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Rachaen H.
EEE, BRACU.
Intro to Fourier Transform
Recall: Fourier Series represents a periodic signal as a sum of sinusoids
or complex sinusoids e jk0t
Note: Because the FS uses “harmonically related” frequencies k0, it can only create
periodic signals
n
1
FT: x(t )
2
X ( )e jt d
5/14
Alternate Notations
1. x(t) X()
2. X() = F{x(t)}
F{ } is an “operator on”
x(t) to give X()
3. x(t)= F
–1{X()}
Analogy: Looking at X() is “like” looking at an x-ray of the signal- in the sense that an
x-ray lets you see what is inside the object… shows what stuff it is made from.
In this sense: X() shows what is “inside” the signal – it shows how much of each complex
sinusoid is “inside” the signal
Note: x(t) completely determines X() There are some advanced mathematical issues
that can be hurled at these comments… we’ll not
X() completely determines x(t) worry about them 6/14
Example: FT of a Rectangular pulse
= pulse width
p (t )
t
Given: a rectangular pulse signal p(t)
2 2
Solution: (Here we’ll directly do the integral… but later we’ll use the “FT Table”)
Note that
1 , t
p ( t ) 2 2
0 , otherwise
7/14
Now apply the definition of the FT: Limit integral to
/2 where p(t) is non-
P ( ) p (t )e jt dt dt
e jt
zero… and use the
fact that it is 1 over
/ 2
that region
j 2 j
j
e
1 jt
2
2 e e 2
j2
Artificially
inserted 2 in
2
numerator and
denominator
sin Use Euler’s
2 Formula
P ( ) 2
1/ decays down as || gets
big… this causes the overall
function to decay down
8/14
For this case the FT is real valued so we can plot it using a single plot
(shown in solid blue here):
= 1/2
2/
2/
-2/
-2/
2 sin
P ( ) 2 The
Thesine
sinwiggles
wigglesup
up&down
“between ±2/”
down
9/14
Now… let’s think about how to make a magnitude/phase plot…
Even though this FT is real-valued we can still plot it using magnitude
and phase plots:
We can view any real number as a complex
number that has zero as its imaginary part
R Re
10/14
Applying these Ideas to the Real-valued FT P()
Phase = 0
Phase = ±
sin(x )
Define: sinc ( x )
x
Plot of sinc(x)
Note that sinc(0) = 0/0.
So… Why is sinc(0) = 1?
It follows from
L’Hopital’s Rule
12/14
With a little manipulation we can re-write the FT result for a pulse in terms of the
sinc function:
Recall:
sin(x ) Need times
sinc ( x )
x something…
2 sin sin
2 2 sinc
2
2
2 2
P ( ) sinc
2
13/14
FT of Rect. Pulse = Sinc Function
= pulse width p (t )
Time-Domain View
t
2 2
Frequency-Domain View
14/14
FT Example: Decaying Exponential
Given a signal x(t) = e-btu(t) find X(ω) if b > 0
x(t )
1
b controls decay rate
t What does this look
like if b < 0???
