EE 261 The Fourier Transform

and its Applications

This Being an Ancient Formula Sheet
Handed Down
To All EE 261 Students
Integration by parts:
_
b
a
u(t)v

(t) dt =
_
u(t)v(t)
_
t=b
t=a

_
b
a
u

(t)v(t) dt
Even and odd parts of a function: Any function f(x)
can be written as
f(x) =
f(x) + f(x)
2
+
f(x) f(x)
2
(even part) (odd part)
Geometric series:
N

n=0
r
n
=
1 r
N+1
1 r
N

n=M
r
n
=
r
M
(1 r
NM+1
)
(1 r)
Complex numbers: z = x+iy, z = xiy, |z|
2
= z z =
x
2
+ y
2
1
i
= i
x = Re z =
z + z
2
, y = Imz =
z z
2i
Complex exponentials:
e
2it
= cos 2t + i sin 2t
cos 2t =
e
2it
+ e
2it
2
, sin 2t =
e
2it
e
2it
2i
Polar form:
z = x + iy z = re
i
, r =
_
x
2
+ y
2
, = tan
1
(y/x)
Symmetric sum of complex exponentials (special
case of geometric series):
N

n=N
e
2int
=
sin(2N + 1)t
sin t
Fourier series If f(t) is periodic with period T its
Fourier series is
f(t) =

n=
c
n
e
2int/T
c
n
=
1
T
_
T
0
e
2int/T
f(t) dt =
1
T
_
T/2
T/2
e
2int/T
f(t) dt
Orthogonality of the complex exponentials:
_
T
0
e
2int/T
e
2imt/T
dt =
_
0 , n = m
T , n = m
The normalized exponentials (1/

T)e
2int/T
, n =
0, 1, 2, . . . form an orthonormal basis for L
2
([0, T])
Rayleigh (Parseval): If f(t) is periodic of period T
then
1
T
_
T
0
|f(t)|
2
dt =

k=
|c
k
|
2
The Fourier Transform:
Ff(s) =
_

f(x)e
2isx
dx
The Inverse Fourier Transform:
F
1
f(x) =
_

f(s)e
2isx
ds
Symmetry & Duality Properties:
Let f

(x) = f(x).
FFf = f

F
1
f = Ff

Ff

= (Ff)

If f is even (odd) then Ff is even (odd)

If f is real valued, then Ff = (Ff)

Convolution:
(f g)(x) =
_

f(x y)g(y) dy
f g = g f
(f g) h = (f g) h
f (g + h) = f g + f h
Smoothing: If f (or g) is p-times continuously dif-
ferentiable, p 0, then so is f g and
d
k
dx
k
(f g) = (
d
k
dx
k
f) g
Convolution Theorem:
F(f g) = (Ff)(Fg)
F(fg) = Ff Fg
1
Autocorrelation: Let g(x) be a function satisfying
_

|g(x)|
2
dx < (nite energy) then
(g g)(x) =
_

g(y)g(y x) dy
= g(x) g(x)
Cross correlation: Let g(x) and h(x) be functions with
nite energy. Then
(g h)(x) =
_

g(y)h(y + x) dy
=
_

g(y x)h(y) dy
= (h g)(x)
Rectangle and triangle functions
(x) =
_
1, |x| <
1
2
0, |x|
1
2
(x) =
_
1 |x|, |x| 1
0, |x| 1
F(s) = sinc s =
sin s
s
, F(s) = sinc
2
s
Scaled rectangle function

p
(x) = (x/p) =
_
1, |x| <
p
2
0, |x|
p
2
,
F
p
(s) = p sinc ps
Scaled triangle function

p
(x) = (x/p) =
_
1 |x/p|, |x| p
0, |x| p
,
F
p
(s) = p sinc
2
ps
Gaussian
F(e
t
2
) = e
s
2
Gaussian with variance
2
g(t) =
1

2
e
x
2
/2
2
Fg(s) = e
2
2

2
s
2
One-sided exponential decay
f(t) =
_
0 , t < 0 ,
e
at
, t 0 .
Ff(s) =
1
a + 2is
Two-sided exponential decay
F(e
a|t|
) =
2a
a
2
+ 4
2
s
2
Fourier Transform Theorems
Linearity: F{f(x) + g(x)} = F(s) + G(s)
Stretch: F{g(ax)} =
1
|a|
G(
s
a
)
Shift: F{g(x a)} = e
i2as
G(s)
Shift & stretch: F{g(ax b)} =
1
|a|
e
i2sb/a
G(
s
a
)
Rayleigh (Parseval):
_

|g(x)|
2
dx =
_

|G(s)|
2
ds
_

f(x)g(x) dx =
_

F(s)G(s) ds
Modulation:
F{g(x) cos(2s
0
x)} =
1
2
[G(s s
0
) + G(s + s
0
)]
Autocorrelation: F{g g} = |G(s)|
2
Cross Correlation: F{g f} = G(s)F(s)
Derivative:
F{g

