EEE303:SignalsandLinearSystems

Orthogonalitybetweentwosignals
Letusapproximateafunction f (t ) byafunction x(t ) overaninterval t1 t t2 : f (t ) = cx(t ); Theerrorinapproximationis,

t1 t t2

e(t ) = f (t ) cx (t ) Theenergyoferrorsignalovertheinterval [t1 , t2 ] is,

Ee =
= = =

t2

t1

f (t ) cx(t ) dt =
2

t2

t1

{ f (t ) cx(t )}{ f * (t ) cx * (t )} dt
2 t2 t2 t1 t1 t2

t2

t1

f (t ) dt + c 2 x(t ) dt c f * (t ) x(t )dt c f (t ) x* (t )dt

2 t1

t2

t2

t1

f (t ) dt + c 2 Ex c f * (t ) x(t ) dt c f (t ) x* (t )dt
2 t1 t1

t2

t2

t1

1 f (t ) dt + c Ex Ex
2

t2

t1

f (t ) x (t )dt
*

1 Ex

t2

t1

f (t ) x (t )dt

Wewanttominimizetheerrorenergybychoosingsuitablevalueofc.Itisseenfromtheaboveequationthatthe1st andthelasttermsarenotthefunctionofc.Wecanminimize Ee bysettingthe2ndtermtozero. Thisyields,

c=

1 Ex

t2

t1

f (t ) x* (t ) dt

If f (t ) and x(t ) areorthogonal, c = 0 . Thusifthetwosignals x1 (t ) and x2 (t ) areorthogonaloveraninterval [t1 , t2 ] ,then,

t2

t1

x1 (t ) x2* (t )dt = 0 .

Energyofsumoforthogonalsignals
Let,

x(t ) = x1 (t ) + x2 (t ); t1 t t2 where x1 (t ) and x2 (t ) areorthogonal.

Then, Ex =

t2

t1

x1 (t ) + x2 (t ) dt = Ex1 + Ex2 +

t2

t1

x1 (t ) x2* (t )dt +

t2

t1

x1* (t ) x2 (t )dt = E x1 + E x2

Thustheenergyofthesumoftwoorthogonalsignalsisequaltothesumoftheenergiesofthetwosignals.

Orthogonalsignalspace
Wecanapproximateanysignalovertheinterval [t1 , t2 ] byasetofNmutuallyorthogonalsignals x1 (t ), x2 (t ),

L , xn (t ) as,

f (t ) cn xn (t )
n =1

Error,

e(t ) = f (t ) cn xn (t )
n =1

Theenergyoftheerrorsignalisminimizedif,

cn =

1 En

t2

t1

f (t ) xn (t ) dt

Ee =

t2

t1

f (t ) cn xn (t ) dt .Setting
n =1
t2

Ee = 0 ci

ci

t2

t1

2 2 2ci f (t ) xi (t ) + ci xi (t ) dt = 0

ci
Now, Ee =

=
2

t1

f (t ) xi (t )dt
t2 t1

t2 t1

t2

t1

f (t ) xi (t )dt Ei

xi 2 (t )dt
N 2 2

t2

t1

f (t )dt + cn
n =1

xn (t ) dt 2 cn f (t ) xn (t ) dt
t2 n =1 t1

Or, Ee =

t2

t1

f 2 (t )dt + cn 2 En 2 cn cn En = f 2 (t ) dt cn 2 En
t2 n =1 n =1 t1 n =1

As, N , Ee 0 andtheenergyof f (t ) isequaltothesumoftheenergiesoftheorthogonalcomponents.

f (t ) = cn xn (t ); t1 t t2
n =1

TheaboveequationiscalledgeneralizedFourierseries.Theset { xn (t )} iscalledasetofbasisfunctions. Theenergyofthesignal f (t ) is, E f =

c
n =1

En .ThisequationiscalledParsevalsTheorem.

TrigonometricFourierseries
Letusconsiderasignalset:

{1, cos 0t , cos 20t , L, cos n0t ,L;

Asinusoidalwithfrequency n0 iscalledthenthharmonicofsinusoidalfrequency 0 ,wherenisaninteger. 0 is calledthefundamentalcomponent.

sin 0t , sin 20t , L,sin n0t , LL}

mn 0 cos m t cos n tdt = 0 0 T0 T0 / 2 m = n 0 mn 0 sin m t sin n tdt = 0 0 T0 T0 / 2 m = n 0

T0

sin m0t cos n0tdt = 0 for all m and n 2 . T0

Thustheabovesetisorthogonaloveranintervalofduration, 0 = So,wecanexpress f (t ) bytrigonometricFourierseriesas,

f (t ) = a0 + a1 cos 0t + a2 cos 20t + L + b1 sin 0t + b2 sin 20t + L

t1 t t1 + T0

or, f (t ) = a0 + where, a0 =

(a
n =1

cos n0t +bn sin n0t )

1 T0

T0

f (t )dt , an =

T0

f (t ) cos n0tdt
T0

cos n0tdt
2

2 T0

T0

f (t ) cos n0tdt , bn =

2 T0

T0

f (t ) sin n0tdt .

