Signals and Systems

Spring 2011
Lecture #1
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Content, Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

1
Signals and Systems

2
Different Types of Signals

3
Signal Classification
Type of Independent Variable

4
Cervical MRI

5
Independent Variable Dimensionality

6
Continuous Time (CT) and Discrete-
Time (DT) Signals

7
8
Mandril Example
Blurred Image

9
 Mandril Example
Unblurred Image – No Noise

10
 Mandril Example
Unblurred Image – 0.1% Noise

11
Real and Complex Signals

12
13
Periodic and A-periodic Signals

14
Right- and Left-Sided Signals

15
Bounded and Unbounded Signals

16
Even and Odd Signals

17
18
Building Block Signals
Eternal Complex Exponentials

19
20
21
22
Why are eternal complex
exponentials so important

23
Cervical Spine MRI

24
Unit Impulse Function

25
Narrow Pulse Approximation

26
Intuiting Impulse Definition

27
Uses of the Unit Impulse

28
Robot Arm System

29
30
Unit Step Function

31
Successive Integrations of the Unit
Impulse Function

32
Building Block Signals can be used to
create a rich variety of Signals

33
Conclusions

34
 Signals and Systems
Spring 2011
Lecture #2
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

35
 Outline - Systems
• How do we construct complex systems
– Using Hierarchy
– Composing simpler elements
• System Representations
– Physical, differential/difference Equations, etc.
• System Properties
– Causality, Linearity and Time-Invariance

36
Hierarchical Design
Robot Car

37
Robot Car Block Diagram
Top Level of Abstraction

38
Wheel Position Controller Block Diagram

2nd Level of the Hierarchy

39
Motor Dynamics Differential Equations
3nd Level of the Hierarchy

40
 Observations
• If we “flatten” the hierarchy, the
system becomes very complex
• Human designed systems are often
created hierarchically.
• Block input/output relations provide
communication mechanisms for team
projects

41
 Compositional Design
Mechanics - Sum Element Forces

42
Circuit - Sum Element Currents

43
 System Representation
Differential Equation representation
– Mechanical and Electrical Systems Dynamically
Analogous

– Can reason about the system using either

physical representation.

44
Integrator-Adder-Gain Block Diagram

45
Four Representations for the same
dynamic behavior

Pick the representation that makes

it easiest to solve the problem

46
Discrete-Time Example - Blurred Mandril

Blurrer (system
model)

Blurred
Original
Image
Image

Deblurred
Deblurrer System Image

47
 Difference Equation Representation
• Difference Equation Representation of the
model of a Blurring System

• Deblurring System

Note Typo on handouts

How do we get ?
48
 Observations
• CT System representations include circuit and
mechanical analogies, differential equations, and
Integrator-Adder-Gain block diagram.
• Discrete-Time Systems can be represented by
difference equations.
• The Difference Equation representation does not
help us design the mandril deblurring
• New representations and tools for manipulating
are needed!

49
 System Properties
• Important practical/physical implications
• Help us select appropriate representations
• They provide us with insight and
structure that we can exploit both to
analyze and understand systems more
deeply.

50
Causal and Non-causal Systems

51
 Observations on Causality
• A system is causal if the output does not anticipate future
values of the input, i.e., if the output at any time depends
only on values of the input up to that time.

• All real-time physical systems are causal, because time only

moves forward. Effect occurs after cause. (Imagine if you
own a noncausal system whose output depends on
tomorrow’s stock price.)

• Causality does not apply to spatially varying signals. (We

can move both left and right, up and down.)

• Causality does not apply to systems processing recorded

signals, e.g. taped sports games vs. live broadcast.
52
Linearity

53
 Key Property of Linear Systems
• Superposition
If

Then

54
 Linearity and Causality
• A linear system is causal if and only if it satisfies the
conditions of initial rest:

“Proof”
a) Suppose system is causal. Show that (*) holds.
b) Suppose (*) holds. Show that the system is causal.

