Aristotle University of Thessaloniki – Department of Geodesy and Surveying

A. Dermanis Signals and Spectral Methods in Geoinformatics
Lecture 3:
Fourier Transform
Signals and Spectral Methods
in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
Fourier transform
and
inverse Fourier transform
1
( ) ( )
2
i t
f t F e d
e
e e
t

÷·
=
}
( ) ( )
i t
F f t e dt
e
e

÷
÷·
=
}
direct
inverse
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( ) ( )
2
i t
f t F e d
e
e e
t

÷·
=
}
( ) ( )
i t
F f t e d t
e
e

÷
÷·
=
}
from the number domain
to the frequency domain
Fourier transform
and
inverse Fourier transform
direct
inverse
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
Fourier transform
and
inverse Fourier transform
1
( ) ( )
2
i t
F d t f e
e
t
e e

÷·
=
}
( ) ( )
i t
F f t e dt
e
e

÷
÷·
=
}
from the frequency domain
to the number domain
direct
inverse
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
Fourier series
in the interval [ 0, Τ ]
1
( ) ( )
2
i t
f t F e d
e
e e
t

÷·
=
}
( ) ( )
i t
F f t e dt
e
e

÷
÷·
=
}
Fourier transform
in the interval (-·,+·)
( )
k
i t
k
k
f t c e
e

=÷·
=
¿
0
1
( )
k
T
i t
k
c f t e dt
T
e ÷
=
}
inverse
direct
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( )
k
i t
k
k
f t c e
e

=÷·
=
¿
0
1
( )
k
T
i t
k
c f t e dt
T
e ÷
=
}
2
k
k
T
t
e =
From Fourier series to Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( )
k
i t
k
k
f t c e
e

=÷·
=
¿
0
1
( )
k
T
i t
k
c f t e dt
T
e ÷
=
}
2
k
k
T
t
e =
( )
k k
F c T e ÷
1
2 2 2
( 1)
k k k
k k
T T T
t t t
e e e
+
A ÷ ÷ = + ÷ =
From Fourier series to Fourier transform
Change of notation
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( )
k
i t
k
k
f t c e
e

=÷·
=
¿
0
1
( )
k
T
i t
k
c f t e dt
T
e ÷
=
}
2
k
k
T
t
e =
( )
k k
F c T e ÷
1
2 2 2
( 1)
k k k
k k
T T T
t t t
e e e
+
A ÷ ÷ = + ÷ =
1 2 1
( ) ( ) ( )
2 2
k k
k k
i t i t
k k k
f t F e F e
T
e e
e e
t
e e e
t t
= = A
¿ ¿
From Fourier series to Fourier transform
Change of notation
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( )
k
i t
k
k
f t c e
e

=÷·
=
¿
0
1
( )
k
T
i t
k
c f t e dt
T
e ÷
=
}
2
k
k
T
t
e =
( )
k k
F c T e ÷
1
2 2 2
( 1)
k k k
k k
T T T
t t t
e e e
+
A ÷ ÷ = + ÷ =
1 2 1
( ) ( ) ( )
2 2
k k
k k
i t i t
k k k
f t F e F e
T
e e
e e
t
e e e
t t
= = A
¿ ¿
0
( ) ( )
k
T
i t
k k
F c T f t e dt
e
e
÷
= =
}
From Fourier series to Fourier transform
Change of notation
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1 2 1
( ) ( ) ( )
2 2
k k
k k
i t i t
k k k
f t F e F e
T
e e
e e
t
e e e
t t
= = A
¿ ¿
0
( ) ( )
k
T
i t
k k
F c T f t e dt
e
e
÷
= =
}
From Fourier series to Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( ) ( )
2
k
k
i t
k k
f t F e
e
e
e e
t
= A
¿
0
( ) ( )
k
T
i t
k
F f t e dt
e
e
÷
=
}
From Fourier series to Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( ) ( )
2
k
k
i t
k k
f t F e
e
e
e e
t
= A
¿
0
( ) ( )
k
T
i t
k
F f t e dt
e
e
÷
=
}
0
k
e A ÷ ( ) ( )
k
k k
G G d
e
e
e e e e A ÷
¿
}
[0, ] ( , ) T ÷ ÷· +·
k
e e ÷
From Fourier series to Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( ) ( )
2
k
k
i t
k k
f t F e
e
e
e e
t
= A
¿
0
( ) ( )
k
T
i t
k
F f t e dt
e
e
÷
=
}
0
k
e A ÷ ( ) ( )
k
k k
G G d
e
e
e e e e A ÷
¿
}
[0, ] ( , ) T ÷ ÷· +·
k
e e ÷
( )
k
G e
From Fourier series to Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( ) ( )
2
k
k
i t
k k
f t F e
e
e
e e
t
= A
¿
0
( ) ( )
k
T
i t
k
F f t e dt
e
e
÷
=
}
0
k
e A ÷ ( ) ( )
k
k k
G G d
e
e
e e e e A ÷
¿
}
[0, ] ( , ) T ÷ ÷· +·
k
e e ÷
1
( ) ( )
2
i t
f t F e d
e
e e
t

