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Chapter 4: Fourier Transform

Introduction

The Fourier series is a powerful tool for analyzing periodic signals, but many real-world signals are aperiodic (non-periodic). To analyze these signals, we extend the Fourier series to create the Fourier Transform. This chapter introduces the Fourier Transform and demonstrates how it emerges naturally from the Fourier series as the period approaches infinity.

From Fourier Series to Fourier Transform

The Fourier series is limited to periodic signals. To analyze aperiodic (non-periodic) signals, we extend the Fourier series by letting the period T0.

Intuition: As the period increases, an aperiodic signal can be viewed as a periodic signal with infinite period. The fundamental frequency ω0=2π/T0 becomes infinitesimal, and the discrete line spectrum becomes a continuous spectrum.

Derivation:

Starting from the Fourier series:

x(t)=k=+ckejkω0t

where

ck=1T0T0/2T0/2x(t)ejkω0tdt

Substituting ck into the series:

x(t)=k=+[1T0T0/2T0/2x(τ)ejkω0τdτ]ejkω0t=12πk=+[T0/2T0/2x(τ)ejkω0τdτ]ejkω0tω0

As T0:

  • ω0=2π/T0dω (becomes infinitesimal)
  • kω0ω (discrete frequencies become continuous)
  • k=+()ω0+()dω (sum becomes integral)
  • Integration limits: ±T0/2±

This yields:

x(t)=12π+[+x(τ)ejωτdτ]ejωtdω

Fourier Transform Pair

Definition: Fourier Transform and Inverse Fourier Transform

For an aperiodic signal x(t), the Fourier Transform is:

X(ω)=F{x(t)}=+x(t)ejωtdt

and the Inverse Fourier Transform is:

x(t)=F1{X(ω)}=12π+X(ω)ejωtdω

We write: x(t)FX(ω)

Notation:

  • X(ω) is called the spectrum or frequency spectrum of x(t)
  • ω is the angular frequency in rad/s
  • Alternatively, using f in Hz: X(f)=+x(t)ej2πftdt

Properties of the Fourier Transform

Proposition: Basic Properties

For real signals x(t):

  • Conjugate symmetry: X(ω)=X(ω)
  • Even magnitude: |X(ω)|=|X(ω)|
  • Odd phase: X(ω)=X(ω)

Proposition: Linearity

ax1(t)+bx2(t)FaX1(ω)+bX2(ω)

Proposition: Time Shift

x(tt0)Fejωt0X(ω)

Proposition: Frequency Shift (Modulation)

x(t)ejω0tFX(ωω0)

Proposition: Time Scaling

x(at)F1|a|X(ωa)

Proposition: Differentiation in Time

dx(t)dtFjωX(ω)

Proposition: Convolution

x(t)y(t)FX(ω)Y(ω)

Proposition: Parseval's Theorem

+|x(t)|2dt=12π+|X(ω)|2dω

Representation: Continuous Spectrum

Unlike the Fourier series which produces a discrete line spectrum, the Fourier Transform produces a continuous spectrum.

Definition: Magnitude and Phase Spectrum

For a signal x(t) with Fourier Transform X(ω):

  1. Magnitude Spectrum: |X(ω)| - shows the amplitude of each frequency component
  2. Phase Spectrum: X(ω) - shows the phase shift of each frequency component

Key Differences from Fourier Series:

AspectFourier SeriesFourier Transform
Signal TypePeriodicAperiodic
SpectrumDiscrete (line spectrum)Continuous
Frequency Variablekω0 (discrete)ω (continuous)
Coefficientsck (dimensionless)X(ω) (has units)
RepresentationSum over harmonicsIntegral over frequencies

Interpretation:

  • X(ω) represents the density of frequency components at frequency ω
  • The magnitude |X(ω)| shows how much of frequency ω is present in the signal
  • The phase X(ω) shows the phase relationship of each frequency component
  • Energy is distributed continuously across the frequency spectrum
  • Wider signals in time → narrower spectra in frequency (time-bandwidth relationship)

Visualization Example:

The continuous spectrum is typically visualized as a continuous curve rather than discrete lines. For real signals, the magnitude spectrum is even and the phase spectrum is odd.

Continuous spectrum representation

The figure illustrates a continuous spectrum for an aperiodic Gaussian pulse. Unlike the discrete line spectrum of periodic signals, the Fourier Transform produces a continuous frequency distribution. The magnitude spectrum (middle) shows the even symmetry property for real signals, and the phase spectrum (bottom) shows the odd symmetry. Notice that energy is distributed continuously across all frequencies, not just at discrete harmonics.

