Fourier Transform

Definition: F(ฯ‰) = โˆซโ‚‹โˆž^โˆž f(t)ยทe^(-jฯ‰t) dt | f(t) = (1/2ฯ€)โˆซโ‚‹โˆž^โˆž F(ฯ‰)ยทe^(jฯ‰t) dฯ‰
Common Transform Pairs
f(t)F(ฯ‰)Notes
ฮด(t)1Dirac delta
12ฯ€ยทฮด(ฯ‰)Constant
u(t) (unit step)ฯ€ยทฮด(ฯ‰) + 1/(jฯ‰)
e^(-at)ยทu(t), a>01/(a + jฯ‰)Decaying exponential
e^(jฯ‰โ‚€t)2ฯ€ยทฮด(ฯ‰ - ฯ‰โ‚€)Complex exponential
cos(ฯ‰โ‚€t)ฯ€[ฮด(ฯ‰-ฯ‰โ‚€) + ฮด(ฯ‰+ฯ‰โ‚€)]
sin(ฯ‰โ‚€t)jฯ€[ฮด(ฯ‰+ฯ‰โ‚€) - ฮด(ฯ‰-ฯ‰โ‚€)]
rect(t/T)Tยทsinc(ฯ‰T/2)Rectangle pulse
sinc(t) = sin(ฯ€t)/(ฯ€t)rect(ฯ‰/2ฯ€)Sinc function
e^(-a|t|), a>02a/(aยฒ + ฯ‰ยฒ)Two-sided exponential
e^(-atยฒ)โˆš(ฯ€/a)ยทe^(-ฯ‰ยฒ/4a)Gaussian
tยทe^(-at)ยทu(t)1/(a+jฯ‰)ยฒ
Properties
PropertyTime DomainFrequency Domain
Linearityaf(t) + bg(t)aF(ฯ‰) + bG(ฯ‰)
Time Shiftf(t - tโ‚€)F(ฯ‰)ยทe^(-jฯ‰tโ‚€)
Frequency Shiftf(t)ยทe^(jฯ‰โ‚€t)F(ฯ‰ - ฯ‰โ‚€)
Time Scalingf(at)(1/|a|)ยทF(ฯ‰/a)
DualityF(t)2ฯ€ยทf(-ฯ‰)
Differentiationf'(t)jฯ‰ยทF(ฯ‰)
Integrationโˆซf(ฯ„)dฯ„F(ฯ‰)/(jฯ‰) + ฯ€F(0)ฮด(ฯ‰)
Convolutionf(t) * g(t)F(ฯ‰)ยทG(ฯ‰)
Multiplicationf(t)ยทg(t)(1/2ฯ€)F(ฯ‰) * G(ฯ‰)
Parseval's Theoremโˆซ|f(t)|ยฒ dt(1/2ฯ€)โˆซ|F(ฯ‰)|ยฒ dฯ‰
Discrete Fourier Transform (DFT)
DFT: X[k] = ฮฃ(n=0 to N-1) x[n]ยทe^(-j2ฯ€kn/N) IDFT: x[n] = (1/N) ฮฃ(k=0 to N-1) X[k]ยทe^(j2ฯ€kn/N) Key properties: - Periodicity: X[k] = X[k+N] - Conjugate symmetry (real input): X[N-k] = X*[k] - FFT computes DFT in O(N log N) vs O(Nยฒ)