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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 Ae TT 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 so so ot os 1s 8 a a” ot ” 0 ho mn 1 hs 1 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 6 1 Ds 0 no 18 as 1 Is i 1s isp 13 1a EO STE SR a TE OTIC
  • — = he) ib [=] | [=e 1 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 Fount Barut 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

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