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Module 11 - Fourier Transforms Part I

class notes for Fourier Transforms Part I

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0% found this document useful (0 votes)
9 views

Module 11 - Fourier Transforms Part I

class notes for Fourier Transforms Part I

Uploaded by

bahaa91919
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Tex as A& M University

ECEN 314– Spring 2022


Signals and Systems

Module 11

Fourier Transforms – Part I


Learning Objectives

Be familiar with the definition of Fourier transform and the


inverse Fourier transform.
Be familiar with various properties of Fourier transforms.
Be able to find the Fourier transform of common signals:
Square pulses
Triangular pulses
Exponentials (both one and two-sided)
Sinusoids
Be able to use properties of Fourier transforms to find
Fourier transforms of more complicated signals.
Square Wave  Square Pulse
𝑥𝑥(𝑡𝑡)
𝐴𝐴 𝐴𝐴𝜏𝜏 𝑘𝑘𝜏𝜏
... ...
𝑋𝑋𝑘𝑘 = 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠
2𝑇𝑇𝑜𝑜 2𝑇𝑇𝑜𝑜
−𝑇𝑇𝑜𝑜 𝜏𝜏 𝜏𝜏 𝑇𝑇𝑜𝑜 𝑡𝑡

2 2 =T
o
/4, A=8

Consider what happens to the periodic


1
sinc

square wave in both the time and frequency


k
0.8

domain as we allow 𝑇𝑇𝑜𝑜 → ∞. 0.6

𝑥𝑥(𝑡𝑡) 0.4

 In the time domain, the 𝐴𝐴


square wave becomes 𝑡𝑡
0.2

an aperiodic square 𝜏𝜏 𝜏𝜏 0

pulse. −
2 2 -0.2

-5 0 5

 In the frequency domain,


 𝜔𝜔𝑜𝑜 → 0 , so that the FS coefficients become more and more densely spaced,
until the frequency content becomes continuous,
 𝑋𝑋𝑘𝑘 → 0 for all 𝑘𝑘, so that each individual FS coefficient gets smaller and
smaller, until the strength of each frequency component becomes zero.
Frequency Content of
Aperiodic Signals

1
𝑥𝑥 𝑡𝑡 = � 𝑋𝑋𝑘𝑘 𝑒𝑒 𝑗𝑗𝑗𝑗𝜔𝜔𝑜𝑜𝑡𝑡 ↔ 𝑋𝑋𝑚𝑚 = � 𝑥𝑥(𝑡𝑡)𝑒𝑒 −𝑗𝑗𝑗𝑗𝜔𝜔𝑜𝑜𝑡𝑡 𝑑𝑑𝑑𝑑
𝑇𝑇𝑜𝑜 𝑇𝑇𝑜𝑜
𝑘𝑘=−∞
In order to avoid the indeterminate expressions, we will pass to the limit as
𝑇𝑇𝑜𝑜 → ∞, by defining:
𝜔𝜔𝑜𝑜 → ∆𝜔𝜔, or 𝑓𝑓𝑜𝑜 → ∆𝑓𝑓,
𝑘𝑘𝜔𝜔𝑜𝑜 → 𝜔𝜔, or 𝑘𝑘𝑓𝑓𝑜𝑜 → 𝑓𝑓,
𝑋𝑋 2𝜋𝜋𝑋𝑋
𝑋𝑋 𝑓𝑓 = ∆𝑓𝑓𝑘𝑘 = 𝑇𝑇𝑜𝑜 𝑋𝑋𝑘𝑘 , or 𝑋𝑋 𝜔𝜔 = ∆𝜔𝜔𝑘𝑘
With these definitions
∞ ∞
X 𝑓𝑓 = 𝑋𝑋𝑘𝑘 𝑇𝑇𝑜𝑜 → ∫−∞ 𝑥𝑥(𝑡𝑡)𝑒𝑒 −𝑗𝑗2𝜋𝜋𝜋𝜋𝜋𝜋 𝑑𝑑𝑑𝑑 or 𝑋𝑋 𝜔𝜔 = ∫−∞ 𝑥𝑥(𝑡𝑡)𝑒𝑒 −𝑗𝑗𝜔𝜔𝑡𝑡 𝑑𝑑𝑑𝑑
∞ ∞ ∞
𝑥𝑥 𝑡𝑡 = � 𝑋𝑋𝑘𝑘 𝑒𝑒 𝑗𝑗2𝜋𝜋𝑘𝑘𝑓𝑓𝑜𝑜 𝑡𝑡 = � 𝑋𝑋(𝑘𝑘𝑘𝑘𝑜𝑜 )𝑒𝑒 𝑗𝑗𝑗𝜋𝜋𝑘𝑘𝑓𝑓𝑜𝑜 𝑡𝑡 ∆𝑓𝑓 → � 𝑋𝑋(𝑓𝑓)𝑒𝑒 𝑗𝑗𝑗𝜋𝜋𝜋𝜋𝜋𝜋 𝑑𝑑𝑑𝑑
𝑘𝑘=−∞ 𝑘𝑘=−∞ −∞
or
1 ∞
𝑥𝑥 𝑡𝑡 = � 𝑋𝑋(𝜔𝜔)𝑒𝑒 𝑗𝑗𝜔𝜔𝑡𝑡 𝑑𝑑𝜔𝜔
2𝜋𝜋 −∞

