1.

1
Department of Electrical Engineering
3. TIME & FREQUENCY (FOURIER ANALYSIS)

Specifies the relationships between waveforms and spectra, i.e. time and frequency
domains.
Applies also to linear time-invariant (LTI) systems.














Fourier analysis technique used depends on whether signals being considered are
periodic or non-periodic.
1.2
Department of Electrical Engineering
3.1 Periodic Signals & the Fourier Series
When signal to be analysed is periodic in time, its spectrum can be evaluated
using a Fourier Series in either (a) trigonometric or (b) complex exponential form.

(i) Trigonometric Fourier Series

Consider arbitrary periodic waveform:






Where e
1
= fundamental angular frequency of f(t). f(t) can be described by:

f t A
A n t
B n t
n
n
n
n
( )
cos ( )
sin ( )
= +
+
=

=



0
1
1
1
1
e
e

`




)




1.3
Department of Electrical Engineering
Procedure for Computing A
0

A
0
represents the zero frequency, DC or mean level of the signal over one period.
It is computed as follows by integrating both sides of (1) over one period:




Interchanging } and gives:





Terms (ii) and (iii) are zero for all n since they represent integration of a sinusoid
over an integral number of periods. Thus:



or:


f t dt A dt A n t dt B n t dt
o n n
n n
T
T
T
T
T
T
T
T
( ) cos( ) sin( ) = + +
=

} } }
e e
1 1
1 1
2
2
2
2
2
2
2
2
f t dt A T A n t dt B n t dt
o n n
n n
T
T
T
T
T
T
( ) cos( ) sin( ) = + +
}

}
=

e e
1 1
1 1
2
2
2
2
2
2
(i) (ii) (iii)
A T f t dt
o
T
T
=
}
( )
2
2
A
T
f t dt
o
T
T
=
}
1
2
2
( )
1.4
Department of Electrical Engineering
Procedure for Computing A
n
and B
n

Multiply both sides of (1) by cos(me
1
t) and integrate over one period:







For all m=n, term (ii) is zero; for all m, term (iii) is zero. Hence, need only consider
(ii) for m=n.





Hence:


for all n. Similarly, by multiplying both sides of (1) by sin(me
1
t ):

f t m t dt A m t dt A n t m t dt
B n t m t dt
T
T
T
T
T
T
T
T
o n
n
n
n
i ii
iii
( )cos( ) cos( ) cos( )cos( )
sin( )cos( )
( ) ( )
( )
e e e e
e e
1 1 1 1
1
1 1
1
2
2
2
2
2
2
2
2
= + +

} } }

| |
f t n t dt n t dt
A
n t dt
A T
T
T
T
T
T
T
n
n
( ) cos( ) cos ( )
cos( )
e e
e
1
2
1
1
2
2
2
2
2
2
2
1 2
2

} }
}
=
= +
=
A
T
f t n t dt
n
T
T
=
}
2
1
2
2
( ) cos( ) e
B
T
f t n t dt
n
T
T
=
}
2
1
2
2
( )sin( ) e
1.5
Department of Electrical Engineering
Interpretation of A
0
, A
n
and B
n


A
0
is the DC component, or mean value, of f(t).

A
n
and B
n
are the magnitudes of the cos(ne
1
t) and sin(ne
1
t) components,
respectively, for each value of n.

Any spectrum, and hence waveform, is defined completely by the set of
values for A
0
, A
n
and B
n
.

The integral of the product in:



has the same form as a correlation integral. It is therefore a measure of
the similarity between f(t) and cos(ne
1
t).
A
T
f t n t dt
n
T
T
=
}
2
1
2
2
( ) cos( ) e
1.6
Department of Electrical Engineering
Orthogonal Components

As seen previously:



for all m=n, and



for all m=n, and



for all m, where m and n are integers and e
1
= 2t/T.

In the above, the two terms within the integration are orthogonal over period T.

sin( )sin( ) m t n t dt
T
e e
1 1
0 =
}
cos( ) cos( ) m t n t dt
T
e e
1 1
0 =
}
sin( ) cos( ) m t n t dt
T
e e
1 1
0 =
}
1.7
Department of Electrical Engineering
Implications of Orthogonality

In general, Fourier Series for:




Average power series due to f(t) in a 1O load:


If Fourier Series substituted in (2), the following terms result from squaring:



Plus cross terms such as:


Because of orthogonality, cross terms integrate to zero over one period and:
f t A A t B t
A t B t
A t B t
( ) cos( ) sin( )
cos( ) sin( )
cos( ) sin( )
= + + +
+ +
+ +
0 1 1 1 1
2 1 2 1
3 1 3 1
2 2
3 3
e e
e e
e e

| |
P
T
f t dt
ave
T
T
=
}
1
2
2
2
2
( ) ( )
A A t B t A t B t
A k t B k t
k k
0
2
1
2 2
1 1
2 2
1 2
2 2
1 2
2 2
1
2 2
1
2 2
1
2 2 , cos ( ), sin ( ), cos ( ), sin ( ),
, cos ( ), sin ( ),
e e e e
e e
A A t A t A t A t B t etc
0 1 1 1 1 2 1 1 1 1 1
2 cos( ), cos( ) cos( ), cos( ) sin( ), . e e e e e
P
T
A dt
T
A n t dt
T
B n t dt
ave n
n
n
n
T
T
T
T
T
T
= + +
} }

