Continuous-Time Fourier Methods: M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

Continuous-Time Fourier
Methods
M. J. Roberts - All Rights Reserved. 1

Edited by Dr. Robert Akl
Representing a Signal
• The convolution method for finding the
response of a system to an excitation takes
advantage of the linearity and time-
invariance of the system and represents the
excitation as a linear combination of
impulses and the response as a linear
combination of impulse responses
• The Fourier series represents a signal as a
linear combination of complex sinusoids
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl 2

Linearity and Superposition
If an excitation can be expressed as a sum of complex sinusoids
the response of an LTI system can be expressed as the sum of
responses to complex sinusoids.

Real and Complex Sinusoids
e jx + e- jx
cos( x ) =
2
e jx - e- jx
sin( x ) =
j2

Jean Baptiste Joseph Fourier
3/21/1768 - 5/16/1830
Conceptual Overview
The Fourier series represents a signal as a sum of sinusoids.
The best approximation to the dashed-line signal below using
only a constant is the solid
Constant
line. (A constant is a 0.6
cosine of zero frequency.)

t
-4 10
-0.6
x(t)
1.6 Exact x(t)
Approximation of x(t) by a constant
1
t
-4
t0 t0 + T 10

Conceptual Overview
The best approximation to the dashed-line signal using a constant
plus one real sinusoid of the same fundamental frequency as the
dashed-line signal is the solid line.
Sinusoid 1
0.6
t
-4 10
-0.6
x(t)
1.6 Exact x(t)
Approximation of x(t) through 1 sinusoid
1
t
-4 10
t0 t0 + T

Conceptual Overview
plus one sinusoid of the same fundamental frequency as the
dashed-line signal plus another sinusoid of twice the fundamental
frequency of the dashed-line signal is the solid line.

Conceptual Overview
plus three sinusoids is the solid line. In this case (but not in general),
the third sinusoid has zero amplitude. This means that no sinusoid of
three times the fundamental frequency improves the approximation.
Sinusoid 3
0.6
t
-4 10
-0.6
x(t) Exact x(t)

Approximation of x(t) through 3 sinusoids
1
t
-4 t0 t0 + T 10

Conceptual Overview
plus four sinusoids is the solid line. This is a good approximation
which gets better with the addition of more sinusoids at higher
integer multiples of the fundamental frequency.

Continuous-Time Fourier Series
Definition
The Fourier series representation of a signal x(t)
over a time t 0 < t < t 0 + T is
¥
x (t ) = å c x [ k ] e j 2 p kt /T
k =-¥
where c x [k] is the harmonic function and k is the harmonic

number. The harmonic function can be found from the signal
using the princple of orthogonality.

Orthogonality

Orthogonality
Using Euler's identity
t 0 +T
é æ k-q ö æ k-q öù
(e j 2 p kt /T
,e j 2 p qt /T
)= ò ê cos çè 2p T t ÷ø + j sin çè 2p T t ÷ø ú dt
t0 ë û
If k = q,
t 0 +T t 0 +T
( e j 2 p kt /T , e j 2 p qt /T = ) ò éë cos ( 0 ) + j sin ( 0 ) ùû dt = ò dt = T .
t0 t0
If k ¹ q, the integral
t 0 +T
é æ k-q ö æ k-q öù
( e j 2 p kt /T , e j 2 p qt /T = ) ò ê çè
cos 2p
T
t ÷ø + j sin çè 2p t ÷ ú dt
T øû
t0 ë
is over a non-zero integer number of cycles of a cosine and a sine
and is therefore zero.
Orthogonality
Therefore e j 2 p kt /T and e j 2 p qt /T are orthogonal if k and q are not equal.
¥
Now multiply the Fourier series expression x ( t ) = å c x [ k ] e j 2 p kt /T
k =-¥
by e- j 2 p qt /T (q an integer)
¥
x (t ) e - j 2 p qt /T
= å c x [ k ] e j 2 p ( k -q )t /T
k=-¥
and integrate both sides over the interval t 0 £ t < t 0 + T

t 0 +T t 0 +T
é ¥ j 2 p ( k -q )t /T ù
ò x (t ) e ò ê å cx [ k ] e
- j 2 p qt /T
dt = ú dt .
t0 t0 ë k =-¥ û

Orthogonality

Continuous-Time Fourier Series
Definition

CTFS of a Real Function
It can be shown that the continuous-time Fourier series (CTFS)
harmonic function of any real-valued function x ( t ) has the property
that c x [ k ] = c*x [ -k ] .
One implication of this fact is that, for real-valued functions,

the magnitude of the harmonic function is an even function
and the phase is an odd function.

