Properties of Fourier
Properties of Fourier
~{-l
g the Fo uri er sine integra
--p < 1 < 0 10. Work Ex erc ise 6 using l pair.
the Fo uri er cosine integra
O <t <p 11. Using the Fourier cos l pair.
ine integral pai r, express P(w , t) in
p< l < x ten ns of sine integral fun 0
ctions for
-ao < t < -1 O - oo < t s - I
U IIOPElm OF FOURIER TR
.......
....... ANSFORMS
......
......
......
......
......
......
......
......
• rcgra Jfur · 1 J oo .
in f(t) =- F(w)e 1<01 dw
( l) 21r - oo
f
00
a "mp
)
1
. er coefficient function F(w) ~ 21rC(w) is introduced Which ' since ,r
F("' ,
. easier to write and tabulate than C(w). Thus in dealing With
IS .
. for convenience, we shall henceforth use Formulas (1) and (2) E
112 1s not af
cornp/ex Fourier
. tra r ~~
function
pam. F(w) IS . generally complex. • Ven Whenf (1J IS~ . ~lrq0
f 1
The process o mu tip · lymg
· /( t) by e-iw1 an d then tntegrating
. from "" _ a,if(
single function F to each function f that satisfies the conditions of Th 1 "' to s 3ssig ..
1
Together,f and F, aS given by (1) and (2), are commonly referred to as the com¢exFm
transform pair.
The Fourier cosine and sine integral pairs [Eqs. (20) and (21), Sec. 9.1] can also~"""'.
as pairs of mutually inverse transforms. For reasons of symmetry. this is usually done bt ~
the numerical factor 2/ 1r in A(w) and B(w) into two.equal factors and ass,gnmg ~_,,,
• · '".factor to~
integral
pair in the pair. The cosine integral pair ·then becomes
· the ·so-called Founer
· cosme u=
(5a)
/(t) == {i;_ f 00 Fc(w) cos wt dw
Fe(w) =~
7T
r o
f(t) cos wt dt
J even
f(I) = ~ 7T
r 0
F,(w) sin wt dw J odd
F,(w) /2 Joo
= \J-:;;, f(t) sin wt dt
0
··1.ak. .llli.c
2 . _....,4:58 ~ = ~A(w)
,. ,, _- lflTEG'~)IID~rvvth '."··-= e:
sin:
co· ·: tra:ns~
form~pa ~ - (5 ) an d Eq . (7a) th
ir ~~~~(?.~=- =-- - - - - - -
inverse F ~u ; function
F (w) . 56 3
th :s fo rm of J( t), an d f(t ) is the
18
er cosine t;a knoWn
/' In bo
tra ns fo rm at io n CZFc, l'lsforrn of as !he F .
tra h Fo ur ie r co sin e F (cv) ou oe r
cosine th at is, in
(111S of t e c ;
) gf - , = ~( w ) (b
te (a ) ;ffec ff( I) ] r [f'.:.(<.v)] === /(t )
(8) (l b) . the F
F.( {JJ) in th e sin e tra ns fo rm paIiir (6 ) an d Eq . JS
ouner s·
. •
or m of F( w) 1 in_e transtor
fun cti on s
ur
•
ie r sm e tr an s ter ms of the
T he . h in ve rs e Fo s • n
Fo er sin e Iran
un ni ofJen
t) is t e sfo a-.
and J( Tin
. n <!fs•
tJO f(t )
(a ) ~A f( t) ] = F's(w) (b) CZF; '[fr(w)J ===
1: [ 1:
The complex
2), Se c. 9.1:
Fo uri er integral pa ir, Eq s. (11) an d (1
The complex
f(t ) = J 00
-00
C(w)eiwr dw
[C om pa re Eq s. (7 )
an d (8), Sec. 8.5.]
,
= - 1 Jae f(t )e -iw r dt
C(w)
21r -ac ,
(1 6) , Se c. 9.1:
Fo uri er integral, Eq s. (15a), (1 5b ], an d
The Standard
00
[A (w ) cos w t+ B(w)
sin wt] dw
/(t ) =[
0
). and
Jae, /(t ) sin wt dt
1 [C om pa re Eqs. (1). ( 10 2
A(tu) : ..!. J"" f(t) cos wt dt B(w) = - (11), with d = -p . Se c. 8- -1
.,,.
