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Wednesday, September 4, 2019

Fourier Transform

The Fourier Transform 


1.1 Fourier transforms as integrals 
      There are several ways to define the Fourier transform of a function f : R → C. In this section, we define it using an integral representation and state some basic uniqueness and inversion properties, without proof. Thereafter, we will consider the transform as being defined as a suitable limit of Fourier series, and will prove the results stated here.

 The Fourier Transform is one of deepest insights ever made. Unfortunately, the meaning is buried within dense equations:
\displaystyle{X_k = \sum_{n=0}^{N-1} x_n \cdot e^{-i 2 \pi k n / N}}
\displaystyle{x_n = \frac{1}{N} \sum_{k=0}^{N-1} X_k \cdot e^{i 2 \pi k n / N}}
Yikes. Rather than jumping into the symbols, let's experience the key idea firsthand. Here's a plain-English metaphor:
  • What does the Fourier Transform do? _Given a smoothie, it finds the recipe.
  • How? _Run the smoothie through filters to extract each ingredient.
  • Why? _Recipes are easier to analyze, compare, and modify than the smoothie itself.
  • How do we get the smoothie back? _Blend the ingredients.

Here's the "math English" version of the above:The Fourier Transform takes a time-based pattern, measures every possible cycle, and returns the overall "cycle recipe" (the amplitude, offset, & rotation speed for every cycle that was found).
Time for the equations? No! _Let's get our hands dirty and experience how any pattern can be built with cycles, with live simulations.
If all goes well, we'll have an aha!_moment and intuitively realize why the Fourier Transform is possible. We'll save the detailed math analysis for the follow-up.

This isn't a force-march through the equations, it's the casual stroll I wish I had. Onward!
functionf(x)F(k)=F_x[f(x)](k)
Fourier transform--11delta(k)
Fourier transform--cosinecos(2pik_0x)1/2[delta(k-k_0)+delta(k+k_0)]
Fourier transform--delta functiondelta(x-x_0)e^(-2piikx_0)
Fourier transform--exponential functione^(-2pik_0|x|)1/pi(k_0)/(k^2+k_0^2)
Fourier transform--Gaussiane^(-ax^2)sqrt(pi/a)e^(-pi^2k^2/a)
Fourier transform--Heaviside step functionH(x)1/2[delta(k)-i/(pik)]
Fourier transform--inverse function-PV1/(pix)i[1-2H(-k)]
Fourier transform--Lorentzian function1/pi(1/2Gamma)/((x-x_0)^2+(1/2Gamma)^2)e^(-2piikx_0-Gammapi|k|)
Fourier transform--ramp functionR(x)piidelta^'(2pik)-1/(4pi^2k^2)
Fourier transform--sinesin(2pik_0x)1/2i[delta(k+k_0)-delta(k-k_0)]






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