AE2235-II Instrumentation & Signals

The Fourier Transform

Max Mulder

Version 2019-2020
Wednesday May 8, 2019

Delft
University of
Technology

Challenge the future

 Fourier Integral

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4-1 Introduction
In Chapter 3 we dealt with signals that are periodic with period T0 . It
was shown that these signals can be (re)constructed using sums of
complex exponential basis functions, the Fourier series (FS):
∞
P
x(t) = Xn ej2πnf0 t , (4-1)
n=−∞

the FS synthesis equation. We also have:

TR
0 /2
Xn = T1 x(t)e−j2πnf0 t dt, (4-2)
0 −T
0 /2

the FS analysis equation.

In this chapter we will investigate what happens for aperiodic
signals, or, in other words, what if T0 goes to infinity??
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4-2 The Fourier Integral
We will deviate slightly from the Ziemer text, and first return to our discussion of
Example 3-5. Remember that we were considering the Fourier series description
of a pulse train, i.e., pulses of width τ that occur every T0 seconds:
m=∞  
A Π t − τmT0 , τ < T0
P
x(t) = (3-33)
m=−∞

Note that for the sake of simplicity, the time-shift t0 has been set to zero, yielding
an even, symmetric function.
A
... ...
τ
T0 time t

In the following, we will study the Fourier series description of this periodic pulse
train for various values of T0 .
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4-2 The Fourier Integral (2)

Recall that the Fourier series coefficients were equal to:

Xn = Aτ
T0 sinc(nf0 τ ), (*)

sin(πnf0 τ )
with sinc(nf0 τ ) = .
πnf0 τ
Because (3-33) is real and even, its Fourier coefficients (*) are all real.
Now, again for the sake of simplicity, let A be ‘1’, and τ equal to 1 second. So:
Xn = T10 sinc(nf0 ).
The following figures show the Fourier series coefficients Xn for the integer
multiples of the fundamental frequency f0 , multiplied with T0 .
(we scale it in order to better be able to compare the plots).

We will show T0 Xn for three values of T0 : 3 seconds, 6 seconds and 15 seconds,

and study what happens.

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4-2 The Fourier Integral (3)
periodic block function with τ = 1 s and T0 = 3 s

0.8

0.6

0.4

0.2

0
−20 −15 −10 −5 0 5 10 15 20
t, s
sinc function (dotted) and scaled Fourier coefficients (circles) The Fourier series coefficients Xn are all
1.5 real and their magnitudes can be shown as a
function of frequency f (in Hz).
nf0 = −3 nf0 = −2 nf0 = −1 1 nf0 = 1 nf0 = 2 nf0 = 3
1

Since T0 = 3 s, f0 = 3 1 Hz.
0.5
X1 X3 X5 X7
Xn = 0 when nf0 = ±1, ±2, . . .,
i.e., for n = ±3, ±6, ±9, . . ..
0
X0 X2 X4 X6

−0.5
−4 −3 −2 −1 0 1 2 3 4
f , Hz

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4-2 The Fourier Integral (4)
periodic block function with τ = 1 s and T0 = 6 s

0.8

0.6

0.4

0.2

0
−20 −15 −10 −5 0 5 10 15 20
t, s
sinc function (dotted) and scaled Fourier coefficients (circles)
Now T0 is 6 seconds, the period gets longer,
1.5 it takes longer for the pulse to repeat itself.
nf0 = −3 nf0 = −2 nf0 = −1 1 nf0 = 1 nf0 = 2 nf0 = 3 The Fourier coefficients will lie closer to each
1 other, the sinc remains the same!

Since T0 = 6 s, f0 = 6 1 Hz.
0.5
X1 X3 X5 X7
Xn = 0 when nf0 = ±1, ±2, . . .,
i.e., for n = ±6, ±12, ±18, . . ..
0
X0 X2 X4 X6

−0.5
−4 −3 −2 −1 0 1 2 3 4
f , Hz

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4-2 The Fourier Integral (5)
periodic block function with τ = 1 s and T0 = 15 s

0.8

0.6

0.4

0.2

0
−20 −15 −10 −5 0 5 10 15 20
t, s
sinc function (dotted) and scaled Fourier coefficients (circles)
Now T0 is 15 seconds, and it takes quite
1.5 some time for the pulse to repeat itself.
nf0 = −3 nf0 = −2 nf0 = −1 1 nf0 = 1 nf0 = 2 nf0 = 3 The Fourier coefficients will lie much closer
1 to each other, the sinc again remains the same!

Since T0 = 15 s, f0 = 151 Hz.

