Fourier Transformation

f(x) Fourier F(u)

Transformasjon

1
 Continuous Fourier Transform
Def

The Fourier transform 

of a one-dimentional function f(x) fˆ (u )   f ( x)e  j 2ux dx



The Inverse Fourier Transform f ( x)   fˆ (u )e j 2ux du



2
 Continuous Fourier Transform
Def - Notation

The Fourier transform

of a one-dimentional function f(x)

fˆ (u )  F (u )  e j 2ux f ( x)  F  f ( x)   e  j 2ux f ( x)dx


The inverse Fourier Transform of F(u)

 

f ( x)  e  j 2ux fˆ (u )  F 1 fˆ (u )   e j 2ux fˆ (u )du


3
 Continuous Fourier Transform
Alternative Def

 
F (u )  F  f ( x)   f ( x )e  j 2ux
dx F ( )  F  f ( x)   f ( x)e  jx dx
 

 

F (u)   fˆ (u)e f ( x)  F F ( ) 
1
 fˆ (u)e
jx
f ( x)  F 1  j 2ux
du
1
d
2 



F ( )  F  f ( x) 
1
2 

f ( x)e  jx dx


f ( x)  F F ( ) 
1
1
 fˆ (u )e jx d
2 

4
Continuous Fourier Transform
Example - cos(2ft)

5
Continuous Fourier Transform
Example - cos(t)

6
Continuous Fourier Transform
Example - sin(t)

7
Continuous Fourier Transform
Example - Delta-function

8
Continuous Fourier Transform
Example - Gauss function

9
 Signals and Fourier Transform
Frequency Information

FT
y1  sin( 1t )

FT
y2  sin(  2t )

FT
y3  sin( 1t )  sin(  2t )
10
 Stationary / Non-stationary signals

Stationary

FT
y3  sin( 1t )  sin(  2t )

Non stationary

FT
sin( 1t ) hvis t  60
y4  
sin(  2t ) hvis t  60

The stationary and the non-stationary signal both have the same FT.
FT is not suitable to take care of non-stationary signals to give information about time. 11
Transient Signal
Frequency Information

Constant function in [-3,3].

Dominating frequency  = 0
and some freequency because of edges.

Transient signal
resulting in extra frequencies > 0.

Narrower transient signal

resulting in extra higher frequencies
pushed away from origin.

12
Transient Signal
No Information about Position

Moving the transient part of the signal to

a new position does not result
in any change in the transformed signal.

Conclusion: The Fourier transformation

contains information of a transient part
of a signal, but only the frequency
not the position.

13
 
fˆ (u )   f ( x )e
 j 2ux
dx


Inverse Fourier Transform [1/3]
 fˆ (u)e
j 2ux
f ( x)  du


Theorem:  2
 
e
t 2
e  jt dt  e 4
 0



Proof:   
 ( t 
y 2 y2
) 
f ( y )   e t e yt dt   e t  yt
dt   e
2 2
2 4
dt
  
y2 
 4y
2
1
 e  e dt 
t 2
4
e
 


y   j


  4
2

e
t  jt
e dt 
2
e


14
 
fˆ (u )   f ( x )e
 j 2ux
dx


Inverse Fourier Transform [2/3]
 fˆ (u)e
j 2ux
f ( x)  du


 
Theorem:
 f(y)gˆ(ay)dy   fˆ(ay)g(y)dy f , g  L1 ( R)
- -

Proof:
 
 
- - 
 j 2ayx
f(y)gˆ (ay)dy  f(y) g ( x ) e dx  dy

 

  f ( y ) g ( x )e
 j 2ayx
 dxdy
  
 
 
  
f ( y ) g ( x)e  j 2ayx dydx


 
    f ( y )e  j 2ayx dy  g ( x)dx
    

  fˆ (ax) g ( x)dx


  fˆ (ay) g ( y)dy
 15
 
fˆ (u )   f ( x )e
 j 2ux
dx


Inverse Fourier Transform [3/3]
 fˆ (u)e
j 2ux
f ( x)  du


x2
1 
g ( x )  e 4

2 
f ( x )  f ( x  0)
gˆ (u )  e  ( 2u )
2



 lim  f ( y) g ( x  y)dy  lim  f ( x) * g ( x)
 g ( x)dx  1

 0

 0


 y 
 lim
 0  f ( y ) ˆ
g  dy
 2 

ˆ  y  g ( y )dy
 lim
 0  2 
f
 
1 jtx t 2
g (t )  e e 
2 1 ˆ  y e jyx e y 2 dy

 lim
 0 2  2 
f
 
1
2 
jtx t 2  j 2yt
gˆ ( y )  e e e dt 
1 ˆ  y  jyx


2  2
f
 
e dy

1
e e
t  j ( 2y  x ) t

2
dt 
2 1
  2  fˆ ( y )e j 2yx dy
2
  ( 24y x )
2
1 
 e  g ( x  2y ) 16
2   F [ fˆ ( x)]
1
Properties

