Fourier Series & Gibbs Phenomenon
Fourier Series & Gibbs Phenomenon
MODULE II
Gibbs phenomenon
Gibbs discovered that for a periodic signal with discontinuities, if the signal is reconstructed by
adding the Fourier series, overshoot appears around the edges. These overshoots decay outward in a damped
oscillatory manner away from the edges. This is called Gibbs phenomenon and is illustrated in figure.
MODULE II
FOURIER REPRESENTATION OF CONTINUOUS TIME SIGNALS
Continuous Time Fourier series
1. Find the trigonometric Fourier series for the periodic signal x(t) shown in figure below:
2 2
From figure, we find that T = 2 and 0 . For convenience take integration
T 2
interval from t = -1 to t = 1
During this interval x(t) = t.
We have
x t a 0 a k cos k 0 t b k sin k 0 t
k 1 k 1
a 0 a k cos k t b k sin k t
k 1 k 1
1
1 t2
1
1 1 1
a 0 x t dt t dt
1 1
0
TT 2 1 2 2 2 2 2
1
1
a k x t cos k 0 t dt t cos k t dt
2 2
TT 2 1
t sin k t cos k t
1 1
2 2 000
k 1 k 1
1
x t sin k 0 t dt t sin k t dt
2 2
bk
TT 2 1
2 1k
k
Therefore, the trigonometric Fourier series,
x t a 0 a k cos k 0 t b k sin k 0 t
k 1 k 1
2 1k
sin k 0 t
k 1
k
2
sin t sin 2 t sin 3 t sin 4 t
1 1 1
2 3 4
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T =; x(t) = e-2t
2 2
0
T 2
2
xt e
1 j0 k t 1
ck dt e
2t
e j0 k t dt
T T
2 0
e 2 j0 k t
2 2
1 2 j0 k t 1
e dt
2 0
2 2 j0 k 0
e 2 j0 k 2 e 2 j0 k 0 e 4 2 j 0 k 1
2 2 j 0 k 4 2 j 0 k
e 4 2 j k
1 e 4 2 j k 1
4 2 j k 4 2 j k
1 e 4 2 j k
1 e 4 e 2 j k
4 2 j k 4 2 j k
1 e 4
cos 2 k jsin 2 k 1 e 4 1 j 0
4 2 j k 4 2 j k
1 e 4
4 2 j k
3. Determine the FS coefficients for the signal defined by
The fundamental period is T = 4, and each period of this signal contains an impulse.
2 2
T = 4; 0
T 4 2
x(t) = δ(t)
4
j kt
xt e dt t e 2 dt
1 j0 k t 1
ck
T T
4 0
In this case, the magnitude spectrum is constant and the phase spectrum is zero.
4. Determine the FS representation of the signal x(t) = 3 cos(πt/2 + π/4). Also plot magnitude
and phase spectra.
x(t) = 3 cos(πt/2 + π/4)
Whenever x(t) is given as a sinusoid, always try to express it in terms of complex
exponential.
j t
j t
t e 2 4 e 2 4
x t 3 cos 3
2 4 2
3 j t j j t j
x t e 2 e 4 e 2 e 4 (1)
2
Generalized Fourier series representation is
x t C k e jk t 0
(2)
k
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1
j
1
e j 2 t e 3 j e j 2 t e 3 j e j6 t e j6 t
2j
1 1 j j j
2 j
j j j j 1
x t j e j 2 t e 3 j e j 2 t e 3 j 2j e j6 t
e j6 t
x t j e j 2 t e 3 j j e j 2 t e 3 j e j 6 t e j 6 t
j j
(1)
2
signal with 2 2
0
signal with 0 6
2 2 2 2 1
T1 1 T2
0 2 0 6 3
Combined time period, T = LCM of 1, 1/3 = 1
1 LCM of numerator LCM 1,1 1
LCM of 1, 1
3 HCF of deno min ator HCF 1, 3 1
2 2
0 2
T 1
x t C k e jk t 0
k
x t C k e jk 2 t (2)
k
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Here T = 1
2 2
0 2
T 1
x t cos t ; t
1 1
2 2
x t e j 0 k t dt
1
Ck
TT
1
cos t e j 2 k t dt
1 T
d
d ea x
e
ax
cosb x 2 a cos b x b sin b x
a b
2
c c
1
e j2 k t 2
Ck j 2 k cos t sin t
j 2k
2 2
1
2
1 jk jk
e j 2 k cos sin e
j 2 k cos sin
4 2k 2 2 2 2 2 2
e 0 e j k 0
1 jk
14k
2
2
e
1 jk
e jk
14k
2
2
e
jk 2 jk
e jk e jk
2 1 4 k 2
2 1 4 k 2 2
e
2 cos k 2 1k
14k2 1 4 k 2
Another method
x t e j 0 k t dt
1
Ck
TT
1
2
1
cos t e j 2 k t dt
1 1
2
1 1
e j t e j t jk 2 t
2
e 1 2 j t jk 2 t
dt e e e j t e j k 2 t dt
2 2 1
1
2 2
1 1
1 e j k 2 t e j k 2 t
2 2
e j k 2 t e j k 2 t dt
1
2 2 j k 2 j k 2
1 1
2 2
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j k 2 2 j k 2 j k 2 j k 2
1 e e 2 e 2 e 2
2 j k 2 j k 2 j k 2 j k 2
j k 2 2 j k 2 j k 2 j k 2
1 e e 2 e 2 e 2
2 j k 2 j k 2
j k 2 2 j k 2
j k 2 j k 2 e e 2
e
e 2 2
2 j k 2 2 j k 2
sin(90 – θ) = cosθ;
sin(90 + θ) = cosθ
sin 2 k sin 2 k cos 2 k cos 2 k
2 2 2 2 cos k cos k
2k 2k 2k 2k 2k 2k
2 k cos k 2 k cos k
cos k 2 k cos k cos k 2 k cos k
2 k 2 k 2 k 2 k
2 cos k 2 cos k 2 cos k 2 1k
2 4 2 k 2
2 1 4 k 2 1 4 k 1 4 k
2 2
k jk
1
7. Find the time-domain signal x(t) corresponding to the FS coefficients C k e 20 .
2
Assume that the fundamental period is T = 2.
