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Inmathematics,Fourier analysis (/ˈfʊrieɪ,-iər/)[1] is the study of the way generalfunctions may be represented or approximated by sums of simplertrigonometric functions. Fourier analysis grew from the study ofFourier series, and is named afterJoseph Fourier, who showed that representing a function as asum of trigonometric functions greatly simplifies the study ofheat transfer.
The subject of Fourier analysis encompasses a vast spectrum of mathematics. In the sciences and engineering, the process of decomposing a function intooscillatory components is often called Fourier analysis, while the operation of rebuilding the function from these pieces is known asFourier synthesis. For example, determining what componentfrequencies are present in a musical note would involve computing the Fourier transform of a sampled musical note. One could then re-synthesize the same sound by including the frequency components as revealed in the Fourier analysis. In mathematics, the termFourier analysis often refers to the study of both operations.
The decomposition process itself is called aFourier transformation. Its output, theFourier transform, is often given a more specific name, which depends on thedomain and other properties of the function being transformed. Moreover, the original concept of Fourier analysis has been extended over time to apply to more and more abstract and general situations, and the general field is often known asharmonic analysis. Eachtransform used for analysis (seelist of Fourier-related transforms) has a correspondinginverse transform that can be used for synthesis.
To use Fourier analysis, data must be equally spaced. Different approaches have been developed for analyzing unequally spaced data, notably theleast-squares spectral analysis (LSSA) methods that use aleast squares fit ofsinusoids to data samples, similar to Fourier analysis.[2][3] Fourier analysis, the most used spectral method in science, generally boosts long-periodic noise in long gapped records; LSSA mitigates such problems.[4]
Fourier analysis has many scientific applications – inphysics,partial differential equations,number theory,combinatorics,signal processing,digital image processing,probability theory,statistics,forensics,option pricing,cryptography,numerical analysis,acoustics,oceanography,sonar,optics,diffraction,geometry,protein structure analysis, and other areas.
This wide applicability stems from many useful properties of the transforms:
In forensics, laboratory infrared spectrophotometers use Fourier transform analysis for measuring the wavelengths of light at which a material will absorb in the infrared spectrum. The FT method is used to decode the measured signals and record the wavelength data. And by using a computer, these Fourier calculations are rapidly carried out, so that in a matter of seconds, a computer-operated FT-IR instrument can produce an infrared absorption pattern comparable to that of a prism instrument.[9]
Fourier transformation is also useful as a compact representation of a signal. For example,JPEG compression uses a variant of the Fourier transformation (discrete cosine transform) of small square pieces of a digital image. The Fourier components of each square are rounded to lowerarithmetic precision, and weak components are eliminated, so that the remaining components can be stored very compactly. In image reconstruction, each image square is reassembled from the preserved approximate Fourier-transformed components, which are then inverse-transformed to produce an approximation of the original image.
Insignal processing, the Fourier transform often takes atime series or a function ofcontinuous time, and maps it into afrequency spectrum. That is, it takes a function from the time domain into thefrequency domain; it is adecomposition of a function intosinusoids of different frequencies; in the case of aFourier series ordiscrete Fourier transform, the sinusoids areharmonics of the fundamental frequency of the function being analyzed.
When a function is a function of time and represents a physicalsignal, the transform has a standard interpretation as the frequency spectrum of the signal. Themagnitude of the resulting complex-valued function at frequency represents theamplitude of a frequency component whoseinitial phase is given by the angle of (polar coordinates).
Fourier transforms are not limited to functions of time, and temporal frequencies. They can equally be applied to analyzespatial frequencies, and indeed for nearly any function domain. This justifies their use in such diverse branches asimage processing,heat conduction, andautomatic control.
