Module 3: Continuous-Time Fourier Transform: Objectives

Module 3: Continuous-Time Fourier Transform
Outline:
3.0 Objectives
3.1 Introduction
3.2 Representation of Aperiodic Signals: The Continuous-Time Fourier Transform 3.3
The Fourier Transform for Periodic Signals
3.4 Properties of The Continuous-Time Fourier Transform
3.5 Outcomes
3.6 Further readings
Objectives:
1. To explain Fourier transform representation of continuous time non -periodic signals.
2. To explain properties of Fourier Transforms.
Available At VTU HUB (Android App)
Department of EEE, ATME College of Engineering 1

Module 3
Continuous-Time Fourier Transform
3.1 Introduction
• A periodic signal can be represented as linear combination of complex exponentials which

are harmonically related.
• An aperiodic signal can be represented as linear combination of complex expone ntials, which
are infinitesimally close in frequency. So the representation take the form of an integral
rather than a sum
• In the Fourier series representation, as the period increases the fundamental frequency
decreases and the harmonically related components become closer in frequency. As the
period becomes infinite, the frequency components form a continuum and the Fourier series
becomes an integral.
3.2 Representation of Aperiodic Signals: The Continuous-Time Fourier Transform
Starting from the Fourier series representation for the continuous-time periodic square wave:
1, t < T1
x( t ) =  ,
0, T1 < t < T / 2
x (t )
− 2T −T T − T1 T1 T T 2T
−
2 2
Fig. 3.1: Representation of a signal
The Fourier coefficients a k for this square wave are
2 sin( kω 0 T1 )
ak = .
kω 0 T
or alternatively

Module-3_Signals & Systems_18EE54
2 sin(ωT1 )
Ta k = ,
ω ω = kω0
where 2 sin(ωT1 ) / ω represent the envelope of Ta k
• When T increases or the fundamental frequency ω 0 = 2π / T decreases, the envelope is

sampled with a closer and closer spacing. As T becomes arbitrarily large, the original
periodic square wave approaches a rectangular pulse.
• Ta k becomes more and more closely spaced samples of the envelope, as T → ∞ , the Fourier
series coefficients approaches the envelope function.
This example illustrates the basic idea behind Fourier’s development of a representation for
aperiodic signals.
Based on this idea, we can derive the Fourier transform for aperiodic signals.
Suppose a signal x(t ) with a finite duration, that is, x(t ) = 0 for t > T1 , as illustrated in the
figure below.
• From this aperiodic signal, we construct a periodic signal ~

x (t) , shown in the figure below.

FIg. 3.2: Constructing periodic signal from aperiodic signal
• As T → ∞ , ~
x (t ) = x(t) , for any infinite value of t .
• The Fourier series representation of ~

x (t) is
+∞
~
x (t ) = ∑a e
k = −∞
k
jkω 0t
,
1 T/2 ~
ak =
T ∫−T / 2
x (t )e − jk ω0 t dt .
• Since ~
x (t ) = x(t) for t < T / 2 , and also, since x(t ) = 0 outside this interval, so we have
1 T/2 1 ∞
ak =
T ∫−T / 2
x(t)e − jkω 0 t dt = ∫ x (t )e − jkω 0t dt .
T −∞
• Define the envelope X ( jω ) of Ta k as
∞
X ( jω ) = ∫ −∞
x(t )e − jωt dt .
we have for the coefficients a k ,
1
ak = X ( jkω 0 )
T
Then ~
x (t) can be expressed in terms of X ( jω ) , that is
~
+∞
1 1 +∞
x (t ) = ∑
k = −∞ T
X ( jkω 0 )e jk ω 0t =
2π
∑ X ( jkω
k = −∞
0 )e jk ω0 t ω 0 .
Department of EEE, ATME College of Engineering

