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Next: Fourier transform of typical Up: handout3 Previous: Continuous Time Fourier Transform
Linearity
Time shift
Frequency shift
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Time reversal
Proof:
Replacing by , we get
If the signal is an even (or odd) function of time, its spectrum is an even (or odd) function of
frequency:
and
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12/10/2010 Properties of Fourier Transform
Time and frequency scaling
compressing one of the and will stretch the other and vice versa. In particular, when
approach an impulse; on the other hand, when , is compressed with its value increased to
Complex Conjugation
Proof: Taking the complex conjugate of the inverse Fourier transform, we get
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12/10/2010 Properties of Fourier Transform
i.e., the real part of the spectrum is even (with respect to frequency ), and the imaginary part is odd:
If is imaginary, then
i.e., the real part of the spectrum is odd, and the imaginary part is even:
If the time signal is one of the four combinations shown in the table (real even, real odd, imaginary even,
and imaginary odd), then its spectrum is given in the corresponding table entry:
if is real if is imaginary
if is Even
if is Odd
Note that if a real or imaginary part in the table is required to be both even and odd at the same time, it has to
be zero.
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12/10/2010 Properties of Fourier Transform
These properties are summarized below:
As any signal can be expressed as the sum of its even and odd components, the first three items above
indicate that the spectrum of the even part of a real signal is real and even, and the spectrum of the odd part of
the signal is imaginary and odd.
Proof: As , we have
Letting , we get
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12/10/2010 Properties of Fourier Transform
Interchanging and we get:
or
then we have
For example, the spectrum of an even square wave is a sinc function, and the spectrum of a sinc function is an
even square wave.
Multiplication theorem
Proof:
Parseval's equation
In the special case when , the above becomes the Parseval's equation (Antoine Parseval
1799):
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12/10/2010 Properties of Fourier Transform
where
is the energy density function representing how the signal's energy is distributed along the frequency axes. The
total energy contained in the signal is obtained by integrating over the entire frequency axes.
The Parseval's equation indicates that the energy or information contained in the signal is reserved, i.e., the
signal is represented equivalently in either the time or frequency domain with no energy gained or lost.
Correlation
i.e.,
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12/10/2010 Properties of Fourier Transform
that is, the auto-correlation and the energy density function of a signal are a Fourier transform pair.
Convolution Theorems
The convolution theorem states that convolution in time domain corresponds to multiplication in frequency
domain and vice versa:
Proof of (a):
Proof of (b):
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12/10/2010 Properties of Fourier Transform
Time Derivative
Time Integration
we get
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12/10/2010 Properties of Fourier Transform
and
In general, any two function and with a constant difference have the same
derivative , and therefore they have the same transform according the above method. This
problem is obviously caused by the fact that the constant difference is lost in the derivative operation. To
recover this constant difference in time domain, a delta function needs to be added in frequency domain.
Specifically, as function does not have DC component, its transform does not contain a delta:
and
The added impulse term directly reflects the constant in time domain.
Proof:
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Frequency Derivative
i.e.,
next up previous
Next: Fourier transform of typical Up: handout3 Previous: Continuous Time Fourier Transform
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12/10/2010 Properties of Fourier Transform
Ruye Wang 2009-07-05
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