Fourier Transform of Periodic Signals

An interesting and important case occurs when we apply the Fourier Transform to a periodic signal. Although periodic signals have infinite energy and do not satisfy the standard conditions for the existence of the Fourier Transform, we can still define their Fourier Transform using the Dirac delta function (impulse function).

This establishes a direct connection between the Fourier Series (Chapter 3) and the Fourier Transform (Chapter 4).

Theorem: Fourier Transform of a Periodic Signal

Consider a periodic signal x(t) with period T0 and fundamental frequency ω0=2π/T0. From Chapter 3, we know that x(t) can be expressed as a complex exponential Fourier series:

x(t)=k=+ckejkω0t

where the Fourier series coefficients are:

ck=1T0T0/2T0/2x(t)ejkω0tdt

The Fourier Transform of x(t) is:

X(ω)=2πk=+ckδ(ωkω0)

Interpretation:

  • The Fourier Transform of a periodic signal consists of impulses (Dirac delta functions) located at the harmonic frequencies kω0
  • The weight (area) of each impulse is 2πck, where ck is the Fourier series coefficient from Chapter 3
  • This converts the discrete line spectrum (Fourier Series) into a distribution of impulses (Fourier Transform)
  • The line spectra from Chapter 3 (plot of |ck| vs k) corresponds directly to the impulse magnitudes in the Fourier Transform
Demonstration

Starting from the Fourier Series:

We know that:

x(t)=k=+ckejkω0t

Taking the Fourier Transform of both sides:

X(ω)=F{k=+ckejkω0t}

By linearity of the Fourier Transform:

X(ω)=k=+ckF{ejkω0t}

Fourier Transform of a Complex Exponential:

We need to find F{ejω0t}. Using the frequency shift property and the fact that F{1}=2πδ(ω):

F{ejω0t}=2πδ(ωω0)

More generally:

F{ejkω0t}=2πδ(ωkω0)

Final Result:

Substituting back:

X(ω)=k=+ck2πδ(ωkω0)=2πk=+ckδ(ωkω0)

This shows that the Fourier Transform of a periodic signal is a train of impulses at the harmonic frequencies, with weights proportional to the Fourier series coefficients.

Connection to Chapter 3:

Recall from Chapter 3 that the line spectrum represents:

  • Magnitude spectrum: Plot of |ck| versus k (or versus kω0)
  • Phase spectrum: Plot of ck versus k (or versus kω0)

The Fourier Transform representation gives us:

  • Impulses at frequencies ω=kω0
  • Impulse weights 2πck (or magnitude 2π|ck| and phase ck)

These are equivalent representations: the line spectrum shows discrete values at integer k, while the Fourier Transform shows impulses at the corresponding angular frequencies kω0.

Example: Square Wave

Consider the square wave from Chapter 3, Example 1, with Fourier series:

x(t)=k=+ckejkω0t

where for odd k: ck=2Ajkπ and for even k0: ck=0, and c0=0.

The Fourier Transform is:

X(ω)=2πk odd2Ajkπδ(ωkω0)=k odd4Ajkδ(ωkω0)

This shows impulses at ω=±ω0,±3ω0,±5ω0, with amplitudes decreasing as 1/k.

Visualization:

Fourier Transform of periodic signals - connection to Fourier Series

The figure compares the Fourier Series representation (line spectra from Chapter 3) with the Fourier Transform representation (impulses) for a periodic square wave. The top panel shows the periodic signal in time. The middle panel shows the discrete line spectrum from Chapter 3 (magnitude |c_k| versus k). The bottom panel shows the corresponding Fourier Transform with impulses at ω = kω₀, demonstrating that the two representations are equivalent: line spectra show discrete coefficients while the Fourier Transform shows impulses at the corresponding frequencies.

Key Points:

  1. Periodic signalsDiscrete spectrum (impulses at harmonics)
  2. Aperiodic signalsContinuous spectrum
  3. The Fourier Series coefficients ck from Chapter 3 directly determine the impulse weights in the Fourier Transform
  4. As T0 (signal becomes aperiodic), the impulses merge into a continuous spectrum
  5. This connection shows that the Fourier Series is a special case of the Fourier Transform for periodic signals

Examples

Example 1: Rectangular Pulse (Porte)

Consider a rectangular pulse of width τ and amplitude A:

x(t)={A|t|<τ/20|t|>τ/2

This is also written as x(t)=Arect(t/τ) where rect(t) is the rectangular function.

