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Культура Документы
Houshou Chen
Why Fourier
1. eigenfunction ejwt
P∞ jkw0 t
2. x(t) periodic ⇒ x(t) = k=−∞ ck e
3. ek1 w0 t and ek2 w0 t (k1 6= k1 ) are orthogonal over [0, T ] ⇒
Z
1 T
ck = x(t)e−jkw0 t dt
T 0
Fourier Series
2π
where w0 = T .
Fourier Transform
FS
where Z T
1
X[k] = x(t)e−jkw0 t dt
T 0
are the FS coefficients of the signal x(t).
• We say that x(t) and X[k] are an FS pair and denote this
relationship as
F S;w0
x(t) ←→ X[k]
and Z T
1
X[k] = ck = x(t)e−jkw0 t dt
T 0
Z T
since ejk1 w0 t e−jk2 w0 t dt
0
Z T
= ej(k1 −k2 )w0 t dt
0
1 j(k1 −k2 )w0 t T
j(k1 −k2 )w0 e |0 ,if k1 6= k2
= RT
0
1dt ,if k1 = k2
1 j(k1 −k2 )2π
j(k1 −k2 )w0 (e − 1) ,if k1 6= k2
=
T ,if k1 = k2
0 ,if k1 6= k2
=
T ,if k1 = k2
Z T0
(x(t), ejmw0 t ) = x(t)e−jmw0 t dt
0
Z T0 ∞
X
= ck ejkw0 t e−jmw0 t dt
0 k=−∞
∞
X Z T0
= ck ej(k−m)w0 t dt
k=−∞ 0
= T0 cm
Z T0
1
⇒ cm = x(t)e−jmw0 t dt for any m0 ∈ Z
T0 0
I.e., we have the Fourier series pair for a periodic signal x(t) of
fundamental period T0 .
x(t) = P∞ c ejkw0 t
k=−∞ k
⇒ R
ck = 1 (x(t), ejkw0 t ) = 1
x(t)e−jkw0 t
dt
T0 T0 T0
Recall:
V = hv1 , ..., vn i
n
X
v∈V ⇒v= ai vi
i=1
then
Xn n
X
(v, vj ) = ( ai vi , vj ) = ai (vi , vj ) = Aaj
i=1 i=1
1
i.e. aj = (v, vj ) f or ∀j
A
Therefore the coefficient aj of an orthogonal basis can be obtained
from the inner product between v and vj .
v = Pn a v
i=1 i i
ai = 1 (v, vi )
A
2π
V = hejkw0 t i∞
k=−∞ w0 =
T0
Now hejkw0 t i∞
k=−∞ is an orthogonal basis
since
jk1 w0 t jk2 w0 t
T
0 ,k1 = k2
(e ,e )=
0 ,k1 6= k2
x(t) = P∞ jkw0 t
k=−∞ ck e
⇒ R
ck = 1 (x(t), ejkw0 t ) = 1
x(t)e−jkw0 t dt
T0 T0 hT0 i
as we expect.
