Lecture 4 - Annotated - PPTX - Day1

Frequency Domain
Representation
Eigen-functions
• An eigenvector of a matrix H is any vector x that satisfies Hx = λx.
• The matrix leaves its eigenvectors unchanged except for a scale factor
λ, which is the eigenvalue associated with that eigenvector.
• As we will see, Complex exponentials are eigen-functions of any LTI
system: pass through unchanged, except for a scale factor.
• This is why we like working in the frequency domain.
Complex exponential through LTI
system
The complex exponential signal ej2pf0t is an eigen-function of the LTI system

with impulse response h, and the corresponding eigen-value is H(f0).
Fourier transform
of impulse response h(t) = System transfer function H(f)
Fourier Series
• Fourier series represent periodic signals in terms of sinusoids or
complex exponentials.
• A signal u(t) is periodic with period T if u(t + T) = u(t) for all t.
• If u(t) is periodic with period T, then it is also periodic with period nT,
where n is any positive integer. The smallest time interval for which
u(t) is periodic is termed the fundamental period.
• Let us denote this by T0, and define the corresponding fundamental

frequency f0 = 1/T0 (measured in Hertz if T0 is measured in seconds).
Fourier Series
• It can be shown that any periodic signal with period T0 can be
expressed as a linear combination of complex exponentials, whose
frequencies are integer multiples of the fundamental frequency f0.
Fourier Series
Example: Fourier Series
• Determine the Fourier Series expansion for impulse train with period T0.
• The Fourier series of u(t) is
By shifting property of
impulse
Fourier Series Properties
Proof hint
and using the conjugate symmetry property
Real valued
signal
Differentiation
Proof
u(t)
Differentiateboth side wrt, we can see the result

0.
Parseval’s Identity
Fourier Transform
Fourier Transform of an aperiodic, finite energy signal u(t) is
Inverse Fourier Transform
Notation:
f versus ω (as we are familiar with
ω)
Fourier Transform
Properties
LINEARITY
DUALITY
TRANSLATION
Time delay corresponds to linear phase in frequency domain
Frequency shift corresponds to modulation by complex exponential in time domain
Proof: Simple try it

3. Time-Freq. Scaling
Time Frequency Scaling
Time compression leads

to freq expansion, and
vice versa
COMPLEX CONJUGATION
Complex conjugation in one domain corresponds to

flip and conjugation in the other
Proof:
Spectrum of real-valued signals is conjugate symmetric
Conjugate symmetry in rectangular coordinates:
Real part of spectrum is symmetric

Imaginary part of spectrum anti-symmetric
Conjugate symmetry in polar coordinates:

Magnitude of spectrum is symmetric | S( f ) || S( f ) |
Phase of spectrum is anti-symmetric arg( S ( f ))  arg( S ( f ))

Parseval’s Identity
Inner product can be computed in either time or frequency domain
Important implication: energy can be computed in time or frequency domain

Fourier Transform
Properties
Convolution Multiplication
Proof: Homework
Fourier Transform Pair
By using duality property, we infer that a signal that is ideally

bandlimited
in frequency corresponds to a sinc function in time
Energy Spectral Density
• Pass the signal u(t) through an ideal narrowband filter
Bandwidth
• Bandwidth of a signal quantifies its frequency occupancy for
• We only consider positive frequencies when computing bandwidth for

physical (real-valued) signals
• For example, a WiFi signal may occupy a 20 MHz bandwidth, between
2.4-2.42 GHz
Different Definition of Bandwidth
• The bandwidth of a signal u(t) is loosely defined to be the size of the
band of frequencies occupied by U(f).
• One option is to consider the band over which |U(f)2 is within some
fraction of its peak value (setting the fraction equal to 1/2
corresponds to the 3 dB bandwidth).
• Other option is energy containment bandwidth, which is the size of

the smallest band which contains a specified fraction of the signal
energy.
Example
Why do we need negative
frequencies?
• We like working with complex exponentials because they are eigen-functions
of LTI systems
• Need complex exponentials at both positive and negative frequencies to
span the space
• Real-valued sines and cosines with positive frequencies alone would also
work, but these are not eigenfunctions of LTI systems, hence are less
convenient.
• Physical signals are real-valued (time domain)
• Hence must satisfy condition of conjugate symmetry (all the information
resides in either positive or negative frequencies, hence only need
spectrum for one of these)
• Hence physical bandwidth one-sided bandwidth
Example: Bandwidth of a Boxcar
s(t)
1
t
T
Energy spectral density = magnitude squared of Fourier transform
Not strictly bandlimited, but can define fractional energy containment bandwidth
One-sided fractional energy containment bandwidth B (fraction a) satisfies:
Example: a=0.99 corresponds to 99% energy containment bandwidth

Example
• Determine the bandwidth of following signals:
• u(t) = sinc(2t), where the unit of time is microseconds.
• u(t) = I[2,4](t), where the unit of time is microseconds.
Example 1
• The waveform is not time limited in case a. The Fourier transform
would be:
• u(t) = sinc(2t) U(f) = ½ I[−1,1](f)
• Bandwidth is strictly limited to 1 MHz.

Example 2
• Time-limited waveform u(t) = I[2,4](t), is a time shifted version of
s(t) =I[-1,1](t)
• S(f) = 2 sinc(2f)
• U(f) = 2sinc(2f)e−j6pf ,
• which is not bandlimited. The 99% energy containment bandwidth W
may be defined by the equation,
• The 99% energy containment bandwidth W may be defined by the
equation,
Assigment-1
Exercise problems of Text Book- U. Madhow

2.1, 2.2, 2.3, 2.4, 2.5, 2.6, 2.7, 2.8, 2.9

Lecture 4 - Annotated - PPTX - Day1

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Frequency Domain

The complex exponential signal ej2pf0t is an eigen-function of the LTI system

• Let us denote this by T0, and define the corresponding fundamental

• The Fourier series of u(t) is

and using the conjugate symmetry property

Differentiateboth side wrt, we can see the result

Inverse Fourier Transform

Time delay corresponds to linear phase in frequency domain

Frequency shift corresponds to modulation by complex exponential in time domain

Proof: Simple try it

Time compression leads

Complex conjugation in one domain corresponds to

Conjugate symmetry in rectangular coordinates:

Real part of spectrum is symmetric

Conjugate symmetry in polar coordinates:

Important implication: energy can be computed in time or frequency domain

By using duality property, we infer that a signal that is ideally

• We only consider positive frequencies when computing bandwidth for

• Other option is energy containment bandwidth, which is the size of

Example: a=0.99 corresponds to 99% energy containment bandwidth

• Bandwidth is strictly limited to 1 MHz.

Exercise problems of Text Book- U. Madhow

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