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Introduction The Fourier Series


A Fourier series is an expansion of a periodic function f (t) in terms of an infinite sum of cosines and sines

f (t ) =

a0 + (an cos nt + bn sin nt ) 2 n =1

In other words, any periodic function can be resolved as a summation of constant value and cosine and sine functions:
f (t ) = a0 + (an cos nt + bn sin nt ) 2 n =1

a0 + (a1 cost + b1 sin t ) 2 + (a2 cos 2t + b2 sin 2t )

The computation and study of Fourier series is known as harmonic analysis and is extremely useful as a way to break up an arbitrary periodic function into a set of simple terms that can be plugged in, solved individually, and then recombined to obtain the solution to the original problem or an approximation to it to whatever accuracy is desired or practical.

+ (a3 cos 3t + b3 sin 3t ) +

f(t)

Periodic Function

a0 2

f (t ) =
where

=
t

a1 cos t

b1 sin t

a0 + (an cos nt + bn sin nt ) 2 n =1 2


T = Fundemental frequency

+
a2 cos 2t

+
T

a0 =
b2 sin 2t

2 T

f (t )dt
0

an =

2 f (t ) cos ntdt T 0

bn =

2 f (t ) sin ntdt T 0
T /2

*we can also use the integrals limit

T / 2

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Example 1
Determine the Fourier series representation of the following waveform.

Solution
First, determine the period & describe the one period of the function:

T=2

1, 0 < t < 1 f (t ) = 0, 1 < t < 2

f (t + 2) = f (t )

Then, obtain the coefficients a0, an and bn:

a0 =

2 2 f (t )dt = f (t )dt = 1dt + 0dt = 1 0 = 1 T 20 0 0 1


b

an =

2 f (t ) cos ntdt T 0
1 2 1

Or, since f (t )dt is the total area below graph a y = f(t) over the interval [a,b], hence

sin n sin nt = 1cos ntdt + 0dt = = n n 0 0 1


Notice that n is integer which leads since sin = sin 2 = sin 3 = = 0 Therefore,

sin n ,= 0

a0 =

T 2 2 Area below graph 2 f (t )dt = = 2 (11) = 1 over [0, T ] T 0 T

an = .0

bn =

2 T
1

f (t ) sin ntdt
0 2 1

Finally,

1 cos n cos nt = 1sin ntdt + 0dt = = n n 0 0 1


Notice that or

f (t ) = = =

a0 + (an cos nt + bn sin nt ) 2 n =1

cos = cos 3 = cos 5 = = 1 cos 2 = cos 4 = cos 6 = = 1

1 1 (1) n + sin nt 2 n =1 n 1 2 2 2 + sin t + sin 3t + sin 5t + 2 3 5

cos n = (1) n
1 (1) n 2 / n = n 0 , n odd , n even

Therefore, bn =

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Some helpful identities


sin( x) = sin x cos( x) = cos x

[Supplementary]
The sum of the Fourier series terms can evolve (progress) into the original waveform

For n integers,
sin n = 0 sin 2n = 0

cos n = (1) n
cos 2n = 1

From Example 1, we obtain


f (t ) = 1 2 2 2 + sin t + sin 3t + sin 5t + 2 3 5

It can be demonstrated that the sum will lead to the square wave:

(a)
2

(b)
2 2 sin 3t 3

(e)

sin t

sin t +

sin t +

2 2 2 2 sin 3t + sin 5t + sin 7t + sin 9t 3 5 7 9

(c)

(d)

(f)

sin t +

2 2 sin 3t + sin 5t 3 5

sin t +

2 2 2 sin 3t + sin 5t + sin 7t 3 5 7

1 2 2 2 + sin t + sin 3t + + sin 23t 2 3 23

Example 2
Given

f (t ) = t ,

1 t 1

f (t + 2) = f (t )
Sketch the graph of f (t) such that

3 t 3.

Then compute the Fourier series expansion of f (t).

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Solution
The function is described by the following graph:

Then we compute the coefficients:

a0 = =

2 T

f (t )dt
1

1 t 2 2 11 tdt = = =0 2 1 2 2 1

T=2

We find that

2 = = T

an =

2 1 f (t ) cos ntdt = 1t cos ntdt T


1 1

bn =

2 T

f (t ) sin ntdt = t sin ntdt


1 1 1

sin nt t sin nt = dt n 1 1 n = sin n [ sin( n )] cos nt + 2 2 n n 1


1

cos nt t cos nt = + dt n 1 1 n = cos n + [ cos( n )] sin nt + 2 2 n n 1


1

cos n cos( n ) n 2 2 cos n cos n since = =0 n 2 2 = 0+

cos( x) = cos x

2 cos n sin n sin( n ) + n n 2 2 2 cos n 2(1) n 2( 1) n +1 = = = n n n =

Example 3
Finally,

f (t ) =

a0 + (an cos nt + bn sin nt ) 2 n =1

Given

2 t v(t ) = 0
v(t + 4) = v(t )

, 0<t <2 , 2<t <4

2(1) n +1 sin nt n n =1 2 2 2 = sin t sin 2t + sin 3t 2 3 =

Sketch the graph of v (t) such that

0 t 12.

Then compute the Fourier series expansion of v (t).

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Solution
The function is described by the following graph:
v (t) 2 0 2 T=4 4 6 8 10 12 t

Then we compute the coefficients:

a0 = = =

2 v(t ) dt T 0
2 4 2 ( 2 t ) dt + 0dt 4 0 2 2 1 1 t 2 ( 2 t ) dt = 2t = 1 20 2 2 0 2

We find that

2 = T 2

an = =

2 1 v(t ) cos ntdt = (2 t ) cos ntdt + 0 T 20 0 2 1 (2 t ) sin nt 1 sin nt + dt 2 n 0 2 0 n


2 2 2

bn = = = =

2 1 v(t ) sin ntdt = (2 t ) sin ntdt + 0 T 20 0 2 1 (2 t ) cos nt 1 cos nt dt 2 n 0 2 0 n 1 1 sin nt 2 2 n 2 n 0


2 2 2

1 cos nt = 0 + 2 2 2 n 0 =

1 cos 2n 2(1 cos n ) 2[1 (1) n ] = = 2n 2 2 n 2 2 n 2 2

1 sin 2n 1 2 = = n 2n 2 2 n n
sin 2n = sin n = 0

since

Symmetry Considerations
Finally,

v(t ) = =

a0 + (an cos nt + bn sin nt ) 2 n =1 1 2[1 (1) n ] nt 2 nt + cos sin + 2 n =1 n 2 2 2 n 2

Symmetry functions: (i) even symmetry (ii) odd symmetry

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Even symmetry
Any function f (t) is even if its plot is symmetrical about the vertical axis, i.e.
f (t ) = f (t )

Even symmetry (cont.)


