Department of Communication

Engineering

Signals and Systems

Ch4: Fourier Analysis for Continuous-Time
Signals
Instructor
Dr. Wael Al-Sawalmeh
Introduction:
In mathematics, Fourier analysis is the study of the
way general functions may be represented or
approximated by sums of simpler trigonometric
functions.
In the sciences and engineering, the process of
decomposing a function into simpler pieces is often
called Fourier analysis, while the operation of
rebuilding the function from these pieces is known as
Fourier synthesis.

2 S&S-Ch4:Fourier Analysis
4.1 Periodic Signals and Fourier Series:
As mentioned in the first chapter, the fundamental period
T of a signal x(t) is the minimum positive, nonzero value
for which the following equation holds
x(t )  x(t  T ) for all t
Example:
The sinusoidal signal shown in figure is a periodic
signal with period T=2π
2

2
Fig. Periodic sinusoidal signal with period
٣ S&S-Ch4:Fourier Analysis
Any periodic signal x(t) with a fundamental frequency w0
can be represented as a linear combination of harmonically
complex exponentials of the form

jk 0t
x(t )  a e
k  
k

where T  2 / 0 is the fundamental period of x(t) and the

coefficients ak are called the Fourier series coefficients.
The above equation is the Fourier Series representation
of the periodic signal x(t)

٤ S&S-Ch4:Fourier Analysis
The above equation can be rewritten as

x(t )  a0  (a1e  j0t  a1e j0t )  (a2 e  j 20t  a2e j 20t )       

where the first component of the right side of the equation is a
constant (dc value), the second component is referred to as the first
harmonic with fundamental frequency w0 and third component is
the second harmonic with twice the fundamental frequency 2w0.
In general the components for k=±N are referred to as the N-th
harmonic with frequency Nw0.

٥ S&S-Ch4:Fourier Analysis
Example:

Find the Fourier series coefficients for the signal x ( t )  cos(  0 t )

Solution: using Euler’s relation, we can write x(t) in the form
1 j 0 t 1  j 0 t
x ( t )  cos(  0 t )  e  e
2 2
The fundamental frequency is w0 and
a0  0 (dc value)
a1  1 / 2
a1  1 / 2 Note that a k  ak
ak  0 for k  1

٦ S&S-Ch4:Fourier Analysis
Example:

Find the Fourier series coefficients for the signal x ( t )  sin(  0 t )

Solution: using Euler’s relation, we can write x(t) in the form

1 j 0 t 1  j 0 t
x ( t )  sin(  0 t )  e  e
2j 2j
The fundamental frequency is w0 and
a0  0
1
a1 
2j
1
a1 
2j Note that a k  ak
ak  0 for k  1
٧ S&S-Ch4:Fourier Analysis
Example:

Find the Fourier series coefficients for the signal

x ( t )  1  16 cos( 2 t )  13 cos( 4 t )  cos( 6 t )

Solution: using Euler’s relation, we can write x(t) in the form

x ( t )  1  16 cos( 2 t )  13 cos( 4 t )  cos( 6 t )
 1 1
12 e j 2t  1
12 e  j 2  t  16 e j 4  t  16 e  j 4 t  12 e j 6  t  12 e  j 6 t
The fundamental frequency is w0 =2π and
a0  1
a1  a1  1 / 12 3
jk 2t
a2  a  2  1 / 6 x (t ) 
k  3
a k e 
a3  a  3  1 / 2
ak  0 for k  0,  1,  2,  3
٨ S&S-Ch4:Fourier Analysis
Figure: Construction of the signal x(t) in the previous example
x ( t )  1  16 cos( 2 t )  13 cos( 4 t )  cos( 6 t )

x1 (t )  (1 / 6) cos(2t )

x 0 (t )  1

 =

x (t )  x0 (t )  x1 (t )  x2 (t )  x3 (t )

x2 (t )  (1 / 3) cos(4t )

x3 (t )  cos(6t )

٩ S&S-Ch4:Fourier Analysis
Example: Find the Fourier series coefficients for the signal

x ( t )  3  8 cos 2 ( 5 t )  6 sin( 15  t )
Solution:
x ( t )  3  8 cos 2 ( 5 t )  6 sin( 15  t )
1 1 
 3  8   cos( 10  t )   6 sin( 15  t )
2 2 
 7  4 cos( 10  t )  6 sin( 15  t )
j 10  t 3 j 15 t 3  j 15 t
 j 10  t
 7  2e  2e  e  e
j j
The fundamental frequency is w0 =5π and
3 
a0  7, a2 a  2  2, a3  a 3 
j
ak  0 for k  0,  2,  3
١٠ S&S-Ch4:Fourier Analysis
Determination of Fourier Series representation:
The Fourier series representation of a periodic signal x(t)

jk 0t
x(t )   k
a e
k  

where
1
ak   x(t)e jk0t dt
TT
2
and 0 
T
1
a0   x(t)dt
TT

١١ S&S-Ch4:Fourier Analysis
Example:

Find the Fourier series coefficients for the signal x ( t )  cos(  0 t )

