All_FTs

Types of Fourier transforms
Gloria Menegaz
Types of Fourier Transforms
• Continuous Time Fourier Transform (CTFT), or Fourier Transforms
• Continuous Time Fourier Series (CTFS), or Fourier Series
• Discrete Time Fourier Transform (DTFT)
• Discrete Time Fourier Series (DTFS)
Reference textbook: Wavelets and Subband Coding, M. Vetterli, J. Kovacevic, Prentice

Hall Signal Processing Series.
Gloria Menegaz Types of Fourier transforms 2

Continuous Time FT
Z +∞
F(ω) = f (t)e− jωt dt analysis formula (1)
−∞
Z +∞
f (t) = F(ω)e jωt dω synthesis formula (2)
−∞
Both f (t) and F(ω) are continuous functions.
• Linearity
α f (t) + βg(t) ↔ αF(ω) + βG(ω) (3)
• Symmetry
f (t) ↔ F(ω) ⇒ F(t) ↔ 2π f (−ω) (4)

Continuous Time FT
• Shifting
f (t − t0) ↔ e− jωt0 F(ω) (5)

e jωt0 f (t) ↔ F(ω − ω0) (6)
• Scaling
1 ω
f (at) ↔ F (7)
|a| a
• Differentiation/Integration
∂n f (t) n )F(ω)
↔ ( jω (8)
Z t ∂t n
F( jω)
f (τ)dτ ↔ (9)
−∞ jω

Continuous Time FT
• Convolution:
Z +∞
h(t) = f (t) ? g(t) = f (τ)g(t − τ)dτ (10)
−∞
Convolution theorem:
f (t) ? g(t) ↔ F(ω)G(ω) (11)

Modulation theorem:
1
f (t)g(t) ↔ F(ω) ? G(ω) (12)
2π
• Parseval’s formula (energy conservation):

Z +∞
1 +∞ ?
Z
?
f (t)g(t) = F (ω)G(ω) (13)
−∞ 2π −∞
Z +∞ Z +∞
2 1
f (t) = g(t) ↔ | f (t)| dt = |F(ω)|2dω (14)
−∞ 2π −∞

Continuous Time Fourier Series
A periodic function f (t) with period T :
f (t) = f (t + T ) (15)
can be expressed as the linear combination of complex exponentials with
frequency nω0 where ω0 = 2π/T . Accordingly:
1 T /2
Z
F[k] = f (t)e− jkω0t dt analysis (16)
T −T /2
+∞
f (t) = ∑ F[k]e jkω0t synthesis (17)
k=−∞
Parseval’s relation:
Z T /2 +∞
f ?(t)g(t)dt = T ∑ F ?[k]G[k] (18)
−T /2 k=−∞
Z T /2 +∞
f (t) = g(t) ↔ k f (t)k2 = | f (t)|2dt = T ∑ |F[k]|2 = kF[k]k2
(19)
−T /2 k=−∞

Discrete Time Fourier Transform
A discrete signal, i.e. a sequence f [n], can be described by its DTFT:

+∞
F(e jω) = ∑ f [n]e− jωn analysis (20)
k=−∞
1 π
Z
f [n] = F(e jω)e jωndω synthesis (21)
2π −π
F(ω) is continuos and 2π periodic.
Convolution: given two sequences f [n] and g[n] and their DFTF F(e jω)
and G(e jω) then:
+∞ +∞
f [n] ? g[n] = ∑ f [n − k]g[k] = ∑ f [k]g[n − k] ↔ F(e jω)G(e jω) (22)
k=−∞ k=−∞

Discrete Time Fourier Transform
Parseval’s equality:
+∞ 1 π ? jω
Z
?
∑ f [n]g[n] = 2π −π F (e )G(e jω)dω (23)
n=−∞
and in particular when f [n] = g[n]:
+∞ 1 π
Z
∑ | f [n]| = 2π −π |F(e jω)|2dω
2 (24)
n=−∞
CTFS f (t) continuous and periodic F( jω) discrete
DTFT f [n] discrete F(e jω) continuous and periodic
⇒ CTFS and DTFT are duals of each other

CTFS: continuous time fourier series; DTFS: discrete time Fourier transforms
There is a mathematical relation between the CTFS of a signal f (t) and the
DTFT of a sequence { f [n]} (sampling section).

Discrete Time Fourier series
If a discrete time sequence is periodic with period N : f [n] = f [n + Nl], ∀l ∈
Z , then the Discrete Time Fourier Series (DTFS) is given by:
N−1 − j2nkπ
F[k] = ∑ f [n]e N analysis (25)
n=0
1 N−1 j2nkπ
f [n] = ∑ F[k]e N synthesis (26)
N k=0
Both f [n] and F[k] are discrete and periodic.
Similar relations hold for the convolution and Parseval’s formulas.
The Discrete Fourier Transform (DFT) is derived by relaxing the periodicity
constraint and considering only one period. It can be thought either as the
transform of one period of a periodic signal or as the sampling of a DTFT of
a continuous signal.

Summary
Transform Time Freq. Analysis/Synthesis Duality

R +∞ − jωt
F(ω) = −∞ f (t)e dt
Fourier C C R jωt self-dual
f (t) = 1/2π ω F(ω)e dω
Transform
(CTFT)
R T /2
F[k] = 1/T −T /2 f (t)e− j2πkt dt
Fourier Series C,P D dual with DTFT
(CTFS) f (t) = ∑k F[k]e j2πkt
F(e jω ) = ∑n f [n]e− j2πωn/ωs
Discrete Time D C,P R ω /2 dual with CTFS
f [n] = 1/ωs −ωs s /2 F(e jω )e j2πωn/ωs dω
Fourier Trans-
form (DTFT)
− j2πnk/N
F[k] = ∑N−1
n=0 f [n]e
Discrete Time D,P D,P N−1 self-dual
Fourier Series
f [n] = 1/N ∑n=0 F[k]e j2πnk/N
(DTFS)

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Types of Fourier transforms

• Continuous Time Fourier Transform (CTFT), or Fourier Transforms

• Continuous Time Fourier Series (CTFS), or Fourier Series

• Discrete Time Fourier Transform (DTFT)

• Discrete Time Fourier Series (DTFS)

Reference textbook: Wavelets and Subband Coding, M. Vetterli, J. Kovacevic, Prentice

Gloria Menegaz Types of Fourier transforms 2

Gloria Menegaz Types of Fourier transforms 3

f (t − t0) ↔ e− jωt0 F(ω) (5)

Gloria Menegaz Types of Fourier transforms 4

f (t) ? g(t) ↔ F(ω)G(ω) (11)

• Parseval’s formula (energy conservation):

Gloria Menegaz Types of Fourier transforms 5

Gloria Menegaz Types of Fourier transforms 6

A discrete signal, i.e. a sequence f [n], can be described by its DTFT:

Gloria Menegaz Types of Fourier transforms 7

⇒ CTFS and DTFT are duals of each other

Gloria Menegaz Types of Fourier transforms 8

Gloria Menegaz Types of Fourier transforms 9

Transform Time Freq. Analysis/Synthesis Duality

Gloria Menegaz Types of Fourier transforms 10

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