Signal Analysis: The Fourier

Transform

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
Fourier Transform
• In the previous lecture, we represented periodic signals a sum of sinusoids or
exponentials using Fourier series.
• In this lecture, we will extend the Fourier method to continuous-time (CT)
aperiodic signals.
• We can represent aperiodic signals a continuous sum (or integral) of exponentials
and we can find frequency components of aperiodic signals using Fourier
transform.
• Fourier transform (CTFT) are used to express both aperiodic and periodic
CT signals.

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
Fourier Transform
• Any signal is represented by the Fourier integral (rather than a Fourier series)
𝑥 𝑡 = 𝐷 𝑒

where is Fourier transform of .

1
𝐷 = 𝑥(𝑡)𝑒 𝑑𝑡
𝑇

• We call the Fourier transform of , and the inverse Fourier

transform of .

• We can plot the spectrum as a function of w. Since is complex, we

have both amplitude and angle (or phase) spectrums.
∠

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
Example
• Find the Fourier transform of if a>0.

→ → →

• To plot the spectrum, we should find and

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
 1 𝑎 − 𝑗𝑤 𝑎 −𝑤
𝑋 𝑤 = = , 𝑅𝑒 𝑋 𝑤 = , 𝐼𝑚 𝑋 𝑤 =
𝑎 + 𝑗𝑤 𝑎 + 𝑤 𝑎 +𝑤 𝑎 +𝑤
𝑎 −𝑤 𝑎 +𝑤 1
𝑋 𝑤 = 𝑅𝑒 𝑋 𝑤 + 𝐼𝑚 𝑋 𝑤 = + = = 𝑎 +𝑤
𝑎 +𝑤 𝑎 +𝑤 𝑎 +𝑤 𝑎 +𝑤
1
𝑋 𝑤 = 𝑎 +𝑤 𝑎 +𝑤 =
𝑎 +𝑤
−𝑤
𝐼𝑚 𝑋 𝑤 𝑎 +𝑤 𝑤
∠𝑋 𝑤 = tan = tan 𝑎 = tan −
𝑅𝑒 𝑋 𝑤 𝑎
𝑎 +𝑤
Even function Odd function

• is an aperiodic signal and it has a continuous spectrum whereas, remember

that, if were periodic signal it would have a discrete spectrum.
• An aperiodic signal can be represented as linear combination of complex
exponentials at each frequency ( ).
Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
Comment on amplitude spectrum
𝑥 𝑡 =𝑒 𝑢 𝑡
1
𝑋 𝜔 =
𝑎 + 𝑗𝜔

• How can we interpret amplitude spectrum?

• The Fourier spectrum of a signal indicates the relative amplitudes that are required
to synthesize that signal. It is a density function.
• The magnitude spectrum reveals the distribution of the energy of x(t) in frequencies.
• Signal energy is a measure to express size of a signal.

• The energy contained in the frequency range [ , ] can be computed from

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
 Transforms of some useful functions sin 𝜋𝑥
= 𝑠𝑖𝑛𝑐 𝑥
𝜋𝑥
𝑓 = 𝑤/2𝜋
• Find the Fourier transform of

since for |t|< /2 and since it is zero for |t|> /2,

𝑤𝜏
/
1 1 −𝑒 +𝑒 2 −𝑒 +𝑒 2 sin 2
𝑋 𝑤 = 𝑒 𝑑𝑡 = − 𝑒 −𝑒 = = =
/ 𝑗𝑤 𝑤 𝑗 𝑤 2𝑗 𝑤
2𝜋f𝜏
2 sin 2 sin 𝜋f𝜏 sin 𝜋f𝜏 𝑤𝜏 𝒘𝝉
= = =𝜏 = 𝜏𝑠𝑖𝑛𝑐 f𝜏 = 𝜏𝑠𝑖𝑛𝑐 𝒓𝒆𝒄𝒕(𝒕/𝝉) ⇔ 𝝉𝒔𝒊𝒏𝒄
2𝜋𝑓 𝜋𝑓 𝜋𝑓𝜏 2𝜋 𝟐𝝅

𝑋 𝑤 is a real function.
How can we find its amplitude
and phase spectrums?
Remember!
1 = 1𝑒 °
−1 = 1𝑒 = 1𝑒
Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
The essential bandwidth of a signal
• The spectrum of all practical signals extend to infinity.
• But most of the signal energy is contained within a certain band of B Hz, and the
energy contributed by the components beyond B Hz is negligible.
• We can therefore suppress the signal spectrum beyond B Hz with little effect on
the signal shape and energy. The bandwidth B is called the essential bandwidth
of the signal.

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
• Find the Fourier transform of the unit impulse

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
• Find the inverse Fourier transform of .

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
• Find the inverse Fourier transform of .

