Signals and Systems

36
Fall 2012 Signals and Systems Chapter SS-4 The Continuous-Time Fourier Transform Shou shui Wei SDU-BME Sep08 – Dec08 Figures and images used in these lecture notes are adopted from “Signals & Systems” by Alan V. Oppenheim and Alan S. Willsky, 1997 SDUBME-SS4-CTFT-2 Shou shui Wei©2012 Outline Representation of Aperiodic Signals: the Continuous-Time Fourier Transform The Fourier Transform for Periodic Signals Properties of the Continuous-Time Fourier Transform The Convolution Property The Multiplication Property Systems Characterized by Linear Constant- Coefficient Differential Equations

Transcript of Signals and Systems

Fall 2012

Signals and Systems

Chapter SS-4The Continuous-Time Fourier Transform

Shou shui Wei

SDU-BME

Sep08 – Dec08

Figures and images used in these lecture notes are adopted from“Signals & Systems” by Alan V. Oppenheim and Alan S. Willsky, 1997

SDUBME-SS4-CTFT-2Shou shui Wei©2012Outline

Representation of Aperiodic Signals: the Continuous-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of the Continuous-Time Fourier Transform

The Convolution Property

The Multiplication Property

Systems Characterized by Linear Constant-Coefficient Differential Equations

NTUEE-SS4-CTFT-3Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

CT Fourier Transform of an Aperiodic Signal:Page 193, Ex 3.5

SDUBMESS4-CTFT-4Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

SDUBME-SS4-CTFT-5Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

SDUBME-SS4-CTFT-6Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

Shou shui Wei[-281.30]<00A9>[-280.60]2008Shou shui Wei[-281.30]<00A9>[-280.60]2008

SDUBME-SS4-CTFT-7Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

SDUBME-SS4-CTFT-8Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

Shou shui Wei[-281.30]<00A9>[-280.60]2008Shou shui Wei[-281.30]<00A9>[-280.60]2008

SDUBME-SS4-CTFT-9Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

Sufficient conditions for the convergence of FT

SDUBME-SS4-CTFT-10Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

Sufficient conditions for the convergence of FT

• Dirichlet conditions:

1.x(t) be absolutely integrable; that is,

2.x(t) have a finite number of maxima and minimawithin any finite interval

3.x(t) have a finite number of discontinuities within any finite intervalFurthermore, each of these discontinuities must be finite

Shou shui Wei[-281.30]<00A9>[-280.60]2008Shou shui Wei[-281.30]<00A9>[-280.60]2008Shou shui Wei[-281.30]<00A9>[-280.60]2008Shou shui Wei[-281.30]<00A9>[-280.60]2008

SDUBME-SS4-CTFT-11Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

Example 4.1:

SDUBME-SS4-CTFT-12Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

Example 4.1:

SDUBME-SS4-CTFT-13Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

Example 4.2:

SDUBME-SS4-CTFT-14Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

Example 4.3:

SDUBME-SS4-CTFT-15Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

Example 4.4:

SDUBME-SS4-CTFT-16Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

Example 4.5:

SDUBME-SS4-CTFT-17Shou shui Wei©2012Representation of Aperiodic Signals: CT Fourier Transform

sinc functions:

SDUBME-SS4-CTFT-18Shou shui Wei©2012Outline

Representation of Aperiodic Signals: the Continuous-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of the Continuous-Time Fourier Transform

The Convolution Property

The Multiplication Property

Systems Characterized by Linear Constant-Coefficient Differential Equations

SDUBME-SS4-CTFT-19Shou shui Wei©2012Fourier Transform for Periodic Signals

Fourier Transform from Fourier Series:

SDUBME-SS4-CTFT-20Shou shui Wei©2012Fourier Transform for Periodic Signals

Example 4.6:

SDUBME-SS4-CTFT-21Shou shui Wei©2012Fourier Transform for Periodic Signals

Example 4.7:

SDUBME-SS4-CTFT-22Shou shui Wei©2012Fourier Transform for Periodic Signals

Example 4.8:

SDUBME-SS4-CTFT-23Shou shui Wei©2012Outline

Representation of Aperiodic Signals: the Continuous-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of the Continuous-Time Fourier Transform

The Convolution Property

The Multiplication Property

Systems Characterized by Linear Constant-Coefficient Differential Equations

SDUBME-SS4-CTFT-24Shou shui Wei©2012Outline

Differentiation in Time4.3.4

Multiplication4.5

Convolution4.4

Time and Frequency Scaling4.3.5

Time Reversal4.3.5

Conjugation4.3.3

Frequency Shifting4.3.6

Time Shifting4.3.2

Symmetry for Real and Even Signals4.3.3

Conjugate Symmetry for Real Signals4.3.3

Differentiation in Frequency4.3.6

Integration4.3.4

Even-Odd Decomposition for Real Signals4.3.3

Symmetry for Real and Odd Signals4.3.3

Parseval’s Relation for Aperiodic Signals4.3.7

Linearity4.3.1

PropertySection

SDUBME-SS4-CTFT-25Shou shui Wei©2012Properties of CT Fourier Transform

Fourier Transform Pair:

• Synthesis equation:

• Analysis equation:

• Notations:

SDUBME-SS4-CTFT-26Shou shui Wei©2012Properties of CT Fourier Transform

Linearity:

SDUBME-SS4-CTFT-27Shou shui Wei©2012Properties of CT Fourier Transform

Time Shifting:

SDUBME-SS4-CTFT-28Shou shui Wei©2012Properties of CT Fourier Transform

Time Shift → Phase Shift:

SDUBME-SS4-CTFT-29Shou shui Wei©2012Properties of CT Fourier Transform

Example 4.9:

SDUBME-SS4-CTFT-30Shou shui Wei©2012Properties of CT Fourier Transform

Conjugation & Conjugate Symmetry:

SDUBME-SS4-CTFT-31Shou shui Wei©2012Properties of CT Fourier Transform

Conjugation & Conjugate Symmetry:

SDUBME-SS4-CTFT-32Shou shui Wei©2012Properties of CT Fourier Transform

Conjugation & Conjugate Symmetry:

SDUBME-SS4-CTFT-33Shou shui Wei©2012Properties of CT Fourier Transform

Example 4.10:

SDUBME-SS4-CTFT-34Shou shui Wei©2012Properties of CT Fourier Transform

Differentiation & Integration:

SDUBME-SS4-CTFT-35Shou shui Wei©2012Properties of CT Fourier Transform

= +

SDUBME-SS4-CTFT-36Shou shui Wei©2012Properties of CT Fourier Transform

Example 4.11:

SDUBME-SS4-CTFT-37Shou shui Wei©2012Properties of CT Fourier Transform

Example 4.12:

SDUBME-SS4-CTFT-38Shou shui Wei©2012Properties of CT Fourier Transform

Time & Frequency Scaling:

SDUBME-SS4-CTFT-39Shou shui Wei©2012Properties of CT Fourier Transform

Duality:

Example 4.4

Example 4.5

SDUBME-SS4-CTFT-40Shou shui Wei©2012Properties of CT Fourier Transform

Duality:

SDUBME-SS4-CTFT-41Shou shui Wei©2012Properties of CT Fourier Transform

Duality:

SDUBME-SS4-CTFT-42Shou shui Wei©2012Properties of CT Fourier Transform

Parseval’s relation:

SDUBME-SS4-CTFT-43Shou shui Wei©2012Outline

Representation of Aperiodic Signals: the Continuous-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of the Continuous-Time Fourier Transform

The Convolution Property

The Multiplication Property

Systems Characterized by Linear Constant-Coefficient Differential Equations

SDUBME-SS4-CTFT-44Shou shui Wei©2012Convolution Property & Multiplication Property

Convolution Property:

Multiplication Property:X

SDUBME-SS4-CTFT-45Shou shui Wei©2012Convolution Property

From Superposition (or Linearity):