The examples of even functions are:
f (t ) = t 2
f (t ) =| t |

f (t ) = cos t

Even symmetry (cont.)


The integral of an even function from A to +A is twice the integral from 0 to +A
f even (t )
+A +A

Odd symmetry
Any function f (t) is odd if its plot is antisymmetrical about the vertical axis, i.e.
f (t ) = f (t )

t
A +A

f even (t )dt = 2 f even (t )dt


0

Odd symmetry (cont.)


The examples of odd functions are:
f (t ) = t
3

Odd symmetry (cont.)


The integral of an odd function from A to +A is zero
f odd (t )
t
+A

f (t ) = t

f (t ) = sin t

+A

odd

(t ) dt = 0

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Even and odd functions


The product properties of even and odd functions are: (even) (even) = (even) (odd) (odd) = (even) (even) (odd) = (odd) (odd) (even) = (odd)

Symmetry consideration
From the properties of even and odd functions, we can show that: for even periodic function;
an = 4 T
T /2

f (t ) cos ntdt
0

bn = 0
4 T
T /2

for odd periodic function;


a0 = an = 0
bn =

f (t ) sin ntdt
0

How?? [Even function]


f (t )

How?? [Odd function]


f (t )

T /2 T /2

T 2

T 2

T /2

T 2

T 2
T /2

an =

2 4 / 2f (t ) cos ntdt = T T T
(even) (even)
||

f (t ) cos ntdt bn =

2 / 2f (t ) sin ntdt = 0 T T
(even) (odd)
||

a0 =

2 / 2f (t )dt = 0 T T
(odd)

T /2

bn =

2 4 / 2f (t ) sin ntdt = T T T
(odd) (odd)
||

T /2

f (t ) sin ntdt
0

an =

(even)

(odd)

2 / 2f (t ) cos ntdt = 0 T T
(odd) (even)
||

T /2

(even)

(odd)

Example 4
Given
1 , 2 < t < 1 f (t ) = t , 1 < t < 1 1 , 1< t < 2 f (t + 4) = f (t )

Solution
The function is described by the following graph:
f (t) 1

Sketch the graph of f (t) such that

6 t 6.

Then compute the Fourier series expansion of f (t). We find that

T=4

2 = T 2

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Then we compute the coefficients. Since f (t) is an odd function, then

bn = =

2 T

f (t ) sin ntdt = T f (t ) sin ntdt


0 1 2

2 a0 = T
and

f (t )dt = 0

4 t sin ntdt + 1sin ntdt 4 0 1


1 1 2

cos nt t cos nt cos nt = + dt + n n n 0 0 1 cos n sin nt cos 2n cos n + 2 2 n n n 0 cos 2n sin n 2 cos n = + 2 2 = n n n since sin 2n = sin n = 0 =
1

an =

2 T

f (t ) cos ntdt = 0

Example 5
Finally,
a f (t ) = 0 + (an cos nt + bn sin nt ) 2 n =1 nt 2 cos n = sin n 2 n =1 n +1 (1) nt = 2 sin n 2 n =1

Compute the Fourier series expansion of f (t).

Solution
The function is described by
1 , 0 < t < 1 f (t ) = 2 , 1 < t < 2 1 , 2 < t < 3
T=3

Then we compute the coefficients.


a0 =
3 1 2 3 2 2 2 8 f (t )dt = 1dt + 2dt + 1dt = [(1 0) + 2(2 1) + (3 2)] = T 0 3 0 3 1 2 3

Or, since f (t) is an even function, then


a0 =
T=3

f (t + 3) = f (t )

2 4 f (t )dt = T T 0

3/ 2

= (1 0) + 2 1 = f (t )dt = 3 1dt + 2dt 2 3 3


0 0 1

3/ 2

and

2 2 = = T 3

Or, simply
a0 =
3 2 2 Total area below graph 2 8 f (t )dt = = 3 4 = 3 in a period T 0 T

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an = =

2 T

0 1

f (t ) cos ntdt =
3/ 2

4 T

3/ 2

f (t ) cos ntdt
0

and bn = 0 Finally,
f (t ) = =

since f (t) is an even function.

4 1 cos ntdt + 3 0
1

2 cos ntdt
1 3/ 2

4 sin nt 4 2 sin nt = + 3 n 0 3 n 1 = = = 4 3n

a0 + (an cos nt + bn sin nt ) 2 n =1

3n sin n + 2 sin 2 sin n

4 3n sin n 2 sin 3n 2 2 n

2 3

4 2 2n 2nt + sin cos 3 n =1 n 3 3 4 2 1 2n 2nt = sin cos 3 n =1 n 3 3

2n 2 2 n sin 2 sin n sin = 3 n 3

Function defines over a finite interval


Fourier series only support periodic functions In real application, many functions are non-periodic The non-periodic functions are often can be defined over finite intervals, e.g.

Therefore, any non-periodic function must be extended to a periodic function first, before computing its Fourier series representation Normally, we prefer symmetry (even or odd) periodic extension instead of normal periodic extension, since symmetry function will provide zero coefficient of either an or bn This can provide a simpler Fourier series expansion

y=2 y=1 y=1

y=

t2

y=

Non-periodic function y (t )

Periodic extension

f (t )

Half-range Fourier series expansion


l 2l 3l
t

f (t ) = y(t ) , 0 < t < l


f (t + l ) = f (t )
T =l 3l 2l l 0
T

Even periodic extension


y (t ) , 0 < t < l f (t ) = y (t ) , l < t < 0 f (t + 2l ) = f (t )
T = 2l

f even (t )
t

3l 2l l 0
T

2l

3l

The Fourier series of the even or odd periodic extension of a non-periodic function is called as the half-range Fourier series This is due to the non-periodic function is considered as the half-range before it is extended as an even or an odd function

Odd periodic extension


, 0<t <l y (t ) f (t ) = y (t ) , l < t < 0 f (t + 2l ) = f (t )
T = 2l

f odd (t )
t

3l 2l l

0
T

2l

3l

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If the function is extended as an even function, then the coefficient bn= 0, hence
f (t ) = a0 + an cos nt 2 n =1

If the function is extended as an odd function, then the coefficient an= 0, hence
f (t ) = bn sin nt
n =1

which only contains the cosine harmonics. Therefore, this approach is called as the halfrange Fourier cosine series

which only contains the sine harmonics. Therefore, this approach is called as the halfrange Fourier sine series

Example 6
Compute the half-range Fourier sine series expansion of f (t), where

Solution
Since we want to seek the half-range sine series, the function to is extended to be an odd function:
f (t) 1 0 t 2 f (t) 1 0 1 T = 2 2 t

f (t ) = 1 , 0 < t <

2 =1 T

Hence, the coefficients are

Example 7
Determine the half-range cosine series expansion of the function

a0 = an = 0
and

bn =
=

4 T

T /2

f (t ) sin ntdt = 2 1sin ntdt


0 0

f (t ) = 2t 1 , 0 < t < 1

4 / n 2 cos nt 2 = (1 cos n ) = n 0 n 0

n odd

, n even

Sketch the graphs of both f (t) and the periodic function represented by the series expansion for 3 < t < 3.

