Transformada Fourier

Frequency domain analysis and
Fourier Transform
Compiled from:
S. Narasimhan
Njegos Nincic
Other
How to Represent Signals?

Option 1: Taylor series represents any function using
polynomials.
Polynomials are not the best - unstable and not very

physically meaningful.
Easier to talk about signals in terms of its frequencies
(how fast/often signals change, etc).
Jean Baptiste Joseph Fourier (1768-1830)

Had crazy idea (1807):
Any periodic function

can be rewritten as a
weighted sum of Sines and
Cosines of different
frequencies.
Dont believe it?

Neither did Lagrange,
Laplace, Poisson and
other big wigs
Not translated into
English until 1878!
But its true!

called Fourier Series
Possibly the greatest tool
used in Engineering
Time and Frequency

example : g(t) = sin(2pi f t) + (1/3)sin(2pi (3f) t)
Time and Frequency

Frequency Spectra
Frequency Spectra
Usually, frequency is more interesting than the phase
Frequency Spectra
Frequency Spectra
Frequency Spectra
Frequency Spectra
Frequency Spectra
Gibbs phenomenon:
ringing near discontinuity
sin3 0 t sin5 0 t sin7 0 t

4
f ( t )= sin 0 t+
+
+
+
3
5
7
Source: http://mathworld.wolfram.com/FourierSeries.html
Frequency Spectra
1
= A sin(2 kt )
k 1 k
DIRICHLET CONDITIONS
Suppose that
1.f(x) is defined and single valued except
possibly at finite number of points in (-l,+l)
2.f(x) is periodic outside (-l,+l) with period 2l
3.f(x) and f(x) are piecewise continuous in(l,+l)
Then the Fourier series of f(x)

converges to
a)f(x) if x is a point of continuity
b)[f(x+0)+f(x-0)]/2 if x is a point of
discontinuity
METHOD OF OBTAINING FOURIER

SERIES OF f ( x )
1. f ( x )=
2.
a0
2
1
a 0=
l
1
3. a n =
l
+
n=1
+l
f ( x ) dx
l
+l
nx
dx
f ( x ) cos l
l
l
4.
nx
nx
a n cos
+b n sin
l
l
1
nx
b n = f ( x ) sin
dx
l l
l
n= 1,2,3, . .. .
f ( x )=
a0
2
+ ( an cos nx+b n sin nx ).
(7.3)
n=1
Expressing cos nx and sin nx in exponential form, we may rewrite Eq.(7.1) as
1 inx inx
cos nx= ( e +e ) ,
2
f ( x )=
n=
in which
and
cn e
1 inx inx
sin nx= ( e e )
2i
inx
(7.4)
1
c n = (a n ib n ),
2
1
cn = (a n +ibn ), n> 0,
2
1
c 0 = a0 .
2
(7.6)
(7.5)
COMPLEX FORM OF FOURIER SERIES

Recall from earlier that we can write a Fourier series in the complex form
f ( x )=
n=
in which
and
1
cn (an ibn ),
2
1
c n (an ibn ),
2
1
c 0 = a0 .
2
From the earlier definitions of
1
cn
T
c n e inx
n 0,
an , bn
we can show that
f ( x)e in x dx, 2 / T ,
Real and Complex Sinusoids

ejx e jx
cos x
2
ejx e jx
sin x
j2
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl
20
Fourier Transform
We want to understand the frequency of our signal. So, lets
reparametrize the signal by instead of x:
Fourier
Transform
f(x)
F( )
For every from 0 to inf, F( ) holds the amplitude A and phase

of the corresponding sine
A sin( x+ )
How can F hold both? Complex number trick!
F ( )=R ( )+iI ( )
A= R () +I ()
2
F( )
Inverse Fourier
Transform
I ( )
= tan
R()
1
f(x)
Transforms
Transform:
In mathematics, a function that results when

a given function is multiplied by a so-called
kernel function, and the product is integrated
between suitable limits. (Britannica)
Can be thought of as a substitution
Transforms
Example of a substitution:
Original equation: 4x + 4x 8 = 0
Familiar form: ax + bx + c = 0
Let: y = x
Solve for y
x = y
Transforms
Transforms are used in mathematics to
solve differential equations:
2t
Original equation:
y'' 9y = 15e
Apply Laplace Transform:

2
s L y 9 L y =
15
L y=
2
s2s 9
Take inverse Transform: y = L(y)
15
s 2
Fourier Transform
Property of transforms:
They convert a function from one domain to

another with no loss of information
Fourier Transform:
converts a function from the time (or

spatial) domain to the frequency domain
Fourier Series to Fourier

Transform
For periodic signals, we can represent them as linear

combinations of harmonically related complex
exponentials
To extend this to non-periodic signals, we need to consider
aperiodic signals as periodic signals with infinite period.
As the period becomes infinite, the corresponding frequency
components form a continuum and the Fourier series sum
becomes an integral (like the derivation of CT convolution)
Instead of looking at the coefficients a harmonically related
Fourier series, well now look at the Fourier transform
which is a complex valued function in the frequency
domain
26
Fourier Series to Fourier Transform
27
Effect of increasing period T

0.6
a/T
0.4
0.3
0.2
0.1
0
-0.1
a/T
0.2
coefficient value, T=5
0.5
0.15
0.1
0.05
0
0
50
100
150
50
100
-0.05
-0.1
-0.2
frequency
frequency
0.12
a/T
0.1
0.25
0.08
0.06
0.04
0.02
0
-0.02
50
100
-0.04
frequency
150
150
Frequency Spectra
FT: Just a change of basis

M * f(x) = F()
.
.
.
IFT: Just a change of basis

M-1 * F() = f(x)
.
.
.
Fourier Transform more formally

Represent the signal as an infinite weighted sum
of an infinite number of sinusoids
i 2 ux
F ( u )= f ( x ) e
Note:
dx
ik
e =cos k+isin k i= 1
Arbitrary function
Single Analytic Expression
Spatial Domain (x)
Frequency Domain (u)

(Frequency Spectrum F(u))
Inverse Fourier Transform (IFT)
i 2 ux
f ( x ) = F ( u ) e
dx
Fourier Transform
Also, defined as:
F ( u )= f ( x ) e
iux
Note:
dx
e ik =cos k+isin k i= 1
Inverse Fourier Transform (IFT)
1
iux
(
)
(
)
f x = F u e dx
2
Review of Cauchy Principal

Value Integrals
Recall for real integrals,
0 dx
2 dx
dx
0
2
I
ln x x 1 ln x x 0
1 x
1 x
0 x
2
1/x
but a finite result is obtained if the integral interpreted as

dx
I
lim
1 x
0
2
2 dx
dx
lim ln x x 1 ln x x
x
0
x
lim ln ln1 ln 2 ln ln 2
0
because the infinite contributions from the two symmetrical shaded

parts shown exactly cancel. Integrals evaluated in this way are said to
be
(Cauchy) principal value integrals (or deleted integrals) and are often
written as
2 dx or
2 dx
I PV

1 x
1 x
Delta function
Definition
( x )=
0 x0
x=0
( x )dx=1= ( x)dx for any > 0

( x )f ( x)dx =f (0)
Sifting property
( xx0 )f ( x )dx=f ( x0 )
Area
since
Dirac delta Function

This allows an arbitrary sequence x(n) or
continuous-time function f(t) to be expressed as:
x(n )=
x(k ) (nk )
k=
f (t )= f ( x )( xt )dt
36
Example 1: Decaying
Exponential
Consider the (non-periodic) signal

at
x (t )=e
u( t ) a>0
Then the Fourier transform is:
X ( j)= eat u(t )e jt dt= e (a+j)t dt

1
e(a+j)t|0
(a+j )
1
(a+j )
a=1
37
Example 2: Single Rectangular Pulse

Consider the non-periodic rectangular pulse at zero
x (t )=
1 |t|<T 1
0 |t|T 1
The Fourier transform is:
X ( j)= x(t )e jt dt = e jt dt
T
1
jt 1
e |T
j
2sin(T 1 )
1
Note, the values are real
T1 = 1
38
The Sinc Function
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl
39
Example 3: Impulse Signal

The Fourier transform of the impulse signal can be calculated
as follows:
x(t )=(t )
jt
X ( j)= (t )e dt=1
Therefore, the Fourier transform of the impulse function has
a constant contribution for all frequencies
X(j)
40
Example 4: Periodic Signals

A periodic signal violates condition 1 of the Dirichlet conditions for the
Fourier transform to exist
However, lets consider a Fourier transform which is a single impulse of
area 2 at a particular (harmonic) frequency =0.
X ( j)=2 ( 0 )
The corresponding signal can be obtained by:
1
j t
x ( t )=
2 ( 0 ) e jt d =e
2
which is a (complex) sinusoidal signal of frequency 0. More generally,
when
0
X ( j)= 2a k (k 0 )
k=
Then the corresponding

