Linear Systems and Signals

Lecture 4 – Continuous-Time
Fourier Transform

1
 Lecture 4 Topics
• Representation of Aperiodic Signals:
Continuous-Time Fourier Transforms
• Fourier Transform for Periodic Signals
• Properties of Continuous-Time Fourier
Transforms
• Convolution Property
• Multiplication Property
• Systems Characterized by LCCDEs
2
 Lecture Overview
• Developed a representation of periodic signals as linear
combinations of complex exponentials
• Used the same representation to describe the effects of
LTI systems on signals
• Extend these concepts to signals that are not periodic
• We develop a representation, called the Fourier
Transform, in the form of an integral rather than a sum
(as in the periodic signals case)
• The inverse Fourier transform uses the Fourier transform
to represent the signal as a linear combination of
complex exponentials
3
 CT Fourier Transform

• x(t) - an aperiodic signal

- view it as the limit of a periodic signal as T → ∞

• For a periodic signal, the harmonic components are

spaced ω0 = 2π/T apart ...

• As T → ∞, ω0 → 0, and harmonic components are spaced

closer and closer in frequency

Fourier series Æ Fourier integral

4
Motivating Example: Square Wave
⎧⎪1, t < T1
x(t ) = ⎨
⎪⎩0, T1 < t < T / 2
increases

kept fixed

Discrete
frequency
points
become
denser in
ω as T
increases

Note: Envelope is
independent of T 5
Motivating Example: Square Wave

For simplicity, assume

x(t) has a finite duration.

6
Motivating Example: Square Wave

7
Motivating Example: Square Wave

Each term in the summation for x(t ) is the area of a rectangle of height X ( jkω0 )e jkω0t and 8
width ω0 . As ω0 → 0, the summation converges to the integral of X ( jω ) e . jω t
Motivating Example: Square Wave

9
 Kinds of Signals with CT FT
(1) It works also even if x(t) is infinite duration, but satisfies:
a) Finite energy

In this case, there is zero energy in the error

b) Dirichlet conditions

c) By allowing impulses in x(t) or in X(jω), we can

represent even more signals
e.g. It allows us to consider FT for periodic signals
10
Fourier Transform of Periodic Signal
i Suppose that x(t ) is a periodic signal with period T and Fourier coefficients ak .
i Let x(t ) be a finite-duration signal that is equal to x(t ) over exactly one period, e.g., s ≤ t ≤ s + T
for some value of s and is zero otherwise.
i Compute the Fourier coefficients of x(t ) by integrating over one period, giving:
s +T s +T
1 1
∫ ∫
− jkω0t
ak = x(t )e dt = x(t )e − jkω0t dt
T s
T s

i Since x(t ) is zero outside the range s ≤ t ≤ s + T , we can equivalently write:

∞
1
ak = ∫ x(t )e − jkω0t dt
T −∞
i From which we recognize that:
1
ak = X ( jω ) |ω = kω0
T
i where X ( jω ) is the Fourier transform of x(t ).

The Fourier coefficients of a periodic signal are proportional to

samples of the Fourier transform of one period of the periodic signal.

11
 Convergence of FT
i Dirichlet conditions for convergence of Fourier Transform
1. x(t ) be absolutely integrable:
∞

∫ | x(t ) | dt < ∞
−∞

2. x(t ) have a finite number of maxima and minima within

any finite interval
3. x(t ) have a finite number of discontinuities within any finite
interval. Furthermore each of these discontinuities must be finite.

⇒ Absolutely integrable signals that are continuous or that have

a finite number of discontinuities have Fourier Transforms.

12
Example 4.1 – Decaying Exponential

Even Symmetry Odd Symmetry

13
Example 4.2 – 2-sided Exponential
i Consider the signal:
−a t
x(t ) = e , a > 0
i The Fourier transform is:
∞ 0 ∞

∫ ∫ dt + ∫ e − at e− jωt dt
−a t − jωt at − jωt
X ( jω ) = e e dt = e e
−∞ −∞ 0

1 1 2a
= + = 2
a − jω a + jω a + ω 2
i In this case X ( jω ) is real.

