Fourier Transform Properties: Difference between revisions
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[http://cnx.org/content/m0045/latest/ Some properties to choose from if you are having difficulty....] |
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[[Max Woesner|<b><u>Max Woesner</u></b>]]<br><br> |
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Find <math>\mathcal{F}[cos(w_0t)g(t)]\!</math><br> |
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==[[Max Woesner|<b><u>Max Woesner</u></b>]]<br><br>== |
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Recall <math> w_0 = 2\pi f_0\!</math>, so <math>\mathcal{F}[cos(w_0t)g(t)] = \mathcal{F}[cos(2\pi f_0t)g(t)] = \int_{-\infty}^{\infty}cos(2\pi f_0t)g(t)e^{-j2\pi ft}dt\!</math><br> |
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Also recall <math> cos(\theta) = \frac{1}{2}(e^{j\theta} + e^{-j\theta})\!</math>,so <math>\int_{-\infty}^{\infty}cos(2\pi f_0t)g(t)e^{-j2\pi ft}dt = \int_{-\infty}^{\infty} \frac{1}{2}[e^{j2\pi f_0t}+e^{-j2\pi f_0t}]g(t)e^{-j2\pi ft}dt\!</math><br> |
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'''Look carefully at the signs in section 2 for <math>f^'</math> and <math>f^{''}</math> after the * operation. I think the signs are backwards but it ends up working out just fine because <math>\delta (f^{''}-f^')=\delta (f^'-f^{''})</math> -Brandon'''<br> |
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Now <math>\int_{-\infty}^{\infty} \frac{1}{2}[e^{j2\pi f_0t}+e^{-j2\pi f_0t}]g(t)e^{-j2\pi ft}dt = \frac{1}{2}\int_{-\infty}^{\infty}e^{-j2\pi (f-f_0)t}g(t)dt+\frac{1}{2}\int_{-\infty}^{\infty}e^{-j2\pi (f+f_0)t}g(t)dt = \frac{1}{2}G(f-f_0)+ \frac{1}{2}G(f+f_0)\!</math><br> |
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'''Corrected -Max''' |
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So <math>\mathcal{F}[cos(w_0t)g(t)] = \frac{1}{2}[G(f-f_0)+ G(f+f_0)]\!</math> |
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1. '''Find <math>\mathcal{F}[cos(w_0t)g(t)]\!</math><br><br>''' |
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Recall <math> w_0 = 2\pi f_0\!</math>, so <math>\mathcal{F}[cos(w_0t)g(t)] = \mathcal{F}[cos(2\pi f_0t)g(t)] = \int_{-\infty}^{\infty}cos(2\pi f_0t)g(t)e^{-j2\pi ft}dt\!</math><br><br> |
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Also recall <math> cos(\theta) = \frac{1}{2}(e^{j\theta} + e^{-j\theta})\!</math>,so <math>\int_{-\infty}^{\infty}cos(2\pi f_0t)g(t)e^{-j2\pi ft}dt = \int_{-\infty}^{\infty} \frac{1}{2}[e^{j2\pi f_0t}+e^{-j2\pi f_0t}]g(t)e^{-j2\pi ft}dt\!</math><br><br> |
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Now <math>\int_{-\infty}^{\infty} \frac{1}{2}[e^{j2\pi f_0t}+e^{-j2\pi f_0t}]g(t)e^{-j2\pi ft}dt = \frac{1}{2}\int_{-\infty}^{\infty}e^{-j2\pi (f-f_0)t}g(t)dt \ + \ \frac{1}{2}\int_{-\infty}^{\infty}e^{-j2\pi (f+f_0)t}g(t)dt = \frac{1}{2}G(f-f_0) \ + \ \frac{1}{2}G(f+f_0)\!</math><br><br> |
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So <math>\mathcal{F}[cos(w_0t)g(t)] = \frac{1}{2}[G(f-f_0)+ G(f+f_0)]\!</math><br><br> |
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reviewed by [[Joshua Sarris]] |
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2. '''Find <math>\mathcal{F}\bigg[\int_{-\infty}^{\infty}g(t) h^*(t) dt\bigg]\!</math><br><br>''' |
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Recall <math> g(t)= \mathcal{F}^{-1}[G(f)] = \int_{-\infty}^{\infty}G(f)e^{j2\pi ft}df\!</math><br> |
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Similarly, <math> h(t)= \mathcal{F}^{-1}[H(f)] = \int_{-\infty}^{\infty}H(f)e^{j2\pi ft}df\!</math><br> |
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So <math>\mathcal{F}\bigg[\int_{-\infty}^{\infty}g(t) h^*(t) dt\bigg] = \int_{-\infty}^{\infty}\int_{-\infty}^{\infty}G(f^')e^{j2\pi f^'t}df^' \Bigg(\int_{-\infty}^{\infty}H(f^{''})e^{j2\pi f^{''}t}df^{''}\Bigg)^* dt \!</math><br> |
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Now <math>\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}G(f^')e^{j2\pi f^'t}df^' \Bigg(\int_{-\infty}^{\infty}H(f^{''})e^{j2\pi f^{''}t}df^{''}\Bigg)^* dt = \int_{-\infty}^{\infty}G(f^')\int_{-\infty}^{\infty}H^*(f^{''})\int_{-\infty}^{\infty}e^{j2\pi (f^'-f^{''})t}dt df^{''} df^' \!</math><br><br> |
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Note that <math>\int_{-\infty}^{\infty}e^{j2\pi (f^'-f^{''})t}dt = \delta (f^'-f^{''}) \!</math><br><br> |
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<i>Added step per Nick's suggestion</i><br><br> |
