Fourier Transform: MATHS (Hons), Second YEAR

FOURIER TRANSFORM
MATHS(Hons),Second YEAR
MOTILAL NEHRU COLLEGE
October 5, 2021
MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

FOURIER TRANSFORM October 5, 2021 1 / 84
PRESENTED BY:
1 SHRUTIKA SABLOK- MTH17025

2 MANISH CHAUHAN - MTH17028

CONTENTS
DEFINITION
HISTORY
IMPORTANCE
INTRODUCTION
EXAMPLES
PROPERTIES
COMPLEX DOMAIN
NOTATIONS
FUNCTION SPACE
GENERALIZATION
ALTERNATIVES
APPLICATIONS
COMPUTATION METHODS
TABLES
WHAT IS FOURIER TRANSFORM
DEFINITION Fourier Transform

The Fourier transform is a
mathematical function that
decomposes a waveform,which is a
function of time ,into the frequencies
that make it up .The result produced
by the Fourier transform is a complex
valued function of frequency.The
absolute value of the Fourier
transform represents the frequency
value present in the original function
and its complex represents the phase
offset of the basic sinusoidal in that
frequency.

ASSOCIATED EQUATIONS
The Fourier
R ∞ transform of a function f (x) is given by :
f (x) = −∞ F (k)e 2πikx dk
R∞
F (k) = −∞ f (x)e −2πikx dx
Where F (k) can be obtained using inverse Fourier transform.

History of Fourier Transform
One motivation for the Fourier transform comes from the study of Fourier
series. The Fourier transform is an extension of the Fourier series that
results when the period of the represented function is lengthened and
allowed to approach infinity.
There is a close connection between the definition of Fourier series and the
Fourier transform for functions f that are zero outside an interval. For such
a function, we can calculate its Fourier series on any interval that includes
the points where f is not identically zero. The Fourier transform is also
defined for such a function.
1 THE ORIGIN OF THE FT
It is quite common to obtain the FT by a limiting process of the

Fourier series. Surprisingly, this method for derivation of the FT has
not changed since it was first used by the French mathematician Jean
Baptiste Joseph Fourier (17681830).The way Fourier wrote the
forward and inverse FT of a suitable real-valued function f defined on
the interval (0, ∞),in modern notation, this expression is
R∞
2 (MOTILAL
F (u) =
MATHS(Hons),Second YEAR f (x) cos(ux)dx;
NEHRU COLLEGE)
1
R∞ R∞ iu(y −x) f (y )dydx;
F (x) = 2π −∞ −∞ e
Such representation of the function f, called the Fourier theorem, was first
derived by the French mathematician AugustineR Louis Cauchy (17891857)
∞
sometime between 1822 and 1823 . F (u) = a1 −∞ f (x)e ±ibxu dx;
R∞
f (x) = a2 −∞ F (u)e mbxu du;

IMPORTANCE OF FOURIER TRANSFORM
Apart from some very useful elementary properties which make the
mathematics involved simple, some of the other reasons why it has such a
widespread importance in signal processing are:
1 The magnitude square of the Fourier transform, |X (f )2 | instantly tells
us how much power the signal x(t) has at a particular frequency f.


2 From Parseval’s theorem (more generally Plancherel’s theorem), we
have
2 2
R R
R |x(t)| dt = R |X (f )| df
which means that the total energy in a signal across all time is equal
to the total energy in the transform across all frequencies. Thus, the
transform is energy preserving.


2 From Parseval’s theorem (more generally Plancherel’s theorem), we
have
2 2
R R
R |x(t)| dt = R |X (f )| df
which means that the total energy in a signal across all time is equal
to the total energy in the transform across all frequencies. Thus, the
transform is energy preserving.
3 Convolutions in the time domain are equivalent to multiplications in
the frequency domain, i.e., given two signals x(t) and y(t), then if
z(t) = x(t) ∗ y (t)
where * denotes convolution, then the Fourier transform of z(t) is
merely
Z (f ) = X (f )Y (f )
For discrete signals, with the development of efficient FFT algorithms,
almost always, it is faster to implement a convolution operation in the
frequency domain than in the time domain.
4. Similar to the convolution operation, cross-correlations are also easily
implemented in the frequency domain as Z(f)=X(f)Y(f), where
denotes complex conjugate.

