You are on page 1of 9

EE 370

Chapter III: Anal. & Trans. of Signals

Lecture 7

Relation between Fourier Series and Transform


The Fourier Transform (FT) is derived from the definition of the Fourier Series (FS).
Consider, for example, the periodic complex signal gTo(t) with period T0 = 2/0 shown
below. The exponential FS of that signal allows the representation of gTo(t) as

gTo (t ) =

D e

n =

jn 0 t

,
g T 0 (t )

3T 0
2

T0
2

T0
2

3T 0
2

Where the complex coefficients Dn are evaluated as

Dn =

1
T0

T0

gTo (t )e jn 0 t dt

for any period T0 . For convenience, we will use the period T0 /2 t T0 /2,
which gives
T /2

1 0
Dn =
gTo (t )e jn 0 t dt ,
T0 T0 / 2
Note that the magnitudes and phases of the coefficients Dn are, respectively, known as
the amplitude and phase spectrums of gTo(t), or
| Dn | is amplitude spectrum of gTo(t) , and
Dn is phase spectrum of gTo(t).
Now, let us separate the different periods of gTo(t) with zeros such that the different
periods of gTo(t) move away from each other (by holding one period of gTo(t) and
increasing the period duration T0 until it becomes infinite). When T0 , the signal
gTo(t) can be renamed g(t) since it is no longer periodic but only contains one period of
gTo(t). In this case, 0 = 2/T0 0, and the discrete-time signal represented by the
coefficients Dn vs. n becomes (in the limit) a continuous-time signal in terms of a new
variable = n0.
Thereofre,

Dn =

1
g (t )e jn 0 t dt

T0

EE 370

Chapter III: Anal. & Trans. of Signals

Lecture 7

can be written as
G ( ) =

g (t )e

jt

dt ,

where = n0 , and Dn = G(n0)/T0 .

Fourier Transform (FT) and Inverse Fourier Transform (IFT)


The FT of signal g(t) is denoted F [g(t)] and is defined as

g (t ) e

G ( ) = F [ g (t )] =

j t

dt ,

(1)

and the IFT of G() is denoted F


1
g (t ) = F [G ( )] =
2
1

[G()] is defined as

G( )e

jt

(2)

We say that g(t) and G() for a FT pair, or g(t) G().


Notice that the exponent term in (1) has a negative sign but no negative sign exists in the
exponent in (2). Also, notice that the integration in (1) is in terms of t and it is in terms
of in (2).
Also notice that G() in general is a complex signal that has both a magnitude |G()|
and a phase G() , or
G ( ) = G ( ) e j G ( ) .

General Properties of the FT


1)

Symmetry
For REAL g(t)

G() = G*()
|G()| = |G*()| = |G()|

G() = G()
G() is PURLEY REAL
For REAL g(t) with
g(t) = g(t) (even functions)
For REAL g(t) with

G() is PURELY IMAGINARY

EE 370

Chapter III: Anal. & Trans. of Signals


g(t) = g(t) (odd functions)

2)

Existence of the FT

For a signal g(t), if

| g (t ) | dt < , FT

Lecture 7

F [g(t)] exists.

The opposite is not necessarily true.


This above existence condition comes from the fact that

jt
g (t )e dt

jt
jt
| g (t )e | dt | g (t ) | . | e | dt | g (t ) | dt <

Therefore, if the integration of the magnitude of a function is finite, then the FT integral
is also finite and therefore, the FT exists.

3)

Linearity
If

g(t) G()

and f(t) F(),

then
a g(t) + b f(t) a G() + b F().

