Chapter 1

Spectral Analysis
 Representation of Signals in Terms
of Frequency Components

• Consider the CT signal defined by

N
x(t )  Ak cos( k t   k ), t  
k 1
• The frequencies `present in the signal’ are the
frequency  k of the component sinusoids
• The signal x(t) is completely characterized by
the set of frequencies  k , the set of amplitudes
Ak , and the set of phases k
 Example: Sum of Sinusoids

• Consider the CT signal given by

x(t )  A1 cos(t )  A2 cos(4t   / 3)  A3 cos(8t   / 2),
t 
• The signal has only three frequency
components at 1,4, and 8 rad/sec, amplitudes
A1 , A2 , A3 and phases0,  / 3,  / 2
• The shape of the signal x(t) depends on the
relative magnitudes of the frequency
components, specified in terms of the
amplitudes A1 , A2 , A3
 Example: Sum of Sinusoids –Cont’d
 A1 0.5

 A2 1
 A 0
 3

 A1 1

 A2 0.5
 A 0
 3

 A1 1

 A2 1
 A 0
 3
 Example: Sum of Sinusoids –Cont’d
 A1 0.5

 A2 1
 A 0.5
 3

 A1 1

 A2 0.5
 A 0.5
 3

 A1 1

 A2 1
 A 1
 3
 Amplitude Spectrum

• Plot of the amplitudes Ak of the sinusoids

making up x(t) vs. 

• Example:


 Phase Spectrum

• Plot of the phases  k of the sinusoids

making up x(t) vs. 

• Example:


 Complex Exponential Form

j
formula e cos( )  j sin( )
• Euler formula:
• Thus
j ( k t  k )

Ak cos( k t   k )   Ak e 

real part
whence
N
x(t )    Ak e
 j ( k t  k )
 , t 

k 1
 Complex Exponential Form – Cont’d

• And, recalling that ( z ) ( z  z  ) / 2 where

z a  jb , we can also write
N
1
x(t )   Ak e
 j ( k t  k )
 Ak e  j ( k t  k )
 , t 

k 1 2
• This signal contains both positive and
negative frequencies
• The negative frequencies   k stem from
writing the cosine in terms of complex
exponentials and have no physical meaning
 Complex Exponential Form – Cont’d

• By defining
Ak j k Ak  j k
ck  e c k  e
2 2
it is also
N N
x(t )   ck e jk t  c k e  j k t    ck e j k t , t  
k 1 k  N
k 0
   
complex exponential form
of the signal x(t)
 Line Spectra

• The amplitude spectrum of x(t) is defined as

the plot of the magnitudes | ck | versus 
• The phase spectrum of x(t) is defined as the
plot of the angles ck arg(ck ) versus 
• This results in line spectra which are defined
for both positive and negative frequencies
• Notice: for k 1, 2,
| ck || c k | ck  c k
arg(ck )  arg(c k )
 Example: Line Spectra

x(t ) cos(t )  0.5cos(4t   / 3)  cos(8t   / 2)

0.
0.
 Fourier Series Representation of
Periodic Signals

• Let x(t) be a CT periodic signal with period

T, i.e.,

• Example: the rectangular pulse train

 The Fourier Series

• Then, x(t) can be expressed as


x(t )   ck e jk 0t
, t 
k  

where  0 2 / T is the fundamental

frequency (rad/sec) of the signal and
T /2
1  jk o t
ck   x(t )e dt , k 0, 1, 2,
T  T /2
c0 is called the constant or dc component of x(t)
 The Fourier Series – Cont’d

• The frequencies k 0 present in x(t) are

integer multiples of the fundamental
frequency  0
• Notice that, if the dc term c0 is added to
N
x(t )   ck e j k t

k  N
k 0

and we set N  , the Fourier series is a

special case of the above equation where all
the frequencies are integer multiples of  0
 Dirichlet Conditions
• A periodic signal x(t), has a Fourier series
if it satisfies the following conditions:
1. x(t) is absolutely integrable over any
period, namely
a T


a
| x(t ) | dt  , a  

2. x(t) has only a finite number of maxima

and minima over any period
3. x(t) has only a finite number of
discontinuities over any period
Example: The Rectangular Pulse Train