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Substituting gives us <math>\int_{-\infty}^{\infty}G(f^')\int_{-\infty}^{\infty}H^*(f^{''})\int_{-\infty}^{\infty}e^{j2\pi (f^'-f^{''})t}dt df^{''} df^' = \int_{-\infty}^{\infty}G(f^')\int_{-\infty}^{\infty}H^*(f^{''})\delta (f^'-f^{''}) df^{''} df^' \!</math><br><br> |
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And <math> \int_{-\infty}^{\infty}G(f^')\int_{-\infty}^{\infty}H^*(f^{''})\delta (f^'-f^{''}) df^{''} df^' = \int_{-\infty}^{\infty}G(f^')H^*(f^')df^' \!</math><br><br> |
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Since <math> f^' \!</math> is a simply a dummy variable, we can conclude that: <br><br> |
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<math>\mathcal{F}\bigg[\int_{-\infty}^{\infty}g(t) h^*(t) dt\bigg] = \int_{-\infty}^{\infty}G(f)H^*(f)df \!</math><br><br> |
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"I was going to make a comment on the delta identity, but after looking at it closer I think it is fine. One comment I have is that you might consider adding one more step, showing the delta function in the integral and pulling the integrands together to make it look like a double integral -- it isn't necessary and I understood the transition, but it helps the proof/identity look a little more complete. Good job!" |
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Example: <math>\int_{a1}^{a2}\int_{b1}^{b2}X(s')Y(s'') \delta (s''-s') \,ds' \,ds'' = \int_{a1}^{a2}X(s')Y(s') \,ds' </math> |
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Reviewed by [[Nick Christman]] |
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---- |
---- |
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[[Nick Christman|<b><u>Nick Christman</u></b>]]<br><br> |
==[[Nick Christman|<b><u>Nick Christman</u></b>]]<br><br>== |
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Note: After scratching my head for a couple of hours, I decided that I would try a different Fourier Property. In fact, I chose a property that would need to be defined in order to show my second property. |
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'''Find <math>\mathcal{F}[10^{t}g(t)e^{j2 \pi ft_{0}}]</math><br/>''' |
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1. '''Find <math>\mathcal{F} \left[ g(t)e^{j2 \pi f_{0}t} \right] </math><br/>''' |
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This is a fairly straightforward property and is known as ''complex modulation''<br/> |
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To begin, we know that<br/> |
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<math> |
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<math> \mathcal{F}[10^{t}g(t)e^{j2 \pi ft_0}] = \int_{-\infty}^{\infty}10^{t}g(t)e^{j2 \pi ft_0}e^{-j2 \pi ft}\,dt = \int_{-\infty}^{\infty}10^{t}g(t)e^{j2 \pi f(t_{0}-t)}\,dt</math> |
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\mathcal{F} \left[ g(t)e^{j2 \pi f_{0}t} \right] = \int_{- \infty}^{\infty} \left[ g(t)e^{j2 \pi f_{0}t} \right] e^{-j2 \pi ft} \,dt |
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</math> |
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Combining terms, we get: |
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But recall that, <math>e^{j2 \pi f(t_{0}-t)} \equiv \delta (t_{0}-t) \mbox{ or } \delta (t-t_{0})</math> |
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<math> |
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\int_{- \infty}^{\infty} \left[ g(t)e^{j2 \pi f_{0}t} \right] e^{-j2 \pi ft} \,dt = \int_{- \infty}^{\infty} g(t)e^{-j2 \pi (f-f_{0})t} \,dt |
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</math> |
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<br/> |
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Now let's make the following substitution <math> \displaystyle \theta = f-f_{0}</math> |
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Because of this definition, our problem has now been simplified significantly: <br/> |
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This now gives us a surprisingly familiar function: |
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<math> \mathcal{F}[10^{t}g(t)e^{j2 \pi ft_0}] = \int_{-\infty}^{\infty}10^{t}g(t) \delta (t-t_{0})\,dt = 10^{t_0}g(t_0)</math> <br/> |
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<math> |
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Therefore, |
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\int_{- \infty}^{\infty} g(t)e^{-j2 \pi (f-f_{0})t} \,dt = \int_{- \infty}^{\infty} g(t)e^{-j2 \pi \theta t} \,dt |
