Discrete Fourier transform

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Fourier transforms
Continuous Fourier transform
Fourier series
Discrete-time Fourier transform
Discrete Fourier transform
Discrete Fourier transform over a ring
Fourier analysis
Related transforms
Relationship between the (continuous) Fourier transform and the discrete Fourier
transform. Left column: A continuous function (top) and its Fourier transform (
bottom). Center-left column: Periodic summation of the original function (top).
Fourier transform (bottom) is zero except at discrete points. The inverse transf
orm is a sum of sinusoids called Fourier series. Center-right column: Original f
unction is discretized (multiplied by a Dirac comb) (top). Its Fourier transform
(bottom) is a periodic summation (DTFT) of the original transform. Right column
: The DFT (bottom) computes discrete samples of the continuous DTFT. The inverse
DFT (top) is a periodic summation of the original samples. The FFT algorithm co
mputes one cycle of the DFT and its inverse is one cycle of the DFT inverse.
Depiction of a Fourier transform (upper left) and its periodic summation (DTFT)
in the lower left corner. The spectral sequences at (a) upper right and (b) lowe
r right are respectively computed from (a) one cycle of the periodic summation o
f s(t) and (b) one cycle of the periodic summation of the s(nT) sequence. The re
spective formulas are (a) the Fourier series integral and (b) the DFT summation.
Its similarities to the original transform, S(f), and its relative computationa
l ease are often the motivation for computing a DFT sequence.
In mathematics, the discrete Fourier transform (DFT) converts a finite sequence
of equally-spaced samples of a function into an equivalent-length sequence of eq
ually-spaced samples of the discrete-time Fourier transform (DTFT), which is a c
omplex-valued function of frequency [clarification needed]. The interval at whic
h the DTFT is sampled is the reciprocal of the duration of the input sequence. A
n inverse DFT is a Fourier series, using the DTFT samples as coefficients of com
plex sinusoids at the corresponding DTFT frequencies. It has the same sample-val
ues as the original input sequence. The DFT is therefore said to be a frequency
domain representation of the original input sequence. If the original sequence s
pans all the non-zero values of a function, its DTFT is continuous (and periodic
), and the DFT provides discrete samples of one cycle. If the original sequence
is one cycle of a periodic function, the DFT provides all the non-zero values of
one DTFT cycle.
The DFT is the most important discrete transform, used to perform Fourier analys
is in many practical applications.[1] In digital signal processing, the function
is any quantity or signal that varies over time, such as the pressure of a soun
d wave, a radio signal, or daily temperature readings, sampled over a finite tim
e interval (often defined by a window function[2]). In image processing, the sam
ples can be the values of pixels along a row or column of a raster image. The DF
T is also used to efficiently solve partial differential equations, and to perfo
rm other operations such as convolutions or multiplying large integers.
Since it deals with a finite amount of data, it can be implemented in computers
by numerical algorithms or even dedicated hardware. These implementations usuall
y employ efficient fast Fourier transform (FFT) algorithms;[3] so much so that t
he terms "FFT" and "DFT" are often used interchangeably. Prior to its current us
age, the "FFT" initialism may have also been used for the ambiguous term "finite
Fourier transform".
Contents [hide]
1 Definition
2 Properties
2.1 Completeness
2.2 Orthogonality
2.3 The Plancherel theorem and Parseval's theorem
2.4 Periodicity
2.5 Shift theorem
2.6 Circular convolution theorem and cross-correlation theorem
2.7 Convolution theorem duality
2.8 Trigonometric interpolation polynomial
2.9 The unitary DFT
2.10 Expressing the inverse DFT in terms of the DFT
2.11 Eigenvalues and eigenvectors
2.12 Uncertainty principle
2.13 The real-input DFT
3 Generalized DFT (shifted and non-linear phase)
4 Multidimensional DFT
4.1 The real-input multidimensional DFT
5 Applications
5.1 Spectral analysis
5.2 Filter bank
5.3 Data compression
5.4 Partial differential equations
5.5 Polynomial multiplication
5.5.1 Multiplication of large integers
5.5.2 Convolution
6 Some discrete Fourier transform pairs
7 Generalizations
7.1 Representation theory
7.2 Other fields
7.3 Other finite groups
8 Alternatives
9 See also
10 Notes
11 Citations
12 References
13 External links
Definition[edit]
The sequence of N complex numbers {\displaystyle x_{0},x_{1},\ldots ,x_{N-1}} x_
{0},x_{1},\ldots ,x_{N-1} is transformed into an N-periodic sequence of complex
numbers:
{\displaystyle X_{k}\ {\stackrel {\text{def}}{=}}\ \sum _{n=0}^{N-1}x_{n}\cdot e
^{-2\pi ikn/N},\quad k\in \mathbb {Z} \,} {\displaystyle X_{k}\ {\stackrel {\tex
t{def}}{=}}\ \sum _{n=0}^{N-1}x_{n}\cdot e^{-2\pi ikn/N},\quad k\in \mathbb {Z}
\,} (integers) [note 1]