10/10,13,16,17 - Fourier Transform Properties

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Properties of the Fourier Transform

Linearity

F[ax(t)+bx(t)] =∫−∞∞[ax(t)+bx(t)]e−j2πftdt
=a∫−∞∞x(t)e−j2πftdt+b∫−∞∞x(t)e−j2πftdt
=aF[x(t)]+bF[x(t)]

Time Invariance (Delay)

F[x(t−t0)] =∫−∞∞x(t−t0)e−j2πftdt Let u=t−t0 and du=dt
=∫−∞∞x(u)e−j2πf(u+t0)du
=e−j2πft0∫−∞∞x(u)e−j2πfudu
=e−j2πft0F[x(t)]

Frequency Shifting

F[ej2πftx(t)] =∫−∞∞[ej2πf0tx(t)]e−j2πftdt
=∫−∞∞x(t)e−j2π(f−f0)tdt
=X(f−f0)

Double Sideband Modulation

F[cos(2πf0t)⋅x(t)] =∫−∞∞ej2πf0t+e−j2πf0t2x(t)e−j2πftdt
=12∫−∞∞x(t)[e−j2π(f−f0)t+e−j2π(f+f0)t]dt
=12X(f−f0)+12X(f+f0)

Differentiation in Time

x(t) =F−1[X(f)]
F[dxdt] =F[ddtF−1[X(f)]]
=F[ddt∫−∞∞X(f)ej2πftdf]
=F[∫−∞∞j2πfX(f)ej2πftdf]
=F[j2πfF−1[X(f)]]
=j2πfX(f) Thus dxdt is a linear filter with transfer function j2πf

The Game (frequency domain)

  • You can play the game in the frequency or time domain, but not both at the same time
    • Then how can you use the Fourier Transform, but can't build up to it?
Input LTI System Output Reason
δ(t) ⟹ h(t) Given
δ(t)e−j2πft ⟹ h(t)e−j2πft Proportionality
∫−∞∞δ(t)e−j2πftdt=F[δ(t)]=1 ⟹ ∫−∞∞h(t)e−j2πftdt=F[h(t)]=H(f) Superposition
∫−∞∞δ(t−λ)e−j2πftdt=F[δ(t−λ)]=1⋅e−j2πfλ ⟹ H(f)⋅e−j2πfλ Time Invariance
x(λ)⋅1⋅e−j2πfλ ⟹ x(λ)⋅H(f)⋅e−j2πfλ Proportionality
∫−∞∞x(λ)⋅1⋅ej2πfλdλ=X(F) ⟹ ∫−∞∞x(λ)⋅H(f)⋅ej2πfλdλ=X(F)H(f) Superposition
  • Having trouble seeing F[x(t)*h(t)]=X(f)⋅H(f)
  • Since we were dealing in the frequency domain, is that the reason why multiplying one side did not result in a convolution on the other?


Now back in the time domain

Input LTI System Output Reason
1⋅ej2πf0t ⟹ h(t)*ej2πf0t=ej2πf0t*h(t) Proportionality
∫−∞∞h(λ)⋅ej2πf0(t−λ)dt