6.

003: Signals and Systems

Fourier Transform

November 3, 2011
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Last Time: Fourier Series

Representing periodic signals as sums of sinusoids. new representations for systems as lters.

Today: generalize for aperiodic signals.

Fourier Transform
An aperiodic signal can be thought of as periodic with innite period. Let x(t) represent an aperiodic signal.

x(t) t

S
Periodic extension: xT (t) =
0

S
x(t + kT )

k=

xT (t) t T

S
Then x(t) = lim xT (t).
T
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Fourier Transform
Represent xT (t) by its Fourier series.

xT (t) t T

ak =

2 sin 2kS 2 sin S 1 T /2 1 S j 2 kt T = xT (t)ej T kt dt = e T dt = T T T /2 k T S

T ak

2 sin S

= k0 = k

2 T k

0 = 2/T

Fourier Transform
Doubling period doubles # of harmonics in given frequency interval.

xT (t) t T

ak =

2 sin 2kS 2 sin S 1 T /2 1 S j 2 kt T = xT (t)ej T kt dt = e T dt = T T T /2 k T S

T ak

2 sin S

= k0 = k

2 T k

0 = 2/T

Fourier Transform
As T , discrete harmonic amplitudes a continuum E ( ).

xT (t) t T

ak =

2 sin 2kS 2 sin S 1 T /2 1 S j 2 kt T = xT (t)ej T kt dt = e T dt = T T T /2 k T S

T ak

2 sin S

= k0 = k

2 T k

0 = 2/T 2 lim T ak = lim x(t)ejt dt = sin S = E ( ) T T T /2

T /2
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Fourier Transform
As T , synthesis sum integral.

xT (t) t T 2 sin S

S = k0 = k

T ak

2 T k

0 = 2/T 2 lim T ak = lim x(t)ejt dt = sin S = E ( ) T T T /2 0 1 0 0 2 1 x(t) = E ( ) ej T kt = E ( )ejt E ( )ejt d T 2 2

T /2 k= ak k=
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Fourier Transform
Replacing E ( ) by X (j ) yields the Fourier transform relations. E ( ) = X (j ) Fourier transform

X (j )=

x(t)ejt dt

(analysis equation)

x(t)=

1 X (j )ejt d 2

(synthesis equation)

Form is similar to that of Fourier series provides alternate view of signal.

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Relation between Fourier and Laplace Transforms

If the Laplace transform of a signal exists and if the ROC includes the j axis, then the Fourier transform is equal to the Laplace transform evaluated on the j axis. Laplace transform:

X (s) =

x(t)est dt

Fourier transform:

X (j ) =

x(t)ejt dt = X (s)|s=j

Relation between Fourier and Laplace Transforms

Fourier transform inherits properties of Laplace transform. Property Linearity Time shift Time scale Dierentiation Multiply by t Convolution x(t) ax1 (t) + bx2 (t) x(t t0 ) x(at) dx(t) dt tx(t) x1 (t) x2 (t) X (s) aX1 (s) + bX2 (s) est0 X (s) 1 s X |a| a sX (s) d X (s) ds X (j ) aX1 (j ) + bX2 (j ) ejt0 X (j ) 1 X |a| j a

jX (j ) 1 d X (j ) j d

X1 (s) X2 (s)

X1 (j ) X2 (j )

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Relation between Fourier and Laplace Transforms

There are also important dierences. Compare Fourier and Laplace transforms of x(t) = et u(t).

x(t)

t
Laplace transform

X (s) =

et u(t)est dt =
0

e(s+1)t dt =

1 ; Re(s) > 1 1+s

a complex-valued function of complex domain. Fourier transform

X (j ) =

et u(t)ejt dt =
0

e(j+1)t dt =

1 1 + j

a complex-valued function of real domain.

