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Third Edition
Ronald N. Bracewell
Lewis M. Terman Professor of Electrical Engineering Emeritus Stanford University
Boston Burr Ridge, IL Dubuque, IA Madison, WI New York San Francisco St. Louis Bangkok Bogota Caracas Lisbon London Madrid Mexico City Milan New Delhi Seoul Singapore Sydney Taipei Toronto
C O N T E N T S
xvii 1 5
5 8 10 11 13 14 16 18
Convolution
Examples of Convolution Serial Products
Inversion of serial multiplication / The serial product in matrix notation I Sequences as vectors
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27 30
Convolution by Computer The Autocorrelation Function and Pentagram Notation The Triple Correlation The Cross Correlation The Energy Spectrum
39 40 45 46 47
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55 57 57 61 65 65 68 71
IX
Contents
The I m p u l s e Symbol
The Sifting Property The Sampling or Replicating Symbol III(x) The Even and Odd Impulse Pairs n{x) and h(x) Derivatives of the Impulse Symbol Null Functions Some Functions in Two or More Dimensions The Concept of Generalized Function Particularly well-behaved functions / Regular sequences / Generalized functions / Algebra of generalized functions I Differentiation of ordinary functions
74
78 81 84 85 87 89 92
The Basic T h e o r e m s
A Few Transforms for Illustration Similarity Theorem Addition Theorem Shift Theorem Modulation Theorem Convolution Theorem Rayleigh's Theorem Power Theorem Autocorrelation Theorem Derivative Theorem Derivative of a Convolution Integral The Transform of a Generalized Function Proofs of Theorems Similarity and shift theorems / Derivative theorem / Power theorem Summary of Theorems
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105 108 110 111 113 115 119 120 122 124 126 127 128 129
O b t a i n i n g Transforms
Integration in Closed Form Numerical Fourier Transformation The Slow Fourier Transform Program Generation of Transforms by Theorems Application of the Derivative Theorem to Segmented Functions Measurement of Spectra Radiofrequency spectral analysis / Optical Fourier transform spectroscopy
136
137 140 142 145 145 147
151
152 153 155 156 157 158 159
Contents Variance Smoothness and Compactness Smoothness under Convolution Asymptotic Behavior Equivalent Width Autocorrelation Width Mean Square Widths Sampling and Replication Commute Some Inequalities Upper limits to ordinate and slope / Schwarz's inequality The Uncertainty Relation Proof of uncertainty relation /Example of uncertainty relation The Finite Difference Running Means Central Limit Theorem Summary of Correspondences in the Two Domains
xi 159 160 162 163 164 170 171 172 174 177 180 184 186 191
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198 200 203 204 205
209 211
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219 224 224 226 229 230 232 234 235 245 246
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258 264 265
Xll
Contents Reciprocal Property Oddness and Evenness Examples with Special Symmetry Complex Conjugates Reversal Property Addition Theorem Shift Theorem Convolution Theorem Product Theorem Cross-Correlation Autocorrelation Sum of Sequence First Value Generalized Parseval-Rayleigh Theorem Packing Theorem Similarity Theorem Examples Using MATLAB The Fast Fourier Transform Practical Considerations Is the Discrete Fourier Transform Correct? Applications of the FFT Timing Diagrams When N Is Not a Power of 2 Two-Dimensional Data Power Spectra
266 266 267 268 268 268 268 269 269 270 270 270 270 271 271 272 272 275 278 280 281 282 283 284 285 293 293 294 295 297 298 298 299 300 300 301 305 305 306 307 308 309 314
Computing Getting a Feel for Numerical Transforms The Complex Hartley Transform Physical Aspect of the Hartley Transformation The Fast Hartley Transform The Fast Algorithm Running Time
Contents Timing via the Stripe Diagram Matrix Formulation Convolution Permutation A Fast Hartley Subroutine
xia
315 317 320 321 322 329 329 331 335 339 340 343 343 347 351 356
390
xiv Modulation Transfer Function Physical Aspects of the Angular Spectrum Two-Dimensional Theory Optical Diffraction Fresnel Diffraction Other Applications of Fourier Analysis
16 Applications in Statistics
Distribution of a Sum Consequences of the Convolution Relation The Characteristic Function The Truncated Exponential Distribution The Poisson Distribution
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429 434 435 436 438
446
447 450 455 458 462 465 466 466
Some Noise Records Envelope of Bandpass Noise Detection of a Noise Waveform Measurement of Noise Power
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489
489 491 494 497 498 499 500 502 502 504
Equivalence Theorem Envelope and Phase Using log / instead of / The Wavelet Transform Adaptive Cell Placement Elementary Chirp Signals (Chirplets) The Wigner Distribution
Contents
xv
508 513 513 514 516 517 522 524 526 530 532 534 537 538 539 545 555 557 565 571 573 592 594
Index