SIGNALS AND SYSTEMS

EEE 221 Lec 4

Syed Athar Bin Amir
North South University
FOURIER TRANSFORM
14 March 2019 Fourier Transform 3

A quick word on domain

• You’ve heard me say “time-domain” and “frequency-
domain” before – it probably sounded unfamiliar and scary
• When we say time-domain, we mean that the signal is a
function that is represented by time as the independent
variable; i.e. 𝑓 𝑡 , ℎ(𝑡) etc
• Similarly, frequency-domain means that the signal is
represented by frequency as the independent variable
14 March 2019 Fourier Transform 4

Fourier Series
• In the Fourier Series, we saw that we can break down any
periodic signal into an infinite sum of sinusoids occurring
at discrete frequencies.
• At frequencies denoted by 𝑛𝜔0 - the fundamental
frequency multiplied by an integer, we had values of
coefficients.

𝑓 𝑡 = 𝐷𝑛 𝑒 𝑗𝑛𝜔0 𝑡
𝑛=−∞
Where
1
𝐷𝑛 = 𝑓 𝑡 𝑒 −𝑗𝑛𝜔0 𝑡 𝑑𝑡
𝑇0 𝑇0
14 March 2019 Fourier Transform 5

Fourier Transform
• The issue with Fourier Series is that it only applies to
periodic signals!
• But lots of real world applications of signals has to deal
with aperiodic signals – that is, signals that do not repeat
after some finite positive interval 𝑇0
• The Fourier Transform is an extension of the Fourier
Series that can sidestep the periodicity issue
• We can use the Fourier transform on aperiodic signals.
14 March 2019 Fourier Transform 6

Fourier Transform Formula

• Fourier Transform:

∞
𝐹 𝜔 = 𝑓 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞
And the Inverse Fourier Transform:

∞
1
𝑓 𝑡 = 𝐹 𝜔 𝑒 𝑗𝜔𝑡 𝑑𝜔
2𝜋 −∞

• What do these formulae do?

14 March 2019 Fourier Transform 7

Fourier Transform use

• The Fourier Transform is a TRANSFORM. It switches the
domain of a signal from time domain to frequency
domain
• In other words, a signal 𝑓(𝑡) is used to obtain a different
representation of the signal 𝐹 𝜔 .
• Instead of the independent variable being time, the
transform changes the independent variable to frequency

• Think of 𝐹 𝜔 as the Fourier Transform equivalent of the

coefficients 𝐷𝑛 in Fourier Series – except instead of being
discrete, it is a continuous function.
14 March 2019 Fourier Transform 8

How Fourier Transform is derived

• We know from before that the fundamental frequency is
2𝜋
𝜔0 =
𝑇0
• In case of periodic signals, the value of 𝑇0 is a finite,
positive number – and it yields a single discrete value for
the fundamental frequency 𝜔0

• What if we let 𝑇0 → ∞?

• The fundamental frequency will become infinitesimally

small!
14 March 2019 Fourier Transform 9

Fourier Transform
• Fourier Transform switches the domain of the signal
received from time to frequency
• It is a function of a continuous variable 𝜔 – a variable
that includes all real numbers.

• This is the main distinction between Fourier Series and Fourier

Transform.
• Fourier Series decomposes a periodic signal into discrete
coefficients – whereas Fourier Transform decomposes any signal
into a continuous set of numbers 𝐹(𝜔)
• 𝐹(𝜔) is analogous to the Exponential Fourier Series Coefficients
𝐷𝑛
14 March 2019 Fourier Transform 10

Notation
𝑓 𝑡 𝐹(𝜔)
𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚

𝐹(𝜔) 𝑓 𝑡
𝐼𝑛𝑣𝑒𝑟𝑠𝑒 𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚

• By convention, functions in time domain, i.e. 𝑓 𝑡 , ℎ(𝑡) are

written with small letters
• The Fourier transformed function is always capitalized,
i.e. 𝐹 𝜔 , 𝐻(𝜔)
14 March 2019 Fourier Transform 11

A note on integration
• Like the Fourier Series, some functions can be very
difficult to directly integrate with the Fourier transform
• Requires integration by parts
• However, if you have the table of Fourier Transforms and
you understand the properties of Fourier Transform – you
would have little trouble with them!
14 March 2019 Fourier Transform 12
14 March 2019 Fourier Transform 13