÷·
=
}
( ) ( )
i t
F f t e dt
e
e

÷
÷·
=
}
inverse direct
From Fourier series to Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t
( ) f t
e
2
L
÷
2
L
+
t
2 2
k k k
a b µ = +
Fourier series in a continuously increasing interval Τ÷

÷+·
÷· ÷
T L =
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
k
k
T
t
e =
t
( ) f t
e
2
L
÷
2
L
+
2 2
k k k
a b µ = +
÷+·
÷· ÷
1 k k k
e e e
+
A = ÷ =
2 2
T L
t t
e = = ÷ A
T L =
e A
t
Fourier series in a continuously increasing interval Τ÷

Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
k
k
T
t
e =
t
( ) f t
e
2
L
÷
2
L
+
2 2
k k k
a b µ = +
÷+·
÷· ÷
1 k k k
e e e
+
A = ÷ =
2 2
T L
t t
e = = ÷ A
T L =
2 2
k
T L
t t
e e A = = = A
e A
t
Fourier series in a continuously increasing interval Τ÷

Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t
( ) f t
e
2
L
÷
2
L
+
2 2
k k k
a b µ = +
÷+·
÷· ÷
T L =
2 2
k
T L
t t
e e A = = = A
t
e A
Fourier series in a continuously increasing interval Τ÷

Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t
( ) f t
e
2 2
k k k
a b µ = +
2
2
L
÷
2
2
L
+
÷+·
÷· ÷
2 T L =
2 2
2 2
k
T L
t t e
e
A
A = = =
t
Fourier series in a continuously increasing interval Τ÷

Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
e
t
( ) f t
3
2 2
k k k
a b µ = +
4
2
L
÷
4
2
L
+
÷+·
÷· ÷
4 T L =
2 2
4 4
k
T L
t t e
e
A
A = = =
t
Fourier series in a continuously increasing interval Τ÷

Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t
( ) f t
e
8 T L =
2 2
k k k
a b µ = +
8
2
L
÷
8
2
L
+
÷+·
÷· ÷
2 2
8 8
k
T L
t t e
e
A
A = = =
t
Fourier series in a continuously increasing interval Τ÷

Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
The Fourier series expansion of a function in a continuously larger
interval Τ, provides coefficients for continuously denser frequencies ω
k
.
As the length of the interval Τ tends to infinity, the frequencies ω
k
tend to
cover more and more from the set of the real values frequencies (÷·<e<+·)
For an infinite interval Τ, i.e. for (÷· < t < +·) the total real set of
frequencies (÷·<e<+·) is required and from the Fourier series expansion
we pass to the inverse Fourier transform
1
( ) ( )
2
i t
f t F e d
e
t
e e

÷·
=
}
( )
k
i t
k
k
f t c e
e

=÷·
=
¿
discrete frequencies ω
k

wit step Δω = 2π / Τ
continuous frequencies - all
possible values (÷· < e < +·)
Fourier series in a continuously increasing interval Τ÷

Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( ) ( ) ( )
i t
F R i I f t e dt
e
e e e

÷
÷·
= + =
}
cos sin
i t
e t i t
e
e e
÷
= ÷
Fourier transform of a complex function
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( ) ( ) ( )
i t
F R i I f t e dt
e
e e e

÷
÷·
= + =
}
cos sin
i t
e t i t
e
e e
÷
= ÷
| || |
( ) ( ) ( ) cos sin
i t
R I
f t e f t i f t t i t
e
e e
÷
= + ÷ =
Fourier transform of a complex function
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( ) ( ) ( )
i t
F R i I f t e dt
e
e e e

÷
÷·
= + =
}
cos sin
i t
e t i t
e
e e
÷
= ÷
2
( ) cos ( ) sin ( ) cos ( ) sin
R R I I
f t t i f t t i f t t i f t t e e e e = ÷ + ÷ =
| || |
( ) ( ) ( ) cos sin
i t
R I
f t e f t i f t t i t
e
e e
÷
= + ÷ =
Fourier transform of a complex function
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( ) ( ) ( )
i t
F R i I f t e dt
e
e e e

÷
÷·
= + =
}
cos sin
i t
e t i t
e
e e
÷
= ÷
2
( ) cos ( ) sin ( ) cos ( ) sin
R R I I
f t t i f t t i f t t i f t t e e e e = ÷ + ÷ =
| || |
( ) ( ) ( ) cos sin
i t
R I
f t e f t i f t t i t
e
e e
÷
= + ÷ =
| | | |
( )cos ( )sin ( )cos ( )sin
R I I R
f t t f t t i f t t f t t e e e e = + + ÷
Fourier transform of a complex function
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( ) ( ) ( )
i t
F R i I f t e dt
e
e e e

÷
÷·
= + =
}
cos sin
i t
e t i t
e
e e
÷
= ÷
2
( ) cos ( ) sin ( ) cos ( ) sin
R R I I
f t t i f t t i f t t i f t t e e e e = ÷ + ÷ =
| || |
( ) ( ) ( ) cos sin
i t
R I
f t e f t i f t t i t
e
e e
÷
= + ÷ =
| | | |
( )cos ( )sin ( )cos ( )sin
R I I R
f t t f t t i f t t f t t e e e e = + + ÷
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e

