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The Fourier Transform Theorems

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Multiplication With a Factor - Addition Theorem


In this section the  Fourier Transform Theorems  are assembled. These can be used to e.g. derive from already known transformations

x(t)X(f),x1(t)X1(f),x2(t)X2(f)

new functional relationships. Here we restrict ourselves to real time functions.

Theorem:  A  constant factor  k  affects the time and spectral function in the same way:

kx(t)  kX(f).


This relation can be used for simplification by omitting the constant  k  (which can be a gain-, a damping- or a unit-factor) and adding it to the result later.

The above sentence follows directly from the definition of  the first Fourier integral, as well as from the addition theorem, which formulates the foundation of the  superposition principle  .

Addition Theorem:  If a time function can be written as a sum of single functions, the resulting spectral function is the sum of the resulting single spectra:

x(t)=x1(t)+x2(t)X(f)=X1(f)+X2(f).


Rectangular pulse, triangular pulse and their combination

Example 1:  The following Fourier correspondences are known:

  • The rectangular pulse:
x1(t)X1(f)=Tsi(πfT),
  • The triangle pulse:
x2(t)X2(f)=T/2si(πfT/2).

These two impulse signals are sketched as red and blue curve respectively.

Then the green drawn (weighted) sum signal is valid:

x(t)=1/3x1(t)+2/3x2(t)X(f)=1/3X1(f)+2/3X2(f).


Notes:   All theorems presented in this chapter can be found at the german learning video  Fourier Transform Laws  with illustrated examples.


Mapping Theorem


With the   Complex Fourier Series  for describing periodic signals, we have found out that that an even function always leads to real Fourier coefficients and an odd function exclusively to imaginary Fourier coefficients. The Fourier transform shows similar properties.

Mapping Theorem:  If a real time function consists additively of an even and an uneven part,

x(t)=xg(t)+xu(t),

then the following applies for its spectral function:

X(f)=XR(f)+jXI(f),with
xg(t)XR(f),
xu(t)jXI(f).

The real part XR(f)  of the spectrum is then also even, while  XI(f)  describes an odd function of the frequency.


The assignment theorem can be easily proved by considering the theorem of    Leonhard Euler    ⇒   ejω0t=cos(ω0t)jsin(ω0t) . The even and odd part of a function  x(t)  can be calculated with the following equations:


xg(t)=1/2[x(t)+x(t)],
xu(t)=1/2[x(t)x(t)].
Spectrum of a Jumping Function

Example 2:  We consider the  Jump Function

x(t)=γ(t)={0f¨urt<01f¨urt>0,

which can be split as follows:  

γ(t)=1/2+1/2sign(t).

The   Signum function  was used here:

sign(t)={1f¨urt<0,+1f¨urt>0.

Therefore the following applies:

  • The even (blue) signal portion  xg(t)=1/2  is a constant with the real spectral function  XR(f)=1/2δ(f).
  • The spectrum  jXI(f)  the odd (green) signum function  xu(t)  was already calculated in the earlier  Example 3  n the page „Fouriertransformation”.
  • This results in the jump function&nbsp for the resulting spectrum of the red sketched jump function;
X(f)=XR(f)+jXI(f)=1/2δ(f)j12πf.


Similarity Theorem


The similarity theorem shows the relation between the spectral functions of two time signals of the same shape, stretched or compressed.

Simity Theoremlari:  If  X(f)  the Fourier transform of  x(t), then with the real constant  k  the following relation appliesg:

x(kt)1|k|X(f/k).


Proof:  For positive  k  follows from the Fourier integral with the substitution  τ=kt:

+x(kt)ej2πftdt=1k+x(τ)ej2πf/kτdτ=1kX(f/k).
  • For negative  k  the integration limits would be mixed up and you get  1/kX(f/k).
  • Since in the equation  |k|  is used, the result is valid for both signs.
q.e.d.


The effects of the similarity theorem can be illustrated with a tape for example. If such a tape is played with double speed, this corresponds to a compression of the time signal  (k=2). Thus the frequencies appear twice as high.

Two Rectangles of different width

Example 3:  Wir betrachten zwei Rechtecke gleicher Höhe, wobei  T2=T1/2  gilt.

X1(f)=A1ej2πfT1j2πf.
  • For this can also be written:
X1(f)=AT1ejπfT1ejπfT1j2πfT1ejπfT1=AT1si(πfT1)ejπfT1.
  • For the spectral function of  x2(t)  follows from the similarity theorem with  k=2:
X2(f)=12X1(f/2)=AT12si(πfT1/2)ejπfT1/2.
  • The  si–function is even:  si(x)=si(x). Therefore you can omit the sign in the argument of the  si–function.


  • With  T2=T1/2  one gets:
X2(f)=AT2si(πfT2)ejπfT2.