Solution: in this example we use the integrals to find ak
1 1
a0   x(t)dt   cos(0t)dt  0
TT TT
1  jk0t 1 1 j0t 1  j0t   jk0t
ak   x(t)e dt    e  e e dt
TT T T 2 2 
1/ 2 if k 1
1 j0 (1k)t 1  j0 (1k )t 
 e dt   e dt  1/ 2 if k  1
2T T 2T T 0
 if k  1

١٢ S&S-Ch4:Fourier Analysis
Example:
Find the Fourier series coefficients for the square wave in Fig
 1, | t | T1

x (t )  
0, T1 | t | T / 2

Solution:
1 T1 2T1
a0   dt 
T T1 T
T1
1 T1  jk0t  1  jk0t 2  e jkoT1  e  jkoT1 
ak   e dt  e   
T 1 T jk0T T1
k0T  2j 
2 sin( koT1 ) sin( koT1 )
  , k 0
k0T k
١٣ S&S-Ch4:Fourier Analysis
Example: (Continued)
If T  4T1 then 0T 2 
0T1   
2T1 1 4 4 2
a0  
T 2
sin( koT1 ) sin(k / 2)
ak  
k k
1
a1  a1 

1
a3  a3 
3
1
a5  a5 
5
.
.
and ak  0 for k even

١٤ S&S-Ch4:Fourier Analysis
Example: (Continued)

The approximate Fourier reconstruction for square wave

N
jk0t
x(t )   k
a e
k  N

15 S&S-Ch4:Fourier Analysis
Alternative Forms of Fourier Series:
Alternative forms of the Fourier series can be used


x(t )  a0  2 Ak cos(k0t   k )
k 1

where ak  Ak e jk


x(t )  a0  2 Bk cos k0t  Ck sin k0t 
k 1

where ak  Bk  jCk
١٦ S&S-Ch4:Fourier Analysis
4.2 Continuous
Continuous--Time Fourier Transform:
For periodic signals, we can represent them as linear
combinations of harmonically related complex exponentials
(Fourier Series).

To extend this to non-periodic signals, we need to consider

aperiodic signals as periodic signals with infinite period.

As the period becomes infinite, the corresponding frequency

components form a continuum and the Fourier series sum
becomes an integral.

Instead of looking at the coefficients a harmonically –related

Fourier series, we’ll now look at the Fourier transform which
is a complex valued function in the frequency domain.

17 S&S-Ch4:Fourier Analysis
The Fourier transform for a signal x(t) is given by

X ( j )   x (t ) e  jt
dt X ( j )  F x(t )

And the inverse Fourier transform for X(jω) is given by

1 jt
x(t )   X ( j  ) e d x(t )  F 1
X ( j )
2 

The above equations are referred as the Fourier transform pair.

F
x(t )  X ( j )
18 S&S-Ch4:Fourier Analysis
Magnitude and Phase Spectra:

The Fourier transform for a signal x(t) can be expressed in

terms of its magnitude and phase:

X ( j )  X ( j ) ( j )

where

X ( j ) is called the magnitude spectrum of x(t )

and

 ( j ) is called the phase spectrum of x(t )

19 S&S-Ch4:Fourier Analysis
Example:
Find the Fourier transform for the exponential signal
x(t )  e  at u (t ) a0
Solution:
 
 jt
 at
X ( j )   e u (t )e dt   e ( a  j )t dt
 0

1
 e  ( a  j ) t
 ( a  j ) 0

1

( a  j )

٢٠ S&S-Ch4:Fourier Analysis
Example: (Continued) x(t )  e  at u (t ) a0
The magnitude spectrum of the above signal: X ( j )
1
X ( j ) 
a2   2

and the phase spectrum

 ( j )
1   
 ( j )   tan  
a

٢١ S&S-Ch4:Fourier Analysis
Example: (Convergence of the Fourier Transform)
Find the Fourier transform for the exponential signal

x(t )  e  at u (t ) a0

Solution:
 
 j t
 at
X ( j )   e u (t )e dt   e ( a  j )t dt
 0

1
 e  ( a  j ) t  Diverges (if a  0)
 ( a  j ) 0

The Fourier transform does not exist for this signal if a < 0

٢٢ S&S-Ch4:Fourier Analysis
Example: (Impulse Signal)

 The Fourier transform of the impulse signal can be calculated

as follows:
x(t )   (t )

