Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transform
Fourier transform can be used to represent both periodic and
aperiodic (or non-periodic) signals. Fourier transform is, in fact, a
limiting case of Fourier series (in the sense when T0 → ∞).
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transform
Fourier transform can be used to represent both periodic and
aperiodic (or non-periodic) signals. Fourier transform is, in fact, a
limiting case of Fourier series (in the sense when T0 → ∞).
Incentives to study the Fourier transform: Signal analysis (useful for
compression, feature extraction, biometrics, detection, etc.) and
signal filtering (useful for noise removal, enhancement, etc).
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transform
Fourier transform can be used to represent both periodic and
aperiodic (or non-periodic) signals. Fourier transform is, in fact, a
limiting case of Fourier series (in the sense when T0 → ∞).
Incentives to study the Fourier transform: Signal analysis (useful for
compression, feature extraction, biometrics, detection, etc.) and
signal filtering (useful for noise removal, enhancement, etc).
Definitions:
Z ∞
X (ω) = F [x(t)] = x(t)e −jωt dt. Fourier Transform
−∞
Z ∞
−1 1
x(t) = F [X (ω)] = X (ω)e jωt dω. Inverse Fourier Transform
2π −∞
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transform - characteristics
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transform - characteristics
x(t) and X (ω) form a Fourier Transform Pair, denoted as
x(t) ↔ X (ω)
X (ω) is the frequency-domain representation of the time-domain
signal x(t). Both functions x(t) and X (ω) represent the same thing.
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transform - characteristics
x(t) and X (ω) form a Fourier Transform Pair, denoted as
x(t) ↔ X (ω)
X (ω) is the frequency-domain representation of the time-domain
signal x(t). Both functions x(t) and X (ω) represent the same thing.
The transformation pair is unique, one-to-one, and invertible.
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transform - characteristics
x(t) and X (ω) form a Fourier Transform Pair, denoted as
x(t) ↔ X (ω)
X (ω) is the frequency-domain representation of the time-domain
signal x(t). Both functions x(t) and X (ω) represent the same thing.
The transformation pair is unique, one-to-one, and invertible.
X (ω) is a complex-valued function. Thus,
X (ω) = |X (ω)|e jθ(ω)
where |X (ω)| is the magnitude of X (ω) and θ(ω) is the phase of
X (ω).
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transform - characteristics
x(t) and X (ω) form a Fourier Transform Pair, denoted as
x(t) ↔ X (ω)
X (ω) is the frequency-domain representation of the time-domain
signal x(t). Both functions x(t) and X (ω) represent the same thing.
The transformation pair is unique, one-to-one, and invertible.
X (ω) is a complex-valued function. Thus,
X (ω) = |X (ω)|e jθ(ω)
where |X (ω)| is the magnitude of X (ω) and θ(ω) is the phase of
X (ω).
If x(t) is real-valued signal, then X (−ω) = X ∗ (ω).
Module 3: Fourier Analysis of Continuous-time Signals
Conditions for Fourier Transform’s Existence
Module 3: Fourier Analysis of Continuous-time Signals
Conditions for Fourier Transform’s Existence
The Fourier Transform X (ω) of x(t) exists if the following Dirichlet
conditions are satisfied.
Module 3: Fourier Analysis of Continuous-time Signals
Conditions for Fourier Transform’s Existence
The Fourier Transform X (ω) of x(t) exists if the following Dirichlet
conditions are satisfied.
R∞
x(t) is absolutely integrable; that is, −∞ |x(t)|dt < ∞.
Module 3: Fourier Analysis of Continuous-time Signals
Conditions for Fourier Transform’s Existence
The Fourier Transform X (ω) of x(t) exists if the following Dirichlet
conditions are satisfied.
R∞
x(t) is absolutely integrable; that is, −∞ |x(t)|dt < ∞.
x(t) has a finite number of maxima and minima within any finite
interval.
Module 3: Fourier Analysis of Continuous-time Signals
Conditions for Fourier Transform’s Existence
The Fourier Transform X (ω) of x(t) exists if the following Dirichlet
conditions are satisfied.
