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Frequency Response and Continuous-time Fourier Transform

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<strong>Frequency</strong> <strong>Response</strong> <strong>and</strong><br />

<strong>Continuous</strong>-<strong>time</strong> <strong>Fourier</strong> <strong>Transform</strong>


Goals<br />

Signals <strong>and</strong> Systems in the FD-part II<br />

I. (Finite-energy) signals in the <strong>Frequency</strong> Domain<br />

- The <strong>Fourier</strong> <strong>Transform</strong> of a signal<br />

- Classification of signals according to their spectrum<br />

(low-pass, high-pass, b<strong>and</strong>-pass signals)<br />

- <strong>Fourier</strong> <strong>Transform</strong> properties<br />

II. LTI systems in the <strong>Frequency</strong> Domain<br />

- Impulse <strong>Response</strong> <strong>and</strong> <strong>Frequency</strong> <strong>Response</strong> relation<br />

- Computation of general system responses in the FD<br />

III. Applications to audio signals<br />

- A simple design of an equalizer


Objectives<br />

How can we extend the <strong>Fourier</strong> Series method to other signals?<br />

There are two main approaches:<br />

The <strong>Fourier</strong> <strong>Transform</strong> (used in signal processing)<br />

The Laplace <strong>Transform</strong> (used in linear control systems)<br />

The <strong>Fourier</strong> <strong>Transform</strong> is a particular case of the Laplace<br />

<strong>Transform</strong>, so the properties of Laplace transforms are<br />

inherited by <strong>Fourier</strong> transforms. One can compute <strong>Fourier</strong><br />

transforms in the same way as Laplace transforms.


!<br />

!<br />

<strong>Fourier</strong> <strong>Transform</strong><br />

Generalization of <strong>Fourier</strong> Series to aperiodic functions<br />

Recall, for a periodic function of period ,<br />

$<br />

%<br />

x(t) = X[k]e jk" 0t<br />

k =#$<br />

For an aperiodic function, take<br />

x(t) = 1<br />

2" X( j#)e j#t %<br />

& ! d#<br />

1 4 4 4 4 $% 2 4 4 4 4 3<br />

!<br />

Requires x(t) to be absolutely integrable<br />

!<br />

!<br />

x(t)<br />

X[k] = 1<br />

T0 !<br />

T0 "#<br />

$<br />

%<br />

T 0<br />

2<br />

$<br />

" T0<br />

2<br />

T 0<br />

x(t)e " jk# 0 t dt<br />

X( j") = x(t)e # j"t dt<br />

1 4 4 4 #$ 2 4 4 4 3<br />

Inverse <strong>Fourier</strong> transform <strong>Fourier</strong> transform<br />

# !<br />

$ x(t) dt < #<br />

"#<br />

'<br />

)<br />

(<br />

lim<br />

1<br />

T0 " # T0 $ d% *<br />

,<br />

2& +


General signals in the <strong>Frequency</strong> Domain<br />

The signal representation in the <strong>Frequency</strong> Domain is the<br />

graph of <strong>and</strong> of<br />

One can classify signals into:<br />

!<br />

| F( j") |<br />

!<br />

"F( j#) = arctan(Im(F( j#) /Re(F( j#))<br />

Low-pass signal: The energy of the signal is concentrated<br />

at low frequencies (these signals have “slow transitions”<br />

in the <strong>time</strong> domain <strong>and</strong> are smooth)<br />

High-pass signal: The energy of the signal is concentrated<br />

at high frequencies (these signals have zero mean <strong>and</strong><br />

rapidly changing values; e.g. noise)<br />

B<strong>and</strong>-pass signal: The spectrum vanishes at low <strong>and</strong> high<br />

frequencies <strong>and</strong> concentrates in an intermediate<br />

frequency b<strong>and</strong> (signals that look more like a pure<br />

sinusoid with high frequency)


