L13C51 - FourierTransforms

Introduction The Fourier transform Properties of Fourier Transform
Chapter 5: Fourier Transforms

Lecture 1
Assoc.Prof. Mai Duc Thanh
Department of Mathematics
International University Ho Chi Minh City
E-mail: mdthanh@hcmiu.edu.vn
Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

Outline
1 Introduction
2 The Fourier transform

The Fourier integral
Fourier transform pair
3 Properties of Fourier Transform

The linearity property
Time-differentiation property
Time-shift property
Frequency-shift property

Introduction
In this chapter we extend the ideas of Fourier analysis to deal

with non-periodic functions.
Fourier transform methods are frequently used in the analysis

of signals and systems.

Introduction
In this chapter we extend the ideas of Fourier analysis to deal

with non-periodic functions.
Fourier transform methods are frequently used in the analysis

of signals and systems.
We aim is to develop an understanding of the underlying

mathematics as a preparation for a specialist study of
application areas

Given f (t), −∞ < t < ∞. We take T > 0 and we define a

periodic function g(t) by

f (t) |t| < T /2
g(t) =
f (t − nT ) (2n − 1)T /2 < |t| < (2n + 1)T /2



f (t) |t| < T /2
g(t) =
f (t − nT ) (2n − 1)T /2 < |t| < (2n + 1)T /2
Thus we have f (t) = g(t), −T /2 < t < T /2.



f (t) |t| < T /2
g(t) =
f (t − nT ) (2n − 1)T /2 < |t| < (2n + 1)T /2
Thus we have f (t) = g(t), −T /2 < t < T /2.

⇒ Techniques on Fourier series can be employed
Applying the complex or exponential form of the Fourier series

expansion, we have
∞
X
g(t) = Gn ejnω0 t , ω0 = 2π/T
n=−∞
(1)
Z T /2
1
Gn = g(t)e−jnω0 t dt
T −T /2

Applying the complex or exponential form of the Fourier series

expansion, we have
∞
X
g(t) = Gn ejnω0 t , ω0 = 2π/T
n=−∞
(1)
Z T /2
1
Gn = g(t)e−jnω0 t dt
T −T /2
Substituting Gn gives
∞ h Z T /2
X 1 i
g(t) = g(τ )e−jnω0 t dτ ejnω0 t (2)
n=−∞
T −T /2

The frequency of the general term in the expansion (2) is
ωn = nω0 = 2πn/T .
and so the difference of the successive frequencies is
2π
∆ω = ωn+1 − ωn =
T

The frequency of the general term in the expansion (2) is
ωn = nω0 = 2πn/T .
and so the difference of the successive frequencies is
2π
∆ω = ωn+1 − ωn =
T
Since ∆ω = ω0 , we can express (2) as
∞ h Z T /2
X 1 i
g(t) = g(τ )e−jωn t dτ ejωn t ∆ω (3)
n=−∞
2π −T /2

Now if we define
Z T /2
G(jω) = g(τ )e−jωτ dτ (4)
−T /2

Now if we define
Z T /2
G(jω) = g(τ )e−jωτ dτ (4)
−T /2
then we have
∞
1 X jωn t
g(t) = e G(jωn )∆ω (5)
2π n=−∞

When T → ∞, ∆ω → 0 and f (t) = g(t), ∀t, so


∞ Z ∞
1 X jωn t 1
g(t) = lim e G(jωn )∆ω = ejωt G(jω)dω
∆ω→0 2π 2π −∞
n=−∞


∞ Z ∞
1 X jωn t 1
∆ω→0 2π 2π −∞
n=−∞
It is derived from (4) and (5) that

Z ∞ Z ∞
1 jωt
f (t) = e f (τ )e−jωτ dτ dω
−∞ 2π −∞ (6)


∞ Z ∞
1 X jωn t 1
∆ω→0 2π 2π −∞
n=−∞
It is derived from (4) and (5) that

Z ∞ Z ∞
1 jωt
f (t) = e f (τ )e−jωτ dτ dω
−∞ 2π −∞ (6)
Relation (6): Fourier integral representation of f (t).