Therefore,

f (t ) =

2 (1 cos n ) sin nt = n =1 n

n =1 n odd

n sin nt

10

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Solution
Since we want to seek the half-range cosine series, the function to is extended to be an even function:
f (t)
1 1
1 2

Hence, the coefficients are T /2 1 1 4 4 a0 = f (t )dt = (2t 1)dt = 2 t 2 t 0 = 0 T 0 20

f (t)
1
1

an =
t

4 T

T /2

f (t ) cos ntdt =
1

4 (2t 1) cos ntdt 2 0


1

2
1 1

1
T=2

sin nt (2t 1) sin nt = 2 2 2dt n n 0 0 = 2 sin n cos nt + 4 2 2 n n 0


1

2 = T

4(cos n 1) 8 / n 2 2 = n 2 2 0

n odd

, n even

bn = 0
Therefore,

Parseval s Theorem

f (t ) = a0 + an cos nt
n =1

= 0+

n =1 n odd

n
2

8 8 cos nt = 2 2

n =1 n odd

1
2

Parserval s theorem states that the average power in a periodic signal is equal to the sum of the average power in its DC component and the average powers in its harmonics
cos nt

f(t)

Pavg

Pdc

a0 2

For sinusoidal (cosine or sine) signal,


Vpeak 2 2 Vrms 1 Vpeak 2 P= = = R R 2 R
2

=
a1 cos t

Pa1

b1 sin t

Pb1

+
a2 cos 2t

+
Pa2
b2 2t b2 sin

For simplicity, we often assume R = 1, which yields +


P= 1 2 Vpeak 2

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For sinusoidal (cosine or sine) signal,


Pavg = Pdc + Pa1 + Pb1 + Pa2 + Pb2 + 1 1 1 2 1 2 a = 0 + a12 + b12 + a2 + b2 + 2 2 2 2 2
2

Exponential Fourier series


Recall that, from the Euler s identity,
e jx = cos x j sin x

Pavg =

1 2 1 2 2 a0 + (an + bn ) 4 2 n =1

yields
cos x = e jx + e jx 2

and

sin x =

e jx e jx j2

Then the Fourier series representation becomes


f (t ) = =
a0 + (an cos nt + bn sin nt ) 2 n =1

e jnt + e jnt e jnt e jnt a0 + bn + an 2 n =1 2 j2 e jnt + e jnt e jnt e jnt a0 = + an jbn 2 n =1 2 2 an jbn jnt an + jbn jnt a0 = + + e e 2 n =1 2 2

n n , cn = n 2 n Here, let we name cn = 2 a and c0 = 0. Hence, 2a a jbn jnt an + jbn jnt f (t ) = 0 + n e + e 2 n =1 2 2 n =1

a jb

a + jb

c0
n =1

cn
n =1

cn

= c0 + cn e jnt + c n e jnt = c0 + cn e jnt +


n =1

a0 a jbn jnt a + jbn jnt + n + n e e 2 n =1 2 2 n =1


n = 1

c e
n n =1

jnt

n =

c e
n

jnt

+ c0 + cn e jnt =

n =

c e
n

jnt

Then, the coefficient cn can be derived from


a jbn cn = n 2 T 1 2 j 2 = f (t ) cos ntdt 2T 2 T 0
T

f (t ) sin ntdt
0

T T 1 = f (t ) cos ntdt j f (t ) sin ntdt T 0 0

In fact, in many cases, the complex Fourier series is easier to obtain rather than the trigonometrical Fourier series In summary, the relationship between the complex and trigonometrical Fourier series are:
c0 = a0 1 = 2 T
T

= =

1 T 1 T

f (t )dt
0

cn =

1 T

f (t )e
0

jnt

dt

f (t )[cos nt j sin nt ]dt


0 T

cn = c n

f (t )e
0

jnt

dt

an jbn 2 an + jbn = 2

or

cn = cn

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Example 8
Obtain the complex Fourier series of the following function f (t )
e 2
t

Solution
Since T = 2 , . Hence =1

c0 = =

1 T

f (t )dt
0 2

1
4 2 0 2 4

1 2

f (t )=

e dt
0

1 t e 2

[ ]

e 2 1 2

cn = =

1 T

f (t )e
0 2

jnt

dt 1 2
2

cn

n =0

1 2

e 2 1 e 2 1 = = c0 2 (1 jn) n =0 2

e e
0

jnt

dt =
2

e
0

(1 jn ) t

dt

Therefore, the complex Fourier series of f (t) is

1 = 2 =

e 1 jn 0

(1 jn ) t

f (t ) =

n =

cne jnt =

e 2 1 jnt e n = 2 (1 jn)

e 2 (1 jn) 1 e 2 e j 2 n 1 e 2 1 = = 2 (1 jn) 2 (1 jn) 2 (1 jn)

since e j 2 n = cos 2n j sin 2n = 1 0 = 1

*Notes: Even though c0 can be found by substituting cn with n = 0, sometimes it doesn t works (as shown in the next example). Therefore, it is always better to calculate c0 alone.

cn is a complex term, and it depends on n. Therefore, we may plot a graph of |cn| vs n.

Example 9
Obtain the complex Fourier series of the function in Example 1.

cn =

e 2 1 2 1 + n 2

In other words, we have transformed the function f (t) in the time domain (t), to the function cn in the frequency domain (n).

