Fourier Analysis
Fourier Analysis
Fourier Analysis
Chapter 4:
Fourier Analysis for CT and DT Signals
Dr A. I. Sulyman
Assistant Professor
EE Department
King Saud University
Office: College of Eng. 2C 12/1 (Tel: x70586)
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Course Instructor: Dr A. I. Sulyman
Outline
3. DT FS
4. CT FT
5. DT FT
7. Sampling Theorem
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Course Instructor: Dr A. I. Sulyman
y (t ) h(t ) * x(t )
h( ) x(t ) d
h( )e
s ( t )
d
e st h( )e s d
h( )e
s
y (t ) H ( s )e st , where H ( s ) d is the Laplace transform of h(t ) .
LTI system
y ( n) h( n) * x ( n)
h( k ) x ( n k )
k
h( k ) z
k
nk
zn h( k ) z
k
k
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Course Instructor: Dr A. I. Sulyman
y (n) H ( z ) z n , where H ( z ) h(k ) z
k
k
is the Z-transform of h(n) .
Summary:
LTI
CT: x(t ) e st y (t ) H ( s )e st
LTI
DT: x ( n ) z n e j n y ( n) H ( z ) z n
Thus for both DT and CT cases, the response of an LTI system to a complex
exponential input is the same complex exponential with a scaling of its amplitude by a
constant factor { H (s ) , H (z ) }.
Using the additivity and homogeneity properties of LTI systems the following follows
up from the basic results above:
LTI
CT: x(t ) a k e sk t y (t ) a k H ( s k )e sk t
k k
LTI
DT: x(n) a k z kn y (n) a k H ( z k ) z kn
k k
The representation for x(t) and x(n) as sum of complex exponentials above are called
Fourier Series representations.
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Course Instructor: Dr A. I. Sulyman
x(t ) a e
k
k
jk0 t
(Synthesis) ---- (I)
where the coefficients a k are called the Fourier coefficients, and defined as:
T0 T0 / 2
1 1
x(t )e 0 dt x(t )e
jk t jk0 t
ak dt (Analysis) ---- (II)
T0 0
T0 T0 / 2
Proof:
Multiply both sides of (I) by n (t ) * and integrate over one period, we have
T0 0T
0 0 k
jn0 t
x (t ) e dt a k e jk0t e jn0t dt
T0
a e
k
k
j ( k n ) 0t
dt = RHS
0
T0 T0
T0
1. dt T0 , if k n
0
T0
cos[(k n) 0 t ] j sin[(k n) 0 t ] dt 0, if k n
0
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Course Instructor: Dr A. I. Sulyman
T0
T0
x(t )e
jn0 t
Hence dt =RHS= a n T0 , (k = n)
0
T0
1
x(t )e
jk0 t
i.e. a k dt
T0 0
Remarks:
T0 T0
1 1
x(t )e x(t ) dt
j 0
For k 0 , a 0 dt is referred to as the average or (DC)
T0 0
T0 0
value of x(t ) .
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Course Instructor: Dr A. I. Sulyman
Example1:
Compute the Fourier Series of a train of periodic rectangular pulses x (t ) , with amplitude
duration 2T and period T0 as shown below.
x (t )
1
t
T0 T 0 T T0
Solution:
x (t ) a e
k
k
jk0t
, where
T0 T0 / 2 T
1 1 1 2T
a0
T0 x(t ) dt
0
T0 x(t ) dt
T0 / 2
T0 1 dt T
T 0
T0 T0 / 2 T
1 1 1
x(t ) e 0 dt x(t ) e 0 dt e
jk t jk t jk0t
ak dt
T0 0
T0 T0 / 2
T0 T
1
jk0T0
e jk0T e jk0T
1
cos(k0T ) j sin(k0T ) cos(k0T ) j sin(k0T )
jk0T0
1
2
2 j sin(k0T )
jk0 ( )
0
sin(k0T )
, k 0.
k
2T
sin k0T jk0t
Thus the FS expansion of x (t ) is given by: x (t ) e
T0 k k
k 0
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Course Instructor: Dr A. I. Sulyman
Then x * (t ) a e
k
* jk0t
k . Replacing k by –k in the sum doesn’t change the result.
