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Fourier Transform Guide

The Fourier transform decomposes a function into its constituent frequencies. The inverse Fourier transform combines these frequencies back into the original function. Key properties include linearity, scaling, shifting, and the convolution and modulation theorems. The Dirac delta function δ(x) is useful for representing impulses and sampling. Its Fourier transform is 1, allowing it to isolate frequencies.

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0% found this document useful (0 votes)
287 views4 pages

Fourier Transform Guide

The Fourier transform decomposes a function into its constituent frequencies. The inverse Fourier transform combines these frequencies back into the original function. Key properties include linearity, scaling, shifting, and the convolution and modulation theorems. The Dirac delta function δ(x) is useful for representing impulses and sampling. Its Fourier transform is 1, allowing it to isolate frequencies.

Uploaded by

Murthy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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The Fourier Transform • Product: h(x)δ(x) = h(0)δ(x)

and its Applications • δ 2 (x) - no meaning


The Fourier Transform: • δ(x) ∗ δ(x) = δ(x)
Z ∞
F (s) = f (x)e−i2πsx dx • Fourier Transform of δ(x): F{δ(x)} = 1
−∞
• Derivatives:
The Inverse Fourier Transform: R∞
Z ∞ – −∞
δ (n) (x)f (x)dx = (−1)n f (n) (0)
f (x) = F (s)ei2πsx ds – δ 0 (x) ∗ f (x) = f 0 (x)
−∞
– xδ(x) = 0
Symmetry Properties: – 0
xδ (x) = −δ(x)
If g(x) is real valued, then G(s) is Hermitian:
• Meaning of δ[h(x)]:
G(−s) = G∗ (s)
X δ(x − xi )
If g(x) is imaginary valued, then G(s) is Anti-Hermitian: δ[h(x)] =
i
|h0 (xi )|
G(−s) = −G∗ (s)
The Shah Function: III(x)
In general: P∞
• Sampling: III(x)g(x) = n=−∞ g(n)δ(x − n)
g(x) = e(x) + o(x) = eR (x) + ieI (x) + oR (x) + ioI (x) P∞
• Replication: III(x) ∗ g(x) = n=−∞ g(x − n)
G(s) = E(s) + O(s) = ER (s) + iEI (s) + iOI (s) + OR (s)
• Fourier Transform: F{III(x)} = III(s)
Convolution:
1
δ(x − na )
P P
Z ∞ • Scaling: III(ax) = δ(ax − n) = |a|
4
(g ∗ h)(x) = g(ξ)h(x − ξ)dξ
−∞ Even and Odd Impulse Pairs
Autocorrelation: Let g(x) be a function satisfying Even: II(x) = 1 δ(x + 1 ) + 1 δ(x − 1 )
R∞ 2 2 2 2 2
−∞
|g(x)| dx < ∞ (finite energy) then
1 1 1 1
Odd: II (x) = 2 δ(x + 2 ) − 2 δ(x − 2 )
Z ∞
4 4
Γg (x) = (g ∗ ? g)(x) = g(ξ)g ∗ (ξ − x)dξ Fourier Transforms: F{II(x)} = cos πs
−∞
= g(x) ∗ g ∗ (−x) F{II (x)} = i sin πs

Cross correlation: Let g(x) and h(x) be functions with Fourier Transform Theorems
finite energy. Then
Z ∞ • Linearity: F{αf (x) + βg(x)} = αF (s) + βG(s)
∗ 4
(g ? h)(x) = g ∗ (ξ)h(ξ + x)dξ • Similarity: F{g(ax)} = 1 s
−∞ |a| G( a )
Z ∞
= g ∗ (ξ − x)h(ξ)dξ • Shift: F{g(x − a)} = e−i2πas G(s)
−∞
b
= (h∗ ? g)∗ (−x) F{g(ax − b)} = 1 −i2πs a
|a| e G( as )

The Delta Function: δ(x) • Rayleigh’s:


R∞ R∞
|g(x)|2 dx = −∞ |G(s)|2 ds
−∞
1
• Scaling: δ(ax) = |a| δ(x) • Power:
R∞ R∞
f (x)g ∗ (x)dx = −∞ F (s)G∗ (s)ds
−∞
R∞
• Sifting: −∞
δ(x − a)f (x)dx = f (a) • Modulation:
R∞
−∞
δ(x)f (x + a)dx = f (a) F{g(x)cos(2πs0 x)} = 21 [G(s − s0 ) + G(s + s0 )]

• Convolution: δ(x) ∗ f (x) = f (x) • Convolution: F{f ∗ g} = F (s)G(s)

1
• Autocorrelation: F{g ∗ ? g} = |G(s)|2 • Standard Deviation of Instantaneous Power: ∆x
R∞ 2 "R ∞ #2
• Cross Correlation: F{g ∗ ? f } = G∗ (s)F (s) 2 4 −∞
x |f (x)|2 dx −∞
x|f (x)|2 dx
(∆x) = R∞ − R∞
−∞
|f (x)|2 dx −∞
|f (x)|2 dx
• Derivative:
R∞ "R ∞ #2
– 0
F{g (x)} = i2πsG(s) 4 s2 |F (s)|2 ds s|F (s)|2 ds
(∆s)2
= R−∞
∞ − R−∞

(n) n −∞
|F (s)|2 ds −∞
|F (s)|2 ds
– F{g (x)} = (i2πs) G(s)
i n (n)
– F{xn g(x)} = ( 2π ) G (s) 1
– Uncertainty Relation: (∆x)(∆s) ≥ 4π
• Fourier Integral: If g(x) is of bounded variation and
Central Limit Theorem
is absolutely integrable, then

1 Given a function f (x), if F (s) has a single absolute


F −1 {F{g(x)}} = [g(x+ ) + g(x− )] maximum at s = 0; and, for sufficiently small |s|,
2
F (s) ≈ a − cs2 where 0 < a < ∞ and 0 < c < ∞,
then: √ √
• Moments: [ nf ( nx)]∗n
r
πa − πa x2
Z ∞
lim = e c
f (x)dx = F (0) n→∞ an 2
−∞
and
∞ 1
an+ 2
Z
i 0
r
∗n π − πa x2
xf (x)dx = F (0) [f (x)] ≈ e cn
−∞ 2π 1 c
n2
Z ∞
i n (n) Linear Systems
xn f (x)dx = ( ) F (0)
−∞ 2π
For a linear system w(t) = S[v(t)] with response h(t, τ )
• Miscellaneous: to a unit impulse at time τ :
If F{g(x)} = G(s) then F{G(x)} = g(−s)
and F{g ∗ (x)} = G∗ (−s) S[αv1 (t) + βv2 (t)] = αS[v1 (t)] + βS[v2 (t)]
Z ∞
Z x 
G(s) w(t) = v(τ )h(t, τ )dτ
F g(ξ)dξ = 21 G(0)δ(s) + −∞
−∞ i2πs
If such a system is time-invariant, then:

Function Widths w(t − τ ) = S[v(t − τ )]

• Equivalent Width and


R∞ Z ∞
4 −∞
f (x)dx F (0) w(t) = v(τ )h(t − τ )dτ
Wf = = −∞
f (0) f (0)
= (v ∗ h)(t)
F (0) 1
= R∞ = The eigenfunctions of any linear time-invariant system
−∞
F (s)ds W F are ei2πf0 t , since for a system with transfer function H(s),
the response to an input of v(t) = ei2πf0 t is given by:
• Autocorrelation Width w(t) = H(f0 )ei2πf0 t .
R∞
4 −∞
f ∗ ? f dx Sampling Theory
Wf ∗ ?f =
f∗ ? f |x=0
x
ĝ(x) = III(
)g(x)
|F (0)|2 1 X
= R∞
2
= ∞
−∞
|F (s)| ds W|F |2 X
= X g(nX)δ(x − nX)
n=−∞

2
Ĝ(s) = XIII(Xs) ∗ G(s) DFT Theorems

X n
= G(s − ) • Linearity: DFT {αfn + βgn } = αFm + βGm
n=−∞
X

• Shift: DFT {fn−k } = Fm e−i N km (f periodic)
Whittaker-Shannon-Kotelnikov Theorem: For a bandlim-
PN −1 ∗
PN −1 ∗
ited function g(x) with cutoff frequencies ±sc , and with • Parseval’s: n=0 fn gn = N
1
m=0 Fm Gm
no discrete sinusoidal components at frequency sc , PN −1
∞ • Convolution: Fm Gm = DFT { k=0 fk gn−k }
X n n
g(x) = g( )sinc[2sc (x − )]
n=−∞
2sc 2sc The Hilbert Transform

