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241-306 Fourier Series Representation of Periodic Signals
1
Chapter 3
Fourier Series
Representation of
Periodic Signals
241-306 Fourier Series Representation of Periodic Signals
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Outline
1 The Response of LTI Systems to Complex
Exponentials
2 Fourier Series Representation of Continuous-Time
Periodic Signals
3 Convergence of The Fourier Series
4 Properties of Continuous-Time Fourier Series
5 Fourier Series Representation of Discrete-Time
Periodic Signals
241-306 Fourier Series Representation of Periodic Signals
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6 Properties of Discrete-Time Fourier Series
7 Fourier Series and LTI Systems
241-306 Fourier Series Representation of Periodic Signals
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In Chapter 2, We discuss about a representation of
signals as linear combination of a set of basic
signals. Two properties of the basic signals that we
desire :
3.1 The Response of LTI Systems to Complex
Exponentials
1 The set of basic signals can be used to
construct a broad and useful class of signals.
2 The response of an LTI system to each signal
should be simple enough in structure to provide
us with a convenient representation for the
response of the system to any signal constructed
as a linear combination of the basic signals.
241-306 Fourier Series Representation of Periodic Signals
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Eigenfunction and Eigenvalue of the system
LTI CT
e
st
H se
st
Eigenvalue Eigenfunction
yt=∫−∞
∞
hxt−d 
=∫−∞
∞
he
st−
d 
=e
st
∫−∞
∞
he
s
d 
H(s)
241-306 Fourier Series Representation of Periodic Signals
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LTI DT
z
n
H z z
n
Eigenvalue Eigenfunction
y[n]= ∑
k=−∞
∞
h[k ] x[n−k ]
= ∑
k=−∞
∞
h[k ] z
n−k
=z
n
∑
k=−∞
∞
h[k ]z
−k
H(z)
241-306 Fourier Series Representation of Periodic Signals
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If the input to a continuous-time LTI system is
represented as a linear combination of complex
exponentials
xt=∑
k
ak e
sk t
then the output will be
yt=∑
k
ak H sk e
sk t
241-306 Fourier Series Representation of Periodic Signals
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For discrete-time LTI system,it the input is
represented as a linear combination of complex
exponentials
x[n]=∑
k
ak zk
n
then the output will be
y[n]=∑
k
ak H zk zk
n
241-306 Fourier Series Representation of Periodic Signals
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Example 3.1
yt=xt−3
yt=e
j2t−3
=e
− j6
e
j2t
H s=∫−∞
∞
−3e−s 
d =e−3s
Consider the LTI system
If the input to this system is x(t) = e j2t
then
We would expect, since e j2t
is eigenfunction. The
associated eigenvalue is H(j2) = e -j6
. The impulse
response of the system is h(t) = δ(t-3)
241-306 Fourier Series Representation of Periodic Signals
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yt=cos4t−3cos7t−3
xt=
1
2
e
j4t

1
2
e
− j4t

1
2
e
j7t

1
2
e
− j7t
xt=cos4tcos7t
Consider the input signal
The output is
By using Euler's relation
241-306 Fourier Series Representation of Periodic Signals
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yt=
1
2
e
− j12
e
j4t

1
2
e
j12
e
− j4t

1
2
e
− j21
e
j7t

1
2
e
j21
e
− j7t
yt=
1
2
e
j4t−3

1
2
e
− j4t−3

1
2
e
j7 t−3

1
2
e
j7t−3
=cos4t−3cos7t−3
then
or
241-306 Fourier Series Representation of Periodic Signals
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Problem section 3.1
1 Consider three continuous-time systems S1
, S2
and
S3
whose response to a complex exponential input ej5t
are specified as
S1 :e
j5t
te
j5t
S2 :e
j5t
te
j5t−1
S3 :e
j5t
cos5t
For each system, determine determine whether the
given information is sufficient to conclude that the
system is definitely not LTI.
241-306 Fourier Series Representation of Periodic Signals
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2 Consider three discrete-time systems S1
, S2
and S3
whose response to a complex exponential input ejπn/2
are specified as
S1 :e jn/2
e j n/2
u[n]
S2 :e
j n/2
e
j3n/2
S3 :e
j n/2
2e
j5 n/2
For each system, determine determine whether the
given information is sufficient to conclude that the
system is definitely not LTI.
Problem section 3.1Problem section 3.1 (Cont.)
241-306 Fourier Series Representation of Periodic Signals
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3.2 Fourier Series Representation of Continuous-
Time Periodic Signals
Linear Combination of Harmonically Related
Complex Exponentials
xt=xtT
xt=cos0 t
xt=e
j
0
t
Definition of periodic signal
two basic periodic signals
ω0
– fundamental frequency
T = 2π/ω0
– fundamental period
241-306 Fourier Series Representation of Periodic Signals
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Set of harmonically related complex exponentials
k=e
jk 0 t
=e
jk 2/T t
k=0,±1,±2,...
xt= ∑
k=−∞
∞
ak e
jk 0 t
= ∑
k=−∞
∞
ak e
jk 2/T t
A linear combination of harmonically related
exponentials of the from
241-306 Fourier Series Representation of Periodic Signals
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Example 3.2
xt= ∑
k=−3
3
ak e
jk2t
Consider the signal x(t), with fundamental
frequency 2π.
where
a0=1 a1=a−1=
1
4
a2=a−2=
1
2 a3=a−3=
1
3
241-306 Fourier Series Representation of Periodic Signals
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xt=1
1
4
e
j2t
e
− j2t

1
2
e
j4t
e
− j4t


1
3
e
j6 t
e
− j6t

xt=1
1
2
cos2tcos4t
2
3
cos6t
Rewrite the x(t)
Using Euler's relation, we can write x(t) in the from
We illustrate graphically how the signal x(t) is built
up from its harmonic component
241-306 Fourier Series Representation of Periodic Signals
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241-306 Fourier Series Representation of Periodic Signals
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241-306 Fourier Series Representation of Periodic Signals
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241-306 Fourier Series Representation of Periodic Signals
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xt= ∑
k=−∞
∞
ak
∗
e
− jk 0 t
Suppose that x(t) is real and can be represented in the
from
Fourier series of real periodic signals
xt= ∑
k=−∞
∞
ak e
jk 0 t
since x*(t) = x(t), we obtain
(*)
241-306 Fourier Series Representation of Periodic Signals
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xt= ∑
k=−∞
∞
a−k
∗
e
jk 0 t
Replacing k by -k :
by comparision with (*) in slide 19
ak=a−k
∗
or
ak
∗
=a−k
241-306 Fourier Series Representation of Periodic Signals
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xt=a0∑
k=1
∞
[ak e
jk 0 t
a−k e
− jk 0 t
]
xt=a0∑
k=1
∞
[ak e
jk 0 t
ak
∗
e
− jk 0 t
]
Alternative forms of the Fourier series
Suppose that x(t) is real and can be represented in the
from
xt= ∑
k=−∞
∞
ak e
jk 0 t
(*)
rearrange the summation
substituting ak
* for a-k
:
241-306 Fourier Series Representation of Periodic Signals
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xt=a0∑
k=1
∞
2ℜe {ak e
jk 0 t
}
ak=Ak e
jk
xt=a0∑
k=1
∞
2ℜe {Ak e
jk 0 t−k 
}
since the two term inside the summation are
complex conjugates of each other.
If ak
is express in polar form
That is
xt=a02∑
k=1
∞
Ak cosk 0 t−k 
241-306 Fourier Series Representation of Periodic Signals
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ak=Bk jCk
xt=a02∑
k=1
∞
[Bk cosk 0 t−Ck sink 0 t]
But if ak
is express in rectangular form
where Bk
and Ck
are both real. We can write :
241-306 Fourier Series Representation of Periodic Signals
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Determination of the Fourier Series Representation
of a Continuous-Time Periodic Signal
Assuming that a given periodic signal can be
represented with the series
xt= ∑
k=−∞
∞
ak e
jk 0 t
We need the procedure for determining the
coefficients ak
.
241-306 Fourier Series Representation of Periodic Signals
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Multiplying both sides by e
− jn
0
t
xte
− jn0 t
= ∑
k=−∞
∞
ak e
jk 0 t
e
− jn0 t
Integrating both sides from 0 to T=2π/ω0
:
∫
0
T
xte
− jn0 t
dt=∫
0
T
∑
k=−∞
∞
ak e
jk 0 t
e
− jn0 t
dt
or
∫
0
T
xte
− jn0 t
dt= ∑
k=−∞
∞
ak
[∫
0
T
e
jk−n0 t
dt
] (*)
241-306 Fourier Series Representation of Periodic Signals
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By using Euler's relation
∫
0
T
e
jk−n0 t
dt =∫
0
T
cosk−n0 tdt
 j∫
0
T
sink−n0 tdt
For k ≠ n, the integral over one period of
sinusoidal signal is zero. For k=n, the integral
equal to T
∫
0
T
e
jk−n0 t
dt =
{T , k=n
0, k≠n
241-306 Fourier Series Representation of Periodic Signals
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Consequently, the equation
∫
0
T
xte
− jn0 t
dt= ∑
k=−∞
∞
ak
[∫
0
T
e
jk−n0 t
dt
]
reduce to
∫
0
T
xte
− jn0 t
dt=an T
or
an=
1
T
∫
0
T
xte
− jn0 t
dt=
1
T
∫T
xte
− jn0 t
dt
241-306 Fourier Series Representation of Periodic Signals
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xt= ∑
k=−∞
∞
ak e
jk 0 t
= ∑
k=−∞
∞
ak e jk 2/T t
ak=
1
T
∫T
xte
− jk 0 t
dt=
1
T
∫T
xte− jk 2/T t
dt
a0=
1
T
∫T
xtdt
Equations of Fourier series of a periodic
continuous-time signal
For k=0
241-306 Fourier Series Representation of Periodic Signals
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Example 3.3
Consider the signal
xt=sin0 t
Determine the Fourier series coefficients for this
signal
241-306 Fourier Series Representation of Periodic Signals
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Solution
We can express sin ω0
t as
sin0 t=
1
2j
e
j 
0
t
−
1
2 j
e
− j 
0
t
Comparing to the equation of Fourier series
a1=
1
2j
a−1=−
1
2j
ak=0 k≠1 o r −1
241-306 Fourier Series Representation of Periodic Signals
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∣ak∣
∢ak
10-1
●● ●
10
-1
●● ●
k
k
Graph of the magnitude and phase of ak
241-306 Fourier Series Representation of Periodic Signals
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Example 3.4
xt=1sin 0 t2cos0 tcos20 t

