Chapter 4
The Fourier Series and
Fourier Transform
Representation of Signals in Terms
of Frequency Components
Consider the CT signal defined by
N
x(t ) Ak cos( k t k ), t
k 1
The frequencies `present in the signal are the
frequency k of the component sinusoids
The signal x(t) is completely characterized by
the set of frequencies k , the set of amplitudes
Ak , and the set of phases k
Example: Sum of Sinusoids
Consider the CT signal given by
x(t ) A1 cos(t ) A2 cos(4t / 3) A3 cos(8t / 2),
t
The signal has only three frequency
components at 1,4, and 8 rad/sec, amplitudes
A1 , A2 , A3 and phases 0, / 3, / 2
The shape of the signal x(t) depends on the
relative magnitudes of the frequency
components, specified in terms of the
amplitudes A1 , A2 , A3
Example: Sum of Sinusoids Contd
A1 0.5
A2 1
A 0
3
A1 1
A2 0.5
A 0
3
A1 1
A2 1
A 0
3
Example: Sum of Sinusoids Contd
A1 0.5
A2 1
A 0.5
3
A1 1
A2 0.5
A 0.5
3
A1 1
A2 1
A 1
3
Amplitude Spectrum
Plot of the amplitudes Ak of the sinusoids
making up x(t) vs.
Example:
Phase Spectrum
Plot of the phases k of the sinusoids
making up x(t) vs.
Example:
Complex Exponential Form
j
Euler formula:
formula e cos( ) j sin( )
Thus
j ( k t k )
Ak cos( k t k ) Ak e
whence
real part
N
j ( k t k )
, t
x(t ) Ak e
k 1
Complex Exponential Form Contd
And, recalling that ( z ) ( z z ) / 2 where
z a jb, we can also write
N
1
j ( k t k )
j ( k t k )
, t
x(t ) Ak e
Ak e
2
k 1
This signal contains both positive and
negative frequencies
The negative frequencies k stem from
writing the cosine in terms of complex
exponentials and have no physical meaning
Complex Exponential Form Contd
By defining
Ak j k
ck
e
2
c k
Ak j k
e
2
it is also
N
j k t
j k t
x(t ) ck e c k e
k 1
ce
k N
k 0
j k t
1 4 2 43
, t
complex exponential form
of the signal x(t)
Line Spectra
The amplitude spectrum of x(t) is defined as
the plot of the magnitudes | ck | versus
The phase spectrum of x(t) is defined as the
plot of the angles ck arg(ck ) versus
This results in line spectra which are defined
for both positive and negative frequencies
Notice: for k 1, 2,K
| ck || c k |
ck c k
arg(ck ) arg(c k )
Example: Line Spectra
x(t ) cos(t ) 0.5cos(4t / 3) cos(8t / 2)
0.
0.
