf ot
9/18/2024 12
Line Spectrum of a Rectangular Pulse Train
9/18/2024 13
Energy and Power Signals
⚫ Energy and power are useful parameters of a signal
⚫ The normalized energy of a signal x(t) is defined as the energy
dissipated by a voltage x(t) applied across a 1-ohm resistor (or
a current x(t) passing though a 1-ohm resistor)
2
Ex x(t ) dt
−
A2 Tb / 2 A2 Tb / 2 A2Tb
=
2 −Tb / 2 dt + 2 −Tb / 2 cos(4 fct )dt = 2
A2 To / 2 To / 2 A2 A2
= [ dt + cos(4 f ct + 2 )dt ] = +0 =
2To − To / 2 − To / 2 2 2
9/18/2024 17
Parseval’s Theorem
⚫ The normalized power Px of a periodic signal xp(t) is given by
1 2 1
Px = x p (t ) dt = x p (t ) x*p (t )dt
To To To To
⚫ Substituting the FS expansion for xp(t) yields
1 * − j 2 nfot
Px = x p (t ) Cn e dt
To To n =−
1 * Average power in the
= x p (t )e − j 2 nf o t
dt Cn frequency component at f = nfo
n =−
To To
= n n=
* 2
C C Cn
n =− n =−
Average power of xp(t) = sum of the
average power of phasor components
9/18/2024 18
Bandwidth of a Signal
⚫ The bandwidth of a signal is a measure of the frequency
range that contains significant energy of the signal
⚫ The term significant here implies inclusion of those
frequencies that represent the signal with acceptable distortion
⚫ The latter is determined by the relevance in a given
application.
⚫ If the significant energy of the signal lies in the range of
frequencies f1 < f < f2, the bandwidth would be f2 − f1
⚫ There are many definitions of bandwidth depending on how
frequencies f1 and f2 are chosen
⚫ For example, if the frequencies f1 and f2 are chosen so that
99% of the power resides in the frequency band f1 < f < f2 ,
the quantity f2 − f1 is called the 99% power bandwidth
9/18/2024 19
99% Power Bandwidth Rectangular Pulse Train
⚫ We will assume To = 1 sec and / To = 0.5
1
f o = = 1 MHz
To
⚫ The FS coefficients of a rectangular pulse train are given by
A
Cn = sinc(nf o ) = 0.5 sinc(0.5n)
To
⚫ The normalized average power P is
/2
A2
To / 2
1 1
2
P= x p (t ) dt = A dt =
2
= 0.5
To −To / 2
To − / 2
To
9/18/2024 20
Example: Power in Various Frequency Components
n Accumulated Power up
⚫ For example, power at Cn
to and including f = nfo
DC frequency
0 0.5 0.25
Co = 0.25 sinc(0) = 0.25
2 2
1 0.6366 0.4526
3 −0.212 0.4752
⚫ As the table shows, we 5 0.1273 0.4833
need to include 21 FS
7 −0.091 0.4874
coefficients to get 99%
9 0.0707 0.4899
power in the signal
11 −0.058 0.4916
⚫ Since each spectral
13 0.0490 0.4928
component is separated
15 −0.0424 0.4937
by 1 MHz, the 99%
power bandwidth of the 17 0.0374 0.4944
periodic pulse train is 19 -0.0335 0.4949
~21 MHz.
