Properties of the Fourier Transform

Properties of the Fourier Transform

Lecture 8 I Linearity
ELE 301: Signals and Systems I Time-shift
I Time Scaling
I Conjugation
I Duality
Prof. Paul Cuff I Parseval

Princeton University Convolution and Modulation

Fall 2011-12 Periodic Signals

Constant-Coefficient Differential Equations

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Linearity Finite Sums

Linear combination of two signals x1 (t) and x2 (t) is a signal of the form
ax1 (t) + bx2 (t).
Linearity Theorem: The Fourier transform is linear; that is, given two This easily extends to finite combinations. Given signals xk (t) with Fourier
signals x1 (t) and x2 (t) and two complex numbers a and b, then transforms Xk (f ) and complex constants ak , k = 1, 2, . . . K , then
ax1 (t) + bx2 (t) ⇔ aX1 (jω) + bX2 (jω). K
X K
X
ak xk (t) ⇔ ak Xk (f ).
k=1 k=1
This follows from linearity of integrals:
Z ∞
If you consider a system which has a signal x(t) as its input and the
(ax1 (t) + bx2 (t))e −j2πft dt
−∞ Fourier transform X (f ) as its output, the system is linear!
Z ∞ Z ∞
= a x1 (t)e −j2πft dt + b x2 (t)e −j2πft dt
−∞ −∞
= aX1 (f ) + bX2 (f )

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Linearity Example

1.2
Find the Fourier transform of the signal 1 1
1
rect(t/2) + rect(t)
 1 1 0.8 2 2
2 ≤ |t| < 1
0.6
x(t) = 2 0.4
1 |t| ≤ 12 0.2
0
!0.2

This signal can be recognized as !2.5 !2

−2 !1.5 !1
−1 !0.5
00 0.5
11 1.5
22 2.5

1 t  1 2
1
x(t) = rect + rect (t) sinc(ω/π) + sinc(ω/(2π))
2 2 2 1.5 2
1

and hence from linearity we have 0.5

  0
1 1 1
X (f ) = 2 sinc(2f ) + sinc(f ) = sinc(2f ) + sinc(f ) !0.5
2 2 2 !10 !8
−4π !6 !4
−2π !2 0
0
2 4
2π
6 8
4π
10

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Scaling Theorem Scaling Examples

Stretch (Scaling) Theorem: Given a transform pair x(t) ⇔ X (f ), and a
real-valued nonzero constant a,
 
1 f
x(at) ⇔ X We have already seen that rect(t/T ) ⇔ T sinc(Tf ) by brute force
|a| a
integration. The scaling theorem provides a shortcut proof given the
simpler result rect(t) ⇔ sinc(f ).
Proof: Here consider only a > 0. (negative a left as an exercise) Change
variables τ = at This is a good point to illustrate a property of transform pairs. Consider
Z ∞ Z ∞   this Fourier transform pair for a small T and large T , say T = 1 and
dτ 1 f T = 5. The resulting transform pairs are shown below to a common
x(at)e −j2πft dt = x(τ )e −j2πf τ /a = X .
−∞ −∞ a a a horizontal scale:

If a = −1 ⇒ “time reversal theorem:”

X (−t) ⇔ X (−f )

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Compress in time - Expand in frequency Scaling Example 2
1.2 6

1
rect(t) sinc(ω/2π)
4
0.8
0.6
2
0.4 As another example, find the transform of the time-reversed exponential
0.2
0
0
x(t) = e at u(−t).
!0.2 !2
!20
−10 !10
−5 0
0
10
5
20
10 −10π −5π
!10 !5 0
0 5
5π 10
10π
t ω This is the exponential signal y (t) = e −at u(t) with time scaled by -1, so
1.2 5 the Fourier transform is
rect(t/5) 4
1
1
0.8 3 X (f ) = Y (−f ) = .
0.6 2
a − j2πf
0.4 1
0.2 0
0 !1
!0.2 !2
5sinc(5ω/2π)
−10
!20 −5
!10
00 10
5 1020 −10π
!10 −5π
!5
00 5
5π 10
10π
t ω
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Narrower pulse means higher bandwidth.

Scaling Example 3 Complex Conjugation Theorem

As a final example which brings two Fourier theorems into use, find the
transform of Complex Conjugation Theorem: If x(t) ⇔ X (f ), then
x(t) = e −a|t| .
x ∗ (t) ⇔ X ∗ (−f )
This signal can be written as e −at u(t) + e at u(−t). Linearity and
time-reversal yield
Proof: The Fourier transform of x ∗ (t) is
1 1
X (f ) = + Z ∞ Z ∞ ∗
a + j2πf a − j2πf x ∗ (t)e −j2πft dt = x(t)e j2πft dt
2a −∞ −∞
= Z ∞ ∗
a2 − (j2πf )2
= x(t)e −(−j2πf )t dt = X ∗ (−f )
2a −∞
=
a2 + (2πf )2

Much easier than direct integration!

