Chap03 Laplace N Fourier

TMT1181 Mathematical Techniques II TRIMESTER 3 2011/12
FIT & FIST

1/ 27
CHAPTER 3: Laplace Transform, Fourier Series and Fourier Transform

Part 1 Laplace transform

Focus:
Basic Properties of Laplace Transform
Laplace Transform, F(s) = L[f(t)]
Inverse Laplace Transform, L
1
[F(s)] = f(t)
Solution of Differential Equation Using Laplace Transform

2.1.0 Motivation

An important class of transforms is the integral transform written in general form as :

=
b
a
dt t s K t f s F ) , ( ) ( ) (
(2.1)

where F(s) is called the integral transform of a function f(t) with kernel K(s, t).

Some examples of commonly used integral transforms in science and engineering
applications are given below:

=
0
) ( ) ( dt e t f s F
st
,
st
e t s K

= ) , ( Laplace Transform
= dt e t f F
t i
) ( ) (
,
t i
e t K

= ) , ( Fourier Transform
=
0
1
) ( ) ( dt t t f s F
s
,
1
) , (

=
s
t t s K Mellin Transform

Laplace transform is commonly used in process modeling and control. The transform is given
by
) ( ) ( )] ( [
0
s F dt e t f t f
st
= =
L (2.2)
FIT & FIST
2/ 27
Schematic Diagrams for Control Theory

The Laplace transform produces several changes in the equation:

Variable is t (time)
Variable is s (dimensions of inverse
time)
t is Real number s is Complex number
Solutions from "Time Domain" Solutions from "Laplace Domain"
Differential equation Algebraic equation

Laplace transform -- it transforms linear differential equations into algebraic equations, which
are easier to solve.

FIT & FIST
3/ 27

Strategy for solving differential equations
using Laplace Transform

2.1.1 Definition and Some Basic Properties of Laplace Transform

Laplace Transform of a function f(t) is defined as

=
0
) ( ) ]( [ ) ( dt t f e s f s F
st
L
.

Note the symbol for Laplace transform ) ( ) ]( [ s F s f L .

The inverse Laplace Transform is written as

) ( ) )]( ( [ t f s s F
-1
L (2.3)

[Note:
dt t f e dt t f e t f
b
st
b
st

= =
0 0
) ( lim ) ( )] ( [ L
whenever the limit exists.]

Original ODE
problem
Problem defined in
Transform space
Solution in
Transform Space
Solution of
Original ODE
Laplace
Transform
Inverse
Transform
difficult to solve
easier to solve
FIT & FIST
4/ 27

Examples :

1. Find Laplace transform of f(t)=1, t 0.
dt e dt t f e t f
b
st
b
st

= =
0 0
) 1 ( lim ) ( )] ( [ L

s s s
e
e
s
sb
b
b
st
b
1 1
lim
1
lim
0
=
(
+ =
(
(

2. Find Laplace transform of
t
e t f = ) ( .

dt e e dt t f e t f
b
t st
b
st

= =
0 0
lim ) ( )] ( [ L

1
1
1
lim lim
0
) 1 (
0
) 1 (
=
(
(
= =

s s
e
dt e
b
t s
b
b
t s
b

3. Find Laplace transform of t t f cos ) ( =

First write t t f cos ) ( = as
[ ]
t i t i
e e

+
2
1

[ ]dt e e e dt t f e t f
b
t i t i st
b
st

+ = =
0
2
1
0
lim ) ( )] ( [

L

(
+ =

+

dt e dt e
b
t i s
b
t i s
b 0
) (
0
) (
2
1
lim

2 2
1 1
2
1
+
=
(
+
+
=
s
s
i s i s
,
for Re[s] > 0 and s i.

One may need not to calculate these integrals but rather look-up for the transform in the
Table of Laplace transform.
FIT & FIST
5/ 27

Before we do that, let get ourselves familiarize with the basic properties of Laplace
Transform. Some of these properties are crucial in writing the original function (or the
transformed function F(s) ) in a form analogous to that available in the table.

