The Continuous-Time Fourier Transform (CTFT)

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Transcript The Continuous-Time Fourier Transform (CTFT)

The Continuous - Time Fourier
Transform (CTFT)
Extending the CTFS
• The CTFS is a good analysis tool for
systems with periodic excitation but the
CTFS cannot represent an aperiodic
signal for all time
• The continuous-time Fourier transform
(CTFT) can represent an aperiodic signal
for all time
Objective
• To generalize the Fourier series to include
aperiodic signals by defining the Fourier
transform
• To establish which type of signals can or
cannot be described by a Fourier
transform
• To derive and demonstrate the properties
of the Fourier transform
CTFS-to-CTFT Transition
Consider a periodic pulse-train signal x(t ) with duty cycle w / T0
. . .
. . .
 kw 
Aw
Its CTFS harmonic function is X  k  
sinc  
T0
 T0 
As the period T0 is increased, holding w constant, the duty
cycle is decreased. When the period becomes infinite (and
the duty cycle becomes zero) x(t ) is no longer periodic.
CTFS-to-CTFT Transition
Below are plots of the magnitude of X[k] for 50% and 10% duty
cycles. As the period increases the sinc function widens and its
magnitude falls. As the period approaches infinity, the CTFS
harmonic function becomes an infinitely-wide sinc function with
zero amplitude.
T0
w
2
T0
w
10
CTFS-to-CTFT Transition
This infinity-and-zero problem can be solved by normalizing
the CTFS harmonic function. Define a new “modified” CTFS
harmonic function T0 X  k   Aw sinc  w  kf 0   and graph it
versus kf 0 instead of versus k .
50% duty cycle
10% duty cycle
CTFS-to-CTFT Transition
In the limit as the period approaches infinity, the modified
CTFS harmonic function approaches a function of continuous
frequency f (kf 0 ).
Definition of the CTFT (f form)
Forward
X  f   F  x t  


x  t  e j 2 ft dt

Inverse
x t   F

 X  f    X  f  e
-1
 j 2 ft

Commonly-used notation
F
x  t  
X f 
df
Definition of the CTFT (ω form)
Forward

X  j   F  x  t   

x  t  e  jt dt

Inverse
1
x  t   F -1 X  j   
2

 jt
X
j

e
d




Commonly-used notation
F
x  t  
 X  j 
Convergence and the
Generalized Fourier Transform
Let x  t   A. Then from the
definition of the CTFT,
X f  




Ae j 2 ft dt  A  e j 2 ft dt

This integral does not converge so,
strictly speaking, the CTFT does not
exist.
Convergence and the Generalized
Fourier Transform (cont…)
But consider a similar function,
x  t   Ae
 t
,  0
Its CTFT integral
X  f  


Ae

does converge.
 t
e j 2 ft dt
Convergence and the Generalized
Fourier Transform (cont…)
Carrying out the integral, X  f   A
2
   2 f 
2
2
.
Now let  approach zero.
If f  0 then lim A
 0

function is A 

2
   2 f 
2
2
   2 f 
2
2
2
 0. The area under this
df which is A, independent of
the value of  . So, in the limit as  approaches zero, the
CTFT has an area of A and is zero unless f  0. This exactly
F
defines an impulse of strength A. Therefore A 
 A  f  .
Convergence and the Generalized
Fourier Transform (cont…)
By a similar process it can be shown that
1
cos  2 f 0t     f  f 0     f  f 0  
2
F
and
j
sin  2 f 0t     f  f 0     f  f 0  
2
F
These CTFT’s which involve impulses are called
generalized Fourier transforms (probably because
the impulse is a generalized function).
Negative Frequency
This signal is obviously a sinusoid. How is it described
mathematically?
It could be described by
x  t   A cos  2 t / T0   A cos  2 f 0t 
But it could also be described by
x  t   A cos  2   f 0  t 
Negative Frequency (cont…)
x(t) could also be described by
e j 2 f0t  e j 2 f0t
x t   A
2
or
x  t   A1 cos  2 f0t   A2 cos  2   f 0  t  , A1  A2  A
and probably in a few other different-looking ways. So who is
to say whether the frequency is positive or negative? For the
purposes of signal analysis, it does not matter.
CTFT Properties
If F  x  t    X  f  or X  j  and F  y  t    Y  f  or Y  j 
then the following properties can be proven.
F
 x  t    y  t  
 X  f    Y  f 
Linearity
F
 x  t    y  t  
 X  j    Y  j 
CTFT Properties (cont…)
Time Shifting
F
x  t  t0  
 X  f  e j 2 ft0
F
x  t  t0  
 X  j  e jt0
Frequency Shifting
F
x  t  e j 2 f0t 
 X  f  f0 
F
x  t  e j0t 
 X   0 
CTFT Properties (cont…)
Time Scaling
F
x  at  

1  f 
X 
a a
1  
x  at   X  j 
a  a
F
Frequency Scaling
1 t F
x    X  af 
a a
1 t F
x    X  ja 
a a
The “Uncertainty” Principle
The time and frequency scaling properties indicate that if a signal
is expanded in one domain it is compressed in the other domain.
This is called the “uncertainty principle” of Fourier analysis.
e
e
 t 2
  t / 2 
2
 e
F
 f 2
 2e
F
  2 f 
2
CTFT Properties (cont…)
Transform of
a Conjugate
F
x *  t  
 X*   f 
F
x *  t  
 X*   j 
F
x  t   y  t  
X f Y f 
MultiplicationConvolution
Duality
F
x  t   y  t  
 X  j  Y  j 
F
x  t  y  t  
X f Y f 
1
x  t  y  t  
X  j   Y  j 
2
F
CTFT Properties (cont…)
In the frequency domain, the cascade connection multiplies
the transfer functions instead of convolving the impulse
responses.
CTFT Properties (cont…)
Time
Differentiation
Modulation
Transforms of
Periodic Signals
d
F
x  t   
 j 2 f X  f 

dt
d
F
x  t   
 j X  j 

dt
1
F
x  t  cos  2 f 0t  
  X  f  f 0   X  f  f 0  
2
1
F
x  t  cos 0t  
  X  j   0    X  j   0   
2
x t  

 X k e
 j 2  kf F t
 X  f  
F
k 
x t  

 X k e
k 

 X  k   f  kf 
0
k 
 j  kF t
 X  j   2
F

 X  k      k 
k 
0
CTFT Properties (cont…)
Parseval’s Theorem
Even though an energy signal and its CTFT may look quite different,
they do have something in common. They have the same total signal
energy.

 x t 
2


 x t 


dt 
 X f 
2
df

2
1
dt 
2

 X  j 

2
df
CTFT Properties (cont…)

Integral Definition
of an Impulse
Duality
 j 2 xy
e
dy    x 


F
F
X  t  
 x   f  and X  t  
x f 
F
F
X  jt  
 2 x    and X   jt  
 2 x  
CTFT Properties (cont…)
Total area under a time or frequency-domain signal can be found by
evaluating its CTFT or inverse CTFT with an argument of zero



X  0     x  t  e  j 2 ft dt 
  x  t  dt
 
 f 0 
Total-Area
Integral



x  0     X  f  e  j 2 ft df    X  f  df
 
 t 0 



X  0     x  t  e  jt dt 
  x  t  dt
 
 0 
 1
x 0  
 2

 X  j  e

 jt

1
d  
 t 0 2

 X  j  d

CTFT Properties (cont…)
t
Integration
X f 
1
 x    d   j 2 f  2 X  0   f 
F
t
 x    d  
F

X  j 
j
  X  0    