Fourier transform

domain, which are sometimes easier to perform. The

Re
Im
operation of dierentiation in the time domain corre-
sponds to multiplication by the frequency,[remark 1] so
some dierential equations are easier to analyze in the
frequency domain. Also, convolution in the time do-
main corresponds to ordinary multiplication in the fre-
quency domain. Concretely, this means that any linear
time-invariant system, such as a lter applied to a sig-
Re
Im
nal, can be expressed relatively simply as an operation
on frequencies.[remark 2] After performing the desired op-
erations, transformation of the result can be made back
to the time domain. Harmonic analysis is the systematic
study of the relationship between the frequency and time
domains, including the kinds of functions or operations
() t t In the rst row is the graph of the that are simpler in one or the other, and has deep con-
f (t) f () g(t) g
unit pulse function f (t) and its Fourier transform f (), nections to almost all areas of modern mathematics.
a function of frequency . Translation (that is, delay) Functions that are localized in the time domain have
in the time domain goes over to complex phase shifts Fourier transforms that are spread out across the fre-
in the frequency domain. In the second row is shown quency domain and vice versa, a phenomenon known as
g(t), a delayed unit pulse, beside the real and imaginary the uncertainty principle. The critical case for this princi-
parts of the Fourier transform. The Fourier transform ple is the Gaussian function, of substantial importance in
decomposes a function into eigenfunctions for the group probability theory and statistics as well as in the study of
of translations. physical phenomena exhibiting normal distribution (e.g.,
diusion). The Fourier transform of a Gaussian function
The Fourier transform decomposes a function of time is another Gaussian function. Joseph Fourier introduced
(a signal) into the frequencies that make it up, in a the transform in his study of heat transfer, where Gaus-
way similar to how a musical chord can be expressed sian functions appear as solutions of the heat equation.
as the frequencies (or pitches) of its constituent notes.
The Fourier transform can be formally dened as an
The Fourier transform of a function of time itself is a
improper Riemann integral, making it an integral trans-
complex-valued function of frequency, whose absolute form, although this denition is not suitable for many
value represents the amount of that frequency present in
applications requiring a more sophisticated integration
the original function, and whose complex argument is theory.[remark 3] For example, many relatively simple ap-
the phase oset of the basic sinusoid in that frequency.
plications use the Dirac delta function, which can be
The Fourier transform is called the frequency domain treated formally as if it were a function, but the jus-
representation of the original signal. The term Fourier
tication requires a mathematically more sophisticated
transform refers to both the frequency domain represen-
viewpoint.[remark 4] The Fourier transform can also be gen-
tation and the mathematical operation that associates the
eralized to functions of several variables on Euclidean
frequency domain representation to a function of time.space, sending a function of 3-dimensional space to a
The Fourier transform is not limited to functions of time,
function of 3-dimensional momentum (or a function of
but in order to have a unied language, the domain of space and time to a function of 4-momentum). This
the original function is commonly referred to as the time
idea makes the spatial Fourier transform very natural in
domain. For many functions of practical interest, one the study of waves, as well as in quantum mechanics,
can dene an operation that reverses this: the inversewhere it is important to be able to represent wave so-
Fourier transformation, also called Fourier synthesis, of
lutions as functions of either space or momentum and
a frequency domain representation combines the contri-sometimes both. In general, functions to which Fourier
butions of all the dierent frequencies to recover the orig-
methods are applicable are complex-valued, and possibly
inal function of time. vector-valued.[remark 5] Still further generalization is pos-
Linear operations performed in one domain (time or sible to functions on groups,n which, besides the original
frequency) have corresponding operations in the other Fourier transform on R or R (viewed as groups under ad-

1
2 3 INTRODUCTION

dition), notably includes the discrete-time Fourier trans- 2 History

form (DTFT, group = Z), the discrete Fourier transform
(DFT, group = Z mod N) and the Fourier series or circu- Main articles: Fourier analysis History, and Fourier
lar Fourier transform (group = S 1 , the unit circle closed series History
nite interval with endpoints identied). The latter is rou-
tinely employed to handle periodic functions. The fast
Fourier transform (FFT) is an algorithm for computing In 1822, Joseph Fourier showed that some functions
the DFT. could be written as an innite sum of harmonics.[9]

1 Denition 3 Introduction
See also: Fourier analysis
The Fourier transform of the function f is traditionally One motivation for the Fourier transform comes from
denoted by adding a circumex: f . There are several
common conventions for dening the Fourier transform
of an integrable function f : R C.[1][2] Here we will
use the following denition:

f() = f (x) e2ix dx,

for any real number .

When the independent variable x represents time (with
SI unit of seconds), the transform variable represents
frequency (in hertz). Under suitable conditions, f is de-
termined by f via the inverse transform:

In the rst frames of the animation, a function f is resolved
f (x) = f() e2ix d, into Fourier series: a linear combination of sines and cosines
(in blue). The component frequencies of these sines and cosines
spread across the frequency spectrum, are represented as peaks
for any real number x. in the frequency domain (actually Dirac delta functions, shown
in the last frames of the animation). The frequency domain rep-
The statement that f can be reconstructed from f is resentation of the function, f, is the collection of these peaks at
known as the Fourier inversion theorem, and was rst in- the frequencies that appear in this resolution of the function.
troduced in Fouriers Analytical Theory of Heat,[3][4] al-
though what would be considered a proof by modern stan-
the study of Fourier series. In the study of Fourier se-
dards was not given until much later.[5][6] The functions ries, complicated but periodic functions are written as the
f and f often are referred to as a Fourier integral pair or
sum of simple waves mathematically represented by sines
Fourier transform pair.[7] and cosines. The Fourier transform is an extension of
For other common conventions and notations, including the Fourier series that results when the period of the rep-
using the angular frequency instead of the frequency , resented function is lengthened and allowed to approach
see Other conventions and Other notations below. The innity.[10]
Fourier transform on Euclidean space is treated sepa- Due to the properties of sine and cosine, it is possible
rately, in which the variable x often represents position to recover the amplitude of each wave in a Fourier se-
and momentum. The conventions chosen in this article ries using an integral. In many cases it is desirable to
are those of harmonic analysis, and are characterized as use Eulers formula, which states that e2i = cos(2) +
the unique conventions such that the Fourier transform is i sin(2), to write Fourier series in terms of the basic
both unitary on L2 and an algebra homomorphism from waves e2i . This has the advantage of simplifying many
L1 to L , without normalizing the Lebesgue measure.[8] of the formulas involved, and provides a formulation for
Many other characterizations of the Fourier transform ex- Fourier series that more closely resembles the denition
ist. For example, one uses the Stonevon Neumann the- followed in this article. Re-writing sines and cosines as
orem: the Fourier transform is the unique unitary inter- complex exponentials makes it necessary for the Fourier
twiner for the symplectic and Euclidean Schrdinger rep- coecients to be complex valued. The usual interpre-
resentations of the Heisenberg group. tation of this complex number is that it gives both the

