Chapter 2.2 The Fourier Transform Chapter 2.2 The Fourier Transform
Chapter 2.2 The Fourier Transform Chapter 2.2 The Fourier Transform
sin (πλ )
sinc ( λ ) ≡
πλ
⎧1, t > 0
⎪⎪ 1
u (t ) = ⎨ , t = 0
⎪2
⎪⎩0 t < 0
◊ D
Decaying
i exponential
i l pulse
l off fi
figure ((a)) can bbe expressed
d as
g (t ) = exp(− at )u (t )
1
=
a + j 2π f
1 Linearity
1. ag1 ( t ) + bg 2 ( t ) U aG1 ( f ) + bG2 ( f ) ,
a and b are constants.
2. Time scalingg 1 ⎛ f ⎞
g ( at ) U G ⎜ ⎟ where a is constant
a ⎝a⎠
3. Duality If g ( t ) U G ( f ) then G ( t ) U g ( − f )
4. Time shifting g ( t − t0 ) U G ( f ) exp ( − j 2π ft0 )
5. Frequency shifting exp ( j 2π f c t ) g ( t ) U G ( f − f c )
∞
6 A
6. Area under
d g(t)
()
∫ g ( t ) dt = G ( 0 )
−∞
20 Jameel Ahmad Fall 2018
Chapter 2.3 Properties of the Fourier Transform
7. Area under G ( f ) ∞
g ( 0 ) = ∫ G ( f ) df
−∞
88.Differentiation
Diff i i iin d
g ( t ) U j 2π fG ( f )
the time domain dt
9. Integration
teg at o in tthee t 1 G ( 0)
∫ g (τ ) dτ U G( f )+ δ(f)
time domain −∞ j 2π f 2
10. Conjugate If g ( t ) U G ( f ) then g ∗ ( t ) U G ∗ ( − f )
f ti
functions
11. Multiplication in ∞
c1 g1 ( t ) + c2 g 2 ( t ) U c1G1 + c2G2 ( f )
This pulse
Thi l may be b viewed
i d as the
th sum off a truncated
t t d ddecaying
i
exponential pulse and a truncated rising exponential pulse.
1 1 2a
G( f ) = + = 2
a + j 2π f a − j 2π f a + ( 2π f )2
2a
2 a
exp ( − a t ) U 2
a + ( 2π f )
2
⎧exp ( − at ) , t >0
⎪
g ( t ) = ⎨0,
0 t =0
⎪− exp ( at ) , t<0
⎩
⎧+1, t>0
⎪
sgn ( t ) = ⎨0, t =0
⎪−1, t<0
⎩
g ( t ) = exp ( − a t ) sgn ( t )
− j 4π f
exp ( − a t ) sgn ( t ) U
a + ( 2π f )
2 2
Proof:F ⎡ g ( at ) ⎤ = ∞ τ
◊
⎣ ⎦ ∫ g ( at ) exp ( − j 2π ft ) dt τ = at → t =
−∞ a
1 ∞ ⎡ ⎛ f ⎞ ⎤ 1 ⎛ f ⎞
For a > 0 : F ⎡⎣ g ( at ) ⎤⎦ = ∫ g (τ ) exp ⎢ − j 2π ⎜ ⎟τ ⎥ dτ = G ⎜ ⎟
a −∞ ⎣ ⎝a⎠ ⎦ a ⎝a⎠
1 −∞ ⎡ ⎛ f ⎞ ⎤
For a < 0 : F ⎣⎡ g ( at ) ⎦⎤ = ∫ g (τ ) exp ⎢ − j 2π ⎜ ⎟τ ⎥ dτ
a ∞ ⎣ ⎝a⎠ ⎦
1 ∞ ⎡ ⎛ f ⎞ ⎤ 1 ⎛ f ⎞
= − ∫ g (τ ) exp ⎢ − j 2π ⎜ ⎟τ ⎥ dτ = − G ⎜ ⎟
a −∞∞ ⎣ ⎝a⎠ ⎦ a ⎝a⎠
Q.E.D.