CompactformofF.S.
b f (t ) = c0 + cn cos( n0t + n ) ;where, c0 = a0 , cn = an 2 + bn 2 and n = tan 1 n n =1 an

ExponentialformofF.S.

f (t ) =

n =

de
n

jn0t

;
1 T0

t1 t t1 + T0 ;

where, d 0 = c0 = a0 ,and d n =

T0

1 f (t )e jn0t dt ; d n = ( an jbn ) . 2

Relationshipbetweencnanddn:

dn = dn =

cn 2

n 0 and d n = n , d n = n and d 0 = c0 = a0 .
,

Example 1.Drawtheexponentialspectraof f (t ) = 16 + 12 cos(3t / 4) + 8 cos(6t / 2) + 4 cos(9t / 4) .

f (t ) = 16 + 6[e j (3t / 4) + e j (3t / 4) ] + 4[e j (6t / 2) + e j (6t / 2) ] + 2[e j (9t / 4) + e j (9t / 4) ] or, f (t ) = 16 + 6e j / 4 e j 3t + 6e j / 4 e j 3t + 4e j / 2 e j 6t + 4e j / 2 e j 6t + 2e j / 4 e j 9t + 2e j / 4 e j 9t

Theplotisshownbelow.

2.FindtheFouriercoefficientsofthesignal f (t ) = 1 + sin 0t + 2 cos 0t + cos(20t + / 4) . [ans: 1 + 1.11( 26.56o )e

j0t

+ 1.11(26.56o )e j0t + 0.5(45o )e j 20t + 0.5(45o )e j 20t ]

3.FindtheFouriercoefficientsofthesignal x (t ) = sin 2 t .

1 1 1 Thus, d 0 = , d1 = , d 2 = and all other d n = 0. 2 4 4 4.Considertheperiodicsquarewave x(t ) asshowninFigurebelow.DeterminetheexponentialF.S.of x(t ) .

1 dn = T0

T0

1 f (t )e jn0t dt = T0

T0 / 2

A [1 (1) n ] Ae jn0t dt = j 2 n
A .[ans] 2

0 Thus d n = A j n

n = 2m 0 n = 2m + 1
and d 0 =

ConvergenceofFourierseries Aperiodicsignal x(t ) hasaF.S.representationifissatisfiesthefollowingconditions: 1.

T0

x (t ) dt <

2. x(t ) hasafinitenumberofmaximaandminima.

3. x(t ) musthavefinitenumberofdiscontinuitieswithinanyfiniteintervaloft.Atthepointof 4.DeterminetheFourierseriesrepresentationfor x (t ) = 2 sin(2 t 3) + sin(6 t ) . discontinuity,thesumoftheseriesistheaverageoftheleftandrighthandlimitsof x(t ) at t0 .

PropertiesofFourierseries 1.Linearity:
F .S . x(t ) ak , F .S . y (t ) bk F .S . z (t ) = Ax(t ) + By (t ) Aak + Bbk

2.Timeshifting: Let, y (t ) = x (t t0 )
F .S . F .S . Then, x (t ) ak , y (t ) [e jk0t0 ]ak 3.Timereversal: F .S . F .S . x (t ) ak , x (t ) a k 4.Conjugationandconjugatesymmetry: F .S . F .S . * x (t ) ak , x* (t ) a k

* a = ak . Forrealandeven x(t ) , ak = a k = a k ,thus k ThisimpliesthattheFouriercoefficientsarerealandeven. *

* a = a k . Forrealandodd x(t ) , ak = a k = a k ,thus k ThisimpliesthattheFouriercoefficientsarepurelyimaginaryandodd. 5.Parsivalsrelationforperiodicsignal:

x (t ) =

k =

ae
k

jk0 t

2 1 1 x t dt = ( ) ak T T T k = 2

jk0t

dt =

k =

2 jk0t = 1 ak ; e

Or, Pav =

k =

2 ak = a0 + 2 ak . 2

k =1

ThisrelationiscalledParsivalsrelationforperiodicsignal. Effectofsymmetry Evensymmetry: bn = 0,

b a 4 T /2 4 T /2 , d n = n .Oddsymmetry: an = 0, bn , d n = n . 0 0 2 2j T T Halfwaveoddsymmetry: x (t T / 2) = x(t ) 4 T /2 Inthiscase, a0 = 0, a2 n = b2 n = 0 .Onlyoddharmonicswillbepresentandthelimitofintegration . T 0

an
Example FindtheFourierseriesoftheinputandoutputvoltageofanidealfullwaverectifierasshowninFigurebelow.

