Chapitre 2

Fourier Transform and convolution

product

In this chapter the notion of decomposition in Fourier series is extended to no periodic signal. For
1
a a - periodic signal, the frequencies are multiple of a i.e. na for n 2 Z:We have found the weight of
each frequency by calculating the Fourier Coe¢ cients
Z
1 a n at
cn (f ) = f (t) e 2i dt 8n 2 Z
a 0

Then we tried to rewrite (reconstruct) the function f (t) by mean of its harmonics with the weights
calculated
1
X
n at
f (t) = cn (f ) e2i
n= 1

For a no periodic signal, no particular frequency ! We have to …nd the distribution of all the
frequencies over R:The denumbrable family of coe¢ cients cn (f ) with n in Z becomes a function fb( )
with (frequency) in R the Fourier Transform of f:
Z
b
f( ) = f (x) e 2i x dx 8 2 R
R

Then we try to rebuild the original signal with its Fourier Transform by using inverse Fourier
Transform. Z
f (x) = fb( ) e+2i x
d
R

2.1 Dé…nition
De…nition 1 Let f a function of L1 (R) ; the Fourier Transform of f is de…ned as a function de…ned
on R with values in C

Z
fb( ) = f (x) e 2i x
dx 8 2 R
R
Master Nanoelectronics. Signal Analysis. Fourier Transform 12

As we have f (x) e 2i x
= jf (x) j and by hypothesis f 2 L1 (R), the function x ! f (x) e 2i x

is integrable for all 2 R and then fb( ) is perfectly de…ned for all 2 R.

Exemple 2 Let a (x) = I[ a a

; ] (x) be the gate function with a > 0: We have
2 2

Z Z a
2
ca ( ) = a (x) e
2i x
dx = e 2i x
dx
a
R 2

For 6= 0
a

ca ( ) = 1 2i x
2 1 ei a e i a sin a
e = =
2i a 2i
2

For =0 Z a
2
ca (0) = dx = a
a
2

De…nition 3 If we write fb( ) under its polar form fb( ) = A( ) ei ( ) (with A( ) > 0 and ( )
de…ned modulo 2 ) we de…ne
8
>
< A( ) as the spectrum of f
>
A2 ( ) as the spectral energy of f
>
>
: ( ) as the spectral phase of f

2.2 General properties of the Fourier Transform

In the following proposition are resumed the caracteristic properties of the Fourier Transform for
any integrable function.

Proposition 4 For all functions f 2 L1 (R) its Fourier Transform satis…es

i) fb( ) is a continuous function over R
ii) lim ! 1 fb( ) = 0 i.e. fb tends to 0 at in…nity
iii) if we let fb = sup fb( ) we have
2R
1

fb kf k1
1

For example, consider This function isn’t continous (why ?). But check that ca ( ) is
a (x).

continous over R by studying the limit of ca ( ) when tends to 0:

lim ca ( ) = a = ca (0)
!0

Remark also than

lim ca ( ) = 0
! 1

Preuve. i) The continuity of fb( ) is a direct consequency of the continuity theorem of a parameter
depending integral (see the Integration chapter).
Master Nanoelectronics. Signal Analysis. Fourier Transform 13

ii) We will admit this result often called Rieman-Lebesgue Lemma.

iii) We majorize Z Z
fb( ) f (x) e 2i x
dx = jf (x) j dx = kf k1
R R
This majoration is true for all 2 R and we can deduce than

sup fb( ) kf k1
2R

2.3 Algebric properties of the Fourier Transform

We resume in the following proposition some simple algebric properties of the Fourier. Easy to
check but useful to become familiar with the Fourier formula.

Proposition 5 Soit f 2 L1 (R) and fb( ) = A( ) ei ( ) its Fourier Transform

i) Conjuguate
d
(f ) ( ) = fb ( ) 8 2R

or
F
f (x) ! fb( )

If f is a real values function

fb ( ) = (fb) ( ) 8 2R

and
A( ) = A( ) and ( )= ( ) (mod 2 ) 8 2R

ii) Symmetry. If we note f the symmetric function of f i.e. f (x) = f ( x) , then

d) ( ) = fb
(f ( ) 8 2R

or
F
f ( x) ! fb( )

iii) Translation If we note a (f ) (x) = f (x a) (a 2 R) the translation of f , we have