4 
Determine the Fourier series coefficients for the
signal
241-306 Fourier Series Representation of Periodic Signals
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Solution
Express this signal in the term of complex
exponentials
xt=1
1
2j
[e
j
0
t
−e
− j
0
t
][e
j
0
t
e
− j
0
t
]

1
2
[e
j2
0
t/4
e
− j2
0
t/4
]
241-306 Fourier Series Representation of Periodic Signals
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Collecting terms :
xt=11
1
2je
j 
0
t
1−
1
2je
− j
0
t
1
2
e
j/4
e
j 2
0
t
1
2
e
− j/4
e
− j 2
0
t
The Fourier series coefficients are :
a0=1 a1=1
1
2j=1−
1
2
j
241-306 Fourier Series Representation of Periodic Signals
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a2=
1
2
e
j/4
=2
4
1 j
a−2=
1
2
e
− j/4
=
2
4
1− j
ak=0, ∣k∣2
a−1=1−
1
2j=1
1
2
j
241-306 Fourier Series Representation of Periodic Signals
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Magnitude and Phase of ak
241-306 Fourier Series Representation of Periodic Signals
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Example 3.5
Determine the Fourier series coefficients for the
signal
xt=
{1, ∣t∣T1
0, T1∣t∣T /2
241-306 Fourier Series Representation of Periodic Signals
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Solution
For k = 0 :
a0=
1
T
∫
−T 1
T 1
dt=
2T1
T
For k ≠ 0 :
ak=
1
T
∫
−T 1
T 1
e
− jk 0 t
dt=−
1
jk 0 T
e
− jk 0 t
∣−T1
T 1
241-306 Fourier Series Representation of Periodic Signals
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ak=
2
k 0 T [e
jk 
0
T
1
−e
− jk 
0
T
1
2j ]
ak=
2sink T1
k T
=
sink T1
k 
, k≠0
241-306 Fourier Series Representation of Periodic Signals
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Plot of the scaled Fourier series coefficients Tak
with T = 4T1
241-306 Fourier Series Representation of Periodic Signals
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Plot of the scaled Fourier series coefficients Tak
with T = 8T1
Plot of the scaled Fourier series coefficients Tak
with T = 16T1
241-306 Fourier Series Representation of Periodic Signals
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3.4 Convergence of the Fourier Series
The question of the validity of Fourier series
representation.
xt= ∑
k=−∞
∞
ak e
jk 0 t
Is the FS can approximate the periodic signal x(t)?
We can prove the validity by using the difference
in energy of x(t) and its FS
241-306 Fourier Series Representation of Periodic Signals
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et=xt−∑−∞
∞
ak e
− jk 0 t
If x(t) and its FS are the same, there is no energy in
the difference.
∫T
∣et∣
2
dt=0
One class of periodic signals is the signal that have
finite energy over a signal period.
∫T
∣xt∣
2
dt∞
241-306 Fourier Series Representation of Periodic Signals
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Condition 1. x(t) must be absolutely integrable over
one period.
The set of conditions (The DiriChlet condition)
guarantees that x(t) equal its Fourier series
representation
∫T
∣xt∣dt∞
xt=
1
T
violates the first
condition
241-306 Fourier Series Representation of Periodic Signals
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Condition 2. In a finite time interval, x(t) has a finite
number of maxima and minima.
xt=sin2
t , 0t≤1 meets condition 1
but not condition 2
241-306 Fourier Series Representation of Periodic Signals
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Condition 3. In a finite time interval, x(t) has only a
finite number of discontinuities.
241-306 Fourier Series Representation of Periodic Signals
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3.5 Properties of Continuous-Time Fourier Series
The notation
FS
xt ↔ ak
mean ak
are the Fourier series coefficients of the
periodic signal signal x(t) which have a period T
and fundamental frequency ω0
=2π/T
241-306 Fourier Series Representation of Periodic Signals
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Linearity
FS
xt ↔ ak
FS
xt ↔ bk
FS
zt=AxtByt ↔ ck=AakBbk
Let x(t) and y(t) are periodic signals with period T
241-306 Fourier Series Representation of Periodic Signals
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Time Shifting
FS
xt ↔ ak
FS
xt−t0 ↔ e
− jk 0 t0
ak=e
− jk2/T t0
ak
Let x(t) is a periodic signal with period T
241-306 Fourier Series Representation of Periodic Signals
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Time Reversal
FS
xt ↔ ak
FS
x−t ↔ a−k
Let x(t) is a periodic signal with period T
Time Scaling
The Fourier series coefficient dose not changed
but the Fourier series has changed because of the
change in the fundamental frequency.
241-306 Fourier Series Representation of Periodic Signals
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Multiplication
FS
xt ↔ ak
FS
yt ↔ bk
xt yt ↔ hk= ∑
l=−∞
∞
al bk−l
FS
Let x(t) is a periodic signal with period T
241-306 Fourier Series Representation of Periodic Signals
54
Conjugation and Conjugate Symmetry
FS
xt ↔ ak
FS
x∗
t ↔ a−k
∗
Let x(t) is a periodic signal with period T
If x(t) is real, x(t) = x*(t), the Fourier series
coefficients will be conjugate symmetric.
a−k = ak
∗
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Parseval's Relation for Continuous-Time Periodic
Signals
1
T
∫T
∣xt∣
2
dt= ∑
k=−∞
∞
∣ak∣
2
1
T
∫T
∣ak e
jk 0t
∣
2
dt=
1
T
∫T
∣ak∣
2
dt=∣ak∣
2
Parseval 's relation for continuous-time periodic
signals is
In one period of the periodic signal x(t)
The total average power in a periodic signal equal
the sum of the average powers in all of its harmonic
component.
241-306 Fourier Series Representation of Periodic Signals
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241-306 Fourier Series Representation of Periodic Signals
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Example 3.6
