1.7 Fourier Integral:: Lecture

University of Technology Engineering Analysis Lecture notes
Dep. Of Electrical & Electronic Eng. Third year

www.uotiq.org Lecture (2) Lec. Dr. Abbas H. Issa
Lecture (2)
1.7 Fourier Integral:
The complex exponential form of Fourier series
a0 ∞ nπ nπ
f (t) = ∑ [ a n cos( t ) + b n sin( t )]
2 n=1 p p
where d ≤ t ≤ d + 2p
f(t)
d d+2p t
e i θ = cos θ + i sin θ , e − iθ = cos θ − i sin θ

1 1 iθ
cos θ = ( e iθ + e − i θ ) , sin θ = ( e − e − iθ )
2 2i
The implies
in π in π in π in π
a ∞ 1 t − t 1 t − t
f ( t ) = 0 ∑ [a n (e p
+ e p
) + bn (e p
− e p
)]
2 n=1 2 2i
in π in π
a ∞ 1 t 1 − t
f ( t ) = 0 ∑ [ ( a n − ib n ) e p + ( a n + ib n )e p ]
2 n=1 2 2
a 1 1
where c 0 = 0 , c + n = ( a n − ib n ) , c − n = ( a n + ib n )
2 2 2
in π
∞ t
f (t ) = ∑ cne p
⇐ The Complex Exponentia l Form
−∞
University of Technology 1 Engineering Analysis Lecture notes

www.uotiq.org Lec. Dr. Abbas H. Issa
• The exponential Fourier series when f(t) is periodic function. It is

written as
∞
f ( t ) = ∑ cn e inw 0 t (Complex Form of Fourier series )
n = −∞
1 T /2 − inw t
cn = ∫ f ( t ) e 0 dt
T −T / 2
2π
where w 0 = , T is a period
T
Example: Determine the Fourier series of

f ( x) = e2x , − π < x < π
Solution :
1 π 2 x − inx 1 π ( 2 − in ) x
cn = ∫ e e dx = ∫e dx =
2π − π 2π − π
1 e π ( 2 − in ) − e − π ( 2 − in ) 1
= = sinh( π ( 2 − in ))
π ( 2 − in ) 2 π ( 2 − in )
∞ 1
∴ f ( x) = e2x = ∑ [ sinh( π ( 2 − in )) e inx
n = −∞ π ( 2 − in )
<<<>>> Fourier Integral

Let f(x) is a periodic function with periodic T, and then the Fourier
series of f(x) is
⎡ a0 ∞ 2nπ 2nπ ⎤
⎢⎣ f ( t ) = + ∑ [ a n cos( x ) + b n sin( x )]⎥ for all x
2 n =1 T T ⎦
2 T /2
where a0 = ∫ f ( t ) dt
T −T / 2
2 T /2 2nπ
an = ∫ f ( t ) cos( t ) dt ( n = 1, 2 ,...)
T −T / 2 T
2 T /2 2nπ
bn = ∫ f ( t ) sin( t ) dt
T −T / 2 T

If we
1 T /2
2 ∞ T /2 2nπ 2nπ
f(x) = ∫ f ( t ) dt + ∑ { ∫ f ( t )[cos( t ) ⋅ cos( x) +
T −T / 2 T n=1 −T / 2 T T
2nπ 2nπ
sin( t ) ⋅ sin( x )] dt }
T T
1 T /2 2 ∞ T /2 2nπ
= ∫ f ( t ) dt + ∑ { ∫ f ( t )[cos ( t − x ) ]dt } L (2)
T −T / 2 T n =1 −T / 2 T
This equation is a periodic with period T if we let T→ ∞ then the

resulting function in not longer periodic, eq.(2) will be
1 T /2 2 ∞ T /2 2nπ
f ( x ) = lim ∫ f ( t ) dt + lim ∑ { ∫ f ( t )[cos ( t − x ) ]dt }
T → ∞ T −T / 2 T → ∞ T n=1 −T / 2 T
1 T /2 A
lim ∫ f ( t ) dt = 0 , since lim =0
T → ∞ T −T / 2 T →∞ T
If we assume that
T /2
lim
T →∞
∫ f ( t ) dt exsist
−T / 2
In this case f is called Absolutely Integrable (A.I.)