Dirichlet’s conditions for the Fourier integral
Theorem (Dirichlet’s conditions for the Fourier integral)
Assume that f (t) is absolutely integrable, i.e.

Z ∞
|f (t)|dt < ∞
−∞
and has at most a finite number of maxima and minima, and a

finite number of discontinuities in any finite interval.

Theorem (Dirichlet’s conditions for the Fourier integral)
Assume that f (t) is absolutely integrable, i.e.

Z ∞
|f (t)|dt < ∞
−∞
and has at most a finite number of maxima and minima, and a

finite number of discontinuities in any finite interval.
Then, the Fourier integral representation (6) of f (t) converges
to f (t) at all continuous points of f (t) and to the average of the
left- and right-hand limits of f (t) at every discontinuous point of
f (t).

Remark. The use of equality in (6):

Z ∞
1 jωt ∞
Z
−jωτ
f (t) = e f (τ )e dτ dω
−∞ 2π −∞
must be careful because of the non-convergence to f (t) at

points of discontinuity.

Trigonometric form of Fourier integral
To obtain the trigonometric (or real) form of Fourier integral, we

substitute
e−jω(τ −t) = cos ω(τ − t) − j sin ω(τ − t)
into Z ∞ Z ∞
1 jωt −jωτ
−∞ 2π −∞

To obtain the trigonometric (or real) form of Fourier integral, we

substitute
e−jω(τ −t) = cos ω(τ − t) − j sin ω(τ − t)
into Z ∞ Z ∞
1 jωt −jωτ
−∞ 2π −∞
Z ∞ Z ∞
1
f (t) = f (τ )[cos ω(τ − t) − j sin ω(τ − t)]dτ dω
2π −∞ −∞

Observe that sin w(τ − t) is odd function of ω, then

Z ∞Z ∞
1
f (t) = f (τ ) cos ω(τ − t)dτ dω.
2π −∞ −∞

Observe that sin w(τ − t) is odd function of ω, then

Z ∞Z ∞
1
f (t) = f (τ ) cos ω(τ − t)dτ dω.
2π −∞ −∞
Furthermore, the integrand is even function of ω. Thus
1 ∞
Z Z ∞
f (t) = dω f (τ ) cos ω(τ − t)dτ (7)
π 0 −∞


If f (t) is either odd or even function then further simplifications
of (7) can be made.


of (7) can be made.
(a) If f (t) is an even function, then
2 ∞ ∞
Z Z
f (t) = f (τ ) cos ωτ cos ωtdτ dω (8)
π 0 0
which is referred to as the Fourier cosine integral.


of (7) can be made.
(a) If f (t) is an even function, then
2 ∞ ∞
Z Z
f (t) = f (τ ) cos ωτ cos ωtdτ dω (8)
π 0 0
which is referred to as the Fourier cosine integral.
(b) If f (t) is an odd function, then
2 ∞ ∞
Z Z
f (t) = f (τ ) sin ωτ sin ωtdτ dω (9)
π 0 0
which is called the Fourier sine integral.

Observe that from (4) and (5) we can re-write the Fourier
integral (6) in the pair of equations
Z ∞
F [f (t)] = F (jω) = f (t)e−jωt dt
−∞
Z ∞ (10)
1
F −1 {G(jω)} = g(t) = G(jω)ejωt dω.
2π −∞

Observe that from (4) and (5) we can re-write the Fourier
integral (6) in the pair of equations
Z ∞
F [f (t)] = F (jω) = f (t)e−jωt dt
−∞
Z ∞ (10)
1
F −1 {G(jω)} = g(t) = G(jω)ejωt dω.
2π −∞
The function F (jω) is called the Fourier transform of f (t). It

provides a frequency-domain representation of the non-periodic
function f (t), whenever the improper integral exists.
(F (jω), f (t)) is called the Fourier transform pair.

