Fourier Series Representation: (X), (N 0, 1, 2, ) Forms A Complete Set of Mutually

Signals and Systems- Abdul Rauf Khan
1. FOURIER SERIES REPRESENTATION

Representation of a function over a certain interval by a linear combination of mutually
orthogonal functions is called Fourier series representation of a function. There exists,
however, a large number of set of orthogonal functions, and hence a given function may
be expressed in terms of different sets of orthogonal functions.
Some of them are mentioned here
1.2. LEGENDRE FOURIER SERIES
A set of Legendre polynomials P
n
(x), (n = 0, 1, 2, ) forms a complete set of mutually
orthogonal functions over an interval (-1 < t < 1). These polynomials can be defined by
Rodrigues formula:
,...) 2 , 1 , 0 ( ) 1 (
! 2
1
2
n t
dt
d
n
P
n
n
n
n n
1
We may verify the orthogonality of these functions by showing that
'
n m
m
n m
dt t P t P
n m
if
1 2
2
if 0
) ( ) (
1
1
2
We can express a function in terms of Legendre polynomial over an interval (-1 < t < 1)
as
+ + + + ) ( ) ( ) ( ) (
1 1 0 0
t P C t P C t P C t f
r r
3
Where
dt t P
dt t P t f
Cr
r
r
1
1
2
1
1
) (
) ( ) (
4
dt t P t f
r
Cr
r
1
1
) ( ) (
2
1 2
5
1
1.3. TRIGONOMETRIC FOURIER SERIES
We can from a complete set of orthogonal trigonometric functions through sine and
cosine functions. Because we already know that Sin n
o
t and Sin m
o
t are orthogonal
and also sin n
o
t and cos m
o
t are also orthogonal. So we can say any function f(t) can
be represented in terms of these functions over any interval (t
0
, t
0
+ 2 /
o
). Hence
) / 2 ( cos 2 cos cos
cos 2 cos cos ) (
0 0 0 0 0 2 0 1
0 0 2 0 1 0

+ < < + + + + +
+ + + + +
t t t t n b t b t b
t n a t a t a a t f
n
n

6
As we have
2 /
o
= T
Then the preceding equation no. 7 will be
) ( ) sin cos ( ) (
0 0
1
0 0 0
T t t t t n b t n a a t f
n
n n
+ < < + +

7
This Equation is the trigonometric Fourier series representation of f(t) over an interval
(t
0
, t
0
+T). From Eq:16a( Lecture 1&2) we can find various constants as follows
dt t n
dt t n t f
a
T t
t
T t
t
n
cos
cos ) (
) (
0
2
) (
0
0
0
0
0
+
+
8a
dt t n
dt t n t f
b
T t
t
T t
t
n
sin
sin ) (
) (
0
2
) (
0
0
0
0
0
+
+
8b
If we put n=0 in Eq: 8a, we get
dt t f
T
a
T t
t
) (
1
) (
0
0
0
9
We also have
2
2
sin cos
) (
0
2
) (
0
2
0
0
0
0
T
dt t n dt t n
T t
t
T t
t

+ +

Hence Eq:8a and 8b will become
dt t n t f
T
a
T t
t
n
cos ) (
2
) (
0
0
0
+

10a
dt t n t f
T
b
T t
t
n
sin ) (
2
) (
0
0
0
+

10b
As we can see from Eq: 10a that a
0
is the average value of f(t) over the interval (t
0
, t
0
+ T).
Thus it is the d.c. Component of f(t) over this interval.
3
Example
We shall now expand a function (t) shown in figure2.1(a,b,c). Using trigonometric
Fourier series over the interval (0,1). It is evident that
(t) =At, (0<t<1), the interval T = 1
11
12
4
(t)
A
0 1 t
fig 4(a)

1
(t)
A

0 1 t
fig 4(b)

2
(t)

A

0
1 t
Figure 2.1(a,b,c)
2
2

T
o
Thus
+ +
1
) sin cos ( ) (
n
o n o n o
t n b t n a a t f
..... 2 sin ..... 4 sin 2 sin
......... 2 cos ......... 4 cos 2 cos ) (
2 1
2 1
+ + + + +
+ + + + +
t n b t b t b
t n a t a t a a t f
n
n o

( )
( )
1
0
2
1
0
1
0
1
0
2
2 cos
2
2 sin
2
2
2 sin
. 1
2
2 sin 2
2 cos
2
]
]
]
+
]
]
]
n
nt
n
nt t
A a
dt
n
nt
n
nt t
T
A
a
tdt n A
T
a
n
n
n
2 2
1
1
0
1
0
2
A t
A Atdt
T
a
o

]
]
]

2. EXPONENTIAL FOURIER SERIES
2.1. Orthogonality of Exponential Function
It can be shown that a set of exponential functions } {
0
t jn
e

, (n = 0, t 1, t 2, ) is
orthogonal over an interval (t
0
, t
0
+ 2 /
0
) for any value of t
0
. As this is a complex
function, we can show the orthogonality of this function using Eq: 22(lecture No.1&2)
dt e e dt e e I
t
t
t jm t jn
t
t
t jm t jn

+
+

0 0
0
0 0
0 0
0
0 0
/ 2 / 2
*
) (

5
0
n
a
[ ]
( ) ( ) [ ] 1 . 0 0 . 1 1 1
2
2 sin 2 2 cos
2
2 2
1
0
2 2
+
+
n
A
a
nt nt nt
n
A
a
n
n
( ) ( )
]
]
]

1
0
1
0
1
0 2
2 cos
2
2 cos
2 2 sin
1
2
dt
n
nt
n
nt
t A ntdt At b
n
( ) ( )
( ) n
A
n
nt
n
nt t
A b
n
2
2
2
2 sin
2
2 cos
2
1
0
2

