L14C52 - FourierTransforms

The frequency response Transforms of step and impulse functions
Chapter 5: Fourier Transforms

Lecture 14
Assoc.Prof. Mai Duc Thanh
Department of Mathematics
International University Ho Chi Minh City
E-mail: mdthanh@hcmiu.edu.vn
Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Outline
1 The frequency response

Relationship between Fourier and Laplace transforms
The frequency response
2 Transforms of step and impulse functions

Transforms of step and impulse functions: Energy and
Power
Convolution

Fourier and Laplace transforms

Fourier transform
Z ∞
F [f (t)] = f (t)e−jωt dt (1)
−∞


Fourier transform
Z ∞
F [f (t)] = f (t)e−jωt dt (1)
−∞
Bilateral Laplace transform

Z ∞
LB [f (t)] = f (t)e−st dt (2)
−∞


Fourier transform
Z ∞
F [f (t)] = f (t)e−jωt dt (1)
−∞

Z ∞
LB [f (t)] = f (t)e−st dt (2)
−∞
Unilateral Laplace transform

Z ∞
L[f (t)] = f (t)e−st dt (3)
0


Fourier transform
Z ∞
F [f (t)] = f (t)e−jωt dt (1)
−∞

Z ∞
LB [f (t)] = f (t)e−st dt (2)
−∞

Z ∞
L[f (t)] = f (t)e−st dt (3)
0
Let s = σ + jω: F [f (t)] is a special case of LB [f (t)] when σ = 0


Fourier transform
Z ∞
F [f (t)] = f (t)e−jωt dt (1)
−∞

Z ∞
LB [f (t)] = f (t)e−st dt (2)
−∞

Z ∞
L[f (t)] = f (t)e−st dt (3)
0
Let s = σ + jω: F [f (t)] is a special case of LB [f (t)] when σ = 0

F [f (t)] of causal f (t): special case of L[f (t)] =
System frequency response

For a linear time-invariant system, initially in a quiescent state,
having Laplace transfer function G(s), the response y(t) to an
input u(t) is given by
Y (s) = G(s)U(s) (4)
where Y (s) and U(s) are Laplace transforms of y(t) and u(t),
respectively
Subject to the system being stable, the steady-state response
yss (t) to a sinusoidal input u(t) = A sin ωt is given by
yss (t) = A|G(jω)| sin(ωt + arg G(jω)) (5)
That is, the steady-state response is also sinusoidal, with the

same frequency as input signal
System frequency response
More generally, we can take the input to be complex sinusoidal

signal u(t) = Aejωt subject to the stability requirement, we can
show that the steady-state response is
yss = AG(jω)ejωt = A|G(jω)|ej(ωt+arg G(jω)) (6)
As before, |G(jω)| and arg G(jω) are called the amplitude gain
and phase shift, respectively Both are functions of the real
frequency variable ω, and their plots versus ω constitute the
system frequency response, which characterizes the behavior
of the system
Note that taking imaginary parts throughout (6) leads to the
sinusoidal response (5)

Frequency transfer function
We note that the steady-state response (6) is the product of

input signal Aejωt with Fourier transform G(jω) of the system’s
impulse response
So, G(jω) is called the frequency transfer function of the system
Thus, if the system in (4) is stable, so that G(jω) exists as the
Fourier transform of its impulse response, and the input
u(t) = L−1 {U(s)} has a Fourier transform U(jω), then we can
represent the system in terms of the frequency transfer function
as
Y (jω) = G(jω)U(jω) (7)

Frequency transfer function
Eq (7) determines Fourier transform of system input, and can

be used to determine the frequency spectrum of output from
that of input. This means that both amplitude and phase
spectra of the output are available, so
|Y (jω)| = |G(jω)||U(jω)|
(8)
arg Y (jω) = arg G(jω) + arg U(jω)

Transforms of step and impulse functions: Energy and Power
Transforms of step and impulse functions: Energy