amplitude (or size) of the wave present in the function
and the phase (or the initial angle) of the wave. These
complex exponentials sometimes contain negative fre-
quencies. If is measured in seconds, then the waves
e2i and e2i both complete one cycle per second, but
they represent dierent frequencies in the Fourier trans-
form. Hence, frequency no longer measures the number
of cycles per unit time, but is still closely related.
There is a close connection between the denition of
Fourier series and the Fourier transform for functions f
that are zero outside an interval. For such a function,
we can calculate its Fourier series on any interval that
includes the points where f is not identically zero. The
Fourier transform is also dened for such a function. As
we increase the length of the interval on which we cal-
culate the Fourier series, then the Fourier series coe-
cients begin to look like the Fourier transform and the
sum of the Fourier series of f begins to look like the in-
verse Fourier transform. To explain this more precisely,
suppose that T is large enough so that the interval [T/2,
T/2] contains the interval on which f is not identically
zero. Then the nth series coecient c is given by:
T
1 2
f (x) e2i( T )x dx.
n
cn =
T T2
Comparing this to the denition of the Fourier transform,
it follows that
The general situation may be a bit more complicated than
1 ( n ) this, but this in spirit is how the Fourier transform mea-
cn = f
T T sures how much of an individual frequency is present in
since f (x) is zero outside [T/2, T/2]. Thus the Fourier a function f (t).
coecients are just the values of the Fourier transform
sampled on a grid of width 1/T, multiplied by the grid
width 1/T.
Under appropriate conditions, the Fourier series of f will
equal the function f. In other words, f can be written:
cn e2i( T )x =
n
f (x) = f(n ) e2in x ,
n= n=
where the last sum is simply the rst sum rewritten using
the denitions n = n/T, and = n + 1/T n/T = 1/T.
This second sum is a Riemann sum, and so by letting T
it will converge to the integral for the inverse Fourier
transform given in the denition section. Under suitable
conditions, this argument may be made precise.[11]
In the study of Fourier series the numbers c could be
thought of as the amount of the wave present in the
Fourier series of f. Similarly, as seen above, the Fourier
transform can be thought of as a function that measures
how much of each individual frequency is present in our
function f, and we can recombine these waves by using an
integral (or continuous sum) to reproduce the original
function.
3
4 Example
The following gures provide a visual illustration of how
the Fourier transform measures whether a frequency is
present in a particular function. The depicted function
2
f (t) = cos(6t) et oscillates at 3 Hz (if t measures
seconds) and tends quickly to 0. (The second factor in
this equation is an envelope function that shapes the con-
tinuous sinusoid into a short pulse. Its general form is
a Gaussian function). This function was specially cho-
sen to have a real Fourier transform that can easily be
plotted. The rst image contains its graph. In order to
calculate f (3) we must integrate e2i(3t) f (t). The sec-
ond image shows the plot of the real and imaginary parts
of this function. The real part of the integrand is almost
always positive, because when f (t) is negative, the real
part of e2i(3t) is negative as well. Because they oscillate
at the same rate, when f (t) is positive, so is the real part
of e2i(3t) . The result is that when you integrate the real
part of the integrand you get a relatively large number (in
this case 1/2). On the other hand, when you try to mea-
sure a frequency that is not present, as in the case when
we look at f (5), you see that both real and imaginary
component of this function vary rapidly between positive
and negative values, as plotted in the third image. There-
fore, in this case, the integrand oscillates fast enough so
that the integral is very small and the value for the Fourier
transform for that frequency is nearly zero.
1
0.8
0.6
0.4
0.2
0
-0.2
-0.4
-0.6
-0.8
-1
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
O
function showing oscillation 3 Hz.
4 5 PROPERTIES OF THE FOURIER TRANSFORM

1
0.5
0.4

0.8
0.4

0.2

0.6 0.3

0.4 0.2

-0.2
0.1
0.2

-0.4
0
0 -6 -4 -2 0 2 4 6
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 1 1.5 2
-2 -1.5 -1 -0.5 0 0.5
Fourier transform with 3 and 5 Hz labeled.
Real and imaginary parts of integrand for Fourier
transform at 3 Hz

5 Properties of the Fourier trans-

form
Here we assume f (x), g(x) and h(x) are integrable func-
tions: Lebesgue-measurable on the real line satisfying:

|f (x)| dx < .

We denote the Fourier transforms of these functions as f

(), () and () respectively.

1
0.8 5.1 Basic properties
0.8
0.6 The Fourier transform has the following basic
0.6 properties:[12]
0.4
0.4
0.2 Linearity
0.2
0
For any complex numbers a and b, if h(x) = af
0
(x) + bg(x), then () = a f () + b ().
-0.2
-0.2
-0.4 Translation / time shifting
-0.4
-0.6
-0.6
For any real number x0 , if h(x) = f (x x0 ),
-0.8 then () = e2ix0 f ().
-0.8
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2
Modulation / frequency shifting
Real and imaginary parts of integrand for Fourier
transform at 5 Hz For any real number 0 if h(x) = e2ix0 f (x),
then () = f ( 0 ).
5.3 Units and duality 5

Time scaling

F 0 = Id, F 1 = F, F 2 = P, F 4 = Id
For a non-zero real number a, if h(x) = f (ax),
then F 3 = F 1 = P F = F P
( )
1 These equalities of operators require careful denition
h() = f .
|a| a of the space of functions in question, dening equality
of functions (equality at every point? equality almost ev-
The case a = 1 leads to the time-reversal prop- erywhere?) and dening equality of operators that is,
erty, which states: if h(x) = f (x), then () = dening the topology on the function space and operator
f (). space in question. These are not true for all functions, but
are true under various conditions, which are the content
Conjugation of the various forms of the Fourier inversion theorem.
This fourfold periodicity of the Fourier transform is sim-
If h(x) = f (x), then
ilar to a rotation of the plane by 90, particularly as the
two-fold iteration yields a reversal, and in fact this anal-
h() = f().
ogy can be made precise. While the Fourier transform
In particular, if f is real, then one has the reality can simply be interpreted as switching the time domain
condition and the frequency domain, with the inverse Fourier trans-
form switching them back, more geometrically it can be
f() = f(), interpreted as a rotation by 90 in the timefrequency do-
main (considering time as the x-axis and frequency as the
that is, f is a Hermitian function. And if f is y-axis), and the Fourier transform can be generalized to
purely imaginary, then the fractional Fourier transform, which involves rotations
by other angles. This can be further generalized to linear
f() = f(). canonical transformations, which can be visualized as the
action of the special linear group SL2 (R) on the time
Integration frequency plane, with the preserved symplectic form cor-
responding to the uncertainty principle, below. This ap-
Substituting = 0 in the denition, we obtain proach is particularly studied in signal processing, under
timefrequency analysis.

f (0) = f (x) dx.

5.3 Units and duality
That is, the evaluation of the Fourier transform
at the origin ( = 0) equals the integral of f over In mathematics, one often does not think of any units as
all its domain. being attached to the two variables t and . But in physi-
cal applications, must have inverse units to the units of
t. For example, if t is measured in seconds, should be
5.2 Invertibility and periodicity in cycles per second for the formulas here to be valid. If
the scale of t is changed and t is measured in units of 2
Further information: Fourier inversion theorem and
seconds, then either must be in the so-called "angular
Fractional Fourier transform frequency", or one must insert some constant scale factor
into some of the formulas. If t is measured in units of
Under suitable conditions on the function f, it can be re- length, then must be in inverse length, e.g., wavenum-
covered from its Fourier transform f. Indeed, denoting bers. That is to say, there are two copies of the real line:
the Fourier transform operator by F, so F( f ) := f, then forone measured in one set of units, where t ranges, and the
suitable functions, applying the Fourier transform twice other in inverse units to the units of t, and which is the
simply ips the function: F2 ( f )(x) = f (x), which can range of . So these are two distinct copies of the real
be interpreted as reversing time. Since reversing time line, and cannot be identied with each other. Therefore,
is two-periodic, applying this twice yields F4 ( f ) = f, the Fourier transform goes from one space of functions
so the Fourier transform operator is four-periodic, and to a dierent space of functions: functions which have a
similarly the inverse Fourier transform can be obtained dierent domain of denition.
by applying the Fourier transform three times: F3 ( f ) = In general, must always be taken to be a linear form on
f. In particular the Fourier transform is invertible (under the space of ts, which is to say that the second real line
suitable conditions). is the dual space of the rst real line. See the article on
More precisely, dening the parity operator P that in- linear algebra for a more formal explanation and for more
verts time, P[ f ] : t f (t): details. This point of view becomes essential in gener-
6 5 PROPERTIES OF THE FOURIER TRANSFORM

alisations of the Fourier transform to general symmetry

groups, including the case of Fourier series.
That there is no one preferred way (often, one says no
canonical way) to compare the two copies of the real
line which are involved in the Fourier transformxing
the units on one line does not force the scale of the units
on the other lineis the reason for the plethora of rival
conventions on the denition of the Fourier transform.
The various denitions resulting from dierent choices
of units dier by various constants. If the units of t are in
seconds but the units of are in angular frequency, then
the angular frequency variable is often denoted by one or
another Greek letter, for example, = 2 is quite com-
mon. Thus (writing x 1 for the alternative denition and
x for the denition adopted in this article)
() = f (x)eix dx.
(In probability theory, and in mathematical statistics, the
use of the FourierStieltjes transform is preferred, be-
cause so many random variables are not of continuous
type, and do not possess a density function, and one must
treat discontinuous distribution functions, i.e., measures
which possess atoms.)
From the higher point of view of group characters, which
is much more abstract, all these arbitrary choices disap-
pear, as will be explained in the later section of this arti-
cle, on the notion of the Fourier transform of a function
on an Abelian locally compact group.