Z (f ) = X (f )Y (f )
5. By being able to split signals into their constituent frequencies, one
can easily block out certain frequencies selectively by nullifying their
contributions.

Z (f ) = X (f )Y (f )
contributions.
6. A shifted (delayed) signal in the time domain manifests as a phase
change in the frequency domain. While this falls under the elementary
property category, this is a widely used property in practice, especially
in imaging and tomography applications.

Z (f ) = X (f )Y (f )
contributions.
6. A shifted (delayed) signal in the time domain manifests as a phase
change in the frequency domain. While this falls under the elementary
property category, this is a widely used property in practice, especially
in imaging and tomography applications.
7. Derivatives of signals (nth derivatives too) can be easily calculated
using Fourier transforms.

INTRODUCTION TO FOURIER TRANSFORM

Virtually everything in the world can be described via a waveform - a

function of time, space or some other variable. For instance, sound
waves, electromagnetic fields, the elevation of a hill versus location, a
plot of VSWR versus frequency, the price of your favorite stock versus
time, etc.


time, etc.
Thus all waveforms are actually just the sum of simple sinusoids
of different frequencies.


time, etc.
Thus all waveforms are actually just the sum of simple sinusoids
of different frequencies.
The Fourier Transform gives us a unique and powerful way of viewing
these waveform .

WHAT IS FOURIER
TRANSFORM ?

The Fourier transform refers to as frequency domain representation

and also it is a mathematical operation that associates the frequency
domain representation to a function of time .

The Fourier transform refers to as frequency domain representation

and also it is a mathematical operation that associates the frequency
domain representation to a function of time .
It converts the functions time domain representation to functions
frequency domain representation .

EQUATIONS
The Fourier transform of a function f(x) is given by:

Z ∞
F{g (t)} = G (f ) = g (t)e −i2πft dt
−∞
1
Inverse of Fourier Transform
Z ∞
F −1 {G (f )} = g (t) = G (f )e i2πft df
−∞
1
FOURIER SYNTHESIS- It refers to as frequency domain representation which
combines the contribution of all the different frequencies to recover the original function
of time
The result produced by the Fourier transform is a complex valued

function of frequency.

The result produced by the Fourier transform is a complex valued

function of frequency.
The absolute value of the Fourier transform represents the frequency
value present in the original function and its complex argument
represents the phase offset of the basic sinusoidal in that frequency.

ORIGIN OF FOURIER TRANSFORM

The Fourier transform is also called a generalization of the Fourier

series. As in the study of Fourier series, the periodic functions are
written as the sum of simple waves mathematically represented by
sines and cosines.

The Fourier transform is also called a generalization of the Fourier

series. As in the study of Fourier series, the periodic functions are
written as the sum of simple waves mathematically represented by
sines and cosines.
To know more about Fourier Transform lets learn more about

FOURIER SERIES.

ABOUT FOURIER SERIES

Suppose f is a periodic function with a period T = 2L. Then the Fourier

series representation of f is a trigonometric series (that is, it is an infinite
series consists of and cosine terms) of the form
∞
a0 X nπx nπx
f (x) = + (an cos + bn sin )
2 L L
n=1
Where the coefficients are given by the Euler-Fourier formulas:

Z L
1 mπx
am = L + f (x)cos dx, where m = 0, 1, 2, 3, . . .
L
Z −L
L
nπx
bn = L1 + f (x)cos dx, where n = 1, 2, 3, . . .
−L L
The coefficients a’s are called the Fourier cosine coefficients (including a0 ,
the constant term, which is in reality the 0-th cosine term), and b’s are
called the Fourier sine coefficients.

The Fourier Transform of a function can be derived as a special case of

the Fourier Series when the period, T → ∞ and the limit is L → ∞ .
Replace the discrete an with the continuous g (t)dt while letting Ln → t .
Which implies,
Z ∞
F{g (t)} = G (f ) = g (t)e −i2πft dt
−∞
Z ∞
−1
F {G (f )} = g (t) = G (f )e i2πft df
−∞

EXAMPLES
The following figures provide a visual illustration of how the Fourier

transform measures whether a frequency is present in a particular function.
Example-1 Example-2

Example-4 Example-5

PROPERTIES OF FOURIER TRANSFORM

PROPERTY I

LINEARITY PROPERTY OF THE FOURIER TRANSFORM
First, the Fourier Transform is a linear transform.

