Fourier Series & Fourier Transform

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Response of LTI- Systems to complex exponentials

and periodic signals


Consider an exponential signal, x1(t) = exp(j0t) = exp(s0t) is
applied at the input of an LTI-system having an impulse response,
h(t), where 0 is fundamental frequency of x1(t). We are interested
in the output, z(t) of this system. We already know that it is simply
the analog convolution of x1(t) with h(t) and we compute it
mathematically as
z t x1 t h t

x1 t d
14
2 4
3

exp j 0 t

z t exp j 0t
1 4 2 43

h exp j d
0

42 4 4 4 4
3
1 4 4H4
j0 = H s0

x1 t exp s0t

where H

h exp j d

H j0 x1 t
14 2 4
3
H s0

Frequency response / Fourier / Laplace

Transform of the system ' s Impulse response also known as " eigen value "
associated with eigen function, x1 t at the input frequency = 0

We conclude that the output, z(t) is simply the product of a


complex constant, i.e., (Eigen value computed at the frequency of
the input signal/component and the input, x1(t) which contains
only one frequency component. Now, we introduce harmonically
related frequency components in the input signal, x1(t) by
multiplying its fundamental frequency, 0 with the integer, k and
apply it at the input of the same system having h(t) as its impulse
response. Thus, we express the output z1(t) generated by this
system using the above result as

j k 0 t exp j k t
{

x1 kt exp

z1 t H

j k t x1 kt

Now, we want to compute the output, y(t) of the system due to


the input, x(t), i.e., this representation of x(t) is well known as
x t

a x kt a exp

jk t

Fourier Series,
. We can easily
compute the output, y(t) of the system by exploiting LTI
properties of the system as

x2 t ak x1 kt ak exp j k 0 t ak exp j k t
{
k

x2 t LTI System z 2 t H j k t x2 t ak H jk 0t x1 kt Scaling


x t
y t

ak x1 kt LTI System y t

b x kt b exp

a1 H442jk443t x kt Linearity

bk

jk 0 t

where bk ak H j k 0t Fourier series coefficients of the output / Filtering operation


To summarize the above process, kindly refer to the following illustration

1. exp j 0t h t H j 0 exp j 0t
2. exp jk 0t h t H jk 0 exp j k 0t
3. ak exp jk 0t h t ak H jk 0 exp jk 0t
4. x t

k=-

ak exp jk 0t h t y t

jk exp
a1 H
42 43

jk 0t

bk

Steps 3 and 4 represent the use of LTI properties of the system

Determination of the output due to periodic signals,


Acos(0t) and Asin(0t)

cos 0t 0.5 exp j0t exp j0t


;
1
4
2
43
1
4
2
4
3

x1 t
x1 t

cos 0t 0.5 x1 t x1 t ;
0.5 x1 t h t 0.5H j0t x1 t z1 t

0.5 x1 t h t 0.5H j 0 t x1 t 0.5 H j0t x1 t z1 t

cos 0t 0.5 x1 t x1 t h t z1 t z1 t 2 Re z1 t z t say ;


z1 t 0.5 H j0t x1 t 0.5 H j0t exp j H exp j0t 0.5 H j 0t exp j 0t H
1 4 4 4 2 4 4 43
polar form

z t 2 Re z1 t Re H j0t exp j 0t H H j0t cos 0t H


cos 0t h t z t H j0t cos 0t H

Now, sin 0t cos 0t 2 cos 0 t 20

cos 0 t 20 h t z t H j0t cos 0 t 2 0 H System is TI


1 4 2 4 3
1 42 43

t1
t1

sin 0t h t z t H j0t sin 0t H

Asin 0t or Acos 0t h t z t A H j 0t sin 0t H or cos 0t H System is linear

How to find out the Fourier Series Coefficients, ak ?

x t

a exp jk t

1. x t exp jl 0t

a exp j k l t Multiplication by exp j l t

T0

2. x t exp jl 0t dt
T0

a exp j k l t dt Integrating over one

period , T0

exp
j
k

t
dt
;

