Fourier Transforms
Fourier Transforms
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Fourier Transforms
1 Introduction
We have seen previously that a periodic, piecewise, continuous function can be represented by
an infinite series (Fourier Series). In this section we build on the complex form of the Fourier
series to develop the Fourier Transform of a function f (t).
∞
a0 X
f (t) = + {an cos nωt + bn sin nωt} ··· (i)
2 n=1
where
Z a+T
2
a0 = T
f (t) dt
a
Z a+T
2 ··· (ii)
an = T
f (t) cos nωt dt
a
Z a+T
2
bn = T
f (t) sin nωt dt
a
The complex form of the Fourier Series is found by substituting the following identities into
the above formulae;
1 ejnωt − e−jnωt
sin(nωt) = sinh(j nωt) =
j j2
and
ejnωt + e−jnωt
cos(nωt) = cosh(j nωt) =
2
∞
ejnωt + e−jnωt ejnωt − e−jnωt
a0 X
= + an + bn
2 n=1
2 j2
∞
ejnωt + e−jnωt ejnωt − e−jnωt
a0 X
= + an − jbn
2 n=1
2 2
∞
a0 X 1
= + (a − jbn )ejnωt + 12 (an + jbn )e−jnωt
2 n
2 n=1
∞ ∞
X X c0 = a20 , cn = 12 (an − jbn )
= c0 + cn e jnωt
+ c−n e−jnωt
c−n = 12 (an + jbn )
n=1 n=1
∞
X −∞
X
jnωt
= c0 + cn e + cn ejnωt
n=1 n=−1
∞
X
= cn ejnωt
n=−∞
where
Z a+T
1
cn = f (t) e−jnωt dt, n∈Z
T a
since,
Z a+T
a0 1
c0 = 2
= f (t) dt
T a
a+T
1 a+T
Z Z
1 1
cn = (a
2 n
− jbn ) = f (t) cos(nωt) dt − j f (t) sin(nωt) dt
Ta T a
1 a+T 1 a+T
Z Z
= f (t)[cos(nωt) − j sin(nωt)] dt = f (t) e−jnωt
T a T a
1 a+T
Z
1
c−n = 2 (an + jbn ) = f (t)ejnωt
T a
Z a+T
1
cn = f (t)e−jnωt dt
T a
Z π Z 2π
1 −jnt −jnt
= 3e dt + (−3)e dt
2π 0 π
π 2π
3 −jnt 3 −jnt
=− e + e n ̸= 0
jn2π 0 jn2π π
3 −jnπ 3 −jn2π −jnπ
=− e −1 + e −e n ̸= 0
jn2π jn2π
3 −jnπ −jn2π
= 1 − 2e +e n ̸= 0
jn2π
j3 n
=− 2 − 2(−1) n ̸= 0 (see note below)
n2π
j3 n
= (−1) − 1 n ̸= 0
nπ
(
0 if n is even
= j6 n ̸= 0
− nπ if n is odd
Z π Z 2π
1 0 0
c0 = 3e dt + −3e dt
2π 0 π
3 π 2π
= t 0− t π
2π
=0
∞ ∞
X j3 n jnt
X j3
Thus f (t) = 0 + (−1) − 1 e = (−1) − 1 ejnt
n
n=−∞
nπ n=−∞
nπ
n̸=0
Note:
e−jnπ = cos(nπ) − j sin(nπ) = cos(nπ) = (−1)n , and
e−jn2π = cos(n2π) − j sin(n2π) = 1 for all n
Exercises
Find the complex form of the Fourier series for each of the following periodic functions;
(
−1 −2 < t < 0
1) f (t) = f (t + 4) = f (t)
1 0<t<2
∞
j X j
ans: c0 = 0, cn = (cos nπ − 1), f (t) = cos nπ − 1 ejnt
nπ n=−∞
nπ
2) f (t) = t, 0 < t < 1, f (t + 1) = f (t)
∞
1 j 1 X j jnt
ans: c0 = , cn = , n ̸= 0, f (t) = + e
2 2nπ 2 n=−∞ 2nπ
n̸=0
( ∞
4 0<t<2 X 8 −jn 2π n2π 2π
3) f (t) = f (t + 3) = f (t) ans: f (t) = e 3 sinc ejn 3 t
0 2<t<3 n=−∞
3 3
∞
" Z T
#
X 1 2
−jnω0 τ
= g(τ ) e dτ ejnω0 t
n=−∞
T − T2
∞
" Z T
#
X 1 2π 2
= · g(τ ) e−jnω0 τ dτ ejnω0 t
n=−∞
2π T − T2
∞
" Z T
#
X 1 2
= g(τ ) e−jωn τ dτ ejωn t δω (δω = 2π
T
and ωn = nω0 )
n=−∞
2π − T2
Now, let T → ∞, (i.e the period extends to infinity), then δω → 0 and g(t) = f (t), for t ∈ R.
