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Overview

Why Fourier transform? Trigonometric functions Who is Fourier? Fourier series Fourier transform Discrete Fourier transform Fast Fourier transform 2D Fourier transform Tips

Why Fourier transform?

Fourier, not being noble, could not enter the artillery, although he was a second Newton. ⎯ Francois Jean Dominique Arago

For signal processing, Fourier transform is the tool to connect the time domain and frequency domain. Why would we do the exchange between time domain and frequency domain? Because we can do all kinds of useful analytical tricks in the frequency domain that are just too hard to do computationally with the original time series in the time domain. Simplify the calculation.

Why Fourier transform?

f (t ) = sin( 2π * 50t )

However. we have no any idea about this sound by the time record.Why Fourier transform? This example is a sound record analysis. . The left picture is the sound signal changing with time. we know that this sound is generated at 50Hz and 120Hz mixed with other noises. By the Fourier transform.

Trigonometric functions (ex. sinx. (cos θ ) ' = − sin θ Trigonometric system is the orthogonal system π −π ∫ cos nxdx = 0. …. π π −π ∫ sin nxdx = 0 π −π ∫ sin mx cos nxdx = 0 ⎧0 ∫ cos mx cos nxdx = ⎨ −π ⎩π m≠n m=n ⎧0 ∫ sin mx sin nxdx = ⎨ −π ⎩π π m≠n m=n . sinnx. The properties of trigonometric system cosθ cos φ = cos(θ − φ ) / 2 + cos(θ + φ ) / 2 sin θ sin φ = cos(θ − φ ) / 2 − cos(θ + φ ) / 2 (sin θ ) ' = cos θ . cos2x. cosnx. sin2x. ….1) Trigonometric system is the periodic functions as: 1. cosx.

a.a.a.b) if f is a symbolic expression. q = ∫ f ( x)dx q=quad(fun.a.…) Quadrature is a numerical method used to find the area under the graph of a function.a. ∫ f ( x)dx a b q=quad(fun. The function y=fun(x) should accept a vector argument x and return a vector result y.b.tol) [q. the integrand evaluated at each element of x. fun is a function handle for either an M-file function or an anonymous function.b) tries to approximate the integral of function fun from a to b to within an error of 1e-6 using recursive adaptive Simpson quadrature.In Matlab Int(f) Int(f.b) q=quad(fun.b. that is. a b . to compute a definite integral.fcnt]=quad(fun.

1768~1830). He went to Egypt with Napoleon as the Governor of Lower Egypt after the 1798 Expedition. Jean Baptiste Joseph Fourier (France. He was secretary of the Academy of Sciences in 1816 and Fellow in 1817. Don’t believe it? Neither did Lagrange.Who is Fourier? Fourier is one of the France’s greatest administrators. and mathematicians. Later he joined the faculty at Ecole Normale and then the Polytechnique in Paris when he is 27. historians. Poisson and other big wigs. Not translated into English until 1878! But it’s true!! . He graduated with honors from the military school in Auxerre and became a teach of math when he was 16 years old. Laplace.

Fourier’s basic idea Trigonometric functions: sin(x) and cos(x) has the period 2π. the adding result still has a period 2π. sin(nx) and cos(nx) have period 2π/n. The linear combination of these functions or multiply each by a constant. .

Fourier series For any function f(x) with period 2π (f(x) = f(2π +x)). we multiply above equation by cosmx or sinmx and integrate it over interval -π<x<π. By the orthogonality relations of sin and cos functions. we can describe the f(x) in terms of an infinite sum of sines and cosines a0 ∞ f ( x ) = + ∑ ( am cos mx + bm sin mx ). we can get am = bm = a0 = 1 π π 1 −π π ∫ f ( x ) cos mxdx π 1 −π ∫ f ( x) sin mxdx π π −π ∫ f ( x)dx . 2 m=1 To find the coefficients a. b and a.

6 ..Fourier series Period function example (ex...3. am = 1 π ∫ cos mxdx + 0 1 π −π ∫ ( −1) cos mxdx 0 4 ..5. k = 2 .2) ⎧ 1 f ( x) = ⎨ ⎩− 1 0< x <π −π < x < 0 The parameters are 1π 1 0 a0 = ∫ 1dx + ∫ ( −1)dx = 0 1π 1 0 a1 = ∫ cos xdx + ∫ ( −1) cos xdx π 0 π 1 −π π 0 π −π =− =0 1 π π sin x 0 − π 1 π sin x −π 0 bm = bn = π π −π ∫ f ( x ) sin mxdx n = 1.. f ( x) = 4 sin x sin 3 x sin 5 x ( + + + . nπ 1 1 mπ 0 =− sin mx 0 + sin mx − mπ mπ mπ =0 bk = 0 .) π 1 3 5 .. 4 ..

