FOURIER TRANSFORMS
INTEGRAL TRANSFORMS
The integral transform 𝐹 𝑠 of a function 𝑓(𝑥) is defined as
𝐼 𝑓 𝑥 = 𝐹 𝑠 = 𝑎
𝑏
𝑓 𝑥 𝑘 𝑠, 𝑥 𝑑𝑥
Where 𝑘(𝑠, 𝑥) is called kernel of 𝑓(𝑥)
Examples:
1.Laplace Transform 𝑘(𝑠, 𝑥) = 𝑒−𝑠𝑥
𝐿 𝑓 𝑥 = 𝐹 𝑠 = 0
∞
𝑓 𝑥 𝑒−𝑠𝑥 𝑑𝑥
2.Fourier Transform 𝑘(𝑠, 𝑥) = 𝑒 𝑖𝑠𝑥
𝐹 𝑓 𝑥 = 𝐹 𝑠 =
1
2𝜋 −∞
∞
𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
3.Hankel Transform 𝑘(𝑠, 𝑥) = 𝑥𝐽 𝑛(𝑠, 𝑥)
𝐻 𝑓 𝑥 = 𝐹 𝑠 = 0
∞
𝑓 𝑥 𝑥𝐽 𝑛(𝑥) 𝑑𝑥
4.Millin Transform 𝑘 𝑠, 𝑥 = 𝑥 𝑠−1
𝑀 𝑓 𝑥 = 𝐹 𝑠 = 0
∞
𝑓 𝑥 𝑥 𝑠−1 𝑑𝑥
FOURIER INTEGRAL
THEOREM
If 𝑓(𝑥) is piece-wise continuously, differentiable and
absolutely integrable in (−∞, ∞)
Then 𝑓 𝑥 =
1
2𝜋 −∞
∞
−∞
∞
𝑓 𝑡 𝑒 𝑖𝑠 𝑥−𝑡 𝑑𝑡𝑑𝑠
Or 𝑓 𝑥 =
1
𝜋 0
∞
−∞
∞
𝑓 𝑡 cos 𝑠 𝑡 − 𝑥 𝑑𝑡𝑑𝑠
This is called Fourier integral theorem/Formula.
FOURIER TRANSFORM
If 𝑓(𝑥) is defined in(−∞, ∞), then the
Fourier Transform of 𝑓(𝑥) is given by
𝐹 𝑓 𝑥 = 𝐹 𝑠 =
1
2𝜋 −∞
∞
𝑓 𝑥 𝑒 𝑖𝑠𝑥
𝑑𝑥
INVERSE FOURIER
TRANSFORM
The inverse Fourier Transform of
𝐹 𝑠 is given by
𝑓 𝑥 =
1
2𝜋 −∞
∞
𝐹 𝑠 𝑒−𝑖𝑠𝑥
𝑑𝑠
Fourier Sine Transform
The Fourier Sine Transform is given by
𝐹𝑠 𝑓 𝑥 = 𝐹𝑠 𝑠 =
2
𝜋 0
∞
𝑓 𝑥 𝑠𝑖𝑛𝑠𝑥 𝑑𝑥
Inverse Fourier Sine Transform
The Inverse Fourier Sine Transform of 𝐹𝑠 𝑠 is given by
𝑓 𝑥 =
2
𝜋 0
∞
𝐹𝑠(𝑠)𝑠𝑖𝑛𝑠𝑥 𝑑𝑠
Fourier Cosine Transform
The Fourier Cosine Transform is given by
𝐹𝑐 𝑓 𝑥 = 𝐹𝑐 𝑠 =
2
𝜋 0
∞
𝑓 𝑥 𝑐𝑜𝑠𝑠𝑥 𝑑𝑥
Inverse Fourier Cosine Transform
The Inverse Fourier Cosine Transform of 𝐹𝑐 𝑠 is given
by
𝑓 𝑥 =
2
𝜋 0
∞
𝐹𝑐(𝑠)𝑐𝑜𝑠𝑠𝑥 𝑑𝑠
PROPERTIES OF FOURIER
TRANSFORMS1.Linearity Property
𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 𝑎𝑛𝑑 𝐹 𝑔 𝑥 = 𝐺 𝑠 , 𝑡ℎ𝑒𝑛 𝐹[𝑎𝑓(𝑥) + 𝑏𝑔(𝑥)] = 𝑎𝐹(𝑠) + 𝑏𝐺(𝑠)
2.Shifting Property
𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹[𝑓(𝑥 − 𝑎)] = 𝑒 𝑖𝑎𝑥
𝐹(𝑠)
3.If 𝐹 𝑠 =
1
2𝜋 −∞
∞
𝑓 𝑥 𝑒 𝑖𝑠𝑥
𝑑𝑥, then 𝐹 𝑒 𝑖𝑎𝑥
𝑓 𝑥 = 𝐹[𝑎 + 𝑠]
4.Change of scale Property
𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑓 𝑎𝑥 =
1
𝑎
𝐹(
𝑠
𝑎
), 𝑎 ≠ 0
5.𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑥 𝑛
𝑓 𝑥 = −1 𝑛 𝑑 𝑛
𝑑𝑠 𝑛 ( 𝐹 𝑠 )
6.𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 𝑎𝑛𝑑 𝑓 𝑥 ⟶ 0 𝑎𝑠 𝑥 ⟶ ±∞, 𝑡ℎ𝑒𝑛 𝐹 𝑓′
𝑥 = −𝑖𝑠𝐹(𝑠)
7.𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹[ 𝑎
𝑥
𝑓 𝑥 𝑑𝑥] =
𝐹 𝑥
−𝑖𝑠
8.𝐼𝑓 𝐹 𝑓 𝑥 = 𝑓 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑓 −𝑥 = 𝐹(−𝑠)
9.𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑓 𝑥 = 𝐹(−𝑠)
10.𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑓 −𝑥 = 𝐹(𝑠)
11.Modulation Property
𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑓 𝑥 𝑐𝑜𝑠𝑎𝑥 =
1
2
[𝐹 𝑠 − 𝑎 + 𝐹 𝑠 + 𝑎 ]
CONVOLUTION OF TWO
FUNCTIONS
The convolution of two functions 𝑓(𝑥)
and 𝑔(𝑥)
is defined by
𝑓 ∗ 𝑔 =
1
2𝜋 −∞
∞
𝑓 𝑡 𝑔 𝑡 − 𝑥 𝑑𝑡
Convolution Theorem
𝐹(𝑓 ∗ 𝑔) = 𝐹(𝑠). 𝐺(𝑠) where 𝑓 and 𝑔 are two
functions and 𝐹(𝑠) =
1
2𝜋 −∞
∞
𝑓 𝑥 𝑒 𝑖𝑠𝑥
𝑑𝑥
& 𝐺(𝑠) =
1
2𝜋 −∞
∞
𝑔 𝑥 𝑒 𝑖𝑠𝑥
𝑑𝑥
Parseval’s Identity
A function f(x) and its transform F(s) satisfy the
identity
−∞
∞
𝑓 𝑥 2
𝑑𝑥 = −∞
∞
𝐹 𝑠 2
𝑑𝑠
PROPERTIES OF FOURIER SINE AND
COSINE TRANSFORMS
1.(i). 𝐹𝑠 𝑎𝑓 𝑥 + 𝑏𝑔 𝑥 = 𝑎𝐹𝑠 𝑓 𝑥 + 𝑏𝐹𝑠[𝑔 𝑥 ]
(ii) 𝐹𝑐 𝑎𝑓 𝑥 + 𝑏𝑔 𝑥 = 𝑎𝐹𝑐 𝑓 𝑥 + 𝑏𝐹𝑐[𝑔 𝑥 ]
