Continuous-Time

Fourier Transform

主講者：虞台文
Content
 Introduction
 Fourier Integral
 Fourier Transform
 Properties of Fourier Transform
 Convolution
 Parseval’s Theorem
Continuous-Time
Fourier Transform

Introduction
The Topic
Continuous Discrete
Time Time
Periodic

Discrete
Discrete
Fourier
Fourier Fourier
Fourier
Series
Series Transform
Transform

Continuous
Aperiodic

Continuous Fourier
Fourier Fourier
Fourier Transform
Transform Transform
Transform
Review of Fourier Series

 Deal with continuous-time periodic signals.

 Discrete frequency spectra.

AAPeriodic
PeriodicSignal
Signal
f(t)

t
T 2T 3T
 Two Forms for Fourier Series
Sinusoidal aa00  22nt
nt

22nt
nt
ff((tt))   a cos
ann cos 
  b sin
bnn sin
Form 22 n 1 TT n 1 TT
n 1 n 1

2 T /2
an   f (t ) cos n0tdt
2 T /2 T T / 2
a0   f (t )dt
T  T / 2 2 T /2
bn   f (t ) sin n0tdt
T T / 2

Complex 1
ff((tt)) 
T /2

jnjn0t t

Form: ccnnee
nn

0 cn 
T T / 2
f (t )e  jn0t dt
 How to Deal with Aperiodic Signal?

AAPeriodic
PeriodicSignal
Signal
f(t)

t
T

If T, what happens?

Continuous-Time
Fourier Transform

Fourier Integral
 Fourier Integral
 1 T /2
fT (t )  c e
n  
n
jn0t
cn 
T  T / 2
fT (t )e  jn0t dt

 1 T /2  2 1 0
  fT ()e  jn0  d e jn0t 0  
n    T
T / 2
 T T 2

1   T /2   e jn0t
 
2 n    T / 2
f T ( ) e  jn0 
d
 0 2
Let   0 
1   T /2 T
 e jn0t 
 
2 n    T / 2
f T ( ) e  jn0 
d

T    d    0
1    e jt d
2   
 j
 f ( ) e d
T 
Fourier Integral
1   
 
 j jt
f (t )  f ()e d e d
2    
F(j )


1 

jt
f (t )  F ( j)e d Synthesis
2  

F ( j)   f (t )e  j t
dt Analysis

 Fourier Series vs. Fourier Integral
Fourier 

Series: ff((tt)) 
nccn ee
jnjn0t t
0 Period Function
nn


11 TT/ /22
ccnn   ffTT((tt))eejnjn0t0tdt Discrete Spectra
TT TT/ /22
dt

Fourier 11  Non-Period
ff((tt))  FF((jj))eejjt tdd
Integral: 22  Function

FF((jj)) ff((tt))eejjt tdt Continuous Spectra
 
dt
Continuous-Time
Fourier Transform

Fourier Transform
Fourier Transform Pair
Inverse Fourier Transform:

11 
ff ((tt))   FF((jj))eejjttdd
22 
Synthesis

Fourier Transform:

FF((jj))   ff ((tt))ee

j
jt t
dt
dt Analysis

Existence of the Fourier Transform

Sufficient Condition:
f(t) is absolutely integrable, i.e.,




|| ff (
(tt)) |dt
|dt 
 

Continuous Spectra

F ( j)   f (t )e  jt dt


FI(j)
)|
F ( j)  FR ( j)  jFI ( j) |F(
j 
()
j (  )
| F ( j) | e FR(j)

Phase
Magnitude
Example
f(t)
1

-1 1 t

1
 1  j t
1
F ( j)   f (t )e dt   e dt 
 j t
e  j t
 1  j 1
j  j j 2 sin 
 (e  e ) 
 
 Example 33
22

F(w) )
11

F(w
00
-1-1
f(t) -10
-10 -5-5 00 55 10
10
1
33

22
t

|F(w)|)|
-1 1

w
11

|F(
00 1
 1  j t
-10
1
-10 -5-5 00 55 10
10
F ( j)   f (t )e dt   e dt 
 j t
e
44  j t
 1  j
arg[F(w)])]

