Continuous-Time Fourier
Transform
Signal Spectra and Signal Processing
ECE162
Introduction
Frequency-domain analysis is a tool of utmost importance in signal
processing applications. While time-domain analysis shows how a
signal changes over time, frequency-domain analysis shows how the
signal's energy is distributed over a range of frequencies. A
frequency-domain representation also includes information on the
phase shift that must be applied to each frequency component in
order to recover the original time signal with a combination of all
the individual frequency components.
Frequency-Domain
Analysis
Some frequency-domain mathematical tools include:
• Laplace Transform
• Fourier Analysis
Laplace Transform
Laplace transform is a frequency-domain mathematical tool
commonly used in simplified analysis of physical systems, such as
electrical networks, translation/rotational mechanical systems,
electromechanical systems and etc.
Laplace transforms are easier to use in modelling physical system
signals (i.e. voltage, current, displacement, rotational velocity, etc.)
because they can be described using differential equations.
Fourier Analysis
This is a mathematical tool used to decompose a complex signal
into its different frequency components. There are two types of
Fourier Analysis:
a. Fourier Series
Generally used to analyze infinite-duration periodic signals.
b. Fourier Transform
Generally used to decompose finite or infinite-duration
aperiodic signals.
Continuous-Time Fourier
Transform
A rather large class of signals, including all signals with finite energy,
can be represented through a linear combination of complex
exponentials. Whereas for periodic signals the complex exponential
building blocks are harmonically related, for aperiodic signals they
are infinitesimally close in frequency, and the representation in
terms of a linear combination takes the form of an integral rather
than a sum.
The resulting spectrum of coefficients in this representation is called
the Fourier transform.
Continuous-Time Fourier
Transform
Fourier reasoned that an aperiodic signal can be viewed as a
periodic signal with an infinite period. More precisely, in the Fourier
series representation of a periodic signal, as the period increases the
fundamental frequency decreases and the harmonically related
components become closer in frequency. As the period becomes
infinite, the frequency components form a continuum, and the
Fourier series sum becomes an integral.
Continuous-Time Fourier
Transform
The Fourier transform, 𝑋 𝐹 , of an aperiodic signal, 𝑥 𝑡 is
∞
𝑋 𝐹 = න 𝑥 𝑡 𝑒 −𝑗2𝜋𝐹𝑡 𝑑𝑡
−∞
𝑋 𝐹 is a function of the continuous variable 𝐹.
Inverse Fourier Transform
The integral relationship yields 𝑥 𝑡 when 𝑋 𝐹 is known is called the
inverse Fourier transform. This is described mathematically as
∞
𝑥 𝑡 = න 𝑋 𝐹 𝑒 𝑗2𝜋𝐹𝑡 𝑑𝐹
−∞
In summary, the frequency analysis of continuous-time aperiodic signals
involves the following Fourier transform pair:
Fourier Transform Pair in
terms of ω
The Fourier Transform pair can also be expressed in terms of ω (also
equal to 2𝜋𝐹) as shown below,
∞
𝑋 𝑗ω = න 𝑥 𝑡 𝑒 −𝑗ω𝑡 𝑑𝑡
−∞
1 ∞
𝑥 𝑡 = න 𝑋 𝑗ω 𝑒 𝑗ω𝑡 𝑑ω
2𝜋 −∞
Example
Determine the Fourier transform of a rectangular pulse signal
defined as
𝐴 𝑡 ≤ 𝜏/2
𝑥 𝑡 =ቊ
0 𝑡 > 𝜏/2
Solution
The graph of the given 𝑥 𝑡 is shown below,
Solution
𝜏 𝜏
The signal has a value only from − < 𝑡 < therefore, we will only
,
2 2
evaluate the integral within this range to find the Fourier transform
of 𝑥 𝑡 .
