fourier to apprise the intimate relationship between the 4-fourier’s used in practice. continuous...

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Fourier • To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform. Continuous Time Fourier Transform. Discrete Time Fourier Transform and Continuous Time Fourier Series and Discrete Time Fourier Series, the latter redesignated as Discrete Fourier Transform.

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Page 1: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

Fourier

• To apprise the intimate relationship between the 4-Fourier’s used in practice.

• Continuous Time Fourier Series and Continuous Time Fourier Transform.

• Continuous Time Fourier Transform. • Discrete Time Fourier Transform and • Continuous Time Fourier Series and • Discrete Time Fourier Series, the latter

redesignated as Discrete Fourier Transform.

Page 2: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

Brief on Fourier Representation

• There are Four Fourier representations:

Continuous time Fourier Series (CTFS): yields aperiodic discrete frequency spectraof a continuous periodic wave. Continuous time Fourier Transform (CTFT): yields aperiodic Continuous frequency spectraof an aperiodic continuous time signal.

Page 3: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

.Brief on Fourier Representation

The remaining Two Fourier representations:Discrete time Fourier Transform (DTFT):

yields periodic and continuous frequency spectraof an aperiodic discrete signal.

Discrete Time Fourier Series (DTFS): or

Discrete Fourier Transform (DFT): yields periodic but Discrete frequency spectra

of a periodic discrete signal.

Page 4: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

Conclusion

• A periodic time signal has a discrete frequency spectra.

• A discrete time signal displays a periodic frequency spectra.

• If the time signal is aperiodic, it’s spectra is continuous in frequency.

• The continuous signal yield an aperiodic spectra.

Page 5: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

Important

• When we analyze a signal in time domain, we fragment the signal in time.

• When we analyze a signal in frequency domain, we fragment the signal in frequencies.

• If we analyze the signal in wavelets, we fragment the signal in the shape of mother wavelet.

Page 6: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFS_1

Any arbitrary periodic & continuous waveform in time-domain, A.x(t/T), having

amplitude = A and periodicity of T (=1/f) is decomposed in discrete frequency components nf ; where n [0:1: ].

For the sack of simplicity, the peak of the amplitude A as well as frequency f is often taken as unity.

The shape of the waveform decides the relative magnitude of frequency spectra.

The location of the ordinate decides the phase of different frequency components of the decomposed waveform.

Page 7: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFS_2

• The representation of plots of magnitude and phase of the decomposed waveform in frequencies is also termed as line spectra in magnitude and phase.

• Smooth joining of spectra points yield magnitude and phase vrs frequency plots.

• Magnitude in dB, phase in linear scale and frequency in log-scale corresponds to Bode-Plot.

• The [magnitude]2 vrs frequency spectra is called power spectrum or only spectra. Since power is scalar, phase is meaningless here.

• Quiz: Draw Bode plot for square pulse train and traingular pulse train. Interpret the results.

Page 8: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

Interrogation on Fourier Series of a square wave

• To normalize the FS, amplitude of the square wave is taken to be /2. Duty cycle is 50%.

• Waveform is periodic in the time range ∞.

• Periodicity is Tp =1/fs.

• The resultant FS can be either x1(t) or,x2(t)

• x1(t)= [cost - cos3t/3 + cos5t/5-..].

• x2(t)= [sint + sin 3t/3 + sin5 t/5-..]

• Quiz: a. Workout Frequency plot and Bode plot• Where the ordinate should lie in either case.

Page 9: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFS_3

For the sake of ease, it is assumed that the power is delivered into a resistive load of 1 . Thus each frequency component of the waveform feeds into this load.

Total power equals summing the power contained in each frequency component. Power so calculated equals that in time domain.

See that the frequency spectra is evenly spaced discrete and is aperiodic while the time waveform is continuous and periodic.

Page 10: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFS_4The discrete but aperiodic spectra of CTFS exhibit that the magnitude decreases as the harmonics increases.