R∞
x(t) is absolutely integrable; that is, −∞ |x(t)|dt < ∞.
x(t) has a finite number of maxima and minima within any finite
interval.
x(t) has a finite number of discontinuities within any finite interval,
and each of these discontinuities is finite.
Module 3: Fourier Analysis of Continuous-time Signals
Conditions for Fourier Transform’s Existence
The Fourier Transform X (ω) of x(t) exists if the following Dirichlet
conditions are satisfied.
R∞
x(t) is absolutely integrable; that is, −∞ |x(t)|dt < ∞.
x(t) has a finite number of maxima and minima within any finite
interval.
x(t) has a finite number of discontinuities within any finite interval,
and each of these discontinuities is finite.
Note that this set of conditions are sufficient but not necessary.
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.3: Find the Fourier transform of the rectangular gate function
(
A, for − τ2 < t < τ2
x(t) =
0, elsewhere
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.3: Find the Fourier transform of the rectangular gate function
(
A, for − τ2 < t < τ2
x(t) =
0, elsewhere
Z ∞
Answer: X (ω) = x(t)e −jωt dt
−∞
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.3: Find the Fourier transform of the rectangular gate function
(
A, for − τ2 < t < τ2
x(t) =
0, elsewhere
Z ∞
Answer: X (ω) = x(t)e −jωt dt
−∞
Z τ Z τ
2 2
= Ae −jωt dt = A e −jωt dt
− τ2 − τ2
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.3: Find the Fourier transform of the rectangular gate function
(
A, for − τ2 < t < τ2
x(t) =
0, elsewhere
Z ∞
Answer: X (ω) = x(t)e −jωt dt
−∞
Z τ Z τ
2 2
= Ae −jωt dt = A e −jωt dt
− τ2 − τ2
−jωt τ /2 −jωτ /2
e jωτ /2
e e
=A =A −
−jω −τ /2 −jω −jω
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.3: Find the Fourier transform of the rectangular gate function
(
A, for − τ2 < t < τ2
x(t) =
0, elsewhere
Z ∞
Answer: X (ω) = x(t)e −jωt dt
−∞
Z τ Z τ
2 2
= Ae −jωt dt = A e −jωt dt
− τ2 − τ2
−jωt τ /2 −jωτ /2
e jωτ /2
e e
=A =A −
−jω −τ /2 −jω −jω
2A ωτ
= sin Using Euler’s formula
ω 2
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.3: Find the Fourier transform of the rectangular gate function
(
A, for − τ2 < t < τ2
x(t) =
0, elsewhere
Z ∞
Answer: X (ω) = x(t)e −jωt dt
−∞
Z τ Z τ
2 2
= Ae −jωt dt = A e −jωt dt
− τ2 − τ2
−jωt τ /2 −jωτ /2
e jωτ /2
e e
=A =A −
−jω −τ /2 −jω −jω
2A ωτ
= sin Using Euler’s formula
ω 2
ωτ
X (ω) = Aτ sinc .
2
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.4: Find the Fourier transform of the single-sided exponential
signal x(t) given below, for a > 0.
(
e −at , for t ≥ 0
x(t) =
0, otherwise
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.4: Find the Fourier transform of the single-sided exponential
signal x(t) given below, for a > 0.
(
e −at , for t ≥ 0
x(t) =
0, otherwise
Z ∞
Answer: X (ω) = x(t)e −jωt dt
−∞
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.4: Find the Fourier transform of the single-sided exponential
signal x(t) given below, for a > 0.
(
e −at , for t ≥ 0
x(t) =
0, otherwise
Z ∞
Answer: X (ω) = x(t)e −jωt dt
Z−∞
∞ Z ∞
−at −jωt
= e e dt = e −(a+jω)t dt
0 0
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.4: Find the Fourier transform of the single-sided exponential
signal x(t) given below, for a > 0.
(
e −at , for t ≥ 0
x(t) =
0, otherwise
Z ∞
Answer: X (ω) = x(t)e −jωt dt
Z−∞
∞ Z ∞
−at −jωt
= e e dt = e −(a+jω)t dt
0 0
∞
e −(a+jω)t
=
−(a + jω) 0
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.4: Find the Fourier transform of the single-sided exponential
signal x(t) given below, for a > 0.
