Dr Janet Harris Semester 2, 2020/21
CALCULUS III can be written as
Chapter 5: Fourier Transforms
5.1 The Fourier integral
5.2 The Fourier transform pair. Continuous
Fourier spectra
5.3 Properties of the Fourier transform
5.4 Energy and power
5.5 Convolution
5.6 Fourier transform for sequences
5.7 The discrete Fourier transform
5.8 Estimation of the continuous Fourier transform
5.9 The fast Fourier transform
5.1 The Fourier Integral
We know a periodic function fT(t) with period T can be
written as a (complex) Fourier series:
• The Fourier series can be interpreted as the discrete
frequency spectrum of the function fT(t).
• The frequency components are w0, 2w0, 3w0, 4w0, etc..
• The components are separated by Dw = w0 = 2p/T.
• As T increases, Dw decreases.
• This suggests that as T  , corresponding to a non-
periodic function, then Dw  0 and the frequency
representation contains all frequencies.
2 forever so do satisfy the conditions.
To allow T  , • write w0 as dw
• replace nw0 by a general frequency w
• replace sum over n by integral over w
We get:
This is called the Fourier integral representation of f(t).
It can also be written as
where
is called the Fourier transform of f(t).
Fourier Integrals: (a) Existence
Theorem: Dirichelet’s Conditions for the Fourier Integral
Suppose f(t):
(i) satisfies
(ii) in any finite interval has, at most, a finite number of
maxima, minima and discontinuities.
Then the Fourier integral representation of f(t) converges
to f(t) wherever f(t) is continuous, and at points where f(t)
is discontinuous converges to the average of the right-
hand and left-hand limits of f(t) (the mean of the
discontinuity).
• Many common functions would appear not to satisfy (i)!
E.g. f(t) = constant, f(t) = sin t, f(t) = cos t, f(t) = eat, etc.
• In practice signals are usually causal and do not last
4
 5.2 The Fourier Transform Pair Example 1
The Fourier integral can be written as: Sketch and find the Fourier transform of the rectangular
pulse (or ‘top hat’) function

• F(w) is called the Fourier transform of f(t).

• It provides a frequency-domain representation of a non-
periodic function f(t). f(t) may be called the time-domain
representation.
• Introducing the Fourier transform operator F , and its
inverse, we have the Fourier transform pair:

(1)

(2)
5 7

Fourier Transforms: Notes Note: The Sinc Function

1. A common alternative notation is F(jw) The result of Example 1 is often written as a sinc function.

2. Sometimes the factor 1/2p is written in (1) not (2), The sinc function is defined by
or sometimes a factor is written in each.
- In all cases, the pair combine to the Fourier integral.
- But when reading material, you should note
carefully which convention is being used!
3. Similar equations can be written in terms of x and k.

-7p -6p -5p -4p-3p -2p -p p 2p 3p 4p 5p 6p 7p

-7p -6p -5p -4p-3p -2p -p p 2p 3p 4p 5p 6p 7p
6 8
 Example 2 Sketch the one-sided exponential function Notes: (1) New Transforms from Old We have:

where H(t) is the Heaviside step function, and

find its Fourier transform.

We can use these results to find other transforms.

Example 4 Write down the Fourier transforms of
a)

b)

9 11

Example 3 (2) Fourier Transforms in Polar Form & Continuous

Fourier Spectra
Sketch the two-sided exponential function*
and find its Fourier transform. Example 5 From Example 2, the Fourier transform of
is

Express this in the form

by writing expressions for |F(w)| and arg F(w).

* Sometimes called the “tent” function – can you see why? 10 12

 In Example 1, the FT is real:
• Graph of |F(w)| against w: the amplitude spectrum

• Amplitude spectrum

• Graph of arg F(w) against w: the phase spectrum • Phase spectrum

• Frequency spectrum

13 15

Fourier Transforms & Continuous Fourier Spectra
• For a given time signal f(t), the transform F(w) is
generally a complex-valued function of frequency.
• F(w) is called the (complex) frequency spectrum of f(t).
• F(w) can be written in exponential form
where |F(w)| and arg F(w) are both real-valued
functions of w.
• A plot of |F(w)| is the amplitude spectrum of f(t).
• A plot of Arg F(w) is the phase spectrum of f(t).
• If F(w) is purely real, we can simply plot F(w) as a
function w – the frequency spectrum.
(3) Fourier Transforms & Fourier Integrals
Having found a Fourier transform, the original function
can be expressed as a Fourier integral:
If then
Remember that where f(t) is discontinuous, the integral
converges to the mean of the discontinuity. [See slide 4.]
Example 1
f(t) has discontinuities at t =  T. Here the integral will
converge to A/2. So

