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Fourier Series
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- is a way of representing a periodic function as a (possibly infinite) sum of sine and cosine functions
- for functions that are not periodic, the Fourier transform is used in place of the Fourier series
- for functions of two variables that are periodic in both variables, the trigonometric basis in the Fourier series is replaced by the spherical harmonics
- is a continuous transformation of a continuous periodic signal
- is analogous to a Taylor series, which represents functions as possibly infinite sums of monomial terms
- cases:
- periodic function → converts into a discrete exponential function or sine and cosine function
- non-periodic function → not applicable
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Discrete Fourier Transform (DFT) - Discrete Fourier Series
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- takes a DISCRETE signal as input and outputs a DISCRETE frequency spectrum
- transforms data in the time or spatial domain into the frequency domain
- should technically be called a Discrete Fourier Series
- is like a Fourier Series on data instead of analytic functions
- converts a finite sequence of equally-spaced samples of a function 𝑓(𝑥) into a same-length sequence of equally-spaced samples of the discrete-time Fourier transform (DTFT), which is a complex-valued function of frequency
- is a unitary, invertible, linear transformation
F:CN→CN
- most often uses the FFT algorithm to compute the DFT
- is the inverse of the Inverse Discrete Fourier Transform (IDFT)
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Discrete-Time Fourier Transform (DTFT)
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- takes DISCRETE signal as input and outputs a CONTINUOUS frequency spectrum
- it’s defined by an infinite summation over the discrete-time signal
- while mathematically powerful, the DTFT is not directly computable on a computer because of its continuous nature and infinite summation
- thus Discrete Fourier Transform (DFT) - Discrete Fourier Series is a computationally efficient way to approximate the DTFT
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Fourier Transform (FT)
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- takes CONTINUOUS time signal as input and outputs a CONTINUOUS frequency spectrum
- is a continuous transformation of a continuous function into its constituent frequencies
- cases:
- periodic function → converts its Fourier series in the frequency domain
- non-periodic function → converts it into a continuous frequency domain
- can ONLY transform nice well-behaved functions that go to 0 at ±∞; otherwise use Laplace Transform
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Laplace Transform (LT)
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- is a mathematical method that converts a function of a real variable to a function of a complex variable
- a function 𝑓(𝑡) that can’t be Fourier Transformed can be Laplace Transformed by multiplying the function by a decaying exponential 𝑒-𝜁𝑡 and a heavyside function 𝐻(𝑡) where 𝜁 is a constant:
- 𝐹(𝑡) = 𝑓(𝑡)𝑒-𝜁𝑡𝐻(𝑡)
- thus:
- the Laplace transform of 𝑓(𝑡) is the Fourier transform of 𝐹(𝑡)
- the Laplace transform is a one-sided weight Fourier transform
- a discrete version is Z-Transform
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Z-Transform
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- converts a discrete-time signal, which is a sequence of real or complex numbers, into a complex valued frequency-domain representation
- it can be considered a discrete-time equivalent of the Laplace transform
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