Continuous-Time Signals and Systems

Fourier Transform of Aperiodic Signals: Development and Examples

Imron Rosyadi

Fourier Transform of Aperiodic Signals: Development and Examples

Representing Aperiodic Signals: The Continuous-Time Fourier Transform

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.

4.1.1 Development of the Fourier Transform Representation of an Aperiodic Signal

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:

\[ a_{k}=\frac{2 \sin \left(k \omega_{0} T_{1}\right)}{k \omega_{0} T} \quad \text{where } \omega_{0}=\frac{2 \pi}{T} \]

\(a_k\) as Samples of an Envelope Function

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).

Interactive Demo: Fourier Series Coefficients as Samples

Visualize the discrete Fourier series coefficients approaching a continuous envelope as the period \(T\) increases.

Aperiodic Signal as a Limiting Case

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.

Original Aperiodic Signal \(x(t)\)

  • Finite duration.
  • \(x(t) = 0\) for \(|t| > T_1\).

Constructed Periodic Signal \(\tilde{x}(t)\)

  • \(\tilde{x}(t)\) is formed by repeating \(x(t)\) with period \(T\).
  • As \(T \to \infty\), \(\tilde{x}(t)\) becomes identical to \(x(t)\) over any finite interval.

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 $$x(t)$$"];

Deriving the Fourier Transform: Coefficients

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:

\[ a_{k}=\frac{1}{T} \int_{-T / 2}^{T / 2} x(t) e^{-j k \omega_{0} t} d t=\frac{1}{T} \int_{-\infty}^{+\infty} x(t) e^{-j k \omega_{0} t} d t \]

Defining the Fourier Transform \(X(j\omega)\)

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 \(X(j\omega)\):

\[ a_{k}=\frac{1}{T} X\left(j k \omega_{0}\right) \]

Deriving the Fourier Transform: Synthesis Equation

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,

\[ \tilde{x}(t)=\frac{1}{2 \pi} \sum_{k=-\infty}^{+\infty} X\left(j k \omega_{0}\right) e^{j k \omega_{0} t} \omega_{0} \]

The Limit: From Sum to Integral

As \(T \to \infty\), we have:

  • \(\tilde{x}(t) \to x(t)\)
  • \(\omega_0 \to 0\)
  • The summation becomes an integral.

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 Limit: From Sum to Integral (cont.)

The summation resembles a Riemann sum in integral calculus:

  • A Riemann sum approximates an integral by summing rectangles under a curve.
  • Each term in the Fourier series can be seen as a rectangle:
    • Height: \(X(jk\omega_0) e^{jk\omega_0 t}\) — the value of the function (complex amplitude) at frequency \(k\omega_0\)
    • Width: \(\omega_0\) — the spacing between frequency samples

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.

The Continuous-Time Fourier Transform Pair

Taking the limit, we arrive at the Fourier Transform Pair:

Synthesis Equation (Inverse Fourier Transform)

Reconstructs the time-domain signal \(x(t)\) from its frequency-domain representation \(X(j\omega)\):

\[ x(t)=\frac{1}{2 \pi} \int_{-\infty}^{+\infty} X(j \omega) e^{j \omega t} d \omega \]

Analysis Equation (Forward Fourier Transform)

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.

Fourier Series Coefficients from Fourier Transform

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.

Convergence of Fourier Transforms

For the Fourier Transform to be a valid representation, certain conditions must be met.

Finite Energy Condition

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.

Dirichlet Conditions for Pointwise Convergence

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.

  1. Absolutely Integrable: \[ \int_{-\infty}^{+\infty}|x(t)| d t<\infty \]
  2. Finite Maxima and Minima: \(x(t)\) must have a finite number of maxima and minima within any finite interval.
  3. Finite Discontinuities: \(x(t)\) must have a finite number of discontinuities within any finite interval, and each must be finite.

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).

Examples of Continuous-Time Fourier Transforms

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.

Example 4.1: Exponential Decay \(x(t) = e^{-at}u(t)\), \(a>0\)

Signal Definition

\[ x(t)=e^{-a t} u(t) \quad a>0 \]

Fourier Transform Derivation

\[ X(j \omega)=\int_{0}^{\infty} e^{-a t} e^{-j \omega t} d t = \frac{1}{a+j \omega} \]

Magnitude and Phase

\[ |X(j \omega)|=\frac{1}{\sqrt{a^{2}+\omega^{2}}}, \quad \angle X(j \omega)=-\tan ^{-1}\left(\frac{\omega}{a}\right) \]

Interactive Demo: Fourier Transform of \(e^{-at}u(t)\)

Explore how the parameter \(a\) affects both the time-domain signal and its frequency spectrum.

