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11/5/2014 1 Fourier Analysis and Synthesis Tool Nikesh Bajaj [email protected] Digital Signal Processing School of Electronics and Communication Lovely Professional University Pierre-Simon Laplace (1749- 1827) Sir Isaac Newton (4 January 1643 – 31 March 1727 Jean Baptiste Joseph Fourier (21 March 1768 – 16 May 1830) Guess….? 2 By: Nikesh Bajaj Question??? What do you mean by Transform? What is Fourier Series/Transform? Different between Fourier Series and Fourier Transform Different between Fourier Transform and Laplace Transform 3 By: Nikesh Bajaj History In 1748 L. Euler: Vibrating String Vertical deflation at any time is the linear combination of ‘normal modes’, he showed it In 1753 D. Bernouli argued same on physical ground (No math) but was not accepted. Eular discarded ‘Trigonometric series’ In 1759 J. L. Langrange strongly criticized Trig. Series. 4 By: Nikesh Bajaj Fourier Jean Baptiste Joseph Fourier -21 March 1768 16 May 1830, Auxerre, France, Mathematician, Egyptologist, Revolutionary Discovery (1822). Scientific Advisor He claimed that any periodic signal can be represented by a series of harmonically related sinusoidal. FOURIER SERIES He also obtained a representation of Aperiodic signal, not as weighted sum of harmonically related sinusoidal, but as weighted Integral of sinusoidal that are not at all harmonically related. -FOURIER INTEGRAL or TRANSFORM 5 By: Nikesh Bajaj Fourier Series “Fourier Series is a Great Mathematical Poem” Lord Kelvin (William Thompson) Laplace Rejected Fourier’s Thesis Laplace Generalized Fourier’s one By: Nikesh Bajaj 6 Nikesh Bajaj Signals & Systems

Advance Transform Techniques Course Code: ECE408...11/5/2014 1 Fourier Analysis and Synthesis Tool Nikesh Bajaj [email protected] Digital Signal Processing School of Electronics

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  • 11/5/2014

    1

    FourierAnalysis and Synthesis Tool

    Nikesh [email protected]

    Digital Signal Processing

    School of Electronics and Communication

    Lovely Professional University

    Pierre-Simon Laplace (1749-1827)

    Sir Isaac Newton (4 January 1643 – 31 March 1727

    Jean Baptiste Joseph Fourier (21 March 1768 – 16 May 1830)

    Guess….?

    2 By: Nikesh Bajaj

    Question???

    What do you mean by Transform?

    What is Fourier Series/Transform?

    Different between Fourier Series and

    Fourier Transform

    Different between Fourier Transform and

    Laplace Transform

    3 By: Nikesh Bajaj

    History

    In 1748

    L. Euler: Vibrating String

    Vertical deflation at any time is the linear

    combination of ‘normal modes’, he showed it

    In 1753

    D. Bernouli argued same on physical ground (No math)

    but was not accepted.

    Eular discarded ‘Trigonometric series’

    In 1759

    J. L. Langrange strongly criticized Trig. Series.

    4 By: Nikesh Bajaj

    Fourier

    Jean Baptiste Joseph Fourier-21 March 1768 – 16 May 1830, Auxerre, France,

    Mathematician, Egyptologist,

    Revolutionary Discovery (1822). Scientific Advisor

    He claimed that any periodic signal can be represented by

    a series of harmonically related sinusoidal.

    –FOURIER SERIES

    He also obtained a representation of Aperiodic signal, not

    as weighted sum of harmonically related sinusoidal, but

    as weighted Integral of sinusoidal that are not at all

    harmonically related.

