Fourier Analysis

Fourier analysis, named after Joseph Fourier 's introduction of the Fourier Series , is the decomposition of a function in terms of a sum of Sinusoidal Basis Function s (vs. their Frequencies ) that can be recombined to obtain the original function. That process of recombining the sinusoidal basis functions is also called '''Fourier synthesis''' (in which case ''Fourier analysis'' refers specifically to the decomposition process).

The .

APPLICATIONS

Fourier analysis has many scientific applications — in Physics , Number Theory , Combinatorics , Signal Processing , Probability Theory , Statistics , Option Pricing , Cryptography , Acoustics , Oceanography , Optics and Diffraction , Geometry , and other areas. (In signal processing and related fields, Fourier analysis is typically thought of as decomposing a signal into its component Frequencies and their Amplitude s.) This wide applicability stems from many useful properties of the transforms:

The transforms are Linear Operator s and, with proper normalization, are Unitary as well (a property known as Parseval's Theorem or, more generally, as the Plancherel Theorem , and most generally via Pontryagin Duality ).

The transforms are invertible, and in fact the inverse transform has almost the same form as the forward transform.

The exponential basis functions are Eigenfunctions of Differentiation , which means that this representation transforms linear Differential Equation s with Constant Coefficients into ordinary algebraic ones. (For example, in a linear time-invariant physical system, Frequency is a conserved quantity, so the behavior at each frequency can be solved independently.)

By the Convolution Theorem , Fourier transforms turn the complicated Convolution operation into simple multiplication, which means that they provide an efficient way to compute convolution-based operations such as Polynomial multiplication and Multiplying Large Numbers .

The Discrete version of the Fourier transform (see below) can be evaluated quickly on computers using Fast Fourier Transform (FFT) algorithms.

VARIANTS OF FOURIER ANALYSIS

There exists a number of transforms that can be seen as special cases or generalizations of each other. The most popular are summarized in the following table:
The table shows that

discreteness in one domain implies periodicity in the opposite transformed domain and the converse is true.

continuity in one domain implies aperiodicity in the transformed domain and the converse is true.

pure ''reality'' in one domain (i.e. imaginary part is zero everywhere) implies conjugate symmetry in the transformed domain and the converse is true.

There are various ways to include Normalization Factor s; For simplicity, this table uses the definitions without them. Also, this table does not contain multi-dimensional versions.

Fourier transform

: ''Main article: Fourier Transform ''
Most often, the unqualified term Fourier Transform refers to the transform of functions of a continuous Real argument, representing any Square-integrable function

s \left( t 
ight)

as a linear combination of Complex Exponential s with frequencies

\omega\,

:

:

s \left( t 
ight) = rac{1}{\sqrt{2\pi}} \int_{-\infty}^{\infty} S\left( \omega
ight) e^{i\omega t}\,d\omega.

The quantity,

S(\omega)\,

, provides both the amplitude and initial phase (as a complex number) of basis function:

e^{i\omega t}\,

.

The function,

S(\omega)\,

, is the '''Fourier transform''' of

s(t)\,

, denoted by the operator

\mathcal{F}\,

''':'''

:

S(\omega) = \left(\mathcal{F}s
ight)(\omega)= \mathcal{F}\{s\}(\omega)\,

And the inverse transform (shown above) is written:

:

s(t) = \left(\mathcal{F}^{-1}S
ight)(t)= \mathcal{F}^{-1}\{S\}(t)\,

Together the two functions are referred to as a ''transform pair''. See Continuous Fourier Transform for more information, including:

formula for the forward transform

tabulated transforms of specific functions

discussion of the transform properties

various conventions for amplitude normalization and frequency scaling/units

Multi-dimensional version

The formulation for the Fourier transform given above applies in one dimension. The Fourier transform, however, can be expanded to arbitrary dimension

n

. The more generalised version of this transform in dimension

n

, notated by

\mathcal{F}_n

is:
:

s \left( \mathbf{x} 
ight) = \left( \mathcal{F}^{-1}_n S 
ight) \left( \mathbf{x} 
ight) = rac{1}{(2\pi)^{n/2}} \int S \left( \boldsymbol{\omega} 
ight) e^{i \left\langle \boldsymbol{\omega} ,\mathbf{x} 
ight
angle} \, d \boldsymbol{\omega},

where

\mathbf{x}

and

\boldsymbol{\omega}

are

n

-dimensional Vector s,

\left\langle \boldsymbol{\omega} ,\mathbf{x} 
ight
angle

is the Inner Product of these two vectors, and the integration is performed over all

n

dimensions.

