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1 Fourier Series Representation of Periodic Signals Rui Wang, Assistant professor Dept. of Information and Communication Tongji University it
2 Outline The response of LIT system stem to complex exponentials Fourier series representation of continuous/discrete-time periodic signals Properties of continuous/discrete-time Fourier series Filtering 2
3 3.1 Introduction Representation & analysis of LTI using convolution sum/integral Representing signals as linear combinations of shifted impulses In chapters 3, 4, and 5, we learn alternative representation using complex exponentials. It provides us with another convenient way to analyze the system and gain insight into their properties. 3
4 3.1 Introduction In chapter 3, we focus on Representation of continuous/discrete-time periodic signals In chapters 4 and 5, we extend the analysis to Aperiodic signals with finite energy These representations provide us More powerful and important tools and insights for analyzing, designing and understanding signals and LTI systems 4
5 3.1 The response LTI to complex exponentials The importance of complex exponentials in the study of LTI systems stems from the fact: Continuous-time Discrete-time: How to prove them? 5
6 3.1 The response to LTI complex exponentials 6
7 3.1 The response to LTI complex exponentials An example: In general: 7
8 3.3 Fourier series representation of continuous-time periodic signals Linear combinations of harmonically related complex exponentials For periodic signal x(t), the minimum positive, non-zero value of T is fundamental period is referred to as the fundamental frequency Harmonically related complex exponentials 8
9 3.3 Fourier series representation of continuous-time periodic signals For a signal, the Fourier representation is For k = 0, the term is a constant For K=1 or -1, the terms is called the first harmonic component For K=2 or -2, the terms is called the second harmonic component For K=N or -N, the terms is called the N-th harmonic component 9
10 3.3 Fourier series representation of continuous-time periodic signals For real signals, we have And with, we have 10
11 3.3 Fourier series representation of continuous-time periodic signals 11
12 3.3 Fourier series representation of continuous-time periodic signals Determine the Fourier Series Representation Then we have Referred to as Fourier series coefficients Is the constant component of x(t) 12
13 3.3 Fourier series representation of continuous-time periodic signals Proof: 13
14 3.3 Fourier series representation of continuous-time periodic signals Example 1: consider a signal, Determine the Fourier series coefficient. 14
15 3.3 Fourier series representation of continuous-time periodic signals Solution: We have 15
16 3.3 Fourier series representation of continuous-time periodic signals Example 2: consider a signal, Determine the Fourier series coefficient. 16
17 3.3 Fourier series representation of continuous-time periodic signals Solution: We have 17
18 3.3 Fourier series representation of continuous-time periodic signals Example 3: consider a periodic square wave, Determine the Fourier series coefficient. 18
19 3.3 Fourier series representation of continuous-time periodic signals Solution: 19
20 3.4 Convergence of the Fourier representation In some cases, the integral in obtaining the coefficient is not convergent. Fortunately, there are no convergence difficulties for large classes of periodical signals. In most of cases, the periodic signals that can be represented by Fourier series is the signal with finite energy over a single period 20
21 3.4 Convergence of the Fourier representation Dirichlet conditions: Condition1 : Over any period, x(t) must be absolutely integrable, that is Which makes sure An example: 21
22 3.4 Convergence of the Fourier representation Dirichlet conditions: Condition 2 : In any finite interval of time, x(t) is of bounded variation, that is there are no more than a finite number of maxima and minima during any single period of the signal. An example: 22
23 3.4 Convergence of the Fourier representation Dirichlet conditions: Condition 3 : In any finite interval of time, there are only a finite number of discontinuities. Furthermore, each of these discontinuities is finite. In practice, more of signals are convergent. For this reason, the question of convergence of Fourier series will not play a significant role in the remainder of the book. 23
24 3.5 Properties of continuous-time Fourier Series Assumption: Fundamental period T, fundamental frequency is denotes a periodic signal and its Fourier series coefficient. Condition 1: Linearity (with the same period T) 24
25 3.5 Properties of continuous-time Fourier Series Condition 2: Time shifting Proof: 25
26 3.5 Properties of continuous-time Fourier Series Condition 3: Time reversal Proof: 26
27 3.5 Properties of continuous-time Fourier Series For even signal, its Fourier series coefficients are also even, i.e., For odd signal, its Fourier series coefficients are also odd, i.e., 27
