Fourier Transforms

𝜔
 Fourier Transforms from Fourier Series
∞
1 𝑇/2
Fourier 𝑓(𝑡) = ෍ 𝑐𝑘 𝑒 𝑗𝑘𝜔𝑡 with coefficients 𝑐𝑘 = න 𝑓(𝑡)𝑒 −𝑗𝑘𝜔𝑡 𝑑𝑡
𝑇 −𝑇/2
Series 𝑘=−∞

Let’s define 𝜔𝑘 = 𝑘𝜔. The difference (𝑑𝜔𝑘 ) between successive 𝜔𝑘 values is

simply 𝜔……
𝑑𝜔𝑘 = 𝜔
because 𝑑𝑘 = 1 for Fourier Series

In the limit 𝑇 → ∞, 𝜔 → 0, 𝑑𝜔𝑘 also tends to 0, that is, 𝜔𝑘 becomes a continuous

variable.
 Fourier Transforms
❑Arrive at an expression starting from the Fourier series by letting 𝑇 → ∞ and 𝜔 → 0
∞ ∞ 𝑇/2
1
𝑓 𝑡 = lim ෍ 𝑐𝑘 𝑒 𝑗𝑘𝜔𝑡 = lim ෍ න 𝑓(𝑡)𝑒 −𝑗𝑘𝜔𝑡 𝑑𝑡 𝑒 𝑗𝑘𝜔𝑡
𝑇→∞ 𝑇→∞ 𝑇 −𝑇/2
𝜔→0 𝑘=−∞ 𝜔→0 𝑘=−∞

∞ ∞
1 Since 𝜔 =
2𝜋
𝑓 𝑡 = lim ෍ න 𝑓(𝑡)𝑒 −𝑗𝑘𝜔𝑡 𝑑𝑡 𝑒 𝑗𝑘𝜔𝑡 𝜔 T
2𝜋 𝜔→0 −∞
𝑘=−∞

∞
𝐹(𝑘𝜔) Using 𝜔𝑘 = 𝑘𝜔,
1 and 𝑑𝜔𝑘 = 𝜔
𝑓 𝑡 = lim ෍ 𝐹(𝜔𝑘 )𝑒 𝑗𝜔𝑘 𝑡 𝑑𝜔𝑘
2𝜋 𝑑𝜔𝑘 →0
𝑘=−∞
1 ∞
𝑓 𝑡 = න 𝐹(𝜔𝑘 )𝑒 𝑗𝜔𝑘 𝑡 𝑑𝜔𝑘
2𝜋 −∞ Inverse Fourier Transform of 𝐹(𝜔𝑘 )
 Fourier Transforms from Fourier Series
𝑇/2
The Fourier series coefficients are given by 1
𝑐𝑘 = න 𝑓(𝑡)𝑒 −𝑗𝑘𝜔𝑡 𝑑𝑡
𝑇 −𝑇/2

∞ define as
lim [𝑇𝑐𝑘 𝜔𝑘 ] = lim න 𝑓(𝑡)𝑒 −𝑗𝜔𝑘 𝑡 𝑑𝑡 = 𝐹(𝜔𝑘 )
𝑇→∞ 𝜔→0 −∞
𝜔→0

∞ where 𝑓(𝑡) is periodic with period tending to

𝐹 𝜔𝑘 = න 𝑓(𝑡)𝑒 −𝑗𝜔𝑘 𝑡 𝑑𝑡 infinity, which means, 𝑓(𝑡) can be non-periodic
−∞ signal in general.
𝐹 𝜔𝑘 is called the Fourier Transform of 𝑓(𝑡).

