Continuous-Time Fourier Transform (CTFT)
Continuous-Time Fourier Transform (CTFT)
Frequency Response of
CTFT Frequency Response of
Continuous-Time Fourier Transform (CTFT) LTI Systems LTI Systems
References
Z ∞ References
Appendix
Analysis Equation: X (iω) := x(t) e −iωt dt; Appendix
−∞
Chirayu D. Athalye Z ∞
1
Synthesis Equation: x(t) = X (iω) e iωt dω.
2π −∞
Department of Electrical & Electronics Engineering,
BITS Pilani, K K Birla Goa Campus. F CT F T
CTFT Pair: x(t) ←−
−→ X (iω) or x(t) ←−−−→ X (iω).
2025
CTFT CTFT
Convergence of CTFT Dirichlet Conditions for CTFT
Chirayu Athalye Chirayu Athalye
Let x : R → C.
Z ∞ Basics of CTFT Z ∞ Basics of CTFT
1 iωt
e(t) := x(t) − X (iω) e dω. CTFT Properties Condition-1: x(·) is absolutely integrable, i.e., |x(t)| dt < ∞. CTFT Properties
2π −∞ CTFT Pairs
−∞ CTFT Pairs
Frequency Response of Condition-2: Over any finite interval, x(·) has finitely many isolated/strict local maxima and Frequency Response of
References References
Z ∞ Condition-3: Over any finite interval, x(·) has finitely many discontinuities of finite size.
Appendix Appendix
Suppose x : R → C has finite energy, i.e., |x(t)|2 dt < ∞. Then,
−∞
1 X (iω) < ∞ for all ω ∈ R, i.e., the integral in analysis equation converges. Theorem (CTFT: Pointwise Convergence)
Z ∞ If Dirichlet conditions are satisfied, then
2 |e(t)|2 dt = 0. (Mean square convergence for the synthesis equation) 1 X (iω) < ∞ for all ω ∈ R.
−∞
2 x(·) is equal to its CTFT representation at all points where x(·) is continuous.
Remark 3 At the points of discontinuity, the CTFT representation converges to the
Z ∞average of values
1 iωt
on either side of the discontinuity. (CTFT Representation: X (iω) e dω )
1 Even if x(·) satisfy the Dirichlet conditions, the synthesis equation of CTFT converges in 2π −∞
the mean square sense.
2 Physical systems respond to input signal’s energy. Therefore, in case mean square Remark: If x(·) is a continuous function with compact support, then its CTFT representation
convergence, an input signal x(·) and its CTFT representation are indistinguishable. converges everywhere.
1
Equivalently, x(·) is piecewise monotonic (with a finite number of sections) over any finite interval.
CTFT CTFT
Using Dirac delta (impulse) function, it is possible to find CTFT of certain bounded CTFT Properties
F F CTFT Properties
signals which are neither square integrable nor absolutely integrable. CTFT Pairs
If x1 (t) ←−
−→ X1 (iω) and x2 (t) ←−
−→ X2 (iω), then CTFT Pairs
1 If CTFT exists for x : R → C, then x(·) is a bounded signal. Time Shifting and Frequency Shifting
2 Moreover, if CTFT is finite valued, then lim x(t) = lim x(t) = 0. F F
t→∞ t→−∞ Time Shifting: If x(t) ←−−→ X (iω), then x(t − λ) ←− −→ e −iωλ X (iω), where λ ∈ R.
F F
−→ X (iω), then e iω1 t x(t) ←−
Frequency Shifting: If x(t) ←− −→ X i(ω − ω1 ) , where ω1 ∈ R.