0.5
X1XX
3 X
5 7
Xn = 0 when nf0 = ±1, ±2, . . .,
i.e., for n = ±15, ±30, ±45, . . ..
0
XX
0 X
2 X
4 6

−0.5
−4 −3 −2 −1 0 1 2 3 4
f , Hz

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4-2 The Fourier Integral (6)

Apparently, when the period T0 of the pulse train gets larger, the Fourier series
coefficients lie closer and closer together (because f0 = 1/T0 gets smaller and
smaller).
The shape of the amplitude spectrum, the sinc-shape, remains the same,
however. Later we will see that the shape of the sinc only depends on the pulse
width τ .
Now, what if T0 would go to infinity?, i.e., what would happen
when we just have one pulse at t = 0, an aperiodic signal?
From the example we learn that in that case the Fourier coefficients will lie
infinitesimally close to each other, they more or less define a continuous
function in frequency: nf0 ≈ f .
The spectral shape remains the same and basically defines the Fourier
transform... let’s return to theory :)

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4-2 The Fourier Integral (7)

Remember that for periodic functions x(t) we had the following definitions of the
Fourier series representation:
∞
P
x(t) = Xn ej2πnf0 t , (4-1)
n=−∞
TR
0 /2
Xn = T1 x(t)e−j2πnf0 t dt (4-2)
0
−T0 /2
1
So, with f0 = T0 we get, by substituting (4-2) in (4-1):
!
∞
P TR0 /2
x(t) = f0 x(t)e−j2πnf0 t dt ej2πnf0 t (*)
n=−∞ −T0 /2
Now, when T0 → ∞, then f0 becomes infinitesimally small: f0 → df . Multiplying f0
with n then becomes a continuous function f : nf0 → f . The summation from
n = −∞ to n = ∞ in (*) becomes an integration in f from f = −∞ to f = ∞.

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4-2 The Fourier Integral (8) VIS
Hence, when T0 → ∞ we obtain:
!
∞
R ∞
R
x(t) = df x(t)e−j2πf t dt ej2πf t
f =−∞ t=−∞

Re-arranging terms yields:

 ∞ 
Z
R∞
x(t) =  x(t)e−j2πf t dt ej2πf t df (**)
f =−∞
t=−∞
| {z }
X(f )

Now, the integration within the parentheses in (**) is defined as the Fourier
integral, or, a more general depiction, the Fourier transform F():
R∞
X(f ) = x(t)e−j2πf t dt (4-7)
−∞

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4-2 The Fourier Integral (9) VIS
Equation (**) also contains its inverse:
R∞
x(t) = X(f )ej2πf t df (4-6)
−∞

the inverse Fourier transform F −1 ().

Note: in (4-6) we integrate over frequency f , so the result is a function in time t.

Note: in (4-7) we integrate over time t, so the result is a function in frequency f .

Hence, the Fourier transform and its inverse are used to transform a time signal
to the frequency domain, and vice versa.
F F −1
x(t) → X(f ) → x(t) or x(t) ↔ X(f )

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4-2 The Fourier Integral (10)

Note: The Fourier transform pair can also be defined in radial frequency ω rather than
ordinary frequency f , by substituting ω = 2πf . Note that f = ω/(2π), so df = dω/(2π).
The Fourier transform (4-7) then becomes:
R∞
X(ω) = x(t)e−jωt dt,
−∞

and the inverse Fourier transform (4-6):

1 R∞
x(t) = 2π X(ω)ejωt dω
−∞

Hence, when using radial frequency ω as the ‘running variable’ in the frequency domain, we
1
have to consider the scaling factor 2π in the Fourier transform pair. Note that there is no
universal convention of where to put the scaling factor. Some put it in the inverse transform
(like
p we do above), others put it in the Fourier transform itself, whereas again others use a
1/2π in both transforms.
Throughout this lecture, we will use f as the running variable, and there
is no need for any scaling in the Fourier transform pair.

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4-2 The Fourier Integral (11) VIS
Let’s consider some symmetry properties of the Fourier transform, which may be
shown by writing X(f ) in terms of magnitude and phase:
X(f ) = |X(f )|ejθ(f ) (4-8)
When x(t) is real (and so are all signals in this lecture!!) then:
|X(f )| = |X(−f )| and θ(f ) = −θ(−f ) (4-9)

So, similar to the Fourier series:

• the magnitude is an even function of frequency,

• the phase is an odd function of frequency.

The amplitude spectrum of x(t): plot |X(f )| as a function of frequency.

The phase spectrum of x(t): plot θ(f ) as a function of frequency.

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4-2 The Fourier Integral (12)

Note that:
p
|X(f )| = (Re(X(f )))2 + (Im(X(f )))2 ,
and:
Im(X(f ))
θ(f ) = arctan( )
Re(X(f ))

Im

Remember that X(f ) is just a complex

|X(f )| function of frequency, and that its magni-
tude |X(f )| and phase θ(f ) can change
Im(X(f ))
as a function of frequency!
θ(f )
Plotting |X(f )| versus f is the amplitude
Re
0 spectrum, plotting θ(f ) versus f is the
phase spectrum.
Re(X(f ))
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4-2 The Fourier Integral (13)

Using Euler’s theorem we can formulate the Fourier transform (4-7):

