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Signals and Systems (K-Wiki - Fourier Transform) PDF
Signals and Systems (K-Wiki - Fourier Transform) PDF
Objective
Introduction:
Fourier said that aperiodic signals can be viewed as periodic signals with infinite period and
2
thus the separation between complex exponential 0 goes to zero and spectrum
T
becomes continuous.
The synthesis of time domain signal from its frequency domain representation in terms of
Fourier Transform is termed as Inverse Fourier Transform.
Fourier Transform
For Continuous time signals, Fourier Transform is called as Continuous Time Fourier
Transform (CTFT) and for discrete signals it is called as Discrete Time Fourier Transform
(DTFT).
These equations are used to find Fourier Transform of a signals and analyze the frequency
components of a signals and hence these are termed as Analysis Equation.
x t e
jt
X() dt
x t e
j2 ft
X(f) dt
These equations are used to derive signal in time domain from frequency domain and hence
these are termed as Synthesis Equation.
1
x(t) X e jtd
2
Drichlet’s Conditions
Like in Fourier Series these conditions must be satisfied for Fourier Transform to converge.
x t dt
1) x(t) must be absolutely integrable
So, here expect the periodicity condition on x(t), all other conditions must be satisfied for
Fourier Transform to exist.
Note:
Solved Examples
Problem: Find Fourier Transform of signal x t e u t . Sketch magnitude & phase
at
spectrum
1 a j
X 2
a
j
a j a 2 a2 2 a2 2
1
X
a2 2
tan1
a
Problem: Find Fourier Transform of signal x t e u t .
at
0 0 1 a j t 0
eatu t e jtdt eate j tdt ea jtdt
Solution: X e
a j
1
X
a j
T jt
2A T
Solution: X 2T Ae
j T j T
2
dt A e 2 e 2 sin
2 j
2
sin x F.T. w
S inc(x) ASa
x 2
sinx
Sa(x) F.T.
A sinc f
x
4
Theoretical BW
T
2
Practical BW because negative frequencies do not exist practically.
T
Gain BW constant
Solution: X (t)e dt e 1
jt j 0
1
X(j ) A e j 3e j
j
Solution:
X(j ) x(t)e dt
jt
1 2
2 e jt dt 3e jt dt
0 1
2 1 3 2
e jt e jt
j 0 j 1
1
2 2e j 3e j 3e j
j
1
2 e j 3e j ................(1)
j
1. Symmetry or duality
if x t
F.T.
X
Then x t
F.T.
2X or x t
X f F.T.
2. Linearity
if x1 t
F.T.
X1
if x2 t
F.T.
X 2
Then ax1 t bx2 t
aX1 bX1 F.T.
Solved Examples
Solution: t
1 F.T.
F.T.
1 2 2 f
a t
Problem: Find Fourier Transform of the signal x t e
a t
Solution: x t e eatu t eatu t
X 1 1 2a
a j a j a2 2
a t
Problem: Find Fourier Transform of the signal x t e sgn(t)
at
Solution: e sgn t eatu t eatu t
1 1 2 j
X
a j a j a2 2
Relation between nature of signal in time domain and frequency domain
Solved Examples
Problem: Consider the following statements regarding the CTFT of two function f1 (t) and
f2 (t) shown in the figure
f2 (t) is a real valued odd function so its CTFT is imaginary and odd.
3. Time shifting
If x t
F.T.
X
jt0
Then x t t0
F.T.
e X
4. Time scaling
If x t
F.T.
X
1
Then x at
F.T.
X
a a
5. Time Reversal
If x t
F.T.
X j
Then x t
F.T.
X j
6. Conjugation
If x t
F.T.
X j
Then x * t
F.T.
X * j
7. Shifting in frequency
If x t
F.T.
X
x t X 0
j0t F.T.
