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Fourier Series and Fourier Transforms

Houshou Chen

Dept. of Electrical Engineering,


National Chung Hsing University
E-mail: houshou@ee.nchu.edu.tw
H.S. Chen Fourier Series and Fourier Transforms 1

Why Fourier
1. eigenfunction ejwt
P∞ jkw0 t
2. x(t) periodic ⇒ x(t) = k=−∞ ck e
3. ek1 w0 t and ek2 w0 t (k1 6= k1 ) are orthogonal over [0, T ] ⇒
Z
1 T
ck = x(t)e−jkw0 t dt
T 0

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H.S. Chen Fourier Series and Fourier Transforms 2

• Representing signals as superpositions of complex sinusoids not


only leads to a useful expression for the system output, but also
provides an insightful characterization of signals and systems.
• We represent the signal as the ’linear sum’ of the sinusoids. The
weight associated with a sinusoid of a given frequency represents
the contribution of that sinusoids to the overall signal.
• The study of signals and systems using sinusoidal representations
is termed Fourier analysis after Joseph Fourier (1768–1830).

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H.S. Chen Fourier Series and Fourier Transforms 3

• There are four distinct Fourier representations, each applicable to


a different class of signals, determined by the periodicity
properties of the signal and whether the signal is discrete or
continuous in time.
• Fourier series (FS) for periodic continuous-time signals
• Discrete time Fourier series (DTFS) for periodic discrete-time
signals
• Fourier transform (FT) for aperiodic continuous-time signals
• Discrete time Fourier transform (DTFT) for aperiodic
discrete-time signals

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H.S. Chen Fourier Series and Fourier Transforms 4

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H.S. Chen Fourier Series and Fourier Transforms 5

Fourier Series

• Consider representing a periodic signal as a weighted


superposition of complex sinusoids. Since the weighted
superposition must have the same period as the signal, each
sinusoid in the superposition must have the same period as the
signal.
• This implies that the frequency of each sinusoid must be an
integer multiple of the signal’s fundamental frequency.

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H.S. Chen Fourier Series and Fourier Transforms 6

• If x(t) is a continuous-time signal with fundamental period T ,


then we seek to represent x(t) by the FS:
X
x(t) = A[k]ejkw0 t ,
k


where w0 = T .

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H.S. Chen Fourier Series and Fourier Transforms 7

Fourier Transform

• In contrast to the case of the periodic signal, there are no


restrictions on the period of the sinusoids used to represent
aperiodic signals.
• Hence, the Fourier transform representations employ complex
sinusoids having a continuum of frequencies.
• The signal is represented as a weighted integral of complex
sinusoids where the variable of integration is the sinusoid’s
frequency.

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H.S. Chen Fourier Series and Fourier Transforms 8

• Continuous-time sinusoids with distinct frequencies are distinct,


so the FT involves frequencies from −∞ to ∞:
Z ∞
1
x(t) = X(jw)ejwt dw
2π −∞
X(jw)
• Here, 2π is the weight at frequency w.

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H.S. Chen Fourier Series and Fourier Transforms 9

FS

We will do the following step by step


1. The derivation of FS
2. Properties of FS
3. Some examples of FS

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H.S. Chen Fourier Series and Fourier Transforms 10

• Continuous-time periodic signals are represented by the Fourier


series (FS). We write the FS of a signal x(t) with fundamental
period T (fundamental frequency w0 = 2π T ) as

X
x(t) = X[k]ejkw0 t
k=−∞

where Z T
1
X[k] = x(t)e−jkw0 t dt
T 0
are the FS coefficients of the signal x(t).

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H.S. Chen Fourier Series and Fourier Transforms 11

• We say that x(t) and X[k] are an FS pair and denote this
relationship as
F S;w0
x(t) ←→ X[k]

• In some problem it is advantageous to represent the signal in the


time domain as x(t), while in others the FS coefficients X[k] offer
a more convenient description.
• The FS coefficients are known as a frequency domain
representation of x(t) because X[k] is the coefficient associated
with complex sinusoid at frequency kw0 .

