The Fourier Series and Fourier Transform
The Fourier Series and Fourier Transform
The Fourier Series and Fourier Transform
x(t ) Ak cos( k t k ), t
k 1
A2 1
A 0
3
A1 1
A2 0.5
A 0
3
A1 1
A2 1
A 0
3
A2 1
A 0.5
3
A1 1
A2 0.5
A 0.5
3
A1 1
A2 1
A 1
3
Amplitude Spectrum
Plot of the amplitudes Ak of the sinusoids
making up x(t) vs.
Example:
Phase Spectrum
Plot of the phases k of the sinusoids
making up x(t) vs.
Example:
Ak cos( k t k ) Ak e
whence
real part
N
j ( k t k )
, t
x(t ) Ak e
k 1
1
j ( k t k )
j ( k t k )
, t
x(t ) Ak e
Ak e
2
k 1
This signal contains both positive and
negative frequencies
The negative frequencies k stem from
writing the cosine in terms of complex
exponentials and have no physical meaning
Ak j k
ck
e
2
c k
Ak j k
e
2
it is also
N
j k t
j k t
x(t ) ck e c k e
k 1
ce
k N
k 0
j k t
1 4 2 43
, t
Line Spectra
The amplitude spectrum of x(t) is defined as
the plot of the magnitudes | ck | versus
The phase spectrum of x(t) is defined as the
plot of the angles ck arg(ck ) versus
This results in line spectra which are defined
for both positive and negative frequencies
Notice: for k 1, 2,K
| ck || c k |
ck c k
arg(ck ) arg(c k )
x(t )
ce
jk 0t
, t
1
jk o t
ck
x(t )e
dt , k 0, 1, 2,K
T T / 2
c0 is called the constant or dc component of x(t)
ce
k N
k 0
j k t
Dirichlet Conditions
| x(t ) | dt ,
From figure, T
2 whence 0 2 / 2
1
1
x(t )
(1)|( k 1) / 2| e jk t , t
2 k k
k odd
x(t )
ce
jk 0t
, t
x(t ) c0 2 | ck |cos(k 0t ck ), t
k 1
dc component
1 4 4 2 4 43
k-th harmonic
1
1
|( k 1) / 2| jk t
x(t )
( 1)
e , t
2 k k
k odd
can be rewritten as
1 2
( k 1) / 2
x(t )
cos k t (1)
1
2 k 1 k
k odd
, t
2
Gibbs Phenomenon
Given an odd positive integer N, define the
N-th partial sum of the previous series
1
xN (t )
2
k 1
k odd
( k 1) / 2
cos k t (1)
1 , t
k
2
lim | xN (t ) x(t ) | 0
x3 (t )
x9 (t )
x21 (t )
x45 (t )
overshoot:
overshoot about 9 % of the signal magnitude
(present even if N )
Parsevals Theorem
Let x(t) be a periodic signal with period T
The average power P of the signal is
defined as
T /2
1
2
P
x (t )dt
T T / 2
|c
ck e jk0t , t
Fourier Transform
We have seen that periodic signals can be
represented with the Fourier series
Can aperiodic signals be analyzed in terms of
frequency components?
