Vous êtes sur la page 1sur 17

Representing a Signal

The convolution method for finding the


response of a system to an excitation takes
advantage of the linearity and timeinvariance of the system and represents the
excitation as a linear combination of impulses
and the response as a linear combination of
impulse responses

The Fourier series represents a signal as a
linear combination of complex sinusoids

Continuous-Time Fourier
Methods

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl

1

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

Linearity and Superposition


Real and Complex Sinusoids


If an excitation can be expressed as a sum of complex sinusoids



the response of an LTI system can be expressed as the sum of

responses to complex sinusoids.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


Jean Baptiste Joseph Fourier


cos( x ) =

e jx + e jx
2

sin( x ) =

e jx e jx
j2

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


Conceptual Overview

The Fourier series represents a signal as a sum of sinusoids.

The best approximation to the dashed-line signal below using

only a constant is the solid

Constant
line. (A constant is a

0.6
cosine of zero frequency.)

-4

10

-0.6

x(t)

1.6

Exact x(t)
Approximation of x(t) by a constant

-4

3/21/1768 - 5/16/1830

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


t0

t0 + T

10

Conceptual Overview

Conceptual Overview

The best approximation to the dashed-line signal using a constant



plus one real sinusoid of the same fundamental frequency as the

dashed-line signal is the solid line.

The best approximation to the dashed-line signal using a constant



plus one sinusoid of the same fundamental frequency as the

dashed-line signal plus another sinusoid of twice the fundamental

frequency of the dashed-line signal is the solid line.

Sinusoid 1
0.6

-4

10

-0.6

x(t)
Exact x(t)
Approximation of x(t) through 1 sinusoid

1.6
1

-4

t0

t0 + T

10

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


Conceptual Overview

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


Conceptual Overview

The best approximation to the dashed-line signal using a constant



plus three sinusoids is the solid line. In this case (but not in general),
the third sinusoid has zero amplitude. This means that no sinusoid of
three times the fundamental frequency improves the approximation.

The best approximation to the dashed-line signal using a constant



plus four sinusoids is the solid line. This is a good approximation
which gets better with the addition of more sinusoids at higher
integer multiples of the fundamental frequency.

Sinusoid 3
0.6

-4

10

-0.6

x(t)

Exact x(t)
Approximation of x(t) through 3 sinusoids

t0

-4

t0 + T

10

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


Continuous-Time Fourier Series


Definition

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


10

Orthogonality

The Fourier series representation of a signal x(t)


over a time t 0 < t < t 0 + T is
x (t ) =

c [k ]e

j 2 kt /T

k=

where c x [k] is the harmonic function and k is the harmonic


number. The harmonic function can be found from the signal
using the princple of orthogonality.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


11

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


12

Orthogonality

Orthogonality

Using Euler's identity

(e

j 2 kt /T

t 0 +T

, e j 2 qt /T =

t0

Therefore e j 2 kt /T and e j 2 qt /T are orthogonal if k and q are not equal.

kq
kq

cos 2 T t + j sin 2 T t dt

If k = q,

(e

j 2 kt /T

,e

j 2 qt /T

t 0 +T

)=

cos ( 0 ) + j sin ( 0 ) dt =

t 0 +T

j 2 kt /T

by e j 2 qt /T (q an integer)
dt = T .

c [k ]e

x ( t ) e j 2 qt /T =

t0

j 2 ( kq )t /T

k=

If k q, the integral
j 2 kt /T

c [k ]e

k=

t0

(e

Now multiply the Fourier series expression x ( t ) =

t 0 +T

, e j 2 qt /T =

t0

and integrate both sides over the interval t 0 t < t 0 + T

kq
kq

cos 2 T t + j sin 2 T t dt

t 0 +T

x (t ) e

dt =

t 0 +T

t0

k=

t0

is over a non-zero integer number of cycles of a cosine and a sine


and is therefore zero.
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

j 2 qt /T

13

c [ k ] e

j 2 ( kq )t /T

dt .

