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Leo Lam © 2010-2011 Signals and Systems EE235 Leo Lam

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Leo Lam © 2010-2011 Today’s menu Orthogonality (last slide) Fourier Series

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x 1 (t) t x 2 (t) t x 3 (t) t T T T T/2 x 1 (t)x 2 (t) t T x 2 (t)x 3 (t) t T 3 Orthogonal signals Any special observation here?

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Fourier Series Leo Lam © 2010-2011 4 Fourier Series/Transform: Build signals out of complex exponentials Established “orthogonality” x(t) to X(j ) Oppenheim Ch. 3.1-3.5 Schaum’s Ch. 5

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Fourier Series: Orthogonality Leo Lam © 2010-2011 5 Vectors as a sum of orthogonal unit vectors Signals as a sum of orthogonal unit signals How much of x and of y to add? x and y are orthonormal (orthogonal and normalized with unit of 1) x y a = 2x + y of x of y a

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Fourier Series: Orthogonality in signals Leo Lam © 2010-2011 6 Signals as a sum of orthogonal unit signals For a signal f(t) from t 1 to t 2 Orthonormal set of signals x 1 (t), x 2 (t), x 3 (t) … x N (t) of Does it equal f(t)?

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Fourier Series: Signal representation Leo Lam © 2010-2011 7 For a signal f(t) from t 1 to t 2 Orthonormal set of signals x 1 (t), x 2 (t), x 3 (t) … x N (t) Let Error: of

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Fourier Series: Signal representation Leo Lam © 2010-2011 8 For a signal f(t) from t1 to t2 Error: Let {x n } be a complete orthonormal basis Then: Summation series is an approximation Depends on the completeness of basis Does it equal f(t)? of Kind of!

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Fourier Series: Parseval’s Theorem Leo Lam © 2010-2011 9 Compare to Pythagoras Theorem Parseval’s Theorem Generally: c a b Energy of vector Energy of each of orthogonal basis vectors All x n are orthonormal vectors with energy = 1

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Fourier Series: Orthonormal basis Leo Lam © 2010-2011 10 x n (t) – orthonormal basis: –Trigonometric functions (sinusoids) –Exponentials –Wavelets, Walsh, Bessel, Legendre etc... Fourier Series functions

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Trigonometric Fourier Series Leo Lam © 2010-2011 11 Set of sinusoids: fundamental frequency 0 Note a change in index

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Trigonometric Fourier Series Leo Lam © 2010-2011 12 Orthogonality check: for m,n>0

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Trigonometric Fourier Series Leo Lam © 2010-2011 13 Similarly: Also true: prove it to yourself at home:

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Trigonometric Fourier Series Leo Lam © 2010-2011 14 Find coefficients:

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Trigonometric Fourier Series Leo Lam © 2010-2011 15 Similarly for:

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Compact Trigonometric Fourier Series Leo Lam © 2010-2011 16 Compact Trigonometric: Instead of having both cos and sin: Recall: Expand and equate to the LHS

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Compact Trigonometric to e st Leo Lam © 2010-2011 17 In compact trig. form: Remember goal: Approx. f(t) Sum of e st Re-writing: And finally:

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Leo Lam © 2010-2011 Summary Fourier series Periodic signals into sum of exp.

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