It implies that in the periodic waves, power converges to a finite quantity. Energy is infinite.

Such signals are dealt as power signals.

First few frequency components contain bulk of power.

The higher frequency components contain a negligible fraction of total power.

Page 11: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFS_5

Higher frequency components control the fineness and smoothness of a signal.

In time domain, this information is contained in rate of rise time and rate of fall time of the waveform.

Gibbs proved that no waveform with discontinuities (sudden change, as in pulse) can be reconstructed by synthesis procedure without 14% peaks at discontinuities.

Page 12: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFS: graphical representation

relationship

Page 13: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CONTINUOUS TIME FOURIER TRANSFORM: (CTFT):

Information are non periodic and of unknown shape. To learn the analysis, we take a single sample of a known continuous time periodic waveform A x(t/T).This sample, represented by x(t) is non-periodic and is limited to time-width, T. The time width of one time-period, T is taken.For the sake of simplicity A = 1 and T = 1 is assumed.

Page 14: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFT..

In analysis the origin is taken as center of the signal.

The Fourier Transform of this one period wide aperiodic continuous-time-wave is continuous and aperiodic in frequency domain.

Since the signal wave is aperiodic, it has zero power in the time range [-: ].

We deal such signals for ‘energy’.

Page 15: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFT…

• For window of period T, the CTFT of x(t) is the simplified and normalized version of the FS. The results obtained in FS are compatible with FT.

Page 16: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

FT of a Pulse: a sinc fnNote that pulse width =1, has nothing to do with

periodicity. However arrows are marked for = T/2, we get the coefficients of FS with 50% duty cycle.

• .

F f( )

sin 2 f2

2 f2

1 f 4 3.9 4 F f( )

sin 2 f2

2 f2

4 3 2 1 0 1 2 3 41

0.5

0

0.5

1

1.5

2

2

F f( )

f

1/

1/T

3/T

5/T2/T

7/T

Page 17: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

Comparison of Result: FS and FT

• The Sinc Function is the Fourier Transform of a pulse wave.

• If the pulse waveform has 50% duty cycle, it will contain First, Third and Fifth Harmonics as shown by arrows. Their respective amplitudes are 1, 1/3, 1/5,1/7 etc.

• The second, fourth, sixth or, all odd harmonics are essentially zero.

• The results are compatible with the results of FS .

• What if the duty cycle is not 50%? We discuss

Page 18: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

Fourier Transform of Gated Cosine wave

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2-1

-0.5

0

0.5

1

t

x(t

)

-20 -15 -10 -5 0 5 10 15 20-0.5

0

0.5

1

1.5

f

X(f

)

gated cosine

FourierTransform

Page 19: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

FT of gated wave..

• In the above slide, 20 cycles of cosine wave passes through a pulse type gate function in the duration -1 to 1 seconds.

• In time domain, the cosine wave function multiplies with the gate function.

• It corresponds to convolution in frequency domain of FT of cosine wave with FT of pulse function.

Page 20: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

FT of a Pulse: a sinc fn.

• .

F f( )

T sin 2 fT

2

2 fT

2

1 f 4 3.9 4 F f( )

sin 2 f2

2 f2

4 3 2 1 0 1 2 3 41

0.5

0

0.5

1

1.5

2

2

F f( )

f

1/

Page 21: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFT…

The Inverse of this Fourier Transform (ICTFT) returns result in time domain.

Proportional Fourier Series components can be found by drawing ordinates at the frequencies [0:1:]/T; where T is the time period of the signal.

Likewise, by smoothening and normali-zing the ordinate points of FS of x(t), one can arrive at plots of CTFT of x(t).

Page 22: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFT

While the shape of the signal decides the magnitude characteristics, the phase depends on the position of the ordinate.Fourier Transform is more flexible to use compared to Fourier Series.CTFT is closely related to Laplace-Transform (LT) and linear time invariant differential equations.The frequency response pertains to steady state time response.