]
]
]
n
A
b
n

Which can be expressed as
,
`
.
|

,
`
.
|
+
+
1
1
1
2 sin
1 1
2
1
) (
2 sin
2
) (
2 sin
2
) (
n
n
n
n
nt
n
A t f
nt
n
A
A
t f
nt b
A
t f
(0<t<1
)
If n = m, then integral I will be
0 0 0 0
/ 2 / 2
0 0
/ 2 / 2 1
0 0
0
0 0
0
0 0

+

+ +
t t dt e e I
t
t
t
t
jn jn
13
If n m, then I will be
{
0 0 0 0 0 0
0 0
0
0
) ( ) / 2 ( ) (
0
) (
0
/ 2
) (
) (
1
) (
1

0
0
/ 2
0 t m n j t m n j t m n j
t
t
t m n j
e e
m n j
e
m n j
dt e I
t
t

+
+
{ ] 1 [
) (
1
) (
1
) ( 2 ) (
0
) ( 2 ) ( ) (
0
0 0 0 0 0 0
+ m n j t m n j t m n j m n j t m n j
e e
m n j
e e
m n j
I

e
j2
(n-m)
can be evaluated as follows
1 0 1 ) ( 2 sin ) ( 2 cos
) ( 2

m n j m n e
m n j

because n and m are integers and n m is also an integer. Hence I will become
0 ] 1 1 [
) (
1
0 0
) (
0

t m n j
e
m n j
I

Hence
'
+
n m
n m
dt e e
t
t
t jn t jn
if 0
if
2
) (
0
/ 2
*
0 0
0
0 0

14
So we have proved that } {
0
t jn
e

, (n = 0, t 1, t 2 ) is orthogonal over an interval
(t
0
, t
0
+ T) where T=2 /
0
.
2.2. FOURIER SERIES
As we have proved the orthogonality of exponential function hence we can represent an
arbitrary function f(t) by a linear combination of exponential functions over an interval
(t
0
, t
0
+ T):

+ + + + +
+ + + + +
t jn
n
t j t j
t jn
n
t j t j
e F e F e F
e F e F e F F t f
0 0 0
0 0 0
2
2 1
2
2 1 0
) (

It can be summarized as follows
) ( ) (
0 0
0
T t t t e F t f
n
t jn
n
+ < <

15
6
Eq: 14 is known as exponential Fourier Representation of f(t) over the interval (t
0
, t
0
+ T).
F
n
can be evaluated as follows using Eq: 21(Lecture 1&2)
dt e e
dt e t f
F
t
t
t jn t jn
T t
t
t jn
n
2
1
0 0
0
0
0
*
*
) )( (
) )( (

From Eq: 13 we have the result for the denominator, hence

dt e t f
T
F
T t
t
t jn
n

+
0
0
0
) (
1

16
2.3. Trigonometric and Exponential Fourier Series Coefficients
Exponential and trigonometric and exponential Fourier series are in fact the same series
but with two different ways of representation. Coefficient of one series can be obtained
from those of the other. We can prove the following relations
a
0
= F
0
From Eq: 10a we have
dt t f
T
a
T t
t
) (
1
) (
0
0
0
17a
Now we put n=0 in Eq: 16
7
dt t f
T
dt e t f
T
F
T t
t
T t
t

+ +

0
0
0
0
) (
1
) (
1
0
0
17b
As we can see right hand sides of Eq: 17a and 17b are Equal, hence
a
0
= F
0
a
n
= F
n
+ F
-n
From Eq: 16 we have
dt e t f
T
F
T t
t
t jn
n

+
0
0
0
) (
1

17c
if we put n = -n
dt e t f
T
F
T t
t
t jn
n

+

0
0
0
) (
1

17d
To prove we take the right hand side
dt e t f
T
dt e t f
T
F F
T t
t
t jn
T t
t
t jn
n n

+ +
+ +
0
0
0
0
0
0
) (
1
) (
1

[ ]dt e e t f
T
F F
t jn t jn
T t
t
n n
0 0
0
0
) (
1

+ +

+

[ ]dt t n j t n t n j t n t f
T
F F
T t
t
n n 0 0 0 0
sin cos sin cos ) (
1 0
0
+ + +
tdt n t f
T
F F
T t
t
n n 0
cos ) (
2 0
0

+
By comparing the right hand side of Eq: 10b and above Equation it is proved that
a
n
= F
n
+ F
-n
.
b
n
= j ( F
n
- F
-n
)
Using Eq: 17c and 17d we have
]
]
]

+ +
dt e t f
T
dt e t f
T
j F F
T t
t
t jn
T t
t
t jn
n n
0
0
0
0
0
0
) (
1
) (
1

[ ]
]
]
]

dt e e t f
T
j F F
t jn t jn
T t
t
n n
0 0
0
0
) (
1

[ ]
]
]
]
dt t n j t n t n j t n t f
T
j F F
T t
t
n n 0 0 0 0
sin cos sin cos ) (
1 0
0

8
tdt n t f
T
tdt n t jf
T
j
F F
T t
t
T t
t
n n 0 0
sin ) (
2
sin ) (
2 0
0
0
0

+ +

By comparing the right hand side of the above Eq: with 10b, the required relation is
proved.
F
n
=
2
1
( a
n
jb
n
)
dt e t f
T
F
T t
t
t jn
n

+
0
0
0
) (
1

{ dt t n t f j dt t n t f
T
jb a
T t
t
T t
t
n n
sin ) ( cos ) (
2
) (
0
) (
0
0
0
0
0

+ +

[ ] { dt e t f
T
dt t n j t n t f
T
jb a
T t
t
t jn
T t
t
n n
) (
2
sin cos ) (
2
) ( ) (
0 0
0
0
0
0
0

+ +

( ) dt e t f
T
jb a
T t
t
t jn
n n
) (
1
) (
2
1
0
0
0
+

By comparing the right hand sides of the above Equation and Eq: 16 the required relation
is proved.
2.4. PERIODIC FUNCTION REPRESENTATION IN (-, )
From Eq: 15 we have
) ( ) (
0 0
0
T t t t e F t f
n
t jn
n
+ < <

