Fourier Transform

6/8/2016
FouriertransformWikipedia,thefreeencyclopedia
Fouriertransform
FromWikipedia,thefreeencyclopedia
TheFouriertransformdecomposesafunctionoftime(asignal)intothefrequencies
thatmakeitup,inawaysimilartohowamusicalchordcanbeexpressedasthe
amplitude(orloudness)ofitsconstituentnotes.TheFouriertransformofafunctionof
timeitselfisacomplexvaluedfunctionoffrequency,whoseabsolutevaluerepresents
theamountofthatfrequencypresentintheoriginalfunction,andwhosecomplex
argumentisthephaseoffsetofthebasicsinusoidinthatfrequency.TheFourier
transformiscalledthefrequencydomainrepresentationoftheoriginalsignal.The
termFouriertransformreferstoboththefrequencydomainrepresentationandthe
mathematicaloperationthatassociatesthefrequencydomainrepresentationtoa
functionoftime.TheFouriertransformisnotlimitedtofunctionsoftime,butinorder
tohaveaunifiedlanguage,thedomainoftheoriginalfunctioniscommonlyreferredto Asinusoidalcurve,with
peakamplitude(1).
asthetimedomain.Formanyfunctionsofpracticalinterestonecandefinean
operationthatreversesthis:theinverseFouriertransformation,alsocalledFourier
synthesis,ofafrequencydomainrepresentationcombinesthecontributionsofallthe
differentfrequenciestorecovertheoriginalfunctionoftime.
Linearoperationsperformedinonedomain(timeorfrequency)havecorresponding
operationsintheotherdomain,whicharesometimeseasiertoperform.Theoperationof
differentiationinthetimedomaincorrespondstomultiplicationbythefrequency,[note1]so
somedifferentialequationsareeasiertoanalyzeinthefrequencydomain.Also,
convolutioninthetimedomaincorrespondstoordinarymultiplicationinthefrequency
domain.Concretely,thismeansthatanylineartimeinvariantsystem,suchasafilter
appliedtoasignal,canbeexpressedrelativelysimplyasanoperationon
frequencies.[note2]Afterperformingthedesiredoperations,transformationoftheresultcan
bemadebacktothetimedomain.Harmonicanalysisisthesystematicstudyofthe
relationshipbetweenthefrequencyandtimedomains,includingthekindsoffunctionsor
operationsthatare"simpler"inoneortheother,andhasdeepconnectionstoalmostall
areasofmodernmathematics.
FunctionsthatarelocalizedinthetimedomainhaveFouriertransformsthatarespreadout
acrossthefrequencydomainandviceversa,aphenomenonknownastheuncertainty
principle.ThecriticalcaseforthisprincipleistheGaussianfunction,ofsubstantial
importanceinprobabilitytheoryandstatisticsaswellasinthestudyofphysical
phenomenaexhibitingnormaldistribution(e.g.,diffusion).TheFouriertransformofa
GaussianfunctionisanotherGaussianfunction.JosephFourierintroducedthetransformin
hisstudyofheattransfer,whereGaussianfunctionsappearassolutionsoftheheat
equation.
Illustrationofphaseshift
.
Inthefirstrowisthegraphoftheunitpulse
function
anditsFouriertransform
,a
functionoffrequency .Translation(thatis,delay)
inthetimedomaingoesovertocomplexphase
shiftsinthefrequencydomain.Inthesecondrowis
shown
,adelayedunitpulse,besidethereal
andimaginarypartsoftheFouriertransform.The
Fouriertransformdecomposesafunctioninto
eigenfunctionsforthegroupoftranslations.
Fouriertransforms
ContinuousFouriertransform
TheFouriertransformcanbeformallydefinedasanimproperRiemannintegral,makingitanintegral
transform,althoughthisdefinitionisnotsuitableformanyapplicationsrequiringamoresophisticated
Fourierseries
integrationtheory.[note3]Forexample,manyrelativelysimpleapplicationsusetheDiracdeltafunction,
DiscretetimeFouriertransform
whichcanbetreatedformallyasifitwereafunction,butthejustificationrequiresamathematically
DiscreteFouriertransform
moresophisticatedviewpoint.[1]TheFouriertransformcanalsobegeneralizedtofunctionsofseveral
DiscreteFouriertransformoveraring
variablesonEuclideanspace,sendingafunctionof3dimensionalspacetoafunctionof3dimensional
momentum(orafunctionofspaceandtimetoafunctionof4momentum).Thisideamakesthespatial
Fourieranalysis
Fouriertransformverynaturalinthestudyofwaves,aswellasinquantummechanics,whereitis
Relatedtransforms
importanttobeabletorepresentwavesolutionsasfunctionsofeitherspaceormomentumand
sometimesboth.Ingeneral,functionstowhichFouriermethodsareapplicablearecomplexvalued,and
possiblyvectorvalued.[2]Stillfurthergeneralizationispossibletofunctionsongroups,which,besidestheoriginalFouriertransformonor
n(viewedasgroupsunderaddition),notablyincludesthediscretetimeFouriertransform(DTFT,group=),thediscreteFouriertransform
(DFT,group=modN)andtheFourierseriesorcircularFouriertransform(group=S1,theunitcircleclosedfiniteintervalwith
endpointsidentified).Thelatterisroutinelyemployedtohandleperiodicfunctions.ThefastFouriertransform(FFT)isanalgorithmfor
computingtheDFT.
Contents
1 Definition
https://en.wikipedia.org/wiki/Fourier_transform
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2
3
4
5
History
Introduction
Example
PropertiesoftheFouriertransform
5.1 Basicproperties
5.2 Invertibilityandperiodicity
5.3 UnitsandDuality
5.4 UniformcontinuityandtheRiemannLebesguelemma
5.5 PlanchereltheoremandParseval'stheorem
5.6 Poissonsummationformula
5.7 Differentiation
5.8 Convolutiontheorem
5.9 Crosscorrelationtheorem
5.10 Eigenfunctions
5.11 ConnectionwiththeHeisenberggroup
6 Complexdomain
6.1 Laplacetransform
6.2 Inversion
7 FouriertransformonEuclideanspace
7.1 Uncertaintyprinciple
7.2 Sineandcosinetransforms
7.3 Sphericalharmonics
7.4 Restrictionproblems
8 Fouriertransformonfunctionspaces
8.1 OnLpspaces
8.2 Tempereddistributions
9 Generalizations
9.1 FourierStieltjestransform
9.2 Locallycompactabeliangroups
9.3 Gelfandtransform
9.4 Compactnonabeliangroups
10 Alternatives
11 Applications
11.1 Analysisofdifferentialequations
11.2 Fouriertransformspectroscopy
11.3 Quantummechanics
11.4 Signalprocessing
12 Othernotations
13 Otherconventions
14 ComputationMethods
14.1 Numericalintegrationofclosedformfunctions
14.2 Numericalintegrationofaseriesoforderedpairs
14.3 DiscreteFourierTransformsandFastFourierTransforms
15 TablesofimportantFouriertransforms
15.1 Functionalrelationships
15.2 Squareintegrablefunctions
15.3 Distributions
15.4 Twodimensionalfunctions
15.5 Formulasforgeneralndimensionalfunctions
16 Seealso
17 Remarks
18 Notes
19 References
20 Externallinks
Definition
TheFouriertransformofthefunction istraditionallydenotedbyaddingacircumflex: .Thereareseveralcommonconventionsfor
definingtheFouriertransformofanintegrablefunction
(Kaiser1994,p.29),(Rahman2011,p.11).Thisarticlewillusethe
followingdefinition:
foranyrealnumber.
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Whentheindependentvariablexrepresentstime(withSIunitofseconds),thetransformvariablerepresentsfrequency(inhertz).Under
suitableconditions, isdeterminedby viatheinversetransform:
foranyrealnumberx.
Thestatementthat canbereconstructedfrom isknownastheFourierinversiontheorem,andwasfirstintroducedinFourier'sAnalytical
TheoryofHeat(Fourier1822,p.525),(Fourier&Freeman1878,p.408),althoughwhatwouldbeconsideredaproofbymodernstandards
wasnotgivenuntilmuchlater(Titchmarsh1948,p.1).Thefunctions and oftenarereferredtoasaFourierintegralpairorFourier
transformpair(Rahman2011,p.10).
Forothercommonconventionsandnotations,includingusingtheangularfrequencyinsteadofthefrequency,seeOtherconventionsand
Othernotationsbelow.TheFouriertransformonEuclideanspaceistreatedseparately,inwhichthevariablexoftenrepresentspositionand
momentum.Theconventionschoseninthisarticlearethoseofharmonicanalysis,andarecharacterizedastheuniqueconventionssuchthat
theFouriertransformisbothunitaryon andanalgebrahomomorphismfrom to
,withoutnormalizingtheLebesguemeasure
(Folland1989).
ManyothercharacterizationsoftheFouriertransformexist.Forexample,oneusestheStonevonNeumanntheorem:theFouriertransformis
theuniqueunitaryintertwinerforthesymplecticandEuclideanSchrdingerrepresentationsoftheHeisenberggroup.
History
In1822,JosephFouriershowedthatsomefunctionscouldbewrittenasaninfinitesumofharmonics.[3]
Introduction
OnemotivationfortheFouriertransformcomesfromthestudyofFourierseries.Inthe
studyofFourierseries,complicatedbutperiodicfunctionsarewrittenasthesumofsimple
wavesmathematicallyrepresentedbysinesandcosines.TheFouriertransformisan
extensionoftheFourierseriesthatresultswhentheperiodoftherepresentedfunctionis
lengthenedandallowedtoapproachinfinity(Taneja2008,p.192).
Duetothepropertiesofsineandcosine,itispossibletorecovertheamplitudeofeach
waveinaFourierseriesusinganintegral.InmanycasesitisdesirabletouseEuler's
formula,whichstatesthate2i=cos(2)+isin(2),towriteFourierseriesintermsof
thebasicwavese2i.Thishastheadvantageofsimplifyingmanyoftheformulas
involved,andprovidesaformulationforFourierseriesthatmorecloselyresemblesthe
definitionfollowedinthisarticle.Rewritingsinesandcosinesascomplexexponentials
makesitnecessaryfortheFouriercoefficientstobecomplexvalued.Theusual
interpretationofthiscomplexnumberisthatitgivesboththeamplitude(orsize)ofthe
wavepresentinthefunctionandthephase(ortheinitialangle)ofthewave.These
complexexponentialssometimescontainnegative"frequencies".Ifismeasuredin
seconds,thenthewavese2iande2ibothcompleteonecyclepersecond,butthey
representdifferentfrequenciesintheFouriertransform.Hence,frequencynolonger
measuresthenumberofcyclesperunittime,butisstillcloselyrelated.
Inthefirstframesoftheanimation,afunctionfis
resolvedintoFourierseries:alinearcombinationof
sinesandcosines(inblue).Thecomponent
frequenciesofthesesinesandcosinesspreadacross
thefrequencyspectrum,arerepresentedaspeaksin
thefrequencydomain(actuallyDiracdelta
functions,showninthelastframesofthe
animation).Thefrequencydomainrepresentationof
ThereisacloseconnectionbetweenthedefinitionofFourierseriesandtheFourier
transformforfunctionsfthatarezerooutsideaninterval.Forsuchafunction,wecan
thefunction, ,isthecollectionofthesepeaksat
calculateitsFourierseriesonanyintervalthatincludesthepointswherefisnotidentically
thefrequenciesthatappearinthisresolutionofthe
zero.TheFouriertransformisalsodefinedforsuchafunction.Asweincreasethelength
function.
oftheintervalonwhichwecalculatetheFourierseries,thentheFourierseriescoefficients
begintolookliketheFouriertransformandthesumoftheFourierseriesoffbeginsto
lookliketheinverseFouriertransform.Toexplainthismoreprecisely,supposethatTislargeenoughsothattheinterval[T/2,T/2]contains
theintervalonwhichfisnotidenticallyzero.Thenthenthseriescoefficientcnisgivenby:
ComparingthistothedefinitionoftheFouriertransform,itfollowsthat
sincef(x)iszerooutside[T/2,T/2].Thusthe
FouriercoefficientsarejustthevaluesoftheFouriertransformsampledonagridofwidth1/T,multipliedbythegridwidth1/T.
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Underappropriateconditions,theFourierseriesoffwillequalthefunctionf.Inotherwords,fcanbewritten:
wherethelastsumissimplythefirstsumrewrittenusingthedefinitionsn=n/T,and=(n+1)/Tn/T=1/T.
ThissecondsumisaRiemannsum,andsobylettingTitwillconvergetotheintegralfortheinverseFouriertransformgiveninthe
definitionsection.Undersuitableconditionsthisargumentmaybemadeprecise(Stein&Shakarchi2003).
InthestudyofFourierseriesthenumberscncouldbethoughtofasthe"amount"ofthewavepresentintheFourierseriesoff.Similarly,as
seenabove,theFouriertransformcanbethoughtofasafunctionthatmeasureshowmuchofeachindividualfrequencyispresentinour
functionf,andwecanrecombinethesewavesbyusinganintegral(or"continuoussum")toreproducetheoriginalfunction.
Example
ThefollowingfiguresprovideavisualillustrationofhowtheFouriertransformmeasureswhetherafrequencyispresentinaparticular
2
function.Thefunctiondepictedf(t)=cos(6t)et oscillatesat3Hz(iftmeasuresseconds)andtendsquicklyto0.(Thesecondfactorinthis
equationisanenvelopefunctionthatshapesthecontinuoussinusoidintoashortpulse.ItsgeneralformisaGaussianfunction).Thisfunction
wasspeciallychosentohavearealFouriertransformthatcaneasilybeplotted.Thefirstimagecontainsitsgraph.Inordertocalculate
wemustintegratee2i(3t)f(t).Thesecondimageshowstheplotoftherealandimaginarypartsofthisfunction.Therealpartoftheintegrand
isalmostalwayspositive,becausewhenf(t)isnegative,therealpartofe2i(3t)isnegativeaswell.Becausetheyoscillateatthesamerate,
whenf(t)ispositive,soistherealpartofe2i(3t).Theresultisthatwhenyouintegratetherealpartoftheintegrandyougetarelativelylarge
number(inthiscase0.5).Ontheotherhand,whenyoutrytomeasureafrequencythatisnotpresent,asinthecasewhenwelookat
,you
seethatbothrealandimaginarycomponentofthisfunctionvaryrapidlybetweenpositiveandnegativevalues,asplottedinthethirdimage.
Therefore,inthiscase,theintegrandoscillatesfastenoughsothattheintegralisverysmallandthevaluefortheFouriertransformforthat
frequencyisnearlyzero.
Thegeneralsituationmaybeabitmorecomplicatedthanthis,butthisinspiritishowtheFouriertransformmeasureshowmuchofan
individualfrequencyispresentinafunctionf(t).
Originalfunctionshowingoscillation3Hz.
RealandimaginarypartsofintegrandforFouriertransformat
3Hz
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RealandimaginarypartsofintegrandforFouriertransformat Fouriertransformwith3and5Hzlabeled.
5Hz
PropertiesoftheFouriertransform
Hereweassumef(x),g(x)andh(x)areintegrablefunctions:Lebesguemeasurableonthereallinesatisfying:
WedenotetheFouriertransformsofthesefunctionsby
and
respectively.
Basicproperties
TheFouriertransformhasthefollowingbasicproperties:(Pinsky2002).
Linearity