(\
a (f )) ( ) = e
2i a
fb( ) 8 2R

or
F
f (x a) ! e 2i a
fb( )

i.e. the translation changes the spectral phase ( ) ! ( ) 2 a (mod 2 ) but doesn’t change
the spectrum
iv) Reciprocal property
F
e2i xa
f (x) ! fb( a)
Master Nanoelectronics. Signal Analysis. Fourier Transform 14

v) Parity 8
> F
>
> f even ! fb even
>
>
< f odd
F
! fb odd
> F
>
> f real even ! fb
real even
>
>
: f real odd
F b
! f purely imaginary odd

Let us demonstrate the following formula

d) ( ) = fb
(f ( ) 8 2R

We have Z Z
+1 +1
d) ( ) =
(f f (x) e 2i x
dx = f ( x) e 2i x
dx
1 1
By the change of variables u = x we have du = dx and the extremities of the integral are inverted
then, by rewriting in the correct order
Z +1
d
(f ) ( ) = f (u) e2i u
du = fb( ) = fb ( )
1

2.4 Fourier Transform and derivation

As for the Laplace Transform, the Fourier Transform has very important properties (and very
similar !) linked with the derivation. Two kinds of properties : derivative of the Fourier Trransform
and Fourier Transform of the derivative !

Proposition 6 i) Let f be a function of L1 (R) and suppose than xf (x) is also in L1 (R) : Then fb( )
is derivable over R and we have
d h i0 Z
b b
f( ) = f( ) = ( 2i x) f (x) e 2i x
dx 8 2R
d R

It can be useful to read this formula in the following sense

F 1 d
xf (x) ! fb( )
( 2i ) d
We can generalize this proposition for all integer n:
ii) Let f be a function of L1 (R) and suppose than xk f (x) is also in L1 (R), for k = 1; ; n: Then
the function fb( ) is n times derivable over R and we have

dk b h i(k) Z
b
f( ) = f( ) = ( 2i x)k f (x) e 2i x
dx 8 2R
k
d R

and we write
F dk b
1
xk f (x) ! f( )
( 2i )k d k
iii) Let f be a function of L1 (R) and suppose than f 2 C 1 (R) and than f 0 ( ) 2 L1 (R). Then

c0 ]( ) = (2i
[f ) fb( ) 8 2R
Master Nanoelectronics. Signal Analysis. Fourier Transform 15

or
F
f 0 (x) ! (2i ) fb( )

iv) Let f be a function of L1 (R) and suppose than f 2 C n (R) and than f (k) ( ) 2 L1 (R) for
k = 1; ; n: Then
\
f (k) ( ) = (2i )k fb( ) 8 2R

or
F
f (k) (x) ! (2i )k fb( )

v) As a consequency, if f 2 L1 (R) and f with a compact support, then fb is a function from C 1 (R)
(so inde…nitly derivable).

The main idea of this proposition is that the Fourier Transform exchanges derivation and product
by a monome, which will be very important for ODE.
Preuve. i) et ii) It’s a consequency of the derivation theorem of a parameter depending integral
(see the Integration chapter).
iii) et iv) We will admit this proposition
v) Remind that the support of f is - roughly speaking- the set where f isn’t zero. When we say
that the support of f is compact it’s means that f is zero outside an interval [a; b] where a and b
are …nite. We can extend the interval [a; b] and suppose that f is zero outside a symmétric interval
[ A; A] . Then for all integer k we have the majoration

xk f (x) Ak jf (x)j

because in [ A; A] we have xk Ak and outside [ A; A] the two terms are zero. As the function
Ak jf (x)j is intergable, the condition ii) is full…lled whatever is k; and fb is derivable for all order k
and the function f is in C 1 (R) :
2
For example, we can read in the Fourier Transform Table that f (x) = e x has as Fourier Trans-
p
form fb( ) =
2 2 2
e : Consider f 0 (x) = 2xe x which is an integrable function (Why ?), then
without calculus, we have

x2 F p 2 2
2xe ! (2i ) e

or
x2 F p 2 2
xe ! ( i ) e

2.5 Inverse Fourier Transform

This inverse Fourier transform plays a central role to reconstruct a signal from it’s Fourier Trans-
form.
Master Nanoelectronics. Signal Analysis. Fourier Transform 16

De…nition 7 Inverse Fourier Transform. Let f be a function from L1 (R), we de…ne its inverse
Fourier Transform by Z
F (f ) ( ) = f (x) e+2i x
dx 8 2R
R

Formally this transformation has the same properties than the "direct" Fourier Transform. Here
is the main result, very similar to the reconstruction by a Fourier serie.