Fourier Series Representation of
Periodic Signals
Let x(t) be a CT periodic signal with period
T, i.e., x(t T ) x (t ), t R
Example: the rectangular pulse train
The Fourier Series
Then, x(t) can be expressed as
x(t )
ce
jk 0t
, t
where 0 2 / T is the fundamental
frequency (rad/sec) of the signal and
T /2
1
jk o t
ck
x(t )e
dt , k 0, 1, 2,K
T T / 2
c0 is called the constant or dc component of x(t)
The Fourier Series Contd
The frequencies k 0 present in x(t) are
integer multiples of the fundamental
frequency 0
Notice that, if the dc term c0 is added to
x(t )
ce
k N
k 0
j k t
and we set N , the Fourier series is a
special case of the above equation where all
the frequencies are integer multiples of 0
Dirichlet Conditions
A periodic signal x(t), has a Fourier series if
it satisfies the following conditions:
1. x(t) is absolutely integrable over any
period, namely
a T
| x(t ) | dt ,
2. x(t) has only a finite number of maxima and
minima over any period
3. x(t) has only a finite number of
discontinuities over any period
Example: The Rectangular Pulse Train
From figure, T
2 whence 0 2 / 2
Clearly x(t) satisfies the Dirichlet conditions and
thus has a Fourier series representation
Example: The Rectangular Pulse
Train Contd
1
1
x(t )
(1)|( k 1) / 2| e jk t , t
2 k k
k odd
Trigonometric Fourier Series
By using Eulers formula, we can rewrite
as
x(t )
ce
jk 0t
, t
x(t ) c0 2 | ck |cos(k 0t ck ), t
k 1
dc component
1 4 4 2 4 43
k-th harmonic
This expression is called the trigonometric
Fourier series of x(t)
Example: Trigonometric Fourier
Series of the Rectangular Pulse Train
The expression
1
1
|( k 1) / 2| jk t
x(t )
( 1)
e , t
2 k k
k odd
can be rewritten as
1 2
( k 1) / 2
x(t )
cos k t (1)
1
2 k 1 k
k odd
, t
2
Gibbs Phenomenon
Given an odd positive integer N, define the
N-th partial sum of the previous series
1
xN (t )
2
k 1
k odd
( k 1) / 2
cos k t (1)
1 , t
k
2
According to Fouriers theorem,
theorem it should be
lim | xN (t ) x(t ) | 0
Gibbs Phenomenon Contd
x3 (t )
x9 (t )
Gibbs Phenomenon Contd
x21 (t )
x45 (t )
overshoot:
overshoot about 9 % of the signal magnitude
(present even if N )
Parsevals Theorem
Let x(t) be a periodic signal with period T
The average power P of the signal is
defined as
T /2
1
2
P
x (t )dt
T T / 2
Expressing the signal as x(t )
it is also
|c
ck e jk0t , t
Fourier Transform
We have seen that periodic signals can be
represented with the Fourier series
Can aperiodic signals be analyzed in terms of
frequency components?
Yes, and the Fourier transform provides the
tool for this analysis
The major difference w.r.t. the line spectra of
periodic signals is that the spectra of
aperiodic signals are defined for all real
values of the frequency variable not just
for a discrete set of values
Frequency Content of the
Rectangular Pulse
x(t )
xT (t )
x(t ) lim xT (t )
T
Frequency Content of the
Rectangular Pulse Contd
Since xT (t ) is periodic with period T, we
can write
xT (t )
ce
jk 0t
, t
where
T /2
1
jk o t
ck
x(t )e
dt , k 0, 1, 2,K
T T / 2
Frequency Content of the
Rectangular Pulse Contd
What happens to the frequency components
of xT (t ) as T ?
For k 0
1
c0
T
For k 0
2
1
k 0
ck
sin
k 0T
k
2
k
0
sin
, k 1, 2,K
0 2 / T
Frequency Content of the
Rectangular Pulse Contd
plots of T | ck |
vs. k 0
for T 2,5,10
Frequency Content of the
Rectangular Pulse Contd
It can be easily shown that
