Documente Academic
Documente Profesional
Documente Cultură
Lecture 3:
Fourier Transform
A. Dermanis
Fourier transform
and
inverse Fourier transform
direct
inverse
A. Dermanis
F ( )
1
f (t )
2
f (t )e
i t
dt
i t
F ( )e d
Signals and Spectral Methods in Geoinformatics
Fourier transform
and
inverse Fourier transform
direct
F ( )
f (t )e
i t
dt
inverse
A. Dermanis
1
f (t )
2
i t
F ( )e d
Signals and Spectral Methods in Geoinformatics
Fourier transform
and
inverse Fourier transform
direct
F ( )
f (t )e
i t
dt
inverse
A. Dermanis
1
f (t )
2
i t
F ( )e d
Signals and Spectral Methods in Geoinformatics
Fourier series
in the interval [ 0, ]
f (t )
ck e
i k t
1 T
ck f (t )e i k t dt
T 0
A. Dermanis
Fourier transform
in the interval (-,+)
1
f (t )
2
i t
F ( )e d
inverse
F ( )
f (t )e i t dt
direct
A. Dermanis
ck e
i k t
1
ck
T
f (t )e i k t dt
2
k k
T
ck e
i k t
1
ck
T
f (t )e i k t dt
2
k k
T
Change of notation
F (k ) ck T
A. Dermanis
2
2 2
k k 1 k (k 1)
k
T
T
T
ck e
i k t
1
ck
T
f (t )e i k t dt
2
k k
T
Change of notation
F (k ) ck T
1
f (t )
2
A. Dermanis
2
2 2
k k 1 k (k 1)
k
T
T
T
2
1
i k t
F (k )e
2
k T
i k t
F
(
)
e
k k
ck e
i k t
1
ck
T
f (t )e i k t dt
2
k k
T
Change of notation
F (k ) ck T
1
f (t )
2
2
2 2
k k 1 k (k 1)
k
T
T
T
2
1
i k t
F (k )e
2
k T
i k t
F
(
)
e
k k
F (k ) ck T f (t )e i k t dt
0
A. Dermanis
1
f (t )
2
2
1
i k t
F (k )e
2
k T
i k t
F
(
)
e
k k
F (k ) ck T f (t )e i k t dt
0
A. Dermanis
A. Dermanis
i k t
F
(
)
e
k k
F (k ) f (t )e i k t dt
0
i k t
F
(
)
e
k k
F (k ) f (t )e i k t dt
0
[0, T ] (, )
k 0
A. Dermanis
G( )
k
G ( )d
i k t
F
(
)
e
k k
F (k ) f (t )e i k t dt
0
G (k )
[0, T ] (, )
k 0
A. Dermanis
G( )
k
G ( )d
i k t
F
(
)
e
k k
F (k ) f (t )e i k t dt
0
[0, T ] (, )
k 0
1
f (t )
2
inverse
A. Dermanis
i t
F ( )e d
G( )
k
G ( )d
F ( )
f (t )e i t dt
direct
Signals and Spectral Methods in Geoinformatics
k a b
2
k
2
k
L
2
L
2
T L
A. Dermanis
2
k k
T
k k 1 k
2 2
T
L
k a b
2
k
2
k
L
2
L
2
T L
A. Dermanis
2
k k
T
k k 1 k
2 2
T
L
k a b
2
k
2
k
L
2
L
2
T L
2 2
k
T
L
A. Dermanis
k a b
2
k
2
k
L
2
L
2
T L
2 2
k
T
L
A. Dermanis
k a b
2
k
2
k
2L
2
2L
2
T 2L
2 2
k
T
2L
2
A. Dermanis
k a b
2
k
2
k
4L
2
4L
2
T 4L
2 2
k
T
4L
4
A. Dermanis
8L
2
k a b
2
k
2
k
8L
2
T 8L
2 2
k
T
8L
8
A. Dermanis
f (t )
ck e
i k t
discrete frequencies k
wit step = 2 /
A. Dermanis
1
f (t )
2
F ( )ei t d
f (t ) f R (t ) i f I (t )
A. Dermanis
f (t )e i t dt
e i t cos t i sin t
