Module 7

Fourier Transform

• The Fourier Transform gives us a unique way of viewing any function as the
sum of simple sinusoids

• The Fourier Transform is the extension of the notion of Fourier series repre-
sentation to nonperiodic functions

Definition 1 (The Complex Fourier Transform).

Let f (x) be defined for all real −∞ < x < ∞. Then its Fourier transform is given
by
Z∞
1
F f (x) = F (ω) = √ f (x)e−iωx dx

(1)
2π
−∞

Let f (x) represent a signal. Then

• its Fourier transform F (ω) is known as complex frequency spectrum,

• the graph of the magnitude |F (ω)| is called its amplitude spectrum,

• the graph of the argument arg F (ω) is called its phase spectrum.
Fourier Inversion formula:
Z∞
−1 1
f (x) = F F (ω)eiωx dω.

F (ω) = √ (2)
2π
−∞

We say that hf (x), F (ω)i is a Fourier pair.

Theorem 1 (Duality).
hf (x), F (ω)i is a Fourier pair if and only if hF (x), f (−ω)i is a Fourier pair.

1
Self-reciprocal Function:

We say that f (x) is self-reciprocal if F (ω) = f (ω).

Table of Properties of the Fourier Transform

Let F (ω) and G(ω) be the Fourier transforms of f (x) and g(x) respectively.

Property Complex Fourier Transform

F af (x) + bg(x) = aF (ω) + bG(ω)


Linearity

1 ω 
F f (ax) =

Change of scale ·F , a 6= 0
|a| a

F f (x − a) = e−iaω · F (ω)

Time-Shifting

F e−iax f (x) = F (ω − a)

Frequency-Shifting

1
F f (x) cos ax = · [F (ω − a) + F (ω + a)]

Modulation
2

F f (n) (x) = (iω)n F (ω), n = 1, 2, ...


nth Derivative

Multiplication by xn F xn f (x) = (−i)n F (n) (ω), n = 1, 2, ...



Z∞
1
Fourier Convolution (f ∗ g)(x) = √ f (u)g(x − u)du, −∞ < x < ∞
2π
−∞

F (f ∗ g)(x) = F (ω) · G(ω)


Convolution Theorem

2
For the transform of the nth derivative f (n) (x) of f (x), we assume that
• f, f 0 , f 00 , ..., f (n−1) all tend to 0 as |x| → ∞, and
Z∞ Z∞
• |f (x)| dx < ∞, f (k) (x) dx < ∞, k = 1, 2, ..., n.
−∞ −∞

The transform of the derivatives, multiplication by xn , integral property and con-

volution property are useful in solving differential equations.

Proof of Convolution Theorem:

By definition, we have
Z∞
1
F (f ∗ g)(x) = √ (f ∗ g)(x)e−iωx dx

2π
−∞
Z∞ Z∞
 
1  1 
=√ √ f (u)g(x − u)du e−iωx dx
2π  2π 
−∞ −∞
Z∞ Z∞
 
1  1 
=√ f (u)e−iωu √ g(x − u)e−iω(x−u) dx du
2π  2π 
−∞ −∞
 1 Z∞   1 Z∞
  

−iωu −iω(x−u)
= √ f (u)e du √ g(x − u)e dx
 2π   2π 
−∞ −∞
 1 Z∞   1 Z∞
  

−iωu −iωv
= √ f (u)e du √ g(v)e dv
 2π   2π 
−∞ −∞
= F (ω) · G(ω).

That is, the Fourier transform of the convolution of two functions equals the prod-
uct of the respective Fourier transforms.

Example 1

Find the Fourier transform of

(
e−ax , x ≥ 0,
f (x) =
0, elsewhere.

3
Hence find the amplitude and phase spectra of the signal f (x).
Solution.
Z∞
1
F f (x) = F (ω) = √ e−ax e−iωx dx

2π
0
Z∞
1
=√ e−(a+iω)x dx
2π
0
∞
1 e−(a+iω)x
=√ · −
2π a + iω
x=0
  
1 1 1 a ω
= √ = √ −i ·
2π a + iω 2π a2 + ω 2 a2 + ω 2

1 1
• Amplitude spectrum of f (x) is |F (ω)| = √ · √ , and
2π a + ω2
2
ω 
• Phase spectrum of f (x) is arg F (ω) = tan−1 ·
a

Example 2
(
k, 0 < x < 1,
Find the Fourier transform of f (x) =
0, elsewhere.
(
e−iax , 0 < x < 1,
Hence obtain the Fourier transform of g(x) =
0, elsewhere.
Solution.
Z1 1
1 k e−iωx ik
F f (x) = √ ke−iωx dx = √ · − 1 − e−iω .


=− √
2π 2π iω x=0 ω 2π
0

i
With k = 1, this gives F f (x) = − √ 1 − e−iω .