Now 𝑋𝑋(𝑓𝑓) (or 𝑋𝑋 𝜔𝜔 ) is to be interpreted as the density of the signal content


per unit frequency. It is known as the Fourier transform of the signal 𝑥𝑥(𝑡𝑡).
Fourier Transform
For aperiodic signals, we use the Fourier transform to describe the frequency
content of the signal,
1 ∞ 𝑗𝑗𝜔𝜔𝜔𝜔 ∞
𝑥𝑥 𝑡𝑡 = ∫ 𝑋𝑋(𝜔𝜔)𝑒𝑒 𝑑𝑑𝑑𝑑 ↔ 𝑋𝑋 𝜔𝜔 = ∫−∞ 𝑥𝑥(𝑡𝑡)𝑒𝑒 −𝑗𝑗𝜔𝜔𝜔𝜔 𝑑𝑑𝑑𝑑
2𝜋𝜋 −∞

or with frequency measured in Hz rather than rad/sec


∞ ∞
𝑥𝑥 𝑡𝑡 = ∫−∞ 𝑋𝑋(𝑓𝑓)𝑒𝑒 𝑗𝑗𝑗𝜋𝜋𝜋𝜋𝜋𝜋 𝑑𝑑𝑑𝑑 ↔ 𝑋𝑋 𝑓𝑓 = ∫−∞ 𝑥𝑥(𝑡𝑡)𝑒𝑒 −𝑗𝑗𝑗𝜋𝜋𝜋𝜋𝜋𝜋 𝑑𝑑𝑑𝑑
𝑥𝑥(𝑡𝑡)
Example: 𝐴𝐴
𝐴𝐴, 𝑡𝑡 < 𝜏𝜏/2, 𝑡𝑡
𝑥𝑥 𝑡𝑡 = 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝑡𝑡/𝜏𝜏 = � 𝜏𝜏 𝜏𝜏
0, 𝑡𝑡 > 𝜏𝜏/2.

