Chapter 4

Continuous-time Fourier Transform

Let us begin our discussion by reviewing some limitations of Fourier series representation. In Fourier series analysis, two conditions on the signals are required:
1. The signal must be periodic, i.e., there exist a T > 0 such that x(t + T ) = x(t).
R
2. The signal must be square integrable T |x(t)|2 dt < , or satisfies the Dirichlet
conditions.
In this chapter, we want to extend the idea of Fourier Series representation to aperiodic signals. That is, we want to relax the first condition to aperiodic signals.

4.1

Insight from Fourier Series

Lets first consider the following periodic signal

(
1 |t| T1 ,
x(t) =
0 T1 |t| < T2 ,
where x(t) = x(t + T ). The Fourier Series coefficients of x(t) are (check yourself!)
F.S.

x(t) ak =

2 sin(k0 T1 )
.
k0 T

If we substitute = k0 , then
ak =

2 sin(T1 ) 

wT
=k0
1

CHAPTER 4. CONTINUOUS-TIME FOURIER TRANSFORM

Multiplying T on both sides yields

2 sin(T1 )
,

which is the normalized Fourier Series coefficient.

T ak =

(4.1)

Pictorially, (4.1) indicates that the normalized Fourier series coefficients T ak are
1)
bounded by the envelop X() = 2 sin(T
, as illustrated in Fig. 4.1.

Figure 4.1: Fourier Series coefficients of x(t) for some T .

When T increases, the spacing between consecutive ak reduces. However, the shape
1)
of the envelop function X() = 2 sin(T
remains the same. This can be seen in Fig.

4.2.

Figure 4.2: Fourier Series coefficients of x(t) for some T 0 , where T 0 > T .
In the limiting case where T , then the Fourier series coefficients T ak approaches
the envelop function X(). This suggests us that if we have an aperiodic signal, we
can treat it as a periodic signal with T . Then the corresponding Fourier series
coefficients approach to the envelop function X(). The envelop function is called
the Fourier Transform of the signal x(t). Now, let us study Fourier Transform more
formally.

4.2. FOURIER TRANSFORM

4.2

Fourier Transform

The derivation of Fourier Transform consists of three steps.

Step 1.
We assume that an aperiodic signal x(t) has finite duration, i.e., x(t) = 0 for |t| > T /2,
for some T . Since x(t) is aperiodic, we first construct a periodic signal x
e(t):
x
e(t) = x(t),
for T /2 < t < T /2, and x
e(t + T ) = x
e(t). Pictorially, we have

Step 2.
Since x
e(t) is periodic, we may express x
e(t) using Fourier Series:
x
e(t) =

ak ejk0 t

(4.2)

k=

where

Z
1
ak =
x
e(t)ejk0 t dt.
T T
The Fourier Series coefficients ak can further be calculated as
Z T
2
1
ak =
x
e(t)ejk0 t dt
T T
2
Z T
2
1
=
x(t)ejk0 t dt,
x
e(t) = x(t), for T /2 < t < T /2
T T
Z 2
1
=
x(t)ejk0 t dt,
x(t) = 0, for |t| > T /2.
T
If we define

X(j) =

x(t)ejt dt

(4.3)

CHAPTER 4. CONTINUOUS-TIME FOURIER TRANSFORM

then it holds that

1
X(jk0 ).
T
Consequently, substituting (4.4) into (4.2) yields
ak =

X
X
1
1
jk0 t
x
e(t) =
X(jk0 )e
=
X(jk0 )ejk0 t 0 .
T
2
k=
k=

(4.4)

(4.5)

Step 3.
Now, note that x
e(t) is the periodic padded version of x(t). When the period T ,
the periodic signal x
e(t) approaches x(t). Therefore,
x
e(t) x(t),

(4.6)

as T .
Moreover, when T , or equivalently 0 0, the limit of the sum in (4.5) becomes
an integral:
Z

X
1
1
jk0 t
lim
X(jk0 )e
0 =
X(j)ejwt dw.
0 0
2
2

k=
Graphically, this can be seen in Fig. 4.3.

