Fourier

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MIT OpenCourseWare http://ocw.mit.edu

MAS.160 / MAS.510 / MAS.511 Signals, Systems and Information for Media Technology Fall 2007

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

Period of a Discrete Sinusoid

y [n ] = sin(2  501  n)

y [ n ] = sin(2  503  n)

T=50 samples

y [ n ] = y[n + 50]

y [ n ] = y[n + T]

T=?? samples [integer]

50/3 � integer

sin(0) = sin(2 )

irrational frequency

1 0.8 0.6

y ( t ) = sin(2  2  t) T = 12 sec

y=sin(2*pi*sqrt(2)/25*n)

0.4 0.2 0

continuous function periodic

-0.2 TextEnd -0.4

-0.6

-0.8

-1

0

y [ n ] = sin(2  503  n) y [ n ] = y[n + T] sin(0) = sin(2k) k=1,2…

T=?? samples

2 503  n = 2k n 50 samples = k 3 cycle

periodic T=n=50 samples, k=3 cycles

0.5

1

1.5

2 time (sec)

2.5

3

3.5

4

Ts=1/25 sec Ratio of integers

rational number

y [ n ] = sin(2 

2 25

 n)

y [ n ] = y[n + T]

sin(0) = sin(2k)

T=?? samples k=1,2…

Equiv. discrete sinusoid not periodic

2 252  n = 2k n 25 2 = k 2 irrational number

Period of Sum of Sinusoids

1

0.5

0

-0.5

-1

0

1

2

3

4

5

6

5

6

T1=0.2 seconds, T2=.75 seconds 2

1

0

-1

-2

0

1

2

3 time (sec)

y ( t ) = y (t + T )

Tsum=3 seconds

Least common multiple seconds to complete cycles T1=1/5 seconds

15 cycles

Complex Conversions

seconds to complete cycles

cartesian s=a+jb

polar

s= a +b e 2

T2=3/4 seconds 3/4s, 6/4s, …

1/5s, 2/5s, 3/5s … 4/20s, 8/20s, 12/20s, 16/20s, 20/20s, 24/20s, 28/20s, 32/20s, 36/20s, 40/20s, 44/20s, 48/20s, 52/20s, 56/20s, 60/20s

15/20s. 30/20s, 45/20s, 60/20s 4 cycles 1/5*k=3/4*l k/l=15/4

Tsum=15*T1=15/5=3 seconds

4

rational number

Tsum=4*T2=3/4*4=3 seconds

Tsum=3 seconds

2

j� a tan ( b a )

polar s=rej�

cartesian

s = r cos� + jr sin �

Complex Arithmetic Addition

cartesian

(a1 + jb1 ) + (a2 + jb2 ) = ( a1 + a2 ) + j (b1 + b2 )

Subtraction

cartesian

(a1 + jb1 ) � (a2 + jb2 ) = ( a1 � a2 ) + j (b1 � b2 )

Multiplication

polar

r1e j� 1  r2e j� 2 = r1r2e j (� 1 +� 2 )

Division

polar

r1e j� 1 r1 j (� 1 �� 2 ) = e r2e j� 2 r2

Powers

polar

(re )

Roots

polar

j� n

= r n e jn�

z n = s = re j� z = s1/ n = r1/ n e j (� / n + 2 k / n )

k = 1,2Kn �1

Representations of Sinusoids

Complex Conversions cartesian

polar

3 + j4 = 32 + 4 2 e

j� a tan (

polar 4

3

)

= 5e j� 0.927

2e

j 3

Re{ Ae j 2 ft +� }

Acos(2kf 0 t + � k )

cartesian

= Re{ Ae j� e j 2 ft }

= 2cos 3 + j2sin 3 = 1+ j 3

Subtraction

cartesian cartesian

(1+ j2) + ( 3 + j4 ) = (4 + j6)

j 3

 6e

polar

5e

Division

polar

10e

Powers

polar

(3e )

Roots

polar

j� 2

j 4

j 4

÷ 5e 3

k=1

j 3  j 3  = 33  e ( 4 ) = 27e ( 4 )

z 3 = 64 = 64e j 0

4

e j 2 ft +e � j 2 ft 2 e j 2 ft + e � j 2 ft 2

4e j ( 2  / 3) 4e j ( 4  / 3)

n

n

k=1

k=1

cos(2�ft + � k ) = � Re{ Ak e 2 �ft +� k } = � Re{ Ak e� k e 2 �ft } �n = � Re{ Ak e� k } e 2 �ft � k=1

Ex.