Total energy associated with the signal f (t) is
Z ∞
E= |f (t)|2 dt (9)
−∞


Z ∞
E= |f (t)|2 dt (9)
−∞
If f (t) has Fourier transform F (jω), so that

Z ∞
1
f (t) = F (jω)ejωt dω
2π −∞


Z ∞
E= |f (t)|2 dt (9)
−∞

Z ∞
1
2π −∞
then (9) can be written as
Z ∞ Z ∞
1 jωt
E= f (t) F (jω)e dω dt
−∞ 2π −∞


Z ∞
E= |f (t)|2 dt (9)
−∞

Z ∞
1
2π −∞
then (9) can be written as
Z ∞ Z ∞
1 jωt
E= f (t) F (jω)e dω dt
−∞ 2π −∞
Z ∞ Z ∞
1 jωt
= F (jω) f (t)e dω dω
2π −∞ −∞

Energy spectral Density
R∞
If f (t) is real: −∞ f (t)ejωt dω = F (−jω) = F ∗ (jω)

R∞
Z ∞
1
E= F (jω)F ∗ (jω)dω
2π −∞

R∞
Z ∞
1
2π −∞
Parseval’s theorem:
Z ∞ Z ∞
1
E= |f (t)|2 dt = |F (jω)|2 dω
−∞ 2π −∞

R∞
Z ∞
1
2π −∞
Z ∞ Z ∞
1
E= |f (t)|2 dt = |F (jω)|2 dω (10)
−∞ 2π −∞

R∞
Z ∞
1
2π −∞
Z ∞ Z ∞
1
E= |f (t)|2 dt = |F (jω)|2 dω (10)
−∞ 2π −∞
|F (jω|2 : energy spectral density of signal f (t)

R∞
Z ∞
1
2π −∞
Z ∞ Z ∞
1
E= |f (t)|2 dt = |F (jω)|2 dω (10)
−∞ 2π −∞
|F (jω|2 : energy spectral density of signal f (t)

Plot of |F (jω)|2 versus ω: energy spectrum of signal f (t)

Power of a signal
Power of signal f (t), −∞ < t < ∞:

Z T /2
1
P = lim |f (t)|2 dt (11)
T →∞ T −T /2

Power of a signal
Power of signal f (t), −∞ < t < ∞:

Z T /2
1
P = lim |f (t)|2 dt (11)
T →∞ T −T /2
For signals satisfying Dirichlet conditions, the integral (9) exists,

and so from (11) we can see that such signals have zero power
associated with them

Fourier transform of generalized function δ(t)
δ function satisfies the sifting property: for a continuous g(t):

Z b (
g(c) (a < c < b)
g(t)δ(t − c)dt =
a 0 otherwise

Fourier transform of generalized function δ(t)
δ function satisfies the sifting property: for a continuous g(t):

Z b (
g(c) (a < c < b)
g(t)δ(t − c)dt =
a 0 otherwise
By definition, we obtain two Fourier transforms

Z ∞
F{δ(t)} = δ(t)e−jωt dt = 1
−∞
Z ∞ (12)
F{δ(t − t0 )} = δ(t − t0 )e−jωt dt = e−jωt0
−∞

Fourier transform of generalized functions
Define the generalized Fourier transform pair
f1 (t) = 1, F1 (jω) = 2πδ(ω)

f1 (t) = 1, F1 (jω) = 2πδ(ω)
-Verify that inverse transform gives the signal:

Z ∞
1
F −1 {F1 (jω)} = F1 (jω)ejωt dω
2π −∞
Z ∞
1
= 2πδ(ω)ejωt dω
2π −∞
=1

f1 (t) = 1, F1 (jω) = 2πδ(ω)
-Verify that inverse transform gives the signal:

Z ∞
1
F −1 {F1 (jω)} = F1 (jω)ejωt dω
2π −∞
Z ∞
1
= 2πδ(ω)ejωt dω
2π −∞
= 1 = f1 (t)

f2 (t) = ejω0 t , F2 (jω) = 2πδ(ω − ω0 )

f2 (t) = ejω0 t , F2 (jω) = 2πδ(ω − ω0 )
Z ∞
−1 1
F {F2 (jω)} = F2 (jω)ejωt dω
2π −∞
Z ∞
1
= 2πδ(ω − ω0 )ejωt dω
2π −∞
= ejω0 t

f2 (t) = ejω0 t , F2 (jω) = 2πδ(ω − ω0 )
Z ∞
−1 1
F {F2 (jω)} = F2 (jω)ejωt dω
2π −∞
Z ∞
1
= 2πδ(ω − ω0 )ejωt dω
2π −∞
= ejω0 t = f2 (t)

Generating new pairs of Fourier transforms

First, consider the signals
f3 (t) = cos ω0 t, f4 (t) = sin ω0 t


f3 (t) = cos ω0 t, f4 (t) = sin ω0 t
Since
1 jω0 t
f3 (t) = cos ω0 t = (e + e−jω0 t )
2


f3 (t) = cos ω0 t, f4 (t) = sin ω0 t
Since
1 jω0 t
f3 (t) = cos ω0 t = (e + e−jω0 t )
2
the linearity property yields
1
F{f3 (t)} = (F {ejω0 t } + F {e−jω0 t })
2


f3 (t) = cos ω0 t, f4 (t) = sin ω0 t
Since
1 jω0 t
f3 (t) = cos ω0 t = (e + e−jω0 t )
2
the linearity property yields
1
F{f3 (t)} = (F {ejω0 t } + F {e−jω0 t })
2
which gives generalized Fourier transform pair
F{cos ω0 t} = π(δ(ω − ω0 ) + δ(ω + ω0 ))

Similarly, we get the generalized Fourier transform pair
F{sin ω0 t} = jπ(δ(ω + ω0 ) − δ(ω − ω0 ))

Energy Signals and Power Signals
R∞
Total energy E = −∞ cos2 ω0 tdt associated with signal
f3 (t) = cos ω0 t is unbounded

R∞
However, the associated power is finite:
Z T /2
1
P = lim cos2 ω0 tdt
T →∞ T −T /2
T /2
1 1 1
= lim t+ sin 2ω0 t =
T →∞ T 2ω0 −T /2 2

R∞
Z T /2
1
T →∞ T −T /2
T /2
1 1 1
T →∞ T 2ω0 −T /2 2
Signals with finite energy: energy signals

R∞
Z T /2
1
T →∞ T −T /2
T /2
1 1 1
T →∞ T 2ω0 −T /2 2
Signals with finite energy: energy signals

Signals with unbounded energy and finite power: power signals

Example: Generating new pairs of Fourier transforms
Suppose that a periodic function f (t), −∞ < t < ∞ may be

expressed in a Fourier series having exponential form
∞
X
f (t) = Fn ejnω0 t
−∞

Example: Generating new pairs of Fourier transforms
Suppose that a periodic function f (t), −∞ < t < ∞ may be

expressed in a Fourier series having exponential form
∞
X
f (t) = Fn ejnω0 t
−∞
What is the generalized Fourier transform of f (t)?

Solution: Generating new pairs of Fourier transforms
From the definition

∞
( )
X
F{f (t)} = F Fn ejnω0 t
−∞

From the definition

∞ ∞
( )
X X
jnω0 t
F{f (t)} = F Fn e = Fn F {ejnω0 t }
−∞ −∞

From the definition

∞ ∞
( )
X X
jnω0 t
−∞ −∞
Using F{ejω0 t } = 2πδ(ω − ω0 ):

∞
X
F {f (t)} = Fn 2πδ(ω − nω0 )
−∞

From the definition

∞ ∞
( )
X X
jnω0 t
−∞ −∞
Using F{ejω0 t } = 2πδ(ω − ω0 ):