This is true over the interval (t

0
< t < t
0
+ T). The two sides need not be equal outside this
interval. Although it can be proved that the right hand side of the equation is periodic, i.e.
t jn
e
0
=
) (
0
T t jn
e
+
We take the right hand side of the equation
0
0 0
2
0
0 0 0 0 2
2 ) (
w h e r e

+
T e e e e e e e
j n t j n
j n
t jn T jn t j n T t j n
t jn t jn t jn T t jn
e e n j n e e
0 0 0 0
) 0 1 ( ) 2 sin 2 (cos
) (
+ +
+
So this proves the periodicity of the right hand side.
9
So it is therefore obvious that if f(t) is periodic with period T, then the Equality in the
Eq: 32 holds over the entire interval (-,). Thus for a periodic function f(t),
) ( ) (
0
< <

t e F t f
n
t jn
n

where
dt e t f
T
F
T t
t
t jn
n

+
0
0
0
) (
1

10
Example
A rectified sine wave is given by.
(t)=Asint with T=1
Express in Exponential Fourier series.
11
(t) =Asint

A
-2 -1 0 1 2 t
( )
( )
.........
15
2
3
2
... ..........
15
2
3
2 2
) (
as expressed be can which
1 4
1 2
) (
Hence
1 4
2
2

2

sin
1
sin
1 T and 2 where
) (
2 2 4 2
2
2
2
1
0
) 1 2 (
1
0
) 1 2 (
1
0
2
1
0
2
1
0
2
2
o
t j t j t j t j
n
nt j
n
t n j t n j
t j t j t j
nt j
n
nt j
n
n
nt j
n
n
t jn
n
e
A
e
A
e
A
e
A A
t f
e
n
A
t f
n
A
F
dt e dt e
j
A
dt e e e
j
A
dt te
A
F
dt te
T
A
F
e F f(t)
e F t f
o

]
]
]

3. The Complex Fourier Spectrum
DEFINITION
In signal analysis a Fourier series expansion of a periodic function is Equivalent to
resolving the function in terms of its components of various frequencies.
EXPLANATION
A periodic function with period T has frequency components of angular frequency
o
,
2
o
, 3
o
, , n
o
, where
o
=2 /T. Thus the periodic function f(t) possesses its
spectrum of frequencies. If we specify f(t), we can find its spectrum and vice versa. So a
periodic function f(t) can be represented as
The time domain representation where f(t) is expressed as function of time
The frequency domain representation where the spectrum the amplitudes of
various frequencies components is specified.
The spectrum has the following properties
It exists only at
o
, 2
o
, , n
o
etc.
Due to above reason the spectrum is not continuous but exists at some discrete
values of .
It is a discrete spectrum, sometimes called a line spectrum.
The spectrum can be represented graphically by drawing vertical lines at
o
, 2
o
, , n
o
etc. with their heights proportional to the amplitude of the
corresponding frequency component.
Either trigonometric or exponential series can be used to represent the spectrum.
We will use the exponential form, in which the periodic function is expressed as a sum of
exponential functions of frequency 0, t
0
, t 2
0
, t 3
0
etc.
For a periodic function of period T, the exponential series is given by

+ + + + +
+ + + + +
t jn
n
t j t j
t jn
n
t j t j
e F e F e F
e F e F e F F t f
0 0 0
0 0 0
2
2 1
2
2 1 0
) (

We thus have the frequencies 0,
0
,
0
, 2
0
, 2
0
, ., n
0
, n
0
etc. and the
amplitudes of these components are, respectively, F
0
, F
1
, F
-1
, F
2
, F
-2
, , F
n
, F
n
, etc.
The amplitudes are usually complex and hence can be described by magnitude and phase.
Therefore, in general, we need two line spectra: the magnitude spectrum and the phase
spectrum for the frequency domain representation of a periodic function. In most of the
cases however, the amplitude of frequency components are either real or imaginary, and
thus it is possible to describe the function by only one spectrum.
12
Example
Expand the periodic gate function shown in figure 2.2 by the exponential Fourier series
and plot the frequency spectrum.
The gate function has a width and repeats every T seconds. The function may be
described analytically over one period as follows:
A (-/2<t</2)
(t) =
0 (/2<t<T-/2)
For convenience we shall choose as the limits of integration /2 to (T-/2).
The function in the bracket has a form (sin x)/x. This function plays an important role in
communication theory and is known as the sampling function, abbreviated by Sa(x).
Sa(x) = sinx / x
The sampling function is shown in figure 2.3. Note that the function oscillates with a
period 2, with decaying amplitude in either direction of x, and has zeros at
13

+
2 /
2 /
2 /
2 /
2 /
2 /
. 0
1 1
) (
1

T T
t jn t jn
T
Ae
T
dt e t f
T
Fn
o o
2 /
2 /
1

dt Ae
T
Fn
t jn
o
2 /
2 /
t jn e
T jn
A
o
o
j
e e
T n
A
o o
jn jn
o
2
) ( 2
2 / 2 /
( ) 2 / sin
2

o
o
n
T n
A
( )
]
]
]
2 /
2 / sin

o
o
n
n
T
A
Fn
(t)
A

- /2 - /2 /2 /2 t
T T
Figure 2.2
x = ,2,3,.,etc.