• From figure, T 2 whence  0 2 / 2 

• Clearly x(t) satisfies the Dirichlet conditions and
thus has a Fourier series representation
Example: The Rectangular Pulse
Train – Cont’d

1 1
x(t )    ( 1)|( k  1) / 2| e jk t , t  
2 k   k
k odd
 Trigonometric Fourier Series

• By using Euler’s formula, we can rewrite


x(t )   ck e jk 0t
, t 
as k  

x(t ) c0   2 | ck |cos(k 0t  ck ), t  
k 1      
dc component k-th harmonic

• This expression is called the trigonometric

Fourier series of x(t)
 Example: Trigonometric Fourier
Series of the Rectangular Pulse Train

• The expression

1 1
x(t )    ( 1) |( k  1) / 2| jk t
e , t
2 k   k
k odd
can be rewritten as
1  2  
x(t )    cos  k t   ( 1) ( k  1) / 2
 1  , t  
2 k 1 k  2
k odd
 Gibbs Phenomenon

• Given an odd positive integer N, define the

N-th partial sum of the previous series

1 N
2  
xN (t )  
2

k 1 k
cos  k t   ( 1)

( k  1) / 2
 1  , t  
2
k odd

• According to Fourier’s theorem,

theorem it should be
lim | xN (t )  x(t ) |0
N 
Gibbs Phenomenon – Cont’d

x3 (t ) x9 (t )
 Gibbs Phenomenon – Cont’d

x21 (t ) x45 (t )

overshoot:
overshoot about 9 % of the signal magnitude
(present even if N  )
 Parseval’s Theorem

• Let x(t) be a periodic signal with period T

• The average power P of the signal is
defined as T /2
1
P   x (t )dt
2

T  T /2

• Expressing the signal as x (t )   k , t 
c e
k  
jk 0t

it is also

P   | ck | 2

k  
 Fourier Transform
• We have seen that periodic signals can be
represented with the Fourier series
• Can aperiodic signals be analyzed in terms of
frequency components?
• Yes, and the Fourier transform provides the
tool for this analysis
• The major difference w.r.t. the line spectra of
periodic signals is that the spectra of
aperiodic signals are defined for all real
values of the frequency variable  not just
for a discrete set of values
 Frequency Content of the
Rectangular Pulse
x(t )

xT (t )

x(t )  lim xT (t )
T
 Frequency Content of the
Rectangular Pulse – Cont’d

• Since xT (t ) is periodic with period T, we

can write

xT (t )   ck e jk 0t
, t 
k  

where
T /2
1  jk o t
ck   x(t )e dt , k 0, 1, 2,
T  T /2
 Frequency Content of the
Rectangular Pulse – Cont’d

• What happens to the frequency components

of xT (t ) as T   ?
• For k 0
1
c0 
T

• For k 0
2  k 0  1  k 0 
ck  sin    sin   , k 1, 2,
k 0T  2  k  2 
 0 2 / T
 Frequency Content of the
Rectangular Pulse – Cont’d

plots of T | ck |
vs.  k 0
for T 2,5,10
 Frequency Content of the
Rectangular Pulse – Cont’d

• It can be easily shown that

  
lim Tck sinc  ,  
T
 2 
where
sin( )
sinc( ) 

Fourier Transform of the Rectangular
Pulse
• The Fourier transform of the rectangular
pulse x(t) is defined to be the limit of Tck
as T   , i.e.,
  
X ( )  lim Tck sinc  ,  
T
 2 
| X ( ) | arg( X ( ))
Fourier Transform of the Rectangular
Pulse – Cont’d
• The Fourier transform X ( ) of the
rectangular pulse x(t) can be expressed in
terms of x(t) as follows:

1  jk o t
ck  x(t )e dt , k 0, 1, 2,
T 
x(t ) 0 for t   T / 2 and t  T / 2
whence

 jk o t
Tck  x(t )e dt , k 0, 1, 2,

Fourier Transform of the Rectangular
Pulse – Cont’d

• Now, by definition X ( )  lim Tck and,

T
since k 0   as T  

 j t
X ( )  x(t )e dt ,   

• The inverse Fourier transform of X ( ) is

1 j t
x(t ) 
2 X ( )e

d , t  
The Fourier Transform in the General
Case

• Given a signal x(t), its Fourier transform

X ( ) is defined as

 j t
X ( )  x(t )e dt ,   

• A signal x(t) is said to have a Fourier
transform in the ordinary sense if the above
integral converges
The Fourier Transform in the General
Case – Cont’d
• The integral does converge if
1. the signal x(t) is “well-behaved”
well-behaved
2. and x(t) is absolutely integrable,
integrable namely,


| x(t ) | dt  


• Note: well behaved means that the signal

has a finite number of discontinuities,
maxima, and minima within any finite time
interval
 Example: The DC or Constant Signal