Fourier transform pair: Example 1
Does the function

f (t) = 1
have a Fourier transform representation?

Does the function

f (t) = 1
Solution. Since the area under the curve R∞

y = f (t), −∞ < t < ∞ is infinite, it follows that −∞ |f (t)|dt is
unbounded, so the conditions of Theorem 1 are not satisfied.

Does the function

f (t) = 1
Solution. Since the area under the curve R∞

y = f (t), −∞ < t < ∞ is infinite, it follows that −∞ |f (t)|dt is
unbounded, so the conditions of Theorem 1 are not satisfied.
We can show that the Fourier transform does not exist from the
definition (10).

Fourier transform pair: Example 1...
Indeed
Z ∞ Z T
1e−jωt dt = lim e−jωt dt
−∞ T →∞ −T
h −1 i
= lim (e−jωT − ejωT )
T →∞jω
2 sin ωT
= lim
T →∞ ω

Fourier transform pair: Example 1...
Indeed
Z ∞ Z T
1e−jωt dt = lim e−jωt dt
−∞ T →∞ −T
h −1 i
= lim (e−jωT − ejωT )
T →∞jω
2 sin ωT
= lim
T →∞ ω
Since the last limit does not exist, we conclude that
f (t) = 1, −∞ < t < ∞ does not have a Fourier transform
representation.


Find the Fourier transform of
f (t) = H(t)e−at , a>0
where H(t) is the heaviside unit step function.


f (t) = H(t)e−at , a>0
Solution. We have
Z ∞
F{f (t)} = H(t)e−at e−jωt dt
−∞


f (t) = H(t)e−at , a>0
Solution. We have
Z ∞ Z ∞
−at −jωt
F{f (t)} = H(t)e e dt = e−(a+jω)t dt
−∞ 0


f (t) = H(t)e−at , a>0
Solution. We have
Z ∞ Z ∞
−at −jωt
−∞ 0
−e−(a+jω)t ∞
=
a + jω 0


f (t) = H(t)e−at , a>0
Solution. We have
Z ∞ Z ∞
−at −jωt
−∞ 0
−e−(a+jω)t ∞
=
a + jω 0
1
= .
a + jω


Example 3. Find the Fourier transform of the rectangular pulse

A |t| ≤ T
f (t) =
0 |t| > T .



A |t| ≤ T
f (t) =
0 |t| > T .
Solution. From the definition we have

Z T
F{f (t)} = Ae−jωt dt
−T



A |t| ≤ T
f (t) =
0 |t| > T .


 −A −jωt T
Z T
−jωt e ω 6= 0
F{f (t)} = Ae dt = jω
−T
−T  2A ω=0



A |t| ≤ T
f (t) =
0 |t| > T .


 −A −jωt T
Z T
−jωt e ω 6= 0
F{f (t)} = Ae dt = jω
−T
−T  2A ω=0
So, F{f (t)} = 2AT sinc ωT , where sinc x is defined by


 sin x
x 6= 0
sinc x =
 1x x = 0.

Finding Fourier Transform using MATLAB
The Fourier transform F (jω) of f (t) is obtained using the

commands
syms w t
F=fourier(f(t),t,w)
the inverse Fourier transform f (t) of F (jω) is obtained using the

command
f=ifourier(F(jw),w,t)

Properties of Fourier Transform

If F {f (t)} = F (jω) and F {g(t)} = G(jω) and α, β are

constants, then
F {αf (t) + βg(t)} = αF {f (t)} + βF {g(t)} = αF (jω) + βG(jω)

(11)


constants, then

(11)
Consequently, we say the F is linear operator


constants, then

(11)
Consequently, we say the F is linear operator
This implies the linearity property of the inverse transform as
well.