Graphical Interpretation TD versus FD<br />

Examples using cyclic frequency:<br />

Low-pass<br />

B<strong>and</strong>-pass<br />

High-pass


!<br />

!<br />

Examples: computation of FT<br />

Let’s compute the FT of<br />

$<br />

Let’s compute the FT of<br />

$<br />

x(t)= e "a|t| , Re(a) > 0<br />

X( j") = x(t)e<br />

!<br />

# j"t % dt = e<br />

#$<br />

#a|t| e # j"t % dt = e<br />

#$<br />

at # j"t % dt + e<br />

#$<br />

#at # j"t % dt<br />

0<br />

0<br />

$<br />

& 1 ) &<br />

# j" )t 1 )<br />

+ j" )t<br />

= ( e(a + # ( e#(a +<br />

' a # j" * a + j" #$ '<br />

* 0<br />

1<br />

=<br />

a # j" +<br />

1<br />

a + j" =<br />

2a<br />

a 2 +" 2<br />

$<br />

$<br />

x(t)=1<br />

X( j") = x(t)e<br />

!<br />

# j"t % dt = e<br />

#$<br />

# j"t % dt = ? Integral does not converge<br />

#$<br />

0<br />

$


!<br />

Computation of FT<br />

What do we do? Calculate FT of <strong>and</strong> then take<br />

Now,<br />

Therefore,<br />

X " ( j#) =<br />

2"<br />

" 2 +# 2<br />

!<br />

lim<br />

" # 0 X " ( j$) = 0, if $ % 0<br />

Similarly, one can also compute<br />

!<br />

!<br />

X( j") = 2#$(")<br />

!<br />

x(t)e "#t , # > 0<br />

lim<br />

" # 0 X " ( j$) = %, if $ = 0<br />

!<br />

cos(at) " #($(% & a) +$(% + a))<br />

sin(at) " j#($(% + a) &$(% & a))<br />

!<br />

&<br />

'<br />

%&<br />

" #0<br />

X " ( j#)d# = 2$


Graphical representation<br />

Observe this is the same as the <strong>Fourier</strong> Series spectrum graphs!


TD <strong>and</strong> FD representation of a signal<br />

The Time Domain <strong>and</strong> <strong>Frequency</strong> Domain representations are<br />

used to emphasize different aspects<br />

TD graph: you can see when something occurs <strong>and</strong> the<br />

amplitude of occurrence. For example, this is good for<br />

describing step or discontinuous signals<br />

FD graph: the magnitude <strong>and</strong> phase gives you information<br />

about what produces the oscillations present in the signal.<br />

Good for describing audio signals<br />

Example: sound from ringing a wine glass.<br />

The harmonics, fundamental frequency, tells<br />

us the nature of the material that produced<br />

it. This information is not contained in a<br />

single sample <strong>time</strong> of a TD description


TD versus FD: what to choose?<br />

In general, the use of TD or FD signal representations depends<br />

on the application you are working with<br />

For ECG monitors, you want to emphasize <strong>time</strong> occurrences,<br />

<strong>and</strong> produce filters that generate good step responses*. So<br />

you study <strong>time</strong> domain representations of step responses<br />

For a hearing aid, you want to emphasize certain frequency<br />

ranges, so you want to optimize your filter with respect to<br />

frequency responses. So you study frequency domain<br />

representations of audio signals<br />

Filters that perform well in terms of frequencies do not perform<br />

well in terms of step responses, <strong>and</strong> the other way around<br />

*a good step response should have a shape as close to a step as possible


<strong>Fourier</strong> <strong>Transform</strong> pairs Table<br />

A few more examples of <strong>Fourier</strong> <strong>Transform</strong> pairs from the book<br />

(Table 10.1, observe there are two columns, one for f<strong>and</strong><br />

one for )<br />

!<br />

!<br />

!<br />

!<br />

!<br />

"<br />

!<br />

!<br />

1" 2#$(%)<br />

u(t) " #$(%) + 1<br />

j%<br />

e "at u(t) # 1<br />

j$ + a<br />

cos(at) " #($(% & a) + $(% + a))<br />

sin(at) " j#($(% + a) &$(% & a))<br />

rect(t) " sinc(# /2$)<br />

sinc(t) " rect(# /2$)<br />

!


<strong>Fourier</strong> <strong>Transform</strong> properties (radian freq)<br />

Linearity<br />

Shift in <strong>time</strong><br />

Time scaling<br />

<strong>Frequency</strong> scaling<br />

<strong>Frequency</strong> shifting<br />

Modulation<br />

Differentiation<br />

Integration<br />

!<br />

!<br />

!<br />

!<br />

!<br />

!<br />

!<br />

ax(t) + by(t) " aX( j#) + bY( j#)<br />

" j$c<br />

x(t " c) # X( j$)e<br />

x(at) " 1 #<br />

X( j<br />

| a | a )<br />

x(t)e j" 1 t<br />

x( ) " X(aj#)<br />

| a | a<br />

0t<br />

# X( j(" $"0))<br />

x(t)sin" 0t # j<br />

2 X( j" + j" [ 0) $ X( j" $ j" 0) ]<br />

x(t)cos" 0t # 1<br />

2 X( j" + j" [ 0) + X( j" $ j" 0) ]<br />

t<br />

%<br />

#$<br />

d n x(t)<br />

dt n<br />

" ( j# ) n<br />

X( j#)<br />

x ( " )d" & 1<br />

X( j') + (X(0 )( j')<br />

j'


Convolution property of <strong>Fourier</strong> transforms<br />

Convolution/Multiplication duality:<br />

h(t) " f (t) = h(t #$) f ($)d$ ' H( j()F( j()<br />

#%<br />

!<br />

In particular we have<br />

!<br />

%<br />

&<br />

!<br />

h(t) f (t) " 1<br />

2# H( j$) * F( j$)<br />

F<br />

h(t) " $ # H( j%)