26 Jameel Ahmad Fall 2018
Chapter 2.3 Properties of the Fourier Transform
◊ Property 3:Duality
◊ If g ( t ) U G ( f ), then G ( t ) U g ( − f )
∞
◊ Proof G ( f ) = ∫−∞ g (t )e− j 2π ft dt
∞
g (t ) = ∫ G ( f )e j 2π ft df
−∞
∞
7 t→ f f → t g ( f ) = ∫ G (t )e j 2π ft dt
−∞
∞
g (− f ) = ∫ G (t )e − j 2π ft dt = F{G (t )}
−∞
⎛t ⎞
◊ [Example 2.4] A rect ⎜ ⎟ U AT sinc ( fT ) (2.10)
⎝T ⎠
A ⎛−f ⎞ A ⎛ f ⎞
A sinc ( 2Wt ) U rect ⎜ ⎟ = rect ⎜ ⎟
2W ⎝ 2W ⎠ 2W ⎝ 2W ⎠
27 Jameel Ahmad Fall 2018
Chapter 2.3 Properties of the Fourier Transform
◊ Proof : Let τ = ( t − t0 )
∞
F ⎡⎣ g ( t − t0 ) ⎤⎦ = ∫ g ( t − t0 ) exp ( − j 2π ft ) dt
−∞
∞
= exp ( − j 2π ft0 ) ∫ g (τ ) exp ( − j 2π f τ ) dτ
−∞
= expp ( − j 2π fft0 ) G ( f )
◊ If g ( t ) U G ( f ) , then exp ( j 2π f c t ) g ( t ) U G ( f − f c )
where f c is a real constant
◊ Proof: ∞
F ⎡⎣exp ( j 2π f c t ) g ( t ) ⎤⎦ = ∫ g ( t ) exp ⎡⎣ − j 2π t ( f − f c ) ⎤⎦ dt
−∞
∞
= G ( f − fc )
⎛t ⎞
g ( t ) = A rect ⎜ ⎟ cos ( 2π f c t )
⎝T ⎠
G( f ) =
AT
2
{ }
sinc ⎡⎣T ( f − f c ) ⎦⎤ + sinc ⎡⎣T ( f + f c ) ⎦⎤
◊ Thi pulse
This l iis called
ll d a Gaussian
G i P Pulse.
l
Proof: d ⎡ t ⎤
g (t ) = ( )
dt ⎢⎣ ∫−∞
◊ g τ dτ
⎥⎦
{
F ⎡⎣ g ( t ) ⎤⎦ = G ( f ) = j 2π f F ∫ g (τ )dτ ⎤
⎡ t
⎢⎣ −∞ }
⎥⎦
37 Jameel Ahmad Fall 2018
Chapter 2.3 Properties of the Fourier Transform
◊ Corollary:
y g ∗ ( −t ) U G ∗ ( f )
g ( t ) = Re ⎡⎣ g ( t ) ⎦⎤ + j Im ⎣⎡ g ( t ) ⎦⎤
◊
g ∗ ( t ) = Re ⎡⎣ g ( t ) ⎤⎦ − j Im ⎡⎣ g ( t ) ⎤⎦
1 1
Re ⎣⎡ g ( t ) ⎦⎤ = ⎡⎣ g ( t ) + g ( t ) ⎤⎦
∗
Im ⎡⎣ g ( t ) ⎤⎦ = ⎡⎣ g ( t ) − g ∗ ( t ) ⎤⎦
2 2j
1
Re ⎡⎣ g ( t ) ⎤⎦ U ⎡⎣G ( f ) + G ∗ ( − f ) ⎤⎦
2
1
Im ⎡⎣ g ( t ) ⎤⎦ U ⎡⎣G ( f ) − G ∗ ( − f ) ⎤⎦
2j
(Im[g(t)]=0)
◊ If g(t) is a real-valued time function, we have G( f )= G*(- f ).