(
e −at , for t ≥ 0
x(t) =
0, otherwise
Z ∞
Answer: X (ω) = x(t)e −jωt dt
Z−∞
∞ Z ∞
−at −jωt
= e e dt = e −(a+jω)t dt
0 0
∞
e −(a+jω)t
=
−(a + jω) 0
1
X (ω) = .
a + jω
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transforms of some other standard functions
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transforms of some other standard functions
Unit-strength impulse function: F [δ(t)] = 1.
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transforms of some other standard functions
Unit-strength impulse function: F [δ(t)] = 1.
Impulse function with strength A: F [A δ(t)] = A.
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transforms of some other standard functions
Unit-strength impulse function: F [δ(t)] = 1.
Impulse function with strength A: F [A δ(t)] = A.
Constant A: F [A] = 2πA δ(ω).
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transforms of some other standard functions
Unit-strength impulse function: F [δ(t)] = 1.
Impulse function with strength A: F [A δ(t)] = A.
Constant A: F [A] = 2πA δ(ω).
Exponential e ±jω0 t : F [e ±jω0 t ] = 2π δ(ω ∓ ω0 ).
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transforms of some other standard functions
Unit-strength impulse function: F [δ(t)] = 1.
Impulse function with strength A: F [A δ(t)] = A.
Constant A: F [A] = 2πA δ(ω).
Exponential e ±jω0 t : F [e ±jω0 t ] = 2π δ(ω ∓ ω0 ).
Impulse train δT0 (t): F [δT0 (t)] = ω0 δω0 (ω).
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transforms of some other standard functions
Unit-strength impulse function: F [δ(t)] = 1.
Impulse function with strength A: F [A δ(t)] = A.
Constant A: F [A] = 2πA δ(ω).
Exponential e ±jω0 t : F [e ±jω0 t ] = 2π δ(ω ∓ ω0 ).
Impulse train δT0 (t): F [δT0 (t)] = ω0 δω0 (ω).
Signum funtion sgn(t): F [sgn(t)] = 2
jω .
Module 3: Fourier Analysis of Continuous-time Signals
Fourier Transforms of some other standard functions
Unit-strength impulse function: F [δ(t)] = 1.
Impulse function with strength A: F [A δ(t)] = A.
Constant A: F [A] = 2πA δ(ω).
Exponential e ±jω0 t : F [e ±jω0 t ] = 2π δ(ω ∓ ω0 ).
Impulse train δT0 (t): F [δT0 (t)] = ω0 δω0 (ω).
Signum funtion sgn(t): F [sgn(t)] = 2
jω .
Refer [Link] for the summary of Fourier Transform pairs.
Module 3: Fourier Analysis of Continuous-time Signals
Properties of Fourier Transform
Module 3: Fourier Analysis of Continuous-time Signals
Properties of Fourier Transform
Linearity: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
a1 x1 (t) + a2 x2 (t) ↔ a1 X1 (ω) + a2 X2 (ω).
Module 3: Fourier Analysis of Continuous-time Signals
Properties of Fourier Transform
Linearity: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
a1 x1 (t) + a2 x2 (t) ↔ a1 X1 (ω) + a2 X2 (ω).
Time shifting: If x(t) ↔ X (ω), then x(t − τ ) ↔ e −jωτ X (ω).
Module 3: Fourier Analysis of Continuous-time Signals
Properties of Fourier Transform
Linearity: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
a1 x1 (t) + a2 x2 (t) ↔ a1 X1 (ω) + a2 X2 (ω).
Time shifting: If x(t) ↔ X (ω), then x(t − τ ) ↔ e −jωτ X (ω).
Frequency shifting: If x(t) ↔ X (ω), then x(t)e jω0 t ↔ X (ω − ω0 ).
Module 3: Fourier Analysis of Continuous-time Signals
Properties of Fourier Transform
Linearity: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
a1 x1 (t) + a2 x2 (t) ↔ a1 X1 (ω) + a2 X2 (ω).
Time shifting: If x(t) ↔ X (ω), then x(t − τ ) ↔ e −jωτ X (ω).
