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Fourier Transform

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0% found this document useful (0 votes)
30 views22 pages

Fourier Transform

Uploaded by

arnabsaha202177
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
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SUMMARY :-


• X(ω) = ‫׬‬−∞ 𝑥 𝑡 ⅇ −𝑗ω𝑡 𝑑𝑡 → Fourier Transform of x(t)
1 ∞
x(t) = ‫׬‬−∞ X ω ⅇ𝑗ω𝑡 𝑑ω → Inverse Fourier Transform of X(ω)
2𝜋
• FT existence conditions :- (Sufficient but not necessary)

1. ‫׬‬−∞ 𝑥 𝑡 ⅆ𝑡 < ∞ ⇒ Absolutely integrable
2. Finite number of finite maxima and minima.
3. Finite number of finite size discontinuities.
• If x(t) is a Real signal then
- X(ω) = X*(-ω) i.e. X(ω) is even conjugate or conjugate
symmetric.
- Magnitude spectrum is an even function of ω and Phase
spectrum is an odd function of ω.
.
1
ⅇ−𝑎𝑡 𝑢 𝑡 ↔ 𝑎>0
𝑎 + 𝑗𝜔

𝑎𝑡
1
ⅇ 𝑢 −𝑡 ↔ 𝑎>0
𝑎 − 𝑗𝜔

−𝑎 𝑡
2𝑎
ⅇ ↔ 2 𝑎>0
𝑎 + 𝜔2

𝛿 𝑡 ↔1 1↔ 2𝜋𝛿 𝜔

2
sgn(t) ↔ 𝐴 ↔ 2𝜋𝐴𝛿(𝜔)
𝑗𝜔

ⅇ𝑗𝜔0 𝑡 ↔ 2𝜋𝛿(𝜔 − 𝜔0 )
.
ⅇ−𝑗𝜔0𝑡 ↔ 2𝜋𝛿(𝜔 + 𝜔0 )

1
𝑢 𝑡 ↔ 𝜋𝛿 𝜔 +
𝑗𝜔

𝑐𝑜𝑠𝜔0 𝑡 ↔ 𝜋 𝛿 ω − 𝜔0 + 𝛿 ω + 𝜔0
𝜋
sin𝜔0 𝑡 ↔ 𝛿 ω − 𝜔0 − 𝛿 ω + 𝜔0
𝑗

.
.
Properties:-
1) Linearity:-
ax1(t) + bx2t ⟷ aX1(ω) + bX2(ω)

2) Time shifting:-
x (t – to) ⟷ ⅇ −𝑗ω𝑡0 𝑋(ω)
x (t + to) ⟷ ⅇ 𝑗ω𝑡0 𝑋(ω)
• Time shifting a signal by to does not change its amplitude
spectrum however changes its phase spectrum by –ωto
.
which is a linear function of ω.
• x(t + to) + x(t – to) ⟷ 2 X(ω) cos ωto
• x(t + to) – x(t – to) ⟷ 2j X(ω) sin ωto

3) Frequency shifting:-
𝑥 𝑡 ⅇ𝑗𝜔0 𝑡 ⟷ 𝑋 𝜔 − 𝜔𝑜
𝑥 𝑡 ⅇ−𝑗𝜔0 𝑡 ⟷ 𝑋 𝜔 + 𝜔𝑜
1
𝑥 𝑡 𝑐𝑜𝑠𝜔𝑜 𝑡 ⟷ 𝑋 𝜔 − 𝜔𝑜 + 𝑋 𝜔 + 𝜔𝑜
2

1
𝑥 𝑡 𝑠𝑖𝑛𝜔𝑜 𝑡 ⟷ [𝑋 𝜔 − 𝜔𝑜 − 𝑋 𝜔 + 𝜔𝑜 ]
2𝑗

4) Time scaling:-
1 𝜔
𝑥(𝑎𝑡) ⟷ 𝑋 a ε Real
.
|𝑎| 𝑎
Compression is one domain leads to expansion in other
domain & vice versa.
Time × B.W. = Constant

5) Frequency scaling:-
1 𝑡
𝑥 ⟷ 𝑋(𝑎𝜔)
|𝑎| 𝑎

6) Time Reversal:-
𝑥(−𝑡) ⟷ 𝑋(−𝜔)

7) Time differentiation:-
𝑑𝑥 𝑑𝑦 𝑑𝑥(𝑡)
• 𝑥 𝑡 =𝑦 𝑡 = ⟷ 𝑗𝜔𝑋 𝜔
𝑑𝑡 𝑑𝑡 𝑑𝑡
𝑛
𝑑 𝑥(𝑡)
⟷ 𝑗𝜔 n 𝑋(𝜔)
.
𝑑𝑡 𝑛
𝑑𝑥 𝑑𝑌
𝑥 𝑡 =𝑦 𝑡 +𝐴 =
↳ 𝑑𝑡 𝑑𝑡
𝑥 𝜔 = 𝑌 𝜔 + 2𝜋𝐴𝛿(𝜔)
A ⟶ Avg value