By convention, the symbol 𝜔 is used instead of 𝜔𝑘 . So, from next slide, we will
simply write 𝜔 for frequency in Fourier Transform.
Fourier Transform of delta function
Fourier Transform Pairs (examples)
 Example: Frequency Composition of Sound
Pure tone

Musical
Instrument

For multiple frequency composition sound, frequency spectrum is obtained through

Fourier analysis
 Fourier Transform (Example)

https://www.nti-audio.com/en/support/know-how/fast-fourier-transform-fft
Fourier Transform Pairs (examples)
Fourier Transform Pairs (examples)
 Significance of frequency response for LTI systems

Since the response of an LTI system can be determined as linear

combination of its response to individual inputs, and, since any signal can be
resolved into its Fourier components,

It is very useful to understand the response of the LTI system to sinusoidal

input at a single frequency.

Frequency response of the system

Fourier Transform of Impulse Response = Frequency Response

Note: H(𝜔) is complex in general.

 Magnitude 1, phase 0,
frequency is 𝜔
when input 𝑢 𝑡 = 1𝑒 𝑗𝜔𝑡 , and 𝐻(𝜔) is the frequency
response of the system, then its output is 𝑦 𝑡 = 𝐻(𝜔)𝑒 𝑗𝜔𝑡

❑In the steady state, sinusoidal inputs to a linear system generate

sinusoidal responses of the same frequency.

❑Even though these responses are of the same frequency as the input,
they differ in amplitude and phase angle from the input. These
differences are functions of frequency.
 Complex-plane, magnitude, phase
Any complex number can be written as
𝑧 = 𝑥 + 𝑗𝑦 = 𝑟𝑒 𝑗𝜃
where 𝑟 is the distance from the origin and 𝜃 is the angle
subtended by 𝑧 relative to the 𝑥-axis.
෤
𝑦෤

𝑧
𝑟
𝑟 sin 𝜃
𝜃 𝑥෤
𝑟 cos 𝜃
 Complex-plane, magnitude, phase

Now, consider: 𝑧(𝑡) = 𝐴𝑒 𝑗𝜔𝑡

At time 𝑡, 𝑧(𝑡) corresponds to radius A at angle 𝜔𝑡 to the
𝑥-axis.
෤
If we have 𝑧(𝑡) = 𝐴𝑒 𝑗(𝜔𝑡−𝜑) ,
𝑦෤
the picture is same, except
that the angle is (𝜔𝑡 − 𝜑).
𝑧(𝑡)
𝐴
𝐴 sin 𝜔𝑡
𝜔𝑡
𝑥෤
𝐴 cos 𝜔𝑡

What happens to this plot as 𝑡 increases?

 Sinusoids and Phasors
Let us represent sinusoids as phasors.

The magnitude of the complex number

(length of the blue arrow) is the amplitude
of the sinusoid, and the angle of the
complex number is the phase angle of the
sinusoid.

Thus, 𝑀1 cos 𝜔𝑡 + 𝜑1 can be represented

as 𝑀1 ∠𝜑1 where the frequency, ω, is
implicit.

𝑀1 cos 𝜔𝑡 + 𝜑1 = 𝑟𝑒𝑎𝑙 𝑀1 𝑒 𝑗(𝜔𝑡+𝜑1)

= 𝑟𝑒𝑎𝑙 𝑀1 𝑒 𝑗𝜑1 𝑒 𝑗𝜔𝑡

𝑀1 cos 𝜑1 + 𝑗𝑀1 sin 𝜑1

Wikipedia
Signals in-phase vs. out-of-phase
Adding signals in-phase vs. out-of-phase

https://www.acs.psu.edu/drussell/Demos/superposition/superposition.html#standing
 The concept of frequency response
The system itself can be represented by a complex number (system frequency response),
defined so that the product of the input phasor and the system frequency response yields
the phasor representation of the output.

input phasor System Phasor (system output phasor

frequency response)

Example: Spring-mass-damper system

output If the input force 𝑓(𝑡) is sinusoidal, the steady-
system
t state output response 𝑥(𝑡) of the system is also
sinusoidal and at the same frequency as the input.

input
Nise, Chapter 10
The concept of frequency response: Spring-mass-damper example

Spring mass damper example:

a. system;
b. Frequency response phasor;
c. input and output waveforms

Nise, Chapter 10
 The concept of frequency response: Spring-mass-damper example

The magnitude frequency response

The phase frequency response

The combination of the magnitude and phase frequency responses is called the
frequency response and is 𝑀∠𝜑.

