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Fourier transforms.1
Fourier Transform
Reference– Chapter 2.2 – 2.5, Carlson, Communication Systems
Using the Fourier series, a signal over a finite interval can be represented in terms of a complex exponential series. If the function is periodic, this representation can be extended over the entire interval .( )∞∞− ,
∑∞
−∞=
=n
tjnn
oeFtf ω)( ∫ −=T tjn
n dtetfT
F o
0 )(1 ω
Fourier transforms.2
Fourier Transform
On the other hand, Fourier transform provides the link between the time-domain and frequency domain descriptions of a signal. Fourier transform can be used for both periodicand non-periodic signals.
( ) ∫∞
∞−
−= dtetfF tjωω )(( )∫∞
∞−= ωω ω deFtf tj)(
2
Fourier transforms.3
ExampleThe the last example of the previous lecture shows that if the period (T) of a periodic signal increases, the fundamental frequency (ωo=2π/T) becomes smaller and the frequency spectrum becomes more dense while the amplitude of each frequency component decreases. The shape of the spectrum, however, remains unchanged with varying T. Now, we will consider a signal with period approaching infinity.
Suppose we are given a non-periodic signal f(t). In order to applying Fourier series to the signal f(t), we construct a new periodic signal fT(t) with period T.
Fourier transforms.4
The original signal can be obtained back again by letting the period , that is,
)(tf
)(tfT
∞→T
)()( lim tftf TT ∞→
=
t
t
3
Fourier transforms.5
The periodic function fT(t) can be represented by an exponential Fourier series.
As the magnitude of the Fourier coefficients go to zero when the period is increased, we define
.
The Fourier series pair become
where)( ∑∞
−∞=
=n
tjnnT
oeFtf ω
∫−
− ==2/
2/ o /2 and )(1 T
T
tjnTn T dtetf
TF o πωω
( ) nnon TFFn ≡≡ ωωω and
( ) where1)( ∑∞
−∞=
=n
tjnT
neFT
tf ωω ( ) ∫−
−=2/
2/ )(
T
T
tjTn dtetfF nωω
Fourier transforms.6
The spacing between adjacent lines (∆ω) in the line spectrum of fT(t) is
Therefore, we have
Now as T becomes very large, ∆ω becomes smaller and the spectrum becomes denser. In the limit, the discrete lines in the spectrum of fT(t) merge and the frequency spectrum becomes continuous.
T/2πω =∆
( ) (1) 2
)(πωω ω ∆
= ∑∞
−∞=n
tjnT
neFtf
4
Fourier transforms.7
Mathematically, the infinite sum (1) becomes an integral
Similarly,
( )
( ) ωωπ
ωωπ
ω
ω
deFtf
eFtf
tj
n
tjnTTT
n
∫
∑∞
∞−
∞
−∞=∞→∞→
=⇒
∆=
21)(
21lim)(lim
( ) ( )
( )
( ) ∫∫
∫
∫
−
−
−
−
∞→∞→
−
−
−
−
=⇒
=⇒
≡≡=⇒
=
2/
2/
2/
2/
2/
2/
2/
2/
)(
)(limlim
and )(
)(1
T
T
tjnT
T
T
tjnTTnT
nnon
T
T
tjTn
T
T
tjnTn
dtetfF
dtetfF
TFFndtetfF
dtetfT
F
o
o
n
o
ω
ω
ω
ω
ω
ω
ωωωω Q
Fourier transform of f(t)
Inverse Fourier transform of F(ω)
Fourier transforms.8
Operators are often used to denote the transform pair.
{ } f(t)tf of ansformFourier tr )(ℑ
( ){ } ( )ωω FF of ansformFourier tr Inverse 1−ℑ
{ }[ ] )()( 1 tftf ℑℑ= −
5
Fourier transforms.9
Singularity functions
– This is a particular class of functions which are useful in signal analysis.
– They are mathematical idealization and, strictly speaking, do not occur in physical systems.
– Good approximation to certain limiting condition in physical systems. For example, a very narrow pulse.
Fourier transforms.10
Singularity functions
Impulse function– This function has the property exhibited by the following
integral:
for any f(t) continuous at t = to, to is finite. All the propertiescan be derived from this definition.
(2) elsewhere0
)()()(
<<
=−∫btatf
dttttf oob
a oδ
ot
∞
6
Fourier transforms.11
Singularity functions
Properties of the impulse functionAmplitude
All values of δ(t) for are zero. The amplitude at the point t = to is undefined.
Area (strength)If f(t) =1, (2) becomes
Therefore δ(t) has unit area. Similarly, Aδ(t) has an area of A units.
ott ≠
1)( btadttt o
b
a o <<=−∫ δ
Fourier transforms.12
Graphic representationTo display the impulse function at t = to, an arrow is used to avoid to display the amplitude. The area of the impulse is designated by a quantity in parentheses beside the arrow or by the height of the arrow. An arrow pointing down indicates negative area.
Relation to the unit step functionThe unit step function is defined by
ot
)( ottA −δ )(2 1ttA −δ
1t
<>
=−o
o
tttt
ttu01
)( 0
ot
1
7
Fourier transforms.13
Using (2) and letting
Therefore the integral of the unit impulse function is the unit step function. The converse can also be shown by differentiating both sides of the above equation.
1 and , ,- ==∞= f(t)tba
)()(01
)(
)()(
o
t
oo
ot
o
b
a o
ttudttttt
dt
dttttf
−=−⇒
<>
=−⇒
−
∫∫
∫
∞−∞−ττδττδ
δ
)()(
)()(
)()(
oo
o
t
o
o
t
o
ttudtdtt
ttudtddt
dtd
ttudt
−=−⇒
−=−⇒
−=−
∫
∫
∞−
∞−
δ
ττδ
ττδ
Fourier transforms.14
Spectral density function
represents f(t) as a continuous sum of exponential functions with frequencies lying in the interval . The relative amplitude of the components at any frequency ω is proportional to F(ω). F(ω) is called the spectral density function of f(t).