0
T

k
0

T ; when k l
3. exp j k l 0t dt 0
0 ; when k l
T0

Thus, ak T01 x t exp jk 0t dt


T0

and a0 T01 x t exp jk 0t k 0 dt T01 x t dt Average or dc value of x t


1 4 42 4 43
T0
T0
1

Procedure of computing aks

1. x(t) is a given real periodic signal, determine its fundamental


period, T0 and fundamental frequency, 0
2. Multiply x(t) with exp(-jk0t) = cos(k0t) jsin(k0t)
3. Integrate step # 02 w.r.t. t over one fundamental period of
x(t); Choice / selection of T0 is quite important in reducing
the effort of computing the above integral
4. If x(t) is even function of t, then aks are pure real; on the
other hand, if x(t) is an odd function of t, then aks are pure
imaginary
5. Multiply the result of step # 04 by (T0)-1. This will yield the
Fourier series coefficient, ak.

Representation of x(t) into Fourier series and


construction of its spectrum
1. Compute Fundamental frequency, 0 from the relation 0 =
2/T0, where T0 represents the fundamental period of x(t)

2. Compute the Fourier series coefficients, aks using the above


result and illustrated procedure
3. Usually the Fourier series coefficients are complex in nature.
Thus, its spectrum comprises of two parts; (1) Magnitude
spectrum, |ak| and (2) the Phase spectrum, arg(ak)
4. For the plot of ak, we usually take (k0) along x-axis by
varying k and either the magnitude or phase of ak along yaxis. Hence, we realize that spectrum consists of distinct
lines and therefore it is known as line spectrum and it
exhibits Hermitian symmetry. As x(t) is a real periodic
signal, therefore, |ak| is an even function of frequency and
arg(ak) is an odd function of frequency as demonstrated
below:
ak T01 x t exp jk 0t dt ck jd k say
T0

ak

T01 x t exp jk 0t dt Complex conjugating

T0

1
0

a T

x t exp jk 0t dt a k ck jd k
T0

Thus, a k ak ck jd k

ck2 d k2 ak ck jd k Magnitude

arg a k arg ak arg ck jd k arg ck jd k arg ak Phase

Conversion of Exponential Fourier Series into


Trigonometric Fourier Series

x t

ak exp jk 0t

ak exp jk 0 t ak exp jk 0 t
k 1
k

a0

a0

a
m 1

exp jm 0 t

a
k 1

exp jk 0 t

x t a0

a
m 1

exp jm 0t ak exp jk 0t As a k ak
k 1

x t a0 ak exp jk 0t ak exp jk 0t
k 1

Linearity

x t a0 2Re ak exp jk 0t ; Now ak ck jd k ak e

jarg ak

k 1

ak exp jk 0t ck jd k cos k 0t jsin k 0t


Re ak exp jk 0t ck cos k 0t d k sin k 0t

k 1

k 1

x t a0 2ck cos k 0t 2d k sin k 0t Trignometric FS

k 1

k 1

x t a0 2Re ak exp jk 0t a0 2Re ak e

x t a0 2Re ak exp j k 0t arg ak


k 1

jarg ak

exp jk 0t

x t a0 2 ak cos k 0t arg ak Compact form of Trignometric FS


k 1

Filtering of x(t) expressed in terms of Fourier Series, i.e.,


Determination of bks

1. Express x(t) in Fourier series representation. It means that


we already know aks
2. Compute the frequency response of the filter using its
impulse response, h(t) using the following relation;
H j

h exp j d

3. Evaluate the frequency response at = k0 to yield


H(jk0)
4. Formulate the product of ak with H(jk0) which is equal to
bks and it is also complex
5. Moreover, (bk)* = (ak)*H*(jk0) = a-k H(-jk0) = b-k. This
shows that bks also exhibit Hermitian symmetry.
Lowpass and highpass Filters of a first order RC
Network

Consider an input signal, x(t) is applied across a series


combination of RC network. An output signal, y(t) is
measured across C. Let us first develop input-output relation
of this network as mentioned below:
x t R i t y t {
RC dy t dt y t ;
{

