Chapter Four
Chapter Four
Purpose
Non-periodic signals can be represented using the Fourier Transform (FT).
The Fourier transform provides an effective and reversible link between the time domain and frequency domain representations of a
signal.
2π
For non-periodic signals, the period T0 → ∞, so the fundamental frequency ω0 =
T0
→ 0.
This means the spacing between spectral components becomes infinitesimally small, resulting in a continuous spectrum.
Where:
−∞
Note:
i) Single-valued property
x(t) must have only one value at any time instant over a finite time interval T .
x(t) should have at most a finite number of discontinuities over any finite time interval T .
iii) Finite peaks
The signal x(t) should have a finite number of maxima and minima over any finite time interval T .
This condition ensures that the integral defining the Fourier transform converges.
Note: These conditions are sufficient but not necessary for the existence of the Fourier transform. Some signals (e.g., sinusoids,
impulse functions) do not satisfy these conditions but still have Fourier transforms in the distributional sense.
[Link] Linearity
If
FT FT
x(t) X(ω) and y(t) Y (ω)
then,
FT
z(t) = ax(t) + by(t) Z(ω) = aX(ω) + bY (ω) (4.1.3)
Meaning:
The Fourier transform of a linear combination of signals is equal to the same linear combination of their individual Fourier transforms. This
is also known as the principle of superposition.
Proof:
By definition of Fourier transform:
∞ ∞
Z(ω) = ∫
z(t)e−jωt dt = ∫ [ax(t) + by(t)]e−jωt dt
−∞ −∞
Thus,
FT
x(t)
X(ω)
then,
FT
y(t) = x(t − t0 ) Y (ω) = e−jωt0 X(ω)
(4.1.4)
Meaning:
A time shift of t0 in the time domain corresponds to a phase shift of −ωt0 in the frequency domain.
Proof:
−∞ −∞
Let τ = t − t0 . Then t = τ + t0 , and dt = dτ . Since the limits are from −∞ to ∞, they remain unchanged.
So:
∞ ∞
Y (ω) = ∫ x(τ )e−jω(τ +t0 ) dτ = ∫
−∞ −∞
x(τ )e−jωτ dτ = e−jωt0 X(ω)
−∞
Thus,
This shows that time delay introduces a linear phase shift in the frequency domain.
FT
x(t)
X(ω)
then,
FT
y(t) = ejβt x(t) Y (ω) = X(ω − β) (4.1.5)
Meaning:
Multiplying a signal by a complex exponential ejβt in the time domain results in a shift of the frequency spectrum by β radians per
second.
This is equivalent to shifting the frequency axis by β .
Proof:
∞ ∞ ∞
Y (ω) = ∫ y(t)e−jωt dt = ∫ [ejβt x(t)] e−jωt dt = ∫ x(t)e−j(ω−β)t dt
−∞ −∞ −∞
But this is exactly the definition of the Fourier transform of x(t) evaluated at ω − β:
= X(ω − β)
Thus,
Y (ω) = X(ω − β)
This is known as the modulation property: frequency shifting in the frequency domain corresponds to multiplication by a complex
exponential in the time domain.
FT
x(t)
X(ω)
then,
1 ω
X( )
FT
y(t) = x(at) Y (ω) = (4.1.6)
∣a∣
a
Meaning:
Compression of a signal in the time domain (when a > 1) results in expansion of its spectrum in the frequency domain.
Expansion in time (when 0 < a < 1) leads to compression in frequency.
1
The magnitude of the spectrum is scaled by ∣a∣ to preserve energy.
This property reflects the inverse relationship between time and frequency domains.
Proof:
Since a can be positive or negative, we must account for the absolute value when changing limits.
But since the integration is over (−∞, ∞), and τ runs from −∞ to ∞ regardless of the sign of a, we have:
∞
1 dτ dτ
Y (ω) = ∫ x(τ )e−jω(τ /a) ⋅ dτ (Note: dt = , but ∣dt∣ = )
∣a∣ ∣a∣
−∞ a
So:
∞
1 1 ω
Y (ω) = ∫ x(τ )e−j(ω/a)τ dτ = X( )
∣a∣ −∞ ∣a∣
Thus,
1 ω
Y (ω) = X( )
∣a∣
This shows that time scaling affects both magnitude and frequency scaling of the spectrum.
