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signals and systems chapter4_signals and systems chapter4
1. Signals and Systems
Chapter 4
THE CONTINUOUS-TIME FOURIER
TRANSFORM
Islam K. Sharawneh
islam.Sharawneh@ptuk.edu.ps
Signals and Systems - 12130302 - Islam K. Sharawneh 1
2. INTRODUCTION
• In Chapter 3, we developed a representation of periodic signals as linear combinations of complex
exponentials. We also saw how this representation can be used in describing the effect of LTI systems on
signals. In this and the following chapter, we extend these concepts to apply to signals that are not periodic.
• Large class of signals, including all signals with finite energy, can also be represented through a linear
combination of complex exponentials.
• Whereas for periodic signals the complex exponential building blocks are harmonically related, for aperiodic
signals they are infinitesimally close in frequency, and the representation in terms of a linear
combination takes the form of an integral rather than a sum.
• The resulting spectrum of coefficients in this representation is called the Fourier transform, and the synthesis
integral itself, which uses these coefficients to represent the signal as a linear combination of complex
exponentials, is called the inverse Fourier transform.
Signals and Systems - 12130302 - Islam K. Sharawneh 2
3. INTRODUCTION
• The development of this representation for aperiodic signals in continuous time is one of Fourier's most
important contributions.
• In particular, Fourier reasoned that an aperiodic signal can be viewed as a periodic signal with an
infinite period. More precisely, in the Fourier series representation of a periodic signal, as the period
increases the fundamental frequency decreases and the harmonically related components become closer in
frequency. As the period becomes infinite, the frequency components form a continuum and the Fourier series
sum becomes an integral.
Signals and Systems - 12130302 - Islam K. Sharawneh 3
4. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
Development of the Fourier Transform Representation of an Aperiodic Signal:
To gain some insight into the nature of the Fourier transform representation, we begin by revisiting the Fourier
series representation for the continuous-time periodic square wave examined in Example 3.5. Specifically, over
one period,
and periodically repeats with period 𝑇, as shown in Figure 4.1.
where 𝜔0 =
2𝜋
𝑇
. In Figure 3.7, bar graphs of these coefficients
were shown for a fixed value of 𝑇1 and several different values of 𝑇.
Signals and Systems - 12130302 - Islam K. Sharawneh 4
5. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
• An alternative way of interpreting eq. (4.1) is as
samples of an envelope function, specifically,
• That is, with 𝜔 thought of as a continuous variable,
the function
𝟐𝒔𝒊𝒏(𝝎𝑻𝟏)
𝝎
represents the envelope of
𝑻𝒂𝒌 and the coefficients 𝒂𝒌 are simply equally
spaced samples of this envelope.
Signals and Systems - 12130302 - Islam K. Sharawneh 5
6. REPRESENTATION OF APERIODIC SIGNALS
THE CONTINUOUS-TIME FOURIER TRANSFORM
• In Figure 4.2, we again show the Fourier series
coefficients for the periodic square wave, but this
time as samples of the envelope of 𝑇𝑎𝑘.
• From the figure, we see that as 𝑇 increases, or
equivalently, as the fundamental frequency 𝜔0 =
2𝜋
𝑇
decreases, the envelope is sampled with a closer
and closer spacing.
• So that in some sense (which we will specify
shortly) the set of Fourier series coefficients
approaches the envelope function as 𝑇 → ∞.
Signals and Systems - 12130302 - Islam K. Sharawneh 6
7. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
• Specifically, we think of an aperiodic signal as the
limit of a periodic signal as the period becomes
arbitrarily large, and we examine the limiting
behavior of the Fourier series representation for this
signal.
• In particular, consider a signal 𝑥(𝑡) that is of finite
duration. That is, for some number 𝑇1. 𝑥(𝑡) = 0 if
𝑡 > 𝑇1, as illustrated in Figure 4.3(a).
Defining the envelope 𝑋(𝑗𝜔) of 𝑇𝑎𝑘 as
Signals and Systems - 12130302 - Islam K. Sharawneh 7
8. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
Or equivalently, since 𝜔0 =
2𝜋
𝑇
,
(1)
As 𝑇 → ∞,
𝑥(𝑡) approaches 𝑥(𝑡), and consequently,
in the limit eq. (4.7) becomes a representation of 𝑥(𝑡).
