Fourier Transforms

.

.
.

.
.
.
-1
-2
-3
-4

: .
.
:
.
:
.
:
.

.
: .

.
.
. ) .(DFT
.
: .
Transform
Function = + 1
= .
x . y + cos 2

.
.1

) (
1

 .
) (
) (


.
.

.
: ) (
) (

< 0 :

( + ) = ( ) ; , +

cos sin

:2

) (cos( + 2 ) = cos
) (sin( + 2 ) = sin
tan cot .

( )= ( +

(1 ) ;
:

) ( = ) ( + 2 ) = (( + ) + ) = ( +
) ( = ) ( + 3 ) = (( + 2 ) + ) = ( +
...
(2

= ) (
=) ( +

) ( =
(3

) (

:
2

=) +

cos 3

( =) )= ( )= ( +
cos

= .

(4
. ,

( ) = cos 3 cos 5
=

cos 5

(5

= .

. = 2 cos 3
,

) . = 2

2
( =2

) (

:
cos

cos

= cos
cos

. = 2

=
; ,

;
; 0

,
0 ,

sin

sin

sin

= 0 ; ,

cos

: :
) (1

sin

cos

) (.

. = 2
) ( . = 2
:
2

)+ (2

cos

sin

cos

=) (

; = 1,2,
; = 1,2,3,

( ) cos

( ) sin

) (

: .
: ) (2 ] :[ ,
sin

)] = 0

) sin(

=0

sin
) (

) (2

cos

([sin

2
=

sin

cos

) 0 ( .
=

= 2

) (

cos ] :[ ,

cos

) (

sin

cos

cos
4

( ) cos

cos

cos
sin

cos

cos

cos

.
.
cos

cos

( ) cos

( ) cos

: ) (1 ) (
.2

= 2

: = 2 )
(
) ( :
])
)

( )+

( :

:1 :

<0

<

1
( [
2

> + 0
0 ;
1 ; 0

=) (

( =) (

) . ( )= ( +2

: f 2 ) .( = 0

lim

1
x

:
( )=1

( ) cos

sin 0] = 0

[sin

(sin

) (
1

( ) cos

=
1

sin

cos
1

(( ) sin

0 ,
2
,

= ] 1

[cos

1
)sin(2 1
2 1

] =

1 2
+
2

[cos

=) (

1 2
2
+ sin( ) +
) sin(3
2
3

1 2
2
+ sin( ) +
) sin(3
2
3
2
2
+
sin(5 ) +
) sin(7
7

1 2
) (+ sin
2

= ; = 1

= ; = 1

2
2
+ sin( ) +
) sin(3
2
3
2
+
) sin(5
5

= ; = 4

1 2
2
2
2
2
+ sin( ) +
sin(3 ) +
sin(5 ) +
sin(7 ) +
) sin(9
2
3
5
7
9

2 1

Triangular Wave :2
) ( = ) 2 ; ( + 4

( ) = | | ; 2

= 2 = 4 :
=2

| |

1
2

) (

: ] [ , ] [0,

1
2

= ; = 3

= ; = 5

cos

2
2
2

sin

=
4

cos

2
2

=0

, cos
2

sin

| | sin

= ]= [(1) 1

( ) cos

2
2

=
=

0
2

1
2

( ) sin

1
2

sin

; 0
=
8

;
=

=
=

cos

1
2

= .
n 1
) 1
2

) 1

(2

: =2

8
cos
)(2 1
(

( ) =| |=1+

:
8

1
cos(2
)(2 1

= 2 |2| = 2 = 1

1
)(2 1

1
=
)(2 1
8

=1

: .
.
) (
) (

] [0,

] [ , .

] ( ) ; [0 ,
]( ) ; [ , 0

=) (

) ( =) ( +2

:
;

; = 2 ,

cos

( ) cos

=) (
1

) (

( ) cos

] [0 ,

( ) cos

] ; [0,

cos

=) (

] ( ) ; [0,
] ( ) ; [ , 0

=) (

( + 2 ) = ( ) ; = 2

:
] ; [0,

=) (

sin

:3
2 ; 0 < < 2
0

10

=) (

 :
)(1

)(2 1

)(1
2 1
:
-

<2
<0

< 2 ; 0
< + 2 ; 2

=) (

( + 4) = ( ) ; = 4 , = 2
4

<2
= 1

( 2) sin

< ; 0

sin

2
4

1
2

( ) sin

( ) = ( 2) =

)(1
=
2 1
4

)(1

2 1

sin

12 =

= 1,2,3,
-

)(1
1 1
1
= = 1,0, , 0, , 0, , 0,
;
3 5
7
2 1

sin

2 ; 0 < < 2
2 ; 2 < < 0

=) (

( + 4) = ( ) ; = 4 , = 2
=

( 2) cos

11

( ) cos

1
2

; = 2

8
= ][(1) 1

(cos

= ) 1

0 ; = 2
<2
= 2

< ; 0

1
cos (2
)(2 1
2

) 1

( ) = ( 2) =

)(1
=
)(2 1
8

)(1

)(2 1

1
8
(0 + 0) = 0 = 1
2

= 1,2,3,

cos[ (2

; ) 1)] = 1,1, 1,1, = (1

= ) ( ] .[0,

:4
: .

