Fourier Transform of Aperiodic Signals: Development and Examples
Objective:
To extend the concept of Fourier series, which is for periodic signals, to represent aperiodic signals in the frequency domain. This is crucial for analyzing a wide range of real-world signals.
We begin by considering a continuous-time periodic square wave. Its definition over one period is:
\[ x(t)= \begin{cases}1, & |t|<T_{1} \\ 0, & T_{1}<|t|<T / 2\end{cases} \]
This signal periodically repeats with period \(T\).
The Fourier series coefficients \(a_{k}\) for this square wave are given by:
\[ a_{k}=\frac{2 \sin \left(k \omega_{0} T_{1}\right)}{k \omega_{0} T} \quad \text{where } \omega_{0}=\frac{2 \pi}{T} \]
The Fourier series coefficients \(a_k\) can be viewed as samples of a continuous envelope function.
Specifically, \(T a_{k}\) samples the function:
\[ T a_{k}=\left.\frac{2 \sin \omega T_{1}}{\omega}\right|_{\omega=k \omega_{0}} \]
As \(T\) increases (or \(\omega_0\) decreases), the samples become more closely spaced.
This continuous function, \(\frac{2 \sin \omega T_{1}}{\omega}\), represents the envelope of \(T a_k\) and is independent of \(T\).
Let’s visualize this as \(T\) changes.
Observe how the discrete spectral lines become denser as the period \(T\) increases.
Tip
This concept is key to bridging the gap between Fourier series (discrete spectrum) and Fourier transform (continuous spectrum).
Visualize the discrete Fourier series coefficients approaching a continuous envelope as the period \(T\) increases.
We can think of an aperiodic signal \(x(t)\) as the limit of a periodic signal \(\tilde{x}(t)\) as its period \(T\) approaches infinity.
graph LR
A["Aperiodic Signal $$x(t)$$"] --> B{"Construct Periodic $$\tilde{x}(t)$$"};
B --> C{"Increase Period $$T$$"};
C --> D{"As $$T \to \infty$$"};
D --> E["$$\tilde{x}(t) \to x(t)$$"];
E --> F["F. Series becomes F. Transform of $$x(t)$$"];
Let’s examine the Fourier series representation of \(\tilde{x}(t)\):
\[ \tilde{x}(t)=\sum_{k=-\infty}^{+\infty} a_{k} e^{j k \omega_{0} t} \]
The Fourier coefficients \(a_k\) are:
\[ a_{k}=\frac{1}{T} \int_{-T / 2}^{T / 2} \tilde{x}(t) e^{-j k \omega_{0} t} d t \]
Since \(\tilde{x}(t)=x(t)\) for \(|t|<T/2\) and \(x(t)=0\) outside this interval (assuming \(T_1 < T/2\)), we can rewrite \(a_k\) as:
\[ a_{k}=\frac{1}{T} \int_{-T / 2}^{T / 2} x(t) e^{-j k \omega_{0} t} d t=\frac{1}{T} \int_{-\infty}^{+\infty} x(t) e^{-j k \omega_{0} t} d t \]
From the previous slide, we have:
\[ a_k = \frac{1}{T} \int_{-\infty}^{+\infty} x(t) e^{-j k \omega_0 t} dt \]
We define the Fourier Transform \(X(j\omega)\) as the integral:
\[ X(j \omega)=\int_{-\infty}^{+\infty} x(t) e^{-j \omega t} d t \quad \text{(Analysis Equation)} \]
Using this definition, the Fourier coefficients \(a_k\) can be expressed as samples of \(X(j\omega)\):
\[ a_{k}=\frac{1}{T} X\left(j k \omega_{0}\right) \]
Substitute \(a_k = \frac{1}{T} X(j k \omega_0)\) back into the Fourier series of \(\tilde{x}(t)\):
\[ \tilde{x}(t)=\sum_{k=-\infty}^{+\infty} \frac{1}{T} X\left(j k \omega_{0}\right) e^{j k \omega_{0} t} \]
Since \(\omega_0 = 2\pi/T\), we can write \(\frac{1}{T} = \frac{\omega_0}{2\pi}\). So,
\[ \tilde{x}(t)=\frac{1}{2 \pi} \sum_{k=-\infty}^{+\infty} X\left(j k \omega_{0}\right) e^{j k \omega_{0} t} \omega_{0} \]
As \(T \to \infty\), we have:
The summation: \[ \tilde{x}(t)=\frac{1}{2 \pi} \sum_{k=-\infty}^{+\infty} X\left(j k \omega_{0}\right) e^{j k \omega_{0} t} \omega_{0} \] Can be graphically interpreted as a Riemann sum. Each term is the area of a rectangle of height \(X(j k \omega_0)e^{j k \omega_0 t}\) and width \(\omega_0\).
