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Complex Analysis 101

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Complex Analysis L01: Overview & Motivation, Complex Arithmetic, Euler's Formula & Polar Coordinates

1. Overview & Motivation:

The script starts with an introduction to the importance of complex analysis, especially in understanding real-world phenomena like oscillating systems and electromagnetic waves. Complex numbers and complex functions are central to this field, enabling the solution of mathematical problems that arise in engineering, physics, and applied sciences.

2. Imaginary Numbers & Their Historical Context:

Imaginary numbers are defined with the notation \(i\), where \(i^2 = -1\). In the 17th century, Descartes and others were initially skeptical about imaginary numbers. However, later mathematicians like Euler and Gauss showed how imaginary numbers could be useful, leading to their acceptance in the mathematical community.

3. Introduction to Complex Numbers:

Complex numbers are numbers of the form:

\[ z = x + iy \]

where \(x\) is the real part and \(iy\) is the imaginary part. Complex numbers are necessary to solve certain types of polynomial equations, especially those with no real solutions.

4. Mathematical Operations on Complex Numbers:

  • Addition and Subtraction of complex numbers follow standard rules, combining real parts and imaginary parts separately.
  • Multiplication involves distributing terms and using the property \(i^2 = -1\).
  • Division of complex numbers is handled by multiplying both the numerator and the denominator by the conjugate of the denominator, ensuring the denominator becomes real.

5. Complex Functions and Euler’s Formula:

Euler’s formula connects complex exponentials and trigonometric functions:

\[ e^{i\theta} = \cos(\theta) + i\sin(\theta) \]

This formula is key to understanding complex functions and signal processing. A complex number can be expressed in polar form:

\[ r e^{i\theta} \]

where \(r\) is the modulus and \(\theta\) is the phase (or angle).

6. Complex Functions in Physics:

Complex functions are used to model physical phenomena in a range of fields like electromagnetism, quantum mechanics, fluid dynamics, and signal processing. In particular, complex exponentials represent oscillations, enabling efficient calculations in both time and frequency domains.

7. Euler’s Formula and Polar Coordinates:

  • Polar form is used for easier computation, especially when dealing with oscillatory behavior. The real part corresponds to cosine, and the imaginary part corresponds to sine.
  • The magnitude of a complex number is found using the Pythagorean theorem:
\[ r = \sqrt{x^2 + y^2} \]
  • The phase angle \(\theta\) is determined by the inverse tangent function:
\[ \theta = \tan^{-1}\left(\frac{y}{x}\right) \]

8. Applications in Physics and Engineering:

  • Wave Equations and Heat Equations: Complex numbers are fundamental in solving equations related to wave propagation, oscillations, and thermal diffusion.
  • Electromagnetic Theory: Involving the use of complex exponentials to represent oscillating electric and magnetic fields.
  • Quantum Mechanics: Used extensively in Schrödinger’s equation for modeling wave functions.

9. Complex Arithmetic:

  • Addition: If \(z_1 = x_1 + iy_1\) and \(z_2 = x_2 + iy_2\), then:
\[ z_1 + z_2 = (x_1 + x_2) + i(y_1 + y_2) \]
  • Multiplication: If \(z_1 = x_1 + iy_1\) and \(z_2 = x_2 + iy_2\), then:
\[ z_1 \times z_2 = (x_1x_2 - y_1y_2) + i(x_1y_2 + y_1x_2) \]
  • Division: To divide \(z_1\) by \(z_2\), multiply by the conjugate of the denominator to eliminate the imaginary part:
\[ \frac{z_1}{z_2} = \frac{x_1 + iy_1}{x_2 + iy_2} \times \frac{x_2 - iy_2}{x_2 - iy_2} \]

10. Fourier Transforms and Signal Processing:

Complex numbers, through Fourier transforms, are used to analyze signals in both the time domain and the frequency domain. In signal processing, complex numbers are used to represent signals, particularly when working with sinusoidal waves.

11. Polar Representation and Complex Exponentials:

The complex number \(z = r \cdot e^{i\theta}\) is useful because multiplication and division are easier in polar form. The complex exponential form helps simplify operations involving oscillatory behavior, common in various fields like electrical engineering.

12. Next Topics:

  • Further exploration of complex functions, including their derivatives and integrals.
  • Applications of complex analysis in solving real-world differential equations, like Laplace's equation.
  • Detailed examples involving complex contour integrals.

Fourier Transforms

The Fourier transform explains how a signal in one domain (time) can be transformed into another domain (frequency), and viceversa.

The transform equation expresses a time-domain function \(x(t)\) in terms of a frequency-domain function \(X(\omega)\).

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

A time-domain function can be represented as a combination of waveforms. Each waveforms has a real and an imaginary component:

  • Real component: \( \cos(\omega t) \).
  • Imaginary component: \( \sin(\omega t) \).

