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Network Analysis

Chapter 3
Fourier Series and Fourier Transform
Chien-Jung Li
Department of Electronic Engineering
National Taipei University of Technology

In This Chapter
Periodic signal analysis Fourier Series
Non-periodic signal analysis Fourier Transform
We will start with some interesting voice
examples, and see the importance of spectral
analysis.
Very useful techniques based on symmetric
conditions make it easy for you to know the
spectral components of the periodic waveforms.

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Fourier Series
Fourier series represents a periodic signal as the
sum of harmonically related sinusoidal functions.
It means that any periodic signal can be
decomposed into sinusoids.
Example: Periodic function x (t )
1
 Fundamental frequency f1 =
T
x(t)
 Harmonics

-2T

-T

T
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2T

3T

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Joseph Fourier (1768-1830)


Fourier was born at Auxerre (now in the Yonne
dpartement of France), the son of a tailor. He was
orphaned at age eight. Fourier was recommended
to the Bishop of Auxerre, and through this
introduction, he was educated by the Benvenistes
of the Convent of St. Mark. Fourier went with
Napoleon Bonaparte on his Egyptian expedition in
1798, and was made governor of Lower Egypt and
secretary of the Institut d'gypte. He also
contributed several mathematical papers to the
Egyptian Institute (also called the Cairo Institute)
which Napoleon founded at Cairo, with a view of
weakening English influence in the East. After the
British victories and the capitulation of the French
under General Menou in 1801, Fourier returned to
France, and was made prefect of Isre, and it was
while there that he made his experiments on the
propagation of heat. (from WIKIPEDIA)
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Why Spectral Analysis


Spectral analysis provides you another perspective
on a signal.
Once we know the spectral components of a
signal, it becomes easier for us to process the
signal. For example, you can use the filtering
techniques to filter-out any frequency-component
you dont want.
Spectral analysis helps you to identify the
frequency components. (It is difficult to identify the
frequency components from looking at a time-domain waveform)

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Voices from Man and Woman


Time-domain waveform

Frequency-domain Spectrum

:
:

With Fourier analysis, one can easily


know the spectral components of a
signal.
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Lowpass Filtering

500Hz

500Hz

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Highpass Filtering

1 kHz

1 kHz

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Music Time : Crowd in the Palace

200Hz

200 Hz

1 kHz
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f
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Music Time : When Im Sixty-four

200Hz

600 Hz

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Listen to the Tones


100 Hz Tone

200 Hz Tone

500 Hz Tone

700 Hz Tone

1 kHz Tone

5 kHz Tone

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Sound of 1-tone and 2-tones


Time-domain waveform

Frequency-domain Spectrum
100 Hz

periodically repeat

100 Hz 200 Hz

periodically repeat

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Sound of 3-tones and 4-tones


Time-domain waveform

Frequency-domain Spectrum
100 Hz 200 Hz 500 Hz

periodically repeat

100 Hz 200 Hz 500 Hz


700 Hz

periodically repeat

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Sound of 5-Tones and 6-Tones


Time-domain waveform

Frequency-domain Spectrum
100 Hz 200 Hz 500 Hz
700 Hz
1 kHz

periodically repeat

100 Hz 200 Hz 500 Hz


700 Hz
1 kHz

periodically repeat

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5 kHz

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Feel that
Weve observed that the combination of
harmonically related sinusoids is periodically
repeating. On the other hand, we can also say
that any periodic waveform must be the
combination of harmonically related sinusoids.
When you see a periodic signal, you can know
that it is a combination of harmonically related
sinusoids and it has many spectral component
discretely appearing in the spectrum.
In this chapter, we firstly discuss the periodic
signal and use the Fourier series to analyze it.
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Periodic Square Wave


x(t)

T1

1
is the fundamental frequency
T1
n
nf1 =
is the harmonic frequency
T1 (n is integer)
f1 =

decomposition

X ( j )

f1

3f1

5f1

.etc
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Fourier Series Representations


There are three forms to represent the Fourier
Series:
 Sine-cosine form
 Amplitude-phase form
 Complex exponential form

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Sine-Cosine Form (I)