Théorème 8 Let f be a function from L1 (R) and suppose moreover than fb 2 L1 (R) . Then
i) Z
f (x) = fb( ) e+2i x
d for almost all x 2 R
R
As term of operator, it can be written

f =F fb p.p.

ii) If x is a point of continuity of f , we have

f (x) = F fb (x)

We have a very simple result - but di¢ cult to prove ! - under the two hypothesis f 2 L1 (R) and fb 2
L1 (R) : The egality f (x) = F fb (x) is not valid for all x; but the set of no validty is a negligeable
set. This notion appears in the course of integration and plays a very important role in analysis. We
can’t do better, this negligeable set may exist !
The point ii) is very important in practice : we are sure that the egality is true for a point of
continuity. For example, if f is a continous function over R,under the hypothesis f 2 L1 (R) and fb 2
L1 (R), we have f (x) = F fb (x) for all x 2 R:

Exemple 9 We have easily by a direct calculation or the table

F 2
f (x) = e jxj
! fb( ) = 2 2
1+4

f is continuous over R and fb( ) 2 L1 (R) (why ?). Then

Z +1
2
2 2
e+2i x d = e jxj 8x 2 R
1 1 + 4

(Take care with the variables of integration : we integrate in to obtain a function in x): As fb( ) is
an even function, the member of the integrale with sin (2 ) is nul. (Why ?) and we have
Z +1
2
2 2
cos (2 x) d = e jxj 8x 2 R
1 1+4

and by using the parity

Z +1
4 jxj
2 2
cos (2 x) d = e 8x 2 R
0 1+4
Master Nanoelectronics. Signal Analysis. Fourier Transform 17

Let u = 2 x if x > 0 and deduce

Z +1
cos u jxj
du = e
0 x2+ u2 2x
For x < 0 let u = 2 x:make the same calculus and deduce
Z +1
cos u
2 + u2
du = e x 8x 2 R
0 x 2 jxj

Corollaire 10 Injectivity of Fourier Transform. Let f and g in L1 (R). Then

fb( ) = gb ( ) 8 2R =) f =g p.p:

Roughly speaking, two functions with the same Fourier Transform are egal (almost every where).
Preuve. It’s a easy consequency of the inverse theorem. Let h = f g: We have h 2 L1 (R) and
by hypothesis b
h = 0: Evidently b
h 2 L1 (R), by the oinversion theorem
Z
h (x) = b
h ( ) e+2i x d = 0 p:p:
R

which is exactly f = g p.p

It is often useful to take the Fourier Transform (and not the inverse one) of a Fourier Transform.
Due to the change of the sign + in the sign - used in the inverse Fourier Transform de…nition, we
obtain not the function itself, but the symetric function.

Corollaire 11 Let f in L1 (R) and suppose than f is continuous over R and fb 2 L1 (R). Then

F (F) (f ) = f

or
b
fb (x) = f ( x) 8x 2 R

Exercice 12 For a > 0

F 2a
f (x) = e ajxj
! fb( ) = 2 2
a2 +4
Then
b
fb(x) = f (x) = e ajxj
8x 2 R

Deduce
1 F 2 aj j
! e
a2 + x2 a
Solution 13 We have by the previous formula
2a F ajxj
2 2
! e
a2 +4
Factorizing by 4 2 gives
a F ajxj
! e
2 a2 2
2 4 2
+
Master Nanoelectronics. Signal Analysis. Fourier Transform 18

