Fourier Transformation

f(x)
f(x)

Fourier
Fourier
Transformasjon
Transformasjon

F(u)
F(u)

Continuous Fourier Transform

Def

The Fourier transform

of a one-dimentional function f(x)

f (u )

f ( x)e j 2ux dx

The Inverse Fourier Transform

f ( x)

f (u )e j 2ux du

Continuous Fourier Transform

Def - Notation

The Fourier transform

of a one-dimentional function f(x)

f (u ) F (u ) e j 2ux f ( x) F f ( x) e j 2ux f ( x)dx

The inverse Fourier Transform of F(u)

f ( x) e j 2ux f (u ) F 1 f (u ) e j 2ux f (u )du

Continuous Fourier Transform

Alternative Def

F (u ) F f ( x)

f ( x )e

j 2ux

dx

F ( ) F f ( x)

f ( x) F

F (u ) f (u )e

f ( x)e jx dx

j 2ux

du

1
f ( x) F F ( )
2
1

1
F ( ) F f ( x)
2
1
f ( x) F F ( )
2
1

f (u )e

jx

f ( x)e jx dx

f (u )e jx d

Continuous Fourier Transform

Example - cos(2 ft)

Continuous Fourier Transform

Example - cos( t)

Continuous Fourier Transform

Example - sin( t)

Continuous Fourier Transform

Example - Delta-function

Continuous Fourier Transform

Example - Gauss function

Signals and Fourier Transform

Frequency Information

y1 sin(1t )

FT

FT

y2 sin( 2t )

FT

y3 sin(1t ) sin( 2t )
10

Stationary / Non-stationary signals

Stationary

FT

y3 sin(1t ) sin( 2t )

Non stationary

sin(1t )
y4
sin( 2t )

hvis t 60

FT

hvis t 60

The stationary and the non-stationary signal both have the same FT.
FT is not suitable to take care of non-stationary signals to give information about
time.

11

Transient Signal
Frequency Information

Constant function in [-3,3].

Dominating frequency = 0
and some freequency because of edges.

Transient signal
resulting in extra frequencies > 0.

Narrower transient signal

resulting in extra higher frequencies
pushed away from origin.

12

Transient Signal
No Information about Position

Moving the transient part of the signal to

a new position does not result
in any change in the transformed signal.
Conclusion: The Fourier transformation
contains information of a transient part
of a signal, but only the frequency
not the position.

13

f (u )

f ( x )e

j 2ux

dx

Inverse Fourier Transform [1/3]

f ( x)

f (u )e

Theorem:

t 2

e jt dt

Proof:

f ( y ) e t e yt dt e t
2

y2

yt

dt e

( t

y 2 y2
)
2
4

dt

y2

1 4 t 2
4

e e dt
e

y j

4
jt
e dt
e

14

j 2ux

du

f (u )

f ( x )e

j 2ux

dx

Inverse Fourier Transform [2/3]

f ( x)

f (u )e

Theorem:

Proof:

f(y)g(ay)dy f(ay)g(y)dy

f(y)
g
(ay)dy

f(y)

-
-

f , g L1 ( R )

j 2ayx
g
(
x
)
e
dx
dy

f ( y ) g ( x )e

j 2ayx

dxdy

j 2ayx

dydx

f ( y ) g ( x )e

j 2ayx
f
(
y
)
e
dy
g ( x)dx

f (ax) g ( x)dx

f (ay) g ( y)dy

15

j 2ux

du

f (u )

f ( x )e

j 2ux

dx

Inverse Fourier Transform [3/3]

f ( x)

f (u )e

j 2ux

du

x2

1
g ( x )
e 4
2

g (u ) e ( 2u )

f ( x ) f ( x 0)

lim

g ( x)dx 1

lim
0

lim
1 jtx t 2
g (t )
e e
2

1
jtx t 2 j 2yt
g ( y )
e
e e
dt
2
1

2
1

t j ( 2y x ) t
dt
e e
2

( 24y x )
e
g ( x 2y )

f ( y) g ( x y)dy

y
dy
2

f ( y ) g

y
g ( y )dy
2

y e jyx e y 2 dy
f
2

1
lim
0 2
1

lim f ( x) * g ( x)

y jyx
e dy
2

2 f ( y )e j 2yx dy
2

F 1[ f ( x)]