FIT & FIST
6/ 27

Some important properties of Laplace transform are:

[1] Linearity or superposition principle

Assume arbitrary g(t) and h(t) and constant c
1
, c
2
,
let f(t) = c
1
g(t) + c
2
h(t), then
)] ( ) ( [ )] ( [ ) (
2 1
t h c t g c t f s F + = = L L
)] ( [ )] ( [
2 1
t h c t g c L L + =
) ( ) (
2 1
s H c s G c + =

[2] Laplace transform of derivation function
Consider f(t) is a continuous function and
dt
df
t f = ) ( ' , then
) 0 ( ) ( )] ( ' [ f s sF t f = L ,
di mana ] [ ) ( f s F L = and f(0) = f(t =0)

For
2
2
) ( "
dt
f d
t f = , then Laplace transform is given by
) 0 ( ' ) 0 ( ) ( )] ( " [
2
f sf s F s t f = L

In general, the Laplace transform of n-th derivative,
n
n
n
dt
f d
t f = ) (
) (
is
) 0 ( ) 0 ( ) 0 ( ) ( )] ( [
) 1 ( ) 2 ( 1 ) (
=
n n n n n
f sf f s s F s t f K L

[3] Integral property
Consider
=
t
d f t g
0
) ( ) ( , therefore
s
s F
t g
) (
)] ( [ = L where ] [ ) ( f s F L =
FIT & FIST
7/ 27

[4] Multiplication with t
n

Let ) ( ) ( t f t t g
n
= , therefore ) ( ) 1 ( )] ( [
) (
s F t g
n n
= L , where
n
n
n
ds
F d
s F = ) (
) (

[5] First Shifting Theorem
If ) ( ) ( t f e t g
at
= , then ) ( )] ( [ a s F t g = L

[6] Second Shifting Theorem
) ( ) ( ) ( a t H a t f t g = ,
where H(t) is the Heaviside function
a t
a t
a t H
<
= for
0
1
) (
then 0 ), ( )] ( [ > =

a s F e t g
as
L

[7] Laplace Transform of Heaviside function
0 , )] ( [ > =
a
s
e
a t H
as
L

[8] Convolution Theorem

Convolution of two functions f(t) and g(t) are defined as

=
t
d t g f t g t f
0
) ( ) ( ) ( * ) (
or
=
t
d t f g t f t g
0
) ( ) ( ) ( * ) (

The Laplace transform a convolution is defined as
) ( ) ( )] ( * ) ( [ s G s F t g t f = L
where ] [ ) ( f s F L = and ] [ ) ( g s G L = .

FIT & FIST
8/ 27

2.1.2 Determination of Laplace Transform F(s) for a function f(t) based on
the Table of Laplace Transform.

Recall that

=
0
) ( ) ]( [ ) ( dt t f e s f s F
st
L
Table 1. Excerpt of the Table of Laplace Transform

FIT & FIST
9/ 27

Example:
Determine the Laplace transform for the following f(t):
i). f(t) = t + t
2
, ii). f(t) = e
2t
, iii). sin(3t) 3
Solutions
i). f(t) = t + t
2

Take Laplace transform
] [ ] [ )] ( [ ) (
2
t t t f s F L L L + = =

Refer to the Table (# entry number)
#2
2
1
] [
s
t = L
#3
1
!
] [
+
=
n
n
s
n
t L , n integer
thus when n =2,
3
2
2
] [
s
t = L
Therefore,

3 2
2 1
)] ( [ ) (
s s
t f s F + = = L

ii). f(t) = e
2t

Table of Laplace Transform: #5
=
s
e
t
1
] [ L ,
Therefore
2
1
] [ ) (
2
= =
s
e s F
t
L

iii). sin(3t) 3
] 3 [ )] 3 [sin( )] ( [ ) ( L L L = = x t f s F

Referring to table 1, # 6
2 2
)] [sin(
+
=
s
t L = )] 3 [sin( t L
FIT & FIST
10/ 27
#1 = = ] 1 [ 3 ] 3 [ L L
or
= ) (s F

2.1.3 Determination of Inverse Laplace Transform ) ( )] ( [
1
t f s F =
L (based on Table)

For a given expression of F(s), write F(s) in a form or a combination of expressions that can
be identified from the Table of Laplace Transform.

