Fourier transform

From Wikipedia, the free encyclopedia

In mathematics, the Fourier transform, named in honor of French mathematician Joseph Fourier, is a certain
linear operator that maps functions to other functions. Loosely speaking, the Fourier transform decomposes a
function into a continuous spectrum of its frequency components, and the inverse transform synthesizes a
function from its spectrum of frequency components. A useful analogy is the relationship between a set of notes
in musical notation (the frequency components) and the sound of the musical chord represented by these notes
(the function/signal itself).

Using physical terminology, the Fourier transform of a signal x(t) can be thought of as a representation of a
signal in the "frequency domain"; i.e. how much each frequency contributes to the signal. This is similar to the
basic idea of the various other Fourier transforms including the Fourier series of a periodic function. (See also
fractional Fourier transform and linear canonical transform for generalizations.)

Contents
 1 Definitions
 2 Some Fourier transform properties
 3 Generalization
 4 More properties
o 4.1 Completeness
o 4.2 Extensions
o 4.3 The Plancherel theorem and Parseval's theorem
o 4.4 Localization property
o 4.5 Analysis of differential equations
o 4.6 Convolution theorem
o 4.7 Cross-correlation theorem
o 4.8 Tempered distributions
 5 Table of important Fourier transforms
o 5.1 Functional relationships
o 5.2 Square- integrable functions
o 5.3 Distributions
 6 Notes
 7 See also
 8 References
 9 External links

Definitions
There are several common conventions for defining the Fourier transform of a complex-valued Lebesgue
integrable function, In communications and signal processing, for instance, it is often the function:

for every real number

When the independent variable represents time (with SI unit of seconds), the transform variable represents
ordinary frequency (in hertz). The complex- valued function, is said to represent in the frequency
domain. I.e., if is a continuous function, then it can be reconstructed from by the inverse transform:

for every real number

Other notations for are: and

The interpretation of is aided by expressing it in polar coordinate form: where:

the amplitude
the phase.

Then the inverse transform can be written:

which is a recombination of all the frequency components of Each component is a complex sinusoid of
i2πft
the form e whose amplitude is A(f) and whose initial phase angle (at t = 0) is φ(f).

In mathematics, the Fourier transform is commonly written in terms of angular frequency: whose
units are radians per second.

The substitution into the formulas above produces this convention:

[1]

which is also a bilateral Laplace transform evaluated at s = iω.

The 2π factor can be split evenly between the Fourier transform and the inverse, which leads to another popular
convention:

This convention and the X(f) convention are unitary transforms.

Variations of all three conventions can be created by conjugating the co mplex-exponential kernel of both the
forward and the reverse transform. The signs must be opposites. Other than that, the choice is (again) a matter
of convention.

Summary of popular forms of the Fourier transform

unitary

angular
frequency

(rad/s)

non-
unitary

ordinary
frequency unitary

(hertz)

Some Fourier transform properties

Notation: denotes that f(t) and F(ω) are a Fourier transform pair.

Linearity

Multiplication

(unitary normalization convention)

(non- unitary convention)

(ordinary frequency)
Modulation
Convolution
(unitary convention)

(non- unitary convention)

(ordinary frequency)
Integration

Conjugation

Scaling

Time reversal

Time shift

Parseval's theorem

(unitary convention)

(non- unitary convention)

 (ordinary frequency)

The section "Table of important Fourier transforms" (below) documents more properties of the continuous
Fourier transform.

Generalization
Using two arbitrary real constants a and b, the most general definition of the forward 1-dimensional Fourier
transform is given by:

and the inverse is given by:

Note that the transform definitions are symmetric; they can be reversed by simply changing the signs of a and b.

The ordinary frequency convention corresponds to (a,b) = (0,2π), and in that case the variable ω is changed to f.
If f and t carry units, their product must be dimensionless. For example, t may be in units of time, specifically
seconds, and f would be in hertz.

The unitary, angular frequency convention is (a,b) = (0,1), and the non-unitary convention (above) is (a,b) =
(1,1).

The "forward" and "inverse" transforms are always defined so that the operation of both transforms in either
order on a function will return the original function. In other words, the composition of the transform pair is
defined to be the identity transformation.

More properties
Completeness

We define the Fourier transform on the set of compactly-supported complex-valued functions of R and then
extend it by continuity to the Hilbert space of square-integrable functions with the usual inner-product. Then
: L2 (R) → L2 (R) is a unitary operator. That is. and the transform preserves inner-products (see
Parseval's theorem, also described below). Note that, refers to adjoint of the Fourier Transform operator.

Moreover we can check that:

where is the Time-Reversal operator defined as:

and is the Identity operator defined as:

Extensions

The Fourier transform can also be extended to the space of integrable functions defined on Rn :

where:

and C(R n ) is the space of continuous functions on Rn .

In this case the definition usually appears as:

where ω ∈ R n and ω · x is the inner product of the two vectors ω and x.