Example 4.2: Double-Sided Exponential \(x(t) = e^{-a|t|}\), \(a>0\)

Signal Definition

\[ x(t)=e^{-a|t|}, \quad a>0 \]

This signal is symmetric around \(t=0\).

Fourier Transform Derivation

\[ \begin{aligned} X(j \omega) & =\int_{-\infty}^{+\infty} e^{-a|t|} e^{-j \omega t} d t \\ & = \int_{-\infty}^{0} e^{a t} e^{-j \omega t} d t + \int_{0}^{\infty} e^{-a t} e^{-j \omega t} d t \\ & = \frac{1}{a-j \omega} + \frac{1}{a+j \omega} \\ & = \frac{2a}{a^{2}+\omega^{2}} \end{aligned} \]

Interactive Demo: Fourier Transform of \(e^{-a|t|}\)

Observe the symmetry in both time and frequency domains for this real and even signal.

Example 4.3: Unit Impulse \(x(t) = \delta(t)\)

Signal Definition

\[ x(t)=\delta(t) \]

The unit impulse is a signal that is zero everywhere except at \(t=0\), where its integral is one.

Fourier Transform Derivation

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.

Example 4.4: Rectangular Pulse

Signal Definition

\[ x(t)= \begin{cases}1, & |t|<T_{1} \\ 0, & |t|>T_{1}\end{cases} \]

This is a pulse of width \(2T_1\) and height 1, centered at \(t=0\).

Fourier Transform Derivation

\[ X(j \omega)=\int_{-T_{1}}^{T_{1}} e^{-j \omega t} d t = 2 \frac{\sin \omega T_{1}}{\omega} \]

Interactive Demo: Fourier Transform of a Rectangular Pulse

Adjust the pulse width \(T_1\) and observe its effect on the frequency spectrum.

Example 4.5: Ideal Low-Pass Filter (Sinc Function in Time)

Transform Definition

\[ X(j \omega)= \begin{cases}1, & |\omega|<W \\ 0, & |\omega|>W\end{cases} \]

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.

Inverse Fourier Transform Derivation

\[ x(t)=\frac{1}{2 \pi} \int_{-W}^{W} e^{j \omega t} d \omega=\frac{\sin W t}{\pi t} \]

Interactive Demo: Inverse FT of a Frequency Pulse

Adjust the bandwidth \(W\) of the frequency-domain pulse and see its effect on the time-domain signal.

The Sinc Function

Functions of the form \(\frac{\sin(\theta)}{\theta}\) appear frequently in Fourier analysis. A commonly used precise form for the sinc function is:

\[ \operatorname{sinc}(\theta)=\frac{\sin \pi \theta}{\pi \theta} \]

Examples Using Sinc

  • Fourier Transform of Rectangular Pulse: \[ \frac{2 \sin \omega T_{1}}{\omega} = 2 T_{1} \operatorname{sinc}\left(\frac{\omega T_{1}}{\pi}\right) \]
  • Inverse Fourier Transform of Rectangular Frequency Pulse: \[ \frac{\sin W t}{\pi t} = \frac{W}{\pi} \operatorname{sinc}\left(\frac{W t}{\pi}\right) \]

The Sinc Function

Plotting \(\operatorname{sinc}(\theta)\)

Let’s see how the \(\operatorname{sinc}\) function behaves.

Time-Frequency Duality and Bandwidth

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.

Wide in Time, Narrow in Frequency

  • A signal that is spread out (long duration) in the time domain tends to have a narrow (concentrated) spectrum in the frequency domain.
  • Example: A long rectangular pulse in time has a narrow \(\operatorname{sinc}\) function in frequency.

Narrow in Time, Wide in Frequency

  • A signal that is concentrated (short duration) in the time domain tends to have a wide (broad) spectrum in the frequency domain.
  • Example: A short rectangular pulse in time has a wide \(\operatorname{sinc}\) function in frequency.

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.

Interactive Demo: Time-Frequency Duality

Observe the inverse relationship between signal duration and spectral width.

Summary

Key Takeaways

  • From Series to Transform: The Fourier Transform represents aperiodic signals as the limit of Fourier series as the period approaches infinity.
  • Fourier Transform Pair: \[ X(j \omega)=\int_{-\infty}^{+\infty} x(t) e^{-j \omega t} d t \] \[ x(t)=\frac{1}{2 \pi} \int_{-\infty}^{+\infty} X(j \omega) e^{j \omega t} d \omega \]
  • Convergence: Conditions like finite energy or Dirichlet conditions ensure a valid Fourier Transform representation.
  • Examples: We explored the transforms of exponential decay, double-sided exponential, unit impulse, rectangular pulse, and the sinc function.
  • Time-Frequency Duality: A fundamental principle showing an inverse relationship between a signal’s spread in time and its spread in frequency.

Note

The Fourier Transform is a powerful tool for analyzing signals and systems, providing insights into their frequency content and behavior.