14
Even Symmetry Even Symmetry
Example 4.3 – Unit Impulse
(a)

(b)

15
Example 4.4 – Square Pulse
i Consider the rectangular pulse signal:
⎧1, | t |< T1
x(t ) = ⎨
⎩0, | t |> T1
i The Fourier transform of this signal is:
T1
sin(ωT1 )
X ( jω ) = ∫e
− jωt
dt = 2
−T1
ω

16
 Example 4.4 – Square Pulse in Time

Note the inverse relation between the two widths => Uncertainty principle

Useful facts about CTFT’s

17
 Example 4.4 – Square Pulse Convergence
i The rectangular pulse signal can be thought of as the limiting form
of a periodic square wave as the period becomes arbitrarily large.
i Would expect convergence of the synthesis equation would behave
like convergence for square wave.
i Consider the inverse Fourier transform for the rectangular pulse signal:
1
∞
sin (ωT1 )
xˆ (t ) =
2π ∫
−∞
2
ω
e jωt d ω

i Thus since x(t ) is square integrable

∞

∫
2
x(t ) − xˆ (t ) dt = 0
−∞

i Since x(t ) satisfies the Dirichlet conditions, xˆ (t ) = x(t ) except at points

of discontinuity, t = ±T1 where xˆ (t ) converges to 1/2.
i Also, the convergence of xˆ (t ) to x(t ) exhibits the Gibbs phenomenon
18
Example 4.5 – Square Pulse in Frequency
i Consider signal x(t ) with Fourier transform:
⎧⎪1, ω <W
X ( jω ) = ⎨
⎪⎩0, ω > W
i Then the signal is computed as: Note duality
between square
W pulse in time
1 sin(Wt )
∫−W e dω = π t
jωt
x(t ) = and square
2π pulse in
frequency

19
 Sinc Functions
i Functions of the form:
sin(ωT ) sin(Wt )
or
ω πt
occur often in Fourier analysis and in LTI system analysis
and are referred to as sinc functions, and are of the form :
sin(πθ )
sinc (θ ) =
πθ

20
 Uncertainty Principle

As width in frequency (W) becomes smaller, width in time (2π/W)

becomes larger—with a constant product (uncertainty)

21
 Example
−at 2
x(t) = e — A Gaussian, important in
probability, optics, etc.

(Pulse width in t)•(Pulse width in ω)

⇒ ∆t•∆ω ~ (1/a1/2)•(a1/2) = 1

Also a Gaussian! Uncertainty Principle! Cannot make

both ∆t and ∆ω arbitrarily small.
22
 CT Fourier Transforms of Periodic Signals

— periodic in t with
frequency ωo

— All the energy is

concentrated in one
frequency — ωo

This is exactly the Fourier series representation of a periodic signal. Thus the
Fourier transform of a periodic signal can be interpreted as a train of impulses 23
occurring at the set of harmonically related frequencies.
 Example 4.6 – Square Wave
i Consider a periodic square wave of period T = ( 2π / ω0 ) of the form:
⎧⎪1, t < T1
x(t ) = ⎨
⎪⎩0, t > T1
i The Fourier Series coefficients and Fourier transform for this signal are:
sin ( kω0T1 )
ak =
πk
∞ 2 sin ( kω0T1 )
X ( jω ) = ∑
k =−∞ k
δ (ω − kω0 )

T = 4T1

24
 Example 4.7
“Line spectrum”

i Fourier Series Coefficients:

a1 = 1/ 2; a−1 = 1/ 2; ak = 0, k ≠ ±1

1 jω0t 1 − jω0t
x(t ) = sin(ω0t ) = e − e ;
2j 2j
π π
X ( jω ) = δ (ω − ω0 ) − δ (ω + ω0 )
j j
i Fourier Series Coefficients:
a1 = 1/ (2 j ); a−1 = −1/ (2 j ); ak = 0, k ≠ ±1 25
 Example 4.8 – Impulse Train
— Sampling function

k = −∞
Same function in
the frequency-domain!
Note: (period in t) T
⇔ (period in ω) 2π/T
Inverse relationship again!
26
 Notation
x(t ) ←⎯
F
→ X ( jω )
Some Examples
1
= F {e − at u (t )}
a + jω
− at ⎧ 1 ⎫
−1
e u (t ) = F ⎨ ⎬
⎩ a + jω ⎭
− at 1
e u (t ) ←⎯→F

a + jω
27
Properties of the CT Fourier Transform

1) Linearity:

2) Time Shifting:

FT magnitude unchanged

Linear change in FT phase

28
 Example 4.9 – Use of Linearity and Time Shift
i Consider the signal x(t ) which can be decomposed into the signals:
1
x(t ) = x1 (t − 2.5) + x2 (t − 2.5)
2
i The FTs of x1 (t ) and x2 (t ) are readily obtained as:
2 sin (ω / 2 ) 2 sin ( 3ω / 2 )
X 1 ( jω ) = , X 2 ( jω ) =
ω ω
i Using linearity and time-shifting properties, we can determine X ( jω ) as:
− jω 2.5 sin ( ω / 2 ) + 2 sin ( 3ω / 2 )
1 − jω 2.5 − jω 2.5
⎧ ⎫
X ( jω ) = X 1 ( jω )e + X 2 ( jω )e =e ⎨ ⎬
2 ⎩ ω ⎭

29
Properties of the CT Fourier Transform
i Conjugation property states that if:
F
x(t ) ←⎯ → X ( jω )
i then
F
x∗ (t ) ←⎯ → X ∗ ( − jω )
i Derivation:
∗
⎡ ∞
⎤ ∞
X ( jω ) = ⎢ ∫ x(t )e dt ⎥ = ∫ x∗ (t )e jωt dt
∗ − jωt

⎣ −∞ ⎦ −∞
i Replacing ω by − ω gives:
∞
X ∗ ( − jω ) = ∫ x∗ (t )e − jωt dt ←⎯
F
→ x∗ (t )
−∞

i Case when x(t ) is real gives:

X ( − jω ) = X ∗ ( jω ) ; x(t ) real
30
Properties of the CT Fourier Transform

3) Conjugate Symmetry:

Even

Odd

Even

Odd

31
 Example 4.10
i Consider the signal x(t ) = e − a|t| , a > 0. Use symmetry properties of Fourier
transform to evaluate Fourier transform of x(t ).
i From earlier examples we have:
1
e − at u (t ) ←⎯
F
→
a + jω
i Note that for t > 0, x(t ) = e − at u (t ) while for t < 0, x(t ) takes on mirror image
values, i.e.,
x(t ) = e − a|t| = e − at u (t ) + e at u (−t )
⎡ e − at u (t ) + e at u (−t ) ⎤
= 2⎢ ⎥ = 2 Even {e − at u (t )}
⎣ 2 ⎦
i Since e − at u (t ) is real-valued, the symmetry properties of Fourier transforms give
⎧ 1 ⎫
Even {e − at u (t )} ←⎯ F
→ Real ⎨ ⎬
⎩ a + jω ⎭
⎧ 1 ⎫ 2a
X ( jω ) = 2 Real ⎨ ⎬= 2
⎩ a + jω ⎭ a + ω
2

32
Properties of the CT Fourier Transform

4) Differentiation and Integration :

x(t ) ←⎯→
FT
X ( jω )
i if we differentiate both sides of the FT synthesis eqn. we get:
∞
dx(t ) 1
dt
=
2π ∫
−∞
jω X ( jω )e jωt d ω

dx(t ) FT
←⎯→ jω X ( jω )
dt
i if we integrate both sides of the FT synthesis eqn. we get:
t
1
∫ x(τ )dτ ←⎯→ X ( jω ) + π X (0)δ (ω )
FT

-∞
jω
i The impulse term reflects the average value that results from integration

33
Example 4.11 – Unit Step
i Determine the Fourier Transform of a unit step from the
transform of an impulse by using the integration property:
g (t ) = δ (t ) ←⎯→
FT
G ( jω ) = 1
i Noting that:
t
x(t ) = ∫ g (τ )dτ
−∞

i and taking the Fourier transform of both sides, gives:

G ( jω )
X ( jω ) = + π G (0)δ (ω )
jω
i Since G ( jω ) = 1 we get:
1
X ( jω ) = + πδ (ω )
jω
i We can use the differentiating property to recover the
transform of an impulse:
du (t ) FT ⎡ 1 ⎤
δ (t ) = ←⎯→ jω ⎢ + πδ (ω ) ⎥ = 1
dt ⎣ jω ⎦ 34
 Example 4.12
i We want to find the Fourier Transform of the signal x(t )
shown in the next slide.
To do this, consider the signal:
dx(t )
g (t ) =
dt
i We can use the integration property on the transforms of
the two signals that constitute g (t ), giving:
⎛ 2 sin ω ⎞ jω − jω
G ( jω ) = ⎜ ⎟−e −e ( G (0) = 0 )
⎝ ω ⎠
G ( jω ) 2 sin ω 2 cos ω
X ( jω ) = + π G (0)δ (ω ) = −
jω jω 2
jω
i X ( jω ) is purely imaginary and odd, consistent with x(t )
real and odd
35
Example 4.12