Foranycomplexnumbersaandb,ifh(x)=af(x)+bg(x),then
Translation/TimeShifting
Foranyrealnumberx0,if
then
Modulation/Frequencyshifting
Foranyrealnumber0if
then
TimeScaling
Foranonzerorealnumbera,if
,then
Thecasea=1leadstothetimereversalproperty,
whichstates:ifh(x)=f(x),then
Conjugation
If
then
Inparticular,iffisreal,thenonehastherealitycondition
,thatis, isaHermitianfunction.
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Andiffispurelyimaginary,then
Integration
Substituting
inthedefinition,weobtain
Thatis,theevaluationoftheFouriertransformintheorigin(
)equalstheintegraloffoverallitsdomain.
Invertibilityandperiodicity
Undersuitableconditionsonthefunctionf,itcanberecoveredfromitsFouriertransform Indeed,denotingtheFouriertransformoperator
by so
thenforsuitablefunctions,applyingtheFouriertransformtwicesimplyflipsthefunction:
,which
canbeinterpretedas"reversingtime".Sincereversingtimeistwoperiodic,applyingthistwiceyields
sotheFouriertransform
operatorisfourperiodic,andsimilarlytheinverseFouriertransformcanbeobtainedbyapplyingtheFouriertransformthreetimes:
InparticulartheFouriertransformisinvertible(undersuitableconditions).
Moreprecisely,definingtheparityoperator thatinvertstime,
Theseequalitiesofoperatorsrequirecarefuldefinitionofthespaceoffunctionsinquestion,definingequalityoffunctions(equalityatevery
point?equalityalmosteverywhere?)anddefiningequalityofoperatorsthatis,definingthetopologyonthefunctionspaceandoperator
spaceinquestion.Thesearenottrueforallfunctions,butaretrueundervariousconditions,whicharethecontentofthevariousformsofthe
Fourierinversiontheorem.
ThisfourfoldperiodicityoftheFouriertransformissimilartoarotationoftheplaneby90,particularlyasthetwofolditerationyieldsa
reversal,andinfactthisanalogycanbemadeprecise.WhiletheFouriertransformcansimplybeinterpretedasswitchingthetimedomainand
thefrequencydomain,withtheinverseFouriertransformswitchingthemback,moregeometricallyitcanbeinterpretedasarotationby90in
thetimefrequencydomain(consideringtimeasthexaxisandfrequencyastheyaxis),andtheFouriertransformcanbegeneralizedtothe
fractionalFouriertransform,whichinvolvesrotationsbyotherangles.Thiscanbefurthergeneralizedtolinearcanonicaltransformations,
whichcanbevisualizedastheactionofthespeciallineargroupSL2(R)onthetimefrequencyplane,withthepreservedsymplecticform
correspondingtotheuncertaintyprinciple,below.Thisapproachisparticularlystudiedinsignalprocessing,undertimefrequencyanalysis.
UnitsandDuality
Inmathematics,oneoftendoesnotthinkofanyunitsasbeingattachedtothetwovariables and .Butinphysicalapplications, musthave
inverseunitstotheunitsof .Forexample,if ismeasuredinseconds, shouldbeincyclespersecondfortheformulasheretobevalid.If
thescaleof ischangedand ismeasuredinunitsof seconds,theneither mustbeinthesocalled"angularfrequency",oronemust
insertsomeconstantscalefactorintosomeoftheformulas.If ismeasuredinunitsoflength,then mustbeininverselength,e.g.,
wavenumbers.Thatistosay,therearetwocopiesoftherealline:onemeasuredinonesetofunits,where ranges,andtheotherininverse
unitstotheunitsof ,andwhichistherangeof .Sothesearetwodistinctcopiesoftherealline,andcannotbeidentifiedwitheachother.
Therefore,theFouriertransformgoesfromonespaceoffunctionstoadifferentspaceoffunctions:functionswhichhaveadifferentdomainof
definition.
Ingeneral, mustalwaysbetakentobealinearformonthespaceof s,whichistosaythatthesecondreallineisthedualspaceofthefirst
realline.Seethearticleonlinearalgebraforamoreformalexplanationandformoredetails.Thispointofviewbecomesessentialin
generalisationsoftheFouriertransformtogeneralsymmetrygroups,includingthecaseofFourierseries.
Thatthereisnoonepreferredway(often,onesays"nocanonicalway")tocomparethetwocopiesofthereallinewhichareinvolvedinthe
Fouriertransformfixingtheunitsononelinedoesnotforcethescaleoftheunitsontheotherlineisthereasonfortheplethoraofrival
conventionsonthedefinitionoftheFouriertransform.Thevariousdefinitionsresultingfromdifferentchoicesofunitsdifferbyvarious
constants.Iftheunitsof areinsecondsbuttheunitsof areinangularfrequency,thentheangularfrequencyvariableisoftendenotedby
oneoranotherGreekletter,forexample,
isquitecommon.Thus(writing forthealternativedefinitionand forthedefinition
adoptedinthisarticle)
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asbefore,butthecorrespondingalternativeinversionformulawouldthenhavetobe
TohavesomethinginvolvingangularfrequencybutwithgreatersymmetrybetweentheFouriertransformandtheinversionformula,onevery
oftenseesstillanotheralternativedefinitionoftheFouriertransform,withafactorof
,thus
andthecorrespondinginversionformulathenhastobe
Furthermore,thereisnowaytofixwhichsquarerootofnegativeonewillbemeantbythesymbol (itmakesnosensetospeakof"the
positivesquareroot"sinceonlyrealnumberscanbepositive,similarlyitmakesnosensetosay"rotationcounterclockwise",becauseuntil is
chosen,thereisnofixedwaytodrawthecomplexplane),andhenceoneoccasionallyseestheFouriertransformwrittenwith intheexponent
insteadof ,andviceversafortheinversionformula,aconventionthatisequallyvalidastheonechoseninthisarticle,whichisthemore
usualone.
Forexample,inprobabilitytheory,thecharacteristicfunction oftheprobabilitydensityfunction ofarandomvariable ofcontinuous
typeisdefinedwithoutanegativesignintheexponential,andsincetheunitsof areignored,thereisno either:
(Inprobabilitytheory,andinmathematicalstatistics,theuseoftheFourierStieltjestransformispreferred,becausesomanyrandom
variablesarenotofcontinuoustype,anddonotpossessadensityfunction,andonemusttreatdiscontinuousdistributionfunctions,i.e.,
measureswhichpossess"atoms".)
Fromthehigherpointofviewofgroupcharacters,whichismuchmoreabstract,allthesearbitrarychoicesdisappear,aswillbeexplainedin
thelatersectionofthisarticle,onthenotionoftheFouriertransformofafunctiononanAbelianlocallycompactgroup.
UniformcontinuityandtheRiemannLebesguelemma
TheFouriertransformmaybedefinedinsomecasesfornonintegrablefunctions,buttheFourier
transformsofintegrablefunctionshaveseveralstrongproperties.
TheFouriertransform, ,ofanyintegrablefunctionfisuniformlycontinuousand
(Katznelson1976).BytheRiemannLebesguelemma(Stein&Weiss1971),
However, neednotbeintegrable.Forexample,theFouriertransformoftherectangularfunction,
whichisintegrable,isthesincfunction,whichisnotLebesgueintegrable,becauseitsimproper
integralsbehaveanalogouslytothealternatingharmonicseries,inconvergingtoasumwithoutbeing
absolutelyconvergent.
TherectangularfunctionisLebesgue
integrable.
ItisnotgenerallypossibletowritetheinversetransformasaLebesgueintegral.However,whenbothf
and areintegrable,theinverseequality
holdsalmosteverywhere.Thatis,theFouriertransformisinjectiveonL1(R).(Butiffiscontinuous,
thenequalityholdsforeveryx.)
PlanchereltheoremandParseval'stheorem
Thesincfunction,whichisthe
Fouriertransformoftherectangular
function,isboundedandcontinuous,
butnotLebesgueintegrable.
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Letf(x)andg(x)beintegrable,andlet
and
Parseval'sFormula(Rudin1987,p.187):
betheirFouriertransforms.Iff(x)andg(x)arealsosquareintegrable,thenwehave
wherethebardenotescomplexconjugation.
ThePlanchereltheorem,whichfollowsfromtheabove,statesthat(Rudin1987,p.186)
Plancherel'stheoremmakesitpossibletoextendtheFouriertransform,byacontinuityargument,toaunitaryoperatoronL2(R).On
L1(R)L2(R),thisextensionagreeswithoriginalFouriertransformdefinedonL1(R),thusenlargingthedomainoftheFouriertransformto
L1(R)+L2(R)(andconsequentlytoLp(R)for1p2).Plancherel'stheoremhastheinterpretationinthesciencesthattheFouriertransform
preservestheenergyoftheoriginalquantity.Theterminologyoftheseformulasisnotquitestandardised.Parseval'stheoremwasprovedonly
forFourierseries,andwasfirstprovedbyLiapounoff.ButParseval'sformulamakessensefortheFouriertransformaswell,andsoeven
thoughinthecontextoftheFouriertransformitwasprovedbyPlancherel,itisstilloftenreferredtoasParseval'sformula,orParseval's
relation,orevenParseval'stheorem.
SeePontryagindualityforageneralformulationofthisconceptinthecontextoflocallycompactabeliangroups.
Poissonsummationformula
ThePoissonsummationformula(PSF)isanequationthatrelatestheFourierseriescoefficientsoftheperiodicsummationofafunctionto
valuesofthefunction'scontinuousFouriertransform.ThePoissonsummationformulasaysthatforsufficientlyregularfunctions ,
IthasavarietyofusefulformsthatarederivedfromthebasiconebyapplicationoftheFouriertransform'sscalingandtimeshifting
properties.Theformulahasapplicationsinengineering,physics,andnumbertheory.ThefrequencydomaindualofthestandardPoisson
summationformulaisalsocalledthediscretetimeFouriertransform.
Poissonsummationisgenerallyassociatedwiththephysicsofperiodicmedia,suchasheatconductiononacircle.Thefundamentalsolution
oftheheatequationonacircleiscalledathetafunction.Itisusedinnumbertheorytoprovethetransformationpropertiesofthetafunctions,
whichturnouttobeatypeofmodularform,anditisconnectedmoregenerallytothetheoryofautomorphicformswhereitappearsonone
sideoftheSelbergtraceformula.
Differentiation
Supposef(x)isadifferentiablefunction,andbothfanditsderivativef'areintegrable.ThentheFouriertransformofthederivativeisgivenby
Moregenerally,theFouriertransformationofthenthderivativef(n)isgivenby
ByapplyingtheFouriertransformandusingtheseformulas,someordinarydifferentialequationscanbetransformedintoalgebraicequations,
whicharemucheasiertosolve.Theseformulasalsogiverisetotheruleofthumb"
issmoothifandonlyif
quicklyfallsdownto0
for
."ByusingtheanalogousrulesfortheinverseFouriertransform,onecanalsosay"
quicklyfallsdownto0for
if
andonlyif
issmooth."
Convolutiontheorem
TheFouriertransformtranslatesbetweenconvolutionandmultiplicationoffunctions.Iff(x)andg(x)areintegrablefunctionswithFourier
transforms
and
respectively,thentheFouriertransformoftheconvolutionisgivenbytheproductoftheFouriertransforms
and
(underotherconventionsforthedefinitionoftheFouriertransformaconstantfactormayappear).
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Thismeansthatif:
wheredenotestheconvolutionoperation,then:
Inlineartimeinvariant(LTI)systemtheory,itiscommontointerpretg(x)astheimpulseresponseofanLTIsystemwithinputf(x)andoutput
h(x),sincesubstitutingtheunitimpulseforf(x)yieldsh(x)=g(x).Inthiscase,
representsthefrequencyresponseofthesystem.
Conversely,iff(x)canbedecomposedastheproductoftwosquareintegrablefunctionsp(x)andq(x),thentheFouriertransformoff(x)is
givenbytheconvolutionoftherespectiveFouriertransforms
and
.
Crosscorrelationtheorem
Inananalogousmanner,itcanbeshownthatifh(x)isthecrosscorrelationoff(x)andg(x):
thentheFouriertransformofh(x)is:
Asaspecialcase,theautocorrelationoffunctionf(x)is:
forwhich
Eigenfunctions
OneimportantchoiceofanorthonormalbasisforL2(R)isgivenbytheHermitefunctions
whereHen(x)arethe"probabilist's"Hermitepolynomials,definedby
UnderthisconventionfortheFouriertransform,wehavethat
.
Inotherwords,theHermitefunctionsformacompleteorthonormalsystemofeigenfunctionsfortheFouriertransformonL2(R)(Pinsky
2002).However,thischoiceofeigenfunctionsisnotunique.ThereareonlyfourdifferenteigenvaluesoftheFouriertransform(1andi)and
anylinearcombinationofeigenfunctionswiththesameeigenvaluegivesanothereigenfunction.Asaconsequenceofthis,itispossibleto
decomposeL2(R)asadirectsumoffourspacesH0,H1,H2,andH3wheretheFouriertransformactsonHeksimplybymultiplicationbyik.
SincethecompletesetofHermitefunctionsprovidesaresolutionoftheidentity,theFouriertransformcanberepresentedbysuchasumof
termsweightedbytheaboveeigenvalues,andthesesumscanbeexplicitlysummed.ThisapproachtodefinetheFouriertransformwasfirst
donebyNorbertWiener(Duoandikoetxea2001).Amongotherproperties,Hermitefunctionsdecreaseexponentiallyfastinbothfrequencyand
timedomains,andtheyarethususedtodefineageneralizationoftheFouriertransform,namelythefractionalFouriertransformusedintime
frequencyanalysis(Boashash2003).Inphysics,thistransformwasintroducedbyEdwardCondon(Condon1937).
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ConnectionwiththeHeisenberggroup
TheHeisenberggroupisacertaingroupofunitaryoperatorsontheHilbertspace
ofsquareintegrablecomplexvaluedfunctionsfon
therealline,generatedbythetranslations
andmultiplicationby
,
.Theseoperatorsdo
notcommute,astheir(group)commutatoris
whichismultiplicationbytheconstant(independentofx)
(thecirclegroupofunitmoduluscomplexnumbers).Asanabstract
group,theHeisenberggroupisthethreedimensionalLiegroupoftriples
,withthegrouplaw
DenotetheHeisenberggroupby .Theaboveproceduredescribesnotonlythegroupstructure,butalsoastandardunitaryrepresentationof
onaHilbertspace,whichwedenoteby
.Definethelinearautomorphismof by
sothat
.This canbeextendedtoauniqueautomorphismof
AccordingtotheStonevonNeumanntheorem,theunitaryrepresentations and
suchthat
areunitarilyequivalent,sothereisauniqueintertwiner
ThisoperatorWistheFouriertransform.
ManyofthestandardpropertiesoftheFouriertransformareimmediateconsequencesofthismoregeneralframework.[4]Forexample,the
squareoftheFouriertransform,
,isanintertwinerassociatedto
,andsowehave
isthereflectionofthe
originalfunctionf.
Complexdomain
TheintegralfortheFouriertransform
canbestudiedforcomplexvaluesofitsargument .Dependingonthepropertiesof ,thismightnotconvergeofftherealaxisatall,orit

