Fourier analysis

In mathematics, Fourier analysis (/ˈfʊrieɪ, -iər/)[1]

is the study of the way general functions may be
represented or approximated by sums of simpler
trigonometric functions. Fourier analysis grew from
the study of Fourier series, and is named after
Joseph Fourier, who showed that representing a
function as a sum of trigonometric functions greatly
simplifies the study of heat transfer.

Today, the subject of Fourier analysis encompasses

a vast spectrum of mathematics. In the sciences and
engineering, the process of decomposing a function Bass guitar time signal of open string A note (55 Hz).
into oscillatory components is often called Fourier
analysis, while the operation of rebuilding the
function from these pieces is known as Fourier
synthesis. For example, determining what
component frequencies 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 term Fourier analysis often refers
to the study of both operations.

The decomposition process itself is called a Fourier

transformation. Its output, the Fourier transform, is Fourier transform of bass guitar time signal of open string A note (55
often given a more specific name, which depends Hz). Fourier analysis reveals the oscillatory components of signals
on the domain and other properties of the function and functions.
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 as harmonic analysis. Each
transform used for analysis (see list of Fourier-related transforms) has a corresponding inverse transform that can be used
for synthesis.

Contents
Applications
Applications in signal processing
Variants of Fourier analysis
(Continuous) Fourier transform
Fourier series
Discrete-time Fourier transform (DTFT)
Discrete Fourier transform (DFT)
Summary
Symmetry properties
Fourier transforms on arbitrary locally compact abelian topological groups
Time–frequency transforms
History
Interpretation in terms of time and frequency
See also
Notes
References
Further reading
External links

Applications
Fourier analysis has many scientific applications – in physics, 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:

The transforms are linear operators and, with proper normalization, are unitary as well (a property known
as Parseval's theorem or, more generally, as the Plancherel theorem, and most generally via Pontryagin
duality).[2]
The transforms are usually invertible.
The exponential functions are eigenfunctions of differentiation, which means that this representation
transforms linear differential equations with constant coefficients into ordinary algebraic ones.[3]
Therefore, the behavior of a linear time-invariant system can be analyzed at each frequency
independently.
By the convolution theorem, Fourier transforms turn the complicated convolution operation into simple
multiplication, which means that they provide an efficient way to compute convolution-based operations
such as polynomial multiplication and multiplying large numbers.[4]
The discrete version of the Fourier transform (see below) can be evaluated quickly on computers using
fast Fourier transform (FFT) algorithms.[5]

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.[6]

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 lower arithmetic precision, and weak components are eliminated entirely, 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.

Applications in signal processing

When processing signals, such as audio, 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.[7]

Some examples include:

Equalization of audio recordings with a series of bandpass filters;

Digital radio reception without a superheterodyne circuit, as in a modern cell phone or radio scanner;
 Image processing to remove periodic or anisotropic artifacts such as jaggies from interlaced video, strip
artifacts from strip aerial photography, or wave patterns from radio frequency interference in a digital
camera;
Cross correlation of similar images for co-alignment;
X-ray crystallography to reconstruct a crystal structure from its diffraction pattern;
Fourier transform ion cyclotron resonance mass spectrometry to determine the mass of ions from the
frequency of cyclotron motion in a magnetic field;
Many other forms of spectroscopy, including infrared and nuclear magnetic resonance spectroscopies;
Generation of sound spectrograms used to analyze sounds;
Passive sonar used to classify targets based on machinery noise.

Variants of Fourier analysis

(Continuous) Fourier transform

Most often, the unqualified term Fourier

transform refers to the transform of functions of a
continuous real argument, and it produces a
continuous function of frequency, known as a
frequency distribution. One function is transformed
into another, and the operation is reversible. When
the domain of the input (initial) function is time (t),
and the domain of the output (final) function is
ordinary frequency, the transform of function s(t) at
frequency f is given by the complex number:
A Fourier transform and 3 variations caused by periodic sampling (at
interval T) and/or periodic summation (at interval P) of the
underlying time-domain function. The relative computational ease of
the DFT sequence and the insight it gives into S( f ) make it a
popular analysis tool.
Evaluating this quantity for all values of f produces
the frequency-domain function. Then s(t) can be
represented as a recombination of complex
exponentials of all possible frequencies:

which is the inverse transform formula. The complex number, S( f ), conveys both amplitude and phase of frequency f.

See Fourier transform for much more information, including:

conventions for amplitude normalization and frequency scaling/units

transform properties
tabulated transforms of specific functions
an extension/generalization for functions of multiple dimensions, such as images.

