CHAPTER 1
CHAPTER 2
CHAPTER 3
CONTENTS
PREFACE
INTRODUCTION
V1 Transform Anatosis
1.2 Mase Funtice Frans Analysis
1.3 The Uingtitows Fourier Transform
1s
ai Comper Fourier Anas
Histor Sonanany of the Pant Font
FOURIER TRANSFORM.
The Fourier tesa
“The Inverse Pouch Transform
xsceice of the Pair Integral
Alternate Fourie Transform Defi
'
FOURIER TRANSFORM
PROPER THES
BA Lingont
33 Tine Seating
34 Frowseney Seating
B.S Time Stating
ma ctr Mstenom te
Seeger tos ane AeTT kt pm
CHAPTER 4
CHAPTER 5
CHAPTER 6
CHAPTER 7
dy Frequaney shitiag
7 Aleenate Inversion Fora
8 Feen Foneions
9 Odd Functions
10. Waveform Deconpestin
1 Complex Time Furst
2 Sunamary of Peopec
CONVOLUTION AND
CORRELATION
Goavolution meer
Graphical Evaluation 0
Convotatin Involving tnpulse Functions
Convolution Theoter
Convolution Integral
colton Enteral
FFrequeney Convolution Theorem
Proof of Parseval's Toren
Correlation
> Correlation These
FOURIER SERIES AND SAMPLED
WAVEFORMS
Fourie Series
Fourier Series asa Spovial Case of the Fourier Inesral
Waseiores Sampling
Sampling Theorem
Frequenty Sampling Theorem
TH DISCRETE FOURIER
TRANSFORM.
1A Graphical Deveionnent
22 Theoretical Development
f-3 Diserte Inverse Fourier Transforst
Ook Relationship Between the Diseete sax! Continuous
rier Transform.
DISCRETE CONVOLUTION AND
CORRELATION
Discrete Convetute
2-2 Graphic! Discrete « vavolution
33) elitiogship Betweos nefete anal Coutinaons
Comvotion
74) Diserote Comotuion Wheorem
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CHAPTER & DISCRETE FOURIER
RM PROPERTIES,
Linearity
Symmetry
1
3
5
6 Fven Funetion
7 Odd Funston,
8 Wavefgem Decomposition
3. Conplee Vine Functions
10) Frequency Consotion Theorem
BL Discrete Corrtation ‘Theorem
812 Parseval’s Theorem
S13. Summary of Properties
CHAPTER 9 APPLYING
FOUR:
¢ THI
TRANSE
1 Fourier Transioems
2 Inverse Fourie” Transform Appt
2.9 Fvirer Sevie Harmonie Analysis
Fava Series Haine Spathests
sak
1 Kes
CHAPTER 10 THE FAST FOURIER
TRANSFORM (FFI)
10 1 Mairi Formulation
10.2 tatuitive Development
03
10d Dutt Nodes
105 Determi
10-6 Unscrambling
107 FET Campaision How Chart
10.8 HEP FORTRAN Program
10.9 FFE ALGO! Program
10-10. FEE Algorits for Real Data
CHAPTER tf THEORETICAL DEVE
OF THE BASE 2 EFT
ALGORITHM
OPMENT
11-1 Datintion of Notation
112 tacirisation ot
HB Deeivation ofthe Cooley-Tukey gouty
Hb Canasta the BEL
13
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OTIC
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jo) yo
earn for ana
vier conserticnal analysis ong-hd division) represents time consuming.
proves,
The fightchand side of Fig, 1-1 illustrates the Basie steps of transform
alysis. As shown, the fist step is fo. convert oF transform the problem
atement. For the example problem, we choose the logarithm to transform
Hivision to a subtraction operation
Because of this simpliticasion, transform analysis then requires only a
table look-up of log (1) and leg (2), and « subtraction operation to determine
Y), From Fig, I, we next tind the inverse transform (anti-logarithi)
