The Fourier Transform Derivation Assume that we have a generalized, time-limited pulse centered at t = 0 as shown below. f(t) 1.2 A 1 0.8 0.6 0.4 0.2 0 -30 -2T -25 -20 -15 -T -10 -5 00 5 10 15 T 20 25 30 2T The Fourier Transform of this pulse can be developed by starting with a periodic version of this pulse where the original pulse now repeats every T seconds. fT(t) 1.2 A 1 0.8 0.6 0.4 0.2 0 -30 -2T -25 -20 -15 -T -10 -5 0 5 10 15 T 20 25 30 2T Note: lim f T (t ) f (t ) T J. N. Denenberg February 6, 2016 Fourier Transform Page 2 fT(t) is periodic with period T so we can express it by its exponential Fourier series as fT (t ) F n n jn 0 t * where T 1 2 Fn fT (t ) * jn 0 t dt T T 2 and 0 2 T Now let’s make a small change in notation 1. n = n*0 2. F(n) = T*Fn We now have 1 fT (t ) F ( n ) * T n T j n t Fn and 2 f T T (t ) * j n t dt 2 The sum can be rewritten as fT (t ) 0 2 F ( n ) * j n t n ) * j n t n or fT (t ) 1 2 F ( n Taking the limit as T lim fT (t ) f (t ) T 0 1 2 lim F ( n ) * T n But 0 = 2/T so for large T let 0 f (t ) 1 2 lim F ( n ) * T n or since T J. N. Denenberg j n t j n t 0 and the limit becomes implies that 0 and the sum, in the limit, becomes an integral February 6, 2016 Fourier Transform f (t ) 1 2 F ( ) * Page 3 j t d and F ( ) f T (t ) * j t dt This pair of equations defines the Fourier Transform 1. F() is the Fourier Transform of f(t) 2. f(t) is the inverse Fourier Transform of F() 3. F() is also called the Spectral Density of f(t) as it describes how the energy of the original pulse is distributed as a function of frequency (in radians per second) I use a backwards upper case script “F” to denote taking the Fourier Transform of a function and the same symbol with a “-1” superscript to denote taking the inverse Fourier Transform. J. N. Denenberg February 6, 2016 Fourier Transform Page 4 Example 1 Take the Fourier Transform of the single-sided exponential f(t)=U(t)*exp(-at) 2 1.5 1 0.5 0 -2 -1 0 1 2 3 4 5 -0.5 -1 F ( ) U (t ) * at jt dt F ( ) at jt dt 0 F ( ) ( a j )t dt 0 F ( ) 1 * ( a j )t | 0 a j F ( ) 1 a j Note that the Fourier Transform is complex. It has a magnitude and a phase. The magnitude is found by multiplying it by its complex conjugate and taking the square root. F ( ) 1 1 * a j a j F ( ) 1 a 2 2 2 F ( ) 2 1 a 2 2 J. N. Denenberg This is the magnitude February 6, 2016 Fourier Transform Page 5 Now find the phase. First, find the real and imaginary parts. F ( ) 1 a j F ( ) 1 a j * a j a j F ( ) a j a j 2 2 2 2 2 a a a 2 Therefore the real part is ReF ( ) a a 2 2 and the imaginary part is ImF ( ) a 2 2 The phase is then given by ImF ( ) tan 1 a ReF ( ) tan 1 Note: The ArcTan function of your calculator can lie! Its answers always fall between ±90 (±π/2) and the real answer can be in one of the other two quadrants. You should draw a picture to adjust your result as required. J. N. Denenberg February 6, 2016 Fourier Transform Page 6 Singularity Functions We run into special functions when taking the Fourier Transform of functions that have infinite energy. The first of these special functions is the Delta Function (t ) lim G (t ) Where G(t) is any function from the set of all functions having the properties 1. G (t )dt 1 2. For all t 0 lim G (t ) 0 Sifting Property of the Delta Function Integrating the product of the Delta Function with a “well-behaved” function results in “sampling” the “well-behaved” function at the time that the Delta Function goes to infinity. Or f ( t 0 ) if b f (t ) * (t t 0 a t 0 b )dt a 0 eleswhere Proof Use Integration by parts b b U (t )dV (t ) U (t )V (t ) V (t )dU (t ) b a a a Let U(t) = f(t) and dV(t) = (t-t0)dt b b f (t ) * (t t 0 )dt f (t )U (t t 0 ) a f ' (t ) *U (t )dt b a a Case 1: a < t0 < b b f (t ) * (t t b 0 )dt f (b) 0 f ' (t ) * U (t )dt a t0 b f (t ) * (t t 0 )dt f (b) f (t ) t 0 )dt f (b) f (b) f (t 0 ) 0 )dt f (t 0 ) b 0 a b f (t ) * (t t a b f (t ) * (t t Q.E.D a Case 2: t0 < a or t0 > b b b f (t ) * (t t 0 )dt 0 0 0dt 0 Q.E.D a J. N. Denenberg a February 6, 2016 Fourier Transform Page 7 Example 2 Take the Fourier Transform of a constant f(t)=A 2 1.5 A 1 0.5 0 -2 F ( ) A j t -1 dt 0 1 2 -0.5 Here the integral can’t be directly computed, we have to approach it as a limiting case. Let’s replace the -1equals the constant as its parameter approaches zero, the constant with a parameterized function that double-sided exponential function: f (t ) A a t Now the Transform becomes: Fa ( ) A a t jt dt 0 0 at jt at jt A dt A dt Let