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==[[Lecture21ECE301S11|Lecture 21]]==
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=[[Lecture21ECE301S11|Lecture 21]]=
=== Multiplication Property ===
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== 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 ===
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== 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:
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<math>
 
<math>
 
\begin{align}
 
\begin{align}
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</math>
 
</math>
  
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==[[Table_DT_Fourier_Transforms|Def of DT F.T.]]==
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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]]
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 +
<math>
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\begin{align}
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x[n] &\xrightarrow{\mathcal{F}} \mathcal{X}(\omega) \text{ in book as }\mathcal{X}(e^{j\omega})& \\
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x[n] &\xleftarrow{\mathcal{F}^{-1}} \mathcal{X}(\omega) &\\
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\mathcal{X}(\omega) & =  \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} &\\
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x[n] &= \frac{1}{2\pi}\int_{0}^{2\pi} \mathcal{X}(\omega)e^{j \omega n} d\omega &
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\end{align}
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</math>
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===Example===
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Compute the FT of <math class="inline">x[n] = 2^{-n}u[n]</math>
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 +
<math>
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\begin{align}
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\mathcal{X}(\omega) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\
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&= \sum_{n=-\infty}^{\infty}2^{-n}u[n]e^{-j\omega n} \\
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&= \sum_{n=0}^{\infty}2^{-n}e^{-j\omega n} \\
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&= \sum_{n=0}^{\infty}\left(\frac{1}{2e^{-j\omega}}\right)^n \\
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&= \frac{1}{1-\frac{1}{2e^{j\omega}}}
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\end{align}
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</math>
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==[[Table_DT_Fourier_Transforms|Properties of DT FT]] ==
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===Periodicity===
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<math>
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\begin{align}
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\mathcal{X}(\omega + 2\pi) &= \mathcal{X}\text{, for all } \omega \\
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\text{because} & \\
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\mathcal{X}(\omega + 2 \pi) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j(\omega + 2\pi)n} \\
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&= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} e^{-j2\pi n} \\
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&= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\
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&= \mathcal{X}(\omega)
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\end{align}
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</math>
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===Linearity===
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<math> \text{for all }a,b,c \in \mathcal{C}\text{ and all } x_1[n],x_2[n]</math>
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<math> \mathcal{F}(ax_1[n] + bx_2[n]) = a\mathcal{F}(n_1[n]) + b\mathcal{F}(n_2[n])</math>
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provided both FT's exist.
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===The FT of DT periodic signals ===
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<math> x[n] \text{ periodic} \Rightarrow x[n] = \sum_{n=0}^{N-1}a_k e^{\omega_0 n k }</math>
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<math> \mathcal{F}(x[n]) = \sum_{n=0}^{N-1}a_k \mathcal{F}\left(e^{\omega_0 n k }\right) </math>, by linearity
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so all we need is the FT of <math class="inline"> e^{j k \omega_0 n} </math>
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we want <math class="inline"> \mathcal{X}(\omega)</math> such that
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<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
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 +
<math> \mathcal{X}(\omega) = \sum_{m = -\infty}^{\infty} 2\pi \delta(\omega - \omega_0 k + 2\pi m)</math>
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 +
---
 
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 08:11, 7 March 2011

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.

Lecture.pdf

Lecture.tex

Lecture5.pdf

Lectures 1 - 4

Alumni Liaison

has a message for current ECE438 students.

Sean Hu, ECE PhD 2009