10/10,13,16,17 - Fourier Transform Properties
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Contents
1
Properties of the Fourier Transform
1.1
Linearity
1.2
Time Invariance (Delay)
1.3
Frequency Shifting
1.4
Double Sideband Modulation
1.5
Differentiation in Time
1.6
The Game (frequency domain)
Properties of the Fourier Transform
Linearity
F
[
a
x
(
t
)
+
b
x
(
t
)
]
{\displaystyle F\left[a\,x(t)+b\,x(t)\right]}
=
∫
−
∞
∞
[
a
x
(
t
)
+
b
x
(
t
)
]
e
−
j
2
π
f
t
d
t
{\displaystyle =\int _{-\infty }^{\infty }\left[a\,x(t)+b\,x(t)\right]e^{-j\,2\pi f\,t}\,dt}
=
a
∫
−
∞
∞
x
(
t
)
e
−
j
2
π
f
t
d
t
+
b
∫
−
∞
∞
x
(
t
)
e
−
j
2
π
f
t
d
t
{\displaystyle =a\int _{-\infty }^{\infty }\,x(t)\,e^{-j\,2\pi f\,t}\,dt+b\int _{-\infty }^{\infty }\,x(t)\,e^{-j\,2\pi f\,t}\,dt}
=
a
F
[
x
(
t
)
]
+
b
F
[
x
(
t
)
]
{\displaystyle =a\,F[x(t)]+b\,F[x(t)]}
Time Invariance (Delay)
F
[
x
(
t
−
t
0
)
]
{\displaystyle F[x(t-t_{0})]\,\!}
=
∫
−
∞
∞
x
(
t
−
t
0
)
e
−
j
2
π
f
t
d
t
{\displaystyle =\int _{-\infty }^{\infty }x(t-t_{0})\,e^{-j\,2\pi f\,t}\,dt}
Let
u
=
t
−
t
0
{\displaystyle u=t-t_{0}\,\!}
and
d
u
=
d
t
{\displaystyle du=dt\,\!}
=
∫
−
∞
∞
x
(
u
)
e
−
j
2
π
f
(
u
+
t
0
)
d
u
{\displaystyle =\int _{-\infty }^{\infty }x(u)\,e^{-j\,2\pi f\,(u+t_{0})}\,du}
=
e
−
j
2
π
f
t
0
∫
−
∞
∞
x
(
u
)
e
−
j
2
π
f
u
d
u
{\displaystyle =e^{-j\,2\pi f\,t_{0}}\int _{-\infty }^{\infty }x(u)\,e^{-j\,2\pi f\,u}\,du}
=
e
−
j
2
π
f
t
0
F
[
x
(
t
)
]
{\displaystyle =e^{-j\,2\pi f\,t_{0}}\,F[x(t)]}
Frequency Shifting
F
[
e
j
2
π
f
t
x
(
t
)
]
{\displaystyle F\left[e^{j\,2\pi f\,t}x(t)\right]}
=
∫
−
∞
∞
[
e
j
2
π
f
0
t
x
(
t
)
]
e
−
j
2
π
f
t
d
t
{\displaystyle =\int _{-\infty }^{\infty }\left[e^{j\,2\pi f_{0}\,t}x(t)\right]e^{-j\,2\pi f\,t}\,dt}
=
∫
−
∞
∞
x
(
t
)
e
−
j
2
π
(
f
−
f
0
)
t
d
t
{\displaystyle =\int _{-\infty }^{\infty }x(t)\,e^{-j\,2\pi (f-f_{0})\,t}\,dt}
=
X
(
f
−
f
0
)
{\displaystyle =X(f-f_{0})\,\!}
Double Sideband Modulation
F
[
c
o
s
(
2
π
f
0
t
)
⋅
x
(
t
)
]
{\displaystyle F[cos(2\pi f_{0}\,t)\cdot x(t)]}
=
∫
−
∞
∞
e
j
2
π
f
0
t
+
e
−
j
2
π
f
0
t
2
x
(
t
)
e
−
j
2
π
f
t
d
t
{\displaystyle =\int _{-\infty }^{\infty }{\frac {e^{j\,2\pi f_{0}\,t}+e^{-j\,2\pi f_{0}\,t}}{2}}x(t)\,e^{-j\,2\pi f\,t}\,dt}
=
1
2
∫
−
∞
∞
x
(
t
)
[
e
−
j
2
π
(
f
−
f
0
)
t
+
e
−
j
2
π
(
f
+
f
0
)
t
]
d
t
{\displaystyle ={\frac {1}{2}}\int _{-\infty }^{\infty }x(t)\left[e^{-j\,2\pi (f-f_{0})\,t}+e^{-j\,2\pi (f+f_{0})\,t}\right]\,dt}
=
1
2
X
(
f
−
f
0
)
+
1
2
X
(
f
+
f
0
)
{\displaystyle ={\frac {1}{2}}X(f-f_{0})+{\frac {1}{2}}X(f+f_{0})}
Differentiation in Time