Available At VTU HUB (Android App) 4
• As T → ∞ , ~
x (t ) = x(t) and consequently, Eq. (4.7) becomes a representation of x(t ) .
• In addition, ω 0 → 0 as T → ∞ , and the right-hand side of Eq. (4.7) becomes an integral.
We have the following Fourier transform:
1 ∞
x( t ) =
2π ∫
−∞
X ( jω )e jωt dω
and
∞
X ( j ω ) = ∫ x(t )e − jωt dt
−∞
Convergence of Fourier Transform
If the signal x(t ) has finite energy, that is, it is square integrable,
∞ 2
∫−∞
x (t ) dt < ∞ ,
Then we guaranteed that X ( jω ) is finite or Eq. (4.9) converges. If e(t ) = ~

x (t ) − x (t ) , we have
∞ 2
∫−∞
e(t ) dt = 0 .
An alterative set of conditions that are sufficient to ensure the convergence:
Contition1: Over any period, x(t ) must be absolutely integrable, that is
∞
∫−∞
x (t ) dt < ∞ ,
Condition 2: In any finite interval of time, x(t ) have a finite number of maxima and mi nima.
Condition 3: In any finite interval of time, there are only a finite number of discontinuities.
Furthermore, each of these discontinuities is finite.

Examples of Continuous-Time Fourier Transform
Example 1: consider signal x(t ) = e −at u (t) , a > 0 .
From Eq. (4.9),
∞
∞ 1 1
X ( jω ) = ∫ e e − at − j ωt
dt = − e −( a+ jω )t = , a >0
0 a + jω 0
a + jω
If a is complex rather then real, we get the same result if Re{a} > 0
The Fourier transform can be plotted in terms of the magnitude and phase, as shown in the figure
below.
1 ω 
X ( jω ) = , ∠X ( jω ) = − tan −1   .
a2 + ω 2 a
Fig. 3.3: a) Magnitude Spectrum b) Phase Spectrum

−a t
Example 2: Let x(t ) = e , a >0
∞ 0 ∞ 1 1 2a
∫ ∫ e at e − j ωt dt + ∫ e −at e − jωt dt =
−a t
X ( jω ) = e e − jωt dt = + = 2
−∞ −∞ 0 a − jω a + jω a + ω 2
The signal and the Fourier transform are sketched in the figure below.
FIg. 3.4: Magnitude and Phase spectrum

Example 3: x( t ) = δ ( t ) . x( t ) = δ ( t ) X ( jω ) = 1
∞
X ( jω ) = ∫ −∞
δ (t )e − jωt dt = 1
That is, the impulse has a Fourier transform consisting of equal contributions at all frequencies.
Example 4: Calculate the Fourier transform of the rectangular pulse signal
1, t < T1
x( t ) =  .
0, t > T1
x (t )
∞ sin ωT1
∫ ∫
T1
X ( jω ) = x(t )e − j ωt dt = 1e − jωt dt = 2 .
−∞ −T1 ω
The Inverse Fourier transform is
1 ∞ sin ωT1 jωt

xˆ(t ) =
2π ∫
−∞
2
ω
e dω ,
Since the signal x(t ) is square integrable,
∞ 2
e(t ) = ∫ x(t ) − xˆ(t ) dt = 0 .
−∞
xˆ(t ) converges to x(t ) everywhere except at the discontinuity, t = ±T1 , where xˆ(t ) converges to
½, which is the average value of x(t ) on both sides of the discontinuity.
In addition, the convergence of xˆ(t ) to x(t ) also exhibits Gibbs phenomenon. Specifically, the
integral over a finite-length interval of frequencies
1 sin ωT1 jωt

∫
W
2 e dω
2π −W ω

As W → ∞ , this signal converges to x(t ) everywhere, except at the discontinuities. More over,
the signal exhibits ripples near the discontinuities. The peak values of these ripples do not
decrease as W increases, although the ripples do become compressed toward the discontinuity,
and the energy in the ripples converges to zero.
Example 5: Consider the signal whose Fourier transform is
1, ω <W
X ( jω ) =  .
0, ω >W
Fig. 3.5: Magnitude and phase spectrun of example 5
The Inverse Fourier transform is
1 sin Wt
∫
W
x( t ) = e jωt dω = .
2π −W πt
Comparing the results in the preceding example and this example, we have
→
FT
Square wave Sinc function

←

FT −1
This means a square wave in the time domain, its Fourier transform is a sinc function. However,
if the signal in the time domain is a sinc function, then its Fourier transform is a square wave.
This property is referred to as Duality Property.
We also note that when the width of X ( jω ) increases, its inverse Fourier transform x(t ) will be
compressed. When W → ∞ , X ( jω ) converges to an impulse. The transform pair with several
different values of W is shown in the figure below.

