3/17/2015

Link Between Fourier Transform (FT) and

Fourier Series (FS) (I)

ECE 219 : Signal, System & Control

Limiting process: An a-periodic signal can be expressed as a continuous

sum (integral) of everlasting exponentials (or sinusoids).

x (t)

xTo(t)

Chapter 4: Continuous-Time Signal Analysis: The Fourier

Transform

Navneet Upadhyay

Dept. of Electronics & Communication Engineering

The LNM Institute of Information Technology, Jaipur

xt lim xT0 t
T0

i.e. pulses in periodic signal repeats after an infinite interval.

FS representing xT0(t) will also represent x(t) in the limit T0
The Exponential FS of xT0(t)
where
and

Link Between Fourier Transform (FT) and

Fourier Series (FS) (II)
Integrating xT0(t) over (-T0/2, T0/2)
is the same as integrating x(t) over
(-.)

Link Between FT and FS (III)

From Eq. (1) and Eq. (4)

To see the nature of the spectrum

as T0 , define X() as a Doubling T0, halves the fundamental
continuous function of
frequency 0 and envelop 1/T0 X(), but
not shape

T0 0 0 replace 0 by more appropriate notation ,

=2/T0

0,,2,3,....
xT0(t) is the sum of everlasting exponentials of frequencies 0,+,+2,+3,
X n . In the limit
(FS). Amount of component of frequency n
n is
2
T0 0 and xT t xt
0

The signal is approximated by sum of complex exponentials with Dn =

X(n). [EFS]
FS becomes the Fourier integral in the
limit of T0

Relation between Dn and X()

T0 0 0 Dn 0
i.e. Dn are (1/T0) times the samples of i.e. spectrum is so dense that the spectral
X(), which are uniformly spaced at component are spaced at zero intervals,
intervals of 0
and amp. of each component is zero.

Area under the function X e jt . Thus

X ( ) F xt

x(t ) e

jt

dt

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The Fourier Transform Spectrum

The Fourier transform:
X ( )

x(t ) e

jt

dt xt cos tdt j xt sin tdt

Summary: Definition of Fourier Transform

Fourier Transform is used to represent a-periodic (not periodic) signal in
term of exponentials ejt. The forward and inverse FT are defined for aperiodic signal as:

X ( ) X ( ) e X ( )
The Phase Spectrum

The Amplitude (Magnitude) Spectrum

X ( )

jt
x(t ) e dt

X ( ) X *

For all

X X *

i.e. if x(t) is a real function of t, then X() and X(-) are complex conjugate.
The amplitude spectrum is an even function and the phase is an odd
function.

FS is used to represent periodic signal in term of sinusoidal or

exponentials ejn0t.

The Inverse Fourier transform:

x(t ) F 1 X

Transform pair

x(t ) X ( )

1
2

X ( )e

jt

Existence of the Fourier Transform (I)

A signal x(t) is said to have a Fourier transform in the ordinary
sense if the above integral converges
Fact: The integral does converge if
1. the signal x(t) is well-behaved
2. and x(t) is absolutely integrable, namely,

Existence of the Fourier Transform (II)

Fact: if x(t) is periodic and has a Fourier series, then

is a weighted sum of impulses in frequency domain.

Consider the signal
xt 1

| x(t ) | dt dt

then X() exists for every frequency and is continuous.

well behaved means that the signal has a finite number of
discontinuities, maxima, and minima within any finite time interval
Fact: if x(t) has finite energy, i.e.,

Clearly x(t) does not satisfy

the first requirement since

Therefore, the constant signal does not have a Fourier transform in the
ordinary sense
Consider the signal x t e atu t

x e

jt
u t e dt

at

e a j t dt e a j t dt 0
0

then X() exists for most frequencies and has finite energy.

1
e a j t
a j

t
t 0

If a<0, FT, X() does not exist

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Fourier Transform Examples

Fourier Transform Examples (Contd)

Fourier integral of eatu(t) does not converge for a < 0. Hence FT of

eatu(t) does not exixt for a < 0 (growing exponential).
If a=0, x(t)=u(t), and X() DOES NOT EXIST IN ORDINARY SENCE.