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Duality Theorem Shift Theorem

We discussed duality in a previous lecture.

The Shift Theorem:
Duality Theorem: If x(t) ⇔ X (f ), then X (t) ⇔ x(−f ). x(t − τ ) ⇔ e −j2πf τ X (f )
This result effectively gives us two transform pairs for every transform we
Proof:
find.

Exercise What signal x(t) has a Fourier transform e −|f | ?

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Example: square pulse The Derivative Theorem

Consider a causal square pulse p(t) = 1 for t ∈ [0, T ) and 0 otherwise. The Derivative Theorem: Given a signal x(t) that is differentiable almost
We can write this as everywhere with Fourier transform X (f ),
!
t − T2
p(t) = rect x 0 (t) ⇔ j2πfX (f )
T
From shift and scaling theorems Similarly, if x(t) is n times differentiable, then

d n x(t)
P(f ) = Te −jπfT sinc(Tf ). ⇔ (j2πf )n X (f )
dt n

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Dual Derivative Formula The Integral Theorem

Recall that we can represent integration by a convolution with a unit step

Z t
x(τ )dτ = (x ∗ u)(t).
−∞
There is a dual to the derivative theorem, i.e., a result interchanging the
role of t and f . Multiplying a signal by t is related to differentiating the Using the Fourier transform of the unit step function we can solve for the
spectrum with respect to f . Fourier transform of the integral using the convolution theorem,
Z t 
(−j2πt)x(t) ⇔ X 0 (f ) F x(τ )dτ = F [x(t)] F [u(t)]
−∞
 
1 1
= X (f ) δ(f ) +
2 j2πf
X (0) X (f )
= δ(f ) + .
2 j2πf

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Fourier Transform of the Unit Step Function A symmetric construction for approximating u(t)

Example: Find the Fourier transform of the signum or sign signal

How do we know the derivative of the unit step function? 
 1 t>0
f (t) = sgn(t) = 0 t=0 .
The unit step function does not converge under the Fourier transform. −1 t < 0

But just as we use the delta function to accommodate periodic signals, we
can handle the unit step function with some sleight-of-hand. We can approximate f (t) by the signal
Use the approximation that u(t) ≈ e −at u(t) for small a.
fa (t) = e −at u(t) − e at u(−t)

as a → 0.

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This looks like
1.5

1 sgn(t)
0.5 e−t/5 Therefore,
0 e−t
!0.5
−j4πf
lim Fa (f ) = lim
!1
a→0 a→0 a2 + (2πf )2
!1.5
!2 !1.5 !1 !0.5 0
t
0.5 1 1.5 2
−j4πf
= 2
(2πf )
As a → 0, fa (t) → sgn(t). 1
= .
The Fourier transform of fa (t) is jπf

Fa (f ) = F [fa (t)] This suggests we define the Fourier transform of sgn(t) as

= F e −at u(t) − e at u(−t)
 
 2
j2πf f 6= 0
= F e −at u(t) − F e at u(−t) sgn(t) ⇔ .
   
0 f =0
1 1
= −
a + j2πf a − j2πf
−j4πf
=
a2 + (2πf )2
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With this, we can find the Fourier transform of the unit step,
1 1
u(t) = + sgn(t) The transform pair is then
2 2
as can be seen from the plots 1 1
u(t) ⇔ δ(f ) + .
2 j2πf
sgn(t) u(t)
1 1 1
πδ(ω) + π
t t
jω
0 0
−1 −1
ω
1
The Fourier transform of the unit step is then
  jω
1 1
F [u(t)] = F + sgn(t)
2 2
 
1 1 1
= δ(f ) + .
2 2 jπf

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Parseval’s Theorem Example of Parseval’s Theorem
(Parseval proved for Fourier series, Rayleigh for Fourier transforms. Also Parseval’s theorem provides many simple integral evaluations. For
called Plancherel’s theorem) example, evaluate Z ∞
sinc2 (t) dt
Recall signal energy of x(t) is −∞
Z ∞
Ex = |x(t)|2 dt We have seen that sinc(t) ⇔ rect(f ).
−∞
Parseval’s theorem yields
Interpretation: energy dissipated in a one ohm resistor if x(t) is a voltage. Z ∞ Z ∞
Can also be viewed as a measure of the size of a signal. sinc2 (t) dt = rect2 (f ) df
−∞ −∞
Theorem: Z ∞ Z ∞
Z 1/2
Ex = |x(t)|2 dt = |X (f )|2 df = 1 df
−∞ −∞ −1/2
= 1.