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


14

Continuous-Time Fourier Series


Definition

Orthogonality

Summarizing
x (t ) =

c [k ]e

j 2 kt /T

and

cx [ k ] =

k=

1
T

t 0 +T

x (t ) e

j 2 kt /T

dt .

t0

The signal and its harmonic function form a Fourier series


FS
pair x ( t )
c x [ k ] where T is the representation time and,
T

therefore, the fundamental period of the CTFS representation of x ( t ) .

If T is also period of x ( t ) , the CTFS representation of x ( t ) is valid


for all time. This is, by far, the most common use of the CTFS in
engineering applications. If T is not a period of x ( t ) , the CTFS
representation is generally valid only in the interval t 0 t < t 0 + T .
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

15

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


16

The Trigonometric CTFS


CTFS of a Real Function


The fact that, for a real-valued function x ( t )


c x [ k ] = c*x [ k ]

also leads to the definition of an alternate form of the CTFS,


the so-called trigonometric form.

It can be shown that the continuous-time Fourier series (CTFS)


harmonic function of any real-valued function x ( t ) has the property
that c x [ k ] = c*x [ k ].

x ( t ) = a x [ 0 ] + {a x [ k ] cos ( 2 kt / T ) + b x [ k ] sin ( 2 kt / T )}

One implication of this fact is that, for real-valued functions,


the magnitude of the harmonic function is an even function

where

k=1

ax [k ] =

and the phase is an odd function.

bx [ k ] =
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

17

2
T
2
T

t 0 +T

x (t ) cos ( 2 kt / T ) dt

t0

t 0 +T

x (t ) sin ( 2 kt / T ) dt

t0

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


18

The Trigonometric CTFS


CTFS Example #1

Since both the complex and trigonometric forms of the CTFS represent a signal, there
must be relationships between the harmonic functions. Those relationships are
a x [ 0 ] = cx [ 0 ]

bx [0] = 0

*
a x [ k ] = cx [ k ] + cx [ k ]
b [ k ] = j c [ k ] c* [ k ]
x
x
x

, k = 1, 2, 3,

cx [ 0 ] = a x [ 0 ]

a x [ k ] j bx [ k ]

cx [ k ] =

, k = 1, 2, 3,
2

a x [ k ] + j bx [ k ]

*
c
k
=
c
k
=
x [ ] x [ ]

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


19

CTFS Example #1

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


20

CTFS Example #2

Let a signal be defined by x ( t ) = 2 cos ( 400 t ) and let


T = 10 ms which is 2T0 .

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


21

CTFS Example #2

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


22

CTFS Example #3

Let x ( t ) = 1 / 2 ( 3 / 4 ) cos ( 20 t ) + (1 / 2 ) sin ( 30 t ) and let T = 200 ms.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


23

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


24

CTFS Example #3

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


CTFS Example #3

25

CTFS Example #3

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


26

Linearity of the CTFS


These relations hold only if the harmonic functions of all



the component functions are based on the same

representation time T.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

27

CTFS Example #4

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


28

CTFS Example #4

Let the signal be a 50% duty-cycle square wave with an


amplitude of one and a fundamental period T0 = 1.
x ( t ) = rect ( 2t ) 1 ( t )

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


29

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


30

CTFS Example #4

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


CTFS Example #4

31

CTFS Example #4

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


32

The Sinc Function


Let x ( t ) = A rect ( t / w ) T0 ( t ) , w < T0 . Then

A graph of the magnitude and phase of the harmonic function



as a function of harmonic number is a good way of illustrating it.

FS
x ( t ) = A rect ( t / w ) T0 ( t )
cx [ k ] = A
T0

sin ( kw / T0 )
k

sin ( x )
arises frequently enough
x
sin ( t )
to be given its own name "sinc". That is sinc ( t ) =
.
t
The mathematical form

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


33

CTFS Example #5

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


34

CTFS Example #5

Let x ( t ) = 2 cos ( 400 t ) and let T = 7.5 ms which is


1.5 fundamental periods of this signal.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


35

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


36

CTFS Example #5

CTFS Example #5

The CTFS representation of this cosine is the signal

below, which is an odd function, and the discontinuities

make the representation have significant higher harmonic

content. This is a very inelegant representation.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