That is, let’s say we have two functions g(t) and h(t), with Fourier
Transforms given by G(f) and H(f), respectively.
Then the Fourier Transform of any linear combination of g and h can be
easily found:
F{c1 g (t) + c2 h(t)} = c1 G (f ) + c2 H(f ) (1)
In equation (1), c1 and c2 are any constants (real or complex numbers).

Equation (1) can be easily shown to be true via using the definition of the
Fourier Transform :

Z ∞ Z ∞
F{c1 g (t) + c2 h(t)} = c1 g (t)e i2πft dt + c2 h(t)e i2πft dt
−∞ −∞
Z ∞ Z ∞
= c1 g (t)e i2πft dt + c2 h(t)e i2πft dt
−∞ −∞
= c1 G (f ) + c2 H(f )
Hence,

Z ∞ Z ∞
F{c1 g (t) + c2 h(t)} = c1 g (t)e i2πft dt + c2 h(t)e i2πft dt
−∞ −∞
Z ∞ Z ∞
= c1 g (t)e i2πft dt + c2 h(t)e i2πft dt
−∞ −∞
= c1 G (f ) + c2 H(f )
Hence,
F {c1 g (t) + c2 h(t)} = c1 G (f ) + c2 H(f )

PROPERTY II

TRANSLATION PROPERTY OF THE FOURIER TRANSFORM
Shifting a signal in time domain introduces linear phase in the frequency

domain.
f (t) ←→ F (ω)
f (tt0 ) ←→ e jωt0 F (ω)
1
1
F and F 1 correspond to the Forward and Inverse Fourier transforms
PROOF:
Z ∞
F (ω) = f (tt0 )e jωt dt
−∞
Put τ = t − t0
Z ∞
F (ω) = f (τ )e j(τ +t0 ) dt
∞
Z ∞
jωt0
=e f (τ )e jωτ dτ
∞
= F (ω)ejωt0

PROPERTY III

SCALING PROPERTY OF THE FOURIER TRANSFORM

Compression of a signal in the time domain results in an expansion in
frequency domain and vice-versa.
f (t) ←→ F ()
1
f (at) ←→ |a| F (ωa)
PROOF :
R∞
F (ω) = −∞ f (at)e jωt dt
Put τ = at
If a > 0
Z ∞
1
F(f (at)) = f (τ )e jωaτ dτ = F (ωa)
−∞ a
If a < 0
Z ∞
MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE) jωaτ
FOURIER TRANSFORM
1 October 5, 2021 31 / 84
Therefore,
1
F(f (at)) = F (ωa)
|a|

PROPERTY IV

DERIVATIVE PROPERTY OF THE FOURIER TRANSFORM
The Fourier Transform of the derivative of g(t) is given by:

n F (ω)
(jt)n f (t) ←→ d dω

PROPERTY V

CONVOLUTION PROPERTY OF THE FOURIER TRANSFORM
Convolution is a mathematical way of combining two signals to form a

third signal. It is the single most important technique in Digital Signal
Processing.
Convolution of two signals in the time domain results in multiplication of
their Fourier transforms.
f1 (t) ∗ f2 (t) ←→ F1 (ω)F
R∞2 (ω)
g (t) = f1 (t) ∗ f2 (t) = −∞ f1 (τ )f2 (tτ )dτ

PROOF:
Z ∞ Z ∞
F (g (t)) = f1 (τ )f2 (tτ )dτ e jωt dt
Z−∞
∞
−∞
Z ∞
= f1 (t) f2 (t)e jωt dtdτ
−∞ −∞
Z ∞
= f1 (τ )F2 (ω)e jτ dτ
−∞
= F1 (ω)F2 (ω)

PROPERTY VI

MULTIPLICATION PROPERTY OF THE FOURIER TRANSFORM
Multiplication of two signals in the time domain results in convolution of

their Fourier transforms.
It can be said as converse property of Convolution Theorem .
f1 (t)f2 (t) ←→ 12 πF1 (ω) ∗ F2 (ω)
This can be easily proved using the Duality Property