9/18/2024
21 0.0303 0.4954
21
Fourier Transform
⚫ Any continuous-time signal x(t) that has finite “energy”, i.e.,
dt
2
| x (t ) |
−
x(t ) ⎯⎯ → X ( f ) or X ( f ) = {x(t )} FT operation
−1
X ( f ) ⎯⎯→ x(t ) or x(t ) = −1{ X ( f )} Inverse FT operation
x(t ) ⎯ → X ( f ) FT or Inverse FT operation
9/18/2024 23
FT of Rectangular Pulse A(t / )
A
x(t ) = A(t / )
− j f j f
/2 e − e
X ( f ) = A (t / )e − j 2 ft dt = A e − j 2 ft dt = A
− − /2 − j 2 f
sin( f )
=A = A sinc( f )
f
Observe that the width
of the mainlobe of X(f)
increases as the pulse
width narrows
9/18/2024 24
FT of Complex Exponential Signal e j 2 f t c
e j 2 fct ⎯
→ ( f − fc ) (*)
⚫ This can be verified by substituting in the inverse Fourier
transform formula as follows:
df = ( f − f c )e j 2f c t df = e j 2f c t
j 2ft
( f − f c )e
− −
→0
− 0
= lim e
0
( − j 2 f ) t
dt + e − ( + j 2 f )t dt
→0
− 0
−4 j f 1
= lim 2 =
→0 + 4 2 f 2 j f
9/18/2024 26
FT of Unit Step Signal
⚫ The unit step function u(t) can be expressed as
1 1
u (t ) = + sgn(t )
2 2
⚫ Taking the FT of both sides yields
1 1
U( f ) = ( f ) +
2 j 2 f
9/18/2024 27
FT of Unit Impulse Signal
x(t ) = (t )
X ( f ) = (t )e − j 2ft
dt = (t )dt = 1
− −
9/18/2024 28
Basic Fourier Transform Pairs
9/18/2024 29
Properties of Fourier Transform
⚫ There are a number of important properties of the Fourier
transform which are useful in the analysis and design of
communication and control systems
⚫ Linearity x(t ) ⎯→ X ( f )
y (t ) ⎯ →Y ( f )
= X ( f ) + Y ( f )
9/18/2024 30
Properties of FT: Conjugate Symmetry
⚫ For real x(t),
X (− f ) = x(t )e j 2ft dt = X * ( f )
−
X (− f ) = − X ( f )
⚫ Thus X ( f ) and X ( f ) are even and odd functions of f,
respectively.
9/18/2024 31
Properties of FT
⚫ Time Shifting: x(t − to )
⎯→ X ( f )e− j 2fto
⚫ This can be proved by using the inverse FT formula.
x(t − to ) = X ( f )e j 2 f ( t −to )
df = [ X ( f )e − j 2 fto ]e j 2 ft df = −1{ X ( f )e − j 2 fto }
− −
1
x(at ) ⎯→ = x(− a t )e
− j 2 ft j 2 ( f / a ) u
dt = x(u )e du
− a −
1 f 1 f
= X − = X
a a a a
9/18/2024 35
Properties of Fourier Transform (contd)
⚫ The function x(at), for a > 0, is a time compressed (by a factor
a) version of x(t). On the other hand, a function X(f/a)
represents a function X(f) expanded by the same factor a.
⚫ The scaling property therefore states that compressing a signal
in time domain will stretch its Fourier transform. Similarly
stretching a time signal will compress its Fourier transform.
⚫ The result is intuitively satisfying since compression in time
by the factor a > 0 means that the function is varying rapidly
in time by the same amount
⚫ Consequently, the frequencies of its components will be
increased by the factor a. The converse can also be justified by
a similar argument.
9/18/2024 36
Properties of FT: Differentiation Property
d
x(t ) ⎯→ j 2fX ( f )
dt
⚫ To prove this, we have
d d d j 2 ft
df = X ( f ) e
j 2 ft
x(t ) = X ( f )e df
dt dt − − dt
= j 2 fX ( f ) e j 2 ft
df
−
9/18/2024 37
Properties of FT: Parseval’s Relation
−
x(t ) y * (t )dt = X ( f )Y * ( f )df
−
⚫ To prove, substituting y *(t ) = − Y *( f )e − j 2 ft df and exchanging
the order of integration yields
dt
− − −
− j 2 ft
x (t ) y *(t )dt = x (t ) Y *( f )e df
= Y *( f ) x(t )e − j 2 ft
dt df = Y *( f ) X ( f ) df
− − −
9/18/2024 39
Fourier Transforms of Periodic Signals
⚫ The Fourier transform is strictly defined for finite energy
signals. However, we can extend its scope by allowing the FT
to include delta functions
⚫ Since a periodic signal can be expanded into exponential FS,
its FT can be obtained by taking the FT of the FS term by term
⚫ The FT expansion of a periodic function xp(t) is obtained as
j 2 nf o t
X p ( f ) = Cn e n
= C e
j 2 nf o t
n =− n =−
n
j 2 nf ot
= C ( f − nf )
n o
x p (t ) = C e
n =− n =−
A j A
A sin(2 f ct + ) ⎯
→ e ( f − f c ) − e − j ( f + f c )
2j 2j
9/18/2024 41
FT of Periodic Impulse Train
⚫ The periodic impulse train with period To is given by
p (t ) = (t − nT )
n =−
o
FT also a periodic
⚫ The coefficient in its FS expansion is impulse train
To /2
1 1 1
Cn = p (t )e − j 2 nfo t
dt = (t )e − j 2 nf ot
dt = = f o
To To To −To /2
To
n =−
A(t / )
A
9/18/2024 43
Time-bandwidth Product (contd)
⚫ However, a signal can be “approximately” time-limited and
band-limited
⚫ That is, there exist numbers B > 0 and T > 0, such that |x(t)|
is small for |t| T and |X(f)| is small for |f| B
⚫ The product of a signal’s duration and its bandwidth is
constant.