These waveforms are the building blocks for the transformation and they are referred as basis functions. With the Euler's formula we obtain:

\[ \Large x(t)=\frac{1}{2 \pi} \int_{-\infty}^{\infty} X(j \omega) [(\cos (\omega t)+j \sin (\omega t)] d \tau \]

The formula indicates that we consider all the frequencies from \(-\infty\) to \(\infty\). Each function \(X(j\omega)\) at a specific frequency (e.g., \(\omega_1\), \(\omega_2\), etc.) weights the basis functions \(\cos (\omega t)\) and \(\sin (\omega t)\).

   
   

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This means that any time-domain signal \(x(t)\) that has finite energy can be written as a summation of the basis functions \(\cos(\omega t)\) and \(\sin(\omega t)\) at all frequencies (from \(-\infty\) to \(\infty\) ), each multiplied by a factor \(X(j\omega)\).

   
   

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\(x(t)\) and \(X(jw)\) are equivant representations of the same signal, and any signal \(x(t)\) can be made up of sinusoidal components.

More Considerations

Let’s consider, for example, a voice signal \(x(t)\), which has low-pass characteristics, meaning that I can only produce the sound of my voice at certain frequencies below \(\omega\).

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Let's have a cosine wave at different frequencies \(\cos \left(2 \pi f_1 t\right)\) and \(\cos \left(2 \pi f_2 t\right)\). In the frequency domain, each wave can have only a single frequency component, represented as a delta function (with the matching negative component).

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If we have an infinite number of wave functions each using a different frequency, all the delta functions appearing in the frequency domain (infinitely close together, forming a continuous signal in the frequency domain) will define the original signal in the time domain when summed up with the right weights.

To understand why we have negative components in the frequency domain, we can take a sine wave at the same frequency \(f_2\) as the previous cosine wave. They have the same frequency but a different phase.

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The signal \(w(t) = \sin \left(2 \pi f_2 t\right)\) can be written as a complex number by relying on the Euler's formula \(e^{j \theta}=\cos (\theta)+j \sin (\theta)\) and its counterpart \(e^{-j \theta}=\cos (\theta)-j \sin (\theta)\):

Add and subtract the equations :

  • \(e^{j \theta}+e^{-j \theta}=2 \cos (\theta)\) \(\rightarrow\) \(\cos (\theta)=\frac{e^{j \theta}+e^{-j \theta}}{2}\)
  • \(e^{j \theta}-e^{-j \theta}=2 j \sin (\theta)\) \(\rightarrow\) \(\sin (\theta)=\frac{e^{j \theta}-e^{-j \theta}}{2 j}\)

Now, use the formulas for \(sin(\theta)\) to rewrite \(w(t) = \sin \left(2 \pi f_2 t\right)\):

  • Substitute \(\theta=2 \pi f_2 t\) into the formula for \(\sin (\theta)\) :

    • \(\sin \left(2 \pi f_2 t\right)=\frac{e^{j 2 \pi f_2 t}-e^{-j 2 \pi f_2 t}}{2 j}\)
  • Replace \(\sin \left(2 \pi f_2 t\right)\) with \(w(t)\), as defined in the problem:

    • \(w(t)=\frac{1}{2 j}\left(e^{j 2 \pi f_2 t}-e^{-j 2 \pi f_2 t}\right)\)

Interpret the terms:

\[ \huge w(t)=\frac{1}{2 j}\left(e^{j 2 \pi f_2 t} - e^{-j 2 \pi f_2 t}\right) \]
  • \(\frac{1}{2 j}\) coefficient
  • \(e^{j 2 \pi f_2 t}\) represents the complex exponential at a positive frequency \(f_2\).
  • \(e^{-j 2 \pi f_2 t}\) represents the complex exponential at a negative frequency \(-f_2\).

So far, we have plotted only the magnitude of the signals in the frequency domain. However, since we are manipulating complex numbers, we also need to plot the phase.

Let’s rearrange the formula above and derive the polar coordinates:

  • Simplify the coefficient \(\frac{1}{2 j}\), by using the property \(\frac{1}{j}=-j\), rewrite:

    • \(\frac{1}{2 j}=-\frac{1}{2} j\)
  • In the complex plane, \(-j\) corresponds to a phase of \(-\frac{\pi}{2}\).

