EE 221

Signals Analysis and Systems

Part8 E: Fourier Transform

Instructor: Dr. Yazid Khattabi

Dept. of Electrical Engineering
The University of Jordan
Email: y.khattabi@ju.edu.jo

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Properties of Fourier Transform
❑ Parseval’s Theorem :

The total energy of 𝑥(𝑡) is:

∞ ∞
2 𝑑𝑡
1
𝐸𝑇 = න 𝑥(𝑡) = න 𝑋(𝜔) 2 𝑑𝜔
2𝜋
−∞ −∞

❑ For real values signal x(t), 𝑋(𝜔) is even thus:

∞
1
𝐸𝑇 = න 𝑋(𝜔) 2 𝑑𝜔
𝜋
0

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Properties of Fourier Transform
❑ Parseval’s Theorem :

Proof:
∞ ∞ ∞ ∞ ∗
1
𝐸𝑇 = න 𝑥(𝑡) 2 𝑑𝑡 = න 𝑥 𝑡 𝑥 ∗ 𝑡 𝑑𝑡 = න 𝑥(𝑡) න 𝑋(𝜔)𝑒 𝑗𝜔𝑡 𝑑𝜔 𝑑𝑡
2𝜋
−∞ −∞ −∞ −∞
∞ ∞
1
= න 𝑥 𝑡 . න 𝑋 ∗ (𝜔)𝑒 −𝑗𝜔𝑡 𝑑𝜔 𝑑𝑡
2𝜋
𝑡=−∞ 𝜔=−∞
∞ ∞
1
= න 𝑋 ∗ (𝜔) න 𝑥(𝑡)𝑒 −𝑗𝜔𝑡 𝑑𝑡 𝑑𝜔
2𝜋
𝜔=−∞ 𝑡=−∞
𝑋(𝜔)
∞ ∞
1 1
= න 𝑋 ∗ 𝜔 𝑋 𝜔 𝑑𝜔 = න 𝑋 𝜔 2 𝑑𝜔
2𝜋 2𝜋
−∞ −∞

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Properties of Fourier Transform
❑ Example:
∞ 5
Evaluate the integral 𝐼 = ‫׬‬−∞ 𝑑𝜔
4+𝑗𝜔 2

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Properties of Fourier Transform
❑ Solution
1 1
Let 𝑋 𝜔 = ⟹ 𝑋 𝜔 =
4+𝑗𝜔 4+𝑗𝜔
∞ ∞

⟹𝐼=5 න 𝑋 𝜔 2 𝑑𝜔 = 5 × 2𝜋 න 𝑥(𝑡) 2 𝑑𝑡
−∞ −∞
1
where 𝑥 𝑡 = ℱ −1 = 𝑒 −4𝑡 𝑢(𝑡)
4+𝑗𝜔

∞ ∞
10𝜋
⟹ 𝐼 = 5 × 2𝜋 න 𝑒 −16𝑡 𝑢 𝑡 𝑑𝑡 = 10𝜋 න 𝑒 −16𝑡 𝑑𝑡 =
16
−∞ 0

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Properties of Fourier Transform
❑ Energy Density Spectrum, or Energy Spectral Density (ESD):

ℰ 𝜔 = 𝑋(𝜔) 2

From Parseval’s theorem:

∞
1
𝐸𝑇 = න 𝑋(𝜔) 2 𝑑𝜔
2𝜋
−∞
∞
1
⟹ 𝐸𝑇 = න ℰ 𝜔 𝑑𝜔
2𝜋
−∞
Any for real values signal x(t):
∞
1
𝐸𝑇 = න ℰ 𝜔 𝑑𝜔
2nd Semester 2021-2022 Dr.
𝜋
Yazid Khattabi 0
 Properties of Fourier Transform
❑ Energy Density Spectrum, or Energy Spectral Density (ESD):
▪ For real values signal x(t), to find the partial Energy in the Frequency band
𝜔1 , 𝜔2
𝜔2 −𝜔1 𝜔2
1 1 1
𝐸𝜔1,𝜔2 = න ℰ 𝜔 𝑑𝜔 + න ℰ 𝜔 𝑑𝜔 = න ℰ 𝜔 𝑑𝜔
2𝜋 2𝜋 𝜋
𝜔1 −𝜔2 𝜔1

ℰ 𝜔

𝜔
−𝜔2 −𝜔1 𝜔1 𝜔2

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Properties of Fourier Transform
❑ Example:
Find the total energy of 𝑥 𝑡 = 𝑒 −𝑡 𝑢(𝑡) and find the
energy in the frequency band −4 ≤ 𝜔 ≤ 4

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Properties of Fourier Transform
❑ Solution
∞

𝐸𝑇 = න 𝑥(𝑡) 2 𝑑𝑡
−∞
∞

= න 𝑒 −2𝑡 𝑢(𝑡)𝑑𝑡
−∞
∞

= න 𝑒 −2𝑡 𝑑𝑡
0
1 1
= − 𝑒 −2𝑡 |∞
0 = 𝐽𝑜𝑢𝑙𝑒
2 2

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Properties of Fourier Transform
❑ Solution
4 4
1 1
𝐸𝜔1,𝜔2 = න ℰ 𝜔 𝑑𝜔 = 𝐸𝜔1,𝜔2 = න ℰ 𝜔 𝑑𝜔
2𝜋 𝜋
−4 0
2
ℰ 𝜔 = 𝑋 𝜔
−𝑡
ℱ 1 −𝑎𝑡
ℱ 1
𝑥 𝑡 =𝑒 𝑢 𝑡 ֞ = 𝑋(𝜔)𝑒 𝑢(𝑡) ֞
1 + 𝑗𝜔 𝑎 + 𝑗𝜔