It is evident from Equation 18 that Fn is real, and hence we need only one spectrum for
frequency domain representation. Also, since Sa(x) is an even function, it is obvious from
Eq. 18 that Fn = F-n
Figure 2.3
The fundamental frequency =2/T. The frequency spectrum is a discrete function and
exists only at = 0, 2/T, 4/T, 6/T,..,etc. respectively. We shall consider the
spectrum for some specific values of and T. The pulse width will be taken as 1/20
second, and the period T will be chosen as second, second and 1 second,
successively.
For = 1/20 and T =1/4 second, Eq: 18 is given by
14
) 2 / (
o
n Sa
T
A
Fn
But
T
o

Therefore
and
T
n n
o

2
Hence
,
`
.
|
T
n
Sa
T
A
Fn

and
t jn
n
o
e
T
n
Sa
T
A
t f

,
`
.
|
) (
18
t jn
n
o
e Fn t f

) (
Therefore
,
`
.
|
5 5
n
Sa
A
Fn

The fundamental frequency = 2/T = 8. Thus the spectrum exists at = 0, 8,
16,.,etc, and is shown in Fig. 2.4(a).
For = 1/20 and T =1/2 second, Eq:18 is given by
The spectrum is shown in Figure: 2.4(b) and exists at frequencies = 0, 4, 8,.,etc,
For = 1/20 and T =1 second, Eq:18 is given by
The spectrum exists at = 0, 2, 4,.,etc, and is shown in Fig. 1.4(c).
It is evident that as the period T becomes larger and larger, the fundamental frequency
2/T becomes smaller and smaller, and hence there are more and more frequency
components in a given range of frequency. The spectrum therefore becomes denser as the
period T becomes larger. However, the amplitudes of the frequency components become
smaller and smaller as t is increased. In the limit as T is made infinity, as we have a
single rectangular pulse of width , and the fundamental frequency become zero. The
spectrum become and continuous and exists at every frequency. Note, however, that the
shape of the frequency spectrum does not change with the period T.
15
,
`
.
|
10 10
n
Sa
A
Fn
,
`
.
|
20 20
n
Sa
A
Fn
Figure 2.4
16
2.4. Arbitrary Function Representation over Entire Interval The Fourier
Transforms
INTRODUCTION
We can represent any arbitrary non periodic function over an entire interval (,) by
first construction a periodic function of period T so that f(t) represents the first cycle of
this periodic function. In the limit we let the period T become infinity, and this periodic
function then has only one cycle in the interval (,) and is represented by f(t). As we
are familiar with the concept that as the period T is made larger, the following
observations can be easily made
1. The fundamental frequency becomes smaller (
o
= 2 /T).
2. The frequency spectrum becomes denser; i.e. in a given frequency range there are
more frequency components.
3. The amplitude becomes smaller.
4. The shape of the spectrum remains same.
2.4.1. CONTINUOUS SPECTRUM
The spectrum for an arbitrary function is a continuous function of . To show it we take
an arbitrary function as given in the figure, and we want to represent over the entire
interval (,). As mentioned earlier we shall construct a new periodic function f
T
(t)
with period T where the
function f(t) repeats itself
every T seconds as shown
in the figure2.5(a,b)
Figure 2.5(a,b)
As this new function is a periodic function hence an exponential Fourier series can
represent it. In the limit if we let T become infinite, then the pulses in the periodic
17
t
f(t)
t
F
T
(t)
0
T T
function repeat after an infinite interval. Then if in the limit T , f
T
(t) and f(t) are
identical. That is,
) ( ) ( lim t f t f
T
T

Hence we can say that Fourier series representation of f
T
(t) over the entire interval will
also represent f(t) over the entire interval if we let T= in this series.
Using the Eq: 15 and 16 the exponential Fourier series for f
T
(t) can be given as
n
t jn
n T
e F t f
0
) (

19
where
dt e t f
T
F
T
T
t jn
n

2
2
0
) (
1

20
Here the term F
n
represents the amplitude of the component of frequency n
o
. Now if
we make T larger,
o
becomes smaller and the spectrum becomes denser and changes
take place, which we mentioned just now. Now when in the limit T=,
1. The magnitude of each component becomes infinitesimally small
2. There are also an infinite number of frequency components.
3. The spectrum exists an every value of .
4. It is no longer a discrete but a continuous function of .
To show the continuity of the function we take the following substitutions
n o
n
i.e. F
n
is a function of
n
) (
n n n
F F
) ( ) (
n n n n
F TF
21
Now Eq:19 will become
n
t j
n T
n
e F
T
t f

) (
1
) (
by substituting T=2 /
o
we get
n
o
t j
n T
n
e F t f
) (
2
1
) (
22
from Eq: 20 and 21 we have
dt e t f
T
TF F
T
T
n
t j
T n n

2
2
) (
1
) (

23
Equation 22 shows that f
T
(t) can be expressed as a sum of exponential signals of
frequencies
o
,
1
,
2
, etc. The amplitude of the component of frequency
n
is
F
n
= F(
n
)
o
,/2 . We therefore note that the amplitude content in f
T
(t) of frequency
n
is not F(
n
) but is proportional to F(
n
).
If we represent Eq: 22 then we observe that each frequency component is separated by a
distance
o
. hence area of the shaded rectangle in fig: is
o
t j
n
n
e F

) (
.
18
Figure 2.6
Hence the Eq: 22 represents the sum of are under all such rectangles corresponding to
n= to . The sum of rectangular areas represents approximately the area under the
dotted curve. This approximation becomes better as
o
becomes smaller. In the limit
when T and
o
becomes infinitesimally small may be represented by d . So the
discrete sum of Eq: 22 become the integral or the area under this curve. And the Eq: 22
and 23 become
d e F t f
t j
) (
2
1
) (
24
From Eq: 21 and 20 we have
dt e t f F
t j

) ( ) ( 25
So we have succeeded in representing a no periodic function f(t) in terms of exponential
function over an entire interval (,). The Eq: 19 represents f(t) as a continuous sum of
exponential function with frequencies lying in the interval ( < < ). The amplitude
of the components of any frequency is proportional to F( ). Therefore F( )
represents the frequency spectrum of f(t) and is called the spectral density function. The
frequency is continuous and exists at all values of .
4.4.2. THE FOURIER TRANSFORMS
Equation 19 and 20 are referred to as the Fourier transform pair. Equation 19 is called the
direct Fourier transform of f(t) and Equation 20 is known as the inverse Fourier transform
of f( ). These are given as follows symbolically
)] ( [ ) ( t f F F
and )] ( [ ) (
1
F t f
-
F 26
Thus F( ) is the direct Fourier transform of f(t), f(t) is the inverse Fourier transform of
F( ), and
dt e t f t f
t j
) ( )] ( [ F

d e f f
t j -
) ( )] ( [
1
F
So the Fourier transform is a tool that resolves a given signal into its exponential
components. Hence F( ) is the frequency-domain representation of f(t), which specifies
the relative amplitudes of the frequency components of the function, whereas time-
t j
n
n
e F

) (
o
t j
n
n
e F

) ( Area
n-1

n

n+1

o
19
domain representation specifies a function at each instance of time. Either representation
uniquely specifies the function.
20
Example
Find a Fourier transforms of a sequence of equidistant impulses of unit strength and
separated by T seconds as shown in Fig 2.7.
Figure 2.7
The impulse function is very important in sampling theory, and hence it is convenient to
denote it by a special symbol (t). Thus
This is obviously a periodic function with period T. We shall first find the Fourier series
for this function.

