Spectral Methods & Signals - Lecture 03 - Fourier Transform

Aristotle University of Thessaloniki Department of Geodesy and Surveying
Signals and Spectral Methods

in Geoinformatics
Lecture 3:
Fourier Transform
A. Dermanis
Signals and Spectral Methods in Geoinformatics
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
Fourier transform
and
direct
F ( )
f (t )e
i t
dt
from the number domain

to the frequency domain
inverse
A. Dermanis
1
f (t )
2
i t
F ( )e d
Fourier transform
and
direct
F ( )
f (t )e
i t
dt
from the frequency domain

to the number domain
inverse
A. Dermanis
1
f (t )
2
i t
F ( )e d
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
From Fourier series to Fourier transform

f (t )
A. Dermanis
ck e
i k t
1
ck
T
f (t )e i k t dt
2
k k
T

f (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

f (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

f (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
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

1
f (t )
2
A. Dermanis
i k t
F
(
)
e
k k
F (k ) f (t )e i k t dt
0

1
f (t )
2
i k t
F
(
)
e
k k
0
[0, T ] (, )
k 0
A. Dermanis
G( )
k
G ( )d

1
f (t )
2
i k t
F
(
)
e
k k
0
G (k )
[0, T ] (, )
k 0
A. Dermanis
G( )
k
G ( )d

1
f (t )
2
i k t
F
(
)
e
k k
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
Fourier series in a continuously increasing interval

f (t )
k a b
2
k
2
k
L
2
L
2
T L
A. Dermanis

f (t )
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

f (t )
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

f (t )
k a b
2
k
2
k
L
2
L
2
T L
2 2
k

T
L
A. Dermanis

f (t )
k a b
2
k
2
k
2L
2
2L
2
T 2L
2 2
k
T
2L
2
A. Dermanis

f (t )
3
k a b
2
k
2
k
4L
2
4L
2
T 4L
2 2
k
T
4L
4
A. Dermanis

f (t )
8L
2
k a b
2
k
2
k
8L
2
T 8L
2 2
k
T
8L
8
A. Dermanis

The Fourier series expansion of a function in a continuously larger
interval , provides coefficients for continuously denser frequencies k.
As the length of the interval tends to infinity, the frequencies k tend to
cover more and more from the set of the real values frequencies ()
For an infinite interval , i.e. for ( t ) the total real set of
frequencies () is required and from the Fourier series expansion
we pass to the inverse Fourier transform
f (t )
ck e
i k t
discrete frequencies k
wit step = 2 /
A. Dermanis
1
f (t )
2
F ( )ei t d
continuous frequencies - all

possible values ( )
Fourier transform of a complex function

F ( ) R( ) i I ( )
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 ( ) R( ) i I ( )
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 ( ) R( ) i I ( )
f (t ) f R (t ) i f I (t )
f (t )e i t dt
e 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 ( ) R( ) i I ( )
f (t ) f R (t ) i f I (t )
f (t )e i t dt
e i t cos t i 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 ( ) R( ) i I ( )
f (t ) f R (t ) i f I (t )
f (t )e i t dt
e i t cos t i 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
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
real
form

direct
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 )
Usual (mathematically incorect) notation
f (t ) F ( )
A. Dermanis
F ( ) F
f (t )
f (t ) F
F ( )
Fourier transform of a real function

Complex function:
R ( )
I ( )
A. Dermanis

Complex function:
R ( )
I ( )
Real function:
f (t ) f R (t ) i f I (t ) real
A. Dermanis
f R (t ) f (t )
f I (t ) 0

Complex function:
R ( )
I ( )
Real function:
A. Dermanis
f R (t ) f (t )
f I (t ) 0

Complex function:
R ( )
I ( )
Real function:
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
R ( )
Complex function:
I ( )
Real function:
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


R( )
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
Fourier transform in polar form