1
w

22
arg[F(

j  j j 2 sin 
 (e  e )  -10-10 -5-5 00 55 1010
00

 
 Example
f(t)

et
t
 
F ( j)   f (t )e  j t
dt   e t e  jt dt
 0

 1
 e  (   j ) t
dt 
0   j
 Example
f(t)
1
1
aa=2
=2
|F(j )|

et
|F(jww)| 0.5
0.5

0
0 -10
-10
-5
-5
0
0
5
5
t 1010
2
2
 
F ( j)   f (t )e  j t
dt   e t e  jt dt
arg[F(j )]
arg[F(jww)]

 0
0 0

 -2
1
 e dt 
-2
 (   j ) t -10
-10
-5
-5
0
0
5
5
10
10

0   j
Continuous-Time
Fourier Transform
Properties of
Fourier Transform
Notation
)] FF(( jj
FF[[ ff ((tt)] ))
FF [[FF(( jj
--11
)] ff ((tt))
)]

ff ((tt))

FF(( jj
FF
))
Linearity
aa11ff11((tt))aa22 ff22((tt))
FF

aa11FF11(( jj
))aa22FF22(( jj
))

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Time Scaling
11    
at))
FF
ff ((at  FF jj 
||aa||  aa 

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 Time Reversal
ff ((tt))FF jj
 
FF

Pf) F [ f (t )]   f (t )e  jt dt  t  f (t )e  jt dt
 t 
t  t 
f (t )e d (t ) t  
jt
 jt
 f (t ) e d (t )
t  
t   t 
  f (t )e dt  
jt
f (t )e jt dt
t  t  

  f (t )e jt dt  F ( j)

 Time Shifting
FF jj
ee
j
ff ((tt tt00))

FF jtt00

Pf) F [ f (t  t )]   f (t  t )e  jt dt  t  f (t  t )e  jt dt

0  0 t  0

t  t0 
 f (t )e  j(t t0 ) d (t  t0 )
t  t 0  
t 

 jt0
e f (t )e  jt dt
t  


 j t
e  jt 0
f (t )e  jt dt  F ( j)e 0

 Frequency Shifting (Modulation)

FF jj(( 00))

j
ff ((tt))eej00 
 FF

Pf) 
F [ f (t )e j 0 t
]   f (t )e j0t e  jt dt



  f (t )e  j ( 0 ) t dt


 F  j (  0 )
 Symmetry Property
FF[[FF(( jtjt)])] 22ff ((
))
Pf) 
2f (t )   F ( j)e jt d


2f (t )   F ( j)e  jt d


Interchange symbols  and t


2f ()   F ( jt )e  jt dt  F [ F ( jt )]

Fourier Transform for
Real Functions

If f(t) is a real function, and F(j) = FR(j) + jFI(j)

F(j) = F*(j)


F ( j)   f (t )e  jt
dt


F * ( j)   f (t )e dt  F ( j)
jt

Fourier Transform for
Real Functions

If f(t) is a real function, and F(j) = FR(j) + jFI(j)

F(j) = F*(j)

FR(j) is even, and FI(j) is odd.

F R( j ) = F R(j F) (I j ) = F (I j )






Magnitude spectrum |F(j)| is even, and
phase spectrum () is odd.
 Fourier Transform for
Real Functions

If f(t) is real and even If f(t) is real and odd

F(j) is real
 F(j) is pure imaginary

Pf) Pf)
Even f (t )  f (t ) Odd f (t )   f (t )
F ( j)  F ( j) F ( j)   F ( j)
Real F ( j)  F * ( j) Real F ( j)  F * ( j)

F ( j)  F * ( j) F ( j)   F * ( j)

Example:
F [ f (t )]  F ( j) F [ f (t ) cos 0t ]  ?
Sol)
1
f (t ) cos 0t  f (t )(e j0t  e  j0t )
2
1 1
F [ f (t ) cos 0t ]  F [ f (t )e ]  F [ f (t )e  j0t ]
j 0 t

