The Fourier Transform and

Its Applications
Third Edition

Ronald N. Bracewell
Lewis M. Terman Professor of Electrical Engineering Emeritus
Stanford University

Boston Burr Ridge, IL Dubuque, IA Madison, WI New York San Francisco St. Louis
Bangkok Bogota Caracas Lisbon London Madrid
Mexico City Milan New Delhi Seoul Singapore Sydney Taipei Toronto

C O N T E N T S

Preface

xvii

Introduction

Groundwork

The Fourier Transform and Fourier's Integral Theorem

Conditions for the Existence of Fourier Transforms
Transforms in the Limit
Oddness and Evenness
Significance of Oddness and Evenness
Complex Conjugates
Cosine and Sine Transforms
Interpretation of the Formulas

5
8
10
11
13
14
16
18

Convolution

24

Examples of Convolution
Serial Products

27
30

Inversion of serial multiplication / The serial product in matrix notation I

Sequences as vectors

Convolution by Computer
The Autocorrelation Function and Pentagram Notation
The Triple Correlation
The Cross Correlation
The Energy Spectrum

39
40
45
46
47

Notation for Some Useful Functions

55

Rectangle Function of Unit Height and Base, Il(x)

Triangle Function of Unit Height and Area, A(x)
Various Exponentials and Gaussian and Rayleigh Curves
Heaviside's Unit Step Function, H(x)
The Sign Function, sgn x
The Filtering or Interpolating Function, sine x
Pictorial Representation
Summary of Special Symbols

55
57
57
61
65
65
68
71
IX

Contents

The I m p u l s e Symbol

74

The Sifting Property

The Sampling or Replicating Symbol III(x)
The Even and Odd Impulse Pairs n{x) and h(x)
Derivatives of the Impulse Symbol
Null Functions
Some Functions in Two or More Dimensions
The Concept of Generalized Function
Particularly well-behaved functions / Regular sequences / Generalized functions /
Algebra of generalized functions I Differentiation of ordinary functions

78
81
84
85
87
89
92

The Basic T h e o r e m s

105

A Few Transforms for Illustration

Similarity Theorem
Addition Theorem
Shift Theorem
Modulation Theorem
Convolution Theorem
Rayleigh's Theorem
Power Theorem
Autocorrelation Theorem
Derivative Theorem
Derivative of a Convolution Integral
The Transform of a Generalized Function
Proofs of Theorems

105
108
110
111
113
115
119
120
122
124
126
127
128

Similarity and shift theorems / Derivative theorem / Power theorem

Summary of Theorems

129

O b t a i n i n g Transforms

136

Integration in Closed Form

Numerical Fourier Transformation
The Slow Fourier Transform Program
Generation of Transforms by Theorems
Application of the Derivative Theorem to Segmented Functions
Measurement of Spectra
Radiofrequency spectral analysis / Optical Fourier transform spectroscopy

137
140
142
145
145
147

The Two Domains

151

Definite Integral
The First Moment
Centroid
Moment of Inertia (Second Moment)
Moments
Mean-Square Abscissa
Radius of Gyration

152
153
155
156
157
158
159

Contents
Variance
Smoothness and Compactness
Smoothness under Convolution
Asymptotic Behavior
Equivalent Width
Autocorrelation Width
Mean Square Widths
Sampling and Replication Commute
Some Inequalities
Upper limits to ordinate and slope / Schwarz's inequality
The Uncertainty Relation
Proof of uncertainty relation /Example of uncertainty relation
The Finite Difference
Running Means
Central Limit Theorem
Summary of Correspondences in the Two Domains

xi
159
160
162
163
164
170
171
172
174
177
180
184
186
191

Waveforms, Spectra, Filters, a n d Linearity

198

Electrical Waveforms and Spectra

Filters
Generality of Linear Filter Theory
Digital Filtering
Interpretation of Theorems
Similarity theorem / Addition theorem / Shift theorem / Modulation theorem /
Converse of modulation theorem
Linearity and Time Invariance
Periodicity

198
200
203
204
205

10 Sampling and Series

Sampling Theorem
Interpolation
Rectangular Filtering in Frequency Domain
Smoothing by Running Means
Undersampling
Ordinate and Slope Sampling
Interlaced Sampling
Sampling in the Presence of Noise
Fourier Series
Gibbs phenomenon /Finite Fourier transforms /Fourier coefficients
Impulse Trains That Are Periodic
The Shah Symbol Is Its Own Fourier Transform

11 The Discrete Fourier Transform and the FFT

The Discrete Transform Formula
Cyclic Convolution
Examples of Discrete Fourier Transforms