() 5.4 Uniform continuity and the Riemann

x
1 () = x
= x(t)eit dt
2 Lebesgue lemma
as before, but the corresponding alternative inversion for-
mula would then have to be 1.5

1.0
1
x(t) = 1 ()eit d.
x
2
0.5

To have something involving angular frequency but with

greater symmetry between the Fourier transform and the 0.0
inversion formula, one very often sees still another alter-
native denition of the Fourier transform, with a factor
of 2, thus -0.5
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5

The rectangular function is Lebesgue integrable.

1
2 () =
x x(t)eit dt,
2
sin(x)
x
and the corresponding inversion formula then has to be
1.0

0.8

1
x(t) = 2 ()eit d.
x 0.6
2
0.4
Furthermore, there is no way to x which square root of
0.2
negative one will be meant by the symbol i (it makes no
sense to speak of the positive square root since only real x
-6 -4 -2 2 4 6
numbers can be positive, similarly it makes no sense to say
-0.2
rotation counter-clockwise, because until i is chosen,
there is no xed way to draw the complex plane), and
hence one occasionally sees the Fourier transform written The sinc function, which is the Fourier transform of the rect-
with i in the exponent instead of i, and vice versa for the angular function, is bounded and continuous, but not Lebesgue
inversion formula, a convention that is equally valid as the integrable.
one chosen in this article, which is the more usual one.
For example, in probability theory, the characteristic The Fourier transform may be dened in some cases for
function of the probability density function f of a ran- non-integrable functions, but the Fourier transforms of
dom variable X of continuous type is dened without a integrable functions have several strong properties.
negative sign in the exponential, and since the units of x The Fourier transform f of any integrable function f is
are ignored, there is no 2 either: uniformly continuous and[13]
5.6 Poisson summation formula 7

But Parsevals formula makes sense for the Fourier trans-

form as well, and so even though in the context of the
f f 1 Fourier transform it was proved by Plancherel, it is still
often referred to as Parsevals formula, or Parsevals re-
By the RiemannLebesgue lemma,[14] lation, or even Parsevals theorem.
See Pontryagin duality for a general formulation of this
concept in the context of locally compact abelian groups.
f() 0 as || .

However, f need not be integrable. For example, the 5.6 Poisson summation formula
Fourier transform of the rectangular function, which is in-
tegrable, is the sinc function, which is not Lebesgue inte- Main article: Poisson summation formula
grable, because its improper integrals behave analogously
to the alternating harmonic series, in converging to a sum
without being absolutely convergent. The Poisson summation formula (PSF) is an equation that
relates the Fourier series coecients of the periodic sum-
It is not generally possible to write the inverse transform mation of a function to values of the functions continuous
as a Lebesgue integral. However, when both f and f are Fourier transform. The Poisson summation formula says
integrable, the inverse equality that for suciently regular functions f,

f (x) = f()e2ix d f(n) = f (n).
n n

holds almost everywhere. That is, the Fourier transform It has a variety of useful forms that are derived from the
is injective on L1 (R). (But if f is continuous, then equality basic one by application of the Fourier transforms scal-
holds for every x.) ing and time-shifting properties. The formula has appli-
cations in engineering, physics, and number theory. The
frequency-domain dual of the standard Poisson summa-
5.5 Plancherel theorem and Parsevals the- tion formula is also called the discrete-time Fourier trans-
orem form.
Poisson summation is generally associated with the
Let f (x) and g(x) be integrable, and let f () and () be physics of periodic media, such as heat conduction on a
their Fourier transforms. If f (x) and g(x) are also square- circle. The fundamental solution of the heat equation on
integrable, then we have Parsevals Formula:[15] a circle is called a theta function. It is used in number the-
ory to prove the transformation properties of theta func-
tions, which turn out to be a type of modular form, and it
is connected more generally to the theory of automorphic
f (x)g(x) dx = g () d,
f ()
forms where it appears on one side of the Selberg trace
formula.
where the bar denotes complex conjugation.
The Plancherel theorem, which follows from the above,
states that[16]
5.7 Dierentiation
Suppose f (x) is a dierentiable function, and both f and
  its derivative f are integrable. Then the Fourier trans-
2  2
|f (x)| dx = f () d.
Plancherels theorem makes it possible to extend the
Fourier transform, by a continuity argument, to a unitary
operator on L2 (R). On L1 (R) L2 (R), this extension
agrees with original Fourier transform dened on L1 (R),
thus enlarging the domain of the Fourier transform to
L1 (R) + L2 (R) (and consequently to Lp (R) for 1 p
2). Plancherels theorem has the interpretation in the sci-
ences that the Fourier transform preserves the energy of
the original quantity. The terminology of these formulas
is not quite standardised. Parsevals theorem was proved
only for Fourier series, and was rst proved by Lyapunov.
form of the derivative is given by
fc () = 2i f().
More generally, the Fourier transformation of the nth
derivative f (n) is given by
fd
(n) () = (2i)n f().
By applying the Fourier transform and using these for-
mulas, some ordinary dierential equations can be trans-
formed into algebraic equations, which are much easier to
8 5 PROPERTIES OF THE FOURIER TRANSFORM

solve. These formulas also give rise to the rule of thumb

"f (x) is smooth if and only if f () quickly falls to 0 for
| | . By using the analogous rules for the inverse h(x) = (f f )(x) = f (y)f (x + y) dy

Fourier transform, one can also say "f (x) quickly falls to
0 for | x | if and only if f () is smooth. for which

h() = f()f() = |f()|2 .
5.8 Convolution theorem
Main article: Convolution theorem
5.10 Eigenfunctions
The Fourier transform translates between convolution One important choice of an orthonormal basis for L2 (R)
and multiplication of functions. If f (x) and g(x) are in- is given by the Hermite functions
tegrable functions with Fourier transforms f () and ()
respectively, then the Fourier transform of the convolu-
tion is given by the product of the Fourier transforms f
4
2
n (x) = ex Hen (2x ),
2

() and () (under other conventions for the denition n!

of the Fourier transform a constant factor may appear). where Hen(x) are the probabilists Hermite polynomi-
This means that if: als, dened as

( )n
x2 d x2

h(x) = (f g)(x) = f (y)g(x y) dy, Hen (x) = (1)n e 2 e 2

dx

Under this convention for the Fourier transform, we have
where denotes the convolution operation, then: that

h() = f() g(). n () = (i)n n ()

In other words, the Hermite functions form a complete
In linear time invariant (LTI) system theory, it is common
orthonormal system of eigenfunctions for the Fourier
to interpret g(x) as the impulse response of an LTI system
transform on L2 (R).[12] However, this choice of eigen-
with input f (x) and output h(x), since substituting the
functions is not unique. There are only four dierent
unit impulse for f (x) yields h(x) = g(x). In this case, ()
eigenvalues of the Fourier transform (1 and i) and any
represents the frequency response of the system.
linear combination of eigenfunctions with the same eigen-
Conversely, if f (x) can be decomposed as the product value gives another eigenfunction. As a consequence of
of two square integrable functions p(x) and q(x), then the this, it is possible to decompose L2 (R) as a direct sum
Fourier transform of f (x) is given by the convolution of of four spaces H 0 , H 1 , H 2 , and H 3 where the Fourier
the respective Fourier transforms p () and q (). transform acts on Hek simply by multiplication by ik .
Since the complete set of Hermite functions provides a
resolution of the identity, the Fourier transform can be
5.9 Cross-correlation theorem
represented by such a sum of terms weighted by the above
Main article: Cross-correlation eigenvalues, and these sums can be explicitly summed.
This approach to dene the Fourier transform was rst
done by Norbert Wiener.[17] Among other properties,
In an analogous manner, it can be shown that if h(x) is the Hermite functions decrease exponentially fast in both fre-
cross-correlation of f (x) and g(x): quency and time domains, and they are thus used to de-
ne a generalization of the Fourier transform, namely
the fractional Fourier transform used in time-frequency
h(x) = (f g)(x) = f (y)g(x + y) dy analysis.[18] In physics, this transform was introduced by
Edward Condon.[19]

then the Fourier transform of h(x) is:

5.11 Connection with the Heisenberg
group

h() = f() g().