16

Properties

F[ f g ]

F[ f ] F[ g ]

F [cf ] cF [ f ]

F 1[ f g ]

F 1[ f ] F 1[ g ]

F 1[cf ] cF 1[ f ]

F[ f (n) ]

dn
F [ f ]
j
n
d
n
n d
( j )
F 1[ f ]
n
dt
( j ) n F [ f ]

F 1[ f ( n ) ]

( jt ) n F 1[ f ]

F [ f (t a )]

e ja F [ f (t )]

F [t f ]
F 1[ n f ]

F [ f (at )]( )
F [ f ]( )

1

F [ f (t )]
a
a

L[ f ]( j )

L[ f ] f (t )e ts dt
0

17

Fourier Transforms of
Harmonic and Constant Function

f ( x) F (u u0 ) (u u0 )
1

j 2ux

(
u

u
)

(
u

u
)
e
du
0
0

(u u0 )e

j 2ux

du (u u0 )e j 2ux du

2 cos(2u0 x)
2 j sin( 2u0 x)

e j 2ux e j 2ux

1
(u 0 ) (u u0 )
2
j
F sin( 2u0 x) (u u0 ) (u u0 )
2
F cos(2u0 x)

F 1 (u )

18

Fourier Transforms of
Some Common Functions

f ( x)

e j 2u0 x

F (u )
1
(u u0 ) (u u0 )
2
j
(u u0 ) (u u0 )
2
(u u0 )

(x)

cos(2u 0 x)
sin (2u 0 x)

( x)
( x)
u ( x)
e x

sin 2 (u )
u
sin 2 (u )
(u ) 2
1
j

(
u
)

2
u
e u

19

Even and Odd Functions [1/3]

Def

f even (t )

f even (t )

f odd (t ) f odd (t )

Every function can be split

in an even and an odd part

f (t )

f even (t ) f odd (t )

1
f even (t )
f (t ) f (t )
2
1
f odd (t )
f (t ) f (t )
2

Every function can be split

in an even and an odd part
and each of this can in turn be split
in a real and an imaginary part

f (t )

f even (t ) f odd (t )

f even,real (t ) f odd ,real (t )

f even,imag (t ) f odd ,imag (t )

20

Even and Odd Functions [2/3]

F (u )

f ( x )e

j 2ux

dx

f ( x) cos(2ux)dx j f (t ) sin(2ux)dx

even

( x) cos(2ux)dx

odd

( x) cos(2ux)dx j f even ( x) sin( 2ux )dx j f odd ( x) sin( 2ux)dx

even

( x) cos(2ux)dx j f odd ( x) sin(2ux)dx

Feven (u ) jFodd (u )

1.
2.
F
3.

Even component in f produces an even

Odd component in f produces an odd

component in F
component in

Odd component in f produces an coefficient -j

21

Even and Odd Functions [3/3]

f(t)
Even
Odd
Real Even
Real Odd
Imag Even
Complex Even
Complex Odd
Real
Real Even plus Imag Odd
Real Odd plus Imag Even

F(u )
Even
Odd
Real Even
Imag Odd
Imag Even
Complex Even
Complex Odd
Hermite
Real
Imag

Hermite
F (u ) F * (u )

22

The Shift Theorem

F f ( x a )

f ( x a)e j 2ux dx

f ( x)e j 2u ( x a ) dx

e j 2ua

f ( x)e j 2ux dx

F f ( x a ) e j 2ua F f ( x)
e j 2ua F (u )

e j 2ua F f ( x)
e j 2ua F (u )