Meaning of Negative Frequency


(On page 57 of your textbook, the author explains the meaning of negative frequency.
Here Ill state what he mentioned in a slightly different way.)
We know that the frequency of any signal is always given in terms of a positive
number. You, for example, would say that the frequency of a radio channel is 650 kHz
and never say that it is 650 kHz. So, why does the FT have two parts, a part that falls to
the right of the y-axis with positive frequency and a part falls to the left of the yaxis with
negative frequency (i.e., the part with < 0)?
It is a fact that you can describe the frequency spectrum of any real signal (such as
all the signals that you can generate in the lab) using only one half of the frequency range
(either positive or negative, so no need for both). So, what happens on the other side? It is
known that the magnitude of the spectrum of any real function is an even function of
frequency (it is symmetric about the y-axis), and the phase of the spectrum is an odd
function (it is anti-symmetric about the y-axis, or symmetric about the origin), so if we
know either the negative or the positive halves of the spectrum of any real function, we
can get the other half using these symmetry properties. For a purely imaginary signal, a
similar thing happens and therefore, only one half of the frequency spectrum is needed.
Now, a complexvalued signal is a combination of a real signal and an imaginary signal

EE 370
Chapter III: Anal. & Trans. of Signals
Lecture 7
and therefore, it carries twice the amount of information as a realvalued or an
imaginary-valued signal. So, a complexvalued signal would require twice the frequency
range to describe its contents as a real or imaginary signal. This double the amount of
information is basically described on the two halves of the spectrum. In fact, you can use
only the positive half, but you would need two frequency spectrums to describe the
frequency contents of that complex signal.

FT of Important Functions
1)

FT of the Unit Impulse Function (t)

F [ (t )] = (t )e

jt

dt = (t )e

j ( 0 )

dt = (t )dt = 1

(t) 1

2)

FT of the Gate Function

t
F rect

0 | t |< / 2
t
rect = 1 / 2 | t |= / 2

1 | t |> / 2
/2

/2

j
1 jt
1 j 2
t jt

jt
2

=
e
= rect e dt = e dt =

e e

j
j


/ 2

/ 2

j
j
e 2 e 2 sin( / 2)
=

=
/ 2
2j
/ 2

The function sin(x)/x is called sinc(x)


rect(t/)

3)

IFT of

sinc(/2)

( 0 )

F 1[ ( 0 )] =

1
2

ejot / 2 (0)

4)

FT of

cos(0t )

jt
( 0 )e d =

1
2

( )e
0

j 0 t

dt =

1 j 0 t
e
2

EE 370

Chapter III: Anal. & Trans. of Signals

F [cos(0t )] = cos(0t )e jt dt =

1
e j 0 t + e j 0 t e jt dt

Lecture 7

1
1
e j 0 t e jt dt + e j 0 t e jt dt

2
2

[ ]

1
1
1
F e j 0 t + F e j 0 t = [ ( 0 ) + ( + 0 )]
2
2
2
cos(0t) [( 0) + ( + 0)]
=

Similarly,
sin(0t) (/j) [( 0) + ( + 0)]

What does Spectrum of a Signal Mean?


Now we know how to get the FT G() from a signal g(t) and how to get g(t) back
from G() using the IFT formula. But, what does the FT of a signal physically mean?
The FT of a signal represents the frequency contents of that signal. That is, what sines or
cosines add up together to form the signal. So, it appears that the FT does the same thing
as the FS. In fact, that is true. The difference between the FS and the FT is that the FS
shows what sines and cosines with frequencies that are multiples of some fundamental
frequency 0 combine to produce the PERIODIC signal. The periodicity of any signal
that the FS simulates (even if the signal we are applying the FS to is not periodic, the FS
automatically assumes the periodicity of the signal that is given in the period that we are
integrating over) causes the spectrum of the signal to be a discretefrequency signal that
is defined only at multiples of 0. For general signals that are not periodic, the FT
(which is a form of the FS) becomes a continuousfrequency signal that is defined for all
values of . So, how much energy (or power) does a sine function, for example, with a
specific frequency contribute to a signal that is not periodic? The answer is generally
zero. Only if we take a range of frequencies, such as the range of 150 to 160 Hz, we can
say that the contribution of the sine waves with frequencies in this range is 10 J (this
comes from the fact that the integration of a signal with finite magnitude between the
points t = 5 (just before 5) to t = 5+ (just after 5) is always zero.