⚫ Duration Frequency Bandwidth = k
Y ( f ) = X ( f )H ( f )
H ( f ) = H ( f ) e jH ( f )
1
=
1 + j ( f / f3dB )
1 −t / RC
3-dB cutoff
h(t ) = 2 f 3dB e −2 f3 dBt u (t ) = e u (t ) frequency
RC
9/18/2024 47
Distortionless Transmission
⚫ An LTI system is termed distortionless if it introduces the
same attenuation to all spectral components and offers linear
phase response over the frequency band of interest, that is,
H o e− j 2 fto f1 f f 2
H ideal ( f ) =
0 otherwise
⚫ Substituting yields
Y ( f ) = X ( f ) H ideal ( f ) = H o X ( f )e− j 2 fto
9/18/2024 51
Ideal Lowpass Filter
⚫ The magnitude response of an ideal lowpass (LP) filter is
Ao −W f W
H LP ( f ) =
0 otherwise
0 −W f W
H HP ( f ) =
Ao otherwise
ho (t ) = 2WAosinc[2W (t − to )]
⚫ Since
H o ( f − f c ) ⎯ → ho (t )e j 2 fct
H o ( f + f c ) ⎯ → ho (t )e− j 2 fct
9/18/2024 56
Power Density Spectrum
⚫ In the design of communication systems, we are interested in
power distribution of a power signal in the frequency domain
⚫ The problem in dealing with power signals in the frequency
domain is that their Fourier transform may not exist as they
have infinite energy
⚫ To overcome this problem, we define a new function xT(t) by
truncating x(t) outside the interval t > T/2
x(t ) −T / 2 t T / 2
xT (t ) =
0 otherwise
⚫ Since x(t) is a power signal, the integral on the right hand side
exists in the limit as T →. Therefore, we can change the
order of integration and limit yielding
2 2
XT ( f ) XT ( f )
Px = lim df = lim df
T → − T − T → T
9/18/2024 58
Power Spectral Density
⚫ The power spectral density (PSD) Gx ( f ) of power signal x(t)
is defined as
2
XT ( f )
Gx ( f ) lim
T → T
2
Gx ( f ) = X p (nf o ) ( f − nf o )
n =−
9/18/2024 60
Time-average Autocorrelation Function
⚫ The time-average autocorrelation function of a power signal
x(t) is defined as
T /2
1
T → T
Rx ( ) lim x(t ) x(t − )dt
−T /2
T → T −T /2
9/18/2024 61
Response of LTI System: Deterministic Inputs
⚫ For a linear system with transfer function H(f), the output y(t)
in response to a deterministic input signal x(t) is given by
Y ( f ) = X ( f )H ( f )
Gy ( f ) = H ( f ) Gx ( f )
2
Gx ( f ) LTI System
X(f ) h (t ) ⎯ → H ( f ) Y( f ) = H( f )X ( f )
T → T T → T
= H ( f ) Gx ( f )
2
9/18/2024 63