Traitement du Signal

Ecole Nationale d’Ingénieurs de Sfax

Département Génie Electrique
Deuxième année GE
Dorra Sellami
Continuous Fourier Transform

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Continuous Fourier Transform

Chapter content
✓ Jean Baptiste Fourier
✓ Continuous time Fourier transform definition
✓ Fourier transform on L1(ℝ)
✓ Fourier transform on Lebesque space.
✓ Fourier transform properties
✓ Plancherel and Parseval theorem
✓ Fourier transform of particular functions
✓ Application of Fourier transform in sampling
✓ Fourier and Laplace transform
✓ conclusion
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 Continuous Fourier Transform

Who is Jean-Baptiste Fourier?

✓ French mathematician and physician
✓ He is known with Fourier series for resolving the
heat propagarion problem.
✓ In 1794, he was graduated from École Normale
Supérieure, where his professors Lagrange,
Laplace et Monge teach.
✓ He succeeds to Lagrange at the École
Polytechnique en 1797
21 march 1768
✓ In 1824, he intyroduces the analystical theory of
(Auxerre)- 1830
the heat.
(Paris)

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Continuous Fourier Transform

Continuous Fourier transform

✓ Already known: Fourier series decomposition for periodic
signals:

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 Continuous Fourier Transform

Continuous Fourier transform

✓ The Fourier transform is defined by:
+∞
𝑇𝐹[𝑔] 𝑓 = න 𝑔 𝑡 𝑒 −𝑗2𝜋𝑓𝑡 𝑑𝑡
−∞
✓ It is an inner product with pure sine and cosine functions.
✓ Note that the integral is well defined by the integrability of f i.e. for f𝜖𝐿1 ℝ ,
+∞
and in fact. Fourier transform exists if and only if: ‫׬‬−∞ 𝑔 𝑡 𝑑𝑡 < ∞
✓ To develop the properties of the Fourier transform, it proves convenient to
introduce a particular class of test functions, called Schwartz functions. The space
S consists of smooth functions which, along with all derivatives, decay rapidly at
infinity.
✓ An example of the Schwartz function is the exponential function defined by:
g 𝑡 = 𝑒 −𝑎 𝑡 2 , with a>0

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Continuous Fourier Transform

Continuous Fourier transform

✓ Continious Fourier
representation:
✓ Why sinusoidal functions?
✓ In linear time invariant
systems, those functions keep
the same frequency
unchanged.
✓ Decomposing a function into
sine functions is a kind of
regression that can be used in
the study of signal properties
(its response at a LTI system
among others).
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 Continuous Fourier Transform

Continuous Inverse Fourier transform

✓ The Fourier transform is a perfect transform, its is lossless
transform and its reverse can yield the function in the
temporal space.

✓ If the Fourier transform is also L1. The inverse Fourier

transform is defined by:
+∞
g 𝑡 = ‫׬‬−∞ 𝑇𝐹[𝑔] 𝑓 𝑒 𝑗2𝜋𝑓𝑡 𝑑𝑓
✓ Plancherel introduces the Fourier transform for the Lebesgue
space L2. The inverse transform is true on the Lebesque
space.
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Continuous Fourier Transform

Fourier transform on a Hilbert space

✓ The Fourier transform is both unitary on L2 and an algebra homomorphism from
L1 to L∞.
✓ In functional analysis, a unitary operator is a surjective bounded operator on a
Hilbert space preserving the inner product. Unitary operators are usually taken as
operating on a Hilbert space, but the same notion serves to define the concept of
isomorphism between Hilbert spaces.
✓ Let g (x) and h(x) be integrable, and let TF[g] (f) and TF[h](f) be their Fourier
transforms. If g (x) and h(x) are also square-integrable, then the Parseval formula
follows:

+∞ +∞
න 𝑔 𝑡 ℎ 𝑡 𝑑𝑡 = න 𝑇𝐹 𝑔 𝑓 𝑇𝐹 𝑔 𝑓 𝑑𝑓
−∞ −∞

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 Continuous Fourier Transform

Fourier transform on a Hilbert space

✓ The Plancherel theorem, which follows from the above, states that:

+∞ +∞
2 2
න 𝑔 𝑡 𝑑𝑡 = න 𝑇𝐹 𝑔 𝑓 𝑑𝑓
−∞ −∞
✓ Plancherel's theorem has the interpretation in the sciences that the Fourier
transform preserves the energy of the original quantity. The terminology of these
formulas is not quite standardized. Parseval's theorem was proved only for
Fourier series, and was first proved by Lyapunov. But Parseval's formula makes
sense for the Fourier transform as well, and so even though in the context of the
Fourier transform it was proved by Plancherel, it is still often referred to as
Parseval's formula, or Parseval's relation, or even Parseval's theorem.

