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Transcript of Fourier Transform - California State Polytechnic ...zaliyazici/ece307/Fourier Transform.pdf · 2...
1
Fourier Transform
Z. AliyaziciogluElectrical & Computer Engineering Dept.
Cal Poly Pomona
ECE 307
Fourier TransformThe Fourier transform (FT) is the extension of the Fourier series to
nonperiodic signals. The Fourier transform of a signal exist if satisfies the following condition.
The Fourier transform
The inverse Fourier transform (IFT) of X(ω) is x(t)and given by
2( )x t dt∞
−∞
< ∞∫
( ) ( ) j tX x t e dtωω∞
−
−∞
= ∫
1( ) ( )2
j tx t X e dωω ωπ
∞
−∞
= ∫
2
Fourier TransformAlso, The Fourier transform can be defined in terms of frequency of Hertz as
and corresponding inverse Fourier transform is
2( ) ( ) j ftX f x t e dtπ∞
−
−∞
= ∫
2( ) ( ) j ftx t X f e dfπ∞
−∞
= ∫
Fourier TransformDetermine the Fourier transform of a rectangular pulse shown in the following figure
Example:
-a/2 a/2
h
t
x(t)
/ 22 2
/ 2
( )
sin( )2 2sin( )2
2
sinc2
a a aj jj t
a
hX he dt e ej
ah a ha a
aha
ω ωωω
ω
ωω
ωω
ωπ
−−
−
= = − −
= =
=
∫
3
Fourier TransformExample: To find in frequency domain,
( )
/ 2 2 22 2 2
/ 2
( )2sin( )sin( )
sinc
a fa faj jj ft
a
hX f he dt e ej f
h fafa haf fa
ha fa
π ππ
π
πππ π
−−
−
= = − −
= =
=
∫
>> h=1;>> a=1;>> f=-3.5:0.01:3.5;>> w=2*pi*f;>> x=h*a*sinc(w*a/(2*pi));>> plot (w,x)>> title ('X(\omega)')>> xlabel('\omega');>>
1,1
( ) 2sinc2
ha
X ωωπ
==
=
Fourier Transform
1,2
2( ) 2sinc2
ha
X ωωπ
==
=
>> h=1;>> a=1;>> f=-3.5:0.01:3.5;>> w=2*pi*f;>> x=abs(h*a*sinc(w*a/(2*pi)));>> subplot (2,1,1)>> plot (w,x)>> title ('|X(\omega)|')>> xlabel('\omega')>> xp=phase(h*a*sinc(w*a/(2*pi)));>> subplot (2,1,2)>> plot (w,xp)>> title ('phase X(\omega)')>> xlabel('\omega')
4
Fourier Transform
Determine the Fourier transform of the Delta function δ(t)
Example
0( ) ( ) 1j t jX t e dt eω ωω δ∞
− −
−∞
= = =∫
1
X(ω)
ω
Fourier TransformProperties of the Fourier Transform
We summarize several important properties of the Fourier Transform as follows.
1. Linearity (Superposition)
1 1( ) ( )x t X ω⇔ 2 2( ) ( )x t X ω⇔
1 1 2 2 1 1 2 2( ) ( ) ( ) ( )a x t a x t a X a Xω ω+ ⇔ +Then,
If and
Proof:
[ ]1 1 2 2 1 1 2 2
1 1 2 2
( ) ( ) ( ) ( )
( ) ( )
j t j t j ta x t a x t e dt a x t e dt a x t e dt
a X a X
ω ω ω
ω ω
∞ ∞ ∞− − −
−∞ −∞ −∞
+ = +
= +
∫ ∫ ∫
5
Fourier TransformProperties of the Fourier Transform
2. Time Shifting
Then,
If
Proof:
( ) ( )x t X ω⇔
00( ) ( ) j tx t t X e ωω −− ⇔
0t tτ = − 0t tτ= + dt dτ=
0
0
0
( )0( ) ( )
( )
( )
j tj t
j t j
j t
x t t e dt x e d
e x e d
e X
ω τω
ω ωτ
ω
τ τ
τ τ
ω
∞ ∞− +−
−∞ −∞
∞− −
−∞
−
− =
=
=
∫ ∫
∫
Let then and
Fourier Transform
Let0( ) ( )y t x t t= −
0 0
0
( )
( ( ) )
( ) ( ) ( )
( )
j t j tj X
j X t
Y X e X e e
X e
ω ωω
ω ω
ω ω ω
ω
− −∠
∠ −
= =
=
0( ( ) )( )( ) ( ) j X tj YY e X e ω ωωω ω ∠ −∠ =
Therefore, the amplitude spectrum of the time shifted signal is the same as the amplitude spectrum of the original signal, and the phase spectrum of the time-shifted signal is the sum of the phase spectrum of the original signal and a linear phase term.
6
Fourier TransformExample: Determine the Fourier transform of the following time
shifted rectangular pulse.