PROPERTY VII

MODULATION PROPERTY OF THE FOURIER TRANSFORM
Modulation is the process of varying one or more properties of a periodic

waveform, called the carrier signal, with a modulating signal that typically
contains information to be transmitted.
A linear phase shift introduced in time domain signals results in a
frequency domain.
f (t) ←→ F (ω)
e jω0 t f (t) ←→ F (0)

PROOF:
Z ∞
F (ω) = f (t)e jω0 t e jωt dt
Z−∞
∞
= f (t)e j(ω−ω0 t dt
−∞
= F (ω − ω0 )

PROPERTY VIII

DUALITY PROPERTY OF THE FOURIER TRANSFORM
Duality between the time and frequency domains is another important

property of Fourier transforms.
This property relates to the fact that the analysis equation and synthesis
1
equation look almost identical except for a factor of π and the difference
2
of a minus sign in the exponential in the integral. 0p
f (t) ←→ F (ω)
(t) ←→ 2πf (ω)
Z ∞
Replace t with ω and ω with t in, F (ω) = f (t)e jωt dt
−∞

Z ∞
F (t) = f (ω)e jtω dω But the inverse Fourier transform of a given FT
−∞
f (ω) is Z
∞
g (t) = 21 f (ω)e jωt dω
−∞
Therefore, F (t) = 2πF ∞ (f (ω)
or
F (t) ←→ 2πf (ω)
Example: δ(t) ←→ 1
1 ←→ 2πδ(ω)

PROPERTY IX

PARSEVAL’S THEOREM
We’ve discussed how the Fourier Transform gives us a unique

representation of the original underlying signal, g(t). That is, G(f)
contains all the information about g(t), just viewed in another manner. To
further cement the equivalence, in this section we present Parseval’s
Identity for Fourier Transforms.
Let g(t) have Fourier Transform G(f). Then the following equation is true:
Z ∞ Z ∞
2
|g (t)| dt = |G (f )|2 df
−∞ −∞

The integral of the squared magnitude of a function is known as the

energy of the function. For example, if g(t) represents the voltage across a
resistor, then the energy dissipated in the resistor will be proportional to
the integral of the square of g(t). Equation [8] states that the energy of
g(t) is the same as the energy contained in G(f). This is a powerful result,
and one that is central to understanding the equivalence of functions and
their Fourier Transforms

PROPERTY X

INTEGRATION IN TIME PROPERTY OF THE FOURIER

TRANSFORM
Rt
−∞ f (t)dt ←→ 1j F (ω)
TIME REVERSAL PROPERTY OF THE FOURIER TRANSFORM
If x(t) ←→ X (ω)
Then Time reversal property states that x(t) ←→ X (−ω)

COMPLEX DOMAIN
The integral
R ∞ for the fourier transform:
can be studied for complex values of its argument k.Depending on the
properties of F,it might converge to a complex analytic function for all
values k = σ + iT .

COMPLEX DOMAIN
The integral
R ∞ for the fourier transform:
can be studied for complex values of its argument k.Depending on the
properties of F,it might converge to a complex analytic function for all
values k = σ + iT .
The Paley Wiener theorem says that f is smooth and compactly supported
iff F (σ + iT ) is a holomorphic function for which there exists a constant
a > 0 such that for any integer n ≥ 0,
|k n F (k)| ≤ Ce a|T | for some constant C.
This can be expressed by saying that F is an entire function which is
rapidly decreasing in σ and of exponential growth in T.
The space of such functions of a complex variable is called the
Paley-Wiener space...

LAPLACE TRANSFORM
The fourier transform F(k) is related to the Laplace transform F(s) which
is also used for the solution of differential equations and the analysis of
filters.

LAPLACE TRANSFORM
filters.
For example:If f(t) is of exponential growth,that is ,
|f (t)| < Ce a|t|
for some Rconstants C,a ≥ 0,then
∞
F (iT ) = −∞ e 2πTt f (t) dt,
convergent for all 2πT < −a ,is the two - sided Laplace transform of f.The
more usualR ∞ version of the laplace transform is
F (s) = 0 f (t)e −st dt.
If f is also casual,then F (iT ) = F (−2πT ).