3cos(2 40t + 2 ) �1cos(2 40t � 6 ) + 2 cos(2 40t + 3 )  � � j �j Re� 3e 2 e j2 40t �1e 6 e j2 40t + 2e 3 e j2 40t � � � �� j   � �

�j Re� 3e 2 �1e 6 + 2e 3 e j2 40t 

� � � 

Re{5.234 e j1.545e2 40t }

5.234 cos(2 40t + 1.545)

Composite signals (waveform synthesis)

multiply cosines of different frequency

� �� � x(t) = A0 + � Ak cos(2�kf 0 t + � k ) = X 0 + Re�� X k e j 2 �kf 0 t � � k=1 � k=1

A1 cos(�1t ) � A2 cos(� 2 t + � ) � e j�1 t + e� j�1 t � e j (� 2 t +� ) + e� j (� 2 t +� ) A1 A2  2 2 �



decompose a periodic signal x(t) into a sum of a series of sinusoids - the Fourier series.

(

A1 A2 j�1 t j (� 2 t +� ) e e + e j�1 t e� j (� 2 t +� ) + e� j�1 t e j (� 2 t +� ) + e� j�1 t e� j (� 2 t +� ) 4

(

A1 A2 j (�1 t +� 2 t +� ) � j (� 2 t��1 t +� ) e +e + e j (� 2 t��1 t +� ) + e� j (�1 t +� 2 t +� ) 4 A1 A2 cos((�1 + � 2 ) t + � ) + cos((� 2 � �1 ) t + � ) 2

k

j�  �  j�  = ( 105 )e ( 2 4 ) = 2e 4

z = 641/ 3 e j ( 0 / 3+2 k / 3) = 4e j ( 2 k / 3)

(

n

�A

j  +  j 7  = 5  6e ( 3 4 ) = 30e 12

j� 4

(

(

Sum multiple cosines same frequency

(1+ j2) � ( 3 + j4 ) = (�2 � j2)

Multiplication

=X�

= Re{ Xe j 2 ft }

Complex Arithmetic Addition

Ae j� �

)

)

)

Note: The sum of periodic functions is periodic. ex.

�� �8 X k = �  2k 2 �� 0

k odd k even

f 0 = 25Hz

)

)

Composite signals (waveform synthesis)

Composite signals (waveform synthesis)

� � x(t) = A0 + � Ak cos(2�kf 0 t + � k ) = X 0 + Re�� X k e j 2 �kf 0 t � � k=1 � k=1 �� �8 �� 8 j k odd e k odd X k = �  2k 2 X k = �  2k 2 �� 0 �� 0 k even k even �

� �� � x(t) = A0 + � Ak cos(2�kf 0 t + � k ) = X 0 + Re�� X k e j 2 �kf 0 t � � k=1 � k=1



�� 8 e j X k = �  2k 2 �� 0

x(t) = 0.8105cos(2 25t +  )

x(t) = 0.8105cos(2 25t +  ) + 0.0901cos(2 75t +  )

1

1

0.8

0.8

0.6

0.6

0.4

0.4

1

=

0

-1

0.02

0.04

0.06

0.08

0.1

0.12

0.2

0

0

-0.2

-0.2

-0.4

-0.4

-0.6

-0.6

-0.8

-0.8

0.4

=

0.2

0

-0.6

-0.6

0.6

0.4

-0.4

-0.4

0.8

0.6

-0.2

-0.2

1

0.8

0.2

0.2

0

k even

k=3

k=1

-1

k odd

-0.8

-0.8 0

0.02

0.04

0.06

0.08

0.1

0.12

-1

-1

0

0.02

0.04

0.06

0.08

0.1

0

0.02

0.04

0.06

0.08

0.1

0.12

0.12

1

Composite signals (waveform synthesis)