u = - in the first integral 0 0 Fa ( ) A at j ( u )t dt A at jt dt From our first example this is: Fa ( ) A A 2 Aa 2 a j a j a 2 Now we need to take the limit as a J. N. Denenberg 0 to get F() February 6, 2016 3 Fourier Transform Page 8 F ( ) lim Fa ( ) a 0 2 Aa F ( ) lim 2 2 a 0 a 0 if 0 if 0 so this is a -function that goes to at = 0 if its integral is a constant. I 2A a 2 a d 2 Let a*x = a adx 2 a 1 x I 2A 2 1 dx 1 x2 I 2A 1 I 2 A * tan x I 2 A * 2 2 I 2A Therefore F 2A * J. N. Denenberg February 6, 2016 Fourier Transform Page 9 Exercises: 1: Find the Fourier Transforms for each of the two pulses 2 f 1(t) 1.5 t 1 0.5 0 -2 -1.5 -0.5 t -1 0 0.5 t 1 1.5 2t -0.5 -1 3 2.5 t 2 1.5 1 0.5 -2 -1.5 -1 t -0.5 0 0 t 0.5 1 1.5 2t -0.5 -1 J. N. Denenberg February 6, 2016 Fourier Transform Page 10 2: Find the transfer function for the simple RC low-pass filter 3: Determine the Fourier Transform of the RC low-pass filter output due to each of the pulses in part 1 4: Find the limit of each of the results in part 3 as t J. N. Denenberg 0 February 6, 2016 Fourier Transform Page 11 Properties of the Fourier Transform Symmetry Property If f(t) F() Then F(t) 2 f(-) Proof: 1 f (t ) 2 F ( ) * j t d j t d Therefore 2 * f t F Let u = and v = t 2 * f v F u juv du Now let = v and t = u 2 * f F t j t dt Therefore F(t) 2 f(-) And if f(t) is an even function F(t) 2 f() Linearity Property If f1(t) F1() And f2(t) F2() Then [a*f1(t) + b*f1(t)] [a*F1() + b*F2()] Proof: Results due to the linearity of integration J. N. Denenberg February 6, 2016 Fourier Transform Page 12 Scaling Property If f(t) F() Then for a real 1 F a a f(a*t) Proof: f a * t f a * t j t dt case 1: a > 0 Let x = a*t f a * t f x j a x 1 dx a j x 1 f a * t f x a dx a or f a * t 1 F a a case 2: a < 0 Again let x = a*t f a * t f x j a x 1 dx a (Note the limits are now backwards) j x 1 f a * t f x a dx a or f a * t 1 F a a Therefore including both cases f(a*t) 1 F a a Q. E. D. Note: The compression of a function in the time domain results in an expansion in the frequency domain and vice versa. J. N. Denenberg February 6, 2016 Fourier Transform Page 13 Frequency Shifting If f t F f t * Then j 0 t F 0 Proof: F f t * jt dt F 0 f t * j 0 t dt F 0 f t * * j 0t j t dt or F 0 f t * j 0 t Q. E. D. Note: The Modulation Theorem (very important in communications) Remember Euler’s Identities cosx jx jx 2 and sin x jx jx 2j therefore f t cosx f t * jx f t * jx 2 or f t cosx F 0 F 0 2 similarly f t sin x f t * jx f t * jx 2j or f t sin x j J. N. Denenberg F 0 F 0 2 February 6, 2016 Fourier Transform Page 14 Time Shifting If f t F Then f t t 0 F 0 * jt0 Proof: 1 f t 2 f t t0 f t t0 F * j t d 1 2 1 2 F * j t t 0 d F * j t 0 * j t d f t t0 F * j t 0 Q. E. D. J. N. Denenberg February 6, 2016 Fourier Transform Page 15 Time Differentiation and Integration If f t F Then d f t j F dt t And f d 1 F j Proof: First for differentiation (part 1) f t 1 2 F * j t d d f t d 1 dt dt 2 d f t 1 dt 2 d f t 1 dt 2 d f t 1 dt 2 F * d j t d F * dt d j t F * j * j t d j F * j t d or d f t j F dt J. N. Denenberg Q. E. D. for part 1 February 6, 2016 Fourier Transform Page 16 Now for integration (part 2) f t t 1 2 F * j t d f d 1 2 t F * j d d Interchanging the order of integration t 1 f d 2 t 1 f d 2 t f d 1 2 t j F * d d 1 F * j j t 1 j F * d j t d or t f d 1 F j J. N. Denenberg Q. E. D. for part 2 February 6, 2016 Fourier Transform Page 17 Frequency Differentiation If f t F jt n f t Then dn F dt n Proof: F f t * j t dt dn dn F f t * jt dt n n dt dt dn d n j t F f t * n dt dt n dt dn n F f t * jt jt dt n dt dn n F jt * f t * jt dt dt n or dn jt f t n F dt n J. N. Denenberg Q. E. D. February 6, 2016 Fourier Transform Page 18 The Convolution Theorem Definition: f1 t f 2 t the convolution of two functions f1 t and f1 * f 2 t d f2 t is defined as: f * f t d 2 1 Time Convolution If f1 t F1 And f 2 t F2 Then f1 t f 2 t F1 * F2 Proof: F f t * j t dt Therefore f1 t f 2 t j t t f1 t f 2 t f1 * f 2 t d dt f1 f 2 t * jt dt d t Let u = t - in the inner integral f1 t f 2 t t f1 t f 2 t t f1 f 2 u * j u du d u f1 j f 2 u * ju du d u Since the inner integral is no longer a function of , it can be brought out as a constant and this leaves f1 t f 2 t f 1 t j d * f u * 2 ju du u or f1 t f 2 t f1 * f 2 u Q. E. D J. N. Denenberg February 6, 2016 Fourier Transform Page 19 Frequency Convolution If f1 t F1 And f 2 t F2 Then f1 t * f 2 t 1 F1 F2 2 Proof: Same method as for time convolution J. N. Denenberg February 6, 2016