X ( j )    (t )e  jt dt  1


 Therefore, the Fourier transform of the impulse function has a

constant contribution for all frequencies
X(j)

٢٣ S&S-Ch4:Fourier Analysis
Example: Find the Fourier transform for the rectangular pulse
1 | t | T p / 2  t  x(t)
x(t )    rect 
T  1
0 | t | T p / 2  p
Solution:
 Tp / 2 t
 jt  j t  Tp Tp
X ( j )   x (t )e dt   e dt 0
 T p / 2 2 2
Tp / 2
 1  j t  1  j T p / 2 2

j
e 
j
e  jT / 2
e p 
j 2

jT / 2
e p e p 
 jT / 2

T p / 2

2 sin(T p / 2) sin(T p / 2)
  Tp  T p sinc(T p / 2)
 T p / 2
X ( j )

 2 2
Tp Tp

٢٤ S&S-Ch4:Fourier Analysis
Example: Find the inverse Fourier transform for
1,   b    X ( j )
X ( j )    rect  1
0,   b  2b 
Solution:
1  1 b 
x (t )  X ( j ) e jt
d  j t
d  b 0 b
2  2 e
 b

b
1 jt 1 1

j 2t
e 
j 2t
 
e jbt  e  jbt  sin(b t )
t
b

b sin(b t ) b
  sinc(b t )
 b t 

٢٥ S&S-Ch4:Fourier Analysis
Duality:
X ( j )
x(t)
1

t 2
 Tp Tp  2
0 Tp Tp
2 2

X ( j )
1

t

 b 0 b

26 S&S-Ch4:Fourier Analysis
Fourier transform for Periodic Signals:

The Fourier transform of a periodic signal is a train of impulses

at the harmonic frequencies:
: 
X ( j )   2ak  (  k o )
k  

where the Fourier series representation of x(t) is:


jk ot
x(t )   k
a e
k  
Note that:
F {e j0t }  2 (  o )

27 S&S-Ch4:Fourier Analysis
Example: Find the Fourier transform for x(t )  cos(0t )

Solution: 1
a1 
1 j0t 1  j0t 2
x(t )  cos(0t )  e  e 1
2 2 a1 
1 1 2
X ( j )  2 (  0 )  2 (  0 )
2 2
   (  0 )   (  0 )

٢٨ S&S-Ch4:Fourier Analysis
Example: Find the Fourier transform for x(t )  sin(0t )

Solution: 1
a1 
1 j0t 1  j0t 2j
x(t )  sin(0t )  e  e 1
2j 2j a1 
1 1 2j
X ( j )  2 (  0 )  2 (  0 )
2j 2j

  (  0 )   (  0 )
j

٢٩ S&S-Ch4:Fourier Analysis
 sin 
sinc( ) 


٣٠ S&S-Ch4:Fourier Analysis
4.3 Properties and Applications of the
Continuous--Time Fourier Transform:
Continuous
x(t )  X ( j )
1. Linearity:
F
ax1 (t )  bx2 (t )  aX 1 ( j )  bX 2 ( j )
Example:

 3t F 1
4 (t )  2e u (t )  4  2
3  j

31 S&S-Ch4:Fourier Analysis
2. Time Shifting:
F  jt o
x(t  to )  e X ( j )
Example:
3( t  2 ) 1 F j 2
e u (t  2)  e
3  j
3. Modulation (Frequency Shifting):
j 0 t F
x(t )e  X ( j (  0 ))
Example: 4t j 200 t F 1
e u (t ) e 
4  j (  200 )
32 S&S-Ch4:Fourier Analysis
4. Time / Frequency Scaling:
1  j 
F
x(at )  X  
a  a 
Example: 1   j 
F
x ( 2t )  X  
2  2 
Consequence:
F
x(t )  X ( j )
Example: 4t F1
e u ( t ) 
4  j
33 S&S-Ch4:Fourier Analysis
5. Differentiation and Integration:
dx(t ) F
 jX ( j )
dt
Example: d  4t F 1
[e u (t )]  j
dt 4  j
and t
1
F
x( )d  j X ( j )  X (0) ( )