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Continuous Fourier Transform

Fourier transform properties

✓ Linearity:
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
𝑎𝑔1 𝑥 + 𝑏𝑔2 𝑥 𝑎𝑇𝐹 𝑔1 𝑓 + 𝑏𝑇𝐹 𝑔2 𝑓

✓ Scaling:
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 1 𝑓
𝑔1 𝑎. 𝑥 𝑇𝐹 𝑔1
𝑎 𝑎
✓ Spatial/temporal shift:
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
𝑔 𝑥 + 𝑥0 𝑒 −𝑗2𝜋𝑓𝑥0 𝑇𝐹 𝑔 𝑓

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 Continuous Fourier Transform

Fourier transform properties

✓ Modulation in the spatial/temporal domain:

𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
𝑔 𝑥 𝑒 𝑗2𝜋𝑓0 𝑥 𝑇𝐹 𝑔 𝑓 − 𝑓0
✓ Convolution:
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
h*𝑔 𝑥 𝑇𝐹 ℎ 𝑓 .𝑇𝐹 𝑔 𝑓
✓ Product:
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
h 𝑥 .g 𝑥 𝑇𝐹 ℎ ∗ 𝑇𝐹 𝑔 𝑓

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Continuous Fourier Transform

Fourier transform properties

✓ Temporal/spatial derivative:
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
𝑔′ 𝑥 𝑗2𝜋𝑓𝑇𝐹 𝑔 𝑓
✓ Frequency derivative:
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
x. g 𝑥 𝑗𝑇𝐹 𝑔 ′ 𝑓
✓ Gaussian function preserving:
2
−𝑥 𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 − 2𝜋𝑓𝜎 2
1 1
g 𝑥 =𝜎 𝑒 2𝜎2 𝑇𝐹 𝑔 𝑓 = 2𝜋 𝑒 2
2𝜋

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 Continuous Fourier Transform

Fourier transform properties

✓ Symmetry and real/imaginary functions:

𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
Real and even Real and even
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
𝑟𝑒𝑎𝑙 𝑒𝑣𝑒𝑛
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
𝑟𝑒𝑎𝑙 𝑎𝑛𝑑 𝑜𝑑𝑑 pure imaginary and odd
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
pure imaginary and odd 𝑟𝑒𝑎𝑙 𝑎𝑛𝑑 𝑜𝑑𝑑

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Continuous Fourier Transform

Continuous Fourier transform

✓ Fourier transform of a rectangle function:

Fourier Transform

𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
f 𝑡 = rect 𝑇 𝑡 𝑇𝐹 𝑓 𝛿 = 𝑇sinc 𝑇𝛿

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 Continuous Fourier Transform

Continuous Fourier transform

✓ The Fourier transform of an exponent function on [0,

+∞
1
𝑇𝐹[𝑔] 𝑓 = න 𝑒 −𝑎𝑡 𝑒 −𝑗2𝜋𝑓𝑡 𝑑𝑡 =
0 𝑎 + 𝑗2𝜋𝑓
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Continuous Fourier Transform

Fourier transform of some functions

𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 1 𝑓
𝑔 𝑥 =rect 𝑎𝑥 𝑇𝐹 𝑔 𝑓 = sinc
𝑎 𝑎
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 1 𝑓
𝑔 𝑥 = sinc 𝑎𝑥 𝑇𝐹 𝑔 𝑓 = rect
𝑎 𝑎
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 1 𝑓
𝑔 𝑥 = sinc 2 𝑎𝑥 𝑇𝐹 𝑔 𝑓 = tri
𝑎 𝑎
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 1 𝑓
𝑔 𝑥 = 𝑡𝑟𝑖 𝑎𝑥 𝑇𝐹 𝑔 𝑓 = sinc 2
𝑎 𝑎

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 Continuous Fourier Transform
Application of Fourier transform in sampling

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Continuous Fourier Transform

Application of Fourier transform in sampling

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 Continuous Fourier Transform

Fourier and Laplace transforms

✓ A high similarity exists between Fourier and Laplace transforms:
+∞
𝑇𝐹[𝑔] 𝑓 = න 𝑔 𝑡 𝑒 −𝑗2𝜋𝑓𝑡 𝑑𝑡
−∞
+∞
TL[𝑔] 𝑠 = ‫׬‬−∞ 𝑔 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 ; 𝑠 = 𝜎 + 𝑗2𝜋𝑓

+∞
✓ The Laplace transform exists if and only if: ‫׬‬−∞ 𝑔 𝑡 𝑒 −𝜎𝑡 𝑑𝑡 < ∞
✓ The real term in s can do that some functions can have a Laplace
transform but not a Fourier transform.
✓ The Fourier transform is a special case Laplace transform (for the
unity trigometric circle).

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Continuous Fourier Transform

Conclusion
✓ The Fourier transform is a canonical decomposition on sine
waves.
✓ The Fourier transform is lossless and the inverse Fourier
transform exists for L1 (ℝ) and L2 (ℝ)
✓ It is an isomorphism on L2 (ℝ), i.e. it preserves inner
product and energy.
✓ The Fourier transform of the Dirac camb is a Dirac camb.
✓ Fourier transform proerties enable the sampling study.
✓ The Fourier transform is a special case Laplace transform
(for the unity trigometric circle).

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