Advanced Calculus
By
Advanced Calculus Group
1
Chapter (4)
Fourier Transformations and Applications
⚫ Contents of the Lecturer:
❑ Fourier Transform
❑ Inverse Fourier Transform
Fourier Transform
❑ The Fourier Transform is a fundamental mathematical tool used to
analyze signals by converting them from the time domain into the
frequency domain. It allows us to identify the frequency
components that make up a signal, including their amplitudes and
phases. While the Fourier Series is used for periodic signals, the
Fourier Transform extends this idea to non-periodic signals, making
it widely applicable in real-world systems.
❑ This transform simplifies the analysis of linear systems, helps in
solving differential equations, and is essential in many fields such as
signal processing, communication, electrical circuits, image
processing, vibration analysis, and physics.
Fourier Transform:
For a time-domain function 𝒇(𝒕):
∞
ℱ(𝜔) = න 𝑒 −𝑖𝜔𝑡 𝑓 𝑡 𝑑𝑡
−∞
Where:
ℱ(𝝎) is the Fourier transform of 𝒇(𝒕)
ω is the Angular Frequency
𝒊 is the Imaginary Number (𝒊𝟐 = −𝟏)
𝒕 is Time
Inverse Fourier Transform:
To recover the original signal:
∞
−1
1
ℱ (𝜔) = 𝑓 𝑡 = න 𝑒 𝑖𝜔𝑡 ℱ(𝜔)𝑑𝑡
2𝜋
−∞
So Fourier Transform is reversible
Basic Properties of Fourier Transform :
1- Linearity:
Fourier Transform
a𝑓 t + b 𝑔 t 𝑎𝐹 𝜔 + b𝐺(𝜔)
2- Time Shifting :
Fourier Transform
𝑓 t − 𝑡0 𝑒 −𝑖𝜔𝑡0 𝐹 𝜔
3- Frequency Shifting:
Fourier Transform
𝑒 𝑖𝜔𝑡0 𝑓 t 𝐹 𝜔 − 𝜔0
4- Time reversal:
Fourier Transform
𝑓 −t 𝐹 −𝜔
Basic Properties of Fourier Transform :
5- Differentiation property:
𝑑𝑓 t Fourier Transform
𝑖𝜔𝐹 𝜔
𝑑𝑡
𝑑𝑛 𝑓 t Fourier Transform
(𝑖𝜔)𝑛 𝐹 𝜔
𝑑𝑡 𝑛
6- Integration property:
Fourier Transform
1
න 𝑓 t 𝑑𝑡 𝐹 𝜔
𝑖𝜔
7- Convolution property:
1
𝑓 ∗ 𝑔 𝑡 Fourier Transform 𝐹 𝜔 .G 𝜔
2𝜋
Example:
Find the Fourier transform of the function :
𝟎 ,𝒕 < 𝟎
𝒇 𝒕 = ቊ −𝜶𝒕
𝒆 ,𝒕 > 𝟎
where 𝜶 is a positive constant
Solution:
∞
ℱ(𝜔) = න 𝑒 −𝑖𝜔𝑡 𝑓 𝑡 𝑑𝑡
−∞
∞ ∞
ℱ 𝜔 = න 𝑒 −𝑖𝜔𝑡 𝑒 −𝛼𝑡 𝑑𝑡 = න 𝑒 −(𝛼+𝑖𝜔)𝑡 𝑑𝑡
0 0
−1 −(𝜶+𝑖𝜔)𝑡
∞ −1 −∞ 0
1
ℱ 𝜔 = 𝑒 ቚ = 𝑒 −𝑒 =
(𝛼 + 𝑖𝜔) 0 (𝛼 + 𝑖𝜔) (𝛼 + 𝑖𝜔)
Example:
Write down the Fourier transforms of :
1- 𝒇 𝒕 = 𝒆−𝒕 𝐮 𝐭
2- 𝒇 𝒕 = 𝒆−𝟑𝒕 𝐮 𝐭
𝒕
−𝟐
3- 𝒇 𝒕 = 𝒆 𝐮 𝐭
Where 𝐮 𝐭 is unit step function
Solution:
1
The Fourier transform of 𝑓 𝑡 = 𝑒 −𝛼𝑡 is ℱ 𝜔 =
(𝛼+𝑖𝜔)
1- 𝛼 = 1
1
ℱ 𝜔 =
(1 + 𝑖𝜔)
2- 𝛼 = 3
1
ℱ 𝜔 =
(3 + 𝑖𝜔)
3- 𝛼 = 12
1
ℱ 𝜔 =
1
( + 𝑖𝜔)
2
Example:
Find the Fourier transform of the function :
𝒇 𝒕 = 𝟐𝒆−𝒕 𝐮 𝐭 + 𝟑𝒆−𝟐𝒕 𝐮 𝐭
Solution:
ℱ 𝜔 = ℱ 2𝑒 −𝑡 𝑢 𝑡 + 3𝑒 −2𝑡 𝑢 𝑡
= 2ℱ 𝑒 −𝑡 𝑢 𝑡 + 3ℱ 𝑒 −2𝑡 𝑢 𝑡
2 3
= +
(1 + 𝑖𝜔) (2 + 𝑖𝜔)
Example:
Find the Fourier transform of the rectangular pulse:
𝟏 , −𝒂 ≤ 𝒕 < 𝒂
𝒇 𝒕 =ቊ
𝟎 , otherwise
Solution:
Note that the pulse width is 𝟐𝒂
∞
ℱ(𝜔) = න 𝑒 −𝑖𝜔𝑡 𝑓 𝑡 𝑑𝑡
−∞
𝑎 𝑎
ℱ 𝜔 = න 𝑒 −𝑖𝜔𝑡 (1)𝑑𝑡 = න 𝑒 −𝑖𝜔𝑡 𝑑𝑡
−𝑎 −𝑎
−1 −𝑖𝜔𝑡 𝑎 −1 −𝑖𝜔𝑎 𝑖𝜔𝑎
2 sin 𝜔𝑎
ℱ 𝜔 = 𝑒 ቚ = 𝑒 −𝑒 =
𝑖𝜔 −𝑎 𝑖𝜔 𝜔
𝒔𝒊𝒏 𝒙
Engineers often call the function the 𝒔𝒊𝒏𝒄 𝒙 function.