2.(i). 𝐹𝑠 𝑓 𝑥 𝑐𝑜𝑠𝑎𝑥 =
1
2
[𝐹𝑠 𝑠 + 𝑎 + 𝐹𝑠 (𝑠 − 𝑎)]
(ii) 𝐹𝑐 𝑓 𝑥 𝑐𝑜𝑠𝑎𝑥 =
1
2
[𝐹𝑐 𝑠 + 𝑎 + 𝐹𝑐 𝑠 − 𝑎 ]
3.(i). 𝐹𝑠 𝑓 𝑥 𝑠𝑖𝑛𝑎𝑥 =
1
2
[𝐹𝑐 𝑠 − 𝑎 − 𝐹𝑐 (𝑠 + 𝑎)]
(ii) 𝐹𝑐 𝑓 𝑥 𝑠𝑖𝑛𝑎𝑥 =
1
2
[𝐹𝑠 𝑠 + 𝑎 − 𝐹𝑠 𝑠 − 𝑎 ]
4.(i). 𝐹𝑠 𝑓 𝑎𝑥 =
1
𝑎
𝐹𝑠
𝑠
𝑎
(ii) 𝐹𝑐 𝑓 𝑎𝑥 =
1
𝑎
𝐹𝑐
𝑠
𝑎
5.(i). 𝐹𝑠 𝑓′ 𝑥 = −𝑠𝐹𝑐 𝑠 , 𝑖𝑓 𝑓 𝑥 ⟶ 0𝑎𝑠 𝑥 ⟶ ∞
(ii) 𝐹𝑐 𝑓′ 𝑥 =
−
2
𝜋
𝑓 0 + 𝑠𝐹𝑠 𝑠 , 𝑖𝑓 𝑓 𝑥 ⟶ 0𝑎𝑠 𝑥 ⟶ ∞
6.(i). 𝐹𝑠 𝑓′′ 𝑥 =
2
𝜋
𝑠𝑓 0 − 𝑠2
𝐹𝑠 𝑠 , 𝑖𝑓 𝑓 𝑥 &𝑓′(𝑥) ⟶ 0𝑎𝑠 𝑥 ⟶ ∞
(ii) 𝐹𝑐 𝑓′′ 𝑥 =
−
2
𝜋
𝑓′ 0
− 𝑠2
𝐹𝑐 𝑠 , 𝑖𝑓 𝑓 𝑥 &𝑓′(𝑥) ⟶ 0𝑎𝑠 𝑥 ⟶ ∞
7.(i). 𝐹𝑠 𝑥𝑓 𝑥 = −
𝑑
𝑑𝑠
(𝐹𝑐 𝑓 𝑥 )
(ii) 𝐹𝑐 𝑥𝑓 𝑥 = −
𝑑
𝑑𝑠
(𝐹𝑠 𝑓 𝑥 )
IDENTITIES
𝟎
∞
𝑭 𝒔 𝒔 𝑮 𝒔 𝒔 𝒅𝒔 = 𝟎
∞
𝒇 𝒙 𝒈 𝒙 𝒅𝒙
𝟎
∞
𝑭 𝒄 𝒔 𝑮 𝒄 𝒔 𝒅𝒔 = 𝟎
∞
𝒇 𝒙 𝒈 𝒙 𝒅𝒙
Parseval’s Identity
𝟎
∞
𝑭 𝒔 𝒔 𝟐 𝒅𝒔 = 𝟎
∞
𝑭 𝒄 𝒔 𝟐 𝒅𝒔 = 𝟎
∞
𝒇 𝒙 𝟐 𝒅𝒙

Fourier transforms

  • 1.
  • 2.
    INTEGRAL TRANSFORMS The integraltransform 𝐹 𝑠 of a function 𝑓(𝑥) is defined as 𝐼 𝑓 𝑥 = 𝐹 𝑠 = 𝑎 𝑏 𝑓 𝑥 𝑘 𝑠, 𝑥 𝑑𝑥 Where 𝑘(𝑠, 𝑥) is called kernel of 𝑓(𝑥) Examples: 1.Laplace Transform 𝑘(𝑠, 𝑥) = 𝑒−𝑠𝑥 𝐿 𝑓 𝑥 = 𝐹 𝑠 = 0 ∞ 𝑓 𝑥 𝑒−𝑠𝑥 𝑑𝑥 2.Fourier Transform 𝑘(𝑠, 𝑥) = 𝑒 𝑖𝑠𝑥 𝐹 𝑓 𝑥 = 𝐹 𝑠 = 1 2𝜋 −∞ ∞ 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 3.Hankel Transform 𝑘(𝑠, 𝑥) = 𝑥𝐽 𝑛(𝑠, 𝑥) 𝐻 𝑓 𝑥 = 𝐹 𝑠 = 0 ∞ 𝑓 𝑥 𝑥𝐽 𝑛(𝑥) 𝑑𝑥 4.Millin Transform 𝑘 𝑠, 𝑥 = 𝑥 𝑠−1 𝑀 𝑓 𝑥 = 𝐹 𝑠 = 0 ∞ 𝑓 𝑥 𝑥 𝑠−1 𝑑𝑥
  • 3.
    FOURIER INTEGRAL THEOREM If 𝑓(𝑥)is piece-wise continuously, differentiable and absolutely integrable in (−∞, ∞) Then 𝑓 𝑥 = 1 2𝜋 −∞ ∞ −∞ ∞ 𝑓 𝑡 𝑒 𝑖𝑠 𝑥−𝑡 𝑑𝑡𝑑𝑠 Or 𝑓 𝑥 = 1 𝜋 0 ∞ −∞ ∞ 𝑓 𝑡 cos 𝑠 𝑡 − 𝑥 𝑑𝑡𝑑𝑠 This is called Fourier integral theorem/Formula.
  • 4.