Reciprocity Theorem of Time duration and Bandwidth


This law follows directly from the  Signal_Representation/Fourier_Transform_Laws#.C3.84hnlichkeitssatz|Similarity Theorem]]:   The wider an impulse is in its extension, the narrower and higher is the corresponding spectrum and vice versa.

To be able to make quantitative statements, we define two parameters for energy-limited signals   ⇒   Impulse. Both quantities are shown in the diagram for the  Example 4  for a Gaussian pulse and its likewise Gaussian spectrum.

Definition:  The  equivalent pulse duration  is derived from the time course. It is equal to the width of an area equal rectangle with the same height as  x(t):

Δt=1x(t=0)+x(t)dt.


Definition:  The  equivalent bandwidth  denotes the impulse in the frequency domain. It gives the width of the area equal rectangle with the same height as the spectrum  X(f):

Δf=1X(f=0)+X(f)df.


Reciprocity Theorem:  Das Produkt aus äquivalenter Impulsdauer und äquivalenter Bandbreite ist stets gleich  1:

ΔtΔf=1


Proof:  Based on the two Fourier integrals, for  f=0  or.  t=0:

X(f=0)=+x(t)dt,x(t=0)=+X(f)df.

If you take this result into account in the above definitions, you get

Δt=X(f=0)x(t=0),Δf=x(t=0)X(f=0).
From this   ΔtΔf=1follows directly.
q.e.d.


Note that  Δf  is defined over the actual spectrum  X(f)  and not over  |X(f)| .

  • For real functions the integration over the even function part is sufficient, since the integral over the odd part is always zero due to the    Mapping Theorem .
  • For odd time functions and thus purely imaginary spectra, the two definitions of  Δt  and.  Δf fail.
Gauß–Beispiel zum Reziprozitätsgesetz

Example 4:  The graph illustrates the equivalent pulse duration  Δt  and the equivalent bandwidth  Δf  exemplary for the Gaussian pulse Furthermore , it is valid:

  • Widening the Gaussian pulse by the factor  3 will reduce the equivalent bandwidth by the same factor.
  • If the pulse amplitude  x(t=0)  is not changed, the integral area above  X(f)  remains constant.
  • This means that  X(f=0)  is simultaneously increased by the factor  3 .

Vertauschungssatz


Diese Gesetzmäßigkeit ist besonders nützlich, um neue Fourierkorrespondenzen zu erhalten.

Vertauschungssatz:  If  X(f)  is the Fourier Transform of  x(t), then:

X(t)x(f).

If we restrict ourselves to real time functions, the signs for "conjugated complex" can be omitted on both sides of the Fourier correspondence.


Proof:  The   first Fourier Integral is after successive renaming  tu ,respectively  ft:

X(f)=+x(u)ej2πfudu,X(t)=+x(u)ej2πtudu.
  • If you change the sign in the exponent, you have to replace  X(t)  by  X(t)  and  x(u)  by  x(u) :
X(t)=+x(u)ej2πtudu.
X(t)=+x(f)ej2πftdf.
q.e.d.


Rectangle     si–Pulse

Example 5:  The spectrum  X(f)=δ(f)  of the DC signal  x(t)=1  is assumed to be known.

According to the permutation theorem, the spectral function of the Dirac impulse is therefore  x(t)=δ(t):

x(t)=δ(t)X(f)=1.

The figure shows another application of the swapping theorem, namely the functional relations between

  • a signal  x1(t)  with rectangular time function, and
  • a signal  x2(t)  with rectangular spectral function.


Shifting Theorem


We now consider a shift of the time function - for example caused by a running time - or a frequency shift, as it occurs for example with (analog)  Zweiseitenband–Amplitude Modulation .

Shifting Theorem:  If  X(f)  is the Fourier Transform of   x(t), the following correlations also apply:

(1)x(tt0)X(f)ej2πft0,

(2)x(t)ej2πf0tX(ff0).

Here  t0  and  f0  are any time or frequency values.


Proof of Equation (1):  The  first Fourier Integral  for the signal   xV(t)=x(tt0)  shifted to the right by   t0  is defined as following with the substitution   τ=tt0:

XV(f)=+x(tt0)ej2πftdt=+x(τ)ej2πf(τ+t0)dτ.

The term independent from the integration variable  τ  can be dragged in front of the integral. With the renaming  τt  one then obtains

XV(f)=ej2πft0+x(t)ej2πftdt=ej2πft0X(f).
q.e.d.


Beispiel zum Verschiebungssatz

Example 6:  As already mentioned, the symmetrical rectangular pulse  x1(t)  has the following spectrum

X1(f)=ATsi(πfT).

The rectangular pulse  x2(t)  displayed below is shifted to the right with respect to  x1(t)  by  T/2 :  

x2(t)=x1(tT/2).