The Heisenberg group is a certain group of unitary op-
As a special case, the autocorrelation of function f (x) is: erators on the Hilbert space L2 (R) of square integrable
6.1 Laplace transform
complex valued functions f on the real line, generated by
the translations (Ty f )(x) = f (x + y) and multiplication
by e2ix , (M f )(x) = e2ix f (x). These operators do not
commute, as their (group) commutator is
( )
M1 Ty1 M Ty f (x) = e2iy f (x)
which is multiplication by the constant (independent of x)
e2iy U(1) (the circle group of unit modulus complex
9
o the real axis at all, or it might converge to a complex
analytic function for all values of = + i, or something
in between.[21]
The PaleyWiener theorem says that f is smooth (i.e., n-
times dierentiable for all positive integers n) and com-
pactly supported if and only if f ( + i) is a holomorphic
function for which there exists a constant a > 0 such that
for any integer n 0,
numbers). As an abstract group, the Heisenberg group is  n  a| |
the three-dimensional Lie group of triples (x, , z) R2  f () Ce
U(1), with the group law
for some constant C. (In this case, f is supported on [a,
a].) This can be expressed by saying that f is an entire
( function which ) is rapidly decreasing in (for xed ) and
(x1 , 1 , t1 )(x2 , 2 , t2 ) = x1 + x2 , 1 + 2 , t1 t2 e2i(x1 1 +x2 2 +x1 2 ) .
of exponential growth in (uniformly in ).[22]
Denote the Heisenberg group by H 1 . The above proce- (If f is not smooth, but only L2 , the statement still
dure describes not only the group structure, but also a holds provided n = 0.[23] ) The space of such functions
standard unitary representation of H 1 on a Hilbert space, of a complex variable is called the PaleyWiener space.
which we denote by : H 1 B(L2 (R)). Dene the linear This theorem has been generalised to semisimple Lie
automorphism of R2 by groups.[24]
If f is supported on the half-line t 0, then f is said to
( ) ( ) be causal because the impulse response function of a
x
J = physically realisable lter must have this property, as no
x
eect can precede its cause. Paley and Wiener showed
so that J 2 = I. This J can be extended to a unique auto- that then f extends to a holomorphic function on the com-
morphism of H 1 : plex lower half-plane < 0 which tends to zero as goes
to innity.[25] The converse is false and it is not known
how to characterise the Fourier transform of a causal
( 2ix
) function.[26]
j(x, , t) = , x, te .

According to the Stonevon Neumann theorem, the uni-

tary representations and j are unitarily equivalent, 6.1 Laplace transform
so there is a unique intertwiner W U(L2 (R)) such that
The Fourier transform f () is intimately related to the
Laplace transform F(s), which is also used for the solution
j = W W . of dierential equations and the analysis of lters. Chat-
eld, indeed, said that "... the Laplace and the Fourier
This operator W is the Fourier transform. transforms [of a causal function] are the same, provided
[27]
Many of the standard properties of the Fourier trans- that the real part of s is zero.
form are immediate consequences of this more general It may happen that a function f for which the Fourier inte-
framework.[20] For example, the square of the Fourier gral does not converge on the real axis at all, nevertheless
transform, W 2 , is an intertwiner associated with J 2 = I, has a complex Fourier transform dened in some region
and so we have (W 2 f )(x) = f (x) is the reection of the of the complex plane.
original function f.
For example, if f (t) is of exponential growth, i.e.,

6 Complex domain |f (t)| < Cea|t|

The integral for the Fourier transform for some constants C, a 0, then[28]

f() = e2it f (t) dt f(i ) = e2 t f (t) dt,

can be studied for complex values of its argument . De- convergent for all 2 < a, is the two-sided Laplace
pending on the properties of f, this might not converge transform of f.
10 7 FOURIER TRANSFORM ON EUCLIDEAN SPACE

The more usual version (one-sided) of the Laplace case, there are many conventions. For an integrable func-
transform is tion f (x), this article takes the denition:

st
F (s) = f (t)e dt. f() = F(f )() = f (x)e2ix dx
0 Rn
If f is also causal, then where x and are n-dimensional vectors, and x is the
dot product of the vectors. The dot product is sometimes
written as x, .
f(i ) = F (2 ).
All of the basic properties listed above hold for the n-
Thus, extending the Fourier transform to the complex do- dimensional Fourier transform, as do Plancherels and
main means it includes the Laplace transform as a special Parsevals theorem. When the function is integrable, the
casethe case of causal functionsbut with the change Fourier transform is still uniformly continuous and the
of variable s = 2i. RiemannLebesgue lemma holds.[14]

6.2 Inversion 7.1 Uncertainty principle

If f has no poles for a b, then For more details on this topic, see Gabor limit.

Generally speaking, the more concentrated f (x) is, the
f( + ia)e2it d = f( + ib)e2it d

more spread out its Fourier transform f () must be. In
particular, the scaling property of the Fourier transform
by Cauchys integral theorem. Therefore, the Fourier in-
may be seen as saying: if we squeeze a function in x, its
version formula can use integration along dierent lines,
Fourier transform stretches out in . It is not possible
parallel to the real axis.[29]
to arbitrarily concentrate both a function and its Fourier
Theorem: If f (t) = 0 for t < 0, and | f (t) | < Cea| t | for transform.
some constants C, a > 0, then
The trade-o between the compaction of a function and
its Fourier transform can be formalized in the form of

an uncertainty principle by viewing a function and its
f (t) = f( + i )e2it d, Fourier transform as conjugate variables with respect to

the symplectic form on the timefrequency domain: from
for any < a/2. the point of view of the linear canonical transformation,
This theorem implies the Mellin inversion formula for the the Fourier transform is rotation by 90 in the time
Laplace transformation,[28] frequency domain, and preserves the symplectic form.
Suppose f (x) is an integrable and square-integrable func-
b+i tion. Without loss of generality, assume that f (x) is nor-
1
f (t) = F (s)est ds malized:
2i bi

for any b > a, where F(s) is the Laplace transform of f

(t). |f (x)|2 dx = 1.

The hypotheses can be weakened, as in the results of Car-
leman and Hunt, to f (t) eat being L1 , provided that t is in It follows from the Plancherel theorem that f () is also
the interior of a closed interval on which f is continuous normalized.
and of bounded variation, and provided that the integrals
The spread around x = 0 may be measured by the disper-
are taken in the sense of Cauchy principal values.[30]
sion about zero[32] dened by
L2 versions of these inversion formulas are also
available.[31]
D0 (f ) = x2 |f (x)|2 dx.

