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Fourier Series and Fourier Transform

Fourier analysis resolves a signal into complex exponentials, which are eigenfunctions of every linear time-invariant (LTI) system. A continuous-time periodic signal requires a discrete set of harmonically related exponentials and is described by a Fourier series. A typical aperiodic energy signal requires a continuum of frequencies and is described by a Fourier transform. Throughout this chapter,

ω=2πf.\omega=2\pi f.

Here ff is cyclic frequency in hertz and ω\omega is angular frequency in radians per second. Keeping this convention fixed determines every factor of 2π2\pi.

Let x(t+T0)=x(t)x(t+T_0)=x(t), where T0T_0 is the fundamental period, and let ω0=2π/T0\omega_0=2\pi/T_0. The frequencies nω0n\omega_0, n∈Zn\in\mathbb Z, are the DC component, fundamental, and harmonics.

x(t)=∑n=−∞∞Cnejnω0t,Cn=1T0∫t0t0+T0x(t)e−jnω0t dt.\begin{aligned} x(t)&=\sum_{n=-\infty}^{\infty}C_ne^{\mathrm{j}n\omega_0t},\\ C_n&=\frac{1}{T_0}\int_{t_0}^{t_0+T_0} x(t)e^{-\mathrm{j}n\omega_0t}\,\mathrm{d}t. \end{aligned}

The coefficient integral may be evaluated over any complete period; its value is independent of the starting point t0t_0.

For integers mm and nn, the complex harmonics obey

Here δnm\delta_{nm} is the Kronecker delta, not the Dirac impulse. Multiplying the series by e−jmω0te^{-\mathrm{j}m\omega_0t} and integrating over one period isolates CmC_m. In particular,

C0=1T0∫t0t0+T0x(t) dtC_0=\frac{1}{T_0}\int_{t_0}^{t_0+T_0}x(t)\,\mathrm{d}t

is the average or DC value.

For a real periodic signal, an equivalent representation is

Sine and cosine orthogonality gives these coefficients in the same way. This section uses a0a_0 itself as the average. The alternative convention with a0/2a_0/2 as the constant term assigns a different meaning to the symbol a0a_0; the two conventions must not be mixed.

Euler’s identities give the exact conversion between forms.

QuantityConversion
DC termC0=a0C_0=a_0
Positive-frequency coefficientCn=an−jbn2\displaystyle C_n=\frac{a_n-\mathrm{j}b_n}{2}, n≥1n\geq1
Negative-frequency coefficientC−n=an+jbn2\displaystyle C_{-n}=\frac{a_n+\mathrm{j}b_n}{2}, n≥1n\geq1
Cosine coefficientan=Cn+C−na_n=C_n+C_{-n}
Sine coefficientbn=j(Cn−C−n)b_n=\mathrm{j}(C_n-C_{-n})

Conversion between complex and trigonometric Fourier coefficients.

For real x(t)x(t), C−n=Cn∗C_{-n}=C_n^*. Pairing positive and negative frequencies gives

Equivalently, an=Ancos⁡ϕna_n=A_n\cos\phi_n and bn=−Ansin⁡ϕnb_n=-A_n\sin\phi_n. A two-sided complex spectrum uses line height ∣Cn∣|C_n| at each signed frequency, while a one-sided sinusoidal amplitude spectrum uses 2∣Cn∣2|C_n| for n>0n>0.

Frequency and Line-Spectrum Interpretation

Section titled “Frequency and Line-Spectrum Interpretation”

The coefficient CnC_n specifies the complex amplitude of the spectral line at ω=nω0\omega=n\omega_0. No content exists between adjacent harmonics.

Fourier-series line spectrum with discrete amplitudes at harmonic multiples of the fundamental angular frequency.

Fourier-series line spectrum with discrete amplitudes at harmonic multiples of the fundamental angular frequency.

Since

F ⁣{ejnω0t}=2πδ(ω−nω0),\mathcal{F}\!\left\{e^{\mathrm{j}n\omega_0t}\right\}=2\pi\delta(\omega-n\omega_0),

the generalized transform of the periodic signal is

A nonzero periodic signal generally is not absolutely integrable over the whole real line, so this impulse train is a distributional transform rather than an ordinary convergent Fourier integral.