Linear System

SDUBME-SS4-CTFT-46Shou shui Wei©2012Convolution Property

From Superposition (or Linearity):

SDUBME-SS4-CTFT-47Shou shui Wei©2012Convolution Property

From Convolution Integral:

SDUBME-SS4-CTFT-48Shou shui Wei©2012Convolution Property

Equivalent LTI Systems:

SDUBME-SS4-CTFT-49Shou shui Wei©2012Convolution Property

Example 4.15: Time Shift

SDUBME-SS4-CTFT-50Shou shui Wei©2012Convolution Property

Examples 4.16 & 17: Differentiator & Integrator

SDUBME-SS4-CTFT-51Shou shui Wei©2012Convolution Property

Example 4.18: Ideal Lowpass Filter

SDUBME-SS4-CTFT-52Shou shui Wei©2012Convolution Property

Filter Design:

FilterLTI System

SDUBME-SS4-CTFT-53Shou shui Wei©2012Convolution Property

Filter Design:

FilterLTI System

SDUBME-SS4-CTFT-54Shou shui Wei©2012Convolution Property

Example 4.19:

Filter

LTI System

SDUBME-SS4-CTFT-55Shou shui Wei©2012Convolution Property

Example 4.19:

SDUBME-SS4-CTFT-56Shou shui Wei©2012Convolution Property

Example 4.20:

Filter

LTI System

SDUBME-SS4-CTFT-57Shou shui Wei©2012Outline

Representation of Aperiodic Signals: the Continuous-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of the Continuous-Time Fourier Transform

The Convolution Property

The Multiplication Property

Systems Characterized by Linear Constant-Coefficient Differential Equations

SDUBME-SS4-CTFT-58Shou shui Wei©2012Multiplication Property

Convolution & Multiplication:

Multiplication of One Signal by Another:• Scale or modulate the amplitude of the other signal

• Modulation

X

SDUBME-SS4-CTFT-59Shou shui Wei©2012Multiplication Property

Example 4.21:

SDUBME-SS4-CTFT-60Shou shui Wei©2012Multiplication Property

Example 4.22:

SDUBME-SS4-CTFT-61Shou shui Wei©2012Multiplication Property

Example 4.23:

SDUBME-SS4-CTFT-62Shou shui Wei©2012Multiplication Property

Bandpass Filter Using Amplitude Modulation:

SDUBME-SS4-CTFT-63Shou shui Wei©2012

SDUBME-SS4-CTFT-64Shou shui Wei©2012

SDUBME-SS4-CTFT-65Shou shui Wei©2012

NTUEE-SS4-CTFT-66Shou shui Wei©2012Outline

Representation of Aperiodic Signals: the Continuous-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of the Continuous-Time Fourier Transform

The Convolution Property

The Multiplication Property

Systems Characterized by Linear Constant-Coefficient Differential Equations

SDUBME-SS4-CTFT-67Shou shui Wei©2012Systems Characterized by Linear Constant-Coefficient Differential Equations

A useful class of CT LTI systems:

LTI System

NTUEE-SS4-CTFT-68Shou shui Wei©2012Systems Characterized by Linear Constant-Coefficient Differential Equations

SDUBME-SS4-CTFT-69Shou shui Wei©2012Systems Characterized by Linear Constant-Coefficient Differential Equations

Examples 4.24 & 4.25:

SDUBME-SS4-CTFT-70Shou shui Wei©2012Systems Characterized by Linear Constant-Coefficient Differential Equations

Example 4.26:

LTI System

SDUBME-SS4-CTFT-71Shou shui Wei©2012

Periodic Aperiodic

FS– CT

– DT(Chap 3)

FT– DT

– CT (Chap 4)

(Chap 5)

Bounded/Convergent

LT

zT – DT

Time-Frequency

(Chap 9)

(Chap 10)

Unbounded/Non-convergent

– CT

CT-DT

Communication

Control

(Chap 6)

(Chap 7)

(Chap 8)

(Chap 11)

Signals & Systems LTI & Convolution(Chap 1) (Chap 2)

Flowchart