INDIAN INSTITUTE OF TECHNOLOGY ROORKEE

FOURIER AND LAPLACE TRANSFORMS

What does Fourier transform do?

 Start with a time-based signal

 Break the signal into a representation characterized by sines and
cosines
 Transforms are used because the time-domain mathematical
models of systems are generally complex differential equations.
Transforming these complex differential equations into simpler
algebraic expressions makes them much easier to solve.
 Fundamental secret of Universe: All waveforms, no matter what
you scribble or observe in the universe, are actually just the sum of
simple sinusoids of different frequencies
 Fourier Transform decomposes a waveform - basically any real
world waveform, into sinusoids. That is, the Fourier Transform
gives us another way to represent a waveform.
Those Interested more Refer to www.thefouriertransform.com

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ANALOGY AND MOTIVATION

Think of your complex signal as a cake

 A cake comprises of flour, sugar, eggs, etc. but we don't taste any of these
individual constituent when we take a bite of the final finished product.
 If the cake is the waveform, the recipe is the Fourier transform, a list of
ingredients and how to combine them.
 So the cake is our complex signal and the flour, sugar, eggs are the individual
frequency components
 Fourier transform is the same signal but expressed in a different way which is
easily analyzable and understandable
 A MP3 file stores frequencies and amplitudes, and when it is compressed, the
frequencies outside the range of human hearing are deleted
 A picture can be cleaned by filtering the noise which is visible as random spots
of light
 Using information from Fourier transform of local earthquakes, the buildings
frequency can be tuned so that it does not fall, when disaster strikes
www.theguardian.com/science/2014/jul/13/fourier-transform-maths-equations-history
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HUMAN EARS AND FOURIER TRANSFORM

 Our ears do Fourier series automatically

 There are small hairs in our ears called as cilia, each of which
undergo vibration at different and specific frequencies

 When a sound wave enters our ears, only those cilia of our ears
will vibrate, which are receptive to that particular frequency

 This is how we distinguish sounds of various pitches.

https://www.math.hmc.edu/funfacts/ffiles/20003.3.shtml

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 MATHEMATICS OF FOURIER TRANSFORM
 
1

 jt
X ( )  x(t )e dt x(t )   X ( ) e jt d
2 


X ( ) denotes the Fourier transform of x(t )

Example: Compute the FT of x(t) = e-at u(t)

  
X ( )  

f (t)e jt dt   e atu (t )e  jt dt   e  (a  j )t dt
 0

1  (a  j )t  1 (a  j )t 1 (a  j )(0)

 e 0  lim e  e
a  j t  a  j a  j
1 1
 0 
a  j a  j
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 WAVEFORM THAT IS ITS OWN FOURIER
TRANSFORM?
• It should be well understood that Fourier Transform of a
rectangular pulse is sinc function and vice versa.*

• Now, Consider a third waveform which is a Rectangular pulse

added to a sinc function.

• Addition in the time domain corresponds to addition in the

frequency domain. Therefore, the Fourier Transform of a
"rectangular pulse plus a sinc function" is a "sinc function plus a
rectangular pulse." That is, this third waveform is its own
Fourier Transform.

*Refer any standard textbook for a table of Fourier transforms

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LAPLACE TRANSFORM

 Pierre-Simon, marquis de Laplace was born on 23 March 1749 and

devised the Laplace transform

 Laplace is one of the only 72 people to have their name engraved

on the Eiffel Tower.

 The asteroid 4628 Laplace is named after him.

 Useful in the analysis of electrical circuits and networks

 One cannot imagine solving DSP (Digital Signal processing)

problems without employing Laplace transform.

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WHY DO WE NEED LAPLACE
TRANSFORM WHEN WE HAVE FOURIER
• Fourier Transform exist only for a limited class of absolutely
integrable functions. It cannot be used for growing exponentials
like eat when a  0 Review Example 1 in slide 5. Thus Laplace
transform is needed.
• Fourier transform can analyze only stable signals but this is not the
case for Laplace transform which can analyze unstable signals also.
• Fourier Transform gets large application base in subjects like
communication where as Laplace transform gets a large application
base in subjects like control systems.
• In Laplace transform, ‘s’ is a complex number s    j . But Fourier
Transform can be thought of as Laplace transform evaluated on
imaginary j axis, neglecting the real part of complex frequency s.
• Easier to solve system ODE via Laplace than Fourier.

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MATHEMATICS OF LAPLACE TRANSFORM
   j
1
 x(t )e st dt ; x(t )  L1  X ( s)  
2 j  j
Bilateral : X ( s)  X ( s)e st ds


• Example: Compute Laplace transform of f (t )  e at u(t ). Also

find its region of convergence (ROC)
 
e (s a) t
 e u(t )e dt   e
 at  st  (s  a) t 
F ( s)  dt 
sa
0
 0
1
 ; Re( s)  a
sa
Now, go to slide 5 again and observe that Fourier transform of the
same function does not exists for negative values of a. But, the
Laplace transform exists for all values of a, and its Region of
convergence is to the right of Re( s)  a

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WHAT IS THE CONNECTION?

• Note that definition of Laplace is identical to Fourier with the

replacement of j by s. Isn’t it reasonable to expect that L.T.
should be same as F.T. with j replaced by s.
• For example, the F.T. of f (t)  eat u(t ) is j  a , whereas L.T. is s  a
1 1

• Not valid for all f(t). Can use it only if ROC of F(s) includes the
imaginary axis.
1
• For a unit step function, L.T. is s . But F.T. is
1
 ( )  . Point no. 1
j
is not valid here. This is because ROC of unit step function is
Re(s)>0, which does not include imaginary axis.

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 SOLUTION OF INTEGRO DIFFERENTIAL
EQUATIONS :APPLICATIONS
 Laplace Transform is widely popular in control system theory as it
can solve linear differential system equations.
 Consider an example
Example 6 : Find the loop current in the figure
if all initial conditions are 0 ?
2
Z (s)  s  3 
s
10
V (s) 10 10 10 10
I (s)   2 s  2   
Z (s) s  3s  2 s  3s  2  s  1 s  2  s  1 s  2
s
 
i(t )  10 et  e2t u (t )

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SUMMARY

• Fourier Transform cannot be used in the analysis of unstable or

even marginally stable systems. Further, the inputs must also be
Fourier transformable signals, which leaves out exponentially
growing signals. Thus, we extend Fourier transforms to Laplace
transforms.
• The Laplace transforms changes integro-differential equations of
LTIC systems into algebraic equations, thus making them
computationally simpler.
• The theory of Laplace transforms can be further extended to
bilateral Laplace transforms, where the region of convergence
plays a major role.
• Fourier transforms are physically easy to imagine but nevertheless,
both play an important role in system analysis.

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