Complex Fourier

15
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Transcript of Complex Fourier

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Fourier Transforms

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Fourier series

To go from f(  ) to f(t ) substitute

To deal with the first basis vector being of

length 2 instead of , rewrite as

t t T 

  0

2     

)sin()cos()( 00

0

t nbt nat  f   n

n

n       

)sin()cos(2)( 001

0

t nbt na

a

t  f   nn

n         

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Fourier series

The coefficients become

dt t k t  f  T 

a

T t 

k   

0

0

)cos()(2

dt t k t  f  T 

b

T t 

k   

0

0

)sin()(20 

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Fourier series

Alternate forms

where

))(cos(2

))sin()tan()(cos(2

))sin()(cos(2

)(

0

1

0

00

1

0

00

1

0

n

n

n

n

n

n

n

n

n

n

t nca

t nt naa

t na

bt na

at  f  

  

   

  

 

  

   

n

nnnnn

a

bbac   122 tanand    

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Complex exponential notation

Euler’s formula  )sin()cos(   xi xeix

Phasor notation:

 

  

 

 x

 y

iy xiy x

 z  z 

 y x z 

e z iy x   i

1

22

tanand

))((

where

 

 

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Euler’s formula 

Taylor series expansions

Even function ( f( x) = f(- x) )

Odd function ( f( x) = -f(- x) )

...!4!3!2

1432

  x x x

 xe x

...!8!6!4!2

1)cos(

8642

  x x x x x

...

!9!7!5!3

)sin(9753

  x x x x

 x x

)sin()cos(

...!7!6!5!4!3!2

1765432

 xi x

ix xix xix xixeix

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Complex exponential form

Consider the expression

So

Since an and b

n are real, we can let

and get

)sin()()cos()(

)sin()cos()(

00

0

000

t n F  F it n F  F 

t niF t n F e F t  f  

nnn

n

n

n

n

n

n

t in

n

  

   

)(and nnnnnn   F  F ib F  F a  

nn  F  F   

2)Im(and

2)Re(

)Im(2and)Re(2

nn

nn

nnnn

b F 

a F 

 F b F a

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Complex exponential form

Thus

So you could also write

nin

T t 

t in

T t 

T t 

T t 

n

e F 

dt et  f  T 

dt t nidt t nt  f  T 

dt t nt  f  idt t nt  f  T 

 F 

 

 

  

  

 

 

 

 

0

0

0

0

0

0

0

0

0

)(1

))sin())(cos((1

)sin()()cos()(1

00

00

n

t ni

nne F t  f  

  )( 0)(    

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Fourier transform

We now have

Let’s not use just discrete frequencies, n 0 ,we’ll allow them to vary continuously too 

We’ll get there by setting t 0=-T/2 and takinglimits as T  and n approach  

n

t inne F t  f     0)(    

dt et  f  T 

 F 

T t 

t in

n  

0

0

0)(1    

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Fourier transform

dt et  f  T 

e

dt et  f  T ee F t  f  

t T 

inT 

T n

t T 

in

t in

T n

t in

n

t in

n

  

   

 

   22/

2/

2

2/

2/

)(2

12

)(

1

)(  000

   d T T 

  

  

2lim      

d nnlim

   

   

  

 

  

  

d  F e

d dt et  f  e

dt et  f  d et  f  

t i

t it i

t it i

)(2

1

)(2

1

2

1

)(2

1)(

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Fourier transform

So we have (unitary form, angular frequency)

Alternatives (Laplace form, angular frequency)

   

 

  

 

 

d e F t  f   F 

dt et  f   F t  f  

t i

t i

)(2

1)())((

)(2

1)())((

1-

F

F

   

 

 

 

 

d e F t  f   F 

dt et  f   F t  f  

t i

t i

)(2

1)())((

)()())((

1-F

F

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Fourier transform

Ordinary frequency   2

   

 

 

 

d e F t  f   F 

dt et  f   F t  f  

t i

t i

)()())((

)()())((

1-F

F

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Fourier transform

Some sufficient conditions for applicationDirichlet conditions

 f(t) has finite maxima and minima within any finite interval f(t) has finite number of discontinuities within any finite

interval

Square integrable functions (L2 space)

Tempered distributions, like Dirac delta

dt t  f    )(

dt t  f    2

)]([

  

2

1))((   t F

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Fourier transform

Complex form –  orthonormal basis functions forspace of tempered distributions

)(

22  21

21

   

  

  

  dt ee  t it i

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University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don Fussell

Convolution theorem

Theorem

Proof (1)

)(*)()(

)()()*(

)(*)()(

)()()*(

G F  FG

G F G F 

 g  f   fg 

 g  f   g  f  

1-1-1-

1-1-1-

FFF

FFF

FFF

FFF

)()(

'')''(')'(

)'(')'(

')'()'()*(

'''

)'('

 g  f  

dt et  g dt et  f  

dt et t  g dt et  f  

dt dt et t  g t  f   g  f  

t it i

t t it i

t i

FF

F