Consequently, Fn is a constant, 1/T. it therefore follows that the impulse train function of
period T contains components of frequencies = 0, , 2 ,, n ,,etc,
( = 2/T) in the same amount.
21
..... ) ( .......... ) 2 ( ) (
.... ) ( ........ ) 2 ( ) ( ) ( ) (
+ + + + + + + +
+ + + + +
nT t T t T t
nT t T t T t t t
T

( )

n
nT t
n
t jn
n T
o
e F t

) (
where
2 /
2 /
) (
1
T
T
t jn
T n
dt e t
T
F
o
2 /
2 /
) (
1
T
T
t jn
T n
dt e t
T
F
o
Function (t) in the interval (-T/2,T/2) is simply (t). Hence

T
F
n
1
From the sampling property of an impulse function the above equation reduces to
(T)
-4T -3T -2T -T T -2T -3T -4T
To find the Fourier transform of (t), since in this case fn = 1/t, it is evident that

The above Equation states that the Fourier transform of a unit impulse train of period T is
also a train of impulses of strength and separated by radians ( = 2/T).
Therefore the impulse train function is its own transform. The sequence of impulses with
periods
T = and T = 1 second and their respective transforms are shown in fig 2.8. It is evident
that as the periods of the impulses increases, the frequency spectrum becomes denser.
Figure 2.8
22
n
o T
t ejn
T
t
1
) (
( ) [ ]

n
o T
n
T
t ) (
1
2

n
o
n
T
) (
2

n
o o
n ) (
) (

o
o
(t)

-2 -1 1 2 3 4
t
F()

-8 -4 4 8

(t)

-4 -3 -2 -1 1 2 3 4

t
F()

-4 -3 -2 -1 1 2 3 4

t
5. SOME PROPERTIES OF THE FOURIER TRANSFORM
5.1. SYMMETRY PROPERTY:
Proof

It can be seen easily that the Fourier transform of a gate function is a sampling function,
and the Fourier transform of sampling function is gate function. The symmetry property
holds for all, even (t).
23
) ( 2 F(t)
to reduces equation and if perfectly holds property Symmetry The
) ( 2 F(t)
)] ( [
d ) ( ) ( 2
get we t, riable another va by x able dummy vari the Replacing
d ) ( ) ( 2
Hence
d ) ( ) ( 2
Therefore x. riable, another va by replaced be may it integral in this iable adummy var is Since
d ) ( ) ( 2
therefore
) (
2
1
) (
f
f(( f(- (
f
t F
t e t F f
x e x F f
x e x F t f
e F t f
e F t f
t j
jx
jxt
t j
t j

f(-) F(t)
F( f(t)
2
then
)
If

5.2. LINEARITY PROPERTY:
5.3. SCALING PROPERTY:
Proof
5.4. FREQUENCY SHIFT PROPERTY:
Proof
24
( )
) ( .......... ) ( ) ) ( .........
: sums finite for valid also is property linearity The trivial. is proof The
) ( )
, a and a constants arbitrary any for then

then
)
If
2 2 1 1 2 2 1 1
2 2 1 1 2 2 1 1
2 1
2
1 1

F a F a ( F a t f a (t) f a (t) f a
F a ( F a (t) f a (t) f a
F (t) f
( F (t) f
n n n

+ + + + + +
+ +
,
`
.
|
a
F
a
f(at)
F( f(t)
1

a, constant real a for then
)
If
,
`
.
|
,
`
.
|
<
,
`
.
|
,
`
.
|
F
a
f(at)
a
F
a
f(at)
a
F
a
f(at)
a
F
a
e x f
a
f(at)
dt e at f f(at)
x a j
t j
1

ly, Consequent
1

0, a if shown that be can it Similarly,
1

Hence
1

) (
1
] [
a, constant positive for Then at. Let x
) ( ] [
a, constant real positive a For
) (
) (
then
)
If
o
t j
F f(at)e
F( f(t)
o

) (

) ( ] [
) (
o
t j
t j t j t j
F
dt f(t)e
e e t f f(t)e
o
o o o


The theorem states that a shift of
o
in the frequency domain is Equivalent to
multiplication by e
jot
in the time domain. It is evident that multiplication by a factor e
jot
translates the whole frequency spectrum F() by an amount
o
. Hence this theorem is
also known as the frequency-translation theorem.
Observing the identity that can easily show this,
25
[ ]
[ ]
[ ]

. ion theory communicat in result useful very is This
. amount by the spectrum frequency the s translate modulation of process the Thus
) ( ) (
2
sin ) (
shown that be can it Similarly,
) ( ) (
2
1
cos ) (
then
)
if that follows re it therefo rem, shift theo - frequency the Using
) ( ) (
2
1
cos ) (
o

t
+ +
+ +
+

o o o
o o o
t j t j
o
F F
j
t t f
F F t t f
F( f(t)
e t f e t f t t f
o o
5.5. TIME SHIFTING PROPERTY:
Proof
This theorem states that if a function is shifted in the time domain by t
o
seconds, then its
magnitude spectrum |F()| remains unchanged, but the phase spectrum is changed by an
amount -t
o
. We may state that a shift of t
o
in the time domain is equivalent to
multiplication by e
-jto
in the frequency domain.
6. FOURIER TRANSFORM OF SOME USEFUL FUNCTIONS
6.1. SINGLE-SIDED EXPONENTIAL SIGNAL e
-at
u(t):
26
dt e F ) t f(t
F( f(t)
t j
o

