Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Signals & Systems The Continuous-Time Fourier Transform Adapted From: Lecture Notes From MIT Dr. Hamid R. Rabiee Fall 2013
Lecture 8 (Chapter 4) Content • Derivation of the CT Fourier Transform pair • Examples of Fourier Transform • Fourier Transforms of Periodic Signals • Properties of the CT Fourier Transform Sharif University of Technology, Department of Computer Engineering, Signals & Systems 2
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Fourier’s Derivation of the CTFT • x ( t ) - an aperiodic signal - view it as the limit of a periodic signal as T → ∞ • For a periodic signal, the harmonic components are spaced ω 0 = 2 π /T apart ... As T → ∞ , ω 0 → 0, and harmonic components are spaced • closer and closer in frequency Fourier Fourier series integral Sharif University of Technology, Department of Computer Engineering, Signals & Systems 3
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Motivating Example: Square wave T 1 kept fixed and T increases 4 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Motivating Example: Square wave T 1 kept fixed and T increases 2sin( ) k T 0 1 a k k T 0 Discrete frequency points become denser in 2sin( ) T 1 ω as T increases Ta k 5 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) So, on with the Derivation ... T T ( ), x t t For simplicity, assume 2 2 ( ) x t x ( t ) has a finite duration. T , | | periodic t 2 , ( ) ( ) AsT x t x t for allt 6 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Derivation (Continued…) 2 jk t ( ) 0 ( ) x t a e 0 k T k T T 2 2 1 1 jk t jk t ( ) ( ) a x t e dt x t e dt 0 0 k T T T T 2 2 ( ) ( ) x t x t in this interval 1 jk t ( ) 0 x t e dt T j t ( ) ( ) X jw x t e dt If we defined 7 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Derivation (Continued…) 1 T T jk t 0 ( ) ( ) ( ) x t x t X jk e Thus, for t 0 2 2 T k 1 jk t 0 ( ) X jk e 0 0 2 k , As T w dw 0 0 We can get the CT fourier transform pairs 8 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) For What Kinds of Signals Can We Do This? (1) It works also even if x ( t ) is infinite duration, but satisfies: 2 | ( ) | a) Finite energy x t dt In this case, there is zero energy in the error 1 j t 2 ( ) ( ) ( ) e t x t X j e dt | ( ) | 0 e t dt Then 2 b) Dirichlet conditions c) By allowing impulses in x(t )or in X(j ω ), we can represent even more signals E.g. It allows us to consider FT for periodic signals 9 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Example #1 ( ) ( ) ( ) a x t t j t ( ) ( ) 1 X j t e dt 1 j t ( ) t e d Synthesis equation for δ( t ) 2 ( ) ( ) ( ) b x t t t 0 j t j t ( ) ( ) X j t t e dt e 0 0 10 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Example #1 ( ) ( ) ( ) a x t t j t ( ) ( ) 1 X j t e dt 1 j t ( ) t e d Synthesis equation for δ( t ) 2 ( ) ( ) ( ) b x t t t 0 j t j t ( ) ( ) X j t t e dt e 0 0 11 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Example #2: Exponential Function at ( ) ( ), 0 x t e u t a j t at j t ( ) ( ) X j x t e dt e e dt 0 ∞ 1 1 ( ) a j t ( ) e a j a j 0 12 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Example #2: Exponential Function at ( ) ( ), 0 x t e u t a j t at j t ( ) ( ) X j x t e dt e e dt 0 ∞ 1 1 ( ) a j t ( ) e a j a j 0 13 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Example #2 (continued) Even symmetry Odd symmetry Sharif University of Technology, Department of Computer Engineering, Signals & Systems 14
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Example #3: A Square Pulse in the Time-domain 15 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Example #3: A Square Pulse in the Time-domain T 1 2sin T j t 1 ( ) X j e dt T 1 ( ) X j d Note the inverse relation between the two widths ⇒ Uncertainty principle 16 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) e 2 at ( ) x t Exampl1e #4: 17 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) e 2 at ( ) x t Exampl1e #4: 2 at j t ( ) X j e e dt j j 2 2 2 [ ( ) ] ( ) a t j t a 2 2 a a a e dt 2 j 2 ( ) a t [ 2 ]. 4 e a dt e a 2 (Pulse width in t ) • (Pulse width in ω ) 4 a e ⇒ ∆ t •∆ ω ~ (1/a 1/2 ) • (a 1/2 ) = 1 a Uncertainty Principle! Cannot make both ∆ t and ∆ ω arbitrarily small. Also a Gaussian! 18 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) CT Fourier Transforms of Periodic Signals Suppose ( ) ( ) X j 0 — periodic in t with 1 1 e frequency ω o j t j t ( ) ( ) x t e dw 0 0 2 2 That is — All the energy is concentrated in one frequency — ω o More generally 19 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Example #5: 𝑦 𝑢 = cos 𝜕 0 𝑢 20 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Example #5: 1 1 j t j t ( ) cos x t t e e 0 0 0 2 2 ( ) ) ) X jw “Line spectrum” 21 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) ( ) ( ) x t t nT (Sampling function) Example #6: n x(t) 22 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) ( ) ( ) x t t nT (Sampling function) Example #6: n x(t) Same function in the frequency-domain! (period in t ) T ⇔ (period in ω ) 2 π / T Inverse relationship again! 23 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Properties of the CTFT ( ) ( ) ( ) ( ) 1) Linearity ax t by t aX j bY j 2) Time Shifting j t ( ) ( ) x t t e X j 0 0 Proof: 3)FT magnitude unchanged 24 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
Lecture 8 (Chapter 4) Lecture 8 (Chapter 4) Properties (Continued) 4)Linear change in FT phase 5) Conjugate Symmetry Even Odd Even Odd 25 Sharif University of Technology, Department of Computer Engineering, Signals & Systems
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