9/27
Now plug in for our signal:
∞ ∞ ∞
X (ω ) = ∫ e u (t )e
−bt − jωt
dt = ∫ e e − bt − jωt
dt = ∫ e −(b + jω ) t dt
−∞ 0 0
t =∞
⎡ − 1 −( b+ jω ) t ⎤
=⎢
ω
e ⎥ =
−1
e [
−( b + jω ) ∞
− e −( b + jω ) 0
]
⎣ b + j ⎦ t =0 b + jω
− 1 ⎡ −b∞ − jω ∞ 0 ⎤ −1
= ⎢eN e
− eN ⎥ = [0 − 1]
b + jω ⎢⎣ =0 mag =1 =1 ⎥⎦ b + jω
1
x (t ) = e u (t )− bt
X (ω ) =
b + jω
For b > 0
(Complex Valued)
1
X (ω ) = Magnitude
b +ω
2 2
⎛ω ⎞
∠X (ω ) = − tan ⎜ ⎟ Phase
−1
⎝b⎠
x (t ) = e − bt u(t ) X (ω )
1 b > 0 controls
decay rate
t ω
11/27
1
Time Signal 10
Fourier Transform
Exploring
b=0.1 b=0.1 Effect of
|X( ω)|
decay rate b
x(t)
0.5 5
on the
0 0
Fourier
-10 0 10 20 30 40 -100 -50 0 50 100 Transform’s
t (sec) ω (rad/sec)
1 1 Shape
b=1 b=1
|X(ω )|
x(t)
0.5 0.5
0 0
-10 0 10 20 30 40 -100 -50 0 50 100
t (sec) ω (rad/sec)
1 0.1
b=10 b=10
|X( ω )|
x(t)
0.5 0.05
0 0
-10 0 10 20 30 40 -100 -50 0 50 100
t (sec) ω (rad/sec)
τ=2 τ=2
|X( ω )|
x(t)
0.5 1
0 0
-4 -3 -2 -1 0 1 2 3 4 -100 -50 0 50 100
t (sec) 1 ω (rad/sec)
1
τ=1 τ=1
|X( ω )|
x(t)
0.5 0.5
0 0
-4 -3 -2 -1 0 1 2 3 4 -100 -50 0 50 100
t (sec) 1 ω (rad/sec)
1
τ = 1/2 τ = 1/2
|X( ω )|
x(t)
0.5 0.5
0 0
-4 -3 -2 -1 0 1 2 3 4 -100 -50 0 50 100
t (sec) ω (rad/sec)
X (ω)
t
ω
Pτ (ω)
pτ (t)
t
τ τ
−
2 2
ω
23/27
Bandlimited and Timelimited Signals
Now that we have the FT as a tool to analyze signals, we can use it to identify
certain characteristics that many practical signals have.
A signal x(t) is timelimited (or of finite duration) if there are 2 numbers T1 & T2
such that:
x(t ) = 0 ∀t ∉ [T1 , T2 ]
T1 T2 t
A (real-valued) signal x(t) is bandlimited if there is a number B such that
X (ω ) = 0 ∀ω > 2πB
X (ω ) 2πB is in rad/sec
B is in Hz
− 2πB 2πB ω
Recall: If x(t) is real-valued then |X(ω)| has “even symmetry”
24/27
FACT: A signal can not be both timelimited and bandlimited
⇒ Any timelimited signal is not bandlimited
⇒ Any bandlimited signal is not timelimited
Note: All practical signals must “start” & “stop”
⇒ timelimited ⇒ Practical signals are not bandlimited!
We say the signal’s BW = B in Hz if there is “negligible” content for |ω| > 2πB
For Example:
1. The signal transmitted by an FM station has a BW of 200 kHz = 0.2 MHz
a. The station at 90.5 MHz on the “FM Dial” must ensure that its signal
does not extend outside the range [90.4, 90.6] MHz
b. Note that: FM stations all have an odd digit after the decimal point.
This ensures that adjacent bands don’t overlap:
i. FM90.5 covers [90.4, 90.6]
ii. FM90.7 covers [90.6, 90.8], etc.
2. The signal transmitted by an AM station has a BW of 20 kHz
a. A station at 1640 kHz must keep its signal in [1630, 1650] kHz
b. AM stations have an even digit in the tens place and a zero in the ones
27/27
Table of Common Fourier Transform Results
We have just found the FT for a common signal…
1, 2 t 2
p ( t ) P ( ) sinc
0 , otherwise 2
We derived that result by directly applying the integral form of the FT to the given
signal equation.
For the common “textbook” signals this has already been done… and the results are
available in tables published in books and on-line
You should study the table provided…
• If you encounter a time signal or FT that is on this table you should recognize that it
is on the table without being told that it is there.
• You should be able to recognize entries in graphical form as well as in equation form.
• Later we’ll learn about some “FT properties” that will expand your ability to apply
these entries on the FT Table
In the real-world, engineers use these table results to understand basic ideas and
concepts and to think through how things work in principle!