55
 Time-Invariance
• Mathematically (in DT): A system x[n] y[n] is TI if for
any input x[n] and any time shift n0,
If x[n]  y[n]
then x[n - n0]  y[n - n0] .

• Similarly for CT time-invariant system,

If x(t)  y(t)
then x(t - to)  y(t - to) .

56
 Interesting Observation
Fact: If the input to a TI System is periodic, then the output is
periodic with the same period.

“Proof”: Suppose x(t + T) = x(t)

and x(t)  y(t)
Then by TI
x(t + T)  y(t + T).
 
These are the So these must be
same input! the same output,
i.e., y(t) = y(t + T).

57
Example - Multiplier

58
Multiplier Linearity

59
Multiplier – Time Varying

60
Example – Constant Addition

61
62
 Linear Time-Invariant (LTI) Systems

• Focus of most of this course

- Practical importance (Eg. #1-3 earlier this lecture

are all LTI systems.)

- The powerful analysis tools associated

with LTI systems

• A basic fact: If we know the response of an LTI system

to some inputs, we actually know the response to many
inputs

63
Example – DT LTI System

64
Conclusions

65
 Signals and Systems
Spring 2011
Lecture #3
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

66
Amazing Property of LTI Systems

67
 Outline
• Superposition Sum for DT Systems
– Representing Inputs as sums of unit samples
– Using the Unit Sample Response
• Superposition Integral for CT System
– Use limit of tall narrow pulse
• Unit Sample/Impulse Response and Systems
– Causality, Memory, Stability

68
Representing DT Signals with Sums of Unit Samples

69
 Written Analytically

Coefficients Basic Signals

Note the Sifting Property of the Unit Sample

70
The Superposition Sum for DT Systems
Graphic View of Superposition Sum

71
Derivation of Superposition Sum

72
Convolution Sum

73
 Convolution Notation

Notation is confusing, should not have [n]

takes two sequences and produces a third sequence
makes more sense
Learn to live with it.

74
Convolution Computation Mechanics

75
DT Convolution Properties
Commutative Property

76
Associative Property

77
Distributive Property

78
Delay Accumulation

79
Superposition Integral for CT Systems
Graphic View of Staircase Approximation

80
Tall Narrow Pulse

81
Derivation of Staircase Approximation of
Superposition Integral

82
The Superposition Integral

83
Sifting Property of Unit Impulse

84
CT Convolution Mechanics

85
CT Convolution Properties

86
Computing Unit Sample/Impulse Responses
Circuit Example

87
Narrow pulse approach

88
Narrow pulse response

89
Narrow pulse response cont’d

90
Convergence of Narrow pulse
response

91
Alternative Approach – Use
Differentiation

92
Alternative Approach – Use
Differentiation cont’d

93
How to measure Impulse Responses

94
Unit Sample/Impulse Responses of
Different Classes of Systems

95
Bounded-Input Bounded-Output Stability

96
Conclusions

97
 Signals and Systems
Spring 2011
Lecture #4
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

98
 Outline
• Unfiltering (Deconvolving)
– Candidate Unit Sample Responses
– Causality and BIBO stability
– Additional Conditions for Difference Equations
• Compute Impulse responses of a CT System
– Use limit of tall narrow pulse
– Differentiating the step response

99
 “Unfiltering an Audio Signal”
Problem Statement

Original “Filtered”
Audio Audio

100
DT LTI System Specification?
Unit Sample Response!

1.0

n
-0.9

We know how the Audio

Signal was filtered
101
 Block Diagram

DT LTI
Original
Filtered
Audio
Audio

“Unfiltered”
Audio
102
Associative Property

103
Use Associative Property

Make an Identity System

104
A Candidate Unfilterer

1.0
n
-0.9

n
......

105
Unit Sample/Impulse Responses of
Different Classes of Systems

106
Bounded-Input Bounded-Output Stability

107
Candidate Unfilterer is Causal and
definitely not BIBO stable

n
......