Fourier series

The Fourier transform of a periodic function, sP(t), with period P, becomes a Dirac comb function, modulated by a
sequence of complex coefficients:

(where ∫P is the integral over any interval of length P).

The inverse transform, known as Fourier series, is a representation of sP(t) in terms of a summation of a potentially
infinite number of harmonically related sinusoids or complex exponential functions, each with an amplitude and phase
specified by one of the coefficients:

Any sP(t) can be expressed as a periodic summation of another function, s(t):

1
and the coefficients are proportional to samples of S( f ) at discrete intervals of
P:

[A]

Note that any s(t) whose transform has the same discrete sample values can be used in the periodic summation. A
sufficient condition for recovering s(t) (and therefore S( f )) from just these samples (i.e. from the Fourier series) is that
the non-zero portion of s(t) be confined to a known interval of duration P, which is the frequency domain dual of the
Nyquist–Shannon sampling theorem.

See Fourier series for more information, including the historical development.

Discrete-time Fourier transform (DTFT)

The DTFT is the mathematical dual of the time-domain Fourier series. Thus, a convergent periodic 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 the DTFT of the s[n] sequence is also the Fourier transform of the modulated
Dirac comb function.[B]

The Fourier series coefficients (and inverse transform), are defined by:

Parameter T corresponds to the sampling interval, and this Fourier series can now be recognized as a form of the Poisson
summation formula. Thus we have the important result that when a discrete data sequence, s[n], is proportional to
samples of an underlying continuous function, s(t), one can observe a periodic summation of the continuous Fourier
transform, S( f ). Note that any s(t) with the same discrete sample values produces the same DTFT But under certain
idealized conditions one can theoretically recover S( f ) and s(t) exactly. A sufficient condition for perfect recovery is
1
that the non-zero portion of S( f ) be confined to a known frequency interval of width T . When that interval is
1 1
[− 2T , 2T ], the applicable reconstruction formula is the Whittaker–Shannon interpolation formula. This is a cornerstone
in the foundation of digital signal processing.
Another reason to be interested in S ( f ) is that it often provides insight into the amount of aliasing caused by the
1/T
sampling process.

Applications of the DTFT are not limited to sampled functions. See Discrete-time Fourier transform for more information
on this and other topics, including:

normalized frequency units

windowing (finite-length sequences)
transform properties
tabulated transforms of specific functions

Discrete Fourier transform (DFT)

Similar to a Fourier series, the DTFT of a periodic sequence, s [n], with period N, becomes a Dirac comb function,
N
modulated by a sequence of complex coefficients (see DTFT § Periodic data):

(where ∑ n is the sum over any sequence of length N).

The S[k] sequence is what is customarily known as the DFT of one cycle of sN. It is also N-periodic, so it is never
necessary to compute more than N coefficients. The inverse transform, also known as a discrete Fourier series, is given
by:

where ∑ k is the sum over any sequence of length N.

When sN[n] is expressed as a periodic summation of another function:

and [C]

1 1
the coefficients are proportional to samples of S 1/T( f ) at discrete intervals of P = NT :

[D]

Conversely, when one wants to compute an arbitrary number (N) of discrete samples of one cycle of a continuous DTFT,
S1/T( f ), it can be done by computing the relatively simple DFT of sN[n], as defined above. In most cases, N is chosen
equal to the length of non-zero portion of s[n]. Increasing N, known as zero-padding or interpolation, results in more
closely spaced samples of one cycle of S 1/T( f ). Decreasing N, causes overlap (adding) in the time-domain (analogous to
aliasing), which corresponds to decimation in the frequency domain. (see Discrete-time Fourier transform § L=N×I) In
most cases of practical interest, the s[n] sequence represents a longer sequence that was truncated by the application of a
finite-length window function or FIR filter array.

The DFT can be computed using a fast Fourier transform (FFT) algorithm, which makes it a practical and important
transformation on computers.