Figure 4.3: Illustration of (4.7).

(4.7)

4.3. RELATION TO FOURIER SERIES

Combining (4.7) and (4.6), we have

1
x(t) =
2

X(j)ejwt dw

(4.8)

The two equations (4.3) and (4.8) are known as the Fourier Transform pair. (4.3) is
called the Analysis Equation (because we are analyzing the time signal in the Fourier
domain) and (4.8) is called the Synthesis Equation (because we are gathering the
Fourier domain information and reconstruct the time signal).
To summarize we have
Theorem 1. The Fourier Transform X(j) of a signal x(t) is given by
Z
x(t)ejt dt,
X(j) =

and the inverse Fourier Transform is given by

Z
1
x(t) =
X(j)ejwt dw.
2

4.3

Relation to Fourier Series

At this point you may wonder: What is the difference between Fourier Series and
Fourier Transform? To answer this question, let us apply Fourier Transform to the
following two types of signals.
1. Aperiodic Signal: As we discussed in the derivation of Fourier Transform,
the Fourier Transform of an aperiodic signal is the limiting case (when 0
0) of applying Fourier Series analysis on the periodically padded version of
the aperiodic signal. Fourier Transform can be applied to both periodic and
aperiodic signals, whereas Fourier Series analysis can only be applied to periodic
signals. See Fig. 4.4.

2. Periodic Signal: If the signal x(t) is periodic, then we do not need to construct
x
e(t) and set 0 0. In fact, 0 is fixed by the period of the signal: If the period

CHAPTER 4. CONTINUOUS-TIME FOURIER TRANSFORM

Figure 4.4: Fourier Transform on aperiodic signals is equivalent to applying Fourier

series analysis on the periodically padded version of the signal, and set the limit of
0 0.
of x(t) is T0 , then 0 = 2
. Now, since x(t) is periodic, we can apply Fourier
T0
Series analysis to x(t) and get

x(t) =

ak ejk0 t ,

(4.9)

k=

where ak is the Fourier Series coefficient. If we further apply Fourier Transform

to (4.9), then we have
Z

"

X(j) =

=
=

X
k=

ak ejk0 t ejt dt

k=

Z

ak

jk0 t jt


dt

ak 2( k0 ).

k=

Here, the last equality is established by the fact that inverse Fourier Transform

4.3. RELATION TO FOURIER SERIES

of 2( k0 ) is ejk0 t . To show this, we have

Z
1
{2( k0 )} =
2( k0 )ejwt dw
2
Z
( k0 )ejk0 t dw = ejk0 t .
=

Therefore, we showed that the Fourier Transform of a periodic signal is a train

of impulses with amplitude defined by the Fourier Series coefficients (and scaled
by a factor of 2).

Figure 4.5: Fourier Transform and Fourier Series analysis of a periodic signal: Both
yields a train of impulses. For Fourier Transform, the amplitude is multiplied by a
factor of 2. For Fourier Series coefficients, the separation between each coefficient is
0 .

4.4

CHAPTER 4. CONTINUOUS-TIME FOURIER TRANSFORM

Examples

Example 1.
Consider the signal x(t) = eat u(t), for a > 0. Determine the Fourier Transform
X(j), its magnitude |X(j)| and its phase ^X(j).
Z
X(j) =
x(t)ejt u(t)dt
Z

eat ejt dt
, u(t) = 0, whenever t < 0
=
0

1  (a+j)t 
e
0
a + j
1
=
.
a + j

The magnitude and phase can be calculated as

1
|X(j)| =
2
a + 2

^X(j) = tan

 
a

Example 2.
Consider the signal x(t) = (t). The Fourier Transform is
Z
X(j) =
x(t)ejt dt
Z

=
(t)ejt dt = 1.