36
Properties -- Time and Frequency Scaling
i If:
F
x(t ) ←⎯ → X ( jω )
i then:
F 1 ⎛ jω ⎞
x(at ) ←⎯ → X⎜ ⎟ ; a real constant
a ⎝ a ⎠
i Derivation:
∞
F { x(at )} = ∫ x(at )e− jωt dt
−∞

i Using the substitution τ = at gives:

⎧1 ∞ − j (ω / a )τ
⎪ ∫ x (τ ) e dτ , a>0
a
⎪ −∞
F { x(at )} = ⎨ ∞
⎪− 1 x(τ )e − j (ω / a )τ dτ , a < 0
⎪ a ∫
⎩ −∞

i Letting a = −1 gives:
F
x(−t ) ←⎯ → X ( − jω ) 37
 Properties of the CT Fourier Transform
4) Time-Scaling:

a) x(t) real and even

b) x(t) real and odd

c)

38
 Properties of the CT Fourier Transform
6) Duality :
i symmetry between time and frequency transform pairs

39
 Example 4.13
i Use duality to find the Fourier transform, G ( jω ), of the signal:
2
g (t ) =
1+ t2
i Earlier we showed that the signal x(t ) = e −2|t| had Fourier transform
2
X ( jω ) =
1+ ω2
i The synthesis equation for this Fourier transform pair is:
∞
⎛ 2 ⎞ jωt
1
∫−∞ ⎜⎝ 1 + ω 2 ⎟⎠ e dω
−2|t |
e =
2π
i Multiply by 2π and replace t by − t , giving
∞
⎛ 2 ⎞ − jωt
2π e ∫−∞ ⎜⎝ 1 + ω 2 ⎟⎠ e dω
−2|t |
=

i Interchange t and ω , giving

∞
⎛ 2 ⎞ − jωt
2π e ∫−∞ ⎜⎝ 1 + t 2 ⎟⎠ e dt
−2|ω |
=

i The final result is thus

⎧ 2 ⎫
F⎨ 2⎬
= 2π e −2|ω | 40
⎩1 + t ⎭
 Properties of the CT Fourier Transform
7) Parseval's Relation :
x(t ) ←⎯→
FT
X ( jω )
∞ ∞
1
∫ ∫
2 2
E= x(t ) dt = X ( jω ) d ω
−∞
2π −∞

i Derivation of Parseval's Relation

∞ ∞ ∞
⎡ 1 ∞
⎤
∫−∞ x(t ) dt = −∞∫ x(t ) x (t ) dt = −∞∫ x(t ) ⎢⎣ 2π ∫X
2 * *
( jω )e − jωt
dω ⎥ dt
−∞ ⎦
i Reversing order of integration gives
∞
1
∞
⎡ ∞
⎤
∫−∞ ∫−∞ X ( jω ) ⎢⎣ −∞∫ x(t )e dt ⎥⎦dω
2 − jωt
x(t ) dt = *

2π
i The bracketed term is the Fourier transform of x(t ), giving
∞ ∞
1
∫ ∫
2 2
x(t ) dt = X ( jω ) dω
−∞
2π −∞

41
 Example 4.14
i For each of the Fourier transforms shown in the
figure, evaluate the following time-domain expressions:
∞

∫
2
E= x(t ) dt
−∞

d
D= x(t ) |t =0
dt
i Evaluate E in the frequency domain, using Parseval;s
relation:
∞
1
∫
2
E= X ( jω ) dω
2π −∞

i which gives 5/8 for part (a) and 1 for part (b).
i To evaluate D in the frequency domain, use the differentiation
property giving:
d
g (t ) = x(t ) ←⎯→
FT
jω X ( jω ) = G ( jω )
dt
i Noting that
∞ ∞
D = g (0) = ∫ G ( jω ) dω = ∫
−∞ −∞
jω X ( jω ) dω

i which give zero for part (a) and - π for part (b) 42
Review -- CT Fourier Transform
Pair

(Analysis Equation)

(Synthesis Equation)

43
 Convolution Property

A consequence of the eigenfunction property:

Synthesis equation
for x(t)

Synthesis equation
for y(t)

44
 Convolution – More Formal Derivation

i Consider the convolution integral:

∞
y (t ) = ∫ x(τ )h(t − τ )dτ
−∞

⎡∞ ∞
⎤ − jωt
Y ( jω ) = FT { y (t )} = ∫ ⎢ ∫ x(τ )h(t − τ )dτ ⎥ e dt
−∞ ⎣ −∞ ⎦
∞
⎡∞ ⎤
= ∫ x(τ ) ⎢ ∫ h(t − τ )e − jωt dt ⎥ dτ
−∞ ⎣ −∞ ⎦
e − jωτ H ( jω )
∞ ∞

∫ H ( jω )dτ = H ( jω ) ∫ x(τ ) e − jωτ dτ = H ( jω ) X ( jω )

− jωτ
= x(τ ) e
−∞ −∞

y (t ) = h(t ) ∗ x(t ) ←⎯→

FT
Y ( jω ) = H ( jω ) X ( jω )

45
Convolution System Order

For LTI systems, order of

convolution is irrelevant

46
 Example 4.15 -- Convolution

i Consider a CT LTI system with impulse response:

h(t ) = δ (t − t0 )
i The frequency response of this system is the Fourier transform of h(t )
and is of the form:
H ( jω ) = e − jωt0
i For any input x(t ) with Fourier transform X ( jω ), the Fourier transform of
the output is
Y ( jω ) = H ( jω ) X ( jω ) = e − jωt0 X ( jω )
i giving the output as
y (t ) = x(t − t0 )

47
 Frequency Response
impulse response

frequency response

The frequency response of a CT LTI system is simply the

Fourier transform of its impulse response

Example #1:

48
Differentiator Example 4.16
i Consider a differentiator with input-output relationship
of the form
dx(t )
y (t ) =
dt
i From the differentiator property we get
Y ( jω ) = jω X ( jω )
i with frequency response
H ( jω ) = jω

49
 Example #2 -- Differentiator

Differentiation property:

1) Amplifies high frequencies (enhances sharp edges)

Larger at high ωo phase shift

50
 Integrator Example 4.17
i Consider an integrator specified as
t
y (t ) = ∫ x(τ )dτ
−∞

i The impulse response for this system is the unit step

u (t ) with system frequency response of the form
1
H ( jω ) = + πδ (ω )
jω
i From previous results we have
1
Y ( jω ) = H ( jω ) X ( jω ) = X ( jω ) + π X ( jω )δ (ω )
jω
1
= X ( jω ) + π X (0)δ (ω )
jω

51
 Example 4.18 – IR of Ideal LPF

Questions:
1) Is this a causal system? No.
2) What is h(0)?

3) What is the steady-state value of

the step response, i.e. s(∞)?

52
Example #4 – Cascading Filter Operations

H(jω)

53
 Ideal LPF Design Issues
• Ideal LPF impulse response is not zero for
negative time => ideal filter not causal
• Ideal filter not easy to approximate closely
• Ideal LPF impulse response may oscillate
• There exist filter design methods to
combat each of these design issues and
still yield a good LPF solution

54
 Example 4.19
i Consider the response of an LTI system with impulse response
h(t ) = e − at u (t ), a > 0
i to the input signal
x(t ) = e − bt u (t ), b > 0
i The Fourier transforms of x(t ) and h(t ) are
1 1
X ( jω ) = , H ( jω ) =
b + jω a + jω
i Therefore
1
Y ( jω ) =
( a + jω )( b + jω )
i With b ≠ a we can do a partial fraction expansion for Y ( jω )
A B
Y ( jω ) = +
a + jω b + jω
i We can solve for A, B giving
1
A= = −B
b−a
i thereby giving
1 ⎡ 1 1 ⎤
Y ( jω ) = − What changes when b=a?
b − a ⎣ a + jω b + jω ⎥⎦
⎢

1
y (t ) = ⎡⎣e − at u (t ) − e − bt u (t ) ⎤⎦
b−a
55
Example

56
Example #2 Revisited

57
 Examples #5 and #6
Example #5:

Example #6:

Gaussian∗Gaussian = Gaussian Gaussian∗Gaussian = Gaussian

58
 Example 4.20
i Determine the response of an ideal lowpass filter to an input signal, x(t ), that has the form
of a sinc function; i.e.,
sin(ωi t )
x(t ) =
πt
i The impulse response of the ideal lowpass filter is also a sinc function of the form:
sin(ωct )
h(t ) =
πt
i The filter output, y (t ), is the convolution of two sinc functions and will turn out to be a sinc
function, as can be seen from:
Y ( jω ) = X ( jω ) ⋅ H ( jω )
⎧⎪1, ω ≤ ωi
X ( jω ) = ⎨
⎪⎩0, otherwise
⎧⎪1, ω ≤ ωc
H ( jω ) = ⎨
⎪⎩0, otherwise
i Leading to the following for Y ( jω )
⎪⎧1, ω ≤ ω0
Y ( jω ) = ⎨
⎪⎩0, otherwise
i where ω0 = min(ωi , ωc ) and the inverse Fourier transform of Y ( jω ) is given by:
⎧ sin(ωc t )
⎪⎪ π t , if ωc ≤ ωi
y (t ) = ⎨
⎪ sin(ωi t ) , if ω ≤ ω
⎪⎩ π t i c
59
i Thus the output is either the input or the impulse response.
 Parseval’s Relation

Multiplication Property
FT is highly symmetric,

We already know that:

Then it isn’t a
surprise that:
Convolution in ω

— A consequence of Duality
60
Examples of Multiplication Property

⇓
For any s(t) ...

61
 Example 4.21
i Let s (t ) be a signal whose spectrum S ( jω ) is shown in part (a) of the figure on this slide.
i Consider the signal:
p (t ) = cos(ω0t )
i with Fourier transform:
P ( jω ) = πδ (ω − ω0 ) + πδ (ω + ω0 )
i as shown in part (b) of the figure.
i The spectrum R ( jω ) of the multiplicative signal r (t ) = s (t ) p (t ) is of the form:
1
R ( jω ) = S ( jω ) ∗ P ( jω )
2π
1 1
= S ( j (ω − ω0 )) + S ( j (ω + ω0 ))
2 2
i as shown in part (c) of the figure (assuming ω0 > ω1 )

62
Example 4.22

g (t ) = r (t ) ⋅ p (t )
G ( jω ) = R ( jω ) * P ( jω )

63
 Example 4.23
i Determine the Fourier transform of the signal:
sin ( t ) sin ( t / 2 )
x(t ) =
πt2
i Write x(t ) as the product of two sinc functions:
⎛ sin ( t ) ⎞ ⎛ sin ( t / 2 ) ⎞
x(t ) = π ⎜ ⎟⎜ ⎟
⎝ π t ⎠⎝ π t ⎠
i Using the multiplication property we get:
1 ⎧ sin ( t ) ⎫ ⎧ sin ( t / 2 ) ⎫
X ( jω ) = F⎨ ⎬ ∗ F ⎨ ⎬
2 ⎩ πt ⎭ ⎩ π t ⎭
i Since the FT of each sinc function is a rectangular
pulse, we can convolve those pulses to obtain X ( jω )

1 1

* =
−1 0 1 ω −1/2 0 1/2 ω 64
Frequency Selective Filtering

Y ( jω ) = δ (ω − ωc ) ∗ X ( jω ) = X ( j (ω − ωc ))
F ( jω ) = W ( j (ω + ωc ))

65
More Complicated Example
Y ( jω ) = δ (ω − ωc ) ∗ X ( jω ) = X ( j (ω − ωc ))
F ( jω ) = W ( j (ω + ωc ))

66
Frequency Selective Filtering
Y ( jω ) = δ (ω − ωc ) ∗ X ( jω ) = X ( j (ω − ωc ))
F ( jω ) = W ( j (ω + ωc ))

Bandpass filter equivalent of Signal Processing of Previous Pages

67
FT Properties

68
FT Pairs

69
LTI Systems Described by LCCDE’s

Using the Differentiation Property

1) Rational, can use

PFE to get h(t)
2) If X(jω) is rational
e.g.
then Y(jω) is also rational

70
 LCCDE Example 4.24
i Consider a stable LTI system characterized
by the differential equation:
dy (t )
+ ay (t ) = x(t ), a > 0
dt
Y ( jω ) 1
H ( jω ) = =
X ( jω ) a + jω
h(t ) = e − at u (t )