- . an d
11' -ac ,
'lnepoUrier ·
Sec. 9.1:
COsme integraJ, Eq. (18),
/ even
00
F ( l )e ,w 1
d
l
2 7T(( - w) - x.
as asserted. t
_l_
a
r
- co
f(z)e - ;w,la dz= >[f(z)]_wla = >( :)
The change of_ scale property is a1so
established in the same way. . valid for both the cosine and sine transformations and •
1HEOIEM 4 (Time Shifting)
:,i[J(I - lo)] = r
-oo
f(z)e-;w<<+•~ dz = ,-;,.,,, J~
-oo
f(z),-;w , dz
In words, the time-shifting theorem says that translating a function an amount lo in ' :
domain results in the transfonn of the function being multiplied by e-iwr • Conversely, as athIOO"'
0
~
recovering_a functi_on from its transfonn, Theorem 4 asserts that if a transform contains in""''
the form e ~". us mverse can be found by first deleting the factor e - ,w,,, then finding ·tbe a factc, l
the remaining factor, and finally translating that inverse an amount equal to lo,
Since the transform F(w) can be Written in the complex fonn
where r(w)
0 is the magniludc and O(w) is the polar angle of F(w), it f0Uows <ha< trans . g/lfl5ll
amount t in the lime domain adds -w,
0 to the argument of F(w); that is,
laun
2024.03.\1 8 il~:59.
,-lfJ ra.-Sf~MS
-dlP ,,_ ,cncY Shifting ) 1f wo is a real constant, then
J.-, ,,.- (frcQL 567
,fll'"'r fO-E~ 5
/ Ttf ~ lei'<>o'.f(t)l = g; lf(t)J,.,__,. ,.,_,.,0 = F(w - Wo)
By definition.
« p~OOf
t ~ t It I It t
EDI
I t I t t I I I t I I I I I I I I I t I I I I I I t t t • t t t t t I t I I I I I t I t t t I I I I I I I I I I I I I I I I t 1 1 1 1 1 1 1 1
I I I I I I t t I I I I I It I t I t' t
The method f ·
o Partial fractions then gives
- a + ((11 + al__l
F(w ) =~ I 2a - w '2a + w +((II + 0 ) ! ] _ _ l_ [ ~ 'tJ - a) 2 +
8a 1 a2 + (w - a)2 I + a2 + (w + al -
I
,
21(111 I- ,1
l 8aJ a'2 + (w - o) a
1
l
·- I l l ,.,a I 2a I - li(1u - aL, . . - ! rl1,; 1-,1l '
- -8 3 - ~ + - - - - - - - : : - 7·•- - -
a 2 a 2 + (w - a) 2 I- ((tJ - (I ) l 1~ 1 ti
u 2 + (o> + a) 2
•
2 21 tr .
'
·•~t, 1'
Ac · ,t t,1;1,"
cording to b T· . . . hi· 1.,~l pull \
. .. . . o ll't u1s 111~1dl l
' able 9.2, and Theorem 5, the inverse ol the 111st iw
1 flt 1,11 l
{ - ()
2e (' _1 11/e /111 ::: ('Ill COS (I{
, - zl'
g (t) ={ l - ti( ill( L 1 11/l' 1111 ::- {' 111 ' l)S (I{
() - 1
2e e · ir ~t' (.; •
_u ".'°".HfflS OF FOU111 ~
we obtain
, = -a
Noting that/ (O)
and solving for Fc(w),
f; a
F.C(W ) = -'TT Q2 + w2
-w 2F,(
., w) + /2 wf(O) = a2Fs(w)
Y-;;
/2 w
F_,(w) = Y-;; a2 + w2
. .th he transfonn e, Table 9.2.
