Signals & System
Lecture 7
Basis Functions & Fourier Series
Dr. Tahir Zaidi
Basis Functions & Fourier Series
3. Basis functions (3 lectures): Concept of basis
function. Fourier series representation of time
functions. Fourier transform and its properties.
Examples, transform of simple time functions.
Specific objectives for today:
• Introduction to Fourier series (& transform)
• Eigenfunctions of a system
– Show sinusoidal signals are eigenfunctions of LTI
systems
• Introduction to signals and basis functions
• Fourier basis & coefficients of a periodic signal
2/16
Lecture 7: Resources
Core material
SaS, O&W, C3.1-3.3
Background material
MIT Lecture 5
In this set of three lectures, we’re concerned with
continuous time signals, Fourier series and Fourier
transforms only.
3/16
Why is Fourier Theory Important (i)?
For a particular system, what signals fk(t) have the
property that:
x(t) = fk(t) y(t) = lkfk(t)
System
Then fk(t) is an eigenfunction with eigenvalue lk
If an input signal can be decomposed as
x(t) = Sk akfk(t)
Then the response of an LTI system is
y(t) = Sk aklkfk(t)
For an LTI system, fk(t) = est where sC, are
eigenfunctions.
4/16
Why is Fourier Theory Important (ii)?
Fourier transforms map a time-domain signal into a frequency
domain signal
Simple interpretation of the frequency content of signals in the
frequency domain (as opposed to time).
Design systems to filter out high or low frequency components.
Analyse systems in frequency domain.
Invariant to
high
frequency
signals
5/16
Why is Fourier Theory Important (iii)?
If F{x(t)} = X(jw) w is the frequency
Then F{x’(t)} = jwX(jw)
So solving a differential equation is transformed from a
calculus operation in the time domain into an algebraic
operation in the frequency domain (see Laplace transform)
d2y dy
Example 2
2 3y 0
dt dt
becomes w 2Y ( jw ) j 2wY ( jw ) 3Y ( jw ) 0
and is solved for the roots w (N.B. complementary equations):
w 2 j 2w 3 0
and we take the inverse Fourier transform for those w.
6/16
Introduction to System Eigenfunctions
Lets imagine what (basis) signals fk(t) have the property that:
x(t) = fk(t) y(t) = lkfk(t)
System
i.e. the output signal is the same as the input signal, multiplied by the
constant “gain” lk (which may be complex)
For CT LTI systems, we also have that
x(t) = Sk akfk(t) LTI y(t) = Sk aklkfk(t)
System
Therefore, to make use of this theory we need:
1) system identification is determined by finding {fk,lk}.
2) response, we also have to decompose x(t) in terms of fk(t) by
calculating the coefficients {ak}.
This is analogous to eigenvectors/eigenvalues matrix decomposition
7/16
Complex Exponentials are Eigenfunctions
of any CT LTI System
Consider a CT LTI system with impulse response h(t) and
input signal x(t)=f(t) = est, for any value of sC:
y (t ) h( ) x(t )d
h( )e s (t ) d
h( )e st e s d
s
e st
h( )e d H ( s) h( )e s d
Assuming that the integral on the right hand side converges
to H(s), this becomes (for any value of sC):
y(t ) H (s)e st
Therefore f(t)=est is an eigenfunction, with eigenvalue l=H(s)
8/16
Example 1: Time Delay & Imaginary Input
Consider a CT, LTI system where the input and output are related by
a pure time shift:
y(t ) x(t 3)
Consider a purely imaginary input signal:
x(t ) e j 2t
Then the response is:
y(t ) e j 2(t 3) e j 6e j 2t
ej2t is an eigenfunction (as we’d expect) and the associated
eigenvalue is H(j2) = e-j6.
The eigenvalue could be derived “more generally”. The system
impulse response is h(t) = d(t-3), therefore:
H ( s) d ( 3)e s d e 3s
So H(j2) = e-j6!