14 16
Example 6 Symmetry: Cosine Transforms & Integrals
Use the given results to write f(t) as a Fourier integral. From
(a) by symmetry considerations, for an even function fe(t),

This is called the Fourier cosine transform of fe(t).

It is sometimes (but not always!) easier to evaluate.

(b) Fe(w) is also even, so by symmetry we can also simplify

to write fe(t) as a Fourier cosine integral:

That is
17 19

(4) Fourier Transforms & Symmetry Symmetry: Sine Transforms & Integrals
• In Example 2, the FT was complex. • Similarly, for an odd function fo(t)
In Examples 1 & 3 the FT was real. Why?
• We can write simplifies to

• Fo(w) is also odd, so by symmetry

• Considering cases where f(t) has symmetry (odd or
even) we can deduce the following: simplifies to

giving the Fourier sine integral:

f(t) real & even  F(w) real & even
f(t) real & odd  F(w) imaginary & odd
Note: the Fourier sine transform is usually defined
f(t) complex and/or  F(w) complex
without the factors of ± j :
no symmetry
18 20
Example 1 (again) (5) Fourier Transforms & Widths
E.g. for Example 1, observing that Consider again the graphs of
is even we could say and

• The graph of f(t) has width 2T

• The main peak of F(w) has width ~ 2p/T
• In general it is found that for any function and its
This result could also be expressed as a Fourier cosine transform, the “half-widths” satisfy .
integral: • I.e. the shorter the time-width, the wider the frequency
spread, and vice versa.
21 23

Example 7 (6) Fourier Transforms & Oscillations

(a) Sketch the function • Note that the Fourier transform of the ‘top hat’
function (the sinc function) has oscillations.
(b) Show that the Fourier transform of f(t) can be written
in the form • In general it is found that if f(t) has jump
discontinuities, F(w) has oscillations.
• In practice such oscillations can be undesirable for
signal processing, so sometimes a function is
‘smoothed’ before it is transformed – this is known
as apodization.

22 24
5.3 Properties of the Fourier Transform (3) Time-Shift Property
(1) Linearity Property Suppose f(t) has Fourier transform F(w).
What is the Fourier transform of the time-shifted function
If g(t) and h(t) are functions with Fourier transforms
G(w) and H(w) respectively, then
We have
Make the substitution x = t – t

Linearity also applies to inverse transforms.

Hence

25 27

(2) Time Differentiation Property Example 8

We have Given

Differentiating with respect to t gives:

find the transform of

Hence

Repeating n times,

26 28
(4) Frequency-Shift Property (5) Symmetry Property (or duality property)
Again suppose f(t) has Fourier transform F(w). Consider again the Fourier transform pair:
What is the Fourier transform of the function

We can write
We have
And
Replacing t with w,
So

• Multiplying a function f(t) by eiw0t shifts the frequency I.e. If

spectrum so that it is centred on w0 instead of zero. then
• This is the mathematical basis of modulation of
signals.
29 31

Example 9 Example 10
Given find the frequency spectrum of
Given
the modulated signal
find the Fourier transform of

30 32
 Extra: Fourier Transform of the Impulse Function 5.4 Energy & Power. Parseval’s Theorem
Example 11
The total energy associated with a signal f(t) is
From the definition
find the Fourier transform of (a) d (t) , (b) d (t – t0) .
and sketch their amplitude spectra. Sometimes a more useful concept is average power:

If f(t) has Fourier transform F(w) then we have

Parseval’s Theorem:

• |F(w)|2 is called the energy spectral density

• A plot of |F(w)|2 against w is called the energy spectrum
33 35

Fourier Transform of the Impulse Function, cont.