Fourier series

: ''Main article: Fourier Series ''
The continuous transform is itself actually a generalization of an earlier concept, a Fourier Series , which was specific to periodic (or finite-domain) functions

s \left( t 
ight)

(with period

au \,

), and represents these functions as a Series of sinusoids:

:

s(t) = \sum_{k=-\infty}^{\infty} S_k \cdot e^{i \omega_k t}, \,

where

\omega_k = 2\pi k / 	au \,

, and

S_k \,

is a (complex) amplitude.

For Real -valued

s(t)\,

, an equivalent variation is:

:

s(t) = rac{1}{2}a_0 + \sum_{k=1}^\infty\left \cos(\omega_k t)+b_k\cdot \sin(\omega_k t)
ight,

where

a_k = 2\cdot \operatorname{Re}\{S_k\} \,

and

b_k = -2\cdot \operatorname{Im}\{S_k\} \,

.

Discrete-time Fourier transform

: ''Main article: Discrete-time Fourier Transform ''
For use on computers, both for scientific computation and Digital Signal Processing , one must have functions, x {Link without Title} , that are defined for Discrete instead of Continuous domains, again finite or periodic. A useful "discrete-time" function can be obtained by Sampling a "continuous-time" function, x(t). And similar to the continuous Fourier transform, the function can be represented as a sum of complex sinusoids:

:

x

{Link without Title} = rac{1}{2 \pi}\int_{-\pi}^{\pi} X(\omega)\cdot e^{i \omega n} \, d \omega.

But in this case, the limits of integration need only span one period of the periodic function,

X(\omega ) \,

, which is derived from the samples by the Discrete-time Fourier Transform (DTFT):

:

X(\omega) = \sum_{n=-\infty}^{\infty} x

{Link without Title} \,e^{-i \omega n}.\,

Discrete Fourier transform

: ''Main article: Discrete Fourier Transform ''
The DTFT is defined on a continuous domain. So despite its periodicity, it still cannot be numerically evaluated for every unique frequency. But a very useful approximation can be made by evaluating it at regularly-spaced intervals, with arbitrarily small spacing. Due to periodicity, the number of unique coefficients (N) to be evaluated is always finite, leading to this simplification:

:

\,e^{-i 2 \pi rac{k}{N} n},

for

k =  0, 1, \dots, N-1. \,

When the portion of x between n=0 and n=N-1 is a good (or exact) representation of the entire x[n sequence, it is useful to compute:

:

\,e^{-i 2 \pi rac{k}{N} n},

which is called Discrete Fourier Transform (DFT). Commonly the length of the x sequence is finite, and a larger value of N is chosen. Effectively, the x[n sequence is padded with zero-valued samples, referred to as Zero Padding .

The inverse DFT represents x {Link without Title} as the sum of complex sinusoids:

:

e^{i 2 \pi rac{k}{N} n}, \quad \quad n = 0, 1, \dots, N-1. \,

The table below will note that this actually produces a periodic ''x'' {Link without Title} . If the original sequence was not periodic to begin with, this phenomenon is the time-domain consequence of approximating the continuous-domain DTFT function with the discrete-domain DFT function.

The DFT can be computed using a Fast Fourier Transform (FFT) algorithm, which makes it a practical and important transformation on computers.

Fourier transforms on arbitrary locally compact abelian topological groups

The Fourier variants can also be generalized to Fourier transforms on arbitrary Locally Compact Abelian Topological Group s, which are studied in Harmonic Analysis ; there, the Fourier transform takes functions on a group to functions on the Dual Group . This treatment also allows a general formulation of the Convolution Theorem , which relates Fourier transforms and Convolution s. See also the Pontryagin Duality for the generalized underpinnings of the Fourier transform.

Time-frequency transforms

Time-frequency Transform s such as the Short-time Fourier Transform , Wavelet Transform s, Chirplet Transform s, and the Fractional Fourier Transform try to obtain frequency information from a signal as a function of time (or whatever the independent variable is), although the ability to simultaneously resolve frequency and time is limited by an (mathematical) Uncertainty Principle .

INTERPRETATION IN TERMS OF TIME AND FREQUENCY

In terms of Signal processing, the transform takes a Time Series representation of a signal function and maps it into a Frequency Spectrum , where ω is Angular Frequency . That is, it takes a function in the Time domain into the Frequency domain; it is a Decomposition of a function into Harmonic s of different frequencies.

When the function ''f'' is a function of time and represents a physical Signal , the transform has a standard interpretation as the frequency spectrum of the signal. The Magnitude of the resulting complex-valued function ''F'' at frequency ω represents the Amplitude of a frequency component whose Initial Phase is given by: ''arctan (imaginary part/real part)''.

However, it is important to realize that Fourier transforms are not limited to functions of time, and temporal frequencies. They can equally be applied to analyze ''spatial'' frequencies, and indeed for nearly any function domain.

