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The Magical Transform
                               Felipe Hernández




Wednesday, December 15, 2010
Definition


                   •      F(w) = integral (f(x)e^(-jwx)dx)
                        •      As a side note, every sum and integral, unless otherwise noted, go
                               from negative infinity to positive infinity




Wednesday, December 15, 2010
What does it do?

                   •      Suppose the function f(x) looks periodic and smooth (there are actual
                          conditions, but we won’t worry about them)


                   •      You could model f(x) using sin waves of varying amplitude and
                          frequency


                   •      This is more commonly used in its discrete form for signal processing
                          and analysis, but here we discuss the continuous form




Wednesday, December 15, 2010
Introduction
                   •      Suppose the function is a sum of sin waves: f(x) = sum(A(w)f(wx))


                   •      f(wx) is a wave of frequency w. For this case, e^(jwx) is what is needed.
                          The properties are incredibly convenient, and they will be discussed.


                   •      This is better represented with the integral form:
                          f(x) = integral (A(w)e^(jwx) dw)


                   •      This means that we put the function into the frequency domain. w is the
                          frequency. F(w) is related to the amplitude of the wave of that frequency.


                   •      A(w) is actually equal to the fourier transform divided by 2pi so that:
                          f(x) = integral(F(w)sin(wx) dw)/2pi


                   •      The reasons for the division by 2pi will be explained once we explore the
                          transform in more detail.



Wednesday, December 15, 2010
The Visualization
                   •      Lets inspect the definition of the transform:    F(w) = integral (f(x)e^(-
                          jwx)dx)


                   •      There are two variables: w (the frequency) and x


                   •      We’ll visualize the transform starting with a specific frequency.


                   •      What we notice is that e^-jwx is simply -isinw + cosw. As you increase
                          x, the function goes in a “backwards” unit circle around the complex
                          plane with frequency w.


                   •      When we multiply this by f(x), we see that we are simply plotting the
                          function on the complex plane in polar form, except that -wθ = x or θ =
                          -x/w. Therefore, we graph r = f(-x/w).


                   •      Now, we sum up all the “arrows” that are formed when we plot the
                          function as x goes from negative infinity to infinity

Wednesday, December 15, 2010
Example:

             On the right is the function:
                         y = arctan(x)




                                                 To find the Fourier transform F(w) for
                                               w = 1, we plot r = arctan(-θ) and sum the

                                                                arrows.




             To find the Fourier transform F(w) for
 w = 0.5, we plot r = arctan(-2θ) and follow the same
                               procedure

Wednesday, December 15, 2010
The case of sin(wx)


                   •      The most important case is the Fourier transform of f(x) = sin(w0x)


                   •      To start, we will use w = w0 and w = -w0. This should give us non-zero
                          amplitudes (the frequencies exist there).


                   •      Then, we will find that if |w| is not equal to w0, the amplitude is equal
                          to zero.




Wednesday, December 15, 2010
w = w0               imaginary

            Here is the graph of r=sin(-w0x/w) when
                                     w = w0

         To find F(w), we add up all of those arrows.
                The result is an arrow purely in the
                                                                                                  real
                               -imaginary direction.

            The magnitude of the arrow is trickier to
        find. First, lets find the magnitude if we only
                                 go around once.

              Each arrow contributes only in the y direction. dy = d/dθ (rsin(θ)). r = -sin(θ).
            Therefore, we can integrate -sin^2(θ) to find the magnitude of the arrow. For one
                         revolution, (0 to 2pi), the magnitude is pi. (You do the integral!!)

               Therefore, F(w0) = -i*pi*δ(0). The δ(0) part takes care of the rest of the
         revolutions. δ(x) is defined as an impulse such that the integral from 0- to 0+ of
                       δ(x) = 1. We will discuss how it got there in more detail later.


Wednesday, December 15, 2010
w = -w0
            Here is the graph of r=sin(-w0x/w) when
                                     w = w0

         To find F(w), we add up all of those arrows.
                The result is an arrow purely in the
                               imaginary direction.