Example:: Determine the inverse Laplace transform for the following F(s) :

(a)
2
1
7
3
) (
s s
s F +
= ,
Write
|
\
|
=
7
1
3
7
3
) (
1
s s
s F , and refer to the Table of Laplace Transform,

t
e
s
s F t f
7 1
1
1
1
3
7
1
3 )] ( [ ) ( =
(
= =

L L
Likewise,
2
2
1
) (
s
s F = , t
s
s F t f =
(
= =

2
1
2
1
2
1
)] ( [ ) ( L L
Thus,
)] ( [ )] ( [ )] ( [ ) (
2
1
1
1 1
s F s F s F t f

+ = = L L L
= + = ) ( ) (
2 1
t f t f
(b)
2
) 7 (
5
) (
+
=
s
s F
(
+
=
(
+
=

2
1
2
1
) 7 (
1
5
) 7 (
5
) (
s s
t f L L
Refering to the Table of Laplace transform

t
te t f
7
5 ) (

=
FIT & FIST
11/ 27
2.1.4 Solution of differential equations using Laplace transform

Recall some basic relationship related to Laplace transforms:

= =
0
) ( )] ( [ ) ( dt t f e t f s F
st
L and )] ( [ ) (
1
s F t f

= L
Noting that
dt
df
t f = ) ( '
and
2
2
) ( "
dt
f d
t f = ,

) 0 ( ) ( )] ( ' [ f s sF t f = L

) 0 ( ' ) 0 ( ) ( )] ( " [
2
f sf s F s t f = L

The strategy: Convert the original differential equation in time (or space) variable into
algebraic equation in s-space using the Laplace transform.

Example: Solve the following initial value problem.
(a). 1 ) 0 ( , 1 ) ( 4 ) ( ' = = y t y t y .

Perform Laplace transform on the l.h.s and r.h.s of the differential equation given.
] 1 [ )] ( 4 ) ( ' [ L L = t y t y
Based on linear superposition principle:
] 1 [ )] ( [ 4 )] ( ' [ L L L = t y t y . (*)
Use the property of Laplace transform of derivative: ) 0 ( ) ( )] ( ' [ y s sY t y = L , thus equation
(*) is written as

s
s Y s sY
1
) ( 4 1 ) ( =
or simplified to give

) 4 (
1
) 4 (
1
) (
=
s s s
s Y .

The solution to the original differential equation is obtain by taking the inverse Laplace
transform, )] ( [ ) (
1
s Y t y

= L , namely

(
+
(
= =

) 4 (
1
) 4 (
1
)] ( [ ) (
1 1 1
s s s
s Y t y L L L

FIT & FIST
12/ 27
Refering to the Table of Laplace transform
( )
t
e
s s
4 1
1
4
1
) 4 (
1
=
(
L
t
e
s
4 1
) 4 (
1
=
(
L
Thus the solution to the initial value problem is
( )
t t
e e t y
4 4
1
4
1
) ( + =

4
1
4
5
4
=
t
e #

(b) 0 ) 0 ( ' , 6 ) 0 ( , 1 ) ( ) ( " = = = + y y t y t y

Perform Laplace transform on the differential equation:
] 1 [ ] " [ L L = +y y
] 1 [ ] [ ] " [ L L L = + y y
Recall that,
) 0 ( ' ) 0 ( ) ( )] ( " [
2
y sy s Y s t y = L
] 1 [ ] [ ] " [ L L L = + y y

s
1
] 1 [ = L
Substitute the above equations in the differential equation:

s
s Y s s Y s
1
) ( 0 6 ) (
2
= +
or simplify to

) 1 (
5 1
6
1
) 1 (
1
) (
2 2
+
+ =
(
+
+
=
s
s
s
s
s s
s Y
The solution is given by

(
+
+
(
=

1
5
1
) (
2
1 1
s
s
s
t y L L
Refering to the Table of Laplace transform, the solution is
t t y cos 5 1 ) ( + = #
FIT & FIST
13/ 27

Addenum: How to write the complicated denominator in simple fractions? USE PARTIAL
FRACTION
Example:

) 1 (
5 1
) 1 (
1 6
2
?
2
2
+
+ =
+
+
s
s
s s s
s
(*)
Write the denominator in l.h.s of equation (*) as