F ( ) R( ) i I ( )
R ( ) F ( ) cos ( )
I ( ) F ( ) sin ( )
|F
(
I ( )
)
|
F ( ) R ( ) 2 I ( ) 2
( )
I ( )
( ) arctan
R ( )
R ( )
A. Dermanis

F ( ) R( ) i I ( )
R ( ) F ( ) cos ( )
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 ( )

R ( ) R ( )
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
Properties of the Fourier transform
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
f (t ) F ( )
Phase translation
g (t ) G ( )
f (t )ei 0t F ( 0 )
f (t )e i 0t F ( 0 )
ei 0t e i 0t (cos 0t i sin 0t ) (cos 0t i sin 0t ) 2 cos 0t

ei 0t e i 0t (cos 0t i sin 0t ) (cos 0t i sin 0t ) 2i sin 0t
1
f (t ) cos 0t F ( 0 ) F ( 0 )
2
1
f (t ) sin 0t F ( 0 ) F ( 0 )
2i
A. Dermanis
f (t ) F ( )
Phase translation
g (t ) G ( )
f (t )ei 0t F ( 0 )
f (t )e i 0t F ( 0 )
ei 0t e i 0t (cos 0t i sin 0t ) (cos 0t i sin 0t ) 2 cos 0t

ei 0t e i 0t (cos 0t i sin 0t ) (cos 0t i sin 0t ) 2i sin 0t
1
f (t ) cos 0t F ( 0 ) F ( 0 )
2
1
f (t ) sin 0t F ( 0 ) F ( 0 )
2i
A. Dermanis
Modulation theorem

1
f (t ) cos 0t F ( 0 ) F ( 0 )
Modulation theorem
2
Proof:
A. Dermanis
g (t ) f (t ) cos 0t

1
f (t ) cos 0t F ( 0 ) F ( 0 )
Modulation theorem
2
Proof:
G ( )
A. Dermanis
g (t )e
it
dt
f (t ) cos 0t e it dt

1
f (t ) cos 0t F ( 0 ) F ( 0 )
Modulation theorem
2
Proof:
G ( )
A. Dermanis
g (t )e
it
dt
1 i 0t
cos 0t e e i 0t
2

1
f (t ) cos 0t F ( 0 ) F ( 0 )
Modulation theorem
2
Proof:
G ( )
A. Dermanis
g (t )e
f (t )
it
dt
1 i 0t i 0t it
e e
e dt
2
1 i 0t
cos 0t e e i 0t
2

1
f (t ) cos 0t F ( 0 ) F ( 0 )
Modulation theorem
2
Proof:
G ( )
g (t )e
f (t )
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

1
f (t ) cos 0t F ( 0 ) F ( 0 )
Modulation theorem
2
Proof:
G ( )
g (t )e
f (t )
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
2
2
1
1
i ( 0 ) t
f (t )e
dt f (t )e i ( 0 )t dt
2
2
A. Dermanis

1
f (t ) cos 0t F ( 0 ) F ( 0 )
Modulation theorem
2
Proof:
G ( )
g (t )e
f (t )
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
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
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
(amplitude) spectrum of 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 ( )
| 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 ( )
| 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 ( )
| F ( ) |
| G ( ) |
1
| F ( ) |
2
1
| F ( 0 ) |
2
1
| F ( 0 ) |
2
0
A. Dermanis
0
f (t ) F ( )
Change of time scale:
A. Dermanis
g (t ) G ( )
1
f (at )
F
| a | a
f (t ) F ( )
f (t ) F ( )
1
f (at )
F
| a | a
Differentiation theorem with respect to time:
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
Differentiation theorem with respect to frequency:
A. Dermanis
f (t ) F ( )
dF
it f (t )
( )
d
The Dirac delta function (t)
(t )
(t ) lim (t )
0
A. Dermanis
(t )
1
(t ) lim (t )
0
area =1
A. Dermanis
(t )
area =1
A. Dermanis
2
(t )
area =1
A. Dermanis
2 2
(t )
area =1
A. Dermanis
2 2
(t )
(t ) lim (t )
0
A. Dermanis
(t )
(t ) lim (t )
0
(t ) ( )d
1 / 2
(t )d
/ 2
= average value of in the interval
,
t
2
2
A. Dermanis
(t )
(t ) lim (t )
(t ) ( )d
1 / 2
(t )d
/ 2
= average value of in the interval
(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
Dirac delta function
du
(t )
(t )
dt
u (t )
0 t0
u (t )
1 t0
Heaviside step function
1 t
u (t )
2
0
t / 2
/ 2 t / 2
t / 2
u (t )
1
/ 2 / 2