(x)} = 2isG(s)
F{g
(n)
(x)} = (2is)
n
G(s)
F{x
n
g(x)} = (
i
2
)
n
G
(n)
(s)
Moments:
_

f(x)dx = F(0)
_

xf(x)dx =
i
2
F

(0)
_

x
n
f(x)dx = (
i
2
)
n
F
(n)
(0)
Miscellaneous:
F
__
x

g()d
_
=
1
2
G(0)(s) +
G(s)
i2s
The Delta Function: (x)
Scaling: (ax) =
1
|a|
(x)
Sifting:
_

(x a)f(x)dx = f(a)
_

(x)f(x + a)dx = f(a)

Convolution: (x) f(x) = f(x)
(x a) f(x) = f(x a)
(x a) (x b) = (x (a + b))
Product: h(x)(x) = h(0)(x)
2
Fourier Transform: F = 1
F((x a)) = e
2isa
Derivatives:

(n)
(x)f(x)dx = (1)
n
f
(n)
(0)

(x) f(x) = f

(x)
x(x) = 0
x

(x) = (x)
Fourier transform of cosine and sine
F cos 2at =
1
2
((s a) + (s + a))
F sin2at =
1
2i
((s a) (s + a))
Unit step and sgn
H(t) =
_
0, t 0
1, t > 0
FH(s) =
1
2
_
(s) +
1
is
_
sgn t =
_
1, t < 0
1, t > 0
Fsgn (s) =
1
is
The Shah Function: III(x)
III(x) =

n=
(x n) , III
p
(x) =

n=
(x np)
Sampling: III(x)g(x) =

n=
g(n)(x n)
Periodization: III(x) g(x) =

n=
g(x n)
Scaling: III(ax) =
1
a
III
1/a
(x), a > 0
Fourier Transform: FIII = III , FIII
p
=
1
p
III
1/p
Sampling Theory For a bandlimited function g(x) with
Fg(s) = 0 for |s| p/2
Fg =
p
(Fg III
p
)
g(t) =

k=
g(t
k
) sinc(p(x t
k
)) t
k
= k/p
Fourier Transforms for Periodic Functions
For a function p(x) with period L, let f(x) = p(x)(
x
L
).
Then
p(x) = f(x)

n=
(x nL)
P(s) =
1
L

n=
F(
n
L
)(s
n
L
)
The complex Fourier series representation:
p(x) =

n=

n
e
2i
n
L
x
where

n
=
1
L
F(
n
L
)
=
1
L
_
L/2
L/2
p(x)e
2i
n
L
x
dx
Linear Systems Let L be a linear system, w(t) = Lv(t),
with impulse response h(t, ) = L(t ).
Superposition integral:
w(t) =
_

v()h(t, )d
A system is time-invariant if:
w(t ) = L[v(t )]
In this case L((t ) = h(t ) and L acts by
convolution:
w(t) = Lv(t) =
_

v()h(t )d
= (v h)(t)
The transfer function is the Fourier transform of the
impulse response, H = Fh The eigenfunctions of any
linear time-invariant system are e
2it
, with eigen-
value H():
Le
2it
= H()e
2it
The Discrete Fourier Transform
Nth root of unity:
Let = e
2i/N
. Then
N
= 1 and the N powers
1 =
0
, ,
2
, . . .
N1
are distinct and evenly
spaced along the unit circle.
Vector complex exponentials:
1 = (1, 1, . . . , 1)
= (1, ,
2
, . . . ,
N1
)

k
= (1,
k
,
2k
, . . . ,
(N1)k
)
Cyclic property

N
= 1 and 1, ,
2
, . . .
N1
are distinct
3
The vector complex exponentials are orthogonal:

=
_
0, k mod N
N, k mod N
The DFT of order N accepts an N-tuple as input
and returns an N-tuple as output. Write an N-tuple
as f = (f[0], f[1], . . . , f[N 1]).
F f =
N1

k=0
f[k]
k
Inverse DFT:
F
1
f =
1
N
N1

k=0
f[k]
k
Periodicity of inputs and outputs: If F = F f then
both f and F are periodic of period N.
Convolution
(f g)[n] =
N1

k=0
f[k] g[n k]
Discrete :

k
[m] =
_
1, m k mod N
0, m k mod N
DFT of the discrete F
k
=
k
DFT of vector complex exponential F
k
= N
k
Reversed signal: f

