diff --git a/_notes/fourier_transform.md b/_notes/fourier_transform.md index 8f4b45244caee7ccffa4b4844bb9cd86191ca3b7..6a569e2c46a9b1ec530d8bb5b421303667ad9dde 100644 --- a/_notes/fourier_transform.md +++ b/_notes/fourier_transform.md @@ -2,34 +2,52 @@ title: Fourier Transforms --- -To really make sense of chapter 2 I needed to review the properties of Fourier transforms. These -notes are based on my prior knowledge and some helpful websites: -- [Properties of Fourier Transform](http://fourier.eng.hmc.edu/e101/lectures/handout3/node2.html) -- [symmetry.pdf](https://www.cs.unm.edu/~williams/cs530/symmetry.pdf) +## Definition -Note: I'm sloppy with the proofs here since all physical functions will have the nice properties -that make the relevant operations valid, but I don't always call of these properties out when they -are used. +For a suitable function $$f : \mathbb{R} \rightarrow \mathbb{C}$$, the Fourier transform and inverse +Fourier transform are defined to be +$$ +\begin{align*} +(\mathcal{F} f)(\xi) &= \int_\mathbb{R} f(x) e^{-2 \pi i x \xi} \mathrm{d} x \\ +(\mathcal{F}^{-1} f)(x) &= \int_\mathbb{R} f(\xi) e^{2 \pi i \xi x} \mathrm{d} \xi +\end{align*} +$$ -## Basics +The Fourier transform of $$f$$ is frequently written as $$\hat{f}(\xi) = (\mathcal{F} f)(\xi)$$. -For a function $$f : \mathbb{R} \rightarrow \mathbb{C}$$, I use the definitions +Every function in [$$L^1$$](https://en.wikipedia.org/wiki/Lp_space#Lp_spaces) has a Fourier +transform and inverse Fourier transform, since $$ -(\mathcal{F} f)(x) = \int_\mathbb{R} f(x') e^{-2 \pi i x' x} \mathrm{d} x' +\begin{align*} +\left \vert \hat{f}(\xi) \right \vert +&\leq \int_\mathbb{R} \left \vert f(x) e^{-2 \pi i x \xi} \right \vert \mathrm{d} x \\ +&= \int_\mathbb{R} \left \vert f(x) \right \vert \mathrm{d} x +\end{align*} $$ -$$ -(\mathcal{F}^{-1} f)(x) = \int_\mathbb{R} f(x') e^{2 \pi i x' x} \mathrm{d} x' -$$ +Furthermore when $$f$$ is in $$L^1$$, then $$\hat{f}(\xi)$$ is a uniformly continuous function that +tends to zero as $$|\xi|$$ approaches infinity. However $$\hat{f}$$ need not be in $$L^1$$, and not +every continuous function that tends to zero is the Fourier transform of a function in $$L^1$$ +(indeed describing $$\mathcal{F}(L^1)$$ is an open problem). As such it can be helpful to restrict +the definition to the [Schwartz space](https://en.wikipedia.org/wiki/Schwartz_space) over +$$\mathbb{R}$$, where the Fourier transform is an +[automorphism](https://en.wikipedia.org/wiki/Automorphism). + +On the other hand, we'll also want to talk about the Fourier transforms of functions that aren't +absolutely integrable, or objects that aren't functions at all (like the [delta +function](https://en.wikipedia.org/wiki/Dirac_delta_function)). So I will tend to be very liberal +with my application of the transform. + + +## Basic Properties -The Fourier Inversion Theorem states that $$\mathcal{F} \mathcal{F}^{-1} = \mathcal{F}^{-1} -\mathcal{F} = \mathcal{I}$$ (where $$\mathcal{I}$$ is the identity operator). This holds for the space -of functions whose Fourier transforms exist and for which both the function and the transform are -absolutely