2 2
1 1
 F [ j (  0 )]  F [ j (  0 )]
2 2
Example:
1 wd(t) f(t)=wd(t)cos0t

d/2 d/2
t d/2 d/2
t

d /2 2  d 
Wd ( j)  F [ wd (t )]   e dt  sin
 jt

d / 2   2 
d d
sin (  0 ) sin (  0 )
F ( j)  F [ wd (t ) cos 0t ]  2  2
  0   0
 1.5
1.5
d=2
d=2
1 ww0=5
=5p
1 0 p

Example:

F(j )
F(jww)
0.5
0.5

0
0

-0.5 ww
-0.5 -60 -40 -20 0 20 40 60
-60 -40 -20 0 20 40 60

1 wd(t) f(t)=wd(t)cos0t

d/2 d/2
t d/2 d/2
t

d /2 2  d 
Wd ( j)  F [ wd (t )]   e dt  sin
 jt

d / 2   2 
d d
sin (  0 ) sin (  0 )
F ( j)  F [ wd (t ) cos 0t ]  2  2
  0   0
 1 wd(t)

Example: d/2 d/2

t

sin at
f (t )  F ( j)  ?
t
Sol)
2  d 
Wd ( j)  sin  
  2 
 2  td 
F [Wd ( jt )]  F  sin    2wd ()
t  2 
 sin at  0  | a |
F [ f (t )]  F    w2 a ()  
 t  1  | a |
 Fourier Transform of f’(t)
ff ((tt))FF jj
  and ff ((tt))  00
FF
 and tlim
lim
  t  

ff ''((tt))

 jj
FF
FF(( jj
))
Pf) F [ f ' (t )]   f ' (t )e  jt dt


 jt 
 f (t )e  j f (t )e  jt dt
 

 jF ( j)
Fourier Transform of f (n)(t)
ff ((tt))FF jj
  and ff ((tt))  00
FF
 and tlim
lim
 
t  

ff ((tt))
((nn))
( j) FF(( jj
FF
( j ) nn
))

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Fourier Transform of f (n)(t)
ff ((tt))FF jj
  and ff ((tt))  00
FF
 and tlim
lim
 
t  

ff ((tt))
((nn))
( j) FF(( jj
FF
( j ) nn
))

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Fourier Transform of Integral

ff((tt))FF jj and
 dt  FF00 00
and  ff((tt))dt
FF



  11
 FF jj
tt

FF  ff((xx))dx 
  dx  jj
t
Let (t )  
f ( x)dx lim (t )  0
t 
F [' (t )]  F [ f (t )]  F ( j)  j ( j)
1
 ( j)  F ( j)
j
 The Derivative of Fourier Transform

FF[[ jtf
dF
dF  jj
jtf ((tt)])]
FF

dd
Pf) 
F ( j)   f (t )e  jt dt


dF ( j) d     jt
 f (t )e dt   f (t )
 jt
 e dt
d d    

  [ jtf (t )]e  jt dt  F [ jtf (t )]

Continuous-Time
Fourier Transform

Convolution
 Basic Concept
fi(t) fo(t)=L[fi(t)]
Linear
Linear System
System

fi(t)=a1 fi1(t) + a2 fi2(t) fo(t)=L[a1 fi1(t) + a2 fi2(t)]

A linear system satisfies fo(t) = a1L[fi1(t)] + a2L[fi2(t)]

= a1fo1(t) + a2fo2(t)
Basic Concept
fi(t) fo(t)
Time
Time Invariant
Invariant
System
System
fi(t +t0) fo(t + t0)
fi(t  t0) fo(t  t0)
fi(t) fo(t)
t t
fi(t+t0) fo(t+t0)
t t
fi(tt0) fo(tt0)
t t
Basic Concept
fi(t) fo(t)
Causal
Causal
System
System
A causal system satisfies
fi(t) = 0 for t < t0 fo(t) = 0 for t < t0
 Which
Which of
of the
the following
following
systems
systems are
are causal?
causal?
Basic Concept
fi(t) fo(t)
Causal
Causal
System
System
fi(t) fo(t)
t t0 t
t0
fi(t) fo(t)
t t0 t
t0
fi(t) fo(t)
t t0 t
t0
Unit Impulse Response
(t) LTI
h(t)=L[(t)]
LTI
System
System
f(t) L[f(t)]=?
 
