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04-BS-5 · May 2017

Question 3 of 7: Fourier Transform of a Raised-Cosine Pulse

Nivaar worked solution (AI-drafted; not reviewed by a licensed engineer)

Notes on this paper

National Examinations, May 2017 — 04-BS-5 Advanced Mathematics, 3 hours, closed book (approved Casio/Sharp calculator and one double-sided aid sheet permitted). Any five of the seven questions constitute a complete paper and all questions are of equal value; all seven are answered below as a full study resource.

Reference texts: Kreyszig, Advanced Engineering Mathematics, 10th ed. (Wiley) — Ch. 5 (Series Solutions of ODEs), Ch. 11 (Fourier Series, Integrals and Transforms), Ch. 19 (Numerics in General: interpolation, integration, solution of equations by iteration), Ch. 20 (Numeric Linear Algebra). Supporting: Chapra & Canale, Numerical Methods for Engineers, 7th ed. — Ch. 5–6 (bracketing and open root-finding methods), Ch. 18 (interpolation), Ch. 22 (Romberg integration); Strang, Introduction to Linear Algebra, 6th ed. — Ch. 6 (eigenvalues, Cayley–Hamilton).

Question 3: Fourier Transform of a Raised-Cosine Pulse (20 marks: a 5, b 9, c 6)

Question text not reproduced: the examination questions are © Engineers and Geoscientists BC. Open the official past paper (linked at the top of this page) to read the question, then follow the worked solution below.

Given. A single raised-cosine lobe $f(x)=a\cos^2(ax)$ supported on $|x|\le\pi/(2a)$ and zero elsewhere, with $a\gt0$. The pulse height is $a$ (at $x=0$) and its total width is $\pi/a$, so height and width trade off inversely as $a$ varies.

Find. (a) the enclosed area and the graphs for $a=1,2$; (b) the Fourier transform $F(\omega)$ in the stated normalisation; (c) the limiting behaviour of both $f$ and $F$ as $a\to\infty$.

f (x) = a cos²(ax) on |x| ≤ pi/(2a), zero outside-2-1.5-1-0.500.511.520.511.52xf (x)a = 1 (peak 1, half-width pi/2)a = 2 (peak 2, half-width pi/4)both lobes enclosethe same area, pi/2
Part (a): the pulse for $a=1$ (solid) and $a=2$ (dashed). Doubling $a$ doubles the height and halves the width, leaving the shaded area unchanged at $\pi/2$.

Approach. Use the power-reduction identity $\cos^2\theta=\frac12(1+\cos2\theta)$ to turn both the area integral and the transform integral into elementary cosine integrals, exploiting the evenness of $f$ to discard the imaginary part of $e^{-i\omega x}$.