This problem is an example for inverse continuous time Fourier series problem
2 2
Here T = 2; 0
T 2
jk k
1
C k e 20
2
jk k
1
x t Cke j k 0 t
e 20 e j k 0 t
k k 2
1
jk t
k
1
e 20
k 2
k; k 0
k
k; k 0
k 1 1
1 jk t
1 jk t
k
1
x t e 20
e 20
k 2 k 0 2
1 1
1 jm t 1 jk t
1 m k
e 20 e 20
m 2 k 0 2
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1 1
1 jm 20 t 1 jk 20 t
m k
e e
m 1 2 k 0 2
a
Sum of a G.P. = ; a first term and r common differece .
1 r
First geometric series is evaluated by summing from m = 0 to m = ∞ and subtracting m = 0
term. The result of summing both infinite geometric series is
x t
1 1
1
1
1 j t 1 j t
1 e 20
1 e 20
2 2
1 j t 20 1 j t 20 1 j t 20
1 1 1 1
1 j t 20
1 e 1 e 1 e 1 e
2 2 2 2
1 j t 201 1 j t 201
1 e
1 e
2 2
1 j t 20 j t 1 j t 20 1 j t 20 1
1 1 1 1
2 e e 20
1 e e
2 4
2 2
1 1
1 j t 1 j t 1
1 e 20 e 20
2 2 4
3 3
4 4
1 j t
1 5 1
5 1 j t 20 20 cos t
e e 4 20
4 2
3
5 4 cos t
20
8. Using Parseval’s theorem find the total power and plot power spectrum of the periodic
signal, x(t) = 4 + 2cos3t+3sin4t.
x(t) = 4 + 2cos3t+3sin4t
2 2
1 3;
T1
1 3
2 2
2 4; T2
2 4
Fundamental time period, T = LCM ( T1, T2) = LCM (2π/3, 2π/4) = 2π
2 2
0 1
T 2
x t C k e j k 0 t C k e j k t (1)
k k
x(t) = 4 + 2cos3t+3sin4t
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e j3t e j3t e j4 t e j4 t
4 2 3 (2)
2 2j
Comparing equations (1) and (2), we get
k 0; Ck 4
k 3; C k 1
k 3 ; C k 1
3
k 4; Ck j
2
3
k 4; Ck j
2
3
2 j; k 4
1 ; k 3
C k 4 ; k 0
1 ; k 3
3
2 j ; k 4
P Ck
2
2 2
3 2 2 2 3
P j 1 4 1 j
2 2
a jb a 2 b 2
2 2
P 3 1 16 1 3 22.5 watts
90
2 2 4
9
4 ; k4
1 ; k 3
2
C k 16 ; k 0
1 ; k 3
9
4 ; k4
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(i) x t e 2 t u t
X j xt e dt
j t
e
2t
u t e j t dt
e 2t
e j t
dt e 2 j t dt
0 0
e 2 j t
1
e e0
2 j 0 2 j
1
0 1 1
2 j j 2
(ii) xt e
t
|t| means –t and +t, that is, ‘-t’ from ‘-∞’ to ‘0’ and ‘t’ from ‘0’ to ‘∞’.
X j xt e
j t t
dt e e j t dt
0 0
t j t t j t t j t t j t
e e dt e e dt e dt e dt
0 0
e 1 j t e 1 j t
0 0
e 1 j t dt e
1 j t
dt
0 1 j 1 j 0
1
1 j
e0 e
1
1 j
e e0
1
1 0 1 0 1 1 1
1 j 1 j 1 j 1 j
1 j 1 j 2
2 2 2
1 j1 j 1 j
2
1 2
(iii) x t e 2 t u t 1
X j xt e dt
j t
e
2 t
ut 1 e j t dt
e 2 t
e j t
dt e 2 j t dt
1 1
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e 2 j t
1
e e 2 j
2 j1 2 j
e 2 j
1
2 j
0 e 2 j
2 j
10. x(t) is shown in the figure. Find its Fourier transform.
1 ; 0 t 2
x t
1 ; 2 t 0
0 2
X j xt e dt 1e dt 1e dt
j t j t j t
2 0
0 2
e j t e j t e 0 e 2 j e 2 j e 0
j 2 j 0 j j
e 0 e 2 j e 2 j e 0 1 e 2 j e 2 j 1
j j j
2
2
2 2 j
e e 2 j
2 2 cos 2 j
j j j
j 2 2 cos 2 j 2 2 cos 2
2 j 1 cos 2
11. Consider a rectangular pulse defined as
1 ; T0 t T0
x t
0 ; t T0
Find Fourier transform. Give an idea about its magnitude spectrum.
T0
X j xt e dt
j t
1e
j t
dt
T0
T
e j t 0 e j T0 e j T0
j T j
0
j
e
1 j T0
e j T0
j
e
1 j T0
e j T0
2
2
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2 sin T0
sin x x
S a x and sin c x and S a x sin c
sin x
x x
sin T0
T0
Sa T0
sin c
T0
2 sin T0
Similarly here X j
Multiply numerator and denominator by T0, we get
2 T sin T0 T0
X j 0 2 T0 sin c
T0
For ω = 0, using L’Hospital’s rule, we get
Lt 2 Lt 2 T0 cos T0
sin T0 2 T0 cos 0 2 T0
1
For ω = 0, X(jω) = 2T0
As T0 increases, x(t) becomes less concentrated about time origin, while X(jω)
becomes more concentrated about frequency origin and vice versa. That is, width of x(t) is
inversely related to width of X(jω). Hence signal concentrated in one domain are spread out
in other domain.