mightconvergetoacomplexanalyticfunctionforallvaluesof
,orsomethinginbetween.[5]
ThePaleyWienertheoremsaysthat issmooth(i.e., timesdifferentiableforallpositiveintegers )andcompactlysupportedifandonlyif
isaholomorphicfunctionforwhichthereexistsaconstant
suchthatforanyinteger
,
forsomeconstant .(Inthiscase, issupportedon
.)Thiscanbeexpressedbysayingthat isanentirefunctionwhichisrapidly
decreasingin (forfixed )andofexponentialgrowthin (uniformlyin ).[6]

(If isnotsmooth,butonly ,thestatementstillholdsprovided
.)[7]Thespaceofsuchfunctionsofacomplexvariableiscalledthe
PaleyWienerspace.ThistheoremhasbeengeneralisedtosemisimpleLiegroups.[8]
If issupportedonthehalfline
,then issaidtobe"causal"becausetheimpulseresponsefunctionofaphysicallyrealisablefilter
musthavethisproperty,asnoeffectcanprecedeitscause.PaleyandWienershowedthatthen extendstoaholomorphicfunctiononthe
complexlowerhalfplane
whichtendstozeroas goestoinfinity.[9]Theconverseisfalseanditisnotknownhowtocharacterisethe
Fouriertransformofacausalfunction.[10]
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Laplacetransform
TheFouriertransform
isintimatelyrelatedwiththeLaplacetransform
,whichisalsousedforthesolutionofdifferentialequations
andtheanalysisoffilters.Chatfield,indeed,hassaidthat"...theLaplaceandtheFouriertransforms[ofacausalfunction]arethesame,
providedthattherealpartof iszero."[11]
Itmayhappenthatafunction forwhichtheFourierintegraldoesnotconvergeontherealaxisatall,neverthelesshasacomplexFourier
transformdefinedinsomeregionofthecomplexplane.
Forexample,if
isofexponentialgrowth,i.e.,
forsomeconstants
,then[12]
convergentforall
,isthetwosidedLaplacetransformof .
Themoreusualversion("onesided")oftheLaplacetransformis
If isalsocausal,then
Thus,extendingtheFouriertransformtothecomplexdomainmeansitincludestheLaplacetransformasaspecialcasethecaseofcausal
functionsbutwiththechangeofvariable
.
Inversion
If hasnopolesfor
,then
byCauchy'sintegraltheorem.Therefore,theFourierinversionformulacanuseintegrationalongdifferentlines,paralleltotherealaxis.[13]
Theorem:If
forany
for
,and
forsomeconstants
,then
ThistheoremimpliestheMellininversionformulafortheLaplacetransformation,[14]
forany
,where
istheLaplacetransformof
Thehypothesescanbeweakened,asintheresultsofCarlemanandHunt,to
being ,providedthat isintheinteriorofaclosed
intervalonwhich iscontinuousandofboundedvariation,andprovidedthattheintegralsaretakeninthesenseofCauchyprincipalvalues.
[15]
versionsoftheseinversionformulasarealsoavailable.[16]
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FouriertransformonEuclideanspace
TheFouriertransformcanbedefinedinanyarbitrarynumberofdimensionsn.Aswiththeonedimensionalcase,therearemanyconventions.
Foranintegrablefunctionf(x),thisarticletakesthedefinition:
wherexandarendimensionalvectors,andxisthedotproductofthevectors.Thedotproductissometimeswrittenas
AllofthebasicpropertieslistedaboveholdforthendimensionalFouriertransform,asdoPlancherel'sandParseval'stheorem.Whenthe
functionisintegrable,theFouriertransformisstilluniformlycontinuousandtheRiemannLebesguelemmaholds.(Stein&Weiss1971)
Uncertaintyprinciple
Generallyspeaking,themoreconcentratedf(x)is,themorespreadoutitsFouriertransform
mustbe.Inparticular,thescalingpropertyof
theFouriertransformmaybeseenassaying:ifwe"squeeze"afunctioninx,itsFouriertransform"stretchesout"in.Itisnotpossibleto
arbitrarilyconcentratebothafunctionanditsFouriertransform.
ThetradeoffbetweenthecompactionofafunctionanditsFouriertransformcanbeformalizedintheformofanuncertaintyprincipleby
viewingafunctionanditsFouriertransformasconjugatevariableswithrespecttothesymplecticformonthetimefrequencydomain:from
thepointofviewofthelinearcanonicaltransformation,theFouriertransformisrotationby90inthetimefrequencydomain,andpreserves
thesymplecticform.
Supposef(x)isanintegrableandsquareintegrablefunction.Withoutlossofgenerality,assumethatf(x)isnormalized:
ItfollowsfromthePlanchereltheoremthat
isalsonormalized.
Thespreadaroundx=0maybemeasuredbythedispersionaboutzero(Pinsky2002,p.131)definedby
Inprobabilityterms,thisisthesecondmomentof|f(x)|2aboutzero.
TheUncertaintyprinciplestatesthat,iff(x)isabsolutelycontinuousandthefunctionsxf(x)andf(x)aresquareintegrable,then
(Pinsky2002).
Theequalityisattainedonlyinthecase
(hence
)where>0isarbitraryand
sothat
fisL2normalized(Pinsky2002).Inotherwords,wherefisa(normalized)Gaussianfunctionwithvariance2,centeredatzero,andits
FouriertransformisaGaussianfunctionwithvariance2.
Infact,thisinequalityimpliesthat:
foranyx0,0R(Stein&Shakarchi2003,p.158).
Inquantummechanics,themomentumandpositionwavefunctionsareFouriertransformpairs,towithinafactorofPlanck'sconstant.With
thisconstantproperlytakenintoaccount,theinequalityabovebecomesthestatementoftheHeisenberguncertaintyprinciple(Stein&
Shakarchi2003,p.158).
AstrongeruncertaintyprincipleistheHirschmanuncertaintyprinciple,whichisexpressedas:
whereH(p)isthedifferentialentropyoftheprobabilitydensityfunctionp(x):
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wherethelogarithmsmaybeinanybasethatisconsistent.TheequalityisattainedforaGaussian,asinthepreviouscase.
Sineandcosinetransforms
Fourier'soriginalformulationofthetransformdidnotusecomplexnumbers,butrathersinesandcosines.Statisticiansandothersstillusethis
form.Anabsolutelyintegrablefunction forwhichFourierinversionholdsgoodcanbeexpandedintermsofgenuinefrequencies(avoiding
negativefrequencies,whicharesometimesconsideredhardtointerpretphysically[17]) by
Thisiscalledanexpansionasatrigonometricintegral,oraFourierintegralexpansion.Thecoefficientfunctions and canbefoundbyusing