A periodic signal x (t ) is presented as a sum of sines and
cosines in the form:

x ( t ) = A0 + ( An cos n1t + Bn sin n1t )


n =1

where
1 = 2 f1 =
n1 = 2 nf1

2
T

n1t = 2 nf1t =

is the fundamental angular frequency in rads/s


is the nth harmonic frequency

2 nt
T

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Sine-Cosine Form (II)


Other than DC, there are two components appearing at a given
harmonic frequency in the most general case: a cosine term with an
amplitude An and a sine term with an amplitude Bn

1 T
area under curve in one cycle
A0 = x ( t )dt =
period T
T 0

An =

2 T
x ( t ) cos n1tdt ,

0
T

2 T
Bn = x (t ) sin n1tdt ,
T 0

is the DC term
(average value over one cycle)

for n 1 but not for n = 0


for n 1

(A complete cycle can also be noted


from T 2 ~ T 2 )

An =

2 T
2 T cos 2n1t cos ( 0 )
cos n1t cos n1tdt =
+
dt = 1

T 0
T 0
2
2

An =

2 T
2 T cos ( 2n 1) 1t cos (1t )
cos
n

1
t

cos
n
tdt
=
+

(
)

dt = 0
1
1
T 0
T 0
2
2

An =

2 T
2 T sin2n1t sin ( 0 )
sin
n
t

cos
n
tdt
=

dt = 0
1
1
2
2
T 0
T 0

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Amplitude-Phase Form
Sine-cosine form is presented with two separate components (sine
term and cosine term) at a given frequency, each of which has two
separate amplitude.
The sum of two or more sinusoids of a given frequency is equivalent to
a single sinusoid at the same frequency.
The amplitude-phase form of the Fourier series can be expressed as
either

x (t ) = C0 + Cn cos ( n1t + n )
n =1

or

x (t ) = C0 + Cn sin ( n1t + n )
where

n =1

C0 = A0

is the DC value

Cn = An2 + Bn2 is the net amplitude of a given component at frequency

nf1, since sine and cosine phasor forms are always


perpendicular to each other.
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Complex Exponential Form (I)


Eulers formula

Recall that weve learned


in Chapter 2.

e jn1t = cos n1t + j sin n1t


e

jn1t

e jx = cos x + j sin x

= cos n1t j sin n1t

e jx = cos x j sin x

e jn1t + e jn1t
cos n1t =
2
jn1t
e
e jn1t
sin n1t =
2j

e jx + e jx
cos x =
2
e jx e jx
sin x =
2j

Here n1 is called the positive frequency, and n1 the negative frequency


 From Eulers formula, we know that both positive-frequency e jn1t and negativefrequency e jn1t terms are required to completely describe the sine or cosine
function with complex exponential form.
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Complex Exponential Form (II)


The general form of the complex exponential form of the Fourier series
can be expressed as

x (t ) =

Xe

n =

jn1t

where Xn is a complex value

1 T
X n = x (t ) e jn1t dt
T 0
At a given real frequency kf1, (k>0), that spectral representation
consists of
X k e jk1t + X k e jk1t
where the negative frequency coefficient X-k is the complex conjugate of the
k
corresponding positive frequency coefficient Xk. X k = X

The first term is thought of as the positive frequency contribution, whereas the second is
the corresponding negative frequency contribution. Although either one of the two terms
is a complex quantity, they add together in such a manner as to create a real function, and
this is why both terms are required to make the mathematical form complete.
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Complex Exponential Form (III)


The coefficient Xn can be calculated from
1 T
X n = x (t ) e jn1t dt
T 0
it turns out that Xn can be also calculated directly from An and Bn of the
sine-cosine form. The relationship reads

Xn =

An jBn
,
2

for n 0

(X

= X n e jn = X n n

Even though An and Bn are interpreted only for positive n in the sinecosine form, their functional forms may be extended for both positive
and negative n in applying the above equation. Use ( X n = X n ) to determined
the corresponding coefficients for negative n.
The DC component X0 is simply
1 T
X 0 = x (t ) dt = A0 = C0
T 0
which is the same in all the Fourier forms.
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Example Conversion of the Forms


A certain periodic bandlimited signal has only three frequencies in its
Fourier series representation: dc, 1kHz, and 2kHz. The signal can be
expressed in sine-cosine form as
x ( t ) = 18 + 40cos ( 2000 t ) 30 sin ( 2000 t ) 24 cos ( 4000 t ) + 10 sin ( 4000 t )

