Set 34 — The Fourier Transform
Set 33 ended by showing the way here: as the period grows, the line spacing \(2\pi/T\) collapses and every coefficient shrinks to zero, so rescaling by \(T\) before taking the limit converts a discrete spectrum into a continuous density. That change buys three things the series could not offer. Aperiodic signals — a single pulse, a transient, a burst — acquire spectra. Energy replaces power as the conserved quantity. And a family of reciprocal relations becomes statable: narrow in time means wide in frequency, always, with a hard lower bound on the product. That last is what finally explains \(t_rf_c \approx 0.35\), the resonance ringing time of Set 29, and why no instrument can resolve two close tones in a short record.
The transform pair:
\[ F(\omega) = \int_{-\infty}^{\infty}f(t)e^{-j\omega t}\,dt, \qquad f(t) = \frac{1}{2\pi}\int_{-\infty}^{\infty}F(\omega)e^{j\omega t}\,d\omega \]The \(1/2\pi\) sits with the inverse in this convention; using \(f\) in hertz removes it entirely.
Core theorems:
Operation Transform \(f(at)\) \(\dfrac{1}{|a|}F\!\left(\dfrac{\omega}{a}\right)\) \(f(t-t_0)\) \(F(\omega)e^{-j\omega t_0}\) \(f(t)e^{j\omega_0t}\) \(F(\omega-\omega_0)\) \(df/dt\) \(j\omega F(\omega)\) \(f_1 * f_2\) \(F_1F_2\) \(f_1f_2\) \(\dfrac{1}{2\pi}F_1 * F_2\) Rayleigh's energy theorem:
\[ E = \int_{-\infty}^{\infty}\left|f(t)\right|^2dt = \frac{1}{2\pi}\int_{-\infty}^{\infty}\left|F(\omega)\right|^2d\omega \]so \(|F(\omega)|^2\) is an energy spectral density, per unit frequency.
Reciprocity. Compressing in time stretches in frequency, with
\[ \Delta t\,\Delta\omega \ge \tfrac12 \]for RMS widths, equality only for a Gaussian.
Sampling. A signal band-limited to \(f_{\max}\) is recoverable from samples taken at \(f_s > 2f_{\max}\); content above \(f_s/2\) folds back irretrievably.
Convention: \(\omega\) in rad/s throughout; \(\text{sinc}\,x = \sin x/x\), unnormalised.
Carry out the limiting process from Fourier series to transform in detail, using a rectangular pulse train, and identify what changes and what does not.
Start with a concrete case. A train of rectangular pulses of height \(A\) and width \(\tau\), repeating with period \(T\). Its exponential coefficients are
Now hold \(\tau\) fixed and increase \(T\). Two things happen independently:
| \(T/\tau\) | Line spacing \(\omega_0\) | Height \(A\tau/T\) | Envelope |
|---|---|---|---|
| 2 | \(\pi/\tau\) | \(0.50A\) | Unchanged |
| 5 | \(0.4\pi/\tau\) | \(0.20A\) | Unchanged |
| 20 | \(0.1\pi/\tau\) | \(0.05A\) | Unchanged |
| \(\to\infty\) | \(\to0\) | \(\to0\) | Still unchanged |
The envelope never moves. It is fixed by \(\tau\) alone, and its first null stays at \(\omega = 2\pi/\tau\) whatever the period. Only the sampling of that envelope gets finer, and the samples get shorter.
The difficulty and its cure. Every line tends to zero, so \(\lim c_n\) is useless. Multiply by \(T\) first:
— which is exactly the envelope, independent of \(T\). Writing \(\omega\) for \(n\omega_0\) as the spacing vanishes:
The envelope was the transform all along.
In general, substituting \(c_n = \frac1T\int f e^{-jn\omega_0t}dt\):
The \(1/T\) cancels and the limits open out. Reconstruction becomes an integral:
using \(1/T = \omega_0/2\pi \to d\omega/2\pi\).
What changed and what survived:
| Aspect | Series | Transform |
|---|---|---|
| Spectrum | Discrete lines | Continuous |
| Units of the spectral quantity | Same as \(f\) | Per unit frequency |
| Conserved quantity | Power | Energy |
| Applies to | Periodic only | Any finite-energy signal |
| Orthogonality | ✓ | ✓ — unchanged |
| Linearity, shifting, convolution | ✓ | ✓ — all carry over |
Every theorem survives; only the bookkeeping changes. That is why Problems 5 to 8 will look familiar from Set 33.
The units point deserves care. \(F(\omega)\) is a density:
so asking "how many volts at 1 kHz?" is meaningless for an aperiodic signal — a single frequency carries no energy in a continuum. Only integrals over a band are physical, which is Problem 11's subject.
State the conditions under which the transform exists, and explain how signals that violate them are handled.
The sufficient conditions (Dirichlet, plus absolute integrability):
together with finitely many maxima, minima and discontinuities in any finite interval. The integrability condition is the binding one — it guarantees the defining integral converges, since \(|e^{-j\omega t}| = 1\).
What passes and what fails:
| Signal | Absolutely integrable? | Transform |
|---|---|---|
| Rectangular pulse | ✓ | Ordinary function |
| \(e^{-at}u(t)\), \(a>0\) | ✓ | Ordinary function |
| Gaussian | ✓ | Ordinary function |
| \(u(t)\) | ✗ | Needs impulses |
| \(\cos\omega_0t\) | ✗ | Needs impulses |
| \(e^{+at}u(t)\) | ✗ | None exists |
The last row is the genuine failure. A growing exponential has no Fourier transform at all — which is exactly Set 31, Problem 16's point that the imaginary axis lies outside its region of convergence.
The rescue for the middle cases: allow impulses. A constant is not integrable, yet
Check by inverting:
by the sifting property. Admitting impulses extends the transform to every signal of finite power, not merely finite energy — which brings periodic signals back inside the theory (Problem 9).
The impulse-bearing transforms worth knowing:
| \(f(t)\) | \(F(\omega)\) |
|---|---|
| 1 | \(2\pi\delta(\omega)\) |
| \(e^{j\omega_0t}\) | \(2\pi\delta(\omega-\omega_0)\) |
| \(\cos\omega_0t\) | \(\pi\left[\delta(\omega-\omega_0)+\delta(\omega+\omega_0)\right]\) |
| \(\sin\omega_0t\) | \(-j\pi\left[\delta(\omega-\omega_0)-\delta(\omega+\omega_0)\right]\) |
| \(u(t)\) | \(\pi\delta(\omega)+\dfrac{1}{j\omega}\) |
| \(\text{sgn}(t)\) | \(\dfrac{2}{j\omega}\) |
The step is the interesting one. It is not simply \(1/j\omega\) — the extra \(\pi\delta(\omega)\) accounts for its non-zero mean value of \(\tfrac12\). Omitting it is a standard error.
Why the step needs both terms. Decompose:
The impulse carries the DC content and the \(1/j\omega\) carries the transition. Both are needed, and the decomposition makes the reason transparent.
Conventions vary, and mixing them is a frequent source of stray \(2\pi\) factors:
| Convention | Forward | Inverse |
|---|---|---|
| Angular (used here) | \(\int fe^{-j\omega t}dt\) | \(\frac{1}{2\pi}\int Fe^{j\omega t}d\omega\) |
| Hertz | \(\int fe^{-j2\pi ft}dt\) | \(\int Fe^{j2\pi ft}df\) — symmetric |
| Symmetric angular | \(\frac{1}{\sqrt{2\pi}}\int fe^{-j\omega t}dt\) | \(\frac{1}{\sqrt{2\pi}}\int Fe^{j\omega t}d\omega\) |
The hertz convention is tidiest — no factor anywhere — which is why signal processing prefers it. Always check which is in use before quoting a table.
Derive the transforms of the rectangular pulse, the one- and two-sided exponentials and the Gaussian, and assemble the working table.
aThe rectangular pulse, height \(A\), width \(\tau\), centred at the origin:
| Feature | Value |
|---|---|
| \(F(0)\) | \(A\tau\) — the pulse area |
| First null | \(\omega = 2\pi/\tau\) |
| Null spacing | \(2\pi/\tau\) |
| First sidelobe | −13.3 dB |
| Decay | \(1/\omega\) — from the discontinuity |
\(F(0)\) is always the area under \(f(t)\) — immediate from the definition with \(\omega = 0\), and the quickest of all checks.
bThe one-sided exponential \(e^{-at}u(t)\), \(a>0\):
Identical to the Laplace transform with \(s = j\omega\) — Problem 12 explains exactly when that equivalence holds. The magnitude \(1/\sqrt{a^2+\omega^2}\) is the familiar single-pole response of Set 28.
cThe two-sided exponential \(e^{-a|t|}\):
Purely real, because the signal is even — a general rule worth noting: even signals have real transforms, odd signals imaginary ones.
dThe Gaussian \(e^{-t^2/2\sigma^2}\):
A Gaussian transforms into a Gaussian — the only common function that is its own transform in shape. Its time width \(\sigma\) and frequency width \(1/\sigma\) are exactly reciprocal, which makes it the extremal case of Problem 15's uncertainty relation.