÷·
= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e

÷·
= ÷
}
Fourier transform of a complex function
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( )
i t
F f t e dt
e
e

÷
÷·
=
}
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e

÷·
= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e

÷·
= ÷
}
( ) ( ) ( ) F R i I e e e = +
complex
form
real
form
Fourier transform of a complex function
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
f F ÷ ( ) F f =F
1
( ) f F
÷
= F
1
f F
÷
÷÷÷÷
÷÷÷÷
F
F
Notation
Usual (mathematically incorect) notation
1
( ) ( )
2
i t
f t F e d
e
e e
t

÷·
=
}
( ) ( )
i t
F f t e dt
e
e

÷
÷·
=
}
( ) ( ) f t F e ÷
( )
( ) ( ) F f t e =F
( )
1
( ) ( ) f t F e
÷
=F
direct inverse
Fourier transform of a complex function
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e

÷·
= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e

÷·
= ÷
}
Fourier transform of a real function
Complex function:
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e

÷·
= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e

÷·
= ÷
}
( ) ( ) ( ) real
R I
f t f t i f t = + = ( ) ( )
R
f t f t = ( ) 0
I
f t =
Real function:
Fourier transform of a real function
Complex function:
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e

÷·
= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e

÷·
= ÷
}
( ) ( ) ( ) real
R I
f t f t i f t = + = ( ) ( )
R
f t f t = ( ) 0
I
f t =
Real function:
Fourier transform of a real function
Complex function:
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e

÷·
= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e

÷·
= ÷
}
( ) ( ) ( ) real
R I
f t f t i f t = + = ( ) ( )
R
f t f t = ( ) 0
I
f t =
( ) ( ) cos R f t t dt e e

÷·
=
}
( ) ( ) sin I f t t dt e e

÷·
= ÷
}
cosine transform
sine transform
Real function:
Fourier transform of a real function
Complex function:
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e

÷·
= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e

÷·
= ÷
}
( ) ( ) ( ) real
R I
f t f t i f t = + = ( ) ( )
R
f t f t = ( ) 0
I
f t =
( ) ( ) cos R f t t dt e e