FT
x(t) X(ω)
then,
FT d
−jt x(t)
X(ω) (4.1.7)
dω
Meaning:
Differentiating the frequency-domain representation X(ω) corresponds to multiplying the time-domain signal x(t) by −jt.
Proof:
dω −∞ dω −∞
∞
= −jt ∫ x(t)e−jωt dt = −jt X(ω)
−∞
Therefore,
d FT d
X(ω) = −jt X(ω) ⇒ −jt x(t) X(ω)
dω dω
[Link] Convolution
If
FT FT
x(t) X(ω) and y(t) Y (ω)
then,
FT
z(t) = x(t) ∗ y(t) Z(ω) = X(ω)Y (ω) (4.1.9)
Meaning:
This is one of the most important properties of the Fourier transform and is fundamental in system analysis.
Proof:
Recall convolution:
∞
x(t) ∗ y(t) = ∫ x(τ )y(t − τ ) dτ
−∞
So:
∞ ∞ ∞ ∞
=∫ x(τ ) (∫
y(α)e−jω(α+τ ) dα) dτ = ∫ x(τ )e−jωτ (∫
y(α)e−jωα dα) dτ
−∞ −∞ −∞ −∞
∞ ∞
= (∫ x(τ )e−jωτ dτ ) ⋅ (∫ y(α)e−jωα dα) = X(ω) ⋅ Y (ω)
−∞ −∞
Thus,
This confirms that convolution in time domain becomes multiplication in frequency domain.
[Link] Modulation
If
FT FT
x(t) X(ω) and y(t) Y (ω)
then,
FT 1
z(t) = x(t)y(t) Z(ω) = [X(ω) ∗ Y (ω)] (4.1.11)
2π
Meaning:
1
Multiplication (modulation) in the time domain corresponds to convolution in the frequency domain, scaled by 2π .
Proof:
−∞
Interchange integrals:
∞ ∞
1
= ∫ X(λ) (∫ y(t)e−j(ω−λ)t dt) dλ
2π −∞
−∞
Thus,
1
Z(ω) = [X(ω) ∗ Y (ω)]
2π
1
This confirms that time-domain multiplication results in frequency-domain convolution, scaled by 2π .
Example 4.1.1
Obtain the Fourier transform of the signal x(t) = e−at u(t) and plot its magnitude and phase spectrum.
Solution:
Given:
Integrate:
∞
e−(a+jω)t 1
=[ ] = (since e−∞ = 0)
−(a + jω) 0 a + jω
Thus,
1
X(ω) = (4.1.17)
a + jω
So,
FT 1
e−at u(t)
a + jω
To Obtain Magnitude and Phase Spectrum
1 a − jω a − jω a ω
X(ω) = = = 2 2
= 2 2
−j 2
a + jω (a + jω)(a − jω) a +ω a +ω a + ω2
Magnitude Spectrum:
2 2
a2 + ω 2 1
( 2 ) ( )
a ω
∣X(ω)∣ = + = =
a + ω2 a2 + ω 2 a2 + ω 2 a2 + ω2
So,
1
∣X(ω)∣ =
a2 + ω2
Phase Spectrum:
−ω/(a2 + ω 2 )
∠X(ω) = tan−1 ( ) = tan−1 (− ) = − tan−1 ( )
ω ω
a/(a2 + ω 2 )
a a
So,
ω
∠X(ω) = − tan−1 ( )
a
Plots
For a = 1, we have:
Magnitude Spectrum:
1
∣X(ω)∣ =
1 + ω2
Summary:
FT 1
e−at u(t)
a + jω
FT 1
te−at u(t)
(a + jω)2
Example 4.1.11
Determine inverse Fourier transform of:
2jω+1
(i) X(jω) = (jω+2) 2 by partial fraction expansions.
1
(ii) X(jω) = (a+jω)2 by convolution property.
