Advanced Engineering Mathematics: Fourier Transform and Signal Processing, Assignments of Mathematics

A homework assignment from a university course on advanced engineering mathematics, specifically math 348. The assignment focuses on the topic of fourier transform and signal processing, covering the continuous fourier transform, green's functions, and the role of symmetry in the fourier integral. Various problems to be solved, such as finding the fourier cosine and sine transforms of given functions, calculating convolutions, and understanding the relationship between cross-correlation and convolution.

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MATH 348 - Advanced Engineering Mathematics February 4, 2008
Homework 4, Spring 2008 Due: February 13, 2008
Continuous Fourier Transform - Signal Processing - Green’s Functions
If a function is not periodic nor can it be periodically extended then the function has no Fourier series represen-
tation. However, in this case the function can have a Fourier integral representation. Analysis of the Fourier integral
representation1reveals the complex Fourier transform pairs:
f(x) = 1
2πZ
−∞
ˆ
f(ω)eiωx (1)
ˆ
f(ω) = 1
2πZ
−∞
f(x)eiωxdx (2)
We can connect (1)-(2) to the complex Fourier series. If a function is periodic then there exists a representation
of the function in the countably-infinite basis of imaginary-exponential functions. In this case the coefficients2of
this expansion are given by an integral whose limits of integration are bounded.3These coefficients quantify the
amplitude of oscillation for each discrete frequency of oscillation.4In the case of (1) we have that the function f
has a representation in the uncountably-infinite basis of imaginary-exponential functions. In this case the coefficients
are given by an integral (2) whose limits of integration are unbounded.5These coefficients quantify the amplitude of
oscillation for each continuous frequency of oscillation.
1. Now, we want to connect all of this to sections 11.7 and 11.8 in our text. We have that the Fourier integral
represents functions in the sine/cosine basis without requiring the function to be periodic. Now, what role does
symmetry play in this representation? With minimal work we see that if a function is even/odd then the Fourier
integral reduces to a Fourier cosine/sine integral.6As with our original derivation of transform, if we look at
the interplay between the coefficient functions A(ω)/B(ω) and f(x) we find the transform pairs:
fc(x) = r2
πZ
0
ˆ
f(ω) cos(ωx) ˆ
fc(ω) = r2
πZ
0
f(x) cos(ωx)dx (3)
fs(x) = r2
πZ
0
ˆ
f(ω) sin(ωx) ˆ
fs(ω) = r2
πZ
0
f(x) sin(ωx)dx (4)
We call (3) the Fourier cosine transform pair and, surprisingly, we call (4) the Fourier sine transform.
(a) Show that fc(x) and ˆ
fc(ω) are even functions and that fs(x) and ˆ
fs(ω) are odd functions.7
(b) Show that if we assume that f(x) is an even function then (1)-(2) defines the transform pair given by (3).
Also, show that if f(x) is an odd function then (1)-(2) defines the transform pair given by (4). 8
Given,
f(x) = A, 0< x < a
0,otherwise , A, a R+.(5)
(c) On the same graph plot the even and odd extensions of f.
(d) Find the Fourier cosine and sine transforms of f.
(e) Using the Fourier cosine transform show that Z
−∞
sin(πω)
πω = 1.
1See classnotes or Kreyszig pgs. 518-519
2also called weights
3Recall that our derivation lead to cn=1
2πZL
L
f(x)enxdx where ωn=
L.
4That is, for each ωnthere is a corresponding cnwhere |cn|2is a measure of the power of the sinusoids associated with ωn.
5In this case the behavior of fmust be known everywhere instead of on the interval (L, L).
6Kreyszig pg. 511
7Thus, if an input function has an even or odd symmetry then the transformed function shares the same symmetry.
8Thus, if an input function has symmetry then the Fourier transform is real-valued.
1
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MATH 348 - Advanced Engineering Mathematics February 4, 2008

Homework 4, Spring 2008 Due: February 13, 2008

Continuous Fourier Transform - Signal Processing - Green’s Functions

If a function is not periodic nor can it be periodically extended then the function has no Fourier series represen-

tation. However, in this case the function can have a Fourier integral representation. Analysis of the Fourier integral

representation

1 reveals the complex Fourier transform pairs:

f (x) =

2 π

−∞

f (ω)e

iωx

dω (1)

f (ω) =

2 π

−∞

f (x)e

−iωx

dx (2)

We can connect (1)-(2) to the complex Fourier series. If a function is periodic then there exists a representation

of the function in the countably-infinite basis of imaginary-exponential functions. In this case the coefficients

2 of

this expansion are given by an integral whose limits of integration are bounded.

3 These coefficients quantify the

amplitude of oscillation for each discrete frequency of oscillation.

