EENG 5610: Digital Signal Processing

Class 4: Frequency Analysis of Signals

Dr. Xinrong Li
Department of Electrical Engineering
University of North Texas

Outline
Frequency Analysis of Continuous-Time Signals
Frequency-Analysis of Discrete-Time Signals
Frequency- and Time-Domain Signal Properties
Properties of Fourier Transform for Discrete-Time Signals

Dr. Xinrong Li

EENG 5610, UNT

Frequency Analysis of Signals

Fourier Series and Fourier Transform (FT)
The basic idea of frequency analysis is to decompose the signals in

terms of sinusoidal (or complex exponential) components, i.e.,

represent the signals in the frequency domain.
For periodic signals, such decomposition is called Fourier Series.
For energy signals, such decomposition is called Fourier Transform.

Frequency analysis is extremely important in the analysis of

LTI systems, because:

The response of an LTI system to a sinusoidal input signal is also a

sinusoidal signal, but of different amplitude and phase.

The linearity property of the LTI system implies that a linear sum of
sinusoidal components at the input produces a similar sum of sinusoidal
components at the output, but of different amplitudes and phases.
Only the class of sinusoidal (or complex exponential) signals posses such
desirable property in passing through an LTI system.
3

Dr. Xinrong Li

EENG 5610, UNT

Frequency Analysis of ContinuousTime Signals

The Fourier series for continuous-time periodic signal

x(t) with a period Tp (define F0 = 1/Tp):

For a periodic signal

Synthesis : x(t )

j 2kF0t
c
e
,
k

1
Tp

Tp

x(t )e

j 2kF0t

1
dt
Tp

x(t )

c e

j 2kF0t

1
Tp

cl e
Tp l

j 2lF0 t

j 2kF0t

j 2 ( l k ) F0t

j 2 (l k ) F0

c
l

Analysis : ck
1
dt
Tp

1
Tp

Tp

cl

x(t )e j 2kF0t dt

t 0 T p

t0

e j 2 ( l k ) F0t dt

t 0 T p

ck

[Fourier coefficien ts]

t0

[fundament al period : Tp , fundamenta l frequency F0 1 / T p ]

When x(n) is real, ck and c-k are complex conjugates. Thus,

c0 2 | ck | cos( 2kF0t k ),
[c0 is real valued if x(n) is real]
k 1

a0 (ak cos 2kF0t bk sin 2kF0t ).

k 1

Dr. Xinrong Li

[a0 c0 , ak 2|c k| cos k , bk 2|c k|sin k ]

EENG 5610, UNT

 Power density spectrum of periodic signals

Parsevals relation for power signal:
1
Px
Tp

Tp

| x(t ) | dt
2

| c

|2

| ck |2 represents the power in the kth harmonic components of the signal.

Power density spectrum of periodic signals is the plot of | ck |2 versus

the frequencies kF0, k = 0, 1, 2, , which shows how the power

of the signal is distributed among the various frequency components.
Since the power of periodic signal exists only at discrete values of

frequencies, the power density spectrum is also called line spectrum.

The spacing between two consecutive spectral lines is F0 = 1/Tp.
In general, ck is complex valued. Thus, we can also plot magnitude

spectrum and phase spectrum.

If the periodic signal x(t) is real valued, c-k = ck*. Thus, the power density
spectrum is an even function of frequency, the magnitude spectrum is an
even function, and the phase spectrum is an odd function.

Dr. Xinrong Li

EENG 5610, UNT

 Example 4.1.1
Determine the Fourier series and the power density spectrum of the

rectangular pulse train signal.

Solution:
1 Tp / 2
1 /2
A
c0
x
(
t
)
dt

Adt

T p T p / 2
T p / 2
Tp

ck

1
Tp

/2

j 2kF0t
dt
/ 2 Ae

A sin( kF0 )
,
T p k F0

A
Tp

j 2F0 kt

j
2

k
F
0

/2

/ 2

[k 1, 2, ...]

Since the periodic signal x(t) is even, ck are real.

When ck is real, we commonly plot ck versus frequency, instead of the power
Sinc function

density spectrum or magnitude spectrum.

