Fourier Transform

Fourier Transform Pairs

 
1

x(t)  X ()e d X () 

jt  jt
x(t)e dt
2 


Sufficient conditions for the existence of the Fourier transform are

( Dirichlet conditions )

1. On any finite interval,

a. f (t ) is bounded;
b. f (t ) has a finite number of maxima and minima; and
c. f (t ) has a finite number of discontinuities.

2. f (t) is absolutely integrable; that is,

 f (t ) dt  

Note that these are sufficient conditions and not necessary conditions
Note you can have a function that is not absolutely integrable however
it has Fourier Transform like cos(t ) (will be shown later)
 Fourier Transform Pairs
 
1

x(t)  X ()e d X () 

jt  jt
x(t)e dt
2 


absolutely integrable; that is,

 f (t) dt  


Examples of functions that is not absolutely integrable

et , cos(t ), sin(t ), u(t )

et does not have Fourier Transform however et u(t ) does have

cos(t ), sin(t ), u(t ) has Fourier Transform (will be shown later)

Finding the Fourier Transform

x(t )  e  at u (t ) a0


1 1
 
 e
 ( a  j ) t 
X ( j )   e u (t )e dt   e
 at  j t  ( a  j ) t
 0
dt (a  j ) (a  j )
0

a 1

1
x(t )  e  at u (t ) a0 X ( j ) 
(a  j )
 1
x(t )  e  at u (t ) a0 X ( j ) 
(a  j )
Example Find the Fourier Transform for the following function

 jt 1  j (1)  j (1)

 1
e e e

X a ()  xa (t)e

 jt  jt
dt  e dt  
 1
 j  j
1

j  j
 e  e    e  e
2 j  j
  sin()  2 sin()
 2
j    j2   

 2sinc()
  X a ()  2sinc()

X a ()
2


2   2
  X a ()  2sinc()
X a ()
2


2   2

j ( )
X a ()  | X a ()| e
| X a ()|

2  (f )


 2

2  0
 
2  0  2
 x b (t )
Example
1

t
1 0 1

1

X b ()  xb (t)e  jt
dt

 
0 1
 
 
2
 (1) e  jt
dt  (1) e dt j
t
sinc 2
1 0
 
j ( )
X b ()  | X b ()| e

 
| X b ()|  sin c   2

2
 x b (t )

  
1
X b ()  j sinc   2

0 1
t 2
1
j ( )
1 X b ()  | X b ()| e

| X b ()|

2  
| X b ()| 2 sin c  
2


2  0  2
 x b (t )

  
1
X b ()  j sinc   2

0 1
t 2
1
j ( )
1 X b ()  | X b ()| e

2 Always  0  it add no angle (0 )
o

 
X b ( f )  j sinc   2

2
 (f )

2

0
f

2
It was shown previously

 jt 1  j (1)  j (1)

 1
e e e

X a ()  xa (t)e

 jt  jt
dt  e dt  
 1
 j  j
1

j  j
 e  e    e  e
2 j  j
  sin()  2 sin()
 2
j    j2   

 2sinc()
 The Fourier Transform for the following function

 jt 2
 2
e e  j(2) e  j (2)

X ()  x(t)e

 jt  jt
dt  e dt  
 2
 j  j
2

j 2  j 2
 e  e   4  e e
j 2  j 2

 4 sin(2)  4 sin(2)
2  j2 2  2
j    

 4sinc(2)
 2sinc()

4sinc(2)

A(2T )sinc(T )
 t
rect   function defintion
T

 T  T
u  t   u  t  
 2  2
Example Find the Fourier Transform for the delta function x(t) = d(t)

  


X ()  x(t)e

dt   (t)e

dt  (1) (t)dt 1
 jt  jt

     
   jt  
 e   (t )
 t 0

 (t) 1
 Properties of the Fourier Transform

1-Linearity F[a1x1(t )  a1x1(t) ]  a1 X 1() + a2 X 2()

