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6.003: Signal Processing Fourier Transform Adam Hartz [email protected] 24 September 2019

Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

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Page 1: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

6.003: Signal Processing

Fourier Transform

Adam Hartz

[email protected]

24 September 2019

Page 2: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Quiz 1

Thursday, 3 October, 7:30-9:30pm, room TBD

No recitation next week, no lecture on Thursday 3 Oct.

The quiz is closed book.

No electronic devices (including calculators).

You may use on 8.5x11” sheet of notes (handwritten or printed,

front and back).

Coverage: lectures, recitations, homeworks, and labs up to and in-

cluding 1 Oct.

Practice materials (old exams) are available from the web site.

Page 3: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Last 2 Weeks: Fourier Series

CTFS:

x(t) = x(t+ T ) =∞∑

k=−∞X[k]ej

2πktT

X[k] = 1T

∫ t0+T

t0x(t)e−j

2πktT dt

Page 4: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Last 2 Weeks: Fourier Series

DTFS:

x[n] = x[n+N ] =k+N−1∑k=k0

X[k]ej2πknN

X[k] = X[k +N ] = 1N

n0+N−1∑n=n0

x[n]e−j2πknN

Page 5: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Today: Fourier Transform

Last two weeks: representing periodic signals as sums of sinusoids.

This representation provides insights that are not obvious from other

representations.

However:

• only works for periodic signals

• must know signal’s period before doing the analysis

This is impractical (or impossible) for a large category of signals,

which we still want to be able to analyze using these methods.

Today

Fourier analysis of aperiodic signals: the Fourier transform

Page 6: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Fourier Transform

Consider the following (aperiodic) function of time:

t

x(t)

−S 0 S

1

Can we represent it as a sum of sinusoids?

Page 7: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Toward the Fourier Transform

Let’s start by considering a related signal xp(·), which we create by

summing shifted copies of x(·):

xp(t) =∞∑

m=−∞x(t−mT )

t

xp(t)

−S 0 S−T T

1

Now we can directly find the Fourier Series coefficients of this new

signal (for arbitrarily-chosen T).

However, maybe that’s not really that helpful, since this signal

doesn’t look much like our original signal x(·). How can we fix that?

Page 8: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Toward the Fourier Transform

t

xp(t)

−S 0 S−T T

1

This signal doesn’t really look much like our original. How can we

fix that?

Page 9: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Toward the Fourier Transform

Consequences of T →∞:

The frequency ω0 associated with k = 1 is defined to be 2πT . As we

increase T , ω0 gets smaller, and the spacing between the coefficients

in terms of rad/sec gets smaller and smaller.

For S = 0.5 and for different values of T :

10 5 0 5 10

0.0

0.2

0.4

0.6

0.8

1.0

X p[k

]

T=1

10 5 0 5 10

0.1

0.0

0.1

0.2

0.3

0.4

0.5

X p[k

]

T=2

10 5 0 5 100.05

0.00

0.05

0.10

0.15

0.20

X p[k

]

T=5

10 5 0 5 10

0.02

0.00

0.02

0.04

0.06

0.08

0.10

X p[k

]

T=10

10 5 0 5 10

0.01

0.00

0.01

0.02

0.03

0.04

0.05

X p[k

]

T=20

10 5 0 5 100.005

0.000

0.005

0.010

0.015

0.020

X p[k

]

T=50

Page 10: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Fourier Series to Fourier Transform

Once we have a periodic signal, we can find the FSC:

Xp[k] = 1T

∫Txp(t)e−jkω0tdt

where ω0 = 2πT .

Now we want to think about T → ∞ Let’s replace 1T with ω0

2π , and

explicitly pick a period to integrate over:

Xp[k] = ω02π

∫ T/2

−T/2xp(t)e−jkω0tdt

Page 11: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Fourier Series to Fourier Transform

Now, substitute into the synthesis equation:

xp(t) =∞∑

k=−∞Xp[k]ejkω0t

=∞∑

k=−∞

ω02π

∫ T/2

−T/2xp(t)e−jkω0tdt

ejkω0t

As we take T →∞, a few things happen:

• xp(t)→ x(t)• w0 becomes an infinitesimally small value, ω0 → dω• kω0 becomes a continuum, kω0 → ω (continuous)

• The bounds of integration approach ∞ and ∞ (respectively)

• The outer sum becomes an integral.

x(t) = 12π

∫ ∞−∞

∫ ∞−∞

x(t)e−jωtdtejωtdω

Page 12: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Fourier Series to Fourier Transform

x(t) = 12π

∫ ∞−∞

∫ ∞−∞

x(t)e−jωtdtejωtdω

From here, we’ll define X(ω) such that:

X(ω) =∫ ∞−∞

x(t)e−jωtdt

x(t) = 12π

∫ ∞−∞

X(ω)ejωtdω

X(·) is the Fourier Transform of x(·).

