KundurFTProperties Handouts

Properties of the Fourier Transform
Professor Deepa Kundur

University of Toronto
Professor Deepa Kundur (University of Toronto) Properties of the Fourier Transform 1 / 24
Reference:
Sections 2.2 - 2.3 of
S. Haykin and M. Moher, Introduction to Analog & Digital
Communications, 2nd ed., John Wiley & Sons, Inc., 2007. ISBN-13
978-0-471-43222-7.
The Fourier Transform (FT)
G(f ) =
_

g(t)e
j 2ft
g(t) =
_

G(f )e
+j 2ft
Notation:
g(t) G(f )
G(f ) = F[g(t)]
g(t) = F
1
[G(f )]
Importance of FT Theorems and Properties
We live in the time-domain.
However, sometimes viewing information signals or system
operation as function of time does not easily provide insight.
The Fourier transform converts a signal or system representation
to the frequency-domain, which provides another way to
visualize a signal or system convenient for analysis and design.
The properties of the Fourier transform provided valuable insight
into how signal operations in the time-domain are described in
the frequency-domain.
Importance of FT Theorems and Properties
LTI System
impulse response
LTI System
frequency response
For systems that are linear time-invariant (LTI), the Fourier
transform provides a decoupled description of the system
operation on the input signal much like when we diagonalize a
matrix.
FT Theorems and Properties
Property/Theorem Time Domain Frequency Domain
Notation: g(t) G(f )
g1(t) G1(f )
g2(t) G2(f )
Linearity: c1g1(t) + c2g2(t) c1G1(f ) + c2G2(f )
Dilation: g(at)
1
|a
G
f
a
Conjugation: g
(t) G
(f )
Duality: G(t) g(f )
Time Shifting: g(t t0) G(f )e
j 2ft0
Frequency Shifting: e
j 2fc t
g(t) G(f fc )
Area Under g(t): g(0) =
G(f )df
Area Under G(f ):
g(t)dt = G(0)
Time Dierentiation:
d
dt
g(t) j 2fG(f )
Time Integration :
g()d
1
j 2f
G(f )
Modulation Theorem: g1(t)g2(t)

G1()G2(f )d
Convolution Theorem:
g1()g2(t ) G1(f )G2(f )

Correlation Theorem:
g1(t)g
2
(t )dt G1(f )G
2
(f )
Rayleighs Energy Theorem:
|g(t)|
2
dt =
|G(f )|
2
df
Dilation Property
g(at)
1
|a|
G
_
f
a
_
Proof: Let h(t) = g(at) and H(f ) = F[h(t)].
H(f ) =
_

h(t)e
j 2ft
dt
=
_

g(at)e
j 2ft
dt
Idea: Do a change of integrating variable to make it look more like
G(f ).
Dilation Property
Let = at. Assume for now a > 0 and nite.
Three things must be changed:
1. integrand: substitute t = /a.
2. limits: for t = , = ; for t = , = .
3. dierential: d = adt or dt = d/a.
H(f ) =
_

g(at)e
j 2ft
dt =
_

g()e
j 2f /a
d
a
=
1
a
_

g(t)e
j 2(
f
a
)t
dt =
1
a
G
_
f
a
_
Dilation Property
For a < 0 and nite, all remains the same except the integration
limits:
1. integrand: substitute t = /a.
2. limits: for t = , = ; for t = , = +.
3. dierential: d = adt or dt = d/a.
Therefore,
H(f ) =
_

g(at)e
j 2ft
dt =
_

+
g()e
j 2f /a
d
a
=
1
a
_

g(t)e
j 2(
f
a
)t
dt =
1
a
G
_
f
a
_
Dilation Property
Therefore,
H(f ) =
_
_
_
+
1
a
G
_
f
a
_
a > 0
1
a
G
_
f
a
_
a < 0
=
1
|a|
G
_
f
a
_
for a = 0, and
h(t) = g(at) H(f ) =
1
|a|
G
_
f
a
_
Inverse Relationship
g(at)
1
|a|
G
_
f
a
_
A stretch in the time (or frequency) domain by a given factor a
leads to a compression in the frequency (or time) domain by
same same factor a.
There is also a corresponding amplitude change in the frequency
domain.
This is needed to keep the energies of the signals in both