Express the signal in (a) amplitude-phase form (b) complex exponential form
x ( t ) = 18 + C1 cos ( 2000 t + 1 ) + C2 cos ( 4000 t + 2 )

C0 = 18
C1 = 40 + j 30 = 5036.87
C2 = 24 j 10 = 26 157.38

x ( t ) = 18 + 50cos 2000 t + 36.87 + 26cos 4000 t 157.38


x ( t ) = 18 + 50 sin 2000 t + 126.87 + 26 sin 4000 t 67.38

50 j ( 2000 t +36.87 ) 50 j ( 2000 t +36.87 ) 26 j ( 4000 t 157.38 ) 26 j ( 4000 t 157.38 )


x ( t ) = 18 +
e
+
e
+
e
+
e
2
2
2
2
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Example Periodical Rectangular Wave (I)


Determine the Fourier series representation for the following waveform.
x (t )
A

A0 =

T
2

T
2

area under curve in one cycle AT 2 A


=
=
T
T
2
T

n1T

sin

n1T

cos
1

2
2 2
2A
2A
An = ( A cos n1t ) dt =
sin n1t =
T 0
n1T
n1T
0
T

2
2 2
2 A
2 A
Bn = ( A sin n1t ) dt =
cos n1t =
T 0
n1T
n1T
0
T

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Example Periodical Rectangular Wave (II)


Let n1T = 2 n
An =

2A
sin n = 0, for n 0
2 n

A
A
Bn =
(1 cos n ) = n
n
0
x (t ) =

for n odd
for n even

1 for n odd
cos n =

+1 for n even

A 2A
2A
2A
2A
+
sin 1t +
sin31t +
sin51t +
sin71t +
2
3
5
7

A
2A
= +
sin n1t
2 n =1 n
n odd

It is noted that the periodical rectangular wave only contains odd-numbered


spectral components.

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Example Periodical Rectangular Wave (III)


Exponential form
X 0 = A0 =

A
2
T

A
A
1 2 jn1t
A jn1 2
=
e jn1T 2 1 =
1 e jn )
X n = Ae
dt =
e
t
(
j 2n
j 2n
T 0
jn1T
0
T

=
Xn =

x (t ) =

DC

A
(1 cos n + j sin n )
j 2n
A
jA
=
jn
n

for n odd

A
A
A j 31t
A
A j 31t
j e j1t j
e
+ j e j1t + j
e

Positive frequency
contribution
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Negative frequency
contribution
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Frequency Spectrum Plots


2

A B
Xn = n + n =
2 2

An2 + Bn2 Cn
=
2
2

for n 0

X 0 = C0
One-sided amplitude frequency spectrum

Two-sided amplitude frequency spectrum

Cn

0 f1 2f1 3f1 4f1

Xn

4f1 3f12f1 f1 0 f1 2f1 3f1 4f1

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Example One-sided and Two-sided Spectra

50

One-sided amplitude frequency spectrum

26
18

0 Hz

1 kHz

2 kHz

Two-sided amplitude frequency spectrum

25

25
13
2 kHz 1 kHz

18

0 Hz
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13
1 kHz

2 kHz
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Spectra of Periodical Rectangular Wave


2A
A
2

One-sided amplitude frequency spectrum

2A
3

A
9

A
7

2A
7

2A
9

A
2

Two-sided amplitude frequency spectrum

A
5

2A
5

A
3

A
3

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A
5

A
7

A
9

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Fourier Series Symmetry Conditions

Even Function
Odd Function
Half-wave Symmetric
Full-wave Symmetric

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Even and Odd Functions (I)


Even function x ( t ) = x ( t )
One-sided forms have only cosine terms.

Odd function x ( t ) = x ( t )
One-sided forms have only sine terms.