f (t ) f R (t ) i f I (t )
f (t )e i t dt
e i t cos t i sin t
f (t )e i t f R (t ) i f I (t ) cos t i sin t
A. Dermanis
f (t ) f R (t ) i f I (t )
f (t )e i t dt
e i t cos t i sin t
f (t )e i t f R (t ) i f I (t ) cos t i sin t
f R (t ) cos t i f R (t ) sin t i f I (t ) cos t i 2 f I (t ) sin t
A. Dermanis
f (t ) f R (t ) i f I (t )
f (t )e i t dt
e i t cos t i sin t
f (t )e i t f R (t ) i f I (t ) cos t i sin t
f R (t ) cos t i f R (t ) sin t i f I (t ) cos t i 2 f I (t ) sin t
f R (t ) cos t f I (t ) sin t i f I (t ) cos t f R (t )sin t
A. Dermanis
f (t ) f R (t ) i f I (t )
f (t )e i t dt
e i t cos t i sin t
f (t )e i t f R (t ) i f I (t ) cos t i sin t
f R (t ) cos t i f R (t ) sin t i f I (t ) cos t i 2 f I (t ) sin t
f R (t ) cos t f I (t ) sin t i f I (t ) cos t f R (t )sin t
f R (t ) cos t f I (t ) sin t dt
R ( )
I ( )
A. Dermanis
f I (t ) cos t f R (t ) sin t dt
Signals and Spectral Methods in Geoinformatics
F ( )
f (t )e i t dt
complex
form
f (t ) f R (t ) i f I (t )
F ( ) R( ) i I ( )
R ( )
I ( )
A. Dermanis
f R (t ) cos t f I (t ) sin t dt
f I (t ) cos t f R (t ) sin t dt
real
form
F ( )
f (t )e
inverse
i t
1
f (t )
2
dt
F ( )ei t d
Notation
F
F
F F (f)
f F
f F
(F )
f (t ) F ( )
A. Dermanis
F ( ) F
f (t )
f (t ) F
F ( )
f R (t ) cos t f I (t ) sin t dt
R ( )
I ( )
A. Dermanis
f I (t ) cos t f R (t ) sin t dt
f R (t ) cos t f I (t ) sin t dt
R ( )
I ( )
f I (t ) cos t f R (t ) sin t dt
Real function:
f (t ) f R (t ) i f I (t ) real
A. Dermanis
f R (t ) f (t )
f I (t ) 0
f R (t ) cos t f I (t ) sin t dt
R ( )
I ( )
f I (t ) cos t f R (t ) sin t dt
Real function:
f (t ) f R (t ) i f I (t ) real
A. Dermanis
f R (t ) f (t )
f I (t ) 0
f R (t ) cos t f I (t ) sin t dt
R ( )
I ( )
f I (t ) cos t f R (t ) sin t dt
Real function:
f (t ) f R (t ) i f I (t ) real
R ( )
f (t ) cos t dt
cosine transform
A. Dermanis
f R (t ) f (t )
I ( )
f I (t ) 0
f (t ) sin t dt
sine transform
f R (t ) cos t f I (t ) sin t dt
R ( )
Complex function:
I ( )
f I (t ) cos t f R (t ) sin t dt
Real function:
f (t ) f R (t ) i f I (t ) real
R ( )
f (t ) cos t dt
I ( )
f I (t ) 0
f (t ) sin t dt
sine transform
cosine transform
F ( ) R ( ) i I ( )
A. Dermanis
f R (t ) f (t )
f (t ) cos t dt i f (t ) sin t dt
I ( )
f (t ) cos(t ) dt
f (t ) sin( t ) dt
R ( )
f (t ) cos t dt R( )
f (t ) sin t dt I ( )
even
function
odd
function
I ( )
A. Dermanis
I ( ) F ( ) sin ( )
|F
(
I ( )
)
|
