Signals and Systems

Spring 2003
Lecture #8
Jacob White
(Slides thanks to A. Willsky, T. Weiss,
Q. Hu, and D. Boning)

“Figures and images used in these lecture notes by permission,

copyright 1997 by Alan V. Oppenheim and Alan S. Willsky”

1
 Fourier Transform
• System Frequency Response and Unit
Sample Response
• Derivation of CT Fourier Transform
pair
• Examples of Fourier Transforms
• Fourier Transforms of Periodic Signals
• Properties of the CT Fourier Transform

2
The Frequency Response of an LTI System

3
4
 First Order CT Low Pass Filter
Direct Solution of Differential Equation

5
Using Impulse Response

Note map from

unit sample
response to
frequency
response

6
 Fourier’s Derivation of the CT Fourier
Transform
• x(t) - an aperiodic signal
- view it as the limit of a periodic signal as T ! 1

• For a periodic sign, the harmonic components are

spaced 0 = 2/T apart ...
as T  and o  0, then  = k0becomes continuous




Fourier series  Fourier integral

7
8
Square Wave Example

Discrete
frequency
points
become
denser in
 as T
increases

9
“Periodify” a non-periodic signal
For simplicity, assume
x(t) has a finite duration.

10
Fourier Series For Periodified x(t)

11
12
Limit of Large Period

13
 What Signals have Fourier Transforms?

(1) x(t) can be of infinite duration, but must satisfy:

a) Finite energy

In this case, there is zero energy in the error

b) Dirichlet conditions (including )

c) By allowing impulses in x(t) or in X(j), we can represent

even more signals

14
 Fourier Transform Examples
Impulses
(a)

(b)

15
16
Fourier Transform of Right-Sided Exponential

Even symmetry Odd symmetry

17
 Fourier Transform of square pulse

Note the inverse relation between the two widths  Uncertainty principle
Useful facts about CTFT’s

18
Fourier Transform of a Gaussian
2
x(t)  e at — A Gaussian, important in
probability, optics, etc.

(Pulse width in t)•(Pulse width in )

∆t•∆ ~ (1/a1/2)•(a1/2) = 1

19
20
CT Fourier Transforms of Periodic Signals

21
Fourier Transform of Cosine

22
Impulse Train (Sampling Function)

Note: (period in t) T
(period in ) 2/T

23
24
 Properties of the CT Fourier Transform

1) Linearity

2) Time Shifting

FT magnitude unchanged

Linear change in FT phase

25
 Properties (continued)
3) Conjugate Symmetry

Even

Odd

Even
Or

Odd

When x(t) is real (all the physically measurable signals are real), the
negative frequency components do not carry any additional information
beyond the positive frequency components:  ≥ 0 will be sufficient.
26
 More Properties
4) Time-Scaling

a) x(t) real and even

b) x(t) real and odd

c)

27
28
 Conclusions
• System Frequency Response and Unit
Sample Response
• Derivation of CT Fourier Transform pair
• CT Fourier Transforms of pulses,
exponentials
• FT of Periodic Signals  Impulses
• Time shift, Scaling, Linearity

29