Properties of the Fourier Transform

Properties of the Fourier Transform Reference:

Sections 2.2 - 2.3 of

Professor Deepa Kundur

University of Toronto
S. Haykin and M. Moher, Introduction to Analog & Digital
Communications, 2nd ed., John Wiley & Sons, Inc., 2007. ISBN-13
978-0-471-43222-7.

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Properties of the Fourier Transform

The Fourier Transform (FT) Importance of FT Theorems and Properties

Z ∞ I We live in the time-domain.

−j2πft
G (f ) = g (t)e dt I However, sometimes viewing information signals or system
Z−∞
∞ operation as function of time does not easily provide insight.
g (t) = G (f )e +j2πft df I The Fourier transform converts a signal or system representation
−∞
to the frequency-domain, which provides another way to
visualize a signal or system convenient for analysis and design.
Notation:

g (t)
G (f ) I The properties of the Fourier transform provide valuable insight
G (f ) = F [g (t)] into how signal operations in the time-domain are described in
g (t) = F−1 [G (f )] the frequency-domain.

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 Properties of the Fourier Transform Properties of the Fourier Transform

Importance of FT Theorems and Properties FT Theorems and Properties

LTI System Property/Theorem Time Domain Frequency Domain
Notation: g (t)
G (f )
g1 (t)
G1 (f )
g2 (t)
G2 (f )
impulse response Linearity: c1 g1 (t) + c2 g2 (t)
c1 G1 (f ) +c2G2 (f )
1
Dilation: g (at)
|a|
G fa
Conjugation: g ∗ (t)
∗
G (−f )
Duality: G (t)
g (−f )
LTI System Time Shifting: g (t − t0 )
G (f )e −j2πft0
Frequency Shifting: e j2πfc t g (t)
RG (f − fc )
∞
Area Under G (f ): R ∞g (0) = −∞ G (f )df
Area Under g (t): −∞ g (t)dt = G (0)
frequency response d
Time Differentiation: g (t)
j2πfG (f )
R t dt 1
Time Integration : −∞ g (τ )dτ
j2πf
G (f )
R∞
Modulation Theorem: R ∞ g1 (t)g2 (t)
G
−∞ 1 (λ)G 2 (f − λ)dλ
I For systems that are linear time-invariant (LTI), the Fourier Convolution Theorem: R−∞ g1 (τ )g2 (t − τ )dτ
G1 (f )G2 (f )
∞ ∗
transform provides a decoupled description of the system Correlation Theorem: −∞Rg1 (t)g2 (t − τ )dt
G (f )G2∗ (f )
∞ 2 dt
R ∞1 2
Rayleigh’s Energy Theorem: ∞ |g (t)| = ∞ |G (f )| df
operation on the input signal much like when we diagonalize a
matrix.
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Properties of the Fourier Transform Properties of the Fourier Transform

Dilation Property Dilation Property

1
 
f Let τ = at. Assume for now a > 0 and finite.
g (at)
G Three things must be changed:
|a| a
1. integrand: substitute t = τ /a.
2. limits: for t = ∞, τ = ∞; for t = −∞, τ = −∞.
Proof: Let h(t) = g (at) and H(f ) = F[h(t)].
3. differential: dτ = adt or dt = dτ /a.
Z ∞
H(f ) = h(t)e −j2πft dt
Z−∞ ∞ ∞
Z Z
∞ −j2πft dτ
H(f ) = g (at)e g (τ )e −j2πf τ /a
dt =
= g (at)e −j2πft dt −∞ −∞ a
−∞ Z ∞  
1 f 1 f
= g (t)e −j2π( a )t dt = G
a −∞ a a
Idea: Do a change of integrating variable to make it look more like
G (f ).
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 Properties of the Fourier Transform Properties of the Fourier Transform

Dilation Property Dilation Property

For a < 0 and finite, all remains the same except the integration
limits: Therefore,
1. integrand: substitute t = τ /a.  1 f


 +aG a
a>0
1
 
f
2. limits: for t = ∞, τ = −∞; for t = −∞, τ = +∞. H(f ) = = G
3. differential: dτ = adt or dt = dτ /a. |a| a
− 1a G f


a<0

a
Therefore,
Z ∞ Z −∞ for a 6= 0, and
−j2πft dτ
H(f ) = g (at)e dt = g (τ )e −j2πf τ /a
 
a 1 f
−∞ +∞ h(t) = g (at)
H(f ) = G
Z ∞   |a| a
1 f 1 f
= − g (t)e −j2π( a )t dt = − G
a −∞ a a

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Properties of the Fourier Transform Properties of the Fourier Transform

Inverse Relationship Inverse Relationship

 
1 f
g (at)
G AT sinc(fT)
|a| a T larger Arect(t/T)
AT
A
I A stretch in the time (or frequency) domain by a given factor a t
-4/T -2/T 2/T 4/T
f
leads to a compression in the frequency (or time) domain by -T/2 T/2 -3/T -1/T 0 1/T 3/T

same same factor a.