F ( ) R ( ) 2 I ( ) 2
( )
I ( )
( ) arctan
R ( )
R ( )
A. Dermanis
I ( ) F ( ) sin ( )
amplitude spectrum
phase spectrum
F ( ) R ( ) I ( )
2
I ( )
( ) arctan
R ( )
F ( ) R( ) i I ( ) F ( ) cos ( ) i sin ( ) F ( ) ei ( )
polar form:
A. Dermanis
F ( ) F ( ) ei ( )
Signals and Spectral Methods in Geoinformatics
even
I ( ) I ( )
odd
F ( ) R ( ) 2 I ( ) 2 R( ) 2 [ I ( )]2 R( ) 2 I ( ) 2
F ( )
( ) arctan
A. Dermanis
I ( )
I ( )
I ( )
arctan
arctan
( )
R ( )
R( )
R( )
amplitude spectrum
F ( ) F ( )
even function
phase spectrum
( ) ( )
odd function
Signals and Spectral Methods in Geoinformatics
f (t ) F ( )
Linearity
A. Dermanis
g (t ) G ( )
af (t ) bg (t ) aF ( ) bG ( )
f (t ) F ( )
g (t ) G ( )
Linearity
af (t ) bg (t ) aF ( ) bG ( )
Symmetry
F (t ) 2 f ( )
A. Dermanis
f (t ) F ( )
g (t ) G ( )
Linearity
af (t ) bg (t ) aF ( ) bG ( )
Symmetry
F (t ) 2 f ( )
Time translation
f (t t0 ) F ( )e i t0 F ( ) ei [ F ( ) t0 ]
A. Dermanis
g (t ) G ( )
f (t ) F ( )
Linearity
af (t ) bg (t ) aF ( ) bG ( )
Symmetry
F (t ) 2 f ( )
Time translation
f (t t0 ) F ( )e i t0 F ( ) ei [ F ( ) t0 ]
g (t ) f (t t0 ) G ( ) | G ( ) | eiG ( )
f (t )
g (t )
t0
A. Dermanis
g (t ) G ( )
f (t ) F ( )
Linearity
af (t ) bg (t ) aF ( ) bG ( )
Symmetry
F (t ) 2 f ( )
Time translation
f (t t0 ) F ( )e i t0 F ( ) ei [ F ( ) t0 ]
g (t ) f (t t0 ) G ( ) | G ( ) | eiG ( )
f (t )
g (t )
G ( ) F ( )
t0
A. Dermanis
G ( ) F ( ) t0
Signals and Spectral Methods in Geoinformatics
f (t ) F ( )
Phase translation
g (t ) G ( )
f (t )ei 0t F ( 0 )
f (t )e i 0t F ( 0 )
f (t ) F ( )
Phase translation
g (t ) G ( )
f (t )ei 0t F ( 0 )
f (t )e i 0t F ( 0 )
Modulation theorem
A. Dermanis
g (t ) f (t ) cos 0t
Proof:
G ( )
A. Dermanis
g (t )e
it
dt
f (t ) cos 0t e it dt
Proof:
G ( )
A. Dermanis
g (t )e
it
dt
f (t ) cos 0t e it dt
1 i 0t
cos 0t e e i 0t
2
Proof:
G ( )
A. Dermanis
g (t )e
f (t )
it
dt
f (t ) cos 0t e it dt
1 i 0t i 0t it
e e
e dt
2
1 i 0t
cos 0t e e i 0t
2
Proof:
G ( )
g (t )e
f (t )
it
dt
f (t ) cos 0t e it dt
1 i 0t i 0t it
e e
e dt
2
1 i 0t
cos 0t e e i 0t
2
1
1
i 0t it
f (t )e e dt f (t )e i 0t e it dt
2
2
A. Dermanis
Proof:
G ( )
g (t )e
f (t )
it
dt
f (t ) cos 0t e it dt
1 i 0t i 0t it
e e
e dt
2
1 i 0t
cos 0t e e i 0t
2
1
1
i 0t it
f (t )e e dt f (t )e i 0t e it dt
2
2
1
1
i ( 0 ) t
f (t )e
dt f (t )e i ( 0 )t dt
2
2
A. Dermanis
Proof:
G ( )
g (t )e
f (t )
it
dt
f (t ) cos 0t e it dt
1 i 0t i 0t it
e e
e dt
2