Fourier series Period function example (cont…) ⎧ 1 f ( x) = ⎨ ⎩− 1 0< x <π −π < x < 0 The Fourier series is: f ( x) = 4 sin x sin 3 x sin 5 x ( + + + ..) π 1 3 5 ..

) π 1 3 5 + = .Fourier series Period function example (cont…) ⎧ 1 f ( x) = ⎨ ⎩− 1 0< x <π −π < x < 0 The Fourier series is: f ( x) = 4 sin x sin 3 x sin 5 x ( + + + ...

) π 1 3 5 + = ..Fourier series Period function example (cont…) ⎧ 1 f ( x) = ⎨ ⎩− 1 0< x <π −π < x < 0 The Fourier series is: f ( x) = 4 sin x sin 3 x sin 5 x ( + + + ..

Fourier series Period function example (cont…) ⎧ 1 f ( x) = ⎨ ⎩− 1 0< x <π −π < x < 0 The Fourier series is: f ( x) = 4 sin x sin 3 x sin 5 x ( + + + ...) π 1 3 5 + = .

.Fourier series Period function example (cont…) ⎧ 1 f ( x) = ⎨ ⎩− 1 0< x <π −π < x < 0 The Fourier series is: f ( x) = 4 sin x sin 3 x sin 5 x ( + + + .) π 1 3 5 ..

Fourier series Period function example f ( x) = x 0 < x < 2π The parameters are f ( x ) = π − 2( sin x sin 2 x sin 3 x + + + ...) 1 2 3 .

. f (t ) = a0 ∞ + ∑ (am cos mωt + bm sin mωt ).Fourier series general For any function f(x’) with arbitrary period T .. T dx = 2π dx' T The f(x’) can be described by the Fourier series as f ( x') = a0 ∞ 2π 2π + ∑ ( a m cos( m x ' ) + bm sin( m x ' ) ). T P 2 m =1 m = 1. 2 . 2 m=1 m = 1.T/2] as x= 2π x' . where 2 T /2 a0 = ∫ f ( x' )dx' T −T / 2 2 T /2 2π am = x ' ) dx ' ∫ f ( x ' ) cos( m −T / 2 T T 2 T /2 2π bm = ∫ f ( x' ) sin( m x' )dx' T −T / 2 T Replace ω 2π/T and x’ t. ..2.. a simple change of variables can be used to transform the interval of integration from [π... π] to [-T/2.

ck = k . e ikωt + e −ikωt e ikωt − e −ikωt ak cos kωt + bk sin kωt = ak + bk 2 2i a − ibk ikωt ak + ibk −ikωt e + e = k 2 2 Denoting that as c0 = a0 a − ibk a + ibk . c− k = k 2 2 2 ∞ ∞ The complex form of Fourier series f (t ) = c 0 + ∑ ( c k e ikω t + c − k e − ik ω t ) = ∑ c k e ikω t k =1 k = −∞ ck = 2 T /2 − ik ω t ∫ f (t ) e dt T −T / 2 .The complex form of Fourier series Euler formulae e ix = cos x + i sin x ⎫ cos x = (e ix + e −ix ) / 2 ⎬⇒ −ix e = cos x − i sin x ⎭ sin x = (e ix − e −ix ) / 2i Fourier series ∞ a a b f (t ) = 0 + ∑ ( m ( e im ω t + e − im ω t ) + m ( e im ω t − e − im ω t ) ) 2 m =1 2 2i For certain m=k.

Fourier transform For any non-periodic function and assume T ∞. . Equation of f(t) is called the inverse Fourier Transform. rewrite previous general Fourier series equation and get: 2 T /2 f (t ) = ∑ ( ∫ f (t )e −ikωt dt )e ikωt k = −∞ T −T / 2 T = 2π / ω 1 ∞ T /2 ikω ( t −ξ ) → dξ ∑ ω ∫ f (ξ )e ∞ π k =−∞ −T / 2 → Define ∞ 1 ∞ i ωt −iωξ ∫ e dω ∫ f (ξ )e dξ −∞ 2π −∞ F (ω ) = ∫ f (t )e −iωt dt −∞ ∞ 1 ∞ i ωt f (t ) = ∫ F (ω )e dω 2π −∞ Here. F(ω) is called as the Fourier Transform of f(t).