1 2
1
𝑋(𝜔) = ⟹ 𝑋 𝜔 =
1 + 𝜔2 1 + 𝜔2
4
1 1 1 −1 𝜔 |4 = 0.422
𝐸𝜔1,𝜔2 = න 𝑑𝜔 = tan 0
𝜋 1 + 𝜔2 𝜋
0
0.422
i.e., 0.5
× 100% = 84.4% of the signal energy in the frequency band [−4,4]

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Power Density Spectrum
❑ Power signals have infinite energy and finite average
power.
❑ Power Spectral Density (PSD) or power spectrum 𝑆 𝜔
[Watt/(rad/sec)]: The distribution of the average power of a
signal as a function of frequency.
❑ For power signal 𝑥(𝑡):
𝑋𝑇 (𝜔) 2
𝑆 𝜔 = lim
𝑇→∞ 2𝑇
where 𝑋𝑇 𝜔 = 𝐹𝑇{𝑥𝑇 𝑡 }
𝑡
where 𝑥𝑇 𝑡 = 𝑥 𝑡 𝑟𝑒𝑐𝑡
2𝑇
1 ∞
• Also 𝑃𝑎𝑣 = ‫𝑆 ׬‬ 𝜔 𝑑𝜔
2𝜋 −∞

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Power Density Spectrum
• Proof: let 𝑥 𝑡 a power signal (not necessary periodic)
𝑥 𝑡 , −𝑇 < 𝑡 < 𝑇
then 𝑥𝑇 𝑡 = ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑡
⟹ 𝑥𝑇 𝑡 = 𝑥 𝑡 𝑟𝑒𝑐𝑡
2𝑇
Let
ℱ
𝑥𝑇 𝑡 ֞ 𝑋𝑇 𝜔

𝑥𝑇 (𝑡): Truncated version of

𝑡 𝑥(𝑡)
𝑟𝑒𝑐𝑡(2𝑇)
𝑥(𝑡)

t t
-T T -T T
2nd Semester 2021-2022 Dr.
Yazid Khattabi
 Power Density Spectrum..
∞ ∞
1
𝐸𝑥𝑇(𝑡) = න 𝑥𝑇 (𝑡) 2 𝑑𝑡 = න 𝑋𝑇 𝜔 2 𝑑𝜔
2𝜋
−∞ −∞
𝑇 ∞
1 2
1
𝑃𝑥(𝑡) = lim න 𝑥(𝑡) 𝑑𝑡 = lim න 𝑥𝑇 (𝑡) 2 𝑑𝑡
𝑇→∞ 2𝑇 𝑇→∞ 2𝑇
−𝑇 −∞
∞ ∞
1 𝑋𝑇 (𝜔) 2 1 𝑋𝑇 (𝜔) 2
= lim න 𝑑𝜔 = න lim 𝑑𝜔
𝑇→∞ 2𝑇 2𝜋 2𝜋 𝑇→∞ 2𝑇
−∞ −∞
∞
1
= න 𝑆 𝜔 𝑑𝜔
2𝜋
−∞
2
𝑋𝑇 (𝜔)
⟹ 𝑆 𝜔 = lim
𝑇→∞ 2𝑇

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Power Density Spectrum
❑ Periodic signal is power signal, thus it has PSD:

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Power Density Spectrum
❑ Then, the total average power of a periodic signal using
its PSD

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Energy In
LTI
Systems
𝑥(𝑡) 𝑦 𝑡 = ℎ 𝑡 ∗ 𝑥(𝑡)
ℎ(𝑡)
LTI

𝑋(𝜔) 𝑌 𝜔 = 𝐻 𝜔 𝑋(𝜔)
𝐻(𝜔)
• 𝑌 𝜔 = 𝐻 𝜔 𝑋(𝜔)
• 𝑌 ∗ 𝜔 = 𝐻∗ (𝜔)𝑋 ∗ (𝜔)
• 𝑌 ∗ 𝜔 𝑌 𝜔 = 𝐻∗ (𝜔)𝐻 𝜔 𝑋 ∗ (𝜔) 𝑋(𝜔)
𝑌(𝜔) 2 = 𝐻(𝜔) 2 𝑋(𝜔) 2

• For energy signals as input and output:

ℰ𝑌 𝜔 = 𝐻(𝜔) 2 ℰ𝑋 𝜔
𝐻(𝜔) 2 is called energy transfer function.

2nd Semester 2021-2022 Dr.

Yazid Khattabi
 Energy In
LTI
Systems
𝑥(𝑡) 𝑦 𝑡 = ℎ 𝑡 ∗ 𝑥(𝑡)
ℎ(𝑡)
LTI

𝑋(𝜔) 𝑌 𝜔 = 𝐻 𝜔 𝑋(𝜔)
𝐻(𝜔)
2 2 2
𝑌(𝜔) = 𝐻(𝜔) 𝑋(𝜔)
• For power signals:
𝑌𝑇 (𝜔) 2 2
𝑋𝑇 (𝜔) 2
lim = 𝐻(𝜔) lim
𝑇→∞ 2𝑇 𝑇→∞ 2𝑇
⟹ 𝑆𝑌 𝜔 = 𝐻(𝜔) 𝑆𝑋 𝜔 2

𝐻(𝜔) 2 is called power transfer function.

2nd Semester 2021-2022 Dr.

Yazid Khattabi