    FOURIER TRANSFORM If 𝑓(𝑥)is defined in(−∞, ∞), then the Fourier Transform of 𝑓(𝑥) is given by 𝐹 𝑓 𝑥 = 𝐹 𝑠 = 1 2𝜋 −∞ ∞ 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
  • 5.
    INVERSE FOURIER TRANSFORM The inverseFourier Transform of 𝐹 𝑠 is given by 𝑓 𝑥 = 1 2𝜋 −∞ ∞ 𝐹 𝑠 𝑒−𝑖𝑠𝑥 𝑑𝑠
  • 6.
    Fourier Sine Transform TheFourier Sine Transform is given by 𝐹𝑠 𝑓 𝑥 = 𝐹𝑠 𝑠 = 2 𝜋 0 ∞ 𝑓 𝑥 𝑠𝑖𝑛𝑠𝑥 𝑑𝑥 Inverse Fourier Sine Transform The Inverse Fourier Sine Transform of 𝐹𝑠 𝑠 is given by 𝑓 𝑥 = 2 𝜋 0 ∞ 𝐹𝑠(𝑠)𝑠𝑖𝑛𝑠𝑥 𝑑𝑠 Fourier Cosine Transform The Fourier Cosine Transform is given by 𝐹𝑐 𝑓 𝑥 = 𝐹𝑐 𝑠 = 2 𝜋 0 ∞ 𝑓 𝑥 𝑐𝑜𝑠𝑠𝑥 𝑑𝑥 Inverse Fourier Cosine Transform The Inverse Fourier Cosine Transform of 𝐹𝑐 𝑠 is given by 𝑓 𝑥 = 2 𝜋 0 ∞ 𝐹𝑐(𝑠)𝑐𝑜𝑠𝑠𝑥 𝑑𝑠
  • 7.
    PROPERTIES OF FOURIER TRANSFORMS1.LinearityProperty 𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 𝑎𝑛𝑑 𝐹 𝑔 𝑥 = 𝐺 𝑠 , 𝑡ℎ𝑒𝑛 𝐹[𝑎𝑓(𝑥) + 𝑏𝑔(𝑥)] = 𝑎𝐹(𝑠) + 𝑏𝐺(𝑠) 2.Shifting Property 𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹[𝑓(𝑥 − 𝑎)] = 𝑒 𝑖𝑎𝑥 𝐹(𝑠) 3.If 𝐹 𝑠 = 1 2𝜋 −∞ ∞ 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥, then 𝐹 𝑒 𝑖𝑎𝑥 𝑓 𝑥 = 𝐹[𝑎 + 𝑠] 4.Change of scale Property 𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑓 𝑎𝑥 = 1 𝑎 𝐹( 𝑠 𝑎 ), 𝑎 ≠ 0 5.𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑥 𝑛 𝑓 𝑥 = −1 𝑛 𝑑 𝑛 𝑑𝑠 𝑛 ( 𝐹 𝑠 ) 6.𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 𝑎𝑛𝑑 𝑓 𝑥 ⟶ 0 𝑎𝑠 𝑥 ⟶ ±∞, 𝑡ℎ𝑒𝑛 𝐹 𝑓′ 𝑥 = −𝑖𝑠𝐹(𝑠) 7.𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹[ 𝑎 𝑥 𝑓 𝑥 𝑑𝑥] = 𝐹 𝑥 −𝑖𝑠 8.𝐼𝑓 𝐹 𝑓 𝑥 = 𝑓 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑓 −𝑥 = 𝐹(−𝑠) 9.𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑓 𝑥 = 𝐹(−𝑠) 10.𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑓 −𝑥 = 𝐹(𝑠) 11.Modulation Property 𝐼𝑓 𝐹 𝑓 𝑥 = 𝐹 𝑠 , 𝑡ℎ𝑒𝑛 𝐹 𝑓 𝑥 𝑐𝑜𝑠𝑎𝑥 = 1 2 [𝐹 𝑠 − 𝑎 + 𝐹 𝑠 + 𝑎 ]
  • 8.
    CONVOLUTION OF TWO FUNCTIONS Theconvolution of two functions 𝑓(𝑥) and 𝑔(𝑥) is defined by 𝑓 ∗ 𝑔 = 1 2𝜋 −∞ ∞ 𝑓 𝑡 𝑔 𝑡 − 𝑥 𝑑𝑡
  • 9.
