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Math Help - Fourier transform

  1. #1
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    Fourier transform

    Hi

    I have a function in frequency-domain, which is almost periodic (it oscillates, but not in a very consistent way). My teacher told me that if I Fourier transform this function, then I will be able to extract the approximate period. Do you have any idea of what he is talking about?

    Sincerely,
    Niles.
    Last edited by Niles_M; March 1st 2010 at 09:14 AM.
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  2. #2
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    Quote Originally Posted by Niles_M View Post
    I have a function in frequency-domain, which is almost periodic (it oscillates, but not in a very consistent way). My teacher told me that if I Fourier transform this function, then I will be able to extract the approximate period. Do you have any idea of what he is talking about?
    Hi,
    you can probably get the "approximate frequency" by looking at the frequency where the Fourier transform is maximum (in modulus).
    Does it make sense?
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  3. #3
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    Lets take an example. If I Fourier Transform sin(x), then I get

    I \sqrt{\pi /2}\,\, \delta(-1 + \omega) -  I \sqrt{\pi /2} \,\,\delta(1 + \omega)

    where delta is the Dirac delta. It is maximum in modulus for omega = -1 and omega=1. From this I should get 2Pi?

    Thanks.
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  4. #4
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    Quote Originally Posted by Niles_M View Post
    Lets take an example. If I Fourier Transform sin(x), then I get

    I \sqrt{\pi /2}\,\, \delta(-1 + \omega) -  I \sqrt{\pi /2} \,\,\delta(1 + \omega)

    where delta is the Dirac delta. It is maximum in modulus for omega = -1 and omega=1. From this I should get 2Pi?
    Yes: the frequency with most contribution is indeed f_0=1, and the corresponding period is \omega_0=\frac{2\pi}{f_0}.

    For a better example (one where there is not an exact periodicity), compute the Fourier transform of the function that equals \sin x when x\in[-a,a] and 0 elsewhere. This function is not perdiodic, hence you have no rigorous way to define a period. However, you'll see (computation is simple, if I remember well) that the Fourier transform is maximum at 1 (like above), as it "should be". I don't know if there are other simple examples, where computations can be done by hand, but you can try numerical experiments.
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  5. #5
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    Thanky you very much. I really appreciate your help.

    I have known about Fourier transformations for quite some time now, but it is the very first time that I read about these things. But it is interesting.

    Again, thank you; it really means alot. For now I will work on some examples to get familiar with the concept. If there is any trouble, I will let you know.

    Sincerely,
    Niles.
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  6. #6
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    Quote Originally Posted by Laurent View Post
    For a better example (one where there is not an exact periodicity), compute the Fourier transform of the function that equals \sin x when x\in[-a,a] and 0 elsewhere. This function is not perdiodic, hence you have no rigorous way to define a period. However, you'll see (computation is simple, if I remember well) that the Fourier transform is maximum at 1 (like above), as it "should be". I don't know if there are other simple examples, where computations can be done by hand, but you can try numerical experiments.
    If e.g. I have a functions whose Fourier Transform has peaks at -4, -3, ..., 1, 2 etc., then is there a way to average over these values to find the most likely period of the function?
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  7. #7
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    Quote Originally Posted by Niles_M View Post
    If e.g. I have a functions whose Fourier Transform has peaks at -4, -3, ..., 1, 2 etc., then is there a way to average over these values to find the most likely period of the function?
    Note that if f is a frequency, then 2f is also a frequency, etc, hence in your case the frequency is 1.
    This case is no different from Fourier series: if a function is periodic with frequence f_0, its Fourier transform is a multiple of a sum of peaks at integer multiples of f_0.

    In physics, the square modulus of the Fourier transform gives the "energy" of a given frequence. The fundamental frequency would be (loosely speaking) that with the most energy: either the highest peak (if sum of deltas) or the highest integral \int_{f-\epsilon}^{f+\epsilon} |(\mathcal{F}\varphi)(\xi)|^2 d\xi, which is to say, if \mathcal{F}\varphi is continuous, the highest value of |(\mathcal{F}\varphi)(\xi)|^2.
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