12. Find inverse Fourier transform of the following spectra.
2 cos
X j
0 , ,
x t X j e j t d
1
2
e j e j j j
2 cos 2 e e
2
1
x t
1
2
e j
e j j t
e d
2
e e
j j t
d e
j j t
e d
1
1 e j 1 t e j t t
2
e j 1
t
d e j
t 1 d
2 j 1 t j t 1
1 e j 1 t e j 1 t e j t 1 e j t 1
2 j 1 t 2 j t 1
sin 1 t sin t 1
sin c 1 t sin ct 1
1 t t 1
13. Given X j 3 4, find x(t).
x t X j e j t d 3 4 e j t d
1 1
2
2
4 e j t d
3
2
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x t X j e j t d
1
2
1 e j t
x t
1 j t
2
1 e d
2 j
1
2 jt
e j e j
sin t sin t
t t
t
Sa t Sinc
x
Sax Sinc
At t = 0, x(t) becomes
Lt sin t Lt cos t cos 0
t 0 t t 0
t e
j t
dt
t e d t x0
j t
We know that
X j e 0 1 s
16. Find inverse FT of X(j ω) = 2 π δ(ω)
x t X j e j t d
1
2
2 e j t d e j t d
1
2
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t e d x 0
j t
We know that
x t e 0 1
Hence FT when x(t) = 1 is X(jω) = 2π δ(ω)
17. Find x(t) for the given X(jω) shown below.
x t X j e j t d
1
2
1
1 2 1 e j t e j t 2
2 2
1 e j t
d 1 e j t
d
2 j t jt
1 2 1
1
2 j t
e jt e 2 jt e2 jt e jt
1
2 j t
e2 jt e 2 jt e jt e jt
1
sin 2 t sin t
t
18. Find X(jω) for the time signal given below.
t , t 1
Here x t
0, t 1
X j xt e
j t
dt
1
j t e j t 1 j t
e1
t e d t t
j 1 1 j
1 dt
1
j
1
1 e j 1 e j 2 2 e j e j
j
1 j
j
e 1
e j 2 e j e j
j2 e j e j 1 e j e j
2 2 2 j
j 2 2j
2j 2j
cos 2 sin
Laplace Transform
1. Determine LT of x(t) = eat u(t) and depict ROC and pole and zero locations in S – plane.
Assume ‘a’ is real.
Solution:
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X s x t e s t dt e a t ut e s t dt u(t) = 0 for t < 0 and u(t) = 1 for t > o
e s a t
s a t
1 e dt (1)
0 s a 0
To evaluate e-(s – a) at the limits, substitute s = σ + jω
1
X s e a t e j t
j a 0
If (σ – a) > 0 i.e., σ > a then e a t goes to zero as t approaches ∞ and if σ < a then
e a t becomes ∞.
X s
1
0 1 , a
j a
1
X s , Re s a
s a
LT, X(s) does not exist for σ ≤ a, since integral is unbounded. ROC for this signal is
thus σ > ‘a’ or Re s a which is shown by the shaded portion of s – plane.
Pole is located at s = a. There is only one pole and no zeros.
2. Determine LT of y(t) = -eat u(- t) and depict ROC and pole and zero locations in S – plane.
Assume ‘a’ is real.
Solution:
Y s yt e dt e u t e dt
st at st
u(t) = 0 for t > 0 and u(t) = -1 for t < o
o o
0
s a t e s a t e s a t
1 e dt (1)
s a s a
To evaluate e-(s – a) at the limits, substitute s = σ + jω
e a t e j t
0
Y s
j a
If (σ – a) < 0 i.e., σ < a then e a t goes to zero as ‘t’ approaches -∞ and if σ > a then
e a t becomes ∞.
Y s
1
1 0 , a
j a
1
Y s , Re s a
s a
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Pole is located at s = a. There is only one pole and no zeros. Shaded region is the ROC.
In problem (1) and (2) we are having two different signals. But their LT are identical
and ROCs are different i.e., two different signals may have identical LTs but different ROCs.
Hence expression of LT does not uniquely correspond to a signal x(t) if ROC is not specified.
In first problem, the signal is causal, i.e., x(t) > 0, for t > 0 and its ROC will be in the
form Re s max where σmax represents maximum real part of any of the poles of X(s).
3. Determine the Laplace transform of the signal x(t) = sin(ω0t) u(t) and plot the ROC and the
locations of poles and zeros in the s-plane.
Solution:
e j0 t u t e j0 t u t
xt sin 0 t u t
2j
Lxt
1
2j
L e j0 t u t L e j0 t u t
1 1 1 1 s j o s j o
X s
2 j s j o s j o 2 j s j o
o
s o
2 2
The set of values of Re{s} for which the Laplace transforms of both terms converge is
Re{s} > 0.
o
sin 0 t u t
LT
, Res 0
s 2 o
2
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st e st
1e dt
0 s 0
1
e e 0
s
1
s
This integral converges when Re (s) > 0
Lu t
1
s
The ROC is Re (s) > 0, that is, the entire right half of the s-plane as shown in figure.
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e st
st e st
e
t 1dt 0 2
s 0 0 s s 0
1 1
00 2 2
s s
The above integral converges if Re (s) > 0, that is, ROC is Re (s) > 0 as shown in figure.
L t u t Xs t u t e
2 2 st
dt t 2 e st dt
0 0
2e st
st
e 2
t 2 t dt 0 t e st
s 0 0 s s0
st
2 e st e 2 1 st
s s s 0
dt 0 e dt
s s
0 0
2 e st 1
2 3
s s 0 s
The above integral converges if Re (s) > 0, that is the ROC id Re (s) > 0.
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4. Find the Laplace transform of x(t) = e-t u(t) + e-4t u(t) and find ROC.
Given x(t) = e-t u(t) + e-4t u(t)
L x t Xs L e t u t e 4 t u t
e ut e ut e dt
t 4 t st
e ut e u t e st dt
t st 4 t
dt e
s 1 t
e t
e st
dt e 4 t
e st
dt e dt e s 4 t dt
0 0 0
0
Converges if Converges if
Re s 1 Re s 4
Converges if Re s 1
t t
e s 1 t e s 4 t 0 1 0 1
Xs
s 1 t 0 s 4 t 0 s 1 s 4
1
1
s 4 s 1
s 1 s 4 s 1s 4
2s 5
2 ; ROC; Re s 1
s 5s 4
The ROC is shown in figure. This example shows that the ROC of the sum of two signals is
equal to the intersection of the ROCs of the two signals.
