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EECE 2602 -- Signals and Systems in Continuous Time

Week 7 – Fourier Transform Part II

(Textbook: Ch. 5)

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Fourier Transform and Convolution

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EECE 2602 -- Signals and Systems in Continuous Time

Properties of Fourier Transform

•  Convolution:
FT
If x1 (t ) ⎯⎯→ X 1 (ω ) and x2 (t ) ⎯⎯→ X 2 (ω )
FT

FT
then x1 (t )* x2 (t ) ⎯⎯→ X 1 (ω )X 2 (ω )

1 ⎡
and x1 (t ) x2 (t ) ⎯FT
⎯→ ⎣ X1 (ω ) * X 2 (ω )⎤⎦
2π
•  In other words, convolution between 2 signals in the time
domain is equivalent to the multiplication of the Fourier
Transform of the 2 signals in the frequency domain.
•  Conversely, convolution in frequency domain is equivalent
to multiplication of the inverse FTs in the time domain.
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EECE 2602 -- Signals and Systems in Continuous Time

Properties of Fourier Transform

x(t) y(t)
h(t)

•  The convolution property provides us an alternative method

to calculate the convolution integral using the Fourier
transform.
If x (t ) ⎯FT FT
⎯→ H (ω ), y(t ) ⎯⎯→
⎯→ X (ω ), h (t ) ⎯FT Y (ω )

The output signal y(t) is expressed in terms of the impulse

response h(t) and the input signal x(t):

y (t ) = x (t ) * h (t ) ⎯FT
⎯→Y (ω ) = X (ω ) H (ω )
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EECE 2602 -- Signals and Systems in Continuous Time

Calculate the Convolution Integral Using FT

•  The procedure for evaluating the output y(t) of an LTIC
system in the frequency domain:

1. Calculate the Fourier transform X(ω) of input signal x(t);

2. Calculate the Fourier transform H(ω) of the impulse

response h(t). H(ω) is referred to as the transfer function of
the LTIC system;

3. The Fourier transform of the output signal Y(ω) is given by:

Y (ω ) = X (ω )H (ω )
4. Calculate y(t) by taking the inverse Fourier transform of
Y(ω) . 5
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EECE 2602 -- Signals and Systems in Continuous Time

Activity 1
Given the input signal and impulse response:

x (t ) = e−t u (t ), h(t ) = e −2t u (t )

Determine the output y(t) using the Fourier transform-based

approach.

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LTIC System Analysis Using Fourier

Transform

EECE 2602 -- Signals and Systems in Continuous Time

LTIC System Analysis Using Fourier Transform

x(t) y(t)
h(t)

For an LTIC system, the relationship between x(t) and y(t) can
be described using a constant coefficient differential equation
of the form:
n
dk y m dkx
∑ ak
k =0
= ∑k a
dt k k =0 dt k

dny d2y dy d mx dx
an n
+ ... + a2 2
+ a1 + a0 y (t ) = bm m
+ ... + b1 + b0 x(t )
dt dt dt dt dt
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EECE 2602 -- Signals and Systems in Continuous Time

LTIC System Analysis Using Fourier Transform

•  Time differentiation: Given a signal x(t), the Fourier transform
of the time-differentiated signal dx/dt:
FT
If x(t ) ⎯⎯→ X (ω )
dx FT
then ⎯⎯→ jωX (ω )
dt
hence d n x FT n
n
⎯⎯→( jω ) X (ω )
dt
Therefore, given the input-output relationship of the LTIC
system, we can obtain the transfer function H(ω) and the
corresponding impulse response h(t) based on the Fourier
transform and its properties.
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EECE 2602 -- Signals and Systems in Continuous Time 10

LTIC System Analysis Using Fourier Transform

Applying differentiation property, we have:

n m
k k
∑ ak ( jω ) Y (ω ) = ∑ bk ( jω ) X(ω )
k=0 k=0
m
k

Y (ω )
∑ b ( jω )
k
k=0
or H (ω ) = = n
X(ω ) k
∑ a ( jω )
k
k=0

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EECE 2602 -- Signals and Systems in Continuous Time

Activity 2
Consider the following input-output relationship of an LTIC system:
d2y dy
2
+ 3 + 2y (t ) = x (t )
dt dt
Determine the impulse response h(t).

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EECE 2602 -- Signals and Systems in Continuous Time

Activity 3
Consider the following LTIC system:
R

+ +
x(t) C y(t)
_ _

Using Fourier transform approach, determine the impulse

response h(t) of this system if R = 1Ω and C = 0.5F.