R∞ R∞
X(f ) = x(t) cos(2πf t)dt − j x(t) sin(2πf t)dt
−∞ −∞
In other words:
R∞
Re(X(f )) = x(t) cos(2πf t)dt, and
−∞
R∞
Im(X(f )) = − x(t) sin(2πf t)dt
−∞
Clearly then, the real part of X(f ) is an even function of frequency, and the
imaginary part of X(f ) is an odd function of frequency.
Vice versa, we can state that . . .
. . . when x(t) is even, X(f ) is a real, even function of f

. . . when x(t) is odd, X(f ) is an imaginary, odd function of f

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4-2 The Fourier Integral (14)

Example 4-1 We study the Fourier transforms of xa (t) = Π(t/2) (unit pulse, width
2 seconds), an even function, and of xb (t) = Π(t + 21 ) − Π(t − 12 ) (unit doublet, width 1
second), an odd function:
1.5

xa (t)
0.5

−0.5
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
time, s

1.5

0.5
xb (t)

−0.5

−1

−1.5
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
time, s

It will be shown that Xa (f ) is real and even, and Xb (f ) is imaginary and odd.

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4-2 The Fourier Integral (15)

Example 4-1 (continued) To compute Xa (f ) we simply substitute xa (t) (which

is non-zero only for |t| ≤ 1) into (4-7):
R1 −j2πf t 1 sin(2πf )
Xa (f ) = 1e−j2πf t dt = − e =2 = 2sinc(2f ), (4-10)
−1
j2πf −1
2πf
a real and even function of f .
2.5

2
In the figure to the left we show the sinc-function, which is real for
|Xa (f )|

1.5
all f , using the green line, and the magnitude of the sinc-function
1
|Xa (f )| in blue.
0.5

0 Clearly then, the phase θa (f ) defines the ‘sign’ of the sinc-function.

−0.5
−2.5 −2 −1.5 −1 −0.5 0
f , Hz
0.5 1 1.5 2 2.5 . sin(πz)
Note that sinc(z) = πz
= 0 for z = ±1, ±2, . . ..
Here z = 2f , so the sinc-function crosses zero at
3 π f = ±0.5, ±1, ±1.5, . . . Hertz.
2

1
Further note that the height of the sinc-function 2sinc(2f ) equals
θa (f )

0
2, which is the same as the area of the pulse in time.
−1

−2
And finally note that the area of the sinc-function 2sinc(2f ) equals
−3 −π 1, which is the same as the height of the pulse in time.
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5
f , Hz

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4-2 The Fourier Integral (16)

Example 4-1 (continued) To compute Xb (f ) again we simply substitute xb (t)

(which is non-zero only for |t| ≤ 1) into (4-7):
R0 −j2πf t R1 −j2πf t 1
h
−j2πf t 0 −j2πf t 1
i
Xb (f ) = 1e dt + (−1)e dt = − e −e
−1 0
j2πf −1 0

j sin2 (πf )
= (2 − 2 cos(2πf )) = j2 = j2πf sinc2 (f ), (4-11)
2πf πf
which is imaginary (real times j) and odd (sinc is even, multiplied with f which is odd).
1.5
In the figure to the left we show the imaginary function (4-11) using
|Xb (f )|

1
the green line, and the magnitude |Xb (f )| of (4-11) in blue.
0.5

0 The phase θb (f ) is also shown, as a function of frequency in Hertz.

Im(X (f ))
−0.5
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5 Since θb (f ) = arctan( Re(Xb (f )) ), Re(Xb (f )) = 0 and
f , Hz b
2
Im(Xb (f )) < 0 for f < 0 and Im(Xb (f )) > 0 for f > 0, the
1
π/2 arc-tangent is taken for −∞ for f < 0 (thus equals −π
2
) and +∞
π
for f > 0 (equals 2 ).
θb (f )

sin(πz)
−1
And: sinc(z) = πz
= 0 for z = ±1, ±2, . . .. Here z = f ,
−π/2 so the sinc-function crosses zero at f = ±1, ±2, ±3, . . . Hertz.
−2
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5
f , Hz

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 F-in-the-Limit

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4-4 Fourier Transforms ‘in the limit’
In the derivation of the Fourier integral (4-7) we have assumed that
the signal x(t) has two properties:
1. the integral of |x(t)| from −∞ to ∞ exists, i.e., the signal is
absolutely integrable, and
2. any discontinuities in x(t) are finite.
Examples of signals that do not have these properties are sinusoidal
signals, which are not absolutely integrable, and the impulse
function δ(t).
However, rather than exclude these signal types, which we know are
very useful models, we broaden the definition of the Fourier
transform “in the limit”.

