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04-BS-5 · May 2018

Question 3 of 7: Fourier Transform of a Finite Cosine Window

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

Notes on this paper

National Examinations, May 2018 — 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 about an ordinary point), Ch. 11 (Fourier Series, Fourier Integrals and Transforms), Ch. 19 (Numerics in General: interpolation, numerical differentiation, Romberg integration, iterative equation solving), Ch. 20 (Numeric Linear Algebra: Cholesky/LU factorization). 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. 2 (Cholesky/LU factorization).

Question 3: Fourier Transform of a Finite Cosine Window (a: 5; b: 9; c: 6 marks)

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 raised-cosine window $f(x)=\tfrac{a}{4}\cos(ax)$ on $|x|\lt\pi/(2a)$ and zero outside — nonnegative throughout its support since $ax\in(-\pi/2,\pi/2)$ there.

Find. (a) The area under $f$, with sketches for $a=4,8$. (b) $F(\omega)$ in closed form. (c) Sketches of $F(\omega)$ for $a=4,8$, and the limiting behaviour as $a\to\infty$.

Approach. Integrate $f$ directly over its finite support for the area; use evenness of $f$ to reduce the transform to a real cosine integral, apply a product-to-sum identity, integrate term by term, then examine the $a\to\infty$ limit of the closed form.

  1. (a) Area under the curve. Since $f\ge0$ on its support, the area bounded by $f$ and the $x$-axis is simply the signed integral: $$A=\int_{-\pi/2a}^{\pi/2a}\dfrac{a}{4}\cos(ax)\,dx=\dfrac14\Big[\sin(ax)\Big]_{-\pi/2a}^{\pi/2a}=\dfrac14\big[\sin(\tfrac\pi2)-\sin(-\tfrac\pi2)\big]=\dfrac14(1-(-1))$$ $$\boxed{A=\dfrac12}\quad\text{independent of }a$$ A larger $a$ narrows the window (width $\pi/a$) but raises the peak (height $a/4$) so as to conserve the enclosed area — visible in the sketch below (Figure 3a): the $a=8$ curve is half as wide and twice as tall as the $a=4$ curve.
  2. (b) Reduce the transform to a real cosine integral. Because $f$ is even and real, and the support is symmetric, the imaginary (sine) part of $e^{-i\omega x}=\cos(\omega x)-i\sin(\omega x)$ integrates to zero: $$F(\omega)=\dfrac{1}{\sqrt{2\pi}}\int_{-\pi/2a}^{\pi/2a}\dfrac{a}{4}\cos(ax)\cos(\omega x)\,dx$$ Apply the product-to-sum identity $\cos(ax)\cos(\omega x)=\tfrac12\big[\cos((a-\omega)x)+\cos((a+\omega)x)\big]$ and integrate each cosine term over the symmetric interval (valid for $\omega\ne\pm a$): $$\int_{-\pi/2a}^{\pi/2a}\cos(kx)\,dx=\dfrac{2}{k}\sin\!\Big(\dfrac{k\pi}{2a}\Big)$$
  3. Combine the two pieces. With $k=a-\omega$ and $k=a+\omega$, and using $\sin\!\big(\tfrac{(a-\omega)\pi}{2a}\big)=\cos\!\big(\tfrac{\omega\pi}{2a}\big)=\sin\!\big(\tfrac{(a+\omega)\pi}{2a}\big)$ (a half-angle complementary-angle identity, since both differ from $\pi/2$ by $\pm\tfrac{\omega\pi}{2a}$), both pieces reduce to the same $\cos(\pi\omega/2a)$ factor. Assembling and simplifying gives the closed form $$\boxed{F(\omega)=\dfrac{a^2\cos\!\big(\tfrac{\pi\omega}{2a}\big)}{2\sqrt{2\pi}\,(a^2-\omega^2)}},\qquad \omega\ne\pm a$$ (at $\omega=\pm a$ the $0/0$ form resolves to a finite value by l'Hopital's rule, so $F$ is actually smooth there — there is no real singularity, only a removable one in this formula.) $F(\omega)$ is real, as expected for the transform of a real even function.
  4. (c) Peak height and graph. At $\omega=0$: $F(0)=\dfrac{a^2\cos(0)}{2\sqrt{2\pi}\,a^2}=\dfrac{1}{2\sqrt{2\pi}}\approx0.19947$, independent of $a$ — both the $a=4$ and $a=8$ curves peak at the same height (Figure 3b), but the $a=8$ curve is visibly wider in $\omega$ (first zero near $\omega=8$) than the $a=4$ curve (first zero near $\omega=4$): narrowing the window in $x$ widens its transform in $\omega$, the Fourier uncertainty principle.
  5. Limit as $a\to\infty$. The window width $\pi/a\to0$ while the peak height $a/4\to\infty$, but part (a) showed the enclosed area stays fixed at $\tfrac12$ for every $a$ — so $f(x)$ approaches an impulse of strength $\tfrac12$ at the origin, $f(x)\to\tfrac12\delta(x)$. Correspondingly, for any fixed $\omega$, $$\lim_{a\to\infty}F(\omega)=\lim_{a\to\infty}\dfrac{a^2\cos(\pi\omega/2a)}{2\sqrt{2\pi}(a^2-\omega^2)}=\dfrac{1}{2\sqrt{2\pi}}$$ $$\boxed{F(\omega)\ \to\ \dfrac{1}{2\sqrt{2\pi}}\approx0.19947\ \text{for every }\omega}$$ i.e. the spectrum flattens to a constant over all frequencies — exactly the transform of $\tfrac12\delta(x)$, and the expected limiting case of the uncertainty principle: a perfectly time-localized pulse has a perfectly flat (frequency-unlimited) spectrum.
-1-0.6-0.20.20.6100.40.81.21.62a=4a=8f(x) = (a/4)cos(ax) window, a=4 vs a=8xf(x)
Figure 3a: $f(x)=\tfrac{a}4\cos(ax)$ window, $a=4$ vs. $a=8$ — same enclosed area ($\tfrac12$), narrower/taller as $a$ grows.
-15-9-33915-0.01410.02860.07130.1140.1570.199a=4a=8F(ω), a=4 vs a=8 (peak height const.)ωF(ω)
Figure 3b: $F(\omega)$, $a=4$ vs. $a=8$ — identical peak height $1/(2\sqrt{2\pi})$, wider spread in $\omega$ for the larger $a$.
QuantityResult
(a) Area$A=1/2$ (independent of $a$)
(b) $F(\omega)$$\dfrac{a^2\cos(\pi\omega/2a)}{2\sqrt{2\pi}(a^2-\omega^2)}$
Peak $F(0)$$1/(2\sqrt{2\pi})\approx0.19947$, same for all $a$
(c) $a\to\infty$$f(x)\to\tfrac12\delta(x)$; $F(\omega)\to1/(2\sqrt{2\pi})$ for all $\omega$ (flat spectrum)