Example 3.
Consider the signal x(t) = ej0 t . We want to show that X(j) = 2( 0 ). To

4.4. EXAMPLES

see, we take the inverse Fourier Transform:

Z
1
x(t) =
X(j)ejt d
2
Z
=
( 0 )ejt d

Z
j0 t
( 0 )d = ej0 t .
=e

Example 4.
Consider the aperiodic signal

x(t) =

1
0

|t| T1
|t| > T1

The Fourier Transform is

Z

x(t)ejt dt

X(j) =

Z T1

ejt dt =

T1

1  jt T1
sin T1
e
.
=
2
T
1
j

Example 5.
Let us determine the CTFT of the unit step function u(t). To do so, we apply CTFT
and get


Z
Z
1 jt
jt
jt
e dt =
u(t)e
dt =
e
U (j) =
.
j
0

0
1 jt
e
at t = 0 and t = . However,
That is, we have to evaluate the function j
the evaluation at t = is indeterminate! Therefore, we express y(t) as a limit of
decaying exponentials
u(t) = lim eat u(t).
a0

Then applying CTFT on both sides,

1
a0 a + j



U (j) = lim F eat u(t) = lim
a0

a j
a2 + 2


a

= lim
j 2
.
a0
a2 + 2
a + 2

= lim

a0

10

CHAPTER 4. CONTINUOUS-TIME FOURIER TRANSFORM

Now, the second term is

lim j

a0

1
.
=
a2 + 2
j

The first term satisfies

lim

a0 a2

and
lim

a0 a2

while

a
= 0,
+ 2

a
1
= lim = ,
2
a0 a
+

for = 0,


a
1 
d = tan
= ,

a2 + 2
a

Therefore,
lim

a0 a2

a R.

a
= (),
+ 2

and so
U (j) =

4.5

for 6= 0.

1
+ ().
j

Properties of Fourier Transform

The properties of Fourier Transform is very similar to those of Fourier Series.

1. Linearity If x1 (t) X1 (j) and x2 (t) X2 (j), then
ax1 (t) + bx2 (t) aX1 (j) + bX2 (j).
2. Time Shifting
x(t t0 ) ejt0 X(j)
Physical interpretation of ejt0 :
ejt0 X(j) = |X(j)|ej^X(j) ejt0
= |X(j)|ej[^X(j)t0 ]
So ejt0 is contributing to phase shift of X(j).

4.5. PROPERTIES OF FOURIER TRANSFORM

11

3. Conjugation
x (t) X (j)
If x(t) is real, then x (t) = x(t), so X(j) = X (j).
4. Differentiation and Integration
d
x(t) jX(j)
Z t dt
1
x( )d
X(j) + X(0)()
j

5. Time Scaling
x(t)

j
1
X( )
|a|
a

6. Parseval Equality
Z

1
|x(t)| dt =
2

|X(j)|2 d

7. Duality The important message here is: If x(t) X(j), then if another signal
y(t) has the shape of X(j), we can quickly deduce that X(j) will have the
shape of x(t). Here are two examples:

Duality Example 1

Duality Example 2

12

CHAPTER 4. CONTINUOUS-TIME FOURIER TRANSFORM

8. Convolution Property
h(t) x(t) H(j)X(j)
Proof: Consider the convolution integral
Z
y(t) =
x( )h(t )d

Taking Fourier Transform on both sides yields

Z

Y (j) = F
x( )h(t )d


Z Z
=
x( )h(t )d ejt dt


Z
Z

jt
h(t )e
dt d
x( )
=

Z


=
x( ) ej H(j) d
Z

x( )ej d H(j)
=

= X(j)H(j)
9. Multiplication Property (you can derive this by yourself)
x(t)y(t)

