Fourier Transforms of
Generalised Functions
F FT { f (t )}
f (t )e it dt
Existence of FT
• The FT of a function exists provided the
function satisfies the Dirichlet conditions:
f t dt ,
and any discontinuities are finite
• Generalised functions
- Do not satisfy the Dirichlet conditions
- Often used in signal processing
- We can still find their FTs
The Delta Function
• Properties
1. t 0 for t 0
2. lim t
t 0
3.
Let
h0
1/h
t dt 1
• Graph becomes a ‘spike’
h
• Models eg a very large current applied
for a very short time
The Delta Function
• Further properties...
f t t dt f 0
(t )
f (t )
f (t )
(t a)
f t t a dt f a
b
a
f
f t t dt
0
0
if a b
otherwise
a
FT of the Delta Function
FT t eit t dt
e i 0
1
In general…
f t t dt f 0
FT t a eit t a dt
e ia
f t t a dt f a
Fourier Transform of 1
If
f t δ t F 1
Symmetry property:
FTF t 2πf ω
FT1 2
2
Delta function
is even
FT of Cosine and Sine
If
f t t a F eia
Symmetry: FTF t 2πf ω
FTeiat 2 a
Similarly
2 a
iat
FTe 2 a
1
1
iat
iat
2 a 2 a
FT cosat FT e e
2
2
a ( a)
1
1
iat
iat
FT sin at FT e e
2 a 2 a
2i
2i
i a ( a)
FT of Powers of t
Multiplication property:
dF
FTtf t i
dω
d
FT
t FTt 1 i FT1
d
d
2
i
d
2 i '
Similarly
d
FTt
FTt FTt t i
d
d
2i '
i
d
2
2 ' '
FT of sgn(t)
Definition
1
sgn t
1
t0
t0
Result from Homework 1…
2i
FT e sgn t 2
a2
a t
Let a 0 : e sgn t sgn t
2i
a t
2
i
sgn t
and FT e
2
2i
FTsgn t
a t
FT of the Heaviside Function
sgn t
Hence
1 sgn t
1
FTut FT 1 sgn t
2
1
FT1 FTsgn t
2
1
2i
2πδ ω
2
i
π δ ω
1
ut 1 sgnt
2
Now look at Tutorial 3
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