Chapter 6

ContinuousTimeFourier
Methods
M.J.RobertsAllRightsReserved. 1
EditedbyDr.RobertAkl
RepresentingaSignal
Theconvolutionmethodforfindingthe
responseofasystemtoanexcitationtakes
advantageofthelinearityandtime
invarianceofthesystemandrepresentsthe
excitationasalinearcombinationof
impulsesandtheresponseasalinear
combinationofimpulseresponses
TheFourierseriesrepresentsasignalasa
linearcombinationofcomplexsinusoids
M.J.RobertsAllRightsReserved.EditedbyDr.RobertAkl 2
LinearityandSuperposition
Ifanexcitationcanbeexpressedasasumofcomplexsinusoids
theresponseofanLTIsystemcanbeexpressedasthesumof
responsestocomplexsinusoids.
RealandComplexSinusoids
ejx e jx
cos x
2
ejx e jx
sin x
j2
JeanBaptisteJosephFourier
3/21/17685/16/1830
ConceptualOverview
TheFourierseriesrepresentsasignalasasumofsinusoids.
Thebestapproximationtothedashedlinesignalbelowusing
onlyaconstantisthesolid
Constant
line.(Aconstantisa 0.6
cosineofzerofrequency.)
t
-4 10
-0.6
x(t)
1.6 Exact x(t)
Approximation of x(t) by a constant
1
t
-4
t0 t0 T 10
ConceptualOverview
Thebestapproximationtothedashedlinesignalusingaconstant
plusonerealsinusoidofthesamefundamentalfrequencyasthe
dashedlinesignalisthesolidline.
Sinusoid 1
0.6
t
-4 10
-0.6
x(t)
1.6 Exact x(t)
Approximation of x(t) through 1 sinusoid
1
t
-4 10
t0 t0 T
ConceptualOverview
plusonesinusoidofthesamefundamentalfrequencyasthe
dashedlinesignalplusanothersinusoidoftwicethefundamental
frequencyofthedashedlinesignalisthesolidline.
ConceptualOverview
plusthreesinusoidsisthesolidline.Inthiscase(butnotingeneral),
thethirdsinusoidhaszeroamplitude.Thismeansthatnosinusoidof
threetimesthefundamentalfrequencyimprovestheapproximation.
Sinusoid 3
0.6
t
-4 10
-0.6
x(t) Exact x(t)

Approximation of x(t) through 3 sinusoids
1
t
-4 t0 t0 T 10
ConceptualOverview
plusfoursinusoidsisthesolidline.Thisisagoodapproximation
whichgetsbetterwiththeadditionofmoresinusoidsathigher
integermultiplesofthefundamentalfrequency.
ContinuousTimeFourierSeries
Definition
The Fourier series representation of a signal x(t)
over a time t0 t t0 T is

x t c x k ej 2 kt/T
k
where c x [k] is the harmonic function and k is the harmonic

number. The harmonic function can be found from the signal
using the princple of orthogonality.
Orthogonality
Orthogonality
Using Euler's identity
t0 T
k q
k q
e j 2 kt/T j 2 qt/T
,e cos 2 T t
j sin 2

t dt
T
t0
If k q,
t0 T t0 T
ej 2 kt/T , ej 2 qt/T cos 0 j sin 0 dt dt T.

t0 t0
If k q, the integral
t0 T
k q k q
ej 2 kt/T , ej 2 qt/T cos 2
T
t j sin
2 t dt
T
t0
is over a non-zero integer number of cycles of a cosine and a sine
and is therefore zero.
Orthogonality
Therefore ej 2 kt/T and ej 2 qt/T are orthogonal if k and q are not equal.