108
Give Up Causality to Gain Stabilty

1.0
n
-0.9

...... n

109
 Convolving is expensive

...... m

One output 2N terms in

point summation

110
 Use A Difference Equation

• Cheap to generate y[n]

• Two possible unit sample responses

111
 A Difference Equation Does Not
Uniquely Determine a system!
Need Additional Conditions:
• Causal or Anti-causal
OR
• BIBO Stability
OR
• Some values of the output
112
Computing Impulse Responses
Circuit Example

113
Narrow pulse approach

114
Narrow pulse response

115
Narrow pulse response cont’d

116
Convergence of Narrow pulse
response

117
Alternative Approach – Use
Differentiation

118
Alternative Approach – Use
Differentiation cont’d

119
How to measure Impulse Responses

120
 Conclusions
• Unfiltering (Deconvolving)
– There can be multiple deconvolving systems
– Causality and BIBO stability are issues
– Difference Equations need similar constraints
• Computing Impulse responses of a CT
System
– Use limit of tall narrow pulse
– Differentiating the step response

121
 Signals and Systems
Spring 2011
Lecture #5
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

122
 Outline
Complex Exponentials as Eigenfunctions
of LTI Systems
Fourier Series representation of CT
periodic signals
How do we calculate the Fourier
coefficients?
Convergence and Gibbs’ Phenomenon

123
 The eigenfunctions  k(t) and their properties
(Focus on CT systems now, but results apply to DT systems as well.)

eigenvalue eigenfunction

Eigenfunction in  same function out with a “gain”

From the superposition property of LTI systems:

Now the task of finding response of LTI systems is to determine k.

The solution is simple, general, and insightful.

124
125
 Two Key Questions

a. What are the eigenfunctions of LTI systems?

b. What kinds of signals can be expressed as

superpositions of these eigenfunctions?

126
A specific LTI system can have more than one type of eigenfunction
Ex. #1: Identity system

Any function is an eigenfunction for this LTI system.

Ex. #2: A delay

Any periodic function x(t) = x(t+T) is an eigenfunction.

Ex. #3: h(t) even

(for this
system)
127
 that work for any and all
Complex Exponentials are the only Eigenfunctions of any LTI Systems

eigenvalue eigenfunction

eigenvalue eigenfunction
128
129
DT:

130
 What kinds of signals can we represent as
“sums” of complex exponentials?

For Now: Focus on restricted sets of complex exponentials

CT:

Magnitude 1
DT:


CT & DT Fourier Series and Transforms
Periodic Signals
131
Joseph Fourier (1768-1830)

132
133
 Fourier Series Representation of CT Periodic Signals

- smallest such T is the fundamental period

-  o  2 is the fundamental frequency
T

­ periodic with period T
­ {ak} are the Fourier (series) coefficients
­ k = 0 DC
­ k = ±1  first harmonic
­ k = ±2 second harmonic

134
 Question #1: How do we find the Fourier coefficients?

First, for simple periodic signals consisting of a few sinusoidal terms

Euler's relation
(memorize!)

0 – no dc component

0
0

135
 (periodic)
• For real signals, there are two other commonly used forms for
CT Fourier series:

• Because of the eigenfunction property of ejt, we will usually

use the complex exponential form in 6.003.

- A consequence of this is that we need to include terms for

both positive and negative frequencies:

136
137
Now, the complete answer to Question #1

138
139
Ex: Periodic Square Wave

DC
component
is just the
average

140
141
 Convergence of CT Fourier Series

• How can the Fourier series for the square wave possibly make
sense?
• The key is: What do we mean by

• One useful notion for engineers: there is no energy in the

difference

(just need x(t) to have finite energy per period)

142
 • Under a different, but reasonable set of conditions
(the Dirichlet conditions)
Condition 1. x(t) is absolutely integrable over one period, i. e.

And
Condition 2. In a finite time interval,
x(t) has a finite number
of maxima and minima.
Ex. An example that violates
Condition 2.

And
Condition 3. In a finite time interval, x(t) has only a finite
number of discontinuities.
Ex. An example that violates
Condition 3.