F[ f  g ]  F[ f ]  F[ g ] F [cf ]  cF [ f ]
F 1[ f  g ]  F 1[ f ]  F 1[ g ] F 1[cf ]  cF 1[ f ]
dn
n
F [t f ]  j n
F [ f ]
d n

 
n
n d
F 1[ n f ]  ( j ) n
F 1[ f ]
dt
F[ f (n) ]  ( j ) n F [ f ]
F 1[ f ( n ) ]  ( jt ) n F 1[ f ]
F [ f (t  a )]  e  ja F [ f (t )]
1  
F [ f (at )]( )  F [ f (t )] 
a a

F [ f ]( )  L[ f ]( j ) L[ f ]   f (t )e ts dt
0
17
Fourier Transforms of
Harmonic and Constant Function


f ( x)  F  (u  u0 )   (u  u0 ) 
1
  (u  u 0 )   (u  u 0 ) e j 2ux
du

 
   (u  u0 )e j 2ux du    (u  u0 )e j 2ux du
 

2 cos( 2u0 x) 
 
 e j 2ux  e  j 2ux  
 2 j sin( 2u0 x) -


F cos( 2u0 x)   (u   0 )   (u  u0 ) F 1   (u )

1
2
F sin( 2u0 x)   (u  u0 )   (u  u0 )
j
2
18
Fourier Transforms of
Some Common Functions

f ( x) F (u )

cos(2u 0 x)
1
 (u  u0 )   (u  u0 )
2
sin (2u 0 x)
j
δ(u  u0 )  δ(u  u0 )
2
e j 2u0 x  (u  u0 )
δ(x) 1
sin 2 (u )
 ( x)
u
sin 2 (u )
( x)
(u ) 2
1 j
u ( x)  (u ) 
2  u 
e x e u
2 2
19
 Even and Odd Functions [1/3]

Def
f even (t )  f even (t )
f odd (t )   f odd (t )

Every function can be split Every function can be split

in an even and an odd part in an even and an odd part
f (t )  f even (t )  f odd (t ) and each of this can in turn be split
in a real and an imaginary part

f (t )  f even (t )  f odd (t )
f even (t ) 
1
 f (t )  f (t )  f even ,real (t )  f odd ,real (t )
2
 f even ,imag (t )  f odd ,imag (t )
f odd (t ) 
1
 f (t )  f (t )
2 20
 Even and Odd Functions [2/3]

 f ( x )e
 j 2ux
F (u )  dx

 
  f ( x) cos(2ux)dx  j  f (t ) sin( 2ux)dx
 
   
 f

even ( x) cos( 2ux)dx 

f odd ( x) cos( 2ux)dx  j  f even ( x) sin( 2ux)dx  j  f odd ( x) sin( 2ux)dx
 
 
 f

even ( x) cos( 2ux)dx  j  f odd ( x) sin( 2ux)dx


 Feven (u )  jFodd (u )

1. Even component in f produces an even component in F

2. Odd component in f produces an odd component in F
3. Odd component in f produces an coefficient -j
21
Even and Odd Functions [3/3]

f(t) F(u )
Even Even
Odd Odd
Real  Even Real  Even
Real  Odd Imag  Odd
Imag  Even Imag  Even
Complex  Even Complex  Even
Complex  Odd Complex  Odd
Real Hermite
Real  Even plus Imag  Odd Real Hermite
Real  Odd plus Imag  Even Imag F (u )  F * (u )

22
 The Shift Theorem


F  f ( x  a )   f ( x  a )e  j 2ux dx


  f ( x)e  j 2u ( x  a ) dx


F  f ( x  a)  e  j 2ua F  f ( x)
 e  j 2ua 

f ( x)e  j 2ux dx  e  j 2ua F (u )
 e  j 2ua F  f ( x)
 e  j 2ua F (u )