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Even and Odd Functions (II)


Even function x ( t ) = x ( t )

Odd function x ( t ) = x ( t )

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Half-wave Symmetry Condition (I)


Half-wave Symmetry

T
x t + = x (t )
2

One-sided forms have both cosine and sine

Define that f=1/T is the fundamental frequency


of this waveform.

terms, and only odd-numbered harmonics


appear.
2T

T
T/2

3T/2

Shifts T/2

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Half-wave Symmetry Condition (II)

Half-wave Symmetry x t +

T
= x (t )

2
Cosine waveform is half-wave symmetric.
Shifts T/2
cosine
T/2
T

Sine waveform is half-wave symmetric.


sine

T/2
T
Shifts T/2
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Half-wave Symmetry Condition (III)


T
Half-wave Symmetry x t + = x ( t )
2

2nd harmonic (T2nd=T/2) is not half-wave


symmetric. (same for even-harmonics)
Shifts T/2

T/2

cosine
T

3rd harmonic (T3rd=T/3)is half-wave


symmetric. (same for odd-harmonics)
cosine
T/2
T
Shifts T/2

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Full-wave Symmetry Condition


Full-wave Symmetry

T
x t + = x (t )
2

One-sided forms have both cosine and sine


terms, and only even-numbered harmonics
appear.

T/2

3T/2

2T

Shifts T/2

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Homework
Explain why the one-sided form of a full-wave
symmetric signal has both cosine and sine
terms and only even-numbered harmonics
appear. (Please also carefully read the topic of full-wave
symmetry on page-591 in the textbook)

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Summary of Symmetry Conditions

Sine-cosine form:

x ( t ) = A0 + ( An cos n1t + Bn sin n1t )


n =1

Amplitude-phase form:

General

Even function
x ( t ) = x ( t )

n =1

Xe

n =

A jBn
Xn = n
,for n 0
2

An ( except n = 0 )
2 T
x (t ) cos n1tdt
T 0

X 0 = A0 = C0

Bn
2 T
x (t ) sin n1tdt
T 0

4
x ( t ) cos n1tdt
T 0
T 2

Xn

2 T2
x ( t ) cos n1tdt
T 0
2 j
T

4 T2
x ( t ) cos n1tdt
T 0

4 T2
x (t ) sin n1tdt
T 0

2 T2
x (t ) e jn1t dt

0
T

4
x ( t ) cos n1tdt
T 0

4
x (t ) sin n1tdt
T 0

2
x (t ) e jn1t dt

0
T

T 2

x (t ) sin n1tdt

Full-wave symm.
T
x t + = x (t )
2

T 2

T 2

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Comments

1 T
x ( t ) e jn1t dt

0
T

4 T2
x (t ) sin n1tdt
T 0

x ( t ) = x ( t )
T
x t + = x (t )
2

Cn = An2 + Bn2

n =1

jn1t

Odd function

Half-wave symm.

2
T

x (t ) = C0 + Cn cos ( n1t + n ) = C0 + Cn sin ( n1t + n )

Complex exponential form: x (t ) =

Condition

1 = 2 f1 =

T 2

One-sided forms have


only cosine terms. Xn
terms are real.
One-sided forms have
only sine terms. Xn
terms are imaginary.
Odd-numbered
harmonics only

Even-numbered
harmonics only

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Some Common Periodic Signals (I)


 Square wave

4A
1
1
1

cos

cos3

t
+
cos5

cos
7

t
+

1
1
1
1

3
5
7

 Triangular wave

8A
1
1

cos
t
cos3
t
cos5
t

1
1
1

9
25
2

 Sawtooth wave

2A
1
1
1

sin
t
sin2
t
sin3
t
sin4
t

1
1
1
1

2
3
4

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Some Common Periodic Signals (II)


 Half-wave rectified cosine

A
2
2
2

1
+
cos
t
+
cos
2
t

cos
4
t
+
cos
6
t

1
1
1
1

3
15
35
2

 Full-wave rectified cosine

2A
2
2
2

1
cos
2
t
cos
4
t
cos 61t
+

+
1
1

3
15
35

 Pulse wave

sin2 d
sin3 d
sin d

Ad 1 + 2
cos 1t +
cos 21t +
cos31t +
2 d
3 d
d

d=

T
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Period Becomes Infinite


x (t )

Xn

2T

3T

4T

5T
Xn

2T
Xn

Single pulse T

Xn

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Fourier Transform
The process of Fourier transformation of a time function is
designated symbolically as:
X ( f ) = FF x (t )