[m] = f[m] F f

= (F f)

DFT Theorems
Linearity: F {f + g) = F f + F g
Parseval: F f F g = N(f g)
Shift: Let
p
f[m] = f[mp]. Then F (
p
f) =
p
F f
Modulation: F (
p
f) =
p
(F f)
Convolution: F (f g) = (F f)(F g)
F (f g) =
1
N
(F f F g)
The Hilbert Transform The Hilbert Transform of
f(x):
Hf(x) =
1
x
f(x) =
1

f()
x
d
(Cauchy principal value)
Inverse Hilbert Transform H
1
f = Hf
Impulse response:
1
x
Transfer function: i sgn (s)
Causal functions: g(x) is causal if g(x) = 0 for x < 0.
A casual signal Fourier Transform G(s) = R(s) +
iI(s), where I(s) = H{R(s)}.
Analytic signals: The analytic signal representation
of a real-valued function v(t) is given by:
Z(t) = F
1
{2H(s)V (s)}
= v(t) iHv(t)
Narrow Band Signals: g(t) = A(t) cos[2f
0
t + (t)]
Analytic approx: z(t) A(t)e
i[2f0t+(t)]
Envelope: | A(t) |=| z(t) |
Phase: arg[z(t)] = 2f
0
t + (t)
Instantaneous freq: f
i
= f
0
+
1
2
d
dt
(t)
Higher Dimensional Fourier Transform In n-
dimensions:
Ff() =
_
R
n
e
2ix
f(x) dx
Inverse Fourier Transform:
F
1
f(x) =
_
R
n
e
2ix
f() d
In 2-dimensions (in coordinates):
Ff(
1
,
2
) =
_

e
2i(x11+x22)
f(x
1
, x
2
) dx
1
dx
2
The Hankel Transform (zero order):
F() = 2
_

0
f(r)J
0
(2r)rdr
The Inverse Hankel Transform (zero order):
f(r) = 2
_

0
F()J
0
(2r)d
Separable functions: If f(x
1
, x
2
) = f(x
1
)f(x
2
) then
Ff(
1
,
2
) = Ff(
1
)Ff(
2
)
Two-dimensional rect:
(x
1
, x
2
) = (x
1
)(x
2
), F(
1
,
2
) = sinc
1
sinc
2
Two dimensional Gaussian:
g(x
1
, x
2
) = e
(x
2
1
+x
2
2
)
, Fg = g
Fourier transform theorems
4
Shift: Let (
b
f)(x) = f(x b). Then
F(
b
f)() = e
2ib
Ff()
Stretch theorem (special):
F(f(a
1
x
1
, a
2
, x
2
)) =
1
|a
1
||a
2
|
Ff(

1
a
1
,

2
a
2
)
Stretch theorem (general): If A is an nn invertible
matrix then
F(f(Ax)) =
1
| det A|
Ff(A
T
)
Stretch and shift:
F(f(Ax + b)) = exp(2ib A
T
)
1
| det A|
Ff(A
T
)
IIIs and lattices III for integer lattice
III
Z
2(x) =

nZ
2
(x n)
=

n1,n2=
(x
1
n
1
, x
2
n
2
)
FIII
Z
2 = III
Z
2
A general lattice L can be obtained from the integer lat-
tice by L = A(Z
2
) where A is an invertible matrix.
III
L
(x) =

pL
(x p) =
1
| det A|
III
Z
2(A
1
x)
If L = A(Z
2
) then the reciprocal lattice is L

= A
T
Z
2
Fourier transform of III
L
:
FIII
L
=
1
| det A|
III
L

Radon transform and Projection-Slice Theorem:

Let (x
1
, x
2
) be the density of a two-dimensional region.
A line through the region is specied by the angle of
its normal vector to the x
1
-axis, and its directed distance
from the origin. The integral along a line through the
region is given by the Radon transform of :
R(, ) =
_

(x
1
, x
2
)(x
1
cos x
2
sin ) dx
1
dx
2
The one-dimensional Fourier transform of R with re-
spect to is the two-dimensional Fourier transform of :
F

R()(r, ) = F(
1
,
2
),
1
= r cos ,
2
= r sin
The list being compiled originally
by John Jackson
a person not known to me,
and then revised here
by your humble instructor
5