1 1 1
0
2 2 2
1
1
2 2
1
1
2
2
2
2
2
2
cos ( ) sin ( ) e e
1.8
Department of Electrical Engineering
(ii) Complex Exponential Fourier Series
Sometimes a simpler version to use than trigonometric.
Note:


where . Hence, the information in the trigonometric series can, in principle,
be represented in complex exponential form. For any n:






Hence, the Fourier series for f(t) is:



or:



Equation (2) defines the complex exponential Fourier Series.
C
n
are complex coefficients.
Note that at n=0, C
0
=A
0
.
e n t n t
n t j
j
e
e e
1
1 1
= + cos( ) sin( )
j = 1
| | | |
A n t B n t
A
e e
B
e e
A B
e
A B
e
C e C e
n n
n n t n t n n t n t
n n n t n n n t
n
n t
n
n t
cos( ) sin( )
( )
e e
e e e e
e e
e e
1 1
2 2
2 2
1 1 1 1
1 1
1 1
+ = + +
=

(
+
+

(
= +

j j j j
j -j
j j
j
j j
| |
f t A C e C e
n
n t
n
n t
n
( )
( )
= + +


=

0
1
1 1
j j e e
) 2 ( ) (
1
j

=
=
n
t n
n
e C t f
e
1.9
Department of Electrical Engineering
(ii) Complex Exponential Fourier Series (contd.)
Also, for positive n:



which using trigonometric Fourier Series coefficients:





For negative n:







And generally:


C
A B
n
n n
=

(
j
2
| |
=
=

}
}

1
2
2
1
1 1
2
2
1
2
2
T
f t n t n t dt
T
f t e dt
T
T
T
T
n t
( ) cos( ) sin( )
( )
e e
e
j
j
| |
C
A B
T
f t n t n t dt
T
f t e dt
n
n n
n t
T
T
T
T
=
+

(
= +
=

}
}

j
j
j(-
2
1
2
2
1
1 1
2
2
1
2
2
( ) cos( ) sin( )
( )
)
e e
e
C
T
f t e dt
f t C e
n
n t
n
n t
n
T
T
=
=

1
1
2
2
1
( )
( )
j
j
e
e
1.10
Department of Electrical Engineering
3.2 Symmetry & the Fourier Series
Evaluation of the Fourier Series can be simplified if f(t) has certain symmetries.
Even







Fourier Series comprises cosine terms only.
All B
n
are zero;
all C
n
are real.

Odd







Fourier Series comprises sine terms only.
All A
n
are zero;
all C
n
are imaginary.

1.11
Department of Electrical Engineering
3.2 Symmetry & the Fourier Series (contd.)

Half-Wave or Inverse-Repeat (IR)











Odd harmonics are IR (both sines and cosines).
All A
n
and B
n
are zero for even n;
all C
n
are zero for even n.

Note: a square wave has both IR and odd symmetry.
All A
n
are zero;
all B
n
are zero for even n;
all C
n
are imaginary and zero for even n.
1.12
Department of Electrical Engineering
3.3 Negative Frequencies
In the complex exponential Fourier Series, n can be negative, indicating negative
frequencies. What does negative frequency mean?

Methods of producing a real sinewave from rotating vectors:
(a)







(b)







(a) corresponds to trigonometric Fourier Series model;
(b) corresponds to complex exponential Fourier Series model.
1.13
Department of Electrical Engineering
3.4 Derivation of Fourier Transform from Fourier Series
The Fourier Transform allows the spectrum of a non-periodic signal to be
computed.
Simplest approach is to let T for a non-periodic signal.

Periodic Spectrum (Line Spectrum)








Non-Periodic Spectrum (Continuous Spectrum)







As T, spectral lines merge to form a continuous spectrum.
1.14
Department of Electrical Engineering
3.4 Derivation of Fourier Transform from Fourier Series (contd.)

Start with the complex exponential Fourier Series:

f t C e
n
n t
n
( ) =
=

j e
1
C
T
f t e dt
n
jn t
T
T
=

}
1
1
2
2
( )
e
For a non periodic signal
T
and C
Hence define F C T
n
n n

=
:
0
f t
F
T
e
n
n t
n
( ) =
=

j e
1
F f t e dt
n
n t
=

}
( )
j e
1
j j ne e
1

F F
n
( ) je
f t F e d
t
( ) ( ) =

}
1
2t
e e
e
j
j
F f t e dt
t
( ( ) j ) =
j
-
e
e

}
f t F ( ) ( ) je
e
t e
t
1
1
2 1
2
= =
T T
T
T
d

1
2
e
t
n

T
( ) e is a continuous frequency variable
These are defining s for the Fourier Transform abbreviated to expression ; :
1.15
Department of Electrical Engineering
3.5 The Discrete Fourier Transform
For the analysis of the spectrum of an analogue signal by a digital computational procedure.






















Notes:
(i) Essentially treats a non-periodic waveform as if it were periodic (more like Fourier Series).
(ii) Produces both magnitude and phase spectra at discrete frequency values.