) (
then
)
If
o
t j -
) (
)e F(
) ( ] [
Then

Let
) ( ] [
dt e x f ) t f(t
x t-t
dt e t t f ) t f(t
o
t x j
o
o
t j
o o
Note that the itegral converges only for a>0. For a<0 the Fourier transform does not exist.
This also follows from the fact that for a<0, (t) is not absolutly integrable.
27
[ ]
,
`
.
|
,
`
.
|
a
j
a
j
t j a
t j at
n
t j at
at
e
a
F
e
a
j a
e
j a
dt e
t u dt e e
e t u e F
t u e t f
1
1
tan
2 2
tan
2 2
0
) (
0
) ( and
1
) (
Here
1

1

1
1

1 ) ( .
) ( ) (
) ( ) (
1
e
-at
u(t)
0 t
|F()|
1/a
/2
()
6.2. DOUBLE-SIDED EXPONENTIAL SIGNAL e
-a|t|
:

Note that in this case the phase spectrum () = 0. The magnitude spectrum 2a/(a
2
+
2
)
is shown in figure.
6.3. A GATE FUNCTION:
1 |t| < /2
28
[ ] [ ]
2 2
0
) (
0
) (
| |
| |
2

1 0
1
0 1
1

) (
) (
+
+ +
+
+
a
a
j a
j a j a
j a j a
dt e dt e
e e F
e t f
t j a t j a
n
t j t a
t a
1
e
-a|t|
0 t
F()
2/a

A gate function G (t) =
0 |t| > /2
The Fourier transform of this function is given by
Note that F() is a real function and hence can be represented graphically by a single
curve.
29
( )
2
) (

2 /
) 2 / sin(

) (
2 2
2
2
Sa A
A
e e
j
A
dt Ae F
j j
t j
AG(t)

A
-/2 /2 t
7. FOURIER TRANSFORMS INVOLVING IMPULSE FUNCTIONS
7.1. THE FOURIER TRANSFORM OF AN IMPULSE FUNCTIONS:
(t) = (t)
The Fourier transform of unit impulse function (t) is given by.
It is therefore evident that an impulse function has a uniform spectral density over the
entire frequency interval. In other words, an impulse function contains all frequency
components with the same relative amplitudes.
30
[ ]

dt e t t
tt j
) ( ) (
[ ]
unity. is function step unit a of ansform Fourier tr the Thus
1 ) (
Hence
1 e and 1 ) (
therefore elsewhere, 0 (t) and 0 at t 1 (t) that Know We
0

t
dt t

7.2. THE FOURIER TRANSFORM OF A CONSTANT:
(t) = A
This function does not satisfy the condition of absolute integrability. Nevertheless, it has
a Fourier transform in the limit. We shall consider the Fourier transform of a gate
function of height A and width seconds as shown in figure. In the limit as ,the
gate function A. The Fourier transform of a constant A is therfore the Fourier transform
of a gate function G
(t) as .
[ ]
[ ]
[ ]
[ ]
[ ] ) ( 2 A
Hence
2) Sa(
2 /
lim 2
2) Sa( A lim . 2 .
2

2) Sa( A lim )] ( lim [
)] ( lim [ (t)
but
2) Sa( A

j
e e
sin
2 / sin
2 /

j
e e
2
2

e e
Ae ) (
x - x
2 j - 2 j
2 j 2 j -
2
2
t j -

A
A
t G
t G
x
A
A
j
A
t f

7.3. FOURIER TRANSFORM OF Sgn(t):

THE SIGNUM FUNCTION ABBREVIATED AS SGN(T) IS DEFINED BY
31
(t)
(t)
0 t
F()
1

1 t>0
sgn(t) =
-1 t<0
it can be seen easily that
sgn(t) = 2u(t) 1
The Fourier transform of sgn(t) can be easily obtained when we observe that
32
[ ]

j
a
dt e e dt e e t
a
t j at t j at
a
2

2j -
lim
lim ) sgn(
Hence
2 2
0
0 0 0
]
]
]
]
]
]

[ ] ) ( ) ( lim sgn(t) t u e t u e
at at
a t

sgn(t)
1
t
-1
7.4. FOURIER TRANSFORM OF UNIT STEP FUNCTION u(t):
THE UNIT STEP FUNCTION U(T) = 1 WHEN T 0 AND U(T) = 0 WHEN T<0, IT
MEANS THAT

Convolution
33
[ ]
[ ] [ ] [ ] {
[ ]
[ ]
[ ]

j
t u
j
t
t
t
1
) ( ) (
therefore
1
) sgn(
and
) ( 1
but
) sgn( 1
2
1
u(t)
Hence
) sgn( 1
2
1
u(t)
+

+
+
(t)

1 u(t)