    -FOURIER INTEGRAL or TRANSFORM5 By: Nikesh Bajaj

    Fourier Series

    “Fourier Series is a Great

    Mathematical Poem” Lord Kelvin (William Thompson)

    Laplace Rejected Fourier’s Thesis

    Laplace Generalized Fourier’s one

    By: Nikesh Bajaj6

    Nike

    sh B

    ajaj

    Signals & Systems

  • 11/5/2014

    2

    Fourier Series

    x(t) periodic signal

    Where coefficients are

    k

    tjk

    ketx a

    )(

    T

    tjk

    kdtetx

    Ta

    )(1

    2, Tperiod

    7 By: Nikesh Bajaj

    Fourier Series

    Periodic signal x(t)

    k

    tjk

    ketx a

    )( -To/2 -T1 T1 To/2

    1

    k

    Tkak

    1sin

    ok k

    Tk

    To

    o

    a 1sin21

    2T1

    w

    Line spectra, discrete lines

    /T1

    8 By: Nikesh Bajaj

    A Sum of Sine Waves

    xAsin(

    9 By: Nikesh Bajaj

    Fourier Series

    What is the Use of Fourier Series?

    Use in Analysis :LTI system

    HOW?

    Use in Synthesis

    By: Nikesh Bajaj10

    Fourier Series to

    Fourier Transform

    -To/2 -T1 T1 To/2

    1

    2T1

    If T0∞ ???

    will become Aperiodic

    will become Continuese

    Fourier Transform comes in the picture11 By: Nikesh Bajaj

    Fourier Transform

    For Aperiodic signal x(t), FT

    Inverse Fourier Transform

    dtetxjX tj )()(

    dejXtx tj)(2

    1)(

    12 By: Nikesh Bajaj

    Nike

    sh B

    ajaj

    Signals & Systems

  • 11/5/2014

    3

    Fourier Series

    Does FS always exist for any periodic signal?

    Convergence Criteria: Dirichlet

    1. Absolutely Integrable

  • 11/5/2014

    4

    Properties of Fourier

    Properties of

    Fourier Transform

    Notation

    )()( jFtf F

    )()]([ jFtfF

    )()]([1 tfjF- F

    Linearity

    )()()()( 22112211 jFajFatfatfaF

    Time Scaling

    ajF

    aatf

    ||

    1)( F

    Time Reversal

    jFtf F)(

    Pf)dtetftf tj

    )()]([F dtetft

    t

    tj

    )(

    )()( tdetft

    t

    tj

    )()( tdetft

    t

    tj

    dtetft

    t

    tj

    )( dtetft

    t

    tj

    )(

    dtetf tj

    )( )( jF

    Time Shifting

    0)( 0tj

    ejFttf

    F

    Pf)dtettfttf tj

    )()]([ 00F dtettft

    t

    tj

    )( 0

    )()( 0)(0

    0

    0 ttdetftt

    tt

    ttj

    dtetfet

    t

    tjtj

    )(0

    dtetfe tjtj

    )(0tj

    ejF 0)(

    Nike

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    Signals & Systems

  • 11/5/2014

    5

    Frequency Shifting (Modulation)

    )()( 00

    jFetfj F

    Pf)dteetfetf tj

    tjtj

    00 )(])([F

    dtetftj

    )( 0)(

    )( 0 jF

    Symmetry Property

    )(2)]([ fjtFF

    Pf)

    dejFtf tj)()(2

    dejFtf tj)()(2

    dtejtFf tj

    )()(2

    Interchange symbols and t

    )]([ jtFF

    Example:

    )()]([ jFtfF ?]cos)([ 0 ttfF

    Sol)

    ))((2

    1cos)( 000

    tjtjeetfttf

    ])([2

    1])([

    2

    1]cos)([ 000

    tjtjetfetfttf

    FFF

    )]([2

    1)]([

    2

    100 jFjF

    Example:

    d/2d/2

    1

    t

    wd(t)

    d/2d/2t

    f(t)=wd(t)cos0t

    2sin

    2)]([)(

    2/

    2/

    ddtetwjW

    d

    d

    tj

    dd F

    ]cos)([)( 0ttwjF d F0

    0

    0

    0 )(2

    sin)(2

    sin

    dd

    Example:

    d/2d/2

    1

    t

    wd(t)

    d/2d/2t

    f(t)=wd(t)cos0t

    2sin

    2)]([)(

    2/

    2/

    ddtetwjW

    d

    d

    tj

    dd F

    ]cos)([)( 0ttwjF d F0

    0

    0

    0 )(2

    sin)(2

    sin

    dd

    -60 -40 -20 0 20 40 60-0.5

    0

    0.5

    1

    1.5

    F(j

    )

    d=2

    0=5

    Example:

    t

    attf

    sin)( ?)( jF

    Sol)

    d/2d/2

    1

    t

    wd(t)