÷·
=
}
( ) ( ) sin I f t t dt e e

÷·
= ÷
}
( ) ( ) ( ) ( ) cos ( )sin F R i I f t t dt i f t t dt e e e e e
+· +·
÷· ÷·
( (
= + = + ÷
( (
¸ ¸ ¸ ¸
} }
cosine transform
sine transform
Real function:
Fourier transform of a real function
Complex function:
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) cos( ) ( ) cos ( ) R f t t dt f t t dt R e e e e
+· +·
÷· ÷·
÷ = ÷ = =
} }
( ) ( )sin( ) ( )sin ( ) I f t t dt f t t dt I e e e e
+· +·
÷· ÷·
÷ = ÷ ÷ = = ÷
} }
even
function
odd
function
( ) R e ( ) I e
e e
Fourier transform of a real function
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( ) F R i I e e e = +
( ) ( ) cos ( ) R F e e ¢ e = ( ) ( ) sin ( ) I F e e ¢ e =
Fourier transform in polar form
( ) R e
( ) I e
( ) ¢ e
2 2
( ) ( ) ( ) F R I e e e = +
( )
( ) arctan
( )
I
R
e
¢ e
e
=
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2 2
( ) ( ) ( ) F R I e e e = +
( ) ( ) ( ) F R i I e e e = +
( ) ( ) cos ( ) R F e e ¢ e = ( ) ( ) sin ( ) I F e e ¢ e =
( )
( ) arctan
( )
I
R
e
¢ e
e
=
| |
( )
( ) ( ) ( ) ( ) cos ( ) sin ( ) ( )
i
F R i I F i F e
¢ e
e e e e ¢ e ¢ e e = + = + =
( )
( ) ( )
i
F F e
¢ e
e e =
amplitude spectrum
phase spectrum
polar form:
Fourier transform in polar form
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2 2 2 2 2 2
( ) ( ) ( ) ( ) [ ( )] ( ) ( )
( )
F R I R I R I
F
e e e e e e e
e
÷ = ÷ + ÷ = + ÷ = + =
=
( ) ( ) ( )
( ) arctan arctan arctan ( )
( ) ( ) ( )
I I I
R R R
e e e
¢ e ¢ e
e e e
÷ ÷
÷ = = = ÷ = ÷
÷
( ) ( ) R R e e ÷ = ( ) ( ) I I e e ÷ = ÷
( ) ( ) F F e e ÷ =
( ) ( ) ¢ e ¢ e ÷ = ÷
even function
odd function
even odd
amplitude spectrum
phase spectrum
Fourier transform in polar form
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) f t F e ÷
( ) ( ) ( ) ( ) af t bg t aF bG e e + ÷ + Linearity
( ) ( ) g t G e ÷
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) f t F e ÷
( ) ( ) ( ) ( ) af t bg t aF bG e e + ÷ +
( ) 2 ( ) F t f t e ÷
Linearity
Symmetry
( ) ( ) g t G e ÷
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) f t F e ÷
( ) ( ) ( ) ( ) af t bg t aF bG e e + ÷ +
( ) 2 ( ) F t f t e ÷
0 0
[ ( ) ]
0
( ) ( ) ( )
F
i t i t
f t t F e F e
e ¢ e e
e e
÷ ÷
÷ ÷ =
Linearity
Symmetry
Time translation
( ) ( ) g t G e ÷
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) f t F e ÷
( ) ( ) ( ) ( ) af t bg t aF bG e e + ÷ +
( ) 2 ( ) F t f t e ÷
0 0
[ ( ) ]
0
( ) ( ) ( )
F
i t i t
f t t F e F e
e ¢ e e
e e
÷ ÷
÷ ÷ =
Linearity
Symmetry
Time translation
( ) ( ) g t G e ÷
Properties of the Fourier transform
( )
0
( ) | ( ) ( ) ( ) |
G
i
G g t f t G t e
¢ e
e e ÷ = = ÷
( ) g t ( ) f t
0
t
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) f t F e ÷
( ) ( ) ( ) ( ) af t bg t aF bG e e + ÷ +
( ) 2 ( ) F t f t e ÷
0 0
[ ( ) ]
0
( ) ( ) ( )
F
i t i t
f t t F e F e
e ¢ e e
e e
÷ ÷
÷ ÷ =
Linearity
Symmetry
Time translation
( ) ( ) g t G e ÷
Properties of the Fourier transform
( )
0
( ) | ( ) ( ) ( ) |
G
i
G g t f t G t e
¢ e
e e ÷ = = ÷
( ) ( ) G F e e =
0
( ) ( )
G F
t ¢ e ¢ e e = ÷
( ) g t ( ) f t
0
t
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
0
( ) ( )
i t
f t e F
e
e e ÷ ÷
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e ÷ ÷ + +
| |
0 0 0
1
( )sin ( ) ( )
2
f t t F F
i
e e e e e ÷ ÷ ÷ +
0
0
( ) ( )
i t
f t e F
e
e e
÷
÷ +
0 0
0 0 0 0 0
(cos sin ) (cos sin ) 2cos
i t i t
e e t i t t i t t
e e
e e e e e
÷
+ = + + ÷ =
0 0
0 0 0 0 0
(cos sin ) (cos sin ) 2 sin
i t i t
e e t i t t i t i t
e e
e e e e e
÷
÷ = + ÷ ÷ =
( ) ( ) f t F e ÷ ( ) ( ) g t G e ÷
Properties of the Fourier transform
Phase translation
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
0
( ) ( )
i t
f t e F
e
e e ÷ ÷
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e ÷ ÷ + +
Phase translation
Modulation theorem
0
0
( ) ( )
i t
f t e F
e
e e
÷
÷ +
0 0
0 0 0 0 0
(cos sin ) (cos sin ) 2cos
i t i t
e e t i t t i t t
e e
e e e e e
÷
+ = + + ÷ =
( ) ( ) f t F e ÷ ( ) ( ) g t G e ÷
| |
0 0 0
1
( )sin ( ) ( )
2
f t t F F
i
e e e e e ÷ ÷ ÷ +
Properties of the Fourier transform
0 0
0 0 0 0 0
(cos sin ) (cos sin ) 2 sin
i t i t
e e t i t t i t i t
e e
e e e e e
÷
÷ = + ÷ ÷ =
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e ÷ ÷ + + Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e ÷ ÷ + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+· +·
÷ ÷
÷· ÷·
= = =
} }
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
( )
0 0
0
1
cos
2
i t i t
t e e
e e
e
÷
= +
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e ÷ ÷ + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+· +·
÷ ÷
÷· ÷·
= = =
} }
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
( )
0 0
0
1
cos
2
i t i t
t e e
e e
e
÷
= +
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e ÷ ÷ + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+· +·
÷ ÷
÷· ÷·
= = =
} }
( )
0 0
1
( )
2
i t i t i t
f t e e e dt
e e e

÷ ÷
÷·
= + =
}
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
( )
0 0
0
1
cos
2
i t i t
t e e
e e
e
÷
= +
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e ÷ ÷ + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+· +·
÷ ÷
÷· ÷·
= = =
} }
( )
0 0
1
( )
2
i t i t i t
f t e e e dt
e e e

÷ ÷
÷·
= + =
}
0 0
1 1
( ) ( )
2 2
i t i t i t i t
f t e e dt f t e e dt
e e e e
+· +·
÷ ÷ ÷
÷· ÷·
= + =
} }
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
( )
0 0
0
1
cos
2
i t i t
t e e
e e
e
÷
= +
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e ÷ ÷ + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+· +·
÷ ÷
÷· ÷·
= = =
} }
( )
0 0
1
( )
2
i t i t i t
f t e e e dt
e e e

÷ ÷
÷·
= + =
}
0 0
1 1
( ) ( )
2 2
i t i t i t i t
f t e e dt f t e e dt
e e e e
+· +·
÷ ÷ ÷
÷· ÷·
= + =
} }
0 0
( ) ( )
1 1
( ) ( )
2 2
i t i t
f t e dt f t e dt
e e e e
+· +·
÷ ÷ ÷ +
÷· ÷·
= + =
} }
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
( )
0 0
0
1
cos
2
i t i t
t e e
e e
e
÷
= +
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e ÷ ÷ + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+· +·
÷ ÷
÷· ÷·
= = =
} }
( )
0 0
1
( )
2
i t i t i t
f t e e e dt
e e e