Determine the Fourier Series representation of g(t)
with a fundamental period of 4.
241-306 Fourier Series Representation of Periodic Signals
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Solution
From the example 3.5 with T = 4 and T1
= 1 we
can write the function g(t) in the form of x(t).(add
dc offset -1/2 and shift the signal to right)
g t=xt−1−1/2
From shift property, the Fourier coefficients of
x(t-1) may be express as :
bk=ak e− jk /2
ak
is FS coefficient of x(t)
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The Fourier coefficient of the dc offset is given by
ck=
{
0, for k≠0
−
1
2
, for k=0
By using linearity property, the coefficients for g(t)
may be expressed as
d k=
{
ak e
− jk /2
, for k≠0
a0−
1
2
, for k=0
241-306 Fourier Series Representation of Periodic Signals
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by replacing ak
from example 3.5
d k=
{
sin k /2
k 
e
− jk /2
, for k≠0
0, for k=0
241-306 Fourier Series Representation of Periodic Signals
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Example 3.7
Consider the triangular signal x(t) with period T = 4
and fundamental frequency ω0
= π/2. Determine
the Fourier coefficient from g(t) of example 3.6
241-306 Fourier Series Representation of Periodic Signals
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Solution
The signal g(t) is the derivative of x(t) or x(t) is
the integration of signal g(t).
dk= jk /2ek
dk
is the Fourier coefficient of g(t) and ek
is the
Fourier coefficient of x(t)
Solution
ek=
2dk
jk 
=
2sin k /2
jk 2 e− jk /2
, k≠0
for k=0, e0
is determine by finding the area under
one period of x(t) and dividing by the period. e0
=1/2
241-306 Fourier Series Representation of Periodic Signals
63
3.6 Fourier Series Representation of Discrete-Time
Periodic Signals
Linear Combination of Harmonically Related
Complex Exponentials
The definition of discrete-time periodic signals
with period N
x[n]=x[nN ]
The fundamental period is the smallest positive
integer of N for which the equation above holds and
ω0
=2π/N
241-306 Fourier Series Representation of Periodic Signals
64
Set of harmonically related complex exponentials
k=e
jk 0 n
=e
jk 2/N n
k=0,±1,±2,...
There are N distinct signals in the set. The
consequence is the discrete-time complex
exponential which differ in frequency by multiple
of 2π are identical.
k [n]=krN [n]
241-306 Fourier Series Representation of Periodic Signals
65
x[n]=∑
k
ak e
jk 0 n
=∑
k
ak e
jk 2/N n
A linear combination of harmonically related
exponentials of the from
Since the sequence Φk
[n] are distinct only over a
range of N successive values of k. we can
express the limits of the summation as k = <N>.
x[n]= ∑
k=〈N 〉
ak e
jk 0 n
= ∑
k=〈N 〉
ak e jk2/ N n
k could take on values, for example, k = 1,2,...,N-1
or k = 3,4,...,N+2
241-306 Fourier Series Representation of Periodic Signals
66
Determination of the Fourier Series
Representation of a Periodic Signal
x[n]= ∑
k=〈N 〉
ak e
jk 0 n
= ∑
k=〈N 〉
ak e jk 2/ N n
The equation of the discrete-time Fourier series
ak
is the Fourier series coefficients
If we evaluate the equation above for N
successive values of n corresponding to one
period of x[n] :
241-306 Fourier Series Representation of Periodic Signals
67
x[0]= ∑
k=N 
ak
x[1]= ∑
k= N 
ak e
j2k/ N
x[N −1]= ∑
k=N 
ak e
j2 k N −1/ N
241-306 Fourier Series Representation of Periodic Signals
68
∑
n=〈 N 〉
e jk 2/ N n
=
{N , k=0,±N ,±2N ,...
0, otherwise
∑
n=〈 N 〉
x[n]e
− jr2/N n
= ∑
n=〈N 〉
∑
k=〈 N 〉
ak e
jk−r2/ N n
The basic result is
Multiplying both side of x[n] by e-jr(2π/N)n
and
summing over N terms
241-306 Fourier Series Representation of Periodic Signals
69
∑
n=〈 N 〉
x[n]e
− jr2/N n
= ∑
k=〈 N 〉
ak ∑
n=〈 N 〉
e
jk−r2/ N n
ar=
1
N
∑
n=〈 N 〉
x[n]e
− jr2/N n
Interchanging the order of summation on right-
hand side
N , k−r=0,±N ,±2N ,...
∑
n=〈 N 〉
x[n]e
− jr2/N n
=ar N
241-306 Fourier Series Representation of Periodic Signals
70
x[n]= ∑
k=〈N 〉
ak e
jk 0 n
= ∑
k=〈N 〉
ak e
jk2/ N n
ak=
1
N
∑
n=〈N 〉
x[n]e
− jk 0 n
=
1
N
∑
n=〈N 〉
x[n]e
− jr2/N n
Discrete-time Fourier Series pair
241-306 Fourier Series Representation of Periodic Signals
71
Example 3.10
x[n]=sin 0 n
0=
2
N
Fine the Fourier series coefficient for the signal
when
241-306 Fourier Series Representation of Periodic Signals
72
x[n]=
1
2j
e
j2/N n
−
1
2j
e
− j2/N n
a1=
1
2j
a−1=−
1
2j
Expanding the signal as a sum of two complex
exponentials
We see by inspection that
Solution
241-306 Fourier Series Representation of Periodic Signals
73
These coefficient repeat with period N thus aN+1
also equal to 1/2j and aN-1
equals (-1/2j)
For example with N = 5
241-306 Fourier Series Representation of Periodic Signals
74
Consider 0=
2M
N
Assuming that M and N do not have any common
factors
x[n]=
1
2j
e jM 2/N n
−
1
2j
e− jM 2/N n
By inspection aM
= (1/2j), a-M
= (-1/2j) and the
remaining coefficients over one period of length
N are zero
241-306 Fourier Series Representation of Periodic Signals
75
For example with M = 3 and N = 5
241-306 Fourier Series Representation of Periodic Signals
76
Example 3.11
x[n]=1sin2
N n3cos2
N n
cos4
N
n

2 
Fine the Fourier series coefficient for the signal
241-306 Fourier Series Representation of Periodic Signals
77
x[n]=1
1
2j
[e
j2/N n
−e
− j2/N n
]

3
2
[e
j2/N n
e
− j2/N n
]

1
2
[e
j4n/ N /2
e
− j4n/N /2
]
Expanding the signal as a sum of two complex
exponentials
Solution
241-306 Fourier Series Representation of Periodic Signals
78
x[n]=13
2

1
2je
j2/ N n
3
2
−
1
2je
− j2/N n
1
2
e
j/2
e
j22/ N n
1
2
e
− j/2
e
− j22/N n
Collecting terms
The Fourier series coefficient are
241-306 Fourier Series Representation of Periodic Signals
79
a0=1
a1=
3
2