71
 LCCDE Example 4.25
i Consider a stable LTI system characterized by
the differential equation:
d 2 y (t ) dy (t ) dx(t )
2
+ 4 + 3 y (t ) = + 2 x(t )
dt dt dt
Y ( jω ) jω + 2
H ( jω ) = =
X ( jω ) ( jω )2 + 4( jω ) + 3
jω + 2
=
( jω + 1)( jω + 3)
i Using the method of partial fraction expansion, we get:
1/ 2 1/ 2
H ( jω ) = +
jω + 1 jω + 3
1 1
h(t ) = e −t u (t ) + e −3t u (t )
2 2
72
 LCCDE Example 4.26
i Consider the system of Example 4.25 with frequency response:
jω + 2
H ( jω ) =
( jω + 1)( jω + 3)
i and with input:
x(t ) = e − t u (t )
i The output is then of the form:
⎡ jω + 2 ⎤⎡ 1 ⎤
Y ( jω ) = H ( jω ) X ( jω ) = ⎢ ⎥⎢ ⎥
⎣ ( jω + 1)( jω + 3 ) ⎦ ⎣ jω + 1 ⎦
jω + 2 A11 A12 A21
= = + +
( jω + 1) ( jω + 3) jω + 1 ( jω + 1) jω + 3
2 2

A11 = (1/ 4); A12 = (1/ 2); A21 = −(1/ 4)

1/ 4 1/ 2 1/ 4
Y ( jω ) = + −
jω + 1 ( jω + 1) 2
jω + 3
i Taking the inverse Fourier transform, to solve for the output, gives:
⎡1 1 1 ⎤
y (t ) = ⎢ e − t + te − t − e −3t ⎥ u (t )
⎣4 2 4 ⎦ 73
 Lecture 4 Lessons
i Continuous Time Fourier Transform:
∞
1
x(t ) =
2π ∫
−∞
X ( jω )e jωt d ω Synthesis Equation

∞
X ( jω ) = ∫
−∞
x(t )e − jωt d ω Analysis Equation

i Fourier Transform of Periodic Signal:

1
ak = X ( jω )|
T ω = kω0

i The Fourier Transform coefficients of a period signal are proportional

to samples of the Fourier Transform of one period of the periodic signal

74
 Lecture 4 Lessons
i Fourier Transform Pairs:
1
x(t ) = e − at u (t ) ←⎯
→ = X ( jω ) One-Sided Decaying Exponential
a + jω
2a
= X ( jω )
−a t
x(t ) = e ←⎯ → 2 Two-Sided Decaying Exponential
a + ω2
→1 = X ( jω )
x(t ) = δ (t ) ←⎯ Impulse Function
⎧⎪1, t < T1 sin(ωT1 )
x(t ) = ⎨ ←⎯
→2 = X ( jω ) Pulse in Time
⎪⎩0, t > T1 ω
⎧⎪1, ω < W sin(ωt )
X ( jω ) = ⎨ ←⎯
→ = x(t ) Pulse in Frequency
⎪⎩ 0, ω > W π t
ω2
π −
= X ( jω )
2
x(t ) = e − at ←⎯
→1 = e 4a
Gaussian Signal
a
→ πδ (ω − ω0 ) + πδ (ω + ω0 ) = X ( jω ) Cosine
x(t ) = cos(ω0t ) ←⎯
π π
x(t ) = sin(ω0t ) ←⎯→ δ (ω − ω0 ) − δ (ω + ω0 ) = X ( jω ) Sine
j j
1
x(t ) = u (t ) ←⎯→ + πδ (ω ) = X ( jω ) Step Function
jω
75
 Lecture 4 Summary
• Developed Fourier transform representation for
CT signals
• Examined the properties of the Fourier transform
• Derived Fourier transfrom for aperiodic signals
from the Fourier series representation for
periodic signals
• Special emphasis on the convolution and
multiplication properties of Fourier transforms
• Special emphasis on defining and using
Frequency Response properties
76
 Review Exercise - Prob. 4.2

Solution

Solution continued on next slide

77
Review Exercise - Prob. 4.2
1 1

−2 0 2 t

78
Review Exercise - Prob. 4.4

Solution

79
Review Exercise - Prob. 4.25

Solution

Solution on next slide

80
Review Exercise - Prob. 4.25

81
Review Exercise - Prob. 4.27

X ( jω )

Solution

Solution on next slide

82
Review Exercise - Prob. 4.27

83