         We obtain the magnitude of the arrow using
                     the same method as last time.

                               There is one more case to explore before finding F(sin(wx)).




Wednesday, December 15, 2010
|w| ≠ w0
      What happens when we choose w = 3w0? We would
      expect that F(w) = 0 because that frequency isn’t
      represented in f(x) = sin(wx). As it turns out, all of       Here, each arrow
                                                                 represents the sum for
      the arrows cancel out, leaving an arrow of magnitude       the entire lobe. (I’m
                                                                      lazy, OK?)
      0.




           Now what about when w is close to w0, by a
           factor of 1.004? We expect it to be 0, but its sooo
           close!! As it turns out, the arrows cancel
           themselves out in this case as well.




Wednesday, December 15, 2010
F[sin(wx)]
                •      When f(x) = sin(w0x), F(w) = -i*pi[δ(w-w0) - δ(w+w0)]. This fits our
                       results from the graphical interpretation. It is negative infinity in the
                       imaginary direction when w = w0, like noticed in the graphical view.


                •      Let’s take the inverse transform and check the answer. First, we’ll need to
                       know that integral ( δ(x-a)f(x)dx ) = f(a) -- it’s an impulse at x=a of
                       magnitude f(a).


                •      When we check the inverse Fourier transform, we find that we get sin(wx).
                       (You do it, OK?). By the way, now we can see why that pesky 1/2pi is
                       there. It “normalizes” the value -- you get pi from -w0 and you get pi from
                       w0.


                •      Now lets investigate what happens when apply basic shifts to f(x).




Wednesday, December 15, 2010
Horizontal shifts
     The first transformation that we will investigate is
     f(x-k). We will investigate it arctan(x-k) to show
     how it works in the general case.

     First, we notice that this causes a shift in the graph.
     The first is the graph of r=arctan(-x), and the second
     is the graph of r=arctan(-(x+pi/4)). The second arrow
     is the first arrow rotated by -pi/4 --clockwise. If we
     represent the first arrow by ||A||e^(iθ) (A is the
     magnitude), then the second arrow is ||A||e^(i(θ-pi/
     4)).

     This means that all we have to do is multiple the
     first arrow by e^(iθpi/4). To generalize:
     F(f(x-k)) = F(w)*e^(-jwk). We can generalize
     because the same logic works for all functions.

Wednesday, December 15, 2010
Scalar multiplication

                   •      When you multiply f(x) by a constant k, each arrow in the polar form
                          grows by the same factor.


                   •      The result is that the amplitude is multiplied by k.


                   •      This works for complex numbers, too. (With complex numbers, though, it
                          is more appropriate to see it as multiplication by ||Z||e^(iθ) -- i.e. a shift
                          and a “growth”)




Wednesday, December 15, 2010
cos(wx)

                   •      Now lets find F[cos(w0x)]. First, we realize that cos(w0x) = sin(pi/2-
                          w0x)   = -sin(w0x-pi/2) = -sin(w0(x-pi/2w0))


                   •      F[cos(w0x)] is then equal to F[-sin(w0(x-pi/2w0))] =-F[sin(w0(x-pi/2w0))]
                          = -F[sin(w0x)]e^(-iw*pi/2w0).


                   •      F[sin(w0x)] only “matters” at w = w0 and w = -w0. e^(-iw0*pi/2w0) = -i.
                          e^(iw0*pi/2w0) = i.


                   •      Plugging this into F(w) = -i*pi[δ(w-w0) - δ(w+w0)], we get that F[cos
                          (w0x) = pi[δ(w-w0) + δ(w+w0)].


                   •      Now we have the basis for all functions!




Wednesday, December 15, 2010
Conclusions

                   •      The Fourier transform is awesome because it breaks a signal down into
                          its frequencies.


                   •      You can visualize the Fourier transform by graphing the function on the
                          complex plane in polar form.


