Continuous-Time Fourier Transform

4.3 Properties of the Continuous-Time Fourier Transform

Imron Rosyadi

Properties of the Continuous-Time Fourier Transform

Why Study FT Properties?

Understanding Fourier Transform properties is crucial for several reasons. They provide significant insight into the transform and the relationship between time-domain and frequency-domain signal descriptions. Often useful in reducing the complexity of evaluating Fourier transforms or inverse transforms. Many properties translate directly to Fourier Series properties, highlighting fundamental connections.

Shorthand Notation

A signal \(x(t)\) and its Fourier transform \(X(j \omega)\) are related by:

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

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

We denote this relationship as a Fourier transform pair: \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\).

Note

For example: $ e^{-a t} u(t) $.

Linearity Property

If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\) and \(y(t) \stackrel{\mathcal{F}}{\longleftrightarrow} Y(j \omega)\), then:

\[ a x(t)+b y(t) \stackrel{\mathcal{F}}{\longleftrightarrow} a X(j \omega)+b Y(j \omega) \]

The proof follows directly by applying the analysis equation to \(a x(t)+b y(t)\). This property extends easily to a linear combination of an arbitrary number of signals.

Tip

This property is fundamental! It means we can break down complex signals into simpler components, find the transform of each, and then linearly combine them. This greatly simplifies analysis!

Time Shifting Property

If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\), then:

\[ x\left(t-t_{0}\right) \stackrel{\mathcal{F}}{\longleftrightarrow} e^{-j \omega t_{0}} X(j \omega) \]

Effect of Time Shift

A time shift in the time domain introduces a phase shift in the frequency domain. The magnitude of the Fourier transform remains unaltered: \(|X(j \omega)|\). The phase changes linearly with frequency: \(\angle X(j \omega) - \omega t_0\).

Example 4.9: Time Shifting Application

Decomposing a signal \(x(t)\) into simpler pulses using linearity and time-shifting.

Original Signal \(x(t)\) (Conceptual)

graph LR
    A["x(t)"] --> B{Decomposition}
    B --> C["0.5 * x1(t-2.5)"]
    B --> D["x2(t-2.5)"]
    C & D --> E["X(jω)"]

This diagram illustrates how a complex signal x(t) can be broken down into simpler, shifted components x1 and x2.

Component Signals

  • \(x_1(t)\) is a rectangular pulse of width 1, centered at 0.
  • \(x_2(t)\) is a rectangular pulse of width 3, centered at 0.

Example 4.9: Time Shifting Application (cont.)

Known Transforms of Components

  • \(X_1(j \omega) = \frac{2 \sin(\omega/2)}{\omega}\)
  • \(X_2(j \omega) = \frac{2 \sin(3\omega/2)}{\omega}\)

Applying Linearity & Time-Shift

Given \(x(t) = \frac{1}{2} x_1(t-2.5) + x_2(t-2.5)\), then:

\(X(j \omega) = \mathcal{F}\left\{ \frac{1}{2} x_1(t-2.5) \right\} + \mathcal{F}\left\{ x_2(t-2.5) \right\}\)

\(X(j \omega) = \frac{1}{2} e^{-j 2.5\omega} X_1(j \omega) + e^{-j 2.5\omega} X_2(j \omega)\)

\(X(j \omega) = e^{-j 5\omega / 2} \left\{ \frac{1}{2} \frac{2 \sin(\omega/2)}{\omega} + \frac{2 \sin(3\omega/2)}{\omega} \right\}\)

\(X(j \omega) = e^{-j 5\omega / 2} \left\{ \frac{\sin(\omega/2) + 2 \sin(3\omega/2)}{\omega} \right\}\)

Note

Notice how a complex signal’s transform can be found by breaking it into pieces whose transforms are known, then applying the properties.