When processing signals, such asaudio,radio waves, light waves,seismic waves, and even images, Fourier analysis can isolate narrowband components of a compound waveform, concentrating them for easier detection or removal. A large family of signal processing techniques consist of Fourier-transforming a signal, manipulating the Fourier-transformed data in a simple way, and reversing the transformation.[10]
Some examples include:
Most often, the unqualified termFourier transform refers to the transform of functions of a continuousreal argument, and it produces a continuous function of frequency, known as afrequency distribution. One function is transformed into another, and the operation is reversible. When the domain of the input (initial) function is time (), and the domain of the output (final) function isordinary frequency, the transform of function at frequency is given by thecomplex number:
Evaluating this quantity for all values of produces thefrequency-domain function. Then can be represented as a recombination ofcomplex exponentials of all possible frequencies:
which is the inverse transform formula. The complex number, conveys both amplitude and phase of frequency
SeeFourier transform for much more information, including:
The Fourier transform of a periodic function, with period becomes aDirac comb function, modulated by a sequence of complexcoefficients:
The inverse transform, known asFourier series, is a representation of in terms of a summation of a potentially infinite number of harmonically related sinusoids orcomplex exponential functions, each with an amplitude and phase specified by one of the coefficients:
Any can be expressed as aperiodic summation of another function,:
and the coefficients are proportional to samples of at discrete intervals of:
Note that any whose transform has the same discrete sample values can be used in the periodic summation. A sufficient condition for recovering (and therefore) from just these samples (i.e. from the Fourier series) is that the non-zero portion of be confined to a known interval of duration which is the frequency domain dual of theNyquist–Shannon sampling theorem.
SeeFourier series for more information, including the historical development.
The DTFT is the mathematical dual of the time-domain Fourier series. Thus, a convergentperiodic summation in the frequency domain can be represented by a Fourier series, whose coefficients are samples of a related continuous time function:
which is known as the DTFT. Thus theDTFT of the sequence is also theFourier transform of the modulatedDirac comb function.[B]
The Fourier series coefficients (and inverse transform), are defined by:
Parameter corresponds to the sampling interval, and this Fourier series can now be recognized as a form of thePoisson summation formula. Thus we have the important result that when a discrete data sequence, is proportional to samples of an underlying continuous function, one can observe a periodic summation of the continuous Fourier transform, Note that any with the same discrete sample values produces the same DTFT. But under certain idealized conditions one can theoretically recover and exactly. A sufficient condition for perfect recovery is that the non-zero portion of be confined to a known frequency interval of width When that interval is the applicable reconstruction formula is theWhittaker–Shannon interpolation formula. This is a cornerstone in the foundation ofdigital signal processing.
Another reason to be interested in is that it often provides insight into the amount ofaliasing caused by the sampling process.
Applications of the DTFT are not limited to sampled functions. SeeDiscrete-time Fourier transform for more information on this and other topics, including:
Similar to a Fourier series, the DTFT of a periodic sequence, with period, becomes a Dirac comb function, modulated by a sequence of complex coefficients (seeDTFT § Periodic data):
The sequence is customarily known as theDFT of one cycle of It is also-periodic, so it is never necessary to compute more than coefficients. The inverse transform, also known as adiscrete Fourier series, is given by:
When is expressed as aperiodic summation of another function:
the coefficients are samples of at discrete intervals of:
Conversely, when one wants to compute an arbitrary number of discrete samples of one cycle of a continuous DTFT, it can be done by computing the relatively simple DFT of as defined above. In most cases, is chosen equal to the length of the non-zero portion of Increasing known aszero-padding orinterpolation, results in more closely spaced samples of one cycle of Decreasing causes overlap (adding) in the time-domain (analogous toaliasing), which corresponds to decimation in the frequency domain. (seeDiscrete-time Fourier transform § L=N×I) In most cases of practical interest, the sequence represents a longer sequence that was truncated by the application of a finite-lengthwindow function orFIR filter array.
The DFT can be computed using afast Fourier transform (FFT) algorithm, which makes it a practical and important transformation on computers.
SeeDiscrete Fourier transform for much more information, including:
For periodic functions, both the Fourier transform and the DTFT comprise only a discrete set of frequency components (Fourier series), and the transforms diverge at those frequencies. One common practice (not discussed above) is to handle that divergence viaDirac delta andDirac comb functions. But the same spectral information can be discerned from just one cycle of the periodic function, since all the other cycles are identical. Similarly, finite-duration functions can be represented as a Fourier series, with no actual loss of information except that the periodicity of the inverse transform is a mere artifact.
