fourier transforms

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Fourier Transform

ContentIntroductionFourier IntegralFourier TransformProperties of Fourier TransformConvolutionParseval’s Theorem

Continuous-Time Fourier Transform

Introduction

The Topic

FourierSeries

FourierSeries

DiscreteFourier

Transform

DiscreteFourier

Transform

ContinuousFourier

Transform

ContinuousFourier

Transform

FourierTransform

FourierTransform

ContinuousTime

DiscreteTime

Per

iodi

cA

peri

odic

Review of Fourier Series

Deal with continuous-time periodic signals. Discrete frequency spectra.

A Periodic SignalA Periodic Signal

T 2T 3T

t

f(t)

Two Forms for Fourier Series

T

ntb

T

nta

atf

nn

nn

2sin

2cos

2)(

11

0

T

ntb

T

nta

atf

nn

nn

2sin

2cos

2)(

11

0SinusoidalForm

ComplexForm:

n

tjnnectf 0)(

n

tjnnectf 0)( dtetf

Tc

T

T

tjnn

2/

2/

0)(1

dttfT

aT

T2/

2/0 )(2

tdtntfT

aT

Tn 0

2/

2/cos)(

2

tdtntfT

bT

Tn 0

2/

2/sin)(

2

How to Deal with Aperiodic Signal?

A Periodic SignalA Periodic Signal

T

t

f(t)

If T, what happens?

Continuous-Time Fourier Transform

Fourier Integral

tjn

nnT ectf 0)(

Fourier Integral

n

tjnT

T

jnT edef

T00

2/

2/)(

1

dtetfT

cT

T

tjnTn

2/

2/

0)(1

T

20

2

1 0

T

n

tjnT

T

jnT edef 00

0

2/

2/)(

2

1

LetT

20

0 dT

n

tjnT

T

jnT edef 00

2/

2/)(

2

1

dedef tjjT )(

2

1

dedeftf tjj)(2

1)(

Fourier Integral

F(j)

dtetfjF tj

)()(

dejFtf tj)(2

1)( Synthesis

Analysis

Fourier Series vs. Fourier Integral

n

tjnnectf 0)(

n

tjnnectf 0)(

FourierSeries:

FourierIntegral:

dtetfT

cT

T

tjnTn

2/

2/

0)(1 dtetf

Tc

T

T

tjnTn

2/

2/

0)(1

dtetfjF tj

)()( dtetfjF tj

)()(

dejFtf tj)(2

1)(

dejFtf tj)(2

1)(

Period Function

Discrete Spectra

Non-PeriodFunction

Continuous Spectra

Continuous-Time Fourier Transform

Fourier Transform

Fourier Transform Pair

dtetfjF tj

)()( dtetfjF tj

)()(

dejFtf tj)(2

1)(

dejFtf tj)(2

1)( Synthesis

Analysis

Fourier Transform:

Inverse Fourier Transform:

Existence of the Fourier Transform

dttf |)(|

dttf |)(|

Sufficient Condition:

f(t) is absolutely integrable, i.e.,

dtetfjF tj

)()(

Continuous Spectra

)()()( jjFjFjF IR

)(|)(| jejF FR(j)

FI(j)

|F(j)|

()

MagnitudePhase

Example

1-1

1

t

f(t)

dtetfjF tj

)()( dte tj

1

1

1

1

1

tje

j

)(

jj eej

sin2

Example

1-1

1

t

f(t)

dtetfjF tj

)()( dte tj

1

1

1

1

1

tje

j

)(

jj eej

sin2

-10 -5 0 5 10-1

0

1

2

3

F(

)-10 -5 0 5 10

0

1

2

3

|F(

)|

-10 -5 0 5 100

2

4ar

g[F

()]

-10 -5 0 5 10-1

0

1

2

3

F(

)-10 -5 0 5 10

0

1

2

3

|F(

)|

-10 -5 0 5 100

2

4ar

g[F

()]

Example

dtetfjF tj

)()( dtee tjt

0

t

f(t)

et

dte tj

0

)(

j

1

Example

dtetfjF tj

)()( dtee tjt

0

t

f(t)

et

dte tj

0

)(

j

1

-10 -5 0 5 100

0.5

1

|F(j

)|

-10 -5 0 5 10-2

0

2

arg[

F(j

)]

=2

-10 -5 0 5 100

0.5

1

|F(j

)|

-10 -5 0 5 10-2

0

2

arg[

F(j

)]

=2

Continuous-Time Fourier Transform

Properties of

Fourier Transform

Notation

)()( jFtf F )()( jFtf F

)()]([ jFtfF )()]([ jFtfF

)()]([1 tfjF- F )()]([1 tfjF- F

Linearity

)()()()( 22112211 jFajFatfatfa F )()()()( 22112211 jFajFatfatfa F

!Home Work !!Home Work !

Time Scaling

a

jFa

atf||

1)( F

a

jFa

atf||

1)( F

!Home Work !!Home Work !