23

The Similarity Theorem

F f (ax)

f (ax)e j 2ux dx

f ( x )e

1 u
F
a a

j 2 au x

dx

1 u
F f (ax) F
a a

24

The Convolution Theorem

f (t ) * g (t )

f (u ) g (t u )du

F f ( x ) * g ( x )

f ( x ) * g ( x ) e

j 2ux

F f * g f g

dx

f ( y ) g ( x y )e

j 2ux

dtdy

F 1 f g f * g

f ( y )e

j 2uy

G (u )dy

f ( y )e

j 2uy

dyG (u )

F (u )G (u ) f g

25

Convolution
Edge detection

26

The Adjoint of the Fourier Transform

Theorem:

Suppose f and g er are square integrable. Then:

F f g

Proof:

F f g

L2

f F 1 g

L2

f (u) g (u )du

f ( x )e

j 2ux

dt g (u )du

j 2ux
g
(
u
)
e
du
dx

f ( x)

f ( x) F 1 g ( x)dx

f F 1 g

L2

27

Plancherel Formel - The Parselvals Theorem

Theorem:

Suppose f and g are square integrable. Then:

F f F g

L2

F 1 f F 1 g

Proof:

F f F g

L2

F 1 f F 1 g

f g

f g

f F 1 F g

F F 1 f g

In paricular

L2

F[f]

L2

L2

L2
L2

f g

L2

f g

L2

28

L2

The Rayleighs Theorem

Conservation of Energy

F f F g
F[f]

energy

L2

f g

f ( x) dx

L2

f ( x) dx

f ( x) dx

F (u ) du

f ( x) f

( x)dx

The energy of a signal in the time domain

is the same as the energy in the frequency domain

L2

L2

29

The Fourier Series Expansion

u a discrete variable - Forward transform

Suppose f(t) is a transient function that is zero outside the interval [-T/2,T/2]
or is considered to be one cycle of a periodic function.
We can obtain a sequence of coefficients by making a discrete variable
and integrating only over the interval.

f (u )

f ( x)e j 2ux dx

fn fn (n u )

T /2

f ( x)e j 2ux dx

T / 2
T /2

f ( x)e jn 2u dx

T / 2

1
T

30

The Fourier Series Expansion

u a discrete variable - Inverse transform

fn fn (n u )

T /2

f ( x )e

jn 2u

1
u
T

dx

T / 2

The inverse transform becomes:

f ( x)

f ( x)e j 2ux du

fn (n u )e jn 2ux u

fn e

jn

2
x
T

1 1 jn 2T x
f ne
T T n

31

The Fourier Series Expansion

cn coefficients

fn fn (n u )

T /2

f ( x )e

jn 2u

1
u
T

dx

T / 2

jn
x
jn
1
j
2

ux
T

f ( x ) f ( x )e
du f n e
cn e T
T n
n

f ( x)

c e

jn

2
x
T

2 n
j
x
1
T
cn
f ( x )e
dx

T T / 2
T /2

32

The Fourier Series Expansion

zn, an, bn coefficients

f ( x)

c e

jn

2
x
T

T /2

j
1
cn
f
(
x
)
e
T T/ 2

f ( x)

c e

jn

2 n
x
T

2
x
T

2 n
2 n
j
x
j
x
1
T
T

f
(
x
)
e
dx

n T T / 2

T /2

2 n
2 n

j
x
j
x
a0
1
T
T

f
(
x
)
e
dx

e
2 n T T/ 2
T /2

n0

T /2
T /2
2 n
2 n
2 n
2 n
j
x
j
x
j
x
j
x
a0 1
a0
T
T
T
T
f ( x )e
dx e
f ( x )e
dx e
zn
2 n 1 T T / 2
2 n 1
T / 2

T /2
T /2
2 n
2 n
2 n
2 n
2 nx
2 nx
j
x
j
x
j
t
j
x
j
j

1
1
z n f ( x)e T dx e T f ( x)e T dx e T (an ibn )e T (an ibn )e T
T T / 2
2
T / 2