LAPLACE TRANSFORM
filters.
For example:If f(t) is of exponential growth,that is ,
|f (t)| < Ce a|t|
for some Rconstants C,a ≥ 0,then
∞
F (iT ) = −∞ e 2πTt f (t) dt,
convergent for all 2πT < −a ,is the two - sided Laplace transform of f.The
more usualR ∞ version of the laplace transform is
F (s) = 0 f (t)e −st dt.
If f is also casual,then F (iT ) = F (−2πT ).
Thus, extending the fourier transform to the complex domain means it
includes the Laplace transform as a special case but with the change of
variable s = 2πik .

INVERSION
If
R∞ f has no poles for a ≤ T ≤ b ,then
−∞ F (σ + ia)e 2πikt dσ
R∞
= −∞ F (σ + ib)e 2πikt dσ
by Cauchy’ s integral theorem.

INVERSION
If
R∞
by Cauchy’ s integral theorem. Therefore,the Fourier inversion formula can
use integration along different lines,parallel to the real axis.
Theorem: If f (t) = 0 for t < 0,and |f (t)| < Ce a|t| for some constants
C,a > 0,then
R∞
f (t) = −∞ F (σ + it)e 2πikt dσ ,
a
for any T < − 2π .

INVERSION
If
R∞
by Cauchy’ s integral theorem. Therefore,the Fourier inversion formula can
use integration along different lines,parallel to the real axis.
Theorem: If f (t) = 0 for t < 0,and |f (t)| < Ce a|t| for some constants
C,a > 0,then
R∞
f (t) = −∞ F (σ + it)e 2πikt dσ ,
a
for any T < − 2π .
This theorem implies the Mellin inversion formula for the Laplace
transformation,
R b+i∞
1 st
f (t) = 2πi b−i∞ F (s)e ds
for any b > a,where F (s) is the Laplace Transform of f (t).

OTHER NOTATIONS

OTHER NOTATIONS
Other common notations for f (ξ) include:
f˜(ξ), f˜(ω), F (ξ), F(f )(ξ), (Ff )(ξ), F(f ), F(ω),

OTHER NOTATIONS

F (ω), F(jω), F{f }, F f (t) , F f (t) .

OTHER NOTATIONS

F (ω), F(jω), F{f }, F f (t) , F f (t) .

OTHER NOTATIONS

F (ω), F(jω), F{f }, F f (t) , F f (t) .

F (ω), F(jω), F{f }, F f (t) , F f (t) .
Denoting the Fourier transform by a capital letter corresponding to the

letter of function being transformed (such as f (x) and F (ξ)) is especially
common in the sciences and engineering.
In electronics, omega (ω) is often used instead of ξ due to its
interpretation as angular frequency.
OTHER NOTATIONS
Sometimes it is written as F (jω), where j is the imaginary unit, to indicate

its relationship with the Laplace transform
and sometimes it is written informally as F (2πf ) in order to use ordinary
frequency.

OTHER NOTATIONS
Sometimes it is written as F (jω), where j is the imaginary unit, to indicate

its relationship with the Laplace transform
and sometimes it is written informally as F (2πf ) in order to use ordinary
frequency.
The interpretation of the complex function fˆ(ξ) may be added by
expressing it in polar coordinate form:
fˆ(ξ) = A(ξ)e iψ(ξ)
in terms of the two real functions A(ξ) and ψ(ξ) where:
A (ξ) = |fˆ(ξ)| is the amplitude and
ψ(ξ) = arg(fˆ(ξ))
is the phase (see arg function).

OTHER NOTATIONS
Then the inverse transform can be written:

Z ∞
ι 2πξx+ϕ(ξ)
f (x) = A(ξ) e dξ ,
−∞
which is a recombination of all the frequency components of f(x). Each

component is a complex sinusoid of the form e 2πιxξ whose amplitude is
A(ξ) and whose initial phase angle (at x = 0) is φ(ξ).

OTHER NOTATIONS
The Fourier transform may be thought of as a mapping on function

spaces. This mapping is here denoted F and F(f) is used to denote the
Fourier transform of the function f.

OTHER NOTATIONS

This mapping is linear, which means that F can also be seen as a linear
transformation on the function space and implies that the standard
notation in linear algebra of applying a linear transformation to a vector
(here the function f) can be used to write F f instead of F(f).