The working table:
| \(f(t)\) | \(F(\omega)\) | Note |
|---|---|---|
| \(\delta(t)\) | 1 | Flat — all frequencies equally |
| 1 | \(2\pi\delta(\omega)\) | Dual of the above |
| rect of width \(\tau\) | \(A\tau\,\text{sinc}(\omega\tau/2)\) | Nulls at \(2\pi n/\tau\) |
| \(e^{-at}u(t)\) | \(\dfrac{1}{a+j\omega}\) | Single pole |
| \(e^{-a|t|}\) | \(\dfrac{2a}{a^2+\omega^2}\) | Real and even |
| \(te^{-at}u(t)\) | \(\dfrac{1}{(a+j\omega)^2}\) | Double pole |
| Gaussian | Gaussian | Self-reciprocal in form |
| \(\cos\omega_0t\) | \(\pi[\delta(\omega-\omega_0)+\delta(\omega+\omega_0)]\) | Two lines |
| \(u(t)\) | \(\pi\delta(\omega)+\dfrac{1}{j\omega}\) | Both terms needed |
Two universal checks worth applying to every transform computed:
Area in one domain is the zero-frequency value in the other. For the rect: \(F(0) = A\tau\) ✓, and \(\frac{1}{2\pi}\int A\tau\,\text{sinc}(\omega\tau/2)d\omega = A\) ✓.
State and prove the duality theorem, and use it to obtain new transforms without integrating.
The theorem. If \(f(t) \leftrightarrow F(\omega)\), then
Taking the transform's shape as a time function returns the original shape, reflected, with a factor \(2\pi\).
The proof is a relabelling. Start from the inverse transform:
Now exchange the names of the variables \(t\) and \(\omega\):
The forward and inverse transforms differ only in a sign and a constant, which is why the theorem exists at all.
Immediate consequences, each obtained free:
| Known pair | Dual pair |
|---|---|
| \(\delta(t) \leftrightarrow 1\) | \(1 \leftrightarrow 2\pi\delta(\omega)\) |
| rect \(\leftrightarrow\) sinc | sinc \(\leftrightarrow\) rect |
| \(e^{-a|t|} \leftrightarrow \dfrac{2a}{a^2+\omega^2}\) | \(\dfrac{2a}{a^2+t^2} \leftrightarrow 2\pi e^{-a|\omega|}\) |
| \(e^{j\omega_0t} \leftrightarrow 2\pi\delta(\omega-\omega_0)\) | \(\delta(t-t_0) \leftrightarrow e^{-j\omega t_0}\) |
The second row is the one that matters most. A sinc-shaped pulse has a rectangular spectrum — it is perfectly band-limited, which is the basis of the ideal filter of Problem 16 and the reconstruction formula of Problem 17.
Work one through in full. The Lorentzian \(f(t) = \dfrac{1}{1+t^2}\):
By duality, taking \(F(t) = \dfrac{2}{1+t^2}\):
A contour integral avoided entirely. Direct evaluation of \(\int\frac{e^{-j\omega t}}{1+t^2}dt\) requires residues; duality gives it in two lines.
The symmetry properties that duality implies:
| \(f(t)\) | \(F(\omega)\) |
|---|---|
| Real and even | Real and even |
| Real and odd | Imaginary and odd |
| Real (general) | \(F(-\omega) = F^*(\omega)\) |
| Narrow | Wide — Problem 5 |
The third is conjugate symmetry, the same property that made \(c_{-n} = c_n^*\) in Set 33. It means the negative-frequency half carries no independent information for a real signal — which halves the storage in any practical spectrum computation.
Prove the scaling theorem and establish that time-width times bandwidth is invariant.
The theorem:
Proof by substituting \(\tau = at\) (taking \(a>0\)):
The \(|a|\) handles time reversal, where \(a<0\) flips the integration limits.
Reading it. Two separate effects:
| Change | Time domain | Frequency domain |
|---|---|---|
| \(a > 1\) | Compressed | Stretched and shortened |
| \(a < 1\) | Stretched | Compressed and taller |
| \(a = -1\) | Reversed | Reversed |
Speeding a signal up spreads its spectrum in exact proportion. Playing a recording at double speed doubles every frequency present — the scaling theorem, audible.
The invariant product. For a rectangular pulse the first spectral null is at \(\omega = 2\pi/\tau\):
| Pulse width \(\tau\) | First null \(\omega\) | Product |
|---|---|---|
| 2.000 s | 3.142 rad/s | \(2\pi\) |
| 1.000 s | 6.283 rad/s | \(2\pi\) |
| 0.500 s | 12.566 rad/s | \(2\pi\) |
| 0.250 s | 25.133 rad/s | \(2\pi\) |
Constant, exactly. The scaling theorem guarantees it: shrinking \(\tau\) by any factor expands every spectral feature by the same factor, so any product of a time width and a frequency width is scale-invariant.
The general statement:
| Shape | Product (RMS widths) |
|---|---|
| Gaussian | 0.500 — the minimum |
| Two-sided exponential | Larger |
| Rectangular | Infinite — the sinc tails diverge |
The rectangular case is a caution: its RMS bandwidth is infinite, because \(\int\omega^2|F|^2d\omega\) diverges for a \(1/\omega\) tail. Practical bandwidth measures use the first null or the \(-3\) dB point instead, and Problem 15 treats the rigorous version.
Where this shows up:
| Situation | Consequence |
|---|---|
| Faster data rate | Proportionally more bandwidth |
| Shorter radar pulse | Better range resolution, wider spectrum |
| Faster logic edges | More radiated interference |
| Narrower filter | Slower settling — Set 29, Problem 18 |
The third is a familiar engineering headache: a designer who speeds up an edge for timing margin has widened the emission spectrum by the same factor, and the compliance test will say so.
Derive the time-shift and modulation theorems, and show how modulation moves a spectrum.
aTime shift. Substituting \(\tau = t-t_0\):
Magnitude untouched; phase rotated linearly in \(\omega\) — the continuous version of Set 33, Problem 18, and once again the definition of a pure delay (constant group delay, Set 28, Problem 17).
bFrequency shift, the dual:
Multiplying by a complex exponential translates the spectrum. Duality guaranteed this the moment the time-shift theorem was proved.
The modulation theorem follows by writing the cosine as two exponentials:
The spectrum splits into two half-height copies, centred at \(\pm\omega_0\). This single result is the basis of every radio transmission ever made.
A worked case. A 4 kHz-bandwidth audio signal modulating a 1 MHz carrier:
| Quantity | Baseband | Modulated |
|---|---|---|
| Occupied band | 0 to 4 kHz | 996 to 1004 kHz |
| Bandwidth | 4 kHz | 8 kHz |
| Amplitude | \(F\) | \(F/2\) in each sideband |
The bandwidth doubles — upper and lower sidebands both appear, and for a real signal they are mirror images carrying identical information. That redundancy is what single-sideband transmission removes.
Demodulation is modulation again. Multiplying the received signal by the same carrier:
| Term | Spectrum at | Fate |
|---|---|---|
| \(f(t)/2\) | Baseband | Keep — the recovered signal |
| \(f(t)\cos2\omega_0t/2\) | \(\pm2\omega_0\) | Remove with a low-pass |
Two multiplications and a filter recover the original. The catch is that the second carrier must match the first in frequency and phase — a phase error of \(\theta\) scales the output by \(\cos\theta\), and 90° recovers nothing at all.
The general principle:
Modulation is the special case where \(F_2\) is a pair of impulses, and convolving with an impulse simply relocates — which is why the spectrum translates rather than smearing. Problem 18 shows what happens when \(F_2\) is not impulsive.
Derive the differentiation and integration theorems, and use differentiation to obtain a transform without integrating.
Differentiation. Integrating by parts, with the boundary term vanishing since \(f \to 0\) at infinity:
No initial-condition terms — unlike Laplace (Set 31, Problem 5). The two-sided transform has no starting instant to attach them to, which is precisely why Fourier cannot handle initial conditions and Laplace can.
Integration, which needs care:
The impulse term is essential and often dropped. It accounts for the DC level the integration produces: if \(f\) has non-zero area, its integral tends to a non-zero constant, and a constant needs an impulse in its spectrum (Problem 2). When \(F(0) = 0\) the term vanishes and the simple form is correct.
Use differentiation to find a transform. Take the triangular pulse of height \(A\) and half-width \(\tau\). Differentiating once gives two rectangles:
Differentiating again gives three impulses:
Impulses are trivial to transform — that is the whole trick.
Transform the impulses using the shift theorem:
Now divide by \((j\omega)^2 = -\omega^2\):
Using \(1-\cos x = 2\sin^2(x/2)\):
The triangle's transform is sinc-squared — obtained without evaluating a single integral.
