Unit 4: The Continuous Time Fourier Transform and Sampling

ECE220 — Signal And Systems 8 min read

The continuous time Fourier transform (CTFT) extends the Fourier series to signals that are not periodic, mapping a time-domain signal into a continuous distribution of frequency components. Sampling then bridges this analog world with digital processing by asking when discrete samples fully capture a continuous signal. Both rest on the same idea: any well-behaved signal is a superposition of complex exponentials .

Defining conventions used throughout:

  • Signal notation: is the time signal; is its transform; is angular frequency in rad/s.
  • Existence: the CTFT exists when is absolutely integrable, , or has finite energy.
  • Duality of domains: narrow in time implies wide in frequency, and vice versa — a scaling reciprocity that governs every property.
  • Complex spectrum: carries a magnitude spectrum and a phase spectrum.

II. The Continuous Time Fourier Transform

From Fourier series to a continuous spectrum.

A. Representation of aperiodic signals: the continuous time Fourier transform

An aperiodic signal is treated as the limit of a periodic signal whose period , so the discrete Fourier-series lines merge into a continuum.

  • Derivation idea: for a periodic with period , the coefficients are . As , spacing and .
  • Analysis equation: converts time to frequency.
    TEXT
    X(jω) = ∫₋∞^∞ x(t) e^(−jωt) dt
  • Synthesis equation: rebuilds the signal from its spectrum.
    TEXT
    x(t) = (1/2π) ∫₋∞^∞ X(jω) e^(jωt) dω
  • Symbol definitions: is the spectrum (units of amplitude·seconds); the accounts for integrating over rather than .
  • Worked example — one-sided exponential: for , :
    TEXT
    X(jω) = ∫₀^∞ e^(−at) e^(−jωt) dt = 1/(a + jω)

    Magnitude , a lowpass shape decaying with .

B. The Fourier transform for periodic signals

A periodic signal has no finite integral, yet it still has a transform once impulses are allowed.

  • Key result: a single exponential transforms to an impulse in frequency.
    TEXT
    x(t) = e^(jω₀t)  ⟷  X(jω) = 2π δ(ω − ω₀)
  • General periodic signal: expand as a Fourier series, then transform term by term.
    TEXT
    x(t) = Σ aₖ e^(jkω₀t)  ⟷  X(jω) = 2π Σ aₖ δ(ω − kω₀)
  • Interpretation: the continuous spectrum collapses to a train of impulses located at harmonics , each weighted by — the CTFT thus subsumes the Fourier series as a special case.
  • Example: , two impulses symmetric about the origin.

C. Software simulation of frequency spectrum of real world signals

Real signals are sampled and finite, so their spectra are computed numerically with the FFT, an efficient discrete Fourier transform.

  • Pipeline: acquire samples at rate , window the record, apply the FFT, scale to physical units.
  • Frequency axis: for samples, bin maps to ; resolution is .
  • Windowing: multiplying by a Hann or Hamming window reduces spectral leakage caused by finite record length.
  • Illustrative code:
    PYTHON
    import numpy as np
    fs = 1000                       # sampling rate, Hz
    t  = np.arange(0, 1, 1/fs)
    x  = np.sin(2*np.pi*50*t) + 0.5*np.sin(2*np.pi*120*t)
    X  = np.fft.rfft(x * np.hanning(len(x)))
    f  = np.fft.rfftfreq(len(x), 1/fs)
    mag = np.abs(X) / len(x)
  • Reading the output: peaks appear near 50 Hz and 120 Hz; the window smears each peak but suppresses side ripples.

D. Properties of continuous time Fourier transform

The properties turn hard integrals into algebra by exploiting how operations in one domain map to the other.

  • Linearity: .
  • Time shift: — shifts alter phase only, never magnitude.
  • Frequency shift (modulation): , the basis of AM communication.
  • Time scaling: — compressing time stretches frequency.
  • Convolution: , the property that makes frequency-domain filtering possible.
  • Multiplication: , the dual of convolution.
  • Differentiation: ; each derivative multiplies by .
  • Parseval's relation: energy is conserved across domains.
    TEXT
    ∫₋∞^∞ |x(t)|² dt = (1/2π) ∫₋∞^∞ |X(jω)|² dω

III. Sampling

Turning a continuous signal into samples without losing information.

