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Lecture15 Note

The document is a lecture on Continuous-Time Fourier Transform (CTFT) presented by Prof. Min Dong at Ontario Tech University. It covers key concepts, properties, and examples of the Fourier Transform, including linearity, time shifting, time scaling, differentiation, integration, duality, and convolution. The lecture emphasizes the mathematical relationships and applications of the Fourier Transform in analyzing signals and systems.

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4 views

Lecture15 Note

The document is a lecture on Continuous-Time Fourier Transform (CTFT) presented by Prof. Min Dong at Ontario Tech University. It covers key concepts, properties, and examples of the Fourier Transform, including linearity, time shifting, time scaling, differentiation, integration, duality, and convolution. The lecture emphasizes the mathematical relationships and applications of the Fourier Transform in analyzing signals and systems.

Uploaded by

sma11tangtan
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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ELEE 3110U Signals and Systems

Lecture 15
Prof. Min Dong
Dept. of Electrical Computer and Software Engineering
Ontario Tech University
Fall 2023

1 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Recap: Continuous-Time Fourier Transform
Continuous-time Fourier transform (for aperiodic signals)
1 ∞
Inverse Fourier Transform 𝑥𝑥 𝑡𝑡 = � 𝑋𝑋 𝑗𝑗𝜔𝜔 𝑒𝑒 𝑗𝑗𝜔𝜔𝑡𝑡 𝑑𝑑𝜔𝜔
2𝜋𝜋 −∞
∞
Fourier Transform 𝑋𝑋 𝑗𝑗𝑗𝑗 = � 𝑥𝑥(𝑡𝑡)𝑒𝑒 −𝑗𝑗𝑗𝑗𝑡𝑡 𝑑𝑑𝑡𝑡
−∞

F
Fourier transform pair 𝑥𝑥 𝑡𝑡 𝑋𝑋 𝑗𝑗𝑗𝑗

Fourier transform 𝑋𝑋 𝑗𝑗𝑗𝑗 = F{𝑥𝑥 𝑡𝑡 }

Inverse Fourier transform 𝑥𝑥 𝑡𝑡 = F-1{𝑋𝑋 𝑗𝑗𝑗𝑗 }

2 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Recap: Properties of CT Fourier Transform
• Linearity 𝑥𝑥 𝑡𝑡
F
𝑋𝑋 𝑗𝑗𝑗𝑗 F
F 𝑎𝑎𝑥𝑥 𝑡𝑡 + 𝑏𝑏𝑏𝑏 𝑡𝑡 𝑎𝑎𝑋𝑋 𝑗𝑗𝑗𝑗 + 𝑏𝑏𝑏𝑏 𝑗𝑗𝑗𝑗
𝑦𝑦 𝑡𝑡 𝑌𝑌 𝑗𝑗𝑗𝑗

F F
• Time shift 𝑥𝑥 𝑡𝑡 𝑋𝑋 𝑗𝑗𝑗𝑗 𝑥𝑥 𝑡𝑡 − 𝑡𝑡𝑜𝑜 𝑒𝑒 −𝑗𝑗𝑗𝑗𝑡𝑡𝑜𝑜 𝑋𝑋 𝑗𝑗𝑗𝑗

F F 1 𝜔𝜔
• Time scaling 𝑥𝑥 𝑡𝑡 𝑋𝑋 𝑗𝑗𝑗𝑗 𝑥𝑥 𝑎𝑎𝑡𝑡 𝑋𝑋 𝑗𝑗
|𝑎𝑎| 𝑎𝑎

F
Time reversal 𝑥𝑥 −𝑡𝑡 𝑋𝑋 −𝑗𝑗𝑗𝑗

3 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Recap: Properties of CT Fourier Transform
• Conjugation 𝑥𝑥 𝑡𝑡
F
𝑋𝑋 𝑗𝑗𝑗𝑗 ∗
𝑥𝑥 𝑡𝑡
F
𝑋𝑋 ∗ −𝑗𝑗𝑗𝑗

Conjugate Symmetry
𝑥𝑥 𝑡𝑡 is real ⇒ 𝑋𝑋 ∗ 𝑗𝑗𝑗𝑗 = 𝑋𝑋(−𝑗𝑗𝑗𝑗)

even function of 𝜔𝜔

odd function of 𝜔𝜔

𝑥𝑥 𝑡𝑡 is real and even ⇔ 𝑋𝑋(𝑗𝑗𝑗𝑗) is real and even

𝑥𝑥 𝑡𝑡 is real and odd ⇔ 𝑋𝑋(𝑗𝑗𝑗𝑗) is pure imaginary and odd

4 Copyright©2018, Min Dong, ELEE 3110U, Fall 2018


Properties of CF Fourier Transform
• Differentiation and Integration
F
𝑥𝑥 𝑡𝑡 𝑋𝑋 𝑗𝑗𝑗𝑗

