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Fourier transform
{{Fourier transforms}} In mathematics, the Fourier transform, named in honor of French mathematician Joseph Fourier, is a certain linear operator that maps functions to other functions. Loosely speaking, the Fourier transform decomposes a function into a continuous spectrum of its frequency components, and the inverse transform synthesizes a function from its spectrum of frequency components. A useful analogy is the relationship between a series of pure notes (the frequency components) and a musical chord (the function itself). In mathematical physics, the Fourier transform of a signal x(t) can be thought of as that signal in the "frequency domain." This is similar to the basic idea of the various other Fourier transforms including the Fourier series of a periodic function. (See also fractional Fourier transform and linear canonical transform for generalizations.) DefinitionsThere are several common conventions for defining the Fourier transform of a complex-valued Lebesgue integrable function,
When the independent variable
Other notations for The interpretation of
Then the inverse transform can be written: which is a recombination of all the frequency components of In mathematics, the Fourier transform is commonly written in terms of angular frequency: The substitution X(f) and X(ω) represent different, but related, functions, as shown in the table labeled Summary of popular forms of the Fourier transform. which is also a bilateral Laplace transform evaluated at The This convention and the Variations of all three conventions can be created by conjugating the complex-exponential kernel of both the forward and the reverse transform. The signs must be opposites. Other than that, the choice is (again) a matter of convention.
GeneralizationThere are several ways to define the Fourier transform pair. The "forward" and "inverse" transforms are always defined so that the operation of both transforms in either order on a function will return the original function. In other words, the composition of the transform pair is defined to be the identity transformation. Using two arbitrary real constants a and b, the most general definition of the forward 1-dimensional Fourier transform is given by and the inverse is given by Note that the transform definitions are symmetric; they can be reversed by simply changing the signs of a and b. The convention adopted in this article is (a,b) = (0,1). The choice of a and b is usually chosen so that it is geared towards the context in which the transform pairs are being used. The non-unitary convention above is (a,b) = (1,1). Another very common definition is (a,b) = (0,2π) which is often used in signal processing applications. In this case, the angular frequency ω becomes ordinary frequency f. If f (or ω) and t carry units, then their product must be dimensionless. For example, t may be in units of time, specifically seconds, and f (or ω) would be in hertz (or radian/s). PropertiesIn this section, all the results are derived for the following definition (normalization) of the Fourier transform: See also the "Table of important Fourier transforms" section below for other properties of the continuous Fourier transform. CompletenessWe define the Fourier transform on the set of compactly-supported complex-valued functions of R and then extend it by continuity to the Hilbert space of square-integrable functions with the usual inner-product. Then Moreover we can check that, where and ExtensionsThe Fourier transform can also be extended to the space of integrable functions defined on Rn where, and C(Rn) is the space of continuous functions on Rn. In this case the definition usually appears as where ω ∈ Rn and ω · x is the inner product of the two vectors ω and x. One may now use this to define the continuous Fourier transform for compactly supported smooth functions, which are dense in L2(Rn). The Plancherel theorem then allows us to extend the definition of the Fourier transform to functions on L2(Rn) (even those not compactly supported) by continuity arguments. All the properties and formulas listed on this page apply to the Fourier transform so defined. Unfortunately, further extensions become more technical. One may use the Hausdorff-Young inequality to define the Fourier transform for f ∈ Lp(Rn) for 1 ≤ p ≤ 2. The Fourier transform of functions in Lp for the range 2 < p < ∞ requires the study of distributions, since the Fourier transform of some functions in these spaces is no longer a function, but rather a distribution. The Plancherel theorem and Parseval's theoremIt should be noted that depending on the author either of these theorems might be referred to as the Plancherel theorem or as Parseval's theorem. If f(t) and g(t) are square-integrable and F(ω) and G(ω) are their Fourier transforms, then we have Parseval's theorem: where the bar denotes complex conjugation. Therefore, the Fourier transformation yields an isometric automorphism of the Hilbert space L2(Rn). The Plancherel theorem, which is equivalent to Parseval's theorem, states that This theorem is usually interpreted as asserting the unitary property of the Fourier transform. See Pontryagin duality for a general formulation of this concept in the context of locally compact abelian groups. Localization propertyAs a rule of thumb: the more concentrated f(t) is, the more spread out F(ω) is. In particular, if we "squeeze" a function in t, it spreads out in ω and vice-versa; and we cannot arbitrarily concentrate both the function and its Fourier transform. Therefore a