143
• Dirichlet conditions are met for most of the signals we will
encounter in the real world. Then

- The Fourier series = x(t) at points where x(t) is continuous

- The Fourier series = “midpoint” at points of discontinuity

• Still, convergence has some interesting characteristics:

- As N ∞, xN(t) exhibits Gibbs’ phenomenon at

points of discontinuity

Demo: Fourier Series for CT square wave (Gibbs phenomenon).

144
145
 Conclusions
• Exponentials are Eigenfunctions of CT
Systems
• zn are Eigenfunctions of DT Systems
• Periodic CT Functions Can Be Represented
with a Fourier Series
– Synthesis and analysis formulas using
orthogonality
– Series convergence for square wave

146
 Signals and Systems
Spring 2011
Lecture #6
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

147
 Representation with Fourier Series
• CT Fourier Series
– Energy View and Parsevals
– Convergence Rate
• Periodic Impulse Train
• Differentiation, Linearity and Time Shift
• DT Fourier Series
– Finite Frequency Set
– System of Equations

148
Fourier Series for Periodic CT Functions

149
150
 Two Uses for Fourier Series
Use
Eigenfunction
property to
simplify LTI
system
analysis

Compress
Data using
truncated
Fourier Series

151
Fourier Representation Issue
Not Infinite Enough

Uncountably Infinite
number of “points”

Countably Infinite number

of Fourier Coefficients

152
 Energy View
• Signals are equal “Energy-wise”

• Fourier Series Preserves Energy (Parsevals)

153
154
Truncated Fourier Series for Square Wave

155
Square Wave From Series Matches in Energy

x(t)

Equal energy-wise
Not equal pointwise

156
Fourier Convergence Rate: Useful Result
Impulse Train or Sampling Function

157
158
Truncated Fourier Series for Impulse Train

159
Truncated Impulse Train Series Cont’d

160
Truncated Impulse Train Series Cont’d

161
162
 Fourier Convergence Rate: Useful
Properties
• Linearity

• Time Differentiation and Integration

• Time Shift

163
 Square Wave Convergence Rate

Derivative of a square wave is an impulse train

164
Triangle Wave Convergence Rate

Second derivative of a triangle

wave is an impulse train
165
166
Fourier Series Representation of DT Periodic Signals
• x[n] - periodic with fundamental period N

• Only ejn which is periodic with period N will appear in the FS

• There are only N distinct signals of this form

• So we could just use

• However, it is often useful to allow the choice of N consecutive

values of k to be arbitrary (E.g. choose {-(N-1)/2, (N-1)/2} if N is
odd and x[n] has definite parity).

167
 DT Fourier Series Representation


k N 
 Sum over any N consecutive values of  k

         —  This is a finite  series

{ak}  ­    Fourier (series) coefficients

Questions:

1) What DT periodic signals have such a representation?

2) How do we find ak?

168
 Computing Fourier Series Coefficients
Any DT periodic signal has a Fourier series representation

169
170
 Using Orthogonality to Solve for ak
Finite geometric series

171
Computing Coefficients Cont’d

172
 DT Fourier Series Pair

Note: It is convenient to think ak as being defined for all

integers k. So:

1)  ak+N = ak  — Unique for DT. Since x[n] = x[n+N], there are

only N pieces of information, whether in time-domain or in
frequency-domain.

2) We only use N consecutive values of ak in the synthesis

equation
173
174
Example: DT Rectangular Wave

175
 Conclusions
• CT Fourier Series
– Fourier Series Converge energy-wise not ptwise
– Coefficient Decay
• Periodic Impulse Train Coeffs do not decay
• Decay rate related to differentiability
• DT Fourier Series
– Finite Frequency Set
– System of Equations

176
 Signals and Systems
Spring 2011
Lecture #7
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

177
 Frequency Response
• Filters
– Application Examples
– Types of filters
• High Pass, Low Pass
• DT Filters
– Finite Unit Sample Response - FIR
– Infinite Unit Sample Response - IIR

178
 The Eigenfunction Property of Complex Exponentials

CT:

DT:

179
180
Fourier Series and LTI Systems

181
The Frequency Response of an LTI System

182
Finite Set of Discrete-Time Frequencies

183
184
 Frequency Shaping and Filtering

• By choice of H(j) (or H(ej)) as a function of , we can shape

the frequency composition of the output

- Preferential amplification
- Selective filtering of some frequencies

Audio System

Adjustable Equalizer Speaker

Filter

Bass, Mid-range, Treble controls

For audio signals, the amplitude is much more important than the phase.

