2.

THE FOURIER TRANSFORM

Definition & Physical interpretation

• let x(t )  L1 integrable in absolute value  x(t ) dt   p

−

• The Fourier Transform is defined as X ( ) =  x(t )e

− jt
dt, R
−

x(t )  X ( )
X ( ) represents the spectral density of the signal x(t )

Justification: consider the signal

 T  T
x1 (t ) = x(t ) p T (t ), pT =   t +  −   t − 
2 2  2  2
periodized with the period T

xT (t ) =  x (t − kT )
1
k = −

This has the CFS expansion

T
 2
xT (t ) =  C (k )e jkt , C (k ) = xT (t )e − jkt dt =  x(t )e
1 1

− jk t
dt
k =1 TT T T
−
2

2
If T →  , xT (t ) → x(t ) then  = → d and n →  so
T

d d
C ( ) =  x(t )e − jt dt = X ( )
2 − 2
Note 1. In contrast with the periodic signal xT (t ) which has discrete spectral
components of the fundamental frequency , the continuous time signal, x(t ) is
characterized by its spectral density X ( ) .

Note 2. X ( ) 2 shows the way in which the signal energy is distributed in frequency
domain and the overall signal energy is given by
 Consequence
 
E =  x (t )dt = X ( ) d (Energy Theorem – Rayleigh)
1

2 2

−
2 −

The Inverse Fourier Transform

• We separate X ( ) = X  ( ) + X r ( )
distributionala regulata

o X  ( ) the distributional part  that part from X ( ) that comes from

distributions  we determine the corresponding x ( t ) using recognition.

o X r (  ) the regular part  what is left from X ( ) after extracting X  ( )  the

corresponding xr ( t ) is determined using the integral inversion method, if Jordan's
Lemmas are fulfilled.
 j
1 1 s
xr ( t ) = VP  X r ( )e jt d  = VP  X r  e st ds
2 −
2 j − j  j 

s 1  s  st
R → 2 j 
L2. Lema Jordan I: dacă lim X   = 0 atunci lim X   e ds = 0
R →
s dr  j t 0  dr  j
s 1  s  st
R → 2 j 
L3. Lema Jordan II: dacă Rlim X   = 0 atunci lim X   e ds = 0
→
s st  
j t 0  st  j

where st şi dr are shown below

 s
st dr
(t  0) (t  0 )
 1st  1dr

 2st  2dr

• the time correspondent xr(t) is determined separately for t<0 and t>0
(a) for t<0, we use the right semicircle
1  s  st   s  st 
t 0
2 j
VP  i r  j 
X e ds = −   r j
Re z Y e , poles in the right semiplane 
+ dr +   dr    
1 s
xr ( t ) t 0 = VP  X r   e st ds
2 j   j 
1 s
VP  X r   e st ds = 0, (Cf. Jordan 1)
2 j dr  j 

1 s 1  s 
VP  X r   e st ds = Rez  X r   e st , ji 
2 j  i  j 2   j 
dr

 s  1  s 
xr ( t ) t 0 = −  Re z  X r   e st , poles right semiplane  −  Re z  X r   e st , ji poles Im axis 
  j  2   j 
most general cases does not exist

(b) for t≥0 we use the left semicircle

1  s  st   s  st 
t0
2 j
VP  i r  j 
X e ds =  Re z  X r  e , poles left semiplane 
+ st +   st   j  
1 s
xr ( t ) t 0 = VP  X r   e st ds
2 j   j 
 1 s
VP  X r   e st ds = 0, (Cf. Jordan 2)
2 j st  j 

1 s 1  s 
VP  X r   e st ds = − Rez  X r   e st , ji 
2 j  i  j 2   j 
st

 s  1  s 
xr ( t ) t 0 =  Re z  X r   e st , poles left semiplane  +  Re z  X r   e st , ji poles Im axis 
  j  2   j 

Properties

(1) Asymptotic property

If x(t )  L1 is integrable in absolute value  X ( ) is a continuous function and
lim X ( ) = 0
 →

1
If x(t ) has a finite variation in (− ,  )  X ( ) trends to zero  →  at least as .


(2) Linearity
x1 (t )  X 1 ( ) 

  a1 x1 (t ) + a 2 x2 (t )  a1 X 1 ( ) + a 2 X 2 ( )
x2 (t )  X 2 ( )
Demo? (use the linearity of the integration )

(3) Conjugation
x(t )  X ( ), x* (t )  X * (−  )
x(− t )  X (−  )
Demo?