ω 2π
Then by the frequency-shifting property, we get

i 1 − e−i(ω−a)


 −iax
F g(x) = F e

f (x) = F (ω − a) = √ ·
(a − ω) 2π

4
Example 3
(
x, |x| < a,
Find the Fourier transform of f (x) =
0, elsewhere.
Solution.
Za
1
F (ω) = √ xe−iωx dx
2π
−a
 −iωx   −iωx  a
1 e e
=√ (x) − − (1)
2π iω (iω)2 x=−a
  a
1 ix 1
=√ + 2 e−iωx
2π ω ω x=−a
    
1 ia 1 −iωa ia 1 iωa
=√ + 2 e − − + 2 e
2π ω ω ω ω
 
1 ia iωa 1
e + e−iωa − 2 eiωa − e−iωa



=√
2π ω ω
 
1 ia · 2 cos ωa i · 2 sin ωa
=√ −
2π ω ω2
r  
2 a cos ωa sin ωa
= ·i − , ω 6= 0
π ω ω2

Example 4
2 /2
Show that f (x) = e−x , −∞ < x < ∞ is self-reciprocal.
Solution.
Z∞ Z∞
1 −x2 /2 −iωx 1 2 +2x.iω)/2
F (ω) = √ e ·e dx = √ e−(x dx
2π 2π
−∞ −∞
Z∞ 2 Z∞
1 e−ω /2
−[(x+iω)2 −(iω)2 ]/2 2
=√ e dx = √ e−(x+iω) /2 dx
2π 2π
−∞ −∞
∞
 
2
 1 Z 2
 2 2
= e−ω /2 · √ e−z /2 dz = e−ω /2 · 1 = e−ω /2 ·
 2π 
−∞
2 /2
Thus f (x) = F (ω). Hence f (x) = e−x is self-reciprocal.

5
Example 5

Find the Fourier transform of

(
k, |x| < a,
f (x) =
0, elsewhere,

where k and a are positive numbers. Hence

Z∞ Z∞
sin aω cos ωx π sin ω π
(a) derive that dω = · f (x), dω = and
ω 2 ω 2
0 0

sin x
(b) obtain the Fourier transform of g(x) = ·
x
Solution.
Za a
1 k e−iωx
F (ω) = √ k · e−iωx dx = √ −
2π 2π iω x=−a
−a
e − e−iωa
 iωa   
k k 2 sin ωa
=√ =√
2π iω 2π ω
r  
2 sin ωa
=k .
π ω

(a) By the inversion formula,

Z∞
−1 1
f (x) = F F (ω)eiωx dω

F (ω) = √
2π
−∞
Z∞ r  
1 2 sin ωa iωx
⇒ √ k e dω = f (x)
2π π ω
−∞
Z∞  
sin ωa π
⇒ eiωx dω = · f (x)
ω k
−∞
Z∞  
sin ωa π
⇒ (cos ωx + i sin ωx)dω = · f (x)
ω k
−∞

6
 Comparing the real parts on both sides,
Z∞  
sin ωa cos ωx π
dω = · f (x)
ω k
−∞

In particular, for x = 0, a = 1, this gives

Z∞   Z∞  
sin ω π π sin ω π
dω = · f (0) = · k = π ⇒ dω = ·
ω k k ω 2
−∞ 0

(b) Now by the duality property, hF (x), f (−ω)i is a Fourier pair. That is

F F (x) = f (ω)


r   r
2 sin ax 2
But F (x) = k =k · sin cx. Thus for any a > 0,
π x π
( r ) (
2 sin ax k, |ω| < a,
F k · = f (ω) =
π x 0, elsewhere

or with a = 1, we get
r

sin x
  π, |ω| < 1,
F = 2
x
0, elsewhere.


Example 6

Find the Fourier transform of

(
1 − x2 , |x| < 1,
f (x) =
0, elsewhere.

Z∞  
x cos x − sin x x 3π
Hence deduce that cos dx = − ·
x3 2 16
0

7
Solution.
Z1
1
F (ω) = √ (1 − x2 )e−iωx dx
2π
−1
 −iωx   −iωx   −iωx  1
1 2 e e e
=√ (1 − x ) − − (−2x) 2
+ (−2) −
2π iω (iω) (iω)3 x=−1
1
i(1 − x2 ) 2x
 
1 2
=√ − 2 − 3 e−iωx
2π ω ω iω x=−1
    
1 2 2 −iω 2 2
=√ − 2− 3 e − − eiω
2π ω iω ω 2 iω 3
 
1 2 iω −iω

2 iω −iω


= −√ e +e − 3 e −e
2π ω 2 iω
   
1 2 2 4 cos ω sin ω
= −√ (2 cos ω) − 3 (2 sin ω) = − √ − 3
2π ω 2 ω 2π ω 2 ω

By the inversion formula,

Z∞
−1 1
f (x) = F F (ω)eiωx dω

F (ω) = √
2π
−∞
Z∞   
1 4 cos ω sin ω
⇒ √ −√ − 3 eiωx dω = f (x)
2π 2π ω2 ω
−∞
Z∞  
cos ω sin ω π
⇒ − 3 eiωx dω = − f (x)·
ω2 ω 2
−∞