7 Fourier transform on Euclidean In probability terms, this is the second moment of | f (x)
space |2 about zero.
The Uncertainty principle states that, if f (x) is absolutely
The Fourier transform can be dened in any arbitrary continuous and the functions xf (x) and f (x) are square
number of dimensions n. As with the one-dimensional integrable, then[12]
7.3 Spherical harmonics 11

( )
1 ( )
D0 (f )D0 f f (t) = a() cos(2t) + b() sin(2t) d.
16 2 0
The equality is attained only in the case This is called an expansion as a trigonometric integral, or
a Fourier integral expansion. The coecient functions a
x2
and b can be found by using variants of the Fourier cosine
f (x) = C1 e 2 transform and the Fourier sine transform (the normalisa-
tions are, again, not standardised):
f() = C1 e
2 2

where > 0 is arbitrary and C 1 = 4 2/ so that f is L2 -

normalized.[12] In other words, where f is a (normalized) a() = 2 f (t) cos(2t) dt
Gaussian function with variance 2 , centered at zero, and
its Fourier transform is a Gaussian function with variance
and
2 .
In fact, this inequality implies that:

b() = 2 f (t) sin(2t) dt.
( ) (  2 )
  1
(x x0 )2 |f (x)|2 dx ( 0 )2 f() d Older
literature
2 refers to the two transform functions, the
16
Fourier cosine transform, a, and the Fourier sine trans-
for any x0 , 0 R.[11] form, b.
In quantum mechanics, the momentum and position wave The function f can be recovered from the sine and cosine
functions are Fourier transform pairs, to within a factor of transform using
Plancks constant. With this constant properly taken into
account, the inequality above becomes the statement of
the Heisenberg uncertainty principle.[33] ( )
f (t) = 2 f ( ) cos 2( t) d d.
A stronger uncertainty principle is the Hirschman uncer- 0
tainty principle, which is expressed as: together with trigonometric identities. This is referred to
as Fouriers integral formula.[28][35][36][37]
( ) (  ) (e)
2  2
H |f | + H f log
2 7.3 Spherical harmonics
where H(p) is the dierential entropy of the probability
Let the set of homogeneous harmonic polynomials of de-
density function p(x):
gree k on Rn be denoted by Ak. The set Ak consists of the
solid spherical harmonics of degree k. The solid spheri-
cal harmonics play a similar role in higher dimensions to
( )
H(p) = p(x) log p(x) dx the Hermite polynomials in dimension one. Specically,

if f (x) = e| x | P(x) for some P(x) in Ak, then f () = ik
2

2 n
where the logarithms may be in any base that is consistent. f (). Let the set Hk be the closure in L (R ) of linear
The equality is attained for a Gaussian, as in the previous combinations of functions of the form f (| x |)P(x) where
case. P(x) is in Ak. The space L2 (Rn ) is then a direct sum of
the spaces Hk and the Fourier transform maps each space
Hk to itself and is possible to characterize the action of
7.2 Sine and cosine transforms the Fourier transform on each space Hk.[14]
Let f (x) = f 0 (| x |)P(x) (with P(x) in Ak), then
Main article: Sine and cosine transforms

Fouriers original formulation of the transform did not use f() = F (||)P ()
0
complex numbers, but rather sines and cosines. Statisti-
cians and others still use this form. An absolutely inte- where
grable function f for which Fourier inversion holds good
can be expanded in terms of genuine frequencies (avoid-

ing negative frequencies, which are sometimes consid- k n+2k2 n+2k
[34]
ered hard to interpret physically ) by F 0 (r) = 2i r 2 f0 (s)J n+2k2 (2rs)s 2 ds.
2
0
12 8 FOURIER TRANSFORM ON FUNCTION SPACES

Here Jn k / denotes the Bessel function of the rst 8 Fourier transform on function
kind with order n + 2k 2/2. When k = 0 this gives
a useful formula for the Fourier transform of a radial
spaces
function.[38] Note that this is essentially the Hankel trans-
form. Moreover, there is a simple recursion relating the 8.1 On Lp spaces
cases n + 2 and n[39] allowing to compute, e.g., the three-
dimensional Fourier transform of a radial function from 8.1.1 On L1
the one-dimensional one.
The denition of the Fourier transform by the integral
formula

7.4 Restriction problems

f() = f (x)e2ix dx
In higher dimensions it becomes interesting to study re- Rn

striction problems for the Fourier transform. The Fourier is valid for Lebesgue integrable functions f; that is, f
transform of an integrable function is continuous and the L1 (Rn ).
restriction of this function to any set is dened. But for
The Fourier transform F : L1 (Rn ) L (Rn ) is a bounded
a square-integrable function the Fourier transform could
operator. This follows from the observation that
be a general class of square integrable functions. As such,
the restriction of the Fourier transform of an L2 (Rn ) func-
tion cannot be dened on sets of measure 0. It is still an  
 
active area of study to understand restriction problems in
Lp for 1 < p < 2. Surprisingly, it is possible in some cases
to dene the restriction of a Fourier transform to a set
S, provided S has non-zero curvature. The case when S
is the unit sphere in Rn is of particular interest. In this
case the TomasStein restriction theorem states that the
restriction of the Fourier transform to the unit sphere in
Rn is a bounded operator on Lp provided 1 p 2n +
2/n + 3.
One notable dierence between the Fourier transform in
1 dimension versus higher dimensions concerns the par-
tial sum operator. Consider an increasing collection of
measurable sets ER indexed by R (0,): such as balls
of radius R centered at the origin, or cubes of side 2R.
For a given integrable function f, consider the function
fR dened by:
fR (x) = f()e2ix d, x Rn . L2 function f,
ER
Suppose in addition that f Lp (Rn ). For n = 1 and 1
< p < , if one takes ER = (R, R), then fR converges
to f in Lp as R tends to innity, by the boundedness of
the Hilbert transform. Naively one may hope the same
holds true for n > 1. In the case that ER is taken to be
a cube with side length R, then convergence still holds.
Another natural candidate is the Euclidean ball ER = {
: | | < R}. In order for this partial sum operator to con-
verge, it is necessary that the multiplier for the unit ball
be bounded in Lp (Rn ). For n 2 it is a celebrated theo-
rem of Charles Feerman that the multiplier for the unit
ball is never bounded unless p = 2.[17] In fact, when p
2, this shows that not only may fR fail to converge to f in
Lp , but for some functions f Lp (Rn ), fR is not even an
element of Lp .
f () |f (x)| dx,
Rn
which shows that its operator norm is bounded by 1. In-
deed, it equals 1, which can be seen, for example, from
the transform of the rect function. The image of L1 is a
subset of the space C 0 (Rn ) of continuous functions that
tend to zero at innity (the RiemannLebesgue lemma),
although it is not the entire space. Indeed, there is no
simple characterization of the image.
8.1.2 On L2
Since compactly supported smooth functions are inte-
grable and dense in L2 (Rn ), the Plancherel theorem al-
lows us to extend the denition of the Fourier transform
to general functions in L2 (Rn ) by continuity arguments.
The Fourier transform in L2 (Rn ) is no longer given by
an ordinary Lebesgue integral, although it can be com-
puted by an improper integral, here meaning that for an
f() = lim f (x)e2ix dx
R |x|R
where the limit is taken in the L2 sense. Many of the
properties of the Fourier transform in L1 carry over to
L2 , by a suitable limiting argument.
Furthermore, F : L2 (Rn ) L2 (Rn ) is a unitary opera-
tor.[40] For an operator to be unitary it is sucient to show
that it is bijective and preserves the inner product, so in
this case these follow from the Fourier inversion theorem
combined with the fact that for any f, g L2 (Rn ) we have
f (x)Fg(x) dx = Ff (x)g(x) dx.
Rn Rn
 13

In particular, the image of L2 (Rn ) is itself under the for all Schwartz functions . So it makes sense to dene
Fourier transform. Fourier transform Tf of Tf by

8.1.3 On other Lp
The denition of the Fourier transform can be extended
to functions in Lp (Rn ) for 1 p 2 by decomposing such
functions into a fat tail part in L2 plus a fat body part in
L1 . In each of these spaces, the Fourier transform of a
function in Lp (Rn ) is in Lq (Rn ), where q = p/p 1 is the
Hlder conjugate of p (by the HausdorYoung inequal-
ity). However, except for p = 2, the image is not easily
characterized. Further extensions become more techni-
cal. The Fourier transform of functions in Lp for the range
2 < p < requires the study of distributions.[13] In fact, it
can be shown that there are functions in Lp with p > 2 so
that the Fourier transform is not dened as a function.[14]
Tf () = Tf ()
for all Schwartz functions . Extending this to all tem-
pered distributions T gives the general denition of the
Fourier transform.
Distributions can be dierentiated and the above-
mentioned compatibility of the Fourier transform with
dierentiation and convolution remains true for tem-
pered distributions.
9 Generalizations

