Signals and Systems: Part 2 - Stanford...

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Signals and Systems: Part 2

◮ The Fourier transform in 2πf

◮ Some important Fourier transforms

◮ Some important Fourier transform theorems

◮ Convolution and Modulation

◮ Ideal filters

Fourier transform definitions

◮ In EE 102A, the Fourier transform and its inverse were defined by

G(jω) =

∫ ∞

−∞g(t)e−jωt dt , g(t) =

1

∫ ∞

−∞G(jω)ejωt dω

We used jω to make all transforms similar in form (Fourier, Laplace,DTFT, z).

◮ In this class we use 2πf instead of ω. If we replace ω with 2πf ,

G(f) =

∫ ∞

−∞g(t)e−j2πft dt , g(t) =

∫ ∞

−∞G(f)ej2πft df

The transform and its inverse are almost symmetric; only the sign in thecomplex exponential changes.

◮ This will simplify a lot of the transforms and theorems.

Fourier transform existence

◮ If g(t) is absolutely integrable, i.e.,∫ ∞

−∞|g(t)| dt < ∞

then G(f) exists for every frequency f and is continuous.

◮ If g(t) has finite energy, i.e.,∫ ∞

−∞|g(t)|2 dt < ∞

then G(f) exists for “most” frequencies f and has finite energy.

◮ If g(t) is periodic and has a Fourier series, then

G(f) =∞∑

n=−∞

G(nf0)δ(f − nf0)

is a weighted sum of impulses in frequency domain.

Fourier transform examples

One-sided exponential decay is defined by e−atu(t) with a > 0:

g(t) =

{

0 t < 0

e−at t > 0

The Fourier transform of one-sided decay is (simple calculus):

G(f) =

∫ ∞

0e−at e−j2πft dt

=

∫ ∞

0e−(a+j2πf)t dt

=

[

e−(a+j2πf)t

−(a+ j2πf)

]t=∞

t=0

=1

a+ j2πf

Since g(t) has finite area, its transform is continuous.

Even though g(t) is real, its transform is complex valued. This is the usualsituation.

Fourier transform examples (cont.)

We can rationalize G(f):

G(f) =1

a+ j2πf=

a− j2πf

a2 + 4π2f2=

a

a2 + 4π2f2− j

2πf

a2 + 4π2f2

We can better picture G(f) using polar representation.

|G(f)| =1

a2 + 4π2f2, θG(f) = ∠G = − tan−1

(−2πf

a

)

Fourier transform examples (cont.)

Fourier transform at f = 0:

G(0) =

∫ ∞

−∞g(t)e−j2π·0·t dt =

∫ ∞

−∞g(t) dt

In general, G(0) is the area under g(t), called the DC value.

For g(t) = e−atu(t), G(0) = 1/a is the only real value. It is also largest inmagnitude.

For one-sided decay, G(−f) = G∗(f), complex conjugate of G(f).This is true for all real-valued signals.

G∗(f) =(

∫ ∞

−∞g(t)e−j2πft dt

)∗=

∫ ∞

−∞g(t)∗(e−j2πft)∗ dt

=

∫ ∞

−∞g(t)ej2πft dt =

∫ ∞

−∞g(t)e−j2π(−f)t dt = G(−f)

We need look at only positive frequencies for real-valued signals.

Duality

Fourier inversion theorem: if g(t) has Fourier transform G(f), then

G(f) =

∫ ∞

−∞g(t)e−j2πft dt and g(t) =

∫ ∞

−∞G(f)ej2πft df

Inverse transform differs from forward transform only in sign of exponent.

Suppose we consider G(·) to be a function of t instead of f .If we apply the Fourier transform again:

∫ ∞

−∞G(t)e−j2πft dt =

∫ ∞

−∞G(t)ej2π(−f)t dt = g(−f)

We can summarize this as

F{g(t)} = G(f) ⇒ F{G(t)} = g(−f)

This is the principle of duality.