    Convolution Theorem 𝐹(𝑓 ∗𝑔) = 𝐹(𝑠). 𝐺(𝑠) where 𝑓 and 𝑔 are two functions and 𝐹(𝑠) = 1 2𝜋 −∞ ∞ 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 & 𝐺(𝑠) = 1 2𝜋 −∞ ∞ 𝑔 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 Parseval’s Identity A function f(x) and its transform F(s) satisfy the identity −∞ ∞ 𝑓 𝑥 2 𝑑𝑥 = −∞ ∞ 𝐹 𝑠 2 𝑑𝑠
  • 10.
    PROPERTIES OF FOURIERSINE AND COSINE TRANSFORMS 1.(i). 𝐹𝑠 𝑎𝑓 𝑥 + 𝑏𝑔 𝑥 = 𝑎𝐹𝑠 𝑓 𝑥 + 𝑏𝐹𝑠[𝑔 𝑥 ] (ii) 𝐹𝑐 𝑎𝑓 𝑥 + 𝑏𝑔 𝑥 = 𝑎𝐹𝑐 𝑓 𝑥 + 𝑏𝐹𝑐[𝑔 𝑥 ] 2.(i). 𝐹𝑠 𝑓 𝑥 𝑐𝑜𝑠𝑎𝑥 = 1 2 [𝐹𝑠 𝑠 + 𝑎 + 𝐹𝑠 (𝑠 − 𝑎)] (ii) 𝐹𝑐 𝑓 𝑥 𝑐𝑜𝑠𝑎𝑥 = 1 2 [𝐹𝑐 𝑠 + 𝑎 + 𝐹𝑐 𝑠 − 𝑎 ] 3.(i). 𝐹𝑠 𝑓 𝑥 𝑠𝑖𝑛𝑎𝑥 = 1 2 [𝐹𝑐 𝑠 − 𝑎 − 𝐹𝑐 (𝑠 + 𝑎)] (ii) 𝐹𝑐 𝑓 𝑥 𝑠𝑖𝑛𝑎𝑥 = 1 2 [𝐹𝑠 𝑠 + 𝑎 − 𝐹𝑠 𝑠 − 𝑎 ] 4.(i). 𝐹𝑠 𝑓 𝑎𝑥 = 1 𝑎 𝐹𝑠 𝑠 𝑎 (ii) 𝐹𝑐 𝑓 𝑎𝑥 = 1 𝑎 𝐹𝑐 𝑠 𝑎 5.(i). 𝐹𝑠 𝑓′ 𝑥 = −𝑠𝐹𝑐 𝑠 , 𝑖𝑓 𝑓 𝑥 ⟶ 0𝑎𝑠 𝑥 ⟶ ∞ (ii) 𝐹𝑐 𝑓′ 𝑥 = − 2 𝜋 𝑓 0 + 𝑠𝐹𝑠 𝑠 , 𝑖𝑓 𝑓 𝑥 ⟶ 0𝑎𝑠 𝑥 ⟶ ∞ 6.(i). 𝐹𝑠 𝑓′′ 𝑥 = 2 𝜋 𝑠𝑓 0 − 𝑠2 𝐹𝑠 𝑠 , 𝑖𝑓 𝑓 𝑥 &𝑓′(𝑥) ⟶ 0𝑎𝑠 𝑥 ⟶ ∞ (ii) 𝐹𝑐 𝑓′′ 𝑥 = − 2 𝜋 𝑓′ 0 − 𝑠2 𝐹𝑐 𝑠 , 𝑖𝑓 𝑓 𝑥 &𝑓′(𝑥) ⟶ 0𝑎𝑠 𝑥 ⟶ ∞ 7.(i). 𝐹𝑠 𝑥𝑓 𝑥 = − 𝑑 𝑑𝑠 (𝐹𝑐 𝑓 𝑥 ) (ii) 𝐹𝑐 𝑥𝑓 𝑥 = − 𝑑 𝑑𝑠 (𝐹𝑠 𝑓 𝑥 )
  • 11.
    IDENTITIES 𝟎 ∞ 𝑭 𝒔 𝒔𝑮 𝒔 𝒔 𝒅𝒔 = 𝟎 ∞ 𝒇 𝒙 𝒈 𝒙 𝒅𝒙 𝟎 ∞ 𝑭 𝒄 𝒔 𝑮 𝒄 𝒔 𝒅𝒔 = 𝟎 ∞ 𝒇 𝒙 𝒈 𝒙 𝒅𝒙 Parseval’s Identity 𝟎 ∞ 𝑭 𝒔 𝒔 𝟐 𝒅𝒔 = 𝟎 ∞ 𝑭 𝒄 𝒔 𝟐 𝒅𝒔 = 𝟎 ∞ 𝒇 𝒙 𝟐 𝒅𝒙