See Discrete Fourier transform for much more information, including:

transform properties
applications
tabulated transforms of specific functions
Summary

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 via Dirac delta and Dirac 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 of s(•) to be limited to the period, P or N. But these formulas do not require that
condition.

s(t) transforms (continuous-time)

Continuous frequency Discrete frequencies

Transform

Inverse

s(nT) transforms (discrete-time)

Continuous frequency Discrete frequencies

Transform

Inverse

Symmetry properties

When the real and imaginary parts of a complex function are decomposed into their even 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:[8]
From this, various relationships are apparent, for example:

The transform of a real-valued function (sRE+ sRO) is the even symmetric function S RE+ i S IO. Conversely,
an even-symmetric transform implies a real-valued time-domain.
The transform of an imaginary-valued function (i s + i s ) is the odd symmetric function S + i S , and
IE IO RO IE
the converse is true.
The transform of an even-symmetric function (sRE+ i sIO) is the real-valued function S RE+ S RO, and the
converse is true.
The transform of an odd-symmetric function (s + i sIE) is the imaginary-valued function i SIE+ i SIO, and
RO
the converse is true.

Fourier transforms on arbitrary locally compact abelian topological groups

The Fourier variants can also be generalized to Fourier transforms on arbitrary locally compact Abelian topological
groups, which are studied in harmonic analysis; there, the Fourier transform takes functions on a group to functions on
the dual group. This treatment also allows a general formulation of the convolution theorem, which relates Fourier
transforms and convolutions. See also the Pontryagin duality for the generalized underpinnings of the Fourier transform.

More specific, Fourier analysis can be done on cosets,[9] even discrete cosets.

Time–frequency transforms

In signal processing terms, a function (of time) is a representation of a signal with perfect time resolution, but no
frequency information, while the Fourier transform has perfect frequency resolution, but no time information.

As alternatives to the Fourier transform, in time–frequency analysis, one uses time–frequency transforms to represent
signals in a form that has some time information and some frequency information – by the uncertainty principle, there is a
trade-off between these. These can be generalizations of the Fourier transform, such as the short-time Fourier transform,
the Gabor transform or fractional Fourier transform (FRFT), or can use different functions to represent signals, as in
wavelet transforms and chirplet transforms, with the wavelet analog of the (continuous) Fourier transform being the
continuous wavelet transform.

History
An early form of harmonic series dates back to ancient Babylonian mathematics, where they were used to compute
ephemerides (tables of astronomical positions).[10][11][12][13]

The classical Greek concepts of deferent and epicycle in the Ptolemaic system of astronomy were related to Fourier series
(see Deferent and epicycle § Mathematical formalism).

In modern times, variants of the discrete Fourier transform were used by Alexis Clairaut in 1754 to compute an orbit,[14]
which has been described as the first formula for the DFT,[15] and in 1759 by Joseph Louis Lagrange, in computing the
coefficients of a trigonometric series for a vibrating string.[15] Technically, Clairaut's work was a cosine-only series (a
form of discrete cosine transform), while Lagrange's work was a sine-only series (a form of discrete sine transform); a
true cosine+sine DFT was used by Gauss in 1805 for trigonometric interpolation of asteroid orbits.[16] Euler and
Lagrange both discretized the vibrating string problem, using what would today be called samples.[15]

An early modern development toward Fourier analysis was the 1770 paper Réflexions sur la résolution algébrique des
équations by Lagrange, which in the method of Lagrange resolvents used a complex Fourier decomposition to study the
solution of a cubic:[17] Lagrange transformed the roots x1, x2, x3 into the resolvents:
where ζ is a cubic root of unity, which is the DFT of order 3.

A number of authors, notably Jean le Rond d'Alembert, and Carl Friedrich Gauss used trigonometric series to study the
heat equation,[18] but the breakthrough development was the 1807 paper Mémoire sur la propagation de la chaleur dans
les corps solides by Joseph Fourier, whose crucial insight was to model all functions by trigonometric series, introducing
the Fourier series.

Historians are divided as to how much to credit Lagrange and others for the development of Fourier theory: Daniel
Bernoulli and Leonhard 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.[15]

The subsequent development of the field is known as harmonic analysis, and is also an early instance of representation
theory.

The first fast Fourier transform (FFT) algorithm for the DFT was discovered around 1805 by Carl Friedrich Gauss when
interpolating measurements of the orbit of the asteroids Juno and Pallas, although that particular FFT algorithm is more
often attributed to its modern rediscoverers Cooley and Tukey.[16][14]

Interpretation in terms of time and frequency

In signal processing, the Fourier transform often takes a time series or a function of continuous time, and maps it into a
frequency spectrum. That is, it takes a function from the time domain into the frequency domain; it is a decomposition of
a function into sinusoids of different frequencies; in the case of a Fourier series or discrete Fourier transform, the
sinusoids are harmonics of the fundamental frequency of the function being analyzed.

When the function f is a function of time and represents a physical signal, the transform has a standard interpretation as
the frequency spectrum of the signal. The magnitude of the resulting complex-valued function F at frequency ω
represents the amplitude of a frequency component whose initial phase is given by the phase of F.