“log (¥) by table look-up and complete the problem solution, We note that
by using transform analysis techniques we have reduced the complenity
of the example problem,
Tn general, ransforms often result in simplified problem solving analy sis
ich transforms analysis technique is the Fourier transform, This ttn
form has been found to be especially useful for problem simplitication in
many fields of seientitic endeavor. The Fourier transform is of fundamental
eoneern in this bok
12 AS!
‘OURIER TRANSFORM ANALYSIS ~
‘The logarithm transform considered previously is easily understood
because ofits single dimensionality; thats, the logarithm function transforms
aasingle value Winto the single value log (X). The Fourier transform is not as
easily interpreted because we must now consider functions defined feo
cet fos. Hence, contrasted to the logarithm function we must now
transform a function ofa variable defined from ~-oo t+} s9 f0 the function
fof another variable also defined from 09 10 + 09
A straightforward interpretation of the Fourier transform is illusteated
Jn Fig, 1-2, As shown, the essence of the Fourier transform of a waveform is
to decompose or separate the waveform into a sum of sinusoids of different
Frequencies. If these sinusoids sum (o the original waveform then we have
determined the Fourier transform of the waveform. The pictorial represent
tion of the Fourier transform is a diagram which displays the ampliade
and frequency of cach of the determined sinusoids.
FFigare 1-2 also illustrates an example of the Fourier transform of & simple
waveform, The Fourier transform of the example waveform is the to sinc
soids which add to yield the waveform, As shown, the Fourier transform
diggram displays both the amplitude and frequency of each of the sinusoids
We Hive followed the usual conventian and displayed both positise and
negative frequeney sinusoids for each frequency; the amplitude hs been
HaluaD accordingly. The Fourier transform then devomposes the example
waveform into ity (Wo individual sinusoidal components,
“The Fourier tansform identifies or distinguishes the different frequerey
sinusoids (and their respective amplitudes) which combine to fornt an ar
‘wary waveform, Mathematically, this relationship is stated as
sun fl ane bh
where s(7 is the waveform to he decomposed into a sum of sinusoids, SUF
is the Fourier transform of 94), and j= /—T. An example of the Fourier
transrorns of a squire wave Function is illustrated in Fig. 1-3). An intwitise
justification that a square waveform can be decomposed into the set of
sinusoids determined by the Fouriee transform is shown in Fig. 1b)Geo Chap.
un Nua .
ion « Hoqueney: domain representation of
Function. As ibustrated in both Figs. (fa) and Inf, the Fourier transform
vetly: the same information as that of the
‘egal Hunetion: they lle’ ooly ia the tanner of presentation of the inf
talysis slows one fo examine & function from another
an domain AS wo ill 82 18 the disewssions to
point af view. the trans
Foilow, dhe wyethoul of Fourier transform analysis, employed as illustrate in
Fig 1-1, is often the key to problem solving suc
UUIQUFYOUS FOURIER TRANSFORM
Fhe torn ubiquitous means to be everywhere a the same Gime, Koeauss
of the great variety of scciingly uarelated topies which ean be ells tscly
he Fourier transform, the modifier ubiquitous is corti!
y carey over the Fourier analysis techniques Jove!
appropriate, One ean eas
‘pest intone fie to many diverse reas, Typical application aress ofthe Four
ier transform include:
Linear Systems, The Fourier transform of the output of a linear sisters
is piven by the product of the sysiem transfer function and the Fourier
transform of the input signal [1]
Antennas. The lisld pattern of an anteana is given by the Fourier 1-0
for of the antenna current illumination [2)-«
Opties. Optical systems have the property that a Fourier transform rele
tion esists between the ght amplitude distribution at the froat and back
Focal planes of « converging lens Ble
Random Process. The power dersity spectrum af a random process ss
given by the Fourier translorm of the auto-correlation function of the pro-
ees HL
Probability, Vhe characteristic Function of a random variable is detines
ay the Fourier tansform of the probability density function wf the rasta
variable (5).
Quantum Physics, The wncertainy principle ia quantum the;
danientally associated with the Fourier transform sine particle momenta
and position are essentially rekited through the Fourier transforms [6
Boundasy-Value Problems. Vhe solution of partial dtferential equations
ew be obtained by means of the Fourier transform (7]. ~
Although these application areas are extremely diverse, they are united
by the common entity, the Fourier transform. Iman age where it is impossible
to stay abreast with technology across the spectrum, itis stimulating to find
theory and technique which enables one 10 invade an uafamitiae field with
Faiiliae tools
14 DIGIPSL, COMPUTER FOURIER ANALYSIS
ack
Hecine of the wide range of problems which are susceptible 1
Joy the Fourier transform, we would expect the logieal extension of FountBarut Chup.