9/16
Example 1a: Phase Shift
Note that the corresponding input e-j2t has eigenvalue ej6, so
lets consider an input cosine signal of frequency 2 so that:
cos(2t ) 12 e j 2t e j 2t
By the system LTI, eigenfunction property, the system output
is written as:
y (t ) 1
2
e j6
e j 2t e j 6 e j 2t
1
2
e j ( 2t 6 )
e j ( 2t 6 )
cos(2(t 3))
So because the eigenvalue is purely imaginary, this
corresponds to a phase shift (time delay) in the system’s
response. If the eigenvalue had a real component, this
would correspond to an amplitude variation
10/16
Example 2: Time Delay & Superposition
Consider the same system (3 time delays) and now consider the input
signal x(t) = cos(4t)+cos(7t), a superposition of two sinusoidal signals
that are not harmonically related. The response is obviously:
y(t ) cos(4(t 3)) cos(7(t 3))
Consider x(t) represented using Euler’s formula:
x(t ) 12 e j 4t 12 e j 4t 12 e j 7t 12 e j 7t
Then due to the superposition property and H(s) =e-3s
y (t ) 12 e j12e j 4t 12 e j12e j 4t 12 e j 21e j 7 t 12 e j 21e j 7 t
12 e j 4(t 3) 12 e j 4(t 3) 12 e j 7 (t 3) 12 e j 7 (t 3)
cos(4(t 3)) cos(7(t 3))
While the answer for this simple system can be directly spotted, the
superposition property allows us to apply the eigenfunction concept to
more complex LTI systems.
11/16
History of Fourier/Harmonic Series
The idea of using trigonometric sums
was used to predict astronomical w=1
events
Euler studied vibrating strings, ~1750,
which are signals where linear
displacement was preserved with w=2
time.
Fourier described how such a series
could be applied and showed that
a periodic signals can be w=3
represented as the integrals of
sinusoids that are not all
harmonically related
Now widely used to understand the w=4
structure and frequency content of
arbitrary signals
12/16
Fourier Series and Fourier Basis Functions
The theory derived for LTI convolution, used the concept that any
input signal can represented as a linear combination of shifted
impulses (for either DT or CT signals)
We will now look at how (input) signals can be represented as a
linear combination of Fourier basis functions (LTI
eigenfunctions) which are purely imaginary exponentials
These are known as continuous-time Fourier series
The bases are scaled and shifted sinusoidal signals, which can
be represented as complex exponentials
x(t) = sin(t) +
0.2cos(2t) +
0.1sin(5t)
ejwt x(t)
13/16
Periodic Signals & Fourier Series
A periodic signal has the property x(t) = x(t+T), T is the
fundamental period, w0 = 2p/T is the fundamental frequency.
Two periodic signals include:
x(t ) cos(w0t )
x(t ) e jw0t
For each periodic signal, the Fourier basis the set of
harmonically related complex exponentials:
fk (t ) e jkw t e jk ( 2p / T )t
0
k 0,1,2,...
Thus the Fourier series is of the form:
x(t ) ak e
k
jkw0t
k
a e
k
jk ( 2p / T ) t
k=0 is a constant
k=+/-1 are the fundamental/first harmonic components
k=+/-N are the Nth harmonic components
For a particular signal, are the values of {ak}k?
14/16
Fourier Series Representation of a CT
Periodic Signal (i)
Given that a signal has a Fourier series representation, we have to
jnw t
find {ak}k. Multiplying through by e 0
x(t )e jnw0t
k e
a e
k
jkw0t jnw0t
k
T T
dt
jnw0t j ( k n )w0 t T is the fundamental
x(t )e a e dt
0 0
k period of x(t)
T
ak e j ( k n )w0t dt
0
k
Using Euler’s formula for the complex exponential integral
T T T
dt cos((k n)w0t )dt j sin((k n)w0t )dt
j ( k n ) w0 t
e
0 0 0
It can be shown that
T T k n
0 e
j ( k n ) w0 t
dt
0 kn
15/16
Fourier Series Representation of a CT
Periodic Signal (ii)
Therefore
T
an 1
T 0 x(t )e jnw0t dt
which allows us to determine the coefficients. Also note that this
result is the same if we integrate over any interval of length T
(not just [0,T]), denoted by T
an T1 x(t )e jnw0t dt
T
To summarise, if x(t) has a Fourier series representation, then the
pair of equations that defines the Fourier series of a periodic,
continuous-time signal:
x(t ) ak e
k
jkw0t
k
a e
k
jk ( 2p / T ) t
ak T1 x(t )e jkw0t dt T1 x(t )e jk ( 2p / T )t dt
T T
16/16
Lecture 7: Summary
Fourier bases, series and transforms are extremely useful for
frequency domain analysis, solving differential equations and
analysing invariance for LTI signals/systems
For an LTI system
• est is an eigenfunction
• H(s) is the corresponding (complex) eigenvalue
This can be used, like convolution, to calculate the output of an
LTI system once H(s) is known.
A Fourier basis is a set of harmonically related complex
exponentials
Any periodic signal can be represented as an infinite sum
(Fourier series) of Fourier bases, where the first harmonic is
equal to the fundamental frequency
The corresponding coefficients can be evaluated
17/16
Lecture 7: Exercises
SaS, O&W, Q3.1-3.5
18/16