𝑑𝑑𝑑𝑑 𝑡𝑡 F
𝑗𝑗𝑗𝑗𝑋𝑋 𝑗𝑗𝑗𝑗
𝑑𝑑𝑑𝑑

Time domain differentiation → frequency domain multiplication by 𝑗𝑗𝑗𝑗


• Especially useful for LTI system described by LCCDE

𝑡𝑡 F 1
Integration � 𝑥𝑥 𝜏𝜏 𝑑𝑑𝑑𝑑 𝑋𝑋 𝑗𝑗𝑗𝑗 + 𝜋𝜋𝜋𝜋 0 𝛿𝛿(𝜔𝜔)
−∞ 𝑗𝑗𝑗𝑗

𝜋𝜋𝜋𝜋 0 at freq. 𝜔𝜔 = 0
– the dc (average) value
resulted from integration

5 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


F F
𝛿𝛿 𝑡𝑡 1 𝑥𝑥 𝑡𝑡 − 𝑡𝑡𝑜𝑜 𝑒𝑒 −𝑗𝑗𝑗𝑗𝑡𝑡𝑜𝑜 𝑋𝑋 𝑗𝑗𝑗𝑗

Properties of CF Fourier Transform


Example 𝑋𝑋 𝑗𝑗𝑗𝑗 ?

𝑑𝑑𝑑𝑑 𝑡𝑡
𝑔𝑔 𝑡𝑡 =
𝑑𝑑𝑑𝑑

𝑡𝑡 F 1
� 𝑥𝑥 𝜏𝜏 𝑑𝑑𝑑𝑑 𝑋𝑋 𝑗𝑗𝑗𝑗 + 𝜋𝜋𝜋𝜋 0 𝛿𝛿(𝜔𝜔)
−∞ 𝑗𝑗𝑗𝑗

6 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Properties of CT Fourier Transform
Example: 𝑥𝑥 𝑡𝑡 = 𝑢𝑢(𝑡𝑡)

𝑑𝑑𝑑𝑑 𝑡𝑡 𝑑𝑑𝑢𝑢 𝑡𝑡
𝑔𝑔 𝑡𝑡 = = =
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

𝑡𝑡
𝑥𝑥 𝑡𝑡 = � 𝛿𝛿(𝜏𝜏)𝑑𝑑𝑑𝑑
−∞

7 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Properties of CT Fourier Transform
1 ∞
• Duality 𝑥𝑥 𝑡𝑡 = � 𝑋𝑋 𝑗𝑗𝜔𝜔 𝑒𝑒 𝑗𝑗𝜔𝜔𝑡𝑡 𝑑𝑑𝜔𝜔
2𝜋𝜋 −∞
Recall examples of Fourier transform pairs: ∞
𝑋𝑋 𝑗𝑗𝑗𝑗 = � 𝑥𝑥(𝑡𝑡)𝑒𝑒 −𝑗𝑗𝑗𝑗𝑡𝑡 𝑑𝑑𝑡𝑡
−∞

𝜔𝜔𝑇𝑇1
2𝑇𝑇1 sinc
𝜋𝜋

𝑊𝑊 𝑡𝑡𝑡𝑡
sinc
𝜋𝜋 𝜋𝜋

Time domain Frequency domain


8 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023
Properties of CT Fourier Transform
• Duality
1 ∞ for any Fourier transform pair
𝑥𝑥 𝑡𝑡 = � 𝑋𝑋 𝑗𝑗𝜔𝜔 𝑒𝑒 𝑗𝑗𝜔𝜔𝑡𝑡 𝑑𝑑𝜔𝜔
2𝜋𝜋 −∞
⇒ dual pair
∞
−𝑗𝑗𝑗𝑗𝑡𝑡
time (𝑡𝑡) and freq. 𝜔𝜔 interchanged
𝑋𝑋 𝑗𝑗𝑗𝑗 = � 𝑥𝑥(𝑡𝑡)𝑒𝑒 𝑑𝑑𝑡𝑡
−∞

9 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Properties of CT Fourier Transform
Example:
F
↔

1 ∞
𝑥𝑥 𝑡𝑡 = � 𝑋𝑋 𝑗𝑗𝑗𝑗 𝑒𝑒 𝑗𝑗𝑗𝑗𝑗𝑗 𝑑𝑑𝑑𝑑
2𝜋𝜋 −∞

time (𝑡𝑡) freq. 𝜔𝜔

10 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Properties of CT Fourier Transform
• Duality
1 ∞ for any Fourier transform pair
𝑥𝑥 𝑡𝑡 = � 𝑋𝑋 𝑗𝑗𝜔𝜔 𝑒𝑒 𝑗𝑗𝜔𝜔𝑡𝑡 𝑑𝑑𝜔𝜔
2𝜋𝜋 −∞
⇒ dual pair
∞
−𝑗𝑗𝑗𝑗𝑡𝑡
time (𝑡𝑡) and freq. 𝜔𝜔 interchanged
𝑋𝑋 𝑗𝑗𝑗𝑗 = � 𝑥𝑥(𝑡𝑡)𝑒𝑒 𝑑𝑑𝑡𝑡
−∞