In other words, G( f ) exhibits conjugate symmetry.
41 Jameel Ahmad Fall 2018
Chapter 2.3 Properties of the Fourier Transform
◊ Define: λ= f − f'
−∞ ⎢
⎣ −∞ ⎥⎦
42 Jameel Ahmad Fall 2018
Chapter 2.3 Properties of the Fourier Transform
g1 ( t ) g 2 ( t ) U G1 ( f ) ∗ G2 ( f )
G1 ( f ) ∗ G2 ( f ) = G2 ( f ) ∗ G1 ( f )
43 Jameel Ahmad Fall 2018
Chapter 2.3 Properties of the Fourier Transform
◊ Proof: ∞
g12 (t ) = ∫ G1 ( f )G2 ( f )e j 2π fft df
−∞
= ∫ G1 ( f ) ∫ g 2 (u )e − j 2π uf du ⎤e j 2π ft dff
⎡
∞ ∞
−∞ ⎢⎣ −∞ ⎥⎦
Let λ = t − u
= ∫ g 2 ( t − λ ) ∫ G1 ( f )e j 2π f λ df ⎤d λ
⎡
∞ ∞
−∞ ⎢
⎣ −∞ ⎥⎦
∞
= ∫ g1 ( λ ) g 2 ( t − λ )d λ
−∞ Q.E.D.
44 Jameel Ahmad Fall 2018
Chapter 2.3 Properties of the Fourier Transform
◊ We may thus state that the convolution of two signals in the time
domain is transformed into the multiplication of their individual
Fourier transforms in the frequency domain.
◊ This pproperty
p y is known as the convolution theorem.
g1 ( t ) ∗ g 2 ( t ) U G1 ( f ) G2 ( f )
−∞ −∞
◊ |G( f )|2 is defined as the energy spectral density (valid for energy
signal).
◊ For power signal,
signal we define power spectral density S( f ):
∞ 1 T 2
P=∫ S ( f ) df = lim ∫ g ( t ) dt ( deterministic signal )
−∞ T →∞ 2T −T
46 Jameel Ahmad Fall 2018
Chapter 2.3 Properties of the Fourier Transform
◊ Proof: ∞ 2 ∞
E=∫ g ( t ) dt = ∫ g * ( t ) ⋅ g ( t )dt
-∞ -∞
= ∫ g * ( t ) ∫ G ( f ) e j 2π ft df ⎤ dt
⎡
∞ ∞
−∞
∞ ⎢⎣ −∞∞ ⎥⎦
= ∫ G ( f ) ∫ g * ( t ) e j 2π ft dt ⎤ df
⎡
∞ ∞
−∞ ⎢⎣ −∞ ⎥⎦
*
= ∫ G ( f ) ⎡ ∫ g ( t ) e − j 2π ft dt ⎤ df
∞ ∞
−∞ ⎢⎣ −∞ ⎥⎦
∞
= ∫ G ( f ) G * ( f ) df
−∞
∞
= ∫ G ( f ) df
2
−∞
R +∞ F R +∞
f (t) = F −1 {F (f )} = −∞ f (t)ej2πf t df ⇐==⇒ F (f ) = F {f (t)} = −∞ f (t)e−j2πf t dt
F
transform f (t) ⇐==⇒ F (f )
F
time reversal f (−t) ⇐==⇒ F (−f ) frequency reversal
F
complex conjugation f ∗ (t) ⇐==⇒ F ∗ (−f ) reversed conjugation
F
reversed conjugation f ∗ (−t) ⇐==⇒ F ∗ (f ) complex conjugation
F
f (t) is purely real ⇐==⇒ F (f ) = F ∗ (−f ) even/symmetry
F
f (t) is purely imaginary ⇐==⇒ F (f ) = −F ∗ (−f ) odd/antisymmetry
F
even/symmetry f (t) = f ∗ (−t) ⇐==⇒ F (f ) is purely real
F
odd/antisymmetry f (t) = −f ∗ (−t) ⇐==⇒ F (f ) is purely imaginary
F
time shifting f (t − t0 ) ⇐==⇒ F (f )e−j2πf t0
F
f (t)ej2πf0 t ⇐==⇒ F (f −
f0) frequency shifting
F