!<br />

!<br />

!<br />

What are the implications?<br />

For a stable linear system we can compute system responses as<br />

( )<br />

Y j" , X j" are signal <strong>Fourier</strong> transforms<br />

H( j" )<br />

is the system frequency response<br />

Spectra<br />

!<br />

!<br />

The <strong>Frequency</strong> <strong>Response</strong> contains all the information needed to<br />

determine any system response<br />

!<br />

Deconvolutions can be computed by division in the FD:<br />

y(t) = h(t) * x(t)<br />

If , then<br />

Y( j" ) = H( j" )X j"<br />

(can be done for invertible systems)<br />

!<br />

( )<br />

( )<br />

Y( j") = H( j") X( j"), #Y( j") = #H( j") + #X( j")<br />

x(t) = F "1 {Y( j#) /H( j#)}


Signals/systems in the FD<br />

Similarly to the <strong>Fourier</strong> Series case, once the input signal <strong>and</strong><br />

system <strong>Fourier</strong> transforms are computed, the response<br />

can be obtained through simple multiplication <strong>and</strong> sum<br />

operations<br />

Additionally, the FT/IFT can be approximated in a computer<br />

through special routines: the FFT (Fast <strong>Fourier</strong> <strong>Transform</strong>)<br />

<strong>and</strong> the IFFT (Inverse Fast <strong>Fourier</strong> <strong>Transform</strong>)<br />

Overall, this makes the whole process in the FD much<br />

faster than convolution in the TD. The only disadvantage<br />

is that the FT only applies to finite energy signals


Goals<br />

Signals/systems in the FD<br />

I. (Finite-energy) signals in the <strong>Frequency</strong> Domain<br />

- The <strong>Fourier</strong> <strong>Transform</strong> of a signal<br />

- Classification of signals according to their spectrum (lowpass<br />

signals, high-pass signals, b<strong>and</strong>-pass signals)<br />

- <strong>Fourier</strong> <strong>Transform</strong> properties<br />

II. LTI systems in the <strong>Frequency</strong> Domain<br />

- Impulse <strong>Response</strong> <strong>and</strong> <strong>Frequency</strong> <strong>Response</strong> relation<br />

- Computation of general system responses in the FD<br />

III. Applications to audio signals<br />

- A simple design of an equalizer


A simple design of an equalizer<br />

Applications of the <strong>Fourier</strong> <strong>Transform</strong> theory are many. One of<br />

them is the design of equalizers to accomplish different<br />

effects on audio signals:<br />

-Bass volume or low frequencies in your audio system can<br />

be implemented using a low-pass filter;<br />

-Treble volume or high frequencies can be implemented<br />

using a high-pass filter<br />

!<br />

H 1(") = " c<br />

j" + " c<br />

-The previous two filters can be combined together to<br />

filter only those sounds with frequencies around a value of<br />

!<br />

!<br />

H 2(") =<br />

H 3 (") = " c<br />

j" + " c<br />

j"<br />

j" + " c<br />

#<br />

j"<br />

j" + " c<br />

!<br />

" c


A simple design of an equalizer<br />

Example graphs of these filters for a given values of<br />

the cutoff frequencies " c#lowpass = 50000, " c#highpass =100<br />

:<br />

!<br />

!


A simple design of an equalizer<br />

Another example of b<strong>and</strong>-pass filter centered at a<br />

given frequency " 0 =1 <strong>and</strong> whose magnitude can<br />

be adjusted is the following:<br />

!<br />

(Each color<br />

corresponds to a different<br />

choice of "<br />

)<br />

!<br />

!<br />

H1(") = ( j")2 + j2" 0" /10 # 2<br />

+ " 0<br />

( j") 2 + j2" 0" $10 # 2<br />

+ " 0


A simple design of an equalizer<br />

A simple equalizer can be built by “connecting in series” b<strong>and</strong>pass<br />

filters like the previous one as follows:<br />

The center frequencies of each b<strong>and</strong>-pass filter are 20Hz, 30Hz,<br />

40Hz,…. The <strong>Frequency</strong> <strong>Response</strong> of the equalizer is obtained<br />

by summing all the b<strong>and</strong>-pass filters’ FR. By choosing<br />

different values of the parameters beta, one can emphasize<br />

or de-emphasize any frequency range in an audio signal


Important points to remember:<br />

Summary<br />

A signal can be classified into a low-pass, high-pass or b<strong>and</strong>-pass signal<br />

depending on its magnitude <strong>and</strong> phase spectrum<br />

In the <strong>time</strong> domain, low-pass signals correspond to signals with slow<br />

transitions. High-pass signals correspond to signals with fast<br />

transitions. B<strong>and</strong>-pass signals look like sinusoids/co-sinusoids.<br />

The <strong>Fourier</strong> <strong>Transform</strong> theory allows us to extend the techniques <strong>and</strong><br />

advantages of <strong>Fourier</strong> Series to more general signals <strong>and</strong> systems<br />

In particular we can compute the response of a system to a signal by<br />

multiplying the system <strong>Frequency</strong> <strong>Response</strong> <strong>and</strong> the signal <strong>Fourier</strong><br />

<strong>Transform</strong>. (And we can avoid convolution)<br />

The <strong>Fourier</strong> <strong>Transform</strong> of the Impulse <strong>Response</strong> of a system is precisely<br />

the <strong>Frequency</strong> <strong>Response</strong><br />

The <strong>Fourier</strong> <strong>Transform</strong> theory can be used to accomplish different audio<br />

effects, e.g. the design of equalizers

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