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The lower limit 0 is a infinitesimally small amount less than zero. Now, suppose
that the width w gets very small, indeed as small at 0+ , an number an infinitesimal
amount bigger than zero. At that point, g(t) has become like the function, a
very thin, very high spike at zero, such that
Z Z 0+
(t)dt = (t)dt = 1
0
1
3/2
g(t) (t)
1/ w
0 w 0
(a) (b)
Figure 3.1: As w becomes very small the function g(t) turns into a -function (t) indicated by
the arrowed spike.
More formally the delta function is defined in association with any arbitrary function
f (t), as
The delta function ...
Z
f (t)(t)dt = f (0) .
Picking out values of a function in this way is called sifting of f (t) by (t). We
can also see that
Z
f (t)(t )dt = f ( ) ,
a result that we will return to.
(t ) A (t )
f(t) (t) f(t)
t t
0 0 0
Although the -function is infinitely high, very often you will see a described as
the unit -function, or see a -function
R spike with Ran amplitude A by it. This is to
denote a delta-function where (t)dt = 1 or A(t)dt = A.
3/3
FT [(t)] = 1
Proof: Use the definition of the -function and sift the function f (t) = eit :
Z
(t)eit dt = ei0 = 1 .
(t) = (t)
Parameter Scaling:
1
(at) = (t)
|a|
R
Proof: To prove this return to the fundamental definition, f (t)(t)dt = f (0)
If a 0, substitute (at) for t (no swap in limits)
Z Z
f (at)(at)d(at) = a f (at)(at)dt = f (0)
Z
But f (at)(t)dt = f (0) a (at) = (t).
Now if a < 0, substitute (at) for t (but need to swap limits as a negative)
Z Z
f (at)(at)d(at) = a f (at)(at)dt = f (0)
Z
But f (at)(t)dt = f (0) a (at) = (t).
So |a| (at) = (t) covers both cases, and the stated definition follows immedi-
ately.
3/4
Fourier Transform of 1
FT [1] = 2() .
You could obtain this either by putting 0 = 0 just above, or by using the dual
property, FT [1] = 2(), then the even symmetry property () = ().
3.4 Convolution
We turn now to a very important technique is signal analysis and processing. The
convolution of two functions f (t) and g(t) is denoted by f g. The convolution
is defined by an integral over the dummy variable .
3.4.1 Example 1
It is easier to see what is going on when convolving a signal f with a function g
of even or odd symmetry. However, to get into a strict routine, it is best to start
with an example with no symmetry.
[Q] Find and sketch the convolution of f (t) = u(t)eat with g(t) = u(t)ebt ,
where both a and b are positive.
[A] Using the first form of the convolution integral, the short answer must be
the unintelligible
Z
f g = u( )ea u(t )eb(t ) d .
f( ) g( ) g( ) g(t )
0 0 0 0 t
(a) (b) (c) (d)
Figure 3.3:
We now multiply the two functions, BUT we must worry about the fact that t is
a variable. In this case there are two different regimes, one when t < 0 and the
other when t 0. Figure 3.4 shows the result.
So now to the integration. For t < 0, the function on the bottom left of Figure
3.4 is everywhere zero, and the result is zero. For t 0
Z Z t
a b(t ) bt (ba) ebt (ba)t
u( )e u(t )e d = e e d = e 1
0 ba
3/6
g(t ) f( ) g(t ) f( )
t 0 0 t
f( ) g(t ) f( ) g(t )
t <0 t >0
0 t 0 t
Figure 3.4:
So
eat ebt /(b a) for t 0
f g(t) =
0 for t < 0
It is important to realize that the function at the bottom right of Figure 3.4 is
NOT the convolution. That is the function you are about to integrate over for a
particular value of t. Figure 3.5 shows the t > 0 part of the convolution for b = 2
and a = 1.