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Solution
= T 1 1 1 1 c0 = f (t )dt = 1dt = T 0 20 2
1 cn = T
T

But Thus,

e jn = cos n j sin n = cos n = (1) n


cn =
=

j (e jn 1) 2n
j / n j [(1) n 1] = 2n 0 , n odd , n even

f (t )e
0

jnt

1 dt = 1e jnt dt + 0 20 1

1 e jnt j = (e jn 1) = 2 jn 0 2n

*Here notice that Therefore,

cn

n =0

.c0
n jnt

f (t ) =

n =

c e

1 j jnt e 2 n = n n0 n odd

The plot of |cn| vs n is shown below

c0 =

1 2

1 , n odd cn = n n even 0,
0.5

The Fourier Transform


BET2533 Eng. Math. III
R. M. Taufika R. Ismail FKEE, UMP

Introduction
Fourier transform is another method to transform a signal from time domain to frequency domain The basic idea of Fourier transform comes from the complex Fourier series Practically, many signals are non-periodic Fourier transform use the principal of the Fourier series, with assumption that the period of the nonperiodic signal is infinity (T ).

Recall the complex form of Fourier series:


f (t ) =
n =

c e
n

jn0t

(2.1)
dt

where
cn = 1 T

T /2

T / 2

f (t )e

jn0t

(2.2)

Substituting (2.2) into (2.1) gives


f (t ) =

n =

T f (t )e
T / 2

T /2 jn0t

dt e jn0t

(2.3)

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The spacing between adjacent harmonics is

Then (2.3) becomes:


f (t ) = =

n =

T f (t )e
T / 2

T /2 jn0t

dt e jn0t dt e jn0t

n =

2 f (t )e
T / 2

T /2 jn0t

= (n + 1)0 n0 = 0 =

2 T

or

T=

T / 2 jn t 1 jn t = f (t )e 0 dt e 0 2 n = T / 2

Now if we let T , the summation becomes integration, becomes , and the discrete harmonic frequency n0 becomes a continuous frequency , i.e.:
n =

Thus, as T ,
f (t ) = 1 2

n =

f (t )e
T / 2

T / 2

jn0t

dt e jn0t

n 0

jt 1 j t f (t )e dt e d 2

F ( )

Therefore
f (t ) = 1 2

Or in mathematical expression,

F ( )e
jt

j t

F ( ) = F { f (t )} =

f (t )e

j t

d
jt

where

F ( ) =

f (t )e

and
f (t ) = F 1{F ( )} =

1 2

F ( )e

We say that F() is the Fourier transform of f (t), and f (t) is the inverse Fourier transform of F()

where F and F 1 is the Fourier transform and inverse Fourier transform operator respectively:
f (t )
F

F 1

F ( )

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Generally, the Fourier transform F() exists when the Fourier integral converges A condition for a function f(t) to have a Fourier transform is, f(t) can be completely integrable, i.e.

Comparison between Fourier series and Fourier transform


Fourier series Support periodic function Discrete frequency spectrum Fourier transform Support non-periodic function Continuous frequency spectrum

f (t ) dt <

This condition is sufficient but not necessary

Principle of duality
The definition of Fourier transform is
F ( ) = F { f (t )} =

From (2.5),
f (t ) = 1 2

F ( )e

j t

f (t )e
1 2

j t

(2.4)

If we interchange t and
f ( ) = 1 2

and the inverse Fourier transform is


f (t ) = F 1{F ( )} =

F (t )e
jt

j t

dt

F ( )e

jt

(2.5)

And replace with


f ( ) = 1 2

Note that the function f (t) and its transform F () can be derived from each other

F (t )e

dt =

1 F {F (t )} 2

or

F {F (t )} = 2f ( )

This is an important property to find the Fourier transform of certain functions which their Fourier integral diverges For example, using integration, the Fourier transform of 1 is
F {1} = 1e
jt

*Note that

e jis neither 0 nor since

= cos j sin = ??

where cos and sin do not converge and | cos | 1 and |sin | 1. But

e jt e j e + j dt = =? = j j

At first, we may conclude that 1 has no Fourier transform, but in fact, it can be found using the principle of duality!

e ( a + j ) equal to 0 since e ( a + j ) = e e j = 0 e j = 0 with condition a is real and a > 0.

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Example 1
Using the definition, find the Fourier transform of (t). Then deduce the Fourier transform of 1.

Solution

*Recall the sifting property:

(t a) f (t )dt =

f (a)

The Fourier transform of f (t) = (t) is

F ( ) = F { (t )} = (t )e jt dt = e j 0 = e 0 = 1

Then, using the duality principle, the Fourier transform of 1 is

F {1} = 2f ( ) = 2 ( ) = 2 ( )
since ( ) = ( .)

Example 2
Find the Fourier transform of the following function: (a)
(t a )
(a)

Solution
Using the definition,

F { (t a)} = (t a)e jt dt = e ja

(b)

e j t

(c)

cos t

(b)

From the result in (a), by replacing = a, and using the duality principle,

F {e jt } = 2f ( ) = 2 (( )) = 2 ( )

(c)

From the result in (b),

Example 3
Using the definition, find the Fourier transform of the following: (a)
e t u (t )

e jt + e jt F {cos t} = F 2 1 = F {e jt } + F {e jt } 2 1 = [2 ( ) + 2 ( + )] 2 = [ ( ) + ( + )]

(b)

e |t |

where R and > 0.

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Solution
(a)

(b)

F {e |t | } = =

e e

t jt

dt + e t e jt dt
0

F {e

( j ) t

u (t )} = e
0

j t

dt = e
0

( + j ) t

dt

dt + e ( + j ) t dt
0 0

e 0 1 1 = = = ( + j ) 0 ( + j ) + j

( + j ) t

e ( j ) t e ( + j ) t = + j ( + j ) 0 1 1 2 = + = j + j 2 + 2

Properties of the Fourier transform


Linearity Time scaling Time shifting Frequency shifting Time differentiation Frequency differentiation Duality Convolution

If F() = F{f (t)}, G() = F{g (t)}, a and b are constants, then: 1. Linearity F {af (t ) bg (t )} = aF ( ) bG ( ) 2. Time scaling

F { f (at )} =

1 F | a | a

3. Time shifting

5. Time differentiation

F { f (t t0 )} = e jt0 F ( )
that is, a delay in the time domain corresponds to a phase shift in the frequency domain. *Phase shift: Say

d n f (t ) n F = ( j ) F ( ) n dt
6. Frequency differentiation

F ( ) =| F | . Then

F ( ) = (1 ) (| F | ) =| F | ( . )
7. Duality

F {t n f (t )} = j n

d n F ( ) d n

4. Frequency shifting

F { f (t )e

j 0 t

} = F ( 0 )

F {F (t )} = 2f ( )

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8. Convolution

Example 4
Derive the Fourier transform of a single rectangular pulse of width and height A, as shown below:

F { f (t ) g (t )} = F ( )G( )
F { f (t ) g (t )} = 1 F ( ) G ( ) 2

Solution
Using the definition of the Fourier transform,
F ( ) = F { f (t )} =
/2

Example 5
From the result in Example 4, using the time shifting theorem, obtain the Fourier transform of the function g(t):

f (t )e

j t

dt
/2

= =

e jt Ae jt dt = A j / 2 / 2

A(e j / 2 e j / 2 ) j sin( / 2) sin( / 2) = 2A = A = A sinc / 2 2

Solution
Set A = 1 and = 1 of the function f(t) to get the following waveform:
F ( ) = sinc

where

1 g1 (t ) = f (t + 1 2 ) and g 2 (t ) = f (t . 2 ) Hence,

g (t ) = g1 (t ) + g 2 (t )
1 = f (t + 1 2 ) f (t 2 )

Therefore, the Fourier transform of g(t) is


G ( ) = F {g (t )}
1 = F { f (t + 1 2 )} F { f (t 2 )}

Then write

g (t ) = g1 (t ) + g2 (t ) as shown below:
= +

= e j / 2 F ( ) e j / 2 F ( ) = (e j / 2 e j / 2 ) F ( ) = j 2 sin

[time shifting theorem]


2(cos 1) j

sinc

j 4 sin 2 ( / 2)

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Method of Differentiation in time domain


The simplest Fourier transform is on the delta function, where F{(t)} = 1 Using this idea, before we transformed a function, we differentiate it until its derivative is expressed in delta functions form The important properties in implementing this method are:
d n f (t ) n F = ( j ) F ( ) n dt

Example 6
Using time differentiation, find the Fourier transform of the following function

and

F { f (t t0 )} = e jt0 F ( )

Solution
f=t+1 f=1t

The idea is we differentiate f(t) until its derivative is expressed in the terms of delta functions. This required twice differentiation as shown below:

df dt

d2 f dt 2

Hence,

d 2 f (t ) = (t + 1) 2 (t ) + (t 1) dt 2
d 2 f (t ) F = F { (t + 1) 2 (t ) + (t 1)} 2 dt ( j ) 2 F ( ) = e j 2 + e j F ( ) = (e
2 j

Example 7
Given the Fourier transform of f(t) is
F ( ) = 3 5 + j

Taking the Fourier transform for both sides of eqn,

+e

)2

Determine the Fourier transform of the following: (a)


t f 2

Thus,

F ( ) =

2(1 cos )

(b) (d)

f (2t 1)

(c) (cos t ) f (t )

e t f (t )

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Solution
(a) Using time scaling property,
t 1 F f = 1 F 1 2 2 2 3 6 = 2 F (2 ) = 2 5 + j (2 ) = 5 + j 2

(b)

This involve the time scaling and time shifting properties.

} F { f (2t 1)} = F { f (2(t 1 2 ))


= = 1 j / 2 F e 2 2 j / 2 3e j / 2 1 3 e = 2 5 + j ( / 2) 10 + j

* Note that the time shift is , not 1. The time shift must be determined when the coefficient of t is 1.

(c)

From the Euler s identity,


1 jt jt f (t ) = 2 e f (t ) + e f (t )

(d)

e jt + e jt (cos t ) f (t ) = 2

The frequency shifting property cannot be apply directly, since there are no term e jat. However, note that j 2 = 1, that is
et f (t ) = e j t f (t ) = e jjt f (t )
2

Then, using the frequency shifting property,


F {(cos t ) f (t )} = 1 F e jt f (t ) + F e jt f (t ) 2 1 = [F ( 1) + F ( + 1)] 2 1 3 3 = + 2 5 + j ( 1) 5 + j ( + 1)

[ {

}]

Then, using the frequency shifting property,


F e t f (t ) = F e jjt f (t ) = F ( j )

3 3 = 5 + j ( j ) 6 + j

The convolution integral


A linear system: In frequency domain X() H ( ) Y() = X()H()

Convolution :

f (t ) g (t ) =

f ( ) g (t )d = g ( ) f (t )d

Which means the integral is evaluated in domain

In time domain x(t) h(t) y(t) = x(t)*h(t)

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The steps of convolution: 1. Create a dummy variable (i.e. ) and make each waveform a function of . f (t ) f ( ) g (t ) g ( ) 2. Time-invert one of the waveforms (doesn t matter which). g ( ) g ( ) 3. Shift the inverted waveform by t. this allow the function to travel along -axis.
g ( ) g (( t )) = g (t )

4. Find the product of the intersection


f ( ) g (t )

5. For a given time t, integrate the product for the intersection range a < < b.
b

f ( ) g (t )d
a

6. Combine all the integrals after the travelling waveform moved for < t < .

Example 8
Find the convolution of the two signals:
f()

Solution
1. Write f and g as functions of .
g()

g( ) =

2. Choose one of the functions as the travelling wave. Suppose that we choose f. Reflect f() about the vertical axis to get f().
f()

g( ) =

g()

3. Write f() as f(t) . Since t varies from to +, it means we bring f to and shift it to + direction.
f(t) g()

(i) < t < 0: No overlap. f *g = 0 (ii) 0 < t < 1


f(t) g() t1 0 t 1
t

t1

4&5. Along the journey of f(t ), observe the intersections between f and g. Then integrate along the intersection ranges:

t 2 t2 f g = (1)( )d = = 2 0 2 0

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(iii) 1 < t < 2


f(t) g() t1 1
1

6. Combine all the integral for < t < to obtain f * g :


0 1 t 2 f g (t ) = 1 2 2 t (2 t ) 0
f *g (t)
1 2

t<0

0
1

, 0 < t <1 , 1< t < 2 , t>2

2 t f g = (1)( )d = = (2 t ) 2 t 1 2 t 1

(iv) 2 < t < : No overlap. f *g = 0


0

t2
1

1 2

t (2 t )
t

Example 9
Find x(t ) h(t.) Given
1 , 1 < t < 0 x(t ) = 1 , 0 < t < 1 0 , otherwise

Solution
Sketch the graph x and h :
x(t) h(t) 1

and

1 , | t |< 1 h(t ) = 0 , | t |> 1


1

1 t

0 1

Suppose that we choose h to be the travelling wave. After express x and h as functions of , then flip h and bring it to :
x() h(t ) 1