Proof 


F[a1x1(t )  a1x1(t ) ]  [a1 x1(t)  a1 x1(t) ]e  jt dt

 

 
 a1 x1(t)e  jt dt + a2 x2 (t )e  jt dt
 
 

 
 jt  jt
 a1 x1(t)e dt + a2 x2 (t)e dt
 

 a1 X1() + a2 X 2()
Direct Method



X ()  x(t )e  jt
dt

2 0 2 4

   
 (1)e  jt dt  (2)e  jt dt + (2)e  jt dt  (1)e  jt dt
4 2 0 2
Using Fourier Transform Properties
A(T )sinc(T )

 

X ()  X1()  X 2 ()

 (1)(4)sinc(4) + (2)(2)sinc(2)

 4sinc(4) + 4sinc(2)
 2-Time-Scaling (compressing or expanding)

1  
Let x(t )  X () Then x(at)  X 
a a
Proof


F  x(at)  x(at)e

 jt
Let a > 0 dt
  t' 
  j   '
dt
F  x(at)  x(t )e
a
t  at

' '  
Change of variable

a
 t' 
  j  

 1 x(t )e
a


'   '
dt
a 
  
 j  t '
1

 x(t )e
' a '
dt
a 
   
 j  t '
1
F  x(at )  x(t )e

' a '
dt
a 


1
F  x(at )  x(t )e dt '
'

  
'  j
'
Let
a a 
           

X ( )
'

1 1  
F  x(at )  X ( )  X 
'

a a a
Now Let a < 0  at |a |t


F  x(at )  x(|a|t )e  jt dt



'
Change of variable t  |a |t
'
dt  d t t   t '
= 
|a | t   t '= 
 t' 
  j    '    '
dt  j   t
F  x(at )  x(t )e  1 x(t ' )e
 |a| 

 
 |a | 
'  
dt '

|a| |a| 
          

1    
F  x(at )  X    X  
|a|  |a|  |a|
 

1  
Since a < 0   |a |  a F  x(at)  X  
|a|  |a| 
 Let
X a ()  2sinc()

what is the fourier transform of

 t  1  
since x(t)  xa  
X ()  X a    2X a (2)
 1 2  1 2 1 2 

 2(2sinc(2))  4sinc(2)
 3-Time-Shifting

Let x(t)  X () Then x(t t0)  X ()e jt0

Proof
Let y(t)  x(t t0)
 


 jt
 

Y ()  y(t)e x(t t )e dt
 jt
dt 0

 

'


Y ()  x(t )e '  j (t  t0 )
Change of variable t  t  t0'
dt

 
' '


Y ()  x(t )e

 jt  jt0  jt
'
e dt e
 jt0
x(t )e '
dt
 
 jt0
x(t  t0)  X ()e
          
X ()
 Example Find the Fourier Transform of the pulse function
x (t )

t
0 2
Solution

From previous Example

 X a ()  2sin c(2)

Since x(t)  xa (t 1)

 j (1)
X ()  X a ()e
 jt0
= 2sinc(2) e
 j
= 2sinc(2) e
 4-Time Transformation

1     j a t0
Let x(t)  X () Then x(at  t0)  X  e
|a|  a 
Proof


F  x(at t0 )  x(at t0 )e  jt dt

Let a > 0



t  t a t0
' '
Change of variable t  at  t0 '
dt  dt
a
t   t ' = 
t   t ' = 
 t'  t   t0 
 j    j   t' 
 a  
0
  a  '  j  
F  x(at t0 )  x(t ' )e dt  

 e
a


 
x(t ' )e  
dt '

a a 
  t'  t   t 
 j  0   t' 
  j  0   a    j  
 a  '  
F  x(at t0 )  x(t ' )e dt  e a

  x(t ' )e
   
dt '

a a 
 
 j t 0   '
 a   

e
 j t  j t 0


'  a 
x(t )e dt ' e  a 

a  X   
a 

          
a  

 
X 
a
 
 
 j t 0
 a 
Similarly a < 0 F  x(at t0 )  e X   
a 
|a|  

1     j a t0
x(at t0 )  X  e
|a |  a 
Find the Fourier Transform for the Rect function g(t)