Conjugation and Conjugate Symmetry

Conjugation Property

If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\), then:

\[ x^{*}(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X^{*}(-j \omega) \]

Conjugate Symmetry for Real Signals

If $ x(t) $ is a real-valued signal, then its Fourier Transform $ X(j ) $ exhibits conjugate symmetry:

\[ X(-j \omega) = X^{*}(j \omega) \quad [x(t) \text{ real}] \]

Implications for Real Signals

  • The real part of \(X(j \omega)\), \(\operatorname{Re}\{X(j \omega)\}\), is an even function of \(\omega\).
  • The imaginary part of \(X(j \omega)\), \(\operatorname{Im}\{X(j \omega)\}\), is an odd function of \(\omega\).
  • The magnitude, \(|X(j \omega)|\), is an even function of \(\omega\).
  • The phase, \(\Varangle X(j \omega)\), is an odd function of \(\omega\).

Example 4.10: Using Symmetry

Find the Fourier transform of \(x(t) = e^{-a|t|}\), where \(a>0\).

  1. We know the transform pair: \(e^{-at}u(t) \stackrel{\mathcal{F}}{\longleftrightarrow} \frac{1}{a+j \omega}\).
  2. Observe that \(x(t) = e^{-a|t|} = e^{-at}u(t) + e^{at}u(-t)\). This can be written as \(x(t) = 2 \mathcal{E}v\{e^{-at}u(t)\}\), where \(\mathcal{E}v\{\cdot\}\) denotes the even part. (Since \(e^{-at}u(t)\) is real, \(\mathcal{E}v\{e^{-at}u(t)\} = \frac{e^{-at}u(t) + (e^{-at}u(t))^*|_{t \to -t}}{2} = \frac{e^{-at}u(t) + e^{at}u(-t)}{2}\)).
  3. Since \(e^{-at}u(t)\) is real-valued, the Fourier transform of its even part is the real part of its Fourier transform: \(\mathcal{E}v\{e^{-at}u(t)\} \stackrel{\mathcal{F}}{\longleftrightarrow} \operatorname{Re}\left\{\frac{1}{a+j \omega}\right\}\).
  4. Therefore, applying linearity: \(X(j \omega) = 2 \operatorname{Re}\left\{\frac{1}{a+j \omega}\right\} = 2 \operatorname{Re}\left\{\frac{a-j \omega}{a^2+\omega^2}\right\} = \frac{2a}{a^2+\omega^2}\).

Tip

This method leverages the symmetry properties to avoid direct integration, simplifying the calculation.

Differentiation in Time Domain

If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\), then:

\[ \frac{d x(t)}{d t} \stackrel{\mathcal{F}}{\longleftrightarrow} j \omega X(j \omega) \]

Significance

This is a particularly important property because it replaces the operation of differentiation in the time domain with simple multiplication by \(j \omega\) in the frequency domain.

This transformation is extremely useful for analyzing LTI systems described by differential equations, converting them into algebraic equations.

Integration in Time Domain

If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\), then:

\[ \int_{-\infty}^{t} x(\tau) d \tau \stackrel{\mathcal{F}}{\longleftrightarrow} \frac{1}{j \omega} X(j \omega) + \pi X(0) \delta(\omega) \]

Note on the Impulse Term

The impulse term \(\pi X(0) \delta(\omega)\) on the right-hand side accounts for any DC (average) value that can result from integration.

If \(X(0) = 0\), meaning there is no DC component in \(x(t)\), then this term vanishes.

Example 4.11: Transform of Unit Step

Let’s determine the Fourier transform \(X(j \omega)\) of the unit step \(x(t)=u(t)\).

  1. We know that \(\frac{d u(t)}{d t} = \delta(t)\).
  2. The Fourier transform of the impulse is \(\mathcal{F}\{\delta(t)\} = 1\).
  3. From the integration property, if \(g(t) = \delta(t) \stackrel{\mathcal{F}}{\longleftrightarrow} G(j \omega) = 1\), and \(u(t) = \int_{-\infty}^{t} g(\tau) d \tau\), then: \(X(j \omega) = \frac{G(j \omega)}{j \omega} + \pi G(0) \delta(\omega)\)
  4. Substitute \(G(j \omega)=1\) and \(G(0)=1\): \[ \mathcal{F}\{u(t)\} = \frac{1}{j \omega} + \pi \delta(\omega) \]

Note

This is a very important transform pair to remember in Signals and Systems!