Solution:
(i)
2jω + 1
X(jω) =
(jω + 2)2
A1 A2
X(jω) = +
jω + 2 (jω + 2)2
2jω + 1
A2 = (jω + 2)2 ⋅ X(jω) = (jω + 2)2 ⋅
(jω + 2)2
jω=−2 jω=−2
= (2jω + 1) jω=−2
= 2(−2) + 1 = −3
d d
A1 =
[(jω + 2)2 X(jω)]jω=−2 = [2jω + 1] =2
d(jω) d(jω) jω=−2
Thus,
2 3
X(jω) = −
jω + 2 (jω + 2)2
(ii)
1 1
X(jω) = =
(a + jω) 2 (a + jω)(a + jω)
= X1 (jω) ⋅ X2 (jω)
where
1 1
X1 (jω) = , X2 (jω) =
a + jω a + jω
∞
=∫ e−aτ u(τ ) ⋅ e−a(t−τ ) u(t − τ ) dτ
−∞
So,
t t
x(t) = ∫ e−aτ e−a(t−τ ) dτ = e−at ∫ dτ = e−at [τ ]t0 = te−at u(t)
0 0
1
(a + jω)2
is
Key Notes
The discrete-time sequence x(n) can be obtained from X(Ω) using integration.
Since X(Ω) is a continuous function of Ω, the integration range is −π to π .
2π is the period of integration.
x(n) and X(Ω) form a DTFT pair, written as:
DTFT
x(n)
X(Ω)
For this sum to converge, one of the following conditions must be satisfied:
i) Absolute Summability
The DTFT exists if x(n) is absolutely summable, i.e.,
∞
∑ ∣x(n)∣ < ∞
(4.2.3)
n=−∞
Note: The inverse DTFT involves integration over a finite interval (−π, π), so it does not suffer from convergence issues — unlike the
forward transform.
[Link] Periodicity
The DTFT X(Ω) is periodic with period 2π , i.e.,
Proof:
By definition of DTFT:
∞
X(Ω) = ∑ x(n)e−jΩn
n=−∞
Now,
cos(2πkn) = 1
sin(2πkn) = 0
Hence,
e−j(2πk)n = 1
So,
∞
X(Ω + 2πk) = ∑ x(n)e−jΩn = X(Ω)
n=−∞
Thus,
[Link] Linearity
This property states that the DTFT is a linear transform.
If
DTFT DTFT
x(n) X(Ω) and y(n)
Y (Ω)
then,
DTFT
z(n) = ax(n) + by(n) Z(Ω) = aX(Ω) + bY (Ω) (4.2.7)
Proof:
By definition of DTFT:
∞
Z(Ω) = ∑ z(n)e−jΩn
n=−∞
= aX(Ω) + bY (Ω)
Thus,
This shows that the DTFT satisfies the superposition principle: linear combinations in time domain map to linear combinations in
frequency domain.
If
DTFT
x(n) X(Ω)
then,
DTFT
y(n) = x(n − n0 ) Y (Ω) = e−jΩn0 X(Ω)
(4.2.8)
Proof:
By definition of DTFT:
∞ ∞
Y (Ω) = ∑ y(n)e−jΩn = ∑ x(n − n0 )e−jΩn
n=−∞ n=−∞
So:
∞ ∞
Y (Ω) = ∑ x(m)e
−jΩ(m+n0 )
= ∑ x(m)e−jΩm ⋅ e−jΩn0
m=−∞ m=−∞
m=−∞
Thus,
A time delay of n0 samples introduces a linear phase shift −Ωn0 in the frequency domain.
If
DTFT
x(n)
X(Ω)
then,
DTFT
y(n) = ejΩ0 n x(n)
Proof:
By definition of DTFT:
∞ ∞ ∞
Y (Ω) = ∑ y(n)e
−jΩn
= ∑ [e
jΩ0 n
x(n)] e −jΩn
= ∑ x(n)e−j(Ω−Ω0 )n
= X(Ω − Ω0 )
Thus,
Y (Ω) = X(Ω − Ω0 )
This shows that frequency shifting in the frequency domain corresponds to modulation by ejΩ0 n in the time domain.