Very similar to the Fourier series, except:

• x(·) need not be periodic

• x(·) can contain all possible frequencies

Page 13: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Example: FT of a Square Pulse

Find the Fourier Transform of a rectangular pulse:

t

x(t)

−1 0 1

1

Page 14: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Check Yourself!

The FT of a rectangular pulse contains almost all frequencies ω.

t

x(t)

−1 0 1

1

−4π −2π 0 2π 4π

2X(ω)

ω

• Why is X(mπ) = 0?

• What is special about those frequencies?

• Why isn’t it zero at ω = 0?

Page 15: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Check Yourself!

A signal and its Fourier transform are shown below:

−2 2

x2(t)

1

t

b

ω1

X2(ω)

ω

Which of the following is true?

1. b = 2 and ω1 = π/22. b = 2 and ω1 = π

3. b = 4 and ω1 = π/24. b = 4 and ω0 = π

5. none of the above

Page 16: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Recap: CT Fourier Relations

Fourier series/transforms express signals by frequency content.

CTFS

x(t) = x(t+ T ) =∞∑

k=−∞X[k]ej

2πktT

X[k] = 1T

∫ t0+T

t0x(t)e−j

2πktT dt

CTFT

x(t) = 12π

∫ ∞−∞

X(ω)ejωtdω

X(ω) =∫ ∞−∞

x(t)e−jωtdt

Page 17: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Recap: CT Fourier Relations

All information in a periodic signal is contained in one period. Infor-

mation in an aperiodic signal is spread across all time.

CTFS

x(t) = x(t+ T ) =∞∑

k=−∞X[k]ej

2πktT

X[k] = 1T

∫ t0+T

t0x(t)e−j

2πktT dt

CTFT

x(t) = 12π

∫ ∞−∞

X(ω)ejωtdω

X(ω) =∫ ∞−∞

x(t)e−jωtdt

Page 18: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Recap: CT Fourier Relations

Harmonic frequencies kω0 are samples of a continuous frequency ω.

CTFS

x(t) = x(t+ T ) =∞∑

k=−∞X[k]ej

2πktT

X[k] = 1T

∫ t0+T

t0x(t)e−j

2πktT dt

CTFT

x(t) = 12π

∫ ∞−∞

X(ω)ejωtdω

X(ω) =∫ ∞−∞

x(t)e−jωtdt

Page 19: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Recap: CT Fourier Relations

Periodic signals can be synthesized from a discrete set of harmonics.

Aperiodic signals generally require all frequencies.

CTFS

x(t) = x(t+ T ) =∞∑

k=−∞X[k]ej

2πktT

X[k] = 1T

∫ t0+T

t0x(t)e−j

2πktT dt

CTFT

x(t) = 12π

∫ ∞−∞

X(ω)ejωtdω

X(ω) =∫ ∞−∞

x(t)e−jωtdt

Page 20: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

DT Fourier Transform

We can apply this same idea to DT signals. If x[·] is an arbitrary DT

signal:

X(Ω) =∞∑

n=−∞x[n]e−jΩn

x[n] = 12π

∫2πX(Ω)ejΩndΩ

Page 21: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

DT Sinusoids: Aliasing

Because n is an integer, we can only faithfully represent frequencies

in the base band: 0 ≤ Ω ≤ π.

Frequencies outside that range alias to frequencies in that range.

For example, the following graphs are of cosines with Ω = 0.2π, 2.2π,

and 4.2π, respectively:

0 2 4 6 8 10 12 14

1.00

0.75

0.50

0.25

0.00

0.25

0.50

0.75

1.00

0 2 4 6 8 10 12 14

1.00

0.75

0.50

0.25

0.00

0.25

0.50

0.75

1.00

0 2 4 6 8 10 12 14

1.00

0.75

0.50

0.25

0.00

0.25

0.50

0.75

1.00

They all produce exactly the same samples!

Page 22: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Aliasing and DTFT

DT frequencies alias, which has consequences for DTFT analysis.

In particular, where m is an integer:

X(Ω + 2mπ) =∞∑

n=−∞x[n]ej(Ω+2πm)n

=∞∑

n=−∞x[n]ejΩn ej2πmn︸ ︷︷ ︸

=1

=∞∑

n=−∞x[n]ejΩn

= X(Ω)

X(Ω) is periodic in 2π, so all information is contained one period.

Only need to integrate over 2π.

Page 23: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Example: DTFT of Square Pulse

Find the DTFT of a DT rectangular pulse, which is zero outside

the range shown:

0 2-2

Page 24: Fourier Transform · Today: Fourier Transform Last two weeks: representing periodic signals as sums of sinusoids. This representation provides insights that are not obvious from other

Summary

Today, extended Fourier analysis to aperiodic signals by introducing

CTFT and DTFT:

CTFT

x(t) = 12π

∫ ∞−∞

X(ω)ejωtdω X(ω) =∫ ∞−∞

x(t)e−jωtdt

DTFT

x[n] = 12π

∫2πX(Ω)ejΩndΩ X(Ω) =

∞∑n=−∞

x[n]e−jΩn

Next time, properties of Fourier transforms.