Now multiply the Fourier series expression x t c x k ej 2 kt/T
k
by e j 2 qt/T (q an integer)

x t e j 2 qt/T
c x k ej 2 kq t/T
k
and integrate both sides over the interval t0 t t0 T

t0 T t0 T

x t e c k e
j 2 qt/T j 2 kq t/T
dt x dt.
t0 t0 k
Orthogonality
ContinuousTimeFourierSeries
Definition
CTFSofaRealFunction
It can be shown that the continuous-time Fourier series (CTFS)
harmonic function of any real-valued function x t has the property
that c x k c*x k .
One implication of this fact is that, for real-valued functions,

the magnitude of the harmonic function is an even function
and the phase is an odd function.
TheTrigonometricCTFS
The fact that, for a real-valued function x t
c x k c*x k
also leads to the definition of an alternate form of the CTFS,
the so-called trigonometric form.

x t a x 0 a x k cos 2 kt / T b x k sin 2 kt / T
k1
where
t0 T
2
a x k x t cos 2 kt / T dt
T t0
t0 T
2
b x k x t sin 2 kt / T dt
T t0
TheTrigonometricCTFS
Since both the complex and trigonometric forms of the CTFS represent a signal, there
must be relationships between the harmonic functions. Those relationships are
a x 0 cx 0

bx 0 0
, k 1, 2, 3,
a x k c x k c x k
*

x
b k j c k c* k
x x

cx 0 a x 0

a k j b x k
c x k x , k 1, 2, 3,
2
a x k j b x k
c x k c x k
*

2
CTFSExample#1
CTFSExample#1
CTFSExample#2
Let a signal be defined by x t 2 cos 400 t and let
T 10 ms which is 2T0 .
CTFSExample#2
CTFSExample#3
Let x t 1 / 2 3 / 4 cos 20 t 1 / 2 sin 30 t and let T 200 ms.
CTFSExample#3
CTFSExample#3
CTFSExample#3
LinearityoftheCTFS
Theserelationsholdonlyiftheharmonicfunctionsofall
thecomponentfunctionsarebasedonthesame
representationtimeT.
CTFSExample#4
Let the signal be a 50% duty-cycle square wave with an
amplitude of one and a fundamental period T0 1.
x t rect 2t 1 t
CTFSExample#4
CTFSExample#4
CTFSExample#4
CTFSExample#4
Agraphofthemagnitudeandphaseoftheharmonicfunction
asafunctionofharmonicnumberisagoodwayofillustratingit.
TheSincFunction
CTFSExample#5
Let x t 2 cos 400 t and let T 7.5 ms which is
1.5 fundamental periods of this signal.
CTFSExample#5
CTFSExample#5
CTFSExample#5
TheCTFSrepresentationofthiscosineisthesignal
below,whichisanoddfunction,andthediscontinuities
maketherepresentationhavesignificanthigherharmonic
content.Thisisaveryinelegantrepresentation.
CTFSofEvenandOddFunctions
For an even function, the complex CTFS harmonic function
c x k is purely real and the sine harmonic function a x k is
zero.
For an odd function, the complex CTFS harmonic function

c x k is purely imaginary and the cosine harmonic function
b x k is zero.
ConvergenceoftheCTFS
PartialCTFSSums
N
x N t c k e
x
j 2 kt/T0
k N
Forcontinuoussignals,
convergenceisexactat
everypoint.
AContinuousSignal
PartialCTFSSums
Fordiscontinuoussignals,
convergenceisexactat
everypointofcontinuity.
DiscontinuousSignal
Atpointsofdiscontinuity
theFourierseries
representationconverges
tothemidpointofthe
discontinuity.
NumericalComputationoftheCTFS
HowcouldwefindtheCTFSofasignalwhichhasno
knownfunctionaldescription?
Numerically.
1
c x k T
x t e j 2 kt/T
dt
T
Unknown
N1 n1 Ts
1
c x k x nT e
j 2 knTs /T
s dt
T n0 nTs
Samplesfromx(t)
CTFSProperties
Let a signal x(t) have a fundamental period T0 x and let a
signal y(t) have a fundamental period T0 y. Let the CTFS
harmonic functions, each using a common period T as the
representation time, be c x [k] and c y [k]. Then the following
properties apply.
Linearity
CTFSProperties
TimeShifting
CTFSProperties
FrequencyShifting
(HarmonicNumber
Shifting)
Ashiftinfrequency(harmonicnumber)correspondsto
multiplicationofthetimefunctionbyacomplexexponential.
TimeReversal
CTFSProperties
TimeScaling
Let z t x at , a 0
Case 1. T T0 x / a T0 z for z t
c z k c x k
Case 2. T T0 x for z t
If a is an integer,
c x k / a , k / a an integer
c z k
0 , otherwise
CTFSProperties
TimeScaling(continued)
CTFSProperties
CTFSProperties
ChangeofRepresentationTime
CTFSProperties
TimeDifferentiation
CTFSProperties
TimeIntegration
Case1 Case2
Case 1. c x 0 0
Case 2. c x 0 0
x d isnotperiodic
CTFSProperties
CTFSProperties
CTFSProperties
SomeCommonCTFSPairs
CTFSExamples
CTFSExamples
CTFSExamples
Find the CTFS harmonic function of x t with T 10 8.
10 8
c x k 1 / T x t e j 2 kt/T dt c x 0 10 8 35 10 t dt 35 / 2
8
T
0
8
10 10 8
c x k 10 8 35 10 t e
8 8
j 2 10 kt
8
dt 35 1016 te j 2 10 kt
dt
0 0

