method

Fourier transform

The Fourier transform is a mathematical operation that decomposes a function into its constituent frequencies.
12 related articles · 5 formulas

Description

The Fourier transform is an integral transform that maps a function of a real variable (often time) to a function of a complex variable (frequency). It decomposes the signal into an orthogonal basis of harmonic oscillations. The result (spectrum) shows the amplitude and phase of each frequency component. The inverse transform allows reconstructing the original signal. Thanks to the Fast Fourier Transform (FFT), the algorithm works very quickly and is used everywhere in signal processing.

History

Jean-Baptiste Joseph Fourier in 1807 (published in 1822) in a memoir on heat propagation showed that an arbitrary function can be expanded into a trigonometric series. The idea met resistance from Lagrange and Laplace, who doubted the convergence of the series. Later, Dirichlet (1829) clarified the conditions. In the 20th century, Laurent Schwartz extended the transform to generalized functions (Dirac delta function). Today it is the basis of harmonic analysis.

How it works

Mathematically, the kernel e^{-iωt} acts as a 'probe': for each frequency ω, we compute the correlation of the signal with a harmonic oscillation of that frequency. The integral measures the 'similarity'. Thanks to the orthogonality of sinusoids, the decomposition is invertible without loss. The Fast Fourier Transform uses the symmetry of complex roots of unity, reducing the computation of a large matrix to a series of small ones. In quantum mechanics, the wave function in momentum representation is the Fourier transform of the coordinate wave function, and the relation Δx Δp ≥ ħ/2 follows directly from the properties of the FT.

In practice

Image compression (JPEG), noise filtering in audio, signal analysis in MRI and radar, digitization of music — everywhere where it is necessary to isolate frequencies or remove interference.

Fun fact

In quantum mechanics, the momentum representation of the wave function is the Fourier transform of its coordinate representation. The Heisenberg uncertainty principle arises from the properties of the Fourier transform: the narrower the signal in time, the wider its spectrum.

Concept graph →

Formulas

$$Y = D(f(X) + \epsilon)$$
Observed response is a monotonic function of the true function plus noise.
What is in the formula
Yvariableobserved response — response variable
Xvariableinput features — feature vector
fvariabletrue underlying function — function
εvariablenoise term — noise
Dvariablemonotonic transformation function — monotonic function
y_{t}=d_{t}(f_{t}(x)+ε_{t}) · 2607.00995
$$\Gamma_{12}(u,v) = \iint I(l,m) e^{-2\pi i (ul+vm)} dl dm$$
The correlation function is the Fourier transform of the intensity distribution.
What is in the formula
Γ₁₂variableMutual coherence function — mutual coherence function watt per metre squared
uvariableSpatial frequency in x-direction — spatial frequency cycle per metre
vvariableSpatial frequency in y-direction — spatial frequency cycle per metre
IvariableIntensity distribution over source — intensity watt per metre squared
lvariableDirection cosine in x — direction cosine
mvariableDirection cosine in y — direction cosine
∬operatorIntegration over the source plane — double integral
\gamma_{12}(u,v)=\iinti(l,m)e^{-2πi(ul+vm)}dldm · 2607.14928
$$W(s, \tau) = \int_{-\infty}^{\infty} x(t) \psi^*_{s,\tau}(t) dt$$
Decomposes a signal into scaled and shifted wavelet functions.
What is in the formula
WvariableWavelet transform coefficient — wavelet transform coefficient
svariableScale parameter — scale parameter
τvariableTranslation parameter — translation parameter second
xvariableInput signal — signal
tvariableTime variable — time second
ψ*variableComplex conjugate of wavelet function — wavelet function
∫operatorIntegration over time — integral operator
w_n(s)=\sum_{n'=0}^{n-1}x_{n'}\psi^*[\frac{(n'-n)δt}{s}] · 2607.02228v1
$$\tilde{\kappa} + i\tilde{\kappa}_B = \left( \frac{k_1^2 - k_2^2}{k^2} + i \frac{2k_1 k_2}{k^2} \right) (\tilde{\gamma}_1 + i\tilde{\gamma}_2)$$
Shear and convergence are related by a kernel in Fourier space.
What is in the formula
\tilde{\kappa}variableFourier transform of convergence — convergence
\tilde{\kappa}_BvariableFourier transform of B-mode convergence — b mode convergence
\tilde{\gamma}_1variableFourier transform of first shear component — shear component
\tilde{\gamma}_2variableFourier transform of second shear component — shear component
k_1variableFirst component of wave vector — wave vector component radian per metre
k_2variableSecond component of wave vector — wave vector component radian per metre
kvariableMagnitude of wave vector — wave number radian per metre
\tilde{\kappa}_e+i\tilde{\kappa}_b=(\frac{k_1^2-k_2^2}{k^2}+i\frac{2k_1k_2}{k^2})(\tilde{γ}_1+i\tilde{γ}_2) · 2606.31988
$$f(\mathbf{x}) = \mathbf{x}^{\mathsf{T}} \mathbf{Q} \mathbf{x} + \mathbf{b}^{\mathsf{T}} \mathbf{x} + c$$
A polynomial function with terms up to second order.
What is in the formula
fvariablescalar function value — function value
xvariableinput vector — vector argument
Qvariablequadratic coefficient matrix — quadratic coefficient matrix
bvariablelinear coefficient vector — linear coefficient vector
cvariableconstant term — constant term
Toperatorflips a matrix or vector over its diagonal — transpose operator
f_{{fm}}({x})=w_0+\sum_{i=1}^{n}w_ix_i+\sum_{i=1}^{n}\sum_{j=i+1}^{n}w_{ij}x_ix_j · 2607.03208

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