Dr. Xinrong Li

EENG 5610, UNT

Dr. Xinrong Li

EENG 5610, UNT

 Fourier transform for continuous-time aperiodic signals

FT : X ( F ) x (t )e

j 2Ft

dt ,

Inverse FT : x(t ) X ( F )e j 2Ft dF

The Fourier coefficients ck are samples of the Fourier transform X(F)

1
ck
Tp

1
Tp

Tp / 2

T p / 2

taken at multiples of F0 and scaled by F0 = 1/Tp:

x p (t )e

j 2kF0 t

1
dt
Tp

x(t )e j 2kF0t dt

Tp / 2

T p / 2

x(t )e j 2kF0t dt

1
X ( kF0 )
Tp
x p (t )

Dr. Xinrong Li

EENG 5610, UNT

 Energy density spectrum of aperiodic signals

Parsevals relation for aperiodic, finite energy signals (and the
principle of energy conservation in the time and frequency
domains):

E x | x(t ) |2 dt x(t ) x * (t )dt

x(t ) X * ( F )e j 2Ft dF dt X * ( F ) x(t )e j 2Ft dt dF

| X ( F ) |2 dF

Energy density spectrum is the plot of | X(F) |2 versus frequency,

representing the distribution of signal energy in frequency domain.

If the signal x(t) is real, the magnitude spectrum is an even function,
and the phase spectrum is an odd function of frequency.
Example 4.1.2
A, | t | / 2
x(t )
| t | / 2 of a rectangular pulse signal.
Determine the Fourier
0, transform

sin( F )
Solution:
X ( F ) x(t )e j 2Ft dt A

Dr. Xinrong Li

EENG 5610, UNT

10

Dr. Xinrong Li

EENG 5610, UNT

Frequency Analysis of Discrete-Time

Signals
Fourier series for discrete-time periodic signals
The Fourier series of the discrete-time periodic signal will contain at

most N frequency components (N is the fundamental period).

A discrete-time signal of fundamental period N can consist of frequency

components separated by 2/N radians or f = 1/N cycles.

N 1
1 N 1
j 2kn / N
Synthesis : x(n) ck e
, Analysis : ck x(n)e j 2kn / N
N n 0
k 0
N 1

x ( n)e
n 0

j 2kn / N

N 1 N 1

n 0

cl e

j 2ln / N

l 0

j 2kn / N

N 1

j 2 ( l k ) n / N
e

Nck
n 0

cl

l 0

N 1

The spectrum of a periodic signal x(n), with a period N, is a periodic

sequence with the same period N.

11

N 1

{ck} is a periodic sequence with a fundamental period of N.

Thus, N consecutive samples of the signal or its spectrum provides a complete

a 1
N,
N 1
description
theNsignal.
k of
0,
, 2 N , We
... focus on nthe range [0, N -1], i.e. [0, Fs].
N,

2kn / N
Dr.
e j Xinrong
Li

n 0

Two
used identities:
,
otherwise
0often

a
n 0

1 a N EENG 5610, UNT

,
a 1

1 a

 Example 4.2.1
x(n) cos(n / 3)
f 0 1 / 6,
[signal is periodic only if f 0 is a rational number]
1 5
ck x(n)e j 2kn / 6 ,
6 n 0

k 0, 1, ..., 5

x(n) is periodic with N 4,

x(n) {1, 1, 0, 0},

12

Dr. Xinrong Li

EENG 5610, UNT

 Power density spectrum of periodic signals

Parsevals relation for discrete-time periodic signals (with period N):
1
Px
N

N 1

1
|
x
(
n
)
|

N
n0
2

N 1

1
x
(
n
)
x
(
n
)

N
n0
*

x
(
n
)

n0

N 1

N 1

c e
k 0

* j 2kn / N
k

N 1

k 0

| ck | 2

The sequence | ck |2 is the power density spectrum of the periodic signal,

N 1

N 1

representing the distribution of signals power

versus
EN
| x( n) frequency.
| 2 N | c k | 2
n 0
k 0
The energy of x(n) over a single period:

If the signal x(n) is real, ck* = c-k.

Thus, for real signal, the spectrum ck, 0 k N/2 for N even, or 0 k

(N - 1)/2 for N odd, completely specify the signal in frequency domain.

