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Chapter 7: Fourier Analysis

Chapter 7: Fourier Analysis. Fourier Analysis = Series + Transform ◎ Fourier Series -- A periodic ( T ) function f ( x ) can be written as the sum of sines and cosines of varying amplitudes and frequencies. ○ Some function is formed by a finite number

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Chapter 7: Fourier Analysis

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  1. Chapter 7: Fourier Analysis Fourier Analysis = Series + Transform ◎ Fourier Series -- A periodic (T) function f(x) can be written as the sum of sines and cosines of varying amplitudes and frequencies

  2. ○ Some function is formed by a finite number of sinuous functions

  3. Some function requires an infinite number of sinuous functions to compose

  4. Spectrum The spectrum of a periodic function is discrete, consisting of components at dc, , and its multiples, e.g., For non-periodic functions, i.e., The spectrum of the function is continuous

  5. ○ In complex form: Compare with

  6. Euler’s formula: 7-6

  7. 7-7

  8. 7-8

  9. Continuous case

  10. Discrete case: ◎ Fourier Transform • Vector-Matrix form

  11. Let 7-12

  12. 。Example: f = {1,2,3,4}. Then, N = 4,

  13. 7-15

  14. Let ○ Inverse DFT

  15. 。Example:

  16. ◎ Properties ○ Linearity: Show:

  17. Application: Noise removal f’ = f + n, n: additive noise It may be easier to identify than n.

  18. ○ Scaling: Show: Assignment : Show

  19. ○ Periodicity:

  20. 7-22

  21. ○ Shifting:

  22. 。 Example:

  23. Compared with: 7-25

  24. ◎ Convolution theorem: Convolution: ◎ Correlation theorem Correlation: * : conjugate 7-27

  25. ◎ Fast Fourier Transform (FFT) -- Successive doubling method Let Assume Let N = 2M. 7-28

  26. 7-29

  27. Let --------- (B) Consider 7-30

  28. 7-31

  29. ---- (C) 7-32

  30. ○ Analysis : The Fourier sequence F(u), u = 0 , … , N-1 of f(x), x = 0 , … , N-1can be formed from sequences u = 0 , …… , M-1 Recursively divide F(u) and F(u+M), eventually each contains one element F(u), i.e., u = 0, and F(u) = f(x). 7-33

  31. 7-34

  32. ○ Example: Input { f(0), f(1), ……, f(7) } Computing needs { f(0), f(2), f(4), f(6) } Computing needs { f(1), f(3), f(5), f(7) } { f(0), f(4)},{ f(2), f(6) } { f(0), f(2), f(4), f(6) } even odd { f(1), f(5)}, {f(3), f(7) } { f(1), f(3), f(5), f(7) } 7-35

  33. { f(2)},{ f(6)} { f(0), f(4)} { f(0)},{ f(4)} { f(2), f(6)} even odd even odd { f(3)},{ f(7)} { f(1), f(5)} { f(1)},{ f(5)} { f(3), f(7)} Reorder the input sequence into {f(0), f(4), f(2), f(6), f(1), f(5), f(3), f(7)} *Bit-Reversal Rule 7-36

  34. ○ FFT Algorithm

  35. 7-38

  36. 。 Time complexity : the length of the input sequence FT: FFT: Times of speed increasing: N FT FFT Ratio 4 16 8 2.0 8 84 24 2.67 16 256 64 4.0 32 1024 160 6.4 64 4096 384 10.67 128 16384 896 18.3 256 65536 2048 32.0 512 262144 4608 56.9 1024 1048576 10240 102.4

  37. ○ Inverse FFT ← Given ← compute i. Input into FFT. The output is ii. Taking the complex conjugate and multiplying by N , yields the f(x)

  38. ◎ 2D Fourier Transform ○ FT: IFT:

  39. ◎ Properties ○ Filtering: every F(u,v) is obtained by multiplying every f(x,y) by a fixed value and adding up the results. DFT can be considered as a linear filtering ○ DC coefficient:

  40. ○ Separability:

  41. F(u,v) = F*(-u,-v) ○ Conjugate Symmetry:

  42. ○ Shifting

  43. ○ Rotation Polor coordinates:

  44. ○ Display: effect of log operation

  45. ◎ Image Transform

  46. ◎ Filtering in Frequency Domain ○ Low pass filtering I FT m IFT

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