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
 

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

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


1
f ( x)  F F ( ) 
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
t 2  
e

e  jt dt 

e 4
 0

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

y   j

2

2   4
e
t  jt
e dt  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 
2 f ( x)  f ( x  0)
gˆ (u )  e  ( 2u )


 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 

 y 
 lim
 0  fˆ  2  g ( y)dy

1 jtx t 2
g (t )  e e 1

2 ˆ  y e jyxe y 2 dy

 lim
 0 2  2 
f
 
1 jtx t 2  j 2yt

2 
gˆ ( y )  e e e dt 
1  y 
 fˆ  2 e
jyx
 dy
1

2
2 
e e
t  j ( 2y  x ) t
 dt 
2 1
  2  fˆ ( y )e j 2yx dy
2 2
1   ( 24y x ) 
16
 e  g ( x  2y )
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
n
F [ f ]
d
n
n d
F 1[ n f ]  ( j )
dt n

F 1
[f]
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) -

1
F cos(2u0 x)   (u   0 )   (u  u0 ) F 1   (u )
2
j
F sin(2u0 x)   (u  u0 )   (u  u0 )
2
18
Fourier Transforms of
Some Common Functions

f ( x) F (u )
1
cos(2u 0 x)  (u  u0 )   (u  u0 )
2
j
sin (2u 0 x) 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 
2 2
e x e u 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 )
1
f even (t )   f (t )  f (t )  f even,real (t )  f odd ,real (t )
2
1  f even,imag (t )  f odd ,imag (t )
f odd (t )   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
 

 f ( y )e  f ( y )e
 j 2uy  j 2uy
 G (u )dy  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 L 2  f F 1 g 
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 1 g ( x)dx


 f F 1 g 
L2 27
 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

Proof:
F  f  F g  L2  f F 1 F g   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

2

2

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

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

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

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

 2
jn x
f ( x)  c e
n  
n
T

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
jn x
f ( x)  c e
n  
n
T

T /2 2 n
1 j x

T T/ 2
cn  f ( x ) e T

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

34
 4 N 1  2 
f ( x)   sin (2i  1) x
 i 1 2i  1   
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
4 N 1
f ( x)  
 n 1 2n  1
sin[(2n  1)x]

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
 2
1  N
(-1)i 2
f ( x )     4 2
cos(ikx) k
3 2  i 1 (ik ) 
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 ) 2  1 
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
T N /2  j 2 i
fˆ (u )   f ( x )e
 j 2ux
dx fˆn  fˆ (nu )   f ( x )e
 jn 2u
dx fˆn  fˆ (nu )  fe i
N

T / 2 T / 2
N i  N / 2

 2 i
1  ˆ jn T x 1  ˆ j 2 N n
 fˆ (u )e f ( x)   f n e f i  f (ix)   f n e
j 2ux
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 n
ˆf  fˆ (nu )  T ˆf  1
N /2  j 2 i N 1 j 2 i
n
N
fe
i  N / 2
i
N
n
N
fe
i 0
i
N

i i
1  ˆ j 2 N n 1 N 1 j 2 n
f i  f (ix)   f n e
T n  
fi 
N
 fˆ e
n 0
n
N

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

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

u v
1 M 1 N 1 j 2 ( x y )
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