Consequence (1)
 x(t )  R  x(t ) = x * (t )  X ( ) = X * (−  ) si   (−  )  X (−  ) = X * ( )

1
2
 1
2

ReX ( ) = X ( ) + X * ( ) = X ( ) + X (−  ) =  x(t ) cos(t )dt
- If −


ImX ( ) =
1
2j

X ( ) − X * ( ) = 
1
2j
X ( ) − X (−  ) = −  x(t )sin (t )dt
−

for real signals the real part is an even function and the imaginary part is an odd
 X ( ) = even with 
function  
arg  X ( ) = odd with 

ImX ( ) = 0

 if the signal is even x(− t ) = x(t )  ReX ( ) = 2 x(t ) cos(t )dt




0

ReX ( ) = 0

 if the signal is odd x (− t ) = − x (t )  ImX ( ) = −2 x(t )sin (t )dt




0
Consequence (2)
Using both conjugation and symmetry properties
if x(t )  X ( )  x (− t )  X ( )
* *

(4) Symmetry
x(t )  X ( ), X (t )  2 x(−  )
Demo?
Interpretation – interchanging the signal with its corresponding spectral function the
connection between them by means of the Fourier Transform is preserved, with a scaling
factor of 2

(5) Scale changing in time domain

 1  
x(t )  X ( ), x(at )  X 
a a
Demo?
Interpretation – expanding the signal support in time domain leads to a compression of its
corresponding transform support in frequency domain  signals with a fast variation in
time have spectral correspondents with large frequency support.

(6) Time Delay

x(t )  X ( ), x(t − t 0 )  X ( )e − jt0
Demo?

(7) Frequency shifting

x(t )  X ( ), x(t )e j0t  X ( − 0 ), 0  R
Demo?

(8) Time derivation

d n x(t )
x(t )  X ( ),  ( j ) X ( )
n
n
dt
*
the property is true only if the Fourier transform of the
derivative of the signal exists
Demo?

(9) Frequency derivation

d n X ( )
x(t )  X ( ), (− jt ) x(t ) 
n

d n
the property is true only if the Fourier transform of the
signal ( jt )n x(t ) exists
Demo?

(10) Convolution in time domain

x1 (t )  X 1 ( ), x2 (t )  X 2 ( )
(x1 * x2 )(t )  X 1 ( )X 2 ( )
  

where x1 (t ) * x2 (t ) =  x ( )x (t −  )d =  x ( )x (t −  )d

1 2 2 1
− −

Demo?

(11) Convolution in frequency

x1 (t )  X 1 ( ), x2 (t )  X 2 ( )

x1 (t )  x2 (t )  X 1 ( ) * X 2 ( )
1
2
Demo?

Consequence – From the convolution theorem

 
x1 (t ) * x2 (t ) =  x1 ( )x2 (t −  )d = X 1 ( )X 2 ( )e jt d
1
−

2 −
 

−x1 ( )x2 (−  )d = 2 − X1 ( )X 2 ( )d

1
If t=0

 

− ( ) ( ) 1
X 1 ( )X 2 ( )d
2 −
If   t x1 t x2 − t d =

Then x2 (− t )  x2 (t )  x2 (− t )  X 2 (−  )
    − 1 

−x1 (t )x2 (t )dt = 2 − X1 ( )X 2 (−  )d = 2  X (−  )X ( )d (*)

1
1 2
−

If x1 (t ) = x2 (t ) = x(t )  X 2 ( )  X 2 (−  )
*

 

− ( ) 1
X ( )X (−  )d
2 −
x2
t d =

Parseval relation for non-periodic signals

If in (*) we substitute x2 (t )  x2 (t )  X 2 ( )  X 2 (−  )
* *

 

− x (t )x (
*
t )dt =
1
 X 1 ( )X 2* ( )d
2 −
1 2

And then x1 (t ) = x2 (t ) = x(t )

  

− ( ) 1
( )
2 −
 =  d
2 2
x t d X

The energy theorem (Rayleigh) for non-periodic signals

For real signals the two theorems coincide

(12) Integration in time domain (if ()X (0)  0 )

t

If x(t )  X ( ) şi y (t ) =  x( )d , then

−

X ( )
y (t )  +  ( )X (0 )
j
*
the property is valid only if the Fourier transform
t
of the signal
−
 x( )d exists
Demo?

Signal power
1   1 
 x( t )R  1  
P = W   x ( t ) dt  = W   X ( ) d   = W   X ( ) d   ,
2 2 2

T T   2 −   0 
 Z if x ( t ) = i ( t )

where W =  1
Y = if x ( t ) = u ( t )
 Z

Comment (1) - X ( ) represents the density of the energy of the signal evaluated on
2

frequency domain
Comment (2) – For energy finite signals it is necessary that X ( ) and X ( ) trends to 0
2

as  →  .
Comment (3) – One can determine an equivalent bandwidth occupied by the signal in
frequency domain, by neglecting those components that are lower than a threshold value.


 1 

= P = W  x(t ) dt = W   ( ) 
2 2
The effective value U ef X d 
−  2 − 