The inverse operation is designated symbolically as


x (t ) = F
F 1 X ( f )

The actual mathematical processes involved in these


operations are as follows:

X ( f ) = x (t ) e jt dt

= 2 f

x (t ) = X ( f ) e jt df

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Frequency Spectrum
The Fourier transform X(f) is, in general, a complex function
and has both a magnitude and an angle. Thus, X(f) can be
expressed as
X (f ) = X (f ) e

j ( f )

= X ( f ) ( f )

where X ( f ) represents the amplitude spectrum and ( f ) is


the phase spectrum.
A typical amplitude spectrum
X (f )

For the nonperiodic signal, its


spectrum is continuous, and, in
general,
it
consists
of
components at all frequencies
in the range over which the
spectrum is present.

f
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Fourier Transform Symmetry Conditions


The results indicate that for either an even or an odd
function, one need integrate only over half the total interval
and double the result.
Condition
General

Even function

x ( t ) = x (t )
Odd function

x ( t ) = x (t )

Xn

Comments

x (t ) e jt dt

2 x (t ) cos tdt
0

2 j x (t ) sin tdt
0

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One-sided forms have


only cosine terms. Xn
terms are real.
One-sided forms have
only sine terms. Xn
terms are imaginary.

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Example Rectangular Pulse


Derive the Fourier transform of the rectangular pulse
function shown.
x (t )
X (f )
Fourier
Transform

A for 2 < t < 2


x (t ) =
0 elsewhere

X ( f ) = 2 2 A cos tdt =
0

X ( f ) = A

sin f
f

2A

sin t

= 2 f

2
0

2A

sin

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Example Exponential Function


Derive the Fourier transform of the exponential function
given by
Ae t for t > 0 where > 0
x (t ) =
for t < 0

x (t )

Fourier
Transform

X (f )
A
f

t
X (f ) =

X (f ) =

Ae ( )
A
t j t
Ae e dt =
=0+
( + j ) 0
+ j
+ j t

2 + 2

( f ) = tan1

(f )

2 + ( 2 f )

2 f
= tan1

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Example Impulse Function


One property of the impulse function not considered earlier is

g ( t ) (t ) dt = g ( 0 )

where g(t) is any continuous function. Derive the Fourier


transform of the impulse function

F (t ) = (t ) e jt dt

F
FF (t ) = 1

(t )

Fourier
Transform

FF (t ) = 1
1

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Common Nonperiodic Waveforms


Rectangular pulse

Sawtooth pulse

x (t )

x (t )
A

X ( f ) = A

sin ( f )

Triangular pulse

X (f ) =

= A sinc ( f )

jA sin f j f

2 f f

Cosine pulse

x (t )

x (t )
A

sin ( f )
X ( f ) = A

X (f ) =
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2 A cos f
1 4f 2 2

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Fourier Transform Operation Pairs (I)


The notation indicates that x(t) and X(f) are corresponding
transform pair
x (t ) X ( f )
 Operation 1: Superposition principle

ax1 (t ) + bx2 (t ) aX 1 ( f ) + bX 2 ( f )

dx ( t )
j 2 fX ( f )
dt

 Operation 2: Differentiation

dx ( t )
F
= 2 fX ( f )
dt

FF x (t ) = X (f )

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Fourier Transform Operation Pairs (II)

 Operation 3: Integration

x (t ) dt

X (f )
j 2 f

t
X (f )
F x ( t ) dt =

2 f

F x (t ) = X ( f )

 Operation 4: Time delay

x (t ) e j 2 f X ( f )
x (t )

x (t )

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Fourier Transform Operation Pairs (III)


 Operation 5: Modulation e j 2 f t x (t ) X ( f f0 )
0

FF x (t ) e

F x ( t ) = X ( f )

f1

f1

j 2 f0t

= X ( f f0 )

f0 f1 f0 f0 + f1

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Fourier Transform Operation Pairs (IV)


 Operation 6: Time scaling x ( at ) X
a a
1

x (t )

FF x (t ) = X (f )
t

FF x (t ) = X (f )

x (t )
a >1

FF x (t ) = X (f )

x (t )
a <1
t

f
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Spectrum Roll-off Rate (I)