a
Let a0 = 2
a0 F 2 a0 jxj
2 ! e
a02 +
by linearity
1 F 2 a0 jxj
2 ! e
a02 + a0

In the theorem of inverse Fourier Transform, we have supposed that fb is in L1 (R) which is not
always the case (think about the gate function !).
What can we say if fb 2 = L1 (R)?
R
The …rst remark is that in this case, the integral R fb( ) e+2i x d is not (generally) de…ned, in
R
the strong sense we have used i.e. R fb( ) e+2i x d < 1! But we will use a "lighter" way to
R +a
integrate by using lima!1 fb( ) e+2i x d . We say that we take the integral in the sense of the
a
principal value of Cauchy. It’s largely less restrictive that the strong sense of intégration ! Consider
R R +a
the function g (x) = x: It’s clear that R jxj dx = +1 and g 2 = L1 (R) : But a xdx = 0 8a > 0 and
R +a
lim a xdx = 0: Then g (x) = x is integrable in the sense of the principal value of Cauchy. This
integration is less restrictive but largely less informative ! Nevertheless, it allows us to get a result very
similar from the Dirichlet conditions for the Fourier series. As for this result, we need some regularity
condition for f:

Théorème 14 Let f be in L1 (R) with f piecewise C 1 and f 0 2 L1 (R) . Then

Z +a
1
lim fb( ) e+2i x d = [f (x+) + f (x )] 8x 2 R
a!+1 a 2

Exemple 15 The function f (x) = I[ 1 ; 1 ] (x) is integrable, piecewise C 1 with f 0 (x) = 0 p:p:.
2 2

Its Fourier Transform is fb( ) = sin which isn’t integrable i.e. fb 2

= L1 (R) : The Inverse Fourier
Transform Theorem cant be used. We can only assert by the previous result that
8
Z +a >
> si jxj < 21
sin +2i x <
lim e d = 1
a!1 > 2 si x = 2
a >
: 0 si jxj > 1
2

2.6 The Fourier Transform in the space L2 (R)

Let us recal that the space L2 (R) is the space of the square integrable functions i.e.
Z +1
2
L (R) = f : R ! C s.t. jf (x)j2 dx < 1
1

These functions play a central role in applications, they modelize signals with …nite energy ! So it’s of
great interest to have the notion of Fourier Transform for these functions. The main di¢ culty is that,
R
under the hypothesis f 2 L2 (R) the integral R f (x) e 2i x dx is (generally) not de…ned, in our strong
sense. E¤ectively, a function of L2 (R) isn’t necessarily in L1 (R) (…nd an example with a simple power
Master Nanoelectronics. Signal Analysis. Fourier Transform 19

of 1=x over [1; +1[):We dont’ detail the construction of the Fourier Transform in L2 (R) :We only
mention it’s main properites. Particularly important is the Fourier Plancherel formula which traduces
a conservation of the energy beteween the temporal form of the signal f (t) and the frequency one.
As the Fourier Transform of a L2 (R) function isn’t de…ned by the same way than in the L1 (R),
we will distinguish the writing of these two Fourier Transforms. Generally books for engineers don’t
make this distinction and this sometimes causes di¢ culties !

Proposition 16 A Fourier Transform operator F can be de…ned within the space L2 (R) :
(
F : L2 (R) ! L2 (R)
f ! F (f ) 2 L2 (R)

i) F is a linear operator L2 (R) in L2 (R) :

ii) The following Parseval-Plancherel formula is true in L2 (R)
Z Z
8f; g 2 L2 (R) f (x) g (x) dx = F (f ) ( ) F (g) ( ) d
R R

and Z Z
2
2
8f 2 L (R) jf (x)j dx = jF (f ) ( )j2 d
R R

iii) The inverse theorem is true in L2 (R)

8f 2 L2 (R) F [F (f )] = F [F (f )] = f p:p:

( F is the inverse Fourier transform in L2 (R) ):

iv) If f 2 L1 (R) \ L2 (R), the two notions of Fourier Transforms are the same (fortunatly !)

fb = F (f ) a.e.

v) if f 2 L1 (R) \ L2 (R) then

F fb = f a.e.

Some remarks about this Fourier Transform in L2 (R) : By construction, F (f ) 2 L2 (R) for all
f 2 L2 (R), which is a great di¤erence with the case L1 (R) : In the other hand, we lose any regularity
property : no continuity of F (f ) and no derivability theorem. The Parseval-Plancherel is a fondamental
property. The inversion theorem is working perfectly well with no particular condition.
In our presentation we mention that F (f ) ( ) can’t be de…ned directly by an integral as for f in
L1 (R) : By using again the integral in the sense of the principal value of Cauchy, we can obtain
a expression similar with some restriction.

