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− | + | =[[Lecture21ECE301S11|Lecture 21]]= | |
− | + | == Multiplication Property == | |
<math> \mathcal{F}(x_1(t) x_2(t)) = \frac{1}{2\pi}\mathcal{F}(x_1(t))*\mathcal{F}(x_2(t))</math> | <math> \mathcal{F}(x_1(t) x_2(t)) = \frac{1}{2\pi}\mathcal{F}(x_1(t))*\mathcal{F}(x_2(t))</math> | ||
− | + | == Causal LTI system defined by cst coeff diff equations == | |
<math> \sum_{k=0}^{N}a_k \frac{d^k}{dt^k}y(t) = \sum_{k=0}^{M}b_k \frac{d^k}{dt^k}x(t)</math> | <math> \sum_{k=0}^{N}a_k \frac{d^k}{dt^k}y(t) = \sum_{k=0}^{M}b_k \frac{d^k}{dt^k}x(t)</math> | ||
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Steps to solve: | Steps to solve: | ||
+ | |||
<math> | <math> | ||
\begin{align} | \begin{align} | ||
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</math> | </math> | ||
+ | ==[[Table_DT_Fourier_Transforms|Def of DT F.T.]]== | ||
+ | Here are the practice problems that do this: [[Fourier_transform_3numinusn_DT_ECE301S11|Problem 1]], [[Fourier_transform_cosine_DT_ECE301S11|Problem 2]], [[Fourier_transform_window_DT_ECE301S11|Problem 3]] | ||
+ | |||
+ | <math> | ||
+ | \begin{align} | ||
+ | x[n] &\xrightarrow{\mathcal{F}} \mathcal{X}(\omega) \text{ in book as }\mathcal{X}(e^{j\omega})& \\ | ||
+ | x[n] &\xleftarrow{\mathcal{F}^{-1}} \mathcal{X}(\omega) &\\ | ||
+ | \mathcal{X}(\omega) & = \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} &\\ | ||
+ | x[n] &= \frac{1}{2\pi}\int_{0}^{2\pi} \mathcal{X}(\omega)e^{j \omega n} d\omega & | ||
+ | \end{align} | ||
+ | </math> | ||
+ | ===Example=== | ||
+ | Compute the FT of <math class="inline">x[n] = 2^{-n}u[n]</math> | ||
+ | |||
+ | <math> | ||
+ | \begin{align} | ||
+ | \mathcal{X}(\omega) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\ | ||
+ | &= \sum_{n=-\infty}^{\infty}2^{-n}u[n]e^{-j\omega n} \\ | ||
+ | &= \sum_{n=0}^{\infty}2^{-n}e^{-j\omega n} \\ | ||
+ | &= \sum_{n=0}^{\infty}\left(\frac{1}{2e^{-j\omega}}\right)^n \\ | ||
+ | &= \frac{1}{1-\frac{1}{2e^{j\omega}}} | ||
+ | \end{align} | ||
+ | </math> | ||
+ | |||
+ | ==[[Table_DT_Fourier_Transforms|Properties of DT FT]] == | ||
+ | ===Periodicity=== | ||
+ | <math> | ||
+ | \begin{align} | ||
+ | \mathcal{X}(\omega + 2\pi) &= \mathcal{X}\text{, for all } \omega \\ | ||
+ | \text{because} & \\ | ||
+ | \mathcal{X}(\omega + 2 \pi) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j(\omega + 2\pi)n} \\ | ||
+ | &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} e^{-j2\pi n} \\ | ||
+ | &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\ | ||
+ | &= \mathcal{X}(\omega) | ||
+ | \end{align} | ||
+ | </math> | ||
+ | ===Linearity=== | ||
+ | <math> \text{for all }a,b,c \in \mathcal{C}\text{ and all } x_1[n],x_2[n]</math> | ||
+ | |||
+ | <math> \mathcal{F}(ax_1[n] + bx_2[n]) = a\mathcal{F}(n_1[n]) + b\mathcal{F}(n_2[n])</math> | ||
+ | provided both FT's exist. | ||
+ | |||
+ | ===The FT of DT periodic signals === | ||
+ | <math> x[n] \text{ periodic} \Rightarrow x[n] = \sum_{n=0}^{N-1}a_k e^{\omega_0 n k }</math> | ||
+ | |||
+ | <math> \mathcal{F}(x[n]) = \sum_{n=0}^{N-1}a_k \mathcal{F}\left(e^{\omega_0 n k }\right) </math>, by linearity | ||
+ | |||
+ | so all we need is the FT of <math class="inline"> e^{j k \omega_0 n} </math> | ||
+ | |||
+ | we want <math class="inline"> \mathcal{X}(\omega)</math> such that | ||
+ | <math> \frac{1}{2\pi}\int_{0}^{2\pi}\mathcal{X}(\omega)e^{j\omega t} d\omega = e^{j\omega_0 n k}</math> | ||
+ | |||
+ | try <math class="inline"> \mathcal{X}(\omega) = 2\pi \delta(\omega - k\omega_0)</math> and it works. So the real answer is | ||
+ | |||
+ | <math> \mathcal{X}(\omega) = \sum_{m = -\infty}^{\infty} 2\pi \delta(\omega - \omega_0 k + 2\pi m)</math> | ||
+ | |||
+ | --- | ||