𝑑𝑑𝑑𝑑 𝑡𝑡 F
𝑗𝑗𝑗𝑗𝑋𝑋 𝑗𝑗𝑗𝑗 dual pair
𝑑𝑑𝑑𝑑 ⇒

F
𝑥𝑥 𝑡𝑡 − 𝑡𝑡𝑜𝑜 𝑒𝑒 −𝑗𝑗𝑗𝑗𝑡𝑡𝑜𝑜 𝑋𝑋 𝑗𝑗𝑗𝑗

11 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Properties of CT Fourier Transform
• Convolution property F
𝑥𝑥 𝑡𝑡 ↔ 𝑋𝑋 𝑗𝑗𝑗𝑗
LTI
𝑥𝑥 𝑡𝑡 𝑦𝑦 𝑡𝑡 = 𝑥𝑥 𝑡𝑡 ∗ ℎ(𝑡𝑡) F
ℎ(𝑡𝑡) 𝑦𝑦 𝑡𝑡 ↔ 𝑌𝑌 𝑗𝑗𝑗𝑗

𝑋𝑋(𝑗𝑗𝑗𝑗) 𝐻𝐻 𝑗𝑗𝑗𝑗 𝑌𝑌 𝑗𝑗𝑗𝑗 = 𝐻𝐻 𝑗𝑗𝑗𝑗 𝑋𝑋(𝑗𝑗𝑗𝑗)

∞
𝐻𝐻 𝑗𝑗𝑗𝑗 = � ℎ 𝑡𝑡 𝑒𝑒 −𝑗𝑗𝑗𝑗𝑗𝑗 𝑑𝑑𝑑𝑑 : Frequency response of LTI system
−∞

Convolution (in time) Multiplication (in frequency)


∞ ∞ ∞ ∞
𝑦𝑦 𝑡𝑡 = � 𝑥𝑥 𝜏𝜏 ℎ 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑 𝑌𝑌 𝑗𝑗𝑗𝑗 = � 𝑦𝑦(𝑡𝑡)𝑒𝑒 −𝑗𝑗𝑗𝑗𝑡𝑡
𝑑𝑑𝑡𝑡 = � � 𝑥𝑥 𝜏𝜏 ℎ 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑 𝑒𝑒 −𝑗𝑗𝑗𝑗𝑗𝑗 𝑑𝑑𝑑𝑑
−∞ −∞ −∞ −∞

12 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


F F
𝛿𝛿 𝑡𝑡 1 𝑒𝑒 𝑗𝑗𝜔𝜔𝑜𝑜𝑡𝑡 ⋅ 1 𝛿𝛿 𝜔𝜔 − 𝜔𝜔𝑜𝑜

Properties of CT Fourier Transform: LTI System

Frequency response of the system

Response to complex exponentials

13 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Properties of CT Fourier Transform: LTI System
• Examples:

14 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Properties of CT Fourier Transform: LTI System
• Lowpass filtering of an image

15 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


𝑑𝑑𝑑𝑑 𝑡𝑡 F
𝑗𝑗𝑗𝑗𝑋𝑋 𝑗𝑗𝑗𝑗
𝑑𝑑𝑑𝑑

Properties of CT Fourier Transform: LTI System


Examples: 𝑋𝑋(𝑗𝑗𝑗𝑗) 𝑌𝑌(𝑗𝑗𝑗𝑗)
𝐻𝐻(𝑗𝑗𝑗𝑗)

𝐻𝐻 𝑗𝑗𝑗𝑗 ?

16 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Properties of CT Fourier Transform
• Effect of differentiating an image

17 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023


Properties of CT Fourier Transform
Interconnection

𝑥𝑥(𝑡𝑡) ℎ1 (𝑡𝑡) 𝑦𝑦(𝑡𝑡)


ℎ2 (𝑡𝑡)
𝑥𝑥(𝑡𝑡) ℎ 𝑡𝑡 = ℎ1 𝑡𝑡 ∗ ℎ2 (𝑡𝑡) 𝑦𝑦(𝑡𝑡)

𝑥𝑥(𝑡𝑡) ℎ2 (𝑡𝑡) ℎ1 (𝑡𝑡) 𝑦𝑦(𝑡𝑡)

19 Copyright©2023, Min Dong, ELEE 3110U, Fall 2023

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