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:
\[
X(j \omega)=\int_{-\infty}^{+\infty} x(t) e^{-j \omega t} d t
\]
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:
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.
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 \(a>0\).
We know the transform pair: \(e^{-at}u(t) \stackrel{\mathcal{F}}{\longleftrightarrow} \frac{1}{a+j \omega}\).
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, \(\mathcal{E}v\{e^{-at}u(t)\} = \frac{e^{-at}u(t) + (e^{-at}u(t))^*|_{t \to -t}}{2} = \frac{e^{-at}u(t) + e^{at}u(-t)}{2}\)).
Since \(e^{-at}u(t)\) is real-valued, the Fourier transform of its even part is the real part of its Fourier transform: \(\mathcal{E}v\{e^{-at}u(t)\} \stackrel{\mathcal{F}}{\longleftrightarrow} \operatorname{Re}\left\{\frac{1}{a+j \omega}\right\}\).
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:
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:
\[
X(j \omega)=\int_{-\infty}^{+\infty} x(t) e^{-j \omega t} d t
\]
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 \(g(t) = \frac{2}{1+t^2}\).
Recall a known transform pair from Example 4.2: \(e^{-|t|} \stackrel{\mathcal{F}}{\longleftrightarrow} \frac{2}{1+\omega^2}\).
Let \(x(t) = e^{-|t|}\) and \(X(j \omega) = \frac{2}{1+\omega^2}\).
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 \(g(t) = X(t)\).
Applying the duality property: if \(X(t) \stackrel{\mathcal{F}}{\longleftrightarrow} 2 \pi x(-\omega)\).
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:
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
We know \(\frac{d}{d t} x(t) \stackrel{\mathcal{F}}{\longleftrightarrow} j \omega X(j \omega)\). Let \(G(j \omega) = j \omega X(j \omega)\).
To find \(g(0)\) (which is \(D\)), we use the inverse Fourier transform at \(t=0\): \(D = g(0) = \frac{1}{2 \pi} \int_{-\infty}^{\infty} G(j \omega) e^{j \omega (0)} d \omega = \frac{1}{2 \pi} \int_{-\infty}^{\infty} G(j \omega) d \omega\).