[Link] Scaling
Let the discrete-time sequence be scaled as:
In this case, information in x(n) is discarded because only values at multiples of p are retained. For example, if p = 2, then y(n) =
x(2n) uses only even-indexed samples.
Hence, the scaling property is meaningful only when:
n
x(n) = 0 for /Z
∈
p
i.e., x(n) is zero at non-multiple indices of p. Then x(pn) 0 for all n, and no data is lost.
=
If
DTFT
x(n) X(Ω)
then,
Ω
Y (Ω) = X ( )
DTFT
y(n) = x(pn) (4.2.10)
p
Proof:
By definition of DTFT:
∞ ∞
Y (Ω) = ∑ y(n)e−jΩn = ∑ x(pn)e−jΩn
n=−∞ n=−∞
m
Let m = pn. Then n = p , and since
p is an integer, m runs over all integers as n does.
So:
∞ ∞
Ω
Y (Ω) = ∑ x(m)e−jΩ(m/p) = ∑ x(m)e−j(Ω/p)m = X ( )
m=−∞ m=−∞
p
Thus,
Ω
Y (Ω) = X ( )
This means that expanding in time domain (i.e., inserting zeros between samples) corresponds to compressing the spectrum in
frequency domain.
Note: This is valid only if x(n) has support such that x(pn) retains all necessary information.
If
DTFT
x(n) X(Ω)
then,
DTFT d
−jnx(n) X(Ω)
(4.2.11)
dΩ
Proof:
By definition of DTFT:
∞
X(Ω) = ∑ x(n)e−jΩn
n=−∞
∞ ∞
( ∑ x(n)e−jΩn ) = ∑ x(n) ⋅
d d d
X(Ω) =
(e−jΩn )
dΩ dΩ n=−∞ n=−∞
dΩ
∞ ∞
= ∑ x(n) ⋅ (−jn)e
−jΩn
= ∑ [−jnx(n)]e−jΩn
n=−∞ n=−∞
DTFT d
−jnx(n) X(Ω)
dΩ
If
DTFT
x(n)
X(Ω)
then,
DTFT
y(n) = x(−n) Y (Ω) = X(−Ω) (4.2.12)
Proof:
By definition of DTFT:
∞ ∞
Y (Ω) = ∑ y(n)e−jΩn = ∑ x(−n)e−jΩn
n=−∞ n=−∞
So:
∞ ∞
Y (Ω) = ∑ x(m)e−jΩ(−m) = ∑ x(m)ejΩm
m=−∞ m=−∞
But this is the complex conjugate of the DTFT of x(m) evaluated at −Ω, or directly:
∞
= ∑ x(m)e−j(−Ω)m = X(−Ω)
m=−∞
Thus,
Y (Ω) = X(−Ω)
This shows that time reversal in the time domain corresponds to frequency reversal in the frequency domain.
[Link] Convolution
This property states that convolution in the time domain corresponds to multiplication in the frequency domain.
If
DTFT DTFT
x(n) X(Ω) and y(n) Y (Ω)
then,
DTFT
z(n) = x(n) ∗ y(n) Z(Ω) = X(Ω)Y (Ω) (4.2.13)
Proof:
By definition of DTFT:
∞ ∞
Z(Ω) = ∑ z(n)e−jΩn = ∑ [x(n) ∗ y(n)] e−jΩn
n=−∞ n=−∞
k=−∞
∞ ∞
Z(Ω) = ∑ ( ∑ x(k)y(n − k)) e−jΩn
n=−∞ k=−∞
k=−∞ n=−∞
∞ ∞
= ( ∑ x(k)e−jΩk ) ( ∑ y(m)e−jΩm ) = X(Ω)Y (Ω)
k=−∞ m=−∞
Thus,
This is one of the most important properties: time-domain convolution becomes frequency-domain multiplication.