(i) < t < 2: No overlap. x *h = 0 (ii) 2 < t < 1


x() h(t ) 1

t1

t+1

0 1

t1

1 t + 1 1

t +1

xh =

(1)(1)d = (t + 1) 1 = t 2

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(iii) 1 < t < 0


h(t x () ) 1

(iv) 0 < t < 1

x() h(t ) 1

t1 1

0 1

t+1 1

t1 0 1

1 t+1

t +1

x h = (1)(1)d + (1)(1)d = (0 1) + (t + 1 0) = t
1 0

xh =

t 1

(1)(1)d + (1)(1)d = (0 + t 1) + (1 0) = t
0

(v) 1 < t < 2

x() h(t ) 1

Combine all the integral for < t < to obtain x * h :


t 2 t x h(t ) = t + 2 0 , , , , 2 < t < 1 1 < t < 1 1< t < 2 otherwise

0 1
1

t1 1

t+1

xh =

t 1

(1)(1)d = 1 (t 1) = t + 2
2 1 0

x *h (t) 1 t

(vi) 2 < t < : No overlap. x *h = 0

1 1

Contents The Fourier Transform


Complex numbers etc. Impulses Fourier Transform (+examples) Convolution theorem Fourier Transform of sampled functions Sampling theorem Aliasing Discrete Fourier Transform Application Examples

144

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Introduction
Jean Baptiste Joseph Fourier (*1768-1830) French Mathematician La Thorie Analitique de la Chaleur (1822)

Fourier Series
Any periodic function can be expressed as a sum of sines and/or cosines

Fourier Series

145

146

Fourier Transform
Even functions that
are not periodic have a finite area under curve

Contents
Complex numbers etc. Impulses Fourier Transform (+examples) Convolution theorem Fourier Transform of sampled functions Sampling theorem Aliasing Discrete Fourier Transform Application Examples

can be expressed as an integral of sines and cosines multiplied by a weighing function Both the Fourier Series and the Fourier Transform have an inverse operation: Original Domain Fourier Domain
147

148

Complex numbers
Complex number

Complex numbers polar


Complex number in polar coordinates

Its complex conjugate

149

150

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Euler s formula
Im

Sin ()

?
Re

Cos () ?

151

152

Complex math
Complex (vector) addition

Contents
Complex number etc. Impulses Fourier Transform (+examples) Convolution theorem Fourier Transform of sampled functions Sampling theorem Aliasing Discrete Fourier Transform Application Examples

Multiplication with i

is rotation by 90 degrees
153

154

Unit impulse (Dirac delta function)


Definition

Discrete unit impulse


Definition

Constraint Sifting property


Specifically for t=0
155

Constraint Sifting property


Specifically for x=0
156

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Impulse train

Contents
Complex number etc. Impulses Fourier Transform (+examples) Convolution theorem Fourier Transform of sampled functions Sampling theorem Aliasing Discrete Fourier Transform Application Examples

What does this look like?

T = 1

157

158

Fourier Series
Periodic with period T Series of sines and cosines, see Euler s formula

Fourier Transform
Continuous Fourier Transform (1D)

Inverse Continuous Fourier Transform (1D)

with

159

160

Fourier and Euler


Fourier Euler

Symmetry: The only difference between the Fourier Transform and its inverse is the sign of the exponential.

161

162

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Examples Block 1
If f(t) is real, then F() is complex F() is expansion of f(t) multiplied by sinusoidal terms t is integrated over, disappears F() is a function of only , which determines the frequency of sinusoidals Fourier transform frequency domain
163

-W/2

W/2
164

Examples Block 2

Examples Block 3

?
165 166

Examples Impulse

Examples Shifted impulse

Euler

constant
167 168

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Examples Shifted impulse 2


impulse constant

Examples - Impulse train

Real part

Imaginary part

169

170

Examples - Impulse train 2

Intermezzo: Symmetry in the FT

171

172

Contents
Complex number etc. Impulses Fourier Transform (+examples) Convolution theorem Fourier Transform of sampled functions Sampling theorem Aliasing Discrete Fourier Transform Application Examples

173

174

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Fourier + Convolution
What is the Fourier domain equivalent of convolution?

What is

175

176

Intermezzo 1
What is Let , so ?

Intermezzo 2

Property of Fourier Transform

177

178

Fourier + Convolution cont d

Recapitulation 1
Convolution in one domain is multiplication in the other domain

And (see book)

179

180

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Recapitulation 2
Shift in one domain is multiplication with complex exponential in the other domain

Contents
Complex number etc. Impulses Fourier Transform (+examples) Convolution theorem Fourier Transform of sampled functions Sampling theorem Aliasing Discrete Fourier Transform Application Examples

And (see book)

181

182

Sampling
Sampled function can be written as

Sampling - 2

Obtain value of arbitrary sample k as

183

184

Sampling - 3

Sampling - 4

185

186

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FT of sampled functions
Fourier transform of sampled function

FT of sampled functions

Convolution theorem (who?) From FT of impulse train


187 188

Contents
Complex number etc. Impulses Fourier Transform (+examples) Convolution theorem Fourier Transform of sampled functions Sampling theorem Aliasing Discrete Fourier Transform Application Examples

Sifting property

189

190

Sampling theorem
Band-limited function

Sampling theorem 2
Sampling theorem:
If copy of can be isolated from the periodic sequence of copies contained in , can be completely recovered from the sampled version.

Sampled function lower value of 1/T would cause triangles to merge


191

Since is a continuous, periodic function with period 1/T, one complete period from is enough to reconstruct the signal. This can be done via the Inverse FT.
192

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Sampling theorem 3
Extracting a single period from equal to is possible if
Nyquist frequency

Contents
that is Complex number etc. Impulses Fourier Transform (+examples) Convolution theorem Fourier Transform of sampled functions Sampling theorem Aliasing Discrete Fourier Transform Application Examples

193

194

Aliasing
If , aliasing can occur

Contents
Complex number etc. Impulses Fourier Transform (+examples) Convolution theorem Fourier Transform of sampled functions Sampling theorem Aliasing Discrete Fourier Transform Application Examples

195

196

Discrete Fourier Transform


Fourier Transform of a sampled function is an infinite periodic sequence of copies of the transform of the original continuous function

Discrete Fourier Transform


Continuous transform of sampled function

197

198

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is discrete function is continuous and infinitely periodic with period 1/T


199

We need only one period to characterise If we want to take M equally spaced samples from in the period = 0 to = 1/, this can be done thus

200

Contents
Substituting Complex number etc. Impulses Fourier Transform (+examples) Convolution theorem Fourier Transform of sampled functions Sampling theorem Aliasing Discrete Fourier Transform Application Examples

Into yields

201

202

Examples
Cardiac tagging analysis Dither removal

Continuous Fourier Transform (2D)