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4-4 Fourier Transforms ‘in the limit’ (2)

For example, to define the Fourier transform of cos(ω0 t) we may first

obtain the FT of the signal cos(ω0 t)e−α|t| , with α > 0 which is
absolutely integrable, and then let α → 0.
And, for the Fourier transform of the delta function δ(t), we may
consider the FT of its approximation δǫ = 2ǫ1 Π(t/(2ǫ)), which is
sinc(2ǫf ), and let ǫ → 0.
Finally, for the Fourier transform of a constant (x(t) = A ∀ t), we may
consider the FT of the pulse function AΠ(t/T ) (i.e., the pulse width
equals T seconds), which is, as we know from Example 4-1
AT sinc(f T ), and let T → ∞.
Some examples of these important Fourier transforms will be shown
later.
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 FT Theorems

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4-5 Fourier Transform Theorems
In paragraph 4-5 several important Fourier Transform Theorems will
be discussed. They are listed in Table 4-1, and will be discussed in
the slides that follow. Some very important Fourier Transform pairs
are summarized in Table 4-2.
Study these FT transform theorems and FT pairs very well, as they
are used frequently throughout this course!!
You should be able to ‘prove’ all the transform theorems (except
entry ‘7’ in Table 4-1) and pairs (except entries ‘14’ - ‘18’ in Table
4-2) yourself.
They will have a prominent role in the exam...
2
Note Entry ‘7’ in Table 4-2 has an error, X(f ) should be τ e−π(f τ ) .

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4-5 Fourier Transform Theorems (2)

The most important theorems are:

1. Linearity, Superposition
2. Time delay
3. Scale change
4. Duality
5. Frequency translation, Modulation
6. Differentiation, integration
7. Convolution, multiplication

All are elaborated in the text and slides, study them well.

One could say that, all slides that follow are VIS

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4-5 Fourier Transform Theorems (3)

Before we proceed, we prove an important Fourier transform pair:

F(δ(t)) = 1 , or, stated in a more general way: F(Aδ(t)) = A
and
F(1) = δ(f ) , or, stated in a more general way: F(A) = Aδ(f )

Proof The impulse function δ(t) is not properly Fourier transformable. The same holds for a constant. Both transform pairs
are relatively easy to prove, because of the sifting property of the delta function:
R∞ −j2πf t
R∞ −j2πf 0
R∞
F (δ(t)) = δ(t)e dt = δ(t = 0)e dt = δ(0) · 1dt = 1 qed
−∞ −∞ −∞

The Fourier transform of the constant can be proved using an inverse proof:
F (1) = δ(f ) ↔ F −1 (δ(f )) = 1

−1
R∞ j2πf t
R∞ j2π0t
R∞
So: F (δ(f )) = δ(f )e df = δ(f = 0)e df = δ(0) · 1df = 1 qed
−∞ −∞ −∞

@home: Study Example 4-9

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4-5 FT: Linearity / Superposition
The Fourier transform is a linear operation, for which the
superposition property holds.
That is, for signals x1 (t) and x2 (t), and arbitrary constants a1 and a2 :
F(a1 x1 (t) + a2 x2 (t)) = a1 X1 (f ) + a2 X2 (f ) ,
with X1 (f ) and X2 (f ) the Fourier transforms of x1 (t) and x2 (t),
respectively.
Proof: Suppose y(t) = a1 x1 (t) + a2 x2 (t), then insert in (4-17):
R∞
Y (f ) = F (y(t)) = (a1 x1 (t) + a2 x2 (t))e−j2πf t dt
−∞
R∞ R∞
= a1 x1 (t)e−j2πf t dt + a2 x2 (t)e−j2πf t dt = a1 X1 (f ) + a2 X2 (f ) qed
−∞ −∞

@home: Study Example 4-3.

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4-5 FT: Time delay
Assume a real signal x(t) of which the FT equals X(f ). A shift in
time t0 of this signal, i.e., x(t − t0 ), (with t0 often called the ‘delay’, as
for causal systems it is always positive) results in the following
transform:
F(x(t − t0 )) = e−j2πf t0 X(f ) ,
a property that we already saw for the Fourier Series (remember
Example 3-7 ?).
Proof: Suppose y(t) = x(t − t0 ), simply insert in (4-7):
R∞
Y (f ) = F (y(t)) = x(t − t0 )e−j2πf t dt
−∞
Substitute τ = t − t0 then t = τ + t0 , dt = dτ , when t → −∞, τ → −∞ and when t → ∞, τ → ∞, so:
R τ →∞ R∞
Y (f ) = x(τ )e−j2πf (τ +t0 ) dτ = x(τ )e−j2πf τ e−j2πf t0 dτ ,
τ →−∞ −∞

where t0 is a constant and the exponential e−j2πf t0 can be taken out of the integral in τ :
R∞
Y (f ) = x(τ )e−j2πf τ dτ e−j2πf t0 = X(f )e−j2πf t0 qed
−∞

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4-5 FT: Scale change
We have seen before (Ziemer page 18) that when a signal x(t) is
known, the signal x(at) means that time is either compressed (when
a > 1) or expanded (a < 1).
The scale change theorem states that the FT then becomes:
f
F(x(at)) = |a|−1 X( a ) Proof: Ziemer page 159

Clearly then, when a > 1, i.e., ‘time goes faster’ and the signal is
compressed (becomes narrower) in time, its Fourier transform
expands (becomes wider), and vice versa.
There is a very useful rule-of-thumb that you should now never forget:
something ‘narrow in time’ (like a delta function) becomes something
‘broad in frequency’. And something ‘broad in time’ (like a cosine func-
tion, which lasts forever) becomes something ‘narrow in frequency’.