We can rationalize X().

One-sided exponential decay is defined by eatu(t) with a > 0:

We can better picture X() using polar representation

The Fourier transform of one-sided decay is:

Since x(t) has finite area, its transform is continuous.

x(t) is real but its transform is complex valued.

Fourier Transform Examples (Contd)

Fourier transform at = 0:

is the area under x(t), called the DC value.

For x(t) = eatu(t), X(0) =1/a is the only real value and largest in
magnitude.
For one-sided decay, X() = X(), complex conjugate of X().
This is true for all real-valued signals.

FT produce continuous frequency spectra while FS produce discrete line spectra

with nonzero values at specific frequencies.

Define Three Useful Functions

A unit rectangular window (also called a unit gate) function rect(x):
0
x
rect 0.5

1

| x | / 2
| x | / 2
| x | / 2

A unit triangle function (x):

x 0

1 2 x /

| x | / 2
| x | / 2

Interpolation function Sinc(x): The sinc function is very important.

Sadly, it has two definitions.
We need only positive frequencies for real-valued signals.

sin cx

sin x
x

or

sin cx

sin x
x

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More about Sinc(x) function

Fourier Transform of x(t) = rect(t/)

sinc(x) is an even function of x.

Evaluation:

sinc(x) = 0 when sin(x) = 0 except when

x=0, i.e. x = ,2, 3..

sin c2n 0 ;If n 0

Since rect(t/) = 1 for -/2 < t </2 and 0 otherwise

sinc(0) = 1 (derived with LHpitals rule)

sin c0 lim
x 0

sin x
1
x

sin c xdx 1;
2

Thus sinc(x) has a finite energy FT

sin cx dt

X d

sinc (x) is a band-limited pulse with no frequency content for f >1/2.

Amplitude spectrum

Fact: every finite width pulse has a transform with unbounded frequencies.

Fourier Transform of unit impulse x(t)

=(t)
Using the sampling property of the impulse, we get:

jt
F [(t )] (t )e jt dt e

t 0

IMPORTANT Unit impulse contains COMPONENT AT EVERY FREQUENCY.

Phase spectrum

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Inverse Fourier Transform of ()

Inverse Fourier Transform of (-0)

Using the sampling property of the impulse, we get:

t F 1

1
2

e d
j t

1
,
2

e jt
2

jt

e
d 2

Using the sampling property of the impulse, we get:

t 900

Spectrum of a constant (i.e. d.c.) signal x(t)=1 is an impulse

2().

Fourier Transform of everlasting

Sinusoid cos0t
Remember Euler formula:
Use result from previouss slide:

Spectrum of cosine signal has two impulses at positive and

negative frequencies.

Spectrum of an everlasting exponential ej0t is a single impulse

at = 0.

FT of Unit Step Function u(t)

u(t) is not absolutely integrable.

Approach this by considering u(t) to be a
decaying exponential e-atu(t) in the limit
a0
at

ut lim e ut
a 0

F u t U lim
a 0 a j

a
U lim 2
j 2
2
2
a 0
a a
a 1
lim 2

a 0 a 2

j
Area under this function is
regardless the value of a

The impulse pairs at + and frequencies correspond to two

phases.

a
d
2

when a0, function approaches to

1 for all 0 and its area
concentrate at a single point =0
a
lim 2

a 0 a 2

Thus

1
j

|U()|
()
0

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FT of sgn(t)

Example: FT of u(t) interms of sgn(t)

sgn(t) in terms of u(t)

sgn t ut u t

u t

Not absolutely integrable, approximate sgn(t) to be sum of exponentials

e-atu(t)eat u(t) in the limit a0
This looks like

1 1
sgn( t )
2 2

Transform of the signum function (or sign function) is

sgn t lim e atu t e atu t

a 0

Therefore

2
sgn t
j
sgn

2, 0
sgn tan 1
0 2, 0

Fourier Transform of any periodic signal

Fourier series of a periodic signal x(t) with period T 0 is given by:

x(t )

D e

jn0t

2
T0

Take Fourier transform of both sides, we get:

jn0t

]
X ( ) F [ x(t )] F Dn e jn0t DnF [e
n

D 2 ( n )

X 2

D ( n )

D ( n )

let a0 the exponential function resembles more and more

closely the signum function.

