This article was automatically translated from the original Turkish version.
The Fourier transform is a mathematical tool that decomposes a function (typically a signal defined in time or space) into its frequency components. Named after the French mathematician Jean-Baptiste Joseph Fourier, this transform is one of the fundamental analytical methods in fields ranging from engineering to statistics. Mathematically:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.13889em;">F</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.2734em;vertical-align:-0.4142em;"></span><span class="mop"><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0006em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8593em;"><span style="top:-2.3442em;margin-left:-0.1945em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.2579em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∞</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.4142em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.8247em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8247em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">iω</span><span class="mord mathnormal mtight">t</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord mathnormal">t</span></span></span></span>
Where:
Signals in the time domain often appear complex. However, the Fourier transform decomposes this signal into simple waves (sine and cosine) at different frequencies.
The energy of the signal in the time domain equals its energy in the frequency domain:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2734em;vertical-align:-0.4142em;"></span><span class="mop"><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0006em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8593em;"><span style="top:-2.3442em;margin-left:-0.1945em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.2579em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∞</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.4142em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mord"><span class="mord">∣</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord mathnormal">t</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.2734em;vertical-align:-0.4142em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8451em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span><span class="mord mathnormal mtight" style="margin-right:0.03588em;">π</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.394em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.345em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0006em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8593em;"><span style="top:-2.3442em;margin-left:-0.1945em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">∞</span></span></span></span><span style="top:-3.2579em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∞</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.4142em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.13889em;">F</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="mclose">)</span><span class="mord"><span class="mord">∣</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span></span></span></span>
The convolution of two functions in the time domain becomes multiplication in the frequency domain:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">∗</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.3503em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel x-arrow"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.1003em;"><span style="top:-3.322em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight x-arrow-pad"><span class="mord mtight"><span class="mord mathcal mtight" style="margin-right:0.09931em;">F</span></span></span></span><span class="svg-align" style="top:-2.689em;"><span class="pstrut" style="height:2.7em;"></span><span class="stretchy" style="height:0.522em;min-width:1.75em;"><span class="halfarrow-left" style="height:0.522em;"><svg xmlns="http://www.w3.org/2000/svg" width="400em" height="0.522em" viewBox="0 0 400000 522" preserveAspectRatio="xMinYMin slice"><path d="M400000 241H110l3-3c68.7-52.7 113.7-120 135-202 4-14.7 6-23 6-25 0-7.3-7-11-21-11-8 0-13.2.8-15.5 2.5-2.3 1.7-4.2 5.8 -5.5 12.5-1.3 4.7-2.7 10.3-4 17-12 48.7-34.8 92-68.5 130S65.3 228.3 18 247 c-10 4-16 7.7-18 11 0 8.7 6 14.3 18 17 47.3 18.7 87.8 47 121.5 85S196 441.3 208 490c.7 2 1.3 5 2 9s1.2 6.7 1.5 8c.3 1.3 1 3.3 2 6s2.2 4.5 3.5 5.5c1.3 1 3.3 1.8 6 2.5s6 1 10 1c14 0 21-3.7 21-11 0-2-2-10.3-6-25-20-79.3-65-146.7-135-202 l-3-3h399890zM100 241v40h399900v-40z"/></svg></span><span class="halfarrow-right" style="height:0.522em;"><svg xmlns="http://www.w3.org/2000/svg" width="400em" height="0.522em" viewBox="0 0 400000 522" preserveAspectRatio="xMaxYMin slice"><path d="M0 241v40h399891c-47.3 35.3-84 78-110 128 -16.7 32-27.7 63.7-33 95 0 1.3-.2 2.7-.5 4-.3 1.3-.5 2.3-.5 3 0 7.3 6.7 11 20 11 8 0 13.2-.8 15.5-2.5 2.3-1.7 4.2-5.5 5.5-11.5 2-13.3 5.7-27 11-41 14.7-44.7 39-84.5 73-119.5s73.7-60.2 119-75.5c6-2 9-5.7 9-11s-3-9-9-11c-45.3-15.3-85 -40.5-119-75.5s-58.3-74.8-73-119.5c-4.7-14-8.3-27.3-11-40-1.3-6.7-3.2-10.8-5.5 -12.5-2.3-1.7-7.5-2.5-15.5-2.5-14 0-21 3.7-21 11 0 2 2 10.3 6 25 20.7 83.3 67 151.7 139 205zm0 0v40h399900v-40z"/></svg></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.011em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.13889em;">F</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">G</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="mclose">)</span></span></span></span>
This property is used in the analysis of system responses.
A periodic square wave in the time domain contains harmonic components in the frequency domain (approximated by a Fourier series).
This spectrum shows that only odd harmonics are present in the signal.
