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F ( )
f (t ) exp(i t ) dt f (t )
1
2
F ( ) exp (i t ) d
What do we hope to achieve with the
Fourier transform?
Time
It will be nice if our measure also tells us when each frequency occurs.
We desire a measure of the frequencies present in a wave. This will
lead to a definition of the term, the spectrum.
Anharmonic waves are sums of sinusoids.
Consider the sum of two sine waves (i.e., harmonic waves)
of different frequencies:
sin(3t)
Here, we write a square wave
as a sum of sine waves.
f(x)
f ( x) E ( x) O( x)
x
Fourier cosine series
Because cos(mt) is an even function (for all m), we can write an even
function, f(t), as:
1
f(t) F m cos(mt)
m 0
And where well only worry about the function f(t) over the interval
(,).
The Kronecker delta function
1 if m n
m,n
0 if m n
m,n
2
1
~ n
-5 -4 -3 -2 -1 0 1 2 3 4 ~
m
Finding the coefficients, Fm, in a Fourier cosine series
1
Fourier Cosine Series: f (t ) F cos(mt )
m0
m
To find Fm: Multiply each side by cos(mt), where m is another integer, and integrate:
f (t ) cos(m ' t ) dt F
1
cos(mt ) cos(m ' t ) dt
m0
m
if m m '
But:
cos(mt ) cos(m ' t ) dt
0 if m m '
m,m '
F
1
So: f (t ) cos(m ' t ) dt only the m = m term contributes
m0
m m,m '
Fm
f (t ) cos(mt ) dt yields the
coefficients for
any f(t)!
Fourier sine series
1
f (t) Fmsin( mt)
m 0
where well only worry about the function f(t) over the interval (
,).
Finding the coefficients, Fm , in a Fourier sine series
1
Fourier Sine Series: f (t ) F sin(mt )
m0
m
To find Fm: multiply each side by sin(mt), where m is another integer, and integrate:
1
f (t ) sin(m ' t ) dt F sin(mt ) sin(m ' t ) dt
m
m 0
But:
if m m '
sin(mt ) sin(m ' t ) dt
0 if m m '
m,m '
So:
1
f (t ) sin(m ' t ) dt F only the m = m term contributes
m m,m '
m 0
1 1
f (t )
m 0
Fm cos(mt )
m 0
Fm sin(mt )
where
Fm
f (t) cos(mt) dt and Fm
f (t) sin( mt) dt
We can plot the coefficients of a Fourier series
Fm vs. m
.5
0 5 10 25
15 20 30
m
We really need two such plots, one for the cosine series and another
for the sine series.
Discrete Fourier series vs. the
continuous Fourier transform
1
Fm vs. m
Let the integer
m become a F(m)
real number
and let the
coefficients,
Fm, become a
function F(m).
0 20 30
10
m
Again, we really need two such plots, one for the cosine series and
another for the sine series.
The Fourier transform
Consider the Fourier coefficients. Lets define a function F(m) that
incorporates both cosine and sine series coefficients, with the sine
series distinguished by making it the imaginary component:
F(m) Fm i Fm =
f (t ) cos(mt ) dt i
f (t ) sin(mt ) dt
The Fourier
F ( ) f (t ) exp (i t ) dt
Transform
1 1
f (t ) Fm cos(mt ) F sin(mt )
m0
m0
m
Inverse
1
f (t ) F ( ) exp(i t ) d Fourier
2 Transform
The Fourier transform and its inverse
F ( )
f (t) exp(it) dt
Fourier Transform
F () exp(it ) d
1
f (t ) Inverse Fourier Transform
2
E (t ) F {E (t )} or: E (t ) E ( )
2
S ( ) F {E (t )}
1 1
exp([a i t ) 0 [exp() exp(0)] Exercise Time
a i a i
1 1
[0 1]
a i a i F() Real part
Imaginary
1
F ( i part
ia
A complex Lorentzian!
Example: the Fourier transform of a
rectangle function, rect(t)
1/ 2 1
1
F ( ) exp(it )dt [exp(it )]1/1/2 2 rect(t)
1/ 2
i
1
[exp(i / 2) exp(i -.5 0 .5 t
i
exp(i / 2) exp(i Exercise Time
2i
sinc()
sin(
F ( sinc( zeros at
= 2n
(n 0)
The sinc function is
important in optics and
many other fields.
Example: the Fourier transform of a
Gaussian, exp(-at2), is itself!
F {exp(at 2 )} ) exp(it ) dt
2
exp( at
exp( 2 / 4a)
Exercise Time
0 t 0
The Dirac delta function
Unlike the Kronecker delta-function, which is a function of two
integers, the Dirac delta function is a function of a real variable, t.
(x-y)
(t)
if t 0
(t )
0 if t 0
y0 xt
if x y
To see that the Dirac delta
function is like the
( x y)
0 if x y
Kronecker delta function,
we can also write:
if t 0
The Dirac delta function (t )
0 if t 0
Its more rigorous to think of the delta function as the limit of a
series of peaked continuous functions:
fm(t) = m exp[-(mt)2]/
(t)
f3(t)
f2(t)
f1(t)
t
0
(t ) dt 1
0 t
(t a) f (t ) dt (t a) f (a) dt f (a)
exp(it ) dt 2 (
exp[i( )t ]
dt 2 (
The Fourier transform of (t) is 1. Represents
an ideal SHO
(t)
0 t
And the Fourier Transform of 1 is ():
1 exp(it ) dt 2 (
()
t 0
The Fourier transform of exp(i0 t)
F exp(i0 t )
exp(i0 t ) exp(i t ) dt
exp(i [ 0 ] t ) dt 2 ( 0 )
Exercise Time
exp(i0t)
F {exp(i0t)}
Im t
0
Re
t 0 0
0
F cos(0t )
cos(0t ) exp(i t ) dt Exercise Time
1
exp(i 0 t ) exp(i 0 t ) exp(i t ) dt
2
exp(i [ ]t ) dt exp(i [ ]t ) dt
1 1
0 0
2 2
( 0 ) ( 0 )
cos(0t) F {cos(0t )}
t
0
0 0 0
Fourier transform symmetry properties
Expanding the Fourier transform of a function, f(t):
F ( )
[Re{ f (t )} i Im{ f (t )}] [cos( t ) i sin( t )] dt
f (t ) dt