𝒙
Consequently if we write, the transform of the rectangular pulse as
sin 𝜔𝑎
ℱ 𝜔 = 2𝑎 = 2a sinc 𝜔𝑎
𝜔𝑎
Example:
Find the Fourier transform of the rectangular pulse:
𝟒 , −𝟑 ≤ 𝒕 < 𝟑
𝒇 𝒕 =ቊ
𝟎 , otherwise
Solution:
𝟏 , −𝒂 ≤ 𝒕 < 𝒂
Fourier transform of the function 𝒑 𝒕 = ቊ
𝟎 , otherwise
𝒊𝒔 ℱ 𝜔 = 2a sinc 𝜔𝑎
Then
𝒇 𝒕 = 𝟒𝒑 𝒕 , 𝐚 = 𝟑
ℱ ω = 4(6 sinc 3ω) = 24 sinc 3ω
Example:
Find the Fourier transform of the rectangular pulse:
𝟔 , −𝟐 ≤ 𝒕 < 𝟐
𝒇 𝒕 =ቊ
𝟎 , otherwise
Solution:
𝟏 , −𝒂 ≤ 𝒕 < 𝒂
Fourier transform of the function 𝒑 𝒕 = ቊ
𝟎 , otherwise
𝒊𝒔 ℱ 𝜔 = 2a sinc 𝜔𝑎
Then
𝒇 𝒕 = 𝟔𝒑 𝒕 , 𝐚 = 𝟐
ℱ ω = 6(4 sinc 2ω) = 24 sinc 2ω
Example:
Find the Fourier transform of the rectangular pulse:
𝟏 ,𝟑 ≤ 𝒕 < 𝟓
𝒇 𝒕 =ቊ
𝟎 , otherwise
Solution:
𝟏 , −𝒂 ≤ 𝒕 < 𝒂
Fourier transform of the function 𝒑 𝒕 = ቊ
𝟎 , otherwise
𝒊𝒔 ℱ 𝜔 = 2a sinc 𝜔𝑎
𝒇 𝒕 is a pulse of width 2 and can be obtained by shifting the symmetrical
𝟏 , −𝟏 ≤ 𝒕 < 𝟏
rectangular pulse 𝒈 𝒕 = ቊ by 4 units to the right.
𝟎 , otherwise
𝒕𝟎 = 𝟒, 𝐚 = 𝟏
ℱ ω = 𝑒 −𝑖𝜔𝑡0 𝐹 𝜔 = 𝑒 −4𝑖𝜔 (2 𝑠𝑖𝑛𝑐 𝜔)
Example:
Find the Fourier transform of the two sided exponential function :
𝒆𝜶𝒕 ,𝒕 < 𝟎
𝒇 𝒕 = ቊ −𝜶𝒕
𝒆 ,𝒕 > 𝟎
where 𝜶 is a positive constant
Solution:
∞ 0 ∞
ℱ(𝜔) = න 𝑒 −𝑖𝜔𝑡 𝑓 𝑡 𝑑𝑡 = න 𝑒 −𝑖𝜔𝑡 𝑒 𝛼𝑡 𝑑𝑡 + න 𝑒 −𝑖𝜔𝑡 𝑒 −𝛼𝑡 𝑑𝑡
−∞ −∞ 0
0 ∞
ℱ 𝜔 = න 𝑒 (𝛼−𝑖𝜔)𝑡 𝑑𝑡 + න 𝑒 −(𝑖𝜔+𝛼)𝑡 𝑑𝑡
−∞ 0
1 (𝛼−𝑖𝜔)𝑡
0 −1 −(𝜶+𝑖𝜔)𝑡
∞
ℱ 𝜔 = 𝑒 ቚ + 𝑒 ቚ
(𝛼 − 𝑖𝜔) −∞ (𝛼 + 𝑖𝜔) 0
1 0 −∞
−1 −∞ 0
1 1
= 𝑒 −𝑒 + 𝑒 −𝑒 = +
(𝛼 − 𝑖𝜔) (𝛼 + 𝑖𝜔) (𝛼 − 𝑖𝜔) (𝛼 + 𝑖𝜔)
𝛼 + 𝑖𝜔 + 𝛼 − 𝑖𝜔 2𝛼
= = 2
(𝛼 − 𝑖𝜔)(𝛼 + 𝑖𝜔) (𝛼 + 𝜔 2 )