8
10
10 8
e j 2 10 8 kt e j 2 10 8 kt

c x k 35 10 t16
0 j2 10 8 k dt
j2 10 8
k 0
10 8
e j 2 k 10 8 e j 2 10 kt
8
16
c x k 35 10

j2 10 8
k
j2 10 k 0
8 2

10 16 e j 2 k 1 e j 2 k 1 e j 2 k j2 ke j 2 k
c x k 35 10 16
16
35
j2 k j2 k 2
10 j2 k 2
1/ 2 , k 0

c x k 35 j
2 k , k 0
LTISystemswithPeriodicExcitation
The differential equation describing an RC lowpass filter is
RC vout t vout t vin t
If the excitation vin t is periodic it can be expressed as a
CTFS,

vin t c in k ej 2 kt/T
k
The equation for the kth harmonic alone is

RC vout,k t vout,k t vin,k t c in k ej 2 kt/T
If the excitation is periodic, the response is also, with the

same fundamental period. Therefore the response can be
expressed as a CTFS also.
vout,k t c out ej 2 kt/T
Then the equation for the kth harmonic becomes
j2k RC / T cout k ej 2 kt/T c out k ej 2 kt/T cin k ej 2 kt/T
Notice that what was once a differential equation is now
an algebraic equation.
Solving the kth-harmonic equation,

cin k
c out k
j2k RC / T 1
Then the response can be written as

cin k
vout t c k e
out
j 2 kt/T
j2k RC / T 1
ej 2 kt/T
k k
c out k
The ratio is the
c in k
harmonic response of the system.
ContinuousTimeFourier
Methods
M.J.RobertsAllRightsReserved. 67
EditedbyDr.RobertAkl
ExtendingtheCTFS
TheCTFSisagoodanalysistoolforsystemswith
periodicexcitationbuttheCTFScannotrepresent
anaperiodicsignalforalltime
ThecontinuoustimeFouriertransform(CTFT)
canrepresentanaperiodicsignalforalltime
CTFStoCTFTTransition
Consider a periodic pulse-train signal x t with duty cycle w/ T0
Aw kw
Its CTFS harmonic function is c x k sinc
T0 T0

As the period T0 is increased, holding w constant, the duty
cycle is decreased. When the period becomes infinite (and
the duty cycle becomes zero) x t is no longer periodic.
Below are graphs of the magnitude of c x k for 50% and 10% duty
cycles. As the period increases the sinc function widens and its
magnitude falls. As the period approaches infinity, the CTFS
harmonic function becomes an infinitely-wide sinc function with zero
amplitude.
T0 T0
w w
2 10
This infinity-and-zero problem can be solved by normalizing
the CTFS harmonic function. Define a new modified CTFS
harmonic function T0 c x k Awsinc wkf0 and graph it
versus kf0 instead of versus k. f0 1 / T0
In the limit as the period approaches infinity, the modified
CTFS harmonic function approaches a function of continuous
frequency f (kf0 ).
DefinitionoftheCTFT
SomeRemarkableImplications
oftheFourierTransform
TheCTFTexpressesafiniteamplitude,realvalued,aperiodic
signalwhichcanalso,ingeneral,betimelimited,asasummation
(anintegral)ofaninfinitecontinuumofweighted,infinitesimal
amplitude,complexsinusoids,eachofwhichisunlimitedin
time.
(Timelimitedmeanshavingnonzerovaluesonlyforafinitetime.)
FrequencyContent
Lowpass Highpass
Bandpass
SomeCTFTPairs
Convergenceandthe
GeneralizedFourierTransform
Let x t A. Then from the
definition of the CTFT,