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</math> |
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<br/> |
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This looks just like <math> \displaystyle G(\theta )</math>! |
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<math> \mathcal{F}[10^{t}g(t)e^{j2 \pi ft_0}] = 10^{t_0}g(t_0) </math> |
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We can now conclude that: |
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<br/> |
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<math> |
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\mathcal{F} \left[ g(t)e^{j2 \pi f_{0}t} \right] = G(\theta ) = G(f-f_{0}) |
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</math> |
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<br/> |
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<br/> |
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'''PLEASE ENTER PEER REVIEW HERE''' |
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<br/> |
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<br/> |
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2. '''Find <math>\mathcal{F} \left[ g(t-t_{0})e^{j2 \pi f_{0}t} \right]</math><br/>''' |
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-- Using the above definition of ''complex modulation'' and the definition from class of a ''time delay'' (a.k.a "the slacker function"), I will attempt to show a hybrid of the two... |
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<br/> |
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By definition we know that: |
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<math> |
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\mathcal{F} \left[ g(t-t_{0})e^{j2 \pi f_{0}t} \right] = \int_{- \infty}^{\infty} \left[ g(t-t_{0})e^{j2 \pi f_{0}t} \right] e^{-j2 \pi ft} \,dt |
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</math> |
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Rearranging terms we get: |
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<math> |
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\int_{- \infty}^{\infty} \left[ g(t-t_{0})e^{j2 \pi f_{0}t} \right] e^{-j2 \pi ft} \,dt = \int_{- \infty}^{\infty} g(t-t_{0})e^{-j2 \pi (f-f_{0})t} \,dt |
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</math> |
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<br/> |
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Now lets make the substitution <math>\lambda = t-t_{0} \rightarrow t = \lambda + t_{0}</math>. |
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<br/> |
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This leads us to: |
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<math> |
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\int_{- \infty}^{\infty} g(t-t_{0})e^{-j2 \pi (f-f_{0})t} \,dt = \int_{- \infty}^{\infty} g(\lambda )e^{-j2 \pi (f-f_{0})(\lambda + t_{0})} \,d \lambda |
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</math> |
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After some simplification and rearranging terms, we get: |
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<math> |
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\int_{- \infty}^{\infty} g(\lambda )e^{-j2 \pi (f-f_{0})(\lambda + t_{0})} \,d \lambda = \int_{- \infty}^{\infty} g(\lambda )e^{-j2 \pi (f-f_{0})\lambda } e^{-j2 \pi (f-f_{0})t_{0}} \,d \lambda |
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</math> |
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Rearranging the terms yet again, we get: |
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<math> |
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\int_{- \infty}^{\infty} g(\lambda )e^{-j2 \pi (f-f_{0})\lambda } e^{-j2 \pi (f-f_{0})t_{0}} \,d \lambda = e^{-j2 \pi (f-f_{0})t_{0}} \left[ \int_{- \infty}^{\infty} g(\lambda )e^{-j2 \pi (f-f_{0})\lambda } \,d \lambda \right] |
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</math> |
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We know that the exponential in terms of <math>\displaystyle t_{0}</math> is simply a constant and because of the Fourier Property of ''complex modualtion'', we finally get: |
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<math> |
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\mathcal{F} \left[ g(t)e^{j2 \pi f_{0}t} \right] = G(f-f_{0})e^{-j2 \pi (f-f_{0})t_{0}} |
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</math> |
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<br/> |