If
DTFT DTFT
x(n) X(Ω) and y(n) Y (Ω)
then,
DTFT 1
z(n) = x(n)y(n) Z(Ω) = [X(Ω) ∗ Y (Ω)] (4.2.14)
2π
Proof:
By definition of DTFT:
∞ ∞
Z(Ω) = ∑ z(n)e
−jΩn
= ∑ x(n)y(n)e−jΩn
(4.2.15)
n=−∞ n=−∞
n=−∞
∞
∫ X(λ) ( ∑ y(n)e−j(Ω−λ)n ) dλ
π
1
=
2π −π
n=−∞
Thus,
1
Z(Ω) = [X(Ω) ∗ Y (Ω)]
2π
1
This shows that time-domain multiplication results in frequency-domain convolution, scaled by 2π .
If
DTFT
x(n) X(Ω)
Proof:
We know that the energy of a discrete-time signal is defined as:
∞
E = ∑ ∣x(n)∣2
n=−∞
n=−∞
Similarly,
π
1
x∗ (n) = ∫ X ∗ (Ω)e−jΩn dΩ
2π −π
n=−∞ n=−∞
∞
X(Ω)X ∗ (λ) ( ∑ ej(Ω−λ)n ) dΩ dλ
π π
1
= ∫ ∫
(2π)2 −π −π
n=−∞
∞
The sum ∑n=−∞ ej(Ω−λ)n is a Dirac comb, which equals 2πδ(Ω − λ). So:
π π π
1 1
E= ∫ ∫ X(Ω)X ∗
(λ) ⋅ 2πδ(Ω − λ) dΩ dλ = ∫ X(Ω)X ∗ (Ω) dΩ
(2π)2 −π −π 2π −π
π
1
= ∫ ∣X(Ω)∣2 dΩ
2π −π
Thus,
∞ π
1
E = ∑ ∣x(n)∣2 = ∫ ∣X(Ω)∣2 dΩ
2π −π
n=−∞
Example 4.2.1
Determine the Fourier transform of x(n) = an u(n) for −1 < a < 1.
Solution:
Given:
n=−∞
Since u(n) = 1 for n ≥ 0, we have:
∞ ∞
X(Ω) = ∑ a e
n −jΩn
= ∑(ae−jΩ )n
n=0 n=0
For convergence, we require ∣r∣ < 1. Since ∣a∣ < 1 and ∣e−jΩ ∣ = 1, we have:
∞
∣ae−jΩ ∣ = ∣a∣ < 1 ⇒ ∑(ae−jΩ )n converges
n=0
n=0
So,
1
X(Ω) = (4.2.19)
1 − ae−jΩ
Thus,
DTFT 1
x(n) = an u(n) X(Ω) =
1 − ae−jΩ
Start with:
1 1 1
X(Ω) = = =
1 − ae −jΩ 1 − a(cos Ω − j sin Ω) (1 − a cos Ω) + ja sin Ω
(1 − a cos Ω) − ja sin Ω
=
(1 − a cos Ω)2 + (a sin Ω)2
Denominator:
(1 − a cos Ω)2 + a2 sin2 Ω = 1 − 2a cos Ω + a2 cos2 Ω + a2 sin2 Ω = 1 − 2a cos Ω + a2 (cos2 Ω + sin2 Ω) = 1 − 2a cos Ω + a2
So,
Magnitude Spectrum:
1 − a cos Ω
2
a sin Ω
2 (1 − a cos Ω)2 + a2 sin2 Ω
( ) +( ) =
∣X(Ω)∣ =
1 − 2a cos Ω + a2 1 − 2a cos Ω + a2 1 − 2a cos Ω + a2
Simplify numerator:
So,
1 − 2a cos Ω + a2 1
∣X(Ω)∣ = =
1 − 2a cos Ω + a2 1 − 2a cos Ω + a2
1
∣X(Ω)∣ =
1 − 2a cos Ω + a2
Phase Spectrum:
−a sin Ω a sin Ω
∠X(Ω) = tan−1 ( ) = − tan−1 ( )
1 − a cos Ω 1 − a cos Ω
a sin Ω
∠X(Ω) = − tan−1 ( )
1 − a cos Ω
This result shows that the DTFT of a right-sided exponential sequence has a magnitude that depends on cos Ω, and a phase that
varies with Ω. For different values of a, the spectrum changes — useful in filter design.