÷ ÷
÷·
= + =
}
0 0
1 1
( ) ( )
2 2
i t i t i t i t
f t e e dt f t e e dt
e e e e
+· +·
÷ ÷ ÷
÷· ÷·
= + =
} }
0 0
( ) ( )
1 1
( ) ( )
2 2
i t i t
f t e dt f t e dt
e e e e
+· +·
÷ ÷ ÷ +
÷· ÷·
= + =
} }
0 0
1 1
( ) ( )
2 2
F F e e e e = ÷ + +
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e ÷ ÷ + + Modulation theorem
( ) f t
0
cos t e
signal
carrier frequency
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e ÷ ÷ + + Modulation theorem
( ) f t
0
cos t e
0
( ) ( ) cos g t f t t e =
signal
modulated signal
carrier frequency
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| ( ) | F e
| ( ) | G e
e e
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e ÷ ÷ + +
( ) ( ) f t F e ÷
0
cos ) ( ( ( ) ) g t G t t f e e = ÷
(amplitude) spectrum of signal (amplitude) spectrum of modulated signal
Properties of the Fourier transform
Modulation theorem
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| ( ) | F e
| ( ) | G e
e e
1
| ( ) |
2
F e
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e ÷ ÷ + +
( ) ( ) f t F e ÷
0
cos ) ( ( ( ) ) g t G t t f e e = ÷
(amplitude) spectrum of signal (amplitude) spectrum of modulated signal
Properties of the Fourier transform
Modulation theorem
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| ( ) | F e
| ( ) | G e
0
e
e e
1
| ( ) |
2
F e
0
1
| ( ) |
2
F e e ÷
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e ÷ ÷ + +
( ) ( ) f t F e ÷
0
cos ) ( ( ( ) ) g t G t t f e e = ÷
(amplitude) spectrum of signal (amplitude) spectrum of modulated signal
Properties of the Fourier transform
Modulation theorem
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e ÷ ÷ + +
( ) ( ) f t F e ÷
0
cos ) ( ( ( ) ) g t G t t f e e = ÷
(amplitude) spectrum of signal (amplitude) spectrum of modulated signal
| ( ) | F e
| ( ) | G e
0
e ÷
0
e
e e
1
| ( ) |
2
F e
0
1
| ( ) |
2
F e e +
0
1
| ( ) |
2
F e e ÷
Properties of the Fourier transform
Modulation theorem
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( )
| |
f at F
a a
e
| |
÷
|
\ .
( ) ( ) f t F e ÷ ÷ ÷
Change of time scale:
( ) ( ) f t F e ÷ ( ) ( ) g t G e ÷
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( )
| |
f at F
a a
e
| |
÷
|
\ .
( ) ( ) f t F e ÷ ÷ ÷
( ) ( )
df
t i F
dt
e e ÷
Change of time scale:
Differentiation theorem with respect to time:
( ) ( ) f t F e ÷ ( ) ( ) g t G e ÷
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( )
| |
f at F
a a
e
| |
÷
|
\ .
( ) ( ) f t F e ÷ ÷ ÷
( ) ( )
df
t i F
dt
e e ÷
Change of time scale:
Differentiation theorem with respect to time:
( ) ( )
df
g t t
dt
=
( ) ( )
( ) [ ( ) / 2] / 2
( ) | ( ) | ( ) | ( ) |
| ( ) | | ( ) |
G F
F F
i i
i i i
G G e i F i F e
e F e F e
¢ e ¢ e
¢ e ¢ e t t
e e e e e e
e e e e
+
= = = =
= =
| ( ) | | ( ) | G F e e e =
( ) ( ) / 2
G F
¢ e ¢ e t = +
( ) ( ) f t F e ÷ ( ) ( ) g t G e ÷
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( )
| |
f at F
a a
e
| |
÷
|
\ .
( ) ( ) f t F e ÷ ÷ ÷
( ) ( )
df
t i F
dt
e e ÷
Change of time scale:
Differentiation theorem with respect to time:
Differentiation theorem with respect to frequency: ( ) ( )
dF
it f t
d
e
e
÷ ÷
( ) ( )
df
g t t
dt
=
( ) ( )
( ) [ ( ) / 2] / 2
( ) | ( ) | ( ) | ( ) |
| ( ) | | ( ) |
G F
F F
i i
i i i
G G e i F i F e
e F e F e
¢ e ¢ e
¢ e ¢ e t t
e e e e e e
e e e e
+
= = = =
= =
| ( ) | | ( ) | G F e e e =
( ) ( ) / 2
G F
¢ e ¢ e t = +
( ) ( ) f t F e ÷ ( ) ( ) g t G e ÷
Properties of the Fourier transform
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c
÷
2
c
+
The Dirac delta function δ(t)
1
c
( ) t
c
o
0
( ) lim ( ) t t
c
c
o o
÷
=
0 c ÷
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c
÷
2
c
+
1
c
( ) t
c
o
0
( ) lim ( ) t t
c
c
o o
÷
=
area =1
0 c ÷
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c
÷
2
c
+
1
c
( ) t
c
o
area =1
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c
÷
2
c
+
1
c
( ) t
c
o
area =1
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c
÷
2
c
+
1
c
( ) t
c
o
area =1
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c
÷
2
c
+
1
c
( ) t
c
o
0
( ) lim ( ) t t
c
c
o o
÷
=
0 c ÷
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c
÷
2
c
+
1
c
( ) t
c
o
0
( ) lim ( ) t t
c
c
o o
÷
=
0 c ÷
/ 2
/ 2
( ) ( )
1
( )
t d
t d
c
c
¢ t o t t
¢ t t
c