C dy t dt

dy t dt 1 y t 1 x t Desired input output relation


1. Solution of Diff . Equation

exp 1t dy t dt y t 1exp 1t 1 x t exp 1t

d dt y t exp 1t 1 x t exp 1t
y t exp t
1

x exp

y t 1exp 1t

d ;

x exp

d ;

2. Impulse response of the system LPF


h t exp t
1

0;

exp

d;

for t 0

h t 1exp 1t exp 1 d 1exp 1t ; for t 0

14 2 43

1 at 0
t

Thus, h t 1exp 1t u t Desired impulse response of LPF

x exp d ;

Now, vR t x t y t x t 1exp 1t

3. Impulse response of the system HPF

h1 t t h t t 1exp 1t u t HPF
Frequency Responses of Lowpass and Highpass Systems

H j exp 1t u t exp jt dt
1

1
1
1
Hl s
j s
1

H j 0 1 and H j 0

1
j
s
Hh s
1
1
1
s
j
j

and H1 j 1 H j 1
H1 j 0 0 and H1 j 1

Both H j 1 H1 j 1 1 2 times the H j 0 & H1 j Half power frequencies


OR we can make the following substitutions x t exp jt / exp st and y t H j exp j t
or y t H s exp st in the developed input output relation / diff . equation

Properties of Fourier Series Coefficients, ak


We extensively utilize these properties to reduce the amount
of effort in determining the Fourier series coefficients of the
periodic signal. Thus, knowledge of these properties is
utmost important and the way how to apply them should
also be very clear and understandable. We highlight these
properties as;

1. Linearity
x t F .S .C ' s ak
y t F .S .C ' s bk
z t mx t ny t F .S .C ' s ck mak nbk ; where m, n
Proof
ck T01 z t exp jk 0t dt
T0

1
0

ck T

mx t ny t exp jk 0t dt
T0

ck m

T01 x t exp jk 0t dt n T01 y t exp jk 0t dt Q.E .D.

T0
T
14 4
4 44 2 4 4 4 4 4
3
3
1 4 40 4 44 2 4 4 4 4 4
ak
bk

2. Time Reversal
x t F .S .C ' s ak
y t x t F .S .C ' s ck ??? ak
Proof
ck T01 x t exp jk 0t dt Let t
T0

ck T01 x exp jk 0 d T01 x exp jk 0 d ak a k

T0

T0

Thus, ck a k ak and arg ck arg a k arg ak


3. Time Shifting
x t F .S .C ' s ak
y t x t mt0 F .S .C ' s ck ???
Proof
ck T01 y t exp jk 0t dt
T0

T01 x t mt0 exp jk 0t dt Let t mt0 t t0


T0

exp jk 0 t0 exp jk 0 exp mjk 0t0

ck exp mjk 0t0 T01 x exp jk 0 d ak exp mjk 0t0

T
1 4 40 4 44 2 4 4 4 4 43
ak

Thus, ck ak exp mjk 0t0 ak and arg ck arg ak exp mjk 0t0 arg ak mk 0t0
4. Time Scaling
x t F .S .C ' s ak
y t x t

t F .S .C ' s ck ???
a
exp
jk

k
0
{

k
N

Proof
ck TN1 y t exp jk N t dt ; where N 2 TN 0 2 T0 TN 1T0
TN

TN1 x t exp jk0t dt Let t dt 1d


TN

ck T01 x exp jk 0 d ak
T0

Thus, we conclude that time scaling effect on x(t) does not


bring about any change in the result of Fourier series
coefficients. Time scaling does change the fundamental
frequency, 0 of the periodic signal, x(t) and produces a
similar opposite impact on the fundamental period, T0 of x(t).
That is why, the value of Fourier series coefficients, aks
remains unaltered.