𝜏/2
𝑋 𝐹 =න 𝐴𝑒 −𝑗2𝜋𝐹𝑡 𝑑𝑡
−𝜏/2
𝑒 −𝑗2𝜋𝐹𝑡 𝜏/2
𝑋 𝐹 = −𝐴 อ
𝑗2𝜋𝐹 −𝜏/2
−𝐴 −𝑗2𝜋𝐹 𝜏/2
𝑋 𝐹 = 𝑒 − 𝑒 −𝑗2𝜋𝐹 −𝜏/2
𝑗2𝜋𝐹
Solution
𝐴 𝑒 𝑗𝜋𝐹𝜏 − 𝑒 −𝑗𝜋𝐹𝜏
𝑋 𝐹 =
𝜋𝐹 𝑗2
Recall that,
𝑒 𝑖𝜃 − 𝑒 −𝑖𝜃
sin 𝜃 =
2𝑖
So if 𝜃 = 𝜋𝐹𝜏
sin 𝜋𝐹𝜏
𝑋 𝐹 =𝐴
𝜋𝐹
Solution
Multiplying both numerator and denominator by 𝜏,
sin 𝜋𝐹𝜏
𝑋 𝐹 = 𝐴𝜏
𝜋𝐹𝜏
Note that the sinc function is defined as
sin 𝑥
sinc 𝑥 =
𝑥
Incorporating this to the Fourier Transform
sin 𝜋𝐹𝜏
𝑋 𝐹 = 𝐴𝜏 = 𝐴𝜏 sinc 𝜋𝐹𝜏
𝜋𝐹𝜏
Fourier Transform of a Rectangular
Pulse for Various Width Values
The graph of the Fourier Transform,
𝑋 𝐹 , and the aperiodic rectangular
pulse 𝑥 𝑡 is shown.
We note that the zero crossings of
𝑋 𝐹 occur at multiples of 1/ 𝜏 .
Furthermore, the width of the main
lobe, which contains most of the
signal energy, is equal to 2/𝜏.
Fourier Transform of a Rectangular
Pulse for Various Width Values
As the pulse duration 𝜏 decreases,
the main lobe becomes broader,
and more energy is moved to the
higher frequencies.
On the other hand, as the pulse
duration 𝜏 increases, the main lobe
becomes narrower, and more energy
is moved to the lower frequencies.
Example
Find the Fourier Transform of the CT signal
𝑥 𝑡 = 𝑒 −𝑎𝑡 𝑢 𝑡 𝑎>0
Solution
The unit step function is 1 at 𝑡 ≥ 0 and 0 when 𝑡 < 0. So,
𝑒 −𝑎𝑡 𝑡≥0
𝑥 𝑡 = 𝑒 −𝑎𝑡 𝑢 𝑡 =ቊ
0 𝑡<0
The Fourier Transform is
∞
𝑋 𝐹 = න 𝑒 −𝑎𝑡 𝑒 −𝑗2𝜋𝐹𝑡 𝑑𝑡
0
∞
𝑋 𝐹 = න 𝑒− 𝑎+𝑗2𝜋𝐹 𝑡
𝑑𝑡
0
Solution
∞
𝑋 𝐹 = න 𝑒− 𝑎+𝑗2𝜋𝐹 𝑡 𝑑𝑡
0
𝑒 − 𝑎+𝑗2𝜋𝐹 𝑡 ∞
𝑋 𝐹 =− ቤ
𝑎 + 𝑗2𝜋𝐹 0
1
𝑋 𝐹 =− 𝑒− 𝑎+𝑗2𝜋𝐹 ∞ − 𝑒− 𝑎+𝑗2𝜋𝐹 0
𝑎 + 𝑗2𝜋𝐹
1
𝑋 𝐹 =− 0−1
𝑎 + 𝑗2𝜋𝐹
Solution
1
𝑋 𝐹 =
𝑎 + 𝑗2𝜋𝐹
Or in terms of 𝜔 (= 2𝜋𝐹),
1
𝑋 𝑗𝜔 =
𝑎 + 𝑗𝜔
Example
