Fourier transform

Prepared by: Shahid Latif

& Rahat Ullah
Review on Fourier
Periodic Signals
f(t) is periodic if, for some positive constant T
0

For all values of t, f(t) = f(t + T
0
)
Smallest value of T
0
is the period of f(t).
sin(2tf
o
t) = sin(2tf
0
t + 2t) = sin(2tf
0
t + 4t):
period 2t.

A periodic signal f(t)
Unchanged when time-shifted by one period
Two-sided: extent is t e (-, )
May be generated by periodically extending one
period
Area under f(t) over any interval of duration
equal to the period is the same; e.g.,
integrating from 0 to T
0
would give the same
value as integrating from T
0
/2 to T
0
/2
Sinusoids
f
0
(t) = C
0
cos(2 t f
0
t + u
0
)
f
n
(t) = C
n
cos(2 t n f
0
t

+ u
n
)
The frequency, n f
0
, is the nth
harmonic of f
0

Fundamental frequency in Hertz is f
0

Fundamental frequency in rad/s is e
= 2 t f
0

C
n
cos(n e
0
t + u
n
) =
C
n
cos(u
n
) cos(n e
0
t) - C
n
sin(u
n
)
sin(n e
0
t) =
a
n
cos(n e
0
t) + b
n
sin(n e
0
t)
Fourier Analysis
Introduction
In 19
th
century Joseph Fourier came
up with the idea that:

It is possible to form any function
f(x) as a summation of a series of
sine and cosine terms of increasing
frequency.

In other words, any space or time
varying data can be transformed into
a different domain called the
frequency space.

Fourier series
The theory of Fourier series gives the idea
that all engineering signals, can be
represented as a sum of sinusoidal (sine).

Yes, including square waves and triangle
waves.

In fact, they're possibly the most-used
examples. This has great implications for
engineering.
Let's see how a square wave is built up






Add another, with an amplitude 1/3 of the
original and a frequency 3 times that of
the first. (This is known as the 3rd
harmonic.)
Add another, with an amplitude 1/5 of the
original and a frequency
5 times that of the first. (5th harmonic.)
If I carry on until the 15th harmonic, you
should see a pattern emerging:
Despite it looking quite noisy, it still bears
more resemblance to the square wave.

In fact, if you add more and more harmonics,
you get closer and closer to a square wave.
FOURIER SERIES

Fourier series theory states that a
periodic wave can be represented
as a summation of sinusoidal waves
with different frequencies,
amplitudes and phase values.
Effect of Adding Fundamental, third, fifth, and seventh
Harmonics
Effect of Adding 1st to 17th harmonics
Effect of Adding 1st to 27th harmonics
Fourier series give you a great
picture of the kind of content of your
signal.

For example, a sharp transition in
your data generally results from a
high-frequency sine wave (since only
high-frequency sine waves have the
fast-changing edge required), and so
by cutting out the low frequencies,
you can pick out the edges. This is
particularly useful in image
processing.
Fourier Series Expansions

You wonder,
that how I got the relative
amplitudes of the sine waves to
produce our square wave
approximation.

There are two ways of doing it:
standard solutions from HLT, and
deriving it from Fourier integrals.
Odd and Even Functions

Difference between odd and even
functions.

For odd functions, on the other side
of the y-axis, the function is
inverted. That is to say:
Sin is an odd function.
So, from this,
an odd function is made up of sin
functions only. And any combination
of sin functions will produce odd
functions.
Similarly, cos is an even function
(mirrored about the y-axis), and so
combinations of cos functions
produce even functions.
Of course, some functions are
neither wholly odd nor even: they
are asymmetric.
HLT miserably fails to produce any
graphical examples of this, but it
should be fairly obvious that
asymmetric functions are made up of
both sin and cos functions:
Okay, now we have an arbitrary
function which isn't in HLT, and we
want to prove from first principles.
So we're hoping for a series of the
form:
Or
Or
where ai and bi are constants
(representing amplitude) and w0
(fundamental frequency)
and from discussion of odd and even
functions, you should be able to see that
ai will be zero for odd functions, and bi
zero for even functions.
To find out the values of these terms we
have expressions
How we calculate these values?

We know for integer i and j (page 530)
Here cos and sin terms will pair up with
the multiplying cos and sin terms
by integrating over a single period
{-T/2--T/2}.
just integrate this original function
lots of times, each time multiplying it
by cos(it), with i going up from 0,
you will get the coefficients of the
cos terms by:
which then yields the equation above
for ai and bi.
Fourier series
General
representation
of a periodic signal

Fourier series
coefficients

Compact Fourier
series

( ) ( ) ( )

=
+ + =
1
0 0 0
sin cos
n
n n
t n b t n a a t f e e
( )
( ) ( )
( ) ( )
}
}
}
=
=
=
0
0
0
0
0
0
0
0
0
0
0
0
sin
2
cos
2
1
T
n
T
n
T
dt t n t f
T
b
dt t n t f
T
a
dt t f
T
a
e
e
( ) ( )
|
|
.
|

