Fourier Analysis

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Fourier Analysis of Signals & Systems Dr. Sarmad Sohaib Assistant Professor, UET Taxila [email protected]

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Fourier Analysis

Transcript of Fourier Analysis

Page 1: Fourier Analysis

Fourier Analysis of Signals &

SystemsSystems

Dr. Sarmad Sohaib

Assistant Professor, UET Taxila

[email protected]

Page 2: Fourier Analysis

Fourier Analysis

• Decompose the signal in terms of sinusoidal

(or complex exponential) components.

• With such decomposition, the signal is said to • With such decomposition, the signal is said to

be represented in the frequency domain.

• Fourier analysis applies to both periodic and

aperiodic signals.

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Page 3: Fourier Analysis

Fourier Analysis (cntd.)

• When analyzing periodic waveforms, the FOURIER SERIES applies.

• When analyzing aperiodic signals, we apply the FOURIER TRANSFORM.

• Furthermore, signal may be continuous or discrete, so • Furthermore, signal may be continuous or discrete, so there are FOUR varieties of the analysis technique, i.e.:

– The continuous Fourier series

– The continuous Fourier transform

– The discrete Fourier series, also called the discrete Fourier Transform

– The discrete time Fourier transform.

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Page 4: Fourier Analysis

Fourier Analysis (cntd.)

• Fourier analysis allows a signal to be expressed as

a series of sinusoidal in ascending frequency.

• These sinusoids are represented as a set of cosine

and sine functions.and sine functions.

• But this is not strictly necessary: it is quite

permissible to express the series as a set of sine

function only (or cosine function only), since each

is simply a phase shifted version of the other.

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Page 5: Fourier Analysis

Fourier Analysis (cntd.)

• Fourier transformation is used in

• Signal restoration

• Signal enhancement and degradation

• Signal compression and decompression• Signal compression and decompression

• Signal modulation and demodulation

• Phase shifting

• Digital wave synthesis

• Interpolation and so on …

• Every time you use your mobile phone, DVD, CD or MP3

player, Fourier is at the heart of the matter.

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Page 6: Fourier Analysis

The continuous trigonometric Fourier

series for periodic signals

• A periodic waveform may be represented as a series

involving cosine and sine coefficients: in general,

although not always, the series in infinite. Thus the

synthesis equation may be written as∞ ∞

where ω0 represents the fundamental frequency of

the system, given by

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0 0 0

1 1

( ) cos sink k

k k

x t A B k t C k tω ω∞ ∞

= =

= + +∑ ∑

0

2

T

πω =

Page 7: Fourier Analysis

The continuous trigonometric Fourier

series for periodic signals (cntd.)

where

• T represents the time duration of a single period of the waveform.

• A0 coefficient represents the mean signal level (also known a the DC level or zeroth harmonic),

• A0 coefficient represents the mean signal level (also known a the DC level or zeroth harmonic),

• Bk is the coefficient representing the magnitude of the cosine wave content of the kth harmonic

• Ck is the coefficient representing the magnitude of the sine wave content of the kth harmonic.

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Page 8: Fourier Analysis

The continuous trigonometric Fourier

series for periodic signals (cntd.)• In order to calculate A0, Bk, and Ck, we employ the analysis

equations as follows:

the limits 0 to Tmeans single timeperiod, the limit

0

0

1( )

2

T

T

A x t dtT

= ∫period, the limit does not have to start specifically

from 0.

• The Equation for calculating Bk and Ck allows us to calculate “how much” of a given sinusoid, at a particular frequency, is presented in the waveform x(t).

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0

0

0

0

2( )cos( )

2( )sin( )

T

k

T

k

B x t k t dtT

C x t k t dtT

ω

ω

=

=

Page 9: Fourier Analysis

Example-1

• Calculate the Fourier components of the square wave pulse

train shown below over the range t=-½ to ½, which is defined

as1

0, 02

( )

t

x t

−< <

=

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( )1

1, 02

x t

t

= < <

( )x t

1

01/ 21/ 2− tt−

Page 10: Fourier Analysis

Example-1 (cntd.)

• In this example, t ranges from -½ to ½, T=1. The mean signal level is given by

0

0

1/2

1( )

1

T

A x t dtT

= ∫

• Clearly, we could have obtained this by inspection (DC level =1/2).

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1/2

1/2

0 1/2

1/2 0

1( )

1

1(0) (1)

2

x t dt

dt dt

=

= + =

∫ ∫

Page 11: Fourier Analysis

Example-1 (cntd.)

• The cosine terms are given by

1/2

0 0

0 1/2

0 1/2

0 0

2 2( ) cos( ) ( ) cos( )

1

2 (0)cos( ) (1)cos( )

T

kB x t k t dt x t k t dtT

k t dt k t dt

ω ω

ω ω

= =

= +

∫ ∫

∫ ∫

• From the final line of the above equation we deduce that whatever the

value of k, Bk is always zero:

Bk=0, k=1,2,3,…

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0 0

1/2 0

1/2 1/2

0

00 0

2 (0)cos( ) (1)cos( )

sin( ) sin( 2 )2 2

2

k t dt k t dt

k t k t

k k

ω ω

ω π

ω π

= +

= =

∫ ∫

Page 12: Fourier Analysis

Example-1 (cntd.)