                   •      Honestly, you could go on and on with all of the interesting patterns you
                          find with the Fourier transform: the symmetry, the phase shifts, the
                          meaning of complex frequencies. However, we’ll end here at this
                          introduction. Maybe I’ll make a presentation on the LaPlace transform
                          (and why it solves equations) or on the DFT, DTFT, and the FFT.


                   •      It is 2:20 am and I’m tired, so I’ll stop now. I know there are loose
                          ends, and I’ll fix them.

Wednesday, December 15, 2010

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Visualizing the Fourier Transform

  • 1. The Magical Transform Felipe Hernández Wednesday, December 15, 2010
  • 2. Definition • F(w) = integral (f(x)e^(-jwx)dx) • As a side note, every sum and integral, unless otherwise noted, go from negative infinity to positive infinity Wednesday, December 15, 2010
  • 3. What does it do? • Suppose the function f(x) looks periodic and smooth (there are actual conditions, but we won’t worry about them) • You could model f(x) using sin waves of varying amplitude and frequency • This is more commonly used in its discrete form for signal processing and analysis, but here we discuss the continuous form Wednesday, December 15, 2010
  • 4. Introduction • Suppose the function is a sum of sin waves: f(x) = sum(A(w)f(wx)) • f(wx) is a wave of frequency w. For this case, e^(jwx) is what is needed. The properties are incredibly convenient, and they will be discussed. • This is better represented with the integral form: f(x) = integral (A(w)e^(jwx) dw) • This means that we put the function into the frequency domain. w is the frequency. F(w) is related to the amplitude of the wave of that frequency. • A(w) is actually equal to the fourier transform divided by 2pi so that: f(x) = integral(F(w)sin(wx) dw)/2pi • The reasons for the division by 2pi will be explained once we explore the transform in more detail. Wednesday, December 15, 2010
  • 5. The Visualization • Lets inspect the definition of the transform: F(w) = integral (f(x)e^(- jwx)dx) • There are two variables: w (the frequency) and x • We’ll visualize the transform starting with a specific frequency. • What we notice is that e^-jwx is simply -isinw + cosw. As you increase x, the function goes in a “backwards” unit circle around the complex plane with frequency w. • When we multiply this by f(x), we see that we are simply plotting the function on the complex plane in polar form, except that -wθ = x or θ = -x/w. Therefore, we graph r = f(-x/w). • Now, we sum up all the “arrows” that are formed when we plot the function as x goes from negative infinity to infinity Wednesday, December 15, 2010
  • 6. Example: On the right is the function: y = arctan(x) To find the Fourier transform F(w) for w = 1, we plot r = arctan(-θ) and sum the arrows. To find the Fourier transform F(w) for w = 0.5, we plot r = arctan(-2θ) and follow the same procedure Wednesday, December 15, 2010
  • 7. The case of sin(wx) • The most important case is the Fourier transform of f(x) = sin(w0x) • To start, we will use w = w0 and w = -w0. This should give us non-zero amplitudes (the frequencies exist there). • Then, we will find that if |w| is not equal to w0, the amplitude is equal to zero. Wednesday, December 15, 2010
  • 8. w = w0 imaginary Here is the graph of r=sin(-w0x/w) when w = w0 To find F(w), we add up all of those arrows. The result is an arrow purely in the real -imaginary direction. The magnitude of the arrow is trickier to find. First, lets find the magnitude if we only go around once. Each arrow contributes only in the y direction. dy = d/dθ (rsin(θ)). r = -sin(θ). Therefore, we can integrate -sin^2(θ) to find the magnitude of the arrow. For one revolution, (0 to 2pi), the magnitude is pi. (You do the integral!!) Therefore, F(w0) = -i*pi*δ(0). The δ(0) part takes care of the rest of the revolutions. δ(x) is defined as an impulse such that the integral from 0- to 0+ of δ(x) = 1. We will discuss how it got there in more detail later. Wednesday, December 15, 2010