One may now use this to define the continuous Fourier transform for co mpactly supported smooth functions,
which are dense in L2 (Rn ). The Plancherel theorem then allows us to extend the definition of the Fourier
transform to functions on L2 (Rn ) (even those not compactly supported) by continuity arguments. All the
properties and formulas listed on this page apply to the Fourier transform so defined.

Unfortunately, further extensions become more technical. One may use the Hausdorff-Young inequality to
define the Fourier transform for f ∈ Lp (Rn ) for 1 ≤ p ≤ 2. The Fourier transform of functions in Lp for the range 2
< p < ∞ requires the study of distributions, since the Fourier transform of some functions in these spaces is no
longer a function, but rather a distribution.

[edit] The Plancherel theorem and Parseval's theorem

It should be noted that depending on the author either of these theorems might be referred to as the Plancherel
theorem or as Parseval's theorem.

If f(t) and g(t) are square- integrable and F(ω) and G(ω) are their unitary Fourier transforms, then we have
Parseval's theorem:

where the bar denotes complex conjugation. Therefore, the Fourier transformation yields an isometric
automorphism of the Hilbert space L2 (Rn ).

The Plancherel theorem, which is equivalent to Parseval's theorem, states:

This theorem is usually interpreted as asserting the unitary property of the Fourier transform. See Pontryagin
duality for a general formulation of this concept in the context of locally compact abelian groups.

[edit] Localization property

As a rule of thumb: the more concentrated f(t) is, the more spread out F(ω) is. In particular, if we "squeeze" a
function in t, it spreads out in ω and vice- versa; and we cannot arbitrarily concentrate both the function and its
Fourier transform.

Therefore a function which equals its Fourier transform strikes a precise balance between being concentrated
and being spread out. It is easy in theory to construct examples of such functions (called self-dual functions)
because the Fourier transform has order 4 (that is, iterating it four times on a function returns the original
function). The sum of the four iterated Fourier transforms of any function will be self-dual. There are also some
explicit examples of self-dual functions, the most important being constant multiples of the Gaussian function

This function is related to Gaussian distributions, and in fact, is an eigenfunction of the Fourier transform
operators. Again, it is worth stressing that the mere fact that the Gaussian is self-dual does not make it in any
way special: many self-dual functions exist.

The trade-off between the compaction of a function and its Fourier transform can be formalized in the form of a
Fourier Uncertainty Principle. Suppose f(t) and F(ω) are a Fourier transform pair for a finite-energy (i.e.
square- integrable) function. Without loss of generality, we assume that f(t) is normalized:

It follows from Parseval's theorem that F(ω) is also normalized.

Define the expected location[2] of a particle (with probability density |f(t)|2 ) as

and the expectation value of the momentum [2] of the particle (with probability density |f(ω)|2 ) as

Also define the variances around the above-defined average values as

and

Then it can be shown that

The equality is achieved for the Gaussian function listed above, which shows that the Gaussian function is
maximally concentrated in "time-frequency".

The most famous practical application of this property is found in quantum mechanics. Following from the
axioms of quantum mechanics, the momentum and position wave functions are Fourier transform pairs to
within a factor of h/2π and are normalized to unity. The above expression then becomes a statement of the
Heisenberg uncertainty principle.

The Fourier transform also translates between smoothness and decay. If f(t) is several times differentiable, then
F(ω) decays rapidly towards zero for ω → ± ∞.

Analysis of differential equations

Fourier transforms, and the closely related Laplace transforms are widely used in solving differential equations.
The Fourier transform is compatible with differentiation in the following sense: if f(t) is a differentiable function
with Fourier transform F(ω), then the Fourier transform of its derivative is given by iω F(ω). This can be used
to transform differential equations into algebraic equations. Note that this technique only applies to problems
whose domain is the whole set of real numbers. By extending the Fourier transform to functions of several
variables (as outlined below), partial differential equations with domain Rn can also be translated into algebraic
equations.

Convolution theorem

Main article: Convolution theorem

The Fourier transform translates between convolution and multiplication of functions. If f(t) and h(t) are
integrable functions with Fourier transforms F(ω) and H(ω) respectively, and if the convolution of f and h exists
and is absolutely integrable, then the Fourier transform of the convolution is given by the product of the Fourier
transforms F(ω) H(ω) (possibly multiplied by a constant factor depending on the Fourier normalization
convention).

In the unitary normalization convention, this means that if:

where * denotes the convolution operation, then:

The above formulas hold true for functions defined on both one- and multi-dimension real space. In linear time
invariant (LTI) system theory, it is common to interpret h(t) as the impulse response of an LTI system with
input f(t) and output g(t), since substituting the unit impulse for f(t) yields g(t)=h(t). In this case, H(ω) represents
the frequency response of the system.

Conversely, if f(t) can be decomposed as the product of two other functions p(t) and q(t) such that their product
p(t)q(t) is integrable, then the Fourier transform of this product is given by the convolution of the respective
Fourier transforms P(ω) and Q(ω), again with a constant scaling factor.