Interactive Differentiation Demo

This interactive plot demonstrates a rectangular pulse \(x(t)\) and its derivative \(dx/dt\).

Observe how abrupt changes in \(x(t)\) (discontinuities) result in impulses in its derivative.

Adjust the amplitude and width of the pulse to see the effect on the derivative’s impulses.

Time and Frequency Scaling

If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\), then:

\[ x(a t) \stackrel{\mathcal{F}}{\longleftrightarrow} \frac{1}{|a|} X\left(\frac{j \omega}{a}\right) \]

Where \(a\) is a non-zero real number.

Interpretation

  • Time Compression ($ |a|>1 $): The signal becomes narrower in time. Its spectrum expands in frequency (frequencies are scaled up), and its amplitude scales by \(1/|a|\).
  • Time Expansion ($ |a|<1 $): The signal becomes wider in time. Its spectrum contracts in frequency (frequencies are scaled down), and its amplitude scales by \(1/|a|\).

Important

This property highlights the inverse relationship between time and frequency domains: compression in one domain means expansion in the other.

Scaling in Practice: Audio Playback

A common illustration of the time and frequency scaling property is the effect on frequency content that results when an audiotape is recorded at one speed and played back at a different speed.

  • Faster Playback (\(a > 1\)): This corresponds to time compression. The audio sounds higher pitched because its frequency spectrum expands.
  • Slower Playback (\(0 < a < 1\)): This corresponds to time expansion. The audio sounds lower pitched because its frequency spectrum contracts.

Example: If a recording of a small bell ringing is played back at a reduced speed, it will sound like the chiming of a larger and deeper sounding bell.

Also, a special case: \(x(-t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(-j \omega)\), meaning reversing a signal in time also reverses its Fourier transform.

Duality Property

The Fourier analysis and synthesis equations exhibit a remarkable symmetry:

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

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

Principle of Duality

If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\), then:

\[ X(t) \stackrel{\mathcal{F}}{\longleftrightarrow} 2 \pi x(- \omega) \]

This property allows us to derive new Fourier transform pairs from existing ones by interchanging the time and frequency variables (with some scaling and reflection).

Example 4.13: Applying Duality

Let’s find the Fourier transform \(G(j \omega)\) of the signal \(g(t) = \frac{2}{1+t^2}\).

  1. Recall a known transform pair from Example 4.2: \(e^{-|t|} \stackrel{\mathcal{F}}{\longleftrightarrow} \frac{2}{1+\omega^2}\).
  2. Let \(x(t) = e^{-|t|}\) and \(X(j \omega) = \frac{2}{1+\omega^2}\).
  3. Notice that our target signal \(g(t) = \frac{2}{1+t^2}\) has the same functional form as \(X(j \omega)\). So, we can set \(g(t) = X(t)\).
  4. Applying the duality property: if \(X(t) \stackrel{\mathcal{F}}{\longleftrightarrow} 2 \pi x(-\omega)\).
  5. Substitute \(x(-\omega) = e^{-|-\omega|} = e^{-|\omega|}\): \[ \mathcal{F}\left\{\frac{2}{1+t^2}\right\} = 2 \pi e^{-|\omega|} \]

Tip

Duality often turns a known frequency-domain shape into a new time-domain signal, and vice versa.

Other Dual Properties

Duality extends to other properties as well, revealing symmetric relationships.

Multiplication by \(jt\) (Dual of Differentiation)

If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\), then:

\[ -j t x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} \frac{d X(j \omega)}{d \omega} \]

Multiplication by \(e^{j \omega_0 t}\) (Frequency Shifting)

If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\), then:

\[ e^{j \omega_{0} t} x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X\left(j\left(\omega-\omega_{0}\right)\right) \]

  • Multiplying a signal by a complex exponential in the time domain results in a shift of its spectrum in the frequency domain. This is a core principle in modulation.