0.8 0.6

�� � x(t) = A0 + � Ak cos(2�kf 0 t + � k ) = X 0 + Re�� X k e j 2 �kf 0 t � � k=1 � k=1 �� 8 e j k odd X k = �  2k 2 �� 0 k even �

spectrum

0.4 0.2 0

0.45

-0.2

0.4053e� j

0.4

0.4053e j

-0.4

-0.6 -0.8

0.35

-1

k=5

0

0.02

0.04

0.06

0.08

0.1

0.12

0.3

x(t) = 0.8105cos(2 25t +  ) + 0.0901cos(2 75t +  ) + 0.0324 cos(2 125t +  ) 1

1

0.8

0.8

0.6

0.6

0.4

0.4

=

0.2

X 0.25 0.2

0.15

0.2

0.1

0.0450e� j

0

0

-0.2

-0.2

0.0450e j

0.0162e� j

0.05

0.0162e j

-0.4

-0.4

0 -300

-0.6

-0.6 -0.8

-200

-100

-125

-75

-25

0

25

75

100

125

200

f 300

-0.8 -1

-1

0

0.02

0.04

0.06

0.08

0.1

0.12

0

0.02

0.04

0.06

0.08

0.1

0.12

x(t) = 0.8105cos(2 25t +  ) + 0.0901cos(2 75t +  ) + 0.0324 cos(2 125t +  ) + ...

Fourier Series

Fourier Series For a given signal, how do we find X k = Ak e for each k ?

x(t) = t 0 � t < T0

j� k

� �� � x(t) = A0 + � Ak cos(2�kf 0 t + � k ) = X 0 + Re�� X k e j 2 �kf 0 t � � k=1 � k=1

Fourier Analysis

1 X 0 =

T0

�� � x(t) = A0 + � Ak cos(2�kf 0 t + � k ) = X 0 + Re�� X k e j 2 �kf 0 t � � k=1 � k=1 �

where

1 X0 = T0

Xk =

2 T0

=

T0

� x(t)dt

f 0:fundamental frequency T0 = 1/ f 0

0

T0

� x(t)e

� j 2 kt

T0

dt

0

1 T0

T0

� x(t)dt

0.04

t

0

T0

� tdt = 0

2 T0

1 t T0 2

0

=

1 T0 2 T0 = T0 2 2

Mathematica: athena%add math athena%math In[1]:=1/T*Integrate[t,{t,0,T}] Out[1]:=T/2

Fourier Series

0.04

0.02

0

0 0 0

0.01

Xk =

2 T0

0.02 t

0.03

T0

� x(t)e

0.04 0.04

� j 2 kt

T0

dt

0

Fourier Series

x(t) = t 0 � t < T0

� �� � x(t) = A0 + � Ak cos(2�kf 0 t + � k ) = X 0 + Re�� X k e j 2 �kf 0 t � � k=1 � k=1

X0 =

Xk =

Mathematica:

In[2]:= 2/T*Integrate[t*Exp[-I*2*Pi*k*t/T],{t,0,T}]

T0 2

2 T0

T0

� te

� j 2 kt

T0

Xk =

2 T0

dt

0

T0 ( j2k + 1) �2 jk T e � 20 2 2 2 2  k 2 k T0 ( j2k + 1) T0 Xk = � 2 2 2  2k 2 2 k Xk =