Since
ejkw0 t +e−jkw0 t
2 = cos(kw0 t)
ejkw0 t −e−jkw0 t
2j = sin(kw0 t)
i.e. c−k = |c−k |ej∠c−k = |ck |e−j∠ck ⇒ |c−k | = |ck | and ∠c−k = −∠ck
∞
X
x(t) = ck ejkw0 t
k=−∞
−1
X ∞
X
= c0 + ck ejkw0 t + ck ejkw0 t
k=−∞ k=1
X∞ ∞
X
= c0 + c−k e−jkw0 t + ck ejkw0 t
k=1 k=1
X∞ X∞
= c0 + (c∗−k e−jkw0 t )∗ + ck ejkw0 t
k=1 k=1
X∞
= c0 + [(ck e−jkw0 t )∗ + ck ejkw0 t ]
k=1
∞
X
= c0 + 2Re{ck ejkw0 t }
k=1
X∞
= c0 + 2Re{(Re{ck } + jIm{ck })(cos(kw0 t) + jsin(kw0 t))}
k=1
X∞
= c0 + 2(Re{ck }cos(kw0 t) − Im{ck }sinkw0 t)
k=1
∞
X
⇒ x(t) = c0 + Ak cos(kw0 t) + Bk sin(kw0 t)
k=1
where Ak = 2Re{ck }
Z T0
1
= 2Re{ x(t)e−jkw0 t dt}
T0 0
Z T0
2
= x(t)cos(kw0 t)dt
T0 0
Bk = −2Im{ck }
Z T0
1
= −2Im{ x(t)e−jkw0 t dt}
T0 0
Z T0
2
= x(t)sin(kw0 t)dt
T0 0
F S;w0
x(t) ←→ ak
F S;w0
y(t) ←→ bk
1.linearity
F S;w0
⇒ Ax(t) + By(t) ←→ Aak + Bbk
∞
X
c(t) = ck ejkw0 t
k=−∞
and
X X
jkw0 t
c(t) = Ax(t) + By(t) = A ak e +B bk ejkw0 t
k k
X
= (Aak + Bbk )ejkw0 t
k
⇒ ck = Aak + Bbk
2. time shifting
x(t) ↔ ak
x(t − t0 ) ↔ ak e−jkw0 t0
| {z }
bk
Z
1
bk = x(t − t0 )e−jkw0 t dt
T hT i
Z T
1
= x(t − t0 )e−jkw0 t dt
T 0
Z
1 T −t0
= x(τ )e−jkw0 (τ +t0 ) dτ
T −t0
Z
1
= ( x(τ )e−jkw0 τ dτ )e−jkw0 t0
T hT i
= ak e−jkw0 t0
3. frequency shifting
x(t) ↔ ak
x(t)ejM w0 t ↔ bk = ak−M
Z Z
1 1
bk = x(t)ejM w0 t e−jkw0 t dt = x(t)e−j(k−M )w0 t dt
T hT i T hT i
= ak−M
4. conjugation
x(t) ↔ ak
x∗ (t) ↔ bk = a∗−k
Z Z
1 1
bk = x∗ (t)e−jkw0 t dt = ( x(t)e−j(−k)w0 t dt)∗ = a∗−k
T hT i T hT i
5. multiplication
x(t) ↔ ak
y(t) ↔ bk
x(t)y(t) ↔ ak ∗ bk = hk
∞
X
i.e. hk = al bk−l
l=−∞
∞
X
x(t) = ak ejkw0 t
k=−∞
∞
X
y(t) = bl ejlw0 t
l=−∞
Finally, we have
∞
X ∞
X
x(t)y(t) = ak bl ej(k+l)w0 t
k=−∞ l=−∞
∞
X ∞
X
= ( am−l bl )ejmw0 t
m=−∞ l=−∞
∞
X
= hm ejmw0 t
m=−∞
where m = k + l.
6. convolution
z(t) = x(t) ∗ y(t) ↔ zk = T0 ak bk
proof:
Z
z(t) = x(t) ∗ y(t) = x(τ )y(t − τ )dτ
τ ∈hT0 i
Z
1
⇒ zk = z(t)e−jkw0 t dt
T0 t∈hT0 i
Z Z
1
= x(τ )y(t − τ )dτ e−jkw0 t dt
T0 t∈hT0 i τ ∈hT0 i
Z Z
1
= x(τ ) y(t − τ )e−jkw0 t dtdτ
T0 τ ∈hT0 i t∈hT0 i
Z Z
1 1
= T0 x(τ )e−jkw0 τ dτ y(λ)e−jkw0 λ dλ
T0 τ ∈hT0 i T0 λ∈hT0 i
= T0 ak bk
proof:
Z T0
1
|x(t)|2 dt
T0 0
Z T ∞ ∞
1 X X
= ck ejkw0 t c∗m e−jmw0 t dt
T0 0 m=−∞
k=−∞
∞ ∞ Z
1 X X
= ck c∗m ej(k−m)w0 t dt
T0 hT0 i
k=−∞ m=−∞
∞
1 X
= ck c∗k T0
T0
k=−∞
∞
X
= |ck |2
k=−∞
∞
X
⇒ P = |c0 |2 + 2 |ck |2
k=1
also we have
Ak = 2Re{ck }
Bk = −2Im{ck }
therefore
2 2 A2k
2 Bk2
|ck | = Re {ck } + Im {ck } = +
4 4
FT
FT
f (t) ←→ F (jw)
Example 1:
1, −T ≤ t ≤ T
1 1
f (t) =
0, otherwise
Z ∞
F (jw) = f (t)e−jwt dt
−∞
Z T1
= 1 · e−jwt dt
−T1
1 −jwt T1
= e |−T1
−jw
1 jT1 w−e−jT1 w
= (e )
+jw
2T1 ejT1 w − e−jT1 w
=
wT1 2j
sin(T1 w)
= 2T1
wT1
= 2T1 sinc(T1 w)
i.e.
