如果当
t
→
+
∞
t \to +\infty
t→+∞时,
g
(
t
)
=
∫
−
∞
t
f
(
t
)
d
t
→
0
g(t) = \int_{ - \infty }^t {f(t){\rm{d}}t \to 0}
g(t)=∫−∞tf(t)dt→0,则:
F
[
∫
−
∞
t
f
(
t
)
d
t
]
=
1
j
ω
F
[
f
(
t
)
]
\mathscr F\left[ {\int_{ - \infty }^t {f(t){\rm{d}}t} } \right] = \frac{1}{{{\rm{j}}\omega }} \mathscr F\left[ {f(t)} \right]
F[∫−∞tf(t)dt]=jω1F[f(t)]
该式表明一个函数的积分后的Fourier变换等于这个函数的Fourier变换除以因子 j ω j\omega jω.
注意:
当
lim
t
→
∞
g
(
t
)
≠
0
\lim\limits_{t \to \infty } g(t) \ne 0
t→∞limg(t)=0时,积分性质应为:
F
[
∫
−
∞
t
f
(
t
)
d
t
]
=
1
j
ω
F
[
f
(
t
)
]
+
π
F
(
0
)
δ
(
ω
)
\mathscr F\left[ {\int_{ - \infty }^t {f(t){\rm{d}}t} } \right] = \frac{1}{{{\rm{j}}\omega }} \mathscr F\left[ {f(t)} \right]+ \pi F(0)\delta (\omega )
F[∫−∞tf(t)dt]=jω1F[f(t)]+πF(0)δ(ω)
即:
F
[
∫
−
∞
t
f
(
t
)
d
t
]
=
1
j
ω
F
(
ω
)
+
π
F
(
0
)
δ
(
ω
)
\mathscr F\left[ {\int_{ - \infty }^t {f(t){\rm{d}}t} } \right] = \frac{1}{{{\rm{j}}\omega }} F({\omega})+ \pi F(0)\delta (\omega )
F[∫−∞tf(t)dt]=jω1F(ω)+πF(0)δ(ω)
其中:
F
(
ω
)
=
F
[
f
(
t
)
]
F({\omega})=\mathscr F[f(t)]
F(ω)=F[f(t)].
证明:
根据高等数学理论,因为
d
d
t
∫
−
∞
t
f
(
t
)
d
t
=
f
(
t
)
\frac{d}{{dt}}\int_{ - \infty }^t {f(t){\rm{d}}t} = f(t)
dtd∫−∞tf(t)dt=f(t),所以
F
[
d
d
t
∫
−
∞
t
f
(
t
)
d
t
]
=
F
[
f
(
t
)
]
(1)
\mathscr F\left[ {\frac{d}{{dt}}\int_{ - \infty }^t {f(t){\rm{d}}t} } \right] = \mathscr F\left[ {f(t)} \right] \tag 1
F[dtd∫−∞tf(t)dt]=F[f(t)](1)
又根据Fourier变换的微分性质:
F
[
g
′
(
t
)
]
=
j
ω
F
[
g
(
t
)
]
\mathscr F[g'(t)]=j\omega \mathscr F[g(t)]
F[g′(t)]=jωF[g(t)]
可得:
F
[
d
d
t
∫
−
∞
t
f
(
t
)
d
t
]
=
j
ω
F
[
∫
−
∞
t
f
(
t
)
d
t
]
(2)
\mathscr F\left[ {\frac{d}{{dt}}\int_{ - \infty }^t {f(t){\rm{d}}t} } \right] =j\omega \mathscr F[\int_{ - \infty }^t {f(t){\rm{d}}t}] \tag2
F[dtd∫−∞tf(t)dt]=jωF[∫−∞tf(t)dt](2)
对比公式(1)和(2)可知:
F
[
d
d
t
∫
−
∞
t
f
(
t
)
d
t
]
=
F
[
f
(
t
)
]
=
j
ω
F
[
∫
−
∞
t
f
(
t
)
d
t
]
(3)
\mathscr F\left[ {\frac{d}{{dt}}\int_{ - \infty }^t {f(t){\rm{d}}t} } \right] = \mathscr F\left[ {f(t)} \right] \\=j\omega \mathscr F[\int_{ - \infty }^t {f(t){\rm{d}}t}] \tag3
F[dtd∫−∞tf(t)dt]=F[f(t)]=jωF[∫−∞tf(t)dt](3)
因此可得:
F
[
f
(
t
)
]
=
j
ω
F
[
∫
−
∞
t
f
(
t
)
d
t
]
(4)
\mathscr F\left[ {f(t)} \right]=j\omega \mathscr F[\int_{ - \infty }^t {f(t){\rm{d}}t}] \tag4
F[f(t)]=jωF[∫−∞tf(t)dt](4)
对式子(4)两边除以
j
ω
j\omega
jω得到:
F
[
∫
−
∞
t
f
(
t
)
d
t
]
=
1
j
ω
F
[
f
(
t
)
]
(5)
\mathscr F[\int_{ - \infty }^t {f(t){\rm{d}}t}] =\frac{1}{j\omega}\mathscr F\left[ {f(t)} \right] \tag5
F[∫−∞tf(t)dt]=jω1F[f(t)](5)
证毕.