9.1 FourierStieltjes transform

8.2 Tempered distributions
The Fourier transform of a nite Borel measure on Rn
Main article: Distribution (mathematics) Tempered is given by:[41]
distributions and Fourier transform

One might consider enlarging the domain of the Fourier
() = e2ix d.
transform from L1 + L2 by considering generalized func- Rn
tions, or distributions. A distribution on Rn is a continu-
ous linear functional on the space C (Rn ) of compactly This transform continues to enjoy many of the proper-
supported smooth functions, equipped with a suitable ties of the Fourier transform of integrable functions. One
topology. The strategy is then to consider the action of notable dierence is that the RiemannLebesgue lemma
the Fourier transform on C (Rn ) and pass to distributions fails for measures.[13] In the case that d = f (x) dx,
by duality. The obstruction to do this is that the Fourier then the formula above reduces to the usual denition
transform does not map C (Rn ) to C (Rn ). In fact the for the Fourier transform of f. In the case that is the
Fourier transform of an element in C (Rn ) can not vanish probability distribution associated to a random variable
on an open set; see the above discussion on the uncer- X, the FourierStieltjes transform is closely related to
tainty principle. The right space here is the slightly larger the characteristic function, but the typical conventions in
space of Schwartz functions. The Fourier transform is probability theory take eix instead of e2ix .[12] In the
an automorphism on the Schwartz space, as a topological case when the distribution has a probability density func-
vector space, and thus induces an automorphism on its tion this denition reduces to the Fourier transform ap-
dual, the space of tempered distributions.[14] The tem- plied to the probability density function, again with a dif-
pered distributions include all the integrable functions ferent choice of constants.
mentioned above, as well as well-behaved functions of The Fourier transform may be used to give a characteriza-
polynomial growth and distributions of compact support. tion of measures. Bochners theorem characterizes which
For the denition of the Fourier transform of a tempered functions may arise as the FourierStieltjes transform of
distribution, let f and g be integrable functions, and let a positive measure on the circle.[13]
f and be their Fourier transforms respectively. Then Furthermore, the Dirac delta function is not a function
the Fourier transform obeys the following multiplication but it is a nite Borel measure. Its Fourier transform is a
formula,[14] constant function (whose specic value depends upon the
form of the Fourier transform used).

f(x)g(x) dx = f (x)
g (x) dx.
Rn Rn 9.2 Locally compact abelian groups
Every integrable function f denes (induces) a distribu-
tion T by the relation Main article: Pontryagin duality

The Fourier transform may be generalized to any locally
Tf () = f (x)(x) dx compact abelian group. A locally compact abelian group
Rn
14 9 GENERALIZATIONS

is an abelian group that is at the same time a locally com- 9.4 Compact non-abelian groups
pact Hausdor topological space so that the group op-
eration is continuous. If G is a locally compact abelian The Fourier transform can also be dened for func-
group, it has a translation invariant measure , called tions on a non-abelian group, provided that the group is
Haar measure. For a locally compact abelian group G, compact. Removing the assumption that the underlying
the set of irreducible, i.e. one-dimensional, unitary repre- group is abelian, irreducible unitary representations need
sentations are called its characters. With its natural group not always be one-dimensional. This means the Fourier
structure and the topology of pointwise convergence, the transform on a non-abelian group takes values as Hilbert
set of characters is itself a locally compact abelian space operators.[42] The Fourier transform on compact
group, called the Pontryagin dual of G. For a function groups is a major tool in representation theory[43] and
f in L1 (G), its Fourier transform is dened by[13] non-commutative harmonic analysis.
Let G be a compact Hausdor topological group. Let
denote the collection of all isomorphism classes of nite-

f () = (x)f (x) d any for G.
dimensional irreducible unitary representations, along
G with a denite choice of representation U () on the
Hilbert space H of nite dimension d for each . If
The RiemannLebesgue lemma holds in this case; f () is a nite Borel measure on G, then the FourierStieltjes
is a function vanishing at innity on . transform of is the operator on H dened by

()
9.3 Gelfand transform
, H = U g , d(g)
G

Main article: Gelfand representation where U () is the complex-conjugate representation of

U () acting on H. If is absolutely continuous with
The Fourier transform is also a special case of Gelfand respect to the left-invariant probability measure on G,
transform. In this particular context, it is closely related represented as
to the Pontryagin duality map dened above.
Given an abelian locally compact Hausdor topological d = f d
group G, as before we consider space L1 (G), dened us-
ing a Haar measure. With convolution as multiplica- for some f L1 (), one identies the Fourier transform
tion, L1 (G) is an abelian Banach algebra. It also has an of f with the FourierStieltjes transform of .
involution * given by
The mapping

f (g) = f (g 1 ). 7

Taking the completion with respect to the largest possi-
bly C*-norm gives its enveloping C*-algebra, called the
group C*-algebra C*(G) of G. (Any C*-norm on L1 (G)
is bounded by the L1 norm, therefore their supremum ex-
ists.)
Given any abelian C*-algebra A, the Gelfand transform
gives an isomorphism between A and C 0 (A^), where
A^ is the multiplicative linear functionals, i.e. one-
dimensional representations, on A with the weak-* topol-
ogy. The map is simply given by
( )
a 7 7 (a) of measures and the involution * dened by
denes an isomorphism between the Banach space M(G)
of nite Borel measures (see rca space) and a closed sub-
space of the Banach space C() consisting of all se-
quences E = (E) indexed by of (bounded) linear oper-
ators E : H H for which the norm
E = sup E
is nite. The "convolution theorem" asserts that, further-
more, this isomorphism of Banach spaces is in fact an
isometric isomorphism of C* algebras into a subspace of
C(). Multiplication on M(G) is given by convolution

It turns out that the multiplicative linear functionals of

C*(G), after suitable identication, are exactly the char- f (g) = f (g 1 ),
acters of G, and the Gelfand transform, when restricted
to the dense subset L1 (G) is the FourierPontryagin trans- and C() has a natural C*-algebra structure as Hilbert
form. space operators.
11.1 Analysis of dierential equations
The PeterWeyl theorem holds, and a version of the
Fourier inversion formula (Plancherels theorem) follows:
if f L2 (G), then
( )
f (g) = d tr f()Ug()
where the summation is understood as convergent in the
L2 sense.
The generalization of the Fourier transform to the non-
commutative situation has also in part contributed to the
development of noncommutative geometry. In this con-
text, a categorical generalization of the Fourier trans-
form to noncommutative groups is TannakaKrein dual-
ity, which replaces the group of characters with the cate-
gory of representations. However, this loses the connec-
tion with harmonic functions.
10 Alternatives
In signal processing terms, a function (of time) is a rep-
resentation of a signal with perfect time resolution, but
no frequency information, while the Fourier transform
has perfect frequency resolution, but no time information:
the magnitude of the Fourier transform at a point is how
much frequency content there is, but location is only given
by phase (argument of the Fourier transform at a point),
and standing waves are not localized in time a sine wave
continues out to innity, without decaying. This limits the
usefulness of the Fourier transform for analyzing signals
that are localized in time, notably transients, or any signal
of nite extent.
As alternatives to the Fourier transform, in time-
frequency analysis, one uses time-frequency transforms
or time-frequency distributions to represent signals in a
form that has some time information and some frequency
information by the uncertainty principle, there is a
trade-o between these. These can be generalizations
of the Fourier transform, such as the short-time Fourier
transform or fractional Fourier transform, or other func-
tions to represent signals, as in wavelet transforms and
chirplet transforms, with the wavelet analog of the (con-
tinuous) Fourier transform being the continuous wavelet
transform.[18]
11 Applications
See also: Spectral density Applications
11.1 Analysis of dierential equations
satises the wave equation. These are called the elemen-
Perhaps the most important use of the Fourier transfor- tary solutions.
mation is to solve partial dierential equations. Many of Second, note that therefore any integral
15
Some problems, such as certain dierential equations, become
easier to solve when the Fourier transform is applied. In that
case the solution to the original problem is recovered using the
inverse Fourier transform.
the equations of the mathematical physics of the nine-
teenth century can be treated this way. Fourier studied
the heat equation, which in one dimension and in dimen-
sionless units is
2 y(x, t) y(x, t)
= .
2x t
The example we will give, a slightly more dicult one, is
the wave equation in one dimension,
2 y(x, t) 2 y(x, t)
= .
2x 2t
As usual, the problem is not to nd a solution: there
are innitely many. The problem is that of the so-called
boundary problem": nd a solution which satises the
boundary conditions
y(x, 0)
y(x, 0) = f (x), = g(x).
t
Here, f and g are given functions. For the heat equation,
only one boundary condition can be required (usually the
rst one). But for the wave equation, there are still in-
nitely many solutions y which satisfy the rst boundary
condition. But when one imposes both conditions, there
is only one possible solution.
It is easier to nd the Fourier transform of the solu-
tion than to nd the solution directly. This is because the
Fourier transformation takes dierentiation into multipli-
cation by the variable, and so a partial dierential equa-
tion applied to the original function is transformed into
multiplication by polynomial functions of the dual vari-
ables applied to the transformed function. After is de-
termined, we can apply the inverse Fourier transforma-
tion to nd y.
Fouriers method is as follows. First, note that any func-
tion of the forms
( ) ( )
cos 2(x t) or sin 2(x t)
16 11 APPLICATIONS