OTHER NOTATIONS

Since the result of applying the Fourier transform is again a function, the
value of this function evaluated at the value ξ for its variable, and this is
denoted either as Ff (ξ) or as (Ff )(ξ).

OTHER NOTATIONS

Since the result of applying the Fourier transform is again a function, the
value of this function evaluated at the value ξ for its variable, and this is
denoted either as Ff (ξ) or as (Ff )(ξ).
It is implicitly understood that F is applied first to f and then the resulting
function is evaluated at ξ, not the other way around.

OTHER CONVENTIONS OF FT
The fourier transform can also be written in terms of :


Angular frequency:
ω = 2πk, whose units are radians per second.
ω
The substitution k = 2π into the formulas above produces this
convention
R :
F (ω) = R n f (x)e −iωx dx.
The inverse transform:
1 iωx dω
R
f (x) = (2π)n R n F (ω)e


Angular frequency:
ω = 2πk, whose units are radians per second.
ω
The substitution k = 2π into the formulas above produces this
convention
R :
F (ω) = R n f (x)e −iωx dx.
1 iωx dω
R
f (x) = (2π)n R n F (ω)e
Split the factorRevenly between the fourier transform and its inverse,
F (ω) = (2π)1 n/2 R n f (x)e −iωx dx
f (x) = (2π)1 n/2 R n F (ω)e iωx dω....
R

FOURIER TRANSFORM ON FUNCTION SPACE
ON Lp SPACE
ON L1 SPACE
Z ∞
F (k) = f (x)e −2πikx dx
−∞

ON Lp SPACE
ON L1 SPACE
Z ∞
Z −∞
∞
f (x) = F (k)e 2πikx dk
−∞

ON Lp SPACE
ON L1 SPACE
Z ∞
Z −∞
∞
−∞
Remark
They never stated the Fourier transform on function spaces like L1(R) but
still use it. Anyway, to be consistent in what I do I thought I keep their
notation and also introduce the Fourier transform on L1 R
BOUNDED OPERATOR
TRANSFORM OF RECT FUNCTION

ON Lp SPACE
ON L1 SPACE
Z ∞
Z −∞
∞
−∞
Remark
BOUNDED OPERATOR
RIEMANN - LEBESGUE LEMMA
ON Lp SPACE
ON L1 SPACE
Z ∞
Z −∞
∞
−∞
Remark
BOUNDED OPERATOR
RIEMANN - LEBESGUE LEMMA
ON L2
PLANCHEREL THEOREM

ON L2
PLANCHEREL THEOREM
IMPROPER INTEGRAL

ON L2
PLANCHEREL THEOREM
IMPROPER INTEGRAL
UNITARY OPERATOR

ON L2
PLANCHEREL THEOREM
IMPROPER INTEGRAL
UNITARY OPERATOR
R∞
F(x) = limR → ∞[ G(k) e −2πikx dk]
−∞
Remark
”A more precise formulation is that if a function is in both L1(R) and
L2(R), then its Fourier transform is inL2(R), and the Fourier transform
map is an isometry with respect to the L2 norm. This implies that the
Fourier transform map restricted to L2(R)L1(R) has a unique extension to
a linear isometric map , sometimes called the Plancherel transform.”

TEMPERED DISTRIBUTION
2
v = e −x (pv ) x1 )
And more, how I can prove that this is a tempered distribution? What
exactly means pv? I know that is a tempered distribution, so by multiplying
an object for such term I should have a tempered distribution :).
1
? R ∞ φ(t)
t , φ = −∞ t dt,
1
R ∞ φ(t)
t , φ = p.v. −∞ t dt,
To compute the Fourier transform, note that v(x) is an odd function, so
the transform is also an odd function, thus the cos component is zero, and
the sin component
R∞ can be computed as an
ordinary function:
2
F[v ] = −∞ x1 e −x i sin wx dx = iπ erf w2 .
GENERALIZED FUNCTIONS

2
v = e −x (pv ) x1 )
1
? R ∞ φ(t)
t , φ = −∞ t dt,
1
R ∞ φ(t)
t , φ = p.v. −∞ t dt,
the sin component
ordinary function:
2
SCHWARTZ FUNCTIONS