Example 4.2.2
ck

13

1
N

AL in the figure.
Determine the Fourier series coefficients
,
N 1

x ( n )e
n 0

Dr. Xinrong Li

j 2kn / N

1
N

L 1

Ae
n 0

j 2kn / N

A e jk ( L 1) / N sin( kL / N ) ,
N
sin( k / N )

k 0, N , 2 N , ...
otherwise

EENG 5610, UNT

14

Dr. Xinrong Li

EENG 5610, UNT

 The Fourier transform of discrete-time aperiodic signals

Discrete-time Fourier transform pair for finite-energy discrete-time

signal:

FT : X ( w)

x(n)e jwn ,

Inverse FT : x(n)

1
2

2 X ( w)e

jwn

dw

X(w) is a decomposition of x(n) into its frequency components.

Difference between the Fourier transforms of a discrete-time finite-

energy signal and a continuous-time finite-energy signal:

For continuous-time signals, the FT and hence the spectrum of the signal

have a frequency range of (-, ).

The frequency range for any discrete-time signal is unique over the
interval of (-, ), or equivalently (0, 2). Indeed, the FT of a discretetime signal, X(w), is periodic with period 2, i.e., X(w + 2k) = X(w).
An example:

1,
0,

X ( w)

1
2
1
x ( n)
2
x(0)

15

Dr. Xinrong Li

| w | wc
wc | w |

1
2
1
X ( w)e jwn dw
2

X ( w)e jwn dw

wc

wc

dw

wc

e jwn dw

sin( wc n)
n
EENG 5610, UNT

X ( w)
x ( n)

16

1,
0,

x(n)e jwn

1
2

jwn
X ( w)e dw

Dr. Xinrong Li

| w | wc
wc | w |
sin( wc n)
n

EENG 5610, UNT

X ( w)

17

sin( wc n) jwn
n e
n N
N

Dr. Xinrong Li

EENG 5610, UNT

 Energy density spectrum of aperiodic signals

Parsevals relation for discrete-time finite-energy aperiodic signals:
Ex

| x (n) |
2

1
2

x (n) x (n)
*

| X ( w) |

1
2

x (n)

X * ( w)e jwn dw

dw

| X(w) |2 is the energy density spectrum of x(n), representing the

distribution of energy versus frequency.

For the real signal x(n), X*(w) = X(-w). Thus,
The magnitude (or energy density) spectrum is an even function, and the

phase spectrum is an odd function.

0 n L 1
A, 4.2.4

x(Example
n)
otherwise
0,

X (0) AL,

X ( w)

x ( n )e

jwn

Ae j ( w / 2 )( L 1)

18

Dr. Xinrong Li

L 1

Ae

jwn

n 0

sin( wL / 2)
.
sin( w / 2)

EENG 5610, UNT

1 e jwL
A
1 e jw

19

Dr. Xinrong Li

EENG 5610, UNT

 Relationship of the Fourier transform to the z-transform

The z-transform:

X ( z)

x ( n) z n ,

ROC : r2 | z | r1

X(z) can be interpreted as the Fourier transform of the signal x(n)r-n:

X ( z ) z re jw

x(n)(re

jw n

x(n)r n e jwn

The Fourier transform X(w) can be viewed as the z-transform of the

sequence evaluated at the unit circle (if

jwn X(z) converges at | z | = 1):
X ( z ) z e jw

x ( n)e

X ( w)

The existence of z-transform (Fourier transform) does not

necessarily ensure the existence of the Fourier transform (ztransform).

20

Dr. Xinrong Li

EENG 5610, UNT

Frequency-Domain Classification of Signals

Low-frequency, high-frequency, and medium-frequency signals

21

Dr. Xinrong Li

EENG 5610, UNT

 Bandwidth of the signal

Bandwidth of the signal is defined to express quantitatively the range of

frequencies over which the power or energy density spectrum is distributed.

For example, if 95% of a continuous-time signals power (or energy) density

spectrum is concentrated in the frequency range F1 F F2, then the 95%

bandwidth of the signal is F2 F1.
A bandpass signal is called narrowband signal if its bandwidth F2 F1 is

much smaller than the median frequency (F1 + F2)/2; otherwise, the signal
is called wideband signal.
A signal is band-limited if its spectrum is zero for | F | B.
A continuous-time finite-energy signal is band-limited if | X(F) | = 0 for | F | > B.
A discrete-time finite-energy signal is periodically band-limited if | X(w) | = 0 for

w0 < | w | < .
A signal is time-limited if x(t) = 0 for | t | > .
If the signal is periodic with period Tp, it is periodically time-limited if xp(t) = 0 for

< | t | < Tp/2.