23
 The Similarity Theorem


F  f (ax)   f (ax)e  j 2ux dx


1  j 2au x

a  f ( x )e

dx 1 u
F  f (ax)  F  
a a
1 u
 F 
a a

24
 The Convolution Theorem


f (t ) * g (t )   f (u ) g (t  u )du




F  f ( x) * g ( x)    f ( x ) * g ( x ) e  j 2ux
dx F  f * g   fˆ  gˆ

 
 

f ( y )  g ( x  y )e  j 2ux dtdy

 
F 1 fˆ  gˆ  f * g
 

 
 j 2uy
 f ( y )e G (u )dy  f ( y )e  j 2uy dyG (u )
 

 F (u )G (u )  fˆ  gˆ

25
Convolution
Edge detection

26
 The Adjoint of the Fourier Transform

Theorem: Suppose f and g er are square integrable. Then:

F f  g 2  f F 1 g 
L L2


Proof:
F f  g L2
  fˆ (u ) g (u )du

 

  f ( x )e
 j 2ux
 dt g (u )du
  

 
  f ( x)   g (u )e j 2ux du  dx
  


 f ( x) F g ( x)dx
1



 f F 1 g  27
L2
 Plancherel Formel - The Parselval’s Theorem

Theorem: Suppose f and g are square integrable. Then:

F  f  F g  L2  f g L2
In paricular F[f] L2  f L2

F 1  f  F 1 g   f g L2
L2

F  f  F g  L2 f F 1 F g 
Proof:
  f g L2
L2

F 1  f  F 1 g 
L2
  
F F 1  f  g
L2
 f g L2

28
 The Rayleigh’s Theorem
Conservation of Energy

F  f  F g  L2  f g  

 
L2
f ( x) dx 
2 2
F (u ) du
F[f] L2  f 2
L  


 
energy  
2
f ( x) dx  f ( x) dx   f ( x) f
2 *
( x)dx
  

f L2
The energy of a signal in the time domain
fˆ
is the same as the energy in the frequency domain L2

29
 The Fourier Series Expansion
u a discrete variable - Forward transform

Suppose f(t) is a transient function that is zero outside the interval [-T/2,T/2]
or is considered to be one cycle of a periodic function.
We can obtain a sequence of coefficients by making a discrete variable
and integrating only over the interval.

 T /2
fˆ (u )   f ( x)e  j 2ux dx   f ( x)e  j 2ux dx
 T / 2
T /2
1
fˆn  fˆn (n  u )   f ( x)e  jn2u dx u 
T / 2
T

30
 The Fourier Series Expansion
u a discrete variable - Inverse transform

T /2
1
fˆn  fˆn (n  u )   f ( x )e
 jn 2u
dx u 
T / 2
T

The inverse transform becomes:


f ( x)   fˆ ( x)e j 2ux du

2
 
1 1  ˆ jn 2T x
 fˆn (n  u )e jn2ux u   fˆn e   f ne
jn x
 T

n   n   T T n 

31
 The Fourier Series Expansion
cn coefficients

T /2
1
fˆn  fˆn (n  u )   f ( x )e
 jn 2u
dx u 
T / 2
T
  2  2
1
f ( x)   fˆ ( x)e j 2ux du   fˆn e T   cn e T
jn x jn x


T n  n  

 2

c e
jn x
f ( x)  n
T

n  
T /2 2 n
1 j x
cn  
T T / 2
f ( x )e T
dx

32
 The Fourier Series Expansion
zn, an, bn coefficients

 2

c e
jn x
f ( x)  n
T

n  
T /2 2 n
1 j x

T T/ 2
cn  f ( x ) e T

 2  T /2 2 n 2 n
1 j
c e  
jn x x j x
f ( x) 
n  
n
T

n   T T / 2
f ( x ) e T
dx  e T

 2 n
T /2 2 n
a0 1 j
 
x j x

2 n   T T/ 2
f ( x ) e T
dx  e T

n0

a0  1  2 n 2 n 2 n 2 n
x a0 
T /2 T /2
j j
     f ( x )e     zn
x j x j x
T
dx  e T
  f ( x )e T
dx  e T
2 n 1 T T / 2 T / 2  2 n 1
1 2 n 2 n 2 n 2 n
x  2 nx 2 nx

T /2 T /2
j x j x j t j 1 j j
z n    f ( x)e T dx  e T   f ( x)e T dx  e T   (an  ibn )e T  (an  ibn )e T 
T T / 2 T / 2  2 
T /2 2 nx
2 j
an  ibn  
T T / 2
f (t )e T
33
 The Fourier Series Expansion
an,bn coefficients

a0 
f (t )    z n a0   2nx 2nx 
f ( x)    an cos  bn sin
T 
2 n 1
2 nx 2 nx
2 n 1  T
1 j j 
z n  (an  ibn )e T
 (an  ibn )e T 
2 
2nx
T /2
2 nx 2