2
v = e −x (pv ) x1 )
1
? R ∞ φ(t)
t , φ = −∞ t dt,
1
R ∞ φ(t)
t , φ = p.v. −∞ t dt,
the sin component
ordinary function:
2
SCHWARTZ FUNCTIONS

fig.1 fig.2

GENERALIZATIONS
FOURIER-STIELTJES TRANSFORM

GENERALIZATIONS
For a non-negative integer-valued random variable X with P(X = j) = pj ,
we define the
Xprobability
P∞ generating function of (the distribution of) X by
PX (s) := E s = j=0 pj s . j
n P∞ o
D(G) = {pj } ∈ RN : pj > 0, p
j=0 j = 1 .
Now, D(G) is not a vector space as it is not closed under addition. The
most structure I have been able to find is that D(g) is that it is the
-convex hull of the standard basis en

GENERALIZATIONS
For a non-negative integer-valued random variable X with P(X = j) = pj ,
we define the
Xprobability
P∞ generating function of (the distribution of) X by
PX (s) := E s = j=0 pj s . j
n P∞ o
D(G) = {pj } ∈ RN : pj > 0, p
j=0 j = 1 .
Now, D(G) is not a vector space as it is not closed under addition. The
most structure I have been able to find is that D(g) is that it is the
-convex hull of the standard basis en
For contrast, the characteristic function of (the distribution
R itx of) X is
well-defined as the Fourier-Stieltjes transform FX 7→ R e dFX (x)

LOCALLY COMPACT ABELIAN GROUP
Pontryagin duality shows us every locally compact Abelian

group—such as Rn, Z, the circle R/Z or any finite Abelian
group—has a Fourier transform. In the case of R, it follows from
distribution theory .
It follows from distribution theory that all tempered distributions
(including Dirac deltas) have Fourier transforms.

ALTERNATIVES
In signal processing terms, a function (of time) is a representation of

a signal with perfect time resolution, but no frequency information,
while the Fourier transform has perfect frequency resolution, but no
time information:
The magnitude of the Fourier transform at a point is how much
frequency content there is, but location is only given by phase
Standing waves are not localized in time a sine wave continues out to
infinity, without decaying. This limits the usefulness of the Fourier
transform for analyzing signals

One uses time-frequency transforms or time-frequency distributions to
represent signals in a form that has some time information and some
frequency information by the uncertainty principle
Short-time Fourier transform or fractional Fourier transform, or other
functions to represent signals, as in wavelet transforms and Chirplet
transforms, with the wavelet analog of the (continuous) Fourier
transform being the continuous wavelet transform.

Analysis of differential equations
Perhaps the most important use of the Fourier transformation is to solve

partial differential equations. Many of the equations of the mathematical
physics of the nineteenth century can be treated this way.
for example- Fourier studied the heat equation, which in one dimension
and in dimensionless units is
-
∂ 2 y (x, t) ∂y (x, t)
2
= .
∂ x ∂t

Figure: diagram representation of this application
Some problems, such as certain differential equations,

become easier to solve when the Fourier transform is applied. In that
case the solution to the original problem is recovered using the
inverse Fourier transform.

Fourier transform spectroscopy
Figure: prism
spectroscopy is the study of the interaction between matter and

electromagnetic radiation. and fourier transform helps to plot the emission
spectrum as a function of wavelength or frequency.

Figure: representation of frequency graph obtained through fourier transform

Quantam Mechanics
Fourier transform have become a integral part to solve equations in

quantam mechanics. For ex- Schrodinger equation.
-
Time-dependent Schrodinger equation
-
d
i~ |Ψ(t)i = Ĥ|Ψ(t)i
dt

Some other applications are
Designing and using antennas

Image Processing and filters
Transformation, representation, and encoding
Smoothing and sharpening
Restoration, blur removal, and Wiener filter
Data Processing and Analysis
Multibeam echo sounder and side scan sonar
High-pass, low-pass, and band-pass filters
Cross correlation transfer functions Coherence
Signal and noise estimation encoding time series.

