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....]
[http://cnx.org/content/m0045/latest/ Some properties to choose from if you are having difficulty....]


[[Max Woesner|<b><u>Max Woesner</u></b>]]<br><br>
==[[Max Woesner|<b><u>Max Woesner</u></b>]]<br><br>==
 
'''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>
'''Corrected -Max'''
 
 
1.  '''Find <math>\mathcal{F}[cos(w_0t)g(t)]\!</math><br><br>'''
1.  '''Find <math>\mathcal{F}[cos(w_0t)g(t)]\!</math><br><br>'''
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>
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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Similarly, <math> h(t)= \mathcal{F}^{-1}[H(f)] = \int_{-\infty}^{\infty}H(f)e^{j2\pi ft}df\!</math><br>
Similarly, <math> h(t)= \mathcal{F}^{-1}[H(f)] = \int_{-\infty}^{\infty}H(f)e^{j2\pi ft}df\!</math><br>
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>
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>
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>
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>
Note that <math>\int_{-\infty}^{\infty}e^{j2\pi (f^{''}-f^')t}dt = \delta (f^{''}-f^') \!</math><br><br>
Note that <math>\int_{-\infty}^{\infty}e^{j2\pi (f^'-f^{''})t}dt = \delta (f^'-f^{''}) \!</math><br><br>
<i>Added step per Nick's suggestion</i><br><br>
<i>Added step per Nick's suggestion</i><br><br>
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>
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>
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>
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>
Since <math> f^' \!</math> is a simply a dummy variable, we can conclude that: <br><br>
Since <math> f^' \!</math> is a simply a dummy variable, we can conclude that: <br><br>
<math>\mathcal{F}\bigg[\int_{-\infty}^{\infty}g(t) h^*(t) dt\bigg] = \int_{-\infty}^{\infty}G(f)H^*(f)df \!</math><br><br>
<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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[[Nick Christman|<b><u>Nick Christman</u></b>]]<br><br>
==[[Nick Christman|<b><u>Nick Christman</u></b>]]<br><br>==
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.  
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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<math>
<math>
\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})} \,dt
\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
</math>
</math>


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<math>
<math>
\int_{- \infty}^{\infty} g(\lambda )e^{-j2 \pi (f-f_{0})(\lambda + t_{0})} \,dt = \int_{- \infty}^{\infty} g(\lambda )e^{-j2 \pi (f-f_{0})\lambda } e^{-j2 \pi (f-f_{0})t_{0}} \,dt
\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
</math>
</math>


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<math>
<math>
\int_{- \infty}^{\infty} g(\lambda )e^{-j2 \pi (f-f_{0})\lambda } e^{-j2 \pi (f-f_{0})t_{0}} \,dt = e^{-j2 \pi (f-f_{0})t_{0}} \left[ \int_{- \infty}^{\infty} g(\lambda )e^{-j2 \pi (f-f_{0})\lambda }  \,dt \right]
\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]
</math>
</math>


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<br/>
<br/>


'''PLEASE ENTER PEER REVIEW HERE'''
'''Reviewed by [[Kevin Starkey]] --> add <math>\, d \lambda</math> above... other than that it looks good.'''


<br/>
<br/>
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[[Joshua Sarris|<b><u>Joshua Sarris</u></b>]]<br><br>
==[[Joshua Sarris|<b><u>Joshua Sarris</u></b>]]<br><br>==
'''Find <math>\mathcal{F}[sin(w_0t)g(t)]\!</math><br>'''
'''Find <math>\mathcal{F}[sin(w_0t)g(t)]\!</math><br>'''


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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>
<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>


Now integrating gives us, ''(<math> ** </math> I believe you are missing 'j' in the denominator of the second term)''
Now integrating gives us,  


<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}{2}\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>
<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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Also reviewed by [[Nick Christman]]
Also reviewed by [[Nick Christman]]
-- Looks good. I found one typo (I think), see <math> ** </math>. Good job Josh! <br> <br> <br>
-- Looks good.  
 
 
 
'''Find <math>\mathcal{F}[\frac{d}{dt} x(t)] \!</math><br>'''
 
We begin by finding the Fourier of x(t).
 
<math>\mathcal{F}[\frac{d}{dt} x(t)] = \frac{d}{dt} [ \int_{-\infty}^{\infty} x(t)e^{-j2 \pi f t} df]</math>
 
We can then pull the derivitive into the integral and carry out its opperation.
 