209
211

219
219
224
224
226
229
230
232
234
235
245
246

258
258
264
265

Contents

Xll

Reciprocal Property
Oddness and Evenness
Examples with Special Symmetry
Complex Conjugates
Reversal Property
Addition Theorem
Shift Theorem
Convolution Theorem
Product Theorem
Cross-Correlation
Autocorrelation
Sum of Sequence
First Value
Generalized Parseval-Rayleigh Theorem
Packing Theorem
Similarity Theorem
Examples Using MATLAB
The Fast Fourier Transform
Practical Considerations
Is the Discrete Fourier Transform Correct?
Applications of the FFT
Timing Diagrams
When N Is Not a Power of 2
Two-Dimensional Data
Power Spectra

12 The Discrete Hartley Transform

A Strictly Reciprocal Real Transform
Notation and Example
The Discrete Hartley Transform
Examples of DHT
Discussion
A Convolution of Algorithm in One and Two Dimensions
Two Dimensions
The Cas-Cas Transform
Theorems
The Discrete Sine and Cosine transforms

266
266
267
268
268
268
268
269
269
270
270
270
270
271
271
272
272
275
278
280
281
282
283
284
285
293
293
294
295
297
298
298
299
300
300
301

Boundary value problems / Data compression application

Computing
Getting a Feel for Numerical Transforms
The Complex Hartley Transform
Physical Aspect of the Hartley Transformation
The Fast Hartley Transform
The Fast Algorithm
Running Time

305
305
306
307
308
309
314

Contents

xia

Timing via the Stripe Diagram

Matrix Formulation
Convolution
Permutation
A Fast Hartley Subroutine

13 Relatives of the Fourier Transform

The Two-Dimensional Fourier Transform
Two-Dimensional Convolution
The Hankel Transform
Fourier Kernels
The Three-Dimensional Fourier Transform
The Hankel Transform in n Dimensions
The Mellin Transform
The 2 Transform
The Abel Transform
The Radon Transform and Tomography

315
317
320
321
322
329
329
331
335
339
340
343
343
347
351
356

The Abel-Fourier-Hankel ring of transforms /Projection-slice theorem I

Reconstruction by modified back projection

The Hilbert Transform

359

The analytic signal / Instantaneous frequency and envelope I Causality

Computing the Hilbert Transform

The Fractional Fourier Transform

364
367

Shift theorem / Derivative theorems / Fractional convolution theorem /

Examples of transforms

,14 The Laplace Transform

^Convergence of the Laplace Integral
place Transform

380
382
383
385
386
389

390

xiv

Contents
Modulation Transfer Function
Physical Aspects of the Angular Spectrum
Two-Dimensional Theory
Optical Diffraction
Fresnel Diffraction
Other Applications of Fourier Analysis

16 Applications in Statistics
Distribution of a Sum
Consequences of the Convolution Relation
The Characteristic Function
The Truncated Exponential Distribution
The Poisson Distribution

17 Random Waveforms and Noise

Discrete Representation by Random Digits
Filtering a Random Input: Effect on Amplitude Distribution

416
417
417
419
420
422

428
429
434
435
436
438

446
447
450

Digression on independence / The convolution relation

Effect on Autocorrelation
Effect on Spectrum

455
458

Spectrum of random input / The output spectrum

Some Noise Records

Envelope of Bandpass Noise
Detection of a Noise Waveform
Measurement of Noise Power

18 Heat Conduction and Diffusion

One-Dimensional Diffusion
Gaussian Diffusion from a Point
Diffusion of a Spatial Sinusoid
Sinusoidal Time Variation

19 Dynamic Power Spectra

The Concept of Dynamic Spectrum
The Dynamic Spectrograph
Computing the Dynamic Power Spectrum

462
465
466
466

475
475
480
481
485

489
489
491
494

Frequency division I Time division / Presentation

Equivalence Theorem
Envelope and Phase
Using log / instead of /
The Wavelet Transform
Adaptive Cell Placement
Elementary Chirp Signals (Chirplets)
The Wigner Distribution

497
498
499
500
502
502
504

Contents

xv

20 Tables of sine x, sine2 x, and exp (TTX2)

21 Solutions to Selected Problems
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8
Chapter 9
Chapter 10
Chapter 11
Chapter 12
Chapter 13
Chapter 14
Chapter 15
Chapter 16
Chapter 17
Chapter 18
Chapter 19

Groundwork
Convolution
Notation for Some Useful Functions
The Impulse Symbol
The Basic Theorems
Obtaining Transforms
The Two Domains
Waveforms, Spectra, Filters, and Linearity
Sampling and Series
The Discrete Fourier Transform and the FFT
The Hartley Transform
Relatives of the Fourier Transform
The Laplace Transform
Antennas and Optics
Applications in Statistics
Random Waveforms and Noise
Heat Conduction and Diffusion
Dynamic Spectra and Wavelets

22 Pictorial Dictionary of Fourier Transforms

508
513
513
514
516
517
522
524
526
530
532
534
537
538
539
545
555
557
565
571
573
592

Hartley Transforms of Some Functions without Symmetry

594

23 The Life of Joseph Fourier

597

Index