Frequency shifting: If x(t) ↔ X (ω), then x(t)e jω0 t ↔ X (ω − ω0 ).
Time differentiation: If x(t) ↔ X (ω), then
d
[x(t)] ↔ jωX (ω).
dt
Module 3: Fourier Analysis of Continuous-time Signals
Time convolution: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
x1 (t) ∗ x2 (t) ↔ X1 (ω) X2 (ω).
convolution in time domain ⇐⇒ multiplication in frequency domain.
Module 3: Fourier Analysis of Continuous-time Signals
Time convolution: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
x1 (t) ∗ x2 (t) ↔ X1 (ω) X2 (ω).
convolution in time domain ⇐⇒ multiplication in frequency domain.
Time multiplication: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
1
x1 (t) x2 (t) ↔ X1 (ω) ∗ X2 (ω).
2π
multiplication in time domain ⇐⇒ convolution in frequency domain.
Module 3: Fourier Analysis of Continuous-time Signals
Time convolution: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
x1 (t) ∗ x2 (t) ↔ X1 (ω) X2 (ω).
convolution in time domain ⇐⇒ multiplication in frequency domain.
Time multiplication: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
1
x1 (t) x2 (t) ↔ X1 (ω) ∗ X2 (ω).
2π
multiplication in time domain ⇐⇒ convolution in frequency domain.
Parseval’s Theorem: If x(t) ↔ X (ω), then
Z ∞ Z ∞
2 1
|x(t)| dt = |X (ω)|2 dω.
−∞ 2π −∞
Module 3: Fourier Analysis of Continuous-time Signals
Time convolution: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
x1 (t) ∗ x2 (t) ↔ X1 (ω) X2 (ω).
convolution in time domain ⇐⇒ multiplication in frequency domain.
Time multiplication: If x1 (t) ↔ X1 (ω) and x2 (t) ↔ X2 (ω), then
1
x1 (t) x2 (t) ↔ X1 (ω) ∗ X2 (ω).
2π
multiplication in time domain ⇐⇒ convolution in frequency domain.
Parseval’s Theorem: If x(t) ↔ X (ω), then
Z ∞ Z ∞
2 1
|x(t)| dt = |X (ω)|2 dω.
−∞ 2π −∞
Refer [Link] for the summary of Fourier Transform properties.
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.5: Find the Fourier transform of the signal f (t) shown in
figure 3. Use time-shifting property.
Figure 3: Signal f (t) in Example 3.5
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.5: Find the Fourier transform of the signal f (t) shown in
figure 3. Use time-shifting property.
Figure 3: Signal f (t) in Example 3.5
Answer: The above signal can be expressed as
t − τ2
f (t) = A rect .
τ
Module 3: Fourier Analysis of Continuous-time Signals
Consider a signal g (t) = A rect( τt ). Its Fourier Transform is
ωτ
G (ω) = Aτ sin . [Refer Example 3.3]
2
Module 3: Fourier Analysis of Continuous-time Signals
Consider a signal g (t) = A rect( τt ). Its Fourier Transform is
ωτ
G (ω) = Aτ sin . [Refer Example 3.3]
2
Since f (t) = g (t − τ2 ), the Fourier Transform of f (t) is equal to the
Fourier Transform of g (t − τ2 ).
Module 3: Fourier Analysis of Continuous-time Signals
Consider a signal g (t) = A rect( τt ). Its Fourier Transform is
ωτ
G (ω) = Aτ sin . [Refer Example 3.3]
2
Since f (t) = g (t − τ2 ), the Fourier Transform of f (t) is equal to the
Fourier Transform of g (t − τ2 ).
Therefore, using the time shifting property,
Module 3: Fourier Analysis of Continuous-time Signals
Consider a signal g (t) = A rect( τt ). Its Fourier Transform is
ωτ
G (ω) = Aτ sin . [Refer Example 3.3]
2
Since f (t) = g (t − τ2 ), the Fourier Transform of f (t) is equal to the
Fourier Transform of g (t − τ2 ).
