Module 12 - Fourier Transforms Part II
Module 12 - Fourier Transforms Part II
Module 12
Fourier Transforms
Learning Objectives
𝑗𝑗 𝑗𝑗
ℱ sin 2𝜋𝜋𝑓𝑓𝑜𝑜 𝑡𝑡 = 𝛿𝛿 𝑓𝑓 − 𝑓𝑓𝑜𝑜 − 𝛿𝛿 𝑓𝑓 + 𝑓𝑓𝑜𝑜 .
2 2
Not surprisingly, all of the frequency content of sinusoids is contained at 𝑓𝑓 = ±𝑓𝑓𝑜𝑜 .
Fourier Transforms of Periodic
Signals
Suppose 𝑥𝑥(𝑡𝑡) is a periodic signal with a period of 𝑇𝑇𝑜𝑜 (fundamental frequency of 𝑓𝑓𝑜𝑜 =
1/𝑇𝑇𝑜𝑜 ) with some Fourier series representation
∞
𝑥𝑥 𝑡𝑡 = � 𝑋𝑋𝑘𝑘 𝑒𝑒 𝑗𝑗𝑗𝜋𝜋𝜋𝜋𝑓𝑓𝑜𝑜 𝑡𝑡 .
𝑘𝑘=−∞
𝑋𝑋(𝑓𝑓)
𝑥𝑥(𝑡𝑡) 𝑋𝑋−1 𝑋𝑋1
𝑋𝑋−3 𝑋𝑋3
... ... 𝑋𝑋−5 𝑋𝑋−2 𝑋𝑋2 𝑋𝑋5
𝑓𝑓
−𝑇𝑇𝑜𝑜 𝑇𝑇𝑜𝑜 𝑡𝑡 −5𝑓𝑓𝑜𝑜 −3𝑓𝑓𝑜𝑜 −𝑓𝑓𝑜𝑜 𝑓𝑓𝑜𝑜 3𝑓𝑓𝑜𝑜 5𝑓𝑓𝑜𝑜
𝑋𝑋−4 𝑋𝑋4
The Impulse Train
Later in the course we will use a periodic 𝑥𝑥(𝑡𝑡)
impulse train to convert signals from
continuous time to discrete time.
∞
... ...
𝑥𝑥 𝑡𝑡 = � 𝛿𝛿(𝑡𝑡 − 𝑚𝑚𝑡𝑡𝑜𝑜 ) .
𝑚𝑚=−∞ −2𝑇𝑇𝑜𝑜 −𝑇𝑇𝑜𝑜 𝑇𝑇𝑜𝑜 2𝑇𝑇𝑜𝑜 3𝑇𝑇𝑜𝑜 𝑡𝑡
Since this signal is periodic, it has a Fourier
Series representation with coefficients given
by
𝑋𝑋(𝑓𝑓)
𝑇𝑇𝑜𝑜 /2
1
𝑋𝑋𝑘𝑘 = � 𝑥𝑥 𝑡𝑡 𝑒𝑒 −𝑗𝑗𝑗𝜋𝜋𝑘𝑘𝑘𝑘𝑜𝑜 𝑡𝑡 𝑑𝑑𝑑𝑑
𝑇𝑇𝑜𝑜 −𝑇𝑇𝑜𝑜/2 1/𝑇𝑇𝑜𝑜
𝑇𝑇𝑜𝑜 /2
... ...
1 1
= � 𝛿𝛿 𝑡𝑡 𝑒𝑒 −𝑗𝑗𝑗𝜋𝜋𝑘𝑘𝑘𝑘𝑜𝑜𝑡𝑡 𝑑𝑑𝑑𝑑 = . 𝑡𝑡
𝑇𝑇𝑜𝑜 −𝑇𝑇𝑜𝑜/2 𝑇𝑇𝑜𝑜 −2𝑓𝑓𝑜𝑜 −𝑓𝑓𝑜𝑜 𝑓𝑓𝑜𝑜 2𝑓𝑓𝑜𝑜 3𝑓𝑓𝑜𝑜
𝑠𝑠𝑠𝑠𝑠𝑠 𝑡𝑡 ↔
2
(or
1
). 𝑡𝑡
𝑗𝑗𝑗𝑗 𝑗𝑗𝜋𝜋𝜋𝜋 -1
We can relate the unit step function to the
signum function according to
Note: The presence of the delta
1 𝑠𝑠𝑠𝑠𝑠𝑠(𝑡𝑡)
𝑢𝑢 𝑡𝑡 = + function in the spectrum of the unit
2 2 step is the result of the step having a
1 1 1 1
ℱ 𝑢𝑢 𝑡𝑡 = 2 𝛿𝛿(𝜔𝜔) + 𝑗𝑗𝑗𝑗 or 𝛿𝛿 𝑓𝑓 + 𝑗𝑗2𝜋𝜋𝜋𝜋 . DC component (average value) of ½.
2
Duality
o In words, this means that if we know a certain Fourier transform pair, then we
can exchange the roles of time and frequency to produce a new Fourier
transform pair (to within a minus sign).