Then we get
2 ∞ T /2 2nπ
f ( x ) = lim ∑ { ∫ f ( t )[cos ( t − x ) ]dt }
T → ∞ T n =1 −T / 2 T
2nπ 2π
set w n = , Δ w n = ( w n+1 − w n ) =
T T
Δw n 2
=
π T
1 ∞ T /2
f ( x ) = lim ∑ { ∫ f ( t )[cos w n ( t − x ) ]dt } Δ w n
T→∞ π n =1 −T / 2
Its clear that a T ⇒ ∞ Δw n ⇒ 0

Therefore
∞ ∞
1
f (x) = ∫ ( ∫ f ( t )[cos w ( t − x ) dt ) dw
0 π −∞
This is called the (Fourier Integral of F)

Remark : A function has F.I only when it is A.I

Example: Find the Fourier Integral of
⎧ 0 x<0
⎪
f (x) = ⎨ x 0< x<1
⎪ 0 x>1
⎩
Solution:
a a 1 1
1
lim ∫ f ( t ) dt = lim ∫ f ( t ) dt = lim ∫ f ( t ) dt = lim ∫ t dt =
a→∞ a→∞ a→∞ a→∞ 2
−a −a 0 0
∞ ∞
1
f ( x) = ∫ [ ∫ f ( t ) cos ω ( t − x )dt ]dω
0 π −∞
∞ 1
1
= ∫[ ∫ t cos ω ( t − x )dt ]dω
0 π 0
∞
1 1
= {∫ [cos ω (1 − x ) + ω sin ω (1 − x ) − cos ω x ]dω }
π 0 ω2
<<<>>> Fourier sine and cosine and Exponential Integral let f(x) are an A.I.
Function then
∞ ∞
1
f ( x) = ∫[ ∫ f ( t ) cos ω ( t − x )d ω ]dt LL ( 3)
0 π −∞
∞ ∞
1
= ∫ {[ ∫ f ( t ) cos ω t dt ] cos ω x +
0 π −∞
∞
1
[ ∫ f ( t ) sin ω t dt ] sin ω x }d ω
π −∞
∞
f ( x ) = ∫ [ F C ( w ) cos ω x + F S (ω ) sin ω x ] d ω
0
∞
1
FC = ∫ f ( t ) cos ω t dt
π −∞
∞
1
FS = ∫ f ( t ) sin ω t dt
π −∞

If f(t) is even
2∞
FC (ω ) = ∫ f ( t ) cos ω t dt
π 0
FS (ω ) = 0
∞
F (ω ) = ∫ FC (ω ) cos ω x dω ⇐ Fourier cosine Integral
0
If f(t) is odd
FC (ω ) = 0
2∞
FS (ω ) = ∫ f ( t ) sin ω t dt
π 0
∞
F (ω ) = ∫ FS (ω ) sin ω x dω ⇐ Fourier sine Integral
0
Example :
⎧ 0 − ∞ < x < −π
⎪− 1 − π < x ,0
⎪
f ( x) = ⎨
⎪ 1 0< x<π
⎪⎩ 0 π < x < ∞
This function is odd

∞
2
F S (ω ) = ∫ f ( t ) sin ω t dt
π 0
∞
2 π
−2
F ( ω ) = ∫ F S ( ω ) sin ω x d ω = ∫ sin ω t dt = (cos ωπ − 1 )
0 π 0 ωπ
2
= ( 1 − cos ωπ )
ωπ
∞
2
f (x) = ∫ ( 1 − cos ωπ ) sin ω x d ω
0 ωπ

1.8 Fourier Transform:

If we substitute E.F.
e iw ( t − x ) + e − iw ( t − x )
cos( t − x ) =
2
from equation (3)
1∞ ∞
e iw ( t − x ) + e − iw ( t − x )
f ( x ) = ∫ ∫ f ( t )[ ]dt dω
π 0 −∞ 2
2∞∞ ∞ ∞
= ∫ ∫ f ( t )e iw ( t − x )
dt dω + ∫ ∫ f ( t )e − iw ( t − x ) dt dω
π 0 −∞ 0 −∞
⎧⎪ ω dω = 0 ∞
⎨
⎪⎩ − ω − dω = 0 − ∞
If we replace is by (-w) in the 2nd term we get