Yes, and the Fourier transform provides the
tool for this analysis
The major difference w.r.t. the line spectra of
periodic signals is that the spectra of
aperiodic signals are defined for all real
values of the frequency variable not just
for a discrete set of values
x(t )
xT (t )
x(t ) lim xT (t )
T
xT (t )
ce
jk 0t
, t
where
T /2
1
jk o t
ck
x(t )e
dt , k 0, 1, 2,K
T T / 2
1
c0
T
For k 0
2
1
k 0
ck
sin
k 0T
k
2
k
0
sin
, k 1, 2,K
0 2 / T
lim Tck sinc
,
T
2
where
sin( )
sinc( ) B
X ( ) lim Tck sinc
,
T
2
| X ( ) |
arg( X ( ))
1
jk o t
ck x(t )e
dt , k 0, 1, 2,K
T
x (t ) 0 for t T / 2 and t T / 2
whence
Tck
x(t )e
jk o t
dt , k 0, 1, 2,K
X ( )
x(t )e
j t
dt ,
1
x(t )
2
X ( )e
j t
d , t
X ( )
x(t )e
j t
dt ,
| x(t ) | dt
| x(t ) | dt dt
X ( )
bt
u (t )e
j t
dt
e
0
( b j ) t
1
( b j ) t
dt
e
b j
t 0
1
X ( )
b j
amplitude spectrum
1
| X ( ) |
b2 2
phase spectrum
arg( X ( )) arctan
b
x(t ) e 10t u (t )
X ( )
x(t )e
j t
dt ,
1 4
1 4 4 2 4 43
44 2 4 4 43
R ( )
X ( ) R ( ) jI ( )
I ( )
| X ( ) | R ( ) I ( )
2
I ( )
arg( X ( )) arctan
R ( )
Fourier Transform of
Real-Valued Signals
If x(t) is real-valued, it is
X ( ) X ( )
Moreover
Hermitian
symmetry
| X ( ) || X ( ) | and
arg( X ( )) arg( X ( ))
Fourier Transforms of
Signals with Even or Odd Symmetry
Even signal:
signal x(t ) x ( t )
X ( ) 2 x(t ) cos( t ) dt
0
X ( ) j 2 x(t )sin( t ) dt
0
It is / 2
2
2
t / 2
X ( ) 2 (1) cos( t ) dt sin( t ) t 0 sin
0
sinc
X ( ) sinc
phase
spectrum
Bandlimited Signals
A signal x(t) is said to be bandlimited if its
Fourier transform X ( ) is zero for all B
where B is some positive number, called the
bandwidth of the signal
It turns out that any bandlimited signal must
have an infinite duration in time, i.e.,
bandlimited signals cannot be time limited
| X ( ) | 0 B
B being a convenient large number
1
x(t )
2
Transform pair
X ( )e
j t
d , t
x(t ) X ( )
x(t ) X ( )
y (t ) Y ( )
Linearity:
x(t ) y (t ) X ( ) Y ( )
Left or Right Shift in Time:
x(t t0 ) X ( )e
Time Scaling:
j t0
1
x(at ) X
a a
x(t ) X ( )
Multiplication by a Power nof t:
d
t x(t ) ( j )
X ( )
n
d
n
x(t )e
j 0t
X ( 0 )
j
x(t )sin( 0t ) X ( 0 ) X ( 0 )
2
1
x(t ) cos( 0t ) X ( 0 ) X ( 0 )
2
Differentiation
in the Time Domain:
n
d
n
x(t ) ( j ) X ( )
n
dt
1
x( )d j X ( ) X (0) ( )
Convolution in the Time Domain:
x(t ) y (t ) X ( )Y ( )
x(t ) y (t ) X ( ) Y ( )
1
x(t ) y(t )dt 2
( )Y ( )d
1
2
if y (t ) x (t ) | x (t ) | dt
| X ( ) | d
Duality:
X (t ) 2 x( )
Example: Linearity
x(t ) p4 (t ) p2 (t )
X ( ) 4sinc
2sinc
x(t ) p2 (t 1)
j
X ( ) 2sinc e
p2 (t )
p2 (2t )
2sinc
sinc
x(t ) tp2 (t )
d
d sin
cos sin
X ( ) j
2sinc j 2
j2
d
d
cos sin
X ( ) j 2
2
x(t ) p (t ) cos( 0t )
sinusoidal
burst
1
( 0 )
( 0 )
X ( ) sinc
sinc
2
2
2
Example: Multiplication by a
Sinusoid Contd
1
( 0 )
( 0 )
X ( ) sinc
sinc
2
2
2
0 60 rad / sec
0.5
2 | t |
v(t ) 1
p (t )
dv(t )
x(t )
dt
X ( ) sinc
4
j 2sin
2
V ( )
X ( ) X (0) ( ) sinc
j
2
4
2
V ( ) sinc
2
4
(t )e
j t
dt 1
(t ) 1
x(t ) 1, t 2 ( )
14 2 43
generalized Fourier transform
of the constant signal x(t ) 1, t
cos( 0t ) ( 0 ) ( 0 )
sin( 0t ) j ( 0 ) ( 0 )
x(t )
ce
k
Since e
j 0t
jk 0t
0 2 / T
2 ( 0 ) , it is
X ( )
2 c ( k
Fourier Transform of
the Unit-Step Function
Since
u (t )
( )d
1
u (t ) ( )d
( )
j