Example
rect(𝑡𝑡) ↔ sinc(𝑓𝑓) duality sinc(𝑡𝑡) ↔ rect(−𝑓𝑓)
Power/Energy in Signals
o Recall from your study of circuits, that if 𝑥𝑥(𝑡𝑡) is a voltage in a resistor, then its
instantaneous power is given by 𝑝𝑝 𝑡𝑡 = 𝑥𝑥 2 (𝑡𝑡)/𝑅𝑅 while if it is a current then
𝑝𝑝 𝑡𝑡 = 𝑥𝑥 2 𝑡𝑡 ∗ 𝑅𝑅.
o In order to allow us to study the power in a signal without having to worry
about whether it is a current or a voltage, we often talk about a normalized
power where it is assumed that 𝑅𝑅 = 1Ω, so that regardless of whether the
signal is a voltage or a current, 𝑝𝑝 𝑡𝑡 = 𝑥𝑥 2 (𝑡𝑡).
𝑑𝑑𝑑𝑑
o If we use the relationship between power and energy, 𝑝𝑝 𝑡𝑡 = , then energy
𝑑𝑑𝑑𝑑
in this context energy would be 𝑤𝑤 𝑡𝑡 = ∫ 𝑝𝑝 𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫ 𝑥𝑥 2 𝑡𝑡 𝑑𝑑𝑑𝑑.
o Moving forward, we will just refer to these quantities as power and energy.
Power/Energy in Signals
2 2
... ...
1 1
−1 1 3 5 𝑡𝑡 −1 1 3 5 𝑡𝑡
−1 −1
o This result is known as Parseval’s theorem and it states that the energy of a
signal is the same in the time domain and in the frequency domain
∞ ∞ 1 ∞
𝑊𝑊 = ∫−∞ 𝑥𝑥 2 (𝑡𝑡) = ∫−∞ 𝑋𝑋 𝑓𝑓 2 𝑑𝑑𝑑𝑑
or ∫ 𝑋𝑋 𝜔𝜔 2 𝑑𝑑𝜔𝜔
2𝜋𝜋 −∞
o For power type signals, there is an equivalent result involving Fourier series
coefficients
𝑇𝑇𝑜𝑜 ∞
1
𝑃𝑃 = � 𝑥𝑥 2 𝑡𝑡 𝑑𝑑𝑑𝑑 = � 𝑋𝑋𝑘𝑘 2
𝑇𝑇𝑜𝑜
𝑡𝑡𝑜𝑜 𝑘𝑘=−∞
Example
o Suppose we wanted to find the energy in the signal 𝑥𝑥 𝑡𝑡 = sinc(𝑡𝑡).
Performing the computation directly, we would need to calculate the integral
∞ ∞ sin2 (𝜋𝜋𝜋𝜋)
𝑊𝑊 = ∫−∞ sinc 2 (𝑡𝑡) 𝑑𝑑𝑑𝑑 = ∫−∞ (𝜋𝜋𝜋𝜋)2 𝑑𝑑𝑑𝑑.
0.8 0.8
0.6
Areas underneath 0.6
(t)
(f)
2
2
two curves are equal
rect
sinc
0.4 0.4
0.2 0.2
0 0
-5 0 5 -1 -0.5 0 0.5 1
time frequency
Time/Frequency Relationships
𝑥𝑥(𝑡𝑡) 𝑋𝑋(𝑓𝑓)
Consider the time-scaling
property of Fourier Transforms:
1 𝑓𝑓 𝑡𝑡 𝑓𝑓
𝑥𝑥 𝑎𝑎𝑎𝑎 ↔ 𝑋𝑋 .
𝑎𝑎 𝑎𝑎
Suppose 𝑥𝑥(𝑡𝑡) has a bandwidth 𝑥𝑥(2𝑡𝑡) 𝑋𝑋(𝑓𝑓/2)/2
of 𝐵𝐵 Hz so that 𝑋𝑋 𝑓𝑓 = 0 for all
𝑓𝑓 > 𝐵𝐵.
𝑓𝑓 𝑓𝑓
Then, 𝑋𝑋 = 0 for all > 𝐵𝐵 𝑡𝑡 𝑓𝑓
𝑎𝑎 𝑎𝑎
or equivalently, for all 𝑓𝑓 > 𝑎𝑎𝐵𝐵.
Therefore, 𝑥𝑥 𝑎𝑎𝑎𝑎 will have a
bandwidth of 𝑎𝑎𝑎𝑎 Hz. 2𝑋𝑋(2𝑓𝑓)
𝐵𝐵𝑎𝑎𝑎𝑎𝑎𝑎 = ∞
0.8
𝐵𝐵𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒(95%)
0.4
= 2.20𝐻𝐻𝐻𝐻
𝐵𝐵𝑙𝑙𝑙𝑙𝑙𝑙(10%) = 2.68 𝐻𝐻𝐻𝐻
𝐵𝐵𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒(99%)
0.2
= 11.4𝐻𝐻𝐻𝐻
10% level
0
-5 -4 -3 -2 -1 0 1 2 3 4 5
f (Hz)
Note: When measuring
BWs, only measure
𝐵𝐵𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛 = 1 𝐻𝐻𝐻𝐻 positive frequencies.