Fourier transforms are not limited to functions of time, and temporal frequencies. They can equally be applied to analyze
spatial frequencies, and indeed for nearly any function domain. This justifies their use in such diverse branches as image
processing, heat conduction, and automatic control.

See also
Generalized Fourier series
Fourier–Bessel series
Fourier-related transforms
Laplace transform (LT)
Two-sided Laplace transform
Mellin transform
Non-uniform discrete Fourier transform (NDFT)
Quantum Fourier transform (QFT)
Number-theoretic transform
Least-squares spectral analysis
Basis vectors
Bispectrum
Characteristic function (probability theory)
Orthogonal functions
Schwartz space
Spectral density
Spectral density estimation
Spectral music
Wavelet
Notes

A.

B. We may also note that:

Consequently, a common practice is to model "sampling" as a multiplication by the Dirac comb function,
which of course is only "possible" in a purely mathematical sense.

C. Note that this definition intentionally differs from the DTFT section by a factor of T . This facilitates the "
transforms" table. Alternatively, can be defined as in which case

D.

References
1. "Fourier" (https://www.dictionary.com/browse/Fourier). Dictionary.com Unabridged. Random House.
2. Rudin, Walter (1990). Fourier Analysis on Groups. Wiley-Interscience. ISBN 978-0-471-52364-2.
3. Evans, L. (1998). Partial Differential Equations. American Mathematical Society. ISBN 978-3-540-76124-
2.
4. Knuth, Donald E. (1997). The Art of Computer Programming Volume 2: Seminumerical Algorithms
(3rd ed.). Addison-Wesley Professional. Section 4.3.3.C: Discrete Fourier transforms, pg.305. ISBN 978-
0-201-89684-8.
5. Conte, S. D.; de Boor, Carl (1980). Elementary Numerical Analysis (https://archive.org/details/elementary
numericon00cont) (Third ed.). New York: McGraw Hill, Inc. ISBN 978-0-07-066228-5.
6. Saferstein, Richard (2013). Criminalistics: An Introduction to Forensic Science.
7. Rabiner, Lawrence R.; Gold, Bernard (1975). Theory and Application of Digital Signal Processing (http
s://archive.org/details/theoryapplicatio00rabi). Englewood Cliffs, NJ.
8. Proakis, John G.; Manolakis, Dimitri G. (1996), Digital Signal Processing: Principles, Algorithms and
Applications (https://archive.org/details/digitalsignalpro00proa/page/291) (3 ed.), New Jersey: Prentice-
Hall International, p. 291 (https://archive.org/details/digitalsignalpro00proa/page/291),
ISBN 9780133942897, sAcfAQAAIAAJ
9. Forrest, Brian. (1998). Fourier Analysis on Coset Spaces. Rocky Mountain Journal of Mathematics. 28.
10.1216/rmjm/1181071828.
10. Prestini, Elena (2004). The Evolution of Applied Harmonic Analysis: Models of the Real World (https://bo
oks.google.com/books?id=fye--TBu4T0C&pg=PA62). Birkhäuser. p. 62. ISBN 978-0-8176-4125-2.
11. Rota, Gian-Carlo; Palombi, Fabrizio (1997). Indiscrete Thoughts (https://books.google.com/books?id=H5
smrEExNFUC&pg=PA11). Birkhäuser. p. 11. ISBN 978-0-8176-3866-5.
12. Neugebauer, Otto (1969) [1957]. The Exact Sciences in Antiquity (https://books.google.com/books?id=JV
hTtVA2zr8C). Acta Historica Scientiarum Naturalium et Medicinalium. 9 (2nd ed.). Dover Publications.
pp. 1–191. ISBN 978-0-486-22332-2. PMID 14884919 (https://pubmed.ncbi.nlm.nih.gov/14884919).
13. Brack-Bernsen, Lis; Brack, Matthias (2004). "Analyzing shell structure from Babylonian and modern
times". International Journal of Modern Physics E. 13 (1): 247. arXiv:physics/0310126 (https://arxiv.org/ab
s/physics/0310126). Bibcode:2004IJMPE..13..247B (https://ui.adsabs.harvard.edu/abs/2004IJMPE..13..2
47B). doi:10.1142/S0218301304002028 (https://doi.org/10.1142%2FS0218301304002028).
S2CID 15704235 (https://api.semanticscholar.org/CorpusID:15704235).
14. Terras, Audrey (1999). Fourier Analysis on Finite Groups and Applications (https://archive.org/details/four
ieranalysiso0000terr). Cambridge University Press. pp. 30 (https://archive.org/details/fourieranalysiso000
0terr/page/30)-32. ISBN 978-0-521-45718-7.
15. Briggs, William L.; Henson, Van Emden (1995). The DFT: An Owner's Manual for the Discrete Fourier
Transform (https://books.google.com/books?id=coq49_LRURUC&pg=PA2). SIAM. pp. 2–4. ISBN 978-0-
89871-342-8.
16. Heideman, M.T.; Johnson, D. H.; Burrus, C. S. (1984). "Gauss and the history of the fast Fourier
transform". IEEE ASSP Magazine. 1 (4): 14–21. doi:10.1109/MASSP.1984.1162257 (https://doi.org/10.11
09%2FMASSP.1984.1162257). S2CID 10032502 (https://api.semanticscholar.org/CorpusID:10032502).
17. Knapp, Anthony W. (2006). Basic Algebra (https://books.google.com/books?id=KVeXG163BggC&pg=PA
501). Springer. p. 501. ISBN 978-0-8176-3248-9.
18. Narasimhan, T.N. (February 1999). "Fourier's heat conduction equation: History, influence, and
connections". Reviews of Geophysics. 37 (1): 151–172. Bibcode:1999RvGeo..37..151N (https://ui.adsab
s.harvard.edu/abs/1999RvGeo..37..151N). CiteSeerX 10.1.1.455.4798 (https://citeseerx.ist.psu.edu/view
doc/summary?doi=10.1.1.455.4798). doi:10.1029/1998RG900006 (https://doi.org/10.1029%2F1998RG9
00006). ISSN 1944-9208 (https://www.worldcat.org/issn/1944-9208). OCLC 5156426043 (https://www.w
orldcat.org/oclc/5156426043).

