In mathematics, the continuous Fourier transform is a certain linear operator that maps functions to other functions. Loosely speaking, the Fourier transform decomposes a function into a continuous spectrum of its frequency components, and the inverse transform synthesizes a function from its spectrum of frequency components. In mathematical physics, the Fourier transform of a signal can be thought of as that signal in the "frequency domain." This is similar to the basic idea of the various other Fourier transforms including the Fourier series of a periodic function. (See also fractional Fourier transform for a generalization.)
Other notations for this same function are: and . The function is complex-valued in general. (, of course, represents the imaginary unit.)
If is defined as above, and is sufficiently smooth, then it can be reconstructed by the inverse transform:
The interpretation of is aided by expressing it in polar coordinate form, , where:
Then the inverse transform can be written:
which is a recombination of all the frequency components of . Each component is a complex sinusoid of the form whose amplitude is proportional to and whose initial phase (at t = 0) is .
The factors before each integral ensure that there is no net change in amplitude when one transforms from one domain to the other and back. A necessary and sufficient condition is that the product of the factors be . When they are chosen to be equal, the transform is referred to as unitary. A common non-unitary convention is shown here:
As a rule of thumb, mathematicians generally prefer the unitary transform (for symmetry reasons), engineers commonly use the non-unitary form (as a special case of the bilateral Laplace transform), and physicists use either convention depending on the application.
Yet another popular form is a transform to or from the domain of ordinary frequency, . In that case, the necessary product of the factors is just 1, so a unitary transform is the obvious choice:
This form is commonly used in applications related to signal processing and communications systems.
And variations of all three forms can be created by conjugating the complex-exponential kernel of both the forward and the reverse transform. The signs must be opposites. Other than that, the choice is (again) a matter of convention.
In many (but not all) applications of the CFT, the independent variable t represents time (with SI unit of seconds), while in mathematics this is rarely the case. In these situations, the transform variable ω represents the angular frequency (in radians per second), whereas f represents ordinary frequency (in hertz).
and the inverse is given by:
Note that the transform definitions are symmetric; they can be reversed by simply changing the signs of a and b.
The convention adopted in this article is . The choice of a and b is usually chosen so that it is geared towards the context in which the transform pairs are being used. The non-unitary convention above is . Another very common definition is which is often used in signal processing applications. In this case, the angular frequency becomes ordinary frequency f. If f (or ω) and t carry units, then their product must be dimensionless. For example, t may be in units of time, specifically seconds, and f (or ω) would be in hertz (or radian/s).
See also the "Table of important Fourier transforms" section below for other properties of the continuous Fourier transform.
Moreover,
Note that in this relation, refers to adjoint of the Fourier Transform operator.
In this case the definition usually appears as
Again one may also use this to define the continuous Fourier transform for compactly supported smooth funcitions, which are dense in Parseval's theorem then allows us to extend the definition of the Fourier transform to functions on by continuity.
Unfortunately, further extensions become more technical. One may use the Hausdorff-Young inequality inequality to define the Fourier transform for for . The Fourier transform of functions in for the range
where the asterisk * denotes complex conjugation. Therefore, the Fourier transformation yields an isometric automorphism of the Hilbert space L2(R).
The Plancherel theorem, a special case of the Parseval's theorem, states that
This function is related to Gaussian distributions, and in fact, is an eigenfunction of the Fourier transform operators. The Fourier transform also translates between smoothness and decay: if
This can be more quantitatively expressed as follows. Suppose
It follows from Parseval's theorem that F(ω) is also normalized. If we define the expected value of a function A(t) as:
and the expectation value of a function
and then define the variance of
and similarly for the variance of
The most famous practical example of this property is found in quantum mechanics. The momentum and position wave functions are Fourier transform pairs to within a factor of
The Fourier transform translates between convolution and multiplication of functions.
If
In the current normalization convention, this means that if
In LTI system theory, it is common to interpret
Conversely, if
In the current normalization convention, this means that if
In an analogous manner, it can be shown that if
then the Fourier transform of
where capital letters are again used to signify the Fourier transform.
where dx is an N-dimensional infinitesimal volume element in the space and the product in the exponential is the dot product. Thinking of the function
as tempered distributions .This yields the inverse transform:
| Signal | Fourier transform unitary, angular frequency | Fourier transform unitary, ordinary frequency | Remarks | |
|---|---|---|---|---|
| 1 | Linearity | |||
| 2 | Shift in time domain | |||
| 3 | Shift in frequency domain, dual of 2 | |||
| 4 | \frac{1}{ >a | \frac{1}{ >a | >a | |
| 5 | Duality property of the Fourier transform. Results from swapping "dummy" variables of | |||
| 6 | Generalized derivative property of the Fourier transform | |||
| 7 | This is the dual to 6 | |||
| 8 | ||||
| 9 | This is the dual of 8 |
| Signal | Fourier transform unitary, angular frequency | Fourier transform unitary, ordinary frequency | Remarks | |
|---|---|---|---|---|
| 10 | \frac{1}{ >a | The rectangular pulse and the normalized sinc function | ||
| 11 | \frac{1}{ >a | Dual of rule 10. The rectangular function is an idealized low-pass filter, and the sinc function is the non-causal impulse response of such a filter. | ||
| 12 | \frac{1}{ >a | tri is the triangular function | ||
| 13 | \frac{1}{ >a | Dual of rule 12. | ||
| 14 | Shows that the Gaussian function | |||
| e^{i a t^2} = \left. e^{-\alpha t^2}\right >_{\alpha = -i a} \, | common in optics | |||
| e^{-a >t | a>0 | |||
| \frac{1}{\sqrt{ >t | \frac{1}{\sqrt{ >\omega | \frac{1}{\sqrt{ >f | the transform is the function itself | |
| J0(t) is the Bessel function of first kind of order 0, rect is the rectangular function | ||||
| it's the generalization of the previous transform; Tn (t) is the Chebyshev polynomial of the first kind. | ||||
| Un (t) is the Chebyshev polynomial of the second kind |
| Signal | Fourier transform unitary, angular frequency | Fourier transform unitary, ordinary frequency | Remarks | |
|---|---|---|---|---|
| 15 | ||||
| 16 | Dual of rule 15. | |||
| 17 | This follows from and 3 and 15. | |||
| 18 | Follows from rules 1 and 17 using Euler's formula: | |||
| 19 | Also from 1 and 17. | |||
| 20 | Here, | |||
| 21 | Here | |||
| 22 | Generalization of rule 21. | |||
| 23 | The dual of rule 21. | |||
| 24 | Here | |||
| 25 | The Dirac comb — helpful for explaining or understanding the transition from continuous to discrete time. |
Fourier analysis | Integral transforms | Unitary operators
Kontinuierliche Fourier-Transformation | התמרת פורייה | การแปลงฟูริเยร์ต่อเนื่อง | Biến đổi Fourier liên tục | 连续傅里叶变换
This article is licensed under the GNU Free Documentation License.
It uses material from the
"Continuous Fourier transform".
Home Page • arts • business • computers • games • health • hospitals • home • kids & teens • news • physicians • recreation• reference • regional • science • shopping • society • sports • world