FeaturePeriodic signalTypical aperiodic energy signal
RepresentationFourier-series coefficients CnC_nFourier transform X(ω)X(\omega)
Frequency variableDiscrete harmonics nω0n\omega_0Continuous angular frequency ω\omega
Generalized FTWeighted impulse linesUsually an ordinary continuous spectrum
Natural measureAverage powerTotal energy
Parseval formSum over nnIntegral over ω\omega

Continuous-time periodic and aperiodic Fourier descriptions.

Aperiodicity alone does not guarantee finite energy or an ordinary transform; general signals can also contain mixtures of continuous spectra and lines.

Before integrating, inspect the waveform over a symmetric period. The following rules often remove most of the calculation.

Signal conditionTrigonometric resultComplex-coefficient result
Real, x(t)∈Rx(t)\in\mathbb Ran,bn∈Ra_n,b_n\in\mathbb RC−n=Cn∗C_{-n}=C_n^*
Even, x(−t)=x(t)x(-t)=x(t)bn=0b_n=0; cosine terms onlyC−n=Cn∈RC_{-n}=C_n\in\mathbb R
Odd, x(−t)=−x(t)x(-t)=-x(t)a0=an=0a_0=a_n=0; sine terms onlyC−n=−CnC_{-n}=-C_n and CnC_n is imaginary
Half-wave, x(t+T0/2)=−x(t)x(t+T_0/2)=-x(t)No DC or even harmonicsCn=0C_n=0 for every even nn

Fourier-series symmetry rules for a real periodic signal.

For half-wave symmetry, splitting the coefficient integral into two half periods produces the factor 1−(−1)n1-(-1)^n, which vanishes for even nn. Half-wave symmetry alone does not eliminate all sine terms or all cosine terms; even or odd symmetry is needed for that additional simplification.

Near a jump of height Δ=∣x(t+)−x(t−)∣\Delta=|x(t^+)-x(t^-)|, a truncated series oscillates. As the number of harmonics grows, the limiting maximum overshoot above the upper one-sided level is approximately

0.08949 Δ≈9% of the jump height.0.08949\,\Delta\approx9\%\text{ of the jump height}.

There is a corresponding undershoot on the other side. This fractional peak does not tend to zero; only the width of the oscillatory region shrinks toward the discontinuity. Away from the jump the approximation improves, and at the jump itself it converges to the midpoint. This is the Gibbs phenomenon.

Orthogonality divides average power among the harmonic lines:

For the square wave, Px=A2P_x=A^2. Substitution of its sine coefficients gives

A2=8A2π2∑k=0∞1(2k+1)2,A^2=\frac{8A^2}{\pi^2} \sum_{k=0}^{\infty}\frac{1}{(2k+1)^2},

consistent with ∑k=0∞(2k+1)−2=π2/8\sum_{k=0}^{\infty}(2k+1)^{-2}=\pi^2/8.

X(ω)=F ⁣{x(t)}=∫−∞∞x(t)e−jωt dt,x(t)=F−1 ⁣{X(ω)}=12π∫−∞∞X(ω)ejωt dω.\begin{aligned} X(\omega)&=\mathcal{F}\!\left\{x(t)\right\} =\int_{-\infty}^{\infty}x(t)e^{-\mathrm{j}\omega t}\,\mathrm{d}t,\\ x(t)&=\mathcal{F}^{-1}\!\left\{X(\omega)\right\} =\frac{1}{2\pi}\int_{-\infty}^{\infty} X(\omega)e^{\mathrm{j}\omega t}\,\mathrm{d}\omega. \end{aligned}

We write the transform pair as x(t)⟷X(ω)x(t)\longleftrightarrow X(\omega).

Absolute integrability,

∫−∞∞∣x(t)∣ dt<∞,\int_{-\infty}^{\infty}|x(t)|\,\mathrm{d}t<\infty,

is a useful sufficient condition for the ordinary transform to exist; it is not necessary. Finite-energy signals admit an L2L^2 transform in the mean-square sense, while constants, sinusoids, and impulses are handled by generalized functions or distributions. Under the L1L^1 condition, X(ω)X(\omega) is bounded and continuous and tends to zero as ∣ω∣→∞|\omega|\to\infty.