Facts:  f ()(t  )d   f (t  )()d  f (t )

 

L[ f (t )]  L  f ()(t  )d   f () L[(t  )]d
  

 f ()h(t  )d Convolution

Unit Impulse Response
(t) LTI
h(t)=L[(t)]
LTI
System
System
f(t) L[f(t)]=?
 

L[ f (t )]  f (t ) * h(t )
Facts:  f ()(t  )d   f (t  )()d  f (t )

L[ f (t )]  L  f ()(t  )d 

f () L[(t  )]d
   


 f ()h(t  )d Convolution

Unit Impulse Response

Impulse
Impulse Response
Response
LTI
LTI System
System
f(t) h(t)
h(t) f(t)*h(t)
Convolution Definition
The convolution of two functions f1(t) and
f2(t) is defined as:

f (t )   f1 () f 2 (t  )d


 f1 (t ) * f 2 (t )
 Properties of Convolution
ff11((tt))** ff22((tt))  ff22((tt))** ff11((tt))
 
f1 (t ) * f 2 (t )   f1 () f 2 (t  )d   f1 () f 2 (t  )d
   
t  
 f1 (t  ) f 2 [t  (t  )]d (t  )
t    
  
  f1 (t  ) f 2 ()d


  f1 (t  ) f 2 ()d  f 2 (t ) * f1 (t )

Properties of Convolution
ff11((tt))** ff22((tt))  ff22((tt))** ff11((tt))
f(t) Impulse
ImpulseResponse
LTI
Response f(t)*h(t)
LTISystem
System

h(t)
h(t)
h(t) Impulse
ImpulseResponse
Response h(t)*f(t)
LTI
LTISystem
System

f(t)
f(t)
Properties of Convolution

)]** ff33((tt))  ff11((tt))**[[ ff22((tt))** ff33((tt)]

[[ ff11((tt))** ff22((tt)] )]

r s el ve s
b y yo u
P ro ve
 The
The following
following two
two
systems
systems are
are identical
identical
Properties of Convolution

)]** ff33((tt))  ff11((tt))**[[ ff22((tt))** ff33((tt)]

[[ ff11((tt))** ff22((tt)] )]

hh11(t)
(t) hh22(t)
(t) hh33(t)
(t)

hh22(t)
(t) hh33(t)
(t) hh11(t)
(t)
Properties of Convolution
ff ((tt))**((tt))  ff ((tt)) f(t) (t) f(t)
(t)

f (t ) * (t )   f ()(t  )d


  f (t  )()d


 f (t )
Properties of Convolution
ff ((tt))**((tt))  ff ((tt)) f(t) (t) f(t)
(t)
ff ((tt))**((tt TT))  ff ((tt TT))

f (t ) * (t  T )   f ()(t  T  )d


  f (t  T  )()d


 f (t  T )
Properties of Convolution
ff ((tt))**((tt TT))  ff ((tt TT))
(tT)
f(t) f(t T)
0 T

f (t) f (t)
t t
0 0 T
System function (tT)
System function (tT) serves
serves as
as an
an
ideal
ideal delay
delay
Properties ofor
or a
a copier.
copier.
Convolution
ff ((tt))**((tt TT))  ff ((tt TT))
(tT)
f(t) f(t T)
0 T

f (t) f (t)
t t
0 0 T
 Properties of Convolution
ff11((tt))** ff22((tt))
FF

FF11(( jj
))FF22(( jj
))
F [ f1 (t ) * f 2 (t )]    f1 () f 2 (t  )de  jt dt

 

 
  
  f1 ()  f 2 (t  )e  jt dt d

 