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'''Reviewed by [[Kevin Starkey]] --> add <math>\, d \lambda</math> above... other than that it looks good.''' |
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<br/> |
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<br/> |
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---- |
---- |
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==[[Joshua Sarris|<b><u>Joshua Sarris</u></b>]]<br><br>== |
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'''Find <math>\mathcal{F}[sin(w_0t)g(t)]\!</math><br>''' |
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Recall |
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<math> w_0 = 2\pi f_0\!</math>, |
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so expanding we have, |
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<math>\mathcal{F}[sin(w_0t)g(t)] = \mathcal{F}[sin(2\pi f_0t)g(t)] = \int_{-\infty}^{\infty}sin(2\pi f_0t)g(t)e^{-j2\pi ft}dt\!</math><br> |
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Also recall |
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<math> sin(\theta) = \frac{1}{j2}(e^{j\theta} - e^{-j\theta})\!</math>, |
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so we can convert to exponentials. |
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<math>\int_{-\infty}^{\infty}sin(2\pi f_0t)g(t)e^{-j2\pi ft}dt = \int_{-\infty}^{\infty} \frac{1}{j2}[e^{j2\pi f_0t}-e^{-j2\pi f_0t}]g(t)e^{-j2\pi ft}dt\!</math><br> |
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Now integrating gives us, |
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<math>\int_{-\infty}^{\infty} \frac{1}{j2}[e^{j2\pi f_0t}-e^{-j2\pi f_0t}]g(t)e^{-j2\pi ft}dt = \frac{1}{j2}\int_{-\infty}^{\infty}e^{-j2\pi (f-f_0)t}g(t)dt-\frac{1}{j2}\int_{-\infty}^{\infty}e^{-j2\pi (f+f_0)t}g(t)dt = \frac{1}{j2}G(f-f_0)- \frac{1}{j2}G(f+f_0)\!</math><br> |
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So we now have the identity, |
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<math>\mathcal{F}[sin(w_0t)g(t)] = \frac{1}{j2}[G(f-f_0)- G(f+f_0)]\!</math> |
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or rather |
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<math>\mathcal{F}[sin(w_0t)g(t)] =\frac{1}{2}j[G(f+f_0)+ G(f-f_0)]\!</math> |
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[[Fourier Transform Property review|Reviewed by Max Woesner]] |
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Also reviewed by [[Nick Christman]] |
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-- Looks good. |
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'''Find <math>\mathcal{F}[\frac{d}{dt} x(t)] \!</math><br>''' |
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We begin by finding the Fourier of x(t). |
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<math>\mathcal{F}[\frac{d}{dt} x(t)] = \frac{d}{dt} [ \int_{-\infty}^{\infty} x(t)e^{-j2 \pi f t} df]</math> |
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We can then pull the derivitive into the integral and carry out its opperation. |
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<math> \int_{-\infty}^{\infty} x(t)\frac{d}{dt} e^{-j2 \pi ft} dt = -j2\pi f \int_{-\infty}^{\infty} x(t) e^{-j2\pi f t} dt</math> |
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Since we know <math>\int_{-\infty}^{\infty} x(t) e^{-j2\pi f t} dt</math> is X(f) we can simplify. |
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<math>\mathcal{F}[\frac{d}{dt} x(t)]= -j2\pi f X(f)</math> |
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---- |
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==[[Kevin Starkey|<b><u>Kevin Starkey</u></b>]] <br> <br>== |
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1. Find <math> \mathcal{F}\left[\int_{-\infty}^ \infty s(t)dt\right]</math> <br> |
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First we know that <math> \mathcal{F}\left[\int_{-\infty}^ \infty s(t)dt\right] = \int_{-\infty}^\infty\left(\int_{-\infty}^ \infty s(t)dt\right)e^{-j2\pi ft} dt </math> <br> |
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We also know that <math> \mathcal{F}\left[s(t)\right] = S(f) \mbox{ and } \int_{-\infty}^ \infty e^{-j2\pi ft} dt = \delta(f) </math> <br> |
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(+) Which gives us <math> \int_{-\infty}^\infty\left(\int_{-\infty}^ \infty s(t)dt\right)e^{-j2\pi ft} dt = \int_{-\infty}^ \infty S(f) \delta (f)df </math> <br> |
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Since <math> \int_{-\infty}^ \infty \delta (f) df </math> is only non-zero at f = 0 this yeilds <br> |