Fig. 3.6: magnitude and phase spectrums for various W
3.3 The Fourier Transform for Periodic Signals
The Fourier series representation of the signal x(t ) is
∞
x( t ) = ∑a e
k = −∞
k
jkω 0t
.
It’s Fourier transform is
∞
X ( jω ) = ∑ 2πa δ (ω −kω
k = −∞
k 0 ).
(4.21)
Example 6: If the Fourier series coefficients for the square wave below are given
x (t )
− 2T −T T − T1 T1 T T 2T
−
2 2
Fig. 3.7: Fourier series coeffecients of Example 6
sin kω 0 T1
ak = ,
πk
The Fourier transform of this signal is
∞
2 sin kω 0T1
X ( jω ) = ∑
k = −∞ k
δ (ω −kω 0 ) .

Fig. 3.8: Fourier transform of a symmetric periodic sine wave
Example 7: The Fourier transforms for x(t ) = sin ω 0 t and x(t ) = cosω 0 t are shown in the figure
below.
Fig. 3.9: Fourier transform for example 7

∞
Example: Calculate the Fourier transform for signal x(t ) = ∑ δ (t − kT ) .
k = −∞
The Fourier series of this signal is
1 +T / 2 1
ak = ∫
T −T / 2
δ (t )e − jω 0t = .
T
The Fourier transform is
2π ∞
2πk
X ( jω ) =
T
∑ δ (ω −
k = −∞ T 0
).
The Fourier transform of a periodic impulse train in the time domain with period T is a periodic
impulse train in the frequency domain with period 2π / T , as sketched din the figure below.
(b)
Fig. 3.10: a) Periodic impulse train b) its fourier transform
3.4 Properties of The Continuous-Time Fourier Transform
3.4.1 Linearity
If x(t ) ←→
F
X ( jω ) and y (t ) ←→
F
Y ( jω )
Then

ax (t ) + by (t ) ←→
F
aX ( jω ) + bY ( jω ) .
3.4.2 Time Shifting
If x(t ) ←→
F
X ( jω )
Then
x (t − t0 ) ←→
F
e − jω t0 X ( jω ) .
Or
F {x (t − t0 )} = e − jω t0 X ( jω ) = X ( jω ) e j [∠X ( jω )−ω t0 ] .
Thus, the effect of a time shift on a signal is to introduce into its transform a phase shift, namely,
− ω 0t .
Example 9: To evaluate the Fourier transform of the signal )(tx shown in the figure below
.
x (t )
1.5
1
t
1 2 3 4
x 2 (t ) x1 ( t )
1 1
t t
3 3 1 1
− −
2 2 2 2
Fig.3.11: signal of example 9
The signal x(t ) can be expressed as the linear combination
1
x (t ) = x1 (t − 2.5) + x2 (t − 2.5) .
2
x1 (t ) and x 2 (t ) are rectangular pulse signals and their Fourier transforms are

2 sin(ω / 2) 2 sin( 3ω / 2)
X 1 ( jω ) = and X 2 ( jω ) =
ω ω
Using the linearity and time-shifting properties of the Fourier transform yields
 sin(ω / 2) + 2 sin( 3ω / 2) 
X ( j ω ) = e − j 5ω / 2  
 ω 
3.4.3 Conjugation and Conjugate Symmetry
If x(t ) ←→
F
X ( jω )
Then
x * (t ) ←→
F
X * (− jω ) .
∗
Since X * ( jω ) = ∫ x(t )e − jω t dt  =
+∞ +∞
 − ∞  ∫−∞
x * (t )e j ωt dt ,
Replacing ω by − ω , we see that
+∞
X * (− jω ) = ∫ x * (t )e − jωt dt ,
−∞
The right-hand side is the Fourier transform of x * (t ) .
If x(t ) is real, from Eq. (4.20) we can get
X (− jω ) = X * ( jω ) .
We can also prove that if x(t ) is both real and even, then X ( jω ) will also be real and even.
Similarly, if x(t ) is both real and odd, then X ( jω ) will also be purely imaginary and odd.
A real function x(t ) can be expressed in terms of the sum of an even function
xe (t ) = Ev{x(t )}and an odd function xo (t ) = Od {x (t )} . That is
x( t ) = xe ( t ) + xo ( t )
Form the Linearity property,