Spectral roll-off rate is an important factor that
can be used qualitatively in estimating the
relative bandwidths of different signals.
The basic way to specify the rolloff rate is a 1/fk
variation for a Fourier transform or a 1/nk
variation for a Fourier series, where k is an
integer. As k increases, the spectrum diminishes
rapidly. (a signal with a 1/f3 rolloff rate would normally have
narrower bandwidth than a signal with a 1/f2 rate)

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Spectrum Roll-off Rate (II)


Time functions that are relatively smooth (no
discontinuities) tend to have higher rolloff rates
and corresponding narrower bandwidths.
Time functions with discontinuities in the signal
tend to have lower rolloff rates and
corresponding wider bandwidths.
An example of a smooth signal is the sinusoidal
whose bandwidth is so narrow that it is only one
components. Conversely, a square wave has
finite discontinuities in each cycle, and its
spectrum is very wide.
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Spectrum Roll-off Rate (III)


Condition

RollRoll-off Rate
Fourier Transform

Fourier Series

No spectral roll-off

No spectral roll-off

x(t) has finite discontinuities

1
or -6dB/octave
f

1
or -6dB/octave
n

x(t) is continuous,
x(t) has finite discontinuities

1
or -12dB/octave
f2

1
or -12dB/octave
2
n

x(t) and x(t) are continuous,


x(t) has finite discontinuities

1
or -18dB/octave
3
f

1
or -18dB/octave
3
n

x(t) has impulses

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Department of Electronic Engineering, NTUT

Example Exponential Function


Derive the Fourier transform of the exponential function
given by
Ae t for t > 0 where > 0
x (t ) =
for t < 0

x (t )

Fourier
Transform

X (f )
A

t
Rolloff rate = -6dB/octave

x(t) has a finite discontinuity at t = 0

X ( f ) = Ae t e jt dt =
0

X (f ) =

2 + 2

( + j )t

Ae
A
=0+
( + j ) 0
+ j
A

2 + ( 2 f )

57/61

Department of Electronic Engineering, NTUT

Example Exponential Function


Derive the Fourier transform of the exponential function
given by
Ae t for t > 0 where > 0
x (t ) = t
for t < 0

Ae

x (t )
A

X (f )
2A

Fourier
Transform

t
Rolloff rate = -12dB/octave

x(t) has a finite discontinuity at t = 0

X (f ) = x (t ) e

jt

( j )t

dt = Ae e

( + j )t

jt

dt + Ae t e jt dt
0

Ae
Ae
A
A
2 A
+
=
+
= 2
( j ) ( + j ) 0 j + j + 2
58/61

Department of Electronic Engineering, NTUT

Example Impulse Function


One property of the impulse function not considered earlier is

g ( t ) (t ) dt = g ( 0 )

where g(t) is any continuous function. Derive the Fourier


transform of the impulse function

F (t ) = (t ) e jt dt

F
FF (t ) = 1

Fourier
Transform

(t )

FF (t ) = 1
No Roll-off

59/61

Department of Electronic Engineering, NTUT

Example Periodical Rectangular Wave (I)


Determine the Fourier series representation for the following waveform.
x (t )
A

A0 =

T
2

T
2

area under curve in one cycle AT 2 A


=
=
T
T
2
T

n1T

sin

n1T

cos
1

2
2 2
2A
2A
An = ( A cos n1t ) dt =
sin n1t =
T 0
n1T
n1T
0
T

2
2 2
2 A
2 A
Bn = ( A sin n1t ) dt =
cos n1t =
T 0
n1T
n1T
0
T

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Two-discontinuities in
one cycle 6dB/ Octave

Department of Electronic Engineering, NTUT

Example Periodical Rectangular Wave (II)


Let n1T = 2 n
An =

2A
sin n = 0, for n 0
2 n

A
A
Bn =
(1 cos n ) = n
n
0
x (t ) =

for n odd
for n even

1 for n odd
cos n =

+1 for n even

A 2A
2A
2A
2A
+
sin 1t +
sin31t +
sin51t +
sin71t +
2
3
5
7

A
2A
= +
sin n1t
2 n =1 n
n odd

x(t) has a finite discontinuity

Rolloff rate = -6dB/octave

61/61

Department of Electronic Engineering, NTUT

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