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3s 2 8s 6 3s 2 8s 6
(ii) Given Xs
s 2 s 2 2s 1 s 2s 12
By using partial fraction
3s 2 8s 6
A
B
C
s 12 A s 2s 1 B s 2 C
s 2s 12 s 2 s 1 s 12 s 2s 12
Put s = -2
3 22 8 2 6 2 12 A 2 2 2 1 B 2 2 C
12 16 6 A 0 0
A2
Put s = -1
3 12 8 1 6 1 12 A 1 2 1 1 B 1 2 C
38 6 0 0 C
C 1
3s 2 8s 6 s 12 A s 2 s 1 B s 2 C
s 12 2 s 2 s 1 B s 2 1
s 2 2s 1 2 s 2 3s 2 B s 2
2s 2 4s 2 Bs 2 3Bs 2B s 2
2 Bs 2 5 3Bs 2B 4
Compare the coefficient of s2, s, or constant terms on both sides, (compare constant terms),
we get
6 2B 4
2
B
2
Xs
2 1 1
s 2 s 1 s 12
Taking inverse Laplace transform, we get
2 1 1 1 1
L1 Xs L1 L s 1 L 2
s 2 s 1
x t 2 e 2 t u t e t u t t e t u t
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1 1
x t L1 2 L1
2
s2 s 2
x t e 2 t u t 2 t e 2 t u t e 2 t 1 2t u t
1
at
L1 t e
s a
2
s2 1
L1 2 L 1
s 2 1 s 2 1
2 2
We know that
sa at at
L1 e cos t and L1 e sin t
s a s a
2 2 2 2
x t e 2 t cos t 2 e 2 t sin t u t
2s 1
(v) Given Xs ; Res 2
s2
2s 1 2s 4 3 2s 2 3 3
2
s2 s2 s2 s2 s2
Taking inverse Laplace transform on both sides, we have
x t 2 t 3 e 2 t u t
L1 1 t
s 3 1
(vi) Given Xs
s s 1s 2
s 3 1 1 s 3 1
L1 L
s s 1s 2 s 3 3s 2 2s
Since order of numerator and denominator are equal, partial fraction cannot be
obtained directly.
s 3 3s 2 2s s 3 11
s 3 3s 2 2s
3s 2 2s 1
s 3 1 3s 2 2s 1
Xs 1
s 3 3s 2 2s s 3 3s 2 2s
3s 2 2s 1 A B C s 1s 2 A s s 2 B s s 1 C
s s 1s 2 s s 1 s 2 s s 1s 2
Put s = 0
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The ROC and the locations of the poles are depicted in figure. The ROC, -1 < Re(s) < 1, is a
strip.
The pole of the first term is at s = -1. The ROC lies to the right of this pole, so this pole
corresponds to a causal (right sided) signal. Therefore,
e t u t
1
s 1
The second term has a pole at s = 1. Here the ROC lies to the left of this pole, so this pole
corresponds to an anti-causal (left sided) signal. Therefore,
2 e t u t
2
s 1
The third term has a pole at s = -2. Here the ROC lies to the right of this pole, so this pole
corresponds to a causal (right sided) signal. Therefore,
e 2 t u t
1
s2
There the inverse Laplace transform of X(s),
x t e t u t 2 e t u t e 2 t u t
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MODULE II
Fourier representation of continuous time signals – continuous time Fourier series
Any input signal can be represented as a weighted superposition of time shifted impulses. i.e.,
for discrete case, xn xk n k and x(t ) x() (t ) d for continuous time case. So we can
k
create a signal by adding the product of a constant and time shifted impulses and output is obtained if
we know the impulse response of the system.
Here we represent a signal as a weighted superposition of complex sinusoids instead of time
shifted impulses. Hence, exponential, ramp signals etc. may be used instead of time shifted impulses.
A signal is expressed in terms of lot of component signals to make the analysis simpler. i.e.,
instead of analyzing output of a system to an input by directly calculating its output, we split the input
and analyze the output for each of this small input component and get the final output due to linearity
property. Thus if a signal which is the weighted superposition of complex sinusoids is applied to a
linear system, then system output is a weighted superposition of system response to each complex
sinusoids.
The study of signals and systems using sinusoidal representations is termed Fourier analysis,
after Joseph Fourier (1768-1830) for his development of the theory. This is a frequency domain
approach.
Let impulse response of a continuous time system be h(t) and input be x(t) = ejωt. Convolution
integral gives output as y( t ) x() h(t )d h() x(t )d due to commutative property.
j( t )
y( t ) h()x(t )d h()e d
e jt h()e
j
d Since x(t – τ) = ejω(t – τ).
j
= ejωtH(jω) where H( j) h()e d
i.e., y(t) = x(t) H(jω).
Output of the system is a complex sinusoidal of same frequency as input multiplied by complex
constant H(jω). H(jω) is a function of only frequency ‘ω’, and not time ‘t’. Hence H(jω) is termed
frequency response of continuous time systems.
Thus complex sinusoidal input to a LTI system generates an output equal to sinusoidal input
multiplied by the system frequency response.
These type of inputs in which output can be expressed as input multiplied by some constant is
called Eigen function and the constant is called Eigen value of the system. So the complex sinusoidal
t e jt is an Eigen function of the system H associated with Eigen value H j .
M
x t a k e jk t
k 1
j k t
If e is an Eigen function of the system with Eigen value H (jωk), then each term in the input,
a k e j k t produces an output term a k H j k e j k t . Hence, we express the output of the system as
M jω t
y t a k Hjω k e k
k 1
The output is a weighted sum of ‘M’ complex sinusoids. Here weight becomes a k H j k . Also
operation of convolution becomes multiplication because x(t) is expressed as a sum of Eigen functions.
