A.17 Fourier Analysis: Properties
In the sequel, it is assumed that , and are the Fourier transforms of , and , respectively. A pair (time / frequency) is denoted by . The following discussion assumes the Fourier transform, but the properties are valid for all four Fourier tools with subtle distinctions.
Linearity: if a signal is obtained by multiplying by a constant and summing the result to , its transform is . Linearity can be stated as:
| (A.41) |
Linearity can be decomposed into two properties: a) homogeneity and b) additivity, which correspond to the properties and , respectively.
Time-shift:
| (A.42) |
Scaling:
| (A.43) |
Time-reversal (scaling with ):
| (A.44) |
Complex-conjugate:
| (A.45) |
Combined time-reversal and complex-conjugate:
| (A.46) |
Multiplication:
| (A.47) |
Frequency-shift:
| (A.48) |
Convolution:
| (A.49) |
Duality:
| (A.50) |
Example: , then by duality (because is an even function).
Energy and power conservation (Plancherel / Parseval theorem).
For energy signals:
| (A.51) |
For periodic (power) signals with fundamental period :
| (A.52) |
where are the coefficients of the Fourier series of .
Autocorrelation (Wiener-Khinchin theorem):
| (A.53) |