4.3 Introduction
There are mainly two applications of Fourier representations:
The Continuous-Time Fourier Transform (CTFT) and Discrete-Time Fourier Transform (DTFT) are most commonly used for
analysis applications.
The Discrete-Time Fourier Series (DTFS) is mainly used for computational applications.
The DTFS is the only Fourier representation that can be evaluated on a computer. Therefore, DTFS is used extensively in numerical
algorithms.
Where:
∞
H(ω) = ∫ h(τ )e−jωτ dτ = F{h(t)}
−∞
This shows that when a sinusoidal input ejωt is applied to an LTI system, the output is the same sinusoid multiplied by H(ω), which is
the frequency response of the system.
Thus, H(ω) is called the frequency response of the system.
This means:
By the convolution property of the Fourier transform, we can write the output in the frequency domain as:
where:
Y (ω)
H(ω) =
(4.2.3)
X(ω)
Here, H(ω) represents the frequency response of the LTI continuous-time (CT) system. It is also known as the system transfer
function.
By the convolution property of the Discrete-Time Fourier Transform (DTFT), we can write the above equation in the frequency domain
as:
where:
Y (Ω)
H(Ω) =
(4.2.6)
X(Ω)
This is the frequency response of the discrete-time LTI system.
Key Points:
The frequency response H(ω) or H(Ω) characterizes how a system responds to sinusoidal inputs.
For CT systems: H(ω) = F{h(t)}
For DT systems: H(Ω) = DTFT{h(n)}
The frequency response is a complex function that provides both magnitude (gain) and phase (delay) information at each frequency.
Example 4.2.1
The impulse response of a continuous-time system is given as:
1 −t/RC
h(t) = e
u(t)
RC
Determine the frequency response and plot its magnitude and phase plots.
Solution:
Take the Fourier transform of the given impulse response:
∞ ∞ ∞
1 −t/RC −jωt 1
H(ω) = ∫ h(t)e −jωt
dt = ∫ e e dt = ∫ e−(1/RC+jω)t dt
−∞ 0 RC RC 0
Integrate:
∞
1 e−(1/RC+jω)t 1 1 1
= [ ] = ⋅ =
RC −(1/RC + jω) 0 RC 1/RC + jω 1 + jωRC
Thus,
1
H(ω) =
1 + jωRC
Rewrite H(ω):
1 1 − jωRC 1 − jωRC
H(ω) = = =
1 + jωRC (1 + jωRC)(1 − jωRC) 1 + (ωRC)2
So,
1
Real part: 1+(ωRC) 2
−ωRC
Imaginary part: 1+(ωRC)2
Magnitude Response:
2 2
1 −ωRC 1 + (ωRC)2 1
∣H(ω)∣ = ( ) + ( ) = =
1
∣H(ω)∣ =
1 + (ωRC)2
This is the magnitude response — it decreases with increasing ω , indicating a low-pass filter behavior.
Phase Response:
−ωRC
∠H(ω) = tan−1 ( ) = − tan−1 (ωRC)
1
π
This shows that the phase shifts from 0 to − 2 as ω
→ ∞.
Special Case: Let RC =1
Then:
1
∣H(ω)∣ = 1+ω 2
This shape indicates a low-pass filter behavior: it passes low frequencies and attenuates high frequencies.
π
For ω < 0, phase increases from 0 to + 2
1
The cutoff frequency is at ω = RC , where the phase crosses − π4
Observations:
Magnitude symmetry: ∣H(−ω)∣ = ∣H(ω)∣ → even function
Phase antisymmetry: ∠H(−ω) = −∠H(ω) → odd function
The magnitude response is monotonically decreasing for ω > 0
The system exhibits linear phase only if the phase is a linear function of ω , which is not the case here — it's nonlinear but smooth
Conclusion:
This system is a first-order low-pass filter with:
1
Cutoff frequency: ωc = RC
Gain: ∣H(0)∣ =1
Phase lag increasing with frequency