➢ The magnitude of the system frequency response is the ratio of the output sinusoid’s
magnitude to the input sinusoid’s magnitude.
➢ The phase of the system frequency response is the difference in phase angle between
the output and the input sinusoids.
➢ Both (magnitude and phase) frequency-responses are a function of frequency and
apply only to the steady-state sinusoidal response of the system.
Nise, Chapter 10
Analytical Expressions for the Frequency Response of a System
For a system with transfer function G(s), obtain output freq. response
when input is a single-frequency sinusoid cos 𝑎 − 𝑏 = cos 𝑎 cos 𝑏 + sin 𝑎 sin 𝑏
Consider a system 𝐺(𝑠) with sinusoidal input
𝑟 𝑡 = 𝐴 cos 𝜔𝑡 + 𝐵 sin 𝜔𝑡 =
𝐴2 + 𝐵2 cos 𝜔𝑡 − tan−1 𝐵/𝐴 = 𝑀𝑖 ∠𝜑𝑖
Where 𝑀𝑖 = 𝐴2 + 𝐵2 , 𝜑𝑖 = − tan−1 𝐵/𝐴

Recall: 𝑀1 cos 𝜔𝑡 + 𝜑1 can be represented as 𝑀1 ∠𝜑1 where the 𝐴2 + 𝐵 2 𝐵

frequency, ω, is implicit.
tan−1 𝐵/𝐴
As a complex number, 𝑀𝑖 ∠𝜑𝑖 = 𝑀𝑖 𝑒 𝑗𝜑𝑖 = 𝐴 − 𝑗𝐵 in this example 𝐴

Nise, Chapter 10
For a system with transfer function G(s), obtain output freq. response
when input is a single-frequency sinusoid cos 𝑎 − 𝑏 = cos 𝑎 cos 𝑏 + sin 𝑎 sin 𝑏
Consider a system 𝐺(𝑠) with sinusoidal input
𝑟 𝑡 = 𝐴 cos 𝜔𝑡 + 𝐵 sin 𝜔𝑡 =
𝐴2 + 𝐵2 cos 𝜔𝑡 − tan−1 𝐵/𝐴 = 𝑀𝑖 ∠𝜑𝑖
Where 𝑀𝑖 = 𝐴2 + 𝐵2 , 𝜑𝑖 = − tan−1 𝐵/𝐴

Recall: 𝑀1 cos 𝜔𝑡 + 𝜑1 can be represented as 𝑀1 ∠𝜑1 where the 𝐴2 + 𝐵 2 𝐵

frequency, ω, is implicit.
tan−1 𝐵/𝐴
𝑠 𝜔
The Laplace transform of cos 𝜔𝑡 is and for sin 𝜔𝑡 is . 𝐴
𝑠 2 + 𝜔2 𝑠 2 + 𝜔2
𝐴𝑠 + 𝐵𝜔
The input transfer function is 𝑅 𝑠 = 2
𝑠 + 𝜔2

𝐴𝑠 + 𝐵𝜔
Output transfer function is 𝐶 𝑠 = 𝐺(𝑠)
2
𝑠 + 𝜔 2

Nise, Chapter 10
 For a system with transfer function G(s), obtain output freq. response
when input is a single-frequency sinusoid
𝐴𝑠 + 𝐵𝜔
The input transfer function is 𝑅 𝑠 = 2
𝑠 + 𝜔2

𝐴𝑠 + 𝐵𝜔
Output transfer function is 𝐶 𝑠 = 𝐺(𝑠)
2
𝑠 + 𝜔 2

Separate the forced solution from the transient solution by performing a partial-fraction
expansion: 𝐶 𝑠 = 𝐴𝑠+𝐵𝜔 𝐺 𝑠 = 𝐾1 + 𝐾2 +𝑃𝐹𝐸 𝑡𝑒𝑟𝑚𝑠 𝑓𝑟𝑜𝑚 𝐺(𝑠)
𝑠+𝑗𝜔 𝑠−𝑗𝜔 𝑠+𝑗𝜔 𝑠−𝑗𝜔