• 𝜔 ⟶ 2𝜋𝑓 Careful about δ(ω) and dw


Ex. cos(ωot) ⟷ π[δ(ω – ωo) + δ(ω + ω o)]
= π[δ(2π(f – fo) + δ(2π(f + fo)]
1
= [𝛿 𝑓 − 𝑓𝑜 + 𝛿 𝑓 + 𝑓𝑜 ]
2
dω = 2π df

.
8) Frequency differentiation:- (Multiplication by t)
𝑑×(𝜔)
𝑡𝑥 𝑡 ⟷ 𝑗
𝑑𝜔
𝑛 −𝑎𝑡
𝑛!
𝑡 ⅇ 𝑢 𝑡 ⟷
𝑎 + 𝑗𝜔 𝑛+1
−𝑎𝑡 2 𝜋 −𝜔2 Τ4𝑎
ⅇ ⟷ ⅇ
𝑎

9) Duality:-
𝑥 𝑡 ⟷ 𝑋(𝜔) 𝑥(𝑡) ⟷ 𝑋(𝑓)
𝑥(𝑡) ⟷ 2𝜋𝑋(−𝜔) 𝑥(𝑡) ⟷ 𝑋(−𝑓)
𝐹𝑇 𝐹𝑇
𝑥 𝑡 𝑋 𝜔 2𝜋𝑋(−𝜔)

.
10) Area property:-

‫׬‬−∞ 𝑥 𝑡 𝑑𝑡 = 𝑋(0)

‫׬‬−∞ 𝑋 𝑤 𝑑𝜔 = 2𝜋𝑥(0)

‫׬‬−∞ 𝑋 𝑓 𝑑𝑓 = 𝑥(0)

11) Convolution in time:-


𝑥1 𝑡 ⊗ 𝑥2 𝑡 ⟷ 𝑋1 𝜔 . 𝑋2 (𝜔)

12) Frequency convolution (Multiplication in time):-


1
𝑥1 𝑡 . 𝑥2 (𝑡) ⟷ [𝑋1 𝜔 ⊗ 𝑋2 𝜔 ]
2𝜋
1
• 𝐴 𝑠𝑖𝑛𝑐 𝛼𝑡 ⊗ 𝐵𝑠𝑖𝑛𝑐 𝛽𝑡 = 𝐴𝐵 𝑠𝑖𝑛𝑐(𝛾𝑡)
𝑘
k=max(α,β) ϒ=min(α,β)
• 𝑠𝑖𝑛𝑐𝑡 ⊗ 𝑠𝑖𝑛𝑐𝑡 ⊗. . 𝑛 𝑡𝑖𝑚ⅇ𝑠 = 𝑠𝑖𝑛𝑐𝑡
.
13) Spectral density property of FT:-
(Parseval’s theorem or Rayleigh’s energy theorem)

• 𝐸 = ‫׬‬−∞ 𝑥 𝑡 2 𝑑𝑡
1 ∞ 2 𝑑𝜔 ∞ 2 𝑑𝑓
𝐸= ‫׬‬ 𝑋 𝜔 or 𝐸= ‫׬‬−∞ 𝑋 𝑓
2𝜋 −∞
(ESD)x = Gx = |x(ω)|2

• When an energy signal is modulated its energy gets half.


Energy of 𝑥 𝑡 ⟶ 𝐸
Energy of 𝑥 𝑡 𝑐𝑜𝑠𝜔𝑜 𝑡 𝐸
Energy of 𝑥 𝑡 𝑠𝑖𝑛𝜔𝑜 𝑡 2
∞ 1 ∞
• ‫׬‬−∞ 𝑥1 𝑡 . 𝑥2 𝑡 𝑑𝑡 = ‫׬‬−∞ 𝑋1 𝜔 𝑋2 −𝜔 ⅆ𝜔 =
2𝜋
1 ∞
‫׬‬−∞
𝑋1 −𝜔 𝑋2 𝜔 ⅆ𝜔
2𝜋
.
14) Time integration :-
𝑡 𝑋(𝜔)
• ‫׬‬−∞ 𝑥 𝑡 ⅆ𝑡 ↔ 𝜋𝑋 0 𝛿 𝜔 +
𝑗𝜔

If x(0) = 0 or ‫׬‬−∞ 𝑥 𝑡 ⅆ𝑡 = 0 or x(t) → 𝑜𝑑𝑑
𝑡
𝑋 (𝜔)
න 𝑥 𝑡 ⅆ𝑡 ↔
𝑗𝜔
−∞

15) Conjugation property:-


𝑥 ∗ 𝑡 ↔ 𝑋 ∗ (−𝜔)