– Each point on the F(ω) curve contributes nothing to the representation of f(t); it is the area that contributes.
( ) ωωπ
ω deFtf tj∫∞
∞−=
21)(
( )ωF
),( ∞−∞
t
8
Fourier transforms.15
Spectral density function
Example– Consider a rectangular pulse train– The line spectrum of the Fourier series
of the signal is
The spectral density of the signal is
( )ωF
Impulse function
Fourier transforms.16
Existence of the Fourier transform
We may ignore the question of the existence of the Fourier transform of a time function when it is an accurately specified description of a physically realizable signal. In other words, physical realizability is a sufficient condition for the existence of a Fourier transform.
9
Fourier transforms.17
Parseval’s theorem for energy signals
Using the Parseval’s theorem, we can find the energy of a signal in either the time domain or the frequency domain.
ExampleEnergy contained in the frequency band of a
real-valued signal is
∫∫∞
∞−
∞
∞−== ωω
πdFdttfE 22 )(
21 )(
21 ωωω <<
∫
∫∫
=
+
−
−
2
1
2
1
1
2
2
22
)(1
)()(21
ω
ω
ω
ω
ω
ω
ωωπ
ωωωωπ
dF
dFdF
Fourier transforms.18
Fourier transforms of some signals
Impulse function δ(t) The Fourier transform of a unit impulse δ(t) is
It shows that an impulse function has a uniform spectral density over the entire frequency spectrum. In practice, a narrow pulse in time domain has a very wide bandwidth in frequency domain.
ExampleIf we increase the transmission rate of digital signal, a wider frequency bandwidth is needed.
{ } ∫∫∞
∞−
∞
∞−
− ====ℑ )0()()(1)()( 0 fdttftedtett jtj δδδ ω Q
10
Fourier transforms.19
Fourier transforms of some signals
Complex exponential functionThe Fourier transform of a complex exponential function is
On the other hand, the inverse Fourier transform of is
{ } ∫∞
∞−
−±± ==ℑ ?dteee tjtjtj oo ωωω
)( oωωδ ±
{ }
{ } { }{ } )(2)(21)(
21)(
1
1
ootj
tjtjoo
o
o
e
edte
ωωπδωωδπ
ωωδπ
ωωδ
ω
ωω
±=±ℑℑ=ℑ∴
=±=±ℑ
−±
∞
∞−
±− ∫
Fourier transforms.20
Sinusoidal signalsThe sinusoidal signals can be written as
The Fourier transform of these signals are
jeexeex
jxjxjxjx
2sin
2cos
−− −=
+=
{ }
{ } )()(2
cos
)()(2
cos
oo
tjtj
o
oo
tjtj
o
jjjeet
eet
oo
oo
ωωδπωωδπω
ωωπδωωπδω
ωω
ωω
+−−=
−
ℑ=ℑ
++−=
+
ℑ=ℑ
−
−
11
Fourier transforms.21
t
toωsin
oωoω− )(π
)( π−
)(ωjF
Fourier transforms.22
Periodic signalA periodic signal f(t) can be represented by its exponential Fourier series.
The Fourier transform is
Thus the spectral density of a periodic signal consists of a setof impulses located at the harmonic frequencies of the signal. The area of each impulse is 2π times the values of its corresponding coefficient in the exponential Fourier series.
TeFtf on
tjnn
o /2where )( πωω == ∑∞
−∞=
{ }
{ }
∑
∑
∑
∞
−∞=
∞
−∞=
∞
−∞=
−=
ℑ=
ℑ=ℑ
non
n
tjnn
n
tjnn
nF
eF
eFtf
o
o
)(2
)(
ωωδπ
ω
ω
12
Fourier transforms.23
Some properties of the Fourier transform
Linearity (superposition)The Fourier transform is a linear operation based on the properties of integration and therefore superposition applies.
{ } )()()()( ωω bGaFtbgtaf +=+ℑ
Fourier transforms.24
Some properties of the Fourier transform
DualityIf , then
Example
{ } )()( ωFtf =ℑ { } )(2)( ωπ −=ℑ FtF
t0.5
0.5t
ω
ω
1
1
1
π2
π2
π2
13
Fourier transforms.25
Coordinate scalingThe expansion or compression of a time waveform affects the spectral density of the waveform. For a real-valued scaling constant α and any signal f(t)
Example{ } )(1)(
αω
αα Ftf =ℑ
2te−
2)2( te−
2/2
2 ωπ −e
2/)2/( 2
2 ωπ −e
Fourier transforms.26
Time shifting (delay)
If a signal is delayed in time by to, its magnitude spectral density remains unchanged and a negative phase -ωto is added to each frequency component.
{ } otjo eFttf ωω −=−ℑ )()(
tj oe ω
14
Fourier transforms.27
Frequency shifting (Modulation)
Therefore multiplying a time function by causes its spectral density to be translated in frequency by ωo.
Example
{ } )()( otj Fetf o ωωω −=ℑ
tj oe ω
{ } [ ])()(21cos)( ooo FFttf ωωωωω −++=ℑ
)(ωF )( oF ωω −)( oF ωω +
Fourier transforms.28
Differentiation
Time differentiation enhances the high frequencycomponents of a signal.
Integration
Integration in time suppresses the high-frequency components of a signal.
)()( ωωFjtfdtd
=
ℑ
{ } ∫∫∞
∞−∞−=+=ℑ dttfFFF
jdf
t)()0( where )()0()(1)( ωδπω
ωττ