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H.S. Chen Fourier Series and Fourier Transforms 12

• The reason that x(t) and X[k] = ck with the following


relationship
X∞
x(t) = ck ejkw0 t
k=−∞

and Z T
1
X[k] = ck = x(t)e−jkw0 t dt
T 0

The reason is that any two signals ek1 w0 t ek2 w0 t at distinct


frequencies k1 w0 and k2 w0 are orthogonal over [0, T ].
• The derivation is as follows.

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H.S. Chen Fourier Series and Fourier Transforms 13

Z T
since ejk1 w0 t e−jk2 w0 t dt
0
Z T
= ej(k1 −k2 )w0 t dt
0
1 j(k1 −k2 )w0 t T

j(k1 −k2 )w0 e |0 ,if k1 6= k2
= RT

0
1dt ,if k1 = k2

1 j(k1 −k2 )2π

j(k1 −k2 )w0 (e − 1) ,if k1 6= k2
=
 T ,if k1 = k2

 0 ,if k1 6= k2
=
 T ,if k1 = k2

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H.S. Chen Fourier Series and Fourier Transforms 14

I.e., any two signals ek1 w0 t ek2 w0 t at distinct frequencies k1 w0 and


k1 w0 are orthogonal over [0, T ], or in general over any period
[t0 , t0 + T0 ]
We said that {ejkw0 t }∞
k=−∞ are orthogonal basis for x(t) whose
fundamental period is T0
Apply this fact to x(t), we have

X
x(t) = ck ejkw0 t
k=−∞

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H.S. Chen Fourier Series and Fourier Transforms 15

Z T0
(x(t), ejmw0 t ) = x(t)e−jmw0 t dt
0
Z T0 ∞
X
= ck ejkw0 t e−jmw0 t dt
0 k=−∞

X Z T0
= ck ej(k−m)w0 t dt
k=−∞ 0

= T0 cm
Z T0
1
⇒ cm = x(t)e−jmw0 t dt for any m0 ∈ Z
T0 0

I.e., we have the Fourier series pair for a periodic signal x(t) of
fundamental period T0 .

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H.S. Chen Fourier Series and Fourier Transforms 16


 x(t) = P∞ c ejkw0 t
k=−∞ k
⇒ R
 ck = 1 (x(t), ejkw0 t ) = 1
x(t)e−jkw0 t
dt
T0 T0 T0

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H.S. Chen Fourier Series and Fourier Transforms 17

Recall:
V = hv1 , ..., vn i
n
X
v∈V ⇒v= ai vi
i=1

if {v1 , ..., vn } is an orthogonal basis


i.e. 
 A ,i = j
(vi , vj ) =
 0 ,i 6= j

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H.S. Chen Fourier Series and Fourier Transforms 18

then
Xn n
X
(v, vj ) = ( ai vi , vj ) = ai (vi , vj ) = Aaj
i=1 i=1

1
i.e. aj = (v, vj ) f or ∀j
A
Therefore the coefficient aj of an orthogonal basis can be obtained
from the inner product between v and vj .

 v = Pn a v
i=1 i i
 ai = 1 (v, vi )
A

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H.S. Chen Fourier Series and Fourier Transforms 19

For the space of periodic signals with period T0 , we have


V = hejkw0 t i∞
k=−∞ w0 =
T0

Now hejkw0 t i∞
k=−∞ is an orthogonal basis

since 
jk1 w0 t jk2 w0 t
 T
0 ,k1 = k2
(e ,e )=
 0 ,k1 6= k2

 x(t) = P∞ jkw0 t
k=−∞ ck e
⇒ R
 ck = 1 (x(t), ejkw0 t ) = 1
x(t)e−jkw0 t dt
T0 T0 hT0 i

as we expect.