37

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


38

Convergence of the CTFS


CTFS of Even and Odd Functions


Partial CTFS Sums



x N (t ) =

For an even function, the complex CTFS harmonic function

For continuous signals,



convergence is exact at

every point.

c x [ k ] is purely real and the sine harmonic function a x [ k ] is


zero.

c [k ]e

j 2 kt /T0

k= N

A Continuous Signal

For an odd function, the complex CTFS harmonic function


c x [ k ] is purely imaginary and the cosine harmonic function
b x [ k ] is zero.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


39

Convergence of the CTFS


M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


40

Convergence of the CTFS


Partial CTFS Sums


For discontinuous signals,



convergence is exact at

every point of continuity.

At points of discontinuity

the Fourier series

representation converges

to the mid-point of the

discontinuity.

Discontinuous Signal

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


41

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


42

Numerical Computation of the CTFS


Numerical Computation of the CTFS


How could we find the CTFS of a signal which has no



known functional description?



Numerically.

cx [ k ] =

1
T

cx [ k ]

(t ) e j 2 kt /T dt
T x

( n+1)Ts

1 N 1
j 2 knTs /T
dt
x ( nTs ) e

T n=0 nTs

Samples from x(t)


Unknown

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

43

Numerical Computation of the CTFS


M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


44

Numerical Computation of the CTFS



The Discrete Fourier Transform

N 1

D F T x ( nTs ) = x ( nTs ) e j 2 nk /N
It can be shown (Web Appendix F) that, for harmonic numbers
k << N

n=0

is an intrinsic function in most modern high-level computer


languages.

c x [ k ] (1 / N ) D F T x ( nTs ) , k << N
where

N -1

D F T x ( nTs ) = x ( nTs ) e- j 2 nk /N
n=0

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


45

CTFS Properties

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


46

CTFS Properties

Let a signal x(t) have a fundamental period T0 x and let a


signal y(t) have a fundamental period T0 y . Let the CTFS

FS
Time Shifting
x ( t t 0 )
e j 2 kt0 /T c x [ k ]
T

harmonic functions, each using a common period T as the


representation time, be c x [k] and c y [k]. Then the following
properties apply.

Linearity

FS
x ( t ) + y ( t )
cx [ k ] + cy [ k ]
T

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


47

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


48

CTFS Properties

CTFS Properties

Frequency Shifting

FS
(Harmonic Number
e j 2 k0t /T x ( t )
c x [ k k0 ]
T
Shifting)

Time Scaling
Let z ( t ) = x ( at ) , a > 0

Case 1. T = T0 x / a = T0 z for z ( t )
cz [ k ] = cx [ k ]

A shift in frequency (harmonic number) corresponds to



multiplication of the time function by a complex exponential.

Case 2. T = T0 x for z ( t )

If a is an integer,
c x [ k / a ] , k / a an integer
cz [ k ] =
, otherwise
0

FS
c x [ k ]
Time Reversal
x ( t )
T

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


49

CTFS Properties

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


50

CTFS Properties

Time Scaling (continued)


Change of Representation Time


FS
With T = T0 x , x ( t )
cx [ k ]
T

FS
With T = mT0 x , x ( t )
c x,m [ k ]
T

c [ k / m ] , k / m an integer
c x,m [ k ] = x
, otherwise
0
(m is any positive integer)

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


51

CTFS Properties

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


52

CTFS Properties

Change of Representation Time



Time Differentiation

FS

d
FS
j2 k c x [ k ] / T
( x (t ))
T
dt

FS

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


53

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


54

CTFS Properties

CTFS Properties

Multiplication - Convolution Duality

Time Integration

Case 1

Case 1. c x [ 0 ] = 0

FS
x ( t ) y ( t )
cx [ k ] cy [ k ]
T

Case 2

(The harmonic functions c x [k] and c y [k] must be based

cx [ k ]
x ( ) d j2 k / T , k 0

on the same representation time T .)

FS
T

FS
x ( t ) y ( t )
T cx [ k ] cy [ k ]
T

The symbol indicates periodic convolution.