........... ........................................... . .. .................. ......... . .................. , • , .... ., ........
which agrees w1 I
F'(w) = :?F[-iif(t)]
f PROOF By definition,
F(w) = f-oc
00 J(t)e-iwr dt
and F' (w) = _:!_ [J oe f(t)e-iwt dt]
dw -oo
F'(w) = f-co
00 [-iif(t)]e-iwr dt = :?F[ -itj(t)] t
~-
~[if(t)] == iF'(w)
2024.03.18 1.'4:59. f ,_
11• r•ANSfOIIIII"
,.r4o FoU• are b
f(t) and successive integral powers of
1
S71
_..-~-'s s can be continued. leading to the form la solute\y inte
h products of
ua grabJe
I'
fll"".. as t e d·ng proces n
J\S 1ong the prece • 0
c-oe, c:,:;) , ~[t''.f(t)] = i"F 1"l(w)
( J 2) •••••••••••••••••••••••••••••••••••••••••••••••••••••• ••••
•••• = + b.,.
.••••.. •• •• • •• ••• • •
I - a a
nd k ~ O an integer. find the Fourier transfor •• · ··· ··············
rn of the funcr, on
a.::. 0. b rea. ~
for
g(I) -
_ {o' -,
,< O
f~e- 0 < I
.f<r) = {o-,
e·
I< 0
O<r
is given by
I"' = - - -
F(w) = fo
x 1
e~ e-iw, dr = -----
ela+(/,-.w)i11
Z. - IW O iw - z
Clear IY, g -- 1k'f· Hence ' using (12) and the easily derived relation
we have
_,,.,, ............................................................................................................... .
In Sec. 2.9 we considered a particular combination of two functions called their convolution.
This concept, when extended to functions with more general domains, has many practical applica-
tions and is of fundamental importance to our further study of the Fourier transformation .
In rnan
tot given iyprobiems, a = 0, in which case we have the unilateral co
03)
(J * g )(/) = I ()
I .f(,.\)g(t - ,.\) dA
9.3 PROPERTIES Of FOURIQ
"-Al!Sf~
. ·r (-oc, oc) given by
uuoo ove
1:11 coovo l
577
If a -
__
00
, we obtain
. the bi11:1tcr
(f*g)(t) -
_ I ,;:,
. (P·
f(A)g(/ - A) dA
~
'
Wt is natural to ask 1f the P tly concerned with , we find that 1f two functi on J
t u~ t k d we arc presen and
h
integrals. which arc the ,n '
are repre~ented by I J C/., G(w)ei<,,, dw
g(l) == -
and 2'1T
f( t) === !_ r )C f(w)e;w, dw -½
21T -"'
.
th dummy variable w in the first integral by A and in the second inteoraJ-
then, upon rep Iactng e . o
µ,, the product off and g has the representation
f(t)g(t) == ~ f"'
4~ -00
F(A)e;>.t dA f- oo
00 G(µ,)e;,_,.r dµ,
Because the dummy variables are now different, we can write the product of the integrals ai ;1
repeated integral
j
f(t)g(t) == 4~2 Joo Joo
-oo -oo F(A)G(µ,)ei(Hµ.)1 d.A dµ,
f(t)g(t) = j
~2
Joo Joo F(.A)G(w - .A)eiwr dA dw
4 -oo -oo
_ } Joo [
- 21r -oc
j
1r
Joo
-oc F(.A)G(w - .A) dA ]e;w, dw
2
1
The sLructure of the last expre .
bilaleral convolution of the ssiofn shows that the quantity in brackets, narnd),11
1rans orms F( ) d f l't ui, ►
?..
on the left; that is, · w an G(w), is the Fourier trans on
Ji( I)g(t)
1
?Jilf(t)g(t) I = -27T J"" F(A)G(w - .A) d.A = --
I fl£tl) * GlLtl)
~ ')
_ 'TT
2024.03.18 1~:59.
~ -~ -
f()C.llllfll fllJNSfOllllilS
f (t) 1•s real, both i and the real variable Tenter only through th .