The summation resembles a Riemann sum in integral calculus:
So the entire sum approximates the inverse Fourier transform integral:
\[ x(t) = \frac{1}{2\pi} \int_{-\infty}^{+\infty} X(j\omega) e^{j\omega t} d\omega \]
The discrete version (your summation) is a Riemann sum approximation of this integral, where the continuous spectrum \(X(j\omega)\) is sampled at intervals of \(\omega_0\).
graph LR
A["Summation $$\sum_{k=-\infty}^{+\infty} f(k \omega_0) \omega_0$$"] --> B{"As $$\omega_0 \to 0$$"};
B --> C["Integral $$\int_{-\infty}^{+\infty} f(\omega) d\omega$$"];
As \(\omega_0 \to 0\), the sum converges to an integral.
Taking the limit, we arrive at the Fourier Transform Pair:
Reconstructs the time-domain signal \(x(t)\) from its frequency-domain representation \(X(j\omega)\):
\[ x(t)=\frac{1}{2 \pi} \int_{-\infty}^{+\infty} X(j \omega) e^{j \omega t} d \omega \]
Computes the frequency-domain representation \(X(j\omega)\) from the time-domain signal \(x(t)\):
\[ X(j \omega)=\int_{-\infty}^{+\infty} x(t) e^{-j \omega t} d t \]
Important
The function \(X(j\omega)\) is often referred to as the spectrum of \(x(t)\). It describes the signal’s content at different frequencies.
We established a direct relationship between the Fourier series coefficients \(a_k\) of a periodic signal \(\tilde{x}(t)\) and the Fourier transform \(X(j\omega)\) of one period of that signal.
If \(\tilde{x}(t)\) is periodic with period \(T\) and Fourier coefficients \(a_k\), and \(x(t)\) is a finite-duration signal equal to \(\tilde{x}(t)\) over one period (and zero otherwise), then:
\[ a_{k}=\left.\frac{1}{T} X(j \omega)\right|_{\omega=k \omega_{0}} \]
where \(X(j\omega)\) is the Fourier transform of \(x(t)\).
Tip
This means the discrete spectrum of a periodic signal is proportional to samples of the continuous spectrum of a single period of that signal.
For the Fourier Transform to be a valid representation, certain conditions must be met.
If \(x(t)\) has finite energy (is square integrable):
\[ \int_{-\infty}^{+\infty}|x(t)|^{2} d t<\infty \]
Then \(X(j\omega)\) is finite, and the energy in the error between \(x(t)\) and its Fourier representation \(\hat{x}(t)\) is zero:
\[ \int_{-\infty}^{+\infty}|e(t)|^{2} d t=0 \]
Note
This means that even if \(x(t)\) and \(\hat{x}(t)\) differ at isolated points, their difference contains no energy.
An alternative set of conditions, known as the Dirichlet conditions, ensures that \(\hat{x}(t)\) equals \(x(t)\) for all \(t\), except at discontinuities where it equals the average of the values on either side.