Try to evaluate this integral directly and you will appreciate Parseval’s
shortcut.
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Proof: The Fourier transform of (x1 ∗ x2 )(t) is

? The Convolution Theorem ?
Z∞ Z∞
 
 x1 (τ )x2 (t − τ ) dτ  e −j2πft dt
−∞ −∞
Convolution in the time domain ⇔ multiplication in the frequency domain Z∞

Z∞


This can simplify evaluating convolutions, especially when cascaded. = x1 (τ )  x2 (t − τ )e −j2πft dt  dτ.
−∞ −∞
This is how most simulation programs (e.g., Matlab) compute
convolutions, using the FFT.
Using the shift theorem, this is
The Convolution Theorem: Given two signals x1 (t) and x2 (t) with Fourier
transforms X1 (f ) and X2 (f ), Z∞  
= x1 (τ ) e −j2πf τ X2 (f ) dτ
(x1 ∗ x2 )(t) ⇔ X1 (f )X2 (f ) −∞
Z∞
= X2 (f ) x1 (τ )e −j2πf τ dτ
−∞
= X2 (f )X1 (f ).

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Examples of Convolution Theorem
Since
rect(t) ⇔ sinc(f )
Unit Triangle Signal ∆(t)
then
∆(t) ⇔ sinc2 (f )

1 − |t| if |t| < 1
0 otherwise.

1.0
0.25 sinc2(ω/2π)
1 0.2
Δ(t) 0.15

0.1

0.05
t
-1 0 1
0 !10
0
!8 !6 !4 !2 0 2 4 6 8 10
−4π −2π 0 2π 4π
ω Transf
Easy to show ∆(t) = rect(t) ∗ rect(t).

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Multiplication Property Multiplication Example - Bandpass Filter

If x1 (t) ⇔ X1 (f ) and x2 (t) ⇔ X2 (f ),

x1 (t)x2 (t) ⇔ (X1 ∗ X2 )(f ). A bandpass filter can be implemented using a low-pass filter and
multiplication by a complex exponential.
This is the dual property of the convolution property.
Note: If ω is used instead of f , then a 1/2π term must be included.

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Modulation Amplitude Modulation (AM)
The Modulation Theorem: Given a signal x(t) with spectrum x(f ), then

x(t)e j2πf0 t ⇔ X (f − f0 ), Modulation of complex exponential (carrier) by signal x(t):

1
x(t) cos(2πf0 t) ⇔ (X (f − f0 ) + X (f + f0 )) , xm (t) = x(t)e j2πf0 t
2
1
x(t) sin(2πf0 t) ⇔ (X (f − f0 ) − X (f + f0 )) . Variations:
2j
fc (t) = f (t) cos(ω0 t) (DSB-SC)
Modulating a signal by an exponential shifts the spectrum in the frequency
fs (t) = f (t) sin(ω0 t) (DSB-SC)
domain. This is a dual to the shift theorem. It results from interchanging fa (t) = A[1 + mf (t)] cos(ω0 t) (DSB, commercial AM radio)
the roles of t and f . I m is the modulation index
Modulation by a cosine causes replicas of X (f ) to be placed at plus and I Typically m and f (t) are chosen so that |mf (t)| < 1 for all t
minus the carrier frequency.
Replicas are called sidebands.

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Examples of Modulation Theorem Periodic Signals

Suppose x(t) is periodic with fundamental period T and frequency
rect(t) sinc(ω/2π)
1.2 1.2
f0 = 1/T . Then the Fourier series representation is,
1 1
0.8 0.8 ∞
X
0.6
0.4
0.6
0.4
x(t) = ak e j2πkf0 t .
0.2 0.2
k=−∞
0 0
!0.2 !0.2
−2
!2
−1
!1 0
0 1
1 2
2 −20π −10π
!20 !10 00 10π
10 20π
20

t ω Let’s substitute in some δ functions using the sifting property:

1.2
1
1 ∞
X Z ∞
0.5 0.8
0.6
x(t) = ak δ(f − kf0 )e j2πft df ,
0
0.4 k=−∞ −∞
!0.5 0.2
∞
!
0
Z ∞ X
ak δ(f − kf0 ) e j2πft df .
!1
!0.2
=
!2
−2 !1
−1 0
0 1
1
2
2
−20π −10π
!20 !10 0
0 10
10π 20
20π
t
−∞ k=−∞
! "ω ! "
1 ω − 10π 1 ω + 10π
rect(t) cos(10πt) sinc + sinc
2 2π 2 2π
P∞
This implies the Fourier transform: x(t) ⇔ k=−∞ ak δ(f − kf0 ).

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Constant-Coefficient Differential Equations

n M
X d k y (t) X d k x(t)
ak = bk .
dt k dt k
k=0 k=0

Find the Fourier Transform of the impulse response (the transfer function
of the system, H(f )) in the frequency domain.

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