Find the Fourier Transform of the CT signal
𝑥 𝑡 = 𝑒 −𝑎 𝑡 𝑎>0
Solution
The graph of the given 𝑥 𝑡 is shown below,
Solution
∞ 0 ∞
𝑋 𝐹 = න 𝑒 −𝑎 𝑡 𝑒 −𝑗2𝜋𝐹𝑡 𝑑𝑡 = න 𝑒 𝑎𝑡 𝑒 −𝑗2𝜋𝐹𝑡 𝑑𝑡 + න 𝑒 −𝑎𝑡 𝑒 −𝑗2𝜋𝐹𝑡 𝑑𝑡
−∞ −∞ 0
0 ∞
𝑋 𝐹 =න 𝑒 𝑎−𝑗2𝜋𝐹 𝑡 𝑑𝑡 + න 𝑒− 𝑎+𝑗2𝜋𝐹 𝑡 𝑑𝑡
−∞ 0
𝑒 𝑎−𝑗2𝜋𝐹 𝑡0 𝑒 − 𝑎+𝑗2𝜋𝐹 𝑡
∞
𝑋 𝐹 = ቤ − ቤ
𝑎 − 𝑗2𝜋𝐹 −∞ 𝑎 + 𝑗2𝜋𝐹 0
1 𝑎+𝑗2𝜋𝐹 0 𝑎+𝑗2𝜋𝐹 −∞
1
𝑋 𝐹 = 𝑒 −𝑒 − 𝑒 − 𝑎+𝑗2𝜋𝐹 ∞
− 𝑒 − 𝑎+𝑗2𝜋𝐹 0
𝑎 − 𝑗2𝜋𝐹 𝑎 + 𝑗2𝜋𝐹
1 1
𝑋 𝐹 = 1−0 − 0−1
𝑎 − 𝑗2𝜋𝐹 𝑎 + 𝑗2𝜋𝐹
Solution
1 1
𝑋 𝐹 = +
𝑎 − 𝑗2𝜋𝐹 𝑎 + 𝑗2𝜋𝐹
Since 𝜔 = 2𝜋𝐹,
1 1
𝑋 𝐹 = +
𝑎 − 𝑗𝜔 𝑎 + 𝑗𝜔
2𝑎
𝑋 𝐹 = 2
𝑎 + 𝜔2
Fourier Transform of
Common Signals
𝒙 𝒕 𝑿 𝑭
𝒆−𝒂𝒕 𝒖 𝒕 𝟏
𝒂 + 𝒋𝝎
𝒆𝒂𝒕 𝒖 −𝒕 𝟏
𝒂 − 𝒋𝝎
𝒆−𝒂 𝒕 𝟐𝒂
𝒂𝟐 + 𝝎𝟐
𝒕𝒏 𝒆−𝒂𝒕 𝒖 𝒕 𝒏!
𝒂 + 𝒋𝝎 𝒏+𝟏
𝜹 𝒕 − 𝒕𝟎 𝒆−𝒋𝝎𝒕𝟎
𝟏 𝟐𝝅𝜹 𝝎
𝒆𝒋𝝎𝟎𝒕 𝟐𝝅𝜹 𝝎 − 𝝎𝟎
Fourier Transform of
Common Signals
𝒙 𝒕 𝑿 𝑭
𝐜𝐨𝐬 𝝎𝟎 𝒕 𝝅 𝜹 𝝎 − 𝝎𝟎 + 𝜹 𝝎 + 𝝎𝟎
𝐬𝐢𝐧 𝝎𝟎 𝒕 𝒋𝝅 𝜹 𝝎 + 𝝎𝟎 − 𝜹 𝝎 − 𝝎𝟎
𝒖 𝒕 𝟏
𝝅𝜹 𝝎 +
𝒋𝝎
𝐬𝐠𝐧 (𝐭) 𝟐
𝒋𝝎
𝐜𝐨𝐬 𝝎𝟎 𝒕 𝒖 𝒕 𝝅 𝒋𝝎
𝜹 𝝎 − 𝝎𝟎 + 𝜹 𝝎 + 𝝎𝟎 + 𝟐
𝟐 𝝎𝟎 − 𝝎𝟐
𝐬𝐢𝐧 𝝎𝟎 𝒕 𝒖 𝒕 𝝅 𝝎𝟎
𝜹 𝝎 − 𝝎𝟎 − 𝜹 𝝎 + 𝝎𝟎 + 𝟐
𝟐𝒋 𝝎𝟎 − 𝝎𝟐
Fourier Transform of
Common Signals
𝒙 𝒕 𝑿 𝑭
𝒆−𝒂𝒕 𝐬𝐢𝐧 𝝎𝟎 𝒕 𝒖 𝒕 𝝎𝟎
𝒂 + 𝒋𝝎 𝟐 + 𝝎𝟐𝟎
𝒆−𝒂𝒕 𝐜𝐨𝐬 𝝎𝟎 𝒕 𝒖 𝒕 𝒂 + 𝒋𝝎
𝒂 + 𝒋𝝎 𝟐 + 𝝎𝟐𝟎
𝒕 𝝎𝝉
𝐫𝐞𝐜𝐭 𝝉 𝐬𝐢𝐧𝐜
𝝉 𝟐
𝑾 𝝎
𝐬𝐢𝐧𝐜 𝑾𝒕 𝐫𝐞𝐜𝐭
𝝅 𝟐𝑾
Theorem and Properties of Continuous-
Time Fourier Transform
• Linearity
• Time-Shifting
• Differentiation
• Integration
• Time and Frequency Scaling
• Duality
• Parseval’s Relation
Theorem and Properties of Continuous-
Time Fourier Transform
In this section, we will refer to 𝑋 𝐹 with the notation
𝑋 𝐹 =ℱ 𝑥 𝑡
and to 𝑥 𝑡 with the notation
𝑥 𝑡 = ℱ −1 𝑋 𝐹
We will also refer to 𝑥 𝑡 and 𝑋 𝐹 as a Fourier transform pair with
the notation,
ℱ
𝑥 𝑡 𝑋 𝐹