domains equated (from Rayleighs Energy Theorem):
|g(t)|
2
dt =
|G(f )|
2
df
Inverse Relationship
0 1/T
2/T
3/T
4/T
AT
-1/T
-2/T
-3/T
-4/T
AT sinc(fT)
T -T
A
Arect(t/T)
0
1/T
2/T
AT
-1/T
-2/T
AT sinc(fT)
T -T
A
Arect(t/T)
t
t
f
f
T larger
T smaller
Time-Bandwidth Product
time-duration of a signal frequency bandwidth = constant
0 1/T
2/T
3/T
4/T
AT
-1/T
-2/T
-3/T
-4/T
AT sinc(fT)
T -T
A
Arect(t/T)
t f
T larger
duration
null-to-null
bandwidth
Time-Bandwidth Product
time-duration of a signal frequency bandwidth = constant
manifestation of the inverse relationship
the constant depends on the denitions of duration and
bandwidth and can change with the shape of signals being
considered
It can be shown that:
time-duration of a signal frequency bandwidth
1
4
with equality achieved for a Gaussian pulse.
Time Shifting Property
g(t t
0
) G(f )e
j 2ft0
Proof: Let h(t) = g(t t
0
) and H(f ) = F[h(t)].
H(f ) =
_

h(t)e
j 2ft
dt =
_

g(t t
0
)e
j 2ft
dt
Idea: Do a change of integrating variable to make it look more like
G(f ).
Let = t t
0
where t
0
R. Three things must be changed:
1. integrand: substitute t = + t
0
.
2. limits: for t = , = ; for t = , = .
3. dierential: d = dt.
H(f ) =
_

g(t t
0
)e
j 2ft
dt =
_

g()e
j 2f (+t0)
d
=
_

g()e
j 2f
e
j 2f t0
d
= e
j 2f t0
_

g()e
j 2f
d = e
j 2f t0
G(f )
g(t t
0
) G(f )e
j 2ft0
G(f )e
j 2ft0
results in a change of phase only of G(f ).
Magnitude:
|G(f )e
j 2ft0
| = |G(f )| |e
j 2ft0
|
. .
=1
= |G(f )|
. .
no mag change
Phase:
[G(f )e
j 2ft0
] = [|G(f )|e
j G(f )
e
j 2ft0
]
= |G(f )|
. .
=0
+G(f ) +e
j 2ft0
= G(f ) 2ft
0
. .
phase change!
Recall, that the phase of the FT determines how the complex
sinusoid e
j 2ft
lines up in the synthesis of g(t).
A delayed signal g(t t
0
), requires all the corresponding
sinusoidal components {e
j 2ft
} for < f < to be delayed
by t
0
thus changing their individual absolute phases.
Convolution Theorem
_

g
1
()g
2
(t ) G
1
(f )G
2
(f )
Proof: Let H(f ) = G
1
(f )G
2
(f ).
From the synthesis equation:
h(t) =
_

H(f )e
j 2ft
df =
_

G
1
(f )G
2
(f )e
j 2ft
df
From the analysis equation, substitute in:
G
2
(f ) =
_

g
2
(t
)e
j 2ft
dt

Convolution Theorem
h(t) =
_

G
1
(f )G
2
(f )e
j 2ft
df
=
_

G
1
(f )
__

g
2
(t
)e
j 2ft
dt
_
e
j 2ft
df
=
_

G
1
(f )g
2
(t
)e
j 2f (tt
)
dt
df
Idea: Substitute for the integrating variable t
.
Convolution Theorem
Let = t t
.
h(t) =
_

G
1
(f )g
2
(t )e
j 2f
(d)df
=
_

G
1
(f )g
2
(t )e
j 2f
ddf
=
_

g
2
(t )
__

G
1
(f )e
j 2f
df
_
d
=
_

g
2
(t )g
1
()d =
_

g
1
()g
2
(t )d
g
1
()g
2
(t ) G
1
(f )G
2
(f )
LTI Systems and Filtering
LTI System
impulse response
LTI System
frequency response
The convolution theorem provides a ltering perspective to how
a linear time-invariant system operates on an input signal.
The LTI system scales the sinusoidal component corresponding
to frequency f by H(f ) providing frequency selectivity.
Conjugation Property and Conjugate Symmetry
g
(t) G
(f )
If g(t) is real (i.e., not complex), then we can say:
g(t) = g
(t)
F[g(t)] = F[g
(t)]
G(f ) = G
(f )
That is, G(f ) obeys conjugate symmetry.
Conjugate Symmetry
G(f ) = G
(f )
|G(f )| = |G
(f )| = |G(f )|
G(f ) = G
(f ) = G(f )
Therefore,
|G(f )| = |G(f )| mag is EVEN
G(f ) = G(f ) phase is ODD
for real time-domain signals.

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Properties of the Fourier Transform

Professor Deepa Kundur

g1()g2(t ) G1(f )G2(f )

This is needed to keep the energies of the signals in both

Professor Deepa Kundur (University of Toronto) Properties of the Fourier Transform 19 / 24

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