Further reading
Howell, Kenneth B. (2001). Principles of Fourier Analysis. CRC Press. ISBN 978-0-8493-8275-8.
Kamen, E.W.; Heck, B.S. (2 March 2000). Fundamentals of Signals and Systems Using the Web and
Matlab (https://archive.org/details/fundamentalsofsi00kame) (2 ed.). Prentiss-Hall. ISBN 978-0-13-
017293-8.
Müller, Meinard (2015). The Fourier Transform in a Nutshell (https://www.audiolabs-erlangen.de/content/
05-fau/professor/00-mueller/04-bookFMP/2015_Mueller_FundamentalsMusicProcessing_Springer_Sect
ion2-1_SamplePages.pdf) (PDF). Springer. In Fundamentals of Music Processing (http://www.music-pro
cessing.de), Section 2.1, pp. 40–56. doi:10.1007/978-3-319-21945-5 (https://doi.org/10.1007%2F978-3-3
19-21945-5). ISBN 978-3-319-21944-8. S2CID 8691186 (https://api.semanticscholar.org/CorpusID:8691
186).
Polyanin, A. D.; Manzhirov, A. V. (1998). Handbook of Integral Equations. Boca Raton: CRC Press.
ISBN 978-0-8493-2876-3.
Smith, Steven W. (1999). The Scientist and Engineer's Guide to Digital Signal Processing (http://www.ds
pguide.com/pdfbook.htm) (Second ed.). San Diego: California Technical Publishing. ISBN 978-0-
9660176-3-2.
Stein, E. M.; Weiss, G. (1971). Introduction to Fourier Analysis on Euclidean Spaces (https://archive.org/d
etails/introductiontofo0000stei). Princeton University Press. ISBN 978-0-691-08078-9.

External links
Tables of Integral Transforms (http://eqworld.ipmnet.ru/en/auxiliary/aux-inttrans.htm) at EqWorld: The
World of Mathematical Equations.
An Intuitive Explanation of Fourier Theory (https://web.archive.org/web/20060210112754/http://cns-alum
ni.bu.edu/~slehar/fourier/fourier.html) by Steven Lehar.
Lectures on Image Processing: A collection of 18 lectures in pdf format from Vanderbilt University.
Lecture 6 is on the 1- and 2-D Fourier Transform. Lectures 7–15 make use of it. (https://archive.org/detail
s/Lectures_on_Image_Processing), by Alan Peters
Moriarty, Philip; Bowley, Roger (2009). "∑ Summation (and Fourier Analysis)" (http://www.sixtysymbols.c
om/videos/summation.htm). Sixty Symbols. Brady Haran for the University of Nottingham.

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