Calculus III Lebanese University- Faculty of Technology

Chapter VII Fourier transform

VII.1. Fourier Integral

VII.1.1. Review
We saw in chapter VI that the decomposition to Fourier series of a periodic function of period T,
is written with the following complex form:
+∞ +∞ T
1 2 2π 1
f(t) = ∑ Cn e i2πnν0 t
= ∑e i2πnν0 t
∫ f(t)e−i2πnν0t dt avec ω = = 2πν0 ; (ν0 = )
T −T T T
n=−∞ n=−∞ 2

Question: What happens in the case of non-periodic functions?

This non-periodicity can be considered as resulting from the extension to infinity of the period T
1 +∞
and ν0 = → 0, then: ν0 ≡ dν (differential element) ; ∑+∞
n=−∞ ≡ ∫−∞ d ν; nν0 ≡ ν (continuity).
T
+∞ +∞
Thus: f(t) = ∫−∞ ei2πνt dν ∫−∞ f(t)e−i2πνt dt (1)

VII.1.2. Definition
We call Fourier Transform, of the function f supposed integrable, the function defined from IR in
+∞
ℂ by: ν ↦ FT[f(t)](ν) = ∫−∞ f(t)e−i2πνt dt
Remarks:
1o) FT[f(t)](ν) will be noted F(ν).
+∞
2o) F(ν) being generally complex, F(ν) = ∫−∞ f(t) [cos(2πνt) − i sin(2πνt)] dt, then:
+∞
 its real part is written 𝑅𝑒[F(ν)] = ∫−∞ f(t) cos(2πνt) dt ;
+∞
 its imaginary part is written 𝐼𝑚[F(ν)] = − ∫−∞ f(t) sin(2πνt) dt ;
 its magnitude is |F(ν)| = √{𝑅é[F(ν)]}2 + {𝐼𝑚[F(ν)]}2 ;
𝐼𝑚[F(ν)]
 its phase is φ(ν) = arctan 𝑅é[F(ν)] .

VII.1.3. Formula of reciprocity

+∞
Following (1), we can write: f(t) = ∫−∞ F(ν)ei2πνt dν, we define then the inverse transform of
the Fourier transform(FT −1 ).
Remarks:
1o) FT −1 [F(ν)](t) will be noted f(t).
+∞ +∞
2o) The symmetry, in the formulas F(ν) = ∫−∞ f(t)e−i2πνt dt and f(t) = ∫−∞ F(ν)ei2πνt dν,
allows passing from the Fourier transform to the inverse transform by exchanging f to F ; t
to  ; i to (–i).
3o) For the rest of this chapter, all theorems and properties of the Fourier transform are then
true for the inverse transform by taking into account of the transposition in 2o).

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VII.1.4. Examples of transforms

 A A PA
1 if t  [ 2 ; 2 ] 1
VII.1.4.1. Gate Signal: PA (t )   .
0 if t  [ A ; A ]
 2 2
FT[PA] A A t

A 2 2
Then:
 sin  A 
FT [ PA (t )]( )  A  .
  A  1 2 
A A
B

0 if t  [ B; B] 1

 t
VII.1.4.2. Triangular signal:  B (t )  1  if t  [0; B] .
 B
 t
1  B if t  [ B;0] B B t

Then: FT[B]
B

 sin  B 
2
1
FT [ B (t )]( )  B   .
  B  B

VII.1.4.3. Exponential "discharging" signal: eat U(t)
1
f (t )  e at U(t ) ; a  IR * , where U( t ) is the unit step function
0 si t  0
defined by: U( t )   .
1 si t  0
then: t
at
1 1 FT[e U(t)]
FT [ f (t )]( )   A( )  i B( )
a  2i a
. A()
a 2
 2 i 2
a  4 2 2 a  4 2 2 
B()
VII.1.4.4. Exponential "symmetric" signal:
a t
e
1 2 FT[ e a t ]
a t 2a
f (t )  e ; a  IR * . Then: FT [ f (t )]( )  . a
a  4 2 2
2

t 
VII.1.4.5. Gaussian signal:
e at
2

FT[ e at ]
2

1 
 2 2
  a
f (t )  e  at 2 *
; a  IR . Then: FT [ f (t )]( )  e a
a

t 
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VII.1.5. Properties
We will present here some properties simple and important of the Fourier transform; The letters
F and G indicate Fourier transforms of the functions f and g ;  and t are the mutual variables.
+∞
a)- F(0) = ∫−∞ f(t) dt.

b)- Linearity ∀ λ, μ ∈ IR (or C) we have:

FT[(λ f+μ g)(t)](ν ) = λ FT[f(t)](ν )+μ FT[g(t)](ν ) =λ F(ν )+μ G(ν ).

c)- FT[f( − t)](ν) = FT[f(t)]( − ν) = F( − ν).