time scaling f (af ) ⇐==⇒ 1
|a|
F fa
1 f F
|a|
f a
⇐==⇒ F (af ) frequency scaling
F
linearity af (t) + bg(t) ⇐==⇒ aF (f ) + bG(t)
F
time multiplication f (t)g(t) ⇐==⇒ F (f ) ∗ G(f ) frequency convolution
F
frequency convolution f (t) ∗ g(t) ⇐==⇒ F (f )G(f ) frequency multiplication
F
delta function δ(t) ⇐==⇒ 1
F
shifted delta function δ(t − t0 ) ⇐==⇒ e−j2πf t0
F
1 ⇐==⇒ δ(f ) delta function
F
ej2πf0 t ⇐==⇒ δ(f − f0 ) shifted delta function
F 2a
two-sided exponential decay e−a|t| a>0 ⇐==⇒ a2 +4π 2 f 2
2 F 2
e−πt ⇐==⇒ e−πf
2 F 1 2
ejπt ⇐==⇒ ejπ( 4 −f )
F j
e−jφ δ (f + f0 ) − ejφ δ (f − f0 )
sine sin (2πf0 t + φ) ⇐==⇒ 2
F 1
e−jφ δ (f + f0 ) + ejφ δ (f − f0 )
cosine cos (2πf0 t + φ) ⇐==⇒ 2
F j
sine modulation f (t) sin (2πf0 t) ⇐==⇒ 2
[F (f + f0 ) − F (f − f0 )]
F 1
cosine modulation f (t) cos (2πf0 t) ⇐==⇒ 2
[F (f + f0 ) + F (f − f0 )]
F 1
sin2 (t) 2δ(f ) − δ f − π1 − δ f + 1
squared sine ⇐==⇒ 4 π
F 1
cos2 (t) 2δ(f ) + δ f − π1 + δ f + 1
squared cosine ⇐==⇒ 4 π
t
1 |t| 6 T F
rectangular rect T
= 0 |t| > T
2 ⇐==⇒ T sinc T f
2
1 − |t| |t| 6 T
t F
triangular triang T
= T ⇐==⇒ T sinc2 T f
0 |t| > T
1 t > 0 F 1
step u(t) = 1[0,+∞] (t) = ⇐==⇒ j2πf
+ δ(f )
0 t<0
1 t>0 F 1
signum sgn (t) = ⇐==⇒ jπf
−1 t<0
F 1 f 1
sinc sinc (Bt) ⇐==⇒ B
rect B
= 1
B [− B ,+ B ]
(f )
2 2
F 1 f
squared sinc sinc2 (Bt) ⇐==⇒ B
triang B
dn F
n-th time derivative dtn
f (t) ⇐==⇒ (j2πf )n F (f )
F 1 dn
n-th frequency derivative tn f (t) ⇐==⇒ (−j2π)n df n
F (f )
1 F −2π|f |
1+t2
⇐==⇒ πe
Chapter 2.4 The Inverse Relationship between
Time and Frequency
◊ The time-domain and frequency-domain description of a
signal are inversely related:
◊ If the time-domain description of a signal is changed, then the
frequency domain description of the signal is changed in an
frequency-domain
inverse manner, and vice versa.
◊ If a signal is strictly limited in frequency,
frequency then the time-domain
description of the signal will trail on indefinitely.
◊ A signal
g is strictlyy limited in frequency
q y or strictlyy band limited if its
Fourier transform is exactly zero outside a finite band of frequencies.
◊ If a signal is strictly limited in time, then the spectrum of the
signal
i l iis infinite
i fi i in i extent.
◊ A signal is strictly limited in time if the signal is exactly zero outside a
finite time interval.