TN 207

DETERMINISTIC SIGNALS AND SYSTEMS

LECTURE #4
Fourier Series - I
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 Lecture #4 Layout

► Introduction
► Trigonometric Fourier Series
► Exponential Fourier Series
► Properties of Exponential Fourier Series
► Discrete Spectra

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 Introduction
► Analysis of LTI systems is simplified by
expressing input signals as a linear
combination of basic signals.

 Example:

x t    x    t    d


where: x   is the coefficient of expansion

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  t    is delayed basic (unit impulse) signal
 Introduction
► Output of an LTI system to an arbitrary
input signal is a linear combination of
outputs due to basic signals.

 Example:

y t    x   h  t    d


where: h   is the output of the system due to

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basic signal, i.e., impulse response.
 Introduction
► Expressing a signal as a linear combination
of complex exponential basic signal assists
in the analysis, design and understanding of
LTI systems.

► Output signal y(t) of an LTI system with

impulse response h  t  in response to a
complex exponential signal x  t   e st.
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 Introduction

y t    h   x  t    d



 h   e
s  t  
 d



 h   e
s
e st
d


 e H s
st

H  s  is the eigenvalue of the LTI system.

e st is the eigenfunction of the LTI system.
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 Introduction
 For a general signal

x t   ae
k 
k
sk t

 The output becomes


y t    k  k
a H
k 
s e sk t


where H  sk    h   e
sk
d

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 Introduction

 Recall: A signal x  t  is periodic if for all t

there exists a constant T0 such that

x  t   x  t  nT0  n  0

Constant T0 is the fundamental period of the signal

x  t  , f 0  1/ T0 is the fundamental frequency and
0  2 f 0 .
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 Trigonometric Fourier Series
 A periodic signal x  t  with fundamental
frequency f 0 can be expressed as a linear
combination of sinusoids of frequencies nf 0
, n  1,2,...,  .

x t   a0    an cos  n0t   bn sin  n0t  ,
n 1

0  2 f 0
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 Trigonometric Fourier Series
 This is called a trigonometric Fourier series
representation of x  t  . The constants an
and bn are the Fourier coefficients.

 The Fourier Series coefficients a0 is

determined by integrate both sides with
respect to t over T0

t0 T0
1
T0  x  t dt  a
t0
0

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 Trigonometric Fourier Series
 Determination of the Fourier Series
coefficients an

 Multiply both sides of the expansion by

cos  k 0t 

x  t  cos  k 0t   a0 cos  k0t  

  an cos  n 0t  cos  k0t   
 
n 1  bn sin  n 0t  cos  k 0t 


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 Trigonometric Fourier Series
 Integrating both sides with respect to t
over the fundamental period T0

2 t0 T0
an   x  t  cos  n 0t  dt
T0 t0

 Determination of the Fourier Series

coefficients bn

 Multiply both sides of the expansion by

sin  k 0t 
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 Trigonometric Fourier Series
x  t  sin  k 0t   a0 sin  k 0t  
  an cos  n 0t  sin  k0t   
 
n 1  bn sin  n 0t  sin  k 0t 



 Integrating both sides with respect to t

over the fundamental period T0

2 t0 T0
bn   x  t  sin  n 0t  dt
T0 t0

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 Trigonometric Fourier Series
 Summary

x  t   a0    an cos  n 0t   bn sin  n 0t  
n 1

t0 T0
1 2
x  t dt  a0 , an 
t0 T0

T0 
t0 T0  t0
x  t  cos  n 0t  dt

2 t0 T0
bn   x  t  sin  n 0t  dt
T0 t0

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 Trigonometric Fourier Series
► Example: Find a trigonometric Fourier Series
representation of a periodic rectangular
pulses train below.
x t 

T0  T40 0 T0
4 T0 t

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 Exponential Fourier Series
 From trigonometry identities, it can be
shown that

an cos  n 0t   bn sin  n 0t   Cn cos  n 0t   n 

 bn 
Cn  a  b ,  n  tan  
2 2 1
n n
 an 
 Harmonic form Fourier series of x  t  is
derived from the above relationship as

x  t   C0   Cn cos  n 0t   n 
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 Exponential Fourier Series
 Noting that

e jn0t  e  jn0t e jn0t  e  jn0t

cos  n0t   , sin  n0t  
2 2j

 Complex exponential Fourier series

representation of a periodic signal x  t  with
fundamental angular frequency 0  2 f0 is
expressed as

x t    n
c e
n 
jn0t

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 Exponential Fourier Series
 The constants cn are the complex Fourier
coefficients and are obtained by