Then,
" ∞ " Z T # #
X 1 2
−jωn τ jωn t
f (t) = g(t) = lim g(τ ) e dτ e δω
δω→0
n=−∞
2π − T2
Z ∞ Z ∞
1 −jωτ
= f (τ )e dτ ejωt dω
2π −∞ −∞
Z ∞ Z ∞
1 −jωt
= f (t)e dt ejωt dω
2π −∞ −∞
then Z ∞
1
f (t) = F (jω) ejωt dω
2π −∞
These two integrals define the Fourier Transform Pair, and we can express the Fourier
Transform F {f (t)} = F (jω) of f (t), together with its inverse transform F −1 {F (jω)} = f (t)
Z ∞
F {f (t)} = F (jω) = f (t)e−jωt dt
−∞
Z ∞
1
F −1
{F (jω)} = f (t) = F (jω) ejωt dω
2π −∞
Before considering the following examples, we introduce the function sinc(x), which is defined
as (
sin(x)
x
if x ̸= 0
sinc(x) =
1 if x = 0
y = sinc(x)
X
−5 5
sin(x)
Note that lim {sinc(x)} = lim =1 (L’hospitals rule)
x→0 x→0 x
We also recall the identity, sinh(jx) = j sin(x)
Example (
4 if 0 < t < 3
Find the Fourier transform of the function f (t) =
0 for t < 0 and t > 3
Z ∞
F {f (t)} = F (jω) = f (t)e−jωt dt
−∞
Z 3
= 4e−jωt dt
0
3
1 −jωt
=4 e
−jω 0
sinh(j 32 ω)
−j 32 ω
= 8e
jω
sin( 32 ω)
−j 23 ω
= 8e
ω
sin( 23 ω)
−j 32 ω
= 12e 3
2
ω
3
= 12 e−j 2 ω sinc 3
2
ω
Example
Find the Fourier Transform of the function f (t) = |t|, −1 < t < 1 where
(
−t if t < −1
f (t) = |t| =
t if t > 1
Z ∞
F {f (t)} = f (t)e−jωt dt
−∞
Z 0 Z 1
−jωt
= (−t)e dt + te−jωt dt
−1 0
0 1
t −jωt 1 −jωt t −jωt 1 −jωt
=− − e + 2e + − e + 2e
jω ω −1 jω ω 0
1 1 jω 1 jω 1 −jω 1 −jω 1
=− 0+ 2 − e + 2e + − e + 2e − 0+ 2
ω jω ω jω ω ω
2 1 jω −jω 1 jω −jω
=− 2 + e −e + 2 e +e
ω jω ω
2 e − e−jω 2 ejω + e−jω
jω
2
=− 2 + + 2
ω ω j2 ω 2
2 2
= sin(ω) + 2 cos(ω) − 1
ω ω
= a F (jω) + b G(jω)
5.2 Symmetry
If F {f (t)} = F (jω), then F {F (jt)} = 2πf (−ω)
Note, that this property is referred to as symmetry since, just as f (t) and F (jω) form a Fourier
transform pair, it is also true that F (jt) and 2πf (−ω) also form a Fourier transform pair.
Z ∞
1
f (t) = F (jω) ejωt dω
2π −∞
Z ∞
2πf (t) = F (jω) ejωt dω
−∞
Z ∞
F {f (t − c)} = f (t − c)e−jωt dt Let u = t − c, du = dt
−∞
Z ∞
= f (u)e−jω(u+c) du
−∞
Z ∞
= f (u)e−jωu e−jωc du
−∞
Z ∞
−jωc
=e f (u)e−jωu du
−∞
= e−jωc F (jω)
i) If k > 0,
Z ∞ Let u = kt, du = k dt
F {f (kt)} = f (kt) e−jωt dt t → −∞ ⇒ u = kt → −∞, and
−∞
t → ∞ ⇒ u = kt → ∞
Z ∞
ω
= f (u) e−j k u · 1
k
du
−∞
Z ∞
1 ω
= f (u) e−j k u du
k −∞
= F (j(ω − ω0 ))
5.6 Time-Differentiation
dn f (t)
F = (jω)n F (jω)
dtn
Z ∞
1
Differentiating both sides of the definition of the Transform f (t) = F (jω)ejωt dω with
2π −∞
respect to t yields;
Z ∞
df (t) 1 ∂
= [F (jω) ejωt ] dω
dt 2π −∞ ∂t
Z ∞
1
= (jω)F (jω) ejωt dω = F −1 [(jω)F (jω)]
2π −∞
The Fourier Transform can also be stated in terms of the Fourier Sine and the Fourier Cosine
Transforms as follows;
Example
1. Find the Fourier Cosine transform of the even function f (t) = 9 if −3 < t < 3 and
