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could anyone explain why there is a need of negative exponent in fourier and laplace transform.I looked through the web but I couldn't get anything.Does anything happen if a positive exponent is placed in these transforms.

While looking through http://1drv.ms/1tbV45S it says that if $s>0$ it becomes a rapidly decreasing function while if $s<0$ it becomes an rapidly increasing functin of t.I couldn't understand that.Can anyone illustrate this.

Mostafa
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justin
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4 Answers4

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Matt is correct that the sign is convention. I think that there is a reason for it beyond that though.

If we look at complex frequencies in the complex plane, they look like a constant vectors that rotate in one direction or another. Positive frequencies rotate counter-clockwise, negative frequencies rotate clockwise, and "0 Hz" frequencies don't rotate at all.

Positive frequency

The Fourier transform has a negative sign to intentionally rotate in the opposite direction as the frequencies that they are "looking" for.

Negative frequency

The reason for the opposite rotation is that when the two frequency vectors are multiplied, their phases will repeatedly cancel out, so when the results are summed together there will be a massive vector due to all of the individual vectors lining up.

$$ X(f) = \sum\limits_{n=0}^{N-1}x(n)e^{-j2\pi kn/N} $$

Fourier frequency vectors

This is how the Fourier transform "looks" for frequencies. If the two frequencies are the same or "close" (how close they need to be depends on the length of the DFT) they will line up well and cause a massive response in the summation. I have showed how this works for the discrete Fourier transform (DFT), but the exact same reasoning applies to the continuous transform.

Hopefully this explains why the Fourier transform would want the vectors rotating in the opposite direction. To be perfectly honest I don't know the Laplace transform well enough to give solid reasoning for its negative sign. Since the two transforms are very closely related though (the Laplace transform being a generalization of the Fourier transform), I assume that it is for similar reasons.

Jim Clay
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  • Another view would be to look at the inverse transform and to claim that it appears most natural to compose a signal into a sum (or integral) of complex exponentials (with a positive sign in the exponent). But anyway, no significant change would occur if the sign convention was changed. – Matt L. Nov 05 '14 at 14:50
  • @MattL. Agreed on both counts. – Jim Clay Nov 05 '14 at 14:55
  • @JimClay:Illustration is good.are you saying that since the dot product of vectors include $\cos\theta$,if the rotation is opposite the vectors would add up.Or whether you are saying about cross-product.I couldn't understand what you meant by 'opposite rotation'. – justin Nov 06 '14 at 06:03
  • @justin I'm not sure where the $cos\theta$ that you are talking about comes from. Perhaps you are getting that from $e^{j\theta}=cos(\theta) + j*sin(\theta)$? At any rate, the second picture is meant to illustrate the $e^{-j2\pi kn/N}$ in the Fourier transform cross product. It is rotating in a clockwise direction in the complex plane. In other words, each sample is the same phase as the previous sample, minus some constant phase. Low frequencies have small phase differences, high frequencies have large phase differences. – Jim Clay Nov 06 '14 at 11:16
  • @JimClay:But in Fourier transform are we really "adding" each signal or "multiplying" them? – justin Nov 06 '14 at 11:22
  • @justin It's a dot product, so you are multiplying and then summing them. – Jim Clay Nov 06 '14 at 12:01
  • @JimClay:But in dot product whether there is both mutiplication and addition?.I thought only multiplication takes place. – justin Nov 06 '14 at 12:04
  • @justin Yes, a dot product involves both multiplication and addition. The Fourier transform equation above is a dot product. The addition is the $\sum$ part of the equation. – Jim Clay Nov 06 '14 at 13:29
  • @JimClay::but isn't dot product a$\cdot$b or whether you meant to say that the total integral is known as dot product – justin Nov 07 '14 at 04:54
  • Yes, the notation for dot products is $a \cdot b$, but that's all it is- notation. "Underneath the hood" the dot product is a summation of multiplication products, or, in the continuous case, integral of multiplication products. – Jim Clay Nov 07 '14 at 13:54
  • @JimClay:But how could you say that "The reason for the opposite rotation is that when the two frequency vectors are multiplied, their phases will repeatedly cancel out"?More specifically is it possible to say that one frequency vector would be the opposite of the other?I think only if there(frequency vector)phases are opposite there phases would cancel each other. – justin Nov 10 '14 at 06:25
  • @justin Their phases are opposite. That's the point of the minus sign. – Jim Clay Nov 10 '14 at 13:51
  • @JimClay:Can we be sure that phases will always be opposite.For example consider a case in which the two frequencies have the same phase in a wave.Even if we take the minus sign for both the frequencies,whether they would cancel out? – justin Nov 24 '14 at 08:10
  • @justin Yes, if two waves have opposite phases the phases will cancel out. I think what you are trying to get at is what happens if one has a constant phase offset. In that case the phases will cancel out except for the constant phase. That is okay, though, because the dot product will still result in something huge, as shown in the picture above, it will just be at whatever the phase offset is instead of zero phase. – Jim Clay Nov 24 '14 at 15:28
  • @JimClay:I still can't get it.But that's no problem.Do you know why always the complex value part holds the frequency and the real part is utilized for damping effect.But I suppose that there's no damping in fourier transform due to the sense that it just contain an complex valued part i.e e−jωt.Why couldn't the real part(eαt) in Laplace transform contain information about frequency?Could you help me. – justin Nov 27 '14 at 11:41
  • Good answer. watch Brian Douglas video about Z-Transform and you will understand why the sign must be negative, it shows a good animation of an exponential growth and decay when multiplied gives y = 1, the integral of this last is +inf. – Aminos Aug 14 '23 at 11:27
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For the Fourier transform the sign of the exponent is pure convention. Note that for the inverse transform you have a positive sign in the exponent. You could also define the Laplace transform with a positive sign in the exponent. In any case, you want exponential damping of the time domain function to be transformed, so the real part of the complex exponent should be negative. If you changed $s$ to $-s$ then the region of convergence of the unilateral Laplace transform would change from $\Re\{s\}>a$ to $\Re\{s\}<a$ for some real-valued constant $a$.

