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L11_ct_fourier_transform(lecture)

The document covers the topic of Continuous-Time (CT) Fourier Transform in the context of signals and systems, comparing Continuous-Time Fourier Series (CTFS) with Discrete-Time Fourier Series (DTFS). It discusses the properties of DT Fourier series, the derivation and application of the CT Fourier transform for aperiodic signals, and the conditions under which the Fourier transform can be applied. Additionally, it addresses the frequency response of linear time-invariant (LTI) systems and summarizes key concepts related to Fourier analysis.

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6 views

L11_ct_fourier_transform(lecture)

The document covers the topic of Continuous-Time (CT) Fourier Transform in the context of signals and systems, comparing Continuous-Time Fourier Series (CTFS) with Discrete-Time Fourier Series (DTFS). It discusses the properties of DT Fourier series, the derivation and application of the CT Fourier transform for aperiodic signals, and the conditions under which the Fourier transform can be applied. Additionally, it addresses the frequency response of linear time-invariant (LTI) systems and summarizes key concepts related to Fourier analysis.

Uploaded by

김진요
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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EE202

EE202
SIGNALS & SYSTEMS

L11. CT Fourier Transform


Reading: Section 3.8, 4.1-4.2
Instructor: Prof. Heejin Ahn

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Original lecture notes are written by Prof. Young-Gyu Yoon
EE202

CTFS vs. DTFS

Continuous-time Discrete-time
Eigenfunction

Synthesis equation

Analysis equation

Fourier series
Not necessarily periodic Periodic with N
coefficient 𝑎𝑘

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Example. DT Square wave

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Properties of DT Fourier series


• Similar to CT Fourier series

• Linearity:
• Time shift:
• Frequency shift:
• Multiplication:
• Periodic convolution:

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• Conjugate symmetry
• Even:
• Odd:

• Parseval’s relation:

Interpretation: the total average power in a periodic signal = the sum of the average powers in all of its
harmonic components
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L11. CT Fourier transform


• We have shown that Fourier series are useful in analyzing periodic signals, but
many (most) signals are aperiodic.
Need a more general tool – Fourier transform

Fourier’s own derivation of the CT Fourier transform


• 𝑥(𝑡) – an aperiodic signal
– view it as the limit of a periodic signal at 𝑇 → ∞
• The harmonic components are spaced 𝜔0 = 2𝜋/𝑇 apart,
as 𝑇 → ∞ and 𝜔0 → 0, then 𝜔 = 𝑘𝜔0 becomes continuous
• Therefore, Fourier series ➔ Fourier integral
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Extension of FS to aperiodic signal


• An aperiodic signal can be thought of as a periodic signal with infinite period.
• Let 𝑥(𝑡) represent an aperiodic signal

• Periodic extension:

• Then,
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• Represent 𝑥𝑇 (𝑡) by its Fourier Series

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• Let’s see what happens if we increase T

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Become denser in 𝜔
as 𝑇 increases

become continuous
as 𝑇 → ∞
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• As 𝑇 → ∞, discrete harmonic amplitudes 𝑇𝑎𝑘 → a continuum

black envelope

Fourier transform of 𝑥(𝑡)

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Derivation of Fourier transform


• From Fourier series

𝑥𝑇 𝑡 = 𝑥(𝑡) in this interval

𝑇→∞

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• Inverse Fourier transform

As 𝑇 → ∞, ∑𝜔0 → ∫ 𝑑𝜔, and 𝑘𝜔0 = 𝜔, we get the CT FT pair

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Fourier Transform Referred to as “Fourier Transform” or “spectrum” of 𝑥(𝑡)

• Fourier transform (analysis)

• Inverse Fourier transform (synthesis)

Cf) Fourier series


• Analysis

• Synthesis

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For what kinds of signals can we do CTFT?


• It works even if 𝑥(𝑡) is infinite duration, but satisfies:
1. Finite energy

In this case, there is zero energy in the error

2. Dirichlet conditions. In this case,


1)

2) Gibb’s phenomenon

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3. By allowing impulses in 𝑥 𝑡 or in X(𝑗𝜔), we can represent even more signals.

E.g., It allows us to consider FT for periodic signals.

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Examples
• 𝑥 𝑡 = 𝛿(𝑡)

• 𝑥 𝑡 = 𝛿(𝑡 − 𝑡0 )
Linear phase shift in 𝜔

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• Exponential function: 𝑥 𝑡 = 𝑒 −𝑎𝑡 𝑢 𝑡 , 𝑎>0

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CT Fourier transforms of periodic signals


• Suppose

Periodic in 𝑡 with frequency 𝜔0

That is, All the energy is concentrated


in one frequency 𝜔0

More generally, if 𝑥 𝑡 = 𝑥(𝑡 + 𝑇), then Discrete spectra

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• Example

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Revisiting eigenfunctions of LTI systems

𝐻(𝑗𝜔): CT Frequency response

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Frequency response

CT Frequency response = The Fourier transform of ℎ(𝑡)

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Let’s put the meanings together

: “amplitude and phase” of harmonics 𝑒 𝑗𝜔𝑡 in 𝑥(𝑡)


: eigenvalue for 𝑒 𝑗𝜔𝑡
: “amplitude and phase” of harmonics 𝑒 𝑗𝜔𝑡 in 𝑦(𝑡)

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Summary
• Properties of DTFS
• Extension of FS to aperiodic signals
• Derivation of Fourier transform
• CT Fourier transforms of periodic signals
• Frequency response

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