LECTURE 11: FOURIER TRANSFORM PROPERTIES

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ECE 8443 – Pattern Recognition EE 3512 – Signals: Continuous and Discrete Objectives: Linearity Time Shift and Time Reversal Multiplication Integration Convolution Parseval’s Theorem Duality Resources: BEvans : Fourier Transform Properties MIT 6.003: Lecture 8 DSPGuide : Fourier Transform Properties Wiki: Audio Timescale Modification ISIP: Spectrum Analysis LECTURE 11: FOURIER TRANSFORM PROPERTIES URL:

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LECTURE 11: FOURIER TRANSFORM PROPERTIES. Objectives: Linearity Time Shift and Time Reversal Multiplication Integration Convolution Parseval’s Theorem Duality - PowerPoint PPT Presentation

Transcript of LECTURE 11: FOURIER TRANSFORM PROPERTIES

Page 2: LECTURE  11:  FOURIER TRANSFORM PROPERTIES

EE 3512: Lecture 11, Slide 2

• Recall our expressions for the Fourier Transform and its inverse:

• The property of linearity:

Proof:

Linearity

dtetxT

XjX

dejXtx

tj

tj

)(1)()(

)(21)( (synthesis)

(analysis)

)()()()()()()()( jbYjaXtbytaxjbYjaXtbytax F

)()(

)(1)(1

)(1)(1

)()(1)()(

jbYjaX

dtetyT

bdtetxT

a

dtetbyT

dtetaxT

dtetbytaxT

tbytax

tjtj

tjtj

tj

F

Page 3: LECTURE  11:  FOURIER TRANSFORM PROPERTIES

EE 3512: Lecture 11, Slide 3

0

0

0

)(

)(1

)(1)(

implieswhich, :variablesofchangeamake

)(1)(

)(0

00

00

tj

tjj

tj

tj

ejX

edexT

dexT

ttx

tλtt-tλ

dtettxT

ttx

F

F

• Time Shift:

Proof:

• Note that this means time delay is equivalent to a linear phase shift in the frequency domain (the phase shift is proportional to frequency).

• We refer to a system as an all-pass filter if:

• Phase shift is an important concept in the development of surround sound.

Time Shift

0)()( 0cjejXttx

0)(1)( jXjX

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EE 3512: Lecture 11, Slide 4

• Time Scaling:

Proof:

• Generalization for a < 0 , the negative value is offset by the change in the limits of integration.

• What is the implication of a < 1 on the time-domain waveform? On the frequency response? What about a > 1?

• Any real-world applications of this property? Hint: sampled signals.78

Time Scaling

)(1)(ajX

aatx

)()1(

)(1)1(

)1()(1)(

)/1(and,/implieswhich, :variablesofchangeamake ,0 assume

)(1)(

)/(

)(

ajX

a

dexTa

da

exT

tax

dadtatatλa

dteatxT

atx

aj

aj

tj

F

F

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EE 3512: Lecture 11, Slide 5

• Time Reversal:

Proof:

We can also note that for real-valued signals:

• Time reversal is equivalent to conjugation in the frequency domain.

• Can we time reverse a signal? If not, why is this property useful?

Time Reversal

)()( jXtx

)()(1)(1

jXajX

atx

a

F

conjugate)(complex)()()(

)()()(*

jXjXjX

jXjXjX

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EE 3512: Lecture 11, Slide 6

)()()(1

)()(1)()(

:by multiply

)()(1)(

: respect to with atedifferenti

)(1)(

txtdtetxtT

dtetxjtT

jdjdXj

j

dtetxjtTd

jdX

dtetxT

jX

tj

tj

tj

tj

F

• Multiplication by a power of t:

Proof:

• We can repeat the process for higher powers of t.

Multiplication by a Power of t

)()()(

jXddjtxt n

nnn

Page 7: LECTURE  11:  FOURIER TRANSFORM PROPERTIES

EE 3512: Lecture 11, Slide 7

))((

)(1

)(1

0

)( 0

00

ωjX

dtetxT

dteetxT

x(t)e

tωj

tjtjωtjω

F

• Multiplication by a complex exponential:

Proof:

• Why is this property useful?

• First, another property:

• This produces a translation in the frequencydomain. How might this be useful in acommunication system?

Multiplication by a Complex Exponential (Modulation)

00 ))(()( numberrealanyforjXetx tj

))](())(([21]

2)[()cos()( 000

00

jXjXeetxttxtjtj

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EE 3512: Lecture 11, Slide 8

• Differentiation in the Time Domain:

• Integration in the Time Domain:

• What are the implications of time-domain differentiation in the frequency domain?

• Why might this be a problem? Hint: additive noise.• How can we apply these properties? Hint: unit impulse, unit step, …

Differentiation / Integration

)()()( jXjtxdtd nn

n

)()0()(1)(

XjXj

dxt

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EE 3512: Lecture 11, Slide 9

• Convolution in the time domain:

• Proof:

Convolution in the Time Domain

)()()()( jHjXthtx

)()(

)()(

)()(

:variablesofchange

)()(

)()()()(

)()()()(

)(

jHjX

dehdex

ddehx

dtdt

ddtethx

dtedthxthtx

dthxthtx

jj

j

tj

tj

F

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EE 3512: Lecture 11, Slide 10

• Multiplication in the time domain:

• Parseval’s Theorem:

• Duality:

• Note: please read the textbook carefully for the derivations and interpretation of these results.

Other Important Properties

dYXjYjXtytx )()(21)]()([

21)()(

djXdttx 22 )(21)(

)(2)( xtX

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EE 3512: Lecture 11, Slide 11

Summary