lim Tck sinc
,
T
2
where
sin( )
sinc( ) B
Fourier Transform of the Rectangular
Pulse
The Fourier transform of the rectangular
pulse x(t) is defined to be the limit of Tck
as T , i.e.,
X ( ) lim Tck sinc
,
T
2
| X ( ) |
arg( X ( ))
Fourier Transform of the Rectangular
Pulse Contd
The Fourier transform X ( ) of the
rectangular pulse x(t) can be expressed in
terms of x(t) as follows:
1
jk o t
ck x(t )e
dt , k 0, 1, 2,K
T
x (t ) 0 for t T / 2 and t T / 2
whence
Tck
x(t )e
jk o t
dt , k 0, 1, 2,K
Fourier Transform of the Rectangular
Pulse Contd
Now, by definition X ( ) lim Tck and,
T
since k 0 as T
X ( )
x(t )e
j t
dt ,
The inverse Fourier transform of X ( ) is
1
x(t )
2
X ( )e
j t
d , t
The Fourier Transform in the General
Case
Given a signal x(t), its Fourier transform
X ( ) is defined as
X ( )
x(t )e
j t
dt ,
A signal x(t) is said to have a Fourier
transform in the ordinary sense if the above
integral converges
The Fourier Transform in the General
Case Contd
The integral does converge if
1. the signal x(t) is well-behaved
well-behaved
2. and x(t) is absolutely integrable,
integrable namely,
| x(t ) | dt
Note: well behaved means that the signal
has a finite number of discontinuities,
maxima, and minima within any finite time
interval
Example: The DC or Constant Signal
Consider the signal x (t ) 1, t
Clearly x(t) does not satisfy the first
requirement
since
| x(t ) | dt dt
Therefore, the constant signal does not have
a Fourier transform in the ordinary sense
Later on, well see that it has however a
Fourier transform in a generalized sense
Example: The Exponential Signal
bt
Consider the signal x(T ) e u (t ), b
Its Fourier transform is given by
X ( )
bt
u (t )e
j t
dt
e
0
( b j ) t
1
( b j ) t
dt
e
b j
t 0
Example: The Exponential Signal
Contd
If b 0 , X ( ) does not exist
If b 0 , x(t ) u (t ) and X ( ) does not
exist either in the ordinary sense
If b 0 , it is
1
X ( )
b j
amplitude spectrum
1
| X ( ) |
b2 2
phase spectrum
arg( X ( )) arctan
b
Example: Amplitude and Phase
Spectra of the Exponential Signal
x(t ) e 10t u (t )
Rectangular Form of the Fourier
Transform
Consider
X ( )
x(t )e
j t
dt ,
Since X ( ) in general is a complex
function, by using Eulers formula
X ( ) x(t ) cos( t ) dt j x(t )sin( t ) dt
1 4
1 4 4 2 4 43
44 2 4 4 43
R ( )
X ( ) R ( ) jI ( )
I ( )
Polar Form of the Fourier Transform
X ( ) R ( ) jI ( ) can be expressed in
a polar form as
X ( ) | X ( ) | exp( j arg( X ( )))
where
| X ( ) | R ( ) I ( )
2
I ( )
arg( X ( )) arctan
R ( )
Fourier Transform of
Real-Valued Signals
If x(t) is real-valued, it is
X ( ) X ( )
Moreover
Hermitian
symmetry
X ( ) | X ( ) | exp( j arg( X ( )))
whence
| X ( ) || X ( ) | and
arg( X ( )) arg( X ( ))
Fourier Transforms of
Signals with Even or Odd Symmetry
Even signal:
signal x(t ) x ( t )
X ( ) 2 x(t ) cos( t ) dt
0
Odd signal: x(t ) x (t )
X ( ) j 2 x(t )sin( t ) dt
0
Example: Fourier Transform of the
Rectangular Pulse
Consider the even signal
It is / 2
2
2
t / 2
X ( ) 2 (1) cos( t ) dt sin( t ) t 0 sin
0
sinc
Example: Fourier Transform of the
Rectangular Pulse Contd
X ( ) sinc
Example: Fourier Transform of the
Rectangular Pulse Contd
amplitude
spectrum
phase
spectrum
Bandlimited Signals
A signal x(t) is said to be bandlimited if its
Fourier transform X ( ) is zero for all B
where B is some positive number, called the