÷·
+
÷
÷ =
= ÷
}
}
= average value of φ in the interval
,
2 2
t t
c c
(
÷ +
(
¸ ¸
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c
÷
2
c
+
1
c
( ) t
c
o
0
( ) lim ( ) t t
c
c
o o
÷
=
0 c ÷
/ 2
/ 2
( ) ( )
1
( )
t d
t d
c
c
¢ t o t t
¢ t t
c

÷·
+
÷
÷ =
= ÷
}
}
= average value of φ in the interval
,
2 2
t t
c c
(
÷ +
(
¸ ¸
0 c ÷
( ) ( ) ( ) t d t ¢ t o t t ¢

÷·
÷ =
}
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( ) ( ) ( ) t d t d t ¢ t o t t ¢ t o t t ¢
+· +·
÷· ÷·
÷ = ÷ =
} }
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
/ 2 c ÷ / 2 c +
( ) ( ) ( ) ( ) ( ) t d t d t ¢ t o t t ¢ t o t t ¢
+· +·
÷· ÷·
÷ = ÷ =
} }
1
c
( ) u t
c
t
1
0 / 2
1
( ) / 2 / 2
2
0 / 2
t
t
u t t
t
c
c
c c
c
c
< ÷
¦
¦
¦
= + ÷ s < +
´
¦
> + ¦
¹
/ 2 c ÷ / 2 c +
( ) ( )
du
t t
dt
c
c
o =
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
/ 2 c ÷ / 2 c +
( ) ( ) ( ) ( ) ( ) t d t d t ¢ t o t t ¢ t o t t ¢
+· +·
÷· ÷·
÷ = ÷ =
} }
1
c
( ) u t
c
t
1
0 / 2
1
( ) / 2 / 2
2
0 / 2
t
t
u t t
t
c
c
c c
c
c
< ÷
¦
¦
¦
= + ÷ s < +
´
¦
> + ¦
¹
/ 2 c ÷ / 2 c +
0 c ÷
( ) ( )
du
t t
dt
c
c
o =
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
/ 2 c ÷ / 2 c +
( ) ( ) ( ) ( ) ( ) t d t d t ¢ t o t t ¢ t o t t ¢
+· +·
÷· ÷·
÷ = ÷ =
} }
( ) ( )
du
t t
dt
o =
0 0
( )
1 0
t
u t
t
<
¦
=
´
>
¹
( ) u t
t
Heaviside step function Dirac delta function
1
c
1
( ) u t
c
t
1
0 / 2
1
( ) / 2 / 2
2
0 / 2
t
t
u t t
t
c
c
c c
c
c
< ÷
¦
¦
¦
= + ÷ s < +
´
¦
> + ¦
¹
/ 2 c ÷ / 2 c +
0 c ÷
( ) ( )
du
t t
dt
c
c
o =
The Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
0
2 ( )
i t
e
e
t o e e ÷ ÷
( ) 1 t o ÷ 1 2 ( ) t o e ÷
0
0
( )
i t
t t e
e
o
÷
÷ ÷
Properties of the Fourier transform
involving the Dirac delta function δ(t)
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0 0 0
cos( ) ( ) ( ) t e t o e e t o e e ÷ ÷ + +
0 0 0
sin( ) ( ) ( ) t i i e t o e e t o e e ÷ ÷ ÷ + +
Properties of the Fourier transform
involving the Dirac delta function δ(t)
e
0
e
0
e ÷
| ( ) | F e
t
0
0
2 ( )
i t
e
e
t o e e ÷ ÷
0
0
2 ( )
i t
e
e
t o e e
÷
÷ +
0 0
0
cos( )
2
i t i t
e e
t
e e
e
÷
+
=
0 0
0
sin( )
2
i t i t
e e
t i
e e
e
÷
÷ +
=
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( * )( ) ( ) ( ) g t h f t h s f t s ds

÷·
= = ÷
}
* g h f =
Convolution
definition:
notation:
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( * )( ) ( ) ( ) g t h f t h s f t s ds

÷·
= = ÷
}
* g h f =
( * )( ) ( ) ( ) ( ) ( ) ( ) f h t f s h t s ds h s f t s ds g t
+· +·
÷· ÷·
' ' '
= ÷ = ÷ =
} }
s t s
'
= ÷
Convolution
definition:
notation:
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( * )( ) ( ) ( ) g t h f t h s f t s ds