I There is also a corresponding amplitude change in the frequency T smaller Arect(t/T) AT sinc(fT)
domain.
A AT
I This is needed to keep the energies of the signals in both
-2/T 2/T
domains equated (from Rayleigh’s Energy Theorem): t f
-T/2 T/2 -1/T 0
1/T
Z ∞ Z ∞
|g (t)|2 dt = |G (f )|2 df
∞ ∞

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 Properties of the Fourier Transform Properties of the Fourier Transform

Time-Bandwidth Product Time-Bandwidth Product

time-duration of a signal × frequency bandwidth = constant
time-duration of a signal × frequency bandwidth = constant

I manifestation of the inverse relationship

AT sinc(fT)
T larger Arect(t/T)
AT
I the constant depends on the definitions of duration and
A bandwidth and can change with the shape of signals being
t
-4/T -2/T 2/T 4/T
f
considered
-T/2 T /2 -3/T -1/T 0 1/T 3/T
duration
null-to-null I It can be shown that:
bandwidth 1
time-duration of a signal × frequency bandwidth ≥ 4π
with equality achieved for a Gaussian pulse.

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Properties of the Fourier Transform Properties of the Fourier Transform

Time Shifting Property Time Shifting Property

Let τ = t − t0 where t0 ∈ R. Three things must be changed:
1. integrand: substitute t = τ + t0 .
g (t − t0 )
G (f )e −j2πft0 2. limits: for t = ∞, τ = ∞; for t = −∞, τ = −∞.
3. differential: dτ = dt.

Proof: Let h(t) = g (t − t0 ) and H(f ) = F[h(t)]. Z ∞ Z ∞

−j2πft
Z ∞ Z ∞ H(f ) = g (t − t0 )e dt = g (τ )e −j2πf (τ +t0 ) dτ
−j2πft
H(f ) = h(t)e dt = g (t − t0 )e −j2πft dt Z−∞ −∞
∞
−∞ −∞
= g (τ )e −j2πf τ · e −j2πf t0 dτ
−∞
Z ∞
Idea: Do a change of integrating variable to make it look more like −j2πf t0
= e g (τ )e −j2πf τ dτ = e −j2πf t0 G (f )
G (f ). −∞

∴ g (t − t0 )
G (f )e −j2πft0
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 Properties of the Fourier Transform Properties of the Fourier Transform

Time Shifting Property Time Shifting Property

I G (f )e −j2πft0 results in a change of phase only of G (f ).
Magnitude:
I Recall, that the phase of the FT determines how the complex
−j2πft0 −j2πft0
|G (f )e | = |G (f )| |e | =
| {z }
|G (f )|
| {z } sinusoid e j2πft lines up in the synthesis of g (t).
=1 no mag change

Phase:
I A delayed signal g (t − t0 ), requires all the corresponding
∠[G (f )e −j2πft0 ] = ∠[|G (f )|e j∠G (f ) e −j2πft0 ] sinusoidal components {e j2πft } for −∞ < f < ∞ to be delayed
= ∠|G (f )| +∠G (f ) + ∠e −j2πft0 by t0 thus changing their individual absolute phases.
| {z }
=0
= ∠G (f ) − 2πft0
| {z }
phase change!

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Properties of the Fourier Transform Properties of the Fourier Transform

Convolution Theorem Convolution Theorem

Z ∞
g1 (τ )g2 (t − τ )dτ
G1 (f )G2 (f )
−∞
Z ∞
Proof: Let H(f ) = G1 (f )G2 (f ). h(t) = G1 (f )G2 (f )e j2πft df
From the synthesis equation: Z−∞
∞ Z ∞ 
0 −j2πft 0 0
Z ∞ Z ∞
= G1 (f ) g2 (t )e dt e j2πft df
h(t) = H(f )e j2πft
df = G1 (f )G2 (f )e j2πft df Z−∞
∞ Z ∞
−∞
0
−∞ −∞
= G1 (f )g2 (t 0 )e j2πf (t−t ) dt 0 df
−∞ −∞
From the analysis equation, substitute in:
Z ∞
Idea: Substitute for the integrating variable t 0 .
0
G2 (f ) = g2 (t 0 )e −j2πft dt 0
−∞

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 Properties of the Fourier Transform Properties of the Fourier Transform

Convolution Theorem LTI Systems and Filtering

0
Let τ = t − t .
Z ∞ Z −∞ LTI System
h(t) = G1 (f )g2 (t − τ )e j2πf τ (−dτ )df
Z−∞ ∞
∞ Z ∞ impulse response
j2πf τ
= G1 (f )g2 (t − τ )e dτ df
Z−∞
∞
−∞
Z ∞  LTI System

j2πf τ
= g2 (t − τ ) G1 (f )e df dτ
−∞ −∞ frequency response
Z ∞ Z ∞
= g2 (t − τ )g1 (τ )dτ = g1 (τ )g2 (t − τ )dτ I The convolution theorem provides a filtering perspective to how
−∞ −∞
a linear time-invariant system operates on an input signal.
I The LTI system scales the sinusoidal component corresponding
Z ∞ to frequency f by H(f ) providing frequency selectivity.
∴ g1 (τ )g2 (t − τ )dτ
G1 (f )G2 (f )
−∞

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Properties of the Fourier Transform Properties of the Fourier Transform

Conjugation Property and Conjugate Symmetry Conjugate Symmetry

g ∗ (t)
G ∗ (−f )
G (f ) = G ∗ (−f )
|G (f )| = |G ∗ (−f )| = |G (−f )|
If g (t) is real (i.e., not complex), then we can say: ∠G (f ) = ∠G ∗ (−f ) = −∠G (−f )

g (t) = g ∗ (t) Therefore,

F[g (t)] = F[g ∗ (t)]
|G (f )| = |G (−f )| mag is EVEN
G (f ) = G ∗ (−f )
∠G (f ) = −∠G (−f ) phase is ODD
That is, G (f ) obeys conjugate symmetry.
for real time-domain signals. 

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