In the unitary normalization convention, this means that if f(t) = p(t) q(t) then:

Cross-correlation theorem

In an analogous manner, it can be shown that if g(t) is the cross-correlation of f(t) and h(t):

then the Fourier transform of g(t) is:

where capital letters are again used to denote the Fourier transform.

Tempered distributions

The most general and useful context for studying the continuous Fourier transform is given by the tempered
distributions; these include all the integrable functions mentioned above and have the added advantage that the
Fourier transform of any tempered distribution is again a tempered distribution and the rule for the inverse of
the Fourier transform is universally valid. Furthermore, the useful Dirac delta is a tempered distribution but not
a function; its Fourier transform is a constant function (whose specific value depends upon the form of the
Fourier transform used). Distributions can be differentiated and the above mentioned compatibility of the
Fourier transform with differentiation and convolution remains true for tempered distributions.

Table of important Fourier transforms

The following table records some important Fourier transforms. G and H denote Fourier transforms of g(t) and
h(t), respectively. g and h may be integrable functions or tempered distributions. Note that the two most
common unitary conventions are included.

Functional relationships

Fourier transform Fourier transform

Signal unitary, angular unitary, ordinary Remarks
frequency frequency
101 Linearity
102 Shift in time domain
Shift in frequency domain,
103
dual of 102
If is large, then is
concentrated around 0 and

104 spreads out and

flattens. It is interesting to
consider the limit of this as | a
| tends to infinity - the delta
function
Duality property of the
Fourier transform. Results
105
from swapping "dummy"
variables of and .
Generalized derivative
106 property of the Fourier
transform

107 This is the dual of 106

denotes the convolution

108 of and — this rule is the
convolution theorem

109 This is the dual of 108

110 is purely real, and

and are purely real, and even functions
an even function

111 is purely real, and and are purely imaginary, and odd
an odd function functions

Square-integrable functions

Fourier transform Fourier transform

Signal Remarks
unitary, angular fre quency unitary, ordinary frequency
 The rectangular pulse
and the normalized
sinc function, here
201 defined as

Dual of rule 201. The

rectangular function is
an idealized low-pass
filter, and the sinc
202
function is the non-
causal impulse
response of such a
filter.
tri is the triangular
203
function

204 Dual of rule 203.

Shows that the

Gaussian function exp(
− αt 2 ) is its own
205 Fourier transform. For
this to be integrable we
must have
.

206 common in optics

207

208

209 a>0

the transform is the

210
function itself

J0 (t) is the Bessel

211 function of first kind of
order 0
it's the generalization
of the previous
212 transform; Tn (t) is the
Chebyshev polynomial
of the first kind.
 Un (t) is the Chebyshev
213 polynomial of the
second kind

Hyperbolic secant is its

214
own Fourier transform

Distributions

Fourier transform
Fourier transform
Signal unitary, ordinary Remarks
unitary, angular fre quency
frequency

301 denotes the Dirac delta

distribution.

302 Dual of rule 301.

303 This follows from and 103 and 301

Follows from rules 101 and 303

304 using Euler's formula:

Also from 101 and 303 using

305

Here, is a natural number.

is the -th distribution
306 derivative of the Dirac delta. This
rule follows from rules 107 and 302
Combining this rule with 1, we can
transform all polynomials.
Here is the sign function;
307 note that this is consistent with rule
107 and 302.

308 Generalization of rule 307.

309 The dual of rule 307.

 Here u(t) is the Heaviside unit step
310 function; this follows from rules 10
and 309.
u(t) is the Heaviside unit step
311
function and a > 0.
The Dirac comb — helpful for
explaining or understanding the
312
transition from continuous to
discrete time.

Notes
1. ^ X(f) and X(ω) represent different, but related, functions, as shown in the table labeled Summary of
popular forms of the Fourier transform.
2. ^ a b Location, momentum and particle do not have any physical meaning here; they are simply
convenient monikers chosen with analogy to the interpretation used in the Heisenberg Uncertainty
Principle.

References
 Fourier Transforms from eFunda - includes tables
 Dym & McKean, Fourier Series and Integrals. (For readers with a background in mathematical
analysis.)
 K. Yosida, Functional Analysis, Springer-Verlag, 1968. ISBN 3-540-58654-7
 L. Hörmander, Linear Partial Differential Operators, Springer-Verlag, 1976. (Somewhat terse.)
 A. D. Polyanin and A. V. Manzhirov, Handbook of Integral Equations, CRC Press, Boca Raton, 1998.
ISBN 0-8493-2876-4
 R. G. Wilson, "Fourier Series and Optical Transform Techniques in Contemporary Optics", Wiley,
1995. ISBN-10: 0471303577
 R. N. Bracewell, The Fourier Transform and Its Applications, 3rd ed., Boston, McGraw Hill, 2000.