Therefore, x * (t ) a
k
*
k e jk0t ----- (IV)
a k a * k or a k* a k
a0 [a k e jk0t a * e jk0t ]
k 1
Therefore x (t ) a0 2 Re{a k e jk0t } ----- (V)
k 1
If a k is expressed in polar form: a k | a k | e jk , then Eq (V) gives one form of FS for
real, periodic signals as
x (t ) a0 2 Re{| a k | e jk0t e jk }
k 1
i.e., x (t ) a0 2 | a k | cos(k0 t k )
k 1
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Course Instructor: Dr A. I. Sulyman
x (t ) a0 2 Re[bk jck ][cos(k0 t ) j sin(k0 t )]
k 1
i.e., x (t ) a0 2 [bk cos(k0 t ) ck sin(k0 t )]
k 1
T0 T0
1 1
x (t )e x(t )[cos(k t ) j sin(k t )] dt b
jk0t
Since a k dt 0 0 k jck
T0 0
T0 0
It follows that
T0
1
bk
T0 x(t ) cos k t
0
0 dt
1 0
T
T0 0
ck x (t ) sin k0 t dt
T0
1
a0
T0 x(t ) dt
0
Applications: allows Fourier analysis of real signals, e.g. voice signals, interms of real
coefficients.
Dirichlet conditions: The following are sufficient conditions for Fourier series to
converge:
(i) x (t ) must have at most a finite number of maxima & minima in one period.
Remarks:
For a periodic signal that varies continuously, the Fourier series converges and equals
the original signal at every value of t.
For a periodic signal with finite number of discontinuities, the Fourier series equals
the original signal everywhere except at the isolated points of discontinuity, at which
the series converges to the average value of the signal on either side of the
discontinuity.
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Course Instructor: Dr A. I. Sulyman
Example 2:
x (t )
1
… …
t
0
2 2
Solution:
1 2
a0
T0 T0
x (t ) dt ; T0 , 0
T0
2
1 1 2 2
2 cos(t ) dt sin t
2
2
1
ak
T0 T0
x (t ) e jk0t dt ; 0 2
1
j 2 kt
cos(t ) e
2
dt
2
1 ( e jt e jt ) j 2 kt
2
2
2
e dt ,
Evaluating the integrals using e j cos j sin , cos( / 2 ) 0 , sin( / 2 ) 1 , and cos(k ) ( 1) k ,
we obtain
1 2 cos(k ) 2 cos(k )
ak
2 (1 2k ) (1 2k )
2( 1) k
(1 4k 2 )
2
2( 1) k
Thus the FS expansion of x (t ) is: x (t )
k (1 4 k 2
)
e j 2 kt
k 0
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Course Instructor: Dr A. I. Sulyman
Example 3:
x (t )
1
t
2 1 0 1 2
Solution:
2
T0 2 , 0
2
1
a0
T0
T0
x (t ) dt
1 1 t2 1 t 2 2 1
1 2
2 0 1
t dt ( 2 t ) dt ( ) ( 2 t )
2 2 0 2 1 2
1
ak
T0
T0
x (t ) e jk0t dt
1
1 2
jk0t
t e dt (2 t ) e jk0t dt
2 0 1
1 2
2 ( k )
( 1) k 1 2 2 ( 1) k 1
1
k
2
Example 4:
Solution:
0 gcd(4,6) 2 , T0
Another method for sinusoids: express sin t , cos t interm of complex exponentials.
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Course Instructor: Dr A. I. Sulyman
Thus x (t ) e e j 4 t
1 j 4t
2
1
2j
e j 6t e j 6t
2
1 j 2 0 t
e e j 2 0 t
1
2j
e j 30t e j 30t
1
2 j , k 3
1
Therefore a k , k 2
2
0 , otherwise
Then the set k (n ) e jk0n have frequencies that are multiples of 0 and are therefore
harmonically related.