Periodic convolution is defined mathematically by

Case 2. c x [ 0 ] 0
t

x ( t ) y ( t ) = x ( ) y ( t ) d
T

x ( ) d is not periodic

x ( t ) y ( t ) = x ap ( t ) y ( t ) where x ap ( t ) is any single period of x ( t )

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


55

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


CTFS Properties

56

CTFS Properties

Conjugation
FS
x* ( t )
c*x [ k ]
T

Parsevals Theorem

2
1
2
x ( t ) dt = c x [ k ]
T T
k=
The average power of a periodic signal is the sum of the
average powers in its harmonic components.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


57

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


58

CTFS Examples

Some Common CTFS Pairs



FS
1
[ k ] , T arbitrary
T

(1 / T0 ) , k / m an integer
FS
T0 ( t )

mT0
, otherwise
0
FS
e j 2 qt /T0

mq
[
]
mT0

FS
sin ( 2 qt / T0 )
( j / 2 ) ( [ k + mq ] [ k mq ])
mT0

FS
cos ( 2 qt / T0 )
(1 / 2 ) ( [ k mq ] + [ k + mq ])
mT0

FS
rect ( t / w ) T0 ( t )
( w / T0 ) sinc ( wk / mT0 ) m [ k ]
mT0
FS
tri ( t / w ) T0 ( t )
( w / T0 ) sinc 2 ( wk / mT0 ) m [ k ]
mT0

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


59

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


60

10

CTFS Examples

CTFS Examples

Find the CTFS harmonic function of x ( t ) with T = 10 8.


c x [ k ] = (1 / T ) x ( t ) e j 2 kt /T dt c x [ 0 ] = 10 8

x ( t ) = 12 sin ( 2 t / 0.01) rect ( t / 0.01) 0.02 ( t )

x ( t ) = 12 sin ( 200 t ) rect (100t ) 0.02 ( t )

c x [ k ] = 10 8

Find the CTFS harmonic function of x ( t ) with T = 20 ms.

10

( 35 10 t ) dt = 35 / 2
8

( 35 10 t ) e
8

j 2 10 8 kt

10

sin ( 2 qt / T0 )
( j / 2 ) ( [ k + mq ] [ k mq ])

te

dt = 35 1016

j 2 10 8 kt

dt

10
8
8

10 8
e j 2 10 kt
e j 2 10 kt

c x [ k ] = 35 1016 t

dt
8
j2 10 8 k
0
j2 10 k 0

10 8
j 2 k
8
10 8 e j 2 10 kt
e

c x [ k ] = 35 1016

2
8
8
j2 10 k j2 10 k 0

FS
mT0

FS
sin ( 200 t )
( j / 2 ) ( [ k + 2 1] [ k 2 1])
20.01

FS
rect ( t / w ) T0 ( t )
( w / T0 ) sinc ( wk / mT0 ) m [ k ]
mT0
FS
rect (100t ) 0.02 ( t )
(1 / 2 ) sinc ( k / 2 )
10.02

FS
Using x ( t ) y ( t )
c x [ k ] c y [ k ],
T

FS
12 sin ( 200 t ) rect (100t ) 0.02 ( t )
12 ( j / 2 ) ( [ k + 2 ] [ k 2 ]) (1 / 2 ) sinc ( k / 2 )
0.02

FS
12 sin ( 200 t ) rect (100t ) 0.02 ( t )
j3 sinc (( k + 2 ) / 2 ) sinc (( k 2 ) / 2 )
0.02

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


10 16 e j 2 k
1 e j 2 k
1 e j 2 k j2 ke j 2 k
c x [ k ] = 35 1016
+
= 35
j2 k
( j2 k )2 1016
( j2 k )2

1 / 2 , k = 0

c x [ k ] = 35 j
2 k , k 0

61

LTI Systems with Periodic Excitation


M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


62

LTI Systems with Periodic Excitation


The differential equation describing an RC lowpass filter is

If the excitation is periodic, the response is also, with the


same fundamental period. Therefore the response can be
expressed as a CTFS also.

