Fourier Transform
Reference
– Chapter 2.2 – 2.5, Carlson, Communication Systems
Using the Fourier series, a signal over a finite interval can
be represented in terms of a complex exponential series. If
the function is periodic, this representation can be
extended over the entire interval (− ∞, ∞ ) .
∞ 1 T
f (t ) = ∑ Fne jnωot
n = −∞
Fn =
T ∫
0
f (t )e − jnω ot dt
Fourier transforms.1
Fourier Transform
On the other hand, Fourier transform provides the link
between the time-domain and frequency domain descriptions
of a signal. Fourier transform can be used for both periodic
and non-periodic signals.
∞
f (t ) = ∫ F (ω )e jωt dω
∞
−∞
F (ω ) = ∫ f (t )e − jωt dt
−∞
Fourier transforms.2
1
Example
The the last example of the previous lecture shows that if
the period (T) of a periodic signal increases, the
fundamental frequency (ωo=2π/T) becomes smaller and the
frequency spectrum becomes more dense while the
amplitude of each frequency component decreases. The
shape of the spectrum, however, remains unchanged with
varying T. Now, we will consider a signal with period
approaching infinity.
Suppose we are given a non-periodic signal f(t). In order to
applying Fourier series to the signal f(t), we construct a new
periodic signal fT(t) with period T.
Fourier transforms.3
f (t )
t
fT (t )
t
The original signal can be obtained back again by letting the
period T → ∞ , that is,
f (t ) = lim fT (t )
T →∞
Fourier transforms.4
2
The periodic function fT(t) can be represented by an
exponential Fourier series.
∞
fT (t ) = ∑F e
n = −∞
n
jnω o t
where
1 T /2
Fn =
T ∫ −T / 2
fT (t )e − jnω ot dt and ω o = 2π / T
As the magnitude of the Fourier coefficients go to zero
when the period is increased, we define
ω n≡ nω o and F (ω n ) ≡ TF
. n
The Fourier series pair become
∞
1
∑ T F (ω )e ω where F (ω n ) = ∫−T / 2 fT (t )e n dt
T /2 − jω t
fT (t ) = n
j nt
n = −∞ Fourier transforms.5
The spacing between adjacent lines (∆ω) in the line
spectrum of fT(t) is
∆ω = 2π / T
Therefore, we have
∞
∆ω
fT (t ) = ∑ F (ω )e ω
n = −∞
n
j nt
2π
(1)
Now as T becomes very large, ∆ω becomes smaller and the
spectrum becomes denser. In the limit, the discrete lines in
the spectrum of fT(t) merge and the frequency spectrum
becomes continuous.
Fourier transforms.6
3
Mathematically, the infinite sum (1) becomes an integral
1 ∞
lim fT (t ) = lim ∑ F (ω n )e jω nt ∆ω
T →∞ T → ∞ 2π
n = −∞
1 ∞
⇒ f (t ) = ∫ F (ω )e jωt dω
2π −∞ Inverse Fourier transform of F(ω)
Similarly,
1 T /2
Fn =
T ∫
−T / 2
fT (t )e − jnω ot dt
⇒ F (ω n ) = ∫ Qω n ≡ nω o and F (ω n ) ≡ TFn
T /2
fT (t )e − jω nt dt
−T / 2
⇒ lim F (ω n ) = lim ∫
T /2
fT (t )e − jnω ot dt
T →∞ T → ∞ −T / 2
⇒ F (ω ) = ∫
T /2
fT (t )e − jnω ot dt Fourier transform of f(t)
−T / 2
Fourier transforms.7
Operators are often used to denote the transform pair.
ℑ{ f (t )} Fourier transform of f(t)
ℑ−1{F (ω )} Inverse Fourier transform of F (ω )
f (t ) = ℑ−1 [ℑ{ f (t )}]
Fourier transforms.8
4
Singularity functions
– This is a particular class of functions which are useful in
signal analysis.
– They are mathematical idealization and, strictly speaking,
do not occur in physical systems.