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Laplace Transform
The Laplace transform maps a function of time t to a complex-valued function of complex-valued domain s.

x(t)

t
|X (s)| = 1 1+s

Magnitude

10

0
Ima 1 0 gin -1 ary (s)
12

1 -1 0 s) ( l Rea

Fourier Transform
The Fourier transform maps a function of time t to a complex-valued function of real-valued domain .

x(t)

t 1 1 + j

X (j ) =

0 1

Frequency plots provide intuition that is dicult to otherwise obtain.

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Check Yourself

Find the Fourier transform of the following square pulse.

x1 (t) 1 1
1 e e 2 e e

1. X1 (j ) = 3. X1 (j ) =

2. X1 (j ) = 4. X1 (j ) =

1 sin 2 sin

5. none of the above

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Fourier Transform
Compare the Laplace and Fourier transforms of a square pulse.

x1 (t) 1 1
Laplace transform:
1 1

X1 (s) =

est dt =

1 s est = e es s s 1

[function of s = + j ]

Fourier transform
1

X1 (j ) =

ejt dt =

2 sin ejt = j 1

[function of ]

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Check Yourself

Find the Fourier transform of the following square pulse. 4

x1 (t) 1 1
1 e e 2 e e

1. X1 (j ) = 3. X1 (j ) =

2. X1 (j ) = 4. X1 (j ) =

1 sin 2 sin

5. none of the above

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Laplace Transform
Laplace transform: complex-valued function of complex domain.

x1 (t) 1 1
|X (s)| =

1
1 s (e es ) s

30 20 10 0 5 5 0 -5 -5 0

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Fourier Transform
The Fourier transform is a function of real domain: frequency . Time representation:

x1 (t) 1 1
Frequency representation:

X1 (j ) =

2 sin 2

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Check Yourself
Signal x2 (t) and its Fourier transform X2 (j ) are shown below.

x2 (t) 1 2 2 t

X2 (j ) b 0

Which is true?

1. 2. 3. 4. 5.

b = 2 and 0 b = 2 and 0 b = 4 and 0 b = 4 and 0 none of the

= /2 = 2 = /2 = 2 above
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Check Yourself
Find the Fourier transform.
2

X2 (j ) =

e
2

jt

ejt 2 sin 2 4 sin 2 dt = = = j 2 2

/2

20

Check Yourself
Signal x2 (t) and its Fourier transform X2 (j ) are shown below.

x2 (t) 1 2 2 t

X2 (j ) b 0

Which is true?

1. 2. 3. 4. 5.

b = 2 and 0 b = 2 and 0 b = 4 and 0 b = 4 and 0 none of the

= /2 = 2 = /2 = 2 above
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Fourier Transforms
Stretching time compresses frequency.

x1 (t) 1 1 1 t

X1 (j ) =

2 sin 2 4 sin 2 2 4

X2 (j ) = x2 (t) 1 2 2 t

/2
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Check Yourself
Stretching time compresses frequency. Find a general scaling rule. Let x2 (t) = x1 (at).

If time is stretched in going from x1 to x2 , is a > 1 or a < 1?

23

Check Yourself
Stretching time compresses frequency. Find a general scaling rule. Let x2 (t) = x1 (at). If time is stretched in going from x1 to x2 , is a > 1 or a < 1? x2 (2) = x1 (1) x2 (t) = x1 (at) Therefore a = 1/2, or more generally, a < 1.

24

Check Yourself
Stretching time compresses frequency. Find a general scaling rule. Let x2 (t) = x1 (at). If time is stretched in going from x1 to x2 , is a > 1 or a < 1? a<1

25

Fourier Transforms
Find a general scaling rule. Let x2 (t) = x1 (at).

X2 (j ) =

x2 (t)ejt dt =

x1 (at)ejt dt

Let = at (a > 0).

X2 (j ) =

x1 ( )ej /a

1 1 d = X1 a a

j a

If a < 0 the sign of d would change along with the limits of integration. In general, 1 j x1 (at) X1 . |a| a If time is stretched (a < 1) then frequency is compressed and amplitude increases (preserving area).
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Moments
The value of X (j ) at = 0 is the integral of x(t) over time t.