Tip
Most physically realizable signals satisfy these conditions. However, periodic signals are not absolutely integrable over an infinite interval, requiring a different approach (e.g., using impulse functions in the transform, which we’ll see later).
Let’s explore some common signals and their Fourier Transforms. These examples build intuition about how signals in the time domain relate to their frequency domain representations.
Note
Pay attention to the shape of the time-domain signal and the corresponding shape of its spectrum. Look for symmetries and characteristics in both domains.
\[ x(t)=e^{-a t} u(t) \quad a>0 \]
\[ X(j \omega)=\int_{0}^{\infty} e^{-a t} e^{-j \omega t} d t = \frac{1}{a+j \omega} \]
\[ |X(j \omega)|=\frac{1}{\sqrt{a^{2}+\omega^{2}}}, \quad \angle X(j \omega)=-\tan ^{-1}\left(\frac{\omega}{a}\right) \]
Explore how the parameter \(a\) affects both the time-domain signal and its frequency spectrum.
\[ x(t)=e^{-a|t|}, \quad a>0 \]
This signal is symmetric around \(t=0\).
\[ \begin{aligned} X(j \omega) & =\int_{-\infty}^{+\infty} e^{-a|t|} e^{-j \omega t} d t \\ & = \int_{-\infty}^{0} e^{a t} e^{-j \omega t} d t + \int_{0}^{\infty} e^{-a t} e^{-j \omega t} d t \\ & = \frac{1}{a-j \omega} + \frac{1}{a+j \omega} \\ & = \frac{2a}{a^{2}+\omega^{2}} \end{aligned} \]
Observe the symmetry in both time and frequency domains for this real and even signal.
\[ x(t)=\delta(t) \]
The unit impulse is a signal that is zero everywhere except at \(t=0\), where its integral is one.
Using the sifting property of the impulse function:
\[ X(j \omega)=\int_{-\infty}^{+\infty} \delta(t) e^{-j \omega t} d t = e^{-j \omega (0)} = 1 \]
Note
The Fourier transform of a unit impulse is \(1\). This means the unit impulse contains equal contributions from all frequencies. It has a “flat” or “constant” spectrum.
\[ x(t)= \begin{cases}1, & |t|<T_{1} \\ 0, & |t|>T_{1}\end{cases} \]
This is a pulse of width \(2T_1\) and height 1, centered at \(t=0\).
\[ X(j \omega)=\int_{-T_{1}}^{T_{1}} e^{-j \omega t} d t = 2 \frac{\sin \omega T_{1}}{\omega} \]
Adjust the pulse width \(T_1\) and observe its effect on the frequency spectrum.
\[ X(j \omega)= \begin{cases}1, & |\omega|<W \\ 0, & |\omega|>W\end{cases} \]
This is a rectangular pulse in the frequency domain. It represents an ideal low-pass filter, passing all frequencies below \(W\) and blocking those above.
\[ x(t)=\frac{1}{2 \pi} \int_{-W}^{W} e^{j \omega t} d \omega=\frac{\sin W t}{\pi t} \]
Adjust the bandwidth \(W\) of the frequency-domain pulse and see its effect on the time-domain signal.
Functions of the form \(\frac{\sin(\theta)}{\theta}\) appear frequently in Fourier analysis. A commonly used precise form for the sinc function is:
\[ \operatorname{sinc}(\theta)=\frac{\sin \pi \theta}{\pi \theta} \]
Let’s see how the \(\operatorname{sinc}\) function behaves.
A fundamental concept in Fourier analysis is the inverse relationship between the spread of a signal in the time domain and its spread in the frequency domain.
Important
This time-frequency duality implies that you cannot simultaneously localize a signal arbitrarily well in both time and frequency. This is often referred to as the uncertainty principle in signal processing.
Observe the inverse relationship between signal duration and spectral width.
Note
The Fourier Transform is a powerful tool for analyzing signals and systems, providing insights into their frequency content and behavior.