    • Using the polar form: \(-j=e^{-j_2\frac{\pi}{2}}\)
    • Substitute this into \(-\frac{1}{2} j=\frac{1}{2} e^{-j \frac{\pi}{2}}\)
  • Combining these results, we have:

\[ \huge \frac{1}{2 j}=-\frac{1}{2} j=\frac{1}{2} e^{-j \frac{\pi}{2}} \]
\[ \huge w(t)=-\frac{1}{2}j\left(e^{j 2 \pi f_2 t} - e^{-j 2 \pi f_2 t}\right) \]
\[ \huge= -\frac{1}{2}je^{j 2 \pi f_2 t}+\frac{1}{2}je^{-j 2 \pi f_2 t} \]
  • The positive frequency \(e^{j 2 \pi f_2 t}\) rotates \(90^{\circ}\) counterclockwise in the complex plane, and the coefficient introduces a phase of \(-\frac{\pi}{2}\).
  • The negative frequency \(e^{-j 2 \pi f_2 t}\) rotates \(90^{\circ}\) clockwise in the complex plane, and the coefficient introduces a phase of \(\frac{\pi}{2}\).

This is why the positive frequency has a phase of \(-\frac{\pi}{2}\) and the negative frequency has a phase of \(\frac{\pi}{2}\). Together, they ensure the correct representation of the real-valued sine wave.

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To summarize, at each frequency, there exist two different signals that are orthogonal: cosine and sine. Therefore, we need two components in the frequency domain, and this is one of the main reasons for using complex numbers.

Check the case for the cosine

Video link What is Negative Frequency?

Transformation of Rectangular Pulse Signal

Proof of Fourier Transform of a Rectangular Pulse Signal

Transform of a Rectangular Pulse Signal

\(\Large \Pi\left(\frac{t}{T}\right) \equiv \begin{cases} 1 & \text{if } |t| \leq \frac{T}{2} \\ 0 & \text{if } |t| > \frac{T}{2} \end{cases}\)

Rectangular Pulse Signal

\(\Large \mathcal{F(A\Pi\left(\frac{t}{T}\right))}=A T \frac{\sin \left(2 \pi f \frac{T}{2}\right)}{2 \pi f \frac{T}{2}}=A T \cdot \operatorname{sinc}(f T)\)

We want to compute the Fourier Transform of the rectangular pulse signal:

\[ A \Pi\left(\frac{t}{T}\right) \]

where \(\Pi(x)\) is the rectangular function defined as:

\[ \Pi(x) = \begin{cases} 1 & \text{if } |x| \leq \frac{1}{2}, \\ 0 & \text{otherwise.} \end{cases} \]

The goal is to prove:

\[ \mathcal{F} \left[ A \Pi\left(\frac{t}{T}\right) \right] = AT \cdot \text{sinc}(fT) \]

1. Fourier Transform Definition

The Fourier Transform of a time-domain signal \(x(t)\) is defined as:

\[ \mathcal{F}[x(t)] = X(f) = \int_{-\infty}^\infty x(t) e^{-j 2\pi f t} dt \]

For \(A \Pi\left(\frac{t}{T}\right)\), the function is nonzero only for \(|t| \leq \frac{T}{2}\). Thus, the limits of integration are restricted to \(t \in \left[-\frac{T}{2}, \frac{T}{2}\right]\), and the Fourier Transform becomes:

\[ X(f) = \int_{-\frac{T}{2}}^{\frac{T}{2}} A e^{-j 2\pi f t} dt \]

2. Solve the Integral

Factor out the constant \(A\):

\[ X(f) = A \int_{-\frac{T}{2}}^{\frac{T}{2}} e^{-j 2\pi f t} dt \]

This is a standard integral of the exponential function. The solution of this integral is:

\[ \int e^{-j 2\pi f t} dt = \frac{e^{-j 2\pi f t}}{-j 2\pi f} \]

Now evaluate this over the limits \(t = -\frac{T}{2}\) and \(t = \frac{T}{2}\):

\[ X(f) = A \left[ \frac{e^{-j 2\pi f \frac{T}{2}} - e^{j 2\pi f \frac{T}{2}}}{-j 2\pi f} \right] \]

3. Simplify the Expression

Combine the exponentials using Euler's formula:

\[ e^{-j\theta} - e^{j\theta} = -2j \sin(\theta) \]

Here, \(\theta = \pi f T\). Substituting this into the expression:

\[ X(f) = A \cdot \frac{-2j \sin(\pi f T)}{-j 2\pi f} \]

Cancel out the \(-j\) terms and simplify:

\[ X(f) = A \cdot \frac{\sin(\pi f T)}{\pi f} \]

4. Recognize the Sinc Function

The normalized sinc function is defined as:

\[ \text{sinc}(x) = \frac{\sin(\pi x)}{\pi x} \]

Substitute \(x = fT\) into the definition:

\[ X(f) = A T \cdot \text{sinc}(fT) \]

Final Result

Thus, the Fourier Transform of \(A \Pi\left(\frac{t}{T}\right)\) is:

\[ \mathcal{F} \left[ A \Pi\left(\frac{t}{T}\right) \right] = AT \cdot \text{sinc}(fT) \]

The Fourier transform of a periodic function in time results in a Dirac comb in the frequency domain.