variantsoftheFouriercosinetransformandtheFouriersinetransform(thenormalisationsare,again,notstandardised):
and
Olderliteraturereferstothetwotransformfunctions,theFouriercosinetransform, ,andtheFouriersinetransform, .
Thefunctionfcanberecoveredfromthesineandcosinetransformusing
togetherwithtrigonometricidentities.ThisisreferredtoasFourier'sintegralformula.[18]
Sphericalharmonics
LetthesetofhomogeneousharmonicpolynomialsofdegreekonRnbedenotedbyAk.ThesetAkconsistsofthesolidsphericalharmonicsof
degreek.ThesolidsphericalharmonicsplayasimilarroleinhigherdimensionstotheHermitepolynomialsindimensionone.Specifically,if
2
f(x)=e|x| P(x)forsomeP(x)inAk,then
.LetthesetHkbetheclosureinL2(Rn)oflinearcombinationsoffunctionsofthe
formf(|x|)P(x)whereP(x)isinAk.ThespaceL2(Rn)isthenadirectsumofthespacesHkandtheFouriertransformmapseachspaceHkto
itselfandispossibletocharacterizetheactionoftheFouriertransformoneachspaceHk(Stein&Weiss1971).Letf(x)=f0(|x|)P(x)(withP(x)
inAk),then
where
HereJ(n+2k2)/2denotestheBesselfunctionofthefirstkindwithorder(n+2k2)/2.Whenk=0thisgivesausefulformulafortheFourier
transformofaradialfunction(Grafakos2004).NotethatthisisessentiallytheHankeltransform.Moreover,thereisasimplerecursion
relatingthecasesn+2andn(Grafakos&Teschl2013)allowingtocompute,e.g.,thethreedimensionalFouriertransformofaradialfunction
fromtheonedimensionalone.
Restrictionproblems
InhigherdimensionsitbecomesinterestingtostudyrestrictionproblemsfortheFouriertransform.TheFouriertransformofanintegrable
functioniscontinuousandtherestrictionofthisfunctiontoanysetisdefined.ButforasquareintegrablefunctiontheFouriertransformcould
beageneralclassofsquareintegrablefunctions.Assuch,therestrictionoftheFouriertransformofanL2(Rn)functioncannotbedefinedon
setsofmeasure0.ItisstillanactiveareaofstudytounderstandrestrictionproblemsinLpfor1<p<2.Surprisingly,itispossibleinsome
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casestodefinetherestrictionofaFouriertransformtoasetS,providedShasnonzerocurvature.ThecasewhenSistheunitsphereinRnis
ofparticularinterest.InthiscasetheTomasSteinrestrictiontheoremstatesthattherestrictionoftheFouriertransformtotheunitsphereinRn
isaboundedoperatoronLpprovided1p(2n+2)/(n+3).
OnenotabledifferencebetweentheFouriertransformin1dimensionversushigherdimensionsconcernsthepartialsumoperator.Consideran
increasingcollectionofmeasurablesetsERindexedbyR(0,):suchasballsofradiusRcenteredattheorigin,orcubesofside2R.Fora
givenintegrablefunctionf,considerthefunctionfRdefinedby:
SupposeinadditionthatfLp(Rn).Forn=1and1<p<,ifonetakesER=(R,R),thenfRconvergestofinLpasRtendstoinfinity,bythe
boundednessoftheHilberttransform.Naivelyonemayhopethesameholdstrueforn>1.InthecasethatERistakentobeacubewithside
lengthR,thenconvergencestillholds.AnothernaturalcandidateistheEuclideanballER={:||<R}.Inorderforthispartialsumoperator
toconverge,itisnecessarythatthemultiplierfortheunitballbeboundedinLp(Rn).Forn2itisacelebratedtheoremofCharlesFefferman
thatthemultiplierfortheunitballisneverboundedunlessp=2(Duoandikoetxea2001).Infact,whenp2,thisshowsthatnotonlymayfR
failtoconvergetofinLp,butforsomefunctionsfLp(Rn),fRisnotevenanelementofLp.
Fouriertransformonfunctionspaces
OnLpspaces
OnL1
ThedefinitionoftheFouriertransformbytheintegralformula
isvalidforLebesgueintegrablefunctionsfthatis,fL1(Rn).
TheFouriertransform :L1(Rn)L(Rn)isaboundedoperator.Thisfollowsfromtheobservationthat
whichshowsthatitsoperatornormisboundedby1.Indeed,itequals1,whichcanbeseen,forexample,fromthetransformoftherect
function.TheimageofL1isasubsetofthespaceC0(Rn)ofcontinuousfunctionsthattendtozeroatinfinity(theRiemannLebesguelemma),
althoughitisnottheentirespace.Indeed,thereisnosimplecharacterizationoftheimage.
OnL2
SincecompactlysupportedsmoothfunctionsareintegrableanddenseinL2(Rn),thePlanchereltheoremallowsustoextendthedefinitionof
theFouriertransformtogeneralfunctionsinL2(Rn)bycontinuityarguments.TheFouriertransforminL2(Rn)isnolongergivenbyan
ordinaryLebesgueintegral,althoughitcanbecomputedbyanimproperintegral,heremeaningthatforanL2functionf,
wherethelimitistakenintheL2sense.ManyofthepropertiesoftheFouriertransforminL1carryovertoL2,byasuitablelimitingargument.
Furthermore, :L2(Rn)L2(Rn)isaunitaryoperator(Stein&Weiss1971,Thm.2.3).Foranoperatortobeunitaryitissufficienttoshow
thatitisbijectiveandpreservestheinnerproduct,sointhiscasethesefollowfromtheFourierinversiontheoremcombinedwiththefactthat
foranyf,gL2(Rn)wehave
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Inparticular,theimageofL2(Rn)isitselfundertheFouriertransform.
OnotherLp
ThedefinitionoftheFouriertransformcanbeextendedtofunctionsinLp(Rn)for1p2bydecomposingsuchfunctionsintoafattailpart
inL2plusafatbodypartinL1.Ineachofthesespaces,theFouriertransformofafunctioninLp(Rn)isinLq(Rn),where
isthe
Hlderconjugateofp(bytheHausdorffYounginequality).However,exceptforp=2,theimageisnoteasilycharacterized.Further
extensionsbecomemoretechnical.TheFouriertransformoffunctionsinLpfortherange2<p<requiresthestudyofdistributions
(Katznelson1976).Infact,itcanbeshownthattherearefunctionsinLpwithp>2sothattheFouriertransformisnotdefinedasafunction
(Stein&Weiss1971).
Tempereddistributions
OnemightconsiderenlargingthedomainoftheFouriertransformfromL1+L2byconsideringgeneralizedfunctions,ordistributions.A
distributiononRnisacontinuouslinearfunctionalonthespaceCc(Rn)ofcompactlysupportedsmoothfunctions,equippedwithasuitable
topology.ThestrategyisthentoconsidertheactionoftheFouriertransformonCc(Rn)andpasstodistributionsbyduality.Theobstructionto
dothisisthattheFouriertransformdoesnotmapCc(Rn)toCc(Rn).InfacttheFouriertransformofanelementinCc(Rn)cannotvanishonan
opensetseetheabovediscussionontheuncertaintyprinciple.TherightspacehereistheslightlylargerspaceofSchwartzfunctions.The
FouriertransformisanautomorphismontheSchwartzspace,asatopologicalvectorspace,andthusinducesanautomorphismonitsdual,the
spaceoftempereddistributions(Stein&Weiss1971).Thetempereddistributionsincludealltheintegrablefunctionsmentionedabove,aswell
aswellbehavedfunctionsofpolynomialgrowthanddistributionsofcompactsupport.
ForthedefinitionoftheFouriertransformofatempereddistribution,letfandgbeintegrablefunctions,andlet and betheirFourier
transformsrespectively.ThentheFouriertransformobeysthefollowingmultiplicationformula(Stein&Weiss1971),
Everyintegrablefunctionfdefines(induces)adistributionTfbytherelation
forallSchwartzfunctions.
SoitmakessensetodefineFouriertransform
ofTfby
forallSchwartzfunctions.ExtendingthistoalltempereddistributionsTgivesthegeneraldefinitionoftheFouriertransform.
DistributionscanbedifferentiatedandtheabovementionedcompatibilityoftheFouriertransformwithdifferentiationandconvolution
remainstruefortempereddistributions.
Generalizations
FourierStieltjestransform
TheFouriertransformofafiniteBorelmeasureonRnisgivenby(Pinsky2002,p.256):
ThistransformcontinuestoenjoymanyofthepropertiesoftheFouriertransformofintegrablefunctions.Onenotabledifferenceisthatthe
RiemannLebesguelemmafailsformeasures(Katznelson1976).Inthecasethatd=f(x)dx,thentheformulaabovereducestotheusual
definitionfortheFouriertransformoff.InthecasethatistheprobabilitydistributionassociatedtoarandomvariableX,theFourierStieltjes
transformiscloselyrelatedtothecharacteristicfunction,butthetypicalconventionsinprobabilitytheorytakeeixinsteadofe2ix(Pinsky
2002).InthecasewhenthedistributionhasaprobabilitydensityfunctionthisdefinitionreducestotheFouriertransformappliedtothe
probabilitydensityfunction,againwithadifferentchoiceofconstants.
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TheFouriertransformmaybeusedtogiveacharacterizationofmeasures.Bochner'stheoremcharacterizeswhichfunctionsmayariseasthe
FourierStieltjestransformofapositivemeasureonthecircle(Katznelson1976).
Furthermore,theDiracdeltafunctionisnotafunctionbutitisafiniteBorelmeasure.ItsFouriertransformisaconstantfunction(whose
specificvaluedependsupontheformoftheFouriertransformused).
Locallycompactabeliangroups
TheFouriertransformmaybegeneralizedtoanylocallycompactabeliangroup.Alocallycompactabeliangroupisanabeliangroupthatisat
thesametimealocallycompactHausdorfftopologicalspacesothatthegroupoperationiscontinuous.IfGisalocallycompactabeliangroup,
ithasatranslationinvariantmeasure,calledHaarmeasure.ForalocallycompactabeliangroupG,thesetofirreducible,i.e.one
dimensional,unitaryrepresentationsarecalleditscharacters.Withitsnaturalgroupstructureandthetopologyofpointwiseconvergence,the
setofcharacters isitselfalocallycompactabeliangroup,calledthePontryagindualofG.ForafunctionfinL1(G),itsFouriertransformis
definedby(Katznelson1976):
TheRiemannLebesguelemmaholdsinthiscase
isafunctionvanishingatinfinityon .
Gelfandtransform
TheFouriertransformisalsoaspecialcaseofGelfandtransform.Inthisparticularcontext,itiscloselyrelatedtothePontryagindualitymap
definedabove.
GivenanabelianlocallycompactHausdorfftopologicalgroupG,asbeforeweconsiderspaceL1(G),definedusingaHaarmeasure.With
convolutionasmultiplication,L1(G)isanabelianBanachalgebra.Italsohasaninvolution*givenby
TakingthecompletionwithrespecttothelargestpossiblyC*normgivesitsenvelopingC*algebra,calledthegroupC*algebraC*(G)ofG.
(AnyC*normonL1(G)isboundedbytheL1norm,thereforetheirsupremumexists.)
GivenanyabelianC*algebraA,theGelfandtransformgivesanisomorphismbetweenAandC0(A^),whereA^isthemultiplicativelinear
functionals,i.e.onedimensionalrepresentations,onAwiththeweak*topology.Themapissimplygivenby
ItturnsoutthatthemultiplicativelinearfunctionalsofC*(G),aftersuitableidentification,areexactlythecharactersofG,andtheGelfand
transform,whenrestrictedtothedensesubsetL1(G)istheFourierPontryagintransform.
Compactnonabeliangroups
TheFouriertransformcanalsobedefinedforfunctionsonanonabeliangroup,providedthatthegroupiscompact.Removingtheassumption
thattheunderlyinggroupisabelian,irreducibleunitaryrepresentationsneednotalwaysbeonedimensional.ThismeanstheFouriertransform
onanonabeliangrouptakesvaluesasHilbertspaceoperators(Hewitt&Ross1970,Chapter8).TheFouriertransformoncompactgroupsis
amajortoolinrepresentationtheory(Knapp2001)andnoncommutativeharmonicanalysis.
LetGbeacompactHausdorfftopologicalgroup.Letdenotethecollectionofallisomorphismclassesoffinitedimensionalirreducible
unitaryrepresentations,alongwithadefinitechoiceofrepresentationU()ontheHilbertspaceHoffinitedimensiondforeach.Ifis
afiniteBorelmeasureonG,thentheFourierStieltjestransformofistheoperatoronHdefinedby
where
isthecomplexconjugaterepresentationofU()actingonH.Ifisabsolutelycontinuouswithrespecttotheleftinvariant
probabilitymeasureonG,representedas
forsomefL1(),oneidentifiestheFouriertransformoffwiththeFourierStieltjestransformof.
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Themapping
definesanisomorphismbetweentheBanachspaceM(G)offiniteBorelmeasures(seercaspace)andaclosedsubspace
oftheBanachspaceC()consistingofallsequencesE=(E)indexedbyof(bounded)linearoperatorsE:HHforwhichthenorm
isfinite.The"convolutiontheorem"assertsthat,furthermore,thisisomorphismofBanachspacesisinfactanisometricisomorphismofC*
algebrasintoasubspaceofC().MultiplicationonM(G)isgivenbyconvolutionofmeasuresandtheinvolution*definedby
andC()hasanaturalC*algebrastructureasHilbertspaceoperators.
ThePeterWeyltheoremholds,andaversionoftheFourierinversionformula(Plancherel'stheorem)follows:iffL2(G),then
wherethesummationisunderstoodasconvergentintheL2sense.
ThegeneralizationoftheFouriertransformtothenoncommutativesituationhasalsoinpartcontributedtothedevelopmentof
noncommutativegeometry.Inthiscontext,acategoricalgeneralizationoftheFouriertransformtononcommutativegroupsisTannakaKrein
duality,whichreplacesthegroupofcharacterswiththecategoryofrepresentations.However,thislosestheconnectionwithharmonic
functions.
Alternatives
Insignalprocessingterms,afunction(oftime)isarepresentationofasignalwithperfecttimeresolution,butnofrequencyinformation,while
theFouriertransformhasperfectfrequencyresolution,butnotimeinformation:themagnitudeoftheFouriertransformatapointishowmuch
frequencycontentthereis,butlocationisonlygivenbyphase(argumentoftheFouriertransformatapoint),andstandingwavesarenot
localizedintimeasinewavecontinuesouttoinfinity,withoutdecaying.ThislimitstheusefulnessoftheFouriertransformforanalyzing
signalsthatarelocalizedintime,notablytransients,oranysignaloffiniteextent.
AsalternativestotheFouriertransform,intimefrequencyanalysis,oneusestimefrequencytransformsortimefrequencydistributionsto
representsignalsinaformthathassometimeinformationandsomefrequencyinformationbytheuncertaintyprinciple,thereisatradeoff
betweenthese.ThesecanbegeneralizationsoftheFouriertransform,suchastheshorttimeFouriertransformorfractionalFouriertransform,
orotherfunctionstorepresentsignals,asinwavelettransformsandchirplettransforms,withthewaveletanalogofthe(continuous)Fourier
transformbeingthecontinuouswavelettransform.(Boashash2003).
Applications
Analysisofdifferentialequations
PerhapsthemostimportantuseoftheFouriertransformationistosolve
partialdifferentialequations.Manyoftheequationsofthemathematical
physicsofthenineteenthcenturycanbetreatedthisway.Fourierstudied
theheatequation,whichinonedimensionandindimensionlessunitsis
Someproblems,suchascertaindifferentialequations,becomeeasier
tosolvewhentheFouriertransformisapplied.Inthatcasethe
solutiontotheoriginalproblemisrecoveredusingtheinverse
Fouriertransform.
Theexamplewewillgive,aslightlymoredifficultone,isthewave
equationinonedimension,
Asusual,theproblemisnottofindasolution:thereareinfinitelymany.Theproblemisthatofthesocalled"boundaryproblem":finda
solutionwhichsatisfiesthe"boundaryconditions"
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Here, and aregivenfunctions.Fortheheatequation,onlyoneboundaryconditioncanberequired(usuallythefirstone).Butforthewave

equation,therearestillinfinitelymanysolutions whichsatisfythefirstboundarycondition.Butwhenoneimposesbothconditions,thereis
onlyonepossiblesolution.
ItiseasiertofindtheFouriertransform ofthesolutionthantofindthesolutiondirectly.ThisisbecausetheFouriertransformationtakes
differentiationintomultiplicationbythevariable,andsoapartialdifferentialequationappliedtotheoriginalfunctionistransformedinto
multiplicationbypolynomialfunctionsofthedualvariablesappliedtothetransformedfunction.After isdetermined,wecanapplythe
inverseFouriertransformationtofind .
Fourier'smethodisasfollows.First,notethatanyfunctionoftheforms
satisfiesthewaveequation.Thesearecalled"theelementarysolutions."
Second,notethatthereforeanyintegral
(forarbitrary
islinear.)
,and
)satisfiesthewaveequation.(Thisintegralisjustakindofcontinuouslinearcombination,andtheequation
NowthisresemblestheformulafortheFouriersynthesisofafunction.Infact,thisistherealinverseFouriertransformof
variable .
and
inthe
Thethirdstepistoexaminehowtofindthespecificunknowncoefficientfunctions and thatwillleadto 'ssatisfyingtheboundary

conditions.Weareinterestedinthevaluesofthesesolutionsat
.Sowewillset
.AssumingthattheconditionsneededforFourier
inversionaresatisfied,wecanthenfindtheFouriersineandcosinetransforms(inthevariable )ofbothsidesandobtain
and
Similarly,takingthederivativeof withrespectto andthenapplyingtheFouriersineandcosinetransformationsyields
and
Thesearefourlinearequationsforthefourunknowns and ,intermsoftheFouriersineandcosinetransformsoftheboundary