T /2
2 j
an 
T T/ 2
an  ibn  f (t )e T f ( x ) cos dx
T T / 2 T
2nx
T /2
2
bn  
T T / 2
f ( x ) sin
T
dx

34
 4 N
1  2 
f ( x) 

 sin (2i  1)
2i  1 
i 1
x
 
Fourier Series
Pulse train

Pulse train
approximated by Fourier Serie
N=1

N=2

N=5

N = 10 35
Fourier Series
Pulse train – Java program

36
 Pulse Train approximated by Fourier Serie

f(x) square wave (T=2)

a0   2nx 2nx 
f ( x)    an cos  bn sin
2 n 1  T T 
4  1
  sin[( 2n  1)x]
 n 1 2n  1
N
4 1
f ( x) 

 2n  1 sin[( 2n  1)x]
n 1
N=1

N=2

N=10
37
 2 N 1 2
f ( x)   (1)i 1 sin( ikx) k
k i 1 i 
Fourier Series
Zig tag

Zig tag
approximated by Fourier Serie
N=1

N=2

N=5

N = 10 38
 1  2
2 N
(-1)i
f ( x )     4 cos(ikx) k
3 2  i 1 (ik )
2

Fourier Series
Negative sinus function

Negative sinus function

N=1
approximated by Fourier Serie

N=2

N=5

N = 10

39
 1 1 2 N 1 2
f ( x)   sin( kx)   cos(2ikx) k
 2  i 1 (2i)  1
2

Fourier Series
Truncated sinus function

Truncated sinus function

approximated by Fourier Serie
N=1

N=2

N=5

N = 10
40
Fourier Series
Line

Line
approximated by Fourier Serie
N=1
a0 N N

f ( x)    a j cos( jkx)   b j sin( jkx) k
2 j 0 j 0 L
L
1
a j   f ( x) cos( jkx)dx L 
N=2 L L
L
1
b j   f ( x) sin( jkx)dx
L L

N=5

41
N = 10 N = 50
 Fourier Series
Java program for approximating Fourier coefficients

Approximate functions by adjusting Fourier coefficients (Java program)

42
 The Discrete Fourier Transform - DFT
Discrete Fourier Transform - Discretize both time and frequency

Continuous Discrete frequency Discrete frequency and time

Fourier transform Fourier Serie Discrete Fourier Transform

1 T
u  n  u u  t  i  t t 
T N

T /2 T /2 N /2 n
T  j 2 i
fˆ (u )   f ( x )e
 j 2ux
dx fˆn  fˆ (nu )   f ( x )e
 jn 2u
dx ˆf  fˆ (nu ) 
n  fie
N i  N / 2
N

T / 2 T / 2

 2
1  ˆ jn T 1  ˆ j 2 N n
i

 fˆ (u)e f ( x)   f n e f i  f (ix)   f n e
j 2ux x
f ( x)  du
 T n T n

43
 The Discrete Fourier Transform - DFT
Discrete Fourier Transform - Discretize both time and frequency

{ fi } sequence of length N,
taking samples of a continuous function at equal intervals

N /2 n
 j 2 i N 1 j 2
n
T ˆf  1
ˆf  fˆ (nu ) 
 fe
i
N N
n fie n i
N i  N / 2 N i 0

N 1
1  ˆ j 2 N n
i i
1 j 2
f i  f (ix)   f n e  fˆ e
n
fi  n
N

T n N n 0

44
 Continuous Fourier Transform in two Dimensions
Def

 
The Fourier transform
of a two-dimentional function f(x,y) fˆ (u, v)   f ( x, y )e  j 2 (ux vy ) dxdy
  

 
The Inverse Fourier Transform f ( x, y )   fˆ (u, v)e j 2 (uxvy ) dudv
  

45
The Two-Dimensional DFT and Its Inverse

M 1 N 1  j 2 (
u v
x y )
1
fˆ (u, v) 
MN
 f ( x, y)e
x 0 y 0
M N

M 1 N 1 j 2 (
u v
x y )
1
f ( x, y ) 
MN
 fˆ (u, v)e
x 0 y 0
M N

46
Fourier Transform in Two Dimensions
Example 1

47
Fourier Transform in Two Dimensions
Example 2

48
End

49