Signal Processing

Signal Processing Signal Processing

06.03.2015 Views

Transform theory The Fourier transform as the limit of the Fourier series Let x(t) be an aperiodic continuos-time signal with the property lim x(t) = 0 |t|→∞ Extend this signal as a periodic signal with period T so that ˜x(t) = ∞∑ n=−∞ x(t − nT ) lim ˜x(t) = x(t) for t ∈ [−T/2, T/2] T →∞ It follows that X k = 1 ∫ T /2 ˜x(t)e −i2π T k t dt → 1 ∫ T /2 x(t)e −i2π T k t dt → 1 T −T /2 T −T /2 T X( k T ) as T → ∞. Moreover, let f k = k/T → f and f k+1 − f k = 1/T → df, so that ˜x(t) = as T → ∞. ∞∑ k=−∞ X k e i2πf kt → ∞∑ k=−∞ ∫ 1 ∞ T X(f k)e i2πfkt → X(f)e i2πft df = x(t) −∞ Sven Nordebo, School of Computer Science, Physics and Mathematics, Linnæus University, Sweden. 8(28)

Transform theory Classical Fourier transform: F : L 2 → L 2 ⎧ ∫ ∞ ⎪⎨ Fx(t) = x(t)e −iωt dt ⎪⎩ Important properties: ⎧ Duality: ⎪⎨ ⎪⎩ −∞ F −1 X(ω) = 1 2π Time-derivative: Frequency-derivative: Time-shift: ∫ ∞ −∞ X(ω)e iωt dω FFx(t) = 2πx(−t) F∂ t x(t) = iωX(ω) Ftx(t) = i∂ ω X(ω) Fx(t − t 0 ) = e −iωt0 X(ω) Frequency-shift: Fe iω0t x(t) = X(ω − ω 0 ) Scaling: Fx(at) = 1 |a| X(ω a ) Sven Nordebo, School of Computer Science, Physics and Mathematics, Linnæus University, Sweden. 9(28)

Transform theory<br />

Classical Fourier transform: F : L 2 → L 2<br />

⎧ ∫ ∞<br />

⎪⎨ Fx(t) = x(t)e −iωt dt<br />

⎪⎩<br />

Important properties:<br />

⎧<br />

Duality:<br />

⎪⎨<br />

⎪⎩<br />

−∞<br />

F −1 X(ω) = 1<br />

2π<br />

Time-derivative:<br />

Frequency-derivative:<br />

Time-shift:<br />

∫ ∞<br />

−∞<br />

X(ω)e iωt dω<br />

FFx(t) = 2πx(−t)<br />

F∂ t x(t) = iωX(ω)<br />

Ftx(t) = i∂ ω X(ω)<br />

Fx(t − t 0 ) = e −iωt0 X(ω)<br />

Frequency-shift: Fe iω0t x(t) = X(ω − ω 0 )<br />

Scaling: Fx(at) = 1<br />

|a| X(ω a )<br />

Sven Nordebo, School of Computer Science, Physics and Mathematics, Linnæus University, Sweden. 9(28)

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