] [ , .
] ; [0 ,
) ( = ) ( ) = ; ( + 2
] ; [ , 0

] :[0,
1
3
+ cos
9

+. .

=) (

1
2
cos
4

cos

)(1

cos

] [ , .
] ; [0 ,
=) (
) ( = ) ; ( + 2
] ; [ , 0

] :[0,
[1 (1) ] sin

1 = 5
12

)(1

= 3 ,

= 1 ,

 2 = 5

= 1 ,

= 3 ,

1
:Harmonic analysis
= 2

=) (

sin

:
]

=
=

sin
sin

cos

= tan

sin
sin

cos

= tan

)( :

=) (

13

+
cos

sin
=

=) (

1
2

) (

2
=

+
2

,
)

=2

:5

( =

=) (

) ( = ). ( + 1

; 0

.
:

= 1

1
12

=
)

1
12

12

1
12

.
)= 2( 1
)2( 1
1+4

1
1+2

=2
1
12

14

)4 ( 1
1+4

1
1+2

1
12

=)

( =

])

sin(2

)2

1
1+4

[cos(2

)= ( 1) + 2( 1

) (
:
} ( ), ( ),
:

{ ] . [ , ] [ ,

; 0
= ;

>

) (

= 1

) (
,

) (

=>

<

= >

<

<

: 1

:6 } {sin , sin 2 , sin 3 , [ .] ,

:
; 0
= ;

sin

sin

.
.

sin

sin 2

sin

:7 } {1, cos , sin , cos 2 , sin 2 , [ .] ,

15

 : 1 :
)(1)(1

=2

sin

=0

cos

=0

(1) cos

(1) sin

1 .

=

cos :
sin 2
4

1 + cos 2
2

= 0 ; ,

0
=

sin

cos

cos cos

cos

cos

. cos

sin .

.
,

cos 2

sin

cos

1
2

: .
:
) ( ] [ , }) (

16

{ ] [ , :

=) (

) (
:

) (

1
=
) (

) (

:8
[ ( ) = ; ] ,
}

{sin

:
=

sin

sin

)= (1

)(1

= ) (

sin

( )=2

= =) (

Fourier Integral
) (
.
) ( ) ( .
) (

] [ ,

17

 ) (
< | | ; ) (
> | | ; 0

=) ( =) ( +

) (

) ( ) (
1 ; | | < 1

0 ; | | > 1
= 2

= ) ( .

1 ; | | < 1
< < 0 ; 1
) (

=) ( +

=) (

= 2 > 2

=) (

) ( =) (

lim ) ( = ) (

:
) (

sin

cos

=) (

:
)

(( ) cos

) (
:
18

(( ) sin

lim

) (
)

(( ) sin

(+ sin

(( ) cos

(cos

=) (

1
=

)( + 1

) (
)

(( ) sin

(+ sin

) ( = ) (
= 0

) (

(( ) cos

(cos

|) ( |

lim <
.lim

:
(( ) sin

(+ sin

(( ) cos

(cos

(( ) cos

= ) (

(( ) sin

=) (

:
])

() + ( ) sin

([ ( ) cos

) ( .

19

=) (

=) (

=) (

 ) ( ) ) ( (
: < |) ( | .

( ) = 0

1 ; | | < 1
0 ; | | > 1

:1

. ( ) = 0

= ) ( .

: . ( ) = 0 ) ( :
)
sin

=2

(sin

= 2

(cos

=2

(( ) cos

((1) cos

1 ; | | < 1
0 ; | | > 1
=
1
; = 1
2

cos

sin

=) (

/2 ; | | < 1
= 0 ; | | > 1
/4 ; = 1

cos

sin

I = 0
2

sin

sin

= )(= Si

20

sin

= (0) = 1

=) (

 :2 ; > 0

| |

= ) (
| |

: ) ) ( =

= .

= ) ( ( . ( ) = 0

) ( :
)

(cos

=2

(( ) cos

) ( )
(

2
+
)

(cos

( cos :

+
2
+

=) (

+
(

| |

=) (

. I = 1
2

cos
+

21

= )(1

=) (

 ; > 0
:3 ; > 0
; < 0

=) (

= .