Time Reversal

jFtf F)( jFtf F)(

Pf) dtetftf tj

)()]([F dtetft

t

tj

)(

)()( tdetft

t

tj

)()( tdetft

t

tj

dtetft

t

tj

)( dtetft

t

tj

)(

dtetf tj

)( )( jF

Time Shifting

0)( 0tjejFttf F 0)( 0

tjejFttf F

Pf) dtettfttf tj

)()]([ 00F dtettft

t

tj

)( 0

)()( 0)(0

0

0 ttdetftt

tt

ttj

dtetfet

t

tjtj

)(0

dtetfe tjtj

)(0 tjejF 0)(

Frequency Shifting (Modulation)

00( ) ( )j tf t e F j F 00( ) ( )j tf t e F j F

Pf)dteetfetf tjtjtj

00 )(])([F

dtetf tj

)( 0)(

)( 0 jF

Symmetry Property

)(2)]([ fjtFF )(2)]([ fjtFF

Proof

dejFtf tj)()(2

dejFtf tj)()(2

dtejtFf tj

)()(2

Interchange symbols and t

)]([ jtFF

Fourier Transform for Real Functions

If f(t) is a real function, and F(j) = FR(j) + jFI(j)

F(j) = F*(j)

dtetfjF tj

)()(

dtetfjF tj

)()(* )( jF

Fourier Transform for Real FunctionsFourier Transform for Real Functions

If f(t) is a real function, and F(j) = FR(j) + jFI(j)

F(j) = F*(j)

FR(j) is even, and FI(j) is odd.

F R( j) = F R(j) F I( j) = F I(j)

Magnitude spectrum |F(j)| is even, and phase spectrum () is odd.

Fourier Transform for Real FunctionsFourier Transform for Real Functions

If f(t) is real and even

F(j) is real

If f(t) is real and odd

F(j) is pure imaginary

Pf))()( tftf

Pf)Even

)()( jFjF

)(*)( jFjFReal

)(*)( jFjF

)()( tftf Odd

)()( jFjF

)(*)( jFjFReal

)(*)( jFjF

Example:

)()]([ jFtfF ?]cos)([ 0 ttfF

Sol)

))((2

1cos)( 00

0tjtj eetfttf

])([2

1])([

2

1]cos)([ 00

0tjtj etfetfttf FFF

)]([2

1)]([

2

100 jFjF

Example:

d/2d/2

1

t

wd(t)

d/2d/2t

f(t)=wd(t)cos0t

2sin

2)]([)(

2/

2/

ddtetwjW

d

d

tjdd F

]cos)([)( 0ttwjF d F0

0

0

0 )(2

sin)(2

sin

dd

Example:

d/2d/2

1

t

wd(t)

d/2d/2t

f(t)=wd(t)cos0t

2sin

2)]([)(

2/

2/

ddtetwjW

d

d

tjdd F

]cos)([)( 0ttwjF d F0

0

0

0 )(2

sin)(2

sin

dd

-60 -40 -20 0 20 40 60-0.5

0

0.5

1

1.5

F(j

)

d=2

0=5

-60 -40 -20 0 20 40 60-0.5

0

0.5

1

1.5

F(j

)

d=2

0=5

Example:

t

attf

sin)( ?)( jF

Sol)

d/2d/2

1

t

wd(t)

2sin

2)(

djWd

)(22

sin2

)]([

dd w

td

tjtW FF

)(sin

)]([ 2

aw

t

attf FF

||1

||0

a

a

Answer is just opposite to as expected

Fourier Transform of f’(t)

0)(lim and )(

tfjFtft

F 0)(lim and )(

tfjFtft

F

Pf) dtetftf tj

)(')]('[F

dtetfjetf tjtj )()(

)()(' jFjtf F )()(' jFjtf F

)( jFj

Fourier Transform of f (n)(t)

0)(lim and )(

tfjFtft

F 0)(lim and )(

tfjFtft

F

)()()()( jFjtf nn F )()()()( jFjtf nn F

!Home Work !!Home Work !

Fourier Transform of f (n)(t)

0)(lim and )(

tfjFtft

F 0)(lim and )(

tfjFtft

F

)()()()( jFjtf nn F )()()()( jFjtf nn F

!Home Work !!Home Work !

Fourier Transform of Integral

00)( and )(

FdttfjFtf F 00)( and )(

FdttfjFtf F

jFj

dxxft 1

)(F

jFj

dxxft 1

)(F

Let dxxftt

)()( 0)(lim

t

t

)()()]([)]('[ jjjFtft FF

)(1

)(

jFj

j

The Derivative of Fourier Transform

d

jdFtjtf FF )]([

d

jdFtjtf FF )]([

Pf)dtetfjF tj

)()(

dtetfd

d

d

jdF tj

)()(

dtetf tj

)(

dtetjtf tj

)]([ )]([ tjtfF

!Thank You!!Thank You!