5. Time Differentiation
x t

a exp jk t

F .S .C ' s ak

a
jk

k
0 exp jk 0 t F .S .C ' s ck ak jk 0
1
4
2
4
3

dt
k
ck

Thus, ck ak jk 0 k 0 ak and arg ck arg ak 900 depending upon k


y t

dx t

x t

6. Time Integration finite valued and periodic only if a0 0


x t
y t

a exp jk t

k
t

a
jk

k
0 exp jk 0 t F .S .C ' s ck ak jk 0
14
2
4
3

k
ck

jk 0 ak k 0 and arg ck arg ak m900 depending upon k

x d

Thus, ck ak

F .S .C ' s ak

6. Multiplication
x t F .S .C ' s ak
y t F .S .C ' s bk
z t x t y t F .S .C ' s hk ak bk Convolution of their F .S .C ' s
7. Conjugation
x t F .S .C ' s ak
x t F .S .C ' s bk a k
For real x t x t ; a k ak and bk ak
a k ak ak Magnitude spectrum

arg a k arg ak arg ak Phase spectrum


8. Parseval ' s Relation Average Power Theorem
x t F .S .C ' s ak
T01 x t dt F .S .C ' s bk
2

T0

ak sum of power in its respective F .S .C ' s

Extension to Discrete-time periodic signals


Continuous-time
Periodic
Signal, x(t)
Fundamen 0 = 2 / T0 ; T0 represent
fundamental period of x(t);
tal

Discrete-time Periodic Signal,


x[n]
w0 = 2 / N0 ;
N0 represent
fundamental period; - < w0 <

frequency

0
Finite (N) ; kw0 = 2k / No ;

Harmonic
componen
ts

Inputoutput
Relation
Fourier
series
represent
ation
Fourier
series
coefficient
, ak

Infinite ; k0 = 2k / To ;

0 k N 0 1; k n exp 2 k N 0

k rN0 n exp 2 k rN 0 N 0 ; 0 r N 0 1
exp 2 k N 0 exp 2 r k n

x t exp jt exp st

x n exp jwn z n

h t y t H j / H s x t h n y n H e jw / H z x n
x t =

ak exp jk 0t

k=-

ak T01 x t exp jk 0t dt
T0

x n =

N 0 1

a exp jkw n
k

k= 0

N 0 1

ak N 01 x n exp jkw0 n
k 0

Time Scaling
Multiplication
Differentiation
Properties
Integration

xm[n] = x[n/m] ; if n = rm and zero


otherwise; ak / m ; viewed as
periodic with period mN0.
z[n] = x[n]y[n]; ck = ak * bk over
one period, N0
First Difference; x[n] x[n 1]
(1 exp(-j2/N0)) ak
Running sum; finite valued and
periodic only if a0 = 0

x k 1 1 exp j 2 n a
n

Parsevals relation

n N 0

x n

N 0

k N 0

2
ak

Filtering of the input periodic discrete-time signal,


x[n]
To summarize the above process, kindly refer to the following
illustration

1.exp jw0 n / z0n h n H e jw0 /H z0 exp jw0 n / z0n


/H z exp jkw n / z

2.exp jkw0 n / z0kn h n H e jkw0 /H z0k exp jkw0 n / z0kn

3.ak exp jkw0 n / z0kn h n ak H e jkw0


4. x n

k N 0

ak exp jkw0 n / z0kn h n y n

k
0

kn
0

ak H e jkw0 exp jkw0 n / z0kn


k N 0 1 4 2 43
bk

Steps 3 and 4 represent LTI properties of the system


Example :
y n ay n 1 x n First order input output recursive relation
Deter min ation of the frequency response


H e ae H e e e
H e ae H e 1
1 ae H e 1
H e 1 1 ae 1 1 az

H e jw e jwn aH e jw e jw n 1 e jwn ;
jw

jw

jw

jw

jw

jw

jw

H e jw 1

jwn

Equating coefficients

jw

jw

jw

jwn

1 a cos w

H z Frequency Re sponse

a sin w 1
2

1 a 2a cos w Magnitude response


2

arctan a sin w 1 a cos w Phase response

Arg H e jw

It is important to note here that both magnitude and phase plots


of Discrete-time filter for different values of a are periodic with
period 2 in contrast to frequency responses of continuous-time
filters which are aperiodic. The frequency response of the
discrete-time filter is a continuous function of frequency, w.