– Good approximation to certain limiting condition in
physical systems. For example, a very narrow pulse.
Fourier transforms.9
Singularity functions
Impulse function
– This function has the property exhibited by the following
integral:
b f (t ) a < to < b
∫a
f (t )δ (t − to )dt = o
0 elsewhere
(2)
for any f(t) continuous at t = to, to is finite. All the properties
can be derived from this definition.
∞
tFourier
o transforms.10
5
Singularity functions
Properties of the impulse function
Amplitude
All values of δ(t) for t ≠ to are zero.
The amplitude at the point t = to is undefined.
Area (strength)
If f(t) =1, (2) becomes
b
∫ δ (t − t )dt = 1
a
o a < to < b
Therefore δ(t) has unit area. Similarly, Aδ(t) has an area
of A units.
Fourier transforms.11
Graphic representation
To display the impulse function at t = to, an arrow is used to
avoid to display the amplitude. The area of the impulse is
designated by a quantity in parentheses beside the arrow or
by the height of the arrow. An arrow pointing down
2 Aδ (t − t1 )
indicates negative area. Aδ (t − t ) o
Relation to the unit step function to t1
The unit step function is defined by
1 t > to
1 u (t − t0 ) =
0 t < to
to
Fourier transforms.12
6
Using (2) and letting
a = - ∞, b = t , and f(t) = 1
b
∫a
f (t )δ (t − t o )dt
t 1 t > t o t
⇒ ∫ δ (τ − t o )dτ = ⇒ ∫ δ (τ − t o )dτ = u (t − t o )
−∞
0 t < t o −∞
Therefore the integral of the unit impulse function is the unit
step function. The converse can also be shown by
differentiating both sides of the above equation.
t
∫ δ (τ − to )dτ = u (t − to )
−∞
d t d
⇒ ∫
dt −∞
δ (τ − to )dτ = u (t − to )
dt
d
⇒ δ (t − to ) = u (t − to )
dt Fourier transforms.13
Spectral density functionF (ω )
1 ∞
f (t ) = ∫ F (ω )e jωt dω
represents f(t) as a continuous
2π −∞
sum of exponential functions with frequencies lying in the
interval (−∞, ∞) . The relative amplitude of the
components at any frequency ω is proportional to F(ω).
F(ω) is called the spectral density function of f(t).
– Each point on the F(ω) curve contributes nothing to the
representation of f(t); it is the area that contributes.
t
Fourier transforms.14
7
Spectral density functionF (ω )
Example
– Consider a rectangular pulse train
– The line spectrum of the Fourier series
of the signal is
The spectral density of the signal is
Impulse function
Fourier transforms.15
Existence of the Fourier transform
We may ignore the question of the existence of the Fourier
transform of a time function when it is an accurately
specified description of a physically realizable signal. In
other words, physical realizability is a sufficient condition
for the existence of a Fourier transform.
Fourier transforms.16
8
Parseval’s theorem for energy signals
Using the Parseval’s theorem, we can find the energy of a
signal in either the time domain or the frequency domain.
∞ 1 ∞
E=∫ ∫
2 2
f (t ) dt = F (ω ) dω
−∞ 2π −∞
Example
Energy contained in the frequency band ω1 < ω < ω 2 of a
real-valued signal is
1 −ω1 ω2
∫ ∫ dω
2 2
F (ω ) d ω + F (ω )
2π 2−ω ω 1
1 ω2
= ∫ F (ω ) dω
2
π ω1
Fourier transforms.17
Fourier transforms of some signals
Impulse function δ(t)
The Fourier transform of a unit impulse δ(t) is
∞ ∞
ℑ{δ (t )} = ∫ δ (t )e − jωt dt = e j 0 = 1 Q∫ δ (t ) f (t )dt = f (0)
−∞ −∞
It shows that an impulse function has a uniform spectral
density over the entire frequency spectrum. In practice, a
narrow pulse in time domain has a very wide bandwidth in
frequency domain.