Here are my lecture notes from ECE301 you can download both files from my dropbox account by Prof. Boutin | Here are my lecture notes from ECE301 you can download both files from my dropbox account by Prof. Boutin | ||
Revision as of 07:11, 7 March 2011
Contents
Lecture 21
Multiplication Property
$ \mathcal{F}(x_1(t) x_2(t)) = \frac{1}{2\pi}\mathcal{F}(x_1(t))*\mathcal{F}(x_2(t)) $
Causal LTI system defined by cst coeff diff equations
$ \sum_{k=0}^{N}a_k \frac{d^k}{dt^k}y(t) = \sum_{k=0}^{M}b_k \frac{d^k}{dt^k}x(t) $
What is the frequency response of this system? Recall:
$ \begin{align} \mathcal{H}(\omega) &= \mathcal{F}(h(t)) \\ \mathcal{Y}(\omega) &= \mathcal{H}(\omega)\mathcal{X}(\omega) \end{align} $
Steps to solve:
$ \begin{align} \mathcal{F}\left(\sum_{k=0}^{N}a_k \frac{d^k}{dt^k}y(t)\right) &= \mathcal{F}\left( \sum_{k=0}^{M}b_k \frac{d^k}{dt^k}x(t) \right) \\ \sum_{k=0}^{N}a_k \mathcal{F}\left(\frac{d^k}{dt^k}y(t)\right) &= \sum_{k=0}^{M}b_k \mathcal{F}\left(\frac{d^k}{dt^k}x(t)\right) \\ & \text{recall: }\mathcal{F}\left(\frac{d^n}{dt^n}y(t)\right) = (j\omega)^n Y(\omega) \\ \sum_{k=0}^{N}a_k \left( j \omega \right)^k \mathcal{Y}(\omega) &= \sum_{k=0}^{M}b_k \left( j \omega \right)^k \mathcal{X}(\omega) \\ \mathcal{Y}(\omega) &= \frac{\sum_{k=0}^{M}b_k(j\omega)^{k}}{\sum_{k^\prime=0}^{N}a_k(j\omega)^{k^\prime}} \mathcal{X}(\omega) \\ \mathcal{H}(\omega) &= \frac{\sum_{k=0}^{M}b_k(j\omega)^{k}}{\sum_{k^\prime=0}^{N}a_k(j\omega)^{k^\prime}} \\ h(t) &= \mathcal{F}^{-1}\left(\mathcal{H}(\omega)\right) \end{align} $
Def of DT F.T.
Here are the practice problems that do this: Problem 1, Problem 2, Problem 3
$ \begin{align} x[n] &\xrightarrow{\mathcal{F}} \mathcal{X}(\omega) \text{ in book as }\mathcal{X}(e^{j\omega})& \\ x[n] &\xleftarrow{\mathcal{F}^{-1}} \mathcal{X}(\omega) &\\ \mathcal{X}(\omega) & = \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} &\\ x[n] &= \frac{1}{2\pi}\int_{0}^{2\pi} \mathcal{X}(\omega)e^{j \omega n} d\omega & \end{align} $
Example
Compute the FT of $ x[n] = 2^{-n}u[n] $
$ \begin{align} \mathcal{X}(\omega) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\ &= \sum_{n=-\infty}^{\infty}2^{-n}u[n]e^{-j\omega n} \\ &= \sum_{n=0}^{\infty}2^{-n}e^{-j\omega n} \\ &= \sum_{n=0}^{\infty}\left(\frac{1}{2e^{-j\omega}}\right)^n \\ &= \frac{1}{1-\frac{1}{2e^{j\omega}}} \end{align} $
Properties of DT FT
Periodicity
$ \begin{align} \mathcal{X}(\omega + 2\pi) &= \mathcal{X}\text{, for all } \omega \\ \text{because} & \\ \mathcal{X}(\omega + 2 \pi) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j(\omega + 2\pi)n} \\ &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} e^{-j2\pi n} \\ &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\ &= \mathcal{X}(\omega) \end{align} $
Linearity
$ \text{for all }a,b,c \in \mathcal{C}\text{ and all } x_1[n],x_2[n] $
$ \mathcal{F}(ax_1[n] + bx_2[n]) = a\mathcal{F}(n_1[n]) + b\mathcal{F}(n_2[n]) $ provided both FT's exist.
The FT of DT periodic signals
$ x[n] \text{ periodic} \Rightarrow x[n] = \sum_{n=0}^{N-1}a_k e^{\omega_0 n k } $
$ \mathcal{F}(x[n]) = \sum_{n=0}^{N-1}a_k \mathcal{F}\left(e^{\omega_0 n k }\right) $, by linearity
so all we need is the FT of $ e^{j k \omega_0 n} $
we want $ \mathcal{X}(\omega) $ such that $ \frac{1}{2\pi}\int_{0}^{2\pi}\mathcal{X}(\omega)e^{j\omega t} d\omega = e^{j\omega_0 n k} $
try $ \mathcal{X}(\omega) = 2\pi \delta(\omega - k\omega_0) $ and it works. So the real answer is
$ \mathcal{X}(\omega) = \sum_{m = -\infty}^{\infty} 2\pi \delta(\omega - \omega_0 k + 2\pi m) $
--- Here are my lecture notes from ECE301 you can download both files from my dropbox account by Prof. Boutin
There are bound to be a few errors in the document, if you find them please let me know and I'll fix them ASAP.
Lecture.pdf contains all lectures after lecture 5.