➢Finding Cn by using FT :-
𝑋 𝑛𝜔0
𝐶𝑛 =
𝑇
.
➢Fourier transform of periodic signals :-
• 𝑥 𝑡 = σ∞ 𝐶
𝑛=−∞ 𝑛 ⅇ 𝑗𝑛𝜔0 𝑡 ↔ 2𝜋 σ∞
𝑛=−∞ 𝐶𝑛 𝛿 ω − 𝑛𝜔0

• σ∞
𝑛=−∞ 𝛿(𝑡 − 𝑛𝑇) ↔ 𝜔 σ∞
0 𝑛=−∞ 𝛿(𝜔 − 𝑛𝜔0 )

X(t) X(ω)
1) Real CS
2) CS Real
3) Img. CAS
4) CAS Img.
5) R+E R+E
6) I+E I+E
7) R+0 I+0
.
8) I+0 R+0
X(t) X(ω)
1) Continuous Non Periodic
2) Non Periodic Continuous
3) Discrete Periodic
4) Periodic Discrete
5) Continuous + Non Continuous + Non
Periodic Periodic
6) Continuous + Discrete + Non
Periodic Periodic
7) Discrete + Non Continuous + Periodic
Periodic
8) Discrete + Periodic Discrete + Periodic
.
• Distortionless transmission :- If the output is copy of the input
with scaling in amplitude and possible time shift.

x(t) → input then output y(t) = kx(t-to)


- Impulse Response h(t) = kδ(t-to)
H(ω) = 𝑘ⅇ−𝑗𝜔𝑡0 i.e 𝐻 𝜔 = 𝑘 & ∠𝐻 𝜔 = −𝜔𝑡0

Magnitude response constant and Phase response a linear


function of frequency.

∠𝐻 𝜔0
• Phase Delay :- 𝜏𝑝 𝜔 = −
𝜔0

• Group Delay :- 𝜏𝑔 𝜔 = − ∠𝐻 𝜔
ⅆ𝜔
.
• Eigen function and Eigen value when system is fixed:-

𝐻 𝑠 = න ℎ 𝜏 ⅇ−𝑠𝜏 ⅆ𝜏

ⅇ𝑠𝑡 → 𝐻 𝑠 ⅇ𝑠𝑡
S can be ⟶ So , σo , jωo , 1 , -So , -σo , -jωo
∴ H(S) will be scalar ∴ Eigen value.

Sinusoidal :-
1. h(t) is even
𝐻 (𝜔)
𝑎 cos 𝜔𝑜 𝑡 + 𝜃 → 𝐻 𝜔0 𝐴 cos(𝜔𝑜 𝑡 + 𝜃)
2. h(t) is real
𝐻 (𝜔)
𝑎 cos 𝜔𝑜 𝑡 + 𝜃 → 𝐴|𝐻 𝜔0 | cos(𝜔𝑜 𝑡 + 𝜃 + 𝐻 𝜔0 )
.
3. h(t) is real and even
𝐻 (𝜔)
A cos 𝜔𝑜 𝑡 + 𝜃 → 𝐻 𝜔0 𝐴 cos(𝜔𝑜 𝑡 + 𝜃)

Bandwidth:-
➢ B.W. of a distortionless transmission LTI system is ideally ∞.
➢ 70.7% or 3 dB B.W. :-
1
𝐻 𝜔 > 𝐻 𝜔 𝑚𝑎𝑥
2
|H(ω)|dB > |H(ω)|max (ln dB) – 3 dB
➢ Percentage Energy B.W. of a signal

.
→ Correlation of signals:-
→ f(t) and g(t) energy signals

• 𝑅𝑓𝑔 𝜏 = ‫׬‬−∞ 𝑓 𝑡 𝑔 𝑡 − 𝜏 𝑑𝑡 = 𝑓(𝑡) ⊗ 𝑔 −𝑡 |𝑡=𝜏
(Cross Correlation)

• 𝑅𝑓𝑓 𝜏 = ‫׬‬−∞ 𝑓 𝑡 𝑓 𝑡 − 𝜏 𝑑𝑡 = 𝑓(𝑡) ⊗ 𝑓 −𝑡 |𝑡=𝜏
(Auto correlation)