It is common in practice for the duration ofs(•) to be limited to the period,P orN. But these formulas do not require that condition.
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When the real and imaginary parts of a complex function are decomposed into theireven and odd parts, there are four components, denoted below by the subscripts RE, RO, IE, and IO. And there is a one-to-one mapping between the four components of a complex time function and the four components of its complex frequency transform:[11]
From this, various relationships are apparent, for example:
An early form of harmonic series dates back to ancientBabylonian mathematics, where they were used to computeephemerides (tables of astronomical positions).[12][13][14][15]
The Classical Greek concepts ofdeferent and epicycle in thePtolemaic system of astronomy were related to Fourier series (seeDeferent and epicycle § Mathematical formalism).
In modern times, variants of the discrete Fourier transform were used byAlexis Clairaut in 1754 to compute an orbit,[16]which has been described as the first formula for the DFT,[17]and in 1759 byJoseph Louis Lagrange, in computing the coefficients of a trigonometric series for a vibrating string.[17] Technically, Clairaut's work was a cosine-only series (a form ofdiscrete cosine transform), while Lagrange's work was a sine-only series (a form ofdiscrete sine transform); a true cosine+sine DFT was used byGauss in 1805 fortrigonometric interpolation ofasteroid orbits.[18]Euler and Lagrange both discretized the vibrating string problem, using what would today be called samples.[17]
An early modern development toward Fourier analysis was the 1770 paperRéflexions sur la résolution algébrique des équations by Lagrange, which in the method ofLagrange resolvents used a complex Fourier decomposition to study the solution of a cubic:[19]Lagrange transformed the roots into the resolvents:
whereζ is a cubicroot of unity, which is the DFT of order 3.
A number of authors, notablyJean le Rond d'Alembert, andCarl Friedrich Gauss usedtrigonometric series to study theheat equation,[20] but the breakthrough development was the 1807 paperMémoire sur la propagation de la chaleur dans les corps solides byJoseph Fourier, whose crucial insight was to modelall functions by trigonometric series, introducing the Fourier series. Independently of Fourier, astronomerFriedrich Wilhelm Bessel also introduced Fourier series to solveKepler's equation. His work was published in 1819, unaware of Fourier's work which remained unpublished until 1822.[21]
Historians are divided as to how much to credit Lagrange and others for the development of Fourier theory:Daniel Bernoulli andLeonhard Euler had introduced trigonometric representations of functions, and Lagrange had given the Fourier series solution to the wave equation, so Fourier's contribution was mainly the bold claim that an arbitrary function could be represented by a Fourier series.[17]
The subsequent development of the field is known asharmonic analysis, and is also an early instance ofrepresentation theory.
The first fast Fourier transform (FFT) algorithm for the DFT was discovered around 1805 byCarl Friedrich Gauss when interpolating measurements of the orbit of the asteroidsJuno andPallas, although that particular FFT algorithm is more often attributed to its modern rediscoverersCooley and Tukey.[18][16]
Insignal processing terms, a function (of time) is a representation of a signal with perfecttime resolution, but no frequency information, while the Fourier transform has perfectfrequency resolution, but no time information.
As alternatives to the Fourier transform, intime–frequency analysis, one uses time–frequency transforms to represent signals in a form that has some time information and some frequency information – by theuncertainty principle, there is a trade-off between these. These can be generalizations of the Fourier transform, such as theshort-time Fourier transform, theGabor transform orfractional Fourier transform (FRFT), or can use different functions to represent signals, as inwavelet transforms andchirplet transforms, with the wavelet analog of the (continuous) Fourier transform being thecontinuous wavelet transform.
The Fourier variants can also be generalized to Fourier transforms on arbitrarylocally compactAbeliantopological groups, which are studied inharmonic analysis; there, the Fourier transform takes functions on a group to functions on the dual group. This treatment also allows a general formulation of theconvolution theorem, which relates Fourier transforms andconvolutions. See also thePontryagin duality for the generalized underpinnings of the Fourier transform.
More specific, Fourier analysis can be done on cosets,[22] even discrete cosets.