) 1 (
) 1 (
) 1 (
2
2 2
2
+
+ + +
=
+
+
+
s s
Cs Bs s A
s
C Bs
s
A
(**)
Compare eq(*) and (**) :
1 6
2 2 2
+ = + + + s Cs Bs A As
Compare the polynomial coefficients:
Coefficient of s
2
: A+B = 6
Coefficient of s: C = 0,
Constant: A = 1, B = 5
Thus

) 1 (
5 1
) 1 (
1 6
2 2
2
+
+ =
+
+
s
s
s s s
s

FIT & FIST
14/ 27

Part 2 Fourier Series

Focus:
Periodic function
Fourier Series
Fourier Series for Odd and Even functions

2.2.1 Periodic Functions

A function f(x) is periodic if for all real x and there is some positive number p such that
( ) ( ) f x p f x + = (2.4)

Frequency of a periodic function:

1 1
frequency =
period p
= (2.5)
The term circular (angular) frequency is also used in engineering, and is defined by

2
circular frequency, = 2 frequency =
p
(2.6)
and is measured in radians per second.

FIT & FIST
15/ 27

2.2.2 Fourier Series

A Fourier series of a function f of period (L, L) (where p=2L), is defined as

( )
0
1
0
1
( ) cos sin
2
2
cos sin , where
2 2
n n
n
n n
n
a n n
f x a x b x
L L
a
a n x b n x
L L

=
| |
= + +
|
\
= + + = =
,
where (2.7)

0
1
( )
L
L
a f x dx
L

=
(2.8)

1 1
( ) cos ( ) cos
L L
n
L L
n
a f x xdx f x n xdx
L L L

= =
(2.9)

1 1
( )sin ( )sin
L L
n
L L
n
b f x xdx f x n xdx
L L L

= =

(2.10)

FIT & FIST
16/ 27

Orthogonal Relation
Some important properties of Fourier sine/cosines integrals, in which 2 / p w = .

0 ( 0)
cos
( 0)
d p
d
n
n xdx
p n
+
=

=

sin 0 ( )
d p
d
n xdx all n
+
=

0 ( )
sin sin
1
( 0)
2
d p
d
m n
m x n xdx
p m n

+

=

=

0 ( )
cos cos
1
( 0)
2
d p
d
m n
m x n xdx
p m n

+

=

=

cos sin 0 ( )
d p
d
m x n xdx all m and n
+
=

The result constitute the orthogonality relations for sine and cosine functions, and show that
the set of functions

{1, cos , cos 2 , , cos , sin , sin 2 , , sin } x x n x x x n x L L

is orthogonal set of functions on interval d x d p + .
FIT & FIST
17/ 27
Example:

Find the Fourier coefficient of the following periodic function

, 0
( )
, 0
k x
f x
k x
< <
=

<

Solution

Recall the definition of Fourier series:
) sin cos (
2
) (
1
0
x
L
n
b x
L
n
a
a
x f
n
n
n

+ + =

=

For the given f(x), < x < , we have L = . The Fourier coefficients are:

0
1
( )
L
L
a f x dx
L

=

0 ) ( ) (
1
) (
1
0
0
=
(
+ = =

dx k dx k dx x f
and

0
0
0
0
1 1
( )cos ( )cos cos
1 sin sin
0
n
a f x nxdx k nxdx k nxdx
nx nx
k k
n n

(
= = +
(

(
= + =
(
(

0
0
0
0
1 1
( ) sin ( ) sin ( ) sin
1 cos cos
n
b f x nxdx k nxdx k nxdx
nx nx
k k
n n

= = +
(
=
(
(

) cos 1 (
2
] 0 cos cos ) cos( 0 [cos
n
nk
k
n n
n
k
= + =

We also note that cos 1 = , cos2 1 = , cos3 1 = , L

1 for odd
cos
1 for even
n
n
n

and thus

2 for odd
1 cos
0 for even
n
nx
n
.

Hence the Fourier coefficient b
n
is

2
if is odd 2
(1 cos )
0 if is even
n
k
n k
b n n
n
n

= =

Hence
FIT & FIST
18/ 27

4 1 1
( ) sin sin3 sin5
3 5
k
f x x x x
| |
= + + +
|
\
L

Example
Consider a 2-periodic function
f(x) = x
2
+ x, x < < , and ( ) ( 2 ) f x f x = + .
Sketch a graph of the function f(x) for values of x from x = 3 to x = 3 and obtain a
Fourier series expansion of the function.