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EECE 2602 -- Signals and Systems in Continuous Time

Activity 4
For the circuit in Activity 3, find the output response if the input
x(t) = cos(3t)
R

+ +
x(t) C y(t)
_ _

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Gain and Phase Responses

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EECE 2602 -- Signals and Systems in Continuous Time

Gain and phase responses

•  The Fourier transfer function H(ω) provides a complete
description of the LTIC system.

•  The magnitude of a transfer function |H(ω)| is referred to as

the gain response of the system (also called the magnitude
spectrum)

•  The phase of a transfer function ∠H (ω ) is referred to as the

phase response of the system (also called the phase
spectrum)

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EECE 2602 -- Signals and Systems in Continuous Time

Example
What is the gain and phase responses of the following LTIC
system? R

+ +
x(t) C y(t)
_ _

From Activity 3, we know the transfer function of the system is:

Y (ω ) 1
H (ω ) = =
X(ω ) 1+ jω RC

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EECE 2602 -- Signals and Systems in Continuous Time

Gain and phase responses plots

Gain response of a RC circuit with R = 1ohm and C = 0.5F Gain response of a RC circuit with R = 1ohm and C = 0.5F
1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6
magnitude

magnitude
0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 20 40 60 80 100 -1 -0.5 0 0.5 1 1.5 2
frequency log10(frequency)

Phase response of a RC circuit with R = 1ohm and C = 0.5F Phase response of a RC circuit with R = 1ohm and C = 0.5F
0 0

-10 -10

-20 -20

-30 -30
phase angle

phase angle

-40 -40

-50 -50

-60 -60

-70 -70

-80 -80

-90
0 20 40 60 80 100
-90
-1 -0.5 0 0.5 1 1.5 172
frequency log (frequency)
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EECE 2602 -- Signals and Systems in Continuous Time

Bode Plots
•  A logarithmic scale with base 10 is used for the frequency
axis.

•  The magnitude of a transfer function |H(ω)| in a Bode plot is

given as:
20 log10 H (ω )

and is expressed in decibels (dB)

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EECE 2602 -- Signals and Systems in Continuous Time

Bode plots

Gain response of a RC circuit with R = 1ohm and C = 0.5F Bode Diagram

1 0

0.8
-10
0.6
magnitude

Magnitude (dB)
H (ω )
0.4 -20

0.2
-30
20 log10 H (ω )
0
-1 -0.5 0 0.5 1 1.5 2
log10(frequency)
-40
Phase response of a RC circuit with R = 1ohm and C = 0.5F 0
0

-20

Phase (deg)
phase angle

-40 -45

-60

-80
-90
-100 -1 0 1 2
-1 -0.5 0 0.5 1 1.5 2 10 10 10 10
log10(frequency) Frequency (rad/s)

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Fourier Transform of Periodic Signals

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EECE 2602 -- Signals and Systems in Continuous Time

Fourier transform of periodic signals

•  Consider a periodic signal x(t), with a fundamental period of
T0: ∞
x(t ) = ∑ Dn e jnω0t
n = −∞

1 − jnω0t
where Dn =
T0 ∫ x(t )e
<T0 >
dt

•  The Fourier transform of x(t) is:

⎧ ∞ ⎫
X (ω ) = F {x(t )} = F ⎨ ∑ Dn e jnω0t ⎬
⎩n =−∞ ⎭
∞ ∞
X (ω ) = ∑ D F {e
n = −∞
n
jnω0t
}= 2π ∑ D δ (ω − nω )
n = −∞
n
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EECE 2602 -- Signals and Systems in Continuous Time

Parseval’s Energy Theorem

•  Consider an energy signal x(t), the following relationship
holds true:

∞ ∞
2 1 2
Ex = ∫ x(t ) dt = ∫ X (ω ) dω
−∞
2π −∞

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EECE 2602 -- Signals and Systems in Continuous Time

Existence of Fourier transform

•  The Fourier transform X(ω) of a function x(t) is said to exist
if:
X (ω ) < ∞ for − ∞ < ω < ∞

∞
− jωt
•  Hence, we have: X (ω ) = ∫ x(t )e dt
−∞

•  Therefore, the Fourier transform X(ω) of a function x(t)

exists if
∞

∫ x(t ) dt < ∞
−∞

This is a sufficient condition. 23

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