185
Signal Processing with Filters

186
Touch Tone Phone

187
188
189
190
191
192
Low and High Pass Circuit Filters

X Y X Y

193
 Frequency Selective Filters
— Filter out signals outside of the frequency range of interest

Lowpass Filters:
only look at
amplitude here.

194
 Highpass Filters

Remember:

195
196
 Bandpass Filters

LP HP BPF if

cl ch

197
 Idealized Filters

CT

c — cutoff
frequency

DT

Note: |H| = 1 and H = 0 for the ideal filters in the passbands,

no need for the phase plot.
198
 Highpass

CT

DT

199
200
 Bandpass

CT

lower cut-off upper cut-off

DT

201
DT Averager/Smoother

LPF

202
Nonrecursive DT (FIR) filters

Rolls off at lower

 as M+N+1
increases

203
204
Simple DT “Edge” Detector
— DT 2-points “differentiator”

Passes high-frequency components

205
Edge enhancement using DT differentiator

206
Notch Filter - IIR

207
208
 Conclusions
• Filters
– Signal Seperation
– Types of filters
• High Pass, Low Pass
• DT Filters
– FIR Edge Detector
– IIR Notch

209
 Signals and Systems
Spring 2011
Lecture #8
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

210
 Fourier Transform

• System Frequency Response and Unit

Sample Response
• Derivation of CT Fourier Transform
pair
• Examples of Fourier Transforms
• Fourier Transforms of Periodic Signals
• Properties of the CT Fourier Transform

211
The Frequency Response of an LTI System

212
213
 First Order CT Low Pass Filter
Direct Solution of Differential Equation

214
Using Impulse Response

Note map from

unit sample
response to
frequency
response

215
 Fourier’s Derivation of the CT Fourier
Transform
• x(t) - an aperiodic signal
- view it as the limit of a periodic signal as T ! 1

• For a periodic sign, the harmonic components are

spaced 0 = 2/T apart ...
as T  and o  0, then  = k0becomes continuous




Fourier series  Fourier integral

216
217
Square Wave Example

Discret
e
frequen
cy
points
become
denser
in
 as T
218 increas
“Periodify” a non-periodic signal
For simplicity, assume
x(t) has a finite duration.

219
Fourier Series For Periodified x(t)

220
221
Limit of Large Period

222
 What Signals have Fourier Transforms?

(1) x(t) can be of infinite duration, but must satisfy:

a) Finite energy

In this case, there is zero energy in the error

b) Dirichlet conditions (including )

c) By allowing impulses in x(t) or in X(j), we can represent

even more signals

223
 Fourier Transform Examples
Impulses
(a)

(b)

224
225
Fourier Transform of Right-Sided Exponential

Even symmetry Odd symmetry

226
 Fourier Transform of square pulse

Note the inverse relation between the two widths  Uncertainty principl
Useful facts about CTFT’s

227
Fourier Transform of a Gaussian
2
x(t)  e at    —  A Gaussian, important in 
                           probability,  optics,  etc.