t wW
rect( ) ←→ W sinc( )
w 2
Z ∞
=⇒ X(jw) = x(t)e−jwt dt
−∞
Z ∞
= e−at u(t)e−jwt dt
−∞
Z ∞
= e−(jw+a)t dt
0
1
= e−(jw+a)t |0−∞
−(jw + a)
1
= (if a > 0)
jw + a
Z ∞
=⇒ X(jw) = x(t)e−jwt dt
−∞
Z ∞
= e−a|t| e−jwt dt
−∞
Z 0 Z ∞
at −jwt
= e e dt + e−at e−jwt dt
−∞ 0
Z 0 Z ∞
= e(a−jw)t dt + e−(a+jw)t dt
−∞ 0
1 1
= e(a−jw)t |∞
0 +
a − jw jw + a
1 1
= + if a > 0
a − jw jw + a
2a
= if a > 0
a2 + w2
Example 4:
x(t) = δ(t)
Z ∞
=⇒ X(jw) = x(t)e−jwt dt
−∞
Z ∞
= δ(t)e−jwt dt = e−jwt |t=0 = 1
−∞
i.e.
δ(t) ←→ 1
similarly if x(t) = δ(t − t0 )
Z ∞
=⇒ X(jw) = δ(t − t0 )e−jwt dt
−∞
−jwt
= e |t=t0 = e−jwt0
δ(t − t0 ) ←→ 1 · e−jwt0
Example 5:
X(jw) = 2πδ(w)
Z ∞
1
=⇒ x(t) = X(jw)ejwt dw
2π −∞
Z ∞
1
= 2πδ(w)ejwt dw
2π −∞
= ejwt |w=0 = 1
i.e.
1 ←→ 2πδ(w)
similarly if X(jw) = 2πδ(w − w0 )
Z ∞
1
=⇒ x(t) = 2πδ(w − w0 )ejwt dw
2π −∞
= ejwt |w=w0 = ejw0 t
i.e.
1 · ejw0 t ←→ 2πδ(w − w0 ) (frequency shifting) )
With this, we can represent the periodic signal by FT:
∞
X
x(t) = Ck ejkw0 t
k=−∞
∞
X
=⇒ X(jw) = F{x(t)} = F{ Ck ejkw0 t }
k=−∞
∞
X
= Ck F{ejkw0 t }
k=−∞
X∞
= 2πCk δ(w − kw0 )
k=−∞
i.e.
Example 6:
1 jw0 t 1 −jw0 t
x(t) = cosw0 t = e + e
2 2
1 1
=⇒ X(jw) = 2πδ(w − w0 ) + 2πδ(w + w0 )
2 2
= πδ(w − w0 ) + πδ(w + w0 )
1 jw0 t 1 −jw0 t
x(t) = sinw0 t = e − e
2j 2j
1 1
=⇒ X(jw) = 2πδ(w − w0 ) − 2πδ(w + w0 )
2j 2j
= jπδ(w + w0 ) − jπδ(w − w0 )
In conclusion
x(t) ←→ X(jw)
1 ←→ 2πδ(w)
ejw0 t ←→ 2πδ(w − w0 )
δ(t) ←→ 1
δ(t − t0 ) ←→ e−jwt0
1
e−at u(t) ←→ (a > 0)
jw + a
2σ
e−a|t| ←→ 2 2
(a > 0)
a +w
∞
X X∞
Ck ejkw0 t ←→ 2πCk δ(w − kw0 )
k=−∞ k=−∞
Properties of FT
x(t) ←→ X(jw)
y(t) ←→ Y (jw)
ax(t) + by(t) ←→ aX(jw) + bY (jw)
x∗ (t) ←→ X ∗ (−jw)
1 w
x(at) ←→ X( )
|a| a
x(t − t0 ) ←→ X(jw)e−jwt0
x(t)ejw0 t ←→ X(j(w − w0 ))
X(t) ←→ 2πx(−w)
1. linearity
x(t) ←→ X(jw)
y(t) ←→ Y (jw)
ax(t) + by(t) ←→ aX(jw) + bY (jw)
2. conjugation
x(t) ←→ X(jw)
x∗ (t) ←→ X ∗ (−jw)
Z ∞ Z ∞
x∗ (t)e−jwt dt = ( x(t)e−(−jwt) )∗ = X ∗ (−jw)
−∞ −∞
3. Time scaling
F 1 w
f (αt) ←→ F( )
|α| α
Interpretation:
• If α > 1, we obtain that compression in the time domain
corresponds to expansion in the frequency domain.