Solution

Recall the Fourier series of f(x), in < x < :

) sin cos (
2
) (
1
0
x
L
n
b x
L
n
a
a
x f
n
n
n

+ + =

=

with Fourier coefficients

2 2
0
1 1 3
( ) ( )
2
a f x dx x x dx

= = + =

and

+ = =

dx nx x x dx nx x f a
n
cos ) (
1
cos ) (
1
2

which on integration by parts, gives
2
2 3 2
2 2
1 2 2 1
sin cos sin sin cos
1 4 4
cos ( 1)
n
n
x x x
a nx nx nx nx nx
n n n n n
n
n n
(
= + + +
(

= =

and
3
3
f(x)
x
FIT & FIST
19/ 27
2
1
( )sin
1
( )sin
n
b f x nxdx
x x nxdx
=
= +

which on integration by parts, gives
2
2 3 2
1 2 2 1
sin sin cos cos sin
2 2
cos ( 1)
n
n
x x x
b nx nx nx nx nx
n n n n n
n
n n
(
= + + +
(

= =

Hence we get that

3
2
1 1
1 4 2
( ) ( 1) cos ( 1) sin
3
n n
n n
f x nx nx
n n

= =
= +

Example
A periodic function f(x) of period 4 (that is, f(x+4) = f(x) is defined in the range 2 2 x < <
by

0 ( 2 0
( )
1 (0 2)
x
f x
x
< <
=
< <

Sketch a graph of f(x) for 6 6 x and obtain a Fourier series expansion for the function.

Solution
A graph of f(x) for 6 6 x is shown as below:

Recall the Fourier series for f(x), in 2 < x <2 :
) sin cos (
2
) (
1
0
x
L
n
b x
L
n
a
a
x f
n
n
n

+ + =

=

where L = 2.

Thus the Fourier coefficients are
-6 -4 -2
0 2
4
6
1
FIT & FIST
20/ 27
1 1 0
2
1
) (
2
1
2
0
0
2
2
2
0
= |
\
|
+ = =

dx dx dx x f a

=
2
2
2
cos ) (
2
1
dx x
n
x f a
n

0 )
2
cos( 1 0
2
1
0
2
2
0
=
|
\
|
+ =

dx x
n
dx

and

2
2
0 2
2 0
1 1
( )sin ( 1, 2, 3, )
2 2
1 1
0 sin
2 2
1 1
(1 cos ) [1 ( 1) ]
0 ( )
2/ ( )
n
n
b f x n xdx n
dx n xdx
n
n n
even n
n odd n
= =
| |
= +
|
\
= =

L

Thus we get that

1
1 2 1 1 3
( ) (sin sin )
2 2 3 2
1 2 1 1
sin (2 1)
2 2 1 2
n
f x x x
n x
n

=
= + + +
= +
L

2.2.2 Odd and Even Function

Odd functions:

f(x) is odd function iff
( ) ( ) f x f x = for all x.

Examples of odd functions:
f(x) = sin(x), f(x) = 2x
3
4x

sin(x)
2x
3
4x
FIT & FIST
21/ 27

Fourier series of an odd function, f(x) defined in L x L is
) sin cos (
2
) (
1
0
x
L
n
b x
L
n
a
a
x f
n
n
n

+ + =

=

with
0 ) (
1
0
= =
L
L
dx x f
L
a
=
|
\
|
=
L
L
n
dx
L
x n
x f
L
a 0 cos ) (
1
, for n = 1, 2, 3,
0 sin ) (
1
\
|
=
L
L
n
dx
L
x n
x f
L
b

, for n = 1, 2, 3,
Thus

=
=
1
) sin( ) (
n
n
L
x n
b x f

(also known as sine series)

Example:
Determine the Fourier series for f(x) = x
3
in 4 4 x .
Recall that

=
(
\
|
+
|
\
|
+ =
1
2
sin
2
cos
2
) (
n
n n
o
x n
b
x n
a
a
x f

.
Since f(x) = x
3
is an odd function, thus a
0
= 0 and a
n
= 0, for n =1,2,3,. .