Dirac delta function

\(\Large \delta\left(t-t_0\right)\) (i.e., impulse in \(t=t_0\))

Train of Dirac delta functions (i.e., train of impulses)

\(\Large \sum_{k=-\infty}^{k=\infty} \delta(t-k T)\)

Transform of a train of Dirac delta functions (i.e., train of impulses)

\(\Large \mathcal{F}\left\{\delta\left(t-T\right)\right\}=e^{-j 2 \pi f T}\)

  • The Fourier Transform of a train of impulses in time produces another train in the frequency domain.

  • The exponential term represents a phase shift in the frequency domain.

Transform of a train of impulses (i.e., Dirac delta functions)

Apply Fourier transform

\(\huge \mathcal{F}\left(\sum_{k=-\infty}^{\infty} \delta(t-k T)\right)=\int_{-\infty}^{\infty} \left(\sum_{k=-\infty}^{\infty} \delta(t-k T)\right) e^{-j 2 \pi f t} \, dt\)

Using the linearity of integration and summation, we can interchange the order:

\(\huge X(f) = \sum_{k=-\infty}^{\infty} \int_{-\infty}^{\infty} \delta(t-k T) e^{-j 2 \pi f t} \, dt\)

The sifting property of the Dirac delta function \(\int_{-\infty}^{\infty} f(t) \delta\left(t-t_0\right) d t=f\left(t_0\right)\) gives:

\(\huge \int_{-\infty}^{\infty} e^{-j 2 \pi f t} \delta(t-k T) d t=e^{-j 2 \pi f k T}\)

So:

\(\huge X(f)=\sum_{k=-\infty}^{\infty} e^{-j 2 \pi f k T}\)

Recal Euler's formula

\(\huge e^{-j \theta}=\cos (\theta)-j \sin (\theta)\)

So, for each term in the summation:

\(\huge e^{-j 2 \pi f k T}=\cos (2 \pi f k T)-j \sin (2 \pi f k T)\)

The summation can now be rewritten as:

\(\huge \sum_{k=-\infty}^{\infty} e^{-j 2 \pi f k T}=\sum_{k=-\infty}^{\infty} \cos (2 \pi f k T)-j \sum_{k=-\infty}^{\infty} \sin (2 \pi f k T)\)

The sum \(\sum_{k=-\infty}^{\infty} e^{-j 2 \pi f k T}\) is periodic, forming a Dirac comb in the frequency domain. To show this explicitly, we use the property of the Dirac comb:

\(\huge \sum_{k=-\infty}^{\infty} e^{-j 2 \pi f k T}=\frac{1}{T} \sum_{n=-\infty}^{\infty} \delta\left(f-\frac{n}{T}\right)\)

This result is derived from the periodicity of the exponential terms in the sum.

From the above, we can write:

\(\huge X(f)=\frac{1}{T} \sum_{n=-\infty}^{\infty} \delta\left(f-n f_0\right), \quad \text { where } \quad f_0=\frac{1}{T}\)

To express this more compactly:

\(\huge \mathcal{F}\left(\sum_{k=-\infty}^{\infty} \delta(t-k T)\right)=f_0 \sum_{n=-\infty}^{\infty} \delta\left(f-n f_0\right)\)

Intuition Behind the Result

1 The Dirac comb in the time domain is periodic with period T. In the frequency domain, this periodicity creates a series of delta functions spaced at intervals of \(f_0=\frac{1}{T}\)

2 The scaling factor Jo ensures that the total energy is preserved between the time and frequency domains.

This result shows the Fourier duality between a periodic structure in time and a periodic structure in frequency.

Transform of a Dirac Delta Signal

  • The Fourier Transform of a single Dirac delta function \(\delta\left(t-t_k\right)\) (i.e., impulse in \(t=t_k\)) is: \(\mathcal{F}\left\{\delta\left(t-t_k\right)\right\}=e^{-j 2 \pi f t_k}\)
  • Use the linearity property: \(\mathcal{F}\left\{a_k \delta\left(t-t_k\right)\right\}=a_k \cdot \mathcal{F}\left\{\delta\left(t-t_k\right)\right\}=a_k e^{-j 2 \pi f_k}\)
  • Sum the contributions for all the Dirac delta functions.

TO PROCESS

Symmetry and Real Signals

For symmetric signals \(X(j\omega)\), the negative and positive frequency components cancel out their imaginary parts, resulting in a purely real signal.

Fourier Transform of a time-domain signal

\(\Large \mathcal{F}[x(t)]=X(f)=\int_{-\infty}^{\infty} x(t) e^{-j 2 \pi f t} d t\)

Source

Fourier Transform Equation Explained What is the Fourier Transform?

Material

Everything you've ever wondered about Signals and Digital Communications