• Properties of autocorrelation function:-


i. 𝑅𝑓𝑓 𝜏 = 𝑅𝑓𝑓 (−𝜏)
ii. 𝑅𝑓𝑓 𝜏 |𝜏=0 ⟶ 𝑀𝑎𝑥𝑖𝑚𝑢𝑚 𝑖. ⅇ. 𝑅𝑓𝑓 (0) ≥ 𝑅𝑓𝑓 (𝜏)
iii. 𝑅𝑓𝑓 0 ⟶ 𝐸𝑛ⅇ𝑟𝑔𝑦 𝑜𝑓 𝑓(𝑡)
iv. 𝑅𝑓𝑓 𝜏 ⟷ 𝐸𝑆𝐷 𝑓
v. lim 𝑅𝑓𝑓 𝜏 = 0
𝜏→∞
.
• Properties of cross correlation:-
i. 𝑅𝑓𝑔 𝜏 = 𝑅𝑓𝑔 (−𝜏)
ii. 𝑅𝑓𝑔 (𝜏) ⟷ 𝐹(𝜔). 𝐺 ∗ (𝜔)
→ f(t) and g(t) Power signals:-
i. f(t) and g(t) aperiodic power siganls
𝑇
1 2
𝑅𝑓𝑔 𝜏 = lim ‫׬‬ 𝑇 𝑓 𝑡 𝑔 𝑡 − 𝜏 𝑑𝑡 ⟹ 𝐴𝑣ⅇ𝑟𝑎𝑔ⅇ 𝑐𝑟𝑜𝑠𝑠 𝑐𝑜𝑟𝑟ⅇ𝑙𝑎𝑡𝑖𝑜𝑛
𝑇→∞ 𝑇 −2
𝑇
1 2
𝑅𝑓𝑓 𝜏 = lim ‫׬‬ 𝑇 𝑓 𝑡 𝑓 𝑡 − 𝜏 𝑑𝑡 ⟹ 𝐴𝑣ⅇ𝑟𝑎𝑔ⅇ 𝑎𝑢𝑡𝑜 𝑐𝑜𝑟𝑟ⅇ𝑙𝑎𝑡𝑖𝑜𝑛
𝑇→∞ 𝑇 −2
ii. Periodic power signals
𝑇
1 2
𝑅𝑓𝑔 𝜏 = ‫׬‬𝑇 𝑓 𝑡 𝑔 𝑡 − 𝜏 𝑑𝑡
𝑇 −2
𝑇
1 2
𝑅𝑓𝑓 𝜏 = ‫׬‬𝑇 𝑓 𝑡 𝑓 𝑡 − 𝜏 𝑑𝑡
.
𝑇 −2
• 𝑅𝑓𝑓 𝜏 = 𝑓 𝑡 ⊗ 𝑓 −𝑡 |𝑡=𝜏 Only valid for energy
𝑅𝑓𝑔 𝜏 = 𝑓(𝑡) ⊗ 𝑔 −𝑡 ቚ signals and not for power
𝑡=𝜏
signals

• A cos(ωot + θ)
A sin(ωot + θ) 𝐴2
A cos ωot 𝑅𝑓𝑓 𝜏 = cos 𝜔𝑜 𝜏
2
A sin ωot

.
• Properties of auto correlation function of power signals:-
i. 𝑅𝑓𝑓 𝜏 = 𝑅𝑓𝑓 (−𝜏)
ii. 𝑅𝑓𝑓 0 ⟹ 𝑚𝑎𝑥𝑖𝑚𝑢𝑚 𝑖. ⅇ. 𝑅𝑓𝑓 (0) ≥ 𝑅𝑓𝑓 (𝜏)
iii. 𝑅𝑓𝑓 0 ⟶ 𝑃𝑜𝑤ⅇ𝑟 𝑜𝑓 𝑠𝑖𝑔𝑛𝑎𝑙
iv. 𝑅𝑓𝑓 𝜏 ⟷ 𝑃𝑆𝐷 𝑓

→ Methods to calculate power of x(t):-


𝑇
1
• 𝑃= lim ‫׬‬ 2
𝑇 𝑥 2 𝑡 𝑑𝑡
𝑇→∞ 𝑇 −2
𝑇
1
• 𝑃= ‫׬‬ 2
𝑇 𝑥 2 𝑡 𝑑𝑡
𝑇 −2
𝑎𝑛2 𝑏𝑛2

• 𝑃= 𝑎𝑜2 + σ𝑛=1 +
2 2
• 𝑃 = 𝑅𝑓𝑓 0
.
1 ∞
• 𝑃𝑥 = ‫׬‬ 𝑃𝑆𝐷 𝑥 𝑑𝜔
2𝜋 −∞

→ Energy of x(t):-
∞ 2
• 𝐸 = ‫׬‬−∞ 𝑥 𝑡 𝑑𝑡
• 𝐸 = 𝑅𝑥𝑥 0
1 ∞
• 𝐸 = ‫׬‬−∞ 𝐸𝑆𝐷 𝑥 𝑑𝜔
2𝜋

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