The Fourier transform is:

X(ω)=Aτsinc(ωτ2π)=Aτsin(ωτ/2)ωτ/2

or equivalently:

X(ω)=Aτsin(ωτ/2)ωτ/2
Demonstration

Compute the Fourier transform:

X(ω)=+x(t)ejωtdt=τ/2τ/2Aejωtdt=A[ejωtjω]τ/2τ/2=Ajω(ejωτ/2ejωτ/2)

Using Euler's formula: ejxejx=2jsin(x)

ejωτ/2ejωτ/2=2jsin(ωτ/2)

Therefore:

X(ω)=Ajω(2jsin(ωτ/2))=2Asin(ωτ/2)ω=Aτsin(ωτ/2)ωτ/2

This can be written as:

X(ω)=Aτsinc(ωτ2π)

where sinc(x)=sin(πx)πx (normalized sinc function).

Key observations:

  • X(0)=Aτ (the DC value is the area under the pulse)
  • The spectrum has zeros at ω=±2πn/τ for n=1,2,3,
  • The first zero crossing occurs at ω=2π/τ
  • Narrower pulse (smaller τ) → wider spectrum (inverse relationship)
  • The spectrum decays as 1/ω for large ω

Visualization:

Rectangular pulse and its Fourier Transform

The figure shows rectangular pulses of different widths (τ = 0.5, 1.0, 2.0) and their corresponding Fourier transforms. The transform is a sinc function with zeros at ω = ±2πn/τ. Key observation: narrower pulses (smaller τ) have wider spectra, demonstrating the inverse time-frequency relationship. The first zero crossing moves further from the origin as the pulse becomes narrower.

Example 2: Exponential Decay (One-Sided)

Consider a one-sided exponential decay:

x(t)={eatt00t<0,a>0

The Fourier transform is:

X(ω)=1a+jω
Demonstration

Compute the Fourier transform:

X(ω)=+x(t)ejωtdt=0+eatejωtdt=0+e(a+jω)tdt=[e(a+jω)t(a+jω)]0+

For a>0, the exponential vanishes at infinity:

=1a+jω(01)=1a+jω

Magnitude and phase:

|X(ω)|=1a2+ω2X(ω)=arctan(ωa)

Key observations:

  • The magnitude spectrum is a Lorentzian (decreases as 1/ω for large ω)
  • At ω=0: |X(0)|=1/a
  • At ω=a: |X(a)|=1/(2a) (half-power point)
  • Faster decay (larger a) → narrower spectrum

Visualization:

Exponential decay and its Fourier Transform

The figure shows exponential decays with different decay rates (a = 0.5, 1.0, 2.0) and their Lorentzian magnitude spectra. The half-power point occurs at ω = a, marked with dashed lines. Faster decay in time (larger a) leads to a wider spectrum in frequency, but the spectrum is still more concentrated at low frequencies. The Lorentzian shape is characteristic of exponential decay signals.

Example 3: Gaussian Pulse

Consider a Gaussian pulse:

x(t)=Aet2/(2σ2)

The Fourier transform is also Gaussian:

X(ω)=Aσ2πeσ2ω2/2
Demonstration

The Fourier transform of a Gaussian is well-known and can be computed using the property:

+eax2+bxdx=πaeb2/(4a)

Starting with:

X(ω)=+Aet2/(2σ2)ejωtdt=A+et2/(2σ2)jωtdt

Complete the square in the exponent:

t22σ2jωt=12σ2(t2+2jσ2ωt)=12σ2[(t+jσ2ω)2+σ4ω2]=(t+jσ2ω)22σ2σ2ω22

Therefore:

X(ω)=Aeσ2ω2/2+e(t+jσ2ω)2/(2σ2)dt

Using the substitution u=t+jσ2ω and the Gaussian integral:

+eu2/(2σ2)du=σ2π

We get:

X(ω)=Aσ2πeσ2ω2/2

Key observations:

  • The Fourier transform of a Gaussian is also a Gaussian (self-reciprocal)
  • Wider pulse (larger σ) → narrower spectrum (smaller 1/σ in frequency)
  • This demonstrates the uncertainty principle: ΔtΔω constant
  • Gaussian has the minimum time-bandwidth product

Visualization:

Gaussian pulse and its Fourier Transform

The figure shows Gaussian pulses with different widths (σ = 0.5, 1.0, 2.0) and their Gaussian Fourier transforms. This is a remarkable property: the Fourier transform of a Gaussian is also a Gaussian (self-reciprocal). The time-frequency duality is clearly visible: wider pulses in time (larger σ) produce narrower spectra in frequency. Gaussians achieve the minimum time-bandwidth product, making them optimal for localization in both domains simultaneously.