conditions,whichareeasilysolvedbyelementaryalgebra,providedthatthesetransformscanbefound.
Insummary,wechoseasetofelementarysolutions,parametrisedby ,ofwhichthegeneralsolutionwouldbea(continuous)linear
combinationintheformofanintegralovertheparameter .ButthisintegralwasintheformofaFourierintegral.Thenextstepwasto
expresstheboundaryconditionsintermsoftheseintegrals,andsetthemequaltothegivenfunctions and .Buttheseexpressionsalsotook
theformofaFourierintegralbecauseofthepropertiesoftheFouriertransformofaderivative.ThelaststepwastoexploitFourierinversion
byapplyingtheFouriertransformationtobothsides,thusobtainingexpressionsforthecoefficientfunctions and intermsofthegiven
boundaryconditions and .
Fromahigherpointofview,Fourier'sprocedurecanbereformulatedmoreconceptually.Sincetherearetwovariables,wewillusetheFourier
transformationinboth and ratherthanoperateasFourierdid,whoonlytransformedinthespatialvariables.Notethat mustbeconsidered
inthesenseofadistributionsince
isnotgoingtobe :asawave,itwillpersistthroughtimeandthusisnotatransientphenomenon.
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ButitwillbeboundedandsoitsFouriertransformcanbedefinedasadistribution.TheoperationalpropertiesoftheFouriertransformation
thatarerelevanttothisequationarethatittakesdifferentiationin tomultiplicationby
anddifferentiationwithrespectto to
multiplicationby
where isthefrequency.Thenthewaveequationbecomesanalgebraicequationin :
Thisisequivalenttorequiring
unless
.Rightaway,thisexplainswhythechoiceofelementarysolutionswemadeearlier
workedsowell:obviously
willbesolutions.ApplyingFourierinversiontothesedeltafunctions,weobtaintheelementary
solutionswepickedearlier.Butfromthehigherpointofview,onedoesnotpickelementarysolutions,butratherconsidersthespaceofall
distributionswhicharesupportedonthe(degenerate)conic
.
Wemayaswellconsiderthedistributionssupportedontheconicthataregivenbydistributionsofonevariableontheline
distributionsontheline
asfollows:if isanytestfunction,
where
,and
plus
,aredistributionsofonevariable.
ThenFourierinversiongives,fortheboundaryconditions,somethingverysimilartowhatwehadmoreconcretelyabove(put
,whichisclearlyofpolynomialgrowth):
and
Now,asbefore,applyingtheonevariableFouriertransformationinthevariable tothesefunctionsof yieldstwoequationsinthetwo

unknowndistributions (whichcanbetakentobeordinaryfunctionsiftheboundaryconditionsare or ).
Fromacalculationalpointofview,thedrawbackofcourseisthatonemustfirstcalculatetheFouriertransformsoftheboundaryconditions,
thenassemblethesolutionfromthese,andthencalculateaninverseFouriertransform.Closedformformulasarerare,exceptwhenthereis
somegeometricsymmetrythatcanbeexploited,andthenumericalcalculationsaredifficultbecauseoftheoscillatorynatureoftheintegrals,
whichmakesconvergenceslowandhardtoestimate.Forpracticalcalculations,othermethodsareoftenused.
Thetwentiethcenturyhasseentheextensionofthesemethodstoalllinearpartialdifferentialequationswithpolynomialcoefficients,andby
extendingthenotionofFouriertransformationtoincludeFourierintegraloperators,somenonlinearequationsaswell.
Fouriertransformspectroscopy
TheFouriertransformisalsousedinnuclearmagneticresonance(NMR)andinotherkindsofspectroscopy,e.g.infrared(FTIR).InNMRan
exponentiallyshapedfreeinductiondecay(FID)signalisacquiredinthetimedomainandFouriertransformedtoaLorentzianlineshapein
thefrequencydomain.TheFouriertransformisalsousedinmagneticresonanceimaging(MRI)andmassspectrometry.
Quantummechanics
TheFouriertransformisusefulinQuantumMechanicsintwodifferentways.Tobeginwith,thebasicconceptualstructureofQuantum
Mechanicspostulatestheexistenceofpairsofcomplementaryvariables,connectedbytheHeisenberguncertaintyprinciple.Forexample,in
onedimension,thespatialvariable of,say,aparticle,canonlybemeasuredbythequantummechanical"positionoperator"atthecostof
losinginformationaboutthemomentum oftheparticle.Therefore,thephysicalstateoftheparticlecaneitherbedescribedbyafunction,
called"thewavefunction",of orbyafunctionof butnotbyafunctionofbothvariables.Thevariable iscalledtheconjugatevariableto
.InClassicalMechanics,thephysicalstateofaparticle(existinginonedimension,forsimplicityofexposition)wouldbegivenbyassigning
definitevaluestoboth and simultaneously.Thus,thesetofallpossiblephysicalstatesisthetwodimensionalrealvectorspacewitha
axisanda axis.
Incontrast,quantummechanicschoosesapolarisationofthisspaceinthesensethatitpicksasubspaceofonehalfthedimension,for
example,the axisalone,butinsteadofconsideringonlypoints,takesthesetofallcomplexvalued"wavefunctions"onthisaxis.
Nevertheless,choosingthe axisisanequallyvalidpolarisation,yieldingadifferentrepresentationofthesetofpossiblephysicalstatesofthe
particlewhichisrelatedtothefirstrepresentationbytheFouriertransformation
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Physicallyrealisablestatesare ,andsobythePlanchereltheorem,theirFouriertransformsarealso .(Notethatsince isinunitsof

distanceand isinunitsofmomentum,thepresenceofPlanck'sconstantintheexponentmakestheexponentdimensionless,asitshouldbe.)
Therefore,theFouriertransformcanbeusedtopassfromonewayofrepresentingthestateoftheparticle,byawavefunctionofposition,to
anotherwayofrepresentingthestateoftheparticle:byawavefunctionofmomentum.Infinitelymanydifferentpolarisationsarepossible,and
allareequallyvalid.Beingabletotransformstatesfromonerepresentationtoanotherissometimesconvenient.
TheotheruseoftheFouriertransforminbothQuantumMechanicsandQuantumFieldTheoryistosolvetheapplicablewaveequation.In
nonrelativisticQuantumMechanics,Schroedinger'sequationforatimevaryingwavefunctioninonedimension,notsubjecttoexternal
forces,is
Thisisthesameastheheatequationexceptforthepresenceoftheimaginaryunit .Fouriermethodscanbeusedtosolvethisequation.
Inthepresenceofapotential,givenbythepotentialenergyfunction
,theequationbecomes
The"elementarysolutions",aswereferredtothemabove,arethesocalled"stationarystates"oftheparticle,andFourier'salgorithm,as
describedabove,canstillbeusedtosolvetheboundaryvalueproblemofthefutureevolutionof givenitsvaluesfor
.Neitherofthese
approachesisofmuchpracticaluseinQuantumMechanics.Boundaryvalueproblemsandthetimeevolutionofthewavefunctionisnotof
muchpracticalinterest:itisthestationarystatesthataremostimportant.
InrelativisticQuantumMechanics,Schroedinger'sequationbecomesawaveequationaswasusualinclassicalphysics,exceptthatcomplex
valuedwavesareconsidered.Asimpleexample,intheabsenceofinteractionswithotherparticlesorfields,isthefreeonedimensionalKlein
GordonSchroedingerFockequation,thistimeindimensionlessunits,
Thisis,fromthemathematicalpointofview,thesameasthewaveequationofclassicalphysicssolvedabove(butwithacomplexvalued
wave,whichmakesnodifferenceinthemethods).ThisisofgreatuseinQuantumFieldTheory:eachseparateFouriercomponentofawave
canbetreatedasaseparateharmonicoscillatorandthenquantised,aprocedureknownas"secondquantisation".Fouriermethodshavebeen
adaptedtoalsodealwithnontrivialinteractions.
Signalprocessing
TheFouriertransformisusedforthespectralanalysisoftimeseries.Thesubjectofstatisticalsignalprocessingdoesnot,however,usually
applytheFouriertransformationtothesignalitself.Evenifarealsignalisindeedtransient,ithasbeenfoundinpracticeadvisabletomodela
signalbyafunction(or,alternatively,astochasticprocess)whichisstationaryinthesensethatitscharacteristicpropertiesareconstantoverall
time.TheFouriertransformofsuchafunctiondoesnotexistintheusualsense,andithasbeenfoundmoreusefulfortheanalysisofsignalsto
insteadtaketheFouriertransformofitsautocorrelationfunction.
Theautocorrelationfunction ofafunction isdefinedby
Thisfunctionisafunctionofthetimelag elapsingbetweenthevaluesof tobecorrelated.

Formostfunctions thatoccurinpractice, isaboundedevenfunctionofthetimelag andfortypicalnoisysignalsitturnsouttobe
uniformlycontinuouswithamaximumat
zero.
Theautocorrelationfunction,moreproperlycalledtheautocovariancefunctionunlessitisnormalisedinsomeappropriatefashion,measures
thestrengthofthecorrelationbetweenthevaluesof separatedbyatimelag.Thisisawayofsearchingforthecorrelationof withitsown
past.Itisusefulevenforotherstatisticaltasksbesidestheanalysisofsignals.Forexample,if
representsthetemperatureattime ,one
expectsastrongcorrelationwiththetemperatureatatimelagof24hours.
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ItpossessesaFouriertransform,
ThisFouriertransformiscalledthepowerspectraldensityfunctionof .(Unlessallperiodiccomponentsarefirstfilteredoutfrom ,this