x
(
t
)
{\displaystyle x(t)\,\!}
=
F
−
1
[
X
(
f
)
]
{\displaystyle =F^{-1}\left[X(f)\right]}
F
[
d
x
d
t
]
{\displaystyle F\left[{\frac {dx}{dt}}\right]}
=
F
[
d
d
t
F
−
1
[
X
(
f
)
]
]
{\displaystyle =F\left[{\frac {d}{dt}}F^{-1}\left[X(f)\right]\right]}
=
F
[
d
d
t
∫
−
∞
∞
X
(
f
)
e
j
2
π
f
t
d
f
]
{\displaystyle =F\left[{\frac {d}{dt}}\int _{-\infty }^{\infty }X(f)\,e^{j\,2\pi f\,t}\,df\right]}
=
F
[
∫
−
∞
∞
j
2
π
f
X
(
f
)
e
j
2
π
f
t
d
f
]
{\displaystyle =F\left[\int _{-\infty }^{\infty }j\,2\pi fX(f)e^{j\,2\pi f\,t}\,df\right]}
=
F
[
j
2
π
f
F
−
1
[
X
(
f
)
]
]
{\displaystyle =F\left[j\,2\pi f\,F^{-1}[X(f)]\right]}
=
j
2
π
f
X
(
f
)
{\displaystyle =j\,2\pi f\,X(f)}
Thus
d
x
d
t
{\displaystyle {\frac {dx}{dt}}}
is a linear filter with transfer function
j
2
π
f
{\displaystyle j\,2\pi f}
The Game (frequency domain)
Input
LTI System
Output
Reason
δ
(
t
)
{\displaystyle \delta (t)\,\!}
⟹
{\displaystyle \Longrightarrow }
h
(
t
)
{\displaystyle h(t)\,\!}
Given
δ
(
t
)
e
−
j
2
π
f
t
{\displaystyle \delta (t)\,e^{-j\,2\,\pi f\,t}}
⟹
{\displaystyle \Longrightarrow }
h
(
t
)
e
−
j
2
π
f
t
{\displaystyle h(t)\,e^{-j\,2\,\pi f\,t}}
Proportionality
∫
−
∞
∞
δ
(
t
)
e
−
j
2
π
f
t
d
t
=
F
[
δ
(
t
)
]
=
1
{\displaystyle \int _{-\infty }^{\infty }\delta (t)\,e^{-j\,2\,\pi f\,t}\,dt=F[\delta (t)]=1}
⟹
{\displaystyle \Longrightarrow }
∫
−
∞
∞
h
(
t
)
e
−
j
2
π
f
t
d
t
=
H
(
f
)
H
o
w
?
?
{\displaystyle \int _{-\infty }^{\infty }h(t)\,e^{-j\,2\,\pi f\,t}\,dt=H(f)How??}
Superposition
F
[
δ
(
t
−
λ
)
]
=
1
⋅
e
j
2
π
f
λ
{\displaystyle F[\delta (t-\lambda )]=1\cdot e^{j\,2\,\pi f\,\lambda }}
The notes have
e
−
j
2
π
f
λ
{\displaystyle e^{-j\,2\,\pi f\,\lambda }}
Is this an error?
⟹
{\displaystyle \Longrightarrow }
H
(
f
)
⋅
e
j
2
π
f
λ
{\displaystyle H(f)\cdot e^{j\,2\,\pi f\,\lambda }}
Time Invariance
x
(
λ
)
⋅
1
⋅
e
j
2
π
f
λ
{\displaystyle x(\lambda )\cdot 1\cdot e^{j\,2\,\pi f\,\lambda }}
⟹
{\displaystyle \Longrightarrow }
x
(
λ
)
⋅
H
(
f
)
⋅
e
j
2
π
f
λ
{\displaystyle x(\lambda )\cdot H(f)\cdot e^{j\,2\,\pi f\,\lambda }}
Proportionality
∫
−
∞
∞
x
(
λ
)
⋅
1
⋅
e
j
2
π
f
λ
d
λ
=
X
−
1
?
?
(
F
)
{\displaystyle \int _{-\infty }^{\infty }x(\lambda )\cdot 1\cdot e^{j\,2\,\pi f\,\lambda }\,d\lambda =X^{-1??}(F)}
⟹
{\displaystyle \Longrightarrow }
∫
−
∞
∞
x
(
λ
)
x
(
λ
)
⋅
H
(
f
)
⋅
e
j
2
π
f
λ
d
λ
=
X
−
1
?
?
(
F
)
H
(
f
)
{\displaystyle \int _{-\infty }^{\infty }x(\lambda )x(\lambda )\cdot H(f)\cdot e^{j\,2\,\pi f\,\lambda }\,d\lambda =X^{-1??}(F)\,H(f)}
Superposition
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