by applying the Fourier transformation to both sides, thus

obtaining expressions for the)coecient functions a and
( ) ( ) (
y(x, t) = b in+b
a+ () cos 2(x+t) +a () cos 2(xt) terms
+ ()of the
sin given boundary
2(x+t) conditions
+b () sin (2(x g.
f and t)) d
0
From a higher point of view, Fouriers procedure can
(for arbitrary a, a, b, b) satises the wave equation. be reformulated more conceptually. Since there are two
(This integral is just a kind of continuous linear combi- variables, we will use the Fourier transformation in both
nation, and the equation is linear.) x and t rather than operate as Fourier did, who only trans-
Now this resembles the formula for the Fourier synthe- formed in the spatial variables. Note that must be con-
sis of a function. In fact, this is the real inverse Fourier sidered in the sense of a distribution since y(x, t) is not
transform of a and b in the variable x. going to be L1 : as a wave, it will persist through time
and thus is not a transient phenomenon. But it will be
The third step is to examine how to nd the specic un- bounded and so its Fourier transform can be dened as
known coecient functions a and b that will lead to a distribution. The operational properties of the Fourier
y satisfying the boundary conditions. We are interested transformation that are relevant to this equation are that
in the values of these solutions at t = 0. So we will set it takes dierentiation in x to multiplication by 2i and
t = 0. Assuming that the conditions needed for Fourier dierentiation with respect to t to multiplication by 2if
inversion are satised, we can then nd the Fourier sine where f is the frequency. Then the wave equation be-
and cosine transforms (in the variable x) of both sides and comes an algebraic equation in :
obtain

2 y(, f ) = f 2 y(, f ).
2 y(x, 0) cos(2x) dx = a+ + a
This is equivalent to requiring (, f ) = 0 unless = f.
and Right away, this explains why the choice of elementary
solutions we made earlier worked so well: obviously f =
( f ) will be solutions. Applying Fourier inversion to
these delta functions, we obtain the elementary solutions
2 y(x, 0) sin(2x) dx = b+ + b . we picked earlier. But from the higher point of view, one

does not pick elementary solutions, but rather considers
Similarly, taking the derivative of y with respect to t and the space of all distributions which are supported on the
then applying the Fourier sine and cosine transformations (degenerate) conic 2 f 2 = 0.
yields We may as well consider the distributions supported on
the conic that are given by distributions of one variable
on the line = f plus distributions on the line = f as
y(u, 0)
2 sin(2x) dx = (2) (a+ + a ) follows: if is any test function,
t

and
y(, f ) d df = s+ (, ) d+ s (, ) d,

y(u, 0) where s, and s, are distributions of one variable.
2 cos(2x) dx = (2) (b+ b ) .
t
Then Fourier inversion gives, for the boundary condi-
These are four linear equations for the four unknowns a tions, something very similar to what we had more con-
and b, in terms of the Fourier sine and cosine transforms cretely above (put (, f ) = e2i(x+tf ) , which is clearly of
of the boundary conditions, which are easily solved by polynomial growth):
elementary algebra, provided that these transforms can
be found.
{ }
In summary, we chose a set of elementary solutions, y(x, 0) = s+ () + s () e2ix+0 d
parametrised by , of which the general solution would
be a (continuous) linear combination in the form of an and
integral over the parameter . But this integral was in
the form of a Fourier integral. The next step was to ex-
press the boundary conditions in terms of these integrals, y(x, 0) { }
and set them equal to the given functions f and g. But = s+ () s () 2ie2ix+0 d.
t
these expressions also took the form of a Fourier integral
because of the properties of the Fourier transform of a Now, as before, applying the one-variable Fourier trans-
derivative. The last step was to exploit Fourier inversion formation in the variable x to these functions of x yields
11.3 Quantum mechanics 17

two equations in the two unknown distributions s (which half the dimension, for example, the q-axis alone, but
can be taken to be ordinary functions if the boundary con- instead of considering only points, takes the set of all
ditions are L1 or L2 ). complex-valued wave functions on this axis. Neverthe-
From a calculational point of view, the drawback of less, choosing the p-axis is an equally valid polarisation,
course is that one must rst calculate the Fourier trans- yielding a dierent representation of the set of possible
forms of the boundary conditions, then assemble the so- physical states of the particle which is related to the rst
lution from these, and then calculate an inverse Fourier representation by the Fourier transformation
transform. Closed form formulas are rare, except when
there is some geometric symmetry that can be exploited,
2i pq
and the numerical calculations are dicult because of the (p) = (q)e h dq.
oscillatory nature of the integrals, which makes conver-
gence slow and hard to estimate. For practical calcula- Physically realisable states are L2 , and so by the
tions, other methods are often used. Plancherel theorem, their Fourier transforms are also L2 .
(Note that since q is in units of distance and p is in units
The twentieth century has seen the extension of these
of momentum, the presence of Plancks constant in the
methods to all linear partial dierential equations with
exponent makes the exponent dimensionless, as it should
polynomial coecients, and by extending the notion of
be.)
Fourier transformation to include Fourier integral opera-
tors, some non-linear equations as well. Therefore, the Fourier transform can be used to pass from
one way of representing the state of the particle, by a wave
function of position, to another way of representing the
11.2 Fourier transform spectroscopy state of the particle: by a wave function of momentum.
Innitely many dierent polarisations are possible, and all
Main article: Fourier transform spectroscopy are equally valid. Being able to transform states from one
representation to another is sometimes convenient.
The Fourier transform is also used in nuclear magnetic The other use of the Fourier transform in both quantum
resonance (NMR) and in other kinds of spectroscopy, e.g. mechanics and quantum eld theory is to solve the ap-
infrared (FTIR). In NMR an exponentially shaped free in- plicable wave equation. In non-relativistic quantum me-
duction decay (FID) signal is acquired in the time domain chanics, Schrdingers equation for a time-varying wave
and Fourier-transformed to a Lorentzian line-shape in the function in one-dimension, not subject to external forces,
frequency domain. The Fourier transform is also used in is
magnetic resonance imaging (MRI) and mass spectrom-
etry.
2 h
(x, t) = i (x, t).
x2 2 t
11.3 Quantum mechanics This is the same as the heat equation except for the pres-
ence of the imaginary unit i. Fourier methods can be used
The Fourier transform is useful in quantum mechanics in to solve this equation.
two dierent ways. To begin with, the basic conceptual
structure of Quantum Mechanics postulates the existence In the presence of a potential, given by the potential en-
of pairs of complementary variables, connected by the ergy function V(x), the equation becomes
Heisenberg uncertainty principle. For example, in one
dimension, the spatial variable q of, say, a particle, can
2 h
only be measured by the quantum mechanical position (x, t) + V (x)(x, t) = i (x, t).
x 2 2 t
operator at the cost of losing information about the mo-
mentum p of the particle. Therefore, the physical state of The elementary solutions, as we referred to them above,
the particle can either be described by a function, called are the so-called stationary states of the particle, and
the wave function, of q or by a function of p but not Fouriers algorithm, as described above, can still be used
by a function of both variables. The variable p is called to solve the boundary value problem of the future evo-
the conjugate variable to q. In Classical Mechanics, the lution of given its values for t = 0. Neither of these
physical state of a particle (existing in one dimension, for approaches is of much practical use in quantum mechan-
simplicity of exposition) would be given by assigning def- ics. Boundary value problems and the time-evolution of
inite values to both p and q simultaneously. Thus, the set the wave function is not of much practical interest: it is
of all possible physical states is the two-dimensional real the stationary states that are most important.
vector space with a p-axis and a q-axis called the phase In relativistic quantum mechanics, Schrdingers equa-
space. tion becomes a wave equation as was usual in classical
In contrast, quantum mechanics chooses a polarisation of physics, except that complex-valued waves are consid-
this space in the sense that it picks a subspace of one- ered. A simple example, in the absence of interactions
18 12 OTHER NOTATIONS