0 a
h
t
x(t)
2( ) sinc2
ajaX ha eωωω
π− =
>> h=1;>> a=1;>> f=-3.5:0.01:3.5;>> w=2*pi*f;>> x=abs(h*a*sinc(w*a/(2*pi)).*exp(-j*w*1/2));>> subplot (2,1,1)>> plot (w,x)>> title ('|X(\omega)|')>> xlabel('\omega')>> xp=phase(h*a*sinc(w*a/(2*pi)).*exp(-j*w.*1/2));>> subplot (2,1,2)>> plot (w,xp)>> xlabel('\omega')>> title ('phaseX(\omega)')
Fourier Transform3. Time Scaling
then
Proof:
If , a>0 then
( ) ( )x t X ω⇔If
1( ) ( )x at Xa a
ω⇔
atτ = /t aτ= (1/ )dt a dτ=Let then and
1( ) ( )
1 ( )
jj t ax at e dt x e da
Xa a
ωτω τ τ
ω
∞ ∞−−
−∞ −∞
=
=
∫ ∫
If , a<0 then
1( ) ( )
1 1( ) ( )
jj t a
ja
x at e dt x e da
x e d Xa a a
ωτω
ωτ
τ τ
ωτ τ
∞ ∞−−
−∞ −∞
∞−
−∞
=
= =
∫ ∫
∫
7
Fourier TransformExample. if , then find the Fourier transform of the
following signals1( 2 ) ( )2 2
x t X ω−− ⇔
( / 5) 5 (5 )x t X ω⇔
21( 5( 2)) ( )5 5
jx t X e ωω −−− − ⇔
( ) ( )x t X ω⇔
a.
b.
c.
Example: Find the Fourier transform of the following signal.
1 1( ) ( ) ( ) sinc2
x t t X ωωπ
= ∏ ⇔ =
2 2 11 1( ) (5 ) ( ) ( ) sinc5 5 5 10
x t t X X ω ωωπ
= ∏ ⇔ = =
3 3 1( ) ( / 5) ( ) 5 (5 ) 5sinc0.4
x t t X X ωω ωπ
= ∏ ⇔ = =
a.
b.
c.
Fourier Transform4. Duality (Symmetry)
If then( ) ( )x t X ω⇔
( ) 2 ( )X t xπ ω⇔ − ( ) ( )X t x f⇔ −or
Proof: Since t and ω are arbitrary variables in the inverse Fourier transform
1( ) ( )2
j tx t X e dωω ωπ
∞
−∞
= ∫
we can replace ω with t and t with - ω to get
1( ) ( )2
j tx X t e dtωωπ
∞−
−∞
− = ∫{ }( ) ( ) 2 ( )j tX t X t e dt xF ω π ω
∞−
−∞
= = −∫
Therefore,
8
Fourier TransformSimilarly, if we can replace f with t and t with -f in the inverse
Fourier transform
2( ) ( ) j ftx t X f e dfπ∞
−∞
= ∫
2( ) ( ) j ftx f X t e dfπ∞
−
−∞
− = ∫
{ }( ) ( )X t x fF = −
to get
Therefore,
thenLet
Fourier TransformExample: Applying symmetry property,( ) ( ) ( ) 1x t t Xδ ω= ⇔ =
( ) 1 ( ) 2 ( ) 2 ( )x t X ω πδ ω πδ ω= ⇔ = − = ( is even function)( )δ ω
( ) 1 ( ) ( ) ( )x t X f f fδ δ= ⇔ = − =or
Example:
( ) ( ) sinc2
t ax t rect X aa
ωωπ
= ⇔ =
( ) sinc ( ) 2 22tax t a X rect rect
a aω ωω π π
π− = ⇔ = =
2acπ
= 2a cπ=
( ) 1( ) sinc ( ) 22 2
x t a ct X rect rectc c c
ω ωω ππ π
= ⇔ = =
9
Fourier TransformTime Reversal
If then( ) ( )x t X ω⇔
( ) ( )x t X ω− ⇔ −
Proof: Let . Then and t τ− = t τ= − dt dτ= −
( )( ) ( ) ( )j t jx t e dt x e d Xω ω ττ τ ω∞ ∞
− − −
−∞ −∞
− = − = −∫ ∫
Fourier TransformFrequency Shifting
If then( ) ( )x t X ω⇔
( ) ( )cj tcx t e Xω ω ω− ⇔ −
( )( ) ( ) ( )c cj t j tj tcx t e e dt x t e dt Xω ω ωω ω ω
∞ ∞− −−
−∞ −∞
= = −∫ ∫
Proof:
10
Fourier Transform
Determine the Fourier transform of andExample: cos ctω sin ctω
[ ]1 1( ) cos ( ) ( ) ( )2 2
c cj t j tc c cx t t e e Xω ωω ω π δ ω ω δ ω ω−= = + ⇔ = − + +
[ ]1 1 1( ) cos ( ) ( ) ( )2 2 2
c cj t j tc c cx t t e e X f f f f fω ωω δ δ−= = + ⇔ = − + +
or
f
1/2
fc-fc
The phase spectrum is zero everywhere.