Check it:
| Check | Result |
|---|---|
| \(F(0) = A\tau\) | Area of the triangle ✓ |
| Never negative | \(\text{sinc}^2 \ge 0\) ✓ — the triangle is real and even |
| Decay | \(1/\omega^2\) — continuous but with corners ✓ |
| Nulls | Same positions as the rect's |
The decay rate matches Set 33, Problem 10's rule exactly — a corner gives \(1/\omega^2\), a jump gives \(1/\omega\), in the continuum just as in the series.
Why the triangle is the rect convolved with itself. Since \(\text{sinc}^2 = \text{sinc}\times\text{sinc}\), the convolution theorem (Problem 8) says
which is easily verified directly — sliding one rectangle across another gives a linearly rising then falling overlap. Two independent routes to the same result, and a useful consistency check on both theorems.
State both convolution theorems and explain what each says about filtering and about windowing.
The pair of theorems:
Duals of one another, as Problem 4 requires. The \(1/2\pi\) appears in the second because of the convention chosen; in the hertz convention both are clean.
The first theorem is filtering. A linear circuit convolves its input with \(h(t)\):
| Domain | Operation | Difficulty |
|---|---|---|
| Time | Convolution integral | Awkward |
| Frequency | Multiplication | Trivial |
This is Set 31, Problem 12's result, now applying to any finite-energy signal rather than only causal ones — and it is why "filtering" and "multiplying the spectrum" are the same sentence.
The second theorem is windowing, and it is the one that causes trouble. Observing a signal for a finite time multiplies it by a window:
The true spectrum is smeared by the window's transform. Since a finite window is a rect and a rect's transform is a sinc with \(-13.3\) dB sidelobes, every measured spectrum is blurred whether or not anyone intended it. Problem 18 develops this.
A worked example of the first theorem. Two rectangular pulses of width \(\tau\):
which is the triangle of Problem 7 ✓. Convolving two identical pulses gives a triangle of twice the width — and the spectral consequence is that the sidelobes drop from \(-13.3\) dB to \(-26.6\) dB, since squaring doubles the decibels.
Convolution with an impulse is the case that recurs everywhere:
| Convolve with | Effect | Appears in |
|---|---|---|
| \(\delta(t-t_0)\) | Shifts by \(t_0\) | Delay |
| A pair of impulses in \(\omega\) | Translates the spectrum | Modulation — Problem 6 |
| An impulse train | Replicates periodically | Sampling — Problem 17 |
The third row is the key to the whole sampling theorem: sampling in time replicates the spectrum in frequency, and aliasing is those replicas overlapping.
The practical payoff: fast convolution. Convolving two \(N\)-point sequences costs \(N^2\) operations directly, but
costs \(O(N\log N)\) with the FFT of Problem 19. For \(N = 10^6\) that is a speedup of about 52 000, which is why long filters are always implemented this way.
Find the Fourier transform of a periodic signal and of an impulse train, and reconcile the result with Set 33's line spectra.
Start from the series. Any periodic \(f(t)\) is \(\sum c_ne^{jn\omega_0t}\), and each exponential transforms to an impulse (Problem 2):
A periodic signal's transform is a train of impulses at the harmonics, weighted by the Fourier coefficients. The line spectrum of Set 33 is literally a set of impulses — which is why it was drawn as vertical lines.
Why impulses rather than finite values. A periodic signal has infinite energy:
so \(|F|^2\) cannot be an ordinary function. The infinite energy is concentrated at discrete frequencies, and an impulse is the only object that carries finite weight at a single point. Problem 11 returns to the distinction between energy and power signals.
The impulse train, which is the single most useful case:
Its coefficients:
An impulse train transforms into an impulse train. Spacing \(T\) in time becomes spacing \(2\pi/T\) in frequency — reciprocal, exactly as Problem 5 demands.
The reciprocity is worth tabulating:
| Time spacing \(T\) | Frequency spacing | Impulse weight |
|---|---|---|
| 1 ms | 1 kHz | \(2\pi\times1000\) |
| 1 s | 1 Hz | \(2\pi\) |
| \(\to 0\) | \(\to\infty\) | Approaches a constant |
| \(\to\infty\) | \(\to0\) | Approaches a single impulse |
Denser in time means sparser in frequency. The two limiting rows recover the \(\delta \leftrightarrow 1\) pair from either direction.
Building a periodic signal by convolution. Any periodic signal is one period convolved with an impulse train:
By the convolution theorem:
Comparing with the boxed result gives \(c_n = F_1(n\omega_0)/T\) — the Fourier coefficients are samples of the single-pulse transform. Problem 1's observation that the series samples an envelope, now proved.
The unification is complete:
| Signal | Spectrum |
|---|---|
| Aperiodic, finite energy | Continuous \(F(\omega)\) |
| Periodic | Impulses at harmonics |
| One period alone | The envelope of those impulses |
Fourier series is not a separate theory but a special case — periodicity in time forces discreteness in frequency, and that duality between periodicity and discreteness recurs in Problems 17 and 19.
State and verify Rayleigh's energy theorem, and use it to evaluate an integral that would otherwise be difficult.
The theorem — the transform's counterpart of Parseval:
Energy is the same whether counted in time or in frequency. It follows from the convolution theorem applied to \(f\) and \(f^*\), or directly by substituting the inversion integral.
Verify on the two-sided exponential \(f(t) = e^{-a|t|}\) with \(a = 2\). In the time domain:
In the frequency domain, with \(F = 2a/(a^2+\omega^2)\):
Numerical evaluation confirms both to six figures.
Using it to evaluate integrals. The theorem runs in either direction, which makes it a computational tool. Take the rectangular pulse of unit height and width \(\tau\):
Rearranging with \(x = \omega\tau/2\):
A standard integral, obtained in three lines without contour integration — the same trick that produced number series in Set 33.
Energy signals and power signals must be distinguished:
| Type | Finite quantity | Spectrum | Theorem |
|---|---|---|---|
| Energy signal | \(E = \int|f|^2dt\) | Continuous | Rayleigh |
| Power signal | \(P = \lim\frac1T\int|f|^2dt\) | Impulses | Parseval |
| Signal | Energy | Power |
|---|---|---|
| Single pulse | Finite | Zero |
| Decaying transient | Finite | Zero |
| Sinusoid | Infinite | Finite |
| Periodic waveform | Infinite | Finite |
A signal is one or the other, never both (except the trivial zero signal). Which it is determines whether Rayleigh or Parseval applies, and whether the spectrum is a curve or a set of lines.
The practical use: energy in a band. Because the integrand is a density, energy over any frequency range follows by integration:
(the factor 2 collecting the negative-frequency half for a real signal). This answers questions like "what fraction of a pulse's energy lies below 1 MHz?" — which is precisely what an emissions limit asks.
Define energy spectral density, compute how a pulse's energy is distributed with frequency, and determine the bandwidth containing most of it.
The definition. Rayleigh's theorem identifies the integrand as an energy density:
Note it depends on \(|F|\) only — phase information is discarded entirely. Two signals with the same magnitude spectrum and different phases have identical energy distributions and can look nothing alike (Set 33, Problem 8).
Apply to a rectangular pulse of height \(A\) and width \(\tau\):
The cumulative energy up to the \(k\)-th null at \(\omega = 2\pi k/\tau\):
| Band | Upper limit | Energy within |
|---|---|---|
| To the first null | \(1/\tau\) Hz | 90.3% |
| To the second null | \(2/\tau\) Hz | 95.0% |
| To the third null | \(3/\tau\) Hz | 96.6% |
| To the tenth null | \(10/\tau\) Hz | 99.0% |
The main lobe carries 90% of the energy, which is why \(B \approx 1/\tau\) is the standard working bandwidth for a pulse. Squeezing out the last few per cent costs ten times the bandwidth.
Why the tail is so persistent. The sidelobes fall as \(1/\omega^2\) in energy (since \(|F| \sim 1/\omega\)), so
— the residual energy falls only as \(1/\Omega\). Halving the leftover energy requires doubling the bandwidth, and this is a direct consequence of the pulse's discontinuous edges (Set 33, Problem 10).
Rounding the edges changes everything. Comparing shapes of the same duration:
| Pulse shape | \(|F|\) decay | Energy tail |
|---|---|---|
| Rectangular | \(1/\omega\) | \(1/\Omega\) |
| Triangular | \(1/\omega^2\) | \(1/\Omega^3\) |
| Gaussian | Exponential | Negligible |
This is why transmitted pulses are shaped. A rectangular pulse's spectral tails interfere with neighbouring channels indefinitely; a smoothed pulse of the same duration confines its energy.
Power spectral density is the counterpart for signals of infinite energy:
| Signal type | Density | Units |
|---|---|---|
| Energy signal | \(\Psi(\omega) = |F|^2\) | J/(rad/s) |
| Power signal | \(S(\omega) = \lim\frac{|F_T|^2}{T}\) | W/(rad/s) |
| Periodic | Impulses at harmonics | W at each line |
The middle row — computing \(|F_T|^2/T\) for a truncated record and letting \(T\) grow — is what a spectrum analyser actually does, and Problem 18 shows what the truncation costs.