If f (t) has Fourier transform F (jω), then

Z ∞
1
f (t) = F (jω)ejωt dω
2π −∞


Z ∞
1
2π −∞
Taking derivative w.r.t. t, we have

Z ∞
df (t) 1 ∂
= F (jω)ejωt dω
dt 2π −∞ ∂t


Z ∞
1
2π −∞
Taking derivative w.r.t. t, we have

Z ∞ Z ∞
df (t) 1 ∂ jωt
1
= F (jω)e dω = (jω)F (jω)ejωt dω
dt 2π −∞ ∂t 2π −∞

This implies that

n df (t) o
F = (jω)F (jω)
dt

This implies that

n df (t) o
F = (jω)F (jω)
dt
By induction, we have
d n f (t)
n o
F dt n
= (jω)n F (jω) (12)

This implies that

n df (t) o
F = (jω)F (jω)
dt
d n f (t)
n o
F dt n
= (jω)n F (jω) (12)
This is referred to as the time-differentiation property

This implies that

n df (t) o
F = (jω)F (jω)
dt
d n f (t)
n o
F dt n
= (jω)n F (jω) (12)
This is referred to as the time-differentiation property

Used to obtain frequency-domain representations of differential
equations.

Time-differentiation property: Example
Example. Show that if the time signals y(t) and u(t) have
Fourier transforms Y (jω) and U(jω) respectively, and if
d 2 y (t) dy (t) du(t)

2
+3 + 7y (t) = 3 + 2u(t) (13)
dt dt dt
then
Y (jω) = G(jω)U(jω)
for some function G(jω). Indicate the function G(jω).

Solution. Taking Fourier transforms both sides of (13) we have
F{y” + 3y 0 + 7y } = F {3u 0 + 2u}.

Solution. Taking Fourier transforms both sides of (13) we have
F{y” + 3y 0 + 7y } = F {3u 0 + 2u}.
Apply the linearity property to get
F{y ”} + 3F{y 0 } + 7F {y } = 3F {u 0 } + 2F {u}.

It is therefore derived from (12) that
(jω)2 Y (jω) + 3(jω)Y (jω) + 7Y (jω) = 3(jω)U(jω) + 2U(jω)

so that
(−ω 2 + j3ω + 7)Y (jω) = (j3ω + 2)U(jω).

so that
(−ω 2 + j3ω + 7)Y (jω) = (j3ω + 2)U(jω).
This implies
2 + j3ω
Y (jω) = U(jω)
7 − ω 2 + j3ω

Time-shift property
Time-shift property
Suppose that a function f (t) admits a Fourier transform

F {f (t)} = F (jω). We are interested in Fourier transform of the
shift-in-time function g(t) = f (t − τ ), where τ is a constant.

Time-shift property
Time-shift property

F {f (t)} = F (jω). We are interested in Fourier transform of the
shift-in-time function g(t) = f (t − τ ), where τ is a constant.
We have
Z ∞ Z ∞
F{g(t)} = g(t)e−jωt dt = f (t − τ )e−jωt dt
−∞ −∞

Time-shift property
Time-shift property
Substitute x = t − τ :
Z ∞ Z ∞
−jω(x+τ ) −jωτ
F {g(t)} = f (x)e dx = e f (x)e−jωx dx
−∞ −∞
= e−jωτ F (jω)

Time-shift property
Time-shift property
Z ∞ Z ∞
−∞ −∞
= e−jωτ F (jω)
Thus,
F{f (t − τ )} = e−jωτ F (jω) (14)

Time-shift property
Time-shift property
Z ∞ Z ∞
−∞ −∞
= e−jωτ F (jω)
Thus,
F{f (t − τ )} = e−jωτ F (jω) (14)
this is known as time-shift property

Time-shift property
Time-shift property
Example. Determine the Fourier transform of the rectangular

pulse
A 0 ≤ t ≤ 2T
f (t) =
0 t < 0, t > 2T .

