[Math] Fourier transform properties (integration) proof

fourier transform

From Signals and Systems _ Alan V. Oppenheim

There's a property of fourier transform states as below.

Fourier transform of $\int_{-\infty}^\tau x(\tau) d\tau $ equals to $\frac{ X(j\omega)}{j\omega} + \pi \delta(\omega)X(0)$

Can someone prove this?

Best Answer

I know it is kind of late for answering the question, but it might help somebody else.

I would approach it using the convolution property and the Heaviside Step Distribution u(t).

First of all, notice that:

$$f(t)*u(t) = \int_{-\infty}^{+\infty}f(s)u(t-s)ds$$

Since, for $t-s < 0 \Longrightarrow s > t$, the integrand is zero, then:

$$f(t)*u(t) = \int_{-\infty}^{t}f(s)ds$$

Now, all that is left is to use the convolution property of the Fourier Transform:

$$\mathscr{F}\Big(\int_{-\infty}^{t} f(s)ds\Big) = \mathscr{F}(f(t)*u(t)) = F(\omega) U(\omega)$$

Since the fourier transform of the heaviside distribution is:

$$\mathscr{F}(u(t)) = \frac{1}{i\omega} + \pi \delta(\omega)$$

Then, we get:

$$\mathscr{F}\Big(\int_{-\infty}^{t} f(s)ds\Big) = F(\omega) \Big(\frac{1}{i\omega} + \pi \delta(\omega)\Big)$$

The trick here, is to see that, for all $\omega \neq 0$, the Dirac's Delta distribution is actually zero, so we take $F(0)$ instead of $F(\omega)$ for the "second product":

$$\mathscr{F}\Big(\int_{-\infty}^{t} f(s)ds\Big) = \frac{F(\omega)}{i\omega} + \pi F(0)\delta(\omega)$$

QED.

Hope that it helps!

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