34 S&S-Ch4:Fourier Analysis
Example: Find the F.T. for u(t)

Solution:
Let x(t )   (t )  X ( j )  1
t t
and y (t )   x( )d ;

u (t )    ( )d


then
1
Y ( j )  X ( j )  X (0) ( )
j
1 1
 (1)   (1) ( )    ( )
j j

35 S&S-Ch4:Fourier Analysis
6. Convolution of Signals:
F
x(t )  h(t )  X ( j )  H ( j )
Examples: (Next Section)

7. Multiplication of Signals
F 1
x(t )  p(t )  X ( j )  P ( j  )
2
Example:
j 0 t 1F
x (t )e  X ( j )  2 (   0 )  X ( j (   0 ))
2
 Modulation
36 S&S-Ch4:Fourier Analysis
8. Symmetries:
F
x(t )  Evx(t )  Odx(t ) x(t )  X ( j ) : x(t ) is real
Evx(t )
F
ReX ( j )
X ( j )  ReX ( j ) j ImX ( j ) Od x(t ) j ImX ( j )
F

9. Parseval’s Relation:
a- For Energy Signals (Nonperiodic Signals):
The energy of the signal x(t) is
2 2
 1 
Ex   x(t ) dt   X ( j ) d
 2 

2
X ( j ) is the energy spectral density of x(t )
37 S&S-Ch4:Fourier Analysis
b- For Power Signals (periodic Signals):
The average power of the signal x(t) is
2 
1 2
Px 
T T
x(t ) dt  a
k  
k

Example: Find the average power for x(t )  A cos(t )

2
1 1 2
Px   x (t ) dt    A cos t  dt
T T T T
2
1 2 1 A
  A dt   cos( 2t )dt 
2T T 2T T 2 A A
OR: a1  and a1 
2 2
2 2

2 2 2  A  A A2
Px  a
k  
k  a1  a1       
2 2 2
38 S&S-Ch4:Fourier Analysis
4.4 Frequency Response of LTI Systems:
x(t ) LTI System y (t )  h(t )  x(t )
h(t)

X ( j ) H(jω) Y ( j )  H ( j ) X ( j )

• The output of the LTI system is given by:

y (t )  h(t )  x(t )
• according to convolution property (F.T. properties)
Y ( j )  H ( j ) X ( j  )

• where H(jω) is called the frequency response or (transfer

function) of the system
Y ( j )
H ( j ) 
X ( j )
39 S&S-Ch4:Fourier Analysis
Example: Find the output of the LTI system with
h(t )  e  at u (t ) , a  0 and x(t )  e  bt u (t ) , b  0
Solution:
1 1
X ( j )  , H ( j ) 
b  j a  j
partial fraction :
1
 Y ( j )  1

A

B
(a  j )(b  j ) (a  j )(b  j ) (a  j ) (b  j )
using partial fraction then A 
1
and B 
1
ba ba
If a  b
1  1 1  1
Y ( j )    
b  a  a  j b  j 
 y (t ) 
ba
e  at
 e 
 bt
u (t ) 
1  at
If a  b : Y ( j )  2
 y (t )  te u (t )
a  j 
40 S&S-Ch4:Fourier Analysis
Example: Find the step response for the LTI system with
h(t )  e 2t u (t )
Solution:
x(t )  u (t )
1 1
X ( j )    ( ) , H ( j ) 
j 2  j
1 1 1 1
 S ( j )    ( )    ( )
j ( 2  j ) 2  j j ( 2  j ) 2
using partial fraction partial fraction :
1 1 1 1 A B
 
S ( j )     ( ) j ( 2  j ) ( 2  j ) j
2(2  j ) j 2 2 1 1
then A  and B 
 1  2t 1 1 2 2
 s(t ) 
2 2 2
 
e u (t )  u (t )  1  e  2t u (t )

41 S&S-Ch4:Fourier Analysis
Cascade Systems:

x(t ) y (t )
h1 (t ) h2 (t ) hN (t )

X ( j ) Y ( j )
H 1 ( j ) H 2 ( j ) H N ( j )

The total impulse response of N-cascade systems is:

h(t )  h1 (t )  h2 (t )        hN (t )

and the frequency response of N-cascade systems is:

H ( j )  H1 ( j )  H 2 ( j )        H N ( j )

42 S&S-Ch4:Fourier Analysis
Inverse Systems:

x(t ) y (t ) x(t )
h(t ) hI (t )

X ( j ) Y ( j ) X ( j )
H ( j ) H I ( j )

h(t )  hI (t )   (t )
1
H ( j )  H I ( j )  1  H I ( j ) 
H ( j )

43 S&S-Ch4:Fourier Analysis
 END of Ch.4

٤٤ S&S-Ch4:Fourier Analysis