1

2 2 0.8

∞ 𝜏𝜏/2
𝑋𝑋 𝑓𝑓 = � 𝑥𝑥(𝑡𝑡)𝑒𝑒 −𝑗𝑗𝑗𝜋𝜋𝜋𝜋𝜋𝜋 𝑑𝑑𝑑𝑑 = 𝐴𝐴 � 𝑒𝑒 −𝑗𝑗𝑗𝜋𝜋𝜋𝜋𝜋𝜋 𝑑𝑑𝑑𝑑
0.6

−∞ −𝜏𝜏/2

)
0.4

𝜏𝜏/2
−𝑗𝑗𝑗𝜋𝜋𝜋𝜋𝜋𝜋
𝑒𝑒 𝑒𝑒 −𝑗𝑗𝜋𝜋𝜋𝜋𝜏𝜏 − 𝑒𝑒 𝑗𝑗𝜋𝜋𝜋𝜋𝜋𝜋 sin(𝜋𝜋𝜋𝜋𝜋𝜋)
0.2

X(f)/(A*
= 𝐴𝐴 � = 𝐴𝐴 = 𝐴𝐴
−𝑗𝑗𝑗𝜋𝜋𝜋𝜋 −𝑗𝑗𝑗𝜋𝜋𝜋𝜋 𝜋𝜋𝜋𝜋
0

−𝜏𝜏/2 -0.2

= 𝐴𝐴𝜏𝜏sinc(𝑓𝑓𝑓𝑓) -0.4

-10 -5 0 5 10

f*
Fourier Transform Properties
To help aid in finding Fourier transforms of various signals, there are properties
similar to those for Fourier Series.
Property Signal Transform, Hz Transform, rad/sec
𝑥𝑥(𝑡𝑡) 𝑋𝑋(𝑓𝑓) 𝑋𝑋(𝜔𝜔)
𝑦𝑦(𝑡𝑡) 𝑌𝑌(𝑓𝑓) 𝑌𝑌(𝜔𝜔)
Linearity 𝑎𝑎𝑎𝑎 𝑡𝑡 + 𝑏𝑏𝑏𝑏(𝑡𝑡) 𝑎𝑎𝑎𝑎 𝑓𝑓 + 𝑏𝑏𝑏𝑏(𝑓𝑓) 𝑎𝑎𝑎𝑎 𝜔𝜔 + 𝑏𝑏𝑏𝑏(𝜔𝜔)
Time Shift 𝑥𝑥(𝑡𝑡 − 𝑡𝑡𝑜𝑜 ) 𝑋𝑋(𝑓𝑓)𝑒𝑒 −𝑗𝑗𝑗𝜋𝜋𝜋𝜋𝑡𝑡𝑜𝑜 𝑋𝑋(𝜔𝜔)𝑒𝑒 −𝑗𝑗𝜔𝜔𝑡𝑡𝑜𝑜
Freq. Shift 𝑥𝑥(𝑡𝑡)𝑒𝑒 𝑗𝑗𝑗𝜋𝜋𝑓𝑓𝑜𝑜𝑡𝑡 𝑋𝑋(𝑓𝑓 − 𝑓𝑓𝑜𝑜 ) 𝑋𝑋(𝜔𝜔 − 𝜔𝜔𝑜𝑜 )
Modulation 𝑥𝑥 𝑡𝑡 cos(2𝜋𝜋𝑓𝑓𝑜𝑜 𝑡𝑡) 1 1 1
𝑋𝑋 𝑓𝑓 − 𝑓𝑓𝑜𝑜 𝑋𝑋(𝜔𝜔 − 𝜔𝜔𝑜𝑜 ) + 𝑋𝑋(𝜔𝜔 + 𝜔𝜔𝑜𝑜 )
2 2 2
1
+ 𝑋𝑋 𝑓𝑓 + 𝑓𝑓𝑜𝑜
2
Time Reversal 𝑥𝑥(−𝑡𝑡) 𝑋𝑋(−𝑓𝑓) 𝑋𝑋(−𝜔𝜔)

Scaling 𝑥𝑥(𝑎𝑎𝑎𝑎) 1 𝑓𝑓 1 𝜔𝜔
𝑋𝑋 𝑋𝑋
|𝑎𝑎| 𝑎𝑎 |𝑎𝑎| 𝑎𝑎
Conjugation 𝑥𝑥 ∗ (𝑡𝑡) 𝑋𝑋 ∗ (−𝑓𝑓) 𝑋𝑋 ∗ (−𝜔𝜔)
Fourier Transform Properties
More properties

Property Signal Transform, Hz Transform, rad/sec


𝑥𝑥(𝑡𝑡) 𝑋𝑋(𝑓𝑓) 𝑋𝑋(𝜔𝜔)
𝑦𝑦(𝑡𝑡) 𝑌𝑌(𝑓𝑓) 𝑌𝑌(𝜔𝜔)

Differentiation 𝑑𝑑𝑑𝑑 𝑗𝑗𝑗𝜋𝜋𝜋𝜋𝜋𝜋(𝑓𝑓) 𝑗𝑗𝜔𝜔𝑋𝑋(𝜔𝜔)


𝑑𝑑𝑑𝑑
Integration 𝑡𝑡 𝑋𝑋(𝑓𝑓) 𝑋𝑋(𝜔𝜔)
� 𝑥𝑥 𝑢𝑢 𝑑𝑑𝑑𝑑
(assuming −∞
𝑗𝑗𝑗𝜋𝜋𝜋𝜋 𝑗𝑗𝑗𝜋𝜋𝜋𝜋
𝑋𝑋 0 = 0)