Important Fourier transforms

The unit rectangle function Π(t) is defined by

Π(t) =

{

1 |t| < 12

0 |t| > 12

Its Fourier transform is

F {Π(t)} =

∫ ∞

−∞e−i2πftΠ(t) dt

=

∫ 1/2

−1/2e−i2πft dt =

sinπf

πf= sinc(πf)

By duality, we know that

F{sinc(πt)} = Π(−f) = Π(f)

since Π(f) is even. We say Π(t) and sinc(πf) are a Fourier pair :

Π(t) ⇋ sinc(πf)

Fact: every finite width pulse has a transform with unbounded frequencies.

Fourier transform time scaling

If a > 0 and g(t) is a signal with Fourier transform G(f), then

F {g(at)} =

∫ ∞

−∞g(at)e−j2πftdt =

∫ ∞

−∞g(u)e−j2πf(u/a) du

a=

1

aG(f

a

)

If a < 0, change of variables requires reversing limits of integration:

F {g(at)} = −1

aG(f

a

)

Combining both cases:

F {g(at)} =1

|a|G(f

a

)

Special case: a = −1. The Fourier transform of g(−t) is G(−f).

Compressing in time corresponds to expansion in frequency (and reductionin amplitude) and vice versa.

The sharper the pulse the wider the spectrum.

Fourier transform time scaling example

The transform of a narrow rectangular pulse of area 1 is

F{1

τΠ(t/τ)

}

= sinc(πτf)

In the limit, the pulse is the unit impulse, and its tranform is the constant 1.

We can find the Fourier transform directly:

F{δ(t)} =

∫ ∞

−∞δ(t)e−j2πft dt = e−j2πft

t=0= 1

soδ(t) ⇋ 1

The impulse is the mathematical abstraction of signal whose Fouriertransform has magnitude 1 and phase 0 for all frequencies.

By duality, F{1} = δ(f). All DC, no oscillation.

1 ⇋ δ(f)

Important Fourier transforms (cont.)

◮ Shifted impulse δ(t− t0):

F{δ(t − t0)} =

∫ ∞

−∞δ(t − t0)e

−j2πft dt = e−j2πft0

This is a complex exponential in frequency.

δ(t− t0) ⇋ e−j2πft0

This is an example of shift theorem: F{f(t− t0)} = e−j2πft0F{f(t)}.

By duality, complex exponential in time has an impulse in frequency:

ej2πf0t ⇋ δ(f − f0)

◮ Sinuoids: frequency content is concentrated at ±f0 Hz.

F{cos 2πf0t} = F{12 (e

j2πf0t + e−j2πf0t)}

= 12δ(f − f0) +

12δ(f + f0)

F{sin 2πf0t} = F{ 12i (e

j2πf0t + e−j2πf0t)}

= 12iδ(f − f0)−

12iδ(f + f0)

Important Fourier transforms (cont.)

◮ Laplacian pulse g(t) = e−a|t| where a > 0. Since

g(t) = e−atu(t) + eatu(−t) ,

we can use reversal and additivity:

G(f) =1

a+ j2πf+

1

a− j2πf=

2a

a2 + 4π2f2.

This is twice the real part of the Fourier transform of e−atu(t)

◮ The signum function can be approximated as

sgn(t) = lima→0

(

e−atu(t)− eatu(−t))

This has the Fourier transform

F {sgn(t)} = lima→0

(

1

a+ j2πf−

1

a− j2πf

)

=1

jπf

Important Fourier transforms (cont.)

◮ The unit step function is

u(t) = 12 +

12sgn(t)

This has the Fourier transform

F{u(t)} = 12δ(f) +

1

j2πf

Fourier transform properties

◮ Time delay causes linear phase shift.

F {g(t− t0)} =

∫ ∞

−∞g(t− t0)e

−j2πft dt

=

∫ ∞

−∞g(u)e−j2πf(u+t0) du

= e−j2πft0

∫ ∞

−∞g(u)e−j2πfu du = e−j2πft0G(f)

Thereforeg(t− t0) ⇋ e−j2πft0G(f)

◮ By duality we get frequency shifting (modulation):

ej2πfctg(t) ⇋ G(f − fc)

cos(2πfct)g(t) ⇋12G(f + fc) +

12G(f − fc)

Fourier transform properties (cont.)

