CONTINUOUS FOURIER TRANSFORM

Lecture Notes

Ahmet Ademoglu, PhD

Ahmet Ademoglu, PhD

CONTINUOUS FOURIER TRANSFORM Lecture Notes
Continuous Fourier Transform and its Inverse Pair

R∞
Special case of Laplace Transform X (s) = x(t)e −st dt
−∞
where s = jω
Z∞
X (jω) = x(t)e −jωt dt
−∞

Z∞
1
x(t) = X (jω)e jωt dω
2π
−∞
F
x(t) ←→ X (jω)

Ahmet Ademoglu, PhD

CONTINUOUS FOURIER TRANSFORM Lecture Notes
Example
x(t) = e −at u(t) a > 0,
1
X (ω) =
a + jω

x(t) = e −a|t| u(t) a > 0,

2a
X (ω) =
a2 + ω2
Ahmet Ademoglu, PhD
CONTINUOUS FOURIER TRANSFORM Lecture Notes
Example

 1 |t| < T1 ,
x(t) =
0 |t| > T1


sin(ωT1 )
X (ω) = 2
ω

Ahmet Ademoglu, PhD

CONTINUOUS FOURIER TRANSFORM Lecture Notes
Example

 1 |ω| < W ,
X (ω) =
0 |ω| > W


sin(Wt)
x(t) =
πt

Ahmet Ademoglu, PhD

CONTINUOUS FOURIER TRANSFORM Lecture Notes
Inverse Relation between the Time and Frequency Domains

Ahmet Ademoglu, PhD

CONTINUOUS FOURIER TRANSFORM Lecture Notes
Fourier Transform of Periodic Signals

X (ω) = 2πδ(ω − ω0 )
Z∞
1
x(t) = 2πδ(ω − ω0 )e jωt dω = e jω0 t
2π
−∞

Example:
x(t) = sin(ω0 t)

π π
X (ω) = δ(ω − ω0 ) − δ(ω + ω0 )
j j

Ahmet Ademoglu, PhD

CONTINUOUS FOURIER TRANSFORM Lecture Notes
Properties of Continuous Fourier Transform
F
Linearity : ax(t) + by (t) ←→ aX (ω) + bY (ω)
F
Time Shifting: x(t − t0 ) ←→ e −jωt0 X (ω)
Example: x(t) = 12 x1 (t − 2.5) − x2(t − 2.5)

n o
sin(ω/2+2sin(3ω/2))
X (ω) = e −j5ω/2 ω
Ahmet Ademoglu, PhD
CONTINUOUS FOURIER TRANSFORM Lecture Notes
Properties of Continuous Fourier Transform

Conjugation and Conjugate Symmetry x ∗ (t) = X ∗ (ω)

If x(t) is real, X (ω) = X ∗ (ω)
If x(t) is even, X (−ω) = X (ω)
If x(t) is odd, X (−ω) = −X (ω)
F
Even{x(t)} ←→ Re{X (ω)}
F
Odd{x(t)} ←→ jIm{X (ω)}
Example:
at −at u(t)
x(t) = e −a|t| = e at u(−t) + e −at u(t) = 2 e u(−t)+e
2
1
X (ω) = 2Re{ a+jω } = a22a
+ω 2

Ahmet Ademoglu, PhD

CONTINUOUS FOURIER TRANSFORM Lecture Notes
Properties of Continuous Fourier Transform

F
Convolution: x(t) ∗ y (t) ←→ X (ω)Y (ω)
F
Differentiation: dx(t)
dt ←→ jωX (ω)
Rt F 1
Integration : x(τ )dτ ←→ jω X (ω) + πX (0)δ(ω)
−∞
Rt R∞ F
x(τ )dτ = x(τ )u(t − τ )dτ ←→ X (ω)U(ω)
−∞ −∞
F
u(t) = 12 (sgn(t) + 1) ←→ 12 ( jω
2
+ 2πδ(ω))
t
R F 1
x(τ )dτ ←→ X (ω)( jω + πδ(ω))
−∞
F 1 ω
Time and Frequency Scaling : x(at) ←→ |a| X ( a )

Ahmet Ademoglu, PhD

CONTINUOUS FOURIER TRANSFORM Lecture Notes
Properties of Continuous Fourier Transform

F F
Example: If e −|t| ←→ 1+ω
2 2
2 then 1+t 2 ←→ 2πe
|ω|

R∞ 2 jωt R∞ 2 jωt
e −|t| = 2π
1
1+ω 2 e dω←→2πe −|t| =
1+ω 2
e dω
−∞ −∞
R∞
2πe −|ω| = 2
1+t 2
e −jωt dt
−∞
Ahmet Ademoglu, PhD
CONTINUOUS FOURIER TRANSFORM Lecture Notes
Properties of Continuous Fourier Transform
F dX (ω)
Differentiation in Frequency: −jtx(t) ←→ dω
F
Shift in Frequency: e jω0 t x(t) ←→ X (ω − ω0 )
R∞ 1
R∞
Parseval’s Relation: |x(t)|2 dt = 2π |X (ω)|2 dω
−∞ −∞
F 1
R∞
z(t) = x(t)y (t) ←→ Z (ω) = 2π X (θ)Y (ω − θ)dθ
−∞
F
Example: p(t) = cos(ω0 t) ←→ P(ω) = πδ(ω − ω0 ) + πδ(ω − ω0 )

Ahmet Ademoglu, PhD

CONTINUOUS FOURIER TRANSFORM Lecture Notes
Systems Characterized by Linear Differential Equations
Example:
dy (t)
1 dt + ay (t) = x(t) with a > 0
1
H(ω) =
a + jω
h(t) = e −at u(t)
d 2 y (t)
2
dt 2
+ 4 dydt(t) + 3y (t) = dx(t)
dt + 2x(t) with a > 0
1
x(t) = e −at u(t), X (ω) =
a + jω
1/4 1/2 1/4
Y (ω) = + −
1 + jω (1 + jω)2 3 + jω
1 1 1
y (t) = ( e −t + te −t − e −3t )u(t)
4 2 4
Ahmet Ademoglu, PhD
CONTINUOUS FOURIER TRANSFORM Lecture Notes