̅̅̅̅̅](ν)= ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
d)- FT[f(t) FT[f(t)]( − ν)= ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
FT[f( − t)](ν).

e)- scaling, similarity

1 𝜈 1 𝜈
 FT[f(kt)](ν) = |k|
FT[f(t)]( ) = |k|
F( ).
k k
t
 FT[f( k )](ν) = |k|FT[f(t)](kν) = |k|F(kν).

f)- Translation or delay (origin changing)

FT[f(t − τ)](ν) = e−i2πν𝜏 F(ν).

g)- Modulation
 FT[ei2πν0t f(t)](ν) = F(ν − ν0 ).
1
 FT[cos(2πν0 t) × f(t)](ν) = 2 [F(ν − ν0 )+F(ν + ν0 )].

h)- Norm of the Fourier transform (Theorem of Parseval)

+∞ +∞
∫−∞ |f(t)|2 dt = ∫−∞ |F(ν)|2 dν.

VII.1.6. Parity of signals

Theorem:

a)- If f(t) is real and even then F() is real and even.

b)- If f(t) is real and odd then F() is imaginary and odd.
Proof:

̅̅̅̅̅̅ = FT[f(t)](ν)
a)- F(ν) ̅̅̅̅̅̅̅̅̅̅̅̅̅̅ = FT[f(
̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅ ̅̅̅̅̅](ν) = FT[f(t)](ν) = F(ν).
− t)](ν) = FT[f(t)
F( − ν) = FT[f(t)]( − ν) = FT[f( − t)](ν) = FT[f(t)](ν) = F(ν).

̅̅̅̅̅̅ = FT[f(t)](ν)
b)- F(ν) ̅̅̅̅̅̅̅̅̅̅̅̅̅̅ = ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅ ̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
FT[ − f( − t)](ν) = −FT[f( ̅̅̅̅̅](ν) =
− t)](ν) = − FT[f(t)

= − FT[f(t)](ν) = − F(ν).
F( − ν) = FT[f(t)]( − ν) = FT[f( − t)](ν) = FT[ − f(t)](ν) = − FT[f(t)](ν) = − F(ν).

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We prove as well that:

f(t) F()
Imaginary and even Imaginary and even
Imaginary and odd Real and odd
Complex and even Complex and even
Complex and odd Complex and odd
Real part even
Any real
Imaginary part odd
Real part odd
Any imaginary
Imaginary part even
Real part even
Real
Imaginary part odd
Real part odd
Imaginary
Imaginary part even

VII.1.7. Fourier transform and derivation

 Theorem:

a)- If a function f and its derivative f ' are continuous by blocks and if f and f ' are integrable
then FT[f '(t)](ν) = i2×FT[f(t)](ν).

b)- If f (p−1) and f (p) are continuous by blocks and if f and f ',…, f (p−1) and f (p) are
integrable then FT[f (p) (t)](ν) = (i2)p ×FT[f(t)](ν).
Proof:

u = e−i2πνt +∞
+∞ +∞
a)- FT[f '(t)](ν)= '(t)e−i2πνt dt
∫−∞ f = [f(t)e−i2πνt ]−∞ + i2πν ∫−∞ f(t)e−i2πνt dt .
dv = f '(t)dt
But limt→∞ (f(t)e−i2πνt ) = limt→∞ f(t) = 0, because f is supposed to be integrable.

b)- A proof by recurrence is required.

 Theorem: If a function f and the function [tf(t)] are integrable then F(ν) is differentiable
and we have: F'(ν) = −i2 × FT[t f(t)](ν).
Proof:
d +∞ +∞ d
F'(ν) = dν ∫−∞ f(t)e−i2πνt dt = ∫−∞ f(t) dν (e−i2πνt ) dt =
+∞
= ∫−∞ −i2t × f(t)e−i2πνt dt = − i2 × FT[t f(t)](ν).
Remark: We also have: if f, tf(t),…and t p f(t) are integrable then F(ν) is p-continuously
differentiable and we have: F (p) (ν)=(−i2)p × FT[t p f(t)](ν).

VII.1.8. Convolution product

VII.1.8.1. Definition
Let f and g two functions integrable over IR. We call convolution product of f by g the function,
noted f ∗ g, defined by the integral supposed convergent:
+∞
(f ∗ g)(t)= ∫-∞ f(τ)g(t − τ)dτ

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VII.1.8.2. Fourier transform of the convolution product

We will admit without proof that:
The Fourier transform of the convolution product of two functions is the product of their
transforms: FT[(f ∗ g)(t)](ν) =F(ν)×G(ν).
Remark: The Fourier transform exchanges the algebraic product and the convolution product.