A practical calculation. A 1 µs, 5 V rectangular pulse:
| Quantity | Value |
|---|---|
| Total energy (into 1 Ω) | \(A^2\tau = 25\ \mu\text{J}\) |
| \(F(0)\) | \(A\tau = 5\ \mu\text{V·s}\) |
| First null | 1 MHz |
| Energy below 1 MHz | 90.3% \(= 22.6\ \mu\text{J}\) |
| Energy above 10 MHz | About 1% |
That last 1% is what an EMC test measures. It is negligible as energy and entirely sufficient to fail a radiated-emissions limit.
Determine exactly when \(F(\omega) = \left.F(s)\right|_{s=j\omega}\), and set out which transform to use when.
The two definitions side by side:
| Difference | Laplace | Fourier |
|---|---|---|
| Lower limit | \(0^-\) — one-sided | \(-\infty\) — two-sided |
| Variable | \(s = \sigma+j\omega\) | \(j\omega\) only |
| Convergence factor | \(e^{-\sigma t}\) available | None |
The condition for equality — both must hold:
| Requirement | Reason |
|---|---|
| \(f(t) = 0\) for \(t<0\) | Otherwise the lower limits differ |
| ROC contains the \(j\omega\) axis | Otherwise the Fourier integral diverges |
The second is Set 31, Problem 16's condition again — and for a causal signal it means all poles strictly in the left half-plane.
Test three cases:
| \(f(t)\) | \(F(s)\) | ROC | \(F(\omega)\) |
|---|---|---|---|
| \(e^{-2t}u(t)\) | \(\dfrac{1}{s+2}\) | \(\sigma > -2\) | \(\dfrac{1}{j\omega+2}\) ✓ |
| \(u(t)\) | \(\dfrac{1}{s}\) | \(\sigma > 0\) | \(\pi\delta(\omega)+\dfrac{1}{j\omega}\) — not just \(1/j\omega\) |
| \(e^{+2t}u(t)\) | \(\dfrac{1}{s-2}\) | \(\sigma > 2\) | Does not exist |
The middle row is the instructive one. The step's ROC has the imaginary axis as its boundary, not its interior, and that borderline case is exactly where the extra impulse appears. Substituting \(s = j\omega\) naively loses it.
Which to use:
| Task | Transform | Why |
|---|---|---|
| Circuit with initial conditions | Laplace | ICs become sources — Set 32 |
| Transient response | Laplace | Handles growth and decay |
| Stability analysis | Laplace | Needs the whole \(s\)-plane |
| Steady-state frequency response | Either | Equivalent when stable |
| Signal spectra, energy | Fourier | Two-sided; density interpretation |
| Sampling, modulation, filtering | Fourier | Negative frequencies needed |
| Signals defined for all \(t\) | Fourier | Laplace is one-sided |
A rough division: Laplace for circuits, Fourier for signals. Laplace answers "what does this network do?"; Fourier answers "what is in this waveform?"
The deeper relationship. The Laplace transform is the Fourier transform of an exponentially weighted signal:
The weighting \(e^{-\sigma t}\) is what tames a growing signal so that a transform exists at all — Set 31, Problem 2's convergence factor, seen from the Fourier side. Fourier is the special case \(\sigma = 0\), which works only when no taming is needed.
Why both survive. Neither subsumes the other:
Each relaxes one restriction and imposes another. The two-sided Laplace transform relaxes both and is the true parent of each — but it requires stating an ROC explicitly every time, which is why the specialised versions are preferred in practice.
Find the response of an \(RC\) low-pass to a rectangular pulse using the Fourier transform, and compare the effort with the \(s\)-domain route.
The three steps are the same as always:
For an \(RC\) low-pass with \(\tau_c = RC\):
The input, a pulse of height \(A\) from 0 to \(T_0\). Writing it as two steps:
The impulse term vanishes because \((1-e^{-j\omega T_0}) = 0\) at \(\omega = 0\), leaving
which is the finite-energy pulse spectrum, as it must be.
Multiply and invert:
Partial-fractioning the \(\omega\)-dependent part and applying the delay theorem term by term:
Identical to Set 32, Problem 12's result — as it must be, since the circuit is stable and starts from rest.
Compare the two routes honestly:
| Aspect | Laplace | Fourier |
|---|---|---|
| Input transform | \(\frac{A}{s}(1-e^{-sT_0})\) — clean | Needs care with the \(\delta\) |
| Initial conditions | Included | Cannot be |
| Inversion | Partial fractions | Same, plus impulse bookkeeping |
| Verdict for this problem | Easier | Works, but no advantage |
For a circuit problem Laplace is simply better. The Fourier route here is an exercise, not a recommendation — and its awkwardness with the step's impulse illustrates why.
Where Fourier does win. The transform's advantage is in the spectral question, not the time-domain answer:
| Question | Best answered by |
|---|---|
| What does the output look like? | Laplace |
| How much energy passes the filter? | Fourier |
| Which frequencies are attenuated? | Fourier |
| Is the circuit stable? | Laplace |
The energy question is a good illustration. With \(\tau_c = T_0\):
One integral, no inversion required — whereas the Laplace route would need \(y(t)\) first and then \(\int y^2dt\).
The division of labour that has now emerged across three sets:
Both use the same \(H\), evaluated on the same axis. They are two questions about one object, not two competing methods.
Derive the relation \(t_rf_c \approx 0.35\) exactly, and determine how far it depends on the filter shape.
The debt. Set 28, Problem 19 asserted \(t_rf_c = 0.35\) and could not derive it, because \(H(j\omega)\) contains no information about time. It is derivable now.
Take a first-order low-pass. Its step response is
Find the 10% and 90% crossings:
Subtract:
Convert to hertz with \(\omega_c = 2\pi f_c\):
Exact, not empirical. The familiar 0.35 is \(\ln9/2\pi\) rounded to two figures — a closed form that has been quoted as a rule of thumb for decades.
How much does the shape matter? Computing the same product for other responses:
| Filter | \(t_rf_c\) | Note |
|---|---|---|
| First-order \(RC\) | 0.3497 | \(\ln9/2\pi\), exact |
| Gaussian | 0.3396 | No overshoot at all |
| Butterworth, higher order | 0.35 to 0.45 | Rises with order |
The constant varies by only a few per cent across very different filters, which is exactly what makes the rule useful. It is not a coincidence but a consequence of the scaling theorem: any product of a time width and a bandwidth is scale-invariant (Problem 5), so only the shape can affect it — and shape has surprisingly little leverage.
Why the product is bounded below. A fast edge needs high-frequency content:
and a filter that removes it must slow the edge. No filter can make an edge faster than its own bandwidth allows — which is Problem 15's uncertainty principle in its engineering form.
Cascading. When several stages each slow the edge, the rise times combine in quadrature:
| Stage | \(t_r\) |
|---|---|
| Signal source | 1.0 ns |
| Cable | 1.5 ns |
| Oscilloscope | 2.0 ns |
| Measured | \(\sqrt{1+2.25+4} = \mathbf{2.69}\) ns |
The instrument dominates here. A 1 ns edge measured with a 2 ns scope reads 2.69 ns — an error of 169%. The quadrature rule is exact for Gaussian responses and a good approximation otherwise.
The practical rules that follow:
| Rule | Basis |
|---|---|
| Scope bandwidth \(\ge 3\times\) signal bandwidth | Keeps the measurement error under ~5% |
| Digital bandwidth \(\approx 0.35/t_r\) | This problem |
| 1 ns edges radiate to ~350 MHz | Same relation, read backwards |
State the uncertainty relation for signals, verify that the Gaussian attains the bound, and give its engineering consequences.
Define the widths as normalised second moments, which makes the statement precise:
The theorem:
with equality only for a Gaussian. In hertz this reads \(\Delta t\,\Delta f \ge 1/4\pi = 0.0796\).
Verify numerically for Gaussians of three widths:
| \(\sigma\) | \(\Delta t\) | \(\Delta\omega\) | Product |
|---|---|---|---|
| 0.5 | 0.35355 | 1.41421 | 0.500000 |
| 1.0 | 0.70711 | 0.70711 | 0.500000 |
| 2.0 | 1.41421 | 0.35355 | 0.500000 |
Exactly one half in every case, and the widths trade off precisely inversely — confirming both the bound and its attainment. Note \(\Delta t = \sigma/\sqrt2\) for this definition.
A caution about the rectangular pulse. Its time width is obviously finite, yet
because the \(1/\omega\) tails make the integral diverge. A rectangular pulse has infinite RMS bandwidth — the product is trivially infinite and the inequality is satisfied uselessly. This is why practical bandwidth measures use nulls or \(-3\) dB points instead (Problem 11).