(Pulse width in t)•(Pulse width in )

∆t•∆ ~ (1/a1/2)•(a1/2) = 1

228
229
CT Fourier Transforms of Periodic Signals

230
Fourier Transform of Cosine

231
Impulse Train (Sampling Function)

Note: (period in t) T
(period in ) 2/T

232
233
 Properties of the CT Fourier Transform

1) Linearity

2) Time Shifting

FT magnitude unchanged

Linear change in FT phase

234
 Properties (continued)
3) Conjugate Symmetry

Even

Odd

Even
Or

Odd

When x(t) is real (all the physically measurable signals are real), the
negative frequency components do not carry any additional information
beyond the positive frequency components:  ≥ 0 will be sufficient.
235
 More Properties
4) Time-Scaling

a) x(t) real and even

b) x(t) real and odd

c)

236
237
 Conclusions
• System Frequency Response and Unit
Sample Response
• Derivation of CT Fourier Transform pair
• CT Fourier Transforms of pulses,
exponentials
• FT of Periodic Signals  Impulses
• Time shift, Scaling, Linearity

238
 Signals and Systems
Spring 2011
Lecture #9
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

239
 Fourier Transform
• Fourier Transforms of Periodic
Functions
• The convolution Property of the CTFT
• Frequency Response and LTI Systems
Revisited
• Multiplication Property and
Parseval’s Relation

240
 Fourier Transform Duality
Fourier Transform Synthesis and Analysis formulas

241
242
Narrow in Time – Wide in Frequency

243
CT Fourier Transforms of Periodic Signals

244
Fourier Transform of Cosine

245
246
Impulse Train (Sampling Function)

Note: (period in t) T
(period in ) 2/T

247
 Convolution Property

A consequence of the eigenfunction property:

248
Reminder

249
250
Computing General Responses

251
Periodic Response Using Fourier Transforms

The frequency response of a CT LTI system is simply the Fourier

transform of its impulse response

252
Ideal Low Pass Filter Example

253
254
Cascading Nonideal Filters

255
 Cascading Ideal Filters

Cascading Gaussians

GaussianGaussian = Gaussian ) GaussianGaussian = Gaussian

256
 Differentiation Property

1) Amplifies high frequencies (enhances sharp edges)

257
258
 LTI Systems of LCCDE’s
(Linear-constant-coefficient differential equations)

Using the Differentiation Property

1) Rational, can use

PFE to get h(t)
2) If X(j) is rational
e.g.
then Y(j) is also rational
259
 Parseval’s Relation

Multiplication Property
Since FT is highly symmetric,

thus if

then the other way

around is also true
— Definition of
convolution in 
— A consequence of Duality
260
Examples of the Multiplication Property

261
262
Example (continued)

263
 Conclusions
• Fourier Transforms of Periodic Functions are
series of impulses
• Convolution in Time, Multiplication in
Fourier and vice-versa.
• Fourier picture makes filters easy to
manipulate
• Multiplication Property and
Parseval’s Relation

264
 Signals and Systems
Spring 2011
Lecture #10
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

265
 Discrete-Time Fourier Transform

• The DT Fourier Transform

• Examples of the DT Fourier Transform
• Properties of the DT Fourier Transform
• The Convolution Property and its
Implications and Uses

266
The Discrete-Time Fourier Transform

267
268
 DTFT Derivation (Continued)

DTFS synthesis eq.

DTFS analysis eq.

Define

269
DTFT Derivation (Home Stretch)

270
DT Fourier Transform Equations

– Analysis Equation
– DTFT

– Synthesis Equation
– Inverse DTFT

271
272
 Transform Requirements
• Synthesis Equation:
– Finite Integration Interval, X must be finite
• Analysis Equation:
– Need conditions analogous to CTFT, e.g.

— Finite energy

— Absolutely summable

273
 Examples
Unit Samples

274
Decaying Exponential

Infinite sum formula

275
276
Rectangular Pulse

FIR LPF

277
Ideal DT LPF

278
 DTFTs of Periodic Functions
Complex Exponentials
Recall CT result:

What about DT:

a) We expect an impulse (of area 2) at o
b) But X(ej) must be periodic with period 2
In fact

Note: The integration in the synthesis equation is over 2π period,

only need X(ej) in one 2π period. Thus,

279
280
DTFT of General Periodic Functions Using FS

FS

by
superposition

281
DTFT of Sine Function

282
 DTFT of DT Unit Sample Train

— Also periodic impulse train – in the frequency domain!