VII.2. Application

VII.2.1. Dirac function

VII.2.1.1. Definition
δ(t) = 0 ; t ≠ 0
The function called of Dirac is the function  defined by: { δ(0) = +∞ .
+∞
∫−∞ δ(t) dt = 1

VII.2.1.2. Properties
+∞
a)- ∫-∞ f(t) δ(t) dt = f(0), because δ(t) is null except at 0.

+∞
b)- ∫-∞ f(t) δ(t − t 0 )dt = f(t 0 ), because δ(t − t 0 ) is null except at t = t 0 .

+∞
c)- ∫-∞ f(τ) δ(t − τ)dτ = f(t), because δ(t − τ) is null except at t = τ.

0 if t 2 ≠ t 1
d)- δ(t − t 1 )×δ(t − t 2 )= δ(t 2 − t 1 )= { .
δ(t − t 1 )= δ(t − t 2 ) if t 2 = t 1

VII.2.2. Transfer function

VII.2.2.1. Linear time invariant system (LTIS)

Consider a system submitted to an x(t), it produces an output y(t). If for two inputs x1 (t) and
x2 (t) and ∀ α1 , α2 , τ1 and τ2 , the input α1 x1 (t − τ1 ) + α2 x2 (t − τ2 ) is associated to an output
α1 y1 (t − τ1 ) + α2 y2 (t − τ2 ), the system is called LTIS.

VII.2.2.2. Impulse response

Given an LTIS, how to know the output y(t) relative to an input entrée x(t) ? Suppose that the
input is δ(t), its associated output h(t) is called impulse response.

Input Output
δ(t) h(t)
Time invariant δ(t − τ) h(t − τ)
Linear (homogeneity) x(τ) × δ(t − τ) x(τ) × h(t − τ)
+∞ +∞
Linear (addition) ∫ x(τ) δ(t − τ)dτ = x(t) ∫ x(τ) h(t − τ)dτ = y(t)
-∞ -∞

Knowing the impulse response h(t) of an LTIS defines it perfectly, because:

+∞ τ1 = t − τ +∞ +∞
∫ x(τ) h(t − τ)dτ = ∫ x(t − τ1 ) h(τ1 )dτ1 = ∫ x(t − τ) h(τ)dτ = y(t)
-∞ dτ1 = − dτ -∞ -∞

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VII.2.2.3. Response to the signal: xν (t)=Aei2πνt

A and  being constant, we can write:
+∞ +∞ +∞
i2πν(t−τ) i2πνt
yν (t)= ∫ xν (t − τ) h(τ)dτ = A ∫ e h(τ)dτ = Ae ∫ e−i2πντ h(τ)dτ
-∞ -∞ -∞
+∞ −i2πντ
thus: yν (t) = xν (t) ∫-∞ e h(τ)dτ = xν (t)H(ν)
Definition: H(ν) is then the Fourier transform of the impulse response h(t). H(ν) is called
transfer function (or complex gain). It can be determined by:
yν (t) Output
H(ν) = = (LTIS)
xν (t) Input

VII.3. Conclusion

VII.3.1. Table of Fourier transform

f(t) F() f(t) F()

 sin A  sin t
PA ( t ) A   P1 /  ()
 A  t
2
 sin B 
2

 B (t)  sin t    1 /  ()

B   
 B   t 
a t 2a 1   2 a 
e ; a  IR * e
a  4 
2 2 2
a  t2
2
a
2 2
  1
e  at 2
; a  IR *
e a e at U(t ) ; a  IR *
a a  2i

VII.3.2. Important formulas

a) FT [ f (t )]( )  FT [ f (t )]( )

b) FT [ f (t )]( )  FT [ f (t )]( )  FT [ f (t )]( )
1 
c) FT [ f (kt )]( )  FT [ f (t )]( )
k k
d) FT [ f (t   )]( )  ei 2    FT [ f (t )]( )
1
e) FT [ f (t ) cos 2 0t ]( )   FT [ f (t )](  0 )  FT [ f (t )](  0 )
2
f) FT [ f ( p ) (t )]( )  (2i ) p FT [ f (t )]( )
dp
g) FT [ f (t )]( )  (2i ) p FT [t p f (t )]( )
d p

 
 f (t ) dt   FT [ f (t )]( ) d
2 2
h)
 

i) FT[(f ∗ g)(t)](ν) =F(ν)×G(ν)

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