,h 1 when . . b . d e product l't H
u,a
13 )..'.e the conJ
•ugate of F(T) by replacing L Y - L, an subsequently replace b enCJ!. 1f 111~
7 Y - -r w h
nchanged. In other words, whatever the argument may bf' F( ) _ -F ' e ave lef· the
ansfom1 u - . ~, ,. - (- -r) I
tr ' F ( _ w) = F(w - T). The convolution of F(T) with itself can the f be n Paricu ..:r.
then. r re ore wntten
F(w)F(w - -r) dw
Now from this result and the frequency convolution theorem, we have
,,------ 27T
1
9f[/ (t)] = -F(T) * F(T) = - I
21r
J 00
-oo
F(w)F(w - T) dw
Joo-oo
2
f (t) dt =-
27T
1 Joo
-oo
F(w)F(w) dw
th
But e product of any number, real or complex, and its conjugate is the square of the ~c~,cli:t.:
value of the number. Hence the last equation yields
Joo
-oo
f 2 (t) dt =-
27T
1 Joo
-00
r 2 (w) dw
~
I • ()
f(t) { ' I , ()
In thi
s Particular case
r •''Ill, - 1.
2
- ,autrlElt Tl~1n: · · .. · · · .. .. .. .. . - - - - - - - --
-:--- -
,_.. ~ ·· wo factors of the last product are, respective) · · ·
S7S
..- '
,. BY •·
fable 9.2, the t
g(t) = e-21
t< O
0< t
{o and
y' the Fourier tr
h(t)::: {O t <0
ansfonns f
o the functions
e- 3,
0< t
. are identically zero for t < 0. Hence, by Corollary 1
h of which , Theorem 10
bOl
J(t) = L
e-2Ae-J<r-AJ dA = e-3,
o
eA dA = {O
, the r .
J'
t :s O equ,red inverse is
o e- 2, - e- 3,
0 :s t
·····························································
,..~•~: inversef(t) of the Fourier transfonn F(w) = [4a sin kw)Jw(a'
Fin .d d by Theorem 10, we express the given transform as the product ), a> 0.
+·~:· ·················•. , , , ,
Gui e
2a ) (eikw_e-ikw)(
~--(2sinkw)(
w a 2
+ w2
=--- 1w
~)
a2 + w2
• --
.th == k and a = b = 1, we see from f, Table 9.2, that the inverse of th e tilfSt factor .in F(w) is
W1 1
g(t) = {o 1
ltl > k
ltl < k
From b, Table 9.2, the inverse of the second factor is
eat ts; 0
h(t) ={ e-a,
t~0
r
Hence, by Theorem 10,
J(t) = r -oo
g(A)h(t - A) dA =
-k
h(t - A) d!.
-k -a a at
2. ltl s k: f(t) =
f
I
-k
e-a(t->..) dA + I
t
k
ea(t-A)
e-at
dA == -;-[eaAJ'-1r - -;[e
e -aAJk
,
3
' t ?!:. k: f(t) =
f k
a
e-a(1->..) dA
-at
= _e_ [ea>. t-k == ~ e
2 sinh ak -at
-k a
Finally . . e transform
'combming cases, we have for the required mvers
2 sinh ak a1
---e
a
f(t) = ~ (J
,,,.
....
,,,,
2 sinh ak -a1 ,,,,
~ ----e ,,,,
•~ a ···········••'
I I I I I I I I I
....................... • I f I I I I I I f I I
9.3 PROPIRTilS Of FOURIER llAN
. SF<llll$
27T -a<:
h Ids for the given function f
Hence Parse val' s theorem o •••••••••• • ••••••••••••••••••••••••••••.•• , •, ,
········· ' '"
· · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · ·............ ved the frequency convolution theorem, we can multi
In essenua . 11 Yth e same way that we pro tablish the following companion. theorem. .
ply the integrals o! two transfonns to es .
. C t·on) The inverse of the product of two transforms 1s the convolu-
TMEOREM 10 (Time onvoIu 1
tion of their inverses; that is,
~r'[F(w)G(w)] = f "" f(A)g(t - A) dA = f(t) * g(t)
- OC>
This theorem is often useful for finding the inverses of transforms which can be resolvedinto
factors whose inverses we know. However, when the inverses of the individual factors arefunc-
tions which are identically zero for t < 0, the bilateral convolution appearing in the statement ci
Theorem 10 must be replaced by the unilateral convolution.
To see why this is so, we first note that if f and g are functions which are trivial fort< 0, ilicl
their bilateral convolution reduces to
f(t) * g(t) = r 0
f(A)g(t - A) dA
r
'
~ - I [F(w)G(w)) = f(A)g(t - A) dA ,/
,,, ...........