28 3.5 Properties of continuous-time Fourier Series Condition 4: Time scaling Proof: the fundamental period and the fundamental frequency are changed. 28
29 3.5 Properties of continuous-time Fourier Series Condition 5: multiplication Proof: 29
30 3.5 Properties of continuous-time Fourier Series Condition 6: conjugation & conjugate symmetry With this property, we have if (real signal) If x(t) is real and even, we have real 30
31 3.5 Properties of continuous-time Fourier Series Condition 7: Parseval ss relation for continuous-time periodic signal Also 31
32 3.5 Properties of continuous-time Fourier Series Summary: Linearity Time shifting Frequency shifting Conjugation Time reversal Time Scaling (Period ) Periodic Convolution X(t) and y(t) are periodic and with period T & 32
33 3.5 Properties of continuous-time Fourier Series Multiplication Differentiation X(t) and y(t) are periodic and with period T & Integration (finite and periodic only if Conjugate Symmetry for Real Signals real 33
34 3.5 Properties of continuous-time Fourier Series X(t) and y(t) are periodic and with period T & Real and Even Signals X(t) real and even real and even Real and Odd Signals X(t) real and odd imaginary and odd Even-odd Decomposition of Real Signal [x(t) real] Parseval s s Relation for Periodic Signals 34
35 3.5 Properties of continuous-time Fourier Series Example 1: consider a signal, Determine the Fourier series coefficient. 35
36 3.5 Properties of continuous-time Fourier Series Solution: with time-shift property, the Fourier coefficient x(t-1) can be expressed as For the constant offset 1/2 36
37 3.5 Properties of continuous-time Fourier Series Example 2: consider a signal, Determine the Fourier series coefficient. 37
38 3.5 Properties of continuous-time Fourier Series Solution: 38
39 3.5 Properties of continuous-time Fourier Series Example 3: consider a signal, Determine the Fourier series coefficient. 39
40 3.5 Properties of continuous-time Fourier Series Solution1: 40
41 3.5 Properties of continuous-time Fourier Series Solution 2: 41
42 3.5 Properties of continuous-time Fourier Series Solution 2: 42
43 3.6 Fourier series representation of discrete-time periodic signals The Fourier series representation of a discrete-time periodic is a finite series. All of the following complex exponential have fundamental frequencies that are multiples of We have 43
44 3.6 Fourier series representation of discrete-time periodic signals The Fourier series representation of discretetime signals The problem to obtain a_k 44
45 3.6 Fourier series representation of discrete-time periodic signals We have a closed-form expression for obtaining discrete-time Fourier series pair 45
46 3.6 Fourier series representation of discrete-time periodic signals 46
47 3.6 Fourier series representation of discrete-time periodic signals Example 1: consider a signal, Determine the Fourier series coefficient. Solution: when is an integer, 47
48 3.6 Fourier series representation of discrete-time periodic signals When is a ratio of integers Then we have 48
49 3.6 Fourier series representation of discrete-time periodic signals Example 2: consider a discrete-time periodic square wave Determine the Fourier series coefficient. 49
50 3.6 Fourier series representation of discrete-time periodic signals Solution: Letting m = n+n_1 50
51 3.6 Fourier series representation of discrete-time periodic signals And and 51
52 3.7 Properties of discrete-time Fourier series Summary Linearity Time shifting Frequency shifting Conjugation Time reversal X[n] and y[n] are periodic and with period N & Time Scaling Periodic Convolution x[ n/ m] if n is a multiple of m (viewed as periodic x [ ] m ( m) n 0 if n is not a multiple of m with period mn) a k 52
53 3.5 Properties of continuous-time Fourier Series Multiplication First difference X[n] and y[n] are periodic and with period N & Running sum (finite and periodic only if Conjugate Symmetry for Real Signals real 53
54 3.5 Properties of continuous-time Fourier Series X(t) and y(t) are periodic and with period T & Real and Even Signals X[n] real and even real and even Real and Odd Signals X[n] real and odd imaginary and odd Even-odd Decomposition of Real Signal [x[n] real] Parseval s s Relation for Periodic Signals 54
55 3.7 Properties of discrete-time Fourier series Multiplication Assume We have 55
56 3.7 Properties of discrete-time Fourier series First difference Assume We have 56
57 3.7 Properties of discrete-time Fourier series Parseval s s relation 57
58 3.7 Properties of discrete-time Fourier series Example 1: consider a signal Determine the Fourier series coefficient. 58
59 3.7 Properties of discrete-time Fourier series solution: 59
60 3.7 Properties of discrete-time Fourier series solution: 60
61 3.7 Properties of discrete-time Fourier series Example 2: Consider a signal x[n] with X[n] is periodic with period N = 6 X[n] has the minimum power per period among the set of signals satisfying the preceding three conditions 61
62 3.7 Properties of discrete-time Fourier series solution: From condition 2, we conclude From condition 3, we have so Since the power is, to minimize the power We have 62