The engineering consequences are all versions of one statement:
| Field | Consequence |
|---|---|
| Radar | Short pulse for range resolution ⟹ wide bandwidth |
| Spectrum analysis | Fine resolution ⟹ long record |
| Communications | High data rate ⟹ wide channel |
| Filters | Narrow band ⟹ slow settling — Set 29, Problem 18 |
| Music | Cannot pinpoint a note's pitch and its instant |
Every one is the same inequality wearing different clothes. The Set 29 entry is worth noting: a resonance's ringing time \(2/\text{BW}\) is precisely this bound, which is why high-\(Q\) circuits ring for so long.
The spectrum-analyser limit, made concrete:
| Record length \(T\) | Best achievable resolution |
|---|---|
| 1 ms | 1000 Hz |
| 10 ms | 100 Hz |
| 100 ms | 10 Hz |
| 1 s | 1 Hz |
To resolve two tones 10 Hz apart requires at least 100 ms of data, no matter how expensive the instrument. This is not a limitation of technology but of mathematics, and Problem 19 shows the DFT obeys it exactly.
Why the Gaussian is optimal in so many settings follows directly:
| Application | Reason |
|---|---|
| Gaussian pulse shaping | Minimum time–bandwidth product |
| Gaussian filters in oscilloscopes | No overshoot; fastest edge for the bandwidth |
| Gabor transform windows | Best joint time–frequency localisation |
Set 30's Bessel filter approximates a Gaussian response, which is why it shows almost no step overshoot — the same optimality, reached from the filter-design direction.
Find the impulse response of an ideal low-pass filter and use it to give a quantitative account of why such a filter cannot be built.
The ideal response is a rectangle in frequency:
By duality (Problem 4), its inverse transform is a sinc:
Read its properties:
| Feature | Value | At \(W = 2\pi(1\ \text{kHz})\) |
|---|---|---|
| Peak \(h(0)\) | \(W/\pi\) | 2000 |
| First zero | \(t = \pi/W\) | 500 µs |
| Extent | \(-\infty < t < \infty\) | Both directions |
| Decay | \(1/|t|\) | Very slow |
The third row is fatal. \(h(t) \ne 0\) for \(t < 0\) means the filter responds before the input arrives — Set 30, Problem 2's causality argument, now with the offending function in hand.
Quantify the non-causality. The energy in the pre-arrival part:
Exactly half the impulse response occurs before the impulse. This is not a small correction to be neglected — the response is symmetric about \(t = 0\), so half its activity is in the future's past.
The practical fix: delay it. Truncate \(h(t)\) to a window of length \(2T_d\) and shift right by \(T_d\):
| Effect | Consequence |
|---|---|
| Shift by \(T_d\) | Adds linear phase — a pure delay |
| Truncation | Ripples in the passband |
| Longer \(T_d\) | Better approximation, more delay |
This is exactly how an FIR digital filter is designed. The delay is the price of causality, and it is a price a digital filter can pay because it can buffer the signal — an analogue circuit cannot.
The truncation ripple is Gibbs. Cutting the sinc off abruptly is multiplying by a rect, which convolves the spectrum with a sinc (Problem 8):
producing 8.9% overshoot at the band edge however long the truncation — Set 33, Problem 9's result in the continuum. Tapering the window instead of cutting abruptly removes it, at the cost of a wider transition, which is Problem 18's trade.
The three impossibilities, now quantified:
| Ideal property | Why impossible | Established in |
|---|---|---|
| Zero transition width | \(h(t)\) becomes non-causal | This problem |
| Infinite stopband loss | Paley–Wiener divergence | Set 30, Problem 2 |
| Zero delay | Uncertainty bound | Problem 15 |
Set 30 could state these; the transform explains them. The brick wall's non-causality is not an abstract obstacle but a specific function extending symmetrically into negative time.
Derive the sampling theorem from the convolution theorem, and show what aliasing does.
Model sampling as multiplication by an impulse train of spacing \(T_s\):
By the multiplication theorem (Problem 8), this convolves the spectra:
Insert the impulse train's transform from Problem 9:
Sampling replicates the spectrum at every multiple of the sampling rate. Convolving with an impulse relocates (Problem 8), so an impulse train produces an infinite set of copies.
The condition for recovery. The copies must not overlap. If \(X(\omega) = 0\) for \(|\omega| > \omega_m\), adjacent copies stay clear provided
The Nyquist criterion. Sample at more than twice the highest frequency present and the baseband copy survives intact, recoverable with an ideal low-pass — which is Problem 16's sinc, and why the reconstruction formula involves sinc interpolation.
What aliasing does. Content above \(\omega_s/2\) folds back:
| Input | Sampled at 1 kHz, appears at |
|---|---|
| 100 Hz | 100 Hz ✓ |
| 400 Hz | 400 Hz ✓ |
| 600 Hz | 400 Hz — indistinguishable from a real 400 Hz tone |
| 900 Hz | 100 Hz |
| 1100 Hz | 100 Hz |
| 1400 Hz | 400 Hz |
Aliasing is irreversible. Once 600 Hz has become 400 Hz there is nothing in the samples distinguishing it from a genuine 400 Hz component — no algorithm can undo it, which is why the anti-aliasing filter must precede the sampler.
The folding rule. A component at \(f\) appears at
which maps the whole frequency axis onto \([0, f_s/2]\) by repeated reflection. The spectrum folds like a concertina at every multiple of the Nyquist frequency.
The anti-aliasing requirement, connecting to Set 30, Challenge C1:
| \(f_s\) | Nyquist | True stopband edge | Transition ratio |
|---|---|---|---|
| 44.1 kHz | 22.05 kHz | 24.1 kHz | 1.21 |
| 48 kHz | 24 kHz | 28 kHz | 1.40 |
| 96 kHz | 48 kHz | 76 kHz | 3.80 |
| 192 kHz | 96 kHz | 172 kHz | 8.60 |
for a 20 kHz passband. The stopband edge is \(f_s-20\) kHz, not Nyquist — only content above that folds into the audio band. Set 30 found this turns a 44th-order filter problem into a 4th-order one.
Explain why a finite observation distorts a measured spectrum, quantify the effect for common windows, and state the trade involved.
The origin of the problem. No measurement is infinitely long, so what is actually transformed is
The true spectrum is convolved with the window's transform. Even doing nothing applies a rectangular window, whose sinc has \(-13.3\) dB sidelobes — there is no such thing as an unwindowed measurement.
What leakage looks like. A pure sinusoid should give one line. Convolved with a sinc it gives a peak plus sidelobes spreading across the whole spectrum:
| Situation | Window | Energy outside ±3 bins |
|---|---|---|
| Coherent (whole cycles in the record) | Rectangular | −279 dB — essentially none |
| Coherent | Hann | −78 dB |
| Non-coherent (64.5 cycles) | Rectangular | −8.5 dB — disastrous |
| Non-coherent | Hann | −38.3 dB |
Two findings, both important. When the signal fits a whole number of cycles into the record, the rectangular window is perfect and a Hann window makes things worse. When it does not — the normal case — the rectangular window is catastrophic and the Hann recovers 30 dB.
Why coherent sampling is special. With an exact number of cycles, the sinc's zeros land precisely on every other bin:
so all the leakage falls in the nulls and vanishes. Half a bin of offset destroys this completely — which is why leakage is the normal condition and coherent sampling a laboratory luxury.
The window catalogue:
| Window | Peak sidelobe | Main-lobe half-width |
|---|---|---|
| Rectangular | −13.3 dB | 1.0 bin |
| Hann | −31.5 dB | 2.0 bins |
| Hamming | −42.7 dB | 2.0 bins |
| Blackman | −58.1 dB | 3.0 bins |
The trade is resolution against leakage. A Blackman window buries the sidelobes 45 dB deeper than a rectangular one and costs a factor of three in the ability to separate close peaks.
Choosing a window is choosing which error to tolerate:
| Goal | Window |
|---|---|
| Separate two equal close tones | Rectangular — narrowest main lobe |
| Find a small tone near a large one | Blackman — lowest sidelobes |
| General purpose | Hann or Hamming |
| Accurate amplitude measurement | Flat-top — very wide, very accurate peak |
The second row is the common case in practice: a harmonic 60 dB below a fundamental is invisible under rectangular sidelobes at \(-13\) dB, and plainly visible under Blackman's at \(-58\) dB.
The connection to filter design. This is Set 30's trade in another guise:
| Windowing | Filter design |
|---|---|
| Main-lobe width | Transition bandwidth |
| Sidelobe level | Stopband attenuation |
| Rectangular window | Abrupt truncation — Gibbs |
| Tapered window | Gentle roll-off — Bessel-like |
Designing a window and designing a filter are the same problem — which is why FIR filter design is done by windowing the ideal sinc of Problem 16.
Define the discrete Fourier transform, relate its parameters to the continuous transform, and explain the FFT's significance.
The definition — the integral replaced by a finite sum:
Both domains are now discrete and finite — the only version a computer can evaluate.