1 i 0t
cos 0t e e i 0t
2
1
1
i 0t it
f (t )e e dt f (t )e i 0t e it dt
2
2
1
1
i ( 0 ) t
f (t )e
dt f (t )e i ( 0 )t dt
2
2
1
1
F ( 0 ) F ( 0 )
2
2
A. Dermanis
1
f (t ) cos 0t F ( 0 ) F ( 0 )
2
f (t )
Modulation theorem
signal
cos 0t
carrier frequency
A. Dermanis
1
f (t ) cos 0t F ( 0 ) F ( 0 )
2
f (t )
Modulation theorem
signal
g (t ) f (t ) cos 0t
cos 0t
carrier frequency
modulated signal
A. Dermanis
1
f (t ) cos 0t F ( 0 ) F ( 0 )
2
f (t ) F ( )
g (t ) f (t ) cos 0t G ( )
(amplitude) spectrum of modulated signal
| F ( ) |
| G ( ) |
A. Dermanis
Modulation theorem
1
f (t ) cos 0t F ( 0 ) F ( 0 )
2
f (t ) F ( )
Modulation theorem
g (t ) f (t ) cos 0t G ( )
(amplitude) spectrum of modulated signal
| F ( ) |
| G ( ) |
1
| F ( ) |
2
A. Dermanis
1
f (t ) cos 0t F ( 0 ) F ( 0 )
2
f (t ) F ( )
Modulation theorem
g (t ) f (t ) cos 0t G ( )
(amplitude) spectrum of modulated signal
| F ( ) |
| G ( ) |
1
| F ( ) |
2
1
| F ( 0 ) |
2
0
A. Dermanis
1
f (t ) cos 0t F ( 0 ) F ( 0 )
2
f (t ) F ( )
Modulation theorem
g (t ) f (t ) cos 0t G ( )
(amplitude) spectrum of modulated signal
| F ( ) |
| G ( ) |
1
| F ( ) |
2
1
| F ( 0 ) |
2
1
| F ( 0 ) |
2
0
A. Dermanis
0
Signals and Spectral Methods in Geoinformatics
f (t ) F ( )
Change of time scale:
A. Dermanis
g (t ) G ( )
1
f (at )
F
| a | a
f (t ) F ( )
f (t ) F ( )
Change of time scale:
1
f (at )
F
| a | a
A. Dermanis
g (t ) G ( )
f (t ) F ( )
df
(t ) i F ( )
dt
f (t ) F ( )
1
f (at )
F
| a | a
g (t )
df
(t )
dt
f (t ) F ( )
df
(t ) i F ( )
dt
G ( ) | G ( ) | eiG ( ) i F ( ) i | F ( ) | eiF ( )
ei / 2 | F ( ) | eiF ( ) | F ( ) | ei[F ( ) / 2]
| G ( ) | | F ( ) |
A. Dermanis
g (t ) G ( )
G ( ) F ( ) / 2
g (t ) G ( )
f (t ) F ( )
1
f (at )
F
| a | a
df
(t ) i F ( )
dt
g (t )
df
(t )
dt
G ( ) | G ( ) | eiG ( ) i F ( ) i | F ( ) | eiF ( )
ei / 2 | F ( ) | eiF ( ) | F ( ) | ei[F ( ) / 2]
| G ( ) | | F ( ) |
G ( ) F ( ) / 2
A. Dermanis
f (t ) F ( )
dF
it f (t )
( )
d
Signals and Spectral Methods in Geoinformatics
(t )
(t ) lim (t )
0
A. Dermanis
(t )
1
(t ) lim (t )
0
area =1
A. Dermanis
(t )
area =1
A. Dermanis
2
Signals and Spectral Methods in Geoinformatics
(t )
area =1
A. Dermanis
2 2
Signals and Spectral Methods in Geoinformatics
(t )
area =1
A. Dermanis
2 2
Signals and Spectral Methods in Geoinformatics
(t )
(t ) lim (t )
0
A. Dermanis
(t )
(t ) lim (t )
0
(t ) ( )d
1 / 2
(t )d
/ 2
,
t
2
2
A. Dermanis
(t )
(t ) lim (t )
(t ) ( )d
