Attribution Non-Commercial (BY-NC)

19 views

FFFT Formulas

Attribution Non-Commercial (BY-NC)

- The Subtle Art of Not Giving a F*ck: A Counterintuitive Approach to Living a Good Life
- Sapiens: A Brief History of Humankind
- Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
- Shoe Dog: A Memoir by the Creator of Nike
- The Unwinding: An Inner History of the New America
- The Little Book of Hygge: Danish Secrets to Happy Living
- Never Split the Difference: Negotiating As If Your Life Depended On It
- Elon Musk: Tesla, SpaceX, and the Quest for a Fantastic Future
- Yes Please
- A Heartbreaking Work Of Staggering Genius: A Memoir Based on a True Story
- Grit: The Power of Passion and Perseverance
- Devil in the Grove: Thurgood Marshall, the Groveland Boys, and the Dawn of a New America
- The Emperor of All Maladies: A Biography of Cancer
- John Adams
- This Changes Everything: Capitalism vs. The Climate
- Team of Rivals: The Political Genius of Abraham Lincoln
- The Hard Thing About Hard Things: Building a Business When There Are No Easy Answers
- Principles: Life and Work
- Rise of ISIS: A Threat We Can't Ignore
- The World Is Flat 3.0: A Brief History of the Twenty-first Century

You are on page 1of 4

The Fourier Transform:

F(s) =

_

f(x)e

i2sx

dx

The Inverse Fourier Transform:

f(x) =

_

F(s)e

i2sx

ds

Symmetry Properties:

If g(x) is real valued, then G(s) is Hermitian:

G(s) = G

(s)

If g(x) is imaginary valued, then G(s) is Anti-Hermitian:

G(s) = G

(s)

In general:

g(x) = e(x) + o(x) = e

R

(x) + ie

I

(x) + o

R

(x) + io

I

(x)

G(s) = E(s) + O(s) = E

R

(s) + iE

I

(s) + iO

I

(s) + O

R

(s)

Convolution:

(g h)(x)

=

_

g()h(x )d

Autocorrelation: Let g(x) be a function satisfying

_

|g(x)|

2

dx < (nite energy) then

g

(x)

= (g

g)(x)

=

_

g()g

( x)d

= g(x) g

(x)

Cross correlation: Let g(x) and h(x) be functions with

nite energy. Then

(g

h)(x)

=

_

()h( + x)d

=

_

( x)h()d

= (h

g)

(x)

The Delta Function: (x)

Scaling: (ax) =

1

|a|

(x)

Sifting:

_

(x a)f(x)dx = f(a)

_

Convolution: (x) f(x) = f(x)

Product: h(x)(x) = h(0)(x)

2

(x) - no meaning

(x) (x) = (x)

Fourier Transform of (x): F{(x)} = 1

Derivatives:

(n)

(x)f(x)dx = (1)

n

f

(n)

(0)

(x) f(x) = f

(x)

x(x) = 0

x

(x) = (x)

Meaning of [h(x)]:

[h(x)] =

i

(x x

i

)

|h

(x

i

)|

The Shah Function: III(x)

Sampling: III(x)g(x) =

n=

g(n)(x n)

Replication: III(x) g(x) =

n=

g(x n)

Fourier Transform: F{III(x)} = III(s)

Scaling: III(ax) =

(ax n) =

1

|a|

(x

n

a

)

Even and Odd Impulse Pairs

Even: II(x) =

1

2

(x +

1

2

) +

1

2

(x

1

2

)

Odd: I

I

(x) =

1

2

(x +

1

2

)

1

2

(x

1

2

)

Fourier Transforms: F{II(x)} = cos s

F{I

I

(x)} = i sin s

Fourier Transform Theorems

Linearity: F{f(x) + g(x)} = F(s) + G(s)

Similarity: F{g(ax)} =

1

|a|

G(

s

a

)

Shift: F{g(x a)} = e

i2as

G(s)

F{g(ax b)} =

1

|a|

e

i2s

b

a

G(

s

a

)

Rayleighs:

_

|g(x)|

2

dx =

_

|G(s)|

2

ds

Power:

_

f(x)g

(x)dx =

_

F(s)G

(s)ds

Modulation:

F{g(x)cos(2s

0

x)} =

1

2

[G(s s

0

) + G(s + s

0

)]

Convolution: F{f g} = F(s)G(s)

1

Autocorrelation: F{g

g} = |G(s)|

2

Cross Correlation: F{g

f} = G

(s)F(s)

Derivative:

F{g

(x)} = i2sG(s)

F{g

(n)

(x)} = (i2s)

n

G(s)

F{x

n

g(x)} = (

i

2

)

n

G

(n)

(s)

Fourier Integral: If g(x) is of bounded variation and

is absolutely integrable, then

F

1

{F{g(x)}} =

1

2

[g(x

+

) + g(x

)]

Moments:

_

f(x)dx = F(0)

_

xf(x)dx =

i

2

F

(0)