An analogous relationship holds in the discrete-time case. There are four distinct Fourier
representations, each applicable to a different class of signals. The four classes are defined by the
periodicity properties of a signal and whether the signal is continuous or discrete in time. The Fourier
series (FS) applies to continuous-time periodic signals, and the discrete-time Fourier series (DTFS)
applies to discrete-time periodic signals. Non-periodic signals have Fourier transform representations.
The Fourier transform (FT) applies to a signal that is continuous in time and non-periodic. The
discrete- time Fourier transform (DTFT) applies to a signal that is discrete in time and non-periodic.
DTFS is often referred to as Discrete Fourier Transform (DFT). Table illustrates the relationship
between the temporal properties of a signal and the appropriate Fourier representation.
Time
Periodic Non-periodic
Property
Continuous Fourier Series (FS) Fourier Transform (FT)
Discrete-Time Fourier Series Discrete-Time Fourier Transform
Discrete
(DTFS) (DTFT)
Exponential Fourier series
x t C k x k t
k 1
x k t .....,e j20 t , e j0 t ,1, e j0 t , e j20 t ,......
2
Where 0
T0
2
T0 , the fundamental time period condition for orthogonality is
0
x m t x k t dt 0 ; m k
T0
x m t x k t dt e jm 0 t e jk 0 t dt e j0 m k t dt
T0 T0 T0
Consider a constant time period ‘t’, which is possible since it is a continuous signal.
t1 T0
t1 T0
j0 m k t e j0 m k t e j0 m k t1 T0 e j0 m k t1
x m t x k t dt e dt
T0 t1 j 0 m k j 0 m k
t 1
2
e j0 mk t1 j0 mk T01 e j0 mk t1 j0 mk 0
1
j0 m k
e e
j0 m k t1 j0 m k T0
1
j0 m k
e 1
j0 m k
e 1
x m t x k t dt 0
T0
That is complex exponential signals xm(t) and xk(t) are orthogonal over the interval T0.
Generalized Fourier series is given by x t C k x k t .
k 1
Hence for exponential Fourier series, it is given as
x t C k e jk t 0
k
[Ck can also be denoted as x(k), ak, bk etc. followed in text books of different authors]
T0 T0 T0
xt e xt e
j0 kt j0 kt
dt dt
T0 T0
e
0
dt t T0 0
T0
xt e
1 j0 kt
C k dt is the expression for which error is minimum and the series is
T0 T0
x t C k e jk t 0
k
A signal can be expressed as a series of complex exponential signals multiplied by some constant.
Trigonometric Fourier series
The trigonometric form of the Fourier series of a periodic signal, x(t), with period T is defined as
x t a 0 a k cos k 0 t b k sin k 0 t
k 1 k 1
x t dt
1
T T
a0
x t cos k 0 t dt
2
T T
ak
x t sin k 0 t dt
2
T T
bk
k
Condition for periodicity is x(t) = x(t + T).
x t T C k e jk 0 t T C k e jk t e jk T
0 0
k k
2
T
0
2
jk 0
xt T C k e jk0t e 0
C k e jk t e j2k
0
k k
j2 k
e cos 2k j sin 2k 1 j0 1
x t T C k e jk t .1 C k e jk t xt
0 0
k k
I. Linearity
If x t
C k and yt d k , then
FS FS
zt e j0 kt dt Ax t Byt e j0 kt dt A zt e j0 kt dt B zt e j0 kt dt
1 1 1
z k
TT TT TT
T
Proof
x t e j0 kt dt , we get
1
T T
Ck
z k C k k 0 , hence proved.
IV. Time scaling
If x t
C k , then zt x at
FS FS
z k Ck ; a 0
Proof
If x(t) is periodic, then z(t) = x(at) is also periodic. If x(t) has a fundamental period ‘T’, then z(t)
T
= x(at) has fundamental period . Consequently, if x(t) has a fundamental frequency equal to ω 0,
a
then fundamental frequency of z(t) is aω0.
x t e j0 kt dt
1
We have C k
TT
zt e xat e
1 j0 akt 1 j0 akt
z k dt dt
T T
T T
a a a a
Put at = λ, t a ; dt d
1
a
x e j0 kt d x e j0kt d
a 1 1
zk
TT a TT
z k C k , hence proved.
So FS coefficient of x(t) and x(at) are identical, even though the harmonic spacing changes from ω 0
to aω0.
That is x t C k e j kt 0
k
While x at C k e ja kt 0
k
Here when time scaling is performed, Ck remains same while ω0 changes to aω0
V. Time differentiation
If x t
C k , then zt x t z k jk 0 C k
FS d FS
dt
Proof
We know that x t C k e jk t 0
(1)
k
Differentiating with respect to ‘t’, we get
x t C k j0 ke j0 kt C k j0 k e j0 kt
d
(2)
dt k k
Comparing equation (1) and (2), we get
x t z k j 0 ke j0 kt
d
dt k
z k jk 0 C k , hence proved.
If x t
C k and yt d k , then
FS FS
2
zt x t yt z k TC k d k , where T
FS
0
Proof
We have yt x t h t xht d and yn xn hn xk hn k
k
2
It is assumed that x(t), y(t), and z(t) have same fundamental period T
0
If x t
C k and yt d k then,
FS FS
Proof
zt e j0 kt dt x t yt e j0 kt dt
1 1
zk
TT TT
We have x t C k e jk t0
k
Replacing ‘k’ by ‘m’, we have x t C m e jm t 0
m
C m e jm0 t yt e j0 kt dt
1
z k
T T m
Changing order of summation and integration, we get,
1 1
zk C m e jm 0 t
yt e j0 kt
dt C m yt e j0 k m t dt
T m T T m T
j0 k m t
Cm
1
C m d k m
T T
zk y t e dt
m m
yt e j0 k m t dt
1
d k m
TT
z k C k d k , xn hn xk hn k , hence proved.
k
VIII. Parseval’s theorem
Let x(t) be a power signal with Fourier coefficient Ck, then average power in the waveform is
given by
1
Ck
T T
2 2
P x t dt
k
Proof
Let us assume that x(t) is complex. Then xt xt x t
2
x t dt x t x t dt
1 1
2
P (1)
TT TT
We know that, x t C k e jk t 0
k
Taking conjugates on both sides, we get
x t C k e jk t 0
(2)
k
Put equation (2) in (1), we get
P x t C k e jk 0 t dt
1
TT k
Changing order of summation and integration, we get
1
k jk 0 t 1
k T jk 0 t
k k Ck
T k T
2
P C x t e dt C x t e dt C C , hence proved.
k T k k
Consider an arbitrary signal x(t) that is of finite duration is given below. It is an aperiodic signal.