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H.S. Chen Fourier Series and Fourier Transforms 20

• If x(t) is real, we can use {cos(kw0 t), sin(kw0 t)}∞


k=0 as the
orthogonal basis for x(t).
Original basis:
{ejkw0 t }∞
k=−∞

Since 
ejkw0 t +e−jkw0 t

2 = cos(kw0 t)
ejkw0 t −e−jkw0 t

2j = sin(kw0 t)

we can replace {ejkw0 t , e−jkw0 t }∞ ∞


k=1 by {cos(kw0 t), sin(kw0 t)}k=1

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H.S. Chen Fourier Series and Fourier Transforms 21

Now if x(t) is real, we have


Z T0
1
ck = x(t)e−jkw0 t dt
T0 0
Z T0
1
c−k = x(t)e−j(−k)w0 t dt
T0 0
Z T0
1
= x(t)ejkw0 t dt
T0 0
Z T0
1
= ( x(t)e−jkw0 t dt)∗
T0 0
= c∗k
= |ck |e−j∠c−k

i.e. c−k = |c−k |ej∠c−k = |ck |e−j∠ck ⇒ |c−k | = |ck | and ∠c−k = −∠ck

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H.S. Chen Fourier Series and Fourier Transforms 22


X
x(t) = ck ejkw0 t
k=−∞
−1
X ∞
X
= c0 + ck ejkw0 t + ck ejkw0 t
k=−∞ k=1
X∞ ∞
X
= c0 + c−k e−jkw0 t + ck ejkw0 t
k=1 k=1
X∞ X∞
= c0 + (c∗−k e−jkw0 t )∗ + ck ejkw0 t
k=1 k=1
X∞
= c0 + [(ck e−jkw0 t )∗ + ck ejkw0 t ]
k=1

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H.S. Chen Fourier Series and Fourier Transforms 23


X
= c0 + 2Re{ck ejkw0 t }
k=1
X∞
= c0 + 2Re{(Re{ck } + jIm{ck })(cos(kw0 t) + jsin(kw0 t))}
k=1
X∞
= c0 + 2(Re{ck }cos(kw0 t) − Im{ck }sinkw0 t)
k=1

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H.S. Chen Fourier Series and Fourier Transforms 24


X
⇒ x(t) = c0 + Ak cos(kw0 t) + Bk sin(kw0 t)
k=1
where Ak = 2Re{ck }
Z T0
1
= 2Re{ x(t)e−jkw0 t dt}
T0 0
Z T0
2
= x(t)cos(kw0 t)dt
T0 0

Bk = −2Im{ck }
Z T0
1
= −2Im{ x(t)e−jkw0 t dt}
T0 0
Z T0
2
= x(t)sin(kw0 t)dt
T0 0

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H.S. Chen Fourier Series and Fourier Transforms 25

Properties of Fourier Series

F S;w0
x(t) ←→ ak
F S;w0
y(t) ←→ bk
1.linearity

F S;w0
⇒ Ax(t) + By(t) ←→ Aak + Bbk


X
c(t) = ck ejkw0 t
k=−∞

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H.S. Chen Fourier Series and Fourier Transforms 26

and
X X
jkw0 t
c(t) = Ax(t) + By(t) = A ak e +B bk ejkw0 t
k k

X
= (Aak + Bbk )ejkw0 t
k

⇒ ck = Aak + Bbk

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H.S. Chen Fourier Series and Fourier Transforms 27

2. time shifting
x(t) ↔ ak
x(t − t0 ) ↔ ak e−jkw0 t0
| {z }
bk

Z
1
bk = x(t − t0 )e−jkw0 t dt
T hT i
Z T
1
= x(t − t0 )e−jkw0 t dt
T 0
Z
1 T −t0
= x(τ )e−jkw0 (τ +t0 ) dτ
T −t0
Z
1
= ( x(τ )e−jkw0 τ dτ )e−jkw0 t0
T hT i
= ak e−jkw0 t0

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H.S. Chen Fourier Series and Fourier Transforms 28

3. frequency shifting

x(t) ↔ ak
x(t)ejM w0 t ↔ bk = ak−M
Z Z
1 1
bk = x(t)ejM w0 t e−jkw0 t dt = x(t)e−j(k−M )w0 t dt
T hT i T hT i
= ak−M