The parameter relationships, which are what one actually needs:
| Quantity | Formula | Example: \(N=1024\), \(f_s=48\) kHz |
|---|---|---|
| Record length | \(T = N/f_s\) | 21.3 ms |
| Bin spacing | \(\Delta f = f_s/N = 1/T\) | 46.9 Hz |
| Highest bin | \(f_s/2\) | 24 kHz |
| Useful bins | \(N/2\) | 512 (real input) |
Bin spacing is the reciprocal of the record length — Problem 15's uncertainty relation appearing as an exact identity. Finer resolution requires a longer record and nothing else.
The hidden assumption. The DFT treats the record as one period of a periodic signal:
| Domain | DFT assumes |
|---|---|
| Time | Discrete and periodic |
| Frequency | Discrete and periodic |
Both consequences follow from Problem 9's duality. Discreteness in time forces periodicity in frequency (aliasing, Problem 17); discreteness in frequency forces periodicity in time — which is why a record whose ends do not match produces a discontinuity at the wrap-around, and hence leakage (Problem 18).
Two elementary checks:
| Input (\(N=8\)) | \(|X[k]|\) | Interpretation |
|---|---|---|
| Impulse at \(n=0\) | 1, 1, 1, 1, 1, 1, 1, 1 | Flat — all frequencies equally |
| Constant | 8, 0, 0, 0, 0, 0, 0, 0 | All at DC |
Exactly the discrete analogues of \(\delta \leftrightarrow 1\) and \(1 \leftrightarrow 2\pi\delta(\omega)\) — duality survives discretisation.
The FFT. Direct evaluation costs \(N^2\) complex multiplications; the fast algorithm exploits symmetry to reduce this to \(O(N\log_2N)\):
| \(N\) | Direct | FFT | Speedup |
|---|---|---|---|
| 1 024 | 1 048 576 | 10 240 | 102× |
| 1 048 576 | \(1.1\times10^{12}\) | \(2.1\times10^7\) | 52 429× |
The FFT is not a different transform — it computes exactly the same DFT, only faster. That speed is what made real-time spectrum analysis, digital filtering and modern communications practical at all.
What must be watched when using it:
| Pitfall | Cause | Remedy |
|---|---|---|
| Aliasing | \(f_s\) too low | Anti-alias filter — Problem 17 |
| Leakage | Non-coherent record | Window — Problem 18 |
| Poor resolution | Record too short | Longer record, not more points |
| Scalloping loss | Peak between bins | Interpolate, or use a flat-top window |
The third deserves emphasis. Zero-padding a short record increases the number of bins without adding information — it interpolates the same smeared spectrum more finely. Resolution comes from record length alone, exactly as Problem 15 requires.
Draw together what the transform supplied, and identify what remains for Set 35.
The debts settled. Reciprocal relations noticed across five sets, all now consequences of one theorem:
| Observation | First seen | Explained by |
|---|---|---|
| \(t_rf_c = 0.35\) | Set 28, Problem 19 | Problem 14 — it is \(\ln9/2\pi\) |
| Ringing time \(= 2/\text{BW}\) | Set 29, Problem 18 | Problem 15 |
| Sharp features cost bandwidth | Set 33, Problem 10 | Problems 5, 11 |
| Gibbs overshoot on truncation | Set 33, Problem 9 | Problems 16, 18 |
| Brick-wall filters are unrealisable | Set 30, Problem 2 | Problem 16 — the sinc is symmetric |
| Oversampling eases anti-aliasing | Set 30, Challenge C1 | Problem 17 |
Every one required a continuum to state. A discrete spectrum has no notion of "duration times bandwidth" because there is no bandwidth, only a set of lines.
The three great dualities the set established:
| Duality | Consequences |
|---|---|
| Periodic ↔ discrete | Line spectra; sampling; the DFT's assumptions |
| Convolution ↔ multiplication | Filtering; windowing; fast algorithms |
| Narrow ↔ wide | Rise time; resolution; the uncertainty bound |
The division of labour across Part 3, now complete:
| Tool | Answers | Set |
|---|---|---|
| Phasors | Steady state, one frequency | 20 |
| Bode plots | Response across frequency | 28 |
| Filter synthesis | Where to put the poles | 30 |
| Laplace | What the circuit does | 31, 32 |
| Fourier series | Periodic inputs | 33 |
| Fourier transform | What the signal contains | 34 |
All six evaluate the same \(H\) — on a point, a line, a region or the whole plane. They differ in what question is being asked, not in the object being examined.
The one structural gap that survives. Set 32, Challenge C1 showed that two \(RC\) sections cascaded directly give \(1/(s^2+3s+1)\), not \(1/(1+s)^2\):
| Assumption | Reality |
|---|---|
| Poles at \(-1, -1\) | \(-0.382, -2.618\) |
| Critically damped | Overdamped |
| Bandwidth 0.644 rad/s | 0.374 rad/s — 42% lower |
No transform fixes this, because it is not a transform problem. A single \(H(s)\) describes a network only when nothing is drawn from its output — and a directly connected second stage always draws current.
What Set 35 must supply:
| Requirement | Why one function fails |
|---|---|
| Describe a network at two ports | \(H(s)\) is a single ratio |
| Account for loading | Needs input and output impedance |
| Cascade exactly | Needs a matrix that multiplies |
| Handle reverse transmission | Real networks are not unilateral |
Four parameters, not one. The \(z\), \(y\), \(h\) and \(ABCD\) descriptions of Set 35 each carry enough information to predict what happens when a network is loaded — and the \(ABCD\) form makes cascading an exact matrix product.
Practice Problems
Work each on paper before opening the answer. The answer is given so you can check yourself; the method is deliberately not.
P1. Give the transform of a rectangular pulse of height 2 and width 4.
Show answer
\(8\,\text{sinc}(2\omega)\), with \(F(0) = 8\) — the pulse area — Problem 3.P2. What is \(F(0)\) for any signal?
Show answer
The area under \(f(t)\) — immediate from the definition at \(\omega = 0\) — Problem 3.P3. Find the transform of \(e^{-3t}u(t)\).
Show answer
\(1/(3+j\omega)\) — the same as its Laplace transform at \(s = j\omega\), since the pole is in the LHP — Problems 3 and 12.P4. A pulse is compressed to half its width. What happens to its spectrum?
Show answer
It stretches to twice the width and halves in height — Problem 5.P5. Why is \(\mathcal{F}\{u(t)\}\) not simply \(1/j\omega\)?
Show answer
The step has a non-zero mean, needing \(\pi\delta(\omega)\) as well — Problem 2.P6. A 3 kHz signal modulates a 500 kHz carrier. What band is occupied?
Show answer
497 to 503 kHz — bandwidth 6 kHz, twice the baseband — Problem 6.P7. What is the transform of \(\delta(t-5)\)?
Show answer
\(e^{-j5\omega}\) — unit magnitude, linear phase — Problems 4 and 6.P8. A signal has bandwidth 8 kHz. What is the minimum sampling rate?
Show answer
Greater than 16 kHz — strictly greater, not equal — Problem 17.P9. A 700 Hz tone is sampled at 1 kHz. Where does it appear?
Show answer
At 300 Hz, aliased and irrecoverable — Problem 17.P10. An oscilloscope has 100 MHz bandwidth. What is its rise time?
Show answer
\(0.35/10^8 = 3.5\) ns — Problem 14.P11. A DFT uses 2048 points at 10 kHz. What is the bin spacing?
Show answer
\(10\,000/2048 = 4.88\) Hz — Problem 19.P12. Does zero-padding a record improve resolution?
Show answer
No — it interpolates the same spectrum. Resolution comes from record length alone — Problem 19.
Challenge Problems
Each needs an idea rather than a formula. Decide what the governing principle is before opening the answer.
C1. A pulse radar must resolve targets 1.5 m apart, yet also carry enough energy to detect them at long range. Show that these conflict, and explain how pulse compression escapes the conflict without violating any theorem.