T 2k T T X k = j 0 2 2 + 20 2 � 20 2 2  k 2 k 2 k T T j Xk = j 0 = 0 e 2 k k

e�2 jk = (e� j 2  ) = 1k =1

k

(2 I) k Pi - (2 I) k Pi) T) -((-1 + E Out[2]= -----------------------------------­ (2 I) k Pi 2 2

k Pi 2E In[3]:= Simplify[%,Element[k,Integers]] IT Out[3]= ---k Pi

Xk = j

T0 T0 j 2 = e k k

e�2 jk = 1 e� jk = �1k

T0

� te 0

� j 2 kt

T0

dt

Fourier Series

Fourier Series

x(t) = t 0 � t < T0

x(t) = t 0 � t < T0

� �� � x(t) = A0 + � Ak cos(2�kf 0 t + � k ) = X 0 + Re�� X k e j 2 �kf 0 t � � k=1 � k=1

X0 =

T0 2

Xk =

T0 j 2 e k

x(t) =

0.04

f 0 :fundamental frequency T0 = 1/ f 0

T0 � T0 + � cos(2�kf 0 t + 2 k=1 �k

x(t) =

T0 T0 + cos(2f 0 t + 2 

 2

� 2

) T

) + 20 cos(2 2 f 0 t + 2 ) + K

0.04

0.02 t

T0 j  2 e k

0.03

T0 � T0 + � cos(2�kf 0 t + 2 k=1 �k

T0 T0 + cos(2f 0 t + 2 

z t

1.1

Defined between 0
0.02

0

0 0.04 0.04

0.02

2 Xk = T0

0

1

X0 =

1 T0

T0

2

1

0.01

0.02 t

0.03

T0

� 1dt + T � �1dt 0

0

T0

0 t

0.02

2

0.04

0.04

T0

2

� 1e

� j 2 kt

T

T0

dt +

0

� j 2 kt 2 0 �1e T0 dt � T0 T0 2

In[2]:=2/T*Integrate[Exp[-I*2*Pi*k*t/T],{t,0,T/2}]+ 2/T*Integrate[- Exp[-I*2*Pi*k*t/T],{t,T/2,T}] I k Pi -I k Pi -I (1 - E ) I (-1 + E ) Out[2]= ----------------- + ---------------­ k Pi (2 I) k Pi k Pi E In[3]:= Simplify[%,Element[k,Integers]]

In[1]:=1/T*Integrate[1,{t,0,T/2}]+ 1/T*Integrate[-1,{t,T/2,T}] Out[1]:=0 X0 = 0

0.04

0.04

Fourier Series:Square Wave

1

0 0

T

) + 20 cos(2 2 f 0 t + 2 ) + K

t

0.04 0.04

1.1

)

0.04

Fourier Series:Square Wave

� 1 0 � t < T0 2 x(t) = � ��1 T0 2 � t < T0

 2

� 2

y t

7 terms 0.02 t

Xk =

0.04

0 0.01

T0

2

x(t) =

f 0 = 25Hz T0 = 1/ f 0 = 0.04

0 0

X0 =

x(t) =

y t

0

� �� � x(t) = A0 + � Ak cos(2�kf 0 t + � k ) = X 0 + Re�� X k e j 2 �kf 0 t � � k=1 �

k=1

k2 -I (-1 + (-1) ) Out[7]= ---------------k Pi

Xk =

(

� j �1+ (�1)

�� 4 �j X k = � k �� 0

k

k

)

� j (�1�1) j (�2) =� k k j4

=� k

2

2

k odd k even

Xk =

Xk =

� j (�1+ 1) k

2

2

� 1 0 � t < T0 2 x(t) = � ��1 T0 2 � t < T0

X0 = 0 �� 4 �j X k = � k �� 0

�� 4 � j 2 e X k = � k �� 0

k odd k even

k odd k even

� �� � x(t) = A0 + � Ak cos(2�kf 0 t + � k ) = X 0 + Re�� X k e j 2 �kf 0 t � � k=1 � k=1 1.2 1

x(t) = cos(2f 0 t � 4 

 2

)+

4 3

cos(2 3 f 0 t �

 2

) +K

0.5

y t 0 z t

0.5

1 1.2 0 0

0.005

0.01

0.015

0.02 t

0.025

0.03

0.035

0.04 0.04

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