Then e
Solved Examples
Problem: Find Transfer Function of the system described by the following equation
y t x t 2 x t 2
Solution: Y e j2
X e j2X
Y
e j2 e j2 2 jsin 2
X
X 0 0
8. Differentiation in time
If x t
F.T.
X
d
Then x t
F.T.
jX
dt
dn
x t j X
F.T. n
dtn
9. Integration in time
If x t
F.T.
X
t
X
x d
F.T.
Then + X(0)()
j
Solved Examples
Problem: Find Transfer Function of the system described by the following equation
d2
y t x t 3
dt2
dt
Y
X
2e3 j
t
=
dx
Solution:
dt
t
d2 x
dt2
t
d2 x t A 2A A
t t t
dt 2
cos
cos t 1
2A 4A
X 2
1 cos 2 sin2 A sin2 ASa2
2 2 2 2
2
F
Problem: If x(t) X(j ) 8 sinc2 ( / ) , then plot signal x(t)?
t F
sinc2
2
For =2
t F 2
2 sinc2
2 2
1 t F
sinc2
2 2
8 t F
8 sinc2
2 2
t F
x(t) 4 8 sinc2
2
F.T.
If x(t) X( )
F.T. d
Then jtx(t) X()
d
F.T. dn X()
( jt)n x(t)
dn
F.T.
tneat x(t) n!
(a j)n1
11. Convolution
In Time:
In Frequency:
Solved Examples
Problem: x(t) eatu(t) is convolved with ebtu(t) . Find response?
1 1 1 1 1
Solution: Y() X()H() =
a j b j (b a) a j b j
1
y(t) [eat ebt ]u(t)
(b a)
1 1
x(t) sinc(t)e j2 sinc(t)e j2
1
sinc(t) e j2 e j2
2
sinc(t)cos 2 t
e
jkw0t
2 0
cos w 0 t 0 0
sin w 0 t
j 0 0
1 2
2 2k
t nT
n
T K T
eatu t ,Re a 0 1
a j
Solved Examples
e jt e jt
Solution: y(t) sin( t) x(t) x(t)
2j
Taking Fourier transform using the frequency shifting property
1 1
Y(j ) X j( ) X j( )
2j 2j
sin( ) sin( )
j( ) j( )
Problem: Consider the signal X(j ) shown below whose inverse Fourier transform is x(t).
2
The value of
x(t) dt is __________
Solution:
2 1 2
x(t) dt
2
X(j ) d
3 1 1 3
1
2 5
( 5)2 d ( 1)2 d ( 1)2 d ( 3)2 d
3 1 1
16
1.698
3
Problem: For the signal shown in previous problem, what is the value of x(t)e dt ?
j3t
For 0 , x(t)e
j3t
dt X[j( 3)] 2
ESD specifies the distribution of energy among the different frequency components in the
signal.
1
1 1 1 2
E=
2
X( )X * ( )d
2
X( )X * ( )d =
2
X( ) d
2
ESD, () X()
1
Area under ESD
E=
2
()d
2
2 1 2 2
E=
x(t) dt
2
X( ) d =
X(f) df
X f
2
S lim
T T
Important Point
X 0 x t dt Area under x t
f t
jn0t
Cne
n
F 2Cn n0
n
F 2 Cn n0
n
For distortion less transmission, output response must be exact replica of input response.
y t kx t t0
Y e kX
jt0
Y jt0
ke
X
H K
H n t 0
When an input to a system is AC signal the response is known as steady state response.
x t A cos t
y t A H cos t H
The time taken to cause the delay in steady state is known as phase delay or group delay.
Phase delay tp
The delay caused due to single frequency component in the system known as phase delay.
H
tp
Group delay tg
The delay caused due to multiple frequency in the system response is known as group delay.
d d
t g H
d d
Solved Examples
Problem: The frequency response of a casual and stable LTI system is
1 j
H(j )
1 j
d
Group delay () H(j )
d
d 2
( 2 tan1 )
d 1 2