Matt L.
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  • I have updated the post.could you look at it. – justin Nov 05 '14 at 14:13
  • @justin: The integrand is $f(t)e^{-st}$. With $s=\sigma+j\omega$ you get $f(t)e^{-\sigma t}e^{-j\omega t}$. For $\sigma>0$ you get exponential damping of $f(t)$ (for $t>0$). Otherwise, you'd get an exponentially increasing factor which could make the integral diverge. – Matt L. Nov 05 '14 at 14:17
  • could you say what does $j$,$\omega$ and $\sigma$ represent in the complex s variable for a signal analysis. – justin Nov 05 '14 at 14:19
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    @justin: I used $j$ as the imaginary unit (as usual in EE, other folks call it $i$). And since $s=\sigma+i\omega$, $\sigma$ is the real part of $s$, and $\omega$ is the imaginary part of $s$. – Matt L. Nov 05 '14 at 14:22
  • could you explain it using signal characterstics instead of theoretical approach. – justin Nov 05 '14 at 14:23
  • @justin: That's what I've tried in my previous comment. $f(t)$ gets multiplied by $e^{-\sigma t}$, which means exponential damping of $f(t)$. – Matt L. Nov 05 '14 at 14:25
  • okay that's how the function worked.But I just want to know what are the parameters in complex variable s for a signal. – justin Nov 05 '14 at 14:27
  • @justin: Not sure what you mean by 'parameters'. You use the complex variable $s$ to compute the Laplace transform of a signal, which is a function of $s$. The imaginary part $\omega$ is the angular frequency variable, and the real part $\sigma$ corresponds to exponential damping. – Matt L. Nov 05 '14 at 14:30
  • Is there exponential damping in fourier transform.Or is it only present in laplace transform. – justin Nov 06 '14 at 05:25
  • @justing: There is no damping in the Fourier transform, only in the Laplace transform. – Matt L. Nov 06 '14 at 07:09
  • :does that mean fourier transform doesn't consider signals which decay exponentially upto zero. – justin Nov 06 '14 at 07:13
  • @justin: No, it just doesn't add any exponential damping. This is the reason why there are certain signals for which the Laplace transform exists (i.e. the integral converges), but the Fourier transform doesn't (i.e. the integral diverges). – Matt L. Nov 06 '14 at 07:59
  • :if signals are exponentially decreasing then can it be represented by fourier transform? – justin Nov 06 '14 at 08:38
  • @justing: Yes, please try it yourself then you'll see and understand it: $f(t)=e^{-at};a>0$ $\int_{-\infty}^{\infty}e^{-at}e^{-i\omega t}dt$, $a>0$. – Matt L. Nov 06 '14 at 08:52
  • :does laplace transform differ fourier transform only in exponential damping i.e when a signal decreases to zero you can't represent it using fourier but you could do it with laplace. – justin Nov 06 '14 at 08:58
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The negative exponent in the forward transform is necessary and inevitable, because inner product axioms for complex vectors or functions without conjugation are inconsistent.