f (t) = 0 if |t| > 3
Z ∞
Fc {f (t)} = 2 f (t) cos(ωt) dt
0
Z 3
=2 9 cos(ωt) dt
0
18(sin 3ω − 0)
=
ω
18 sin(3ω)
=
ω
2. Find the fourier sine transform of the odd function f (t) = −t for −1 < t < 1 and f (t) = 0
for |t| > 1
Z ∞
F {f (t)} = −j2 f (t) sin(ωt) dt
0
Z 1
= −j2 −t sin(ωt) dt
0
1
t 1
= −j2 cos(ωt) − 2 sin ωt
ω ω 0
1 1
= −j2 ω
cos ω − 2 sin ω − (0)
ω
j2(sin ω − ω cos ω)
=
ω2
(
−f (−t) −a<t<0
2. Consider the odd function g(t) =
f (t) 0<t<a
Example
Find the both the Cosine and the Sine Fourier Transforms of;
f (t) = t, 0<t<5
Z ∞
Fc {f (t)} = 2 f (t) cos ωt dt
0
Z 5
=2 t cos ωt dt
0
5
t 1
=2 sin ωt + 2 cos ωt
ω ω 0
5 1 1
=2 sin 5ω + 2 cos 5ω − 0 + 2
ω ω ω
5 1
=2 sin 5ω + 2 (cos 5ω − 1)
ω ω
7 Convolution
The Convolution Product of two functions f (t) and g(t) is defined as
Z ∞
f (t) ∗ g(t) = f (τ )g(t − τ )dτ
−∞
F {f (t) ∗ g(t)} = F {f (t)} F {g(t)} = F (jω) G(jω) = G(jω) F (jω) = F {g(t) ∗ f (t)}
Z ∞ Z ∞
F {f (t) ∗ g(t)} = f (τ )g(t − τ )dτ e−jωt dt Let v = t − τ, dv = dt
−∞ −∞
Z ∞ Z ∞
−jω(v+τ )
= f (τ )g(v) e dτ dv
−∞ −∞
Z ∞ Z ∞
−jωv −jωτ
= f (τ )g(v) e e dτ dv
−∞ −∞
Z ∞ Z ∞
−jωv −jωτ
= g(v) e f (τ ) e dτ dv
−∞ −∞
Z ∞ Z ∞
−jωτ
= f (τ ) e dτ g(v) e−jωv dv
−∞ −∞
= F (jω)G(jω)
Example
3 ω
If F {f (t)} = F (jω) = 12 e−j 2 ω sinc and F {g(t)} = G(jω) = −j ω2 e−j 2 sinc
3 ω
2
ω 2
, then
The inverse Fourier transform can be found by using the definition above. However, the
integration in most cases turns out to be complex. In this section we will consider two methods
(partial fractions and convolution) for finding Inverse Transforms using some simple standard
forms. We will make use of the standard forms;
1
F {e−at u(t)} = F (jω) =
a + jω
and
n!
F {tn e−at u(t)} = F (jω) =
(a + jω)n+1
where a is a constant.
Prove the above two standard forms as an exercise.
(4 + ω) + j(2ω − 3) (4 + ω) + j(2ω − 3)
F −1
=F −1
6 + j5ω − ω 2 (3 + jω)(2 + jω)
2 j
=F −1
− (partial Fractions)
3 + jω 2 + jω
Example
j3ω − 4
Find F −1
(jω − 2)2
j3ω − 4
3 2
F −1
=F −1
+ (Partial fractions)
(jω − 2)2 jω − 2 (jω − 2)2
Thus,
F −1 {F (jω) G(jω)} = F −1 {f (t)} ∗ F −1 {g(t)} = f (t) ∗ g(t)
Example
3
Find F −1
using the convolution theorem
8 + j6ω − ω 2
3 1
F −1
=3F −1
8 + j6ω − ω 2 (4 + jω)(2 + jω)
1 1
=3F −1
·
4 + jω 2 + jω
1 1
=3 F −1
∗F −1
4 + jω 2 + jω
−4t −2t
= 3 (e u(t)) ∗ (e u(t))
Z ∞
=3 e−4τ u(τ ) e−2(t−τ ) u(t − τ ) dτ
−∞
Z t
=3 e−2t−2τ dτ (see note below)
0
t
3 −2t−2τ
=− e
2 0
3
= − (e−4t − e−2t ) u(t)
2
Verify this answer by repeating the problem using partial fractions.
( (
0 if τ < 0 0 if t − τ < 0 i.e if τ >t
Note: u(τ ) = and u(t − τ ) =
1 if τ > 0 1 if t − τ > 0 i.e if τ <t
0
if τ < 0
Therefore, u(τ ) u(t − τ ) = 1 if 0 < τ < t
0 if τ > t
Exercises