 
<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>
 
Since we know <math>\int_{-\infty}^{\infty} x(t) e^{-j2\pi f t} dt</math> is X(f) we can simplify.
 
<math>\mathcal{F}[\frac{d}{dt} x(t)]= -j2\pi f X(f)</math>


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[[Kevin Starkey|<b><u>Kevin Starkey</u></b>]] <br> <br>
==[[Kevin Starkey|<b><u>Kevin Starkey</u></b>]] <br> <br>==
1. Find <math> \mathcal{F}\left[\int_{-\infty}^ \infty s(t)dt\right]</math> <br>
1. Find <math> \mathcal{F}\left[\int_{-\infty}^ \infty s(t)dt\right]</math> <br>
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>
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>

Latest revision as of 23:26, 30 November 2009

Some properties to choose from if you are having difficulty....

Max Woesner

Look carefully at the signs in section 2 for f' and f'′ after the * operation. I think the signs are backwards but it ends up working out just fine because δ(f'′−f')=δ(f'−f'′) -Brandon
Corrected -Max


1. Find ℱ[cos(w0t)g(t)]

Recall w0=2πf0, so ℱ[cos(w0t)g(t)]=ℱ[cos(2πf0t)g(t)]=∫−∞∞cos(2πf0t)g(t)e−j2πftdt

Also recall cos(θ)=12(ejθ+e−jθ),so ∫−∞∞cos(2πf0t)g(t)e−j2πftdt=∫−∞∞12[ej2πf0t+e−j2πf0t]g(t)e−j2πftdt

Now ∫−∞∞12[ej2πf0t+e−j2πf0t]g(t)e−j2πftdt=12∫−∞∞e−j2π(f−f0)tg(t)dt+12∫−∞∞e−j2π(f+f0)tg(t)dt=12G(f−f0)+12G(f+f0)

So ℱ[cos(w0t)g(t)]=12[G(f−f0)+G(f+f0)]


reviewed by Joshua Sarris


2. Find ℱ[∫−∞∞g(t)h*(t)dt]

Recall g(t)=ℱ−1[G(f)]=∫−∞∞G(f)ej2πftdf
Similarly, h(t)=ℱ−1[H(f)]=∫−∞∞H(f)ej2πftdf
So ℱ[∫−∞∞g(t)h*(t)dt]=∫−∞∞∫−∞∞G(f')ej2πf'tdf'(∫−∞∞H(f'′)ej2πf'′tdf'′)*dt
Now ∫−∞∞∫−∞∞G(f')ej2πf'tdf'(∫−∞∞H(f'′)ej2πf'′tdf'′)*dt=∫−∞∞G(f')∫−∞∞H*(f'′)∫−∞∞ej2π(f'−f'′)tdtdf'′df'

Note that ∫−∞∞ej2π(f'−f'′)tdt=δ(f'−f'′)

Added step per Nick's suggestion

Substituting gives us ∫−∞∞G(f')∫−∞∞H*(f'′)∫−∞∞ej2π(f'−f'′)tdtdf'′df'=∫−∞∞G(f')∫−∞∞H*(f'′)δ(f'−f'′)df'′df'

And ∫−∞∞G(f')∫−∞∞H*(f'′)δ(f'−f'′)df'′df'=∫−∞∞G(f')H*(f')df'

Since f' is a simply a dummy variable, we can conclude that:

ℱ[∫−∞∞g(t)h*(t)dt]=∫−∞∞G(f)H*(f)df

"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: ∫a1a2∫b1b2X(s′)Y(s″)δ(s″−s′)ds′ds″=∫a1a2X(s′)Y(s′)ds′

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 ℱ[g(t)ej2πf0t]

This is a fairly straightforward property and is known as complex modulation

ℱ[g(t)ej2πf0t]=∫−∞∞[g(t)ej2πf0t]e−j2πftdt

Combining terms, we get:

∫−∞∞[g(t)ej2πf0t]e−j2πftdt=∫−∞∞g(t)e−j2π(f−f0)tdt

Now let's make the following substitution θ=f−f0

This now gives us a surprisingly familiar function:

∫−∞∞g(t)e−j2π(f−f0)tdt=∫−∞∞g(t)e−j2πθtdt

This looks just like G(θ)!