X (j )|=0 =

x(t)ejt dt =

x(t)ej 0t dt =

x(t) dt

x1 (t) 1 1 1
area = 2

X1 (j ) =

2 sin 2

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Moments
The value of x(0) is the integral of X (j ) divided by 2 . x(0) =
1 1 X (j ) e jt d = X (j ) d 2 2

x1 (t) 1 1 1 t

X1 (j ) =
area =1 2
+ +

2 sin 2

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Moments
The value of x(0) is the integral of X (j ) divided by 2 . x(0) =
1 1 X (j ) e jt d = X (j ) d 2 2

x1 (t) 1 1 1 t

X1 (j ) =
area =1 2
+ +

2 sin 2

equal areas !

2
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Stretching to the Limit

Stretching time compresses frequency and increases amplitude (preserving area). 2 sin X1 (j ) = x1 (t)

1 1 1 t

2 4 1

t 1 t 2

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New way to think about an impulse!

Fourier Transform
One of the most useful features of the Fourier transform (and Fourier series) is the simple inverse Fourier transform.

X (j )=

x(t)ejt dt

(Fourier transform)

x(t)=

1 X (j )ejt d 2

(inverse Fourier transform)

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Inverse Fourier Transform

Find the impulse reponse of an ideal low pass lter.

H (j ) 1 0 0

h(t) =

0 1 1 ejt 0 sin 0 t 1 = H (j )ejt d = ejt d = t 2 2 0 2 jt 0

h(t) 0 / t 0
This result is not so easily obtained without inverse relation.
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Fourier Transform
The Fourier transform and its inverse have very similar forms.

X (j )=

x(t)ejt dt

(Fourier transform)

x(t)=

1 X (j )ejt d 2

(inverse Fourier transform)

Convert one to the other by t t scale by 2

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Duality
The Fourier transform and its inverse have very similar forms.

X (j ) =

x(t)ejt dt

x(t) =

1 X (j )ejt d 2

Two dierences: minus sign: ips time axis (or equivalently, frequency axis) divide by 2 (or multiply in the other direction)

x1 (t) = f (t) X1 (j ) = g ( ) t t ; ip ; 2

x2 (t) = g (t) X2 (j ) = 2f ( )

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Duality
Using duality to nd new transform pairs.

x1 (t) = f (t) X1 (j ) = g ( ) t t ; ip ; 2

x2 (t) = g (t) X2 (j ) = 2f ( ) f (t) = (t) 1 t g (t) = 1 g ( ) = 1

2f ( ) = 2 ( ) 2

The function g (t) = 1 does not have a Laplace transform!

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More Impulses
Fourier transform of delayed impulse: (t T ) ejT .

x(t) = (t T ) 1 T

X (j ) = (t T )ejt dt = ejT X (j ) = 1 1 X (j ) = T T
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Eternal Sinusoids
Using duality to nd the Fourier transform of an eternal sinusoid.

(t T ) t ejtT T 0 : ej0 t

ejT t ; ip ; 2

2 ( + T ) 2 ( + 0 )

x(t) = x(t + T ) =

0 k= 0 k=

a k ej

2 kt T

CTFS CTFT

{ak }
0 k=

x(t) = x(t + T ) =

ak e

j2 T kt

2ak

2 k T

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Relation between Fourier Transform and Fourier Series

Each term in the Fourier series is replaced by an impulse.

x(t) =
k=

xp (t kT )

0 ak

t T k X (j ) =
k=

2 ak ( k

2 ) T

0
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2 T

Summary
Fourier transform generalizes ideas from Fourier series to aperiodic signals. Fourier transform is strikingly similar to Laplace transform similar properties (linearity, dierentiation, ...) but has a simple inverse (great for computation!)

Next time applications (demos) of Fourier transforms

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6.003 Signals and Systems

Fall 2011

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