Properties of the Fourier Transform


If

g(t) G()
G ( ) =

g (t )e

(1)
jt

dt

(2)

1
g (t ) =
2
a)

G( )e

jt

(3)

Symmetry between the FT and IFT

EE 370

Chapter III: Anal. & Trans. of Signals

Lecture 7

Let s be a time variable and be a frequency variable.

F [G (t )] = H ( ) = G (t )e jt dt

1
= 2
2

G(t )e

jt ( )

dt

By comparing the term between the brackets with Equation (3) above, we get

F [G (t )] = H ( ) = 2g ( )
G(t) 2g()
b)

Time Scaling

F [ g (at )] =

g (at )e

jt

dt

Let = at

if a > 0:

F [ g (at )] =

F [ g (at )] =

g (at )

c)

j ( at )
j ( )
1
1
1 1
g (at )e a d (at ) = g ( )e a d = G

a
a
a a

Let = at

if a < 0:

d = a dt

d = a dt

j ( at )
j ( )
1
1
1 1
g (at )e a d (at ) = g ( )e a d = G

a
a
a a

1
G
a a

Time and Frequency Reversals

F [ g (t )] =

g (t )e

j t

dt ,

Let = t

= g ( )e j ( ) d

g ( )e

j ( )

d = G ( )

d = dt =

EE 370

Chapter III: Anal. & Trans. of Signals


g(t) G()

d)

Lecture 7

(This can also be obtained using (b) above with a = 1)

Time Differentiation

dg (t )
d

F
= F {g (t )}

dt
dt

d 1

G ( )e jt d
=F

dt 2

Since the differentiation is with respect to t and the integration is with respect to
, we can bring derivative inside the integral as

1
dg (t )
F
=F

dt
2

d
G ( ) e j t d
dt

j t
j

G
(

)
e
d

=F

= F F -1 { j G ( )} = j G ( )

dg(t)/dt jG()
e)

and

dng(t)/dtn (j)nG()

Time Integration

F g (t )dt = F {g (t )}dt

t 1

=F
G ( )e jt d dt

2

Also here, the two integrals are in terms of different variables, so we can switch
the order of integration as
t

F g ( )d = F {g ( )}d

1
t j
G
(

)
= F
e d d

2


Since the period of integration in the inner integral is t , we can insert
a unit step function u(t) that is equal to 1 in this region and 0 outside and
change the limits of integration to be from to , which gives

EE 370

Chapter III: Anal. & Trans. of Signals


1
t

F g ( )d = F
2

Lecture 7


j
G
(

)
u
(
t

)
e
d

d .

By setting s = , we get
1
t

F g ( )d = F
2

1
= F
2



js
G

(
)
u (t + s )e ds d



js
G
(

)
u
(
t
s
)
e
ds
+

Notice that the inner integral is nothing but the FT of u(t+s),

t
F g ( ) d = F
2

=F
2

1 j t
e d

G
(

)
+

1 1

j t

+
F
G
(

)
e
d

G ( ) e j t d

2 j

G ( )
= F F -1 {G ( 0 ) ( )} + F F -1
j

1
= G ( 0 ) ( ) +
G ( )
j

g ( )d G(0) ( ) +

f)

1
G ( )
j

Time and Frequency Shifting

g(t t0) G()ejt0

g)

and

g(t) ej0t G( 0)

Multiplying by a Sinusoid

Using the frequency shifting property in (e) above,


g(t)cos(0t) (1/2)[G( 0) + G( +0)]
g(t)sin(0t) (1/j2)[G( 0) G( +0)]
h)

Convolution of Two Signals

EE 370

Chapter III: Anal. & Trans. of Signals

Lecture 7

The convolution of two signals g(t) and f(t) is defined as


g (t ) * f (t ) =

g ( ) * f (t )d = f ( ) * g (t )d

Similarly,

G ( ) * F ( ) = G ( s ) * F ( s)ds =

F (s) * G( s)ds

The FT of the convolution of two signals is the product of the two FTs, and the
IFT of the convolution of two signals is the product of the two IFTs
g (t ) * f (t ) G ( ) F ( )

and

g (t ) f (t )

1
G ( ) * F ( )
2

You might also like