Show answer
Range resolution is set by pulse duration, since two echoes separated by less than the pulse length overlap:\[ \Delta R = \frac{c\tau}{2} \]The conflict. Detection range depends on energy, which for a fixed peak power is \(P_{\text{pk}}\tau\):Pulse \(\tau\) Bandwidth \(\approx1/\tau\) Resolution 1 µs 1 MHz 150 m 100 ns 10 MHz 15 m 10 ns 100 MHz 1.5 m A 10 ns pulse carries a thousandth the energy of a 10 µs one at the same peak power — and peak power is limited by the transmitter's breakdown voltage, not by choice.Requirement Wants Resolution Short pulse Detection range Long pulse (or huge peak power)
The escape: chirp. Transmit a long pulse whose frequency sweeps across a wide band:The time–bandwidth product is 1000, not 1. That is the whole trick — an unmodulated pulse has \(\tau B \approx 1\), but nothing forces it to.\[ \tau = 10\ \mu\text{s}, \qquad B = 100\ \text{MHz} \qquad\Longrightarrow\qquad \tau B = 1000 \]
On reception, a matched filter compresses the chirp to a width set by its bandwidth:\[ \tau_{\text{compressed}} = \frac{1}{B} = 10\ \text{ns} \qquad\Longrightarrow\qquad \Delta R = 1.5\ \text{m} \]Both requirements met at once.Quantity Value Transmitted duration 10 µs Energy 1000× a 10 ns pulse Effective resolution 1.5 m Compression gain \(10\log_{10}1000 = 30\) dB
Is a theorem violated? No — and seeing why matters. The uncertainty principle bounds \(\Delta t\,\Delta\omega\) below, never above:\[ \Delta t\,\Delta\omega \ge \tfrac12 \]Resolution is set by bandwidth, not by duration — the plain pulse merely happens to tie the two together because it has no internal structure. A chirp decouples them by putting different frequencies at different instants, and the matched filter reassembles them by removing the sweep's phase.Signal \(\tau B\) Status Plain pulse \(\approx1\) Near the bound Chirp 1000 Far above it — permitted
The general lesson. The uncertainty bound is often misread as "a long signal cannot have wide bandwidth". It says the opposite: a short signal cannot have narrow bandwidth. Long signals may have any bandwidth at all, and exploiting that freedom is the basis of chirp radar, spread-spectrum communications and pulse-compression ultrasound alike.C2. A 4096-point DFT is used to find a harmonic 60 dB below the fundamental. Neither is coherent with the record. Determine whether the harmonic can be seen, and what to do about it.
Show answer
Set up the measurement. Fundamental at bin 100.3, harmonic at 300.7 and 60 dB down — both deliberately off-bin, which is the normal situation.
Results with three windows:With a rectangular window the harmonic is completely lost. The fundamental's leakage skirt sits above it — the measurement reads −54.7 dB, which is not even the right answer, and there is nothing to distinguish signal from skirt.Window Harmonic reads Leakage floor nearby Margin Rectangular −54.7 dB −53.7 dB −1.0 dB — INVISIBLE Hann −60.00 dB −135.8 dB +75.8 dB Blackman −60.00 dB −143.7 dB +83.7 dB
Why the failure is so severe. A rectangular window's sidelobes fall only as \(1/\Delta f\):which is the same order as the harmonic being sought. A −13.3 dB first sidelobe decaying at only 6 dB/octave reaches −56 dB after 200 bins — nowhere near far enough.\[ \text{sidelobe} \sim \frac{1}{\pi\,\Delta k} \qquad\Longrightarrow\qquad \text{at } \Delta k = 200: \ \approx -56\ \text{dB} \]
Why the tapered windows succeed. Hann's sidelobes fall as \(1/\Delta f^3\), so 200 bins away they are below −130 dB. Both Hann and Blackman recover the amplitude exactly at −60.00 dB.
The design procedure that follows:Step 4 matters: Blackman's 3-bin main lobe cannot separate tones closer than about 3 bins. Here the tones are 200 bins apart, so the cost is nothing — the choice is easy precisely because resolution was never the binding constraint.Step Action 1 Decide the dynamic range needed (here 60 dB) 2 Add margin (say 20 dB) → need sidelobes below −80 dB 3 Choose a window meeting it — Blackman at −58 dB peak, falling fast 4 Check the main lobe still resolves the spacing
The counter-case, worth stating. If instead the task were separating two equal tones 2 bins apart, the ranking reverses entirely: the rectangular window's 1-bin main lobe would succeed and Blackman's 3-bin lobe would merge them into one.There is no best window, only the right one for the question — the same structure as Set 30's filter families, where no family was best either.\[ \text{small signal near large} \Rightarrow \text{low sidelobes}; \qquad \text{equal signals close together} \Rightarrow \text{narrow main lobe} \]C3. A rectangular pulse of height \(A\) and width \(T_0\) passes through an \(RC\) low-pass. Find the fraction of energy transmitted, without inverting any transform, and evaluate the case \(\tau_c = T_0\).
Show answer
The point of the exercise: energy questions need only \(|F|^2\), so no time-domain waveform is required.The ingredients:\[ E_{\text{out}} = \frac{1}{2\pi}\int_{-\infty}^{\infty}\left|H(\omega)\right|^2\left|X(\omega)\right|^2d\omega \]The input energy follows from Rayleigh without any integration at all:\[ \left|X(\omega)\right|^2 = \frac{4A^2\sin^2\left(\omega T_0/2\right)}{\omega^2}, \qquad \left|H(\omega)\right|^2 = \frac{1}{1+\omega^2\tau_c^2} \]Numerical results for \(A = 1\), \(T_0 = 1\):\[ E_{\text{in}} = \int\left|x\right|^2dt = A^2T_0 \]The middle row is exact and worth deriving. Inverting for the case \(\tau_c = T_0 = 1\) gives \(y = 1-e^{-t}\) during the pulse and \((1-e^{-1})e^{-(t-1)}\) after, so\(\tau_c/T_0\) \(E_{\text{out}}\) Fraction passed 0.1 0.9000 90.0% 1.0 0.36788 36.8% 10 0.0484 4.8% \[ E = \int_0^1\left(1-e^{-t}\right)^2dt+\frac{\left(1-e^{-1}\right)^2}{2} \]\[ = \left(-\tfrac12+\tfrac{2}{e}-\tfrac{1}{2e^2}\right)+\left(\tfrac12-\tfrac1e+\tfrac{1}{2e^2}\right) \]Every term cancels except \(1/e\). When the filter's time constant equals the pulse width, exactly \(1/e\) of the energy gets through — a clean result that looks like a coincidence and is not.\[ \boxed{\;E = \frac{1}{e} = 0.367879\ldots\;} \]
In fact the whole family has a closed form. Writing \(r = \tau_c/T_0\), the transmitted fraction is\[ \boxed{\;\frac{E_{\text{out}}}{E_{\text{in}}} = 1-r+r\,e^{-1/r}\;} \]matching the numerical integration in every case. The limits behave correctly: \(r\to0\) gives 1 (everything passes) and \(r\to\infty\) gives \(1/2r \to 0\).\(r\) Formula Numerical 0.1 \(0.9+0.1e^{-10}\) 0.900005 ✓ 1 \(e^{-1}\) 0.367879 ✓ 10 \(-9+10e^{-0.1}\) 0.048374 ✓
Interpretation of the three cases:This is Problem 14's relation stated in energy terms: a filter passes a pulse only if its rise time is short compared with the pulse width.Regime Behaviour \(\tau_c \ll T_0\) Filter is fast; pulse passes nearly intact \(\tau_c \approx T_0\) Comparable — significant loss \(\tau_c \gg T_0\) Filter cannot follow; pulse mostly rejected
Why the frequency-domain route is worth having. The \(\tau_c = T_0\) case happens to invert neatly; \(\tau_c = 0.1\) and \(\tau_c = 10\) do not, and computing \(\int y^2dt\) for those means squaring a piecewise exponential and integrating twice. The spectral integral treats all three identically — and for a higher-order filter, where \(y(t)\) would be a sum of several exponentials, the advantage becomes decisive. This is exactly the division of labour Problem 13 identified: Laplace for the waveform, Fourier for the energy.
Multiple-Choice Questions
Twelve questions in GATE/ESE style. Commit to an answer before opening the explanation.
Q1. The Fourier transform of a rectangular pulse is
(a) a rectangle (b) a sinc (c) an impulse (d) an exponential
Show answer
(b) — \(A\tau\,\text{sinc}(\omega\tau/2)\), with nulls at \(2\pi n/\tau\) — Problem 3.Q2. \(F(0)\) equals
(a) \(f(0)\) (b) the area under \(f(t)\) (c) the energy (d) the peak value
Show answer
(b) — set \(\omega=0\) in the definition. The quickest available check — Problem 3.Q3. Compressing a signal in time by a factor of 2
(a) halves the bandwidth (b) doubles the bandwidth (c) leaves it unchanged (d) quadruples it
Show answer
(b), and halves the spectral amplitude — Problem 5.Q4. Multiplying by \(\cos\omega_0t\)
(a) shifts the spectrum to \(\omega_0\) (b) produces two half-height copies at \(\pm\omega_0\) (c) doubles the amplitude (d) has no effect
Show answer
(b) — the occupied bandwidth doubles — Problem 6.Q5. Convolution in time corresponds to
(a) convolution in frequency (b) multiplication in frequency (c) addition (d) division
Show answer
(b). The dual — multiplication in time — gives convolution in frequency, which is windowing — Problem 8.Q6. A periodic signal's Fourier transform consists of
(a) a continuous spectrum (b) impulses at the harmonics (c) a single impulse (d) nothing
Show answer
(b) — \(2\pi\sum c_n\delta(\omega-n\omega_0)\), since a periodic signal has infinite energy — Problem 9.Q7. Rayleigh's theorem states that
(a) power is conserved (b) energy is the same in both domains (c) bandwidth is fixed (d) phase is irrelevant
Show answer
(b) — \(\int|f|^2dt = \frac{1}{2\pi}\int|F|^2d\omega\) — Problem 10.Q8. The relation \(t_rf_c \approx 0.35\) is
(a) purely empirical (b) exactly \(\ln9/2\pi\) for a first-order response (c) exactly \(1/e\) (d) valid only for Gaussian filters
Show answer
(b) \(= 0.3497\); a Gaussian gives 0.3396 — Problem 14.Q9. The uncertainty bound \(\Delta t\,\Delta\omega \ge 1/2\) is attained by
(a) a rectangular pulse (b) a sinc (c) a Gaussian (d) an impulse
Show answer
(c), and only by a Gaussian — verified as exactly 0.500000 — Problem 15.Q10. Sampling a signal in time makes its spectrum
(a) discrete (b) periodic (c) continuous (d) zero
Show answer
(b) — replicated at every multiple of \(\omega_s\); overlap is aliasing — Problem 17.Q11. A rectangular window's peak sidelobe is at
(a) −3 dB (b) −13.3 dB (c) −31.5 dB (d) −58 dB
Show answer
(b). Hann gives −31.5 dB and Blackman −58.1 dB, both at the cost of a wider main lobe — Problem 18.Q12. DFT bin spacing equals
(a) \(f_s\) (b) \(f_s/N\) (c) \(N/f_s\) (d) \(f_s/2\)
Show answer
(b) \(= 1/T\) — the uncertainty principle as an identity. Zero-padding does not improve it — Problem 19.