63 3.8 Fourier series and LTI systems For continuous-timetime case, with input where For discrete-time case, with input where We call H(s) and H(z) as system function 63
64 3.8 Fourier series and LTI systems We focus on and e st j t e are complex exponential signals at frequency z n j n e We call and as system function 64
65 3.8 Fourier series and LTI systems Based on that, with input We have [1] y(t) has the same fundamental frequency as x(t) [2] if is the set of Fourier series coefficient, then is the set of Fourier series coefficients for the output. 65
66 3.8 Fourier series and LTI systems Based on that, with input We have 66
67 3.8 Fourier series and LTI systems Example 1: with input and system unit impulse response being Determine the Fourier series coefficients of output. 67
68 3.8 Fourier series and LTI systems Solution: we first compute the frequency response The output is given by 68
69 3.8 Fourier series and LTI systems Example 2: with input and system unit impulse response being Determine the Fourier series coefficients of output. 69
70 3.8 Fourier series and LTI systems Solution: we first compute the Fourier series representation and the frequency response 70
71 3.8 Fourier series and LTI systems The output is given by 71
72 3.9 Filtering Filtering: change the relative amplitude of the frequency component in a signal or eliminate some frequency components Frequency-shaping filter: a LTI system which changes the shape of input spectrum Frequency-selective filter: pass some frequencies undistorted and significantly attenuate or eliminate others Why we can do this? 72
73 3.9 Filtering Frequency-shaping filters An example: Differentiating filter 73
74 3.9 Filtering Differentiating filter can A complex exponential input will receive a greater amplification for large values of Then, this filter will enhance the rapid variations in a signal Often used to enhance the edges in image processing 74
75 3.9 Filtering 75
76 3.9 Filtering Frequency-selective filters: pass some frequencies undistorted and significantly attenuate or eliminate others An example: reduce the noise in music or voice recording system Lowpass filter: pass low frequencies and attenuate or reject high frequencies Highpass filter: pass high frequencies and attenuate or reject low frequencies 76
77 3.9 Filtering Cutoff frequency: the frequency in the boundaries between frequencies that are passed and the frequencies that are rejected passband & stopband stopband passband stopband 77
78 3.9 Filtering For continuous-time case: Idea lowpass filter: 78
79 3.9 Filtering For continuous-time case: Idea highpass filter with cutoff frequency Idea bandpass filter 79
80 3.9 Filtering For discrete-time case: Idea lowpass filter: 80
81 3.9 Filtering For discrete-time case: Idea highpass filter with cutoff frequency Idea bandpass filter 81
82 3.10 Examples of continuous-time filters described d by differential equations In many applications, frequency-selective filtering is accomplished by use of LTI systems described by Linear constant-coefficient differential equations Linear constant-coefficient coefficient difference equations 82
83 3.10 Examples of continuous-time filters described d by differential equations A simple RC lowpass filter First-order RC circuit The output voltage is related to the input voltage through the following linear constant-coefficient differential equation 83
84 3.10 Examples of continuous-time filters described d by differential equations Determine the frequency response 84
85 3.10 Examples of continuous-time filters described d by differential equations The magnitude and phase of frequency response are 85
86 3.10 Examples of continuous-time filters described d by differential equations A simple RC highpass filter First-order RC circuit The output voltage is related to the input voltage through the following linear constant-coefficient differential equation 86
87 3.10 Examples of continuous-time filters described d by differential equations Determine the frequency response 87
88 3.11 Examples of discrete-time filters described d by differential equations The discrete-time system described by difference equations can be Recursive and have impulse responses of infinite system (IIR systems) Nonrecursive have finite-length impulse responses (FIR systems) 88
89 3.11 Examples of discrete-time filters described d by differential equations First-order recursive discrete-time filters 89
90 3.10 Examples of continuous-time filters described d by differential equations When 90
91 3.10 Examples of continuous-time filters described d by differential equations When 91
92 3.11 Examples of discrete-time filters described d by differential equations General form of nonrecursive discrete-time filters (moving-average filter) An example: 92
93 3.11 Examples of discrete-time filters described d by differential equations When M=N=16 93
94 3.11 Examples of discrete-time filters described d by differential equations When M=N=32 94
95 3.11 Examples of discrete-time filters described d by differential equations Use nonrecursive discrete-time to perform highpass filtering operation 95
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