RC vout ( t ) + vout ( t ) = vin ( t )

If the excitation vin ( t ) is periodic it can be expressed as a

vout,k ( t ) = c out e j 2 kt /T

CTFS,
vin ( t ) =

10 8

c [k ]e

j 2 kt /T

Then the equation for the kth harmonic becomes

in

( j2k RC / T ) c out [ k ] e j 2 kt /T + c out [ k ] e j 2 kt /T

k=

The equation for the kth harmonic alone is

Notice that what was once a differential equation is now


an algebraic equation.

RC vout,k ( t ) + vout,k ( t ) = vin,k ( t ) = cin [ k ] e j 2 kt /T

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


= cin [ k ] e j 2 kt /T

63

LTI Systems with Periodic Excitation


M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


64

LTI Systems with Periodic Excitation


Solving the kth-harmonic equation,


cin [ k ]
j2k RC / T + 1
Then the response can be written as
c out [ k ] =

vout ( t ) =

c [k ]e
out

k=

j 2 kt /T

k=

The ratio

cin [ k ]
e j 2 kt /T
j2k RC / T + 1

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


c out [ k ]
is the
cin [ k ]

harmonic response of the system.

65

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


66

11

Extending the CTFS



The CTFS is a good analysis tool for systems with
periodic excitation but the CTFS cannot represent
an aperiodic signal for all time

The continuous-time Fourier transform (CTFT)
can represent an aperiodic signal for all time

Continuous-Time Fourier
Methods

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl

67

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

CTFS-to-CTFT Transition

CTFS-to-CTFT Transition

Below are graphs of the magnitude of c x [ k ] for 50% and 10% duty

Consider a periodic pulse-train signal x ( t ) with duty cycle w / T0

Its CTFS harmonic function is c x [ k ] =

68

cycles. As the period increases the sinc function widens and its
magnitude falls. As the period approaches infinity, the CTFS
harmonic function becomes an infinitely-wide sinc function with zero
amplitude.

kw
Aw
sinc
T0
T0

w=

T0
2

w=

T0
10

As the period T0 is increased, holding w constant, the duty


cycle is decreased. When the period becomes infinite (and
the duty cycle becomes zero) x ( t ) is no longer periodic.
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

69

CTFS-to-CTFT Transition

70

CTFS-to-CTFT Transition

In the limit as the period approaches infinity, the modified
CTFS harmonic function approaches a function of continuous
frequency f (kf0 ).

This infinity-and-zero problem can be solved by normalizing


the CTFS harmonic function. Define a new modified CTFS
harmonic function T0 c x [ k ] = Aw sinc ( wkf0 ) and graph it
versus kf0 instead of versus k.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


( f0 = 1 / T0 )

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


71

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


72

12

CTFS-to-CTFT Transition

Definition of the CTFT



Forward
X ( f ) = F ( x ( t )) =

f form

x (t ) e

j 2 ft

x (t ) = F

x (t ) e

j t

( X ( f )) = X ( f ) e

-1

+ j 2 ft

df

form

Forward
X ( j ) = F ( x ( t )) =

dt

Inverse

dt

Inverse

x (t ) = F

( X ( j )) = 21 X ( j ) e

-1

+ j t

Commonly-used notation:
F
x ( t )
X( f )

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


73

or

F
x ( t )
X ( j )

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


74

Frequency Content

Some Remarkable Implications
of the Fourier Transform

Highpass

Lowpass

The CTFT expresses a finite-amplitude, real-valued, aperiodic

signal which can also, in general, be time-limited, as a summation

(an integral) of an infinite continuum of weighted, infinitesimal-

amplitude, complex sinusoids, each of which is unlimited in

time.

(Time limited means having non-zero values only for a finite time.)