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H.S. Chen Fourier Series and Fourier Transforms 29

4. conjugation

x(t) ↔ ak
x∗ (t) ↔ bk = a∗−k
Z Z
1 1
bk = x∗ (t)e−jkw0 t dt = ( x(t)e−j(−k)w0 t dt)∗ = a∗−k
T hT i T hT i

in particular if x(t) is real ⇒ x(t) = x∗ (t)


therefore ak = a∗−k

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H.S. Chen Fourier Series and Fourier Transforms 30

5. multiplication

x(t) ↔ ak
y(t) ↔ bk
x(t)y(t) ↔ ak ∗ bk = hk

X
i.e. hk = al bk−l
l=−∞

X
x(t) = ak ejkw0 t
k=−∞

X
y(t) = bl ejlw0 t
l=−∞

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H.S. Chen Fourier Series and Fourier Transforms 31

Finally, we have

X ∞
X
x(t)y(t) = ak bl ej(k+l)w0 t
k=−∞ l=−∞


X ∞
X
= ( am−l bl )ejmw0 t
m=−∞ l=−∞

X
= hm ejmw0 t
m=−∞

where m = k + l.

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H.S. Chen Fourier Series and Fourier Transforms 32

6. convolution
z(t) = x(t) ∗ y(t) ↔ zk = T0 ak bk
proof:
Z
z(t) = x(t) ∗ y(t) = x(τ )y(t − τ )dτ
τ ∈hT0 i
Z
1
⇒ zk = z(t)e−jkw0 t dt
T0 t∈hT0 i
Z Z
1
= x(τ )y(t − τ )dτ e−jkw0 t dt
T0 t∈hT0 i τ ∈hT0 i
Z Z
1
= x(τ ) y(t − τ )e−jkw0 t dtdτ
T0 τ ∈hT0 i t∈hT0 i
Z Z
1 1
= T0 x(τ )e−jkw0 τ dτ y(λ)e−jkw0 λ dλ
T0 τ ∈hT0 i T0 λ∈hT0 i
= T0 ak bk

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H.S. Chen Fourier Series and Fourier Transforms 33

7. Parseval’s theorem for F.S.


Z T0 ∞
1 X
P = |x(t)|2 dt = |ck |2
T0 0
k=−∞

I.e., to find the average power P of x(t), we can either calculate in


time domain or in frequency domain.

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H.S. Chen Fourier Series and Fourier Transforms 34

proof:

Z T0
1
|x(t)|2 dt
T0 0
Z T ∞ ∞
1 X X
= ck ejkw0 t c∗m e−jmw0 t dt
T0 0 m=−∞
k=−∞
∞ ∞ Z
1 X X
= ck c∗m ej(k−m)w0 t dt
T0 hT0 i
k=−∞ m=−∞

1 X
= ck c∗k T0
T0
k=−∞

X
= |ck |2
k=−∞

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H.S. Chen Fourier Series and Fourier Transforms 35

For real signal x(t), we have |c−k | = |ck |


X
⇒ P = |c0 |2 + 2 |ck |2
k=1

also we have
Ak = 2Re{ck }
Bk = −2Im{ck }

therefore
2 2 A2k
2 Bk2
|ck | = Re {ck } + Im {ck } = +
4 4

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H.S. Chen Fourier Series and Fourier Transforms 36

Finally for real signal, we have another form:



2
X A2 k B 2
P = |c0 | + + k
2 2
k=1

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H.S. Chen Fourier Series and Fourier Transforms 37

FT

We will do the following step by step


1. The derivation of FT
2. Some examples of FT
3. Properties of FT

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H.S. Chen Fourier Series and Fourier Transforms 38

Fourier Transform: from F.S. to F.T.

