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Fourier Transforms

University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Fourier series
2
To go from f( ) to f(t) substitute   t  0t
T

f (t )   an cos(n0t )  bn sin( n0t )
n 0

To deal with the first basis vector being of


length 2 instead of , rewrite as
a0 
f (t )    an cos(n0t )  bn sin(n0t )
2 n 1

University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Fourier series
The coefficients become
t 0 T
2
ak 
T  f (t ) cos(k t ) dt
t0
0

t 0 T
2
bk 
T  f (t ) sin(k t ) dt
t0
0

University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Fourier series
Alternate forms
a0  bn
f (t )    an (cos(n0t )  sin(n0t ))
2 n 1 an
a0 
   an (cos(n0t )  tan( n ) sin(n0t ))
2 n 1
a0 
   cn (cos(n0t )   n )
2 n 1
where
 bn 
cn  a  b 2
n
2
n and  n   tan   1

 an 
University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Complex exponential notation
Euler’s formula e  cos( x)  i sin( x)
ix

Phasor notation:
x  iy  z e i
where z  x 2  y 2

 zz
 ( x  iy )( x  iy )
 y
and   tan 1  
x
University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Euler’s formula
Taylor series expansions 2 3 4
x x x
e x  1  x     ...
2! 3! 4!
Even function ( f(x) = f(-x) ) 2
x x 4 x 6 x8
cos( x)  1      ...
2! 4! 6! 8!
Odd function ( f(x) = -f(-x) ) 3
x x5 x7 x9
sin( x)  x      ...
3! 5! 7! 9!
2 3 4 5 6 7
x ix x ix x ix
e ix  1  ix        ...
2! 3! 4! 5! 6! 7!
 cos( x)  i sin( x)
University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Complex exponential form
Consider the expression
 
f (t )   n 
F e in0t

n  
F
n  
n cos(n0t )  iFn sin(n0t )

  ( Fn  F n ) cos(n0t )  i ( Fn  F n ) sin(n0t )
n 0

So an  Fn  F n and bn  i ( Fn  F n )
Since an and bn are real, we can let Fn  Fn
and get an  2 Re( Fn ) and bn  2 Im(Fn )
an bn
Re( Fn )  and Im(Fn )  
2 - Advanced Image Synthesis Spring 2006
University of Texas at Austin CS395T 2 Don
Fussell
Complex exponential form
1  0 
t T t 0 T
Thus 
T  t0 t
Fn  f (t ) cos( n t ) dt  i f (t ) sin( n t ) dt
0 0

0 
t 0 T
1

T  f (t )(cos(n t ) dt  i sin(n t ))dt
t0
0 0

t 0 T
1

T 
t0
f (t ) e in0t dt

 Fn e i n

So you could also write f (t )  


n  
Fn e i ( n0t  n )
University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Fourier transform

We now have f (t )  F e
n  
n
in0t

t 0 T
1
Fn 
T 
t0
f (t ) e in0t dt

Let’s not use just discrete frequencies, n0 ,


we’ll allow them to vary continuously too

We’ll get there by setting t0=-T/2 and taking


limits as T and n approach 
University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Fourier transform
  T /2
in0t 1
f (t )   n
F e
n  
in0t
 e
n  

T T /2
f (t ) e in0t
dt

2 2
2 1
 T /2
in t in t
 e
n  
T
T 2  f (t ) e T
dt
T /2

 2 
lim    d lim n d  
T 
 T  n 
 
1
f (t )   e i t d  f (t ) e  i t
dt

2 
1

 1 

e  2  f (t ) e
i t  i t
 dt  d
2  

1

i t
 e F ( ) d
  CS395T - Advanced Image Synthesis
University of Texas at2Austin Spring 2006 Don
Fussell
Fourier transform
So we have (unitary form, angular frequency)

1
F ( f (t ))  F ( ) 
2 
 f (t ) e i t dt


1

i t
F ( F ( ))  f (t ) 
- 1
F ( ) e d
2 
Alternatives (Laplace form, angular frequency)

F ( f (t ))  F ( )  

f (t ) e i t dt


1

i t
F ( F ( ))  f (t ) 
- 1
F ( ) e d
2 
University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Fourier transform

Ordinary frequency 
2

F ( f (t ))  F ( )  

f (t ) e i t dt


i t
F - 1 ( F ( ))  f (t )  F ( ) e d


University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Fourier transform
Some sufficient conditions for application
Dirichlet conditions


f (t ) dt  
f(t) has finite maxima and minima within any finite interval
f(t) has finite number of discontinuities within any finite
interval
Square integrable functions (L2 space)


[ f (t )]2 dt  
Tempered distributions, like Dirac delta
1
F ( (t )) 
 - Advanced Image Synthesis Spring 2006
University of Texas at Austin 2CS395T Don
Fussell
Fourier transform
Complex form – orthonormal basis functions for
space of tempered distributions
 e i1 t e  i2 t

2 2
dt   (1  2 )

University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell
Convolution theorem
Theorem F ( f * g )  F ( f )F ( g )
F ( fg )  F ( f ) * F ( g )
F - 1 ( F * G )  F - 1 ( F )F - 1 (G )
F - 1 ( FG )  F - 1 ( F ) * F - 1 (G )
 
Proof (1) F( f * g)   f (t ' ) g (t  t ' )  e i t dt dt '
 
 
 f (t ' )e  i t '
dt '  g (t  t ' )e i (t t ') dt
 
 
 f (t ' )e  i t '
dt '  g (t ' ' )e it '' dt ' '
 

 F ( f )F ( g )
University of Texas at Austin CS395T - Advanced Image Synthesis Spring 2006 Don
Fussell

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