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Fourier Transform

A tutorial on Fourier Transforms
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19 views19 pages

Fourier Transform

A tutorial on Fourier Transforms
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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The 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  

J. N. Denenberg February 4, 2013


Fourier Transform Page 2

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

The sum can be rewritten as


0 
fT (t ) 
2
 F ( ) * 
n  
n
j n t

or

1
fT (t ) 
2
 F ( ) * 
n  
n
j n t
0

Taking the limit as T 

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

J. N. Denenberg February 4, 2013


Fourier Transform Page 3

 
1 j t
f (t ) 
2  F ( ) * 

d F ( )  f T (t ) * 
 j t
dt
and 

This pair of equations defines the Fourier Transform


1. F() is the Fourier Transform of f(t)
2. f(t) is the inverse Fourier Transform of F()
3. F() is also called the Spectral Density of f(t) as it describes how the energy of the original
pulse is distributed as a function of frequency (in radians per second)
I use a backwards upper case script “F” to denote taking the Fourier Transform of a function and the
same symbol with a “-1” superscript to denote taking the inverse Fourier Transform.

J. N. Denenberg February 4, 2013


Fourier Transform Page 4

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 jt dt



F ( )     at  jt 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

J. N. Denenberg February 4, 2013


Fourier Transform Page 5

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

ReF ( ) 
a
a 2
2

and the imaginary part is



ImF ( ) 
a 2
2

The phase is then given by


 ImF ( )  
  tan 1     tan 1  
 ReF ( ) a
Note: The ArcTan function of your calculator can lie! Its answers always fall
between ±90 (±π/2) and the real answer can be in one of the other two
quadrants. You should draw a picture to adjust your result as required.

J. N. Denenberg February 4, 2013


Fourier Transform Page 6

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

Let U(t) = f(t) and dV(t) = (t-t0)dt


b b

 f (t ) * (t  t 0 )dt  f (t )U (t  t 0 ) a   f ' (t ) * U (t )dt


b

a a

Case 1: a < t0 < b


b b

 f (t ) * (t  t
a
0 )dt  f (b)  0   f ' (t ) * U (t )dt
t0

 f (t ) * (t  t )dt  f (b)  f (t ) t


b
0 0
a

 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

 f (t ) * (t  t 0 )dt  0  0   0dt  0


a a Q.E.D

J. N. Denenberg February 4, 2013


Fourier Transform Page 7

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
jt
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 jt dt
a t jt jt
Fa ( )   dt   at

  0

Let u = - in the first integral


0 
Fa ( )   A at j ( u )t dt   A at jt dt
 0

From our first example this is:


A A 2 Aa
Fa ( )    2
a  j a  j a   2
Now we need to take the limit as a 0 to get F()

J. N. Denenberg February 4, 2013


Fourier Transform Page 8

F ( )  lim Fa ( )
a
 0

0 if   0
2 Aa
F ( )  lim 2 
 0 a  
2
a  if   0

so this is a -function that goes to  at  = 0 if its integral is a constant.



a
I  2A a

2
2
d

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  2A
Therefore
F    2A *  

J. N. Denenberg February 4, 2013


Fourier Transform Page 9

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

J. N. Denenberg February 4, 2013


Fourier Transform Page 10

2: Find the transfer function for the simple RC low-pass filter

3: Determine the Fourier Transform of the RC low-pass filter output due to each of the pulses in
part 1

4: Find the limit of each of the results in part 3 as t 0

J. N. Denenberg February 4, 2013


Fourier Transform Page 11

Properties of the Fourier Transform


Symmetry Property
If f(t) F()
Then F(t) 2 f(-)
Proof:

1 j t
f (t ) 
2  F ( ) * 

d

Therefore

2 * f  t    F  
 jt
d


Let u =  and v = t

2 * f  v    F u 
 juv
du


Now let  = v and t = u



2 * f      F t 
 jt
dt


Therefore F(t) 2 f(-)


And if f(t) is an even function
F(t) 2 f()

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

J. N. Denenberg February 4, 2013


Fourier Transform Page 12

Scaling Property
If f(t) F()
Then for a real
1  
F 
f(a*t) a a

Proof:

 f a * t    f a * t 
 jt
dt


case 1: a > 0 Let x = a*t


 
j
 f a * t   f x 
x 1


a
a
dx

 
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.

J. N. Denenberg February 4, 2013


Fourier Transform Page 13

Frequency Shifting
If f t   F  

Then f t  *  j0t  F    0 

Proof:

F     f t  * 
 jt
dt



F    0    f t  * 
 j   0 t
dt



F    0     f t  *  * 
 j 0t  jt
dt


or

F    0    f t  *  j0t 
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  cosx  
2
or
F    0   F    0 
f t  cosx  

2
similarly
f t  *  jx  f t  *   jx
f t sin x  
2j
or
F    0   F    0 
f t sin x  
 j
2

J. N. Denenberg February 4, 2013


Fourier Transform Page 14

Time Shifting
If f t   F  

Then f t  t 0   F  0  *   jt0

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.

J. N. Denenberg February 4, 2013


Fourier Transform Page 15

Time Differentiation and Integration


If f t   F  

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

J. N. Denenberg February 4, 2013


Fourier Transform Page 16

Now for integration (part 2)



f t    F   * 
1 j t
d
2 

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

J. N. Denenberg February 4, 2013


Fourier Transform Page 17

Frequency Differentiation
If f t   F  

dn
 jt n f t   F  
Then dt n
Proof:


F     f t  * 
 jt
dt


dn  

dn
n
F    n 
f t  *   jt dt 
dt dt   

dn
dt n
F     f t  *
d n  jt
dt n
 dt 

dn
F     f t  *  jt    jt dt
n
n
dt 

 

dn
F      jt  * f t  *   jt dt
n
n
dt 

or

dn
 jt n f t   F  
dt n Q. E. D.

J. N. Denenberg February 4, 2013


Fourier Transform Page 18

The Convolution Theorem


Definition: the convolution of two functions f1 t  and f 2 t  is defined as:
 
f1 t   f 2 t    f1   * f 2 t   d   f   * f t   d
2 1
 

Time Convolution

If f1 t   F1  

And f 2 t   F2  

Then  f1 t   f 2 t   F1   * F2  
Proof:


F     f t  * 
 jt
dt


Therefore

 

 f1 t   f 2 t      jt   f   * f t   d  dt
1 2
t     


  
 f1 t   f 2 t    f1    f 2 t    *   jt 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  * 
 ju
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
 ju
du
t   u  

or
 f1 t   f 2 t    f1  *  f 2 u  Q. E. D

J. N. Denenberg February 4, 2013


Fourier Transform Page 19

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

J. N. Denenberg February 4, 2013

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