Nise, Chapter 10
 For a system with transfer function G(s), obtain output freq. response
when input is a single-frequency sinusoid
Separate the forced solution from the transient solution by
performing a partial-fraction expansion:
𝐴𝑠+𝐵𝜔 𝐾1 𝐾2
𝐶 𝑠 = 𝐺 𝑠 = + +𝑃𝐹𝐸 𝑡𝑒𝑟𝑚𝑠 𝑓𝑟𝑜𝑚 𝐺(𝑠)
𝑠+𝑗𝜔 𝑠−𝑗𝜔 𝑠+𝑗𝜔 𝑠−𝑗𝜔
Replace complex 𝐺 𝑗𝜔 = 𝑀𝐺 𝑒 𝑗𝜑𝐺
Note the substitution
𝑀𝑖 𝑒 𝑗𝜑𝑖
−1
= 𝐴2 + 𝐵2 𝑒 −𝑗 tan 𝐵/𝐴

= 𝐴 − 𝑗𝐵

𝑀𝐺 = |𝐺(𝑗𝜔)|
𝜑𝐺 = ∠𝐺(𝑗𝜔)

𝐾2 is the complex conjugate of 𝐾1

Nise, Chapter 10
 Analytical Expressions for the Frequency Response
Separate the forced solution from the transient solution by
performing a partial-fraction expansion:
𝐴𝑠+𝐵𝜔 𝐾1 𝐾2
𝐶 𝑠 = 𝐺 𝑠 = + +𝑃𝐹𝐸 𝑡𝑒𝑟𝑚𝑠 𝑓𝑟𝑜𝑚 𝐺(𝑠)
𝑠+𝑗𝜔 𝑠−𝑗𝜔 𝑠+𝑗𝜔 𝑠−𝑗𝜔

The steady-state response is that portion of the partial-fraction expansion that comes
from the input waveform’s poles, or just the first two terms of this equation. (refer to our examples on
Laplace Transforms applied to ODEs)
Hence, the sinusoidal steady-state output is
𝑀𝑖 𝑀𝐺 −𝑗(𝜑𝑖 +𝜑𝐺 ) 𝑀𝑖 𝑀𝐺 𝑗(𝜑𝑖 +𝜑𝐺 )
𝐾1 𝐾2 𝑒 𝑒
𝐶𝑠𝑠 𝑠 = + = 2 + 2
𝑠 + 𝑗𝜔 𝑠 − 𝑗𝜔 𝑠 + 𝑗𝜔 𝑠 − 𝑗𝜔
Taking the inverse Laplace Transform,
𝑒 −𝑗(𝜔𝑡+𝜑𝑖 +𝜑𝐺 ) + 𝑒 𝑗(𝜔𝑡+𝜑𝑖 +𝜑𝐺 )
𝑐𝑠𝑠 𝑡 = 𝑀𝑖 𝑀𝐺 = 𝑀𝑖 𝑀𝐺 cos(𝜔𝑡 + 𝜑𝑖 + 𝜑𝐺 )
2
Nise, Chapter 10
 Analytical Expressions for the Frequency Response

𝑐𝑠𝑠 𝑡 = 𝑀𝑖 𝑀𝐺 cos(𝜔𝑡 + 𝜑𝑖 + 𝜑𝐺 )

In phasor form, the output can therefore be represented as

𝑀𝑜 ∠𝜑𝑜 = (𝑀𝑖 ∠𝜑𝑖 )(𝑀𝐺 ∠𝜑𝐺 )

𝐺(𝑗𝜔) Frequency response

Substitution of “s = 𝑗𝜔” in the system transfer function, that is,

Frequency response is transfer function evaluated along 𝑠 = 𝑗𝜔 (imaginary axis in the s-plane)

Nise, Chapter 10