1
2j
=
3
2
−
1
2
j
a−1=
3
2
−
1
2j
=
3
2

1
2
j
a2=
1
2
e
j/2
=
1
2
j
a−2=
1
2
e
− j/2
=−
1
2
j
241-306 Fourier Series Representation of Periodic Signals
80
Fourier series coefficient for N = 10
241-306 Fourier Series Representation of Periodic Signals
81
Fourier series coefficient for N = 10
241-306 Fourier Series Representation of Periodic Signals
82
Example 3.12
Evaluate the Fourier series for the signal
241-306 Fourier Series Representation of Periodic Signals
83
ak=
1
N
∑
m=0
2N1
e
− jk 2/N m−N1
=
1
N
e
− jk 2/N N1
∑
m=0
2N1
e
− jk 2/N m
ak=
1
N
∑
n=−N 1
N 1
e− jk 2/ N n
For this signal, the Fourier coefficient become
Let m = n+N1
241-306 Fourier Series Representation of Periodic Signals
84
ak=
1
N
e
jk 2/ N N 1
1−e
− jk22N11/ N
1−e
− jk 2/N  
=
1
N
e− jk 2/2N
[e
jk2N 11/2/N
−e
− jk2N11/2/ N
]
e
− jk 2/2N
[e
jk 2/2N
−e
− jk 2/2N
]
=
1
N
sin[2 k N11/2/ N ]
sin k / N 
, k≠0,±N ,±2N ,...
ak=
2N11
N
, k=0,±N ,±2N ,...
and
241-306 Fourier Series Representation of Periodic Signals
85
Plot of Nak
for 2N1
+1 = 5 (a) N = 10; (b) N = 20;
(c) N = 40
241-306 Fourier Series Representation of Periodic Signals
86
Multiplication
FS
x[n] ↔ ak
FS
y[n] ↔ bk
x[n] y[n] ↔ dk= ∑
l=〈N 〉
al bk−l
FS
Let x(t) is a periodic signal with period T
3.6 Properties of Discrete-Time Fourier Series
241-306 Fourier Series Representation of Periodic Signals
87
First Difference
FS
x[n] ↔ ak
FS
x[n]−x[n−1] ↔ 1−e− jk 2/N 
ak
The first-difference operation define as x[n] -x[n-1]
241-306 Fourier Series Representation of Periodic Signals
88
Parseval's Relation for Discrete-Time Periodic
Signals
1
N
∑
n=〈 N 〉
∣x[n]∣2
= ∑
k=〈 N 〉
∣ak∣2
Where the ak
are the Fourier series coefficients of
x[n] and N is the period
241-306 Fourier Series Representation of Periodic Signals
89
241-306 Fourier Series Representation of Periodic Signals
90
Example 3.13
Find the Fourier series coefficient of the x[n] below
solution
By linearity property, x[n] = x1
[n]+x2
[n], ak
= bk
+ck
when ak
FS coefficients of x[n], bk
FS coefficients
of x1
[n], ck
FS coefficients of x2
[n]
241-306 Fourier Series Representation of Periodic Signals
91
x[n] = x1
[n]+x2
[n]
241-306 Fourier Series Representation of Periodic Signals
92
bk=
{
1
5
sin3k /5
sink /5
, for k≠0,±5,±10,...
3
5
, for k=0,±5,±10,...
c0=
1
5
∑
n=0
4
x2 [n]=1
From example 3.12, with N1
= 1 and N = 5
The sequence x2[n] has only DC value, which is
captured by its zeroth Fourier series coefficient.
241-306 Fourier Series Representation of Periodic Signals
93
ak=
{
1
5
sin3k /5
sink /5
, for k≠0,±5,±10,...
8
5
, for k=0,±5,±10,...
The Fourier series coefficient of x[n] are :
241-306 Fourier Series Representation of Periodic Signals
94
Example 3.14
Suppose we given the following facts about a
sequence x[n].
1 x[n] is periodic with period N = 6
2
3
4 x[n] has the minimum power per period
among the set of signals satisfying the
preceding three conditions.
∑n=0
5
x[n]=2
∑n=2
7
−1
n
x[n]=1
Find the sequence x[n]
241-306 Fourier Series Representation of Periodic Signals
95
p=∑
k=0
5
∣ak∣
2
From fact 2, we conclude that a0
= 1/3
From fact 3, (-1)n
= e-jπn
= e-j(2π/6)3n
, we conclude
that a3
= 1/6
From fact 4, the average power in x[n] using
Parseval's relation is
241-306 Fourier Series Representation of Periodic Signals
96
x[n]=a0a3 e
jn
=
1
3

1
6
−1n
The value of P is minimized by choosing
a1
=a2
=a4
=a5
=0
We can sketch x[n] :
241-306 Fourier Series Representation of Periodic Signals
97
3.7 Fourier Series and LTI Systems
H s=∫−∞
∞
he
−s 
d 
H z= ∑
k=−∞
∞
h[k ]z
−k
From section 3.2, if x(t) = est
is the input to a
continuous-time LTI system, then the output is
given by y(t) = H(s)est
, where
If x[n] = zn
is the input to a continuous-time LTI
system, then the output is given by y[n]= H(z)zn
,
where
241-306 Fourier Series Representation of Periodic Signals
98
Where s and z are complex number, H(s) and
H(z) are referred as the system functions of the
corresponding systems.
For continuous-time signals and systems, we
focus of the specific case in which Re{s} = 0, so
that s = jω. The system function is :
H  j =∫−∞
∞
hte
− j t
dt
This system function is referred to as the
frequency response of the system
241-306 Fourier Series Representation of Periodic Signals
99
H e
j
= ∑
n=−∞
∞
h[n]e
− jn
For discrete-time signals and systems, we focus of
the specific case in which |z| = 1, so that z = ejω
.
The system function is :
This system function is referred to as the
frequency response of the system
241-306 Fourier Series Representation of Periodic Signals
100
xt= ∑
k=−∞
∞
ak e
jk 0 t
yt= ∑
k=−∞
∞
ak H  jk 0e
jk 0 t
For continuous-time system, Let x(t) be a
periodic signal apply as the input to the
system:
The output of the system is
241-306 Fourier Series Representation of Periodic Signals
101
x[n]= ∑
k=〈N 〉
ak e jk2/ N n
For discrete-time system, Let x[n] be a periodic
signal apply as the input to the system:
The output of the system is
y[n]= ∑
k=〈 N 〉
ak H e
jk2/ N 
e
jk2/ N n
241-306 Fourier Series Representation of Periodic Signals
102
Example 3.16
ht=e
−t
ut
Suppose that the periodic signal x(t) in example
3.2 is the input to LTI system with impulse
response
Find the Fourier series coefficient of output y(t)
241-306 Fourier Series Representation of Periodic Signals
103
H  j =∫
0
∞
e
−
e
− j
d 
=−
1
1 j 
e
−
e
− j 
∣0
∞
=
1
1 j 
solution
To calculate the Fourier series coefficients of
the output y(t), we first compute the frequency
response
241-306 Fourier Series Representation of Periodic Signals
104
= ∑
k=−3
3
bk e jk2t
yt= ∑
k=−∞
∞
ak H  jk 0e
jk 0 t
The output of the system is
xt= ∑
k=−3
3
ak e
jk2t
The input of the system is
241-306 Fourier Series Representation of Periodic Signals
105
b0=1
b1=
1
4 1
1 j2, b−1=
1
4 1
1− j2
b2=
1
2 1
1 j4 , b−2=
1
2 1
1− j4
b3=
1
3  1
1 j6 , b−3=
1
3  1
1− j6 
With bk
= ak
H(jk2π), so that
241-306 Fourier Series Representation of Periodic Signals
106
yt=12∑
k=1
3
Dk cos jk2tk 
yt=12∑
k=1
3
[Ek cos2kt−Fk sin2kt]
bk=Dk e
j 
k
=Ek jFk , k=1,2,3,...
y(t) must be a real-valued signal, since it is the
convolution of x(t) and h(t) which are both real.
Therefore, y(t) can be expressed in the form
or
where
241-306 Fourier Series Representation of Periodic Signals
107
D1=∣b1∣=
1
414
2
, 1=∡b1=−tan
−1
2
E1=ℜe {b1}=
1
414
2

,
F1=ℑm{b1}=−

214
2

This coefficients can be evaluated from bk
, for
example
241-306 Fourier Series Representation of Periodic Signals
108
Example 3.17
x[n]=cos2n
N 
Find the Fourier series coefficient of output y(t)
Consider an LTI system with impulse response
h[n] = αn
u[n], -1< α <1, and with the input
241-306 Fourier Series Representation of Periodic Signals
109
x[n]=
1
2
e
j2/ N n

1
2
e
− j2/ N n
solution
x[n] can be written in Fourier series form as
Frequency response of system
H e
j
=∑
n=0
∞

n
e
− j n
=∑
n=0
∞
 e
− j 

n
241-306 Fourier Series Representation of Periodic Signals
110
H e
j
=
1
1−e
− j
y[n]=
1
2
H e j2/N
e j2/N n

1
2
H e− j2/N
e− j2/N n
The summation of this series is
We obtain the Fourier series for the output :
241-306 Fourier Series Representation of Periodic Signals
111
y[n]=
1
2 1
1−e
− j2/ N e
j2/N n

1
2 1
1− e
j2/ N e
− j2/N n
1
1−e− j2/ N
=r e
j
If we write
The output become
y[n]=r cos2
N
n
241-306 Fourier Series Representation of Periodic Signals
112
1
1−e
− j2/4
=
1
1 j
=
1
1
2
e
j−tan
−1

y[n]=
1
1
2
cosn
2
−tan
−1

For example, if N = 4,
and thus
241-306 Fourier Series Representation of Periodic Signals
113

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Chapter3 - Fourier Series Representation of Periodic Signals