:
)

; > 0
; < 0

=
) ( =
)

; > 0
; < 0

(
(

= ) (

. ( ) = 0 ) ( :
)

(sin

=2

(( ) sin

) ( )
)

2
+
)

+
(sin

( sin :
=

=) (

=) (

.
I : = 1
2

sin
+

:
:f
22

= )(1

( )=

[ ( ) cos

+ ( ) sin

=) (

) ( ) ( :
)
)

(( ) sin

( cos )

(+ sin

(( ) cos

(cos

=) (

( sin v v
() sin

])

() + sin

1
2

) ( ) cos (

() cos

(( )[cos

=) (

) ( ) cos (

. f

) ( ) sin (

= 0

1
2

]) ( )[cos ( ) + sin (

1
2

) (

=) (

) (

f
=) ( =

) (

) (

= ]) ( [

= ) (
]) ( [

( )=
23

1
2

=) (

 :
( ) ; > 0
0 ; < 0
)

) (

( ) :

) (

=
( ) ,

=) (

= [ ( )] :

= ]) ( [

=
= ]) ( [ . .

) (

:
-1:

] = [ ] + [ ] ; ,

-2 ) ( [ ( )] :
-3 )

(:

= ])

]) ( [ ) =

[ (
(=

]) ( [ [ ( )] =
-4 ) ( :
-5 : ]) ( [ ( ) = ) [ ( )] = 2 (
-6 ) ( :Convolution theorem
]) ( [ ( ) = [ ( )] , ( ) =
]) () ([ =

( ) ( )=

) ( ) (

:1
; 0 , > 0
0 ; < 0

=) (

:
=

1
+

= ) ( = ]) ( [

) (

24

=) (

= lim

=0

lim

sin

lim
= 0
( = .

1
) +

= cos

= ]) ( [

: 2 :
1
1
< <
2
2
; 0

1 ;

=) (

=) (

;
= 0

2 = sinc

sin

) (

= )(0

=1

25

= ]) ( [ ( ) =

( ) =

sin

2 =1

sin

2 = lim

(0) = lim 2

:3
,

2 = sinc

sin

( ) = [ ( )] = 2
= ) ( .

. ,

: 2
2

sin = sinc

2
2
2

sin

sin

2
sin

= ]) (

(]) (

:4 )( :

) : (
3
2

= 1 ,
26

= 2 ,

 = 1

= 2 ,

= 1 ,

=3

= 2 ,

1
= ,
2

=) (

] [ [ ( )] = [ ] + [ ] +
1

sin

sin( ) +

sin

:D.F.T ) (
)

) (

( =

= ]) ( [ . .

) (:
) (

) ( =

. .

= ]) ( [

:
)

( = ]) ( [

-1 :
< 1 ;
< ; 0

<0
; = 2
<
<1
; = 4
<3
1 ; = 2

< 1 ; 1
< 0 ; 1
; 1

=) (
=) (

=) (

< 2 ; = 2
< 2 ; = 2

< ( ) = |sin | ; 0
< ( ) = sin ;

<
; = 2
<2

=) (

< ; 0

= ; <

<1
; = 2
<2

1 ; = 2

; = 2

; = 2
; = 2

-2 :
27

< ; 0
< 1 ; 1
< ; 0
< ;

=) (
=) (

( ) = ; 1
;

=) (

( ) = cosh ;
;

=) (

 ;
2

=) (
; 0 2

; 0
2 ; 0 2
; 0

=) (

<

< cos 2 ; 0

; 0

=) (

-3 :
< < sin ; 0
; 0

=) (

< < 1 ; 0
; 0

=) (

-4 :
< 1 ; = 1
; = 1

<
<1

< ( ) = ; 0
< ; 0

= ;

cos 2

< ; 0

=) (

( ) = sin ; 0

= ;

( ) = cos ;

.
-5
:

1
2

1, cos 2 , cos 4 , cos 6 , ; 0

, ; 1

, ; 0

, sin 3

, sin 2

3 ), ; 1

, sin 2

, cos 2
1
1), (5
2

sin

, sin

1, cos

1
1, , (3
2

-6 f :
( ) = ; 1 < < 1 - 2 4
( ) = sin ; 0 < < - 1
-7 :
sin ; > 0
sin ; < 0

=) (

28

cos ; | | > /2
0 ; | | < /2

=) (

 ; 0 1
( ) = 2 ; 1 2
0 ;
( )=

( )=

; | | < 1
0 ; | | > 1

1
1+

Sawtooth

http://upload.wikimedia.org/wikipedia/commons/e/e8/Periodic_identity_function.gif

29



http://calculus.info/fourier/pic/pic08.gif

. .

30