Thus its spectrum is:

X2(f)=ATsi(πfT)ejπfT.

This spectral function can also be written as follows with the   Theorem of Euler  and some simple trigonometric transformations:

X2(f)=A2πfsin(2πfT)+jA2πf[cos(2πfT)1].

The same result can be obtained with the  Mapping Theorem:

  • The real part of the spectrum belongs to the even signal part  xg(t), the imaginary part to the odd part  xu(t).


Differentiation Theorem


This theorem shows, how the differentiation of a function  x(t)  resp.  X(f)  affects the corresponding Fourier-transform; it is also applicable several times.

A simple example for the application of the differentiation theorem is the relation between the current  i(t)  and the voltage  u(t)  a capacitance  C  according to the equation   i(t)=Cdu(t)/dt.

Differentiation Theorem:  If  X(f) is the Fourier transform of  x(t), the following two correspondences are also valid:

(1)dx(t)dtj2πfX(f),

(2)tx(t)1j2πdX(f)df.


Proof of Equation (1): The first equation results from differentiation of the  second Fourier Integral:

y(t)=dx(t)dt=ddt+X(f)ej2πftdf=+X(f)j2πfej2πftdf.
  • At the same time:
y(t)=+Y(f)ej2πftdf.
  • By comparing the integrands, the variation  (1)  of the differentiation theorem is obtained.
  • To derive the second variant one proceeds from the

first Fourier Integral  in an analogous manner.

  • The negative exponent in the first Fourier integral leads to the minus sign in the time function.
    q.e.d.


Correlation Jump    Dirac

Example 7:  The spectra of the signals  x1(t)  and  x2(t)  were already calculated in the previous examples as following:

X1(f)=1jπf,X2(f)=2=const.X2(f)=X1(f)j2πf.
  • From the differentiation theorem it follows that  x2(t)  is equal to the time-derivative of  x1(t) .
  • This is actually correct:  For  t0  is  x1(t)  constant, i.e. the derivative is zero.
  • For  t=0  the gradient is infinitely large, which is also expressed in the equation  x2(t)=2δ(t) 
  • The impulse weight "2" of the Dirac function considers that the jump within the function  x1(t)  at  t=0  has the height  2 


Integration Theorem


Integration is a linear operation just like differentiation. This results in the

Integration Theorem:  If  X(f) is the Fourier Transform (spectral function) of  x(t), then the following Fourier correspondences also apply:

(1)tx(τ)dτ    X(f)(1j2πf+12δ(f)),

(2)x(t)(1j2πt+12δ(t))    fX(ν)dν.


Illustration – no exact proof: 

The integration theorem represents exactly the inversion of the  differentiation theorem . . If one applies the differentiation theorem to the upper equation  (1)  one obtains

ddttx(τ)dτ    X(f)(1j2πf+12δ(f))j2πf.

This example shows the validity of the integration theorem:

  • The differentiation according to the upper limit on the left side yields exactly the integrand  x(t).
  • On the right side of the correspondence correctly results in  X(f), since the Dirac function is hidden with  f=0  because of the multiplication with  j2πf .

Notes:   All theorems shown in this page – such as the integration and differentiation theorem – will be elucidated with examples in the german learning video   Gesetzmäßigkeiten der Fouriertransformation .

Correlation of Rectangle    Ramp

Example 8:  The sketched signals  x1(t)  and  x2(t)  are related as follows

x2(t)=1Ttx1(τ)dτ.

Due to the integration theorem the following relation between the spectra applies:

X2(f)=1TX1(f)(1j2πf+12δ(f)).

With the spectral function

X1(f)=ATsi(πfT)ejπfT

one gets

X2(f)=A2δ(f)+AT2jsin(πfT)(πfT)2ejπfT,

or after trigonometric transformations:

X2(f)=A2δ(f)+AT(2πfT)2[cos(2πfT)1jsin(2πft)].

It should be noted here:

  • The Dirac function at  f=0  with the weight  A/2  considers the DC component of the ramp function  x2(t).
  • This also means:   the DC component of the ramp function is exactly the same as the DC component of the jump function.
  • The missing triangle with the corner point coordinates  (0,0), (T,A)  and  (0,A)  does not change the DC component.
  • This triangular area has no effect compared to the infinite remaining area (going to infinity).


Aufgaben zum Kapitel


Exercise 3.4: Trapezoidal Spectrum and Pulse

Exercise 3.4Z: Trapezoid, Rectangle and Triangle

Exercise 3.5: Differentiation of a Triangular Pulse

Exercise 3.5Z: Integration of Dirac Functions

Exercise 3.6: Even/Odd Time Signal

Exercise 3.6Z: Complex Exponential Function