    2sin

    2)(

    djWd

    )(22

    sin2

    )]([

    dd w

    td

    tjtW FF

    )(sin

    )]([ 2

    aw

    t

    attf FF

    ||1

    ||0

    a

    a

    Nike

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    Signals & Systems

  • 11/5/2014

    6

    Fourier Transform of f’(t)

    0)(lim and )(

    tfjFtft

    F

    Pf)dtetftf tj

    )(')]('[F

    dtetfjetf tjtj )()(

    )()(' jFjtf F

    )( jFj

    Fourier Transform of Integral

    00)( and )(

    FdttfjFtf F

    jFj

    dxxft 1

    )(F

    Let dxxftt

    )()( 0)(lim tt)()()]([)]('[ jjjFtft FF

    )(1

    )(

    jFj

    j

    The Derivative of Fourier

    Transform

    d

    jdFtjtf FF )]([

    Pf)

    dtetfjF tj

    )()(

    dtetfd

    d

    d

    jdF tj

    )(

    )(dtetf tj

    )(

    dtetjtf tj

    )]([ )]([ tjtfF

    By: Nikesh Bajaj34

    By: Nikesh Bajaj35

    Properties of Fourier Transform

    Spatial Domain (x) Frequency Domain (u)

    Linearity xgcxfc 21 uGcuFc 21

    Scaling axf

    a

    uF

    a

    1

    Shifting 0xxf uFeuxi 02

    Symmetry xF uf

    Conjugation xf uF

    Convolution xgxf uGuF

    Differentiation n

    n

    dx

    xfd uFui n2

    frequency ( )uxie 2Note that these are derived using

    Nike

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    Signals & Systems

  • 11/5/2014

    7

    Fourier Transform Pairs

    By: Nikesh Bajaj37

    Proof of Convolution Property

    Taking Fourier transforms gives:

    Interchanging the order of integration, we have

    By the time shift property, the bracketed term is

    e-jtH(j), so

    ttt dthxty )()()(

    dtedthxjY tjttt )()()(

    ttt ddtethxjY tj)()()(

    )()(

    )()(

    )()()(

    tt

    tt

    t

    t

    jXjH

    dexjH

    djHexjY

    j

    j

    Fourier Series

    By: Nikesh Bajaj39 By: Nikesh Bajaj40

    Final

    By: Nikesh Bajaj41

    Fourier Transform Pairs (I)

    angular frequency ( )iuxeNote that these are derived using

    Nike

    sh B

    ajaj

    Signals & Systems

  • 11/5/2014

    8

    Problems

    System Connections

    FT, FS

    By: Nikesh Bajaj43 angular frequency ( )iuxeNote that these are derived using

    Fourier Transform Pairs (I)

    DTFT

    By: Nikesh Bajaj45

    DFT

    By: Nikesh Bajaj46

    Summery- Fourier Series

    By: Nikesh Bajaj47 By: Nikesh Bajaj48

    Nike

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    ajaj

    Signals & Systems

  • 11/5/2014

    9

    By: Nikesh Bajaj49 By: Nikesh Bajaj50

    By: Nikesh Bajaj51 By: Nikesh Bajaj52

    Fourier Family

    By: Nikesh Bajaj53

    Transform Time Frequency

    Fourier seriesContinuous,

    Periodic

    Discrete,

    Aperiodic

    Discrete Fourier

    transform

    Discrete,

    Periodic

    Discrete,

    Periodic

    Continuous Fourier

    transform

    Continuous,

    Aperiodic

    Continuous,

    Aperiodic

    Discrete-time Fourier

    transform

    Discrete,

    Aperiodic

    Continuous,

    Periodic

    Fourier Family

    By: Nikesh Bajaj54

    Nike

    sh B

    ajaj

    Signals & Systems