The Trigonometric CTFS
The fact that, for a real-valued function x ( t )
c x [ k ] = c*x [ -k ]
also leads to the definition of an alternate form of the CTFS,
the so-called trigonometric form.
¥
x ( t ) = a x [ 0 ] + å { a x [ k ] cos ( 2p kt / T ) + b x [ k ] sin ( 2p kt / T )}
k =1
where
t 0 +T
2
ax [ k ] = ò x ( t ) cos ( 2p kt / T ) dt
T t0
t 0 +T
2
bx [ k ] = ò x ( t ) sin ( 2p kt / T ) dt
T t0

The Trigonometric CTFS
Since both the complex and trigonometric forms of the CTFS represent a signal, there
must be relationships between the harmonic functions. Those relationships are
ì a x [ 0 ] = cx [ 0 ] ü
ï ï
ï bx [ 0] = 0 ï
í ý , k = 1, 2, 3,…
ï a x [ k ] = c x [ k ] + c x[k]
*
ï
î x (
ïb [ k ] = j c [ k ] - c* [ k ]
x x
ï
þ )
ì ü
ï cx [ 0 ] = a x [ 0 ] ï
ï ï
ï a x [ k ] - j bx [ k ] ï
í c x[ ]
k = ý , k = 1, 2, 3,…
ï 2 ï
ï ax [ k ] + j bx [ k ] ï
ïîc x [ -k ] = c x [ k ] =
*
2 ïþ

CTFS Example #1

CTFS Example #1

CTFS Example #2
Let a signal be defined by x ( t ) = 2 cos ( 400p t ) and let
T = 10 ms which is 2T0 .

CTFS Example #2

CTFS Example #3
Let x ( t ) = 1 / 2 - ( 3 / 4 ) cos ( 20p t ) + (1 / 2 ) sin ( 30p t ) and let T = 200 ms.

CTFS Example #3

CTFS Example #3

CTFS Example #3

Linearity of the CTFS
These relations hold only if the harmonic functions of all

the component functions are based on the same
representation time T.

CTFS Example #4
Let the signal be a 50% duty-cycle square wave with an
amplitude of one and a fundamental period T0 = 1.
x ( t ) = rect ( 2t ) * d1 ( t )

CTFS Example #4

CTFS Example #4

CTFS Example #4

CTFS Example #4
A graph of the magnitude and phase of the harmonic function
as a function of harmonic number is a good way of illustrating it.

The Sinc Function

CTFS Example #5
Let x ( t ) = 2 cos ( 400p t ) and let T = 7.5 ms which is
1.5 fundamental periods of this signal.

CTFS Example #5

CTFS Example #5

CTFS Example #5
The CTFS representation of this cosine is the signal
below, which is an odd function, and the discontinuities
make the representation have significant higher harmonic
content. This is a very inelegant representation.

CTFS of Even and Odd Functions
For an even function, the complex CTFS harmonic function
c x [ k ] is purely real and the sine harmonic function a x [ k ] is
zero.
For an odd function, the complex CTFS harmonic function

c x [ k ] is purely imaginary and the cosine harmonic function
b x [ k ] is zero.

Convergence of the CTFS
Partial CTFS Sums
N
xN (t ) = å c [k]e x
j 2 p kt /T0
k=- N
For continuous signals,
convergence is exact at
every point.
A Continuous Signal

Partial CTFS Sums
For discontinuous signals,

convergence is exact at
every point of continuity.
Discontinuous Signal

At points of discontinuity
the Fourier series
representation converges
to the mid-point of the
discontinuity.