We can now conclude that:

ℱ[g(t)ej2πf0t]=G(θ)=G(f−f0)

PLEASE ENTER PEER REVIEW HERE



2. Find ℱ[g(t−t0)ej2πf0t]

-- 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:

ℱ[g(t−t0)ej2πf0t]=∫−∞∞[g(t−t0)ej2πf0t]e−j2πftdt

Rearranging terms we get:

∫−∞∞[g(t−t0)ej2πf0t]e−j2πftdt=∫−∞∞g(t−t0)e−j2π(f−f0)tdt

Now lets make the substitution λ=t−t0→t=λ+t0.
This leads us to:

∫−∞∞g(t−t0)e−j2π(f−f0)tdt=∫−∞∞g(λ)e−j2π(f−f0)(λ+t0)dλ

After some simplification and rearranging terms, we get:

∫−∞∞g(λ)e−j2π(f−f0)(λ+t0)dλ=∫−∞∞g(λ)e−j2π(f−f0)λe−j2π(f−f0)t0dλ

Rearranging the terms yet again, we get:

∫−∞∞g(λ)e−j2π(f−f0)λe−j2π(f−f0)t0dλ=e−j2π(f−f0)t0[∫−∞∞g(λ)e−j2π(f−f0)λdλ]

We know that the exponential in terms of t0 is simply a constant and because of the Fourier Property of complex modualtion, we finally get:

ℱ[g(t)ej2πf0t]=G(f−f0)e−j2π(f−f0)t0


Reviewed by Kevin Starkey --> add dλ above... other than that it looks good.




Joshua Sarris

Find ℱ[sin(w0t)g(t)]


Recall w0=2πf0,

so expanding we have,

ℱ[sin(w0t)g(t)]=ℱ[sin(2πf0t)g(t)]=∫−∞∞sin(2πf0t)g(t)e−j2πftdt

Also recall sin(θ)=1j2(ejθ−e−jθ),

so we can convert to exponentials.

∫−∞∞sin(2πf0t)g(t)e−j2πftdt=∫−∞∞1j2[ej2πf0t−e−j2πf0t]g(t)e−j2πftdt

Now integrating gives us,

∫−∞∞1j2[ej2πf0t−e−j2πf0t]g(t)e−j2πftdt=1j2∫−∞∞e−j2π(f−f0)tg(t)dt−1j2∫−∞∞e−j2π(f+f0)tg(t)dt=1j2G(f−f0)−1j2G(f+f0)


So we now have the identity,

ℱ[sin(w0t)g(t)]=1j2[G(f−f0)−G(f+f0)]

or rather

ℱ[sin(w0t)g(t)]=12j[G(f+f0)+G(f−f0)]

Reviewed by Max Woesner

Also reviewed by Nick Christman -- Looks good.


Find ℱ[ddtx(t)]

We begin by finding the Fourier of x(t).

ℱ[ddtx(t)]=ddt[∫−∞∞x(t)e−j2πftdf]

We can then pull the derivitive into the integral and carry out its opperation.


∫−∞∞x(t)ddte−j2πftdt=−j2πf∫−∞∞x(t)e−j2πftdt

Since we know ∫−∞∞x(t)e−j2πftdt is X(f) we can simplify.

ℱ[ddtx(t)]=−j2πfX(f)


Kevin Starkey

1. Find ℱ[∫−∞∞s(t)dt]
First we know that ℱ[∫−∞∞s(t)dt]=∫−∞∞(∫−∞∞s(t)dt)e−j2πftdt
We also know that ℱ[s(t)]=S(f) and ∫−∞∞e−j2πftdt=δ(f)
(+) Which gives us ∫−∞∞(∫−∞∞s(t)dt)e−j2πftdt=∫−∞∞S(f)δ(f)df
Since ∫−∞∞δ(f)df is only non-zero at f = 0 this yeilds
∫−∞∞S(f)δ(f)df=S(0)
So ℱ[∫−∞∞s(t)dt]=S(0)

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 ℱ[ej2πf0ts(t)]
First ℱ[ej2πf0ts(t)]=∫−∞∞ej2πf0ts(t)e−j2πft
or rearranging we get ∫−∞∞ej2πf0ts(t)e−j2πftdt=∫−∞∞s(t)e−j2πt(f−f0)dt
Which leads to ∫−∞∞s(t)e−j2πt(f−f0)dt=S(f−f0)
So ℱ[ej2πf0ts(t)]=S(f−f0)


PLEASE ENTER PEER REVIEW HERE