Fourier Tranforms for Periodic Functions The Hilbert Transform of f(x):


x
For a function p(x) with period L, let f (x) = p(x) u ( L ). 4 1
Z ∞
f (ξ)
Then FHi (x) = dξ (CPV)
π −∞ ξ − x
X∞
p(x) = f (x) ∗ δ(x − nL) The Inverse Hilbert Transform:
n=−∞
1 ∞ FHi (ξ)
Z

1 X n n f (x) = − dξ + fDC (CPV)
P (s) = F ( )δ(s − ) π −∞ ξ − x
L n=−∞ L L
1
The complex fourier series representation: • Impulse response: − πx

X n
• Transfer function: i sgn(s)
p(x) = cn ei2π L x
n=−∞ • Causal functions: A causal function g(x) has Fourier
Transform G(s) = R(s) + iI(s), where I(s) =
where
H{R(s)}.
1 n
cn = F( ) • Analytic signals: The analytic signal representation
L L
of a real-valued function v(t) is given by:
Z L/2
1 n
= p(x)e−i2π L x dx 4
L −L/2
z(t) = F −1 {2H(s)V (s)}
The Discrete Fourier Transform = v(t) − ivHi (t)

Let g(x) be a physical process, and let f (x) = g(x) for 0 ≤ • Narrow Band Signals: g(t) = A(t) cos[2πf0 t + φ(t)]
x ≤ L, f (x) = 0 otherwise. Suppose f(x) is approximately
bandlimited to ±B Hz, so we sample f (x) every 1/2B – Analytic approx: z(t) ≈ A(t)ei[2πf0 t+φ(t)]
seconds, obtaining N = b2BLc samples. – Envelope: A(t) =| z(t) |
The Discrete Fourier Transform:
– Phase: arg[g(t)] = 2πf0 t + φ(t)
N −1
−i 2πmn 1 d
– Instantaneous freq: fi = f0 + 2π dt φ(t)
X
Fm = fn e N for m = 0, . . . , N − 1
n=0
The Two-Dimensional Fourier Transform
The Inverse Discrete Fourier Transform:
N −1 ∞ ∞
1 X
Z Z
2πmn
fn = Fm ei N for n = 0, . . . , N − 1 F (sx , sy ) = f (x, y)e−i2π(sx x+sy y) dxdy
N m=0 −∞ −∞

Convolution: The Inverse Two-Dimensional Fourier Transform:


PN −1 Z ∞Z ∞
hn = k=0 fk gn−k for n = 0, . . . , N − 1
f (x, y) = F (sx , sy )ei2π(sx x+sy y) dsx dsy
where f , g are periodic −∞ −∞

Serial Product: The Hankel Transform (zero order):


PN −1
hn = k=0 fk gn−k for n = 0, . . . , 2N − 2 Z ∞
where f , g are not periodic F (q) = 2π f (r)J0 (2πrq)rdr
0

3
The Inverse Hankel Transform (zero order):
Z ∞
f (r) = 2π F (q)J0 (2πrq)qdq
0

Projection-Slice Theorem: The 1-D Fourier transform


Pθ (s) of any projection pθ (x0 ) through g(x, y) is identi-
cal with the 2-D transform G(sx , sy ) of g(x, y), evaluated
along a slice through the origin in the 2-D frequency do-
main, the slice being at angle θ to the x-axis. i.e.:

Pθ (s) = G(s cos θ, s sin θ)

Reconstruction by Convolution and Backprojection:


Z π
g(x, y) = F −1 {| s | Pθ (s)}dθ
Z0 π
= fθ (x cos θ + y sin θ)dθ
0
where fθ (x0 ) = (2s2c sinc2sc x0 − s2c sinc2 sc x0 ) ∗ pθ (x0 )

compiled by John Jackson

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