∞
X ∞
X
F {f (t)} = Fn 2πδ(ω − nω0 ) = 2π Fn δ(ω − nω0 )
−∞ −∞

Convolution
Convolution in time
Let Z ∞
F{u(t)} = U(jω) = u(t)e−jωt dt
Z−∞
∞
F{v (t)} = V (jω) = v (t)e−jωt dt
−∞

Convolution
Convolution in time
Let Z ∞
Z−∞
∞
−∞
then the Fourier of the convolution
Z ∞
y(t) = u(τ )v (t − τ )dτ = u(t) ∗ v (t) (13)
−∞

Convolution
Convolution in time
Let Z ∞
Z−∞
∞
−∞
Z ∞
y(t) = u(τ )v (t − τ )dτ = u(t) ∗ v (t) (13)
−∞
is
Z ∞ Z ∞
−jωt
F {y (t)} = Y (jω) = e u(τ )v (t − τ )dτ dt
−∞ −∞

Convolution
Convolution in time
Let Z ∞
Z−∞
∞
−∞
Z ∞
y(t) = u(τ )v (t − τ )dτ = u(t) ∗ v (t) (13)
−∞
is
Z ∞ Z ∞
−jωt
F {y (t)} = Y (jω) = e u(τ )v (t − τ )dτ dt
−∞ −∞
Z ∞ Z ∞
= u(τ ) e−jωt v (t − τ )dt dτ
−∞ −∞

Convolution
Convolution in time
Change of variables z 7→ t − τ we get

Z ∞ Z ∞
−jω(z+τ )
Y (jω) = u(τ ) v (z)e dz dτ
−∞ −∞

Convolution
Convolution in time

Z ∞ Z ∞
−jω(z+τ )
−∞ −∞
Z ∞ Z ∞
−jωτ
= u(τ )e dτ v (z)e−jωz dz
−∞ −∞

Convolution
Convolution in time

Z ∞ Z ∞
−jω(z+τ )
−∞ −∞
Z ∞ Z ∞
−jωτ
−∞ −∞
so that Y (jω) = U(jω)V (jω).

Convolution
Convolution in time

Z ∞ Z ∞
−jω(z+τ )
−∞ −∞
Z ∞ Z ∞
−jωτ
−∞ −∞
so that Y (jω) = U(jω)V (jω).

That is
F{u(t) ∗ v (t)} = F {v (t) ∗ u(t)} = U(jω)V (jω) (14)
indicating that a convolution in time domain is transformed into

a product in the frequency domain

Convolution
Convolution in frequency
If F {u(t)} = U(jω) and F {v (t)} = V (jω), and

Z ∞ Z ∞
1 jωt 1
u(t) = U(jω)e dω, v (t) = V (jω)ejωt dω
2π −∞ 2π −∞

Convolution
If F {u(t)} = U(jω) and F {v (t)} = V (jω), and

Z ∞ Z ∞
1 jωt 1
u(t) = U(jω)e dω, v (t) = V (jω)ejωt dω
2π −∞ 2π −∞
then the inverse transform of the convolution

Z ∞
U(jω) ∗ V (jω) = U(jy)V (j(ω − y ))dy
−∞
is given by

Convolution
Z ∞ Z ∞
−1 1 jωt
F {U(jω) ∗ V (jω)} = e U(jy)V (j(ω − y))dy dω
2π −∞ −∞

Convolution
Z ∞ Z ∞
−1 1 jωt
2π −∞ −∞
Z ∞ Z ∞
1 jωt
= U(jy) V (j(ω − y))e dω dy
2π −∞ −∞

Convolution
Z ∞ Z ∞
−1 1 jωt
2π −∞ −∞
Z ∞ Z ∞
1 jωt
2π −∞
Z ∞ Z−∞∞
1 j(z+y)t
= U(jy) V (jz)e dz dy
2π −∞ −∞