integrable and continuous. All claims I make about functions should be interpreted to -apply only to functions in this space. +The [Fourier Inversion Theorem](https://en.wikipedia.org/wiki/Fourier_inversion_theorem) states that +$$\mathcal{F} \mathcal{F}^{-1} = \mathcal{F}^{-1} \mathcal{F} = \mathcal{I}$$ (where $$\mathcal{I}$$ +is the identity operator). This is strictly true for functions in $$L^1$$ whose transforms are also +in $$L^1$$, but can also be extended to more general spaces as well. The Fourier transform is linear: @@ -38,24 +56,45 @@ $$ $$ If you shift everything in the original basis (usually the time or space domain), you pick up a -phase shift in the transformed (i.e. frequency) basis. This follows from a simple change of -variables. +phase shift in the transformed (i.e. frequency) basis. This follows from a change of variables. + +$$ +\begin{align*} +(\mathcal{F} f(x + x_0))(\xi) +&= \int_\mathbb{R} f(x + x_0) e^{-2 \pi i x \xi} \mathrm{d} x \\ +&= \int_\mathbb{R} f(x) e^{-2 \pi i (x - x_0) \xi} \mathrm{d} x \\ +&= e^{2 \pi i x_0 \xi} \int_\mathbb{R} f(x) e^{-2 \pi i x \xi} \mathrm{d} x \\ +&= e^{2 \pi i x_0 \xi} \hat{f}(\xi) +\end{align*} +$$ + +The reverse is also true (with a sign difference): + +$$ +\begin{align*} +\mathcal{F}(e^{2 \pi i x \xi_0} f(x))(\xi) +&= \int_\mathbb{R} e^{2 \pi i x \xi_0} f(x) e^{-2 \pi i x \xi} \mathrm{d} x \\ +&= \int_\mathbb{R} f(x) e^{-2 \pi i x (\xi - \xi_0)} \mathrm{d} x \\ +&= \hat{f}(\xi - \xi_0) +\end{align*} +$$ + +If you expand $$f$$ horizontally, you contract $$\hat{f}$$ both horizontally and vertically. $$ \begin{align*} -(\mathcal{F} f(x' + x_0))(x) -&= \int_\mathbb{R} f(x' + x_0) e^{-2 \pi i x' x} \mathrm{d} x' \\ -&= \int_\mathbb{R} f(x') e^{-2 \pi i (x' - x_0) x} \mathrm{d} x' \\ -&= e^{2 \pi i x_0 x} \int_\mathbb{R} f(x') e^{-2 \pi i x' x} \mathrm{d} x' \\ -&= e^{2 \pi i x_0 x} (\mathcal{F} f(x'))(x) +\mathcal{F}(f(a x))(\xi) +&= \int_\mathbb{R} f(a x) e^{-2 \pi i x \xi} \mathrm{d} x \\ +&= \frac{1}{|a|} \int_\mathbb{R} f(x) e^{-2 \pi i x \xi / a} \mathrm{d} x \\ +&= \frac{1}{|a|} \hat{f} \left( \frac{\xi}{a} \right) \end{align*} $$ ## Fourier Flips -The Fourier transform has a number of interesting properties related to the flip operator -$$(\mathcal{R} f)(x) = f(-x)$$. By definition +The Fourier transform has a number of interesting properties related to the flip (or reversal) +operator $$(\mathcal{R} f)(x) = f(-x)$$. By definition $$ (\mathcal{F}^{-1} f)(x) = \int_\mathbb{R} f(x') e^{2 \pi i x' x} \mathrm{d} x' @@ -73,7 +112,8 @@ $$ \end{align*} $$ -Thus $$\mathcal{F}^{-1} = \mathcal{F} \mathcal{R} = \mathcal{R} \mathcal{F}$$. This means that +Thus $$\mathcal{F}^{-1} = \mathcal{F} \mathcal{R} = \mathcal{R} \mathcal{F}$$. (You can also derive +this using the expansion/contraction formula discussed above). This means that $$ \mathcal{I} @@ -175,7 +215,7 @@ when we're dealing with a real function and only care about the magnitude of the for spectral power analysis). -## Transforms of Gaussians +## The Transform of a Gaussian A Fourier transform that comes up frequently is that of a Gaussian. It can be calculated by completing a square.