Furthermore, 𝜔0 → 0 as 𝑇 → ∞, and the right-hand
side of eq.(1) passes to an integral.
The Fourier transform pair :
1. The Fourier Transform or Fourier integral of 𝑥(𝑡) :
(*)
2. The inverse Fourier transform equation :
(The synthesis equation)
(**)
Signals and Systems - 12130302 - Islam K. Sharawneh 8
9. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
• For aperiodic signals, the complex exponentials occur at a continuum of frequencies and, according to the
synthesis equation (**), have "amplitude" 𝑋(𝑗𝜔)(
𝑑𝜔
2𝜋
). In analogy with the terminology used for the Fourier
series coefficients of a periodic signal, the transform 𝑋 𝑗𝜔 of an aperiodic signal 𝑥(𝑡) is commonly referred
to as the spectrum of 𝑥(𝑡), as it provides us with the information needed for describing 𝑥(𝑡) as a linear
combination (specifically, an integral) of sinusoidal signals at different frequencies.
Signals and Systems - 12130302 - Islam K. Sharawneh 9
10. Convergence of Fourier Transforms
• Consider 𝑋(𝑗𝜔) evaluated according to eq. (*), and
let ො
𝑥(𝑡) denote the signal obtained by using
X(𝑗𝜔) in the right-hand side of eq. (**). That is,
• What we would like to know is when eq. (**) is
valid [i.e., when is ො
𝑥(𝑡) a valid representation of the
original signal 𝑥(𝑡)?].
If 𝒙(𝒕) has finite energy, i.e., if it is square
integrable, so that
then we are guaranteed that 𝑿(𝒋𝛚) is finite [i.e., eq.
(*) converges] and that, with 𝒆(𝒕) denoting the error
between 𝒙(𝒕) and 𝒙(𝒕) [𝒊. 𝒆. , 𝒆(𝒕) = ෝ
𝒙(𝒕) − 𝒙(𝒕)],
• Just as with periodic signals, there is an alternative
set of conditions which are sufficient to ensure that
ො
𝑥 (t) is equal to 𝑥(𝑡) for any t except at a
discontinuity, where it is equal to the average of the
values on either side of the discontinuity. These
conditions, again referred to as the Dirichlet
conditions, require that:
1. 𝑥(𝑡) be absolutely integrable; that is,
Signals and Systems - 12130302 - Islam K. Sharawneh 10
11. Convergence of Fourier Transforms
2. 𝑥(𝑡) have a finite number of maxima and minima
within any finite interval.
3. 𝑥(𝑡) have a finite number of discontinuities within
any finite interval. Furthermore, each of these
discontinuities must be finite.
• Therefore, absolutely integrable signals that are
continuous or that have a finite number of
discontinuities have Fourier transforms.
Signals and Systems - 12130302 - Islam K. Sharawneh 11
12. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
Examples of Continuous-Time Fourier Transforms
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13. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
Example 4.1 (cont.)
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14. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
Example 4.2
Let
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15. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
Signals and Systems - 12130302 - Islam K. Sharawneh 15
16. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
Example 4.4 (cont.)
Signals and Systems - 12130302 - Islam K. Sharawneh 16
17. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
Signals and Systems - 12130302 - Islam K. Sharawneh 17
Eq. 4.8 is eq. (**)
18. REPRESENTATION OF APERIODIC SIGNALS:
THE CONTINUOUS-TIME FOURIER TRANSFORM
Signals and Systems - 12130302 - Islam K. Sharawneh 18
20. THE FOURIER TRANSFORM FOR PERIODIC SIGNALS
• To suggest the general result, let us consider a
signal 𝑥(𝑡) with Fourier transform X(jω) that is a
single impulse of area 2𝜋 at 𝜔 = 𝜔0; that is,
• To determine the signal 𝑥(𝑡) for which this is the
Fourier transform, we can apply the
inverse transform relation, eq. (**), to obtain
• More generally, if X(jω) is of the form of a linear
combination of impulses equally spaced in
frequency, that is,
• Then the application of the eq. (**) yields
• The Fourier transform of a periodic signal with
Fourier series coefficients {𝑎𝑘} can be interpreted
as a train of impulses occurring at the
harmonically related frequencies and for which the
area of the impulse at the kth harmonic frequency
𝑘𝜔0 is 2𝜋 times the kth Fourier series coefficient
𝑎𝑘.