The Fourier coefficient is
dx
x n
x dx
x n
x b
n
|
\
|
= |
\
|
=

4
sin
2
1
4
sin
4
1
4
0
3
4
4
3

=
3 3
2 2
1
6
128 ) 1 (
n
n
n

+

The Fourier series for f(x) = x
3
in 4 4 x is
|
\
|
=

=
+
4
sin
) 6 (
128 ) 1 ( ) (
3 3
2 2
1
1
x n
n
n
x f
n
n

.
FIT & FIST
22/ 27

Even functions:

f(x) is even function iff
( ) ( ) f x f x = for every values of x.

Examples of even functions
f(x) = 3x
2
+4, f(x) = cos(x).

Fourier series for even function f(x) defined in L x L :
) sin cos (
2
) (
1
0
x
L
n
b x
L
n
a
a
x f
n
n
n

+ + =

=

where

=
L
L
dx x f
L
a 0 ) (
1
0

\
|
=
L
L
n
dx
L
x n
x f
L
a 0 cos ) (
1
, for n = 1, 2, 3,
0 sin ) (
1
= |
\
|
=
L
L
n
dx
L
x n
x f
L
b

, for n = 1, 2, 3,
Thus

=
+ =
1
0
) cos( ) (
n
n
L
x n
a a x f

(also known as cosine series)

x
cos(x)
FIT & FIST
23/ 27
Example:
Determine the Fourier series of f(x) = x
2
in 2 2 x

Write

=
(
\
|
+
|
\
|
+ =
1
2
sin
2
cos
2
) (
n
n n
o
x n
b
x n
a
a
x f

where

3
8
2
1
2
2
2
0
= =
dx x a

,... 3 , 2 , 1 , ) 1 (
16
2
cos
2
1
2
2
2 2
2
= =
|
\
|
=
n
n
dx
x n
x a
n
n

0
2
sin
2
1
2
2
2
= |
\
|
=
dx
x n
x b
n

Thus the Fourier series for f(x) = x
2
in 2 2 x is
|
\
|
+ =

=
2
cos
) 1 ( 16
3
4
) (
1
2 2
x n
n
x f
n
n

FIT & FIST
24/ 27
Part 3 Fourier Transform

Fourier series are powerful tools in treating various problems involving periodic functions.
However in many practical problems that involve non-periodic functions, one need to extend
the series representation to such functions by using the Fourier integral transform.

2.3.1 Definition of Fourier Transform.
Fourier transform for function ( ) f x , denoted as { } f or
( ) f is defined as

1
{ } ( ) ( ) exp( )
2
f f w f x i x dx
= =
.
The corresponding inverse Fourier transform, denoted
1
( ) f
is denoted as

1
( ) ( ) exp( )
2
f x f iwx d

Example: Find the Fourier transform of
( ) f x k = if 0 x a < < and ( ) 0 f x = otherwise.

Solution
(a) From definition of Fourier transform, we get that

0
1 exp{ } 1 (1 exp{ })
( ) exp{ }
2 2 2
a
k i a k i a
f k i x dx
i
i

| |
= = =
|

This show that the Fourier transform will in general be a complex-valued function.

2.3.2 Properties of Fourier Transform

(1) Linearity of Fourier Transform
The Fourier transform is a linear operation; that is, for any function ( ) f x and whose Fourier
transforms exist and any constants a and b.
{ } { } { } af bg a f b g + = + .

(2) Fourier transform of the derivative of ( ) f x .
Let ( ) f x be continuous on the x-axis and ( ) 0 f x as x . Furthermore, let '( ) f x be
absolutely integrable on the x-axis. Then
{ '( )} { ( )} f x i f x = .

By repeating the argument n times, it is follows that
( ) { }
n
n
n
f
i f
x

=
`
)

FIT & FIST
25/ 27
Example: Find the Fourier transform of
2
exp{ } x x .

