B.1 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:
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| (B.1) |
Linearity can be decomposed into two properties: a) homogeneity and b) additivity, which correspond to the properties and , respectively.
Time-shift:
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| (B.2) |
Scaling:
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| (B.3) |
Time-reversal (scaling with ):
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| (B.4) |
Complex-conjugate:
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| (B.5) |
Combined time-reversal and complex-conjugate:
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| (B.6) |
Multiplication:
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| (B.7) |
Frequency-shift:
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| (B.8) |
Convolution:
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| (B.9) |
Duality:
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| (B.10) |
Example: , then by duality (because is an even function).
Energy and power conservation (Plancherel / Parseval theorem).
For energy signals:
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| (B.11) |
For periodic (power) signals with fundamental period :
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| (B.12) |
where are the coefficients of the Fourier series of .
Autocorrelation (Wiener-Khinchin theorem):
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| (B.13) |