1
X(j) Y (j)
2

Example.
Consider the signal x(t) = m(t) cos(0 t), where m(t) is some bandlimited signal.
Suppose the Fourier Transform of m(t) is M (j). Since
cos(0 t) =

ej0 t + ej0 t
[( 0 ) + ( + 0 )],
2

by convolution property, the CTFT of x(t) is

m(t) cos(0 t)
=

1
M (j) [( 0 ) + ( + 0 )]
2

1
[M (j( 0 )) + M (j( + 0 ))] .
2

4.6. SYSTEM ANALYSIS USING FOURIER TRANSFORM

4.6

13

System Analysis using Fourier Transform

First Order System

Let us consider the first order system
dy(t)
+ ay(t) = x(t),
dt

(4.10)

for some a > 0. Applying the CTFT to both sides,



dy(t)
F
+ ay(t) = F {x(t)} ,
dt
and use linearity property, and differentiation property of CTFT, we have
jY (j) + aY (j) = X(j).
Rearranging the terms, we can find the frequency response of the system
H(j) =

Y (j)
1
=
.
X(j)
a + j

Now, recall the CTFT pair:

h(t) = eat u(t) H(j) =

1
,
a + j

(4.11)

h(t) can be deduced. Just as quick derivation of this equation, we note that
Z
Z
at
jt
e u(t)e
dt =
e(j+a)t dt
H(j) =


 0
1
1
=
e(j+a)t
.
=
j + a
j + a
0
General Systems
In general, we want to study the system
N
X

dk y(t) X dk x(t)
ak
=
bk
.
dtk
dtk
k=0
k=0

Our objective is to determine h(t) and H(j). Applying CTFT on both sides:
( N
)
(M
)
X dk y(t)
X dk x(t)
F
ak
=F
bk
.
dtk
dtk
k=0
k=0

(4.12)

14

CHAPTER 4. CONTINUOUS-TIME FOURIER TRANSFORM

Therefore, by linearity and differentiation property, we have

N
X

ak (j) Y (j) =

M
X

k=0

bk (j)k X(j).

k=0

The convolution property gives Y (j) = X(j)H(j), so

PM
k
Y (j)
k=0 bk (j)
= PN
.
H(j) =
k
X(j)
k=0 ak (j)

(4.13)

Now, H(j) is expressed as a rational function, i.e., a ratio of polynomial. Therefore,

we can apply the technique of partial fraction expansion to express H(j) in a form
that allows us to determine h(t) by inspection using the transform pair
h(t) = eat u(t) H(j) =

1
,
a + j

and related transform pair, such as

teat u(t)

1
.
(a + j)2

Example 1.
Consider the LTI system
dx(t)
d2 y(t)
+ 4y(t) + 3y(t) =
+ 2x(t).
2
dt
dt
Taking CTFT on both sides yields
(j)2 Y (j) + 4jY (j) + 3Y (j) = jX(j) + 2X(j).
and by rearranging terms we have
H(j) =

j + 2
j + 2
=
.
(j)2 + 4(j) + 3
(j + 1)(j + 3)

Then, by partial fraction expansion we have





1
1
1
1
H(j) =
+
.
2 j + 1
2 j + 3

4.6. SYSTEM ANALYSIS USING FOURIER TRANSFORM

15

Thus, h(t) is
1
1
h(t) = et u(t) + e3t u(t).
2
2
Example 2.
If the input signal is x(t) = et u(t), what should be the output y(t) if the impulse
response of the system is given by h(t) = 12 et u(t) + 12 e3t u(t)?
j+2
1
Taking CTFT, we know that X(j) = j+1
, and H(j) = (j+1)(j+3)
. Therefore,
the output is



1
j + 2
j + 2
=
.
Y (j) = H(j)X(j) =
(j + 1)(j + 3) j + 1
(j + 1)2 (j + 3)

By partial fraction expansion, we have

Y (j) =

1
4

j + 1

1
2

(j + 1)2

1
4

j + 3

Therefore, the output is


1 t 1 t 1 3t
y(t) = e + te e
u(t).
4
2
4