◮ Convolution in time. The convolution of two signals is

g1(t) ∗ g2(t) =

∫ ∞

−∞g1(u)g2(t− u) du

◮ The Fourier transform of the convolution is the product of thetransforms.

g1(t) ∗ g2(t) ⇋ G1(f)G2(f)

The Fourier transform reduces convolution to a simpler operation.

◮ Note that there is no factor of12π for frequency domain convolution,

as there was in EE 102A.

Fourier transform properties (cont.)

◮ Multiplication in time.

g1(t)g2(t) ⇋

∫ ∞

−∞G1(λ)G2(f − λ) dλ

◮ Again, there is no12π factor, as there was in EE 102A.

◮ Convolution in one domain goes exactly to multiplication in the otherdomain, and multiplication to convolution.

◮ The modulation theorem is a special case.

F {g(t) cos(2πfct)} = F {g(t))} ∗ F {cos(2πfct)}

= G(f) ∗(

12δ(f + f0) +

12δ(f − f0)

)

= 12G(f + fc) + 1

2G(f − fc)

The triangle function ∆(t) and its Fourier transform

◮ The book defines the triangle function ∆(t) as

∆(t) =

{

1− 2|x| |x| ≤ 12

0 otherwise

This is another unfortunate choice, but not as bad as sinc(t)!

◮ The triangle function can be written as twice the convolution of tworectangle functions of width 1

2 .

∆(t) = 2 Π(2t) ∗ Π(2t)

where the factor of 2 is needed to make the convolution 1 at t = 0.

◮ The Fourier transform is therefore

F {∆(t)} = F {2Π(2t) ∗Π(2t)} = 2F(

{Π(2t)})2

= 2(

12 sinc

(

π2 f

))2= 1

2 sinc2(

12πf

)

Then∆(t) ⇋ 1

2 sinc2(12πf)

Modulation theorem

Modulation of a baseband signal creates replicas at ± the modulationfrequency.

Applications of modulation

◮ For transmission by radio, antenna size is proportional to wavelength.

Low frequency signals (voice, music) must be converted to higherfrequency.

◮ To share bandwidth, signals are modulated by different carrierfrequencies.

◮ North America AM radio band: 535–1605 KHz (10 KHz bands)

◮ North America FM radio band: 88–108 MHz (200 KHz bands)

◮ North America TV bands: VHF 54–72, 76–88, 174–216, UHF 470–806,806–890

Frequencies can be reused in different geographical areas.

With digital TV, channel numbers do not correspond to frequencies.

Rats laughing: http://www.youtube.com/watch?v=j-admRGFVNM

Bandpass signals

Bandlimited signal: G(f) = 0 if |f | > B.

Every sinusoid sin(2πfct) has bandwidth fc.

If gc(t) and gs(t) are bandlimited, then

m(t) = gc(t) cos(2πfct) + gs(t) sin(2πfct)

is a bandpass signal. Its Fourier transform or spectrum is restricted to

fc −B < |f | < fc +B

The bandwidth is (fc +B)− (fc −B) = 2B.

Most signals of interest in communications will be either bandpass (RF), orbaseband (ethernet).

Filters

A filter is a system that modifies an input. (E.g., an optical filter blockscertain frequencies of light.)

In communication theory, we usually consider linear filters, which are lineartime-invariant systems.

L(v1(t) + v2(t)) = L(v1(t)) + L(v2(t))

L(av(t)) = aL(v(t))

L(v(t− t0)) = (Lv)(t − t0)

Fundamental fact: every LTIS is defined by convolution:

Lv(t) = h(t) ∗ v(t) =

∫ ∞

−∞h(u)v(t− u) du =

∫ ∞

−∞h(t− u)v(u) du

The signal h(t) is called the impulse response because

Lδ(t) =

∫ ∞

−∞δ(u)h(t − u) du = h(t)

Transfer function

By the convolution theorem,

h(t) ∗ v(t) ⇋ H(f)V (f)

H(f) is called the transfer function.

Many systems are best understood in the frequency domain.

Example: low pass filter with cutoff frequency B:

H(f) = Π( f

2B

)

e−j2πftd ⇋ 2B sinc(2πB(t− td))

Note that the system is not (cannot) be causal.