0.25
(exp(-x)-exp(-2*x))
0.2
0.15
0.1
0.05
0
0 1 2 3 4 5 6
3.4.2 Example 2
[Q] Derive an expression for the convolution of an arbitrary signal f (t) with the
function g(t) shown in the figure. Determine the convolution when f (t) = A, a
constant, and when f (t) = A + (B A)u(t).
[A] Follow the routine. Function f ( ) looks exactly like f (t), but g(t ) is
reflected and shifted. Multiply and integrate over from to . Because g
only has finite range, we can pinch in the limits of integration, and the convolution
becomes
Z t Z t+a
f g = f ( )d + f ( )d
ta t
Figure 3.6:
g(t ) f( ) f( ) g(t )
B f *g a(BA)
A
t
2a a 0 0 a 0 a a a
1: t<a 2: t=a 3: a<t<0 4: t=0 5: t>a
(a) (b)
Figure 3.7:
t t
0 t
Figure 3.8:
where all t.
3/9
Now suppose that h is causal. If > t then h(t ) = 0, and therefore, provided
h(t) is causal,
the time response y (t) to an input x(t) is
Z
y (t) = x( )h(t )d = x h .
1. The temporal output is the temporal input CONVOLVED with the Impulse
Response Function.
3. The frequency domain signal is the Fourier Transform of the temporal signal
For absolute clarity, lets switch the order of integration, then write t = + p. In
the inner integral is a constant, so that dt = dp.
Z Z
FT [x h] = x( )h(t )eit dtd
Z =
Zt=
= x( )h(p)ei eip dpd
Z =
p=
Z
i
= x( )e d h(p)eip dp
= p=
= FT [x] FT [h]
= X() H()
X( ) H( ) Y( )
Figure 3.9:
3.10 Example1
[Q1] Show that (t) f (t) = f (t).
R
[A1] One could do this the long way by writing f ( )(t )d , etc, but a
quicker way is to argue that
f (t) (t ) = f (t )
3/12
Previously this was expressed as an integral but we now recognize that integral
as the convolution integral!
3/13
f(t) g(t)
2
1
a a a/2 a/2
Figure 3.10:
[A2] Plotted below as functions of are f ( ), the reversed and shifted g(t )
for t = 3a/2, 3a/2 < t < a/2 and t = a/2, and the resulting f ( )g(t ).
g(t ) f( ) fg
1
t a a
g(t ) f( ) fg
1
t a a a t+a/2
g(t ) f( ) fg
1
a t a a 0
Figure 3.11:
f(t) * g(t)
2a
Figure 3.12:
[Q3] A signal f (t) is amplitude modulated by cos 0 into a signal y (t). Find the
resulting Fourier Transform Y () in terms of F ().
[A3] We could use the method given in Lecture 2 Amplitude modulation by a
cosine. Instead, lets use the property at Section 3.6 of this Lecture.
1
f (t)g(t) F () G()
2
where our g(t) = cos 0 t. By writing
1 i0 t
e + ei0 t
cos 0 t =
2
one can determine that
FT [cos 0 t] = (( + 0 ) + ( 0 )) .
(+ 0 ) ( 0 )
0 0
1
FT [f (t) cos 0 t] = F () (( + 0 ) + ( 0 ))
2
1
= (F ( + 0 ) + F ( 0 ))
2
F( ) Cosine F( )
Modulation
0 0 0 0
Figure 3.14: An amplitude spectrum split into two by modulation with a cosine wave.
3/16
3.12 Summary
We started by developing the definition of the unit delta function (t). Although
this is an infinitely high spike, it is also infinitely narrow, so that the integral over
it is unity.
The delta function was more formally defined via its sifting properties.
We looked at properties of the delta function and at Fourier transforms that involve
the delta function
We then defined the convolution integral, and looked at how to lay out the
integral graphically.
We defined the Impulse Response function and showed that the temporal output
of a system is the temporal input convolved with the input.
Finally, by showing that the FT of a convolution of two temporal function is the
product of their individual FTs, we found that our old friend the Transfer Function
is the Fourier Transform of the Impulse Response.