APPLICATIONS IN SIGNAL PROCESSING

In signal processing, Fourier transformation can isolate individual components of a complex signal, concentrating them for easier detection and/or removal. A large family of signal processing techniques consist of Fourier-transforming a signal (such as a clip of Audio or an Image ), manipulating the Fourier-transformed data in a simple way, and reversing the transformation. Some examples include:

Removal of unwanted frequencies from an audio recording (used to eliminate Hum from leakage of AC Power into the signal, to eliminate the Stereo Subcarrier from FM Radio recordings, or to create Karaoke tracks with the vocals removed);

Noise Gating of audio recordings to remove quiet background noise by eliminating Fourier components that do not exceed a preset amplitude;

Equalization of audio recordings with a series of Bandpass Filter s;

Digital radio reception with no Superheterodyne circuit, as in a modern Cell Phone or Radio Scanner ;

Image Processing to remove periodic or Anisotropic artifacts such as Jaggies from interlaced video, stripe artifacts from Strip Aerial Photography , or wave patterns from Radio Frequency Interference in a digital camera;

Cross Correlation of similar images for Co-alignment ;

X-ray Crystallography to reconstruct a protein's structure from its diffraction pattern;

Fourier Transform Ion Cyclotron Resonance mass spectrometry to determine the mass of ions from the frequency of cyclotron motion in a magnetic field.

Fourier transformation is also useful as a compact representation of a signal. For example, JPEG compression uses Fourier transformation of small square pieces of a digital image. The Fourier components of each square are rounded to lower Arithmetic Precision , and weak components are eliminated entirely, so that the remaining components can be stored very compactly. In image reconstruction, each Fourier-transformed image square is reassembled from the preserved approximate components, and then inverse-transformed to produce an approximation of the original image.

ABOUT NOTATION

The Fourier transform is a mapping on a function space. This mapping is here denoted

\mathcal{F}

and

\mathcal{F}\{s\}

is used to denote the Fourier transform of the function ''s''. This mapping is linear, which means that

\mathcal{F}

can also be seen as a linear transformation on the function space and implies that the standard notation in linear algebra of applying a linear transformation to a vector (here the signal ''s'') can be used to write

\mathcal{F} s

instead of

\mathcal{F}\{s\}

. Since the result of applying the Fourier transform is again a function, we can be interested in the value of this function evaluated at the value

\omega

for its variable, and this is denoted either as

\mathcal{F}\{s\}(\omega)

or as

(\mathcal{F} s)(\omega)

. Notice that in the former case, it is implicitly understood that

\mathcal{F}

is applied first to ''s'' and then the resulting function is evaluated at

\omega

, not the other way around.

In mathematics and various applied sciences it is often necessary distinguish between a function ''s'' and the value of ''s'' when its variable equals ''t'', denoted ''s(t)''. This means that a notation like

\mathcal{F}\{s(t)\}

formally can be interpreted as the Fourier transform of the values of ''s'' at ''t'', which must be considered as an ill-formed expression since it describes the Fourier transform of a function value rather than of a function. Despite this flaw, the previous notation appears frequently, often when a particular function or a function of a particular variable is to be transformed. For example,

\mathcal{F}\{ \mathrm{rect}(t) \} = \mathrm{sinc}(\omega)

is sometimes used to express that the Fourier transform of a rectangular function is a sinc function, or

\mathcal{F}\{s(t+t_{0})\} = \mathcal{F}\{s(t)\} e^{i \omega t_{0}}

is used to express the shift property of the Fourier transform. Notice, that the last example is only correct under the assumption that the transformed function is a function of ''t'', not of

t_{0}

. If possible, this informal usage of the

\mathcal{F}

operator should be avoided, in particular when it is not perfectly clear which variable the function to be transform depends on.

REFERENCES

Edward W. Kamen, Bonnie S. Heck, "Fundamentals of Signals and Systems Using the Web and Matlab", ISBN 0-13-017293-6

E. M. Stein, G. Weiss, "Introduction to Fourier Analysis on Euclidean Spaces", Princeton University Press, 1971. ISBN 0-691-08078-X

A. D. Polyanin and A. V. Manzhirov, ''Handbook of Integral Equations'', CRC Press, Boca Raton, 1998. ISBN 0-8493-2876-4

Smith, Steven W. ''The Scientist and Engineer's Guide to Digital Signal Processing'', 2nd edition. San Diego: California Technical Publishing, 1999. ISBN 0-9660176-3-3. ''(also available online: {Link without Title} )''

	CATEGORIES ABOUT FOURIER ANALYSIS

	fourier analysis

	integral transforms

	digital signal processingfourier analysis

	integral transforms

	digital signal processing

	mathematical analysis

	harmonic analysis

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Fourier Analysis