Low-pass filter examplex(t) = cos(2π(0.3)t)+ cos(2π(0.8)t), h(t) = sinc(πt), y(t) = cos(2π(0.3)t)

−10 −8 −6 −4 −2 0 2 4 6 8 10−2

−1

0

1

2

−10 −8 −6 −4 −2 0 2 4 6 8 10

−1

−0.5

0

0.5

1

Butterworth filter: nonideal low-pass filter

Butterworth filter has |H(f)| =1

(f/B)2n

Butterworth filter vs. ideal low-pass filter

High-pass and band-pass filters

If the phase is zero

hhighpass(t) = δ(t)− 2B sinc(2πBt)

hbandpass(t) = 2 cos(2πf0t) 2B sinc(2πBt)

In practice there will be an additional linear phase in the spectral profile,corresponding to a delay in time. This makes the filters realizable.

Band-pass filter example

x(t) = cos(2π(0.3)t) + cos(2π(0.8)t), h(t) = cos 2πt sincπt,y(t) = cos(2π(0.8)t)

−10 −8 −6 −4 −2 0 2 4 6 8 10−2

−1

0

1

2

−10 −8 −6 −4 −2 0 2 4 6 8 10

−1

−0.5

0

0.5

1

Low-pass filter: x(t) = Π( t4), h(t) = sinc t

−10 −8 −6 −4 −2 0 2 4 6 8 10

0

0.2

0.4

0.6

0.8

1

−10 −8 −6 −4 −2 0 2 4 6 8 10

−0.2

0

0.2

0.4

0.6

0.8

1

Low-pass filter: x(t) = Π( t4), h(t) = sinc t

−10 −8 −6 −4 −2 0 2 4 6 8 10

0

0.2

0.4

0.6

0.8

1

−10 −8 −6 −4 −2 0 2 4 6 8 10−0.2

0

0.2

0.4

0.6

0.8

1

1.2

Band-pass filter: x(t) = Π( t4), h(t) = cos 2πt sinc t

−10 −8 −6 −4 −2 0 2 4 6 8 10

0

0.2

0.4

0.6

0.8

1

−10 −8 −6 −4 −2 0 2 4 6 8 10

−1

−0.5

0

0.5

1

Examples of Communication Channels

◮ wires (PCD trace or conductor on IC)

◮ optical fiber (attenuation 4dB/km)

◮ broadcast TV (50 kW transmit)

◮ voice telephone line (under -9 dbm or 110 µW)

◮ walkie-talkie: 500 mW, 467 MHz

◮ Bluetooth: 20 dBm, 4 dBm, 0 dBm

◮ Voyager: X band transmitter, 160 bit/s, 23 W, 34m dish antenna

http://science.time.com/2013/03/20/humanity-leaves-the-solar-system

-35-years-later-voyager-offically-exits-the-heliosphere/

Communication Channel Distortion

The linear description of a channel is its impulse response h(t) orequivalently its transfer function H(f).

y(t) = h(t) ∗ x(t) ⇋ Y (f) = H(f)X(f)

Note that H(f) both attenuates (|H(f)|) and phase shifts (∠H(f)) theinput signal.

Channels are subject to impairments:

◮ Nonlinear distortion (e.g., clipping)

◮ Random noise (independent or signal dependent)

◮ Interference from other transmitters

◮ Self interference (reflections or multipath)

Channel Equalization

Linear distortion can be compensated for by equalization.

Heq(f) =1

H(f)⇒ X̂(f) = Heq(f)Y (f) = X(f)

The equalization filter accentuates frequencies that are attenuated by thechannel.

However, if y(t) includes noise or interference,

y(t) = x(t) + z(t)

then

Heq(f)Y (f) = X(f) +Z(f)

H(f)

Equalization may accentuate noise!

Next time

◮ Lab this Friday : How do you figure out where signals are?Spectrograms and waterfall plots

◮ Next class Monday : 3.6 – 3.8 in Lathi and Ding. Signal distortion,power spectral density, correlation and autocorrelation.

◮ Wednesday : Begin Chapter 4. Analog modulation schemes.

◮ Lab next Friday : finding and decoding airband AM