bandwidth of the signal
It turns out that any bandlimited signal must
have an infinite duration in time, i.e.,
bandlimited signals cannot be time limited
Bandlimited Signals Contd
If a signal x(t) is not bandlimited, it is said
to have infinite bandwidth or an infinite
spectrum
Time-limited signals cannot be
bandlimited and thus all time-limited
signals have infinite bandwidth
However, for any well-behaved signal x(t)
X ( ) 0
it can be proven that lim
whence it can be assumed that
| X ( ) | 0 B
B being a convenient large number
Inverse Fourier Transform
Given a signal x(t) with Fourier transform
X ( ) , x(t) can be recomputed from X ( )
by applying the inverse Fourier transform
given by
1
x(t )
2
Transform pair
X ( )e
j t
d , t
x(t ) X ( )
Properties of the Fourier Transform
x(t ) X ( )
y (t ) Y ( )
Linearity:
x(t ) y (t ) X ( ) Y ( )
Left or Right Shift in Time:
x(t t0 ) X ( )e
Time Scaling:
j t0
1
x(at ) X
a a
Properties of the Fourier Transform
Time Reversal:
x(t ) X ( )
Multiplication by a Power nof t:
d
t x(t ) ( j )
X ( )
n
d
n
Multiplication by a Complex Exponential:
x(t )e
j 0t
X ( 0 )
Properties of the Fourier Transform
Multiplication by a Sinusoid (Modulation):
j
x(t )sin( 0t ) X ( 0 ) X ( 0 )
2
1
x(t ) cos( 0t ) X ( 0 ) X ( 0 )
2
Differentiation
in the Time Domain:
n
d
n
x(t ) ( j ) X ( )
n
dt
Properties of the Fourier Transform
Integration in the Time Domain:
t
1
x( )d j X ( ) X (0) ( )
Convolution in the Time Domain:
x(t ) y (t ) X ( )Y ( )
Multiplication in the Time Domain:
x(t ) y (t ) X ( ) Y ( )
Properties of the Fourier Transform
Parsevals Theorem:
1
x(t ) y(t )dt 2
( )Y ( )d
1
2
if y (t ) x (t ) | x (t ) | dt
| X ( ) | d
Duality:
X (t ) 2 x( )
Properties of the Fourier Transform Summary
Example: Linearity
x(t ) p4 (t ) p2 (t )
X ( ) 4sinc
2sinc
Example: Time Shift
x(t ) p2 (t 1)
j
X ( ) 2sinc e
Example: Time Scaling
p2 (t )
p2 (2t )
2sinc
sinc
a 1 time compression frequency expansion
0 a 1 time expansion frequency compression
Example: Multiplication in Time
x(t ) tp2 (t )
d
d sin
cos sin
X ( ) j
2sinc j 2
j2
d
d
Example: Multiplication in Time
Contd
cos sin
X ( ) j 2
2
Example: Multiplication by a Sinusoid
x(t ) p (t ) cos( 0t )
sinusoidal
burst
1
( 0 )
( 0 )
X ( ) sinc
sinc
2
2
2
Example: Multiplication by a
Sinusoid Contd
1
( 0 )
( 0 )
X ( ) sinc
sinc
2
2
2
0 60 rad / sec
0.5
Example: Integration in the Time
Domain
2 | t |
v(t ) 1
p (t )
dv(t )
x(t )
dt
Example: Integration in the Time
Domain Contd
The Fourier transform of x(t) can be easily
found to be
X ( ) sinc
4
j 2sin
Now, by using the integration property, it is
2
V ( )
X ( ) X (0) ( ) sinc
j
2
4
Example: Integration in the Time
Domain Contd
2
V ( ) sinc
2
4
Generalized Fourier Transform
Fourier transform of (t )
(t )e
j t
dt 1
(t ) 1
Applying the duality property
x(t ) 1, t 2 ( )
14 2 43
generalized Fourier transform
of the constant signal x(t ) 1, t
Generalized Fourier Transform of
Sinusoidal Signals
cos( 0t ) ( 0 ) ( 0 )
sin( 0t ) j ( 0 ) ( 0 )
Fourier Transform of Periodic Signals
Let x(t) be a periodic signal with period T;
as such, it can be represented with its
Fourier transform
x(t )
ce
k
Since e
j 0t
jk 0t
0 2 / T
2 ( 0 ) , it is
X ( )
2 c ( k
Fourier Transform of
the Unit-Step Function
Since
u (t )
( )d
using the integration property, it is
t
1
u (t ) ( )d
( )
j
Common Fourier Transform Pairs