Linearity
• The Fourier Transform is LINEAR; that is, if

𝑓1 (𝑡) ↔ 𝐹1 (𝜔)
And
𝑓2 (𝑡) ↔ 𝐹2 (𝜔)

Then

𝑎1 𝑓1 𝑡 + 𝑎2 𝑓2 𝑡 ↔ 𝑎1 𝐹1 𝜔 + 𝑎2 𝐹2 (𝜔)

• It’s the same concept introduced in chapter 1

14 March 2019 Fourier Transform 14

Time-Frequency Duality
• For any relationship between 𝑓(𝑡) and 𝐹(𝜔), there exists
a dual result of the relationship (with small modifications)
• This is because the Direct Fourier Transform and the
Inverse Fourier Transform are so closely related to one
another in terms of formula
14 March 2019 Fourier Transform 15

Symmetry Property
If
𝑓(𝑡) ↔ 𝐹(𝜔)
Then
𝐹 𝑡 ↔ 2𝜋𝑓(−𝜔)

This comes directly from the definition of the Inverse

Fourier Transform. Since
1 ∞
𝑓 𝑡 = 𝐹 𝜔 𝑒 𝑗𝜔𝑡 𝑑𝜔
2𝜋 −∞
Then
∞
2𝜋𝑓 −𝑡 = 𝐹 𝜔 𝑒 −𝑗𝜔𝑡 𝑑𝜔
−∞
14 March 2019 Fourier Transform 16

Symmetry Property
14 March 2019 Fourier Transform 17

Scaling property
If
𝑓(𝑡) ↔ 𝐹(𝜔)

Then, for any real constant 𝑎,

1 𝜔
𝑓 𝑎𝑡 ↔ 𝐹
𝑎 𝑎

Remember that 𝑓 𝑎𝑡 was a function that was

compressed in time domain when 𝑎 > 1 and expanded
in time domain when 𝑎 < 1 !
14 March 2019 Fourier Transform 18

Significance of Scaling Property

• The scaling property of the Fourier Transform basically
says that time compression of a signal results in
frequency expansion, and vice versa!
• If a signal gets narrower in time, it gets wider in
frequency

• In proper signal processing jargon: if the duration (time)

of a signal is doubled, the bandwidth (frequency) is
halved. And vice versa.
14 March 2019 Fourier Transform 19

Significance of Scaling Property

14 March 2019 Fourier Transform 20

Time Shifting property

If
𝑓(𝑡) ↔ 𝐹(𝜔)

Then, for any delay in time 𝑡0 ,

𝑓 𝑡 − 𝑡0 ↔ 𝐹 𝜔 𝑒 −𝑗𝜔𝑡0
14 March 2019 Fourier Transform 21

Frequency Shifting property

If
𝑓(𝑡) ↔ 𝐹(𝜔)

Then,

𝑓 𝑡 𝑒 𝑗𝜔0 𝑡 ↔ 𝐹 𝜔 − 𝜔0

Note that this is the dual of the time shifting property

14 March 2019 Fourier Transform 22

Convolution Property
• The time convolution property and its dual, the frequency
convolution property, states that if

𝑓1 𝑡 ↔ 𝐹1 𝜔 and 𝑓2 (𝑡) ↔ 𝐹2 (𝜔)

Then (time convolution)

𝑓1 𝑡 ∗ 𝑓2 𝑡 ↔ 𝐹1 𝜔 𝐹2 (𝜔)

And (frequency convolution)

1
𝑓1 𝑡 𝑓2 𝑡 ↔ 𝐹1 𝜔 ∗ 𝐹2 (𝜔)
2𝜋
14 March 2019 Fourier Transform 23

Significance of Convolution property

• Convolution in time is a difficult to calculate out manually,
and time consuming!
• This property essentially says that if

𝑦 𝑡 =𝑥 𝑡 ∗ℎ 𝑡
• Then
𝑌 𝜔 = 𝑋(𝜔)𝐻(𝜔)

• Calculating the Fourier Transform first turns the problem

into simple multiplication!
• Convolution in time domain  Multiplication in
frequency domain
14 March 2019 Fourier Transform 24