_

x

n

f(x)dx = (

i

2

)

n

F

(n)

(0)

Miscellaneous:

If F{g(x)} = G(s) then F{G(x)} = g(s)

and F{g

(x)} = G

(s)

F

__

x

g()d

_

=

1

2

G(0)(s) +

G(s)

i2s

Function Widths

Equivalent Width

W

f

=

_

f(x)dx

f(0)

=

F(0)

f(0)

=

F(0)

_

F(s)ds

=

1

W

F

Autocorrelation Width

W

f

=

_

f dx

f

f |

x=0

=

|F(0)|

2

_

|F(s)|

2

ds

=

1

W

|F|

2

Standard Deviation of Instantaneous Power: x

(x)

2

=

_

x

2

|f(x)|

2

dx

_

|f(x)|

2

dx

__

x|f(x)|

2

dx

_

|f(x)|

2

dx

_

2

(s)

2

=

_

s

2

|F(s)|

2

ds

_

|F(s)|

2

ds

__

s|F(s)|

2

ds

_

|F(s)|

2

ds

_

2

Uncertainty Relation: (x)(s)

1

4

Central Limit Theorem

Given a function f(x), if F(s) has a single absolute

maximum at s = 0; and, for suciently small |s|,

F(s) a cs

2

where 0 < a < and 0 < c < ,

then:

lim

n

[

nf(

nx)]

n

a

n

=

_

a

2

e

a

c

x

2

and

[f(x)]

n

a

n+

1

2

n

1

2

_

c

e

a

cn

x

2

Linear Systems

For a linear system w(t) = S[v(t)] with response h(t, )

to a unit impulse at time :

S[v

1

(t) + v

2

(t)] = S[v

1

(t)] + S[v

2

(t)]

w(t) =

_

v()h(t, )d

If such a system is time-invariant, then:

w(t ) = S[v(t )]

and

w(t) =

_

v()h(t )d

= (v h)(t)

The eigenfunctions of any linear time-invariant system

are e

i2f0t

, since for a system with transfer function H(s),

the response to an input of v(t) = e

i2f0t

is given by:

w(t) = H(f

0

)e

i2f0t

.

Sampling Theory

g(x) = III(

x

X

)g(x)

= X

n=

g(nX)(x nX)

2

=

n=

G(s

n

X

)

Whittaker-Shannon-Kotelnikov Theorem: For a bandlim-

ited function g(x) with cuto frequencies s

c

, and with

no discrete sinusoidal components at frequency s

c

,

g(x) =

n=

g(

n

2s

c

)sinc[2s

c

(x

n

2s

c

)]

Fourier Tranforms for Periodic Functions

For a function p(x) with period L, let f(x) = p(x) (

x

L

).

Then

p(x) = f(x)

n=

(x nL)

P(s) =

1

L

n=

F(

n

L

)(s

n

L

)

The complex fourier series representation:

p(x) =

n=

c

n

e

i2

n

L

x

where

c

n

=

1

L

F(

n

L

)

=

1

L

_

L/2

L/2

p(x)e

i2

n

L

x

dx

The Discrete Fourier Transform

Let g(x) be a physical process, and let f(x) = g(x) for 0

x L, f(x) = 0 otherwise. Suppose f(x) is approximately

bandlimited to B Hz, so we sample f(x) every 1/2B

seconds, obtaining N = 2BL samples.

The Discrete Fourier Transform:

F

m

=

N1

n=0

f

n

e

i

2mn

N

for m = 0, . . . , N 1

The Inverse Discrete Fourier Transform:

f

n

=

1

N

N1

m=0

F

m

e

i

2mn

N

for n = 0, . . . , N 1

Convolution:

h

n

=

N1

k=0

f

k

g

nk

for n = 0, . . . , N 1

where f, g are periodic

Serial Product:

h

n

=

N1

k=0

f

k

g

nk

for n = 0, . . . , 2N 2

where f, g are not periodic

DFT Theorems

Linearity: DFT {f

n

+ g

n

} = F

m

+ G

m

Shift: DFT {f

nk

} = F

m

e

i

2

N

km

(f periodic)

Parsevals:

N1

n=0

f

n

g

n

=

1

N

N1

m=0

F

m

G

m

Convolution: F

m

G

m

= DFT {

N1

k=0

f

k

g

nk

}

The Hilbert Transform

The Hilbert Transform of f(x):

F

Hi

(x)

=

1

f()

x

d (CPV)

The Inverse Hilbert Transform:

f(x) =

1

F

Hi

()

x

d + f

DC

(CPV)

Impulse response:

1

x

Transfer function: i sgn(s)

Causal functions: A causal function g(x) has Fourier

Transform G(s) = R(s) + iI(s), where I(s) =

H{R(s)}.