𝒋𝒘𝟎 𝒕
𝟎
𝒋𝒘𝟎 𝒕
𝟎
• This result shows that the spectrum of an everlasting exponential is a single
impulse at . Based on this
𝒋𝒘𝟎 𝒕
𝟎

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
• Find the Fourier transforms of the everlasting sinusoid .

using the previous results

𝟎 𝟎 𝟎

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
 Fourier Transform of a periodic signal
• We can use a Fourier series to express a periodic signal as a sum of exponentials
of the form
• We found Fourier transform of exponential. 𝒋𝒘𝟎𝒕 𝟎
• The Fourier series of a periodic signal x(t) with period is given by

• Taking the Fourier transform of both sides, we obtain

𝑇 = 𝜋, 𝑤 = =2

1 0.504
𝑥 𝑡 = 0.504 𝑒 , 𝑋 𝜔 = 2𝜋 𝛿(𝑤 − 𝑛2)
1 + 𝑗4𝑛 1 + 𝑗4𝑛

Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
Principles of Linear Systems and Signals by Lathi, Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif
Discrete Fourier Transform

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
Where we use Fourier transform
• Almost every scientific discipline uses Fourier transform.
• Telecommunication
• Signal processing
• Medical imaging
• Quantum mechanics
• Geology
• Astronomy….
• An example: to design a communication system, the distribution of the energy of
the signal is important. Carrier frequency, sampling frequency, the cut-off
frequency of a filter depends on energy distribution.

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
Fourier transform of a practical signal
•
• How can we apply FT to a signal that
hasn’t a mathematical equation such
speech signal?
• For real-world signals, generally,
analytical computation of CTFT is not possible.
• Thus, we discuss its numerical computation.
• Distribution of the energy of this speech signal in frequencies can be found using
its samples.
• Sampling this continues signal produce its discrete signal counterpart.
• The discrete signal can be used to reveal the energy distribution.

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
Discrete-time signals
• If a signal is defined only at discrete values of time, it is called
a discrete time (DT) signal.
• A DT signal may occur naturally. Example is the
one-dimensional hourly measurements x[n]
made with an electronic thermometer.

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
Discrete-time signals
• Alternatively, a DT signal may be derived from a CT signal by
a process known as sampling.
• Alternatively, a DT signal may be derived from a CT signal by
a process known as sampling.
• Alternatively, a DT signal may be derived from a CT signal by
a process known as SAMPLING.

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
Sampling
• Sampling a signal is acquiring values from a continuous-time signal at discrete
points in time.
• The set of samples forms a discrete-time signal.

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
Example
• where T denotes the time interval between two consecutive
samples and n is sample number.
• Consider the CT signal . Sample the signal using a sampling
interval of , and sketch the waveform of the resulting DT sequence for
the range .
• By substituting t = nT , the DT
representation of the CT signal
x(t) is given by

For
the DT signal x[n] has the
following values:

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
• is sampling interval or SAMPLING PERIOD 𝑺.
• is SAMPLING FREQUENCY 𝑺.

• Now we can use the samples to obtain spectrum.

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
Discrete Fourier transform (DFT)
• We have
• Select the number of to be N, same as the number of samples .
• We can select N frequency in . Generally is preferred.
• The first frequency is located at , and the last frequency is located at .
frequency points: .
• Frequency resolution is

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
 Example 𝑋𝑘 = 𝑥𝑛𝑒

• Find DFT coefficients of .

•
•
•
•
•
•
•

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
•

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
 Example 𝑋𝑘 = 𝑥𝑛𝑒

• Find DFT coefficients of .

•
•
•
•
•
•

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
Spectrum of a sound signal

DFT Coefficients Absolute value of the DFT Coefficients

.
.
.
Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
• We can compute the magnitude spectrum from
• Most applications use only magnitude spectra because they reveal the distribution
of energy in frequencies.
𝜋 𝜔
𝑇𝑋 𝜔 𝑓𝑜𝑟 𝜔 < =
𝑋 𝜔 ≈ 𝑇 2
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
• To obtain frequency value in radian use
• To obtain frequency value in Hertz use

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen
Do frequency spectra play any role during system operation?
• An example: to design a communication system, the distribution of the energy of
the signal is important. Carrier frequency, sampling frequency, the cut-off
frequency of a filter depends on energy distribution.
• Do frequency spectra play any role during system operation? Sometimes yes
sometimes no.
• Although it has been used for system design (like a communication system) or to
create a file (like an mp3 file), it may not play a role in real-time processing.
• When we speak into a telephone, the speech will appear almost instantaneously at
the other end. We don’t need its spectra. When we listen an mp3 file, computer
doesn’t calculate a spectra.
• But if a system uses frequency characteristic of a signal (like speech recognition)
it always calculate spectra.

Continuous and Discrete Time Signals and Systems by Mandal and Amir Asif, Signals and Systems: A Fresh Look by Chi-Tsong Chen