The FT of a periodic function consists of a sequence of equidistant

impulses located at the harmonic frequencies of the function.

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Fourier Transform of a unit impulse

train

Fourier Transform Table (1)

Consider an impulse train:

The Fourier series of this impulse train :

Therefore using results from the previous slide, we get:

Fourier Transform Table (2)

Fourier Transform Table (3)

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Linearity & Conjugate Properties of FT

If

and

Time-Frequency Duality (Symmetry) of

Fourier Transform

Near symmetry between direct and inverse Fourier transforms:

then

If
then

If

is real
then

Duality (Symmetry) Property of FT

If F is the system that produces the Fourier transform, then

F[ x(t )] X

F X t 2x

The forward transform results in the reversal of the inverse

transform. This is called the principle of duality.

Duality Property Example

Consider the FT of a rectangular function:

If
then
Proof: From definition of inverse FT (previous slide), we get

Hence

Change t to yield, and use definition of forward FT, we get:

By duality, Fourier transform of sinc x is (f).

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Scaling Property of FT

Time Shifting Property of FT

If
then for any real constant a,

If
then

That is, compression of a signal in time results in spectral

expansion (and reduction in amplitude), and vice versa

Consider a sinusoidal wave, time shifted:

The sharper the pulse the wider the spectrum

Obvious that phase shift increases with frequency (t0 is

constant).

Frequency-Shifting (Modulation)
Property of FT
If
Then

Frequency-Shifting Example
Find and sketch the Fourier transform
x(t) cos10t where x(t) = rect(t/4).

of

the

signal

xt X ( )

xt e j0 X ( 0 )

Proof:

F [ x(t )e j0t ] x(t )e j0t e jt dt

x(t )e j ( 0 )t dt

X ( 0 )

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Proof of the Time Convolution

Properties

Convolution Properties of FT
If

and

By definition

Then

Let H() be the Fourier transform of the unit impulse response

h(t), i.e.

The inner integral is Fourier transform of x2(t-), therefore we

can use time-shift property and express this as X2()e-j .

Applying the time-convolution property to y(t) = x(t)*h(t), we

get:
That is: the Fourier Transform of the system impulse
response
is the system Frequency Response

Frequency Convolution Example

Find the spectrum of x(t) = cos10t
Using convolution property.

where x(t) = rect(t/4).

Time Differentiation Property of FT

If
xt X ( )
Then
Proof:

d
xt jX ( )
dt

d

F xt x' (t )e jt dt
dt

x(t )e jt
Generalize case:

j x(t )e jt dt

jX ( )

xt X ( )

If
Then

x t j X ( )
n

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Time Integration Property of FT

If

Summary of Fourier Transform

Operations (1)

Then

and

Summary of Fourier Transform

Operations (2)

ECE 219 : Signal, System & Control

Signal Transmission & Windowing Effects

Navneet Upadhyay

Dept. of Electronics & Communication Engineering

The LNM Institute of Information Technology, Jaipur

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Example

Signal Transmission Through LTIC Systems

xt
Input signal

LTI System,

ht

Find the zero-state response of a stable LTI system with

transfer function
and the input is x(t) = e-t u(t).

yt xt * ht
Output signal

The FT of input x(t) is:

Y H X

Since the system is stable, therefore H(j) = H(). Hence

ht = Impulse response of the system

H =Frequency response of the system

H ( )

Y
X

Therefore

Using partial fractions, we get:

Signal Distortion during Transmission

xt
Input signal

LTI System,

ht

H ( )
In polar form

Distortion Types

yt xt * ht
Output signal

Y H X

Y
X

Y ( ) e jY X e jX H e jH

In applications such as signal amplification or message signal

transmission over a communication channel, we require that
the output waveform be a replica of the input waveform
In such cases we need to minimize distortion
Two Types of Distortion:
1. Amplitude response is not constant over a frequency band
(interval) of interest
amplitude distortion
2. Phase response is not linear over a frequency band of
interest
phase distortion