Analytic signals: The analytic signal representation

of a real-valued function v(t) is given by:

z(t)

= F

1

{2H(s)V (s)}

= v(t) iv

Hi

(t)

Narrow Band Signals: g(t) = A(t) cos[2f

0

t + (t)]

Analytic approx: z(t) A(t)e

i[2f0t+(t)]

Envelope: A(t) =| z(t) |

Phase: arg[g(t)] = 2f

0

t + (t)

Instantaneous freq: f

i

= f

0

+

1

2

d

dt

(t)

The Two-Dimensional Fourier Transform

F(s

x

, s

y

) =

_

f(x, y)e

i2(sxx+syy)

dxdy

The Inverse Two-Dimensional Fourier Transform:

f(x, y) =

_

F(s

x

, s

y

)e

i2(sxx+syy)

ds

x

ds

y

The Hankel Transform (zero order):

F(q) = 2

_

0

f(r)J

0

(2rq)rdr

3

The Inverse Hankel Transform (zero order):

f(r) = 2

_

0

F(q)J

0

(2rq)qdq

Projection-Slice Theorem: The 1-D Fourier transform

P

(x

cal with the 2-D transform G(s

x

, s

y

) of g(x, y), evaluated

along a slice through the origin in the 2-D frequency do-

main, the slice being at angle to the x-axis. i.e.:

P

Reconstruction by Convolution and Backprojection:

g(x, y) =

_

0

F

1

{| s | P

(s)}d

=

_

0

f

(xcos + y sin )d

where f

(x

) = (2s

2

c

sinc2s

c

x

s

2

c

sinc

2

s

c

x

) p

(x

)

compiled by John Jackson

4

- The Subtle Art of Not Giving a F*ck: A Counterintuitive Approach to Living a Good LifeMark Manson
- Sapiens: A Brief History of HumankindYuval Noah Harari
- Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space RaceMargot Lee Shetterly
- Shoe Dog: A Memoir by the Creator of NikePhil Knight
- The Unwinding: An Inner History of the New AmericaGeorge Packer
- The Little Book of Hygge: Danish Secrets to Happy LivingMeik Wiking
- Never Split the Difference: Negotiating As If Your Life Depended On ItChris Voss
- Elon Musk: Tesla, SpaceX, and the Quest for a Fantastic FutureAshlee Vance
- Yes PleaseAmy Poehler
- A Heartbreaking Work Of Staggering Genius: A Memoir Based on a True StoryDave Eggers
- Grit: The Power of Passion and PerseveranceAngela Duckworth
- Devil in the Grove: Thurgood Marshall, the Groveland Boys, and the Dawn of a New AmericaGilbert King
- The Emperor of All Maladies: A Biography of CancerSiddhartha Mukherjee
- John AdamsDavid McCullough
- This Changes Everything: Capitalism vs. The ClimateNaomi Klein
- Team of Rivals: The Political Genius of Abraham LincolnDoris Kearns Goodwin
- The Hard Thing About Hard Things: Building a Business When There Are No Easy AnswersBen Horowitz
- Principles: Life and WorkRay Dalio
- Rise of ISIS: A Threat We Can't IgnoreJay Sekulow
- The World Is Flat 3.0: A Brief History of the Twenty-first CenturyThomas L. Friedman
- Fear: Trump in the White HouseBob Woodward
- The New Confessions of an Economic Hit ManJohn Perkins
- Steve JobsWalter Isaacson
- Angela's Ashes: A MemoirFrank McCourt
- How To Win Friends and Influence PeopleDale Carnegie
- Bad Feminist: EssaysRoxane Gay

- ItStephen King
- The Sympathizer: A Novel (Pulitzer Prize for Fiction)Viet Thanh Nguyen
- The Handmaid's TaleMargaret Atwood
- The Light Between Oceans: A NovelM.L. Stedman
- The Alice Network: A NovelKate Quinn
- The Woman in Cabin 10Ruth Ware
- The Silver Linings Playbook: A NovelMatthew Quick
- Life of PiYann Martel
- Brooklyn: A NovelColm Toibin
- The Rosie Project: A NovelGraeme Simsion
- The Love Affairs of Nathaniel P.: A NovelAdelle Waldman
- A Man Called Ove: A NovelFredrik Backman
- Bel CantoAnn Patchett
- The Blazing World: A NovelSiri Hustvedt
- We Are Not Ourselves: A NovelMatthew Thomas
- The Bonfire of the Vanities: A NovelTom Wolfe
- The Cider House RulesJohn Irving
- Wolf Hall: A NovelHilary Mantel
- The Perks of Being a WallflowerStephen Chbosky
- The Kitchen House: A NovelKathleen Grissom
- Interpreter of MaladiesJhumpa Lahiri
- A Prayer for Owen Meany: A NovelJohn Irving
- The Art of Racing in the Rain: A NovelGarth Stein
- Beautiful Ruins: A NovelJess Walter
- My Sister's Keeper: A NovelJodi Picoult
- A Tree Grows in BrooklynBetty Smith
- Little Bee: A NovelChris Cleave
- The Wife: A NovelMeg Wolitzer
- The Lord of the Rings: One VolumeJ.R.R. Tolkien
- Ordinary Grace: A NovelWilliam Kent Krueger