  • 9. w = -w0 Here is the graph of r=sin(-w0x/w) when w = w0 To find F(w), we add up all of those arrows. The result is an arrow purely in the imaginary direction. We obtain the magnitude of the arrow using the same method as last time. There is one more case to explore before finding F(sin(wx)). Wednesday, December 15, 2010
  • 10. |w| ≠ w0 What happens when we choose w = 3w0? We would expect that F(w) = 0 because that frequency isn’t represented in f(x) = sin(wx). As it turns out, all of Here, each arrow represents the sum for the arrows cancel out, leaving an arrow of magnitude the entire lobe. (I’m lazy, OK?) 0. Now what about when w is close to w0, by a factor of 1.004? We expect it to be 0, but its sooo close!! As it turns out, the arrows cancel themselves out in this case as well. Wednesday, December 15, 2010
  • 11. F[sin(wx)] • When f(x) = sin(w0x), F(w) = -i*pi[δ(w-w0) - δ(w+w0)]. This fits our results from the graphical interpretation. It is negative infinity in the imaginary direction when w = w0, like noticed in the graphical view. • Let’s take the inverse transform and check the answer. First, we’ll need to know that integral ( δ(x-a)f(x)dx ) = f(a) -- it’s an impulse at x=a of magnitude f(a). • When we check the inverse Fourier transform, we find that we get sin(wx). (You do it, OK?). By the way, now we can see why that pesky 1/2pi is there. It “normalizes” the value -- you get pi from -w0 and you get pi from w0. • Now lets investigate what happens when apply basic shifts to f(x). Wednesday, December 15, 2010
  • 12. Horizontal shifts The first transformation that we will investigate is f(x-k). We will investigate it arctan(x-k) to show how it works in the general case. First, we notice that this causes a shift in the graph. The first is the graph of r=arctan(-x), and the second is the graph of r=arctan(-(x+pi/4)). The second arrow is the first arrow rotated by -pi/4 --clockwise. If we represent the first arrow by ||A||e^(iθ) (A is the magnitude), then the second arrow is ||A||e^(i(θ-pi/ 4)). This means that all we have to do is multiple the first arrow by e^(iθpi/4). To generalize: F(f(x-k)) = F(w)*e^(-jwk). We can generalize because the same logic works for all functions. Wednesday, December 15, 2010
  • 13. Scalar multiplication • When you multiply f(x) by a constant k, each arrow in the polar form grows by the same factor. • The result is that the amplitude is multiplied by k. • This works for complex numbers, too. (With complex numbers, though, it is more appropriate to see it as multiplication by ||Z||e^(iθ) -- i.e. a shift and a “growth”) Wednesday, December 15, 2010
  • 14. cos(wx) • Now lets find F[cos(w0x)]. First, we realize that cos(w0x) = sin(pi/2- w0x) = -sin(w0x-pi/2) = -sin(w0(x-pi/2w0)) • F[cos(w0x)] is then equal to F[-sin(w0(x-pi/2w0))] =-F[sin(w0(x-pi/2w0))] = -F[sin(w0x)]e^(-iw*pi/2w0). • F[sin(w0x)] only “matters” at w = w0 and w = -w0. e^(-iw0*pi/2w0) = -i. e^(iw0*pi/2w0) = i. • Plugging this into F(w) = -i*pi[δ(w-w0) - δ(w+w0)], we get that F[cos (w0x) = pi[δ(w-w0) + δ(w+w0)]. • Now we have the basis for all functions! Wednesday, December 15, 2010
  • 15. Conclusions • The Fourier transform is awesome because it breaks a signal down into its frequencies. • You can visualize the Fourier transform by graphing the function on the complex plane in polar form. • Honestly, you could go on and on with all of the interesting patterns you find with the Fourier transform: the symmetry, the phase shifts, the meaning of complex frequencies. However, we’ll end here at this introduction. Maybe I’ll make a presentation on the LaPlace transform (and why it solves equations) or on the DFT, DTFT, and the FFT. • It is 2:20 am and I’m tired, so I’ll stop now. I know there are loose ends, and I’ll fix them. Wednesday, December 15, 2010