FT
f (t) ←→ F (jw)

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



 F (jw) = R ∞ f (t)e−jwt dt
−∞
R
 f (t) = 1 ∞ F (jw)ejwt dw
2π −∞

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H.S. Chen Fourier Series and Fourier Transforms 39

Fourier transform pair for some common signals

Example 1: 
 1, −T ≤ t ≤ T
1 1
f (t) =
 0, otherwise

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H.S. Chen Fourier Series and Fourier Transforms 40

Z ∞
F (jw) = f (t)e−jwt dt
−∞
Z T1
= 1 · e−jwt dt
−T1
1 −jwt T1
= e |−T1
−jw
1 jT1 w−e−jT1 w
= (e )
+jw
2T1 ejT1 w − e−jT1 w
=
wT1 2j
sin(T1 w)
= 2T1
wT1
= 2T1 sinc(T1 w)

therefore F(jw) is the envelop function of T0 · Ck

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H.S. Chen Fourier Series and Fourier Transforms 41

i.e.

t wW
rect( ) ←→ W sinc( )
w 2

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H.S. Chen Fourier Series and Fourier Transforms 42

Example 2: x(t) = e−at u(t) (a > 0)

Z ∞
=⇒ X(jw) = x(t)e−jwt dt
−∞
Z ∞
= e−at u(t)e−jwt dt
−∞
Z ∞
= e−(jw+a)t dt
0
1
= e−(jw+a)t |0−∞
−(jw + a)
1
= (if a > 0)
jw + a

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H.S. Chen Fourier Series and Fourier Transforms 43

Example 3: x(t) = e−a|t| (a > 0)

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H.S. Chen Fourier Series and Fourier Transforms 44

Z ∞
=⇒ X(jw) = x(t)e−jwt dt
−∞
Z ∞
= e−a|t| e−jwt dt
−∞
Z 0 Z ∞
at −jwt
= e e dt + e−at e−jwt dt
−∞ 0
Z 0 Z ∞
= e(a−jw)t dt + e−(a+jw)t dt
−∞ 0
1 1
= e(a−jw)t |∞
0 +
a − jw jw + a
1 1
= + if a > 0
a − jw jw + a
2a
= if a > 0
a2 + w2

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H.S. Chen Fourier Series and Fourier Transforms 45

Example 4:
x(t) = δ(t)
Z ∞
=⇒ X(jw) = x(t)e−jwt dt
−∞
Z ∞
= δ(t)e−jwt dt = e−jwt |t=0 = 1
−∞

i.e.
δ(t) ←→ 1
similarly if x(t) = δ(t − t0 )
Z ∞
=⇒ X(jw) = δ(t − t0 )e−jwt dt
−∞
−jwt
= e |t=t0 = e−jwt0

δ(t − t0 ) ←→ 1 · e−jwt0

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H.S. Chen Fourier Series and Fourier Transforms 46

Example 5:
X(jw) = 2πδ(w)
Z ∞
1
=⇒ x(t) = X(jw)ejwt dw
2π −∞
Z ∞
1
= 2πδ(w)ejwt dw
2π −∞
= ejwt |w=0 = 1

i.e.
1 ←→ 2πδ(w)
similarly if X(jw) = 2πδ(w − w0 )
Z ∞
1
=⇒ x(t) = 2πδ(w − w0 )ejwt dw
2π −∞
= ejwt |w=w0 = ejw0 t

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H.S. Chen Fourier Series and Fourier Transforms 47

i.e.
1 · ejw0 t ←→ 2πδ(w − w0 ) (frequency shifting) )
With this, we can represent the periodic signal by FT:

X
x(t) = Ck ejkw0 t
k=−∞


X
=⇒ X(jw) = F{x(t)} = F{ Ck ejkw0 t }
k=−∞

X
= Ck F{ejkw0 t }
k=−∞
X∞
= 2πCk δ(w − kw0 )
k=−∞

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H.S. Chen Fourier Series and Fourier Transforms 48

i.e.

