Derivatives using Fourier Transform

Define discrete Fourier Transform of 𝑥𝑛 as

∞
2𝜋𝑘
ℱ𝑘 (𝑥𝑛 ) = ∑ 𝑥𝑛 𝑒 −𝑖 𝑁
𝑛

𝑛=−∞
2𝜋𝑘
Since ℱ𝑘 (𝑥𝑛 ′) = 𝑖 𝑁
ℱ𝑘 (𝑥𝑛 ) = 𝑖𝜔 ℱ𝑘 (𝑥𝑛 ), if the 𝑘-th coefficient can be expressed in

ℱ𝑘 (𝑥𝑛 ) = 𝑅𝑘 + 𝑖𝑄𝑘 for some 𝑅𝑘 and 𝑄𝑘 , then

ℱ𝑘 (𝑥𝑛 ′) = 𝑖𝜔 ℱ𝑘 (𝑥𝑛 ) = 𝑖𝜔 (𝑅𝑘 + 𝑖𝑄𝑘 )
= −𝜔(𝑄𝑘 − 𝑖𝑅𝑘 ).
Hence, by inverse Fourier Transform, the derivatives of 𝑥𝑛 can be easily derived from the
above Goertzel Filter once the real part and imaginary parts of the sequence is determined.

For the relationship between Fourier Transform of a function 𝑥(𝑡) and its derivatives 𝑥’(𝑡),
this is illustrated as below,
∞ ∞ ∞
𝑑𝑥 𝑑𝑥 −𝑖𝜔𝑡 ∞
ℱ𝜔 ( ) = ∫ 𝑒 𝑑𝑡 = 𝑥𝑒 −𝑖𝜔 |−∞ − ∫ 𝑥 (−𝑖𝜔𝑒 −𝑖𝜔𝑡 )𝑑𝑡 = 𝑖𝜔 ∫ 𝑥 𝑒 −𝑖𝜔𝑡 𝑑𝑡
𝑑𝑡 𝑑𝑡
−∞ −∞ −∞
𝑑𝑥
ℱ𝜔 ( ) = 𝑖𝜔 ℱ𝜔 (𝑥)
𝑑𝑡