The waveform x(t)x(t) describes variation with time, while

X(ω)=∣X(ω)∣ej∠X(ω)X(\omega)=|X(\omega)|e^{\mathrm{j}\angle X(\omega)}

describes the magnitude density and phase of its frequency components. The inverse transform shows that a narrow interval dω\mathrm{d}\omega contributes approximately

12πX(ω)ejωt dω\frac{1}{2\pi}X(\omega)e^{\mathrm{j}\omega t}\,\mathrm{d}\omega

to the signal. Therefore X(ω)X(\omega) is a spectral density, not generally the amplitude of one isolated sinusoid. If xx has units UU, then XX has units U⋅sU\cdot\mathrm{s} under this convention.

The magnitude ∣X(ω)∣|X(\omega)| measures frequency content, while ∠X(ω)\angle X(\omega) determines how components align in time. Magnitude alone usually cannot reconstruct the waveform. Phase is undefined at spectral zeros and is interpreted modulo 2π2\pi when wrapped.

For a real signal, the spectrum is Hermitian:

Hence ∣X(ω)∣|X(\omega)| is even and phase is odd wherever a consistent phase branch is defined.

Time-domain conditionFrequency-domain consequence
x(t)x(t) realX(−ω)=X∗(ω)X(-\omega)=X^*(\omega)
x(t)x(t) real and evenX(ω)X(\omega) is real and even
x(t)x(t) real and oddX(ω)X(\omega) is imaginary and odd
x∗(t)x^*(t)X∗(−ω)X^*(-\omega)
x(−t)x(-t)X(−ω)X(-\omega)

Useful Fourier-transform symmetry results.

Assume x(t)⟷X(ω)x(t)\longleftrightarrow X(\omega) and g(t)⟷G(ω)g(t)\longleftrightarrow G(\omega). Frequency-domain convolution means

(X∗G)(ω)=∫−∞∞X(ν)G(ω−ν) dν.(X*G)(\omega)=\int_{-\infty}^{\infty} X(\nu)G(\omega-\nu)\,\mathrm{d}\nu.
PropertyTime-domain expressionFrequency-domain expression
Linearityax(t)+bg(t)a x(t)+b g(t)aX(ω)+bG(ω)aX(\omega)+bG(\omega)
Time shiftx(t−t0)x(t-t_0)e−jωt0X(ω)e^{-\mathrm{j}\omega t_0}X(\omega)
Frequency shiftejω0tx(t)e^{\mathrm{j}\omega_0t}x(t)X(ω−ω0)X(\omega-\omega_0)
Time scaling, a≠0a\neq0x(at)x(at)$\dfrac{1}{
Time differentiationdx(t)dt\dfrac{\mathrm{d}x(t)}{\mathrm{d}t}jωX(ω)\mathrm{j}\omega X(\omega)
Convolutionx(t)∗g(t)x(t)*g(t)X(ω)G(ω)X(\omega)G(\omega)
Multiplicationx(t)g(t)x(t)g(t)12π(X∗G)(ω)\dfrac{1}{2\pi}(X*G)(\omega)
DualityX(t)X(t)2πx(−ω)2\pi x(-\omega)
Real-signal symmetryx(t)∈Rx(t)\in\mathbb RX(−ω)=X∗(ω)X(-\omega)=X^*(\omega)
Parseval energy$\displaystyle\int_{-\infty}^{\infty}x(t)

Properties for the angular-frequency Fourier convention.

The derivations below assume the required integrals, changes of integration order, derivatives, and boundary terms are valid. The identities also hold distributionally when interpreted appropriately.

Linearity of integration gives

F ⁣{ax(t)+bg(t)}=∫−∞∞[ax(t)+bg(t)]e−jωt dt=aX(ω)+bG(ω).\mathcal{F}\!\left\{a x(t)+b g(t)\right\} =\int_{-\infty}^{\infty}[a x(t)+b g(t)]e^{-\mathrm{j}\omega t}\,\mathrm{d}t =aX(\omega)+bG(\omega).