For any signal, the time-bandwidth product is fixed and cannot be made

arbitrarily small.
The narrower the signal becomes in the time domain, the larger the bandwidth of

the signal becomes in the frequency domain.

22

Dr. Xinrong Li

EENG 5610, UNT

 Summary of Frequency Analysis Techniques

23

Dr. Xinrong Li

EENG 5610, UNT

Properties of the Fourier Transform

for Discrete-Time Signals
Fourier transform pair:

FT : X ( w) F {x(n)}

x ( n)e

jwn

IFT : x(n) F 1{ X ( w)}

1
2

X ( w)e jwn dw

The spectrum X(w) is periodic with period 2. Thus, any interval of

length 2 is sufficient for the specification of the spectrum. Usually

we use the fundamental interval [-, ].

24

Dr. Xinrong Li

EENG 5610, UNT

 Fourier Transform Theorems and Properties

Linearity:
If F{x1(n)} = X1(w), F{x2(n)} = X2(w),

then F{a1x1(n) + a2x2(n)} = a1X1(w) + a2X2(w).

Example 4.4.3:
Determine the Fourier transform of the signal
Solution:

x ( n ) a | n| ,

| a | 1

x(n) x1 ( n) x2 ( n)
x1 (n) a n u (n),
X 1 ( w)
X 2 ( w)

x2 ( n) a n u ( n 1)

x1 (n)e

jwn

x2 ( n)e

a n e jwn
n 0

jwn

n jwn

1
1 ae jw

a e
n 1

jwn

ae jw

1 ae jw

1 a2
X ( w) X 1 ( w) X 2 ( w)
1 2a cos(w) a 2

25

Dr. Xinrong Li

EENG 5610, UNT

26

Dr. Xinrong Li

EENG 5610, UNT

 Time shifting:
If F{x(n)} = X(w), then F{x(n k)} = e-jwk X(w).
This relation means that if a signal is shifted in time domain by k samples,

its magnitude spectrum remains unchanged, but the phase spectrum is

changed by an amount -wk.
Time reversal:
If F{x(n)} = X(w), then F{x(-n)} = X(-w).

Convolution theorem:
If F{x1(n)} = X1(w), F{x2(n)} = X2(w), then F{x1(n)*x2(n)} = X1(w) X2(w).
The convolution theorem is one of the most powerful tools in linear system

analysis. It provides an important computational tool for many digital

signal processing applications.
Correlation theorem:
If F{x1(n)} = X1(w), F{x2(n)} = X2(w), then

rx1 x2 (l )

x1 (n) x2 (n l ),

F {rx1x2 (l )} S x1x2 ( w) X 1 ( w) X 2 ( w)

The function S x1 x2 ( w) is called cross - energy density spectrum.

27

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 Frequency shifting:
If F{x(n)} = X(w), then

F {e jw0 n x(n)} X ( w w0 )

The modulation theorem:

1
F{x(n) cos(w0 n)} [ X ( w w0 ) X ( w w0 )]
2
1 jw0 n
e jw0 n ]
This theorem can be easily proved by notice that: cos(w0 n) [e
2

y1 (n) x(n) cos(0.5 n)

y 2 (n) x(n) cos( n)

28

Dr. Xinrong Li

EENG 5610, UNT

 Parsevals theorem:

x1 (n) x2* (n)

E x rxx (0)

1
2

X 1 ( w) X 2 ( w)dw
*

| x ( n) | 2

1
2

1
2

2
| X ( w) | dw

1
2

S xx ( w)dw

Multiplication
two
sequences
F {xof
(
n
)
x
(
n
)}

X 1 ( ) X 2 ( w theorem):
)d
1
2
(windowing

The multiplication of two time-domain sequences is equivalent to the

convolution of their Fourier transforms.

The integral on the right-hand side is known as the periodic convolution of
X1(w) and X2(w) since both are periodic
dX ( w) functions with the same period.
F {nx(n)} j
Differentiation in the frequency domain:
dw

29

Dr. Xinrong Li

EENG 5610, UNT