• Consider the signal x(t ) 1, t  

• Clearly x(t) does not satisfy the first
requirement since
 



| x(t ) | dt  dt 

• Therefore, the constant signal does not have
a Fourier transform in the ordinary sense
• Later on, we’ll see that it has however a
Fourier transform in a generalized sense
 Example: The Exponential Signal

 bt
• Consider the signal x(T ) e u (t ), b  
• Its Fourier transform is given by

 j t
X ( )  e u (t )e
 bt
dt

 t 
 ( b  j ) t 1  ( b  j ) t
e dt   e 
0
b  j  
t 0
 Example: The Exponential Signal –
Cont’d

• If b  0 , X ( ) does not exist

• If b 0 , x(t ) u (t ) and X ( ) does not
exist either in the ordinary sense
• If b  0 , it is
1
X ( ) 
b  j
amplitude spectrum phase spectrum
1  
| X ( ) | arg( X ( ))  arctan  
b2   2 b
 Example: Amplitude and Phase
Spectra of the Exponential Signal
x(t ) e  10t u (t )
 Rectangular Form of the Fourier
Transform

• Consider

 j t
X ( )  x(t )e dt ,   

• Since X ( ) in general is a complex
function, by using Euler’s formula

  
X ( )  x(t ) cos( t )dt  j   x(t )sin( t ) dt 
                
R ( ) I ( )
X ( ) R ( )  jI ( )
Polar Form of the Fourier Transform

• X ( ) R ( )  jI ( ) can be expressed in
a polar form as
X ( ) | X ( ) | exp( j arg( X ( )))

where 2 2
| X ( ) | R ( )  I ( )

 I ( ) 
arg( X ( )) arctan  
 R ( ) 
 Fourier Transform of
Real-Valued Signals

• If x(t) is real-valued, it is
 Hermitian
X (  )  X ( ) symmetry
• Moreover

X ( ) | X ( ) | exp(  j arg( X ( )))
whence
| X (  ) || X ( ) | and
arg( X (  ))  arg( X ( ))
 Fourier Transforms of
Signals with Even or Odd Symmetry

signal x(t )  x(  t )
• Even signal:

X ( ) 2 x(t ) cos( t ) dt
0

• Odd signal: x(t )  x(  t )


X ( )  j 2 x(t )sin( t ) dt
0
 Example: Fourier Transform of the
Rectangular Pulse
• Consider the even signal

• It is  / 2
2 t  / 2 2   
X ( ) 2 (1) cos( t ) dt   sin( t ) t 0  sin  
0
   2 
  
 sinc  
 2 
Example: Fourier Transform of the
Rectangular Pulse – Cont’d
  
X ( )  sinc  
 2 
 Example: Fourier Transform of the
Rectangular Pulse – Cont’d

amplitude
spectrum

phase
spectrum
 Bandlimited Signals

• A signal x(t) is said to be bandlimited if its

Fourier transform X ( ) is zero for all   B
where B is some positive number, called
the bandwidth of the signal
• It turns out that any bandlimited signal must
have an infinite duration in time, i.e.,
bandlimited signals cannot be time limited
 Bandlimited Signals – Cont’d

• If a signal x(t) is not bandlimited, it is said

to have infinite bandwidth or an infinite
spectrum
• Time-limited signals cannot be
bandlimited and thus all time-limited
signals have infinite bandwidth
• However, for any well-behaved signal x(t)
it can be proven that lim X ( ) 0

whence it can be assumed that
| X ( ) |0   B
B being a convenient large number
 Inverse Fourier Transform

• Given a signal x(t) with Fourier transform

X ( ) , x(t) can be recomputed from X ( )
by applying the inverse Fourier transform
given by