  1. Part (a) — area under the pulse. Substituting $u=ax$ (so $du=a\,dx$) maps the support onto $|u|\le\pi/2$ and cancels the height factor $a$ entirely: $$\text{Area}=\int_{-\pi/2a}^{\pi/2a}a\cos^2(ax)\,dx=\int_{-\pi/2}^{\pi/2}\cos^2u\,du=\Big[\dfrac{u}{2}+\dfrac{\sin 2u}{4}\Big]_{-\pi/2}^{\pi/2}=\boxed{\dfrac{\pi}{2}}$$ The area is independent of $a$ — the parameter merely reshapes the pulse, it does not change how much it encloses. This invariance is what makes part (c) interesting, and it is drawn to scale in the figure above.
  2. Part (b) — reduce the transform integral. Because $f$ is even, $\int f(x)\sin\omega x\,dx=0$ and only the cosine part of $e^{-i\omega x}$ survives, so $F(\omega)$ is real. Applying $\cos^2(ax)=\frac12\big[1+\cos(2ax)\big]$ and writing $L=\pi/(2a)$, $$F(\omega)=\dfrac{1}{\sqrt{2\pi}}\int_{-L}^{L}\dfrac{a}{2}\big[1+\cos(2ax)\big]\cos(\omega x)\,dx$$
  3. Evaluate the two elementary integrals. The first is immediate, and the second is split with the product-to-sum identity $\cos\alpha\cos\beta=\frac12[\cos(\alpha+\beta)+\cos(\alpha-\beta)]$: $$\int_{-L}^{L}\cos\omega x\,dx=\dfrac{2\sin\omega L}{\omega},\qquad \int_{-L}^{L}\cos(2ax)\cos(\omega x)\,dx=\dfrac{\sin\big[(2a+\omega)L\big]}{2a+\omega}+\dfrac{\sin\big[(2a-\omega)L\big]}{2a-\omega}$$ With $L=\pi/(2a)$ put $\theta=\omega L=\pi\omega/(2a)$; then $(2a\pm\omega)L=\pi\pm\theta$, and since $\sin(\pi+\theta)=-\sin\theta$ while $\sin(\pi-\theta)=+\sin\theta$, the second integral collapses to $$-\dfrac{\sin\theta}{2a+\omega}+\dfrac{\sin\theta}{2a-\omega}=\dfrac{2\omega\sin\theta}{4a^2-\omega^2}$$
  4. Combine into the transform. Substituting both results, $$F(\omega)=\dfrac{a}{2\sqrt{2\pi}}\left[\dfrac{2\sin\theta}{\omega}+\dfrac{2\omega\sin\theta}{4a^2-\omega^2}\right]=\dfrac{a\sin\theta}{\sqrt{2\pi}}\cdot\dfrac{(4a^2-\omega^2)+\omega^2}{\omega(4a^2-\omega^2)}$$ The $\omega^2$ terms cancel in the numerator, leaving $$\boxed{F(\omega)=\dfrac{4a^3\,\sin\!\big(\dfrac{\pi\omega}{2a}\big)}{\sqrt{2\pi}\;\omega\,(4a^2-\omega^2)}}$$ Numerical spot-checks against direct quadrature agree to ten decimal places: for $a=1,\omega=0.7$ both give $0.5786897430$; for $a=2,\omega=1.3$ both give $0.5851171730$; for $a=1.5,\omega=5.0$ both give $0.0583021377$.
  5. Interpret the two apparent singularities. Both are removable. As $\omega\to0$, $\sin\theta\to\pi\omega/(2a)$ and $$F(0)=\dfrac{1}{\sqrt{2\pi}}\cdot\dfrac{\pi}{2}=\dfrac{\pi}{2\sqrt{2\pi}}\approx0.6267$$ which is just the area of Step 1 divided by $\sqrt{2\pi}$, as the definition demands. At $\omega=\pm2a$ the denominator vanishes but so does $\sin(\pm\pi)$, and the limit is finite, $F(\pm2a)=\pi/(4\sqrt{2\pi})\approx0.3133$. The spectrum is therefore continuous everywhere.
Amplitude spectrum F(ω) for a = 1 and a = 2-12-8-4048120.20.40.6omegaF (omega)F(0) = pi/(2√(2pi)) ≈ 0.6267 for every aa = 1a = 2 (wider spectrum)
Part (b): the spectrum $F(\omega)$ for $a=1$ and $a=2$. Every curve passes through the same DC value $F(0)=\pi/(2\sqrt{2\pi})$; increasing $a$ stretches the spectrum outwards, which is the reciprocal-spreading behaviour discussed in part (c).
  1. Part (c) — the limit $a\to\infty$. In the $x$-domain the support $|x|\le\pi/(2a)$ shrinks to the single point $x=0$ while the peak height $a$ grows without bound, yet Step 1 showed the enclosed area stays pinned at $\pi/2$. A family of non-negative pulses that narrows to a point at constant area is by definition a delta sequence, so $$f(x)\;\longrightarrow\;\dfrac{\pi}{2}\,\delta(x)\qquad(a\to\infty)$$ In the $\omega$-domain, for any fixed $\omega$ the argument $\pi\omega/(2a)\to0$, so $\sin(\pi\omega/2a)\to\pi\omega/(2a)$ and $4a^2-\omega^2\to4a^2$, giving $$F(\omega)\;\longrightarrow\;\dfrac{4a^3}{\sqrt{2\pi}}\cdot\dfrac{\pi\omega/(2a)}{\omega\cdot4a^2}=\boxed{\dfrac{\pi}{2\sqrt{2\pi}}\approx0.6267\quad\text{for every }\omega}$$ The spectrum flattens to a constant: the first zero crossing, at $\omega=2a$, marches off to infinity, so the pulse’s bandwidth grows in exact proportion as its duration shrinks. This is the reciprocal-spreading (uncertainty) property of the Fourier transform, and it is consistent with the standard result that the transform of $\delta(x)$ is the constant $1/\sqrt{2\pi}$ — here scaled by the fixed area $\pi/2$.
QuantityResult
Area under $f$ (part a)$\pi/2$, independent of $a$
Fourier transform (part b)$F(\omega)=\dfrac{4a^3\sin(\pi\omega/2a)}{\sqrt{2\pi}\,\omega(4a^2-\omega^2)}$
$F(0)$$\pi/(2\sqrt{2\pi})\approx0.6267$ for every $a$
$F(\pm2a)$$\pi/(4\sqrt{2\pi})\approx0.3133$ (removable singularity)
Limit as $a\to\infty$ (part c)$f\to\tfrac{\pi}{2}\delta(x)$; $F(\omega)\to\pi/(2\sqrt{2\pi})$, a flat spectrum