With τ=t−t0\tau=t-t_0,

F ⁣{x(t−t0)}=∫−∞∞x(τ)e−jω(τ+t0) dτ=e−jωt0X(ω).\begin{aligned} \mathcal{F}\!\left\{x(t-t_0)\right\} &=\int_{-\infty}^{\infty}x(\tau) e^{-\mathrm{j}\omega(\tau+t_0)}\,\mathrm{d}\tau\\ &=e^{-\mathrm{j}\omega t_0}X(\omega). \end{aligned}

A delay changes phase by −ωt0-\omega t_0 but leaves magnitude unchanged.

Combining the exponentials yields

F ⁣{ejω0tx(t)}=∫−∞∞x(t)e−j(ω−ω0)t dt=X(ω−ω0).\mathcal{F}\!\left\{e^{\mathrm{j}\omega_0t}x(t)\right\} =\int_{-\infty}^{\infty}x(t) e^{-\mathrm{j}(\omega-\omega_0)t}\,\mathrm{d}t =X(\omega-\omega_0).

Multiplication by a complex carrier translates the spectrum by +ω0+\omega_0, which is the mathematical basis of modulation.

For τ=at\tau=at, reversing the limits when a<0a<0 gives

F ⁣{x(at)}=1∣a∣∫−∞∞x(τ)e−j(ω/a)τ dτ=1∣a∣X ⁣(ωa).\mathcal{F}\!\left\{x(at)\right\}=\frac{1}{|a|} \int_{-\infty}^{\infty}x(\tau) e^{-\mathrm{j}(\omega/a)\tau}\,\mathrm{d}\tau =\frac{1}{|a|}X\!\left(\frac{\omega}{a}\right).

Compression in time expands the spectrum, and expansion in time compresses it.

Integration by parts gives

F ⁣{dx(t)dt}=[x(t)e−jωt]−∞∞+jω∫−∞∞x(t)e−jωt dt=jωX(ω),\begin{aligned} \mathcal{F}\!\left\{\frac{\mathrm{d}x(t)}{\mathrm{d}t}\right\} &=\left[x(t)e^{-\mathrm{j}\omega t}\right]_{-\infty}^{\infty} +\mathrm{j}\omega\int_{-\infty}^{\infty} x(t)e^{-\mathrm{j}\omega t}\,\mathrm{d}t\\ &=\mathrm{j}\omega X(\omega), \end{aligned}

when the boundary term vanishes. The result remains valid for appropriate distributions, where jumps can generate impulses in the derivative.

For y(t)=x(t)∗g(t)y(t)=x(t)*g(t), use λ=t−τ\lambda=t-\tau:

Y(ω)=∫−∞∞∫−∞∞x(τ)g(t−τ)e−jωt dτ dt=[∫−∞∞x(τ)e−jωτ dτ][∫−∞∞g(λ)e−jωλ dλ]=X(ω)G(ω).\begin{aligned} Y(\omega) &=\int_{-\infty}^{\infty}\int_{-\infty}^{\infty} x(\tau)g(t-\tau)e^{-\mathrm{j}\omega t}\,\mathrm{d}\tau\,\mathrm{d}t\\ &=\left[\int_{-\infty}^{\infty} x(\tau)e^{-\mathrm{j}\omega\tau}\,\mathrm{d}\tau\right] \left[\int_{-\infty}^{\infty} g(\lambda)e^{-\mathrm{j}\omega\lambda}\,\mathrm{d}\lambda\right]\\ &=X(\omega)G(\omega). \end{aligned}

A difficult time-domain convolution becomes ordinary multiplication.

