Department of Electrical Engineering

University of Arkansas

ELEG 3124 SYSTEMS AND SIGNALS

Ch. 4 Fourier Transform
Dr. Jingxian Wu
[email protected]
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OUTLINE

• Introduction

• Fourier Transform

• Properties of Fourier Transform

• Applications of Fourier Transform

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INTRODUCTION: MOTIVATION
• Motivation:
– Fourier series: periodic signals can be decomposed as the
summation of orthogonal complex exponential signals
+
x (t ) =  cn exp  jn0t  cn =  x (t ) exp  jn0t dt
1 T
n = − T 0
• each harmonic contains a unique frequency: n/T
x(t)

Time domain Frequency domain

• time domain ➔ frequency domain

(T =  )
How about aperiodic signals ?
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INTRODUCTION: TRANSFER FUNCTION

• System transfer function
e jt
e jt H ()
h(t )

H ( ) =  h(t ) exp jt dt

+

−

• System with periodic inputs

e jn0t e jn0t H (n0 )
h(t )
+ +

c e n
jn0t

h(t )
 n H ( n 0 )
c e jn0t

n = −
n = −

+
x(t )
h(t )
 n H ( n 0 )
c e
n = −
jn0t
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OUTLINE

• Introduction

• Fourier Transform

• Properties of Fourier Transform

• Applications of Fourier Transform

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FOURIER TRANSFORM
• Fourier Transform
+
X ( ) =  x(t )e − jt dt
−

– given x(t), we can find its Fourier transform X ( )

• Inverse Fourier Transform
1 +
x (t ) =
2 
−
X ( )e jt d

– given X ( ) , we can find the time domain signal x(t)

– signal is decomposed into the “weighted summation” of complex
exponential functions. (integration is the extreme case of
summation)

x(t ) ➔ X ( )
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FOURIER TRANSFORM
• Example
– Find the Fourier transform of x(t ) = rect (t /  )
x(t)
x(t)

t t
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FOURIER TRANSFORM
• Example
– Find the Fourier transform of x(t ) = exp( −a | t |) a0
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FOURIER TRANSFORM
• Example
– Find the Fourier transform of x(t ) = exp( −at )u(t ) a0
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FOURIER TRANSFORM
• Example
– Find the Fourier transform of x(t ) =  (t − a)
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FOURIER TRANSFORM: TABLE

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FOURIER TRANSFORM
• The existence of Fourier transform
– Not all signals have Fourier transform
– If a signal have Fourier transform, it must satisfy the following two
conditions
• 1. x(t) is absolutely integrable
+
 | x(t ) | dt  
−
• 2. x(t) is well behaved
– The signal has finite number of discontinuities, minima,
and maxima within any finite interval of time.
• Example
– x(t ) = exp(t )u(t )
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OUTLINE

• Introduction

• Fourier Transform

• Properties of Fourier Transform

• Applications of Fourier Transform

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PROPERTIES: LINEARITY
• Linearity
– If x1 (t )  X 1 ( ) x2 (t )  X 2 ( )

– then ax1 (t ) + bx2 (t )  aX 1 ( ) + bX 2 ( )

• Example
– Find the Fourier transform of x(t ) = 2rect (t /  ) + 3 exp( −2t )u(t ) + 4 (t )
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PROPERTY: TIME-SHIFT
• Time shift
– If x(t )  X ( )
– Then x(t − t0 )  X () exp[ − jt0 ]

phase shift

• Review: complex number

c =| c | e j =| c | cos( ) + j | c | sin(  ) = a + jb
a =| c | cos b =| c | sin 
| c |= a 2 + b 2  = a tan( b / a)
– Phase shift of a complex number c by  0 : c exp( j0 ) =| c | exp j ( + 0 )

time shift in time domain ➔ frequency shift in frequency domain

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PROPERTY: TIME SHIFT

• Example:
– Find the Fourier transform of x(t ) = rect t − 2
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PROPERTY: TIME SCALING