For example, the inner product of a complex vector with itself would not be real and non-negative without conjugation.

Patrick
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i would just say that the original convention is to represent complex sinusoids with a positive exponent. so a voltage "phasor" would be

$$ v(t) = V e^{j \omega t} $$

($V$ is a complex constant, and $|V|$ represents the magnitude of the phasor and $\arg\{V\}$ represents the phase of the phasor.) i s'pose we could define the convention as

$$ v(t) = V e^{-j \omega t} $$

but my question would be "why bother?"

why a complex exponential? because $e^{s t}$ is an eigenfunction (essentially the eigenfunction) of linear time-invariant (LTI) systems, which are what we apply Fourier and Laplace transforms to. when $e^{s t}$ goes into an LTI system, something times $e^{s t}$ comes out.

LTI systems can be completely described by, or have their input/output relationship completely described by their impulse response $h(t)$. that description is convolution:

$$ y(t) = \int\limits_{-\infty}^{\infty} h(\tau) x(t-\tau) \ d \tau $$

if the input is

$$ x(t) = e^{s t}$$

the output is

$$ \begin{align} y(t) & = \int\limits_{-\infty}^{\infty} h(\tau) x(t-\tau) \ d \tau \\ & = \int\limits_{-\infty}^{\infty} h(\tau) e^{s (t-\tau)} \ d \tau \\ & = \int\limits_{-\infty}^{\infty} h(\tau) e^{-s \tau} \ d \tau \ \ e^{s t} \\ & = H(s) \ e^{s t} \\ & = H(s) \ x(t) \\ \end{align} $$

so $x(t)=e^{s t}$ is an eigenfunction and the eigenvalue, the thing that scales the eigenfunction in an LTI system is $H(s)$ and directly related to $h(t)$.

then the rest is all about Fourier. so Fourier generalizes a little, first with a periodic $x(t)$ that Fourier posits that can be represented with sinusoids all having the same period as $x(t)$.

$$ x(t+T) = x(t) \quad \forall t $$

$$ x(t) = \sum\limits_{k=-\infty}^{\infty} X[k] \ e^{j \frac{2 \pi k}{T} t} $$

it's still the original convention: define the signal as a phasor $e^{j \omega t}$. the positive exponent remains. $X[k]$ are the "Fourier coefficients".

so we know that the output is

$$ \begin{align} y(t) & = \sum\limits_{k=-\infty}^{\infty} H\left(j \frac{2 \pi k}{T} \right) X[k] \ e^{j \frac{2 \pi k}{T} t} \\ & = \sum\limits_{k=-\infty}^{\infty} Y[k] \ e^{j \frac{2 \pi k}{T} t} \\ \end{align} $$

another periodic function, having the same period, but with different Fourier coefficients.

so, positive $\omega$ in the exponent.

so what are those Fourier coefficients?