Writing x = 1/2 in this, we see that

Z∞  
cos ω sin ω π
+ 3 eiω/2 dω = − f (1/2)·
ω2 ω 2
−∞
Z∞  
cos ω sin ω π 3 3π
⇒ − 3 [cos(ω/2) − i sin(ω/2)] dω = − · =− ·
ω2 ω 2 4 8
−∞

8
Since the imaginary part on the left hand side is odd function of ω, we get
Z∞   Z∞  
cos ω sin ω 3π x cos x − sin x x 3π
− 3 cos(ω/2)dω = − or cos dx = − ·
ω2 ω 16 x3 2 16
0 0

Example 7

Find the Fourier transform of f (x) = e−|x| for all −∞ < x < ∞. Hence
Z∞
cos ωx π
(a) derive that 2
dω = · e−|x| , and
1+ω 2
0

(b) obtain the Fourier transform of xe−|x| .

Solution.
Z∞
1
F (ω) = √ e−|x| e−iωx dx
2π
−∞
Z∞
1
=√ e−|x| (cos ωx − i sin ωx) dx
2π
−∞
Z∞
1
=√ e−|x| cos ωx dx
2π
−∞

Z∞
2
=√ e−x cos ωx dx
2π
0
∞
r
2 e−x
= · (− cos ωx + ω sin ωx)
π 1 + ω2 x=0
r
2 1
= ·
π 1 + ω2

9
(a) By the inversion formula,
Z∞
−1 1
f (x) = F F (ω)eiωx dω

F (ω) = √
2π
−∞
Z∞ "r #
1 2 1
=√ · 2
eiωx dω
2π π 1 + ω
−∞
Z∞  
1 1
= eiωx dω
π 1 + ω2
−∞
Z∞  
1 1
= (cos ωx + i sin ωx) dω
π 1 + ω2
−∞
Z∞  
2 cos ωx
= dω
π 1 + ω2
0

Z∞
cos ωx dω π
or 2
= · e−|x| , −∞ < x < ∞.
1+ω 2
0

(b) By the multiplication by x property, we have

F xf (x) = (−i)F 0 (ω)


r !
d 2 1
= −i · ·
dω π 1 + ω2
r
2 2iω
= ·
π (1 + ω 2 )2
or
r
2 2iω
F xe−|x| =

·
π (1 + ω 2 )2

10
Fourier Sine and Cosine Transforms

Let f (x) be defined for all x > 0. Then

(a) The Fourier Sine transform of f is given by

r Z∞
2
Fs f (x) = Fs (ω) =

f (x) sin ωx dx
π
0
The Sine Inversion Formula of f is given by
r Z∞
−1 2
f (x) = Fs Fs (ω) =

Fs (ω) sin ωx dω
π
0
(b) The Fourier Cosine transform of f is given by
r Z∞
2
Fc f (x) = Fc (ω) =

f (x) cos ωx dx
π
0
The Cosine Inversion Formula of f is given by
r Z∞
2
f (x) = Fc−1 Fc (ω) =

Fc (ω) cos ωx dω
π
0

Example 1

Find the cosine transform of

(
1, 0 ≤ x ≤ a
f (x) =
0, elsewhere,

where a > 0.

11
Solution.
r Z∞
2
Fc (ω) = f (x) cos ωx dx
π
0
r Za
2
= 1 · cos ωx dx
π
0
2 sin ωx a
r
=
π ω x=0
r
2 sin ωa
= ·
π ω

Example 2

Find the cosine transform of f (x) = e−ax , a > 0, x > 0.

Solution.
r Z∞ r Z∞
2 2
Fc (ω) = f (x) cos ωx dx = e−ax · cos ωx dx
π π
0 0
∞
r r
2 e −ax 2 a
= · 2 2
(−a cos ωx + ω sin ωx) = · 2 ,
π a +ω x=0 π a + ω2

Example 3

Find the sine transform of f (x) = e−ax , a > 0, x > 0 and hence deduce that
Z∞
x sin mx πe−a
dx = ·
1 + x2 2
0

Solution.
r Z∞ r Z∞
2 2
Fs (ω) = f (x) sin ωx dx = e−ax · sin ωx dx
π π
0 0
∞
r r
2 e −ax 2 ω
= · 2 2
(−a sin ωx − ω cos ωx) = · 2
π a +ω x=0 π a + ω2

12
By the inversion formula,
r Z∞ r Z∞ (r )
2 2 2 ω
f (x) = Fs (ω) sin ωx dω = · sin ωx dω
π π π a2 + ω 2
0 0

or
Z∞
ω sin ωx dω π πe−ax
= f (x) = ·
a2 + ω 2 2 2
0

Changing x to m, ω to x and a = 1 we get

Z∞
x sin mx dx πe−m
= ·
1 + x2 2
0

Example 4

Find the sine transform of f (x) = 1/x, x > 0.