Multiplication 𝑥𝑥 𝑡𝑡 𝑦𝑦(𝑡𝑡) 1 ∞
� 𝑋𝑋 𝑢𝑢 𝑌𝑌 𝑓𝑓 − 𝑢𝑢 𝑑𝑑𝑑𝑑 � 𝑋𝑋 𝑢𝑢 𝑌𝑌 𝜔𝜔 − 𝑢𝑢 𝑑𝑑𝑑𝑑
−∞ 2𝜋𝜋 −∞

Convolution � 𝑥𝑥 𝜏𝜏 𝑦𝑦 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝜏𝜏
𝑋𝑋(𝑓𝑓) 𝑌𝑌(𝑓𝑓) 𝑋𝑋(𝜔𝜔) 𝑌𝑌(𝜔𝜔)
−∞

Even Signals 𝑥𝑥(𝑡𝑡) real and even 𝑋𝑋(𝑓𝑓) real and even 𝑋𝑋(𝜔𝜔) real and even

Odd Signals 𝑥𝑥(𝑡𝑡) real and odd 𝑋𝑋(𝑓𝑓) imaginary and odd 𝑋𝑋(𝜔𝜔) imaginary and odd
Common Fourier Transforms
Example 1: Find the Fourier Transform for the
A=1, =1

one-sided exponential, 𝑥𝑥 𝑡𝑡 = 𝐴𝐴𝑒𝑒 −𝑡𝑡/𝜏𝜏 𝑢𝑢(𝑡𝑡)


1

0.8

0.6

x(t)
0.4

0.2

0 1 2 3 4 5 6

Answer:
𝐴𝐴𝐴𝐴
𝑋𝑋 𝜔𝜔 =
1+𝑗𝑗𝑗𝑗𝑗𝑗
or
𝐴𝐴𝐴𝐴
𝑋𝑋 𝑓𝑓 =
1 + 𝑗𝑗2𝜋𝜋𝜋𝜋𝜏𝜏
Common Fourier Transforms
Example 2: Find the Fourier Transform for the
A=1, =1

two-sided exponential, 𝑥𝑥 𝑡𝑡 = 𝐴𝐴𝑒𝑒 −|𝑡𝑡|/𝜏𝜏


1

0.8

0.6

x(t)
0.4

0.2

-6 -4 -2 0 2 4 6

Answer:
2𝐴𝐴𝐴𝐴
𝑋𝑋 𝜔𝜔 =
1+(𝜔𝜔𝜔𝜔)2
or
2𝐴𝐴𝐴𝐴
𝑋𝑋 𝑓𝑓 =
1 + (2𝜋𝜋𝜋𝜋𝜏𝜏)2
Common Fourier Transforms
A=1, =1

Example 3: Find the Fourier Transform for the 1

𝑡𝑡
𝐴𝐴 1 − , 𝑡𝑡 < 𝜏𝜏,
triangle function, 𝑥𝑥 𝑡𝑡 = � 𝜏𝜏 0.8

0, 𝑡𝑡 > 𝜏𝜏.
0.6

x(t)
0.4

0.2

-2 -1 0 1 2

Answer:
𝜔𝜔𝜔𝜔
𝑋𝑋 𝜔𝜔 = 𝐴𝐴𝜏𝜏 2 sinc 2
2𝜋𝜋
or
𝑋𝑋 𝑓𝑓 = 𝐴𝐴𝜏𝜏 2 sinc 2 (𝑓𝑓𝑓𝑓)
Common Fourier Transforms
a=1, b=5

Example 4: Find the Fourier Transform for 1

the one-sided exponentially decaying sinusoid,


𝑥𝑥 𝑡𝑡 = 𝐴𝐴𝑒𝑒 −𝑎𝑎𝑎𝑎 cos(𝑏𝑏𝑏𝑏)𝑢𝑢(𝑡𝑡) 0.5

x(t)
-0.5

-1

0 1 2 3 4 5 6 7

Answer:
𝐴𝐴(𝑎𝑎 + 𝑗𝑗𝑗𝑗)
𝑋𝑋 𝜔𝜔 =
𝑎𝑎2 + 𝑏𝑏 2 − 𝜔𝜔 2 + 2𝑗𝑗𝑗𝑗𝑗𝑗

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