  • 1. 241-306 Fourier Series Representation of Periodic Signals 1 Chapter 3 Fourier Series Representation of Periodic Signals
  • 2. 241-306 Fourier Series Representation of Periodic Signals 2 Outline 1 The Response of LTI Systems to Complex Exponentials 2 Fourier Series Representation of Continuous-Time Periodic Signals 3 Convergence of The Fourier Series 4 Properties of Continuous-Time Fourier Series 5 Fourier Series Representation of Discrete-Time Periodic Signals
  • 3. 241-306 Fourier Series Representation of Periodic Signals 3 6 Properties of Discrete-Time Fourier Series 7 Fourier Series and LTI Systems
  • 4. 241-306 Fourier Series Representation of Periodic Signals 4 In Chapter 2, We discuss about a representation of signals as linear combination of a set of basic signals. Two properties of the basic signals that we desire : 3.1 The Response of LTI Systems to Complex Exponentials 1 The set of basic signals can be used to construct a broad and useful class of signals. 2 The response of an LTI system to each signal should be simple enough in structure to provide us with a convenient representation for the response of the system to any signal constructed as a linear combination of the basic signals.
  • 5. 241-306 Fourier Series Representation of Periodic Signals 5 Eigenfunction and Eigenvalue of the system LTI CT e st H se st Eigenvalue Eigenfunction yt=∫−∞ ∞ hxt−d  =∫−∞ ∞ he st− d  =e st ∫−∞ ∞ he s d  H(s)
  • 6. 241-306 Fourier Series Representation of Periodic Signals 6 LTI DT z n H z z n Eigenvalue Eigenfunction y[n]= ∑ k=−∞ ∞ h[k ] x[n−k ] = ∑ k=−∞ ∞ h[k ] z n−k =z n ∑ k=−∞ ∞ h[k ]z −k H(z)
  • 7. 241-306 Fourier Series Representation of Periodic Signals 7 If the input to a continuous-time LTI system is represented as a linear combination of complex exponentials xt=∑ k ak e sk t then the output will be yt=∑ k ak H sk e sk t
  • 8. 241-306 Fourier Series Representation of Periodic Signals 8 For discrete-time LTI system,it the input is represented as a linear combination of complex exponentials x[n]=∑ k ak zk n then the output will be y[n]=∑ k ak H zk zk n
  • 9. 241-306 Fourier Series Representation of Periodic Signals 9 Example 3.1 yt=xt−3 yt=e j2t−3 =e − j6 e j2t H s=∫−∞ ∞ −3e−s  d =e−3s Consider the LTI system If the input to this system is x(t) = e j2t then We would expect, since e j2t is eigenfunction. The associated eigenvalue is H(j2) = e -j6 . The impulse response of the system is h(t) = δ(t-3)
  • 10. 241-306 Fourier Series Representation of Periodic Signals 10 yt=cos4t−3cos7t−3 xt= 1 2 e j4t  1 2 e − j4t  1 2 e j7t  1 2 e − j7t xt=cos4tcos7t Consider the input signal The output is By using Euler's relation
  • 11. 241-306 Fourier Series Representation of Periodic Signals 11 yt= 1 2 e − j12 e j4t  1 2 e j12 e − j4t  1 2 e − j21 e j7t  1 2 e j21 e − j7t yt= 1 2 e j4t−3  1 2 e − j4t−3  1 2 e j7 t−3  1 2 e j7t−3 =cos4t−3cos7t−3 then or
  • 12. 241-306 Fourier Series Representation of Periodic Signals 12 Problem section 3.1 1 Consider three continuous-time systems S1 , S2 and S3 whose response to a complex exponential input ej5t are specified as S1 :e j5t te j5t S2 :e j5t te j5t−1 S3 :e j5t cos5t For each system, determine determine whether the given information is sufficient to conclude that the system is definitely not LTI.
  • 13. 241-306 Fourier Series Representation of Periodic Signals 13 2 Consider three discrete-time systems S1 , S2 and S3 whose response to a complex exponential input ejπn/2 are specified as S1 :e jn/2 e j n/2 u[n] S2 :e j n/2 e j3n/2 S3 :e j n/2 2e j5 n/2 For each system, determine determine whether the given information is sufficient to conclude that the system is definitely not LTI. Problem section 3.1Problem section 3.1 (Cont.)
  • 14. 241-306 Fourier Series Representation of Periodic Signals 14 3.2 Fourier Series Representation of Continuous- Time Periodic Signals Linear Combination of Harmonically Related Complex Exponentials xt=xtT xt=cos0 t xt=e j 0 t Definition of periodic signal two basic periodic signals ω0 – fundamental frequency T = 2π/ω0 – fundamental period
  • 15. 241-306 Fourier Series Representation of Periodic Signals 15 Set of harmonically related complex exponentials k=e jk 0 t =e jk 2/T t k=0,±1,±2,... xt= ∑ k=−∞ ∞ ak e jk 0 t = ∑ k=−∞ ∞ ak e jk 2/T t A linear combination of harmonically related exponentials of the from
  • 16. 241-306 Fourier Series Representation of Periodic Signals 16 Example 3.2 xt= ∑ k=−3 3 ak e jk2t Consider the signal x(t), with fundamental frequency 2π. where a0=1 a1=a−1= 1 4 a2=a−2= 1 2 a3=a−3= 1 3
  • 17. 241-306 Fourier Series Representation of Periodic Signals 17 xt=1 1 4 e j2t e − j2t  1 2 e j4t e − j4t   1 3 e j6 t e − j6t  xt=1 1 2 cos2tcos4t 2 3 cos6t Rewrite the x(t) Using Euler's relation, we can write x(t) in the from We illustrate graphically how the signal x(t) is built up from its harmonic component
  • 18. 241-306 Fourier Series Representation of Periodic Signals 18
  • 19. 241-306 Fourier Series Representation of Periodic Signals 19
  • 20. 241-306 Fourier Series Representation of Periodic Signals 20
  • 21. 241-306 Fourier Series Representation of Periodic Signals 21 xt= ∑ k=−∞ ∞ ak ∗ e − jk 0 t Suppose that x(t) is real and can be represented in the from Fourier series of real periodic signals xt= ∑ k=−∞ ∞ ak e jk 0 t since x*(t) = x(t), we obtain (*)
  • 22. 241-306 Fourier Series Representation of Periodic Signals 22 xt= ∑ k=−∞ ∞ a−k ∗ e jk 0 t Replacing k by -k : by comparision with (*) in slide 19 ak=a−k ∗ or ak ∗ =a−k
  • 23. 241-306 Fourier Series Representation of Periodic Signals 23 xt=a0∑ k=1 ∞ [ak e jk 0 t a−k e − jk 0 t ] xt=a0∑ k=1 ∞ [ak e jk 0 t ak ∗ e − jk 0 t ] Alternative forms of the Fourier series Suppose that x(t) is real and can be represented in the from xt= ∑ k=−∞ ∞ ak e jk 0 t (*) rearrange the summation substituting ak * for a-k :
  • 24. 241-306 Fourier Series Representation of Periodic Signals 24 xt=a0∑ k=1 ∞ 2ℜe {ak e jk 0 t } ak=Ak e jk xt=a0∑ k=1 ∞ 2ℜe {Ak e jk 0 t−k  } since the two term inside the summation are complex conjugates of each other. If ak is express in polar form That is xt=a02∑ k=1 ∞ Ak cosk 0 t−k 
  • 25. 241-306 Fourier Series Representation of Periodic Signals 25 ak=Bk jCk xt=a02∑ k=1 ∞ [Bk cosk 0 t−Ck sink 0 t] But if ak is express in rectangular form where Bk and Ck are both real. We can write :
  • 26. 241-306 Fourier Series Representation of Periodic Signals 26 Determination of the Fourier Series Representation of a Continuous-Time Periodic Signal Assuming that a given periodic signal can be represented with the series xt= ∑ k=−∞ ∞ ak e jk 0 t We need the procedure for determining the coefficients ak .