From this aperiodic signal, we can construct a periodic signal xT0 t for which x(t) is one period as
shown below. T0 is arbitrary taken such that there is no overlapping. We construct xT0 t from x(t).
Where xT0 t is periodic with fundamental period T0. Then we can express xT0 t in terms of complex
exponential.
x T0 t C k e jk t 0
(1)
k
x T t e
1 jk 0 t
Ck dt (2)
T0 T0
0
2
0
T0
If we choose T0 to be larger that is, if to repeat a pulse infinite time is required, then as T0 ,
x T0 is identical to x(t) over a longer interval. That is,
x T0 is equal to x(t) for any finite value of ‘t’. That is,
Lt x T0 x t
T0
Since x T0 x t for t
T0
and also since x(t) = 0. Outside this interval, we
2
can rewrite equation of Ck as:
T0
2
x T t e x T t e
1 jk 0 t 1 jk 0 t
Ck dt dt (3)
T0 T0
0
T0
0
2 1
T0 , 0
0 T0 2
0 1
x T0 t X jk 0 e jk 0 t X jk 0 e jk0t 0 (5)
k 2 2 k
1
Then, Lt x T0 t Lt X jk e jkt xt (6)
T0 T0 2 k
This is called the limiting form of x T0 t . Here k can take values ±1, ±2, ±3, ….., resulting in
k ,2,3
k can be considered as a continuous variation of ω. That is, k sweeps out all frequencies from -∞
to ∞. Since it covers all frequencies, we can consider k as a continuous frequency variable ω.
That is, Lt k and Lt d
0 0
1 1 1
x t Lt X jk e jk t
X j d e jt
X j e jt d
0 2 k 2 k 2 k
If x t
X j and yt
Y j , then
FT FT
Proof
Z j zt e dt axt byt e dt a xt e dt b yt e dt
jt jt jt jt
aX j bY j , hence proved.
If x t
X j , then
FT
Proof
Y j yt e
jt
dt xt t 0 e
jt
dt
Put t – t0 = λ, then dt = dλ
j t 0
Y j x e d e jt 0 x e
j
d
If x t
X j , then
FT
Proof
j t
Y j yt e dt
jt
e xt e dt
j jt
xt e dt
If x t
X j , then
FT
1 j
yt x at
Y j
FT
X
a a
Proof
Y j yt e
jt
dt xat e
jt
dt
d
Put at = λ, then dt
a
d
Since ‘a’ can be +ve or -ve, instead of ‘a’ we can use dt
a
j d 1 j
Y j X e a X e a d
a a
1 j
X , hence proved.
a a
If x t
X j , then
FT
x t
X j X * j
FT
Proof
By substituting a = -1 in time scaling property, we can obtain this.
VI. Frequency differentiation
If x t
X j , then
FT
dX j d
d jt
xt e jt
dt xt e dt x t jt e jt
dt jtx t e jt dt =
d d d
F. T. of [ jtx t ], hence proved.
If x t
X j , then x t
jX j
FT d FT
dt
Proof
x t X j e jt d
1
2
Differentiating both sides with respect to ‘t’, we get,
d
x t
1
X j e jt d
d 1
X j je jt d
1
jX je jt d
dt 2 dt 2 2
VIII. Convolution
If x t
X j and yt
Y j , then
FT FT
Proof
Z j zt e xt yt e
jt jt
dt dt
We have,
x t yt xyt d
Z j xyt e ddt
jt
x yt e ddt
jt
Put t , then dt =dλ
j
Z j x y e dd xe d
j
y e
j
d
X jY j , hence proved.
If x t
X j , then
FT
But u t 1, fort 0 ie. t or t
0, otherwise
t
x t u t x d (1)
x d
X jU j
FT
(3)
u t
U j
FT 1
(4)
j
X. Modulation or multiplication
If x t
X j and yt
Y j , then
FT FT
Proof
Z j zt e
jt
dt xt yt e
jt
dt
We know that x t X j e jt d
1
2
This can be written as x t X j e jt d
1
2
(2)
‘λ’ is used instead of ‘ω’ because if we substitute this in equation (1) with ‘ω’ itself, ejωt will vanish.
Substitute equation (2) in (1), we
j t
Get, Z j 2 X j e yt e ddt 2 X j yt e
1 j t jt 1
ddt
t t
X j Y j d
1
2
(3)
We know that, x yt d x t yt (4)
Comparing equation (3) and (4), we get,
Z j
1
X j Y j , hence proved.
2
So multiplication in time domain is equivalent to convolution in frequency domain. That is,
convolution and multiplication properties are duals of each other. Multiplication of one signal by
another can be thought of as using one signal to scale or modulate amplitude of another and
consequently multiplication of two signals is often referred to as amplitude modulation. Hence this
property is referred to as modulation property also.
XI. Parseval’s theorem or Rayleigh’s theorem
If x t
X j , then
FT
xt X j d
1
2 2
E dt
2
Where ‘E’ is the total energy content of the signal x(t). Also X j is defined as the energy
2
We have x t X j e jt d
1
2
Taking conjugates on both sides, we get,
x t X j e jt d
1
2
(2)
X jX jd X j d , hence proved.
1 1
2
2 2
XII. Symmetry
Consider a real signal x(t) and let X j FTx t A jB and x(t) = xe(t) + x0(t), where
xe(t) and x0(t) are even and odd components of x(t) respectively. Then,
x e t
A
FT
x o t
jB
FT
Proof
x e t
1
xt x t
2
x 0 t x t x t
1
2
Given, x t
X j A jB
FT
x t
X j X j A jB
FT
x e t
FT
1
2
X j X j A jB A jB jB , hence proved.