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<math> \int_{-\infty}^ \infty S(f) \delta (f)df = S(0) </math> <br> |
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So <math> \mathcal{F}\left[\int_{-\infty}^ \infty s(t)dt\right] = S(0)</math> <br><br> |
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Reviewed by [[Nick Christman]] |
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-- I fixed one typo (needed a minus sign in the exponential). I'm not sure about the step (+). I would like to believe it, but I'm just not sure that it works... if you are sure it works, maybe add a little comment to explain it a little better. Other than that, it looks good! <br><br><br> |
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2. Find <math>\mathcal{F}\left[e^{j2\pi f_0t}s(t)\right] </math><br> |
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First <math>\mathcal{F}\left[e^{j2\pi f_0t}s(t)\right] = \int_{- \infty}^{\infty}e^{j2\pi f_0t}s(t)e^{-j2\pi ft} </math><br> |
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or rearranging we get <math> \int_{- \infty}^{\infty}e^{j2\pi f_0t}s(t)e^{-j2\pi ft}dt = \int_{- \infty}^{\infty}s(t)e^{-j2\pi t(f -f_0)}dt</math><br> |
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Which leads to <math> \int_{- \infty}^{\infty}s(t)e^{-j2\pi t(f -f_0)}dt = S(f-f_0)</math><br> |
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So <math>\mathcal{F}\left[e^{j2\pi f_0t}s(t)\right] = S(f-f_0) </math><br><br><br> |
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'''PLEASE ENTER PEER REVIEW HERE'''<BR><BR><BR> |
Latest revision as of 22:26, 30 November 2009
Some properties to choose from if you are having difficulty....
Max Woesner
Look carefully at the signs in section 2 for and after the * operation. I think the signs are backwards but it ends up working out just fine because -Brandon
Corrected -Max
1. Find
Recall , so
Also recall ,so
Now
So
reviewed by Joshua Sarris
2. Find
Recall
Similarly,
So
Now
Note that
Added step per Nick's suggestion
Substituting gives us
And
Since is a simply a dummy variable, we can conclude that:
"I was going to make a comment on the delta identity, but after looking at it closer I think it is fine. One comment I have is that you might consider adding one more step, showing the delta function in the integral and pulling the integrands together to make it look like a double integral -- it isn't necessary and I understood the transition, but it helps the proof/identity look a little more complete. Good job!"
Example:
Reviewed by Nick Christman
Nick Christman
Note: After scratching my head for a couple of hours, I decided that I would try a different Fourier Property. In fact, I chose a property that would need to be defined in order to show my second property.
1. Find
This is a fairly straightforward property and is known as complex modulation
Combining terms, we get:
Now let's make the following substitution
This now gives us a surprisingly familiar function:
This looks just like !
We can now conclude that:
PLEASE ENTER PEER REVIEW HERE
2. Find
-- Using the above definition of complex modulation and the definition from class of a time delay (a.k.a "the slacker function"), I will attempt to show a hybrid of the two...
By definition we know that:
Rearranging terms we get:
Now lets make the substitution .
This leads us to:
After some simplification and rearranging terms, we get:
Rearranging the terms yet again, we get:
We know that the exponential in terms of is simply a constant and because of the Fourier Property of complex modualtion, we finally get:
Reviewed by Kevin Starkey --> add above... other than that it looks good.
Joshua Sarris
Find
Recall
,
so expanding we have,
Also recall ,
so we can convert to exponentials.
Now integrating gives us,
So we now have the identity,
or rather
Also reviewed by Nick Christman -- Looks good.
Find
We begin by finding the Fourier of x(t).
We can then pull the derivitive into the integral and carry out its opperation.
Since we know is X(f) we can simplify.
Kevin Starkey
1. Find
First we know that
We also know that
(+) Which gives us
Since is only non-zero at f = 0 this yeilds
So
Reviewed by Nick Christman
-- I fixed one typo (needed a minus sign in the exponential). I'm not sure about the step (+). I would like to believe it, but I'm just not sure that it works... if you are sure it works, maybe add a little comment to explain it a little better. Other than that, it looks good!
2. Find
First
or rearranging we get
Which leads to
So
PLEASE ENTER PEER REVIEW HERE