Signals and Systems - 12130302 - Islam K. Sharawneh 20
21. THE FOURIER TRANSFORM FOR PERIODIC SIGNALS
Signals and Systems - 12130302 - Islam K. Sharawneh 21
22. THE FOURIER TRANSFORM FOR PERIODIC SIGNALS
Signals and Systems - 12130302 - Islam K. Sharawneh 22
23. THE FOURIER TRANSFORM FOR PERIODIC SIGNALS
Signals and Systems - 12130302 - Islam K. Sharawneh 23
24. THE FOURIER TRANSFORM FOR PERIODIC SIGNALS
Signals and Systems - 12130302 - Islam K. Sharawneh 24
25. THE FOURIER TRANSFORM FOR PERIODIC SIGNALS
Signals and Systems - 12130302 - Islam K. Sharawneh 25
Table 4.2 (cont.)
26. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
A signal 𝑥(𝑡) and its Fourier transform X(jω) are
related by the Fourier transform synthesis and analysis
equations,
Signals and Systems - 12130302 - Islam K. Sharawneh 26
27. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
1. Linearity
If
and
then
2. Time Shifting
If
then
• To establish this property, consider the synthesis
equation
Signals and Systems - 12130302 - Islam K. Sharawneh 27
28. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
• Replacing 𝑡 by 𝑡 − 𝑡0 in this equation, we obtain
• Recognizing this as the synthesis equation for
𝑥(𝑡 − 𝑡0), we conclude that
• One consequence of the time-shift property is that a
signal which is shifted in time does not have the
magnitude of its Fourier transform altered. That is,
if we express 𝑋 𝑗𝜔 in polar form as
Then
• Thus, the effect of a time shift on a signal is to
introduce into its transform a phase shift,
namely, −𝝎𝒕𝟎 , which is a linear function of 𝝎.
Signals and Systems - 12130302 - Islam K. Sharawneh 28
29. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
3. Conjugation and Conjugate Symmetry
If
Then
• This property follows from the evaluation of the
complex conjugate of analysis equation:
Signals and Systems - 12130302 - Islam K. Sharawneh 29
• Replacing 𝜔 by −𝜔,
• The conjugation property allows us to show that if
𝑥(𝑡) is real, then X(𝑗𝜔) has conjugate symmetry;
that is,
30. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
• Specifically, if 𝑥(𝑡) is real so that 𝑥∗ 𝑡 = 𝑥 𝑡 ,
Question: Using conjugation property, show that if
𝑥(𝑡) is real, then the following two points are correct.
1. The real part of the Fourier transform is an even
function of frequency, and the imaginary part is an
odd function of frequency.
2. ℱ 𝑥𝑒𝑣𝑒𝑛 𝑡 is a real function and ℱ 𝑥𝑜𝑑𝑑 𝑡 is
purely imaginary.
Signals and Systems - 12130302 - Islam K. Sharawneh 30
31. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
4. Differentiation and Integration
Let 𝑥(𝑡) be a signal with Fourier transform X(𝑗𝜔).
Then, by differentiating both sides of the Fourier
transform synthesis equation,
Therefore,
• This is a particularly important property, as it
replaces the operation of differentiation in the time
domain with that of multiplication by 𝑗𝜔 in the
frequency domain.
• Since differentiation in the time domain
corresponds to multiplication by 𝑗𝜔 in the
frequency domain, one might conclude that
integration should involve division by 𝑗𝜔 in
the frequency domain. This is indeed the case, but it
is only one part of the picture. The precise
relationship is
• The impulse term on the right-hand side of above
equation reflects the dc or average value that
can result from integration.
Signals and Systems - 12130302 - Islam K. Sharawneh 31
32. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
5. Time and Frequency Scaling
If
then
where a is a nonzero real number. This property
follows directly from the definition of the Fourier
transform-specifically,
• Using the substitution τ = 𝑎𝑡,
• Aside from the amplitude factor
1
𝑎
, a linear scaling
in time by a factor of 𝑎 corresponds to a linear
scaling in frequency by a factor of
1
𝑎
, and vice
versa.