• Time scaling
– If x(t )  X ( )

1  
– Then x(at )  X 
|a|  a 

• Example
– Let X ( ) = rect( − 1) / 2 , find the Fourier transform of x(−2t + 4)
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PROPERTY: SYMMETRY
• Symmetry
– If x(t )  X ( ) , and x(t ) is a real-valued time signal

– Then X (−) = X * ()

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PROPERTY: DIFFERENTIATION
• Differentiation
– If x(t )  X ( )

d n x(t )
– Then
dx(t )
 jX ( ) n
 ( j  )n
X ( )
dt dt

• Example
dx(t )
– Let X ( ) = rect( − 1) / 2 , find the Fourier transform of
dt
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PROPERTY: DIFFERENTIATION
• Example
– Find the Fourier transform of x(t ) = sgn( t )

d 1 
(Hint:  sgn( t )  =  (t ) )
dt  2 
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PROPERTY: CONVOLUTION
• Convolution
– If x(t )  X ( ) , h(t )  H ( )

– Then x(t )  h(t )  X ( ) H ( )

x(t ) x(t )  h(t ) X ( ) X ( ) H ( )

h(t ) H ( )

time domain frequency domain

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PROPERTY: CONVOLUTION
• Example
– An LTI system has impulse response h(t ) = exp (− at )u (t )
If the input is x(t ) = (a − b) exp (− bt )u (t ) + (c − a) exp( −ct )u (t )
Find the output (a  0, b  0, c  0)
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PROPERTY: MULTIPLICATION
• Multiplication
– If x(t )  X ( ) , m(t )  M ( )

– Then x(t )m(t ) 

1
X ( )  M ( )
2
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PROPERTY: DUALITY
• Duality
– If g (t )  G( )

– Then G(t )  2g (− )

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PROPERTY: DUALITY
• Example
t
– Find the Fourier transform of h(t ) = Sa 
2
  
(recall: rect (t /  )   sinc   )
 2 
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PROPERTY: DUALITY
• Example
– Find the Fourier transform of x(t ) = 1

– Find the Fourier transform of x(t ) = e j0t

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PROPERTY: SUMMARY
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PROPERTY: EXAMPLES
• Examples
– 1. Find the Fourier transform of x(t ) = cos(0t )

– 2. Find the Fourier transform of x(t ) = u(t )

2
u (t ) =
1
sgn( t ) + 1 sgn( t ) 
2 j
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PROPERTY: EXAMPLES
• Examples
– 3. A LTI system with impulse response h(t ) = exp− at u (t )
Find the output when input is x(t ) = u(t )

t
– 4. If x(t )  X ( ) , find the Fourier transform of −
x( )d

t
(Hint: −
x( )d = x(t )  u (t ) )
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PROPERTY: EXAMPLES
• Example
– 5. (Modulation) If x(t )  X ( ) , m(t ) = cos(0t )
Find the Fourier transform of x(t )m(t )

1
– 6. If X ( ) = , find x(t)
a + j
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PROPERTY: DIFFERENTIATION IN FREQ. DOMAIN

• Differentiation in frequency domain

– If: x(t )  X ( )
– Then: d n X ( )
(− jt) x(t ) =
n

d n
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PROPERTY: DIFFERENTIATION IN FREQ. DOMAIN

• Example
– Find the Fourier transform of t exp( −at )u(t ), a0
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PROPERTY: FREQUENCY SHIFT

• Frequency shift
– If: x(t )  X ( )
– Then: x(t ) exp( j0t )  X ( − 0 )

• Example
– If X ( ) = rect( − 1) / 2 , find the Fourier transform x(t ) exp( − j 2t )
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PROPERTY: PARSAVAL’S THEOREM

• Review: signal energy
+
E =  | x(t ) |2 dt
−

• Parsaval’s theorem
+ 1 +
− =  | X ( ) |2 d
2
| x (t ) | dt
2 −
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PROPERTY: PARSAVAL’S THEOREM

