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Next: Fourier transform of typical Up: handout3 Previous: Continuous Time Fourier Transform
Linearity
Time shift
Frequency shift
Time reversal
Proof:
Replacing by , we get
If the signal is an even (or odd) function of time, its spectrum is an even (or odd)
function of frequency:
and
transform, i.e., compressing one of the and will stretch the other and vice versa. In
compressed with its value increased to approach an impulse; on the other hand, when ,
is compressed with its value increased to approach an impulse and is stretched to
approach a constant.
Complex Conjugation
Proof: Taking the complex conjugate of the inverse Fourier transform, we get
i.e., the real part of the spectrum is even (with respect to frequency ), and the imaginary part is
odd:
If is imaginary, then
i.e., the real part of the spectrum is odd, and the imaginary part is even:
If the time signal is one of the four combinations shown in the table (real even, real odd,
imaginary even, and imaginary odd), then its spectrum is given in the corresponding table
entry:
if is real if is imaginary
if is Even
if is Odd
Note that if a real or imaginary part in the table is required to be both even and odd at the same time, it
has to be zero.
As any signal can be expressed as the sum of its even and odd components, the first three items above
indicate that the spectrum of the even part of a real signal is real and even, and the spectrum of the odd
part of the signal is imaginary and odd.
Proof: As , we have
Letting , we get
or
then we have
For example, the spectrum of an even square wave is a sinc function, and the spectrum of a sinc
function is an even square wave.
Multiplication theorem
Proof:
Parseval's equation
In the special case when , the above becomes the Parseval's equation (Antoine Parseval
1799):
where
is the energy density function representing how the signal's energy is distributed along the frequency
axes. The total energy contained in the signal is obtained by integrating over the entire
frequency axes.
The Parseval's equation indicates that the energy or information contained in the signal is reserved, i.e.,
the signal is represented equivalently in either the time or frequency domain with no energy gained or
lost.
Correlation
i.e.,
that is, the auto-correlation and the energy density function of a signal are a Fourier transform
pair.
Convolution Theorems
The convolution theorem states that convolution in time domain corresponds to multiplication in
frequency domain and vice versa:
Proof of (a):
Proof of (b):
Time Derivative
Time Integration
we get
and
In general, any two function and with a constant difference have the same
derivative , and therefore they have the same transform according the above method. This
problem is obviously caused by the fact that the constant difference is lost in the derivative
operation. To recover this constant difference in time domain, a delta function needs to be added in
frequency domain. Specifically, as function does not have DC component, its transform does
and
The added impulse term directly reflects the constant in time domain.
Proof:
Frequency Derivative
i.e.,
next previous
Next: Fourier transform of typical Up: handout3 Previous: Continuous Time Fourier Transform
Ruye Wang 2009-07-05