Formulation in 2D spatial coordinates

Inverse Continuous Fourier Transform (2D)

203

204

with angular frequencies

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Contents The Fourier Transform II


Fourier Transform of sine and cosine 2D Fourier Transform Properties of the Discrete Fourier Transform

206

Euler s formula
Recall

207

208

Recall

Cos(t)

1/2

1/2i

Sin(t)

209

210

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Contents
Fourier Transform of sine and cosine 2D Fourier Transform Properties of the Discrete Fourier Transform

Formulation in 2D spatial coordinates


Continuous Fourier Transform (2D)

Inverse Continuous Fourier Transform (2D)

with angular frequencies


211 212

Discrete Fourier Transform


Forward

Formulation in 2D spatial coordinates


Discrete Fourier Transform (2D)

Inverse Discrete Transform (2D)

Inverse

213

214

Spatial and Frequency intervals


Inverse proportionality (Smallest) Frequency step depends on largest distance covered in spatial domain Suppose function is sampled M times in x, with step , distance is covered, which is related to the lowest frequency that can be measured

Examples

215

216

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Fourier Series
Periodic with period T Series of sines and cosines, see Euler s formula

Examples

with

217

218

Periodicity
2D Fourier Transform is periodic in both directions

Periodicity
2D Inverse Fourier Transform is periodic in both directions

219

220

Fourier Domain

Inverse Fourier Domain


Periodic! Periodic?

221

222

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Contents
Fourier Transform of sine and cosine 2D Fourier Transform Properties of the Discrete Fourier Transform

Properties of the 2D DFT

223

224

Real Real

Even Real

Imaginary Sin (x+ (x) /2)


225

Imaginary F(Cos(x)+k) F(Cos(x))


226

Odd Real Real

Imaginary Sin (x) (x)Sin(y)


227

Imaginary (Sin (x)+1)(Sin(y)+1)


228

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Symmetry: even and odd


Any real or complex function w(x,y) can be expressed as the sum of an even and an odd part (either real or complex) Even function

Properties

Odd function

229

230

Properties - 2

Consequences for the Fourier Transform FT of real function is conjugate symmetric

FT of imaginary function is conjugate antisymmetric

231

232

Im

Re

233

234

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Re

Im

235

236

FT of even and odd functions FT of even function is real Even Real

FT of odd function is imaginary Imaginary Cos (x)


237 238

Fourier Series & The Fourier Transform Odd Real


What is the Fourier Transform? Fourier Cosine Series for even functions Fourier Sine Series for odd functions The continuous limit: the Fourier transform (and its inverse) Some transform examples and the Dirac delta function

Imaginary Sin (x)


239

1 f (t ) = 2

F () exp (i t) d

F ( ) =

Prof. Rick Trebino, Georgia Tech

f (t) exp(it) dt

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What do we hope to achieve with the Fourier Transform?


We desire a measure of the frequencies present in a wave. This will lead to a definition of the term, the spectrum.
Plane waves have only one frequency, .
Light electric field

Lord Kelvin on Fourier s theorem


Fourier s theorem is not only one of the most beautiful results of modern analysis, but it may be said to furnish an indispensable instrument in the treatment of nearly every recondite question in modern physics. Lord Kelvin

Time

This light wave has many frequencies. And the frequency increases in time (from red to blue).

It will be nice if our measure also tells us when each frequency occurs.

Joseph Fourier

Anharmonic waves are sums of sinusoids.


Consider the sum of two sine waves (i.e., harmonic waves) of different frequencies: Fourier was obsessed with the physics of heat and developed the Fourier series and transform to model heat-flow problems.

Joseph Fourier 1768 - 1830

The resulting wave is periodic, but not harmonic. Essentially all waves are anharmonic.

Fourier decomposing functions

Any function can be written as the sum of an even and an odd function.
sin(t)

E(-x) = E(x)

!+" fxExOx Oxfxfx Exfxfx ()()() ()[()()]/2 = # !""


E(x)

Here, we write a square wave as a sum of sine waves.

sin(3t)

O(x)

O(-x) = -O(x)

sin(5t)

f(x)

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Fourier Cosine Series


Because cos(mt) is an even function (for all m), we can write an even function, f(t), as:
"

The Kronecker delta function

1 if 0 & % $ # " = ! mn
, mn

f ( t)

1 !

m =0

F m cos( mt )

where the set {Fm; m = 0, 1, } is a set of coefficients that define the series. And where we ll only worry about the function f(t) over the interval (,).

Finding the coefficients, Fm, in a Fourier Cosine Series


Fourier Cosine Series:

Fourier Sine Series


Because sin(mt) is an odd function (for all m), we can write any odd function, f(t), as:
#

f (t )

F
m=0

cos(mt )

To find Fm, multiply each side by cos(m t), where m is another integer, and integrate:

f (t ) cos(m ' t ) dt

F
m=0

cos(mt ) cos(m ' t ) dt


f (t) = 1 !

But:

cos(mt ) cos(m ' t ) dt =


1
m

if m = m ' m,m ' 0 if m m '


only the m = m term contributes

$
m= 0

Fm " sin( mt)

So:

f (t ) cos(m ' t) dt
from the m:

F
m=0

m,m '

where the set {F m; m = 0, 1, } is a set of coefficients that define the series.

Dropping the

Fm

f (t) cos(mt) dt

yields the coefficients for any f(t)!

where we ll only worry about the function f(t) over the interval (,).

Finding the coefficients, F


Fourier Sine Series:

m,

in a Fourier Sine Series


m

Fourier Series
So if f(t) is a general function, neither even nor odd, it can be written:

f (t )

F sin(mt )
m=0

To find Fm, multiply each side by sin(m t), where m is another integer, and integrate:

But:

f (t ) sin(m ' t ) dt

F sin(mt ) sin(m ' t ) dt


m m =0

f (t )

m =0

Fm cos(mt )

m =0

sin(mt ) Fm

sin(mt ) sin(m ' t ) dt


= 1

if m = m ' m ,m ' 0 if m m '


where
m m,m '

even component

odd component

So:

f (t ) sin(m ' t ) dt
from the m:

Fm

F only the m
m =0

= m term contributes

F m =
f (t ) sin(mt ) dt yields the coefficients
for any f(t)!