Example 1
• Now try to ‘reverse’ these results using the definition For
of the inverse transform:
So the energy spectral density is
We get integrals which do not converge!
 1 and e-iwt0 do not have “ordinary” Fourier transforms.
Example 2
• However using the symmetry property we can say For ,

so
So the energy spectral density is

(writing t0 = -w0)
These are called “generalized” Fourier transforms. • For proof of theorem, see James p.370
34 36
 5.5 Convolution • From the measured data, if we know the resolution
function, we can use ‘deconvolution’ to reconstruct the
In Chapter 2 (Laplace transforms) we defined the
original signal.
convolution integral:
• From the observed signal, c, find the FT: C(k)
• From the resolution function, g, find its FT: G(k)
In analogy to the convolution theorem for Laplace • Find F(k) using the convolution theorem:
transforms we have: so
Convolution Theorem for Fourier Transforms
• Then take the inverse transform to recover f :
If functions f(t) and g(t) have Fourier transforms F(w)
and G(w) respectively, then
and
• This last step is not easy! It requires FFTs (see section
5.9) and lots of signal processing tricks. But it can be
done and is done in state-of-the-art experiments.
37 39

Convolution: An Application
Any measuring device has limitations. For an absolutely sharp 5.6 Fourier Transform for Sequences
input, the output is broader – often called the ‘resolution function
Ch. 2 Ch. 3
true signal measured data Laplace transforms  z transforms
analogue signals digital signals
For a composite signal, every line broadens:
true measured Ch. 5 ??
 Fourier transforms 
analogue signals digital signals
If the true signal is a broad line, the device output will be the
convolution of the signal with the resolution function: In sections 5.6 - 5.9 we consider how Fourier methods
can be extended to sequences and thus to digital
signals and can hence be computerized.
• These notes provide only a very brief introduction.
resolution measured,
true signal, f For more details, see textbooks.
function, g c 38 40
A Fourier Transform for Sequences Example 12 Find the Fourier transform of the sequence
From Ch.4 on Fourier series, for a periodic function of
period 2p we have 

• From a periodic function f(t) we generate

coefficients cn which are a sequence of numbers.

Now imagine the reverse process:

- Start with a sequence {cn}
- Define a function f(t) with period 2p satisfying the
equations above.
This is the concept of the Fourier transform of a sequence.

41 43

A Fourier Transform for Sequences 5.7 The Discrete Fourier Transform

• Above, for {cn} we have • Using the Fourier transform of a sequence,
sequence {gk}  continuous function G(q)
• In fact, the notation is usually modified slightly: • Now sample the function G(q) at regular time intervals to
get a sequence {Gk}. This gives a procedure, using FTs,
The Fourier transform of a sequence {gk} is defined for sequence {g }  sequence {G }
k k
to be
• This is the idea of the discrete Fourier transform

The Discrete Fourier Transform Pair comprising

wherever the sequence converges.
a time-domain finite sequence and a
The inverse transform is frequency domain finite sequence can be
defined:

• Applications of this theory including studying the frequency
response of discrete systems – see James p383ff. with
42 44
Example 13 5.8 Estimation of The Continuous
A continuous time signal g(t) is sampled at intervals with T = 1,
generating the sequence
Transform
(a) Find the discrete Fourier transform of the sequence • Computers can be programmed to calculate discrete
Solution Fourier transforms.
with T = 1, N = 3, • Can computers be used to calculate Fourier
transforms of continuous functions?
So • Answer: continuous transforms can be estimated
numerically by the following method:
− sample the continuous function
− find the discrete transform
− from the output sequence, make a
continuous function.
• In theory this is possible … but in practice, the amount
Thus of computing time required can be prohibitive …
45 47

Example 13, cont. (b) Show that the original sequence can be
recovered exactly from its transform.
5.9 The Fast Fourier Transform
• Calculating a discrete Fourier transform based on N
Apply the inverse transform sample values generally requires N2 complex
again with T = 1, N = 3, Dw = 2p/3. multiplications and N(N – 1) summations.
• For many years, this meant the method was not
practical.
• A new algorithm which significantly reduces the
computing time required was introduced by Cooley &
Turkey in 1965. It is known as the fast Fourier
transform (FFT).
• The method uses matrix factorization methods – see
James p.399ff.
• FFT algorithms are now readily available in MATLAB
Thus and other computing software.
46 48