integralwilldiverge,butitiseasytofilteroutsuchperiodicities.)
Thepowerspectrum,asindicatedbythisdensityfunction ,measurestheamountofvariancecontributedtothedatabythefrequency .In
electricalsignals,thevarianceisproportionaltotheaveragepower(energyperunittime),andsothepowerspectrumdescribeshowmuchthe
differentfrequenciescontributetotheaveragepowerofthesignal.Thisprocessiscalledthespectralanalysisoftimeseriesandisanalogous
totheusualanalysisofvarianceofdatathatisnotatimeseries(ANOVA).
Knowledgeofwhichfrequenciesare"important"inthissenseiscrucialfortheproperdesignoffiltersandfortheproperevaluationof
measuringapparatuses.Itcanalsobeusefulforthescientificanalysisofthephenomenaresponsibleforproducingthedata.
Thepowerspectrumofasignalcanalsobeapproximatelymeasureddirectlybymeasuringtheaveragepowerthatremainsinasignalafterall
thefrequenciesoutsideanarrowbandhavebeenfilteredout.
Spectralanalysisiscarriedoutforvisualsignalsaswell.Thepowerspectrumignoresallphaserelations,whichisgoodenoughformany
purposes,butforvideosignalsothertypesofspectralanalysismustalsobeemployed,stillusingtheFouriertransformasatool.
Othernotations
Othercommonnotationsfor
include:
DenotingtheFouriertransformbyacapitallettercorrespondingtotheletteroffunctionbeingtransformed(suchasf(x)andF())isespecially
commoninthesciencesandengineering.Inelectronics,theomega()isoftenusedinsteadofduetoitsinterpretationasangularfrequency,
sometimesitiswrittenasF(j),wherejistheimaginaryunit,toindicateitsrelationshipwiththeLaplacetransform,andsometimesitis
writteninformallyasF(2f)inordertouseordinaryfrequency.
Theinterpretationofthecomplexfunction
maybeaidedbyexpressingitinpolarcoordinateform
intermsofthetworealfunctionsA()and()where:
istheamplitudeand
isthephase(seeargfunction).
Thentheinversetransformcanbewritten:
whichisarecombinationofallthefrequencycomponentsoff(x).Eachcomponentisacomplexsinusoidoftheforme2ixwhoseamplitude
isA()andwhoseinitialphaseangle(atx=0)is().
TheFouriertransformmaybethoughtofasamappingonfunctionspaces.Thismappingisheredenoted and
isusedtodenotethe
Fouriertransformofthefunctionf.Thismappingislinear,whichmeansthat canalsobeseenasalineartransformationonthefunction
spaceandimpliesthatthestandardnotationinlinearalgebraofapplyingalineartransformationtoavector(herethefunctionf)canbeusedto
write insteadof
.SincetheresultofapplyingtheFouriertransformisagainafunction,wecanbeinterestedinthevalueofthis
functionevaluatedatthevalueforitsvariable,andthisisdenotedeitheras
oras
.Noticethatintheformercase,itis
implicitlyunderstoodthat isappliedfirsttofandthentheresultingfunctionisevaluatedat,nottheotherwayaround.
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Inmathematicsandvariousappliedsciences,itisoftennecessarytodistinguishbetweenafunctionfandthevalueoffwhenitsvariable
equalsx,denotedf(x).Thismeansthatanotationlike
formallycanbeinterpretedastheFouriertransformofthevaluesoffatx.
Despitethisflaw,thepreviousnotationappearsfrequently,oftenwhenaparticularfunctionorafunctionofaparticularvariableistobe
transformed.
Forexample,
issometimesusedtoexpressthattheFouriertransformofarectangularfunctionisasincfunction,
or
isusedtoexpresstheshiftpropertyoftheFouriertransform.
Notice,thatthelastexampleisonlycorrectundertheassumptionthatthetransformedfunctionisafunctionofx,notofx0.
Otherconventions
TheFouriertransformcanalsobewrittenintermsofangularfrequency:
whoseunitsareradianspersecond.
Thesubstitution=/(2)intotheformulasaboveproducesthisconvention:
Underthisconvention,theinversetransformbecomes:
Unliketheconventionfollowedinthisarticle,whentheFouriertransformisdefinedthisway,itisnolongeraunitarytransformationon
L2(Rn).ThereisalsolesssymmetrybetweentheformulasfortheFouriertransformanditsinverse.
Anotherconventionistosplitthefactorof(2)nevenlybetweentheFouriertransformanditsinverse,whichleadstodefinitions:
Underthisconvention,theFouriertransformisagainaunitarytransformationonL2(Rn).ItalsorestoresthesymmetrybetweentheFourier
transformanditsinverse.
Variationsofallthreeconventionscanbecreatedbyconjugatingthecomplexexponentialkernelofboththeforwardandthereverse
transform.Thesignsmustbeopposites.Otherthanthat,thechoiceis(again)amatterofconvention.
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SummaryofpopularformsoftheFouriertransform
ordinaryfrequency(Hz)
unitary
unitary
angularfrequency(rad/s)
nonunitary
Asdiscussedabove,thecharacteristicfunctionofarandomvariableisthesameastheFourierStieltjestransformofitsdistributionmeasure,
butinthiscontextitistypicaltotakeadifferentconventionfortheconstants.Typicallycharacteristicfunctionisdefined
.
Asinthecaseofthe"nonunitaryangularfrequency"conventionabove,thereisnofactorof2appearingineitheroftheintegral,orinthe
exponential.Unlikeanyoftheconventionsappearingabove,thisconventiontakestheoppositesignintheexponential.
ComputationMethods
Theappropriatecomputationmethodlargelydependshowtheoriginalmathematicalfunctionisrepresentedandthedesiredformoftheoutput
function.
SincethefundamentaldefinitionofaFouriertransformisanintegral,functionsthatcanbeexpressedasclosedformexpressionsare
commonlycomputedbyworkingtheintegralanalyticallytoyieldaclosedformexpressionintheFouriertransformconjugatevariableasthe
result.ThisisthemethodusedtogeneratetablesofFouriertransforms,[19]includingthosefoundinthetablebelow(Fouriertransform#Tables
ofimportantFouriertransforms).
ManycomputeralgebrasystemssuchasMatlabandMathematicathatarecapableofsymbolicintegrationarecapableofcomputingFourier
2
transformsanalytically.Forexample,tocomputetheFouriertransformoff(t)=cos(6t)et onemightenterthecommand"integrate
cos(6*pi*t)exp(pi*t^2)exp(i*2*pi*f*t)frominftoinf"intoWolframAlpha.
Numericalintegrationofclosedformfunctions
Iftheinputfunctionisinclosedformandthedesiredoutputfunctionisaseriesoforderedpairs(forexampleatableofvaluesfromwhicha
graphcanbegenerated)overaspecifieddomain,thentheFouriertransformcanbegeneratedbynumericalintegrationateachvalueofthe
Fourierconjugatevariable(frequency,forexample)forwhichavalueoftheoutputvariableisdesired.[20]Notethatthismethodrequires
computingaseparatenumericalintegrationforeachvalueoffrequencyforwhichavalueoftheFouriertransformisdesired.[21][22]The
numericalintegrationapproachworksonamuchbroaderclassoffunctionsthantheanalyticapproach,becauseityieldsresultsforfunctions
thatdonothaveclosedformFouriertransformintegrals.
Numericalintegrationofaseriesoforderedpairs
Iftheinputfunctionisaseriesoforderedpairs(forexample,atimeseriesfrommeasuringanoutputvariablerepeatedlyoveratimeinterval)
thentheoutputfunctionmustalsobeaseriesoforderedpairs(forexample,acomplexnumbervs.frequencyoveraspecifieddomainof
frequencies),unlesscertainassumptionsandapproximationsaremadeallowingtheoutputfunctiontobeapproximatedbyaclosedform
expression.Inthegeneralcasewheretheavailableinputseriesoforderedpairsareassumedbesamplesrepresentingacontinuousfunction
overaninterval(amplitudevs.time,forexample),theseriesoforderedpairsrepresentingthedesiredoutputfunctioncanbeobtainedby
numericalintegrationoftheinputdataovertheavailableintervalateachvalueoftheFourierconjugatevariable(frequency,forexample)for
whichthevalueoftheFouriertransformisdesired.[23]
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ExplicitnumericalintegrationovertheorderedpairscanyieldtheFouriertransformoutputvalueforanydesiredvalueoftheconjugate
Fouriertransformvariable(frequency,forexample),sothataspectrumcanbeproducedatanydesiredstepsizeandoveranydesiredvariable
rangeforaccuratedeterminationofamplitudes,frequencies,andphasescorrespondingtoisolatedpeaks.UnlikelimitationsinDFTandFFT
methods,explicitnumericalintegrationcanhaveanydesiredstepsizeandcomputetheFouriertransformoveranydesiredrangeofthe
congugateFouriertransformvariable(forexample,frequency).
DiscreteFourierTransformsandFastFourierTransforms
Iftheorderedpairsrepresentingtheoriginalinputfunctionareequallyspacedintheirinputvariable(forexample,equaltimesteps),thenthe
FouriertransformisknownasadiscreteFouriertransform(DFT),whichcanbecomputedeitherbyexplicitnumericalintegration,byexplicit
evaluationoftheDFTdefinition,orbyfastFouriertransform(FFT)methods.Incontrasttoexplicitintegrationofinputdata,useoftheDFT
andFFTmethodsproducesFouriertransformsdescribedbyorderedpairsofstepsizeequaltothereciprocaloftheoriginalsamplinginterval.
Forexample,iftheinputdataissampledfor10seconds,theoutputofDFTandFFTmethodswillhavea0.1Hzfrequencyspacing.
TablesofimportantFouriertransforms
ThefollowingtablesrecordsomeclosedformFouriertransforms.Forfunctionsf(x),g(x)andh(x)denotetheirFouriertransformsby , ,
and respectively.Onlythethreemostcommonconventionsareincluded.Itmaybeusefultonoticethatentry105givesarelationship
betweentheFouriertransformofafunctionandtheoriginalfunction,whichcanbeseenasrelatingtheFouriertransformanditsinverse.
Functionalrelationships
TheFouriertransformsinthistablemaybefoundinErdlyi(1954)orKammler(2000,appendix).
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Function
Fouriertransform
unitary,ordinary
frequency
Fouriertransform
unitary,angular
frequency
Fouriertransform
nonunitary,
angularfrequency
Remarks
Definition
101
Linearity
102
Shiftintimedomain
103
Shiftinfrequencydomain,dualof102
Scalinginthetimedomain.If islarge,
then
isconcentratedaround0and
104
spreadsoutandflattens.
Duality.Here needstobecalculatedusing
thesamemethodasFouriertransform
column.Resultsfromswapping"dummy"
variablesof and or or .
105
106
107
Thisisthedualof106
108
Thenotation
denotestheconvolution
of and thisruleistheconvolution
theorem
109
Thisisthedualof108
110
For
real
purely
Hermitiansymmetry. indicatesthe
complexconjugate.
For
apurely
111 realevenfunction
112
For
apurely
realoddfunction
,
,
113
and
and
arepurelyrealevenfunctions.
arepurelyimaginaryoddfunctions.
Complexconjugation,generalizationof110
Squareintegrablefunctions
TheFouriertransformsinthistablemaybefoundin(Campbell&Foster1948),(Erdlyi1954),ortheappendixof(Kammler2000).
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Function
Fouriertransform
unitary,ordinary
frequency
Fourier
transform
nonunitary,
angular
frequency
Fouriertransform
unitary,angular
frequency
Remarks
201
Therectangularpulseandthenormalizedsinc
function,heredefinedassinc(x)=sin(x)/(x)