283
284
Properties of the DT Fourier Transform
Periodicity and Linearity

— Different from CTFT

285
 Time and Frequency Shifting

— Important implications in DT because of periodicity

Example

286
Time Reversal and Conjugate Symmetry

287
288
 Time Expansion
7) Time Expansion Time scale in CT is
Recall CT property: infinitely fine
But in DT: x[n/2] makes no sense
x[2n] misses odd values of x[n]
But we can “slow” a DT signal down by inserting zeros:
k — an integer ≥ 1
x(k)[n] — insert (k - 1) zeros between successive values

Insert two zeros

in this example

289
Time Expansion (continued)

— Stretched by a factor
of k in time domain

— compressed by a factor
of k in frequency domain

290
 Differentiation and Parsevals
8) Differentiation in Frequency

Multiplication Differentiation
by n in frequency
9) Parseval’s Relation

Total energy in Total energy in

time domain frequency domain
291
292
The Convolution Property

293
Ideal Low Pass Filter

(Reminder)

294
Composing Filters Using DTFT

295
 Conclusions
• DTFT maps from discrete-time function to
continuous frequency function.
• DTFT is 2pi periodic.
• Many similar properties to CTFT (linearity, time-
frequency shifting) with small differences
• Convolution in Time, Multiplication in Fourier and
vice-versa.
• Fourier picture makes filters easy to manipulate

296
 Signals and Systems
Spring 2011
Lecture #11
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 2005 by Alan V. Oppenheim and Alan S. Willsky”

297
 Fourier Transform Review

• The DT and CT Fourier Transforms

• Examples of DT and CT Transforms
• DT and CT Properties
• Next time – Sampling (Chapter 7)

298
 DT and CT Fourier Transform Equations

DT Transform CT Transform

Discrete  Continuous Continuous Continuous

Transform 2pi periodic Strong Duality
299
300
 Examples
Square pulse in time and LPF in frequency domain

301
DTFT of Rectangular Pulse

FIR LPF

302
Ideal DT LPF

303
304
CT Fourier Transform of Cosine

305
DTFT of Sine Function

306
CT FT Impulse Train (Sampling Function)

Note: (period in t) T
(period in ) 2/T

307
308
 DTFT of DT Unit Sample Train

— Also periodic impulse train – in the frequency domain!

309
 FT Properties
FT Convolution Property

CT

DT

310
CT Convolution Example

311
312
DT Convolution Example

313
 Differentiation/Shift Property

CT

DT

314
 CT LTI Systems of LCCDE’s
(Linear-constant-coefficient differential equations)

Using the Differentiation Property

1) Rational, can use

PFE to get h(t)
2) If X(j) is rational
e.g.
then Y(j) is also rational
315
316
DT LTI System Described by LCCDE’s

Rational
function of e-
j
,
use PFE to get
h[n]
317
 CT Multiplication Property

The CTFT has the duality property,

thus if

then the other

way around is
also true

318
Examples of the CTFT Multiplication Property

319
320
CTFT Multiplication Property Example (continued)

321
DTFT Multiplication Property

322
Example:

323
324
 CT and DT Parsevals

CT:

DT:

Total energy in Total energy in

time domain frequency domain

325
 DT Time and Frequency Shifting

— Important implications in DT because of periodicity

Example

326
 DT Time Expansion
7) Time Expansion Time scale in CT is
Recall CT property: infinitely fine
But in DT: x[n/2] makes no sense
x[2n] misses odd values of x[n]
But we can “slow” a DT signal down by inserting zeros:
k — an integer ≥ 1
x(k)[n] — insert (k - 1) zeros between successive values

Insert two zeros

in this example

327
328
DT Time Expansion (continued)

— Stretched by a factor
of k in time domain

— compressed by a factor
of k in frequency domain

329
 Conclusions
• DTFT maps from discrete-time function to
continuous frequency function CTFT maps from a
continuous function to a continuous function.
• CTFT has duality.
• DTFT is 2pi periodic.
• DTFT and CTFT have many properties in common.
• Next time – Sampling (Chapter 7).

330