Therefore, using the time shifting property,
τ
F (ω) = e −jω 2 G (ω)
Module 3: Fourier Analysis of Continuous-time Signals
Consider a signal g (t) = A rect( τt ). Its Fourier Transform is
ωτ
G (ω) = Aτ sin . [Refer Example 3.3]
2
Since f (t) = g (t − τ2 ), the Fourier Transform of f (t) is equal to the
Fourier Transform of g (t − τ2 ).
Therefore, using the time shifting property,
τ
F (ω) = e −jω 2 G (ω)
τ ωτ
= e −jω 2 Aτ sin
2
Module 3: Fourier Analysis of Continuous-time Signals
Consider a signal g (t) = A rect( τt ). Its Fourier Transform is
ωτ
G (ω) = Aτ sin . [Refer Example 3.3]
2
Since f (t) = g (t − τ2 ), the Fourier Transform of f (t) is equal to the
Fourier Transform of g (t − τ2 ).
Therefore, using the time shifting property,
τ
F (ω) = e −jω 2 G (ω)
τ ωτ
= e −jω 2 Aτ sin
2
τ ωτ
F (ω) = Aτ e −jω 2 sin .
2
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.6: Find the energy of the signal x(t) given its Fourier Transform
2
X (ω) = .
3 + jω
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.6: Find the energy of the signal x(t) given its Fourier Transform
2
X (ω) = .
3 + jω
Answer: According to Parseval’s Theorem,
Z ∞ Z ∞
1
Ex = |x(t)|2 dt = |X (ω)|2 dω.
−∞ 2π −∞
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.6: Find the energy of the signal x(t) given its Fourier Transform
2
X (ω) = .
3 + jω
Answer: According to Parseval’s Theorem,
Z ∞ Z ∞
1
Ex = |x(t)|2 dt = |X (ω)|2 dω.
−∞ 2π −∞
Therefore,
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.6: Find the energy of the signal x(t) given its Fourier Transform
2
X (ω) = .
3 + jω
Answer: According to Parseval’s Theorem,
Z ∞ Z ∞
1
Ex = |x(t)|2 dt = |X (ω)|2 dω.
−∞ 2π −∞
Therefore,
Z ∞
1
Ex = |X (ω)|2 dω
2π −∞
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.6: Find the energy of the signal x(t) given its Fourier Transform
2
X (ω) = .
3 + jω
Answer: According to Parseval’s Theorem,
Z ∞ Z ∞
1
Ex = |x(t)|2 dt = |X (ω)|2 dω.
−∞ 2π −∞
Therefore,
Z ∞
1
Ex = |X (ω)|2 dω
2π −∞
Z ∞
1 4
= dω
2π −∞ 9 + ω 2
Module 3: Fourier Analysis of Continuous-time Signals
Z ∞
4 1
= dω
2π −∞ 9 + ω2
Module 3: Fourier Analysis of Continuous-time Signals
Z ∞
4 1
= dω
2π −∞ 9 + ω 2
∞
4 1 −1 ω 1 1
tan−1 ( ωa )
R
= × tan Since a2 +ω 2
dω = a
2π 3 3 −∞
Module 3: Fourier Analysis of Continuous-time Signals
Z ∞
4 1
= dω
2π −∞ 9 + ω 2
∞
4 1 −1 ω
tan−1 ( ωa )
R 1 1
= × tan Since a2 +ω 2 dω = a
2π 3 3 −∞
4 1 −1 −1
= × × tan (∞) − tan (−∞)
2π 3
Module 3: Fourier Analysis of Continuous-time Signals
Z ∞
4 1
= dω
2π −∞ 9 + ω 2
∞
4 1 −1 ω
tan−1 ( ωa )
R 1 1
= × tan Since a2 +ω 2 dω = a
2π 3 3 −∞
4 1 −1 −1
= × × tan (∞) − tan (−∞)
2π 3
4 1 π π
= × × +
2π 3 2 2
Module 3: Fourier Analysis of Continuous-time Signals
Z ∞
4 1
= dω
2π −∞ 9 + ω 2
∞
4 1 −1 ω
tan−1 ( ωa )
R 1 1
= × tan Since a2 +ω 2 dω = a
2π 3 3 −∞
4 1 −1 −1
= × × tan (∞) − tan (−∞)
2π 3
4 1 π π
= × × +
2π 3 2 2
4 π
= ×
2π 3
Module 3: Fourier Analysis of Continuous-time Signals
Z ∞
4 1
= dω
2π −∞ 9 + ω 2
∞
4 1 −1 ω
tan−1 ( ωa )
R 1 1
= × tan Since a2 +ω 2 dω = a
2π 3 3 −∞
4 1 −1 −1
= × × tan (∞) − tan (−∞)
2π 3
4 1 π π
= × × +
2π 3 2 2
4 π
= ×
2π 3
2
Ex = .