0 t

|F()|
1

0
What is Filtering?
Filtering is one of the most important steps in geophysical data recording and
processing. Often this step is explicitly called filtering; other times we easily recognize
the data manipulation as a filtering operation. Every form of Earth science data from
space imaginary to airborne, surface, and borehole geophysical surveying undergoes
filtering before an analysis and interpretation of the data are made. In this sense, the very
act of observing the data visually or graphically is filtering by our past experience and
knowledge. Behavior scientists would say that any living organism has a response to a
certain stimulus. This is filtering. Engineers describe filtering as an input signal being
modified or transformed into a new output signal.
The engineering approach of treating filtering as a "black box" in which an input signal
s(t) is modified to yield a new output y(t) as shown in Figure. The only kind of filtering
that we will consider is where the "black box" performs an operation called convolution.
In fact, we can consider filtering to be identical to convolution
Black box filters input signal, s(t) to yield output signal, y(t). The black box performs
convolution operation
The convolution, y(t) of two signals, s(t) and h(t) is expressed by the convolution integral
Discrete Convolution
A to D conversion produces digital signals sampled at a particular sampling interval, Dt
(or Dx). Assuming both s(t) and h(t) are digital functions with a sampling interval of
unity, the convolution operation is defined as
Output, y(t)
Input, s(t)
34
CONVOLUTION THEOREM
Given two functions f1(t) and f2(t), the following integral can be formed
This integral defines the convolution of two functions f1(t) and f2(t). This is also
expressed as follows
We have two theorems
Time Convolution Theorem
Frequency Convolution Theorem
The Fourier transform of the convolution operation remarkably turns out to be a single
complex multiplication of the respective Fourier transforms in the frequency domain.
The quantities multiplied in the frequency domain are the complex spectra of the
convolved signals. This simple relationship provides wonderful insight into many, many
filtering operations and mathematical expressions as you will see. Explicitly we have
Next Figure graphically illustrates this Fourier transform pair using two rectangle
functions each with amplitude A
35
1 2
( ) ( ) ( ) f t f f t d
1 2
( ) ( ) * ( ) f t f t f t
There is a reciprocity relation between convolution in the time domain and its counterpart
in the frequency domain. That is, convolution in the frequency domain becomes a
multiplication in the time (or space) domain. This is sometimes called the "frequency
domain convolution theorem." The Fourier transform pair representing this result is
given below
36
The above figure illustrates this result using cosine and rectangle functions in the time
domain
The above figure illustrates this result using cosine and rectangle functions in the time
domain.
Time Convolution Theorem
and
then
i.e.
proof
As we have the time-shifting property
37
1 1
( ) ( ) f t F
2 2
( ) ( ) f t F
2 2
( ) ( ) f t F
1 2 1 2
( ) ( ) ( ) ( ) f f t d F F
1 2 1 2
( ) * ( ) ( ) ( ) f t f t dt F F
1 2 1 2
[ ( ) * ( )] ( ) ( )
j t
f t f t e f f t d dt

]

]
]

n
1 2 1 2
[ ( ) * ( )] ( ) ( )
j t
f t f t f e f t dt d

]

]
]

n
0
0
( ) ( )
j t
f t t F e

Using this property we observe the integral inside the bracket will be
Hence
Frequency Convolution
And

Then
i.e
proof.
As we have frequency-shifting property
i.e.
By applying this to the expression in the bracket we get
Again we can observe that the integral in the inverse Fourier transform of f1(t)
Results
The results that we get are that
Convolution of two functions in the time domain is Equivalent to multiplication of
their spectra in the frequency domain.
Multiplication of two functions in the time domain is Equivalent to convolution of
their spectra in the frequency domain.
38
2 2
( ) ( )
j t j
e f t dt F e

1 2 1 2
[ ( ) * ( )] ( ) ( ) f t f t f F d
n
1 2 1 2
[ ( ) * ( )] ( ) ( ) f t f t F F n
1 1
( ) ( ) f t F
2 2
( ) ( ) f t F
1 2 1 2
1
( ) ( ) ( ) ( )
2
f t f t F u F u du
[ ]
1 2 1 2
1
( ) ( ) ( ) * ( )
2
f t f t F F
[ ]
1
1 2 1 2 2
1 1
( ) * ( ) ( ) ( )
2 2
j t
F F F u F u du e d

]
]

]
]
]
]

nn
n
1
1 2 2
1
( ) ( )
2
j t
F u F u e d du

]

]
]

0
0
( ) ( )
j t
f t e F

[ ]
0
0 0
1
( ) ( ) ( )
2
j t j t
F F e d f t e

nn
n
0
1 2
1
( ) ( )
2
j t
F u f t e du
0
2 1
1
( ) ( )
2
j t
f t F u e du
1 2
( ) ( ) f t f t
Convolution Relationship
The convolution is a special kind of multiplication; it is possible though to write the laws
of convolution algebra along lines that are similar to those for ordinary multiplication
Graphical Interpretation of Convolution
Theorem
To illustrate the convolution graphically let us consider to function f1(t) and f2(t) as
shown in the figure. By definition we have
The independent variable in the convolution is . The function f1( ) and f2( ) are
shown in the figure b.
f2( ) is obtained by folding f2( ) about the vertical axis passing through the origin.
The term f2(t ) represents the function f2( ) shifted by t seconds along the positive
axis.
Figure c shows f2(t ). The value of convolution integral at t = t1 is given by the
integral in the above Equation evaluated at t = t1.
This is clearly the area under the product curve of f1( ) and f1(t ). This area is shown
shaded in fig: d. The value of f1(t)*f2(t) at t = t1 is Equal to this shaded area. We choose
different values of t, shift the function f2( ) accordingly, and find the area under the
new product curve. These areas represent the value of the convolution function f1(t)*f2(t)
at the respective values of t. the plot of the are under the product curve as a function of t
represent the desired convolution function f1(t)*f2(t) shown in the next fig.
Mechanism
39
1 2 1 2
( ) * ( ) ( ) ( ) f t f t f f t d
1
f
1
(t)
t
f
2
(t)
1 t
1
a
1
1
f
1
(
)
1
f
2
( )

b
1
1
f
1
(
)
1
f
2
(t
1
)

c
1
f
1
(
)
d
1
f
2
( t
1
)
f
1
( )f
2
( t
1
)
f
2
( t
2
)
f
1
(
)
f
1
( )f
2
( t
2
)
1
1
The graphical mechanism of convolution can be appreciated by visualizing the function
f2( ) as a rigid frame which is being progress along the axis by t, seconds. The
function represented by this frame is multiplied by f1( ), and the area under the product
curve is the value of the convolution function at t = t1. Therefore, to find the value of
f1(t)*f2(t) at any time, say t = t0, we displace the rigid frame representing f2( ) by t0
seconds along the axis and multiply this function with f1( ). The area under the
product curve is the desired values of f1(t)*f2(t), we progress the frame successively by
different amounts and find the area as a function of displacement of the frame represents
the required convolution function f1(t)*f2(t).
Now let us take our functions and start convolving them.
We see the effect of drifting the f2(t) with respect to t as follows
40
1

f
1
(
)
1
1
-

1
0

f
1
(
)
1
1 -
f
1
(
)