involving the Dirac delta function (t)
A. Dermanis
(t ) 1
1 2 ( )
(t t0 ) e it0
ei0t 2 ( 0 )

involving the Dirac delta function (t)
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
f ( s )h(t s)ds h( s) f (t s )ds g (t )
Convolution
definition:
g (t ) (h * f )(t ) h( s ) f (t s )ds
g h* f
notation:
s t s
( f * h)(t )
f ( s )h(t s)ds h( s) f (t s )ds g (t )
property:
g h* f f *h
g (t ) h( s) f (t s )ds h(t s ) f ( s )ds

A. Dermanis
Convolution
g h* f
Mathematical mapping:
A. Dermanis
g (t ) h(t s ) f ( s )ds
h*
Convolution
g h* f
g (t ) h(t s ) f ( s )ds
h*
The value g(t) of the function g for a particular t follows by

multiplying each value f(s) of the function f
with a factor (weight) h(t-s)
which depends on the distance t-s
between the particular t and the varying s (-<s<+).
A. Dermanis
Convolution
g h* f
g (t ) h(t s ) f ( s )ds
h*
The value g(t) of the function g for a particular t follows by

multiplying each value f(s) of the function f
with a factor (weight) h(t-s)
which depends on the distance t-s
between the particular t and the varying s (-<s<+).
Thus every value g(t) of the function g is a
weighted mean of the function f(s)
with weights h(t-s) determined by the function h(t).
A. Dermanis
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 )
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 )
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 )
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
h( s )
h( s )
h(t s )
s
t
g (t )
f (s)
s
t
A. Dermanis
t
t
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
The convolution theorem
f F
g h* f
hH
G HF
g G
F (h g ) F (h)F ( g )
Convolution is replaced by a simple multiplication in the frequency domain !

A. Dermanis
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:
e it dt
h
(
t
s
)
g
(
s
)
ds
s
A. Dermanis
it
h
(
t
s
)
e
dt g ( s )ds
t
Proof:
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
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
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
Similar relation for Fourier series
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
Similar relation for Fourier series
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

Spectral Methods & Signals - Lecture 03 - Fourier Transform

Uploaded by

Document Information

Original Title

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

Spectral Methods & Signals - Lecture 03 - Fourier Transform

Uploaded by

Copyright:

Available Formats

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Signals and Spectral Methods

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Aristotle University of Thessaloniki Department of Geodesy and Surveying

from the number domain

Aristotle University of Thessaloniki Department of Geodesy and Surveying

from the frequency domain

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

From Fourier series to Fourier transform

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

From Fourier series to Fourier transform

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

From Fourier series to Fourier transform

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

From Fourier series to Fourier transform

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

From Fourier series to Fourier transform

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

From Fourier series to Fourier transform

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

From Fourier series to Fourier transform

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

From Fourier series to Fourier transform

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

From Fourier series to Fourier transform

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Fourier series in a continuously increasing interval

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Fourier series in a continuously increasing interval

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Fourier series in a continuously increasing interval

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Fourier series in a continuously increasing interval

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Fourier series in a continuously increasing interval

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Fourier series in a continuously increasing interval

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Fourier series in a continuously increasing interval

Signals and Spectral Methods in Geoinformatics

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Fourier series in a continuously increasing interval

continuous frequencies - all

Aristotle University of Thessaloniki Department of Geodesy and Surveying

Fourier transform of a complex function

Signals and Spectral Methods in Geoinformatics