The signals in the set { k (n ) } are all periodic with period N, since
2 2 2 2
jk ( )( n N ) jk ( )n jN ( )n jk n
{ x ( N n ) x (n ) }. i.e. k ( n N ) e N
e N
e N
e N
k (n )
Also, there are only N distinct periodic exponentials in the set { 0 ( n ) , 1 ( n ) , 2 ( n ) ,
2 2 2 2
j ( k N )( )n jk ( )n jN ( )n jk n
…}, because k N (n ) e N
e N
e N
e N
k (n )
This implies that after generating the set { 0 ( n ) , 1 ( n ) ,…, N 1 ( n ) }, the next set
{ N ( n ) , N 1 ( n ) ,…, 2 N 1 ( n ) } is the same as first one.
Applications: e.g. 128-DSL, 256-DSL are designed for fixed speed depending on the #
of distinct complex exponentials present in the system.
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Course Instructor: Dr A. I. Sulyman
n N n N
2 2
{cos[(k m) N
n N
n ] j sin[( k m )
N
n ]}
N , k m
0 , k m
(see also the DT complex exponentials)
2
jk ( )n
x(n) ak e
k N
N
(Synthesis) ---- (I)
where the coefficients a k are the DT Fourier coefficients, and defined as:
2
1 jk ( )n 2
ak
N
x ( n )e
n N
N
; 0
N
(Analysis) ---- (II)
Remarks:
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Course Instructor: Dr A. I. Sulyman
Example1:
Determine the DTFS coefficients for the periodic signal x ( n ) shown below:
x (n )
2
1
n
5 1 0 1 5
Solution:
2
1 jk ( )n
ak
N
x ( n )e
n N
N
; N 6.
2
1 1 jk ( )n
6 n 1
x ( n )e 6
1 jk ( ) jk ( )
{2e 3 1 2e 3 }
6
1 1 2
{1 4 cos(k )} cos(k )
6 3 6 3 3
Example2:
6
Determine the DTFS coefficients a k for the periodic signal x ( n ) sin n.
5
Solution:
6 6
1 j5n j n 1 j 30n 1 j 30n 2
Thus x ( n ) {e e 5 } e e }; 0
5
2j 2j 2j
1
2 j k 3
Therefore a k , and a k a k N a k 5 .
1
k 3
2 j
a k
k
3 2 2 3 7 8
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Course Instructor: Dr A. I. Sulyman
x (t )
T1 T1
~
x (t )
T0 T1 T1 T0
Let ~
x (t ) be a periodic signal for which x(t ) is one period. Then
~
x (t )
k
ake jk 0 t
, (1)
T0
1 ~
jk 0 t
ak 2
T x (t )e dt (2)
T0 0
2
T0
1
jk 0 t
2
T x (t )e dt ; since ~x (t ) x(t ) for | t | T0 / 2 .
T0 0
2
1
jk 0 t
x (t )e dt ; since x(t ) 0 outside the interval | t | T0 / 2 .
T0
Let
X ( jk 0 ) x(t )e jk0t dt (3)
Thus
1
ak X ( jk 0 ) . (4)
T0
Combining Eq. (4) and (1), we have
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Course Instructor: Dr A. I. Sulyman
~ 1
x (t )
k T0
X ( jk 0 ) e jk 0 t
1
2
k
X ( jk 0 ) e jk 0 t
0 (5)
As T0 → ∞, ~
x (t ) → x(t ) , and the FS expression for ~
x (t ) converges to a continuous
function in frequency known as Fourier Transform (or spectrum) of x(t ) :
F .S .
~
x (t )
t
T0
~
x (t )
t
T0
~
x (t ) x (t )
T0
t
x ( t ) lim ~
x (t )
T0
1
lim
T0 2
X ( j )e
k
j t
; where (k 1) 0 k 0 , and k 0 .
k
d
Hence
1
X ( j )e
jt
x(t ) d (Inverse FT)
2
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Course Instructor: Dr A. I. Sulyman
X ( j )
x ( t ) e j t dt (FT)
x(t )
FT
X ( j ) are called Fourier transform pairs.
x(t ) X ( j)
F.T.