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.9869em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9869em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-2.931em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span>
The Fourier transform is again a Gaussian function:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.13889em;">F</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.03588em;">ω</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.04em;vertical-align:-0.2397em;"></span><span class="mord sqrt"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8003em;"><span class="svg-align" style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord" style="padding-left:0.833em;"><span class="mord mathnormal" style="margin-right:0.03588em;">π</span></span></span><span style="top:-2.7603em;"><span class="pstrut" style="height:3em;"></span><span class="hide-tail" style="min-width:0.853em;height:1.08em;"><svg xmlns="http://www.w3.org/2000/svg" width="400em" height="1.08em" viewBox="0 0 400000 1080" preserveAspectRatio="xMinYMin slice"><path d="M95,702 c-2.7,0,-7.17,-2.7,-13.5,-8c-5.8,-5.3,-9.5,-10,-9.5,-14 c0,-2,0.3,-3.3,1,-4c1.3,-2.7,23.83,-20.7,67.5,-54 c44.2,-33.3,65.8,-50.3,66.5,-51c1.3,-1.3,3,-2,5,-2c4.7,0,8.7,3.3,12,10 s173,378,173,378c0.7,0,35.3,-71,104,-213c68.7,-142,137.5,-285,206.5,-429 c69,-144,104.5,-217.7,106.5,-221 l0 -0 c5.3,-9.3,12,-14,20,-14 H400000v40H845.2724 s-225.272,467,-225.272,467s-235,486,-235,486c-2.7,4.7,-9,7,-19,7 c-6,0,-10,-1,-12,-3s-194,-422,-194,-422s-65,47,-65,47z M834 80h400000v40h-400000z"/></svg></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2397em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.156em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.156em;"><span style="top:-3.363em;margin-right:0.05em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight"><span class="mopen nulldelimiter sizing reset-size3 size6"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.1329em;"><span style="top:-2.656em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight">4</span></span></span></span><span style="top:-3.2255em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line mtight" style="border-bottom-width:0.049em;"></span></span><span style="top:-3.384em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">ω</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.0484em;"><span style="top:-3.0484em;margin-right:0.1em;"><span class="pstrut" style="height:2.6444em;"></span><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.344em;"><span></span></span></span></span></span><span class="mclose nulldelimiter sizing reset-size3 size6"></span></span></span></span></span></span></span></span></span></span></span></span></span>
This property makes the Gaussian function “ideal” in both time and frequency domains.
In probability theory, the statistical counterpart of the Fourier transform is the characteristic function:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">ϕ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07847em;">X</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord mathbb">E</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size1">[</span></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mord mathnormal mtight" style="margin-right:0.07847em;">tX</span></span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size1">]</span></span></span></span></span></span>
If <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.07847em;">X</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∼</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mopen">(</span><span class="mord">𝜇</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord">𝜎</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>, then:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">ϕ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3283em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.07847em;">X</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mop">exp</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size1">(</span></span><span class="mord mathnormal">i</span><span class="mord mathnormal">μ</span><span class="mord mathnormal">t</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8451em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.394em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.345em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size1">)</span></span></span></span></span></span>
This transform carries information about the moments of the distribution. It is particularly used in proving results such as the Lévy Continuity Theorem and the Central Limit Theorem.
To apply the Fourier transform on a computer, the signal is sampled into a discrete version. In this case:
<span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8333em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.07847em;">X</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.2809em;vertical-align:-0.2997em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9812em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">⋅</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.1735em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathnormal">e</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.979em;"><span style="top:-3.363em;margin-right:0.05em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">2</span><span class="mord mathnormal mtight">πi</span><span class="mbin mtight">⋅</span><span class="mord mtight"><span class="mopen nulldelimiter sizing reset-size3 size6"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.88em;"><span style="top:-2.656em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span style="top:-3.2255em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line mtight" style="border-bottom-width:0.049em;"></span></span><span style="top:-3.384em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">kn</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.344em;"><span></span></span></span></span></span><span class="mclose nulldelimiter sizing reset-size3 size6"></span></span></span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:1em;"></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8778em;vertical-align:-0.1944em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">...</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span>
The FFT is an algorithm that accelerates the computation of the DFT, reducing the time complexity from <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0641em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span> to <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">O</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.01968em;">Nl</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span></span></span></span>.
Example applications:
Transition from Time to Frequency
Mathematical Properties and Theorems
Parseval’s Theorem
Convolution Property
Fourier Transform with Signal Examples
Square Wave
Gaussian Function
Relation to Characteristic Functions
Example: Normal Distribution
Discrete Fourier Transform (DFT) and FFT
FFT (Fast Fourier Transform)
Application Areas