X(f)
Fourier Transform
[ ]1 1( ) sin ( ) ( ) ( )2 2
c cj t j tc c cx t t e e X j
j jω ωω ω π δ ω ω δ ω ω−= = − ⇔ = − − − +
[ ]1 1( ) sin ( ) ( ) ( )2 2 2
c cj t j tc c c
jx t t e e X f f f f fj j
ω ωω δ δ− −= = − ⇔ = − − +
f
π/2
-fc
fc
-π/2
f
1/2
fc-fc
|X(f)|
θ(f)
11
Fourier Transform7. Modulation
If then
Proof:
( ) ( )x t X ω⇔
[ ]1( )cos( ) ( ) ( )2c c cx t t X Xω ω ω ω ω⇔ − + +
[ ]
( ) ( )
1( )cos( ) ( )2
1 ( ) ( )2
1 ( ) ( )2
c c
c c
j t j tj t j tc
j t j t
c c
x t t e dt x t e e e dt
x t e dt x t e dt
X X
ω ωω ω
ω ω ω ω
ω
ω ω ω ω
∞ ∞− −
−∞ −∞
∞ ∞− − − +
−∞ −∞
= +
= +
= − + +
∫ ∫
∫ ∫
Fourier Transform8. Time Differentiation:
If then
Proof:
( ) ( )x t X ω⇔
( ) ( )dx t j Xdt
ω ω⇔( ) ( ) ( )
nn
nd x t j X
dtω ω⇔
General case
Taking the derivative of the inverse Fourier transform
1( ) ( )2
j tx t X e dωω ωπ
∞
−∞
= ∫
( ) 1 ( )2
j tdx t j X e ddt
ωω ω ωπ
∞
−∞
= ∫
( ) ( )dx t j Xdt
ω ω⇔
we obtain
Therefore
12
Fourier Transform9. Time Differentiation:
If then
Proof:
( ) ( )x t X ω⇔ General case
Taking derivative of Fourier Transform
( )( ) dX jtx t jd
ωω
⇔( )( )
nn n
nd Xt x t j
dω
ω⇔
( ) ( ) j tX x t e dtωω∞
−
−∞
= ∫
( ) ( ) ( ) j tdX jt x t e dtd
ωωω
∞−
−∞
= −∫
with respect to ω, we obtain
( )( ) dX jtx t jd
ωω
⇔Therefore
Fourier Transform10 Conjugate
If then
Proof:
( ) ( )x t X ω⇔
If x(t) is real so that
* *( ) ( )x t X ω⇔ −
*
* ( ) *( ) ( ) ( )j t j tx t e dt x t e dt Xω ω ω∞ ∞
− − −
−∞ −∞
= = −
∫ ∫*( ) ( )x t x t= *( ) ( )X Xω ω= −
13
Fourier Transform11. Convolution
Proof:
Interchanging the order of integration, we obtain
If , , and ( ) ( )x t X ω⇔ ( ) ( )h t H ω⇔ ( ) ( )y t Y ω⇔
( ) ( ) * ( ) ( ) ( )y t h t x t h x t dτ τ τ∞
−∞
= = −∫
( ) ( ) ( )Y H Xω ω ω=
( ) ( ) ( ) j tY h x t d e dtωω τ τ τ∞ ∞
−
−∞ −∞
= −
∫ ∫
( ) ( ) ( ) j tY h x t e dt dωω τ τ τ∞ ∞
−
−∞ −∞
= −
∫ ∫ ( ) ( ) ( ) ( ) ( )
( ) ( )
j jY h X e d X h e d
X H
ωτ ωτω τ ω τ ω τ τ
ω ω
∞ ∞− −
−∞ −∞
= =
=
∫ ∫
Fourier Transform12. Multiplication
or
If , and
1 2 1 2 1 21 1( ) ( ) ( ) * ( ) ( ) ( )
2 2x t x t X X X v X v dvω ω ω
π π
∞
−∞
⇔ = −∫
1 1( ) ( )x t X ω⇔ 2 2( ) ( )x t X ω⇔
1 2 1 2 1 2( ) ( ) ( ) * ( ) ( ) ( )x t x t X f X f X v X f v dv∞
−∞
⇔ = −∫
14
Fourier Transform13. Parseval’s Theorem
Proof
If , then total normalized(based on one ohms resistor) energy E of and x(t) is given by
1 1( ) ( )x t X ω⇔
2 2 21( ) ( ) ( )2
E x t dt X d X f dfω ωπ
∞ ∞ ∞
−∞ −∞ −∞
= = =∫ ∫ ∫
2 * *1( ) ( ) ( ) ( ) ( )2
j tx t dt x t x t dt x t X e d dtωω ωπ
∞ ∞ ∞ ∞−
−∞ −∞ −∞ −∞
= =
∫ ∫ ∫ ∫
Interchanging the order of integration, we obtain
Fourier Transform
2 *
*
2
1( ) ( ) ( )2
1 ( ) ( )2
1 ( )2
j tx t dt X x t e dt d
X X d
X d
ωω ωπ
ω ω ωπ
ω ωπ
∞ ∞ ∞−
−∞ −∞ −∞
∞
−∞
∞
−∞
=
=
=
∫ ∫ ∫
∫
∫
Proof (cont)