Continuous-time Fourier Transform (CTFT)


The objectives of this chapter are illustrated below:

Illustrate students the importance of the frequency domain


Differentiate between Fourier Series and Fourier Transform and their respective
spectra
Illustrate the usefulness of the properties of Fourier Transform
Illustrate how convolution can be handled in frequency domain with ease and
comfort
Illustrate how the input-output relation (differential equation) and the output
generated by the system, y(t) can easily be solved/computed in frequency domain
Illustrate how ak can be computed from the knowledge of X(j)
How to draw the frequency response of the system using its properties
We already know that spectrum of continuous time Fourier series coefficients, ak
comprises of distinct lines separated by 0 and is known as line spectrum. But as
fundamental period, T0 of x(t) is increased, its fundamental frequency, 0 starts
decreasing and in the limit when T0 becomes infinite (very large), then 0 becomes
ideally zero (very small) which implies that the periodic signal, x(t) does remain no
longer periodic and its line spectrum is converted into continuous spectrum. The
aperiodic signal, x(t) may be recovered as

ak T01 x t exp jk 0t dt x t
T0

T0 ak

x t exp jk 0t dt x t

T0

a exp
k

a exp
k

jk 0t

jk 0t

xap t ; for t 0.5T0

As x t

zero ; otherwise

T0 ak

x t exp jk t dt x t exp jk t dt X
ap

ap

ap

T0

k 0

T0 ak X ap jk 0 ak T01 X ap jk 0 0 2 X ap jk 0

x t xap t ak exp jk 0t 2 X ap jk 0 exp jk 0t 0


{
1 4 4 44 2 4 4 4 43
k
width
k

1 4 4 4 Height
44 2 4 4 4 4 43

Area of the k th rectangle

Under the condition when T0 and 0 0, then

xap t 2

X
ap

j exp jt d Inverse Fourier Transform ICTFT

and X ap j

x t exp jt dt Fourier Transform CTFT


ap

Also ak T01 X ap j

k 0

T01 X ap jk 0 Fourier series coefficients

Generally , X ap j X apr j jX apim j

X ap
j X apr j jX apim j

X ap j X apr j jX apim j and for real xap t , we have

X ap j X ap
j X apr j X apr j Even function of

and X apim j X apim j odd function of


Properties of CTFT

x t X

x t exp jt dt

and y t Y j

y t exp jt dt

Property
Linearity
Time
Reversal

Definition in time
domain

lx t my t ; l & m

x t

End result is frequency domain

lX j mY j ; l & m
X j X j for real x t
X j X j X j Mag . response unchanged
Arg X j Arg X j Arg X j *s with 1

X j exp mjt0
Time
Shifting

x t mt0

Mag . Response X j exp mjt0 X j


Phase Response Arg X j mt0

a
x at , where a

Time
Scaling

j a ; a

for a 1, then X j TR

Mag . Response a
Phase

x t X j
X t ???

Duality

j a
Response Arg X j a

x t

Conjugatio
n

X j
2 x j
Mag . Response 2 x j
Phase Response Arg x j

j X j
x / t dx t dt

Differentiat
ion

M
x n t d n x t dt n

Mag . Response X j

Phase Response 900 Arg X j


M

X j

X j U j X j j X j 0 ;

Integration

x d x t u t

where X j 0

x t dt dc or average value

if it is zero, then it is simply equal to X j j

X j Y j
Convolution

x t y t

Mag . Response X j Y j X j Y j
Phase Response Arg X j Y j

Arg X j Arg Y j

X j Y j
Correlation

x t y t

Mag . Response X j Y j X j Y j
Phase Response Arg X j Y j

Arg X j Arg Y j

Parsevals
Relation

Periodic
Signals

Even and
odd real
signals
Shifting,
Differentiat
ion,
Integration
and
Convolution
in
frequency
Domain

x t dt
2

2
1

x t

X j

ak exp jk 0t

xe t and
x0 t

X j

a j k

X r j Pure Real and

jX im j Pure Imaginary

Illustrate these properties with the help of Duality Property as


discussed above.