1
2
Thus we have shown that F. T. of a real even signal is a real function of ‘ω’ and that of a real odd signal
is an imaginary function of ‘ω’.
XIII. Duality or similarity theorem
If x t
X j , then
FT
X jt
2x
FT
Here, X(jt) implies that it is X j itself, but ‘ω’ replaced by ‘t’. For example,
Figure:
Proof
x t X j e jt d
1
2
Figure: Sa function
sinπx
It is defined as sinc(x)
πx
x
Thus sinc(x) Sa πx and Sax sinc . It has same shape as Sa(x).
π
Laplace transform
We can generalize the complex sinusoidal representation of a continuous time signal offered by
Fourier transform to a representation in terms of complex exponential signals, which is termed the
Laplace transform. Fourier transform does not exist for signals that are not absolutely integrable, such
as impulse response of an unstable system. Hence Laplace transform may be used since FT based
methods cannot be used in this class of problems.
Let est be a complex exponential with complex frequency s = σ + jω.
est = e(σ + jω)t = eσ t . ejωt = eσ t (cosωt + jsinωt)
= eσ t cosωt + j eσ t sinωt.
i.e., the real part of est is an exponentially damped cosine, and the imaginary part is an exponentially
damped sine. The real part of ‘s’ is the exponential damping factor ‘σ’, and the imaginary part of ‘s’ is
the frequency of the cosine and sine factor, ‘ω’.
When σ = 0, s = jω, then FT is a special case of LT.
Consider applying an input of the form x(t) = est to an LTI system with impulse response h(t).
The system output y(t) is given by
y(t) = H{x(t)} = H{est}
= h(t) * x(t)
h( )x(t τ)dτ h e s(t τ)dτ est h( )e sτ dτ
Transfer function, H(s) is defined as
H(s) h( )e sτ dτ
Where H(s) is the LT of impulse response.
So, y(t) = estH(s)
H{est} = H(s)est.
The action of the system on an input est is multiplication by the transfer function H(s). Hence,
we identify est as an Eigen function of the LTI system and H(s) as the corresponding Eigen value.
We have the transfer function defined by
Hs hτ e st dτ
Replace ‘τ’ by ’t’
Hs ht e st dt (1)
Put s = σ + jω
Hσ jω ht e σ jωt dt ht e σt e
j t
dt
FT
ht e σt H σ jω
j t
Since X jω x t e dt
σ t 1 j t
ht e Hσ jωe dω
2π
1 j t
Since x t X jωe dω
2π
σt
e j t 1 σjωt dω
ht Hσ jωe dω H σ jωe (2)
2π 2π
Substitute s = σ + jω
ω s σ jω
ω s σ jω
ds
ds jd or dω
j
Substitute these in equation (2), we get
1 σ j st ds 1
σ j
st
ht Hs e Hs e ds
2π σj j 2 j σj
1 σ j st
ht Hs e ds (3)
2 j σj
Hence we say that H(s) is the LT of h(t) and h(t) is the inverse LT of H(s).
Laplace transform comes in two varieties:
1. Unilateral or one sided and
2. Bi lateral or two sided.
Bilateral LT offers insight into nature of systems characteristics such as stability, causality and
frequency response. Equation (1) indicates bi-lateral LT since integration limit is from - ∞ to ∞ that is,
two sided. Hence for unilateral LT, equation (1) becomes,
st
Hs ht e dt
0
The lower limit of 0+ implies that we do not include the point t = 0 in the integral. Hence H(s)
depends only on h(t) for t > 0. Discontinuities and impulses at t = 0 are excluded that is, it is one sided.
Unilateral LT is a convenient tool for solving differential equations with initial conditions.
For any arbitrary signal, x(t), the LT is
st
X s x t e dt and inverse LT of X(s) is
1 σ j st
xt X s e ds .
2 j σj
L
We express this relationship with the notation x t X s
LT exists if X s
We have X s xt e st dt xt e σ jωt dt x t e σ t e j ω t dt
σ t j ω t
X s xt e e dt
σ t j ω t
X s x t e e dt
[ a b a b . For example: a = 2 and b = 3 it becomes 2 3 2 3 , that is 1 5 ]
xt e
t
That is, X(s) exists only if dt
If N > M, X(s) is proper rational function and if M > N is improper rational function.
Since these are polynomials, we can factorize them. That is, we rewrite X(s) as a product of
terms involving the roots of the denominator and numerator polynomials, given by:
bM M s c k
Xs k 1
k 1 s d k
N
The ck are the roots of the numerator polynomial and are termed the zeros of X(s). The dk are
the roots of the denominator polynomial and are termed the poles of X(s). We denote the locations of
zeros in the S-plane with the ‘0’ symbol and the locations of poles with the ‘X’ symbol. The locations of
poles and zeros in the S-plane completely specify X(s), except for the constant gain factor bM.
Advantages and limitations of Laplace transform
Advantages
1. Signals which are not convergent in Fourier transform are convergent in Laplace transform.
2. Convolution in time domain can be obtained by multiplication in s-domain.
3. Intego differential equations of a system can be converted into simple algebraic equations. So
LTI systems can be analyzed easily using Laplace transform.
Limitations
1. Frequency response of the system cannot be drawn or estimated. Instead only the pole-zero
plot can be drawn.
2. s = jω is used only for sinusoidal steady state analysis.
Properties of unilateral Laplace transform
In the properties given below, assume that
Lu Lu
xt
X s and y t
Ys
I. Linearity
Lu
axt by t
aX s bYs
Linearity of LT follows from its definition as an integral and the fact that integration is a linear
operation. The linearity property states that LT of weighted sum of two or more signals is equal to
similar weighted sum of LTs of the individual signals.
Proof
By definition of LT,
st
X s Lxt xt e dt
st
Ys Ly t y t e dt
st st st
Lax t by t ax t by t e dt ax t e dt by t e dt
st st
a xt e dt b y t e dt aX s bYs
II. Scaling
Lu 1 s
xat
X
a a
Scaling in time introduces inverse scaling in S.