Insert the inverse transform of g(t)g(t) and interchange integrals:

F ⁣{x(t)g(t)}=12π∫−∞∞G(ν)[∫−∞∞x(t)e−j(ω−ν)t dt]dν=12π∫−∞∞G(ν)X(ω−ν) dν=12π(X∗G)(ω).\begin{aligned} \mathcal{F}\!\left\{x(t)g(t)\right\} &=\frac{1}{2\pi}\int_{-\infty}^{\infty}G(\nu) \left[\int_{-\infty}^{\infty}x(t) e^{-\mathrm{j}(\omega-\nu)t}\,\mathrm{d}t\right]\mathrm{d}\nu\\ &=\frac{1}{2\pi}\int_{-\infty}^{\infty} G(\nu)X(\omega-\nu)\,\mathrm{d}\nu =\frac{1}{2\pi}(X*G)(\omega). \end{aligned}

If X(t)=∫x(τ)e−jtτ dτX(t)=\int x(\tau)e^{-\mathrm{j}t\tau}\,\mathrm{d}\tau, then

F ⁣{X(t)}=∫−∞∞x(τ)[∫−∞∞e−jt(τ+ω) dt]dτ=2π∫−∞∞x(τ)δ(τ+ω) dτ=2πx(−ω).\begin{aligned} \mathcal{F}\!\left\{X(t)\right\} &=\int_{-\infty}^{\infty}x(\tau) \left[\int_{-\infty}^{\infty} e^{-\mathrm{j}t(\tau+\omega)}\,\mathrm{d}t\right]\mathrm{d}\tau\\ &=2\pi\int_{-\infty}^{\infty} x(\tau)\delta(\tau+\omega)\,\mathrm{d}\tau =2\pi x(-\omega). \end{aligned}

Thus every pair supplies a dual pair. In particular, δ(t)↔1\delta(t)\leftrightarrow1 implies 1↔2πδ(ω)1\leftrightarrow2\pi\delta(\omega), and a rectangle–sinc pair supplies a sinc–rectangle dual.

If x(t)x(t) is real,

X∗(ω)=[∫−∞∞x(t)e−jωt dt]∗=∫−∞∞x(t)ejωt dt=X(−ω).\begin{aligned} X^*(\omega) &=\left[\int_{-\infty}^{\infty} x(t)e^{-\mathrm{j}\omega t}\,\mathrm{d}t\right]^*\\ &=\int_{-\infty}^{\infty}x(t)e^{\mathrm{j}\omega t}\,\mathrm{d}t =X(-\omega). \end{aligned}

Thus the spectrum is Hermitian:

It follows that ∣X(ω)∣|X(\omega)| is even and ∠X(ω)\angle X(\omega) is odd. A real even signal has a purely real spectrum, while a real odd signal has a purely imaginary spectrum. This is why a cosine produces real spectral impulses and a sine produces imaginary spectral impulses.

Insert the inverse transform of x(t)x(t) into the inner product:

∫−∞∞x(t)g∗(t) dt=12π∫−∞∞X(ω)[∫−∞∞g∗(t)ejωt dt]dω=12π∫−∞∞X(ω)G∗(ω) dω.\begin{aligned} \int_{-\infty}^{\infty}x(t)g^*(t)\,\mathrm{d}t &=\frac{1}{2\pi}\int_{-\infty}^{\infty}X(\omega) \left[\int_{-\infty}^{\infty} g^*(t)e^{\mathrm{j}\omega t}\,\mathrm{d}t\right]\mathrm{d}\omega\\ &=\frac{1}{2\pi}\int_{-\infty}^{\infty} X(\omega)G^*(\omega)\,\mathrm{d}\omega. \end{aligned}

Setting g=xg=x gives

Many texts call ∣X(ω)∣2|X(\omega)|^2 the energy spectral density (ESD). Under this angular-frequency convention, the energy in an interval is more precisely

dE=12π∣X(ω)∣2 dω.\mathrm{d}E=\frac{1}{2\pi}|X(\omega)|^2\,\mathrm{d}\omega.

Parseval permits energy to be calculated in whichever domain is easier.

Common Transform Pairs and Worked Transforms

Section titled “Common Transform Pairs and Worked Transforms”

Pair Table and Distribution Qualifications

Section titled “Pair Table and Distribution Qualifications”

This table uses the normalized definition

sinc⁡(ξ)=sin⁡(πξ)πξ,sinc⁡(0)=1,\operatorname{sinc}(\xi)=\frac{\sin(\pi\xi)}{\pi\xi}, \qquad \operatorname{sinc}(0)=1,

introduced in the section.