$$ \begin{align} \int\limits_{0}^{T} x(t) e^{-j \frac{2 \pi m}{T} t} \ dt & = \int\limits_{0}^{T} x(t) e^{-j \frac{2 \pi m}{T} t} \ dt \\ & = \int\limits_{0}^{T} \sum\limits_{k=-\infty}^{\infty} X[k] e^{j \frac{2 \pi k}{T} t} e^{-j \frac{2 \pi m}{T} t} \ dt \\ & = \int\limits_{0}^{T} \sum\limits_{k=-\infty}^{\infty} X[k] e^{j \frac{2 \pi (k-m)}{T} t} \ dt \\ & = \sum\limits_{k=-\infty}^{\infty} X[k] \int\limits_{0}^{T} e^{j \frac{2 \pi (k-m)}{T} t} \ dt \\ \end{align} $$

for every $k$ in the sum where $k \ne m$, the integral is zero so the term in the summation is zero.

$$ \int\limits_{0}^{T} e^{j \frac{2 \pi (k-m)}{T} t} \ dt = \begin{cases} 0, & \text{for } k \ne m \\ T, & \text{for } k = m \end{cases} $$

for the single non-zero term, when $k=m$, we have

$$ \int\limits_{0}^{T} x(t) e^{-j \frac{2 \pi m}{T} t} \ dt = X[m] T $$

so

$$ X[m] = \frac{1}{T} \ \int\limits_{0}^{T} x(t) e^{-j \frac{2 \pi m}{T} t} \ dt $$

that is where the negative exponent comes from. we need that exponent to be negative so that only the $m^{\text{th}}$ term in the summation survives (when $k=m$ and $e^{j \frac{2 \pi (k-m)}{T} t}=1$), thus isolating a single $X[m]$ so we know what it is. otherwise it would be the $-m^{\text{th}}$ term surviving and we would have to change the convention in our original definition of $x(t)$.

this remains essentially the case as the Fourier series representation is generalized to non-periodic $x(t)$, where the summation becomes an integral. because we define our signal as a sort of integral summation of these exponential (with positive exponents) eigenfunctions:

$$ x(t) = \frac{1}{2 \pi} \int\limits_{-\infty}^{\infty} X(j \omega) e^{j \omega t} \ d \omega $$

again, to get those Fourier "coefficients", we need a negative exponent:

$$ X(j \omega) = \int\limits_{-\infty}^{\infty} x(t) e^{-j \omega t} dt $$

Laplace generalizes further by allowing that purely imaginary value $j \omega$ to be a more general complex value, $s = \sigma + j \omega$. but that does not change the sign convention.

robert bristow-johnson
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  • could you say why $e^{st}$ is an eigen function? – justin Nov 10 '14 at 06:29
  • sure, i had already. first, the general input/output equation for an LTI system is the convolution equation: $$ y(t) = \int\limits_{-\infty}^{\infty} h(\tau) x(t-\tau) \ d \tau $$

    define the input as

    $$ x(t) = e^{s t}$$ then plug that into the convolution equation and see what comes out for $y(t)$.

    do you need someone to explain how the convolution integral is derived?

    – robert bristow-johnson Nov 10 '14 at 14:08
  • :I would like to know is it only for input $e^{st}$ we would get an output in terms of $e^{st}$ back or is there any other function?More specifically I want to know why an emphasis is given on '$e^{xt}$(x can be complex or real) in most of the transformations like DFT,Laplace tranform,Z transform etc. – justin Nov 24 '14 at 08:57
  • i believe that the exponential form, $x(t)=e^{st}$, is the only functional form for an eigenfunction for linear time-invariant (LTI) systems. remember that $s$ only defines, in a general manner, the base of the exponential since $e^{st} = \left(e^s\right)^t = a^t$, so any exponential function of $t$ works. i do not believe that any other general form of function will pass through the convolution integral without getting its form changed. maybe a power series will: $$ x(t) = \sum\limits_{n=0}^{\infty} a_n t^n $$ that's about it. – robert bristow-johnson Nov 24 '14 at 18:45