From Fourier Transform Pairs (Table 5.2)

 T 
Tsinc 
 2 
 1 
   a t0
 j  
x(at  t0 )  X  e
|a|  a 
 
sinc 
2

 1      j 0.5
 
= 3rect  0.5t  2 
(2)
G()=3  sinc  0.5  e 

 0.5   

    j 4
=6sinc  e
 0.5 
5-Duality

If x(t)  X () then X (t)  2 x( )

Find the F.T  of  2Wsinc(2Wt)

2W sinc(2W t )
2W

t
 

2W 2W
 X (t)  2 x( )
Step 1 from Known transform from the F.T Table
t   
x(t ) = rect   
X () =  sinc 
   2 
1


2 2

t  
 0 
 Even Function
2 2
Step 2
 rect      rect   
2Wsinc(2Wt)  1 X (t)

(  4W )  4W   4W 
2
2W 1
1 2 x()   x()
2
 

t
t   2W 0 2W
 

2W 2W
 6- The convolution Theorem

x1(t) x2(t)  X1() X 2()

Convolution in Time Multiplication in Frequency

Proof 


x 1(t )x 2 (t ) = x 1( )x 2 (t   )d 


 
1 1
 X 2 ()e d  x2 (t   ) 

X 2 ()e d
jt j (t   )
x2 (t) 
2  2 


 1 X 2 ()e e d

jt  j

2 
 


x 1(t )x 2(t ) = x 1()x 2 (t  )d 



x2 (t   )  1 X 2 ()e e d

jt  j

2 

Now substitute x2(t-l) ( as the inverse Fourier Transform)

in the convolution integral


 1  jt  j 

x1(t) x2(t) = x1( ) 
  2 

X 2 ()e e d  d 

 
 1  jt  j 


x1(t) x2(t) = x1( ) 
 2 

X 2 ()e e d  d 

Exchanging the order of integration , we have

 
 j 
x1(t) x2(t) = 1
 
X 2 ()  x1()e d   e d jt

2   

             
X1()

1
x1(t) x2(t) =
2 X 2 () X 1() e jt d
             
Inverse Fourier Transform

x1(t ) x2(t )  X1() X 2()

The multiplication Theorem

x1(t) x2(t)  1 X1() X 2 ()

2
Proof
Similar to the convolution theorem , left as an exercise

Applying the multiplication Theorem

Applying the multiplication Theorem x1(t) x2(t)  1 X1() X 2()

2
 Find the Fourier Transform of following

t  t
rect  rect   
   
Solution

Since t
rect   t t
rect    tri 
  convolution    

Time
 0 
t
  
t  



t
2
2 2
0 0
2

Frequency  sinc( f ) 
multiplication
 sinc( f )   2sinc2 ( f )
 System Analysis with Fourier Transform

x (t ) impulse response y(t) = x (t )h (t )

h (t ) 


= x ( )h (t  ) d 
 convolution in time

multiplication in Frequency

X () H () Y ()  X () H ()

y(t) = x (t )h (t ) Y ()  X () H ()

multiplication in Frequency
convolution in time
 6- Frequency Shifting

Let x(t)  X () Then x(t)e j t  X ( 0)

0

j0t
Proof Let y(t)  x(t )e
  


 j ( 0 )t
dt  x(t)e

Y ()  y(t)e
 dt
 jt j0t  jt
dt  x(t)e e
  

Change of variable  '  0


 j 't
dt  X ( ')  X ( 0 )

Y ()  x(t)e


Let x(t)  X () Then x(t)e j t  X ( 0) 0

Similarly x(t)e j t
 X ( 0)
0

x(t)e j t  X ( 0)
0
 Example Find the Fourier Transform for x(t)  Acos(20t)
j0t  j0t

x(t)  cos(20t) e e  1e  1e
j t
0  j t
0

2 2 2
 1 j0t 1  j0t  1 1
X () = F.T  e  e  =   F.T [e j t ]   F.T [e j t ]
0 0

2 2  2 2

Since  (t) 1 1  2 () duality

Since x(t)e j t  X ( 0)