1 / 2
(t )d
/ 2
(t ) ( )d (t )
,
t
2
2
A. Dermanis
A. Dermanis
( ) (t ) d (t ) ( ) d (t )
( ) (t ) d (t ) ( ) d (t )
du
(t )
(t )
dt
1
/ 2 / 2
A. Dermanis
1 t
u (t )
2
0
t / 2
/ 2 t / 2
t / 2
u (t )
1
/ 2 / 2
( ) (t ) d (t ) ( ) d (t )
du
(t )
(t )
dt
1
/ 2 / 2
A. Dermanis
1 t
u (t )
2
0
t / 2
/ 2 t / 2
t / 2
u (t )
1
/ 2 / 2
( ) (t ) d (t ) ( ) d (t )
du
(t ) (t )
dt
/ 2 / 2
A. Dermanis
du
(t )
(t )
dt
u (t )
0 t0
u (t )
1 t0
1 t
u (t )
2
0
t / 2
/ 2 t / 2
t / 2
u (t )
1
/ 2 / 2
A. Dermanis
(t ) 1
1 2 ( )
(t t0 ) e it0
ei0t 2 ( 0 )
ei0t 2 ( 0 )
e
i0t
2 ( 0 )
ei0t e i0t
cos(0t )
2
ei0t e i0t
sin(0t ) i
2
| F ( ) |
cos(0t ) ( 0 ) ( 0 )
sin(0t ) i ( 0 ) i ( 0 )
A. Dermanis
Convolution
definition:
notation:
A. Dermanis
g (t ) (h * f )(t ) h( s ) f (t s )ds
g h* f
Convolution
definition:
g (t ) (h * f )(t ) h( s ) f (t s )ds
g h* f
notation:
s t s
( f * h)(t )
A. Dermanis
Convolution
definition:
g (t ) (h * f )(t ) h( s ) f (t s )ds
g h* f
notation:
s t s
( f * h)(t )
property:
g h* f f *h
Convolution
g h* f
Mathematical mapping:
A. Dermanis
g (t ) h(t s ) f ( s )ds
h*
Convolution
g h* f
Mathematical mapping:
g (t ) h(t s ) f ( s )ds
h*
A. Dermanis
Convolution
g h* f
Mathematical mapping:
g (t ) h(t s ) f ( s )ds
h*
Convolution
g (t ) h(t s ) f ( s )ds
h( s )
s
0
*
g (t )
f (s)
s
0
A. Dermanis
t
0
Convolution
g (t ) h(t s ) f ( s )ds
h( s )
h( s )
g (t )
f (s)
s
0
A. Dermanis
t
0
Convolution
g (t ) h(t s ) f ( s )ds
h( s )
h( s )
h(t s )
g (t )
f (s)
s
0
A. Dermanis
t
0
Convolution
g (t ) h(t s ) f ( s )ds
h( s )
h( s )
h(t s )
g (t )
h(t s )
f (s)
1
s
0
A. Dermanis
t
0
Convolution
g (t ) h(t s ) f ( s )ds
h( s )
h( s )
h(t s )
h(t s )
f (s)
g (t )
f ( s )h(t s )
1
s
0
A. Dermanis
t
0
Convolution
g (t ) h(t s ) f ( s )ds
h( s )
h( s )
h(t s )
h(t s )
f (s)
g (t )
f ( s )h(t s )
1
s
t
t
0
area
A. Dermanis
h(t s ) f ( s )ds g (t )
Signals and Spectral Methods in Geoinformatics
Convolution
g (t ) h(t s ) f ( s )ds
h( s )
h( s )
h(t s )
h(t s )
f (s)
g (t )
f ( s )h(t s )
g (t )
1
s
t
t
0
area
A. Dermanis
h(t s ) f ( s )ds g (t )
Signals and Spectral Methods in Geoinformatics
Convolution - Example
h( s )
h( s )
h(t s )
s
1
s
0
g (t )
f (s)
h(t s )
s
t
g (t )
0
t
t
area
A. Dermanis
h(t s ) f ( s )ds g (t )
Signals and Spectral Methods in Geoinformatics
Convolution - Example
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
Convolution - Example