Example
If we increase the transmission rate of digital signal, a wider
frequency bandwidth is needed. Fourier transforms.18
9
Fourier transforms of some signals
Complex exponential function
The Fourier transform of a complex exponential function is
{ } ∞
ℑ e ± jω ot = ∫ e ± jω ot e − jωt dt = ?
−∞
On the other hand, the inverse Fourier transform of δ (ω ± ω o )
is
1 ∞ 1 ± jω t
ℑ−1{δ (ω ± ω o )} = ∫ δ (ω ± ω o )e jωt dt = e o
2π −∞ 2π
∴ ℑ{e ± jω t } = ℑ{ℑ−1{δ (ω ± ω o )}} = 2πδ (ω ± ω o )
o
Fourier transforms.19
Sinusoidal signals
The sinusoidal signals can be written as
e jx + e − jx e jx − e − jx
cos x = sin x =
2 2j
The Fourier transform of these signals are
e jω o t + e − jω o t
ℑ{cos ω ot} = ℑ = πδ (ω − ω o ) + πδ (ω + ω o )
2
e jω o t − e − jω o t π π
ℑ{cos ω ot} = ℑ = δ (ω − ω o ) − δ (ω + ω o )
2j j j
Fourier transforms.20
10
sin ω ot
jF (ω )
− ωo (π )
ωo
( −π )
Fourier transforms.21
Periodic signal
A periodic signal f(t) can be represented by its exponential
∞
Fourier series. f (t ) = ∑F e jnω t
n = −∞
n
o
whereω = 2π / T o
∞
The Fourier transform is ℑ{ f (t )} = ℑ ∑ Fn e jnω t o
n = −∞
∑ F ℑ{e }
∞
jnω o t
= n
n = −∞
∞
= 2π ∑ F δ (ω − nω
n = −∞
n o )
Thus the spectral density of a periodic signal consists of a set
of impulses located at the harmonic frequencies of the
signal. The area of each impulse is 2π times the values of its
corresponding coefficient in the exponential Fourier series.
Fourier transforms.22
11
Some properties of the Fourier transform
Linearity (superposition)
The Fourier transform is a linear operation based on the
properties of integration and therefore superposition applies.
ℑ{af (t ) + bg (t )} = aF (ω ) + bG (ω )
Fourier transforms.23
Some properties of the Fourier transform
Duality
If ℑ{ f (t )} = F (ω ) , then ℑ{F (t )} = 2πF (−ω )
Example
1
1
2π
0.5 t ω
1
2π
2π
0.5 ω
t
Fourier transforms.24
12
Coordinate scaling
The expansion or compression of a time waveform affects
the spectral density of the waveform. For a real-valued
scaling constant α and any signal f(t)
1 ω
ℑ{ f (αt )} = F ( )
α α
Example 2
−t 2 2π e −ω / 2
e
2
2π e − (ω / 2 ) /2
2
e − ( 2t )
Fourier transforms.25
Time shifting (delay)
ℑ{ f (t − to )} = F (ω )e − jωto
If a signal is delayed in time by to, its magnitude spectral
density remains unchanged and a negative phase -ωto is
added to each frequency component.
e jω o t
Fourier transforms.26
13
Frequency shifting (Modulation)
{ }
ℑ f (t )e jω ot = F (ω − ω o )
Therefore multiplying a time function by e jω t causes itso
spectral density to be translated in frequency by ωo.
Example
1
ℑ{ f (t ) cos ω ot} = [F (ω + ω o ) + F (ω − ω o )]
2
F (ω ) F (ω + ω o ) F (ω − ω o )
Fourier transforms.27
Differentiation
d
ℑ f (t ) = jωF (ω )
dt
Time differentiation enhances the high frequency
components of a signal.
Integration
{ t
ℑ ∫ f (τ )dτ =
−∞
} 1
jω
F (ω ) + πF (0)δ (ω ) where F (0) = ∫ f (t )dt
∞
−∞
Integration in time suppresses the high-frequency
components of a signal.
Fourier transforms.28
14