So… next we’ll look at some of the more important entries in the table provided…
2/8
Decaying Exponential
As we’ll see later… this signal naturally occurs in lots of real-world places!
1
x (t ) e u (t ) bt
X ( )
b j
For b > 0
(Complex Valued)
1
X ( ) Magnitude
b
2 2
X ( ) tan Phase
1
b
x (t ) e bt u(t ) X ( )
1 b > 0 controls
decay rate
t
3/8
Can Use Matlab to Make Plots of FT Results
FT of e-btu(t)
(volts)
Note that
phase plot has
odd symmetry
b=1 b=1
|X( )|
x(t)
0.5 0.5
0 0
-10 0 10 20 30 40 -100 -50 0 50 100
t (sec) (rad/sec)
1 0.1
b=10 b=10
|X( )|
x(t)
0.5 0.05
0 0
-10 0 10 20 30 40 -100 -50 0 50 100
t (sec) (rad/sec)
1, t 2 ( )
u(t ) ( ) 1 / j
0.5 u(t ) 1 / j
(t ) 1,
cos(o t ) ( o ) ( o )
sin(o t ) j ( o ) ( o )
6/8
FT of Periodic Signal
Note that we have now used the FT to analyze cosine and sine… which are
PERIODIC signals!!! Before we used the Fourier Series to analyze
periodic signals… Now we see that we can also use the Fourier Transform!
If x(t) is periodic then we can write the FS of it as: x(t ) k
c e jk0t
k
jk0t
Now we can take the FT of both sides of this: Fx (t ) F ck e
k
FT of a Periodic Signal k
c F e jk0t
k
X ( ) 2c ( k )
k
k 0 2 ( k0 )
7/8
X ( ) / 2
c2 c1 c0 c1 c2
c4 c3 c3 c4
40 30 20 0 0 20 30 40
So the FT of a periodic signal is zero except at multiples of the
fundamental frequency 0, where you get impulses.
For each cosine term we get two deltas (a positive frequency & negative
frequency):
cos(ot ) e j ( o ) e j ( o )
8/8
Fourier Transform Properties
These properties are useful for two main things:
1. They help you apply the table to a wider class of signals
2. They are often the key to understanding how the FT can be used in a given
application.
So… even though these results may at first seem like “just boring math” they are
important tools that let signal processing engineers understand how to build
things like cell phones, radars, mp3 processing, etc.
Here… we will only cover the most important properties.
See the available table for the complete list of properties!
In this note set we simply learn these most-important properties… in the next note
set we’ll see how to use them.
2/15
1. Linearity (Supremely Important) Gets used virtually all the time!!
If x(t ) X ( ) & y (t ) Y ( )
Use Defn
To see why: F ax (t ) by (t )
jt
ax ( t ) by ( t ) e dt of FT
a x(t )e j t
dt b y (t )e jt dt
By standard
Property of X ( ) Y ( )
Integral of sum
of functions By Defn of
FT
3/15
2. Time Shift (Really Important!) Used often to understand practical
issues that arise in audio,
communications, radar, etc.
If x (t ) X ( ) then x (t c ) X ( )e jc
Note: If c > 0 then x(t – c) is a delay of x(t)
X ( ) c
Line of slope –c This gets added
Phase shift increases linearly to original phase
as the frequency increases
1
A: x(at ) X
a a
An interesting “duality”!!!
5/15
To explore this FT property…first, what does x(at) look like?
x(t )
Original
Signal t
1 2 3 4 5 6 7
x(2t )
Time-Scaled
|a| > 1 “squishes” horizontally
w/ a = 2 3.5 t
1
x t |a| < 1 “stretches” horizontally
Time-Scaled 2
w/ a = 1/2 t
1 2 3 4 5 6 7 8 9 10 11 12 13 14
7/15
When |a| < 1 |1/a| > 1 1
x(at ) X
a a
Time Signal is Stretched
FT is Squished Horizontally
and Increased Vertically
x(t ) X ( )
double conjugate
dt x(t )e jt dt
j ( ) t
Note: X ( ) x(t )e = “No Change”
Conjugate changes to –j
x(t )e jt dt
x (t )e jt dt X ( ) Recall: conjugation
doesn’t change abs.
value but negates the
angle
So if x(t) is real, then we get the special case:
X ( ) X ( )
x ( t ) X ( ) X ( ) X ( )
9/15
Essential for understanding
5. Modulation Property Super important!!! practical issues that arise in
communications, radar, etc.