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4-5 FT: Scale change (2)

@home: Study Example 4-5

Example 4-6 In example 4-1 we derived the Fourier transform of a unit pulse
with pulse width 2 seconds xa (t) = Π( 2t ), and found that: Xa (f ) = 2sinc(2f ).
Now, rather than having a pulse of width 2 seconds, we would like to know the FT for a
pulse that has an arbitrary width, say τ . Then the scale change theorem states that by
scaling the time of the pulse with a = 2/τ (i.e., then Π(a 2t ) = Π( τ2 2t ) = Π( τt )),
and we obtain for the FT of this pulse:
1 f τ τ
a
X a ( a
) = 2
Xa (f τ /2) = 2
2sinc(2(f τ /2)) = τ sinc(f τ ).

Thus, a unit pulse with width τ , Π(t/τ ) has the FT:

F(Π( τt )) = τ sinc(f τ ) (4-26)
Note that this sinc-function has amplitude τ , and equals zero for
f = k τ1 , for k ± 1, ±2, . . . @home: So, what if τ → ∞, and what if τ → 0??
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4-5 FT: Duality
The duality theorem follows by virtue of the similarity between the
Fourier transform and its inverse, the only difference in addition to
the variable of integration being the sign of the exponent.

Essentially, when we have the Fourier transform pair (x(t), X(f )),
then the Fourier transform of X(t) can be easily found as x(−f ).
That is, the Fourier transform pair (x(t), X(f )) “has its duality” with
the Fourier transform pair (X(t), x(−f )).

Let’s first illustrate it through an important example (Example 4-7).

Then after that we will show the formal derivation.

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4-5 FT: Duality (2)

Example 4-7 Given the Fourier transform pair we just derived above (4-26):
x(t) = Π( τt ) ↔ τ sinc(τ f ) = X(f )
Now replace f in X(f ) with t, we get a function of time which is:
X(t) = τ sinc(τ t)
Then according to the duality theorem, this time function X(t) has the Fourier transform
x(−f ):
x(−f ) = Π( τt )|t→−f = Π( −f
τ
)
Now, Π( −f
τ
) = Π( f
τ
) (it is an even function), we get that x(−f ) = x(f ) = Π( f
τ
).
When substituting for τ the frequency ‘bandwidth’ 2W , we get the Fourier transform pair
(4-27):
f
2W sinc(2W t) ↔ Π( 2W ) (4-27)

Illustrated in Figures 4-4a and 4-4b (next slide).

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4-5 FT: Duality (3)

Note that the height of the sinc-function Xa (f ) equals the integral of xa (t), and that
the integral of the sinc-function Xa (f ) equals the height of the pulse xa (t) (Figure
4-4a). The same holds for the dual pair, Figure 4-4b.
Please note that the ‘-’ before the heights of the signals in the figure are not minus signs!

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4-5 FT: Duality (4)

The formal approach to duality would be that when two functions X(u) and x(v)
would be related through the integral expression:
R∞
X(u) = x(v)e−j2πuv dv,
−∞
then we easily find, with u = f and v = t:
X(f ) = F(x(t)),
and, with u = t and v = −f :
X(t) = F −1 (x(−f )), or F(X(t)) = x(−f )
So, if we are given a Fourier transform pair for the time function x(t):
F
x(t) ↔ X(f ),
and then consider the function of time X(t), its Fourier transform pair is:
F
X(t) ↔ x(−f )
Some important pairs are listed in Table 4-2 on page 171.

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4-5 FT: Frequency translation / Modulation

The frequency translation theorem is the dual of the time delay

theorem:
F −1 (X(f − f0 )) = x(t)ej2πf0 t (Table 4-1, 5a)
Or:
F(x(t)ej2πf0 t ) = X(f − f0 )
Proof: just take the Fourier transform of y(t) = x(t)ej2πf0 t :
R∞

Y (f ) = x(t)ej2πf0 t e−j2πf t dt
t=−∞

R∞
= x(t)e−j2π(f −f0 )t dt = X(f − f0 ) qed
t=−∞

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4-5 FT: Frequency translation / Modulation (2)

Now suppose x(t) is equal to the constant A, then we obtain:

F(Aej2πf0 t ) = Aδ(f − f0 ),
since F(A) = Aδ(f ).
Then: F(Ae−j2πf0 t ) = Aδ(f + f0 ).
So the Fourier transform of a cosine signal x(t) = A cos(2πf0 t) can
be easily found to be (use Euler):
1 j2πf0 t −j2πf0 t


F(A cos(2πf0 t)) = F(A 2 e +e )
A
= 2
(δ(f − f0 ) + δ(f + f0 ))
Another way to arrive at this result is shown on the next slide.