Linearity
If
𝑋 𝐹 =ℱ 𝑥 𝑡
and
𝑌 𝐹 =ℱ 𝑦 𝑡
Then,
ℱ
𝑎 𝑥 𝑡 +𝑏 𝑦 𝑡 𝑎𝑋 𝐹 +𝑏𝑌 𝐹
Time Shifting
If
𝑋 𝐹 =ℱ 𝑥 𝑡
then,
ℱ −𝑗2𝜋𝐹𝑡0
𝑥 𝑡 − 𝑡0 𝑒0 𝑋 𝐹
Differentiation
If
𝑋 𝐹 =ℱ 𝑥 𝑡
then,
𝑑𝑥 𝑡 ℱ
𝑗2𝜋𝐹 𝑋 𝐹
𝑑𝑡
Integration
If
𝑋 𝐹 =ℱ 𝑥 𝑡
then,
𝑡 ℱ 1
න 𝑥 𝑎 𝑑𝑎 𝑋 𝐹 + 𝜋𝑋 0 𝛿 2𝜋𝐹
−∞ 𝑗2𝜋𝐹
Time and Frequency
Scaling
If
𝑋 𝐹 =ℱ 𝑥 𝑡
then,
ℱ 1 𝐹
𝑥 𝑎𝑡 𝑋
𝑎 𝑎
where a is a nonzero real number. This also follows that,
ℱ
𝑥 −𝑡 𝑋 −𝐹
Duality
If
𝑋 𝐹 =ℱ 𝑥 𝑡
then if we form a new function of time that has the functional form of
the transform, 𝑋 𝑡 , it will have a Fourier Transform 𝑥 𝐹 .
Note that:
𝑋 𝑡 is the same equation as 𝑋 𝐹 but has 𝑡 variables in it, instead of 𝐹.
𝑥 𝐹 is the same equation as 𝑥 𝑡 but has 𝐹 variables in it, instead of 𝑡.
Duality
Mathematically, we can write:
ℱ
𝑥 𝑡 𝑋 𝐹
ℱ
𝑋 𝑡 𝑥 𝐹
Duality
For example, Fourier Transform pair of a rectangular pulse and sinc
function.
Parseval’s Relation
If
𝑋 𝐹 =ℱ 𝑥 𝑡
then,
∞ ∞
2 2
න 𝑥 𝑡 𝑑𝑡 = න 𝑋 𝐹 𝑑𝐹
−∞ −∞
or
∞ ∞
1
න 𝑥 𝑡 2 𝑑𝑡 = න 𝑋 𝑗ω 2
𝑑ω
−∞ 2𝜋 −∞
This expression, referred to as Parseval's relation, follows from direct
application of the Fourier transform
Parseval’s Relation
The term on the left-hand side of previous equation is the total
energy in the signal 𝑥 𝑡 . Parseval's relation says that this total
energy may be determined either by computing the energy per unit
time ( 𝑥 𝑡 2) and integrating over all time or by computing the
energy per unit frequency ( 𝑋 𝐹 2or 𝑋 𝑗ω 2/2𝜋) and integrating
over all frequencies. For this reason, 𝑋 𝑗ω 2 is often referred to as
the energy-density spectrum of the signal x(t).
𝐸𝑁 =
END