Time Differentiation and Integration

If 𝑓(𝑡) ↔ 𝐹(𝜔)
Then, time differentiation means
𝑑𝑓
↔ 𝑗𝜔𝐹 𝜔
𝑑𝑡
And time integration means
𝑡
𝐹(𝜔)
𝑓(𝜏) 𝑑𝜏 ↔ + 𝜋𝐹(0)𝛿(𝜔)
−∞ 𝑗𝜔
Because the Fourier transform involves multiplying the
function 𝑓(𝑡) with a complex exponential, whose derivative
is relatively easy to take (just multiply the constant on the
exponent),

𝑑𝑛 𝑓 𝑛𝐹 𝜔
↔ (𝑗𝜔)
𝑑𝑡 𝑛
14 March 2019 Fourier Transform 25
GENERALIZED FOURIER
TRANSFORMS
14 March 2019 Generalized Fourier Transforms 27

𝛿 Functions (Unit Impulse Functions)

• A unit impulse 𝛿(𝑡) is not a signal in the usual sense
• But if we use the sifting property of the impulse function
to take the Fourier Transform, we get an interesting result.

∞
𝐹 𝜔 =𝐹 𝛿 𝑡 = 𝛿 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡 = 1
−∞
• 𝛿(𝑡) only has value at 𝑡 = 0, which means

𝑒 −𝑗𝜔𝑡 = 𝑒 −𝑗𝜔0 = 1
• In other words,
𝛿(𝑡) ↔ 1
14 March 2019 Generalized Fourier Transforms 28

Significance of the FT pair 𝛿(𝑡) ↔ 1

• This is an example of a generalized Fourier Transform –
it behaves more or less like ordinary FTs
• It means a single spike in time transforms to the value of 1
for the entire frequency spectrum
14 March 2019 Generalized Fourier Transforms 29

Shifted 𝛿(𝑡)
• A time shifted impulse function has the Fourier Transform
∞
𝐹 𝛿 𝑡 − 𝑡0 = 𝛿 𝑡 − 𝑡0 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞
= 𝑒 −𝑗𝜔𝑡0

• Therefore, we have the transform pair

𝛿(𝑡 − 𝑡0 ) ↔ 𝑒 −𝑗𝜔𝑡0
14 March 2019 Generalized Fourier Transforms 30

Shifted 𝛿(𝑡) spectrum

• We have the transform pair

𝛿(𝑡 − 𝑡0 ) ↔ 𝑒 −𝑗𝜔𝑡0

• From Euler’s identity we know that a complex exponential

has the form of a sinusoid
14 March 2019 Generalized Fourier Transforms 31

Constant
• Recall that the FT of an impulse function gives us a
constant value of 1
𝛿(𝑡) ↔ 1

• Using the symmetry property, we can find that

1 ↔ 2𝜋𝛿(𝜔)
14 March 2019 Generalized Fourier Transforms 32

Sinusoidal Signals
• Recall that the FT of an shifted impulse function gives us a
complex exponential
𝛿(𝑡 − 𝑡0 ) ↔ 𝑒 −𝑗𝜔𝑡0
• Using the symmetry property again, we can find that

𝑒 −𝑗𝜔0 𝑡 ↔ 2𝜋𝛿(𝜔 − 𝜔0 )
14 March 2019 Generalized Fourier Transforms 33

FT of Cosine
• Using Euler’s formula, we can find the Fourier Transform
of a cosine
1 𝑗𝜔 𝑡
𝐹 cos(𝜔0 𝑡)] = 𝐹 𝑒 0 + 𝑒 −𝑗𝜔0 𝑡
2
14 March 2019 Generalized Fourier Transforms 34

FT of Cosine
𝑐𝑜𝑠(𝜔0 𝑡) ↔ 𝜋 𝛿 𝜔 − 𝜔0 + 𝛿 𝜔 + 𝜔0
14 March 2019 Generalized Fourier Transforms 35

FT of Sine
• You can use Euler’s formula again to obtain the Fourier
Transform of a Sine
1
• Since 𝑠𝑖𝑛 𝜔0 𝑡 = 𝑒 𝑗𝜔0 𝑡 − 𝑒 −𝑗𝜔0 𝑡 , we can see that
2𝑗
𝑠𝑖𝑛(𝜔0 𝑡) ↔ 𝑗𝜋 𝛿 𝜔 − 𝜔0 − 𝛿 𝜔 + 𝜔0
NEGATIVE FREQUENCY
14 March 2019 Negative Frequency 37

What is a negative frequency?

• Visualizing a time axis from negative infinity to positive infinity is
simple in theory: things that happened in the past have a
negative time value, and things that will happen in the future
has a positive value

• But frequency 𝜔 also goes from −∞ to ∞!