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4-5 FT: Frequency translation / Modulation (3)

Example Let us consider the FT of the cosine function x(t) = cos(2πf0 t).
Since:
cos(2πf0 t) = 21 (ej2πf0 t + e−j2πf0 t ),
substitute in (4-7):
F (x(t)) = F ( 12 (ej2πf0 t + e−j2πf0 t ))
= 21 F (ej2πf0 t ) + 21 F (e−j2πf0 t )
R∞ j2πf t −j2πf t R∞
1
= 2 e 0
e dt + 12 e−j2πf0 t e−j2πf t dt
t=−∞ t=−∞
R∞ j2π(f0 −f )t
R∞
= 1
2
e dt + 1
2
e−j2π(f0 +f )t dt
t=−∞ t=−∞

= 12 δ(f − f0 ) + 12 δ(f + f0 ) (4-64)

So, the Fourier transform of the cosine signal x(t), with frequency f0 , equals two delta
functions at f = f0 and f = −f0 . The sine signal FT follows in a similar way.

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4-5 FT: Frequency translation / Modulation (4)

In conclusion, we get two very important Fourier transform pairs:

F(A cos(2πf0 t)) = A

2 (δ(f − f0 ) + δ(f + f0 )) ,
which is a real and even function of frequency.
And we obtain:
A (δ(f − f ) − δ(f + f )) ,
F(A sin(2πf0 t)) = 2j 0 0

which is an imaginary and odd function of frequency.

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4-5 FT: Frequency translation / Modulation (5)

The FT of a cosine is real, its magnitude is A

2
which basically ‘scales’ the delta-functions at (f − f0 ) and (f + f0 ). Its phase is zero.

The FT of a sine is imaginary, its magnitude is A

2
. Its phase is arctan((− A
2
/0)) = arctan(−∞) = − π
2
for positive frequencies

(f − f0 ), and arctan(( A
2
/0)) = arctan(∞) = π
2
for negative frequencies (f + f0 ).

A A A A
2 |X(f )| 2 2 |X(f )| 2

f f
−f0 0 f0 −f0 0 f0

F(cos(2πf0 t)) F(sin(2πf0 t))

π
θ(f ) 2 θ(f )

0 0 f f0 f
−f0 0 f0 −f0 0

− π2

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4-5 FT: Frequency translation / Modulation (6)

The modulation theorem states that the Fourier transform of a

signal x(t) (with FT X(f )) when multiplied with a cosine signal
cos(2πf0 t) results in a ‘copy’ of X(f ) around the frequency of the
cosine ‘carrier’:
F(x(t) cos(2πf0 t)) = 21 X(f − f0 ) + 21 X(f + f0 ) Table 4-1, 5b
This modulation theorem will show to be extremely important when
we will be discussing communication in later lectures.
Proof: just take the Fourier transform of y(t) = x(t) cos(2πf0 t) = x(t) 1
2
(ej2πf0 t + e−j2πf0 t ):
R∞ 1 x(t)(ej2πf0 t + e−j2πf0 t )


Y (f ) = 2
e−j2πf t dt
t=−∞
∞
R ∞ R
−j2π(f −f0 )t
1
= 2 x(t)e 1
dt + 2 x(t)e−j2π(f +f0 )t dt
t=−∞ t=−∞
1 1
= 2 X(f − f0 ) + 2 X(f + f0 ) qed

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4-5 FT: Frequency translation / Modulation (7)

Example 4-8 Consider the Fourier transform of the signal x2 (t) which is the
multiplication of a unit pulse (width 2 seconds) and a cosine signal with frequency f0 =10 Hz:
x2 (t) = Π( 2t ) cos(20πt) (4-33)
The FT of the pulse Π( 2t ) equals 2sinc(2f ), then the FT of x2 (t) is just the copy of 2sinc(2f )
at f0 and −f0 (that is, we substitute f − f0 and f + f0 for frequency), multiplied with 21 :

X2 (f ) = sinc(2(f − 10)) + sinc(2(f + 10)) (4-34)

1 1.5

0.5 1

X2 (f )
x2 (t)

0 0.5

−0.5 0

−1 −0.5
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2 −20 −15 −10 −5 0 5 10 15 20
t f
An even signal has a real and even Fourier transform. By multiplication with the cosine, the
FT of the unit pulse is simply copied to the (positive and negative) frequencies of the
cosine(±10 Hz).
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4-5 FT: Differentiation / Integration
When the Fourier transform of a signal x(t) equals X(f ) then the
Fourier transform of the nth -derivative of x(t) (if it exists) equals:
dn x(t) n
F( n ) = (j2πf ) X(f ) Table 4-1, 6
dt
We have seen the same property for the Fourier series expansion.
@home: Prove the differentiation property in a way similar as has
been done for the Fourier series.
Because we multiply X(f ) with (j2πf ) every time we differentiate,
differentiation has the property to amplify the higher frequency
content of a signal.

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4-5 FT: Differentiation / Integration (2)

Integration of a signal works the other way around, and it can be

shown that:
Rt
F( x(t′ )dt′ ) = (j2πf )−1 X(f ) + 21 X(0)δ(f ) Table 4-1, 7
−∞

Clearly then, since we multiply X(f ) with (j2πf )−1 the integration
has the property to suppress the higher frequency content of a
signal.
Note that you do not need to be able to prove the integration
property in the exam.