F {x (t )} = F {xe (t )}+ F {xo (t )},
From the preceding discussion, F {x e (t )} is real function and F {x o (t )} is purely imaginary. Thus
we conclude with x(t ) real,
x(t ) ←→
F
X ( jω )
Ev{x(t)}←→
F
Re{X ( jω )}
Od {x (t )}←→
F
j Im{X ( jω )}
Example 10: Using the symmetry properties of the Fourier transform and the result
1
e −at u (t) ←→
F
to evaluate the Fourier transform of the signal x(t ) = e − a t , where a > 0 .
a + jω
 e − at u (t) + e at u( −t ) 
Since x (t ) = e − a t = e − at u(t ) + e at u ( −t ) = 2   = 2 Ev{e u (t )},
− at
 2 
 1  2a
So X ( jω ) = 2 Re  = 2 2
 a + jω  a + ω
3.4.4 Differentiation and Integration
If x(t ) ←→
F
X ( jω )
Then
dx(t ) F
←→ jωX ( jω ) .
dt
1
∫
t
x (τ )dτ ←→
F
X ( jω ) + πX (0)δ (ω )
−∞ jω .
Example 11: Consider the Fourier transform of the unit step x(t ) = u.(t)
It is know that

g (t ) = δ (t ) ←→
F
1
Also note that
x(t ) = ∫ g (τ ) dτ
t
−∞
The Fourier transform of this function is
1 1
X ( jω ) = + πG (0)δ (ω ) = + πδ (ω ) .
jω jω
where G (0) = 1 .
Example 12: Consider the Fourier transform of the function )(tx shown in the figure below.
x(t) 1
1
1 −1 1
−1 t
t t
1 −1 1 −1
= + −1
3.12: signal for example 12
dx(t )
g (t ) =
dt
From the above figure we can see that g (t ) is the sum of a rectangular pulse and two impulses.
 2 sin ω 
G ( jω ) =   − e jω − e − jω
 ω 
Note that G (0) = 0 , using the integration property, we obtain
G( jω ) 2 sin ω 2 cos ω
X ( jω ) = + πG(0)δ (ω ) = − .
jω jω 2 jω
Fig. 3.11: signal of example
It can be found X ( jω ) is purely imaginary and odd, which is consistent with the fact that x(t ) is
real and odd.

3.4.5 Time andFrequency Scaling
x(t ) ←→
F
X ( jω ) ,
Then
1 jω
x( at) ←→
F
X( ).
a a
From the equation we see that the signal is compressed in the time domain, the spectrum will be
extended in the frequency domain. Conversely, if the signal is extended, the corresponding
spectrum will be compressed.
If a = −1 , we get from the above equation,
x( −t ) ←→
F
X (− jω ) .
That is, reversing a signal in time also reverses its Fourier transform.
3.4.6 Duality
The duality of the Fourier transform can be demonstrated using the following example.
1, t < T1 2 sin ωT1

x1 (t ) =  ←→ X 1 ( jω ) =
F
0, t > T1 ω
sin WT1 F 1, ω <W

x 2 (t ) = ←→ X 2 ( jω ) = 
πt 0, ω >W
Fig. 3.13: example of duality

The symmetry exhibited by these two examples extends to Fourier transform in general. For any
transform pair, there is a dual pair with the time and frequency variables interchanged.
−t 2
Example 13: Consider using duality and the result e ←→ X ( jω ) = to find the Fourier
F
1+ ω 2
transform G ( jω ) of the signal
2
g (t ) = .
1+ t 2
2
Since e − t ←→
F
X ( jω ) = , that is,
1+ ω 2
1 ∞  2  jωt
∫
−t
e =   e dω ,
2π −∞ 1 + ω 2
 