Fourier transform Parseval’s law The time signal squared f2(t) represents how the energy contained in the signal distributes over time t. Obviously. as indicated by Parseval’s formula: ∞ −∞ ∫ f (t ) dt = ∫ F (ω ) dω 2 2 −∞ ∞ . while its spectrum squared F2(ω) represents how the energy distributes over frequency (therefore the term power density spectrum). the same amount of energy is contained in either time or frequency domain.

FT (af ( x) + bg ( x)) = aF (ω ) + bG (ω ) .Fourier transform properties The properties of Fourier transfrom .Derivative formula: FT ( f ' ( x)) = iωF (ω ) . g(x).Linearity property: given f(x).Similarity property: g(x)=f(ax) 1 ω G (ω ) = F ( ) a a -Shift formula: given g(x) = f(x+b) G (ω ) = e iωb F (ω ) .

This represents F (ω ) = ∫ f ( x)e −iωx dx −∞ ∞ f = ifourier(F) This is the inverse Fourier transform of the symbolic scalar F with default independent variable ω. The default return is a function of x. This represents 1 ∞ iω x f ( x) = ∫ F (ω )e dω 2π −∞ . The default return is a function of ω.In Matlab F = fourier(f) This is the Fourier transform of the symbolic scalar f with default independent variable x.

3) Define the signal values at each sampling points as fk=f(tk). where 2πn/T is termed as the fundamental frequency. (N-1). .Discrete Fourier Transform (DFT) Discrete Fourier Transform can be understood as a numerical approximation to the Fourier transform. This is used in the case where both the time and the frequency variables are discrete (which they are if digital computers are being used to perform the analysis). …. Define the sample interval ∆T=Ts=T/N. 2) Define the sample points tk = k(∆T) for k = 0. To convert the integral Fourier Transform (FT) into the Discrete Fourier Transform (DFT). 4) Define the frequency sampling points ωn=2πn/T. The number of sampling points is N. we can do following steps: 1) Assume the sampling window is T.

N − 1 This is the Discrete Fourier Transform. The answer is F (ωn ) = ∫ e −iωnt f (t )dt .1...Discrete Fourier Transform (DFT) 5) Consider the problem of approximating the FT of f at the points ωn=2πn/T.... k = 0.. k =0 N −1 n = 0. −∞ ∞ n = 0.. N − 1 . The inverse Discrete Fourier Transform is defined as 1 f (tk ) = N ∑ F (ω )e ω i n=0 n N −1 n tk ..1... ( N − 1) 6) Approximate this integral by Riemann sum approximation using the points tk since f~0 for t>T: F (ωn ) = ∑ f (t k )e −iωntk .2. 2...

Fast Fourier Transform (FFT) Fast Fourier Transform (FFT) is a effective algorithm of Discrete Fourier Transform (DFT) and developed by Cooley and Tukey at 1965.). 4096. 1024. The only requirement of this algorithm is that number of point in the series have to be a power of 2 (2n points) such as 32. Zero padding at the end of the data set if the sampling number is not equal to the exact the power of 2. . This algorithm reduces the computation time of DFT for N points from N2 to Nlog2(N) (This algorithm is called Butterfly algorithm.

Y = fft(X. . If the length of X is greater than n. computed with a fast Fourier transform (FFT) algorithm.n) This command returns the n-point DFT of X. Y = ifft(X.n) This command returns the n-point inverse DFT of X. X is padded with trailing zeros to length n. Y = ifft(X) This command returns the inverse discrete Fourier transform (DFT) of X. the sequence X is truncated. computed with a fast Fourier transform (FFT) algorithm.In Matlab Y = fft(X) This command returns the discrete Fourier transform (DFT) of X. If the length of X is less than n.

Fourier transform Delta function Delta function ⎧1 t = 0 f (t ) = δ (t ) = ⎨ ⎩0 others .

Fourier transform Unit function Uniform function f (t ) = 1 .

Fourier transform Sin function example : g(t) = sin(2πf t) + (1/3)sin(2π3f t) = + .

Fourier transform Sin function example : g(t) = sin(2πf t) + (1/3)sin(2π 3f t) = + .

Fourier transform cos functions Cos function f (t ) = cos(2π * 50t ) .

Applications convolution The time domain recorded waveform is a convolution product: r (t ) = ∫ v0 (t − τ ) s (τ )dτ −∞ ∞ Simplify the complex convolution product into the direct multiply in the frequency domain by Fourier transform. ⇒ R (ω ) = V0 (ω ) S (ω ) FFT .

Applications convolution The simulated DI water waveform and ethanol waveform at room temperature by FFT. .