  • 27. 241-306 Fourier Series Representation of Periodic Signals 27 Multiplying both sides by e − jn 0 t xte − jn0 t = ∑ k=−∞ ∞ ak e jk 0 t e − jn0 t Integrating both sides from 0 to T=2π/ω0 : ∫ 0 T xte − jn0 t dt=∫ 0 T ∑ k=−∞ ∞ ak e jk 0 t e − jn0 t dt or ∫ 0 T xte − jn0 t dt= ∑ k=−∞ ∞ ak [∫ 0 T e jk−n0 t dt ] (*)
  • 28. 241-306 Fourier Series Representation of Periodic Signals 28 By using Euler's relation ∫ 0 T e jk−n0 t dt =∫ 0 T cosk−n0 tdt  j∫ 0 T sink−n0 tdt For k ≠ n, the integral over one period of sinusoidal signal is zero. For k=n, the integral equal to T ∫ 0 T e jk−n0 t dt = {T , k=n 0, k≠n
  • 29. 241-306 Fourier Series Representation of Periodic Signals 29 Consequently, the equation ∫ 0 T xte − jn0 t dt= ∑ k=−∞ ∞ ak [∫ 0 T e jk−n0 t dt ] reduce to ∫ 0 T xte − jn0 t dt=an T or an= 1 T ∫ 0 T xte − jn0 t dt= 1 T ∫T xte − jn0 t dt
  • 30. 241-306 Fourier Series Representation of Periodic Signals 30 xt= ∑ k=−∞ ∞ ak e jk 0 t = ∑ k=−∞ ∞ ak e jk 2/T t ak= 1 T ∫T xte − jk 0 t dt= 1 T ∫T xte− jk 2/T t dt a0= 1 T ∫T xtdt Equations of Fourier series of a periodic continuous-time signal For k=0
  • 31. 241-306 Fourier Series Representation of Periodic Signals 31 Example 3.3 Consider the signal xt=sin0 t Determine the Fourier series coefficients for this signal
  • 32. 241-306 Fourier Series Representation of Periodic Signals 32 Solution We can express sin ω0 t as sin0 t= 1 2j e j  0 t − 1 2 j e − j  0 t Comparing to the equation of Fourier series a1= 1 2j a−1=− 1 2j ak=0 k≠1 o r −1
  • 33. 241-306 Fourier Series Representation of Periodic Signals 33 ∣ak∣ ∢ak 10-1 ●● ● 10 -1 ●● ● k k Graph of the magnitude and phase of ak
  • 34. 241-306 Fourier Series Representation of Periodic Signals 34 Example 3.4 xt=1sin 0 t2cos0 tcos20 t  4  Determine the Fourier series coefficients for the signal
  • 35. 241-306 Fourier Series Representation of Periodic Signals 35 Solution Express this signal in the term of complex exponentials xt=1 1 2j [e j 0 t −e − j 0 t ][e j 0 t e − j 0 t ]  1 2 [e j2 0 t/4 e − j2 0 t/4 ]
  • 36. 241-306 Fourier Series Representation of Periodic Signals 36 Collecting terms : xt=11 1 2je j  0 t 1− 1 2je − j 0 t 1 2 e j/4 e j 2 0 t 1 2 e − j/4 e − j 2 0 t The Fourier series coefficients are : a0=1 a1=1 1 2j=1− 1 2 j
  • 37. 241-306 Fourier Series Representation of Periodic Signals 37 a2= 1 2 e j/4 =2 4 1 j a−2= 1 2 e − j/4 = 2 4 1− j ak=0, ∣k∣2 a−1=1− 1 2j=1 1 2 j
  • 38. 241-306 Fourier Series Representation of Periodic Signals 38 Magnitude and Phase of ak
  • 39. 241-306 Fourier Series Representation of Periodic Signals 39 Example 3.5 Determine the Fourier series coefficients for the signal xt= {1, ∣t∣T1 0, T1∣t∣T /2
  • 40. 241-306 Fourier Series Representation of Periodic Signals 40 Solution For k = 0 : a0= 1 T ∫ −T 1 T 1 dt= 2T1 T For k ≠ 0 : ak= 1 T ∫ −T 1 T 1 e − jk 0 t dt=− 1 jk 0 T e − jk 0 t ∣−T1 T 1
  • 41. 241-306 Fourier Series Representation of Periodic Signals 41 ak= 2 k 0 T [e jk  0 T 1 −e − jk  0 T 1 2j ] ak= 2sink T1 k T = sink T1 k  , k≠0
  • 42. 241-306 Fourier Series Representation of Periodic Signals 42 Plot of the scaled Fourier series coefficients Tak with T = 4T1
  • 43. 241-306 Fourier Series Representation of Periodic Signals 43 Plot of the scaled Fourier series coefficients Tak with T = 8T1 Plot of the scaled Fourier series coefficients Tak with T = 16T1
  • 44. 241-306 Fourier Series Representation of Periodic Signals 44 3.4 Convergence of the Fourier Series The question of the validity of Fourier series representation. xt= ∑ k=−∞ ∞ ak e jk 0 t Is the FS can approximate the periodic signal x(t)? We can prove the validity by using the difference in energy of x(t) and its FS
  • 45. 241-306 Fourier Series Representation of Periodic Signals 45 et=xt−∑−∞ ∞ ak e − jk 0 t If x(t) and its FS are the same, there is no energy in the difference. ∫T ∣et∣ 2 dt=0 One class of periodic signals is the signal that have finite energy over a signal period. ∫T ∣xt∣ 2 dt∞
  • 46. 241-306 Fourier Series Representation of Periodic Signals 46 Condition 1. x(t) must be absolutely integrable over one period. The set of conditions (The DiriChlet condition) guarantees that x(t) equal its Fourier series representation ∫T ∣xt∣dt∞ xt= 1 T violates the first condition
  • 47. 241-306 Fourier Series Representation of Periodic Signals 47 Condition 2. In a finite time interval, x(t) has a finite number of maxima and minima. xt=sin2 t , 0t≤1 meets condition 1 but not condition 2
  • 48. 241-306 Fourier Series Representation of Periodic Signals 48 Condition 3. In a finite time interval, x(t) has only a finite number of discontinuities.
  • 49. 241-306 Fourier Series Representation of Periodic Signals 49 3.5 Properties of Continuous-Time Fourier Series The notation FS xt ↔ ak mean ak are the Fourier series coefficients of the periodic signal signal x(t) which have a period T and fundamental frequency ω0 =2π/T
  • 50. 241-306 Fourier Series Representation of Periodic Signals 50 Linearity FS xt ↔ ak FS xt ↔ bk FS zt=AxtByt ↔ ck=AakBbk Let x(t) and y(t) are periodic signals with period T
  • 51. 241-306 Fourier Series Representation of Periodic Signals 51 Time Shifting FS xt ↔ ak FS xt−t0 ↔ e − jk 0 t0 ak=e − jk2/T t0 ak Let x(t) is a periodic signal with period T
  • 52. 241-306 Fourier Series Representation of Periodic Signals 52 Time Reversal FS xt ↔ ak FS x−t ↔ a−k Let x(t) is a periodic signal with period T Time Scaling The Fourier series coefficient dose not changed but the Fourier series has changed because of the change in the fundamental frequency.
  • 53. 241-306 Fourier Series Representation of Periodic Signals 53 Multiplication FS xt ↔ ak FS yt ↔ bk xt yt ↔ hk= ∑ l=−∞ ∞ al bk−l FS Let x(t) is a periodic signal with period T
  • 54. 241-306 Fourier Series Representation of Periodic Signals 54 Conjugation and Conjugate Symmetry FS xt ↔ ak FS x∗ t ↔ a−k ∗ Let x(t) is a periodic signal with period T If x(t) is real, x(t) = x*(t), the Fourier series coefficients will be conjugate symmetric. a−k = ak ∗
  • 55. 241-306 Fourier Series Representation of Periodic Signals 55 Parseval's Relation for Continuous-Time Periodic Signals 1 T ∫T ∣xt∣ 2 dt= ∑ k=−∞ ∞ ∣ak∣ 2 1 T ∫T ∣ak e jk 0t ∣ 2 dt= 1 T ∫T ∣ak∣ 2 dt=∣ak∣ 2 Parseval 's relation for continuous-time periodic signals is In one period of the periodic signal x(t) The total average power in a periodic signal equal the sum of the average powers in all of its harmonic component.
  • 56. 241-306 Fourier Series Representation of Periodic Signals 56
  • 57. 241-306 Fourier Series Representation of Periodic Signals 57 Example 3.6 Determine the Fourier Series representation of g(t) with a fundamental period of 4.