÷·
= = ÷
}
* g h f =
( * )( ) ( ) ( ) ( ) ( ) ( ) f h t f s h t s ds h s f t s ds g t
+· +·
÷· ÷·
' ' '
= ÷ = ÷ =
} }
s t s
'
= ÷
( ) ( ) ( ) ( ) ( ) g t h s f t s ds h t s f s ds
+· +·
÷· ÷·
= ÷ = ÷
} }
* * g h f f h = =
Convolution
property:
definition:
notation:
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
* g h f = ( ) ( ) ( ) g t h t s f s ds

÷·
= ÷
}
Mathematical mapping:
* h
f
g
Convolution
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
* g h f = ( ) ( ) ( ) g t h t s f s ds

÷·
= ÷
}
Mathematical mapping:
* h
f
g
The value g(t) of the function g for a particular t follows by
multiplying each value f(s) of the function f
with a factor (weight) h(t-s)
which depends on the “distance” t-s
between the particular t and the varying s (-∞<s<+∞).
Convolution
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
* g h f = ( ) ( ) ( ) g t h t s f s ds

÷·
= ÷
}
Mathematical mapping:
* h
f
g
The value g(t) of the function g for a particular t follows by
multiplying each value f(s) of the function f
with a factor (weight) h(t-s)
which depends on the “distance” t-s
between the particular t and the varying s (-∞<s<+∞).
Thus every value g(t) of the function g is a
“weighted mean” of the function f(s)
with weights h(t-s) determined by the function h(t).
Convolution
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) h s
( ) g t
( ) ( ) ( ) g t h t s f s ds

÷·
= ÷
}
s
s
0
t
0 0
*
Convolution
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
( ) ( ) ( ) g t h t s f s ds

÷·
= ÷
}
( ) h s ÷
s s
s
0 0
t
0 0
( ) h s
Convolution
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
( ) ( ) ( ) g t h t s f s ds

÷·
= ÷
}
( ) h t s ÷
t
s s s
s
0 0 0
t
0 0
( ) h s ÷
( ) h s
Convolution
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
( ) ( ) ( ) g t h t s f s ds

÷·
= ÷
}
t
s s s
( ) h t s ÷
t
s
0 0 0
t
1
0 0
( ) h t s ÷ ( ) h s ÷
( ) h s
Convolution
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
( ) ( ) ( ) g t h t s f s ds

÷·
= ÷
}
t
s s s
( ) h t s ÷
t
s
0 0 0
( ) ( ) f s h t s ÷
t
1
0 0
( ) h t s ÷ ( ) h s ÷
( ) h s
Convolution
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
( ) ( ) ( ) g t h t s f s ds

÷·
= ÷
}
t
s s s
( ) h t s ÷
t
s
0 0 0
( ) ( ) f s h t s ÷
t
1
0 0
( ) ( ) ( ) h t s f s ds g t

÷·
÷ =
}
area
( ) h t s ÷ ( ) h s ÷
( ) h s
Convolution
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
( ) g t
t
( ) ( ) ( ) g t h t s f s ds

÷·
= ÷
}
t
s s s
( ) h t s ÷
t
s
0 0 0
( ) ( ) f s h t s ÷
t
1
0 0
( ) ( ) ( ) h t s f s ds g t

÷·
÷ =
}
( ) h t s ÷ ( ) h s ÷
( ) h s
Convolution
area
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
Convolution - Example
t
s s s
( ) h t s ÷
t
s
0 0 0
t
0 0
( ) ( ) ( ) h t s f s ds g t

÷·
÷ =
}
( ) h t s ÷ ( ) h s ÷
( ) h s
( ) g t
( ) f s
1 1 ÷
1
area
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ÷ ( ) h s ÷
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ÷ ( ) h s ÷
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ÷ ( ) h s ÷
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ÷ ( ) h s ÷
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ÷ ( ) h s ÷
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ÷ ( ) h s ÷
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ÷ ( ) h s ÷
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ÷ ( ) h s ÷
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
t
s s s
t
s
t
( ) h t s ÷ ( ) h s ÷
( ) h s
Convolution - Example
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) h f g h f g h f g - - = - - ÷ - -
( ) h f g h f h g - + = - + -
h f f h - = -
Convolution properties
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
h f f h - = -
( ) ( ) h f g h f g h f g - - = - - ÷ - -
( ) h f g h f h g - + = - + -
f f o - =
s s
f f o
÷ ÷
- =
( ) ( ) ( ) f t t s f t s o - ÷ = ÷
Convolution properties
( ) ( )
s
t t s o o
÷
= ÷ ( ) ( )
s
f t f t s
÷
= ÷
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
* g h f =
f F ÷
h H ÷
g G ÷
G HF =
( ) ( ) ( ) h g h g - = F F F
The convolution theorem
Convolution is replaced by a simple multiplication in the frequency domain !
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( )( )
i t
t
h f h f t e dt
e

÷
=÷·
- = - =
}
F
The convolution theorem
Proof:
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( * ) ( * )( )
i t
t
h f h f t e dt
e

÷
=÷·
= =
}
F
( ) ( )
i t
t s
h t s g s ds e dt
e
+· +·
÷
=÷· =÷·
(
= ÷ =
(
¸ ¸
} }
( ) ( )( )
i t
t
h f h f t e dt
e