During transmission, input signal spectral component of frequency

is modified in amplitude by a factor
an angle

and shifted in phase by

H = Amplitude response of the system

H = Phase response of the system

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Distortionless Transmission
xt

LTI System,

ht

Input signal

yt Gxt td

Output signal

Same shape as
input, Different
magnitude with
delay

Transmission is said to be distortionless if input signal and output

signal have identical wave shapes within a multiplicative constant and
a Time delay constant .
Constant G is used

y t Gxt t d

FR required for distortionless

transmission

Y
H Ge jtd
X

i.e.

H G

for change in
amplitude
Constant td accounts
for delay in
transmission

H td
i.e. Amplitude response must be constant and Phase response must
be a linear function of with slope -td and intersect at zero.

Bandpass Systems & Group Delay

Consider a bandpass system with amplitude and phase characteristics
as shown:

If one applies an input z(t) = x(t) cosct, then the output y(t) is:

H td linear phase means that every spectral component is

delayed by td seconds.
Therefore, a distortionless transmission needs a flat amplitude response and
a linear phase response (i.e. phase is not only a linear function of but also
pass through origin at =0):

Phase linearity measure: The phase distortion of a

linear system can be characterized using group
delay. plot the slope of H as a function of

t g

d
H
d

slope -td

If tg () is constant, signal is delayed by tg (assuming constant H()).

If tg () is not constant constant, signal is distorted.
tg () is known as Group delay or Envelope delay.
Human ears are sensitive to amplitude distortion, but not phase distortion.
Human eyes are sensitive to phase distortion, but not (so much) amplitude
distortion.

Example

A signal z(t) shown below is given by z(t) = x(t)cosct where c=2000.

The pulse x(t) is a lowpass pulse of duration 0.1sec and has a bandwidth of
about 10Hz. This signal is passed through a filter whose frequency response
is shown below. Find and sketch the filter output y(t).

Spectrum Z() is a narrow band of bandwidth of 20Hz centered around 1kHz

(=f0).
The gain at 1kHz (=f0) is 2. The group delay is:
The vertical axis intercept of phase response is

That is, the output is the delayed version of input z(t) and the
output carrier acquires an extra phase 0.
The envelope of the signal is therefore distortionless.

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Parsevals Theorem: Energy Preserving

The energy of a signal x(t) in time or frequency domain:

Parsevals Theorem
Band Energy:

Ex
Proof:

1
2

wB

wB

Energy in time domain = Energy in Frequency domain

Energy Spectral Density of a signal

Total energy is area under the curve of

vs (divided by 2)

Energy Spectral Density of a REAL

Signal
If x(t) is a real signal, then X() and X(-) are conjugate

This implies that X() is an even function. Therefore

The energy over a small frequency band (0) is:

Consequently, the energy contributed by a real signal by spectral
components between 1 and 2 is (i.e. Band Energy):

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Example
Find the energy E of signal x(t) = e-at (t). Determine the frequency W
(rad/s) so that the energy contributed by the spectral component from 0
to W is 95% of the total signal energy E.
Take FT of x(t):
By Parsevals theorem:

Energy in band 0 to W is 95% of this, therefore:

Bandlimited Signals
A signal x(t) is said to be band-limited if its Fourier transform
X() is zero for all ||>2B, where B is some positive number,
called the bandwidth of the signal.
It turns out that any band-limited signal must have an infinite
duration in time, i.e., band-limited signals cannot be time
limited
If a signal x(t) is not band-limited, it is said to have infinite
bandwidth or an infinite spectrum.
Time-limited signals cannot be band-limited and thus all timelimited signals have infinite bandwidth

Note: For this signal, 95% of energy is in small frequency band from 0
to 12.706a rad/s or (2.02a Hz). All remaining bands from 12.706a rad/s
to contribute only 5% of energy.

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