\
|

=
+ = =
+ + =

n
n
n
n n n
n
n n
a
b
b a c a c
t n c c t f
1
2 2
0 0
1
0 0
tan
and , , where
cos
u
u e
Existence of the Fourier Series
Existence

Convergence for all
t

Finite number of
maxima and
minima in one
period of f(t)

( ) <
}
0
0

T
dt t f
( ) t t f <
Example #1
( ) ( ) ( )
( )
( )
. as amplitude in decrease and
16 1
8
504 . 0 2 sin
2
16 1
2
504 . 0 2 cos
2
504 . 0 1
2 1
2 sin 2 cos
2
0
2
2
0
2
2
0
2
0
1
0

|
.
|

\
|
+
= =
|
.
|

\
|
+
= =
~
|
|
.
|

\
|
= =
+ + =
}
}
}

=
n b a
n
n
dt nt e b
n
dt nt e a
e dt e a
nt b nt a a t f
n n
t
n
t
n
t
n
n n
t
t
t
t
t
t
t t
0 t t
1
e
-t/2

f(t)
Fundamental period
T0 = p
Fundamental frequency
f0 = 1/T0 = 1/p Hz
w0 = 2p/T0 = 2 rad/s
( ) ( ) ( ) ( )
(

+
+
+ =

=1
2
2 sin 4 2 cos
16 1
2
1 504 . 0
n
nt n nt
n
t f
Example #2
Fundamental period
T
0
= 2
Fundamental
frequency
f
0
= 1/T
0
= 1/2 Hz
e
0
= 2t/T
0
= t rad/s
( ) ( )
}
}

+ =
=
=
+ + =

=
2 / 3
2 / 1
2 / 1
2 / 1
0
1
0
) sin( ) 2 2 (
2

) sin( 2
2
symmetric) odd is it (because 0
plot) the of inspection (by 0
sin ) cos(
dt t n t A A
dt t n t A b
a
a
t n b t n a a t f
n
n
n
n n
t
t
0 1 1
A
f(t)
-A

=
= =

, 15 , 11 , 7 , 3
8
, 13 , 9 , 5 , 1
8
even is 0
2 2
2 2
n
n
A
n
n
A
n
b
n
t
t
Example #3
Fundamental
period
T
0
= 2t
Fundamental
frequency
f
0
= 1/T
0
= 1/2t Hz
e
0
= 2t/T
0
= 1 rad/s
t/2 t/2
1
f(t)
t t 2t 2t

=
=
=

=
=

, 15 , 11 , 7 , 3
, 15 , 11 , 7 , 3 all for 0
odd

2
even 0
2
1
0
n
n
n
n
n
C
C
n
n
t
u
t
For complex exponentials
sin and cos functions can be found in
2nd order differential equations and
we may got them from complex
exponentials
Cos(x)+jsin(x)=e
jx
So, if we fit these into our expression
for the Fourier series, we get a new
one in terms of j, with complex
exponentials and complex
coefficients ck.



Notice that now, instead of starting
at zero, our counter starts at minus
infinity. So, in summary, you can get
a complex Fourier series from a real
one quite easily.
Fourier transform
What actually transform means?

A transform takes one function (or
signal) and turns it into another
function (or signal)
Fourier Transforms

You can transform any periodic function
(that you can integrate).

Easy functions like simple combinations of
sin and cos functions you can transform
immediately into a Fourier series.

Linear combinations of complex
exponentials shouldn't take too much
effort.
To derive the Fourier transform of an
aperiodic function x(t), defined over
- <= t <= , we will treat it as a
periodic function xP(t) with period T
(where T > t).

If we consider one frequency within
the spectrum, = k0 (= 2k / T),
as T increases, 0 decreases, but we
will say that k will increase so that
the frequency we are examining
stays the same.
From the expression of ck earlier




Remember that this integral is zero
outside of - <= t <= , so we don't have
any problems here.
This integral is going to be the same value
whatever the value of T, so long as T > .

Therefore, if we increase T to infinity, k
goes to infinity so that still equals k0,
so this becomes




where we have replaced c
k
T by X().

The Fourier transform can be applied
to two types of signals to analyze

Continuous-time signal analysis

Discrete-time signals analysis
Continuous Fourier Transform:

( ) ( )
( ) ( )
}
}

=
=
df e f H t h
dt e t h f H
ift
ift
t
t
2
2

Fourier Transform
Properties
The Dreaded Laplace
Transformation

If you look at the definition of a
Laplace transform:

And the fourier transform is
it may occur to you that the two look
remarkably similar. In fact, if you put
s = j , they are identical, apart
from limits. This means that all the
Laplace properties suddenly hold for
Fourier transforms as well, with little
change! This includes the cool way of
doing differentiation:
Fourier vs. Laplace Transform
f(t) F(s) Region of Convergence
F(e)
e
-at
u(t)
1
s + a
Re{s} > -Re{a}
1
je + a
e
-a|t|
2a
a
2
s
2
-Re{a} < Re{s} < Re{a}
2a
e
2
+ a
2
o(t)
1 complex plane 1
1
2to(s)
complex plane
2to(e)
u(t)
1
s
Re{s} > 0
to(e) + 1/(je)
cos(e
0
t)

t[o(e + e
0
) + o(e e
0
)]
sin(e
0
t)

jt[o(e + e
0
) - o(e e
0
)]
e
at
u(t)
1
s - a
Re{s} > Re{a}


Assuming that Re{a} > 0
Duality
Forward/inverse transforms are similar



Example: rect(t/t) t sinc(et/2)
Apply duality t sinc(t t/2) 2 t rect(-e/t)
rect() is even t sinc(t t /2) 2 t rect(e/t)

( ) ( )
}

= dt e t f F
t j

e
e
0
1
t/2 -t/2
0
t
e
F(e)
6t
t
4t
t

2t
t
2
t
t
4
t
t
6
t
t
( ) ( )
}

= e e
t
e
d e F t f
t j

2
1
( ) ( ) e F t f ( ) ( ) e t f t F 2
f(t)
Scaling
Same as Laplace
transform scaling property
|a| > 1: compress time axis, expand
frequency axis
|a| < 1: expand time axis, compress
frequency axis
Effective extent in the time domain is
inversely proportional to extent in
the frequency domain (a.k.a
bandwidth).
f(t) is wider spectrum is narrower
f(t) is narrower spectrum is wider

( ) ( )
( )
|
.
|

\
|

a
F
a
at f
F t f
e
e
1
Time-shifting Property


Shift in time

Does not change magnitude of the Fourier
transform
Does shift the phase of the Fourier
transform by -et
0
(so t
0
is the slope of the
linear phase)

( ) ( ) e
e
F e t t f
t j
0
0

Frequency-shifting Property
( ) ( )
( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
0 0 0
0 0 0
0 0 0
0 0 0
0

0

sin
2
1
sin
2
1
2
1
cos
2
1
cos
2
2
0
0
e e
t
e e
t
e
e e t e e t
t
e
e e e e e
e e t e e t
t
e
e e t
e e t
e
e
+ +
+
+ +
+ +
+

F
j
F
j
t f t
F j F j t f t
F F t f t
F F t f t
F t f e
F t f e
t j
t j
Modulation
( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
0 0
0 0 0
0 0
0
2
1
2
1
So,
that Recall
2
1
: domain frequency the in n convolutio
is domain time the in tion Multiplica
cos
e e e e e
t t t o o
t t t o o
e e to e e to e
t
e
e
+ + =
= = -
= = -
+ + - =
=
}
}

F F Y
t t x d t x t t t t x
t x d t x t t x
F Y
t t f t y
Modulation

Example: y(t) = f(t) cos(e
0
t)
f(t) is an ideal lowpass signal
Assume e
1
<< e
0









Demodulation is modulation followed by lowpass
filtering
Similar derivation for modulation with sin(e
0
t)

0
1
e
1
-e
1

e
F(e)
e
0
1/2
-e
0
- e
1
-e
0
+ e
1

e
0

1/2 F(e+e
0
)
e
0
- e
1
e
0
+ e
1

e
0

1/2 F(ee
0
)
Time Differentiation Property
Conditions
f(t) 0, when |t|
f(t) is differentiable
Derivation of
property:
Given f(t) F(e)

( ) ( ) ( ) ( )
( ) ( )
( )
( )
( )
( ) ( ) e e
e e
e e e
e
e
e
e e
e
e
F j
dt
t df
F j
dt
t df
F j dt e t f j
e d t f t f e B
e j du
t df dv e u
du v v - u dv u
n
n
n
t j
t j
t
t j
t j
t j

= =
=
=
= =
=
}
}
} }

so
), ( and Let

that recall rule, chain the From




( )
( )
( )
( )
}
}

=
=
)
`

=
t df e
dt e
dt
t df
B
t f
dt
d
F B
t j
t j



) ( Let
e
e
e
e
Time Integration Property
( )
( ) ( ) ( )
( ) ( )
( ) ( )
( ) ( )
( )
( ) ( ) ( )
( )
e
e
e o t
e
e
e o t
e
e o t e
j
F
F dx x f
j
F
F
j
F
t u t f
dx x t u x f dx x f
dx x f
+
+ =
|
|
.
|

\
|
+ =
- =
=

}
} }
}

0
Therefore,
0
1


: n convolutio time of property the From
? Find
t
-
-
t
-
t
-
Summary
Definition of Fourier Transform




Two ways to find Fourier Transform
Use definitions
Use properties
( ) ( )
}

= dt e t f F
t j

e
e

Fourier Transform
What system properties does it possess?
Memoryless
Causal
Linear
Time-invariant
What does it tell you about a signal?
Answer: Measures frequency content
What doesnt it tell you about a signal?
Answer: When those frequencies occurred
in time

The Discrete Fourier Transform:

=
=
=
1
0
2
1
0
2
1
N
n
N ikn
n k
N
k
N ikn
k n
e H
N
h
e h H
t
t