1
0

1
-
1
0

f
1
(
)
1
1 -

1
0

f
1
(
)
1
1 -
1
0

f
1
(
)
1
1
-

1
0

f
1
(
)
1
1 -

1
5
4
7
4
3
2
f
1
(t)*f
2
(t)
The convolution is shown in
the figure above.
.
THE SAMPLING THEOREM
Statement
A band limited signal, which has no spectral components above a frequency f
m
Hz is
uniquely determined by its values at uniform intervals less than 1/2f
m
seconds apart.
Explanation
This statement of the theorem implies that if the Fourier transform of f(t) is zero beyond a
certain frequency ]
m
= 2 f
m
, then the complete information about f(t) is contained in its
samples spaced uniformly at a distance less than 1/2f
m
seconds. The function f(t) is
sampled once every T seconds (T 1/2f
m
) or at a rate greater than or equal to 2f
m
samples
per second. It follows from the sampling theorem that these samples contain the
information about f(t) at every values of t. the sampling rate, however, must be at least
twice the highest frequency f
m
present in the spectrum of f(t). To say it another way, the
signal must be sampled at least twice during each period or cycle of its highest frequency
component.
1. Graphical Proof
The sampling theorem can be easily proved with the help of the frequency convolution
theorem. Consider a band limited signal f(t) which has no spectral components above f
m
cycles per second. This means that F(] ),the Fourier transform of f(t), is zero for
] >]
m
(]
m
= 2 f
m
). Suppose we multiply the function f(t) by a periodic impulse
function
T
(t). The product function is a sequence of impulse located at regular intervals
of T seconds and having strengths equal to the values of f(t) at the corresponding instants.
41
The product f(t)
T
(t) indeed represents the function f(t) sampled at a uniform interval of
T seconds. Let us represent the sampled function by f
s
(t)

The frequency spectrum of f(t) is F(] ). As the Fourier transform of a uniform train of
impulse function
T
(t) is also a uniform train of impulse function . The impulses are
separated by a uniform interval ]
0
=2 /T.

The Fourier transform of f(t)
T
(t) will, according to the frequency convolution theorem,
be given by the convolution of F(] ) with .

Substituting ]
0
=2 /T, we get
1
The above equation shows that the spectrum of the sampled signal f
S
(t) is given by the
convolution of F(] ) with a train of impulses. Functions F(] ) and can be convolved
graphically. In order to perform this operation, we fold back the function about the
vertical axis ] = 0. Since is an even function of ] , the folded function is the same as
the original function . To perform the operation of convolution, we now progress the
whole train of impulsesin a positive ] direction. As each impulse passes across F(] ), it
reproduces F(] ) itself. Since the impulses are spaced at a distance ]
0
= 2 /T, the
operation of convolution yields F(] ) repeating itself every ]
o
radians per second. The
spectral density function (the Fourier transform) of f
S
(t) is therefore the same as F(] ) but
repeating itself periodically, every ]
0
radians per second. The function will be
designated as F
S
(] ). Note that F(] ) will repeat periodically without overlap as long as
]
0
2]
m
, or
Therefore, as long as we sample f(t) at regular intervals less than 1/2f
m
seconds apart.
F
S
(] ), the spectral density function of f(t), will be a periodic replica of F(] ) and
therefore contains all the information of f(t). We can easily recover F(] ) from F
S
(] ) by
allowing the sampled signal to pass through a low-pass filter which will only allow
frequency components below f
m
and attenuate all the higher frequency components. Thus
it is evident that the sampled function f
S
(t) contains all of the information of f(t). To
recover f(t) from f
S
(t), we allow the sampled function f
S
(t) to pass through a low-pass
filter which permits the transmission of all of the components of frequencies below f
m
and
attenuates all of the components of frequencies above f
m
. The ideal filter characteristic to
achieve this is shown dotted in Fig 8.1
Note that if the sampling interval T becomes larger than 1/2f
m
, then the convolution of
F(] ) with yields F(] ) periodically. But now there is an overlap between successive
cycles, and F(] ) cannot be recovered from F
S
(] ). Therefore, if the sampling interval T
42
is made too large, the information is partly lost, and the signal f(t) cannot be recovered
from the sampled signal f
S
(t). This conclusion is quite logical since it is reasonable to
expect that the information will be lost if the sampling is too slow. The maximum interval
of sampling T = 1/2f
m
is also called the Nyquist interval.

8.2. ANALYTICAL PROOF
F(]) * can be readily derived by analytical procedure. We have

From Eq:1 we it follow that

As we have

By applying this to our equation we get

The right hand side of the equation represents function F(] ) repeating itself every ]
0
radians per second. This is exactly the same result obtained by graphical convolution.

9. DATA ENCODING
Before the data is transmitted over some medium it is encoded into some proper format
this is called data encoding. Both digital and analog information (Data) can be encoded
either analog or digital signals. The encoding that has been chosen depends upon specific
requirements to be met and the media and communication facilities available.
43
Figure 8.2
There are four possible combinations when data or information is transmitted and
encoded.
Analog data, analog signal.
Digital data, digital signal
Analog data, digital signal
Digital data, analog signal

Then there come the techniques involved in each of these four combinations.
44

Fourier Series Representation: (X), (N 0, 1, 2, ) Forms A Complete Set of Mutually

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Signals and Systems- Abdul Rauf Khan

1. FOURIER SERIES REPRESENTATION

Signals and Systems- Abdul Rauf Khan

From Eq: 13 we have the result for the denominator, hence

This is true over the interval (t

Signals and Systems- Abdul Rauf Khan

Function (t) in the interval (-T/2,T/2) is simply (t). Hence

Signals and Systems- Abdul Rauf Khan

Signals and Systems- Abdul Rauf Khan

7.3. FOURIER TRANSFORM OF Sgn(t):

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