Proof
By definition of LT,
st
X s Lxt xt e dt
st
Lx at x at e dt
Put at τ
τ
t
a
dτ
dt
a
s τ dτ 1 sτ 1 s
Lxat xτ e a xτ e a dτ X
a a a a
The above transform is applicable for positive values of ‘a’. If ‘a’ happens to be negative, it can be
proved that
1 s
x at X
a a
Lu 1 s
Hence in general xat
X
a a
st
t x t e dt L t xt
Lu dXs
t x t
ds
VII. Differentiation in time domain
dxt Lu
dt
SX s x 0
Proof
st Lu
Since X s xt e dt and xt
X s
0
Differentiating with respect to time ‘t’, we get
dxt Lu dXt
dt dt
dxt Lu dxt st
e dt
dt 0 dt
Integrating by parts, we obtain
dxt Lu
dt
e
st
xt 0 s xt e
st
dt
0
dxt Lu
dt
e
st
xt 0 s xt e
st
dt
0
st
e xt 0
t
dxt Lu
dt
0 x 0 sX s
dxt Lu
dt
sX s x 0
VIII. Integration
t Lu x
xτ dτ
1 0 Xs
where x 1 0
0 xτ dτ in the area under x(t) from
s s
t = -∞ to t = 0 .
+
Proof
By definition of LT, the LT of a causal signal is given by
X s Lxt xt e
st
dt uv u v dv v
st st
st e e
L xt xt e dt xt dt xt dt
0 s s
0
e e0 1 st 1 1 st
xt dt t x t dt t 0 s s x t e dt x t dt t 0 s xt e
dt
s 0 s 0
x 1 0 X s
s s
IX. Initial value theorems
The initial and final-value theorems allow us to determine the initial value of x(t), x(0+), and the
final value, x(∞) of x(t) directly from X(s). These theorems are most often used to evaluate either the
initial or final values of a system output without explicitly determining the entire time response of the
system.
The initial-value theorem states that Lt sX s Lt xt
s t 0
That is, initial value of signal, x0 Lt sX s Lt xt
s t 0
Proof
dxt
We know that L SX s x0
dt
On taking limit s on both sides of the above equation, we get
dxt
Lt L Lt SX s x0
s dt s
By definition of LT
dxt dxt st
L e dt
dt 0 dt
dxt st
Lt e dt Lt SX s x0
s 0 dt s
dxt st
Lt e
st
dt Lt SX s x0 Lt e 0
0 dt s s s
dxt
0 Lt SX s x 0 Here and x(0) are not functions of ‘s’.
s dt
x0 Lt SX s
s
Lt x t Lt SX s x0 Lt xt
t 0 s t 0
Proof
On taking limit s 0 on both sides of the above equation, we get
dxt
Lt L Lt SX s x0
s 0 dt s 0
By definition of LT
dxt dxt st
L e dt
dt 0 dt
dxt st
Lt e dt Lt SX s x0
s 0 0 dt s 0
dxt st
Lt e st dt Lt SX s x0 Lt e 1
0 dt s 0 s 0 s 0
xt 0 Lt SX s x0 Here dxt and x(0) are not functions of ‘s’.
s 0 dt
x x0 Lt SX s x 0
s
x Lt SX s x Lt xt
s 0 t
Lt x t Lt SX s
t s 0
The final-value theorem applies only if all the poles of X(s) are in the left half of the s-plane, with at
most a single pole at s = 0.
Basic Laplace transforms
x(t) X(s)
δ(t) 1
1 or u(t) 1
s
1
t
s2
1
e-at
sa
1
eat
sa
1
te-at
s a 2
ω
Sin ωt
s ω2
2
s
Cos ωt
s2 ω2
ω
e-at Sin ωt
s a 2 ω2
sa
e-at Cos ωt
s a 2 ω2
n!
tn
s n1
δ(t-τ), τ>0 e-sτ
If M = N, that is, degree of N(s) = degree of D(s), then divide the numerator by the denominator
N1 s
Xs C
Ds
Where C is a constant and degree of N1(s) < degree of D(s).
If degree of N(s) > degree of D(s), divide the numerator by the denominator and write X(s) as
N1 s
Xs Terms with powers of s greater than or equal to zero
Ds
K1 K K K
s Pi Xs s P s Pi s Pi 2 s Pi i s Pi n
i
s P1 s P2 s Pi s Pn s P
i
In the RHS of the above equation, all the terms except Ki vanish. Hence we get,
K i s Pi Xs s P
i
The coefficients Ki(l-b) are evaluated by multiplying both sides of the preceding equation by
(s – Pi)l
differentiating (l – b) times and then evaluating the resultant equation at s = Pi. Thus,
K il 1 s Pi l Xs s P
d
ds i
1d
K il b s Pi l Xs
b! ds s P i
Complex Roots
If X(s) have complex poles, then the partial fraction expansion of the same can be expressed as:
K1 K*
Xs 1*
s P1 s P1
Ds s a jb s a jb s a 2 b 2
xt e e
j t
LTx t xt e dt t j t
dt
FT x t e t
Therefore, Laplace transform of x(t) is the Fourier transform of x t e t .
If σ = 0, then
LTx t FTx t
Properties of ROC
1. The ROC of X(s), the Laplace transform of x(t) is bounded by poles or extends up to infinity.
2. The ROC does not contain any pole.
3. If x(t) is a right sided signal, the ROC of X(s) extends to the right of the right most pole and no
pole is located inside the ROC.
4. If x(t) is a left sided signal, the ROC of X(s) extends to the left of the left most pole and no pole is
located inside the ROC.
5. If x(t) is a two sided signal, the ROC of X(s) is a strip in the s-plane bounded by poles and no
pole is located inside the ROC.
6. Impulse function is the only function for which the ROC is the entire s-plane.
7. The ROC must be a connected region.
8. The ROC of an LTI stable system contains the imaginary axis of s-plane.
9. The ROC of the sum of two or more signals is equal to the intersection of the ROCs of those
signals.