3. The Frequency Domain

In the section on LTI systems we have seen that complex expontials are the eigenfunctions of LTI systems. Let \(x(t)=\exp(-j\omega t)\) then the output of an LTI system with impulse response \(h(t)\) is given as \(y(t)=H(\omega)x(t)\).

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where \(H(\omega)\) is completely determined by the impulse response \(h(t)\):

\[H(\omega) = \int_{-\infty}^{\infty} h(t) e^{-j \omega t} dt\]

What would happen if the eigenfunctions would form a basis of signal (function) space, i.e. what if we could write any function \(x(t)\) as a linear combination of complex exponential functions? Because we are dealing with a linear system the response to \(x(t)\) would be the linear combination of the responses of all transformed complex exponentials. So knowing what an LTI system does for any frequency \(\omega\) enables us to calculate what the system does for an arbitrary signal.

This in a nutshell is what the frequency domain analysis of signals and systems is all about.

In this chapter we will look at Fourier Series and Fourier transforms both for CT and DT signals. All the four combinations are closely related and all are dealt with in this chapter.

The table below states all four versions of “Fourier Analysis”. For now you need not understand what this all means. We will start this chapter with the second row and only then look at discrete time signals and systems.

Periodic

Non-periodioc

Discrete Time

DT Fourier Series

\[x[n] = \sum_{k=0}^{N-1} a_k e^{j k \frac{2\pi}{N} n}\]
\[a_k = \frac{1}{N}\sum_{n=0}^{N-1} x[n] e^{-j k \frac{2\pi}{N} n}\]

DT Fourier Transform

\[x[n] = \frac{1}{2\pi} \int_{\langle 2\pi \rangle} X(\Omega) e^{j\Omega n} d\Omega\]
\[X(\Omega) = \sum_{n=-\infty}^{\infty} x[n]e^{-j \Omega n}\]

Continuous Time

CT Fourier Series

\[x(t) = \sum_{k=-\infty}^{\infty} a_k e^{j k \omega_0 t}\]
\[a_k = \frac{1}{T_0}\int_{\langle T_0 \rangle} x(t) e^{-j k \omega_0 t} dt\]

CT Fourier Transform

\[x(t) = \frac{1}{2\pi} \int_{-\infty}^{\infty} X(\omega) e^{j\omega t} d\omega\]
\[X(\omega) = \int_{-\infty}^{\infty} x(t) e^{-j \omega t} dt\]