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Fourier Analysis of Non-Periodic Signals

Jul 23, 2025

Overview

This lecture explains how to analyze non-periodic (time-bounded, real-world) signals using Fourier methods, culminating in the definition and interpretation of the Fourier Transform and its inverse.

Periodic vs. Non-Periodic Signals

  • Periodic signals repeat every interval T₀ and are defined from minus to plus infinity in time.
  • Most real signals are non-periodic, starting and ending at finite times, making them "energy signals."
  • Energy signals, unlike periodic signals, have finite duration and finite energy.

Constructing a Periodic Signal from a Non-Periodic One

  • To analyze a finite signal with Fourier series, artificially repeat it every T₀ to create a periodic extension.
  • The original signal is then a special case as T₀ approaches infinity.

Fourier Series and the Transition to Fourier Transform

  • Fourier series represent periodic signals as sums of harmonics with coefficients Dₙ.
  • For the periodic extension, the fundamental frequency F₀ = 1/T₀.
  • As T₀ → ∞, F₀ → 0, harmonics become densely packed and the sum approaches an integral.
  • The Fourier coefficients Dₙ become samples of a new function, G(F), at discrete frequencies.
  • When the frequency step ΔF becomes infinitesimal, the sum becomes the Fourier Transform integral.

The Fourier Transform Pair

  • The Fourier Transform of signal g(t): G(f) = ∫ g(t) e^(–j2πft) dt (integrate over time from –∞ to ∞).
  • The Inverse Fourier Transform: g(t) = ∫ G(f) e^(j2πft) df (integrate over frequency from –∞ to ∞).
  • This pair allows transforming between time and frequency domains for non-periodic signals.

Interpretation and Properties of G(f)

  • G(f) describes amplitude and phase for all frequencies, generalizing Fourier coefficients to a continuum.
  • Individual G(f) values at specific frequencies carry no "energy," but integration over a frequency range gives meaningful results.
  • Analogous to probability density: the probability at a single point is zero, but over a range is finite.

Key Terms & Definitions

  • Periodic Signal — a signal that repeats at regular intervals over all time.
  • Energy Signal — a time-limited signal with finite energy (does not extend to infinity).
  • Fourier Series — represents a periodic signal as a sum of sinusoids with specific frequencies.
  • Fourier Transform — generalizes the Fourier series to non-periodic signals using an integral over all frequencies.
  • G(f) — the Fourier Transform of a signal, indicating its frequency content.
  • Inverse Fourier Transform — reconstructs the time signal from its Fourier Transform.

Action Items / Next Steps

  • Review the derivation and properties of the Fourier Transform and inverse.
  • Prepare for discussion on the implications of the Fourier Transform in the next class.