Solution.
r Z∞ r r
2 sin ωx 2 π π
Fs (ω) = dx = · = ·
π x π 2 2
0

Example 5
2 /2
Show that f (x) = e−x , −∞ < x < ∞ is self-reciprocal under the cosine
transform.
Solution.
2
We recall that f (x) = e−x /2 is self-reciprocal under the Fourier transform. That
is
2 2
F e−x /2 = e−ω /2 = F (ω)


13
 Z∞
−ω 2 /2 1 2 /2
⇒ e =√ e−x · e−iωx dx
2π
−∞
Z∞
1 2 /2
=√ e−x (cos ωx − i sin ωx) dx
2π
−∞
Z∞ r Z∞
2 −x2 /2 2 2
=√ e cos ωx dx = e−x /2 cos ωx dx.
2π π
0 0
2 2 2
In other words, Fc e−x /2 = e−ω /2 . Hence f (x) = e−x /2 is self-reciprocal.


Cosine transform from the Sine transform:

Theorem 2. If Fs f (x) = Fs (ω) and f (x) → 0 as x → ∞, then


Fc f 0 (x) = ωFs (ω)


(3)
Fc xf (x) = Fs0 (ω)

(4)

Sine transform from the Cosine transform:

Theorem 3. If Fc f (x) = Fc (ω) and f (x) → 0 as x → ∞, then


Fs f 0 (x) = −ωFc (ω)


(5)
Fs xf (x) = −Fc0 (ω)

(6)

Example 6
2
Given that f (x) = e−x /2 is self-reciprocal under the cosine transform, find the
2 2
sine transform of g(x) = xe−x /2 and the cosine transform of h(x) = x2 e−x /2 .
Solution.
2 2 2 2
Given that Fc e−x /2 = e−ω /2 . Let f (x) = e−x /2 and F (ω) = e−ω /2 . Then


by Theorem 3, we have

Fs f 0 (x) = −ωFs (ω)


2
⇒ Fs − xe−x /2 = −ωFs (ω)

2 2
⇒ Fs xe−x /2 = ωFs (ω) = ωe−ω /2 = Gs (ω), say.


2 /2
In other words, g(x) = xe−x is self-reciprocal under the sine transform.

14
Now by the multiplication by x property, we have
2 d d n −ω2 /2 o 2
Fc x(xe−x /2 ) = = (1 − ω 2 )e−ω /2

{Gs (ω)} = ωe
dω dω
2
Thus Fc h(x) = (1 − ω 2 )e−ω /2 .


Example 7

e−ax
Find the sine transform of f (x) = and hence the cosine transform of g(x) =
x
e−ax ·
Solution.
r Z∞  −ax 
2 e
Let I = Fs (ω) = sin ωx dx.
π x
0
Differentiating w. r. t. ω under the integral sign, this gives
r Z∞  −ax  r Z∞ r
dI 2 e 2 −ax 2 a
= (x cos ωx) dx = e cos ωx dx = · ·
dω π x π π a2 + ω 2
0 0

On one hand, this gives

Z∞ r
2 a
Fc e−ax = −ax

e cos ωx dx = · 2 .
π a + ω2
0

On the other hand, separating the variables in the differential equation

r
dI 2 a
= · 2
dω π a + ω2
and then integrating, we get the general solution
r
2 ω 
I= · tan−1 + A.
π a
Then writing ω = 0 in this so that
r r Z∞ 
e−ax

2 −1 2
· tan 0 + A = sin 0 dx = 0
π π x
0
r
2 ω 
or A = 0. Thus Fs (ω) = · tan−1 ·
π a

15
Example 8

1
Find the sine transform of f (x) = and hence the cosine transform of
x(x2 + a2 )
1
g(x) = ·
x2 + a2
Solution.
r r
1 π 1 π −aω
Fs (ω) = 2 · (1 − e−aω ), Gc (ω) = ·e
a 2 a 2

Example 9

1
Find the cosine transform of f (x) = 2 and hence the sine transform of
x +1
x
g(x) = 2 ·
x +1
r
π −ω
Solution. Fc (ω) = Gs (ω) = ·e
2

Example 10 (HOT)

Give a function which is self-reciprocal under the sine and cosine transforms.
√
Solution. f (x) = 1/ x.

16