................. 0
........ .
,,,• '
·················· ······ ······· ····· .... , .. ' ... .... .... ····· ... ··························""
'
Find a particular integral of the equation
th
1
y' + 3y' + 2y == f(t)
if
f(•) = l~ \t\ < l
\t\ > \
. In as isgiven
tat1on, problem, f <)(23),
by Eq. tS theSec.
pulse9.lfunction
, is we studie<i in detai \ in Sec 9. I. and ,is Founon•.<P?
f(t) == -
2 f"" -sin w cos wt dw
7T O w
Hence die given "luation can be wnnen tn the fonn
(J)
ne -
u,
·mi•nit-•--•
I
r---~
--......, r-uuu
i~!fy .
-
~ d
d/ bldividuat
of /(I)
111
~
f ,uent:1~s
,n "'
7T O
"",,_..
-ALS AIID
-oo < r :s - 7r
t, _,l == {~,n r - 1r :s r :s
1r s r <
7T (c) Prove Caroll
(d) Prove Corollary '\, Theorem 6
/l 0
-oo < rs
00
- 1r
17. If F(w) i~ lhc
ff lJ'
;y ~•
oun er
·1hcorem 6
.,. f(s) dt ) - r tran~forrn
i..l
JIil == {~qn
0
rl
- 7r S I S
7r S f <oo
7T 18. Show that P; - ·.(c,J)/iw
?Iex, .i.e., Whenrsevat ~ thcor .
(1f /rri, ih
r,,,, '~ .,
f(I) ::: em ,~al~o l
If f,(t) + if',(I) rue\1/hcn/ ,
f clions an d Theorem 6 to find the inverse of ' ff 1111 F,r ' c '11-
;ir11al ra
, l ti: r r transfom1
F(cu) of Ex ample 2. ,t ,h,,,.., Ih11
I ff [f(t)] ::: F(w
founc .
11-t • a and w given by == ) then ?, -
I L<t .,u,e ,denlllY
10
4a 4 + w4 Then apply Theo [fr,ll"' Fr
19 L
· ct P be a unit rern 8 to h
t e Proctuc · ~,o,
~ and Theorem 10 lo find
-.-- - a)"][a" + (w + ai · I
pulse function be t/(rJ/ flJ"' 11
twee 11 _ 1 . rr
00
F(r)G(-r) dr. Hint: Suit-
20. Using the definitions of E .
l\erc1se 19, show that
a;y specialize Theorem 8.
(b) [f(r)g(-1) dt
ably specialize Theorem 8.
= 21r t: F(r)G(r) dr. Hint: Suit-
~[ nhr, ( )]
e PI
l
"' - S(w - n.r)
7i
I"'
transform of a single pulse defined betv.een - l a:.~ 1by
sin z sin (w - z) 1r sin w a Fourier series in either complel\ exponenual er ral L- i·
ILShow tha1 -----dz== - - - onometric form.
-« z w- z w
11 UsmgTheorem 10, find the inverse of each of the follow- 21. If J(t) is a pulse defined between - I and I b) c1L".:r ot
~ Fourier transforms. the equivalent series
(a) - . I _
(a +iw)2 (b) - - ------;;- 2, (an cos n1rt + bn sin n1rt) or
OU11ng Theorem (a+ iw) 3 n=O
e·3.., 10, find the inverse o~ F(w) =
use the results of faercise 20 to sho11 thJt {J l "•:
~ -Check your result by using a different 1rF(n1r) + F(-n1r), (b) bn = i7if(n rrl - f t-n~,• ~~
kltlonution of F(w). (c) Cn = 1rF(n1r), where f(w) is the Founer tr.1.,,,,rn
FIQd the
inverse of each of the following transforms. the pulse. f - , ~ ,~u b• b
. f f the unctmn 11 1. 1
la)~2iw 8 + 4· 22. Is the Founer trans onn o . ·o rne trJn,1,1n11 ~, LI!<
(I+ , ~ (b) !W Table 9.2, the same us the Founer ~ '
2
l1a1 If 'W)_( + iw)2 (1 + iw)2(3 + iw)2 following function? Why?