Integration in Frequency (Dual of Multiplication by \(1/(jt)\))

If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\), then:

\[ -\frac{1}{j t} x(t)+\pi x(0) \delta(t) \stackrel{\mathcal{F}}{\longleftrightarrow} \int_{-\infty}^{\omega} X(\eta) d \eta \]

Parseval’s Relation

Energy Conservation

Parseval’s relation states that the total energy of a signal can be computed equivalently in either the time domain or the frequency domain. If \(x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} X(j \omega)\), then:

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

Energy Density Spectrum

The term \(|X(j \omega)|^2\) is often referred to as the energy-density spectrum of the signal \(x(t)\). It describes how the signal’s energy is distributed across different frequencies.

Analogy

This relation is the direct counterpart of Parseval’s relation for periodic signals, which relates the average power of a periodic signal to the sum of the average powers of its harmonic components.

Example 4.14: Applying Parseval’s Relation

For a given Fourier transform \(X(j \omega)\), we want to calculate: 1. Total Energy: \(E = \int_{-\infty}^{\infty}|x(t)|^{2} d t\) 2. Derivative at \(t=0\): \(D = \left.\frac{d}{d t} x(t)\right|_{t=0}\)

Let’s consider a simple case: \(X(j \omega) = \begin{cases} 1, & |\omega| < W \\ 0, & |\omega| > W \end{cases}\) (a rectangular pulse in frequency).

Calculating Total Energy (\(E\)) using Parseval’s Relation

\(E = \frac{1}{2 \pi} \int_{-\infty}^{\infty}|X(j \omega)|^{2} d \omega\) For our \(X(j \omega)\): \(E = \frac{1}{2 \pi} \int_{-W}^{W} |1|^2 d \omega = \frac{1}{2 \pi} [\omega]_{-W}^{W} = \frac{1}{2 \pi} (W - (-W)) = \frac{2W}{2 \pi} = \frac{W}{\pi}\).

Example 4.14: Applying Parseval’s Relation (cont.)

Calculating Derivative at \(t=0\) (\(D\)) using Differentiation Property

  1. We know \(\frac{d}{d t} x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} j \omega X(j \omega)\). Let \(G(j \omega) = j \omega X(j \omega)\).
  2. To find \(g(0)\) (which is \(D\)), we use the inverse Fourier transform at \(t=0\): \(D = g(0) = \frac{1}{2 \pi} \int_{-\infty}^{\infty} G(j \omega) e^{j \omega (0)} d \omega = \frac{1}{2 \pi} \int_{-\infty}^{\infty} G(j \omega) d \omega\).
  3. For our \(X(j \omega)\): \(G(j \omega) = j \omega \cdot 1 = j \omega\) for \(|\omega| < W\), and \(0\) otherwise. \(D = \frac{1}{2 \pi} \int_{-W}^{W} j \omega d \omega = \frac{j}{2 \pi} \left[ \frac{\omega^2}{2} \right]_{-W}^{W} = \frac{j}{2 \pi} \left( \frac{W^2}{2} - \frac{(-W)^2}{2} \right) = \frac{j}{2 \pi} (0) = 0\).

Summary and Next Steps

We have explored several fundamental properties of the Continuous-Time Fourier Transform.

Key Properties Covered

  • Linearity: Simplifies analysis of composite signals.
  • Time Shifting: Introduces linear phase shift in frequency.
  • Conjugation & Conjugate Symmetry: Important for real-valued signals.
  • Differentiation & Integration: Converts differential/integral equations to algebraic ones.
  • Time & Frequency Scaling: Highlights the inverse relationship between time and frequency domains.
  • Duality: Allows deriving new transform pairs and properties.
  • Parseval’s Relation: Relates signal energy in time and frequency domains.

These properties are essential tools for:

  • Understanding the intricate relationships between time and frequency domains.
  • Simplifying Fourier transform calculations.
  • Analyzing Linear Time-Invariant (LTI) systems effectively.