Time-shift property
Time-shift property

pulse
A 0 ≤ t ≤ 2T
f (t) =
0 t < 0, t > 2T .
Solution. This is just the pulse of a previous example, delayed

by T . The pulse of the previous example had a Fourier
transform 2AT sinc ωT .

Time-shift property
Time-shift property

pulse
A 0 ≤ t ≤ 2T
f (t) =
0 t < 0, t > 2T .
Solution. This is just the pulse of a previous example, delayed

by T . The pulse of the previous example had a Fourier
transform 2AT sinc ωT .
Therefore, applying the shift property with τ = T , we have
F{f (t)} = e−jωT 2AT sinc ωT .


F {f (t)} = F (jω). We are interested in Fourier transform of
g(t) = ejω0 t f (t).


We have
Z ∞ Z ∞
−jωt
F {g(t)} = e jω0 t
f (t)e dt = f (t)e−j(ω−ω0 )t dt
−∞ −∞


We have
Z ∞ Z ∞
−jωt
F {g(t)} = e jω0 t
f (t)e dt = f (t)e−j(ω−ω0 )t dt
−∞ −∞
Thus
F{ejω0 t f (t)} = F (j(ω − ω0 )) (15)
this is known as frequency-shift property

Example. Determine Fourier transform of
g(t) = f (t) cos ωc t.

Solution. Using
1 jωc t
cos ωc t = (e + e−jωc t )
2

Solution. Using
1 jωc t
cos ωc t =
(e + e−jωc t )
2
and the linearity property, we have
1
F{g(t)} = F { f (t)(ejωc t + e−jωc t )}
2

Solution. Using
1 jωc t
cos ωc t =
(e + e−jωc t )
2
1
2
1 1
= F {f (t)(ejωc t } + F {f (t)e−jωc t )}
2 2

Solution. Using
1 jωc t
cos ωc t =
(e + e−jωc t )
2
1
2
1 1
= F {f (t)(ejωc t } + F {f (t)e−jωc t )}
2 2
1 1
= F {j(ω − ωc )) + F {j(ω + ωc ))}
2 2
Homework Chapter 5
-Textbook: G. James, Advanced Modern Engineering

Mathematics
Chapter 8: Exercises 2, 3, 5, 13, 14

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Introduction The Fourier transform Properties of Fourier Transform

Chapter 5: Fourier Transforms

Assoc.Prof. Mai Duc Thanh

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

2 The Fourier transform

3 Properties of Fourier Transform

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

In this chapter we extend the ideas of Fourier analysis to deal

Fourier transform methods are frequently used in the analysis

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

In this chapter we extend the ideas of Fourier analysis to deal

Fourier transform methods are frequently used in the analysis

We aim is to develop an understanding of the underlying

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

Given f (t), −∞ < t < ∞. We take T > 0 and we define a

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

Given f (t), −∞ < t < ∞. We take T > 0 and we define a

Thus we have f (t) = g(t), −T /2 < t < T /2.

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

Given f (t), −∞ < t < ∞. We take T > 0 and we define a

Thus we have f (t) = g(t), −T /2 < t < T /2.

The Fourier integral

The Fourier integral

Applying the complex or exponential form of the Fourier series

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

The Fourier integral

Applying the complex or exponential form of the Fourier series

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

The Fourier integral

The frequency of the general term in the expansion (2) is

and so the difference of the successive frequencies is

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

The Fourier integral

The frequency of the general term in the expansion (2) is

and so the difference of the successive frequencies is

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

The Fourier integral

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

The Fourier integral

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

The Fourier integral

When T → ∞, ∆ω → 0 and f (t) = g(t), ∀t, so

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

The Fourier integral

When T → ∞, ∆ω → 0 and f (t) = g(t), ∀t, so

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

The Fourier integral

When T → ∞, ∆ω → 0 and f (t) = g(t), ∀t, so

It is derived from (4) and (5) that

Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 1

The Fourier integral

The Fourier integral