Instructor is advised to illustrate the usefulness of each property by doing an


example so that students should be able to see what is happening in frequency and
time domains.
Example 1: Determine the Fourier Transform of the signal, x(t) = Aexp(-Rt)u(t)
using its definition

X j

x t exp jt dt A exp Rt u{ t exp jt dt

1; for t 0

A exp R j t dt A R j exp R j t
0

X j A R j
X j X r j jX im j A R j R j
X j X r j jX im j A R j

R j

On comparison, we have

2 xe t Aexp R t 2 X r j 2 AR R 2 2

2 x0 t A exp Rt u t exp Rt u t 2 jX im j j 2 A R 2 2

Example 2: Determine the Fourier Transform of Unit Step Function, u(t) using the
result of example 1.

u t A1 lim x t
R 0

A1

U j A1 lim X j

R 0

A 1

R 0

U j lim R R 2 2 j lim 1 R 2 2
R 0

lim 1 R j lim R j
R 0

R 0

The variation of the first term on the RHS w.r.t to R should be explained to the
students. Its value at
= 0 is 1/R and as we decrease the value of R, 1/R gets
increased and its rate of decay becomes faster (width decreases). The total area
bounded by this function over the entire -axis is simply equal to and in the limit,
it gets the shape of an impulse on -axis. Thus,

U j j

Example 3 :

t 1 From Analysis equation

1 2 From Duality

1; for t 0
Real and odd
1; for t 0
1 sgn t 2u t sgn t 2u t 1

sgn t

FT sgn t 2 FT u t FT 1 2 j Pure Imaginary

Example 4: Now, well make use of example 2 in explaining the properties of CTFT
and well be able to compute the Fourier transforms of Rectangular and Triangular
pulses.

Let z t u t u t T ;
u t j
u t T U j e

U j

jT

x t U j U j e jT U j 1 e jT Z j
Rect t x t 0.5T Z j e j 0.5 T

Rect t e j 0.5T 1 e jT U j e j 0.5T e j 0.5T U j


1 4 44 2 4 4 43

Rect t 2jsin 0.5T j

2jsin 0.5T

sin 0.5T

Rect t Tsinc 0.5T where sinc x sin x

0.5

Let s t Rect t 0.5T Rect t 0.5T


b
S j T sinc 0.5T e j 0.5T - sinc 0.5T e j 0.5 T

T
0.5 T
S j Tsinc 0.5T e1j 0.5
e4 j 43

4 42

2jsin 0.5T
Now, t

s d

with S j 0 0

b
j S j

j Tsinc 0.5T sin 0.5T

0.5

j T 2 sinc 2 0.5T Rect t * Rect t Convolution

Computation of Frequency response, Impulse Response and Step response


from the given Differential Equation (input-output Relation)

The following steps are essential in finding the answers of the above questions:

1. Compute the Fourier transform of the given differential


(integro-differential) Equation using differentiation and
integration properties of Fourier transforms. This will transform
the given input-output relation (diff. equation) into Algebraic
equation.
2. Solve this equation for the ratio Y(j) / X(j) which is equal to
H(j), the frequency response of the system.
3. This frequency response is generally a complex quantity.
Determine its magnitude and phase using either Algebra of
Complex Numbers (or Mathematical review of Chapter 1).
4. Sketch its spectra by taking frequency, on x-axis and
magnitude or phase on y-axis. This will provide us the
magnitude and phase plots of the given system
5. All those values of which result in H(j) = 0 will provide us
zeros of the systems (the system does not allow these
frequencies to pass through it).
6. All those values of which result in H(j) = infinity will provide
us poles of the systems (the system usually is not allowed to
operate on these frequencies).
7. If all poles of the system are negative (lie in the left half splane, then the system is stable otherwise not). Zeros dont
play any role in determining the stability of the system.
8. Use IFT techniques (usually partial fractions and tables) to
determine the impulse response of the system, i.e., h(t) =
IFT{H(j)}
9. Step response, s(t) of the system is usually determined by
integrating its impulse response
10. Having determined the frequency response of the system,
the output, y(t) due to any input x(t) can easily be computed
by performing the following two steps:
Multiply H(j) with X(j). This is usually equal to Y(j)
Use IFT techniques to compute y(t)
Illustration with the help of an example

Chapter 5:

Discrete-time Fourier Transform (DTFT)

