The Fourier Transform
The Fourier transform of h(t) is given by
or
which
will exist if the energy of the signal h, defined as
is
finite. In whichcase we may recover the orginal function from H by
.
We may consider the application of the Fourier transform to be
a function Φ with domain time domain functions and range frequency
domain functions. For a time domain function h we will designate its
Fourier transform by Φ(h).
Fourier Transform Properties:
- Time Scaling Property. If a is a nonzero constant
and g(t) = h( at ) for all t, then
for
each s. We see from this that if the "length" of a signal is decreased
while its amplitude is kept constant, then its Fourier transform becomes wider
and shorter; ie., the bandwidth increases and the frequency amplitudes decrease.
If the length is increased, then its Fourier transform becomes narrower and
"taller."
- Frequency Scaling Property. If a is a nonzero
constant and
for
all t, then Φ(g)(s)=Φ(h)(as)
for each s.
- Time Shifting Property. If a is a nonzero constant
and g(t) = h( t -a ) for all t, then
for each s. Thus the transform of a time shifted function is the transform
of the original function multiplied by an exponential factor having a linear
phase.
- Frequency Shifting Property. If a is a nonzero
constant and g(t) = h( t )*ei2πta
for all t, then Φ(g)(s)
= Φ(h)(s - a) for each s.
- Time Convolution Theorem. If
for
all t, where
is
the convolution of h and f, then Φ(g)(s)
= Φ(h)(s)*Φ(f)(s)
for each s. The Fourier transform turns convolution into product. (
is defined to be
.)
- Frequency Convolution Theorem. If g(t)
= h(t)*f(t), for all t, then
for
each s. The Fourier transform turns product into convolution.
- The Correlation Theorem. If g is the correlation
of h and f, so
,
for each t; then Φ(g)(s)
= Φ(h)(s)*(Φ(f)(s))*
for each s. (z* is the complex comjugate of z: (a+bi)*=
a-bi) The correlation of h with itself is called the autocorrelation
of h in which case we have Φ(g)(s)
= |Φ(h)(s)|2.
- Parseval's Theorem. The power of a signal represented by
a function h(t) is the same whether computed in the time
domain or the frequency domain since
.