3
Module 3: Fourier Analysis of Continuous-time Signals
Frequency Response of a CT LTI System
The Fourier transform of the impluse response is called the frequency
response. That is, they form a Fourier Transform pair: h(t) ↔ H(ω).
Figure 4: Frequency response and impulse response of an LTI system; Note X (ω),
H(ω), and Y (ω), are the Fourier Transforms of x(t), h(t), and y (t), respectively.
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.7: Consider an LTI system with transfer function
dy (t)
2 + y (t) = x(t).
dt
Evaluate its frequency response and impulse response.
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.7: Consider an LTI system with transfer function
dy (t)
2 + y (t) = x(t).
dt
Evaluate its frequency response and impulse response.
Answer: Taking the Fourier Transform on both sides of the ODE,
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.7: Consider an LTI system with transfer function
dy (t)
2 + y (t) = x(t).
dt
Evaluate its frequency response and impulse response.
Answer: Taking the Fourier Transform on both sides of the ODE,
dy (t)
F 2 + y (t) = F [x(t)]
dt
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.7: Consider an LTI system with transfer function
dy (t)
2 + y (t) = x(t).
dt
Evaluate its frequency response and impulse response.
Answer: Taking the Fourier Transform on both sides of the ODE,
dy (t)
F 2 + y (t) = F [x(t)]
dt
2(jω)Y (ω) + Y (ω) = X (ω) Using time-differentiation property
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.7: Consider an LTI system with transfer function
dy (t)
2 + y (t) = x(t).
dt
Evaluate its frequency response and impulse response.
Answer: Taking the Fourier Transform on both sides of the ODE,
dy (t)
F 2 + y (t) = F [x(t)]
dt
2(jω)Y (ω) + Y (ω) = X (ω) Using time-differentiation property
(1 + j2ω)Y (ω) = X (ω)
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.7: Consider an LTI system with transfer function
dy (t)
2 + y (t) = x(t).
dt
Evaluate its frequency response and impulse response.
Answer: Taking the Fourier Transform on both sides of the ODE,
dy (t)
F 2 + y (t) = F [x(t)]
dt
2(jω)Y (ω) + Y (ω) = X (ω) Using time-differentiation property
(1 + j2ω)Y (ω) = X (ω)
Therefore, the frequency response
Y (ω) 1
H(ω) = = .
X (ω) 1 + j2ω
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
−1
h(t) = F H(ω)
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
−1
h(t) = F H(ω)
1
= F −1
1 + j2ω
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
−1
h(t) = F H(ω)
1
= F −1
1 + j2ω
−1 0.5
=F
0.5 + jω
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
−1
h(t) = F H(ω)
1
= F −1
1 + j2ω
−1 0.5
=F
0.5 + jω
−1 1
= 0.5 × F .
0.5 + jω
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
−1
h(t) = F H(ω)
1
= F −1
1 + j2ω
−1 0.5
=F
0.5 + jω
−1 1
= 0.5 × F .
0.5 + jω
Since F −1 1
a+jω = e −at u(t),
h(t) = 0.5 e −0.5t u(t).