4 In the case of (1) we have that the function f

has a representation in the uncountably-infinite basis of imaginary-exponential functions. In this case the coefficients

are given by an integral (2) whose limits of integration are unbounded.

5 These coefficients quantify the amplitude of

oscillation for each continuous frequency of oscillation.

  1. Now, we want to connect all of this to sections 11.7 and 11.8 in our text. We have that the Fourier integral

represents functions in the sine/cosine basis without requiring the function to be periodic. Now, what role does

symmetry play in this representation? With minimal work we see that if a function is even/odd then the Fourier

integral reduces to a Fourier cosine/sine integral.

6 As with our original derivation of transform, if we look at

the interplay between the coefficient functions A(ω)/B(ω) and f (x) we find the transform pairs:

f c

(x) =

π

0

f (ω) cos(ωx)dω

f c

(ω) =

π

0

f (x) cos(ωx)dx (3)

f s

(x) =

π

0

f (ω) sin(ωx)dω

f s

(ω) =

π

0

f (x) sin(ωx)dx (4)

We call (3) the Fourier cosine transform pair and, surprisingly, we call (4) the Fourier sine transform.

(a) Show that f c

(x) and

f c

(ω) are even functions and that f s

(x) and

f s

(ω) are odd functions.

7

(b) Show that if we assume that f (x) is an even function then (1)-(2) defines the transform pair given by (3).

Also, show that if f (x) is an odd function then (1)-(2) defines the transform pair given by (4).

8

Given,

f (x) =

A, 0 < x < a

0 , otherwise

, A, a ∈ R

. (5)

(c) On the same graph plot the even and odd extensions of f.

(d) Find the Fourier cosine and sine transforms of f.

(e) Using the Fourier cosine transform show that

−∞

sin(πω)

πω

dω = 1.

1 See classnotes or Kreyszig pgs. 518-

2 also called weights

3 Recall that our derivation lead to cn =

1

2 π

Z L

−L

f (x)e

iωnx dx where ωn =

L

.

4 That is, for each ωn there is a corresponding cn where |cn|

2 is a measure of the power of the sinusoids associated with ωn.

5 In this case the behavior of f must be known everywhere instead of on the interval (−L, L).

6 Kreyszig pg. 511

7 Thus, if an input function has an even or odd symmetry then the transformed function shares the same symmetry.

8 Thus, if an input function has symmetry then the Fourier transform is real-valued.

  1. Calculate the following transforms:

(a) F {f } where f (x) = δ(x − x 0

), x 0

∈ R.

9

(b) F {f } where f (x) = e

−k 0 |x| , k 0

∈ R

.

(c) F

− 1

f

where

f (ω) =

(δ(ω + ω 0 ) + δ(ω − ω 0 )) , ω 0 ∈ R.

(d) F

− 1

f

where

f (ω) =

(δ(ω + ω 0

) − δ(ω − ω 0

)) , ω 0

∈ R.

  1. The convolution h of two functions f and g is defined as

10 ,

h(x) = (f ∗ g)(x) =

−∞

f (p)g(x − p)dp =

−∞

f (x − p)g(p)dp. (6)

(a) Show that F {f ∗ g} =

2 πF {f } F {g}.

(b) Find the convolution h(x) = (f ∗ g)(x) where f (x) = δ(x − x 0

) and g(x) = e

−x .

  1. Read the introductory paragraph of following websites http://en.wikipedia.org/wiki/Autocorrelation and

http://en.wikipedia.org/wiki/Cross-correlation and respond to the following:

(a) Write down an integral definition of cross-correlation and auto-correlation.

(b) Compare and contrast cross-correlation and convolution in terms of independent random variables described

by the probability distributions f and g.

(c) Describe an application of cross-correlation to signal processing.

  1. Given the ODE,

y

  • y = f (x), −∞ < x < ∞. (7)

Let f (x) = δ(x) and then:

(a) Calculate the frequency response associated with (7).

11

(b) Calculate the Green’s function associated with (7).

(c) Using convolution find the steady-state solution to the (7).

9 Here the δ is the so-called Dirac, or continuous, delta function. This isn’t a function in the true sense of the term but instead what

is called a generalized function. The details are unimportant and in this case we care only that this Dirac-delta function has the property Z ∞

−∞

δ(x − x 0 )f (x)dx = f (x 0 ). For more information on this matter consider http://en.wikipedia.org/wiki/Dirac_delta_function. To

drive home that this function is strange, let me spoil the punch-line. The sampling function f (x) = sinc(ax) can be used as a definition for

the Delta function as a → 0. So can a bell-curve probability distribution. Yikes!

10 Here wee keep the same notation as Kreysig pg. 523

11 this is often called the steady-state transfer function