/(I) IS tde t' 11
lo n •ca) Y
•~)and iff'( zero for 1 < O and continuous on ll
I · t' "'
(1) = I .....
lhJ, '6how th l tsThat least piecewise continuous on
g
or lhl' t1111l~ II JI(
tr.Ill
tt ~ [f"
f(l) = f~lll (lll1f 1,,/ ,
lilt 0~1;P'°Priate conditions, what is (I) ]1 l , 1.1lu~ iii/,
l~c' ll"
~•
II ~t ,,.. itry I , Theorem 6. nnd show that
l l11rg1'1 lIl l ,J J
'-Ul"Ol111n, 2 , l ,~ I . l'rl'l}llt'lld(' ii.\:
-, , fhcorern 6. COllCC llll'lltl'\
llfOlltld t \(
l l '\\
II u1.il J
---- J), 11(,111(,'
+1.
tin . .- - - - - - - )/11 11111/ 111 ft11/ t-/c•(l(II
C P~tcuJar
n problem~. 'f'a/1kv oj r/r1• 1"111wr/011 (.11,1 11
llnb ctge, Ma&s. , will be of co11 \idl·nthll' lu:lp .
576 I Hint: What is the antideriv .
~ atrveor lhe
of 1hiS (c ) (iw + I)
,11corcrn~
EXfltCISf5 I 1 11sc 1hc . fu11clions rransform?
if Ex11111p c . , is of 1hc
I G,.,c11 rhc rc~11lr < Fouiicr 1r1111sfon1 e '"'Hint: Factor the denom 1 ·nator
• 10 find rhc (d) ~ . . . and
,cc11nn . : 9. 10. . find rhc
,h()\\ 11 111 J ,g. I , ~cell Oil, F( w) == F,(w) + tF;(w) 1s the Fourieq .
of 111s • 5 (a) I f . h . . 'd . ransfo
id 1hcorc111.~ sfonns. · f ction/(t) wh1c 1s I ent1cal ly zero bc,orc r rrn 0r
ll"np rhc 1ran~fpr111~ n,, lio" ing Fouiicr 1ra11. a un . , use pa
f cnd1 of rhc o ,,,,, show that F,(w) rs the trans:orm o_f onc-ha1r,/ '0, 7
• . •
!:_.- • [he fo
11 11r1,cn ,sion of /(I) and that 1F;(w) 1s the t Ceve
1, :"" (b) -;;T2 + itu) ex tcl . ransfo 0
rm of
2. (M) .1( I ➔ 1/u) _,,., one-half the odd extension of /(1). s. use th
('
,,,.. (b) Whal are the functions represented, rcspc .
I - t' (d) 27r( I + iiu)( 2 + itv) . . ctrvcJy b
the real and the imaginary terms in th c lransi, y
(C) 2. + ll•'
- \u,J
J /(a + iw)? 0 rin [a2 +(
e
r f:'-tw1l
of the f . the jnve
(e) ~
(f) J+Ziw
6. (a) Show that the Fourier transform unc1, 00
- 2fo>
9, Show ~h
---
(•IL I
e
w i ~in (h) - wi + 4iw + 3 -ex;,< I :S 0
(g)~
iw
1:-~
Os1 s; 77
3· (a) (iw
I
(b) (iw + I )(iw + 2) 7TSt< oo
+ I )(iw + 2) (b)
e-iw Hint: Inte
(c) iw +
I
i
(d) iw+2 I + e -i1rw use Theor
I -
is F(w) = 10. If F(w) an
e-2,w 21r I - w2
of f(t) andl
(e) (iw
sin (w -
4. ( a ) - - - -
+ 3)2
w-2
2)
(b)--
sin (w/2)
w
(b) Using the result of Part a, find the Fourier lransfoa
of each of the following functions
(a) 1: f(tl)
ably sp
FIGUIE 9.10
(b) 1:
ably spe
J(t)
ll U.1 lI . •ho_,~ j
(11) llder th .
-2 )
Cb) ~'ve Ce app
-I ·1 ·rove OrolJ
2 I 0 C:orolJ