08/31 Notes

___________
Key Facts of Fourier Analysis
_____________________________
1. The various Fourier transformations between time and frequency
domains exhibit duality:
Time Frequency
Feature A <--> Feature B
implies
Feature B' <--> Feature A'
where B' is essentially the same as B, and A' is very similar
(and in certain cases identical) to A.

2. Domain structure
Time Frequency
CTFT: continuous <--> continuous
` & aperiodic & aperiodic
FS: continuous <--> discrete
& periodic & aperiodic
DTFT: discrete <--> continuous
(dual of FS) & aperiodic & periodic*
DFT**: discrete <--> discrete
& of finite size & of same size
* The spectrum of a discrete-time signal is inherently periodic
with period 2*pi. Frequencies w and w+2*pi are identical.
** Essentially the same as the discrete Fourier series
for the periodic extension of the time-domain vector.

3. Basic symmetries
Time Frequency
real-valued <--> conjugate
symmetric (even)
conjugate <--> real-valued
symmetric (even)
real & even <--> real & even

4. Signals of infinite duration have convergent Fourier transforms

only when they are absolutely/square integrable/summable. The
main class of signals that violate this condition, yet are
assigned a Fourier transform, are the sinusoids:
 exp(j*Wo*t) <--> 2*pi*delta(W-Wo)
exp(j*wo*n) <--> 2*pi*delta(w-wo)
where delta(.) is the unit impulse function.

5. 5.1. The CTFT of a finite-duration signal has inherent redundancy.

The same signal can be truncated, periodically extended and
represented fully by a Fourier series whose coefficients (i.e.,
discrete spectrum) are samples of the original CTFT.
5.2. Likewise, the DTFT of a finite-duration sequence also has
redundancy. The sequence can be truncated and represented fully
by a DFT whose values are samples of the original DTFT.

6. The dual statement of 5.1 above is the sampling theorem for

bandlimited signals in continuous time:
If the spectrum of a continuous-time signal vanishes outside
a finite interval, then the signal is equivalent to a sequence of
its samples - i.e., it can be reconstructed from that sequence
by interpolation.