CTFT of Periodic Signals (Relation Between CTFT and CFS)
2π
Let x : R → C be periodic with the fundamental period T ; thus, ω0 = T
. Parseval’s Relation
∞ ∞ Z ∞ Z ∞
F 1 2
|x(t)|2 dt =
X X
x(t) = ak e ikω0 t ←−
−→ X (iω) = 2π ak δ(ω − kω0 ). X (iω) dω
−∞ 2π −∞
k=−∞ k=−∞
CTFT CTFT
x(t) ←−
F
−→ X (iω) and
F
y (t) ←−
−→ Y (iω). Chirayu Athalye
Time Scaling Chirayu Athalye
F 1 iω
Differentiation and Integration Basics of CTFT x(αt) ←−
−→ X , where α ∈ R. Basics of CTFT
CTFT Properties
|α| α CTFT Properties
FS
Differentiation: x 0 (t) ←−
−→ iω X (iω). CTFT Pairs CTFT Pairs
Appendix Appendix
X (iω)
Y (iω) = + πX (0) δ(ω),
iω Conjugate Symmetry for Real-Valued Signals
where the impulse reflects the dc or average value that can result from integration. 1 If x(t) is a real-valued sequence, then X (iω) = X ∗ (−iω). Note that
X (iω) = X ∗ (−iω) ⇐⇒ X (−iω) = X ∗ (iω).
Differentiation in Frequency Domain
Therefore,
F dX
t x(t) ←−
−→ i (iω) a Re X (iω) and X (iω) are even functions; whereas,
dω
b Im X (iω) and ]X (iω) are odd functions.
F F
Time Reversal and Duality
Furthermore, Ev x(t) ←−
−→ Re X (iω) and Od x(t) ←−
−→ i Im X (iω) .
F
Time Reversal: x(−t) ←−
−→ X (−iω). 2 If x(t) is real and even, then X (iω) is real and even.
F
Duality: y (τ ) = X (iτ ) ←−
−→ Y (iω) = 2π x(−ω). 3 If x(t) is real and odd, then X (iω) is purely imaginary and odd.
CTFT CTFT
2π CTFT CTFT
For periodic signals (with the fundamental period T ), ω0 = T
.
Chirayu Athalye Example Chirayu Athalye
Signal CTFT CFS Basics of CTFT Let x(t) := e −a|t| . Notice that Basics of CTFT
Chirayu Athalye x(t) h(t) y (t) X (iω) H(iω) Y (iω) Chirayu Athalye
Basics of CTFT (a) Time Domain (b) Frequency Domain Basics of CTFT
Appendix
1 Consider a CT-LTI system with the impulse response h : R → C. Let h(t) ←−
−→ H(iω). Appendix
Its CTFT is
The output of this system to an input signal x : R → C is given by
(
∞ 1 2 sin(ω) 2
if ω 6= 0,
Z Z
,
rect(t) e iωt dt = e iωt dt = ω
−∞ −1 2, if ω = 0. y (t) = (h ∗ x)(t) ∀t ∈ R.
F
ω 3 Therefore, using the convolution property of CTFT, we have
Therefore, rect(t) ←−
−→ 2 sinc .
π Y (iω) = H(iω) X (iω),
t
F
Furthermore, by the duality property, sinc ←−
−→ π rect(ω) where H(iω) is the Frequency Response of the CT-LTI system.
π
4 For the input signal x(t) := e iω1 t , where ω1 ∈ R, the output is given by
Z ∞
y (t) = h(τ ) e iω1 (t−τ ) dτ = H(iω 1 ) e iω1 t ∀t ∈ R.
−∞
CTFT
Homework Chirayu Athalye
Consider a CT-LTI system with the impulse response h : R → R.
Basics of CTFT
F
Let h(t) ←−
−→ H(iω), and θ(ω) := ]H(iω). CTFT Properties
Show that for the input x(t) := a cos(ω1 t + φ), where a, ω1 , φ ∈ R, the output is given by CTFT Pairs
Frequency Response of
y (t) = a H(iω 1 ) cos ω1 t + φ + θ(ω1 ) ∀t ∈ R. LTI Systems
References
Appendix
Example (Analog Ideal LPF)
ωc ω t
c F
h(t) = sinc ←−
−→ H(iω) = rect ω/ωc
π π