Example 4: Amplitude Modulated (AM) Signal

Consider an amplitude modulated signal where a carrier at frequency ωc is modulated by a message signal:

x(t)=A(1+mcos(ωmt))cos(ωct)

where:

  • A is the carrier amplitude
  • m is the modulation index (0 ≤ m ≤ 1)
  • ωm is the message frequency (low frequency)
  • ωc is the carrier frequency (high frequency, ωc>>ωm)

The Fourier transform is:

X(ω)=Aπ[δ(ωωc)+δ(ω+ωc)]+Amπ2[δ(ωωcωm)+δ(ωωc+ωm)+δ(ω+ωcωm)+δ(ω+ωc+ωm)]
Demonstration

Expand the signal:

x(t)=Acos(ωct)+Amcos(ωmt)cos(ωct)

Using the product-to-sum identity: cos(A)cos(B)=12[cos(AB)+cos(A+B)]

x(t)=Acos(ωct)+Am2[cos((ωcωm)t)+cos((ωc+ωm)t)]

The Fourier transform of cos(ω0t) is π[δ(ωω0)+δ(ω+ω0)].

Therefore:

X(ω)=Aπ[δ(ωωc)+δ(ω+ωc)]+Amπ2[δ(ω(ωcωm))+δ(ω+(ωcωm))+δ(ω(ωc+ωm))+δ(ω+(ωc+ωm))]

Key observations:

  • The spectrum has three components:
    • Carrier: at ±ωc
    • Lower sideband (LSB): at ±(ωcωm)
    • Upper sideband (USB): at ±(ωc+ωm)
  • The carrier amplitude is Aπ
  • The sideband amplitudes are Amπ2 (proportional to modulation index)
  • Bandwidth: 2ωm (centered at carrier frequency)
  • AM signal occupies frequency bands around the carrier

Visualization:

Amplitude modulated signal and its Fourier Transform

The figure shows AM signals with different modulation indices (m = 0.3, 0.6, 1.0). The time domain shows the characteristic amplitude variation following the message signal envelope. The frequency domain shows the three-component spectrum: a strong carrier component at ω_c and two sidebands at ω_c ± ω_m. As the modulation index increases, the sideband amplitudes grow relative to the carrier, carrying more information. The bandwidth is always 2ω_m regardless of the modulation index.

Example 5: Frequency Modulated (FM) Signal

Consider a frequency modulated signal:

x(t)=Acos(ωct+βsin(ωmt))

where:

  • A is the carrier amplitude
  • ωc is the carrier frequency
  • β is the modulation index (frequency deviation ratio)
  • ωm is the message frequency

Using the Jacobi-Anger expansion, the FM signal can be expressed exactly as:

x(t)=Acos(ωct+βsin(ωmt))=An=+Jn(β)cos((ωc+nωm)t)

where Jn(β) is the Bessel function of the first kind of order n.

The Fourier transform is:

X(ω)=Aπn=+Jn(β)[δ(ω(ωc+nωm))+δ(ω+(ωc+nωm))]

Properties of Bessel functions:

  • Jn(β)=(1)nJn(β) (for integer n)
  • n=+Jn2(β)=1 (power conservation)
  • For small β: J0(β)1, J1(β)β/2, Jn(β)0 for n2
  • For large β: significant sidebands up to nβ+1
Demonstration

The exact expansion using the Jacobi-Anger identity:

ejβsin(θ)=n=+Jn(β)ejnθ

Applying this to the FM signal:

x(t)=ARe{ej(ωct+βsin(ωmt))}=ARe{ejωctejβsin(ωmt)}=ARe{ejωctn=+Jn(β)ejnωmt}=An=+Jn(β)cos((ωc+nωm)t)

Each term Jn(β)cos((ωc+nωm)t) contributes a pair of impulses in the frequency domain at ±(ωc+nωm), leading to the Fourier transform expression above.

Key observations:

  • Narrowband FM: Similar spectrum to AM (carrier + 2 sidebands), but with phase relationships
  • Wideband FM: Multiple sidebands at ωc±nωm, amplitudes decay according to Bessel functions
  • Bandwidth (Carson's rule): BW2(β+1)ωm
  • Larger β → wider bandwidth but better noise immunity
  • FM provides better signal-to-noise ratio than AM

Visualization:

Frequency modulated signal and its Fourier Transform

The figure shows FM signals with different modulation indices (β = 0.5, 2.0, 5.0). For narrowband FM (β = 0.5), the spectrum is similar to AM with a carrier and two sidebands. As β increases (wideband FM), multiple sidebands appear at ω_c ± nω_m, with amplitudes following Bessel function profiles. The bandwidth increases with β according to Carson's rule: BW ≈ 2(β + 1)ω_m. This demonstrates the frequency-domain trade-off in FM: wider bandwidth provides better noise immunity.