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H.S. Chen Fourier Series and Fourier Transforms 49

Example 6:
1 jw0 t 1 −jw0 t
x(t) = cosw0 t = e + e
2 2
1 1
=⇒ X(jw) = 2πδ(w − w0 ) + 2πδ(w + w0 )
2 2
= πδ(w − w0 ) + πδ(w + w0 )
1 jw0 t 1 −jw0 t
x(t) = sinw0 t = e − e
2j 2j

1 1
=⇒ X(jw) = 2πδ(w − w0 ) − 2πδ(w + w0 )
2j 2j
= jπδ(w + w0 ) − jπδ(w − w0 )

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H.S. Chen Fourier Series and Fourier Transforms 50

In conclusion

x(t) ←→ X(jw)
1 ←→ 2πδ(w)
ejw0 t ←→ 2πδ(w − w0 )
δ(t) ←→ 1
δ(t − t0 ) ←→ e−jwt0
1
e−at u(t) ←→ (a > 0)
jw + a

e−a|t| ←→ 2 2
(a > 0)
a +w

X X∞
Ck ejkw0 t ←→ 2πCk δ(w − kw0 )
k=−∞ k=−∞

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H.S. Chen Fourier Series and Fourier Transforms 51

cosw0 t ←→ πδ(w + w0 ) + πδ(w − w0 )


π π
sinw0 t ←→ δ(w − w0 ) − δ(w + w0 )
j j
1
u(t) ←→ πδ(w) +
jw
2
sgn(t) ←→
jw

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H.S. Chen Fourier Series and Fourier Transforms 52

Properties of FT

x(t) ←→ X(jw)
y(t) ←→ Y (jw)
ax(t) + by(t) ←→ aX(jw) + bY (jw)
x∗ (t) ←→ X ∗ (−jw)
1 w
x(at) ←→ X( )
|a| a
x(t − t0 ) ←→ X(jw)e−jwt0
x(t)ejw0 t ←→ X(j(w − w0 ))
X(t) ←→ 2πx(−w)

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H.S. Chen Fourier Series and Fourier Transforms 53

1. linearity

x(t) ←→ X(jw)
y(t) ←→ Y (jw)
ax(t) + by(t) ←→ aX(jw) + bY (jw)

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H.S. Chen Fourier Series and Fourier Transforms 54

2. conjugation

x(t) ←→ X(jw)
x∗ (t) ←→ X ∗ (−jw)

Z ∞ Z ∞
x∗ (t)e−jwt dt = ( x(t)e−(−jwt) )∗ = X ∗ (−jw)
−∞ −∞

if x(t) = x∗ (t) real =⇒ X ∗ (−jw) = X(jw)





 Re{X(−jw)} = Re{X(jw)}


 Im{X(−jw)} = −Im{X(jw)}
=⇒


 |X(−jw)| = |X(jw)|


 ∠X(−jw) = −∠X(−jw)

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H.S. Chen Fourier Series and Fourier Transforms 55

3. Time scaling
F 1 w
f (αt) ←→ F( )
|α| α
Interpretation:
• If α > 1, we obtain that compression in the time domain
corresponds to expansion in the frequency domain.
• If 0 < α < 1, we obtain that compression in the time domain
corresponds to expansion in the frequency domain.

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H.S. Chen Fourier Series and Fourier Transforms 56

4. Time shifting
F
f (t − t0 ) ←→ e−jwt0 F (w)

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H.S. Chen Fourier Series and Fourier Transforms 57

Example: Recall the Fourier transforms of δ(t) and δ(t − t0 ).


Proof:
Z ∞
F [f (t − t0 )] = f (t − t0 )e−jwt dt
−∞
Z ∞
= f (σ)e−jw(σ+t0 ) dσ
−∞
−jwt0
= e F (w)

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H.S. Chen Fourier Series and Fourier Transforms 58

Combining Time Scaling and Time shifting :


1
F w +jt0 w/a
f (at + t0 ) ←→ F ( )e
|a| a
This is obtained by (i) shifting f(t) by t0 and (ii) scaling the result of
(i) by a.

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H.S. Chen Fourier Series and Fourier Transforms 59

5. Frequency shifting
F
ejw0 t f (t) ←→ F (w − w0 )

for any real w0 .

