Fourier (2)

Hany Ferdinando
Dept. of Electrical Eng.
Petra Christian University

Fourier (2) - Hany Ferdinando

2
Overview
Fourier transform for continuous-time
signal
Fourier transform for discrete-time
signal
Properties
Convolution with Fourier
Introduction to DFT and FFT

Fourier (2) - Hany Ferdinando

3
Fourier Analysis
Fourier Series
Exponential
Sinusoid
Discrete-time Fourier Transform
Fourier Transform
Discrete Fourier Transform (DFT)
Fast Fourier Transform (FFT)

Fourier (2) - Hany Ferdinando

4
Discrete-time Fourier Transform (DTFT)

=
k
jk
k
j
e f e F
u u
) (
}

=
t
t
u u
u
t
d e e F f
jk j
k
) (
2
1

Fourier (2) - Hany Ferdinando

5
Exercise
h(n) = 1 for 0 n N-1, find the DTFT
Proof that cos u, has sequence
{,0,} in time domain

Fourier (2) - Hany Ferdinando

6
Properties of DTFT
Convergence
Linearity
Convolution
Time shifting
Parsevals theorem
Frequency convolution

Fourier (2) - Hany Ferdinando

7
Convolution with Fourier
We have f = for n=1 and so is g,
what is the spectrum of y = fg?
We have two choices to solve it:
Multiply f and g, then find the signal in
frequency domain, or
Transform both f and g to frequency
domain, then convolve them

Fourier (2) - Hany Ferdinando

8
Convolution with Fourier
F = cos u and G = cos u also
2
cos
) (
cos
2
cos
) (
) sin sin cos (cos cos
2
1
) (
) cos( cos
2
1
) (
2
u
| |
t
u
| | u | u |
t
| | u |
t
u
t
t
u
t
t
u
t
t
u
=
=
+ =
=
}
}
}

j
j
j
j
e Y
d e Y
d e Y
d e Y

Fourier (2) - Hany Ferdinando

9
Application of DTFT
It is applied when one wants to design
a digital filter
The frequency response of the filter is
known then one has to calculate its
coefficients
For detail discussion, please refer to
Digital Signal Processing course for
filter design

Fourier (2) - Hany Ferdinando

10
Continuous-time Fourier Transform
}

= dt e t f j F
t je
e ) ( ) (
}

= e e
t
e
d e j F t f
t j
) (
2
1
) (

Fourier (2) - Hany Ferdinando

11
Energy and Power Signal
Energy signal is defined as


Power signal has infinite energy but
finite power
}

< dt t f ) (
2
}

<
2 /
2 /
2
) (
1
lim
T
T
T
dt t f
T
}

~ dt t f ) (
2

Fourier (2) - Hany Ferdinando

12
Exercise
A
T/2 -T/2 t
f(t)
-20 -15 -10 -5 0 5 10 15 20
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1

Fourier (2) - Hany Ferdinando

13
Properties of Fourier Transform
Symmetry
Linearity
Scaling
Time shifting (delay)
Frequency shifting (modulation)
Time convolution
Frequency convolution

Fourier (2) - Hany Ferdinando

14
Properties of Fourier Transform
Time differentiation
Time integration
Frequency differentiation
Frequency integration
Reversal

Fourier (2) - Hany Ferdinando

15
The Energy Spectrum
For periodic function, its power can
be associated with the power
contained in each harmonic
component of the signal
For non periodic function, the energy
over the interval (-,) is finite, while
the power is zero

Fourier (2) - Hany Ferdinando

16
The Energy Spectrum
Energy is defined as
Proof that
}

= dt t f E ) (
2
( )
} }

= = e e
t
d j F dt t f E
2
2
2
1
) (

Fourier (2) - Hany Ferdinando

17
Numerical Fourier Transform
How to calculate Fourier transform in
computer?
The integration is approximated with
sum and the technique is called DFT
(Discrete Fourier Transform)

Fourier (2) - Hany Ferdinando

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Numerical Fourier Transform
Unfortunately, DFT offers problem in
computation speed
For n values, we need n
2
of multiplication and
n(n-1) of addition
To solve this problem, FFT (Fast Fourier
Transform) is used
For detail discussion about DFT and FFT,
please refer to Digital Signal Processing
course

Fourier (2) - Hany Ferdinando

19
Next
The Fourier transform is discussed and students have to
exercise how to use it.
For the next class, students have to read Z transform:
Signals and Systems by A. V. Oppeneim ch 10, or
Signals and Linear Systems by Robert A. Gabel ch 4, or
Sinyal & Sistem (terj) ch 10