∫ ∫ 2π − ∞ − ∞ . v ) e i ( ux + vy ) dudv .2D Integral Fourier transform 2D integral Fourier transform is F (u. −∞ −∞ ∞ ∞ Inverse 2D Fourier transform is 1 ∞ ∞ f ( x. v ) = ∫ ∫ f ( x. y )e −i ( ux + vy ) dxdy . y ) = F ( u .

v )e −ium x xk m =0 M −1 We can implement 2D Fourier transform as a sequence of 1-D Fourier transform operations: .. m = 0.1.. y yk )e n yk ⎤ e −ium x xk ⎥ ⎦ ⎣ m =0 ⎢ n =0 M −1 N −1 F (um .1. DFT is F (um ... vn ) = ∑ ⎡ ∑ f ( x xk .2. N − 1 Rewrite above equation −iv y F (um . vn ) = ∑ ∑ f ( x xk .2..y).... M − 1 n = 0. vn ) = ∑ F ( x. y yk )e xk = 0 yk =0 M −1 N −1 −i ( um x xk + vn y yk ) .2D Discrete Fourier transform For 2D function f(x.

.2D Inverse Discrete Fourier transform For 2D function f(x.. M − 1 yk = 0.1. inverse DFT is f ( xxk .. y yk ) = ∑ F ( x xk .1..2.. y yk ) = ∑ ∑ F (um .. vn )e m =0 n =0 M −1N −1 −i ( um x xk + vn y yk ) .y). y yk ) = e ium xxk ∑ ∑ F (um .. vn )e MN m=0 n=0 1 M −1 −iu x f ( x xk . vn )e m xk MN m=0 We can implement 2D inverse Fourier transform as a sequence of 1-D inverse Fourier transform operations: [ ] . xk = 0.2.. N − 1 Rewrite above equation 1 M −1 N −1 ivn y yk f ( x xk .

Similarity property: g(x.by) G (u. y ) ∗ h( x. g(x. y ) = G (u . v) .y+b) G (u. v) .y). y )) = aF (u .2D Fourier transform properties The properties of Fourier transfrom .y) = f(x+a. y ) + bg ( x. FT (af ( x. v) .Convolution u v 1 F( . v) + bG (u .y)=f(ax.y). v) = . v) ⋅ H (u .Shift formula: given g(x. ) ab a b g ( x. v) = e i ( ua+vb ) F (u.Linearity property: given f(x.

y).y) with the certain length of x at m and y at n. .m. Y = ifft2(X. computed with a fast Fourier transform (FFT) algorithm.n) This command returns the n-point DFT of X(x. Y = ifft2(X) This command returns the inverse discrete Fourier transform (DFT) of X.y). computed with a fast Fourier transform (FFT) algorithm. Y = fft2(X.In Matlab Y = fft2(X) This command returns the discrete Fourier transform (DFT) of X(x.n) This command returns the m-point of x and n-point of y inverse DFT of X(x.m.

Image Compression (JPEG) .

JPEG compression comparison 89k 12k .

Nyquist frequency represents the highest frequency of the signal we can see in the frequency domain. On the other hand. f NF = 1 2∆t The total sampling period is T.Tips Nyquist frequency Nyquist frequency is called the highest frequency that can be coded at a given sampling rate in order to be able to fully reconstruct the signal. the base frequency is 2/T. This represent the lowest frequency of the signal we can see in the frequency domain. Then. .

However. Sampling total time is the total time period we looked to sampling the data. This will control the highest frequency band.Tips Sampling rate/sampling total time Sampling rate is the sampling interval. This will change the lower frequency resolution. it can not change the highest frequency. Please notice that we can extend the sampling total time by padding zero for FFT. This will control the lowest frequency band. .

Tips windows f (t ) = sin(2π *5t ) Any sampling data range is limited/finite. = + .

the transformed the signal is the convolution products of F(ω) and WIN(ω). . After the Fourier transform. we have to de-convolution of the transformed the results.Tips windows f (t ) = sin(2π *5t ) The true sampling signal is f’(t) = f(t)·win(t). F ' (ω ) = F (ω ) ∗ WIN (ω ) For the true transformed the signal.

The Homework of Fourier transform is using Matlab: Do the Fourier transform of one simple harmonic function f1(x)=sin(2*pi*500t). 3) choosing two different window length to get the sense of how these different sampling will influence on your Fourier transform results in frequency domain. . Please practice with: 1) choosing two different sampling rate (how many points you sampled in total in time domain N). 2) choosing two different sampling interval (delta_t). and f2(x) = cos(2*pi*500t)+2*sin(2*pi*1000t)+0.5*cos(2*pi*200t).

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