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4-5 FT: Convolution / Multiplication
The convolution of two signals x1 (t) and x2 (t), i.e., x1 (t) ⋆ x2 (t) is a
new function of time y(t) and can be written as:
R∞
y(t) = x1 (t) ⋆ x2 (t) = x1 (t − τ )x2 (τ )dτ (1-57), (2-5a/b)
−∞

It can be shown (see slide 62 of lecture one) that (1-57) can be

re-written as:
R∞
y(t) = x1 (t) ⋆ x2 (t) = x1 (τ )x2 (t − τ )dτ
−∞
Basically, we integrate the multiplication of two signals x1 (t) and
x2 (t), where one signal is ‘fixed’, and the other one is shifted from
−∞ to ∞ relative to the other signal.
Before we continue, first we have a look at what a convolution is.
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4-5 FT: Convolution / Multiplication (2)

Example Let’s see what we get when we convolve a unit pulse b(t) (width 1 second,
shifted 0.5 second to the right) with itself: b(t) ⋆ b(t):
definition of a block b(t)
1

0.8

b(t)
0.6

0.4

0.2

0
−3 −2 −1 0 1 2 3
t, s
convolution of a block with itself
1
b(t) ⋆ b(t)

0.8

0.6

0.4

0.2

0
−3 −2 −1 0 1 2 3
t, s
Apparently, the result is a triangular signal. How come??

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4-5 FT: Convolution / Multiplication (3)

Example (continued) The running variable is τ ; first show b(τ ), then b(−τ ) and then
b(−τ + t) = b(−(τ − t)) (shown below for t = −1.25 s).
definition of a block
1

b(τ )
0.5

0
−3 −2 −1 τ ,0 s 1 2 3

mirror b(τ ) to get b(−τ )

1
b(−τ )

0.5

0
−3 −2 −1 τ ,0 s 1 2 3

then time shift with t e.g. -1.25 seconds

1
b(t − τ )

0.5

0
−3 −2 −1 τ ,0 s 1 2 3
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4-5 FT: Convolution / Multiplication (4)

Example (continued) We are all set, now lets see what happens if we compute the
integral (1-57) for all values of −∞ < t < ∞:

(attention please!)

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4-5 FT: Convolution / Multiplication (5)

Side note In the convolution integrals, we see the term x(t − τ ) a lot, with τ the running variable. This is the same as looking at

x(τ − t), with t the running variable. In the following figure we show what it means to have x(τ − t) = x(−t + τ ). All ‘τ ’s in this figure

are positive real numbers.

x(t) x(−t)
(a)
0 t 0 t

x(t − τ1 ) x(−t − τ1 )
(b)
t t
0 τ1 τ1 0

x(t + τ2 ) x(−t + τ2 )
(c)
t 0 t
τ2 0 τ2
We see that in case ‘negative time’ (−t) is the running variable: x(−t − τ1 ) = x(−(t + τ1 )) and x(−t + τ2 ) = x(−(t − τ2 )) (for

positive τ1 , τ2 ), i.e., the same time shift ‘rules’ appear as for ‘positive time’ as the running variable (see also Ziemer Example 1-9).

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4-5 FT: Convolution / Multiplication (6)

All in all, we see that a convolution of two signals in time is a rather

nasty operation. One of the main advantages of working in the
frequency domain, that is, using the frequency-domain descriptions
of the time signals, is that the convolution in time becomes a
multiplication in frequency:
F(x1 (t) ⋆ x2 (t)) = X1 (f )X2 (f ) (4-57)
It is also true the other way around, i.e., that a convolution in
frequency represents a multiplication in time:
R∞
F(x1 (t)x2 (t)) = X1 (f ′ )X2 (f − f ′ )df ′
−∞

For the proof, see Ziemer page 168, and next slide.
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4-5 FT: Convolution / Multiplication (7)

Proof of the convolution theorem: Use for the convolution integral:

∞
R
x1 (t) ⋆ x2 (t) = x1 (τ )x2 (t − τ )dτ (*)
τ =−∞
Then write x2 (t − τ ) in terms of its inverse Fourier transform:
R∞
x2 (t − τ ) = X2 (f )ej2πf (t−τ ) df ,
f =−∞
!
R∞ R∞
substitute it in (*): x1 (t) ⋆ x2 (t) = x1 (τ ) X2 (f )ej2πf t e−j2πf τ df dτ
τ =−∞ f =−∞
Bring x1 (τ ) inside the f -integral (there, it is just a constant number), reverse the order of the
integration, then take X2 (f )ej2πf t out of the τ integral (there, ! it is just a constant number):
R∞ R∞
x1 (t) ⋆ x2 (t) = X2 (f ) x1 (τ )e−j2πf τ dτ ej2πf t df
f =−∞ τ =−∞
R∞
= X2 (f )X1 (f )ej2πf t df ,
f =−∞
which is the inverse Fourier transform of X1 (f )X2 (f ). Taking the FT on both sides of the
equation yields (4-57). qed
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4-5 FT: Convolution / Multiplication (8)