÷
=÷·
- = - =
}
F
Proof:
The convolution theorem
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( )
i t
t s
h t s g s ds e dt
e
+· +·
÷
=÷· =÷·
(
= ÷ =
(
¸ ¸
} }
( ) ( )
i t
s t
h t s e dt g s ds
e
+· +·
÷
=÷· =÷·
(
= ÷ =
(
¸ ¸
} }
( ) ( )( )
i t
t
h f h f t e dt
e

÷
=÷·
- = - =
}
F
Proof:
The convolution theorem
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t t s
'
= ÷
( ) ( )
i t
t s
h t s g s ds e dt
e
+· +·
÷
=÷· =÷·
(
= ÷ =
(
¸ ¸
} }
t t s
'
= +
( ) ( )
i t
s t
h t s e dt g s ds
e
+· +·
÷
=÷· =÷·
(
= ÷ =
(
¸ ¸
} }
( )
( ) ( )
i t s
s t
h t e dt g s ds
e
+· +·
' ÷ +
' =÷· =÷·
(
' '
= =
(
¸ ¸
} }
( ) ( )( )
i t
t
h f h f t e dt
e

÷
=÷·
- = - =
}
F
Proof:
The convolution theorem
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t t s
'
= ÷
( ) ( )
i t
t s
h t s g s ds e dt
e
+· +·
÷
=÷· =÷·
(
= ÷ =
(
¸ ¸
} }
t t s
'
= +
( ) ( )
i t i s
s t
h t e dt e g s ds
e e
+· +·
' ÷ ÷
' =÷· =÷·
(
' '
= =
(
¸ ¸
} }
( )
( ) ( )
i t s
s t
h t e dt g s ds
e
+· +·
' ÷ +
' =÷· =÷·
(
' '
= =
(
¸ ¸
} }
( ) ( )
i t
s t
h t s e dt g s ds
e
+· +·
÷
=÷· =÷·
(
= ÷ =
(
¸ ¸
} }
( ) ( )( )
i t
t
h f h f t e dt
e

÷
=÷·
- = - =
}
F
Proof:
The convolution theorem
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( )( )
i t
t
h f h f t e dt
e

÷
=÷·
- = - =
}
F
( ) ( )
i t
s t
h t s e dt g s ds
e
+· +·
÷
=÷· =÷·
(
= ÷ =
(
¸ ¸
} }
t t s
'
= ÷
( ) ( )
i t
t s
h t s g s ds e dt
e
+· +·
÷
=÷· =÷·
(
= ÷ =
(
¸ ¸
} }
( ) ( ) ( ) ( )
i t i s
t s
h t e dt g s e ds h g
e e
+· +·
' ÷ ÷
'=÷· =÷·
( (
' '
= =
( (
¸ ¸ ¸ ¸
} }
F F
t t s
'
= +
Proof:
( )
( ) ( )
i t s
s t
h t e dt g s ds
e
+· +·
' ÷ +
' =÷· =÷·
(
' '
= =
(
¸ ¸
} }
( ) ( )
i t i s
s t
h t e dt e g s ds
e e
+· +·
' ÷ ÷
' =÷· =÷·
(
' '
= =
(
¸ ¸
} }
The convolution theorem
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
G H F = -
f F ÷
h H ÷
g G ÷
2 g hf t =
| |
1
( ) ( ) 2 h g hg t
÷
- = F F F
CONVOLUTION THEOREM
for frequencies
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
CONVOLUTION THEOREM
for frequencies
1
2
G H F
t
= -
f F ÷
h H ÷
g G ÷
g hf =
1
( ) ( ) ( )
2
hg h g
t
= - F F F
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
PARSEVAL THEOREM
f F ÷
2 2
1
| ( ) | | ( ) |
2
f t dt F d e e
t
+· +·
÷· ÷·
=
} }
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
f F ÷
2 2
1
| ( ) | | ( ) |
2
f t dt F d e e
t
+· +·
÷· ÷·
=
} }
Similar relation for Fourier series
0
1
( ) [ cos sin ]
2
k
i t
k k k k k
k k
a
f t c e a t b t
e
e e
+· +·
=÷· =
= = + +
¿ ¿
2 2 2 2 2
0
0
1
| ( ) | | | ( )
T
k k k
k k
f t dt c a a b
+· +·
=÷· =
= = + +
¿ ¿
}
PARSEVAL THEOREM
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
f F ÷
2 2
1
| ( ) | | ( ) |
2
f t dt F d e e
t
+· +·
÷· ÷·
=
} }
2 2 2 2 2
0
0
1
| ( ) | | | ( )
T
k k k
k k
f t dt c a a b
+· +·
=÷· =
= = + +
¿ ¿
}
0
1
( ) [ cos sin ]
2
k
i t
k k k k k
k k
a
f t c e a t b t
e
e e
+· +·
=÷· =
= = + +
¿ ¿
Comparison with
3
2 2 2 2 2
1 2 3
1
| |
k
k
x x x x x
=
= + + =
¿
3
1 1 2 2 3 3
1
k k
k
x x e x e x e x e
=
= + + =
¿
Similar relation for Fourier series
PARSEVAL THEOREM
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
END

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