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1
f (t )
2
F ( ) exp(i t ) d
F ( )
f (t ) exp(i t ) dt
Time
It will be nice if our measure also tells us when each frequency occurs.
Fourier was
obsessed with the
physics of heat and
developed the
Fourier series and
transform to model
heat-flow problems.
Fourier
decomposing
functions
Here, we write a
square wave as
a sum of sine waves.
E ( x) [ f ( x) f ( x)] / 2
O(x)=O(x)
O ( x) [ f ( x) f ( x)] / 2
f ( x) E ( x) O( x)
1
f(t)
cos(mt)
m 0
m,n
1 if m n
0 if m n
f (t )
Fm cos(mt )
m0
To find Fm, multiply each side by cos(mt), where m is another integer, and integrate:
But:
So:
f (t) cos(m' t) dt
m0
f (t ) cos(m ' t ) dt
Fm cos(mt) cos(m' t) dt
if m m '
m,m '
0 if m m '
Fm m,m '
m0
Fm
f (t ) cos(mt ) dt
yields the
coefficients for
any f(t)!
f (t)
Fmsin(mt)
m 0
where well only worry about the function f(t) over the interval (,).
f (t)
Fmsin(mt)
m 0
To find Fm, multiply each side by sin(mt), where m is another integer, and integrate:
But:
So:
f (t ) sin( m ' t ) dt
m 0
if m m '
sin(mt ) sin( m ' t ) dt
m,m '
0 if m m '
1
f (t ) sin(m ' t ) dt only the
Fm m m=,mm' term contributes
m 0
thef (coefficients
F
t ) sin( mt ) dt
m yields
Fourier Series
So if f(t) is a general function, neither even nor odd, it can be
written:
1
f (t )
m 0
1
Fm cos(mt )
even component
m 0
Fm sin(mt )
odd component
where
Fm
f (t) cos(mt) dt
and
Fm
f (t) sin(mt) dt
Fm vs. m
.5
10
25
15
20
30
m
We really need two such plots, one for the cosine series and another
for the sine series.
F(m)
m
Again, we really need two such plots, one for the cosine series and
another for the sine series.
F(m)FmiFm=
f (t) cos(mt) dt i
f (t) sin(mt) dt
Lets now allow f(t) to range from to so well have to integrate from
to , and lets redefine m to be the frequency, which well now call :
F ( )
f (t ) exp(i t ) dt
The Fourier
Transform
1
f (t )
m0
1
Fm cos( mt )
Fm' sin(mt )
m0
1
f (t )
2
F ( ) exp(i t ) d
Inverse
Fourier
Transform
F ( )
f (t ) exp(it ) dt
FourierTransform
f (t )
1
2
F ( ) exp(it ) d
f(t) F()
If the function is labeled by an upper-case letter, such as E, we can
write:
( )
E (t ) F {E (t )} or: E (t ) E%
The Spectrum
F {E (t )}
1/ 2
exp(it )dt
1/ 2
1
[exp(it )]1/1/2 2
i
1
[exp(i / 2) exp(i
i
exp(i / 2) exp( i
2i
sin(
F ( sinc(
F()
Imaginary
Component = 0
transform of a rectangle
function.
exp([a i t ) 0
[exp() exp(0)]
a i
a i
1
[0 1]
a i
1
a i
1
F ( i
ia
A complex Lorentzian!
f (t ) dt
F ( )
Expanding further:
= 0 if Re or Im{f(t)} is odd
F ( )
Re{ f (t )} cos( t ) dt
= 0 if Re or Im{f(t)} is even
Im{ f (t )} sin( t) dt
Re{F( )}
Re{ f (t )} sin( t) dt
Im{F( )}
Im{ f (t )} cos( t ) dt i
Even functions of
Odd functions of