Fourier Transform
Fourier Transform
Derivation
Assume that we have a generalized, time-limited pulse centered at t = 0 as shown below.
f(t)
1.2
A
1
0.8
0.6
0.4
0.2
0
-30
-2T -25 -20 -15
-T -10 -5 00 5 10 15
T 20 25 30
2T
The Fourier Transform of this pulse can be developed by starting with a periodic version of this pulse
where the original pulse now repeats every T seconds.
fT(t)
1.2
A
1
0.8
0.6
0.4
0.2
0
-30
-2T -25 -20 -15
-T -10 -5 0 5 10 15
T 20 25 30
2T
Note:
lim f T (t ) f (t )
T
fT(t) is periodic with period T so we can express it by its exponential Fourier series as
fT (t ) F *
n
n
jn 0 t
where
T
1 2
Fn fT (t ) * jn 0 t dt
T T
2
and
0 2 T
Now let’s make a small change in notation
1. n = n*0
2. F(n) = T*Fn
We now have
T
2
f
1
fT (t ) F ( n ) * j n t Fn T (t ) * j n t dt
T n and T
2
or
1
fT (t )
2
F ( ) *
n
n
j n t
0
1
F ( n ) *
j n t
lim fT (t ) f (t ) 0
T
2 Tlim
n
But 0 = 2/T so for large T let 0 and the limit becomes
1
lim F ( n ) *
j n t
f (t )
2 T n
or since T implies that 0 and the sum, in the limit, becomes an integral
1 j t
f (t )
2 F ( ) *
d F ( ) f T (t ) *
j t
dt
and
Example 1
Take the Fourier Transform of the single-sided exponential
f(t)=U(t)*exp(-at)
1.5
0.5
0
-2 -1 0 1 2 3 4 5
-0.5
-1
F ( ) U (t ) * at jt dt
F ( ) at jt dt
0
F ( ) ( a j )t dt
0
1
F ( ) * ( a j )t |
a j 0
1
F ( )
a j
Note that the Fourier Transform is complex. It has a magnitude and a phase. The magnitude is found by
multiplying it by its complex conjugate and taking the square root.
1 1
F ( )
2
*
a j a j
1
F ( )
2
a 2
2
1
F ( )
a 2 This is the magnitude
2
Now find the phase. First, find the real and imaginary parts.
1
F ( )
a j
1 a j
F ( ) *
a j a j
a j a j
F ( ) 2 2
a
2 2
a 2
a 2
Therefore the real part is
ReF ( )
a
a 2
2
Singularity Functions
We run into special functions when taking the Fourier Transform of functions that have infinite energy.
The first of these special functions is the Delta Function
(t ) lim G (t )
Where G(t) is any function from the set of all functions having the properties
G (t )dt 1
1.
lim G (t ) 0
2. For all t 0
Sifting Property of the Delta Function
Integrating the product of the Delta Function with a “well-behaved” function results in “sampling” the
“well-behaved” function at the time that the Delta Function goes to infinity. Or
b f ( t 0 ) if a t 0 b
f (t ) * (t t
a
0 )dt
0 eleswhere
Proof
Use Integration by parts
b b
U (t )dV (t ) U (t )V (t ) V (t )dU (t )
b
a
a a
a a
f (t ) * (t t
a
0 )dt f (b) 0 f ' (t ) * U (t )dt
t0
f (t ) * (t t
a
0 )dt f (b) f (b) f (t 0 )
f (t ) * (t t 0 )dt f (t 0 )
a Q.E.D
Case 2: t0 < a or t0 > b
b b
Example 2
Take the Fourier Transform of a constant
f(t)=A
1.5
A
1
0.5
0
-2 -1 0 1 2 3
A dt
jt
F ( )
-0.5
Here the integral can’t be directly computed, we have to approach it as a limiting case. Let’s replace the
-1equals the constant as its parameter approaches zero, the
constant with a parameterized function that
double-sided exponential function:
a t
f (t ) A
Now the Transform becomes:
0
A A dt A at jt dt
a t jt jt
Fa ( ) dt at
0
F ( ) lim Fa ( )
a
0
0 if 0
2 Aa
F ( ) lim 2
0 a
2
a if 0
Let a*x =
a
I 2A
a 1 x2
2
adx
1
I 2A dx
1 x2
I 2 A * tan 1 x
I 2 A *
2 2
I 2A
Therefore
F 2A *
Exercises:
1: Find the Fourier Transforms for each of the two pulses
2 f 1(t)
1.5
t
1
0.5
0
-2 -1.5 -1 t
-0.5 0 0.5
t
1 1.5 2t
-0.5
-1
2.5
t
2
1.5
0.5
0
t t
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2t
-0.5
-1
3: Determine the Fourier Transform of the RC low-pass filter output due to each of the pulses in
part 1
Therefore
2 * f t F
jt
d
Let u = and v = t
2 * f v F u
juv
du
Linearity Property
If f1(t) F1()
And f2(t) F2()
Then [a*f1(t) + b*f1(t)] [a*F1() + b*F2()]
Proof:
Results due to the linearity of integration
Scaling Property
If f(t) F()
Then for a real
1
F
f(a*t) a a
Proof:
f a * t f a * t
jt
dt
j x
f a * t f x a dx
1
a
or
1
f a * t F
a a
case 2: a < 0 Again let x = a*t
j
f a * t f x
x 1
a
a
dx
(Note the limits are now backwards)
j x
f a * t f x a dx
1
a
or
1
f a * t F
a a
Therefore including both cases
1
F
f(a*t) a a
Q. E. D.
Note: The compression of a function in the time domain results in an expansion in the frequency
domain and vice versa.
Frequency Shifting
If f t F
Then f t * j0t F 0
Proof:
F f t *
jt
dt
F 0 f t *
j 0 t
dt
F 0 f t * *
j 0t jt
dt
or
F 0 f t * j0t
Q. E. D.
Note: The Modulation Theorem (very important in communications)
Remember Euler’s Identities
jx jx jx jx
cos x sin x
2 and 2j
therefore
f t * jx f t * jx
f t cosx
2
or
F 0 F 0
f t cosx
2
similarly
f t * jx f t * jx
f t sin x
2j
or
F 0 F 0
f t sin x
j
2
Time Shifting
If f t F
Then f t t 0 F 0 * jt0
Proof:
f t F *
1 j t
d
2
f t t0 F *
1 j t t 0
d
2
f t t0 F * *
1 j t 0 j t
d
2
f t t0 F * j t 0
Q. E. D.
d
f t j F
Then dt
t
f d F
1
And
j
Proof:
First for differentiation (part 1)
f t F *
1 j t
d
2
d
f t d 1 F * j t
d
dt dt 2
f t 1 F * dt d
d d j t
dt 2
d
f t 1 F * j *
j t
d
dt 2
d
f t 1 j F *
j t
d
dt 2
or
d
f t j F
dt Q. E. D. for part 1
t t
1
f d 2 F * j
d d
Interchanging the order of integration
t
t j
f d
1
2
F * d d
t
1
f d F * j
1
j t
2 d
t
1
f d j F *
1
j t
d
2
or
t
f d F
1
j Q. E. D. for part 2
Frequency Differentiation
If f t F
dn
jt n f t F
Then dt n
Proof:
F f t *
jt
dt
dn
dn
n
F n
f t * jt dt
dt dt
dn
dt n
F f t *
d n jt
dt n
dt
dn
F f t * jt jt dt
n
n
dt
dn
F jt * f t * jt dt
n
n
dt
or
dn
jt n f t F
dt n Q. E. D.
Time Convolution
If f1 t F1
And f 2 t F2
Then f1 t f 2 t F1 * F2
Proof:
F f t *
jt
dt
Therefore
f1 t f 2 t jt f * f t d dt
1 2
t
f1 t f 2 t f1 f 2 t * jt dt d
t
Let u = t - in the inner integral
f1 t f 2 t f1 f 2 u * j u du d
t u
f1 t f 2 t f 1
j
f 2 u *
ju
du d
t u
Since the inner integral is no longer a function of , it can be brought out as a constant and this leaves
f1 t f 2 t f1 j d * f u *
2
ju
du
t u
or
f1 t f 2 t f1 * f 2 u Q. E. D
Frequency Convolution
If f1 t F1
And f 2 t F2
f1 t * f 2 t F1 F2
1
Then 2
Proof: Same method as for time convolution