CTFS Properties
Let a signal x(t) have a fundamental period T0 x and let a
signal y(t) have a fundamental period T0 y . Let the CTFS
harmonic functions, each using a common period T as the
representation time, be c x [k] and c y [k]. Then the following
properties apply.
Linearity

CTFS Properties
Time Shifting

CTFS Properties
Frequency Shifting
(Harmonic Number
Shifting)
A shift in frequency (harmonic number) corresponds to

multiplication of the time function by a complex exponential.
Time Reversal

CTFS Properties
Time Scaling
Let z ( t ) = x ( at ) , a > 0
Case 1. T = T0 x / a = T0 z for z ( t )
c z [ k ] = cx [ k ]
Case 2. T = T0 x for z ( t )
If a is an integer,
ìc x [ k / a ] , k / a an integer
cz [ k ] = í
î0 , otherwise

CTFS Properties
Time Scaling (continued)

CTFS Properties

CTFS Properties
Change of Representation Time

CTFS Properties
Time Differentiation

CTFS Properties
Time Integration
Case 1 Case 2
Case 1. cx [ 0 ] = 0
Case 2. cx [ 0 ] ¹ 0
ò x ( l ) d l is not periodic
-¥

CTFS Properties

CTFS Properties

CTFS Properties

Some Common CTFS Pairs

CTFS Examples

CTFS Examples

CTFS Examples
Find the CTFS harmonic function of x ( t ) with T = 10 -8.
10 -8
c x [ k ] = (1 / T ) ò x ( t ) e- j 2 p kt /T dt Þ c x [ 0 ] = 10 8 ò ( 35 ´ 10 t ) dt = 35 / 2
8
T
0
-8
10 10 -8
c x [ k ] = 10 8 ò ( 35 ´ 10 t ) e ò
- j 2 p ´10 kt
dt = 35 ´ 1016 te- j 2 p ´10
8 8
kt
8
dt
0 0
ìé ö üï
-8
10
10 -8
ï e - j 2 p ´10 8 kt ù æ e - j 2 p ´10 8 kt
c x [ k ] = 35 ´ 10 í êt
16
8 ú
- ò ç 8 ÷
dt ý
ïî ë - j2 p ´ 10 k û0 0 è
- j2 p ´ 10 k ø ï
þ
ì - j 2p k 10 -8 ü
´ 10 -8 é e- j 2 p ´10 kt ù ï
8
16 ï e
c x [ k ] = 35 ´ 10 í- -ê ú ý
ï j2p ´ 10 k êë j2p ´ 10 k úû 0 ï
î
8
( 8 2
) þ
é 10 -16 e- j 2 p k 1 - e- j 2 p k ù 1 - e- j 2 p k - j2p ke- j 2 p k
c x [ k ] = 35 ´ 10 ê - 16
+ 16 ú
= 35
ë j2 p k ( j2p k ) 2
´ 10 û ( j2 p k ) 2
ì1 / 2 , k = 0
ï
c x [ k ] = 35 í j
ïî 2p k , k ¹ 0

Continuous-Time Fourier
Methods
M. J. Roberts - All Rights Reserved. 59

Edited by Dr. Robert Akl
Extending the CTFS
• The CTFS is a good analysis tool for systems with

periodic excitation but the CTFS cannot represent
an aperiodic signal for all time
• The continuous-time Fourier transform (CTFT)
can represent an aperiodic signal for all time

CTFS-to-CTFT Transition
Consider a periodic pulse-train signal x ( t ) with duty cycle w / T0
Aw æ kw ö
Its CTFS harmonic function is c x [ k ] = sinc ç ÷
T0 è T0 ø
As the period T0 is increased, holding w constant, the duty
cycle is decreased. When the period becomes infinite (and
the duty cycle becomes zero) x ( t ) is no longer periodic.
Below are graphs of the magnitude of c x [ k ] for 50% and 10% duty
cycles. As the period increases the sinc function widens and its
magnitude falls. As the period approaches infinity, the CTFS
harmonic function becomes an infinitely-wide sinc function with zero
amplitude.
T0 T0
w= w=
2 10

This infinity-and-zero problem can be solved by normalizing
the CTFS harmonic function. Define a new “modified” CTFS
harmonic function T0 c x [ k ] = Awsinc ( wkf0 ) and graph it
versus kf0 instead of versus k. ( f0 = 1 / T0 )

In the limit as the period approaches infinity, the modified
CTFS harmonic function approaches a function of continuous
frequency f (kf0 ).