Fourierseriescoefficientsof vin (t )

eax 2 A e jk0t 2 A jk0t ax xe dx = { jk t 1} = ; Formulae: t . e dt ( ax 1) 0 T / 2 T a2 T 2 ( jk0 ) 2 T / 2 T /2 2 A 1 2 jA T jk0T / 2 = 2 Or, ak = 2 2 2 jk0t e jk0t e jk0t e + e jk0T / 2 0 / 2 T T k T k 2
1 a0 = 0, ak = T
T /2
0 0

T /2

Or, ak =

jA jA jA(1) k jk jk e e cos k + = = k 2 k k Fourierseriescoefficientsof v (t ) A 1 0 2A 1 T / 2 2 A jk0t 1 T / 2 2 A jk0t 1 + e jk0t ) dt te dt = t (e a0 = AT / T = , ak = te jk0t dt + 0 0 T / 2 T T T T T T 2 2 1 A 4A T /2 Or, ak = 2 t cos k0tdt = (1) k 1 ;Formulae: x cos axdx = 2 ( cos ax + ax sin ax ) 2 a ( k ) T 0
Fortheaboveproblem,findtheaveragepowerofalltheharmoniccomponentsofoutput.

Problem FindthefundamentalperiodT,andtheFourierseriescoefficientsofthefollowingperiodicsignal x(t ) .Alsofindthe totalaveragepowerofthesecondandthethirdharmoniccomponentsofthesignal.

j 13 ; Pavg = [ans] a0 = 0, ak = k 18 2
6.Convolutionoftwoperiodicsignals(withsameperiod):
F .S . x (t ) ak , F .S . y (t ) bk F .S . z (t ) = x (t ) y (t ) ck ( = ak bk )

z (t ) hasthesameperiodas x(t ) and y (t ) . 7.Integrationofperiodicsignals:

F .S . If x (t ) ak ,then

1 F .S . x(t )dt ak jk0

t

Itwillbeperiodiconlyif a0 = 0 .Thispropertyindicatesthatintegratorattenuateshighfrequencycomponentsof thesignal. 8.Differentiationofperiodicsignals:

F .S . If x (t ) ak , then

dx(t ) F .S . ( jk0 )ak dt

Thusthedifferentiatorenhancesthehighfrequencycomponentofasignal. Example DeterminetheexponentialFourierseriesof T0 (t ) .

Formulae:

2 ; T0 k = 1 T0 / 2 1 dk = (t )e jk0t dt = . / 2 T 0 T0 T0 1 e jk0t [ans] Hence, T0 (t ) = T0 k = 1 1 x sin axdx = a 2 ( sin ax ax cos ax ) ; x cos axdx = a 2 ( cos ax + ax sin ax ) e ax ax = xe dx ( ax 1) ; a2

T (t ) =
0

de
k

jk0t

; 0 =

TheGibbsPhenomenon
Ifthereisajumpdiscontinuityin x(t ) ,thetruncatedF.S.exhibitsanoscillatorybehavioraroundthatpoint.Thereis anovershootof9%inthevicinityofdiscontinuityatthefirstpeakofoscillation,regardlessofthevalueofN.This behavioriscalledGibbsphenomena.

Decayrateofamplitudespectrum
If f (t ) isasmoothfunction,theamplitudespectrumdecaysswiftlywithfrequency.InthiscasefewertermsinF.S. providegoodapproximation. If f (t ) hasjumpdiscontinuities,itssynthesisrequirelargenumberofhighfrequencycomponents.Theamplitude spectrumdecaysslowlyas1/n.Fortriangularpulsethespectrumdecaysrapidlywithfrequencyas1/n2.Ingeneral, ifthefirst(k1)derivativesofx(t)arecontinuousandkthderivativeisdiscontinuous,thentheamplitudespectrum decaysas1/nk+1.

LTIsystemresponsetoperiodicinputs
WehaveseenearlierthatacomplexexponentialinputtoaLTIsystemgeneratesanoutputequaltotheinput multipliedbythesystemfrequencyresponse.Thatis,theinput x (t ) = e jt resultsintheoutput, if

y (t ) = H ( j )e jt .
x(t ) =
n =

Usinglinearityproperty,

de
n
n

jn0t

jn0t

then, y (t ) =

n =

d H ( jn )e
0

Example Thesignal x(t ) isinputtoanLTIsystemwithimpulseresponse h(t ) = e 5t sin(10 t )u (t ) .FindtheF.S.coefficientsof theinputandtheoutputvoltagefor60%dutycycle.

2T1 T 2sin( n0T1 ) sin( n0T1 ) 2T1 2T dn = = = sinc k 1 n0T n T T sin x DEF: sinc( x ) := . x 3 3k 60%dutycyclemeans,2T1=0.6T,thatis,T1=0.3T;Then, d n = sinc . 5 5 10 5t jt ThefrequencyresponseoftheLTIsystemis, H ( j ) = e sin(10 t )e dt = . 2 0 25 + 100 2 + j10 10 ' .[ans] ThentheF.S.coefficientoftheoutputsignalis, d n = H ( jn0 ) d n = 2 25 ( k0 ) + 100 2 + j10k0 d0 =