There are two forms of the modulation property…
1. Complex Exponential Modulation … simpler mathematics, doesn’t
directly describe real-world cases
2. Real Sinusoid Modulation… mathematics a bit more complicated,
directly describes real-world cases
Euler’s formula connects the two… so you often can use the Complex
Exponential form to analyze real-world cases
X F{x (t )e jot } X o
A A
o 10/15
Real Sinusoid Modulation
Based on Euler, Linearity property, & the Complex Exp. Modulation Property
Euler’s Formula
1
Fx (t ) cos(0t ) F x (t )e x (t )e
j0t j0t
2 Linearity of FT
1
F x (t )e j0t F x (t )e j0t
2
Comp. Exp. Mod.
X ( o ) X ( o )
1
2
X ( )
0 0
Interesting… This tells us how to move a signal’s spectrum up to higher
frequencies without changing the shape of the spectrum!!!
What is that good for??? Well… only high frequencies will radiate from an
antenna and propagate as electromagnetic waves and then induce a signal in a
receiving antenna…. 12/15
6. Convolution Property (The Most Important FT Property!!!)
y (t ) x ( )h(t )d Y ( ) X ( ) H ( )
We will not yet discuss the “Convolution” aspect of this now… but we
will talk about it in depth later.
In the next Note Set we will explore the real-world use of the right side
of this result!
2 d
x(t ) dt X ( )
2
2
= energy at time t = energy at freq.
13/15
8. Duality: X ( ) x(t )e jt dt
x (t ) X ( )
1
x(t )
2
X ( )e jt d
Both FT & IFT are pretty much the “same machine”: c f ( )e j d
j 0 t
Modulation Property: x(t )e X ( 0 )
Other Dual Properties: (Multiply by tn) vs. (Diff. in time domain)
(Convolution) vs. (Mult. of signals)
14/15
Also, this duality structure gives FT pairs that show duality.
Suppose we have a FT table that a FT Pair A… we can get the dual
Pair B using the general Duality Property:
1. Take the FT side of (known) Pair A and replace by t and move it
to the time-domain side of the table of the (unknown) Pair B.
2. Take the time-domain side of the (known) Pair A and replace t by
–, multiply by 2, and then move it to the FT side of the table of
the (unknown) Pair B.
p (t ) sinc
Pair A
2
Here we have used the
Step 1 Step 2 fact that p(-) = p()
t
Pair B sinc 2 p ( )
2
15/15
FT Examples
Example:
Find FT of x(t) given below: x(t )
A
2 t
-2
−A
Solution:
Note: Ap2 (t ) So : x (t ) = Ap2 (t + 1) − Ap2 (t − 1)
A
1 p2 (t )
Note: x (t ) = ( p2 (t ) ∗ p2 (t ) )
B
Verify it!!
t 2
−1 1
B 2
Using Convolution Property: X (ω ) = P2 (ω )
2
⎛ 2ω ⎞ ⎛ω ⎞
From Table: P2 (ω ) = 2sinc⎜ ⎟ = 2sinc⎜ ⎟
⎝ 2π ⎠ ⎝π ⎠
⎛ω ⎞
So... X (ω ) = 2 Bsinc ⎜ ⎟
2
⎝π ⎠
dx(t )
Solution #2 dt B
dx(t ) 2
Take to get 2 t
dt −2 B
−
2
dx 2 (t )
Take another derivative to get: B B
dt
2 2 t
−2 2
−B
⎡ 1 jω 2 1 − jω 2 ⎤
= B⎢ e −1+ e ⎥ = B (cos( 2ω ) − 1) = −2 B sin 2
(ω )
⎣2 2 ⎦
Euler! ⇒ cos(ω2)
Now by derivative property:
⎧ d 2 x (t ) ⎫ − ⎧ 2
x (t ) ⎫
⎬ = (1
jω ) X (ω ) ⇒ X (ω ) = 2 F ⎨
2 1 d
F⎨ ⎬
23 ω ⎩ dt ⎭
⎩ dt ⎭ = −ω 2
⇒ X (ω ) =
−1
ω2
[− 2 B sin (ω )]
2
2
⎡ ⎛ ω ⎞⎤
⎢ sin⎜ π ⎟ ⎥
⎡ sin(ω ) ⎤
2
⎝ π⎠
= 2B⎢ ⎥ = 2 B ⎢ ⎥
⎣ ω ⎦ ⎢ π⋅ ω ⎥
⎢⎣ π ⎥⎦
⎛ω ⎞
X (ω ) = 2 Bsinc ⎜ ⎟ Same Result!!