Solution

{ }
2 2 2
2 2
2
1 1
{ exp{ } (exp( )) ' (exp( )) '
2 2
1 1 1
{exp( )} exp( / 4)
2 2
2
exp( / 4)
2 2
x x x x
i x i
i

= =
`
)
= =
=

(3) Translation Properties (Time shift properties)
If a function ( ) f x has Fourier transform
( ) f then the translation of

0
( ) f x x have

0 0
{ ( )} exp( ) ( ) f x x i x f = (0.1)

Example
From the result of example 4 a), find
/ 2
( )
0 otherwise
k x a
g x
<

Solution
The function ( ) g x is identical to function ( ) f x in example above with the x shift of / 2 a .
Hence form the result of example 4 a) and time shift theorem, we get that

( ) exp( ( / 2)) ( )
[1 exp( )]
exp( / 2)
2
2 [exp( / 2) exp( / 2)]
2
2
2 sin( / 2)
g i a f
k i a
i a
i
k i a i a
k a

=

=

=
=

FIT & FIST
26/ 27

(4) Frequency shift properties.
If a function ( ) f x has Fourier transform
( ) f then
0
( ) exp( ) ( ) g x i x f x = is

0 0
{exp{ ) ( )} ( ) i x f x f =
Proof

0
0
0
0
{ ( )} exp( ) ( ) exp( )
( ) exp( ( ) )
( ) exp( ) , where
( )
g x i x f x i x dx
f t i x dx
f t i x dx
f

=
=
= =
=
)

Example: Determine the frequency spectrum of the signal
0
( ) ( ) cos g x f x x = .

Solution
Since
0 0 0
1
cos [exp( ) exp( )]
2
x i x i x = + , it follows, using the linearity property, that

0 0
0 0
0 0
1
{ ( )} { ( )[exp( ) exp( )]}
2
1 1
{ ( ) exp( )} { ( ) exp( )}
2 2
1 1
( ) ( )
2 2
g x f x i x i x
f t i x f t i x
f f

= +
= +
= + +
)

(5) Convolution

The convolution * f g of function f and g is defined by
( ) ( * )( ) ( ) ( ) ( ) ( ) h x f g x f p g x p dp f x p g p dp

= = =

Convolution Theorem
Suppose ( ) f x and ( ) g x are piecewise continuous, bounded, and absolutely integrable on the
x-axis. Then
{ * } 2 { } { } f g f g =
Proof
By definition

1
{ * } ( ) ( ) exp( )
2
f g f p g x p dp i x dx

=

An interchange of the order of integration gives

1
{ * } ( ) ( ) exp( )
2
f g f p g x p i x dxdp

=

Instead of x we now take x p q = as a new variable of integration. Then x p q = + and

1
{ * } ( ) ( ) exp( ( ))
2
f g f p g q i p q dqdp

= +

FIT & FIST
27/ 27
This double integral can be written as a product of two integral and gives the desired result

1
{ * } ( ) exp( ) ( ) exp( )
2
2 { } { }
f g f p i p dp g q i q dq
f g

=
=

Summary for Fourier Transforms

( ) f x
( ) { } f f =
1
1 if
0 otherwise
b x b < <

2 sinb

2
1 if
0 otherwise
b x c < <

exp( ) exp( )
2
ib ic
i

3
2 2
1
x a +
, ( 0) a >
exp{ }
2
a
a

4
if 0
2 if 2
0 otherwise
x x b
x b b x b
< <
< <

2
1 2exp{ } exp{ 2 }
2
ib ib
+

5
exp{ } if 0
0 otherwise
ax x >
, ( 0) a >
1
2 ( ) a i +

6
exp{ } if
0 otherwise
ax b x c < <

exp{( ) } exp{( ) }
2 ( )
a i c a i b
a i

7
exp{ } if -
0 otherwise
iax b x c < <

2 sin ( ) b a
a

8
exp{ } if
0 otherwise
iax b x c < <

exp{ ( )} exp{ ( )}
( )
2
i ib a ic a
a

9
2
exp{ } ax , ( 0) a > 2
1
exp{ / 4 }
2
a
a

10 sinax
x
, ( 0) a >
if ; 0 if
2
a a
< >

-----------------------------------------------------------------------------------------------------------

Chap03 Laplace N Fourier

Загружено:

Сведения о документе

Исходное описание:

Оригинальное название

Авторское право

Доступные форматы

Поделиться этим документом

Поделиться или встроить документ

Параметры публикации

Этот документ был вам полезен?

Это неприемлемый материал?

Авторское право:

Доступные форматы

Chap03 Laplace N Fourier

Загружено:

Авторское право:

Доступные форматы

TMT1181 Mathematical Techniques II TRIMESTER 3 2011/12

FIT & FIST

( ) f then the translation of

Вам также может понравиться