Théorème 17 Let f be a function of L2 (R) : Suppose that

Z +n
2i x
gn ( ) = f (x) e dx
n
Master Nanoelectronics. Signal Analysis. Fourier Transform 20

Théorème 18 has limit almost everywhere. Then

Z +n
2i x
F (f ) ( ) = lim f (x) e dx a.e.
n!1 n

Exemple 19 Consider f = I[ 1;+1] 2 L1 (R) \ L2 (R) : We know that fb(t) = sin(2 t)

t :This function
is in L2 (R) (why ?) but not in L1 (R) (why ?): We can consider its L2 (R) Fourier Transform and
thank’s to (iv) we have
sin (2 t)
F = f = f = I[ 1;+1]
t
With little change of the extremities, we have

F sin
g (x) = I[ 1
;+ 21 ] (x) ! dans L1 (R)
2

and for the same reason

sin
F (x) = I[ 1
;+ 21 ] (x) a.e.
2
Master Nanoelectronics. Signal Analysis. Fourier Transform 21

Tables of Fourier Transforms.

Functions of L1 (R) (a > 0 et k 2 N):

F sin a
a (x) = I[ a=2;a=2] (x) !

F 2 sin2 ( a =2)
Ta (x) = 1 2 jxj
a a (x) ! 2a 2

ax I F 1
e R+ (x) ! (a+2i )

xk ax I F 1
k! e R+ (x) !
(a+2i )k+1
8k 2 N

ajxj F 2a
e ! a2 +4 2 2

ax2 F p 2 2 =a
e ! ae

Reciprocal formulas for fb 2 L1 (R) or fb 2 L2 (R)

sin x F
x ! I[ 1=2 ;1=2 ] ( )

1 F 2 aj j
a2 +x2
! ae

1 F a
(a+2i x) ! e IR+ ( )

sin2 x F
x2
! T2 ( )
Master Nanoelectronics. Signal Analysis. Fourier Transform 22

2.7 Convolution Product

The use of Fourier Transform is inseparable of the use of convolution product. In fact, many
physical systems, operate like "…lters". It means that an input signal is transformed after the passage
within the system. Under very general hypothesis of linearity and time invariance, the output signal
can be expressed as a convolution product between the input signal and a function depending of the
system. This convolution product has a complicated expression as an integral. Fortunatly, the Fourier
Transform of this product is an ordinary product functions which allow very simple calculus.

2.7.1 Dé…nition and existence

De…nition 20 Let f and g be two function from R to R, we called convolution product of f and
g , denoted f ?g , the function, if it exists, de…ned by
Z Z
f ? g (x) = f (x t) g (t) dt = f (u) g (x u) du
R R

Exercice 21 Calculate the convolution product between f (x) = e xI (x) and g (x) = e xI (x)
R+ R+
with 6= :

Solution 22 Using the de…nition

Z
(x t) t
f ? g (x) = e IR+ (x t) e IR+ (t) dt
R
We have to look carefully the indicatrice functions IR+ (x t) and IR+ (t) ; they will play a central
role in the calculus. In the integral, the value x is …xed and we integrate in t: The two indicatrice
functions are not if and only if
t 0 et x t

If x is negative, these two conditions are opposite, its means that it’s impossible that the two functions
are no nul and then for x 0 we have f ? g (x) = 0:
For x positive this condition is
0 t x

so we will integrate in t only between 0 and x:

Z x Z x
f ? g (x) = e (x t)
e t
dt = e x
e ( )t
dt
0 0
" #x
e ( )t ( )x
x x1 e
= e = e
( ) ( )
0
e x e x
=
( )
Proposition 23 Suppose that two functions f and g are de…ned on [0; +1[ : If there convolution
product exists, it is given by
(
f
g (x) = 0 for x 0
Rx
f g (x) = 0 f (t) g (x t) dt for x > 0
Master Nanoelectronics. Signal Analysis. Fourier Transform 23

Remark. It’s the de…nition we have given in the chapter of Laplace transfrom.

Proposition 24 Solution 25 The calculus is is exactly the same than in the previous example. For
f de…ned on [0; +1[ ; it’s useful to write f (x) = f (x) I[0;+1[ (x) (the same for g) and to keep these
indicatrice functions in the integral.