202
Dualofrule201.Therectangularfunctionisan
ideallowpassfilter,andthesincfunctionisthe
noncausalimpulseresponseofsuchafilter.The
sincfunctionisdefinedhereassinc(x)=
sin(x)/(x)
203
Thefunctiontri(x)isthetriangularfunction
204
Dualofrule203.
205
Thefunctionu(x)istheHeavisideunitstep
functionanda>0.
206
Thisshowsthat,fortheunitaryFourier
transforms,theGaussianfunctionexp(x2)is
itsownFouriertransformforsomechoiceof.
ForthistobeintegrablewemusthaveRe()>0.
207
Fora>0.Thatis,theFouriertransformofa
twosideddecayingexponentialfunctionisa
Lorentzianfunction.
208
HyperbolicsecantisitsownFouriertransform
209
isthenthorderHermitepolynomial.Ifa=1
thentheGaussHermitefunctionsare
eigenfunctionsoftheFouriertransformoperator.
Foraderivation,seeHermitepolynomial.The
formulareducesto206forn=0.
Distributions
TheFouriertransformsinthistablemaybefoundin(Erdlyi1954)ortheappendixof(Kammler2000).
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Function
Fouriertransform
Fouriertransform
unitary,ordinaryfrequency unitary,angularfrequency
Fouriertransform
nonunitary,angular
frequency
Remarks
301
Thedistribution()
denotestheDirac
deltafunction.
302
Dualofrule301.
303
Thisfollowsfrom
103and301.
Thisfollowsfrom
rules101and303
usingEuler's
formula:
304
Thisfollowsfrom
101and303using
305
306
307
308
Here,nisanatural
numberand
isthenth
distribution
derivativeofthe
Diracdeltafunction.
Thisrulefollows
fromrules107and
301.Combiningthis
rulewith101,we
cantransformall
polynomials.
309
Heresgn()isthe
signfunction.Note
that1/xisnota
distribution.Itis
necessarytousethe
Cauchyprincipal
valuewhentesting
againstSchwartz
functions.Thisrule
isusefulinstudying
theHilbert
transform.
1/xnisthe
homogeneous
distributiondefined
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310
311
bythedistributional
derivative
Thisformulaisvalid
for0>>1.For
>0somesingular
termsariseatthe
originthatcanbe
foundby
differentiating318.If
Re>1,then
isalocallyintegrable
function,andsoa
tempered
distribution.The
function
is
aholomorphic
functionfromthe
righthalfplaneto
thespaceof
tempered
distributions.It
admitsaunique
meromorphic
extensiontoa
tempered
distribution,also
denoted
for
2,4,...(See
homogeneous
distribution.)
Specialcaseof311.
312
Thedualofrule309.
ThistimetheFourier
transformsneedto
beconsideredas
Cauchyprincipal
value.
313
Thefunctionu(x)is
theHeavisideunit
stepfunctionthis
followsfromrules
101,301,and312.
Thisfunctionis
knownastheDirac
combfunction.This
resultcanbederived
from302and102,
togetherwiththefact
314
that
asdistributions.
315
ThefunctionJ0(x)is
thezerothorder
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Besselfunctionof
firstkind.
316
Thisisa
generalizationof
315.Thefunction
Jn(x)isthenthorder
Besselfunctionof
firstkind.The
functionTn(x)isthe
Chebyshev
polynomialofthe
firstkind.
317
istheEuler
Mascheroniconstant.
318
Thisformulaisvalid
for1>>0.Use
differentiationto
deriveformulafor
higherexponents.u
istheHeaviside
function.
Twodimensionalfunctions
Function
Fouriertransform
unitary,ordinaryfrequency
Fouriertransform
unitary,angularfrequency
Fouriertransform
nonunitary,angularfrequency
400
401
402
Remarks
To400:Thevariablesx,y,x,y,xandyarerealnumbers.Theintegralsaretakenovertheentireplane.
To401:BothfunctionsareGaussians,whichmaynothaveunitvolume.
To402:Thefunctionisdefinedbycirc(r)=10r1,andis0otherwise.TheresultistheamplitudedistributionoftheAirydisk,andis
expressedusingJ1(theorder1Besselfunctionofthefirstkind).(Stein&Weiss1971,Thm.IV.3.3)
Formulasforgeneralndimensionalfunctions
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Function
Fouriertransform
Fouriertransform
Fouriertransform
unitary,ordinaryfrequency unitary,angularfrequency nonunitary,angularfrequency
500
501
502
503
504
Remarks
To501:Thefunction[0,1]istheindicatorfunctionoftheinterval[0,1].Thefunction(x)isthegammafunction.ThefunctionJn/2+isa
Besselfunctionofthefirstkind,withordern/2+.Takingn=2and=0produces402.(Stein&Weiss1971,Thm.4.15)
To502:SeeRieszpotentialwheretheconstantisgivenby
.Theformulaalsoholdsforalln,n1,by
analyticcontinuation,butthenthefunctionanditsFouriertransformsneedtobeunderstoodassuitablyregularizedtempereddistributions.See
homogeneousdistribution.
To503:Thisistheformulaforamultivariatenormaldistributionnormalizedto1withameanof0.Boldvariablesarevectorsormatrices.
Followingthenotationoftheaforementionedpage,
and
To504:Here
.See(Stein&Weiss1971,p.6).
Seealso
Analogsignalprocessing
BeeversLipsonstrip
DiscreteFouriertransform
DFTmatrix
DiscretetimeFouriertransform
FastFouriertransform
Fourierintegraloperator
Fourierinversiontheorem
Fouriermultiplier
Fourierseries
Fouriersinetransform
FourierDelignetransform
FourierMukaitransform
FractionalFouriertransform
IndirectFouriertransform
Integraltransform
Hankeltransform
Hartleytransform
Laplacetransform
Linearcanonicaltransform
Mellintransform
Multidimensionaltransform
NGC4622,especiallytheimageNGC4622Fouriertransform
m=2.
ShorttimeFouriertransform
SpacetimeFouriertransform
Spectraldensity
Spectraldensityestimation
Symbolicintegration
TimestretchdispersiveFouriertransform
Transform(mathematics)
Integraltransform
Remarks
1.UptoanimaginaryconstantfactorwhosemagnitudedependsonwhatFouriertransformconventionisused.
2.TheLaplacetransformisageneralizationoftheFouriertransformthatoffersgreaterflexibilityformanysuchapplications.
3.DependingontheapplicationaLebesgueintegral,distributional,orotherapproachmaybemostappropriate.
Notes
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1.Vretblad2000providessolidjustificationfortheseformalprocedureswithoutgoingtoodeeplyintofunctionalanalysisorthetheoryofdistributions.
2.InrelativisticquantummechanicsoneencountersvectorvaluedFouriertransformsofmulticomponentwavefunctions.Inquantumfieldtheory
operatorvaluedFouriertransformsofoperatorvaluedfunctionsofspacetimeareinfrequentuse,seeforexampleGreiner&Reinhardt1996.
3.Fourier,Joseph(1822).Thorieanalytiquedelachaleur(inFrench).Paris:FirminDidotPreetFils.OCLC2688081.
4.RogerHowe(1980),"OntheroleoftheHeisenberggroupinharmonicanalysis",BulletinoftheAmericanMathematicalSociety3(2)
5.Paley&Wiener1934
6.Guelfand&Vilenkin1967,p.19
7.Kirillov&Gvichiani1982,pp.114,226
8.Clozel&Delorme1985,,pp.331333
9.deGroot&Mazur1987,p.146
10.Champeney1987,p.80
11.Chatfield2004,p.297
12.Kolmogrov&Fomn1978,p.492
13.Wiener1949
14.Kolmogrov&Fomn1978,p.492
15.Champeney1987,p.63
16.Widder&Wiener1938,p.537
17.hatfield,TheAnalysisofTimeSeries,6thed.,London,2004,p.113.
18.See,e.g.,Fourier,ThorieAnalytiquedelaChaleur,Paris,1822,p.441Poincar,ThorieAnalytiquedelaPropagationdeChaleur,Paris,1895,
p.102WhittakerandWatson,ACourseofModernAnalysis,4thed.,Cambridge,1927,p.188),or"Fourier'sIntegralTheorem"(althoughitwasnot
provedinthisgeneralitybyFourier)andisequivalentto"FourierInversion".SeeCamilleJordan,Coursd'Analysedel'colePolytechnique,vol.II,
CalculIntgral:Intgralesdfiniesetindfinies.2nded.,Paris,1883,pp.216226,who,infact,provesFourier'sIntegralTheorembeforestudying
FourierSeries.SeealsoKolmogorovandFomin,Elementosdelateoradefuncionesydelanlisisfuncional.Moscow,1972,traducidoporCarlos
Vega,pp.4669.
19.Gradshteyn,IzrailSolomonovichRyzhik,IosifMoiseevichGeronimus,YuriVeniaminovichTseytlin,MichailYulyevichJeffrey,Alan(2015)
[October2014].Zwillinger,DanielMoll,VictorHugo,eds.TableofIntegrals,Series,andProducts.TranslatedbyScriptaTechnica,Inc.(8ed.).
AcademicPress,Inc.ISBN0123849330.LCCN2014010276.ISBN9780123849335.
20.Press,WilliamH.,etal.NumericalrecipesinC.Vol.2.Cambridge:Cambridgeuniversitypress,1996.
21.Bailey,DavidH.,andPaulN.Swarztrauber."AfastmethodforthenumericalevaluationofcontinuousFourierandLaplacetransforms."SIAMJournal
onScientificComputing15.5(1994):11051110.
22.Lado,F."Numericalfouriertransformsinone,two,andthreedimensionsforliquidstatecalculations."JournalofComputationalPhysics8.3(1971):
417433.
23.Simonen,P.,andH.Olkkonen."FastmethodforcomputingtheFourierintegraltransformviaSimpson'snumericalintegration."Journalofbiomedical
engineering7.4(1985):337340.
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BochnerS.,ChandrasekharanK.(1949),FourierTransforms,PrincetonUniversityPress
Bracewell,R.N.(2000),TheFourierTransformandItsApplications(3rded.),Boston:McGrawHill,ISBN0071160434.
Campbell,GeorgeFoster,Ronald(1948),FourierIntegralsforPracticalApplications,NewYork:D.VanNostrandCompany,Inc..
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Erdlyi,Arthur,ed.(1954),TablesofIntegralTransforms1,NewYour:McGrawHill
GeraldFolland(1989),Harmonicanalysisinphasespace,PrincetonUniversityPress
Fourier,J.B.Joseph(1822),ThorieAnalytiquedelaChaleur,Paris:ChezFirminDidot,preetfils
Fourier,J.B.JosephFreeman,Alexander,translator(1878),TheAnalyticalTheoryofHeat,TheUniversityPress
Champeney,D.C.(1987),AHandbookofFourierTheorems,CambridgeUniversityPress
deGroot,SybrenR.Mazur,Peter(1984),NonEquilibriumThermodynamics(2nded.),NewYork:Dover
MarnAntua,Jos(1990),Teoradefuncionesdevariablecompleja(2nded.),Havana:EditorialPuebloyEducacin
Chatfield,Chris(2004),TheAnalysisofTimeSeries:AnIntroduction,TextsinStatisticalScience(6thed.),London:Chapman&
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Feller,William(1971),AnIntroductiontoProbabilityTheoryandItsApplications.Vol.II.(Seconded.),NewYork:JohnWiley&Sons,
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Wiener,Norbert(1949),Extrapolation,Interpolation,andSmoothingofStationaryTimeSeriesWithEngineeringApplications,
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Kirillov,AlexandreGvichiani,Alexei(1982),Thormesetproblmesd'analysefonctionnelle,DjilaliEmbarek,translator,Moscow:
Mir
Kolmogrov,AndriNikolaevichFomn,SergueiVaslievich(1978),Elementosdelateoradefuncionesydelanlisisfunctional,
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Widder,DavidVernonWiener,Norbert(August1938),"RemarksontheClassicalInversionFormulafortheLaplaceIntegral",Bulletin
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Retrievedfrom"https://en.wikipedia.org/w/index.php?title=Fourier_transform&oldid=724312358"
Categories: Fourieranalysis Integraltransforms Unitaryoperators JosephFourier Mathematicalphysics
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6/8/2016