1 ∞ ∞ − iw ( t − x ) 1 0 ∞ iw ( t − x )
f (x) = ∫ [ ∫ f ( t )e dt ]dw + ∫ [ ∫ f ( t )e dt ]dw
2π 0 − ∞ 2π − ∞ − ∞
1 ∞ ∞ − iw ( t − x )
= ∫ [ ∫ f (t ) e dt ]dw
2π − ∞ − ∞
1 ∞ ∞
= − iwt
∫ [ ∫ f ( t ) e dt ]e dw
iwx
2π − ∞ − ∞
1 ∞
f (x) = ∫ F (ω ) e d ω ⇐ Fourier exponentia l Integral
iwx
2π − ∞
(Fourier Inverse)
∞
F ( ω ) = ∫ f ( x ) e − iwx dx ⇐ Fourier Transform
−∞
Example: Find the Fourier transform for

⎧ e −α t t>0
f (t ) = ⎨
⎩0 t<0

Solution: The Fourier transform is given by

∞ ∞
F (ω ) = ∫ f ( t ) e − iwt
dt = ∫ e − α t e − iwt dt
−∞ 0
∞
1 ∞
α + iω
= ∫ e − ( iw + α ) t dt = e − ( iw + α ) t =
0 − ( iw + α ) 0 α2 +ω2
,f(t) in Fourier Integral form is given by
1 ∞ 1 ∞ α − i ω iwt
f (t ) = ∫ F (ω ) e d ω = ∫ − 2 e dω
iwt
2π − ∞ 2π − ∞ α + ω 2
Example: Find the Fourier transform for

⎧⎪ 1
−T < t <T
f ( t ) = ⎨ 2T
⎪⎩ 0 otherwise
Solution: The Fourier transform is given by

∞
1 T − iwt
F (ω ) = ∫ f ( t ) e dt =− iwt
∫ e dt
−∞ 2T − T
1 − 1 − iwt sin ω T
= (e − e iwt ) =
2T i ω ωT
,f(t) in Fourier Integral form is given by
1 ∞ 1 ∞ sin ω T iwt
f (t ) = ∫ F (ω ) e d ω = e dω
iwt
∫
2π − ∞ 2π − ∞ ω T
<<<*>>> The Fourier transform (F.T) of a unit impulse δ(t) is
∞
F [δ ( t )] = ∫ δ ( t ) e − iwt dt = e i ( 0 ) = 1
−∞

<<<*>>> The Fourier transform of time-shift impulse δ(t-to) is
∞
F [δ ( t − t o )] = ∫ δ ( t − t o ) e − iwt dt = e − iwt o
−∞
<<<*>>> The spectral density of complex exponential
F [ e ± iw o t ] = 2πδ (ω m ω o )
proof :
1 ∞
F [δ (ω m ω o )] =
−1
∫ δ (ω m ω o ) e d ω
iwt
2π − ∞
1 ± iw o t
= e
2π
taking the F.T. of both sides
1
FF − 1 [δ (ω m ω o )] = F [ e ± iw o t ]
2π
∴ F [ e ± iw o t ] = 2πδ (ω m ω o )
Note : when ω o = 0 ⇒ F [1 ] = 2πδ (ω )
<<<*>>> The Fourier Transform of sinusoidal signals

1 1
F [cos ω o t ] = F [ e iw o t + e − iw o t ]
2 2
= πδ ( ω − ω o ) + πδ ( ω + ω o )
1 iw o t 1 − iw o t
F [sin ω o t ] = F [ e − e ]
2i 2i
= [πδ ( ω − ω o ) − πδ ( ω + ω o )] / i
<<Homework>> Find the Fourier Transform of triangular signals

<<>>The exponential Fourier series of f(t) which is periodic with period T.

∞ 2π
fT ( t ) = ∑ Fn e inw o t where ω o =
n = −∞ T
Taking F.T.
∞
F [ fT ( t )] = F [ ∑ Fn e inw o t ]
n = −∞
∞
= ∑ Fn F [e inw o t ]
n = −∞
∞
F [ fT ( t )] = 2π ∑ Fnδ (ω − nω o )
n = −∞
Example: Find the spectral – density function of
A/2
-1 1
Solution:
2π
ωo = T = 2 ⇒ ωo = π
T
F (ω ) = A si (ω 2 )
1 A nπ
F n = F (ω ) ω = n ω o = si ( )
T 2 2
A ∞ n π in π t
fT ( t ) = ∑ si ( )e ( n ≠ 0 average value is zero)
2 n = −∞ 2
n≠0
∞ nπ
F[ f T ( t )] = π A ∑ si ( ) δ (ω − π n )
n = −∞ 2
n≠0

F(w)=





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University of Technology Engineering Analysis Lecture notes

Dep. Of Electrical & Electronic Eng. Third year

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