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Fourier Transform in Signal Analysis

The document discusses the Fourier transform and its properties. It defines the Fourier transform and inverse Fourier transform. It also describes the conditions for a Fourier transform to exist and provides an example of calculating the Fourier transform of a rectangular gate function.

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Sruthi G
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© All Rights Reserved
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0% found this document useful (0 votes)
4 views86 pages

Fourier Transform in Signal Analysis

The document discusses the Fourier transform and its properties. It defines the Fourier transform and inverse Fourier transform. It also describes the conditions for a Fourier transform to exist and provides an example of calculating the Fourier transform of a rectangular gate function.

Uploaded by

Sruthi G
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

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).

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).

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).

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| .

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