2
⎝π ⎠
Recall that FT Properties can be used for:
1. Expanding use of the FT table
2. Understanding real-world concepts
• One way is to break x(t) down into a sum of signals on our table!!!
2/12
Break a complicated signal down into simple signals before finding FT:
p4 (t )
1
t
2 x(t )
2 2 Add 1
p2 (t ) to get t
1 2 2
t
1 1
2
X ( ) 4 sinc 2 sinc
3/12
Application of Modulation Property to Radio Communication
FT theory tells us what we need to do to make a simple radio system… then
electronics can be built to perform the operations that the FT theory calls for:
FT of Message Signal
Fx (t ) cos(0t )
X ( )
0 0
Choose f0 > 10 kHz to enable efficient radiation (with 0 = 2f0 )
AM Radio: around 1 MHz FM Radio: around 100 MHz
Cell Phones: around 900 MHz, around 1.8 GHz, around 1.9 GHz etc.
4/12
The next several slides show how these ideas are used to make a receiver:
0 0
2 0 0 0 2 0
The “Filter” removes the Extra Stuff
2 0 0 0 2 0
cos(ωo t ) π [δ (ω + ωo ) + δ (ω − ωo )]
cos(ωo t + θ ) π [e − jθ δ (ω + ωo ) + e jθ δ (ω − ωo )]
sin(ωo t ) jπ [δ (ω + ωo ) − δ (ω − ωo )]
sin(ωo t + θ ) jπ ⎡⎣ e − jθ δ (ω + ωo ) − e jθ δ (ω − ωo ) ⎤⎦
Fourier Transform Properties
Property Name Property
Linearity ax(t ) + bv(t ) aX (ω ) + bV (ω )
Time Shift x (t − c ) e − jωc X (ω )
Time Scaling x(at ), a ≠ 0 a X (ω / a ),
1
a≠0
Time Reversal x ( −t ) X ( −ω )
X (ω ) if x (t ) is real
n
Multiply by t t x (t ), n = 1, 2, 3, …
n
dn
j n
X (ω ), n = 1, 2, 3, …
dω n
Multiply by Complex Exponential e jωo t x(t ), ωo real X (ω − ωo ), ωo real
sin(ωo t ) x (t )
Multiply by Sine j
[X (ω + ωo ) − X (ω − ωo )]
2
cos(ωo t ) x (t )
Multiply by Cosine 1
[X (ω + ωo ) + X (ω − ωo )]
2
Time Differentiation dn ( jω ) n X (ω ), n = 1, 2, 3, …
x (t ), n = 1, 2, 3, …
dt n
Time Integration t 1
X (ω ) + πX (0)δ (ω )
∫ x ( λ ) dλ
−∞
jω
Convolution in Time x (t ) * h (t ) X (ω ) H (ω )
Multiplication in Time x (t ) w(t ) 1
X (ω ) *W (ω )
2π
Parseval’s Theorem (General) ∞ ∞
1
∫ x(t )v(t )dt =
−∞
2π ∫ X (ω )V (ω )dω
−∞
−∞
∞ ∞
1
∫−∞ x(t ) dt = 2π ∫ X (ω ) dω
2 2
−∞