Key Formulas
| Quantity | Relation | Notes |
|---|---|---|
| Transform pair | \(F(\omega) = \displaystyle\int fe^{-j\omega t}dt\); \(f = \dfrac{1}{2\pi}\displaystyle\int Fe^{j\omega t}d\omega\) | Angular convention |
| From the series | \(F(\omega) = \lim_{T\to\infty}Tc_n\) | Rescale before the limit |
| Area property | \(F(0) = \displaystyle\int f\,dt\) | Quickest check |
| Rectangular pulse | \(A\tau\,\text{sinc}(\omega\tau/2)\) | Nulls at \(2\pi n/\tau\); −13.3 dB sidelobe |
| Triangle | \(A\tau\,\text{sinc}^2(\omega\tau/2)\) | rect ∗ rect |
| Exponentials | \(e^{-at}u(t) \to \dfrac{1}{a+j\omega}\); \(e^{-a|t|} \to \dfrac{2a}{a^2+\omega^2}\) | Second is real and even |
| Gaussian | \(e^{-t^2/2\sigma^2} \to \sigma\sqrt{2\pi}e^{-\omega^2\sigma^2/2}\) | Self-reciprocal in form |
| Impulse and constant | \(\delta(t) \to 1\); \(1 \to 2\pi\delta(\omega)\) | Duals |
| Step | \(u(t) \to \pi\delta(\omega)+\dfrac{1}{j\omega}\) | Both terms needed |
| Duality | \(F(t) \leftrightarrow 2\pi f(-\omega)\) | Gives sinc ↔ rect free |
| Scaling | \(f(at) \leftrightarrow \dfrac{1}{|a|}F(\omega/a)\) | \(\Delta t\,\Delta\omega\) shape-dependent only |
| Time shift | \(f(t-t_0) \leftrightarrow F(\omega)e^{-j\omega t_0}\) | Magnitude unchanged |
| Modulation | \(f\cos\omega_0t \leftrightarrow \tfrac12\left[F(\omega-\omega_0)+F(\omega+\omega_0)\right]\) | Bandwidth doubles |
| Differentiation | \(f^{(n)} \leftrightarrow (j\omega)^nF\) | No IC terms — unlike Laplace |
| Integration | \(\displaystyle\int_{-\infty}^tf \leftrightarrow \dfrac{F}{j\omega}+\pi F(0)\delta(\omega)\) | Impulse term easily missed |
| Convolution | \(f_1*f_2 \leftrightarrow F_1F_2\); \(f_1f_2 \leftrightarrow \tfrac{1}{2\pi}F_1*F_2\) | Filtering; windowing |
| Periodic signal | \(2\pi\sum c_n\delta(\omega-n\omega_0)\) | \(c_n = F_1(n\omega_0)/T\) |
| Impulse train | Spacing \(T\) ↔ spacing \(2\pi/T\) | Self-dual in form |
| Rayleigh | \(\displaystyle\int|f|^2dt = \dfrac{1}{2\pi}\displaystyle\int|F|^2d\omega\) | \(|F|^2\) is energy density |
| Rise time | \(t_rf_c = \dfrac{\ln9}{2\pi} = 0.3497\) | Exact, first-order; 0.3396 Gaussian |
| Cascaded rise times | \(t_r \approx \sqrt{\sum t_{ri}^2}\) | Quadrature |
| Uncertainty | \(\Delta t\,\Delta\omega \ge \tfrac12\) | Gaussian attains it |
| Ideal low-pass | \(h(t) = \dfrac{W}{\pi}\text{sinc}(Wt)\) | Half its energy before \(t=0\) |
| Sampling | \(X_s(\omega) = \dfrac{1}{T_s}\sum X(\omega-n\omega_s)\) | Need \(\omega_s > 2\omega_m\) |
| DFT | \(X[k] = \sum x[n]e^{-j2\pi kn/N}\) | Bin spacing \(f_s/N = 1/T\) |
Common Mistakes
Writing \(\mathcal{F}\{u(t)\} = 1/j\omega\). The \(\pi\delta(\omega)\) carries the mean value and must be kept — Problem 2.
Substituting \(s = j\omega\) without checking the ROC. It fails for unstable signals and loses impulses on the boundary — Problem 12.
Mixing conventions. Angular and hertz forms differ by factors of \(2\pi\); check before quoting a table — Problem 2.
Treating \(F(\omega)\) as an amplitude. It is a density — only integrals over a band are physical — Problems 1 and 11.
Dropping the impulse in the integration theorem when \(F(0) \ne 0\) — Problem 7.
Applying the uncertainty bound to a rectangular pulse. Its RMS bandwidth is infinite, so the relation is satisfied vacuously — Problem 15.
Believing an anti-aliasing filter can be applied after sampling. Aliasing is irreversible — Problem 17.
Assuming an unwindowed measurement exists. A finite record is a rectangular window, with −13.3 dB sidelobes — Problem 18.
Zero-padding to improve resolution. It interpolates; resolution needs a longer record — Problem 19.
Reading the uncertainty bound backwards. It forbids short-and-narrow, not long-and-wide — a chirp has \(\tau B = 1000\) quite legally — Challenge C1.
Stretching the period to infinity turned a comb of spectral lines into a continuous curve — and that curve was visible all along as the envelope the series had been sampling. The rescaling \(F(\omega) = \lim Tc_n\) was the whole technical step; everything else followed. Aperiodic signals acquired spectra, energy replaced power as the conserved quantity, and \(|F(\omega)|^2\) became a density that must be integrated over a band before it means anything.
With the continuum came a family of reciprocal relations that a discrete spectrum could not even express. Chief among them, Set 28's \(t_rf_c \approx 0.35\) turned out to be \(\ln9/2\pi = 0.3497\) exactly for a first-order response — the oldest rule of thumb in electronics, in closed form — and it holds across filter families because the scaling theorem makes any time–bandwidth product depend on shape alone. Behind it sits the harder bound \(\Delta t\,\Delta\omega \ge \frac12\), attained only by a Gaussian, which also explains Set 29's ringing time, a spectrum analyser's resolution limit, and why a 10 Hz separation needs 100 ms of data whatever the instrument costs. Challenge C1 showed the bound is routinely misread: it forbids short-and-narrow, not long-and-wide, which is exactly the freedom chirp radar exploits to get 1.5 m resolution with a thousand times the energy.
Three sharp practical results emerged. The ideal filter's impulse response is a sinc with exactly half its energy before the impulse — Set 30's causality argument made concrete. A rectangular window buries a −60 dB harmonic in its own leakage skirt while a Blackman window recovers it at −60.00 dB. And a rectangular pulse through an \(RC\) filter transmits a fraction \(1-r+re^{-1/r}\) of its energy, which at \(r = \tau_c/T_0 = 1\) collapses to exactly \(1/e\).
Next: Set 35 — Two-Port Networks, the last set. One structural gap has survived every method built so far. Set 32, Challenge C1 found that two \(RC\) sections cascaded directly give \(1/(s^2+3s+1)\) rather than \(1/(1+s)^2\) — the repeated pole splitting to \(-0.382\) and \(-2.618\) and costing 42% of the bandwidth. No transform repairs this, because a single \(H(s)\) describes a network only when nothing loads its output. The remedy is four parameters instead of one: the \(z\), \(y\), \(h\) and \(ABCD\) descriptions, of which the last makes cascading an exact matrix product.