‘auistorm analysts to the digital computer, Numerical integration of Fy
(1-1) ioplies the selationship
oe ee
Fe those problens whch do nay oa closed Fourie wanton
oluion, the dserete Fasner tastonn 12) oles portal
ac, However, careful apes of (2) reveals thi if here are 9 dave
Pein of se fneton st) andi we die fo determine the ample op
ex mulipctions. sen wth high spocd computers, computation a he
stele Fource Wansonn requis cxesive machine time for arg
od of
An obvious requirement existed Jur the development of techniques to
rluce the eomputing tine of the discrete Fourier transform; however, the
‘tentiic community met sith little suecess. Then in 1965 Cooley and Tukey
1 athe
Hist Fourier transfor
al aigorithin [8] which has become known as the
The fast Fourier transform (EET) is computa
tional algorithin whieh reduces the computing time of Eq. (1-2) to a ume
Peuportional to 1 tog, A. This merease in computing speed has completely
cvolutionized many facets of scientific analysis, A historical review of the
alivovery of the FET illus rates that this important development was almost
ignored
published th
1S HISTORICAL SUMMARY OF THE FAST FOURIER
‘TRANSFORM
ing of the President's Scientific Advisory Committce,
chard L. Garwin noted that Joon W, ‘Tukey was writing Fourier transforms
9}. Garwin, who in his owa research ws in desperate need of a fast means to
compute the Fourier transform, questioned Tukey ais ta his knowledge of
Fechniques to compute the Fourier (sansform. Tukey outlined to Garwin
essentially what has led te the mous Cooley-Tukey algorithm,
Garwin went to the computing center at IBM Research in’ Yorkiown.
eights to have the technique programmed, James W. Cooley wasa relatively
thew member of the sll at IBM Research and by his own admission was
given the problem 10 work on bevause he was the only one with nothing
Important to do [At Garwin’s insistence, Cooley quickly worked out &
‘computer program and zetuened to his owen werk with the espsctation that
this projecl was over and pull be ‘orgotten, However, requests for copies
oF the program and a writeup began scx 1g, and Cooley was asked
{to weite 4 paper on the algorithm. In 1965 Copley and Tukey published the
now famous “An Algorithm for te Machine Calculation of Complex
Fourier Series” in the Maem of Computation [Sh
NOBUS 9
‘Without the tenacity of Garwin, itis possible that the fast Fourier trans:
form woul stil be relatively unknown today, The term relative is used
because afler Cooley and Tukey published their findings, reports of other
people using stoilar techniques began to become known [10]. P. Rudnick
{111 of Occanie Institution in Li Jolla, California reported that he was using
‘chnique and that he hud gotten his idea from a paper publishe
41942 by Danielson and Lanczos (12). This paper in turn referenced Runge
[13] and {14} for the source of their methods. These two papers, together with
the lecture notes of Runge and Kang (15), describe essenttaly the compute,
tional advantages of the FET algorithm as we know it today
L. H. Thomas of IBM Watson Laboratory also was using a technique
{16} very similar to that published by Cooley and Tukey. He implied that he
simply nid pone to the library and looked up a method to do Fourice series
calculations, a book by Stumplf [17] Thomas generalized the concepts pre,
Sented in Stump and derived a similar techaique to what is now knwo ay
the fast Fourier transform,
‘Another ine of development also led to an algorithm equivalent to that oF
Thomas, Ih 1937, Yates [18] developed an algorithm to compute the interac-
sion of 2 factorial experiments. Good [19] extended this avenue of approach
and outlined 1 procedure for the computation of N-point Fourier transforms
Which was essentially equivalent to that of Thomas,
The fast Fourier transform algo-ithm bas had a long and interesting
history. Unfortunately, not until recently did the conteibutions of those
‘involved in its catly history become