Page 23: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

CTFT….

note

Page 24: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

Discrete Time Fourier Transform [DTFT]

It is an extension of CTFT.

One cycle of periodic signal x(t) of periodicity Tp=(1/fp )(now non periodic), is continuously sampled by an ideal impulse switch at an interval Ts (=1/fs).

The time sampled output is modeled as

xs(nTs) = x(t). (t – nTs); [- ≤ n ≤ ].

Page 25: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

DTFT

• In frequency domain, since• x(t) = X(f) and • (t - n/fs) = (f - nfs).

• The xs(nTs) = x(t). (t – nTs); • = X(f)* (f - nfs): range [- ≤ n ≤ ].

• Thus in DTFT, the spectra of “aperiodic” x(t) • repeats • at every nfs:range [- ≤ n ≤ ]. repeats

Page 26: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

DTFT• We define Digital Frequency FD = f/fs ½.

• The principal range is a normalized frequency range lie between [-:] rad/sec or, [-0.5:0.5] Hz.

• As per Nyquist, should FD lie within the principal range, the sampled output will be alias free.

• In DTFT, the principal range repeats every 1/fs.

• If FD < 0.5; signal lie within principal range;

• case of over sampling, no aliasing.

• If FD = 0.5; it is critical, Nyquist minimum rate.

• If FD >1/2; signal extends beyond principal range; case of under sampling. Aliased signals

generated. • .

Page 27: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

DTFT…

The DTFT is Fourier Transform of a Discrete Time signal x[n]; is concerned with the

(a) sampling function, that in ideal case is the impulse train in frequency (f-k/T) and (b) Fourier transform X(f) of the signal x(t).The result is termed as Discrete Time Fourier Transform or, DTFT.

• The spectra of x[n] is continuous in the principal range and repeats after every fs in the frequency range of [- :].

Page 28: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

DTFT….

In short, the frequency spectra of CTFT repeats in DTFT after every 2 rad in the range [-:].

Alternatively

The Digital Frequency Plot repeats after every cycle in the range [-FD/2:FD/2] and normalized to [-0.5:0.5] on frequency scale of Hz.

Page 29: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

DTFT….

DTFT after calculation, turns out to be a complex quantity. It can be expressed in either cartian or, polar form.

DTFT relates to z-transform and linear difference equations with constant coefficients [ D = e- j = z-1] .

Interpolation and extrapolation are feasible.

Refer: Ambarder: PP482:484

Page 30: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

DTFT…..

Note with care

Page 31: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

DTFS

It is an extension of CTFS.

A time domain signal x(t) of periodicity T is sampled at a regular interval Ts (=1/fs) where NTs=T and N is the number of samples per cycle is an integer.

The sampled signal is denoted by x[nT ] or, simply by x[n].

The frequency spectra and time-wave, both are discrete.

The discrete-time waveform as well as discrete frequency spectra, both are periodic.

Page 32: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

DTFS

CTFS has aperiodic discrete spectra in the entire frequency range; while in DTFS, a limited spectra is copied and pasted after every nfs :n is an integer in the range [].Being a finite and discrete length of series between “n and n-1”, DTFS has no convergence issue. Most properties of CTFS/CTFT/DTFT are alike.The DTFS and DFT are related to each other by the relation X[k] = NCk.

Page 33: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

DTFS and DFT

• The important features of DFT are:• One-to-one correspondence between x[n] and

X[k].• Fast Fourier Transform (FFT) is available for

calculations.• DTFS is related to DTFT in the same way as

CTFS is related to CTFT. • Due to its finite discrete length N in time and

same in frequency domains, DFT is most appropriate Fourier representation for digital simulation.

Page 34: Fourier To apprise the intimate relationship between the 4-Fourier’s used in practice. Continuous Time Fourier Series and Continuous Time Fourier Transform

DTFS