1 j t
x(t ) 
2 X ( )e

d , t  

• Transform pair
x(t )  X ( )
Properties of the Fourier Transform

x(t )  X ( ) y (t )  Y ( )
• Linearity:
 x(t )   y (t )   X ( )   Y ( )
• Left or Right Shift in Time:
 j t0
x(t  t0 )  X ( )e

• Time Scaling:
1  
x(at )  X  
a a
Properties of the Fourier Transform

• Time Reversal:
x( t )  X (  )

• Multiplication by a Power of t:
n
n d n
t x(t )  ( j ) n
X ( )
d
• Multiplication by a Complex Exponential:
j 0 t
x(t )e  X (   0 )
Properties of the Fourier Transform

• Multiplication by a Sinusoid (Modulation):

j
x(t )sin( 0t )   X (   0 )  X (   0 ) 
2
1
x(t ) cos( 0t )   X (   0 )  X (   0 ) 
2

• Differentiation in the Time Domain:

n
d n
n
x(t )  ( j ) X ( )
dt
 Properties of the Fourier Transform
• Integration in the Time Domain:
t
1


x( )d 
j
X ( )   X (0) ( )

• Convolution in the Time Domain:

x(t )  y (t )  X ( )Y ( )

• Multiplication in the Time Domain:

x(t ) y (t )  X ( )  Y ( )
Properties of the Fourier Transform
• Parseval’s Theorem:
1
 X

x(t ) y (t )dt  ( )Y ( ) d

2 

1
if y (t )  x (t ) | x (t ) | dt  
2 2
| X ( ) | d

2 
• Duality:
X (t )  2 x(  )
Properties of the Fourier Transform -
Summary
 Example: Linearity
x(t )  p4 (t )  p2 (t )

 2   
X ( ) 4sinc    2sinc  
    
Example: Time Shift
x(t )  p2 (t  1)

    j
X ( ) 2sinc   e
 
 Example: Time Scaling

 
p2 (t ) 2sinc  
 

  
sinc  
p2 (2t )  2 

a  1 time compression  frequency expansion

0  a  1 time expansion  frequency compression
 Example: Multiplication in Time

x(t ) tp2 (t )

d    d  sin    cos   sin 

X ( )  j  2sinc     j 2    j2
d     d    2
Example: Multiplication in Time –
Cont’d
 cos   sin 
X ( )  j 2 2

Example: Multiplication by a Sinusoid
x(t )  p (t ) cos( 0t ) sinusoidal
burst

1   (   0 )    (   0 )  
X ( )    sinc     sinc  
2  2   2 
 Example: Multiplication by a
Sinusoid – Cont’d
1   (   0 )    (   0 )  
X ( )    sinc     sinc  
2  2   2 

 0 60 rad / sec


 0.5
Example: Integration in the Time
Domain

 2|t |
v(t )  1   p (t )
  

dv(t )
x(t ) 
dt
 Example: Integration in the Time
Domain – Cont’d
• The Fourier transform of x(t) can be easily
found to be
         
X ( )  sinc     j 2sin  
  4     4 
• Now, by using the integration property, it is

1  2   
V ( )  X ( )   X (0) ( )  sinc  
j 2  4 
Example: Integration in the Time
Domain – Cont’d
 2  
V ( )  sinc  
2  4 
 Generalized Fourier Transform

• Fourier transform of  (t )

  (t )e  j t
dt 1   (t )  1

• Applying the duality property
x(t ) 1, t    2 ( )
  
generalized Fourier transform
of the constant signal x(t ) 1, t  
Generalized Fourier Transform of
Sinusoidal Signals

cos( 0t )    (   0 )   (   0 ) 

sin( 0t )  j  (   0 )   (   0 ) 
Fourier Transform of Periodic Signals

• Let x(t) be a periodic signal with period T;

as such, it can be represented with its
Fourier transform

x(t )   ck e jk 0t
 0 2 / T
k  

• Since e j0t  2 (   0 ) , it is


X ( )   2 ck  (  k 0 )
k  
 Fourier Transform of
the Unit-Step Function

• Since t
u (t )   ( )d


using the integration property, it is

t
1
u (t )   ( )d    ( )

j
Common Fourier Transform Pairs