(periodic) signal is
x(t )= ak e
jk0 t
k=
The Fourier transform of a periodic signal is a train of impulses at the

harmonic frequencies with amplitude 2ak
41
Fourier Transform Pairs (I)
Note that these are derived using

angular frequency ( eiux )
Fourier Transform Pairs (I)
Notethatthesearederivedusing
iux
angularfrequency()
e
Fourier Transform and Convolution

Let
Then
g=f h
i 2 ux
G ( u ) = g ( x ) e
dx
i2 ux
= f ( ) h ( x ) e
= [ f ( ) e
i 2 u
ddx
d ] [ h ( x ) e
i2 u ( x )
dx ]
= [ f ( ) ei 2 u d ] [ h ( x' ) ei 2 ux' dx' ]

=F ( u ) H ( u )
Convolution in spatial domain
Multiplication in frequency domain
Fourier Transform and Convolution

Spatial Domain (x)
g=f h
g=fh
G=FH
G=FH
So, we can find g(x) by Fourier transform
IFT
FT
FT
Properties of Fourier Transform

Spatial Domain (x)
c 1 f ( x ) +c 2 g ( x )
c 1 F ( u ) +c 2 G ( u )
Scaling
f ( ax )
1 u
F
|a| a
Shifting
f ( xx 0 )
Symmetry
F(x)
f (u )
Conjugation
f (x)
f ( x )g ( x )
F (u )
F (u )G (u )
Linearity
Convolution
Differentiation
d f (x)
dx n
()
i2 ux 0
F (u)
( i2 u ) F ( u )
Note that these are derived using
frequency ( ei2 ux )
Properties of Fourier Transform
Example use: Hearing mechanism

Example:
Human ears do not hear wave-like

oscilations, but constant tone
Often it is easier to work in the frequency

domain
Example use: Smoothing/Blurring

We want a smoothed function of f(x)
g ( x ) =f ( x )h ( x )
Let us use a Gaussian kernel
h(x)
[ ]
1
1 x2
h ( x )=
exp 2
2
2
Then
1
2 2
H ( u ) =exp ( 2 u )
2
G ( u ) =F ( u ) H ( u )
H (u)
1
2
u
H(u) attenuates high frequencies in F(u) (Low-pass Filter)!
Image Processing in the Fourier Domain
Low-pass Filtering
Let the low frequencies pass and eliminating the high frequencies.
Generates image with overall

shading, but not much detail
High-pass Filtering
Lets through the high frequencies (the detail), but eliminates the low
frequencies (the overall shape). It acts like an edge enhancer.
Exerccios

Transformada Fourier

Uploaded by

Copyright:

Available Formats

Transformada Fourier

Uploaded by

Document Information

Original Description:

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Transformada Fourier

Uploaded by

Copyright:

Available Formats

Frequency domain analysis and

How to Represent Signals?

Polynomials are not the best - unstable and not very

Jean Baptiste Joseph Fourier (1768-1830)

Any periodic function

Dont believe it?

But its true!

Time and Frequency

Time and Frequency

sin3 0 t sin5 0 t sin7 0 t

Then the Fourier series of f(x)

METHOD OF OBTAINING FOURIER

+ ( an cos nx+b n sin nx ).

Expressing cos nx and sin nx in exponential form, we may rewrite Eq.(7.1) as

COMPLEX FORM OF FOURIER SERIES

From the earlier definitions of

we can show that

Real and Complex Sinusoids

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

For every from 0 to inf, F( ) holds the amplitude A and phase

How can F hold both? Complex number trick!

In mathematics, a function that results when

Can be thought of as a substitution

Apply Laplace Transform:

Take inverse Transform: y = L(y)

They convert a function from one domain to

converts a function from the time (or

Fourier Series to Fourier

For periodic signals, we can represent them as linear

Fourier Series to Fourier Transform

Effect of increasing period T

coefficient value, T=2

FT: Just a change of basis

IFT: Just a change of basis

Fourier Transform more formally

Single Analytic Expression

Spatial Domain (x)

Frequency Domain (u)

Inverse Fourier Transform (IFT)

Inverse Fourier Transform (IFT)

Review of Cauchy Principal

but a finite result is obtained if the integral interpreted as

because the infinite contributions from the two symmetrical shaded

( x )dx=1= ( x)dx for any > 0

Dirac delta Function

Consider the (non-periodic) signal

Then the Fourier transform is:

X ( j)= eat u(t )e jt dt= e (a+j)t dt

Example 2: Single Rectangular Pulse

The Fourier transform is:

Note, the values are real

The Sinc Function

M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl

Example 3: Impulse Signal

Example 4: Periodic Signals

Then the corresponding

The Fourier transform of a periodic signal is a train of impulses at the

Fourier Transform Pairs (I)

Note that these are derived using