Multiplying this equation by 2π and replacing t by − t , we have
∞  2  − jωt
=∫ 
−t
2πe  e dω
−∞ 1 + ω 2
 
Interchanging the names of the variables t and ω , we find that
∞  2  − jωt  2 
=∫ 
−ω −ω
2πe 2
 e dω ⇒ F −1  2
 = 2πe .
−∞ 1 + t
  1 + t 
Based on the duality property we can get some other properties of Fourier transform:
dX ( jω )
− jtx (t ) ←→
F
dω
e jω 0t x(t ) ←→
F
X ( j (ω − ω 0 ))
1 ω
− x (t ) + πx( 0)δ (t ) ←→ ∫ x(η ) dη
F
jt − ∞

3.4.7 Parseval’s Relation
If x(t ) ←→
F
X ( jω ) ,
We have
∞ 2 1 ∞ 2
∫ −∞
x (t ) dt =
2π ∫
−∞
X ( jω ) dω
Parseval’s relation states that the total energy may be determined either by computing the energy
2
per unit time x(t ) and integrating over all time or by computing the energy per unit frequency
2 2
X ( jω ) / 2π and integrating over all frequencies. For this reason, X ( jω ) is often referred to
as the energy-density spectrum.
3.4.8 The convolution propertie
y (t ) = h(t ) ∗ x (t ) ←→
F
Y ( jω ) = H ( jω ) X ( jω )
The equation shows that the Fourier transform maps the convolution of two signals into product
of their Fourier transforms.
H ( jω ) , the transform of the impulse response, is the frequency response of the LTI system,
which also completely characterizes an LTI system.
Example 14: The frequency response of a differentiator.
dx(t )
y (t ) = .
dt
From the differentiation property,
Y ( jω ) = jωX ( jω ) ,
The frequency response of the differentiator is
Y ( jω
H ( jω ) = ) = jω .
X ( jω )

Example 15: Consider an integrator specified by the equation:
y (t ) = ∫ x(τ )dτ .
t
−∞
The impulse response of an integrator is the unit step, and therefore the frequency response of
the system:
1
H ( jω ) = + πδ (ω ) .
jω
So we have
1
Y ( jω ) = H ( jω ) X ( jω ) = X ( jω ) + πX (0)δ (ω ) ,
jω
which is consistent with the integration property.
Example 16: Consider the response of an LTI system with impulse response
h(t ) = e −at u (t) , a >0
to the input signal
x(t ) = e −bt u (t ) , b>0
To calculate the Fourier transforms of the two functions:
1
X ( jω ) = , and
b + jω
1
H ( jω ) = .
a + jω
Therefore,
1
Y ( jω ) = ,
(a + jω )(b + jω )
using partial fraction expansion (assuming a ≠ b ), we have
1  1 1 
Y ( jω ) = −
b − a  a + jω b + jω 

The inverse transform for each of the two terms can be written directly. Using the linearity
property, we have

y (t ) =
1
b−a
[
e −at u (t ) − e −bt u (t) . ]
We should note that when a = b , the above partial fraction expansion is not valid. However,
with a = b , we have
1
Y ( jω ) = ,
(a + jω )
2
1 d  1 
Considering = j , and
(a + jω ) 2
dω  a + jω 
1
e −at u (t) ←→
F
, and
a + jω
d  1 
te −at u (t ) ←→
F
j  a + jω  ,
dω  
so we have
Y (t ) = te −at u (t ) .