• As we saw in the FT of a sine and of cosine, there are impulse

function spikes that occur to the left of the y-axis – denoting an
impulse in the negative frequency

• In order to understand this, we need to revisit the complex

plane.
14 March 2019 Negative Frequency 38

Imagine a rotating wind turbine…

• We can think of the turbine to be
spinning at a certain frequency –
based on how many cycles it
completes in a second
• It can spin in two directions –
counter clockwise or clockwise
• We can think of positive frequencies
as spinning counter clockwise, and
negative frequencies as spinning
clockwise!
14 March 2019 Negative Frequency 39

Complex plane
• Recall that we can represent complex numbers as vectors on
the complex plane
Im

𝒆𝒋𝝎𝒕

Re

𝒆−𝒋𝝎𝒕

1
• cos 𝜔0 𝑡 = 𝑒 𝑗𝜔0 𝑡 + 𝑒 −𝑗𝜔0 𝑡
2
14 March 2019 Negative Frequency 40

Cosine
• You can think of the cosine as two complex exponentials
spinning in opposite directions – one counter clockwise
and positive, and the other clockwise and negative
• It’s the same idea with sines – the vector just starts from
the imaginary axis (y-axis) instead of the real axis like the
cosine
PARSEVAL’S THEOREM
14 March 2019 Parseval’s Theorem 42

Parseval’s Theorem
• Recall that the Energy of a signal is given by:
∞
𝐸𝑓 = 𝑥(𝑡) 2 𝑑𝑡
−∞
• Parseval’s Theorem states that total energy of a signal
can be calculated by integrating across time or across
frequency; i.e. they’ll give the same result

∞ ∞
2
1
𝐸𝑓 = 𝑥(𝑡) 𝑑𝑡 = 𝑋(𝜔) 2 𝑑𝜔
−∞ 2𝜋 −∞
1
Note: the is just to scale the value because we’re using
2𝜋
the radian frequency 𝜔
MODULATION
14 March 2019 Modulation 44

Review: Convolution Property

• The time convolution property and its dual, the frequency
convolution property, states that if

𝑓1 𝑡 ↔ 𝐹1 𝜔 and 𝑓2 (𝑡) ↔ 𝐹2 (𝜔)

Then (time convolution)

𝑓1 𝑡 ∗ 𝑓2 𝑡 ↔ 𝐹1 𝜔 𝐹2 (𝜔)

And (frequency convolution)

1
𝑓1 𝑡 𝑓2 𝑡 ↔ 𝐹1 𝜔 ∗ 𝐹2 (𝜔)
2𝜋
14 March 2019 Modulation 45

Modulation
• Modulation is a special case of frequency convolution,
and is one of the most important applications of Fourier
Transform
• Given:
𝑥(𝑡) ↔ 𝑋(𝜔)
And
𝑐𝑜𝑠(𝜔0 𝑡) ↔ 𝜋 𝛿 𝜔 − 𝜔0 + 𝛿 𝜔 + 𝜔0

What would we get in the frequency domain if we

multiplied 𝑥(𝑡) with a cosine?
14 March 2019 Modulation 46

Modulation - Cosine
• Let
𝑦 𝑡 = 𝑥 𝑡 cos(𝜔0 𝑡)

• We know that a multiplication in time domain

corresponds to a convolution in frequency domain
• Therefore
𝑌 𝜔 = 𝑋 𝜔 ∗ 𝐹 cos 𝜔0 𝑡
1
=𝑋 𝜔 ∗ 𝜋 𝛿 𝜔 − 𝜔0 + 𝛿 𝜔 + 𝜔0
2𝜋
1
= [𝑋 𝜔 − 𝜔0 + 𝑋 𝜔 + 𝜔0 ]
2
• Modulation creates scaled copies of the original
spectrum 𝑋 𝜔 , shifted to ±𝜔0
14 March 2019 Modulation 47

Demodulation
• Let
z 𝑡 = 𝑦 𝑡 cos(𝜔0 𝑡)

• Therefore
𝑍 𝜔 = 𝑌 𝜔 ∗ 𝐹 cos 𝜔0 𝑡
1
=
𝑌 𝜔 − 𝜔0 + 𝑌 𝜔 + 𝜔0
2
1 1 1
= 𝑋 𝜔 + 𝑋 𝜔 − 2𝜔0 + 𝑋(𝜔 + 2𝜔0 )
2 4 4