X f Ae j 2 ft dt A e j 2 ft dt

This integral does not converge so,

strictly speaking, the CTFT does not
exist.
ConvergenceandtheGeneralized
FourierTransform
But consider a similar function,

x t Ae t , 0
Its CTFT integral

X f Ae t e j 2 ft dt

does converge.
Convergenceandthe
Convergenceandthe
ConvergenceandtheGeneralized
FourierTransform
NegativeFrequency
Thissignalisobviouslyasinusoid.Howisitdescribed
mathematically?
It could be described by x t Acos 2 t / T0 Acos 2 f0 t

But it could also be described by x t Acos 2 f0 t
NegativeFrequency
x(t) could also be described by

ej 2 f0 t e j 2 f0 t
x t A
2
or

x t A1 cos 2 f0 t A2 cos 2 f0 t , A1 A2 A
and probably in a few other different-looking ways. So who is
to say whether the frequency is positive or negative? For the
purposes of signal analysis, it does not matter.
NegativeFrequency
Consider an experiment in which we multiply two sinusoidal
signals x1 t cos 2 f1t and x 2 t cos 200 t to form
x t x1 t x 2 t . x t can be expressed using a trigonometric
identity as
x t 1 / 2 cos 2 f1 100 t cos 2 f1 100 t
Now imagine that we continuously change
f1 from a frequency above100 to a
frequency below 100. f1 100 becomes
negative.
More CTFT Pairs
The generalization of the CTFT allows us to extend the table

of CTFT pairs to some very useful functions.
CTFTProperties
Linearity
CTFTProperties
CTFTProperties
CTFTProperties
TheUncertaintyPrinciple
Thetimeandfrequencyscalingpropertiesindicatethatifasignal
isexpandedinonedomainitiscompressedintheotherdomain.
ThisiscalledtheuncertaintyprincipleofFourieranalysis.
CTFTProperties
CTFTProperties
CTFTProperties
Inthefrequencydomain,thecascadeconnectionmultiplies
thefrequencyresponsesinsteadofconvolvingtheimpulse
responses.
CTFTProperties
CTFTProperties
CTFTProperties
CTFTProperties
CTFTProperties
X 0 x t dt

x 0 X f df

CTFTProperties
NumericalComputationoftheCTFT
It can be shown (Web Appendix G) that the DFT can be
used to approximate samples from the CTFT. If the signal
x t is a causal energy signal and N samples are taken
from it over a finite time beginning at t 0, at a rate fs then
the relationship between the CTFT of x t and the DFT of
the samples taken from it is
X kfs / N Tse j k/ N sinc k / N X DFT k
For those harmonic numbers k for which k N
X kfs / N Ts X DFT k
As the sampling rate and number of samples are increased,
this approximation is improved.

Chapter 6

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ContinuousTimeFourier

x(t) Exact x(t)

where c x [k] is the harmonic function and k is the harmonic

ej 2 kt/T , ej 2 qt/T cos 0 j sin 0 dt dt T.

and integrate both sides over the interval t0 t t0 T

One implication of this fact is that, for real-valued functions,

For an odd function, the complex CTFS harmonic function

The equation for the kth harmonic alone is

If the excitation is periodic, the response is also, with the

Solving the kth-harmonic equation,

This integral does not converge so,

But consider a similar function,

It could be described by x t Acos 2 t / T0 Acos 2 f0 t

x(t) could also be described by

The generalization of the CTFT allows us to extend the table

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