3.5 Outline:
1. Apply continuous time Fourier transform representation to study signals.

2. Apply continuoustimeFouriertransformrepresentation to study the linear time
invariant systems.
3.6 Further readings:
1. http://fourier.eng.hmc.edu/e101/lectures/handout3/node1.html
2. https://en.wikibooks.org/wiki/Digital_Signal_Processing/Continuous-Time_Fourier_
Transform
3. https://www.youtube.com/watch?v=hoRKZAIQwbU

Module 3: Continuous-Time Fourier Transform: Objectives

Uploaded by

Module 3: Continuous-Time Fourier Transform: Objectives

Uploaded by

Module 3: Continuous-Time Fourier Transform

1. To explain Fourier transform representation of continuous time non -periodic signals.

2. To explain properties of Fourier Transforms.

Available At VTU HUB (Android App)

Department of EEE, ATME College of Engineering 1

• A periodic signal can be represented as linear combination of complex exponentials which

3.2 Representation of Aperiodic Signals: The Continuous-Time Fourier Transform

The Fourier coefficients a k for this square wave are

Available At VTU HUB (Android App)

where 2 sin(ωT1 ) / ω represent the envelope of Ta k

• When T increases or the fundamental frequency ω 0 = 2π / T decreases, the envelope is

• From this aperiodic signal, we construct a periodic signal ~

Available At VTU HUB (Android App)

FIg. 3.2: Constructing periodic signal from aperiodic signal

• The Fourier series representation of ~

• Define the envelope X ( jω ) of Ta k as

we have for the coefficients a k ,

Department of EEE, ATME College of Engineering

• In addition, ω 0 → 0 as T → ∞ , and the right-hand side of Eq. (4.7) becomes an integral.

We have the following Fourier transform:

Convergence of Fourier Transform

Then we guaranteed that X ( jω ) is finite or Eq. (4.9) converges. If e(t ) = ~

An alterative set of conditions that are sufficient to ensure the convergence:

Contition1: Over any period, x(t ) must be absolutely integrable, that is

Available At VTU HUB (Android App)

Examples of Continuous-Time Fourier Transform

Example 1: consider signal x(t ) = e −at u (t) , a > 0 .

From Eq. (4.9),

Fig. 3.3: a) Magnitude Spectrum b) Phase Spectrum

FIg. 3.4: Magnitude and Phase spectrum

Department of EEE, ATME College of Engineering

Example 4: Calculate the Fourier transform of the rectangular pulse signal

The Inverse Fourier transform is

1 ∞ sin ωT1 jωt

Since the signal x(t ) is square integrable,

1 sin ωT1 jωt

Department of EEE, ATME College of Engineering

Example 5: Consider the signal whose Fourier transform is

Fig. 3.5: Magnitude and phase spectrun of example 5

The Inverse Fourier transform is

Square wave Sinc function

Available At VTU HUB (Android App)

Fig. 3.6: magnitude and phase spectrums for various W

3.3 The Fourier Transform for Periodic Signals

The Fourier series representation of the signal x(t ) is

It’s Fourier transform is

The Fourier transform of this signal is

Department of EEE, ATME College of Engineering

Fig. 3.8: Fourier transform of a symmetric periodic sine wave

Fig. 3.9: Fourier transform for example 7

Available At VTU HUB (Android App)

The Fourier series of this signal is

The Fourier transform is

Fig. 3.10: a) Periodic impulse train b) its fourier transform

3.4 Properties of The Continuous-Time Fourier Transform

Available At VTU HUB (Android App)

3.4.2 Time Shifting

The signal x(t ) can be expressed as the linear combination

Available At VTU HUB (Android App)

3.4.3 Conjugation and Conjugate Symmetry

Replacing ω by − ω , we see that

The right-hand side is the Fourier transform of x * (t ) .

If x(t ) is real, from Eq. (4.20) we can get

Form the Linearity property,

Available At VTU HUB (Android App)

F {x (t )} = F {xe (t )}+ F {xo (t )},

3.4.4 Differentiation and Integration

Available At VTU HUB (Android App)

Also note that

The Fourier transform of this function is

3.12: signal for example 12

Note that G (0) = 0 , using the integration property, we obtain

Available At VTU HUB (Android App)

3.4.5 Time andFrequency Scaling

If a = −1 , we get from the above equation,

1, t < T1 2 sin ωT1