   

  f1 () F2 ( j)e  j d


 F2 ( j)  f1 ()e  j
d  F1 ( j) F2 ( j)

 Time Domain Frequency Domain
convolution multiplication
Properties of Convolution
ff11((tt))** ff22((tt))
FF

FF11(( jj
))FF22(( jj
))
F [ f1 (t ) * f 2 (t )]    f1 () f 2 (t  )de  jt dt

 

 
  
  f1 ()  f 2 (t  )e  jt dt d

 

   

  f1 () F2 ( j)e  j d


 F2 ( j)  f1 ()e  j
d  F1 ( j) F2 ( j)

Time Domain Frequency Domain
convolution multiplication
Properties of Convolution
ff11((tt))** ff22((tt))
FF

FF11(( jj
))FF22(( jj
))
Impulse
ImpulseResponse
Response
LTI
LTISystem
f(t) System
f(t)*h(t)
h(t)
h(t)
Impulse
ImpulseResponse
Response
F(j) LTI
LTISystem
System
F(j)H(j)
H(j)
H(j)
 Time Domain Frequency Domain
convolution multiplication
Properties of Convolution
ff11((tt))** ff22((tt))
FF

FF11(( jj
))FF22(( jj
))

F(j)H1(j) F(j)H1(j)H2(j)H3(j)

H
H11(j)
(j) H
H22(j)
(j) H
H33(j)
(j)
F(j)
F(j)H1(j)H2(j)
Properties of Convolution
ff11((tt))** ff22((tt))
FF

FF11(( jj
))FF22(( jj
))

Fi(j) H(j) Fo(j)

1

0  p 0 p 0 

An Ideal Low-Pass Filter

Properties of Convolution
ff11((tt))** ff22((tt))
FF

FF11(( jj
))FF22(( jj
))

Fi(j) H(j) Fo(j)

1

0  p 0 p 0 

An Ideal High-Pass Filter

Properties of Convolution

11 
ff11((tt)) ff22((tt))  FF11(( jj))FF22[[ jj((
 )])]dd
FF

22 
11
ff11((tt)) ff22((tt))
FF

 FF11(( jj
))**FF22(( jj
))
22

Prove b y y o ur s e lv e s
Time Domain Frequency Domain
multiplication convolution
Properties of Convolution

11 
ff11((tt)) ff22((tt))  FF11(( jj))FF22[[ jj((
 )])]dd
FF

22 
11
ff11((tt)) ff22((tt))
FF

 FF11(( jj
))**FF22(( jj
))
22

Prove b y y o ur s e lv e s
Continuous-Time
Fourier Transform

Parseval’s Theorem
 Properties of Convolution
 11 
[[ff11((tt))ff22((tt)])]dtdt  22FF11((jj))FF22[[jj]]dd
11 
ff11((tt))ff22((tt))  FF11((jj))FF22[[jj(()])]dd

FF

22 
 1 
 [ f1 (t ) f 2 (t )]e dt  2  F1 ( j) F2 [ j (  )]d
jt

 1 
=0
=0  [ f1 (t ) f 2 (t )]dt  2  F1 ( j) F2 [ j ()]d
Properties of Convolution
 11 
[[ff11((tt))ff22((tt)])]dtdt  22FF11((jj))FF22[[jj]]dd

If f1(t) and f2(t) are real functions,

 11 
 [ f11 (t ) f22 (t )]dt  22 F11 ( j) F22[[jj]]dd
  **
[ f (t ) f (t )]dt F ( j ) F

f2(t) real F2 [ j]  F2*[ j]

 Parseval’s Theorem:
Energy Preserving

 11 
|| ff ((tt))|| dtdt  22 || FF(( jj))|| dd
22 22

*
F [ f * (t )]   f * (t )e  jt dt    f (t )e dt   F * ( j)
 
jt
   
 
 | f (t ) | dt   f (t ) f * (t )dt
2
 

1  1 
          d
2
F ( j ) F * [ ( j )]d | F ( j ) |
2   2 