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


75

()
(
) , >0
te u ( t ) 1/ ( j + ) , > 0
n!
t e u ( t )
, >0
( j + )

sin ( t ) u ( t )
, >0
( j + ) +
j +
cos ( t ) u ( t )
, >0
( j + ) +

()

F
t
1

n t

e
e

2
0

2
0

F
te t u t
1/ j +
n t

n+1

( )
(
) , <0
( )
(
) , <0
n!
t e u ( t )
, <0
( j + )

sin ( t ) u ( t )
, <0
( j + ) +
j +
cos ( t ) u ( t )
, <0
( j + ) +
F
e t u t
1/ j +

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


Let x ( t ) = A. Then from the


definition of the CTFT,

n+1

e
e

2
0

2
0

2
, >0
+2
2

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


76

Convergence and the


Generalized Fourier Transform

Some CTFT Pairs



F
e t u t
1/ j +

Bandpass

77

X( f ) =

Ae

j 2 ft

dt = A e j 2 ft dt

This integral does not converge so,


strictly speaking, the CTFT does not
exist.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


78

13

Convergence and the Generalized


Fourier Transform

Convergence and the


Generalized Fourier Transform

Carrying out the integral, X ( f ) = A

Now let approach zero.


2
If f 0 then lim A 2
2 = 0. The area under this
0
+ ( 2 f )

But consider a similar function,


x ( t ) = Ae t , > 0
Its CTFT integral
X ( f ) =

Ae

2
2 .
2 + ( 2 f )

2
df which is A, independent of
2

+
( 2 f )2

the value of . So, in the limit as approaches zero, the


CTFT has an area of A and is zero unless f = 0. This exactly
function is A

e j 2 ft dt

does converge.

F
defines an impulse of strength A. Therefore A
A ( f ) .
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

79

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


Convergence and the


Generalized Fourier Transform

80

Convergence and the Generalized


Fourier Transform

By a similar process it can be shown that


1
F
cos ( 2 f0t )
( f f0 ) + ( f + f0 )
2
and
j
F
sin ( 2 f0t )
( f + f0 ) ( f f0 )
2
These CTFTs which involve impulses are called
generalized Fourier transforms (probably because
the impulse is a generalized function).

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


81

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


82

Negative Frequency

Negative Frequency

This signal is obviously a sinusoid. How is it described

mathematically?

x(t) could also be described by


x (t ) = A
or

e j 2 f0 t + e j 2 f0 t
2

x ( t ) = A1 cos ( 2 f0t ) + A2 cos 2 ( f0 ) t , A1 + A2 = A


It could be described by x ( t ) = A cos ( 2 t / T0 ) = A cos ( 2 f0t )

But it could also be described by x ( t ) = A cos 2 ( f0 ) t

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


and probably in a few other different-looking ways. So who is


to say whether the frequency is positive or negative? For the
purposes of signal analysis, it does not matter.

83

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


84

14

More CTFT Pairs

Negative Frequency

Consider an experiment in which we multiply two sinusoidal
signals x1 ( t ) = cos ( 2 f1t ) and x 2 ( t ) = cos ( 200 t ) to form

The generalization of the CTFT allows us to extend the table


of CTFT pairs to some very useful functions.

x ( t ) = x1 ( t ) x 2 ( t ) . x ( t ) can be expressed using a trigonometric


identity as

()
()
rect ( t ) sinc ( f )
tri ( t ) sinc ( f )
( t ) f ( f ) , f = 1/ T
cos ( 2 f t ) (1/ 2 ) ( f f ) + ( f + f )

x ( t ) = (1 / 2 ) cos 2 ( f1 100 ) t + cos 2 ( f1 + 100 ) t


Now imagine that we continuously change
f1 from a frequency above100 to a
frequency below 100. f1 100 becomes
negative.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


F
t
1

F
sgn t
1/ j f
F

T0

f0

85

1 ( f )
()
( ) ( )
sinc ( t ) rect ( f )
sinc ( t ) tri ( f )
T ( t ) ( f ) , T = 1/ f
sin ( 2 f t ) ( j / 2 ) ( f + f ) ( f f )
F

F
u t
1/ 2 f + 1/ j2 f
F

0 T0

f0

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


86

CTFT Properties

CTFT Properties

If F ( x ( t )) = X ( f ) or X ( j ) and F ( y ( t )) = Y ( f ) or Y ( j )
then the following properties can be proven.
F
x ( t ) + y ( t )
X ( f ) + Y( f )