  • 58. 241-306 Fourier Series Representation of Periodic Signals 58 Solution From the example 3.5 with T = 4 and T1 = 1 we can write the function g(t) in the form of x(t).(add dc offset -1/2 and shift the signal to right) g t=xt−1−1/2 From shift property, the Fourier coefficients of x(t-1) may be express as : bk=ak e− jk /2 ak is FS coefficient of x(t)
  • 59. 241-306 Fourier Series Representation of Periodic Signals 59 The Fourier coefficient of the dc offset is given by ck= { 0, for k≠0 − 1 2 , for k=0 By using linearity property, the coefficients for g(t) may be expressed as d k= { ak e − jk /2 , for k≠0 a0− 1 2 , for k=0
  • 60. 241-306 Fourier Series Representation of Periodic Signals 60 by replacing ak from example 3.5 d k= { sin k /2 k  e − jk /2 , for k≠0 0, for k=0
  • 61. 241-306 Fourier Series Representation of Periodic Signals 61 Example 3.7 Consider the triangular signal x(t) with period T = 4 and fundamental frequency ω0 = π/2. Determine the Fourier coefficient from g(t) of example 3.6
  • 62. 241-306 Fourier Series Representation of Periodic Signals 62 Solution The signal g(t) is the derivative of x(t) or x(t) is the integration of signal g(t). dk= jk /2ek dk is the Fourier coefficient of g(t) and ek is the Fourier coefficient of x(t) Solution ek= 2dk jk  = 2sin k /2 jk 2 e− jk /2 , k≠0 for k=0, e0 is determine by finding the area under one period of x(t) and dividing by the period. e0 =1/2
  • 63. 241-306 Fourier Series Representation of Periodic Signals 63 3.6 Fourier Series Representation of Discrete-Time Periodic Signals Linear Combination of Harmonically Related Complex Exponentials The definition of discrete-time periodic signals with period N x[n]=x[nN ] The fundamental period is the smallest positive integer of N for which the equation above holds and ω0 =2π/N
  • 64. 241-306 Fourier Series Representation of Periodic Signals 64 Set of harmonically related complex exponentials k=e jk 0 n =e jk 2/N n k=0,±1,±2,... There are N distinct signals in the set. The consequence is the discrete-time complex exponential which differ in frequency by multiple of 2π are identical. k [n]=krN [n]
  • 65. 241-306 Fourier Series Representation of Periodic Signals 65 x[n]=∑ k ak e jk 0 n =∑ k ak e jk 2/N n A linear combination of harmonically related exponentials of the from Since the sequence Φk [n] are distinct only over a range of N successive values of k. we can express the limits of the summation as k = <N>. x[n]= ∑ k=〈N 〉 ak e jk 0 n = ∑ k=〈N 〉 ak e jk2/ N n k could take on values, for example, k = 1,2,...,N-1 or k = 3,4,...,N+2
  • 66. 241-306 Fourier Series Representation of Periodic Signals 66 Determination of the Fourier Series Representation of a Periodic Signal x[n]= ∑ k=〈N 〉 ak e jk 0 n = ∑ k=〈N 〉 ak e jk 2/ N n The equation of the discrete-time Fourier series ak is the Fourier series coefficients If we evaluate the equation above for N successive values of n corresponding to one period of x[n] :
  • 67. 241-306 Fourier Series Representation of Periodic Signals 67 x[0]= ∑ k=N  ak x[1]= ∑ k= N  ak e j2k/ N x[N −1]= ∑ k=N  ak e j2 k N −1/ N
  • 68. 241-306 Fourier Series Representation of Periodic Signals 68 ∑ n=〈 N 〉 e jk 2/ N n = {N , k=0,±N ,±2N ,... 0, otherwise ∑ n=〈 N 〉 x[n]e − jr2/N n = ∑ n=〈N 〉 ∑ k=〈 N 〉 ak e jk−r2/ N n The basic result is Multiplying both side of x[n] by e-jr(2π/N)n and summing over N terms
  • 69. 241-306 Fourier Series Representation of Periodic Signals 69 ∑ n=〈 N 〉 x[n]e − jr2/N n = ∑ k=〈 N 〉 ak ∑ n=〈 N 〉 e jk−r2/ N n ar= 1 N ∑ n=〈 N 〉 x[n]e − jr2/N n Interchanging the order of summation on right- hand side N , k−r=0,±N ,±2N ,... ∑ n=〈 N 〉 x[n]e − jr2/N n =ar N
  • 70. 241-306 Fourier Series Representation of Periodic Signals 70 x[n]= ∑ k=〈N 〉 ak e jk 0 n = ∑ k=〈N 〉 ak e jk2/ N n ak= 1 N ∑ n=〈N 〉 x[n]e − jk 0 n = 1 N ∑ n=〈N 〉 x[n]e − jr2/N n Discrete-time Fourier Series pair
  • 71. 241-306 Fourier Series Representation of Periodic Signals 71 Example 3.10 x[n]=sin 0 n 0= 2 N Fine the Fourier series coefficient for the signal when
  • 72. 241-306 Fourier Series Representation of Periodic Signals 72 x[n]= 1 2j e j2/N n − 1 2j e − j2/N n a1= 1 2j a−1=− 1 2j Expanding the signal as a sum of two complex exponentials We see by inspection that Solution
  • 73. 241-306 Fourier Series Representation of Periodic Signals 73 These coefficient repeat with period N thus aN+1 also equal to 1/2j and aN-1 equals (-1/2j) For example with N = 5
  • 74. 241-306 Fourier Series Representation of Periodic Signals 74 Consider 0= 2M N Assuming that M and N do not have any common factors x[n]= 1 2j e jM 2/N n − 1 2j e− jM 2/N n By inspection aM = (1/2j), a-M = (-1/2j) and the remaining coefficients over one period of length N are zero
  • 75. 241-306 Fourier Series Representation of Periodic Signals 75 For example with M = 3 and N = 5
  • 76. 241-306 Fourier Series Representation of Periodic Signals 76 Example 3.11 x[n]=1sin2 N n3cos2 N n cos4 N n  2  Fine the Fourier series coefficient for the signal
  • 77. 241-306 Fourier Series Representation of Periodic Signals 77 x[n]=1 1 2j [e j2/N n −e − j2/N n ]  3 2 [e j2/N n e − j2/N n ]  1 2 [e j4n/ N /2 e − j4n/N /2 ] Expanding the signal as a sum of two complex exponentials Solution
  • 78. 241-306 Fourier Series Representation of Periodic Signals 78 x[n]=13 2  1 2je j2/ N n 3 2 − 1 2je − j2/N n 1 2 e j/2 e j22/ N n 1 2 e − j/2 e − j22/N n Collecting terms The Fourier series coefficient are
  • 79. 241-306 Fourier Series Representation of Periodic Signals 79 a0=1 a1= 3 2  1 2j = 3 2 − 1 2 j a−1= 3 2 − 1 2j = 3 2  1 2 j a2= 1 2 e j/2 = 1 2 j a−2= 1 2 e − j/2 =− 1 2 j
  • 80. 241-306 Fourier Series Representation of Periodic Signals 80 Fourier series coefficient for N = 10
  • 81. 241-306 Fourier Series Representation of Periodic Signals 81 Fourier series coefficient for N = 10
  • 82. 241-306 Fourier Series Representation of Periodic Signals 82 Example 3.12 Evaluate the Fourier series for the signal
  • 83. 241-306 Fourier Series Representation of Periodic Signals 83 ak= 1 N ∑ m=0 2N1 e − jk 2/N m−N1 = 1 N e − jk 2/N N1 ∑ m=0 2N1 e − jk 2/N m ak= 1 N ∑ n=−N 1 N 1 e− jk 2/ N n For this signal, the Fourier coefficient become Let m = n+N1
  • 84. 241-306 Fourier Series Representation of Periodic Signals 84 ak= 1 N e jk 2/ N N 1 1−e − jk22N11/ N 1−e − jk 2/N   = 1 N e− jk 2/2N [e jk2N 11/2/N −e − jk2N11/2/ N ] e − jk 2/2N [e jk 2/2N −e − jk 2/2N ] = 1 N sin[2 k N11/2/ N ] sin k / N  , k≠0,±N ,±2N ,... ak= 2N11 N , k=0,±N ,±2N ,... and