Dropping the

f (t) cos(mt) dt and

F != m

"

f (t ) sin(mt ) dt

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We can plot the coefficients of a Fourier Series


1



.5



0
5
10
15
20
25
30

Discrete Fourier Series vs. Continuous Fourier Transform


Fm vs. m F(m)

Fm vs. m
Let the integer m become a real number and let the coefficients, Fm, become a function F(m).

m

We really need two such plots, one for the cosine series and another for the sine series.

m

Again, we really need two such plots, one for the cosine series and another for the sine series.

The Fourier Transform


Consider the Fourier coefficients. Let s define a function F(m) that incorporates both cosine and sine series coefficients, with the sine series distinguished by making it the imaginary component: F(m) Fm i F
m

The Inverse Fourier Transform


The Fourier Transform takes us from f(t) to F(). How about going back? Recall our formula for the Fourier Series of f(t) :

f (t ) cos(mt ) dt i

f (t ) sin(mt ) dt

Let s now allow f(t) to range from to , so we ll have to integrate from to , and let s redefine m to be the frequency, which we ll now call :

F ( ) = f (t ) exp ( i t ) dt The Fourier
Transform
F() is called the Fourier Transform of f(t). It contains equivalent information to that in f(t). We say that f(t) lives in the time domain, and F () lives in the frequency domain. F() is just another way of looking at a function or wave.

f (t )

F cos(mt )
m m=0

F sin(mt )
' m m=0

Now transform the sums to integrals from to , and again replace Fm with F(). Remembering the fact that we introduced a factor of i (and including a factor of 2 that just crops up), we have:

f (t ) =

1 2

F ( ) exp(i t ) d

Inverse Fourier Transform

The Fourier Transform and its Inverse


The Fourier Transform and its Inverse:

Fourier Transform Notation


There are several ways to denote the Fourier transform of a function. If the function is labeled by a lower-case letter, such as f, we can write:

F ( )

=
1 2

f (t ) exp(it ) dt

FourierTransform

f(t) F()

If the function is already labeled by an upper-case letter, such as E, we can write: or:

f (t )

F ( ) exp(i t ) d

Inverse Fourier Transform

So we can transform to the frequency domain and back. Interestingly, these transformations are very similar. There are different definitions of these transforms. The 2 can occur in several places, but the idea is generally the same.

E (t ) F {E (t )}

% E (t ) E ( )

Sometimes, this symbol is used instead of the arrow:

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The Spectrum
We define the spectrum, S(), of a wave E(t) to be:

Example: the Fourier Transform of a rectangle function: rect(t)


1/ 2

F ( ) = =

1/ 2

exp(it )dt =

1 2 [exp(it )]1/ 1/ 2 i

S ( ) F {E (t )}

1 [exp(i / 2) exp(i/2)] i 1 exp(i / 2) exp(i/2) = (/2) 2i sin(/2) = (/2)

F()

F ( ) = sinc(/2)
This is the measure of the frequencies present in a light wave.

Imaginary Component = 0

Sinc(x) and why it's important


Sinc(x/2) is the Fourier
transform of a rectangle function.

The Fourier Transform of the triangle function, (t), is sinc2(/2)


The triangle function is just what it sounds like.

Sinc2(x/2) is the Fourier


transform of a triangle function.
Sometimes people use (t), too, for the triangle function. -1/2

(t )
1

sinc2 ( / 2)
1

Sinc2(ax) is the diffraction


pattern from a slit. It just crops up everywhere...

1/2

We ll prove this when we learn about convolution.

Example: the Fourier Transform of a decaying exponential: exp(-at) (t > 0)


Example: the Fourier Transform of a Gaussian, exp(-at2), is itself!

F ( ) = exp( at ) exp( it ) dt
0

F {exp(at 2 )} =

= exp( at it )dt = exp( [ a + i ]t )dt


0 0

exp( at

) exp(it ) dt

1 1 + = exp([ a + i ]t ) 0 = [exp() exp(0)] a + i a + i 1 1 = [0 1] = a + i a + i

exp( 2 / 4a)

The details are a HW problem!

exp( at 2 )

exp( 2 / 4a)

F ( 1 ) ! ia " = i"

A complex Lorentzian!

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The Dirac delta function


Unlike the Kronecker delta-function, which is a function of two integers, the Dirac delta function is a function of a real variable, t.

The Dirac delta function

(t )

if t = 0 0 if t 0

It s best to think of the delta function as the limit of a series of peaked continuous functions.

fm(t) = m exp[-(mt)2]/

0 () " ! t ' & % $ # if= if 00

(t)

(t)
f3(t) f2(t) t f1(t) t

Dirac -function Properties


(t)

The Fourier Transform of (t) is 1.

(t ) dt = 1

(t ) exp(it ) dt = exp(i [0]) = 1


(t)
1
t

(t a) f (t ) dt = (t a) f (a) dt =

f (a)

And the Fourier Transform of 1 is 2():

exp(it ) dt = 2 ( ) exp[i( )t ]
dt = 2 ( )

1 exp(it ) dt = 2 ( )
2()

1
t

The Fourier transform of exp(i0 t)

The Fourier transform of cos(0 t)

{exp(i0 t )}

exp(i t ) exp(i t ) dt
0
0

{cos(0t )}
=
= 1 2

exp(i [ ] t ) dt
t 0 t 0

= 2 ( 0 )

1 2

cos( t ) exp(i t ) dt
0

[exp(i t ) + exp(i t )] exp(i t ) dt


0 0

exp(i0t)
Im Re

F {exp(i0t)}

exp(i [ 0 ] t ) dt

1 2

exp(i [ + ] t ) dt
0

= ( 0 ) + ( + 0 )
cos(0t)
F {cos(0t )}
t 0

The function exp(i0t) is the essential component of Fourier analysis. It is a pure frequency.

-0

0
+0

45

10/24/12

Fourier Transform Symmetry Properties


Expanding the Fourier transform of a function, f(t):

Some functions don t have Fourier transforms.


The condition for the existence of a given F() is:

F ( ) =

[Re{ f (t )} + i Im{ f (t )}] [cos(t) i sin(t)] dt


Expanding more, noting that:


O(t ) dt = 0

if O(t) is an odd function

= 0 if Re{f(t)} is odd

= 0 if Im{f(t)} is even
Re{F()}

F ( ) =

Re{ f (t )} cos(t ) d t + Im{ f (t )} sin(t) d t


Im{ f (t )} cos( t ) dt i

Even functions of
= 0 if Im{f(t)} is odd

Functions that do not asymptote to zero in both the + and directions generally do not have Fourier transforms. So we ll assume that all functions of interest go to zero at .

f (t ) dt <

+ i

Re{ f (t )} sin(t) dt

Odd functions of

= 0 if Re{f(t)} is even

Im{F()}

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