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
Convolution - Example
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
Convolution - Example
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
Convolution - Example
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
Convolution - Example
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
Convolution - Example
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
Convolution - Example
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
Convolution - Example
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
Convolution properties
h f f h
(h f ) g h ( f g ) h f g
h ( f g) h f h g
A. Dermanis
Convolution properties
h f f h
(h f ) g h ( f g ) h f g
h ( f g) h f h g
f f
f (t ) (t s ) f (t s )
s (t ) (t s )
A. Dermanis
f s (t ) f (t s )
f s fs
Signals and Spectral Methods in Geoinformatics
f F
g h* f
hH
G HF
g G
F (h g ) F (h)F ( g )
Proof:
A. Dermanis
F (h f ) t (h f )(t )eit dt
Proof:
F (h * f ) t (h * f )(t )eit dt
A. Dermanis
e it dt
h
(
t
s
)
g
(
s
)
ds
s
Proof:
F (h f ) t (h f )(t )eit dt
e it dt
h
(
t
s
)
g
(
s
)
ds
s
A. Dermanis
it
h
(
t
s
)
e
dt g ( s )ds
t
Proof:
F (h f ) t (h f )(t )eit dt
e it dt
h
(
t
s
)
g
(
s
)
ds
s
t t s
A. Dermanis
it
h
(
t
s
)
e
dt g ( s )ds
t
t t s
i ( t s )
h
(
t
)
e
dt g ( s )ds
t
F (h f ) t (h f )(t )eit dt
Proof:
e it dt
h
(
t
s
)
g
(
s
)
ds
s
t t s
it
h
(
t
s
)
e
dt g ( s )ds
t
A. Dermanis
t t s
i ( t s )
h
(
t
)
e
dt g ( s )ds
t
i t
e i s g ( s )ds
h
(
t
)
e
dt
t
F (h f ) t (h f )(t )eit dt
Proof:
e it dt
h
(
t
s
)
g
(
s
)
ds
s
it
h
(
t
s
)
e
dt g ( s )ds
t
t t s
A. Dermanis
h(t ) e
t t s
i ( t s )
h
(
t
)
e
dt g ( s )ds
t
i t
e i s g ( s )ds
h
(
t
)
e
dt
t
it
dt
i s
g
(
s
)
e
ds F (h)F ( g )
s
CONVOLUTION THEOREM
for frequencies
f F
G H F
g 2 hf
hH
g G
F 1 F (h) F ( g ) 2 hg
A. Dermanis
CONVOLUTION THEOREM
for frequencies
f F
1
G
H F
2
g G
A. Dermanis
g hf
hH
1
(hg )
2
F ( h) F ( g )
PARSEVAL THEOREM
f F
A. Dermanis
1
| f (t ) | dt 2
| F ( ) |2 d
PARSEVAL THEOREM
1
| f (t ) | dt 2
f F
| F ( ) |2 d
f (t )
ck ei k t
a0
[ak cos k t bk sin k t ]
2 k 1
A. Dermanis
| f (t ) | dt
2
2
2
|
c
|
(
a
b
k
k k)
2
0
k 1
PARSEVAL THEOREM
1
| f (t ) | dt 2
f F
| F ( ) |2 d
f (t )
ck ei k t
a0
[ak cos k t bk sin k t ]
2 k 1
| f (t ) | dt
2
2
2
|
c
|
(
a
b
k
k k)
2
2
0
k 1
Comparison with
3
r
r
r
r
r
x x1e1 x2 e2 x3e3 xk ek
k 1
A. Dermanis
3
r2 2
2
2
| x | x1 x2 x3 xk2
k 1
END
A. Dermanis