Example 4-15 We will use the multiplication theorem to obtain the FT of the
cosinusoidal pulse given by:
x(t) = AΠ( τt ) cos(2πf0 t) (4-62)
It is a multiplication in time of the unit pulse function x1 (t) = AΠ( τt ) and the cosine function
x2 (t) = cos(2πf0 t).
We know that X1 (f ) = Aτ sinc(f τ ) is the FT of x1 (t), and that
X2 (f ) = 21 (δ(f − f0 ) + δ(f + f0 )) is the FT of x2 (t).
When Fourier transforming, a multiplication in time becomes a convolution in frequency, so
to compute the FT of the multiplication x1 (t)x2 (t) we convolve X1 (f ) and X2 (f ):
X(f ) = X1 (f ) ⋆ X2 (f ) = (Aτ sinc(f τ )) ⋆ ( 21 (δ(f − f0 ) + δ(f + f0 )))
Aτ
= 2
[sinc((f − f0 )τ ) + sinc((f + f0 )τ )], (4-65)
where use has been made of the sifting property of the delta function, which means that it
basically ‘copies’ a continuous function when being convolved with it.
Note that the same result has been obtained using modulation (Example 4-8).

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4-5 FT: Convolution / Multiplication (9)

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Recap: FS and FT VIS
The continuous-time Fourier Series (CTFS) and continuous-time Fourier
Transform (CTFT), as they are called, have a lot in common. See the table below
for a recap, study the similarities and differences between the two transforms well.

CT Fourier Series CT Fourier Transform

1 R R∞
Xn = T T0 x(t)e−j2πnf0 t dt X(f ) = x(t)e−j2πf t dt
0 −∞
∞
P R∞
x(t) = Xn ej2πnf0 t x(t) = X(f )ej2πf t df
n=−∞ −∞

x(t) is periodic x(t) is aperiodic

FS coefficients only for nf0 FT is a continuous function of f

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Recommended home work
• Study 4-1, 4-2, 4-4, 4-5
• Read the Summary points 4-1, 4-2, 4-5, 4-6
• Study Tables 4-1, 4-2 carefully
• Derive the equations yourself, get a grip on the mathematics!
• Make Exercises 4-1, 4-2, 4-3, 4-4, 4-6, 4-8a, 4-9, 4-10a, 4-15,
4-16, 4-17, 4-18, 4-19, 4-20
• Use the Matlab GUI demonstration (BrightSpace)
• Look at the old exams!

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Table 4-1, proof of # 3a (Scale change)
Proof The proof is on page 159 of the Ziemer book (VSV edition), and is easy to
understand for positive a, but not as easy for negative a. So we only do it for
negative a here, where we found for positive a that indeed F{x(at)} = a 1 X( f ).
a
′ ′
t , dt = dt , and for the integral limits
Define t′ = −|a|t, with a < 0, so we deliberately ‘define the minus sign in a’. Then t = −|a| −|a|
we get that when t → −∞ then t′ → − − |a|∞(= +∞) and when t → +∞ then t′ → + − |a|∞(= −∞). Hence, we obtain:
t=+∞
R
F {x(at)} = x(−|a|t)e−j2πf t dt for negative a
t=−∞

t′ =−∞
R

′ −−j2πf t′ /|a| 1
= x(t )e dt′ substitute t′ , then flip the integral limits
−|a|
t′ =+∞

t′ =+∞
R

′ 1
=−− x(t′ )e+j2πf /|a|t dt′ flipping the integral yields a minus sign which cancels the other one
|a|
t′ =−∞
−f

f


=+ 1 X
|a| |a|
= 1 X
|a| a qed

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Table 4-2, proof of pair # 7
2 2
Proof that F(e−π(t/τ ) ) equals τ e−π(f τ ) . We prove this pair by direct evaluation.
R∞ −π(t/τ )2 −j2πf t R∞ − π2 (t2 +j2f τ 2 t) −πf 2 τ 2 πf 2 τ 2
X(f ) = (e )e dt = e τ dt ...multiply with 1 = e e :
−∞ −∞

R∞ − π2 (t2 +j2f τ 2 t) −πf 2 τ 2 πf 2 τ 2

X(f ) = e τ e e dt
−∞

−πf 2 τ 2
R∞ − π (t2 +j2f τ 2 t−f 2 τ 4 ) 2 2
R∞ − π2 (t+jf τ 2 )2
=e e τ2 dt = e−πf τ eτ dt (*)
−∞ t=−∞

Now, substitute u = t + jf τ 2 in (*), then du = dt and the limits in (*) remain the same:

−πf 2 τ 2
R∞ − π2 u2
X(f ) = e e τ du (**)
u=−∞

The integral (**) can be written as a standard definite integral, see Ziemer page 383:
R∞ −α2 u2
R∞ 2 2 1 √π = 1 √π, α > 0
e du = 2 e−α u du = 2 2α α
−∞ 0

√ 2 2 2
π
With α = τ
, we see that (**) becomes: X(f ) = e−πf τ τ = τ e−π(f τ ) qed

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