2.

THE FOURIER TRANSFORM

Definition & Physical interpretation

let xt L1 integrable in absolute value

xt dt p

The Fourier Transform is defined as X

xt e

jt

dt ,

xt X
X represents

the spectral density of the signal xt

Justification: consider the signal

T
T
pT t t
2
2

x1 t xt p T t ,
2

periodized with the period T

xT t

x t kT

This has the CFS expansion

xT t C k e jkt ,

C k

k 1

If

T , xT t xt

then

2
d
T

and

1
1
jkt

x
t
e
dt

T
T T
T
n

T
2

xt e

jkt

dt

so

d
d
C
xt e jt dt
X

2
2

Note 1. In contrast with the periodic signal xT t which has discrete spectral
components of the fundamental frequency , the continuous time signal, xt is
characterized by its spectral density X .
Note 2.

shows the way in which the signal energy is distributed in frequency

domain and the overall signal energy is given by

1
2

E x t dt
X

d (Energy Theorem Rayleigh)

The Inverse Fourier Transform

1
x t
2

X e

jt

Theorems
(1) X is a continuous function and

lim X 0

(2) Conjugation theorem

xt X ,

(3) Symmetry theorem

xt X , X t 2 x

(4) Scale change theorem

xt X ,

xat

(5) Time delay theorem

xt X ,

xt t 0 X e jt0

(6) Frequency translation theorem xt X ,

(7) Differentiation theorem

xt X ,

x * t X *

1
X
a a

xt e j0t X 0 , 0 R

d n xt
n
j X
n
dt

with the condition that the Fourier Transform of the

derived signal exists

(8)* Integration in time domain (if X 0 0 )

If

xt X i y t

x d ,

then

yt

X
X 0
j
d n X
jt xt
d n

(9) Differentiation in frequency domain xt X ,

(10) Convolution theorem

where

x1 t * x2 t

x1 t X 1 , x2 t X 2

x1 * x2 t X 1 X 2

x x t d x x t d
1

x1 t X 1 , x 2 t X 2

(10) Convolution theorem in frequency domain x t x t 1 X * X

1
2
1
2
2
x1 t X 1 , x 2 t X 2
r12

(10) Correlation function and its transform

x x t X X
1

Fourier transforms of singularity functions

Unit impulse (Dirac distribution) t has been defined by

xt t dt xt

Its Fourier transform is

F t t e jt dt 1

the unit impulse is that function that has a constant spectral energy in all the frequency
bandwidth.
Applications:
o The Fourier transform of a constant:

1 2

o The Fourier transform of an exponential

1e

j t
0

2 0

o The Fourier transform of the sine and cosine functions

sin t
j
j
cos 0 t 0 0
0

o The Fourier transform of a periodic signal

xt

C ke

jkt

C k2 k

o The Fourier transform of the periodic Delta function

1 jkt
2
T t t kT e
F T t 2e jkT
T k
T
k
k

Step function and signum function and their Fourier transforms

1, t 0
sign t
1, t 0

1, t 0
sgn t
lim f a t ,
a 0

1
,
t

F f a t

1, t 0
0, t 0

2 j
,
a2 2

1
2

F sgn t lim F f a t

t 1 sign t

1 1
1
sgn t
2 2
j

at

e , t0
f a t at

e , t 0

a0

2
j