Definition of the CTFT

Some Remarkable Implications
of the Fourier Transform
The CTFT expresses a finite-amplitude, real-valued, aperiodic

signal which can also, in general, be time-limited, as a summation
(an integral) of an infinite continuum of weighted, infinitesimal-
amplitude, complex sinusoids, each of which is unlimited in
time.
(Time limited means “having non-zero values only for a finite time.”)

Frequency Content
Lowpass Highpass
Bandpass

Some CTFT Pairs

Convergence and the
Generalized Fourier Transform
Let x ( t ) = A. Then from the
definition of the CTFT,
¥ ¥
X( f ) = ò Ae- j 2p ft dt = A ò e- j 2 p ft dt
-¥ -¥
This integral does not converge so,

strictly speaking, the CTFT does not
exist.

Convergence and the Generalized
Fourier Transform
But consider a similar function,

xs ( t ) = Ae- s t , s > 0
Its CTFT integral
¥
Xs ( f ) = ò Ae- s t e- j 2p ft dt
-¥
does converge.

Convergence and the

Convergence and the

Convergence and the Generalized
Fourier Transform

Negative Frequency
This signal is obviously a sinusoid. How is it described
mathematically?
It could be described by x ( t ) = A cos ( 2p t / T0 ) = A cos ( 2p f0t )

But it could also be described by x ( t ) = A cos 2p ( - f0 ) t ( )

Negative Frequency
x(t) could also be described by

e j 2 p f0 t + e - j 2 p f0 t
x (t ) = A
2
or
(
x ( t ) = A1 cos ( 2p f0t ) + A2 cos 2p ( - f0 ) t , A1 + A2 = A )
and probably in a few other different-looking ways. So who is
to say whether the frequency is positive or negative? For the
purposes of signal analysis, it does not matter.

Negative Frequency
Consider an experiment in which we multiply two sinusoidal
signals x1 ( t ) = cos ( 2p f1t ) and x 2 ( t ) = cos ( 200p t ) to form
x ( t ) = x1 ( t ) x 2 ( t ) . x ( t ) can be expressed using a trigonometric
identity as
x ( t ) = (1 / 2 ) éë cos ( 2p ( f1 - 100 ) t ) + cos ( 2p ( f1 + 100 ) t ) ùû
Now imagine that we continuously change
f1 from a frequency above100 to a
frequency below 100. f1 - 100 becomes
negative.

More CTFT Pairs
The generalization of the CTFT allows us to extend the table

of CTFT pairs to some very useful functions.

CTFT Properties
Linearity

CTFT Properties

CTFT Properties

CTFT Properties

The “Uncertainty” Principle
The time and frequency scaling properties indicate that if a signal
is expanded in one domain it is compressed in the other domain.
This is called the “uncertainty principle” of Fourier analysis.

CTFT Properties

CTFT Properties

CTFT Properties
In the frequency domain, the cascade connection multiplies
the frequency responses instead of convolving the impulse
responses.

CTFT Properties

CTFT Properties

CTFT Properties

CTFT Properties

CTFT Properties
X( 0 ) = ò x( t )dt
-¥
x( 0 ) = ò X( f )df
-¥

CTFT Properties

Numerical Computation of the CTFT
It can be shown (Web Appendix G) that the DFT can be
used to approximate samples from the CTFT. If the signal
x ( t ) is a causal energy signal and N samples are taken
from it over a finite time beginning at t = 0, at a rate fs then
the relationship between the CTFT of x ( t ) and the DFT of
the samples taken from it is
X ( kfs / N ) @ Ts e- jp k / N sinc ( k / N ) X DFT [ k ]
For those harmonic numbers k for which k << N
X ( kfs / N ) @ Ts X DFT [ k ]
As the sampling rate and number of samples are increased,
this approximation is improved.

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Continuous-Time Fourier

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cosine of zero frequency.)

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x(t) Exact x(t)

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where c x [k] is the harmonic function and k is the harmonic

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and integrate both sides over the interval t 0 £ t < t 0 + T

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One implication of this fact is that, for real-valued functions,

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These relations hold only if the harmonic functions of all

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For an odd function, the complex CTFS harmonic function

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For discontinuous signals,

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A shift in frequency (harmonic number) corresponds to

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