Figure: image zoomed through fourier transformation

The appropriate computation method largely depends how the original
mathematical function is represented and the desired form of the output
function.
they are commonly computed by working the integral analytically to
yield a closed-form expression in the Fourier transform conjugate
variable as the result.

for example,
to compute the Fourier transform of

−πt 2
f (t) = cos(6πt)e
one might enter the command integrate

cos(6 ∗ pi ∗ t)exp(pi ∗ t 2 )exp(−i ∗ 2 ∗ pi ∗ f ∗ t) from -inf to inf into
Wolfram Alpha.
-
-
#we can see the table formed by its solutions in further slides.

Numerical integration of closed-form functions
Numerical integration of a series of ordered pairs
Discrete Fourier transforms and fast Fourier transforms

Tables of important Fourier transforms

Figure: graphical representation

Reference
[1]Bailey, David H.Swarztrauber, Paul N.(1994)A fast method for numerical evaluation of
continuous Fourier and Laplace transform ,SIAM Journal on Scientific
Computing,15(5):1105-1110,CiteSeerX 10.1.1.1271534
http://thefouriertransform.com/links.php
[2]Boashash, B., ed. (2003), Time-Frequency Signal Analysis and Processing: A

Comprehensive Reference, Oxford: Elsevier Science, ISBN 978-0-08-044335-5.
[3] Howe, Roger (1980), ”On the role of the Heisenberg group in harmonic analysis”,
Bulletin of the American Mathematical Society, 3 (2): 821844,
Bibcode:1994BAMaS..30..205W, doi:10.1090/S0273-0979-1980-14825-9, MR 0578375.
https://www.cv.nrao.edu/course/astr534/FourierTransforms.html
[4] Katznelson, Yitzhak (1976), An Introduction to Harmonic Analysis, Dover, ISBN

978-0-486-63331-2. http://mathworld.wolfram.com/FourierTransform.html/
[5]Rahman, Matiur (2011), Applications of Fourier Transforms to Generalized Functions,
WIT Press, ISBN 978-1-84564-564-9. https://link.springer.com/article/10.1007/s00006-015-0555-8/
[6] Widder, David Vernon; Wiener, Norbert (August 1938), ”Remarks on the Classical
Inversion Formula for the Laplace Integral”, Bulletin of the American Mathematical
Society, 44 (8): 573575, Bibcode:1994BAMaS..30..205W,
doi:10.1090/s0002-9904-1938-06812-7.


Fourier Transform: MATHS (Hons), Second YEAR

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FOURIER TRANSFORM

MOTILAL NEHRU COLLEGE

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

1 SHRUTIKA SABLOK- MTH17025

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

DEFINITION Fourier Transform

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

It is quite common to obtain the FT by a limiting process of the

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

us how much power the signal x(t) has at a particular frequency f.

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

us how much power the signal x(t) has at a particular frequency f.

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

us how much power the signal x(t) has at a particular frequency f.

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

Virtually everything in the world can be described via a waveform - a

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

Virtually everything in the world can be described via a waveform - a

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

Virtually everything in the world can be described via a waveform - a

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

The Fourier transform refers to as frequency domain representation

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

The Fourier transform refers to as frequency domain representation

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

The Fourier transform of a function f(x) is given by:

The result produced by the Fourier transform is a complex valued

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

The result produced by the Fourier transform is a complex valued

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

ORIGIN OF FOURIER TRANSFORM

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

The Fourier transform is also called a generalization of the Fourier

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

The Fourier transform is also called a generalization of the Fourier

To know more about Fourier Transform lets learn more about

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

ABOUT FOURIER SERIES

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

Suppose f is a periodic function with a period T = 2L. Then the Fourier

Where the coefficients are given by the Euler-Fourier formulas:

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

The Fourier Transform of a function can be derived as a special case of

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

The following figures provide a visual illustration of how the Fourier

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

LINEARITY PROPERTY OF THE FOURIER TRANSFORM

First, the Fourier Transform is a linear transform.

F{c1 g (t) + c2 h(t)} = c1 G (f ) + c2 H(f ) (1)

In equation (1), c1 and c2 are any constants (real or complex numbers).

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)

F {c1 g (t) + c2 h(t)} = c1 G (f ) + c2 H(f )

MATHS(Hons),Second YEAR (MOTILAL NEHRU COLLEGE)