2 nx
j
2
an ibn
f (t )e T

T T / 2
T /2

33

The Fourier Series Expansion

an,bn coefficients

a0
f (t ) z n
2 n 1
2 nx
2 nx
j
j

1
T
z n (an ibn )e
(an ibn )e T
2

T /2

an ibn

2
f (t )e

T T / 2

2 nx
T

a0
2nx
2nx
f ( x) an cos
bn sin
2 n 1
T
T
2
2nx
an
f ( x) cos
dx

T T / 2
T
T /2

2
2nx
bn
f
(
x
)
sin
dx

T T / 2
T
T /2

34

4 N 1
2

f ( x)
sin (2i 1)
i 1 2i 1

Fourier Series
Pulse train

Pulse train
approximated by Fourier Serie
N=1

N=2

N=5

N = 10

35

Fourier Series
Pulse train Java program

36

Pulse Train approximated by Fourier Serie

f(x) square wave (T=2)

f ( x)

a0
2nx
2nx
an cos
bn sin
2 n 1
T
T

4 1

sin[( 2n 1)x ]
n 1 2n 1
f ( x)

4 N 1
sin[(2n 1)x]

n 1 2n 1

N=1

N=2

N=10

37

2 N
1
f ( x) (1)i 1 sin(ikx)
k i 1
i

Fourier Series

Zig tag

Zig tag
approximated by Fourier Serie
N=1

N=2

N=5

N = 10

38

Fourier Series

N
1
(-1)i
f ( x ) 4
cos(ikx)
2
3 2
i 1 (ik )

Negative sinus function

N=1

Negative sinus function

approximated by Fourier Serie

N=2

N=5

N = 10

39

Fourier Series

1 1
2 N
1
f ( x) sin( kx)
cos(2ikx)
2
i 1 (2i ) 2 1

Truncated sinus function

N=1

Truncated sinus function

approximated by Fourier Serie

N=2

N=5

N = 10

40

Fourier Series
Line

Line
approximated by Fourier Serie
N=1
N
a0 N
f ( x) a j cos( jkx) b j sin( jkx)
2 j 0
j 0

N=2

1
a j f ( x) cos( jkx)dx
L L

1
b j f ( x) sin( jkx)dx
L L
N=5

N = 10

N = 50

41

Fourier Series
Java program for approximating Fourier coefficients

Approximate functions by adjusting Fourier coefficients (Java program)

42

The Discrete Fourier Transform - DFT

Discrete Fourier Transform - Discretize both time and frequency

Continuous
Fourier transform

Discrete frequency
Fourier Serie

u n u

f (u )

T /2

f ( x )e

j 2ux

T / 2

f ( x)

f (u )e

j 2ux

dx

fn f (nu )

1
T

T /2

f ( x )e

T / 2

du

Discrete frequency and time

Discrete Fourier Transform

1 jn 2T x
f ( x) f n e
T n

t i t

jn 2u

dx

T
N

T
fn f (nu )
N

N /2

fe

i N / 2

j 2

n
i
N

1 j 2 N n
f i f (ix) f n e
T n

43

The Discrete Fourier Transform - DFT

Discrete Fourier Transform - Discretize both time and frequency

{ fi } sequence of length N,
taking samples of a continuous function at equal intervals

f f (nu ) T
n
N

N /2

fe

i N / 2

j 2

n
i
N

1 j 2 N n
f i f (ix) f n e
T n

f 1
n
N

1
fi
N

N 1

fe
i 0

j 2

N 1

f e
n 0

n
i
N

j 2

i
n
N

44

Continuous Fourier Transform in two Dimensions

Def

The Fourier transform

of a two-dimentional function f(x,y)

The Inverse Fourier Transform

f (u, v)

f ( x, y )e j 2 ( ux vy ) dxdy

f ( x, y )

f (u , v)e j 2 ( ux vy ) dudv

45

The Two-Dimensional DFT and Its Inverse

1
f (u , v)
MN

M 1 N 1

f ( x, y)e

j 2 (

1
f ( x, y )
MN

M 1 N 1

j 2 (

u
v
x y )
M
N

x 0 y 0

f (u, v)e

u
v
x y)
M
N

x 0 y 0

46

Fourier Transform in Two Dimensions

Example 1

47

Fourier Transform in Two Dimensions

Example 2

48

End

49