Illustrate the students the importance of the frequency domain and the difference
between the analysis and synthesis equations of both transforms
Differentiate between Discrete-time Fourier Series and Discrete-time Fourier
Transform and their respective spectra with that of CT Fourier series and FT
Illustrate the usefulness of the properties of Discrete-time Fourier Transform
Illustrate how convolution can be handled in frequency domain with ease and
comfort
Illustrate how the input-output relation (difference equation) and the output
generated by the system, y[n] can easily be solved/computed in frequency domain
Illustrate how ck can be computed from the knowledge of X(ejw)
How to draw the frequency response of the system using its properties

Continuous Domain

x n

Discrete Domain
ak exp jkw0n ; w0 2

Fourier
Series
Representation

x t

Fourier
Series
Coefficients, ak

ak T01 x t exp jk 0t dt

ak N 01

Spectrum

Discrete (Line Spectrum); Aperiodic

Discrete (Line Spectrum); Periodic with


period = 2

Fourier Transform
(Analysis Equation)

x t X j

a exp jk t ;

2 T0

k N 0

T0

x t exp jt dt

x n exp jkw n

x t IFT X j
2

n N 0

x n X e jw

Fourier Transform
(Synthesis Equation)

x n exp jwn

x n IFT X e jw

X j exp j t d

N0

X e exp jwn dw
jw

Relation of ak with
X(j)

ak T01 X jk 0

ak N 01 X e jkw0

Spectrum

Continuous and Aperiodic

Frequency
Response
Application
Step Response

H(j) = Y(j) / X(j); Aperiodic

Continuous and Periodic with period =


2
H(ejw) = Y(ejw) / X(ejw); Periodic

Used to solve the differential equation Used to solve the difference equation
s t

h d

s n

Causality & Stability

h(t) = 0 for t < 0 and the poles

h[n]

h k

for

<

and

the

must have negative real parts.


Properties

magnitudes of all poles must be less


than unity.

Both have the same properties except time scaling and duality in case of DT
signals

Examples: Compute Discrete-time Fourier transforms of some elementary signals and


sketch their specra

Properties of DTFT and its comparison with CTFT

x t X

x t exp jt dt

and y t Y j

y t exp jt dt

Property
Analysis
Equation

CTFT
x t X j

x t exp jt dt

x t IFT X j
Synthesis
Equation

X j exp jt d

DTFT

Time Shifting

X e exp jwn dw
jw

lx n my n ; l & m

lX j mY j ;
x t

lX e

jw

mY e ;
jw

x n
b

b
X j X

j for real x t

x t mt0 X j exp mjt0


x at , where a

X e jw X e jw for real x n

x n mn0 X e jw exp mjn0 w

x n m ; when n km

x m n

b
Time Scaling

lx t my t ; l & m

Time
Reversal

x n IFT X e jw

Linearity

x n exp jwn

x n X e jw

X j a ; for a 1

then X j TR

; otherwise

X m e

jw

X e
jmw

X j a ; for a 1

then X j TR

Conjugation

x t X j

x n X e jw

x t X j

X t ??? 2 x j

Duality

Differentiatio
n/
Differencing
in time

dx t

x / t dx t dt j X j

1 e X e
jw

x n t d n x t dt n j X j
n

x n x n 1

dt

Integration /
Accumulatio
n

No such relation exists in this case

jw

x k x n u n

x d x t u t

b
X j U j X j j X j 0

X e

jw

U e X e 1 e
jw

jw

jw

X e j0

w 2 k

Convolution

x t y t X j Y j

x n y n X e jw Y e jw

Correlation

x t y t X j Y j

x n y n X e jw Y e jw

x t

x n

dt

Periodic
Signals

Even and
odd real
signals

a exp jk t

x n

k N 0

X e jw

dw

ak exp jkw0 n

b
X j

x t

Parsevals
Relation

ak j k 0

xe t and
x0 t

X e jw

k N 0

ak

j w kw

X r j Pure Real and

jX im j Pure Imaginary

Shifting,
Differentiatio
n,
Integration
and
Convolution
in frequency
Domain

Illustrate these properties with the help of Duality Property as


discussed above.

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