Example1:
Example 2: show that the FS of a periodic signal ~ x (t ) (with period T0 ) is the sampling
~
x (t ) 0 t T0
of the spectrum of the aperiodic the signal x(t ) such that x(t ) .
0 otherwise
Solution:
T0
2
1 ~
x (t )e
jk 0t
ak dt
T0 T
0
2
T0
1
jk 0 t
2
T x (t )e dt
T0 0
2
1
jk 0 t
x (t )e dt
T0
1
ak X ( j ) sampled at k0
T0
Illustrations:
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Course Instructor: Dr A. I. Sulyman
X ( j )
ak
Remarks:
Convergence:
Sufficient conditions for the existence of the Fourier Transform x ( ) for a signal
x (t ) is the same as those explained earlier for Fourier Series (Dirichlet Conditions,
see page 9).
These conditions are only sufficient conditions, and not necessary conditions, which
means that some signals exist which violate at least one of these conditions and yet
have Fourier transforms.
Solution: X ( j ) (t ) e j t dt 1, t
x (t ) X ( j )
F.T. 1
Example2: x (t ) e at u(t )
Solution: Note: X ( j ) does not exist for a 0 {Fourier Integral does not converge}
For a 0 , we have
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Course Instructor: Dr A. I. Sulyman
X ( j ) e u(t )e j t dt
at
1
e at e j t dt , a 0
0
a j
Notes:
X ( j ) is complex X ( j ) | X ( j ) | e j ( ) ; ( ) angle{ X ( )}
we plot | X ( j ) | , known as magnitude spectrum, & ( ) , known as phase
spectrum.
Sketch:
1 a j a j
X ( j ) 2 2 2 ; but | a jb | a 2 b 2
a j a 2
a 2
a 2
a2 1
| X ( j ) | 2 a2 2
(a )
2 2 2
(a 2 )
1
| X( j) |
a
2
2a
a 0 a
/ 2 ,
imag ( X ( )) 1
Also, ( ) tan 1
tan ( ) / 4 , a
real ( X ( )) a 0,
0
( )
2
4
a
a 0
4
2
Example 3: x (t ) e a | t | , a 0
e
a| t | j t
Solution: X ( j ) e dt
0
e e dt e e dt
a t j t a t j t
0
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Course Instructor: Dr A. I. Sulyman
1 1 2a
2
a j a j a 2
sin c( x )
1
cos x
sin x x 0 1, x0
Note: sin c( x ) 3 2 1 0 1 2 3 x
x 0 , x 1,2,3
Example 4:
1 | t | T1
Find the FT of x (t )
0 | t | T1
x (t )
1
t
T1 0 T1
Then X ( j ) x (t )e
j t
dt
T1
e
j t
dt
T1
2 2
0
T1 T1 T1 T1
Example 5:
1 , | | B
Find the inverse FT for X ( j )
0 , | | B
X ( )
1
B 0 B
Solution:
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Course Instructor: Dr A. I. Sulyman
B
1 sin Bt
e
j t
x (t ) d
2 B
t
B Bt
sin c( )
B x(t )
t
2 2
0
B B B B
1
Then FT 1 X ( j ) x (t ) 2 ( )e
jt
d e j0t
2
0
Thus x (t ) e j0t
FT
X ( j ) 2 ( 0 )
x (t ) 1 , t
FT
X ( j ) 2 ( )
x (t ) X ( j )
1 F.T. 2
Compute FT x (t )
Because x (t ) be periodic, we have x (t ) a e
k
k
jk0t
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Course Instructor: Dr A. I. Sulyman
Thus X ( j ) FT x (t ) FT a k e jk0t
k
a FT e
X ( j ) k
jk 0t
k
2a ( k )
k
k 0
Thus we have the FT pair: x (t ) (periodic)
FT
X ( j ) 2a ( k )
k
k 0
1
Then X ( j ) FT ( e j0t e j0t )
2 j
1
2 ( 0 ) 2 ( 0 )
2j