As we have often to deal with integrable functions, we can ask if the convolution product of
integrable function does exist. The answer is YES.

Proposition 26 Let f and g be two functions of L1 (R), then

i) f ? g (x) is de…ned almost everywhere.
ii)the function (de…ned almost evrerywhere) f ? g bellongs to L1 (R).
iii) we have the norm inegality
kf ? gk1 kf k1 kgk1

Preuve. The existence almost everywhere of f ? g (x) is admitted. The same calculus prove ii) and
iii) ii) and iii). We study
Z Z Z
jf ? g (x)j dx = f (x t) g (t) dt dx
R
ZR Z R

jf (x t)j jg (t)j dx dt
R R
Z Z
jg (t)j jf (x t)j dx dt
R R
For t …xed, the change of variable u = x t proves that
Z Z
jf (x t)j dx = jf (u)j du = kf k1
R R
Then Z Z
jf ? g (x)j dx kf k1 jg (t)j dt = kf k1 kgk1
R R
which proves ii) and iii).

Remarque 27 The restriction "almost everywhere" in the result cant’be removed. Consider the two
1 p1
functions f (t) = p
t
with 0 < t < 1 and g (t) = 1 t
for 0 < t < 1 . As these two functions are
de…ned on (a part of ) [0; +1[ ; the convolution product is nul for x 0:Using the upper born of the
intervals, we also can show that the convolution product is nul for x > 2: (Using the two conditions
0<x t < 1 and 0 < t < 1; for x > 2; x 1 > 1 and the double condition x 1 < t and t < 1 are no
compatible).
For 0 < x < 2; we have Z x
1 1
f g (x) = p p dt
0 x t 1 t
Take x = 1 the integral Z Z 1
1
1 1 1
p p dt = dt
0 1 t 1 t 0 1 t
is divergent in the neighborhood of t = 1: f g (1) doesn’t exist. Neverhtheless, f g (x) exists for all
x 6= 1, which is in agreement with the previous theorem for integrable functions.
Master Nanoelectronics. Signal Analysis. Fourier Transform 24

2.7.2 Convolution product and Fourier Transform.

As mentioned in the introduction, these two mathematical notions are useful when used together.
Rougly speaking, the Fourier Transform changes the convolution product in an ordinary product of
functions.
What you have to keep is mind is

? g (t) = fb(t) gb (t)

f[

with frequently an inverse formula.

fcg (t) = fb ? gb (t)

The only di¢ culty is that these formula are not always true, and we have to check if the "good
conditions" are ful…lled. For example, we give without demonstration, some important cases of validity.

Proposition 28 i) If f and g are in L1 (R), then

? g (t) = fb(t) gb (t)

f[ 8t 2 R

If moreover we suppose that fb; gb and f g are in L1 (R), we have an inverse formula

fcg (t) = fb ? gb (t) 8t 2 R

iii) If f and g are in L2 (R), we have

h i
f ? g (t) = F fb gb (t) 8t 2 R

and
fcg (t) = fb ? gb (t) 8t 2 R:

In conclusion, if you have to use this kind of properties, check if you are in a case of validty.

2.7.3 Application

As we have done with Laplace Transform, the Fourier Transform is useful to solve ODE.
Consider the following ODE of the second order with second member f (supposed to be in L1 (R))

- !12 g 00 + g = f

Formally, if we apply the Fourier Transform to both members, we obtain (cf. Fourier Transform
and dérivation)
1
(2i t)2 gb (t) + gb (t) = fb(t)
!2
That is
4 2 t2
gb (t) 1 + = fb(t)
!2
Master Nanoelectronics. Signal Analysis. Fourier Transform 25

h 2 t2
i
4
The function 1 + !2
has no real zero, then

1
gb (t) = 4 2 t2 fb(t)
1+ !2

By using the Fourier Table, we can check that

1 1
4 2 t2 =b
h (t) with h (x) = ! e !jxj
1+ 2
!2

So we can write
gb (t) = b
h (t) fb(t)

As f and h are in L1 (R) we have (cf. Fourier Transform and convolution)

b
h (t) fb(t) = h[
? f (t)

and by the injectivity of the Fourier Transform

g =h?f a.e.

If we develop Z
1 !jx tj
g(x) = ! e f (t) dt a.e x 2 R
2 R