canbestudiedforcomplexvaluesofitsargument .Dependingonthepropertiesof ,thismightnotconvergeofftherealaxisatall,orit

forsomeconstant .(Inthiscase, issupportedon

decreasingin (forfixed )andofexponentialgrowthin (uniformlyin ).[6]

Thisiscalledanexpansionasatrigonometricintegral,oraFourierintegralexpansion.Thecoefficientfunctions and canbefoundbyusing

Here, and aregivenfunctions.Fortheheatequation,onlyoneboundaryconditioncanberequired(usuallythefirstone).Butforthewave

Thethirdstepistoexaminehowtofindthespecificunknowncoefficientfunctions and thatwillleadto 'ssatisfyingtheboundary

Similarly,takingthederivativeof withrespectto andthenapplyingtheFouriersineandcosinetransformationsyields

Thesearefourlinearequationsforthefourunknowns and ,intermsoftheFouriersineandcosinetransformsoftheboundary

Now,asbefore,applyingtheonevariableFouriertransformationinthevariable tothesefunctionsof yieldstwoequationsinthetwo

Physicallyrealisablestatesare ,andsobythePlanchereltheorem,theirFouriertransformsarealso .(Notethatsince isinunitsof

Thisfunctionisafunctionofthetimelag elapsingbetweenthevaluesof tobecorrelated.

ThisFouriertransformiscalledthepowerspectraldensityfunctionof .(Unlessallperiodiccomponentsarefirstfilteredoutfrom ,this

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