Example: Recall the Fourier transforms of 1 and ejw0 t , and u(t) and
cos(w0 t)u(t). Also ,examine the ”modulation” property below.

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H.S. Chen Fourier Series and Fourier Transforms 60

Proof:
Z ∞
F[ejw0 t f (t)] = ejw0 t f (t)e−jwt dt
−∞
Z ∞
= f (t)e−j(w−w0 )t dt
−∞
= F (w − w0 )

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H.S. Chen Fourier Series and Fourier Transforms 61

6. Duality 
 F (−t) ←→ 2πf (w)
 F (t) ←→ 2πf (−w)

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H.S. Chen Fourier Series and Fourier Transforms 62

Proof:
Z ∞
1
f (t) = F (w)ejwt dw
2π −∞
Z ∞
2πf (−t) = F (w)e−jwt dw
−∞
Z ∞
2πf (−w) = F (t)e−jwt dt = F[F (t)]
−∞

where the last line is obtained by interchanging t with w.

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H.S. Chen Fourier Series and Fourier Transforms 63

7. Convolution
If all the involved Fourier transforms exist, then

x(t) ∗ h(t) ←
F
→ X(w)H(w)

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H.S. Chen Fourier Series and Fourier Transforms 64

Proof:
Z ∞ Z ∞
F[x(t) ∗ h(t)] = [ h(t − τ )x(τ )dτ ]e−jwt dt
−∞ −∞
Z ∞ Z ∞
= x(τ )[ h(t − τ )e−jwt dt]dτ
−∞ −∞
Z ∞
= x(τ )[e−jwt H(w)]dτ
−∞
Z ∞
= H(w) x(τ )e−jwt dτ
−∞
= H(w)X(w)

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H.S. Chen Fourier Series and Fourier Transforms 65

8. Modulation
If all the involved Fourier transforms exist, then
1 F
x(t)m(t) ←→ X(w) ∗ M (w)

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H.S. Chen Fourier Series and Fourier Transforms 66

Proof:
Z ∞ ∞ Z
1 0 jw0 t
F[x(t)m(t)] = x(t)[ M (w )e dw0 ]e−jwt dt
−∞ 2π −∞
Z ∞ Z ∞
1 0 −jwt +jw0 t
= M (w )[ x(t)e e dt]dw0
2π −∞ −∞
Z ∞
1
= M (w0 )[X(w − w0 )]dw0
2π −∞
1
= M (w) ∗ X(w)

Example: This result can be used to calculate F[cos(w0 t)u(t)].

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H.S. Chen Fourier Series and Fourier Transforms 67

9. Time Differentiation
If f (t) is continuous and if f (t) and f 0 (t) = dfdt(t) are both absolutely
integrable (and thus satisfy the Dirichlet conditions),then
df (t) F
←→ jwF (w)
dt

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H.S. Chen Fourier Series and Fourier Transforms 68

Proof:
Z ∞ Z ∞
f 0 (t)e−jwt dt = f (t)e−jwt |∞
−∞ + jw f (t)e−jwt dt
−∞ −∞

The key step now is to observe that since f (t) is assumed to be


absolutely integrable, then f (t) → 0 as t → ±∞ and thus the first
term on the RHS evaluates to zero. The second term is simply
jwF (w)

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H.S. Chen Fourier Series and Fourier Transforms 69

10. Parseval’s Theorem

Parseval’s Theorem
Z ∞ Z ∞
1
|f (t)|2 dt = |F (w)|2 dw
−∞ 2π −∞

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H.S. Chen Fourier Series and Fourier Transforms 70

Proof:
Z ∞ Z ∞
2
|f (t)| dt = f (t)f ∗ (t)dt
−∞ −∞
Z ∞ ∞ Z
1
= f (t)[ F ∗ (w)e−jwt dw]dt
−∞ 2π −∞
Z ∞ Z ∞
1
= F ∗ (w)[ f (t)e−jwt dt]dw
2π −∞ −∞
Z ∞
1
= F ∗ (w)F (w)dw
2π −∞
Z ∞
1
= |F (w)|2 dw
2π −∞

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