0

F.T [(1)e j t ]  2 ( 0)

0

1 1
X () =   2 ( 0 )     2 ( 0 ) 
2 2

cos(20t)   ( 0)  ( 0)

Find the Fourier Transform of the function

t
x(t)  rect  cos(0t)
2
c o s ( t )
t 0
re c t 
2

t
X 0
t
0
1 1

t
x(t )  r e c t   c o s ( t )
2
0

1 0 1
t
Method 1
t
x(t )  r e c t   c o s ( t) t
2
0
x(t )  r e c t   c o s ( t )
2
0

 j t  j t 
 t  e  e 
0 0
t
1
 r e c t 
1


2 0 2

 2  2 
 
1  t  j t 1  t   j t
x(t )  r e c t   e  r e c t   e 0 0

2 2 2 2

Since x(t)e
 j 0 t
 X ( 0)
t
and rect  2   2sinc(2)
 
Therefore
t
x(t )  r e c t   c o s ( t )  s i n c(2( 0 ) )  si n c(2( 0 ) )
2
0
Method 2
t t
x(t )  r e c t   c o s ( t )
2
0
x(t )  r e c t   c o s ( t )
2
0

Since x1(t) x2(t)  1 X1() X 2 ()

t 2
1 0 1

t

2 2

rect   2sinc(2)
2
cos(20t)   ( 0)  ( 0)

t   t 
x(t )  r e c t   c o s ( t ) X ()= F.T  rect     F.T cos(0 t) 
 
2
0  2 


X ()= 1  2sinc(2)   ( 0 )  ( 0 ) 

2

X ()  sinc(2( 0) )  sinc(2( 0 ))

7-Differentiation

Let x(t)  X () d

x(t)  (j) X ()
dt

n
in general d
n
x(t)  (j)n X ()
dt

Proof

 dx(t) 

dx(t )  jt
F   e dt
 dt   dt
 n
d
x(t)  (j) X () d
n
x(t)  (j)n X ()
dt dt
Proof

 dx(t ) 

dx(t )  jt
F   e dt
 dt   dt b b

 
b
Using integration by parts udv  uv  vdu
a
a a
u e  jt
dv  dx(t) dt  dx(t )
du   je jt dt
v  x (t )

 dx(t )   jt 
F
 dt 

 x(t )e


+ j x(t)e jt dt

 
 dx(t)   jt 
F
 dt 

 x(t )e


+ j x(t)e jt dt




 
  x()e j ()  x()e j ()  + j f x(t)e jtdt


x ()  0
Since x(t) is absolutely integrable
 x (t ) dt  
x ()  0
0


 x()e j ()  x()e j() 
 

 dx(t) 
 
  j X ()
 jt
F  j x(t )e dt
 dt   n
dx(t )
 j X () d x(t )
n
 (j)n X ()
dt
dt
 7- Integration

 x( )d  1 X ()   X (0) ()

j


Example Find the Fourier Transform of the unit step function u(t)

 (t )  1
t
1

u(t ) =  ( )d


j
(1)   (1)  ()
 0

u(t)  1   ()
j
? 0
Proof
 If  (t)  X ()  ?

 e 
 


 jt
F.T [ (t)]   (t)e  jt
dt   (t)dt
t 0
 



 (1) (t)dt 1


 (t)  1
From duality 1 (DC)  2 ()
k  2 k ()
 2
j

2 ()
Applying the multiplication Theorem x1(t ) x2 (t )  1 X1() X 2 ()
2
and G() ( 0 )  G( 0 ) we have
G() ( 0)  G( 0)
 


F ()  f (t)e jt dt


          
 ( k0 )
Since 1  2 ()

Then