A. Sampling: Introduction

Sampling records a continuous signal only at instants spaced apart, producing a sequence that a digital system can store and process.

  • Ideal sampling model: multiply by an impulse train (the sampling function).
    TEXT
    p(t) = Σ δ(t − nT)      xₚ(t) = x(t) p(t) = Σ x(nT) δ(t − nT)
  • Sampling parameters: is the sampling period; is the sampling rate; .
  • Central question: whether the discrete samples preserve enough information to recover exactly.

B. Representation of continuous time signal by its samples: sampling theorem

The sampling theorem states the exact condition under which samples fully determine a bandlimited signal.

  • Statement: a signal bandlimited to (i.e. for ) is uniquely determined by samples spaced apart provided
    TEXT
    ωₛ > 2ωM      equivalently      fs > 2 fM
  • Nyquist rate: the minimum rate ; is the Nyquist frequency, the highest recoverable component.
  • Spectral picture: sampling in time replicates the spectrum every .
    TEXT
    Xₚ(jω) = (1/T) Σ X(j(ω − kωₛ))
  • Why the bound works: if the replicas do not overlap, so a lowpass filter can isolate the original baseband copy.
  • Example: audio bandlimited to 20 kHz needs kHz; the CD standard 44.1 kHz satisfies this with margin.

C. Reconstruction of a signal from its samples using interpolation

Reconstruction fills the gaps between samples by lowpass filtering the impulse-weighted samples.

  • Ideal reconstruction filter: an ideal lowpass with cutoff between and and gain ; its impulse response is a sinc.
  • Sinc interpolation formula:
    TEXT
    x(t) = Σ x(nT) · sinc((t − nT)/T),   sinc(θ) = sin(πθ)/(πθ)
  • Meaning of the terms: each sample becomes a sinc centred at ; the sincs sum so that each is zero at every other sample instant, guaranteeing exact fit.
  • Practical interpolators: ideal sinc is non-causal and infinite, so real systems use
    1. Zero-order hold: each sample held constant until the next — simple, but a staircase output needing correction.
    2. First-order hold (linear): straight lines connect samples — smoother, still an approximation of the sinc.

D. The effect of undersampling: aliasing

When the rate is too low, high frequencies masquerade as low ones and the signal cannot be recovered.

  • Condition: aliasing occurs when , so the shifted spectral replicas overlap.
  • Frequency folding: a component at appears at the alias nearest to baseband.
  • Consequence: the overlapped region is corrupted; no filter can separate original from replica, so information is permanently lost.
  • Anti-aliasing: an analog lowpass filter before sampling removes energy above , trading bandwidth for correctness.
  • Example: a 90 Hz tone sampled at Hz aliases to Hz — a wrong, lower pitch.

E. Software simulation of effect of undersampling

Simulation makes aliasing visible by sampling a known tone below its Nyquist rate and inspecting the result.

  • Method: define a high-rate "true" signal, resample at a deliberately low , then compare spectra or reconstructed waveforms.
  • Expected observation: the sampled sequence shows a spurious low-frequency component absent from the original.
  • Illustrative code:
    PYTHON
    import numpy as np
    f0 = 90                         # true tone, Hz
    fs = 100                        # undersampled rate (Nyquist would need >180)
    n  = np.arange(0, 50)
    xs = np.sin(2*np.pi*f0*n/fs)    # sampled sequence
    # spectrum reveals a peak near |f0 - fs| = 10 Hz, not 90 Hz
    X  = np.abs(np.fft.rfft(xs))
    f  = np.fft.rfftfreq(len(n), 1/fs)
  • Interpretation: the FFT peak sits at the alias frequency 10 Hz, confirming that undersampling relocated the tone; raising above restores the correct 90 Hz peak.