1 t0 T0
cn   x  t e  jn0t dt
T0 t0

1 t0 T0
c0   x  t dt
T0 t0

 If x  t  is real, then


c n  c n
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 Exponential Fourier Series
 Relationship between the complex Fourier
coefficients cn and the Fourier coefficients
an and bn .
an  jbn an  jbn
cn  , c n 
2 2

 For x  t  real an and bn are also real such

that

an  2 Re  cn  , bn  2 Im  cn 
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 Properties of Fourier Series
 Properties of complex Fourier series

 If x  t  is real, then
cn  c n  cn  c n ,  n  n

 If x  t  is real and even, such that

x  t   x  t  , then
Im  cn   0

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 Properties of Fourier Series
 If x  t  is real and odd, such that
x  t    x  t  , then

Re  cn   0

 Linearity Property:
If z  t    x  t    y  t  , T0  T0  T0 , then
x y

cnz   cnx   cny

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 Properties of Fourier Series
 Time Shift Property: If z  t   x  t  t0 ,
then
cnz  e jn0t0 cnx

 Frequency Shifting Property: If

z  t   e jk t x  t  , then
0

cnz  c n k 
x

 Time Differentiation Property: If

d
z  t   x  t  , then cnz  jn0cnx
dt

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 Properties of Fourier Series
 Time Integration Property: If
t
z  t    x   d  , then

cnx
cnz 
jn 0

 Multiplication Property:

If z  t   x  t  y  t  , T0  T0  T0 , then
x y

cnz  c
k 
c
k y ( n k )x cny  cnx

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 Properties of Fourier Series
Parseval’s Theorem: If x  t  is a periodic
signal with period T0 , then the average
normalized power P of the signal is given by
T0 2 2

1
P
T0  x t  dt  c
n 
n
0

2
cn is the discrete power spectrum.

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 Discrete Spectra
 The complex Fourier coefficients cn are in
general complex and can be expressed as

cn  cn e jn

 The amplitude spectrum of the period

signal x  t  is a plot of cn versus the angular
frequency  .

 The phase spectrum of the period signal

x  t  is a plot of n versus the angular
frequency  .
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 Discrete Spectra
 The frequency and phase spectra of a
periodic signal x  t  with fundamental
angular frequency 0 are defined only at
discrete frequencies n0 , n  0, 1, 2,...

 They are referred to as discrete frequency

spectra or line spectra.

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 Discrete Spectra
► Example: Magnitude and phase spectra of a
sine signal x  t   sin 0t 


1 j0t 1  j0t
sin 0t   e  e   ck e j0 kt

2j 2j k 

1 1
c1  , c1   , ck  0 k  1 or  1.
2j 2j

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 Discrete Spectra
Magnitude and Phase Spectra
ck
1
2

 3 2 1 0 1 2 3 k
k

2
 3 2 1
0 1 2 3 k
2
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 Discrete Spectra
► Find magnitude and phase spectra of a
 
signal x  t   1  sin 0t   2cos 0t   cos  20t  
 4
1 j0t  j0t
x t   1 
2j

e e  
 e j0t  e j0t 
+ e
2  e 
1 j0t  4   j0t  4 

 1  j0t  1   j0t
 1  1   e  1   e
 2j  2j
 1 j 4   j 20t  1  j 4    j 20t
  e e  e e
2  2 
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 Discrete Spectra

x t   ce
k 
k
j0 kt

c0  1
 1  1  1  1
c1  1    1  j, c1  1    1  j
 2j 2  2j 2
1 j 4  2 1 j  4  2
c2  e  1  j  , c2  e  1  j 
2 4 2 4
ck  0, for k  2
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 Discrete Spectra
Magnitude and Phase Spectra
ck

4  3 2 1 0 1 2 3 4 k
k

4  3 2 1
1 0 2 3 4 k

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 Trigonometric Fourier Series
► Example: Find the complex exponential
Fourier Series of a periodic rectangular pulses
train below.
x t 

T0  T40 0 T0
4 T0 t

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 Reading Assignment
► A.V. Oppenheim and A.S. Willsky, “Signals and
Systems”, Prentice-Hall International, Inc., Chapter
3, pp. 177-205.

► B.P. Lathi, “Modern Digital and Analog

Communication Systems”, Oxford University Press,
Chapter 2, pp. 44-62.

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