S&S - Week 9
S&S - Week 9
• Derivation in C-T:
• H(s) for a specific value of s is the eigenvalue associated with the eigenfunction est.
• Derivation in D-T:
• H(z) for a specific value of z is the eigenvalue associated with the eigenfunction zn.
• The LTI system’s response to a linear combination of complex exponentials can
also be represented by a linear combination of complex exponentials.
• Continuous-Time:
est H(s)est
LTI system
• Discrete-Time:
zn H(z)zn
LTI system
• In Fourier analysis, we consider purely imaginary values of s = jω à est = ejωt in
continuous-time, and we consider z having unit magnitude z = ejω in discrete-
time.
• Example 3.1: consider an LTI system relating the input x(t) and output y(t) as:
• The above result can be confirmed by considering the system’s impulse response:
h(t) = 𝛿(t-3) and calculating H(s) as:
1. By Euler’s formula
• The terms for k = +1 (a1) and k = -1 (a-1): fundamental component or first harmonics
• Example 3.2
x(t) is a real periodic signal ß ak = a-k
• Suppose a real periodic signal x(t), then x(t) = x*(t)
𝑥 𝑡 = ∑$
!"#$ 𝑎! 𝑒
%!&! ' = 𝑥 ∗ 𝑡 = ∑$ ∗ #%!&! '
!"#$ 𝑎! 𝑒 = ∑$ ∗
!"#$ 𝑎#! 𝑒
%!&! '
∗
𝑎! = 𝑎#! ßà 𝑎!∗ = 𝑎#! Replacing k by -k
∴ or Orthogonality of
𝜙! (𝑡) = 𝑒 "!#!$
synthesis form
analysis form
• a0: the DC component of x(t); the average value of x(t) over one period
• Example 3.3
• Example 3.4
• Example 3.5
When T = 4T1:
3.4 Convergence of the Fourier Series
• Consider an approximation of x(t) by 𝑥𝑁 𝑡 = ∑( 𝑐
'( ) 𝑒 *)+! , , and the following
minimization problem:
min 𝐸( = ∫- |𝑥 𝑡 − ∑( 𝑐
).'( ) 𝑒 *)+! , |/ 𝑑𝑡 w.r.t. c
k
0
𝑐) = - ∫- 𝑥(𝑡)𝑒 '*)+! , 𝑑𝑡 = 𝑎)
à lim 𝐸) ≠ 0
)→$
• One condition that guarantees the existence of the Fourier series representation:
• Note: lim 𝐸( = 0 does not imply that x(t) and its Fourier series representation
(→2
are equal at every value of t, but it means there is no energy in their difference.
• An alternative set of conditions (Dirichlet conditions) guarantees existence of the
Fourier series representation of a periodic signal x(t).
• Condition 1: x(t) is absolutely integrable over one period, i.e.,
• Condition 2: there are only a finite number of maxima and minima during any single period.
• Condition 3: there are only a finite number of discontinuities in any finite interval of time,
and each of these discontinuities is finite.
• Fortunately, signals not satisfying the Dirichlet conditions do not typically arise in
practical contexts.
• Hence, the question of the convergence of Fourier series is not significant to us.
à lim 𝐸) = lim ∫0 |𝑥 𝑡 − 𝑥) 𝑡 |/ 𝑑𝑡 = 0
)→$ )→$
Gibb’s phenomenon
3.5 Properties of C-T Fourier Series
• 3.5.1 Linearity: For x(t) and y(t) with the same fundamental period,
Derivation: =
τ = t-t0
• 3.5.3 Time reversal
ℱ$ ℱ$
𝑥 𝑡 𝑎% 𝑥 −𝑡 𝑏% = 𝑎&%
Derivation:
• 3.5.5 Multiplication: For x(t) and y(t) with the same fundamental period,
(
ℱ#
𝑥 𝑡 𝑦 𝑡 ℎ$ = 𝑎$ ∗ 𝑏$ = < 𝑎% 𝑏$'%
%&'(
ℱ#
• Derivation: Let z(t)=x(t)y(t), and z 𝑡 ℎ$
% %
• ℎ$ = ∫& ∑' 𝑎' 𝑒 (')! * ∑+ 𝑏+ 𝑒 (+)! * 𝑒 ,($)! * 𝑑𝑡 = ∫& ∑' ∑+ 𝑎' 𝑏+ 𝑒 (('.+,$))! * 𝑑𝑡 = ∑' 𝑎' 𝑏$,'
& &
• 3.5.5 Multiplication (continued)
ℱ#
= 𝑥 𝜏 𝑦 𝑡 − 𝜏 𝑑𝜏 𝑇𝑎$ 𝑏$
)
Periodic convolution
• For real x(t), (conjugate symmetric; |𝑎#! | = |𝑎! | and ∡𝑎#! = −∡𝑎! )
• For real and even x(t), 𝑎#! = 𝑎! (Fourier series coefficients are real and even)
• For real and odd x(t), 𝑎#! = −𝑎! (Fourier series coefficients are imaginary and odd)
• 3.5.7 Parseval’s relation for C-T periodic signals
1 1 1
• Derivation: P$ = ∫0 |𝑥 t |/ dt = ∫0 𝑥 ∗(t)𝑥(t)dt = ∫0 ∑3 𝑎3 𝑒 #%3&!' ∑4 𝑎4 𝑒 %4&!' 𝑑𝑡
2 0 0
1
= ∑3 ∫0 |𝑎3 |/ 𝑑𝑡 = ∑3 |𝑎3 |/
0
• Hence, the total average power in a periodic signal equals the sum of the average powers in
all of its harmonic components.
• 3.5.8 Summary of properties of the C-T Fourier series
• Differentiation
ℱ6 7+ ℱ6
𝑥 𝑡 𝑎! 7'
𝑏! = 𝑗𝑘𝜔8 𝑎!
• Integration
9$
ℱ6 ℱ6 , k≠0
%!&!
𝑥 𝑡 𝑎! (𝑎8 = 0) g(t) = ∫ x(𝜏)d𝜏 𝑏! = ?1
∫ g t dt, k = 0
0 0
• Example 3.6: Determine the Fourier series coefficients of g(t)
ℱ#
𝑥 𝑡 𝑎$
. 1, k = 0
𝑏$ = 𝑎$ 𝑒 '*+,!-! − 𝛿0 where 𝛿+ = D
ℱ# / 0, k ≠ 0
g 𝑡 𝑏$
1
,k = 0 0, k=0
/
From example 3.5, a3 = ?:;< 3=// b3 = D :;< 3=//
,k ≠ 0 𝑒 #%3=// , k ≠ 0
3= 3=
• Example 3.6: Determine the Fourier series coefficients of x(t)
𝑑𝑥(t)
g(t) =
𝑑𝑡
ℱ#
𝑥 𝑡 e$ /2" /345 +1//
d$ = 𝑗k𝜔0 e$ =
*+1
e+ , k ≠ 0 e+ = = 𝑒 '*+1// , k ≠ 0
ℱ# / *+1 *(+1)#
g 𝑡 d$ e0 =
.
∫ x t dt = /
.
) )