Math 2.0

Harmonic analysis on Euclidean spaces Definition

Discrete-time Fourier transform

Builds on Lp spaceComplex exponentialFourier series

Definition

Let x=(xn)n∈ℤx = (x_n)_{n \in \Z} be an absolutely summable sequence of complex numbers, that is, x∈ℓ1(ℤ)x \in \ell^1(\Z), a case of the LpL^p spaces. The discrete-time Fourier transform of xx is the function X ⁣:ℝ→ℂX \colon \R \to \C given by X(ω)=∑n∈ℤxn e−iωn,ω∈ℝ,X(\omega) = \sum_{n \in \Z} x_n\, e^{-i \omega n}, \qquad \omega \in \R, where e−iωne^{-i\omega n} is the complex exponential.

Remarks

The series converges absolutely and uniformly in ω\omega, so XX is continuous and 2π2\pi-periodic, with ∣X(ω)∣≤∑n∣xn∣\abs{X(\omega)} \le \sum_n \abs{x_n}. The sequence is recovered by xn=12π∫−ππX(ω) eiωn dω,x_n = \frac{1}{2\pi} \int_{-\pi}^{\pi} X(\omega)\, e^{i \omega n}\, d\omega, so x−nx_{-n} is the nn-th coefficient of the Fourier series of XX.

Example: for ∣a∣<1\abs{a} < 1, let xn=anx_n = a^n for n≥0n \ge 0 and xn=0x_n = 0 for n<0n < 0. Then ∑n∣xn∣=1/(1−∣a∣)<∞\sum_n \abs{x_n} = 1/(1 - \abs{a}) < \infty, and the geometric series gives X(ω)=∑n≥0(ae−iω)n=11−ae−iωX(\omega) = \sum_{n \ge 0} (a e^{-i\omega})^n = \frac{1}{1 - a e^{-i\omega}}.

Non-example: the constant sequence xn=1x_n = 1 is not absolutely summable, and ∑ne−iωn\sum_n e^{-i\omega n} diverges for every ω\omega because its terms do not tend to 00. As a distribution its transform is a Dirac comb of period 2π2\pi, scaled by 2π2\pi.

By the Riesz–Fischer and Parseval theorems the transform extends to an isometry, up to the factor 2π2\pi, from ℓ2(ℤ)\ell^2(\Z) onto L2L^2 of a period, with the series converging in L2L^2. Some authors use the frequency f=ω/(2π)f = \omega / (2\pi), which gives period 11.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Discrete-time_Fourier_transform
About this page
Tag65QTEF1FTN
URIm2://65QTEF1FTN
Kinddefinition
WritingW0 stub
MSC42A16, 94A12, 42A38
DefinesDiscrete-time Fourier transform
UsesLp space, Complex exponential, Fourier series

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