Convolution
Z ∞ Z ∞
−1 1 jωt
2π −∞ −∞
Z ∞ Z ∞
1 jωt
2π −∞
Z ∞ Z−∞ ∞
1 j(z+y)t
2π −∞ −∞
Z ∞ Z ∞
1 jyt
= U(jy)e dy V (jz)ejzt dz
2π −∞ −∞

Convolution
Z ∞ Z ∞
−1 1 jωt
2π −∞ −∞
Z ∞ Z ∞
1 jωt
2π −∞
Z ∞ Z−∞ ∞
1 j(z+y)t
2π −∞ −∞
Z ∞ Z ∞
1 jyt
= U(jy)e dy V (jz)ejzt dz = 2πu(t)v (t)
2π −∞ −∞

Convolution
Z ∞ Z ∞
−1 1 jωt
2π −∞ −∞
Z ∞ Z ∞
1 jωt
2π −∞
Z ∞ Z−∞ ∞
1 j(z+y)t
2π −∞ −∞
Z ∞ Z ∞
1 jyt
2π −∞ −∞
1
F{u(t)v (t)} = U(jω) ∗ V (jω) (15)
2π

Convolution
Z ∞ Z ∞
−1 1 jωt
2π −∞ −∞
Z ∞ Z ∞
1 jωt
2π −∞
Z ∞ Z−∞ ∞
1 j(z+y)t
2π −∞ −∞
Z ∞ Z ∞
1 jyt
2π −∞ −∞
1
F{u(t)v (t)} =U(jω) ∗ V (jω) (15)
2π
Multiplication in time domain corresponds to convolution in the
frequency domain

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The frequency response Transforms of step and impulse functions

Chapter 5: Fourier Transforms

Assoc.Prof. Mai Duc Thanh

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

1 The frequency response

2 Transforms of step and impulse functions

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Relationship between Fourier and Laplace transforms

Fourier and Laplace transforms

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Relationship between Fourier and Laplace transforms

Fourier and Laplace transforms

Bilateral Laplace transform

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Relationship between Fourier and Laplace transforms

Fourier and Laplace transforms

Bilateral Laplace transform

Unilateral Laplace transform

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Relationship between Fourier and Laplace transforms

Fourier and Laplace transforms

Bilateral Laplace transform

Unilateral Laplace transform

Let s = σ + jω: F [f (t)] is a special case of LB [f (t)] when σ = 0

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Relationship between Fourier and Laplace transforms

Fourier and Laplace transforms

Bilateral Laplace transform

Unilateral Laplace transform

Let s = σ + jω: F [f (t)] is a special case of LB [f (t)] when σ = 0

The frequency response

System frequency response

Y (s) = G(s)U(s) (4)

yss (t) = A|G(jω)| sin(ωt + arg G(jω)) (5)

That is, the steady-state response is also sinusoidal, with the

The frequency response

System frequency response

More generally, we can take the input to be complex sinusoidal

yss = AG(jω)ejωt = A|G(jω)|ej(ωt+arg G(jω)) (6)

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

The frequency response

Frequency transfer function

We note that the steady-state response (6) is the product of

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

The frequency response

Frequency transfer function

Eq (7) determines Fourier transform of system input, and can

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Transforms of step and impulse functions: Energy and Power

Transforms of step and impulse functions: Energy

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Transforms of step and impulse functions: Energy and Power

Transforms of step and impulse functions: Energy

If f (t) has Fourier transform F (jω), so that

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Transforms of step and impulse functions: Energy and Power

Transforms of step and impulse functions: Energy

If f (t) has Fourier transform F (jω), so that

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Transforms of step and impulse functions: Energy and Power

Transforms of step and impulse functions: Energy

If f (t) has Fourier transform F (jω), so that

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 14

Transforms of step and impulse functions: Energy and Power