jeffrey@penn:~/blog$ glow fourier-transform.md

The Fourier transform

The Fourier transform writes a continuous-time signal x(t)x(t) as a sum of pure frequencies ejωte^{j\omega t} and tells you how much of each frequency it contains. It is the first of three related transforms; the Laplace transform and the Z transform extend the same idea.

Definition

X(ω)=F{x(t)}=∫−∞∞x(t) e−jωt dt X(\omega) = \mathcal{F}\{x(t)\} = \int_{-\infty}^{\infty} x(t)\, e^{-j\omega t}\, dt

and the inverse transform rebuilds the signal from its frequencies:

x(t)=12π∫−∞∞X(ω) ejωt dω. x(t) = \frac{1}{2\pi} \int_{-\infty}^{\infty} X(\omega)\, e^{j\omega t}\, d\omega .

X(ω)X(\omega) is complex: ∣X(ω)∣|X(\omega)| is how strong frequency ω\omega is, and ∠X(ω)\angle X(\omega) is its phase.

Example: a rectangular pulse

Let x(t)=1x(t) = 1 for ∣t∣<T/2|t| < T/2 and 00 otherwise. Then

X(ω)=∫−T/2T/2e−jωt dt=2sin⁡(ωT/2)ω=T sinc⁡ ⁣(ωT2π). X(\omega) = \int_{-T/2}^{T/2} e^{-j\omega t}\, dt = \frac{2 \sin(\omega T / 2)}{\omega} = T \,\operatorname{sinc}\!\left(\frac{\omega T}{2\pi}\right).

A pulse that is short in time is wide in frequency, and the other way around. This trade-off is the uncertainty principle of signal processing.

Useful properties

PropertyTime domainFrequency domain
Linearityax1(t)+bx2(t)a x_1(t) + b x_2(t)aX1(ω)+bX2(ω)a X_1(\omega) + b X_2(\omega)
Time shiftx(t−t0)x(t - t_0)e−jωt0X(ω)e^{-j\omega t_0} X(\omega)
Modulationejω0tx(t)e^{j\omega_0 t} x(t)X(ω−ω0)X(\omega - \omega_0)
Derivativex˙(t)\dot{x}(t)jωX(ω)j\omega X(\omega)
Convolution(x∗h)(t)(x * h)(t)X(ω)H(ω)X(\omega) H(\omega)

The last row is why the transform matters for linear time-invariant (LTI) systems: filtering, which is a convolution in time, becomes a simple multiplication in frequency.

When it doesn’t exist

The integral only converges when x(t)x(t) dies out fast enough, for example when ∫−∞∞∣x(t)∣ dt<∞\int_{-\infty}^{\infty} |x(t)|\, dt < \infty. A growing signal like etu(t)e^{t}u(t) has no Fourier transform. The Laplace transform fixes this.

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