F
x ( t ) + y ( t )
X ( j ) + Y ( j )

Linearity

Time Shifting
F
x ( t t 0 )
X ( f ) e j 2 ft0
F
x ( t t 0 )
X ( j ) e j t0

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


87

CTFT Properties

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


CTFT Properties

F
x ( at )

Time Scaling

Frequency Shifting
x (t ) e

+ j 2 f0 t

F
x ( at )

X ( f f0 )
F

F
x ( t ) e+ j 0t
X ( 0 )

Frequency Scaling

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


88

89

1 f
X
a a
1
X j
a a

1 t F
x X ( af )
a a
1 t F
x X ( ja )
a a

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


90

15

The Uncertainty Principle


CTFT Properties

The time and frequency scaling properties indicate that if a signal



is expanded in one domain it is compressed in the other domain.

This is called the uncertainty principle of Fourier analysis.

F
e t
e f
2

Transform of
a Conjugate

F
x* ( t )
X* ( f )
F
x* ( t )
X* ( j )

Multiplication
Convolution
Duality
F
e ( t /2)
2e ( 2 f )
2

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


91

CTFT Properties

F
x ( t ) y ( t )
X ( f ) Y( f )
F
x ( t ) y ( t )
X ( j ) Y ( j )
F
x ( t ) y ( t )
X ( f ) Y( f )
F
x ( t ) y ( t )
(1 / 2 ) X ( j ) Y ( j )

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


92

CTFT Properties

In the frequency domain, the cascade connection multiplies

the frequency responses instead of convolving the impulse

responses.

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


93

CTFT Properties

Transforms of
Periodic Signals

94

CTFT Properties

d
F
j2 f X ( f )
( x (t ))
dt
d
F
( x (t )) j X ( j )
dt

Time
Differentiation

Modulation

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


1
F
x ( t ) cos ( 2 f0t )
X ( f f0 ) + X ( f + f0 )
2
1
F
x ( t ) cos ( 0t )
X j ( 0 ) + X j ( + 0 )
2

x (t ) =

X[ k ]e

j 2 kfF t

X ( f ) =
F

k=

x (t ) =

X[ k ]e

jk F t

X [ k ] ( f kf )
0

k=
F

X ( j ) = 2

k=

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


X [ k ] ( k )
0

k=

95

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


96

16

CTFT Properties

CTFT Properties

x (t )

Parsevals
Theorem

x (t )

dt =

of an Impulse
Duality

df

Integral Definition

X( f )

dt =

X ( 0 ) = x ( t ) e j 2 ft dt
= x ( t ) dt

f 0

1
2

j 2 xy

X ( j )

Total - Area
Integral

df

x ( 0 ) = X ( f ) e+ j 2 ft df = X ( f ) df

t0

X ( 0 ) = x ( t ) e j t dt
= x ( t ) dt

0

1
x (0) =
2

dy = ( x )

F
F
X ( t )
x ( f ) and X ( t )
x( f )

Integration

F
F
X ( jt )
2 x ( ) and X ( jt )
2 x ( )

+ j t

97

1
d =
t0 2
X( f )

X ( j ) d

x ( ) d j2 f + 2 X ( 0 ) ( f )
F

x ( ) d

CTFT Properties

X( 0 ) =

X ( j ) e

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


X ( j )
+ X ( 0 ) ( )
j

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


98

CTFT Properties

x(t )dt

x( 0 ) =

X( f )df

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


99

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl


100

Numerical Computation of the CTFT



It can be shown (Web Appendix G) that the DFT can be
used to approximate samples from the CTFT. If the signal
x ( t ) is a causal energy signal and N samples are taken
from it over a finite time beginning at t = 0, at a rate fs then
the relationship between the CTFT of x ( t ) and the DFT of
the samples taken from it is
X ( kfs / N ) Ts e j k /N sinc ( k / N ) X DFT [ k ]
For those harmonic numbers k for which k << N
X ( kfs / N ) Ts X DFT [ k ]

As the sampling rate and number of samples are increased,


this approximation is improved.
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

101

17

Vous aimerez peut-être aussi