• Example:
– Find the energy of the signal x(t ) = exp( −2t )u(t )
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PROPERTY: PERIODIC SIGNAL

• Fourier transform of periodic signal
– Periodic signal can be written as Fourier series
+
x(t ) = c n exp  jn0t 
n = −

– Perform Fourier transform on both sides

+
X ( ) = 2  c  ( − n )
n = −
n 0
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OUTLINE

• Introduction

• Fourier Transform

• Properties of Fourier Transform

• Applications of Fourier Transform

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APPLICATIONS: FILTERING
• Filtering
– Filtering is the process by which the essential and useful part of a
signal is separated from undesirable components.
• Passing a signal through a filter (system).
• At the output of the filter, some undesired part of the signal
(e.g. noise) is removed.
– Based on the convolution property, we can design filter that only
allow signal within a certain frequency range to pass through.
x(t ) x(t )  h(t ) X ( ) X ( ) H ( )
h(t ) H ( )

filter filter

time domain frequency domain

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APPLICATIONS: FILTERING
• Classifications of filters

Stop
Passband Stop Passband
band
band

Low pass filter High pass filter

Stop
Stop Passband Stop Passband Passband
band
band band

Band stop (Notch) filter

Band pass filter
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APPLICATION: FILTERING

• A filtering example
– A demo of a notch filter

X ( ) X ( ) H ( )
H ( )

Corrupted sound Filter Filtered sound

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APPLICATIONS: FILTERING
• Example
– Find out the frequency response of the RC circuit
– What kind of filters it is?

RC circuit
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APPLICATION: SAMPLING THEOREM

• Sampling theorem: time domain
– Sampling: convert the continuous-time signal to discrete-time signal.

x(t )

+
p (t ) =   (t − nT )
n = −

sampling period

xs (t ) = x(t ) p(t )
Sampled signal
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APPLICATION: SAMPLING THEOREM

• Sampling theorem: frequency domain
– Fourier transform of the impulse train
• impulse train is periodic Fourier series
+ +
p(t ) =   (t − nTs ) =
1 2
n = − Ts
1  e
n = −
jns t
s =
Ts
• Find Fourier transform on both sides
2 +
P( ) =
Ts
 ( − n )
n = −
s

• Time domain multiplication ➔ Frequency domain convolution

x (t ) p (t ) 
1
X ( )  P( )
2
+
1
x(t ) p(t ) 
Ts
 X ( − n )
n = −
s
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APPLICATION: SAMPLING THEOREM

• Sampling theorem: frequency domain
– Sampling in time domain ➔ Repetition in frequency domain

Time domain Frequency domain

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APPLICATION: SAMPLING THEOREM

• Sampling theorem
– If the sampling rate is twice of the bandwidth, then the original
signal can be perfectly reconstructed from the samples.
s  2B

s  2B

s = 2B

s  2B
Frequency domain
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APPLICATION: AMPLITUDE MODULATION

• What is modulation?
– The process by which some characteristic of a carrier wave is
varied in accordance with an information-bearing signal
Information
modulation Modulated signal
bearing signal

• Three signals: Carrier wave

– Information bearing signal (modulating signal)

• Usually at low frequency (baseband)
• E.g. speech signal: 20Hz – 20KHz
– Carrier wave
• Usually a high frequency sinusoidal (passband)
• E.g. AM radio station (1050KHz) FM radio station
(100.1MHz), 2.4GHz, etc.
– Modulated signal: passband signal
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APPLICATION: AMPLITUDE MODULATION

• Amplitude Modulation (AM)

s(t ) = Ac m(t ) cos(2f ct )

– A direct product between message signal and carrier signal

m(t ) s(t )
Mixer

Ac cos(2f ct )
Local
Oscillator

Amplitude modulation
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APPLICATION: AMPLITUDE MODULATION

• Amplitude Modulation (AM)
S( f ) =
Ac
M ( f − f c ) + M ( f + f c )
2

Amplitude modulation