function which equals its Fourier transform strikes a precise balance between being concentrated and being spread out. It is easy in theory to construct examples of such functions (called self-dual functions) because the Fourier transform has order 4 (that is, iterating it four times on a function returns the original function). The sum of the four iterated Fourier transforms of any function will be self-dual. There are also some explicit examples of self-dual functions, the most important being constant multiples of the Gaussian function This function is related to Gaussian distributions, and in fact, is an eigenfunction of the Fourier transform operators. Again, it is worth stressing that the mere fact that the Gaussian is self-dual does not make it in any way special: many self-dual functions exist. The trade-off between the compaction of a function and its Fourier transform can be formalized in the form of a Fourier Uncertainty Principle. Suppose f(t) and F(ω) are a Fourier transform pair for a finite-energy (i.e. square-integrable) function. Without loss of generality, we assume that f(t) is normalized: It follows from Parseval's theorem that F(ω) is also normalized. Define the expected location[2] of a particle (with probability density |f(t)|2) as and the expectation value of the momentum[2] of the particle (with probability density |f(ω)|2) as Also define the variances around the above-defined average values as and Then it can be shown that The equality is achieved for the Gaussian function listed above, which shows that the Gaussian function is maximally concentrated in "time-frequency". The most famous practical application of this property is found in quantum mechanics. Following from the axioms of quantum mechanics, the momentum and position wave functions are Fourier transform pairs to within a factor of h/2π and are normalized to unity. The above expression then becomes a statement of the Heisenberg uncertainty principle. The Fourier transform also translates between smoothness and decay. If f(t) is several times differentiable, then F(ω) decays rapidly towards zero for ω → ± ∞. Analysis of differential equationsFourier transforms, and the closely related Laplace transforms are widely used in solving differential equations. The Fourier transform is compatible with differentiation in the following sense: if f(t) is a differentiable function with Fourier transform F(ω), then the Fourier transform of its derivative is given by iω F(ω). This can be used to transform differential equations into algebraic equations. Note that this technique only applies to problems whose domain is the whole set of real numbers. By extending the Fourier transform to functions of several variables (as outlined below), partial differential equations with domain Rn can also be translated into algebraic equations. Convolution theorem
The Fourier transform translates between convolution and multiplication of functions. If f(t) and h(t) are integrable functions with Fourier transforms F(ω) and H(ω) respectively, and if the convolution of f and h exists and is absolutely integrable, then the Fourier transform of the convolution is given by the product of the Fourier transforms F(ω) H(ω) (possibly multiplied by a constant factor depending on the Fourier normalization convention). In the current normalization convention, this means that if where * denotes the convolution operation; then The above formulas hold true for functions defined on both one- and multi-dimension real space. In linear time invariant (LTI) system theory, it is common to interpret h(t) as the impulse response of an LTI system with input f(t) and output g(t), since substituting the unit impulse for f(t) yields g(t)=h(t). In this case, H(ω) represents the frequency response of the system. Conversely, if f(t) can be decomposed as the product of two other functions p(t) and q(t) such that their product p(t)q(t) is integrable, then the Fourier transform of this product is given by the convolution of the respective Fourier transforms P(ω) and Q(ω), again with a constant scaling factor. In the current normalization convention, this means that if f(t) = p(t) q(t) then: Cross-correlation theoremIn an analogous manner, it can be shown that if then the Fourier transform of where capital letters are again used to denote the Fourier transform. Tempered distributionsThe most general and useful context for studying the continuous Fourier transform is given by the tempered distributions; these include all the integrable functions mentioned above and have the added advantage that the Fourier transform of any tempered distribution is again a tempered distribution and the rule for the inverse of the Fourier transform is universally valid. Furthermore, the useful Dirac delta is a tempered distribution but not a function; its Fourier transform is a constant function (whose specific value depends upon the form of the Fourier transform used). Distributions can be differentiated and the above mentioned compatibility of the Fourier transform with differentiation and convolution remains true for tempered distributions. Table of important Fourier transformsThe following table records some important Fourier transforms. G and H denote Fourier transforms of g(t) and h(t), respectively. g and h may be integrable functions or tempered distributions. Note that the two most common unitary conventions are included. Functional relationships
Square-integrable functions
Distributions
Fourier transform propertiesNotation:
See also
NotesReferences
External links
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