1
i.e, FT pair: x (t ) sin(0 t )
FT
X ( j ) j 2 ( 0 ) j 2 ( 0 )
2
1
2
2 ( 0 )e j / 2 2 ( 0 )e j / 2
1 1
Magnitude Spectrum: | X ( j ) | 2 ( 0 ) 2 ( 0 )
2 2
/ 2 , 0
Phase spectrum: ( )
/ 2 , 0
| X ( j) |
( )
2 1 2
2
2
0 0 0 0
2
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Course Instructor: Dr A. I. Sulyman
1
Then X ( j ) FT ( e j0t e j0t )
2
1
2 ( 0 ) 2 ( 0 )
2
1
i.e, FT pair: x (t ) cos(0t )
FT
X ( j ) 2 ( 0 ) 2 ( 0 )
2
| X ( j ) |
1 ( )
2 2 (no phase distortion)
2
0 0 0 0
x(t )
t
2T0 T0 0 T0 2T0
Solution:
Since x (t ) is periodic, x (t ) a e
k
k
jk0t
,
T0 / 2
1
(t )e
jk0t
where a k dt
T0 T0 / 2
1
T0
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Course Instructor: Dr A. I. Sulyman
2k
2a (
k
k
T0
)
X ( j)
2
T0
2 0 2
T0 T0
Notes:
(ii) As the spacing between the impulses in time gets larger, the spacing between
the impulses in frequency gets smaller.
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Course Instructor: Dr A. I. Sulyman
x (n )
N1 0 N1
~
x (n)
n
N N
N1 0 N1
2
Then ~ ak e
jk n
x (n ) N
, where
k N
2
1 jk
~x (n)e N
n
ak
N n N
2
1 N1
jk
x(n)e (since ~
n
N
x (n) = x(n) in the interval N 1 n N 1 )
N n N1
1
2
x(n) e jk0n
; 0 , (since ~
x (n) =0 outside N 1 n N 1 )
N n N
Let X (e jk0 ) x ( n )e
n
jk0n
1
Then a k X ( e jk0 ) . Substituting this into ~
x (n) above,
N
1 2 1 0
we get: ~
x (n )
N
X (e
k N
jk0
)e jk0n , and using 0
N
or
N 2
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Course Instructor: Dr A. I. Sulyman
1
we have: ~
x (n )
2
X (e
k N
jk0
)e jk0n 0
The figure below shows the sketch of “ X ( e jk0 )e jk0n ”, and it can be observed the
signal is periodic with fundamental period 2 .
X (e j )e j
2
2 0
, ~
As N x ( n) = x ( n )
d
N
T 2
Hence,
1
X (e
j
x( n ) )e jn d (Inverse DTFT)
2 2
X (e j ) x ( n )e
n
jn
(DTFT)
Remarks:
The infinite summation in the DTFT converges if x(n) is absolutely summable. i.e.,
Solution:
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Course Instructor: Dr A. I. Sulyman
X ( e j ) a u ( n )e
n
n jn
1
(ae j ) n
n 0 1 ae j
j
angle { X ( e )}
| X (e j ) |
2 0 2
2 0 2
Solution:
X ( e j ) a
n
|n|
u( n )e jn
1
a
n
n jn
e a n e jn
n 0
( ae j ) n 1 ( ae j ) n
n 0 n 0
1 1 1 a2
1
1 ae j 1 ae j 1 2a cos a 2
There are four Fourier representations, all of which share similar properties: CTFS,
DTFS, CTFT, DTFT
(1) Linearity:
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Course Instructor: Dr A. I. Sulyman
Example: if x1 (t )
FT
X 1 ( j )
x2 (t )
FT
X 2 ( j )
Then z (t ) ax1 (t ) bx 2 (t )
FT
Z ( j ) aX 1 ( j ) bX 2 ( j )
Proof:
z ( t )e
j t
Z ( j ) dt
ax (t ) bx (t )e
j t
1 2 dt
a x1 (t )e j t dt b x2 (t )e j t dt
aX 1 ( ) bX 2 ( )
Solution:
1 2
Thus, X ( j )
2 j 3 j
z (t)
2
1
… 2 …
t
0 1 1
1
2 8 4 1 2
Solution:
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Course Instructor: Dr A. I. Sulyman
1 3
z (t ) can be written as z (t ) y (t ) x (t ) , where y(t) and x(t) are as shown below:
2 2
x (t)
1
t
1
1 1
8
y (t)
1
t
1
1 1
4
3 sin(k / 4) 1 sin(k / 2)
Thus a k
2 k 2 k
1 1
Example3: Find the DTFT of the signal: x (n ) 4( ) n u(n ) ( ) n u(n )
2 3
Solution:
4 4
Using linearity of DTFT, we have: X ( e j )
1 1
1 ( )e j 1 e j
2 3
Example: if x (t )
FT
X ( j )
then x (t t0 )
FT
X ( j )e j t0
Proof:
x ( t t )e
j t
FT {x (t t0 )} 0 dt
x (u )e
j ( u t0 )
du ; u t t0
( x (u )e ju du )e j t0
X ( j )e j t0
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Course Instructor: Dr A. I. Sulyman
then x (t t0 )
FS
a k e jk0 t0
1, | t | T1 2
Example 4: The FT of a signal x (t ) is X ( j ) sin(T ) .
0, otherwise
1, 0 t 2T
Determine the FT of the signal y (t ) .
0, otherwise
Solution:
Note that: y (t ) x (t T )
2
Thus using the shifting property: Y ( j ) X ( j )e jT sin(T )e jT
If x (t )
FT
X ( )
then e j0t x (t )
FT
X ( 0 )
Proof:
1
X ( )e
j t
FT { X ( 0 )}
1
d
2
0
1
X ( )e
j ( 0 ) t
d ; 0
2
e j0 t X ( )e
j t
d
e j0 t x (t )
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Course Instructor: Dr A. I. Sulyman
e j10t , | t |
Example 5: Find the FT of the signal z (t ) .
0, otherwise
Solution:
1, | t |
Notice that: z (t ) e j10t x (t ) , where x (t )
0, otherwise
Thus: Z ( j ) X ( 10) ; x (t )
FT
X ( )
2
Z ( ) sin[( 10) ]
10
(4) Time and Frequency Scaling: “Expansion in time” “Compression in frequency & vice versa”
FT
If x (t )
FT
X ( )
1
then x ( at )
FT
X ( / a )
|a |
Proof:
x(at )e
j t
FT {x (at )} dt
1
x ( )e
j ( / a )
d , a 0
a
1 x ( )e j ( / a ) d , a 0
a
1
| a |
x ( )e j ( / a ) d
1
X ( / a )
|a |
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Course Instructor: Dr A. I. Sulyman
1, | t | 1 2
Example 6: The FT of a signal x (t ) is X ( j ) sin( ) . Determine
0, otherwise
1, | t | 2
the FT of the signal y (t ) .
0, otherwise
Solution:
Note that: y (t ) x (t / 2)
1 2 2
Thus using the property of FT: Y ( j ) sin( / 0.5) sin(2 )
0.5 / 0.5
Remarks: note also that reversing (reflecting) a signal in time reverses also the FT
E.g. If x (t )
FT
X ( )
then x ( t )
FT
X ( ) (CT case)
and x ( n )
FT
X ( e j ) (DT case)
See Lecture notes & the attached tables for other properties.
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Course Instructor: Dr A. I. Sulyman
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Course Instructor: Dr A. I. Sulyman
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Course Instructor: Dr A. I. Sulyman
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Course Instructor: Dr A. I. Sulyman
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Course Instructor: Dr A. I. Sulyman
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