Signals and Systems - 12130302 - Islam K. Sharawneh 32
33. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
6. Duality
• By comparing the transform and inverse transform
relations given in eqs. (*) and (**), we observe that
these equations are similar, but not quite identical,
in form. This symmetry leads to a property of the
Fourier transform referred to as duality.
• In the former example we derived the Fourier
transform pair
• while in the latter we considered the pair
Signals and Systems - 12130302 - Islam K. Sharawneh 33
34. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
• The duality property can also be used to determine
or to suggest other properties of Fourier transforms.
• If we differentiate the analysis equation (*) with
respect to 𝜔,
• That is,
Question: Using the dual property, show that,
1.
2.
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35. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
7. Parseval’s Relation
• If 𝑥(𝑡) and 𝑋(𝑗𝜔) are Fourier transform pair, then
• This expression, referred to as Parseval's relation,
follows from direct application of the Fourier
transform. Specifically,
• Reversing the order of integration gives
• The bracketed term is simply the Fourier transform
of 𝑥(𝑡); thus,
• X(jω) 2
is often referred to as the energy-density
spectrum of the signal 𝑥(𝑡) ! (Joule per Hertz).
Signals and Systems - 12130302 - Islam K. Sharawneh 35
36. THE CONVOLUTION PROPERTY
• 𝐻(𝑗𝜔) is the Fourier transform of the impulse
response, is the frequency response of the system
and is given by
Let ℱ 𝑥(𝑡) = 𝑋(𝑗𝜔) and ℱ ℎ(𝑡) = 𝐻(𝑗𝜔)
That is,
𝑦 𝑡 = 𝑥 𝑡 ∗ ℎ 𝑡 𝑌 𝜔 = X(𝑗𝜔) H(𝑗𝜔)
• As expressed in this equation, the Fourier transform
maps the convolution of two signals into the
product of their Fourier transforms.
• Convolution property is of major importance in
signal and system analysis.
• The frequency response 𝐻(𝑗ω) plays as important a
role in the analysis of LTI systems as does its
inverse transform, the unit impulse response. For
one thing, since 𝒉(𝒕) completely characterizes an
LTI system, then so must 𝑯 𝒋𝝎 .
Signals and Systems - 12130302 - Islam K. Sharawneh 36
ℱ
37. THE CONVOLUTION PROPERTY
• As illustrated in Figure 4.19, since the impulse
response of the cascade of two LTI systems is the
convolution of the individual impulse responses,
the convolution property then implies that
the overall frequency response of the cascade of
two systems is simply the product of the individual
frequency responses.
• From this observation, it is then clear that the
overall frequency response does not depend on the
order of the cascade.
Signals and Systems - 12130302 - Islam K. Sharawneh 37
38. THE CONVOLUTION PROPERTY
• If, however, an LTI system is stable, then, its
impulse response is absolutely integrable; that is,
• Absolutely integrable condition is one of the three
Dirichlet conditions that together guarantee the
existence of the Fourier transform 𝐻(𝑗𝜔) of h(t).
Thus, assuming that h(t) satisfies the other two
conditions, as essentially all signals of physical or
practical significance do, we see that a stable LTI
system has a frequency response 𝐻 𝑗𝜔 .
Signals and Systems - 12130302 - Islam K. Sharawneh 38
39. THE MULTIPLICATION PROPERTY
• The convolution property states that convolution in
the time domain corresponds to multiplication in
the frequency domain.
• Because of duality between the time and frequency
domains, we would expect a dual property also to
hold (i.e., that multiplication in the time domain
corresponds to convolution in the frequency
domain). Specifically,
• Multiplication of one signal by another can be
thought of as using one signal to scale or modulate
the amplitude of the other, and consequently, the
multiplication of two signals is often referred to as
amplitude modulation.
Signals and Systems - 12130302 - Islam K. Sharawneh 39
40. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
Signals and Systems - 12130302 - Islam K. Sharawneh 40
41. PROPERTIES OF THE CONTINUOUS-TIME FOURIER
TRANSFORM
Signals and Systems - 12130302 - Islam K. Sharawneh 41
Table 4.1 (cont.)