Time signalFourier transform
δ(t)\delta(t)11
δ(t−t0)\delta(t-t_0)e−jωt0e^{-\mathrm{j}\omega t_0}
112πδ(ω)2\pi\delta(\omega)
e−atu(t)e^{-at}u(t), a>0a>01a+jω\dfrac{1}{a+\mathrm{j}\omega}
**$e^{-at
cos⁡(ω0t)\cos(\omega_0t)π[δ(ω−ω0)+δ(ω+ω0)]\pi[\delta(\omega-\omega_0)+\delta(\omega+\omega_0)]
sin⁡(ω0t)\sin(\omega_0t)πj[δ(ω−ω0)−δ(ω+ω0)]\dfrac{\pi}{\mathrm{j}}[\delta(\omega-\omega_0)-\delta(\omega+\omega_0)]
Arect⁡(t/Tp)A\operatorname{rect}(t/T_p)ATpsinc⁡ ⁣(ωTp2π)AT_p\operatorname{sinc}\!\left(\dfrac{\omega T_p}{2\pi}\right)

Common Fourier-transform pairs under the angular-frequency convention.

The constant, sinusoid, and impulse rows are distributional; they do not arise from ordinary absolutely convergent integrals. Impulse labels specify area. The sine pair has weight +jπ+\mathrm{j}\pi at −ω0-\omega_0 and −jπ-\mathrm{j}\pi at +ω0+\omega_0, as required by imaginary odd symmetry.

Common Fourier-transform pairs shown in both domains. Impulse arrows denote spectral weight; the causal-exponential panel shows magnitude, and the sine spectrum uses upward and downward arrows for opposite imaginary coefficients.

Common Fourier-transform pairs shown in both domains. Impulse arrows denote spectral weight; the causal-exponential panel shows magnitude, and the sine spectrum uses upward and downward arrows for opposite imaginary coefficients.

Each row of the figure compares a signal with its spectrum. An impulse has a flat spectrum; a constant becomes an impulse at ω=0\omega=0; a causal decaying exponential has a smooth low-pass magnitude; and the cosine and sine have line spectra at ±ω0\pm\omega_0. The cosine lines are real, whereas the sine lines are purely imaginary with opposite signs.

The pulse illustrates time–frequency spectral-width duality. More generally, replacing x(t)x(t) by x(at)x(at) compresses duration by ∣a∣|a|, expands spectral features by ∣a∣|a|, and scales spectral amplitude by 1/∣a∣1/|a|. Do not mix normalized sinc⁡(ξ)=sin⁡(πξ)/(πξ)\operatorname{sinc}(\xi)=\sin(\pi\xi)/(\pi\xi) with the unnormalized function sin⁡z/z\sin z/z, whose zeros occur at nonzero multiples of π\pi.

If an LTI system has impulse response h(t)h(t) and frequency response H(ω)=F ⁣{h(t)}H(\omega)=\mathcal{F}\!\left\{h(t)\right\}, then

Thus

∣Y(ω)∣=∣X(ω)∣ ∣H(ω)∣,∠Y(ω)=∠X(ω)+∠H(ω).|Y(\omega)|=|X(\omega)|\,|H(\omega)|, \qquad \angle Y(\omega)=\angle X(\omega)+\angle H(\omega).

The system scales and phase-shifts each complex-exponential component independently. For a real LTI system, at a frequency where the steady-state response exists,

This is the basis of filter analysis: ∣H∣|H| sets passband gain and attenuation, while ∠H\angle H sets phase distortion or delay. The convolution theorem replaces an integral with multiplication, and the frequency-shift property explains how modulation moves a baseband spectrum to a carrier frequency.

For an energy signal, Parseval gives the output energy directly:

Ey=12π∫−∞∞∣X(ω)∣2∣H(ω)∣2 dω.E_y=\frac{1}{2\pi}\int_{-\infty}^{\infty} |X(\omega)|^2|H(\omega)|^2\,\mathrm{d}\omega.

Only frequencies present in the input contribute, so filter requirements need to hold over the occupied signal band rather than over all frequencies.