• The sine terms are given by

1/2

0 0

0 1/2

0 1/2

0 0

2 2( )sin( ) ( )sin( )

1

2 (0)sin( ) (1)sin( )

T

kC x t k t dt x t k t dtT

k t dt k t dt

ω ω

ω ω

= =

= +

∫ ∫

∫ ∫

• In this case whenever k is even, Ck = 0. However, whenever k is odd, we

have:

For k = odd

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[ ]

0 0

1/2 0

1/2 1/2

0

00 0

2 (0)sin( ) (1)sin( )

cos( ) cos( 2 ) 12 2 cos(0) cos( )

2

k t dt k t dt

k t k tk

k k k

ω ω

ω ππ

ω π π

= +

= − = − = −

∫ ∫

2k

Ckπ

=

Page 13: Fourier Analysis

Example-1 (cntd.) + Observations

• So the Fourier series for this square wave pulse train is

2 1 1 1( ) 0.5 sin sin3 sin5 sin 7x t t t t tω ω ω ω

= + + + + + ⋯

• Therefore we need infinitely large number of harmonics to recreate the ideal square wave pulse train.

• This is because the waveform exhibits discontinuities where it changes state from zero to one and vice versa.

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0 0 0 0

2 1 1 1( ) 0.5 sin sin3 sin5 sin 7

3 5 7x t t t t tω ω ω ω

π

= + + + + +

Page 14: Fourier Analysis

Observations

• The signal in example-1 is odd, therefore has

only sine terms (as Bk=0).

• Therefore,

– Odd signal �all Fourier coefficients would be sine – Odd signal �all Fourier coefficients would be sine

terms

– Even signal �all Fourier coefficients would be

cosine terms

– Neither even nor odd �Fourier series would

contain both cosine and sine harmonics.

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Page 15: Fourier Analysis

The continuous trigonometric Fourier

series for aperiodic signals

• If we have a signal that does not repeat, but

we want to find the Fourier coefficients within

some range, say -½T to ½T, we pretend that it

is cyclical outside of this range.is cyclical outside of this range.

• We then use exactly the same analysis

equations as for continuous periodic signals.

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Page 16: Fourier Analysis

Example-2

• Find the Fourier coefficients for the function

x(t)=2t over the range -½ to ½.

( )x t

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t

( )x t

0

1/ 2− 1/ 2

11

1−

Page 17: Fourier Analysis

Example-2 (contd.)

• Construct a series of repeating ramps outside

of the range of interest, shown by dotted

lines.

• Function has odd symmetry, which means: • Function has odd symmetry, which means:

– a) the DC term, A0, is zero

– b) there are no cosine terms, Bk, in the Fourier

expansion

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Page 18: Fourier Analysis

Example-2 (contd.)

• The sine terms are thus:

• Now the integral here is product of two functions, so we use the

1/2

0 0

0 1/2

2( )sin( ) 2 2 sin( )

T

kC x t k t dt t k t dt

Tω ω

= =∫ ∫

• Now the integral here is product of two functions, so we use the

integration by parts formula, i.e.

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0 0 0

0

where, 2 , hence 2, and 2

1Similarly, sin( ) , so sin( ) cos( ).

u dv uv v du

duu t du dt

dt

dv k t dt v k t dt k tk

ω ω ωω

= −

= = =

= = = −

∫ ∫

Page 19: Fourier Analysis

Example-2 (contd.)

• Inserting these into formula, we get

( )

( ) [ ]

1/2 1/2

0 0

0 0 1/21/2

1/2

1/2

4 4cos cos( )

4 4cos sin( )

k

tC k t k t dt

k k

tk t k t

ω ωω ω

ω ω

−−

= − +

= − +

• Fortunately, the final sine term in the above equation cancels out, leaving

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( ) [ ]0 02 2 1/20 01/2

cos sin( )k t k tk k

ω ωω ω −

= − +

2 2 2cos( ) cos( ) cos( )

2 2k

C k k kk k k

π π ππ π π

= − − − = −

Page 20: Fourier Analysis

Example-2 (contd.)

• Hence when k is odd, we have

• And when k is even, we have

2k

Ckπ

=

2k

Ckπ

= −

• So the Fourier series is:

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0 0 0 0 0

2 1 1 1 1( ) 0 sin( ) sin(2 ) sin(3 ) sin(4 ) sin(5 )

2 3 4 5x t t t t t tω ω ω ω ω

π

= + − + − + +

Page 21: Fourier Analysis

Practice more complex Practice more complex

signals at home.

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Page 22: Fourier Analysis

Example-3 (home work)

• Determine the Fourier series of the

rectangular pulse train signal illustrated below

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( )x t

M

02

τ

2

τ−

tt−pTpT−