Fourier Transforms: Derivation

Fourier Transforms: Derivation

this is non-essential material, purely for interests sake!

Suppose we expand f ( x ) on some range 2 x 2 as a Fourier series:

f (x ) = a0 + {a n cos (k n x ) + bn sin (k n x )}
n =1

Where

2n
kn


2 2

f (t )dt f (t )cos (k t )dt

1 2
a0 = an =

n

2 2

2

f (t )sin (k t )dt
2
bn =

n

2

Now, using the identity:

cos{k n (t x )} = cos(k nt ) cos(k n x ) + sin (k nt ) sin (k n x )

Giving:

2 2
f (x ) = f (t )dt + f (t ) cos{k (t x )}dt
1 2
n =1
n

2 2

Notice:

cos{k n (t x )} =
1 ikn (t x )
2
e [
+ e ik n (t x ) ]
2n 2 ( n )
kn kn = = k n k n = k n

Thus:

2
f (x ) = f (t )e
1

n=
ikn (t x )
dt


2

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Fourier Transforms: Derivation

Now, to tidy up, define:

2
h k n = nh


2
f (x ) = h f (t )e
1 nh (t x )
dt
2 n =

2

hg (nh)
1
=
2 n =

Where

2
g (nh ) f (t )e
inh (t x )
dx


2

Now, as h 0 :

lim hg (nh) = g (k )dk
h 0

Thus:

f (x ) = g (k )dk
1
2

f (t )e
1 ik ( t x )
= dtdk
2

f (t )e
1
e
ikx
= ikt
dtdk
2

F (k )dk
1
e
ikx
=
2

Thus:

F (k ) f (x )e
ikx
dx Fourier Transform


f (x ) = F (k )e
1 ikx
dk Inverse Fourier Transform
2

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