• By simply multiplying by a cosine of the same frequency,

we get back a scaled copy of the original signal.
14 March 2019 Modulation 48

Types of modulation
• In layman’s terms – modulation involves a multiplication
with a sine/cosine/complex exponential

• The sine/cosine/complex exponential we use for the

multiplication is often called the carrier

• The different types of modulation arise from how the

message signal is embedded with the carrier – whether it
is coded into the amplitude of the carrier, or the
frequency/phase
14 March 2019 Modulation 49

Types of modulation
There are two major types of modulation:
1. Amplitude Modulation (AM) – in this system, the
message is coded into the amplitude of the transmitted
signal
𝜑𝐴𝑀 𝑡 = 𝐴 + 𝑚 𝑡 cos(𝜔𝑐 𝑡)

2. Angle Modulation – in this system, the message is coded

into the angle of the carrier. This can either be in terms of
phase modulation (PM) or as frequency modulation
(FM)
𝜑𝐸𝑀 𝑡 = 𝐴 cos(𝜔𝑐 𝑡 + 𝑘ψ(𝑡))

Here k is an arbitrary constant, and ψ 𝑡 is a function

obtained from the message 𝑚(𝑡)
FILTERING
14 March 2019 Filtering 51

What is Filtering
• We can think of most real world signals as composed of
two parts – signal and noise
• The signal contains the useful information, whereas the
noise is not useful and undesirable
• The process of extracting/separating a signal from the
noise is called filtering
• Because of computational efficiency, filtering is
implemented in the frequency domain
14 March 2019 Filtering 52

Ideal Filters
• During filtering, certain bands of frequencies are allowed
to pass through, whereas other frequencies are stopped
• The range of frequencies that pass through is called the
passband of the filter
• The range of frequencies that do not pass is called the
stopband
• In an ideal filter:
𝐻(𝜔) = 1 in the passband
𝐻(𝜔) = 0 in the stopband

Note: 𝐻(𝜔 is commonly referred to as the transfer

function – it is simply the Fourier Transform of the impulse
response ℎ(𝑡) of a LTI system
14 March 2019 Filtering 53

Common Types of Filters

• The common types of filters are:
1. Lowpass Filters – these allow frequencies that are lower than a
cutoff frequency 𝜔𝑐 to pass through, and stops higher
frequencies (passband from 0 to 𝜔𝑐 , stopband from 𝜔𝑐 to
infinity)
2. Highpass Filters – these allow frequencies that are higher than a
cutoff frequency 𝜔𝑐 to pass through, and stops lower frequencies
(passband from 𝜔𝑐 to infinity, stopband from 0 to 𝜔𝑐 )
3. Bandpass Filters – these allow frequencies within a certain band
to pass through, and stops everything else (passband between
𝜔𝑐1 < 𝜔 < 𝜔𝑐2 , stopband below 𝜔𝑐1 and above 𝜔𝑐2 )
4. Bandstop Filters – These filters stop frequencies within a certain
band, and passes everything else (stopband between 𝜔𝑐1 <
𝜔 < 𝜔𝑐2 , passband below 𝜔𝑐1 and above 𝜔𝑐2 )
14 March 2019 Filtering 54

Common Types of Filters

14 March 2019 Filtering 55

Nonideal (but realizable) Filters

• It’s not possible in practice to replicate the characteristics
of an ideal filter – with abrupt changes between the
passband and the stopband
• Most filters that can actually be implemented have a
transition band – a range of frequencies where the
magnitude of the transfer function 𝐻(𝜔 changes from 1
to 0
14 March 2019 Filtering 56

Practical Filters
14 March 2019 Filtering 57

Applications of Filtering
• Filtering is very important for biomedical signal
processing! Biomedical Signals are often buried in a lot of
noise, and without filtering we have a hard time making
sense of anything in the signal
• For example, In an ECG signal, we’re only interested in
mapping the changes in voltage between the electrodes
that occur due to the heartbeat.
• But we also pick up a lot of noise! Namely from motion
noise (caused by patient moving), 60 Hz interference
(from power outlets close to the machine), DC offset noise
(from the electrode-body interface) and so on!
• Filtering allows us to obtain usable signals from noisy
ones.
14 March 2019 Filtering 58

Applications of Filtering