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.8: Find the impulse response of the following LTI system
d 2 y (t) d 2 x(t)
− 9y (t) = − 21x(t).
dt 2 dt 2
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.8: Find the impulse response of the following LTI system
d 2 y (t) d 2 x(t)
− 9y (t) = − 21x(t).
dt 2 dt 2
Answer: Taking the Fourier Transform on both sides of the ODE,
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.8: Find the impulse response of the following LTI system
d 2 y (t) d 2 x(t)
− 9y (t) = − 21x(t).
dt 2 dt 2
Answer: Taking the Fourier Transform on both sides of the ODE,
2 2
d y (t) d x(t)
F − 9y (t) = F − 21x(t)
dt 2 dt 2
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.8: Find the impulse response of the following LTI system
d 2 y (t) d 2 x(t)
− 9y (t) = − 21x(t).
dt 2 dt 2
Answer: Taking the Fourier Transform on both sides of the ODE,
2 2
d y (t) d x(t)
F − 9y (t) = F − 21x(t)
dt 2 dt 2
(jω)2 Y (ω) − 9Y (ω) = (jω)2 X (ω) − 21X (ω) Time-differentiation property
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.8: Find the impulse response of the following LTI system
d 2 y (t) d 2 x(t)
− 9y (t) = − 21x(t).
dt 2 dt 2
Answer: Taking the Fourier Transform on both sides of the ODE,
2 2
d y (t) d x(t)
F − 9y (t) = F − 21x(t)
dt 2 dt 2
(jω)2 Y (ω) − 9Y (ω) = (jω)2 X (ω) − 21X (ω) Time-differentiation property
(−9 − ω 2 )Y (ω) = (−21 − ω 2 )X (ω)
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.8: Find the impulse response of the following LTI system
d 2 y (t) d 2 x(t)
− 9y (t) = − 21x(t).
dt 2 dt 2
Answer: Taking the Fourier Transform on both sides of the ODE,
2 2
d y (t) d x(t)
F − 9y (t) = F − 21x(t)
dt 2 dt 2
(jω)2 Y (ω) − 9Y (ω) = (jω)2 X (ω) − 21X (ω) Time-differentiation property
(−9 − ω 2 )Y (ω) = (−21 − ω 2 )X (ω)
(9 + ω 2 )Y (ω) = (21 + ω 2 )X (ω)
Module 3: Fourier Analysis of Continuous-time Signals
Example 3.8: Find the impulse response of the following LTI system
d 2 y (t) d 2 x(t)
− 9y (t) = − 21x(t).
dt 2 dt 2
Answer: Taking the Fourier Transform on both sides of the ODE,
2 2
d y (t) d x(t)
F − 9y (t) = F − 21x(t)
dt 2 dt 2
(jω)2 Y (ω) − 9Y (ω) = (jω)2 X (ω) − 21X (ω) Time-differentiation property
(−9 − ω 2 )Y (ω) = (−21 − ω 2 )X (ω)
(9 + ω 2 )Y (ω) = (21 + ω 2 )X (ω)
Therefore, the frequency response
Y (ω) 21 + ω 2
H(ω) = = .
X (ω) 9 + ω2
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
h(t) = F −1 H(ω)
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
h(t) = F −1 H(ω)
2
−1 21 + ω
=F
9 + ω2
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
h(t) = F −1 H(ω)
2
−1 21 + ω
=F
9 + ω2
2
−1 9 + ω 12
=F +
9 + ω2 9 + ω2
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
h(t) = F −1 H(ω)
2
−1 21 + ω
=F
9 + ω2
2
−1 9 + ω 12
=F +
9 + ω2 9 + ω2
12
= F −1 1 +
9 + ω2
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
h(t) = F −1 H(ω)
2
−1 21 + ω
=F
9 + ω2
2
−1 9 + ω 12
=F +
9 + ω2 9 + ω2
12
= F −1 1 +
9 + ω2
−1 −1 1
= F [1] + 12 × F
9 + ω2
Module 3: Fourier Analysis of Continuous-time Signals
The impulse response,
h(t) = F −1 H(ω)
2
−1 21 + ω
=F
9 + ω2
2
−1 9 + ω 12
=F +
9 + ω2 9 + ω2
12
= F −1 1 +
9 + ω2
−1 −1 1
= F [1] + 12 × F
9 + ω2
Since F −1 [1] = δ(t) and F −1 a2 +ω
1
2
1 −a|t|
= 2a e ,
h(t) = δ(t) + 2e −3|t| .