• If 0 < α < 1, we obtain that compression in the time domain
corresponds to expansion in the frequency domain.
4. Time shifting
F
f (t − t0 ) ←→ e−jwt0 F (w)
5. Frequency shifting
F
ejw0 t f (t) ←→ F (w − w0 )
Example: Recall the Fourier transforms of 1 and ejw0 t , and u(t) and
cos(w0 t)u(t). Also ,examine the ”modulation” property below.
Proof:
Z ∞
F[ejw0 t f (t)] = ejw0 t f (t)e−jwt dt
−∞
Z ∞
= f (t)e−j(w−w0 )t dt
−∞
= F (w − w0 )
6. Duality
F (−t) ←→ 2πf (w)
F (t) ←→ 2πf (−w)
Proof:
Z ∞
1
f (t) = F (w)ejwt dw
2π −∞
Z ∞
2πf (−t) = F (w)e−jwt dw
−∞
Z ∞
2πf (−w) = F (t)e−jwt dt = F[F (t)]
−∞
7. Convolution
If all the involved Fourier transforms exist, then
x(t) ∗ h(t) ←
F
→ X(w)H(w)
Proof:
Z ∞ Z ∞
F[x(t) ∗ h(t)] = [ h(t − τ )x(τ )dτ ]e−jwt dt
−∞ −∞
Z ∞ Z ∞
= x(τ )[ h(t − τ )e−jwt dt]dτ
−∞ −∞
Z ∞
= x(τ )[e−jwt H(w)]dτ
−∞
Z ∞
= H(w) x(τ )e−jwt dτ
−∞
= H(w)X(w)
8. Modulation
If all the involved Fourier transforms exist, then
1 F
x(t)m(t) ←→ X(w) ∗ M (w)
2π
Proof:
Z ∞ ∞ Z
1 0 jw0 t
F[x(t)m(t)] = x(t)[ M (w )e dw0 ]e−jwt dt
−∞ 2π −∞
Z ∞ Z ∞
1 0 −jwt +jw0 t
= M (w )[ x(t)e e dt]dw0
2π −∞ −∞
Z ∞
1
= M (w0 )[X(w − w0 )]dw0
2π −∞
1
= M (w) ∗ X(w)
2π
Example: This result can be used to calculate F[cos(w0 t)u(t)].
9. Time Differentiation
If f (t) is continuous and if f (t) and f 0 (t) = dfdt(t) are both absolutely
integrable (and thus satisfy the Dirichlet conditions),then
df (t) F
←→ jwF (w)
dt
Proof:
Z ∞ Z ∞
f 0 (t)e−jwt dt = f (t)e−jwt |∞
−∞ + jw f (t)e−jwt dt
−∞ −∞
Parseval’s Theorem
Z ∞ Z ∞
1
|f (t)|2 dt = |F (w)|2 dw
−∞ 2π −∞
Proof:
Z ∞ Z ∞
2
|f (t)| dt = f (t)f ∗ (t)dt
−∞ −∞
Z ∞ ∞ Z
1
= f (t)[ F ∗ (w)e−jwt dw]dt
−∞ 2π −∞
Z ∞ Z ∞
1
= F ∗ (w)[ f (t)e−jwt dt]dw
2π −∞ −∞
Z ∞
1
= F ∗ (w)F (w)dw
2π −∞
Z ∞
1
= |F (w)|2 dw
2π −∞