  • 85. 241-306 Fourier Series Representation of Periodic Signals 85 Plot of Nak for 2N1 +1 = 5 (a) N = 10; (b) N = 20; (c) N = 40
  • 86. 241-306 Fourier Series Representation of Periodic Signals 86 Multiplication FS x[n] ↔ ak FS y[n] ↔ bk x[n] y[n] ↔ dk= ∑ l=〈N 〉 al bk−l FS Let x(t) is a periodic signal with period T 3.6 Properties of Discrete-Time Fourier Series
  • 87. 241-306 Fourier Series Representation of Periodic Signals 87 First Difference FS x[n] ↔ ak FS x[n]−x[n−1] ↔ 1−e− jk 2/N  ak The first-difference operation define as x[n] -x[n-1]
  • 88. 241-306 Fourier Series Representation of Periodic Signals 88 Parseval's Relation for Discrete-Time Periodic Signals 1 N ∑ n=〈 N 〉 ∣x[n]∣2 = ∑ k=〈 N 〉 ∣ak∣2 Where the ak are the Fourier series coefficients of x[n] and N is the period
  • 89. 241-306 Fourier Series Representation of Periodic Signals 89
  • 90. 241-306 Fourier Series Representation of Periodic Signals 90 Example 3.13 Find the Fourier series coefficient of the x[n] below solution By linearity property, x[n] = x1 [n]+x2 [n], ak = bk +ck when ak FS coefficients of x[n], bk FS coefficients of x1 [n], ck FS coefficients of x2 [n]
  • 91. 241-306 Fourier Series Representation of Periodic Signals 91 x[n] = x1 [n]+x2 [n]
  • 92. 241-306 Fourier Series Representation of Periodic Signals 92 bk= { 1 5 sin3k /5 sink /5 , for k≠0,±5,±10,... 3 5 , for k=0,±5,±10,... c0= 1 5 ∑ n=0 4 x2 [n]=1 From example 3.12, with N1 = 1 and N = 5 The sequence x2[n] has only DC value, which is captured by its zeroth Fourier series coefficient.
  • 93. 241-306 Fourier Series Representation of Periodic Signals 93 ak= { 1 5 sin3k /5 sink /5 , for k≠0,±5,±10,... 8 5 , for k=0,±5,±10,... The Fourier series coefficient of x[n] are :
  • 94. 241-306 Fourier Series Representation of Periodic Signals 94 Example 3.14 Suppose we given the following facts about a sequence x[n]. 1 x[n] is periodic with period N = 6 2 3 4 x[n] has the minimum power per period among the set of signals satisfying the preceding three conditions. ∑n=0 5 x[n]=2 ∑n=2 7 −1 n x[n]=1 Find the sequence x[n]
  • 95. 241-306 Fourier Series Representation of Periodic Signals 95 p=∑ k=0 5 ∣ak∣ 2 From fact 2, we conclude that a0 = 1/3 From fact 3, (-1)n = e-jπn = e-j(2π/6)3n , we conclude that a3 = 1/6 From fact 4, the average power in x[n] using Parseval's relation is
  • 96. 241-306 Fourier Series Representation of Periodic Signals 96 x[n]=a0a3 e jn = 1 3  1 6 −1n The value of P is minimized by choosing a1 =a2 =a4 =a5 =0 We can sketch x[n] :
  • 97. 241-306 Fourier Series Representation of Periodic Signals 97 3.7 Fourier Series and LTI Systems H s=∫−∞ ∞ he −s  d  H z= ∑ k=−∞ ∞ h[k ]z −k From section 3.2, if x(t) = est is the input to a continuous-time LTI system, then the output is given by y(t) = H(s)est , where If x[n] = zn is the input to a continuous-time LTI system, then the output is given by y[n]= H(z)zn , where
  • 98. 241-306 Fourier Series Representation of Periodic Signals 98 Where s and z are complex number, H(s) and H(z) are referred as the system functions of the corresponding systems. For continuous-time signals and systems, we focus of the specific case in which Re{s} = 0, so that s = jω. The system function is : H  j =∫−∞ ∞ hte − j t dt This system function is referred to as the frequency response of the system
  • 99. 241-306 Fourier Series Representation of Periodic Signals 99 H e j = ∑ n=−∞ ∞ h[n]e − jn For discrete-time signals and systems, we focus of the specific case in which |z| = 1, so that z = ejω . The system function is : This system function is referred to as the frequency response of the system
  • 100. 241-306 Fourier Series Representation of Periodic Signals 100 xt= ∑ k=−∞ ∞ ak e jk 0 t yt= ∑ k=−∞ ∞ ak H  jk 0e jk 0 t For continuous-time system, Let x(t) be a periodic signal apply as the input to the system: The output of the system is
  • 101. 241-306 Fourier Series Representation of Periodic Signals 101 x[n]= ∑ k=〈N 〉 ak e jk2/ N n For discrete-time system, Let x[n] be a periodic signal apply as the input to the system: The output of the system is y[n]= ∑ k=〈 N 〉 ak H e jk2/ N  e jk2/ N n
  • 102. 241-306 Fourier Series Representation of Periodic Signals 102 Example 3.16 ht=e −t ut Suppose that the periodic signal x(t) in example 3.2 is the input to LTI system with impulse response Find the Fourier series coefficient of output y(t)
  • 103. 241-306 Fourier Series Representation of Periodic Signals 103 H  j =∫ 0 ∞ e − e − j d  =− 1 1 j  e − e − j  ∣0 ∞ = 1 1 j  solution To calculate the Fourier series coefficients of the output y(t), we first compute the frequency response
  • 104. 241-306 Fourier Series Representation of Periodic Signals 104 = ∑ k=−3 3 bk e jk2t yt= ∑ k=−∞ ∞ ak H  jk 0e jk 0 t The output of the system is xt= ∑ k=−3 3 ak e jk2t The input of the system is
  • 105. 241-306 Fourier Series Representation of Periodic Signals 105 b0=1 b1= 1 4 1 1 j2, b−1= 1 4 1 1− j2 b2= 1 2 1 1 j4 , b−2= 1 2 1 1− j4 b3= 1 3  1 1 j6 , b−3= 1 3  1 1− j6  With bk = ak H(jk2π), so that
  • 106. 241-306 Fourier Series Representation of Periodic Signals 106 yt=12∑ k=1 3 Dk cos jk2tk  yt=12∑ k=1 3 [Ek cos2kt−Fk sin2kt] bk=Dk e j  k =Ek jFk , k=1,2,3,... y(t) must be a real-valued signal, since it is the convolution of x(t) and h(t) which are both real. Therefore, y(t) can be expressed in the form or where
  • 107. 241-306 Fourier Series Representation of Periodic Signals 107 D1=∣b1∣= 1 414 2 , 1=∡b1=−tan −1 2 E1=ℜe {b1}= 1 414 2  , F1=ℑm{b1}=−  214 2  This coefficients can be evaluated from bk , for example
  • 108. 241-306 Fourier Series Representation of Periodic Signals 108 Example 3.17 x[n]=cos2n N  Find the Fourier series coefficient of output y(t) Consider an LTI system with impulse response h[n] = αn u[n], -1< α <1, and with the input
  • 109. 241-306 Fourier Series Representation of Periodic Signals 109 x[n]= 1 2 e j2/ N n  1 2 e − j2/ N n solution x[n] can be written in Fourier series form as Frequency response of system H e j =∑ n=0 ∞  n e − j n =∑ n=0 ∞  e − j   n
  • 110. 241-306 Fourier Series Representation of Periodic Signals 110 H e j = 1 1−e − j y[n]= 1 2 H e j2/N e j2/N n  1 2 H e− j2/N e− j2/N n The summation of this series is We obtain the Fourier series for the output :
  • 111. 241-306 Fourier Series Representation of Periodic Signals 111 y[n]= 1 2 1 1−e − j2/ N e j2/N n  1 2 1 1− e j2/ N e − j2/N n 1 1−e− j2/ N =r e j If we write The output become y[n]=r cos2 N n
  • 112. 241-306 Fourier Series Representation of Periodic Signals 112 1 1−e − j2/4 = 1 1 j = 1 1 2 e j−tan −1  y[n]= 1 1 2 cosn 2 −tan −1  For example, if N = 4, and thus
  • 113. 241-306 Fourier Series Representation of Periodic Signals 113