with other particles or elds, is the free one-dimensional

KleinGordonSchrdingerFock equation, this time in
dimensionless units, Pf () = Rf ( )e2i d.

( ) This Fourier transform is called the power spectral den-

2 2 sity function of f. (Unless all periodic components are
+ 1 (x, t) = 2 (x, t).
x 2 t rst ltered out from f, this integral will diverge, but it is
easy to lter out such periodicities.)
This is, from the mathematical point of view, the same The power spectrum, as indicated by this density func-
as the wave equation of classical physics solved above tion P, measures the amount of variance contributed to
(but with a complex-valued wave, which makes no dif- the data by the frequency . In electrical signals, the vari-
ference in the methods). This is of great use in quantum ance is proportional to the average power (energy per unit
eld theory: each separate Fourier component of a wave time), and so the power spectrum describes how much the
can be treated as a separate harmonic oscillator and then dierent frequencies contribute to the average power of
quantized, a procedure known as second quantization. the signal. This process is called the spectral analysis of
Fourier methods have been adapted to also deal with non- time-series and is analogous to the usual analysis of vari-
trivial interactions. ance of data that is not a time-series (ANOVA).
Knowledge of which frequencies are important in this
sense is crucial for the proper design of lters and for
11.4 Signal processing
the proper evaluation of measuring apparatuses. It can
also be useful for the scientic analysis of the phenomena
The Fourier transform is used for the spectral analysis of
responsible for producing the data.
time-series. The subject of statistical signal processing
does not, however, usually apply the Fourier transforma- The power spectrum of a signal can also be approximately
tion to the signal itself. Even if a real signal is indeed measured directly by measuring the average power that
transient, it has been found in practice advisable to model remains in a signal after all the frequencies outside a nar-
a signal by a function (or, alternatively, a stochastic pro- row band have been ltered out.
cess) which is stationary in the sense that its character- Spectral analysis is carried out for visual signals as well.
istic properties are constant over all time. The Fourier The power spectrum ignores all phase relations, which
transform of such a function does not exist in the usual is good enough for many purposes, but for video signals
sense, and it has been found more useful for the analy- other types of spectral analysis must also be employed,
sis of signals to instead take the Fourier transform of its still using the Fourier transform as a tool.
autocorrelation function.
The autocorrelation function R of a function f is dened
by 12 Other notations

Other common notations for f () include:

T
1
Rf ( ) = lim f (t)f (t + ) dt.
T 2T T
f(), f(), F (), F (f ) (), (Ff ) (), F(f ), F(), F (), F(j), F{
This function is a function of the time-lag elapsing be-
tween the values of f to be correlated. Denoting the Fourier transform by a capital letter corre-
sponding to the letter of function being transformed (such
For most functions f that occur in practice, R is a bounded
as f (x) and F()) is especially common in the sciences
even function of the time-lag and for typical noisy sig-
and engineering. In electronics, omega () is often used
nals it turns out to be uniformly continuous with a maxi-
instead of due to its interpretation as angular frequency,
mum at = 0.
sometimes it is written as F( j), where j is the imaginary
The autocorrelation function, more properly called the unit, to indicate its relationship with the Laplace trans-
autocovariance function unless it is normalized in some form, and sometimes it is written informally as F(2f )
appropriate fashion, measures the strength of the correla- in order to use ordinary frequency.
tion between the values of f separated by a time lag. This
The interpretation of the complex function f () may be
is a way of searching for the correlation of f with its own
aided by expressing it in polar coordinate form
past. It is useful even for other statistical tasks besides
the analysis of signals. For example, if f (t) represents
the temperature at time t, one expects a strong correla-
tion with the temperature at a time lag of 24 hours. f() = A()ei()

It possesses a Fourier transform, in terms of the two real functions A() and () where:
 19

13 Other conventions
 
 
A() = f() ,
The Fourier transform can also be written in terms of
is the amplitude and angular frequency:

( )
= 2,
() = arg f() ,
whose units are radians per second.
is the phase (see arg function).
The substitution = /2 into the formulas above pro-
Then the inverse transform can be written: duces this convention:

( )
f (x) = A() ei 2x+() d, f() = f (x)eix dx.
Rn

which is a recombination of all the frequency compo- Under this convention, the inverse transform becomes:
nents of f (x). Each component is a complex sinusoid of
the form e2ix whose amplitude is A() and whose initial
1
phase angle (at x = 0) is (). f (x) = f()eix d.
(2)n Rn
The Fourier transform may be thought of as a mapping
on function spaces. This mapping is here denoted F and Unlike the convention followed in this article, when the
F( f ) is used to denote the Fourier transform of the func- Fourier transform is dened 2
this way, it is no longer a
n
tion f. This mapping is linear, which means that F can unitary transformation on L (R ). There is also less sym-
also be seen as a linear transformation on the function metry between the formulas for the Fourier transform and
space and implies that the standard notation in linear al- its inverse.
gebra of applying a linear transformation to a vector (here Another convention is to split the factor of (2)n evenly
the function f ) can be used to write F f instead of F( f between the Fourier transform and its inverse, which
). Since the result of applying the Fourier transform is leads to denitions:
again a function, we can be interested in the value of this
function evaluated at the value for its variable, and this
is denoted either as F f () or as ( F f )(). Notice that in f() = 1 n f (x)eix dx,
the former case, it is implicitly understood that F is ap- (2)
R
2 n

plied rst to f and then the resulting function is evaluated 1

f (x) = n f()eix d.
at , not the other way around. (2) 2 Rn
In mathematics and various applied sciences, it is of- Under this convention, the Fourier transform is again a
ten necessary to distinguish between a function f and the unitary transformation on L2 (Rn ). It also restores the
value of f when its variable equals x, denoted f (x). This symmetry between the Fourier transform and its inverse.
means that a notation like F( f (x)) formally can be in-
Variations of all three conventions can be created by con-
terpreted as the Fourier transform of the values of f at
jugating the complex-exponential kernel of both the for-
x. Despite this aw, the previous notation appears fre-
ward and the reverse transform. The signs must be op-
quently, often when a particular function or a function of
posites. Other than that, the choice is (again) a matter of
a particular variable is to be transformed. For example,
convention.
As discussed above, the characteristic function of a ran-
( )
F rect(x) = sinc() dom variable is the same as the FourierStieltjes trans-
form of its distribution measure, but in this context it is
is sometimes used to express that the Fourier transform typical to take a dierent convention for the constants.
of a rectangular function is a sinc function, or Typically characteristic function is dened

( ) ( )
( )
F f (x + x0 ) = F f (x) e2ix0 E eitX = eitx dX (x).
is used to express the shift property of the Fourier trans- As in the case of the non-unitary angular frequency
form. convention above, there is no factor of 2 appearing in
Notice, that the last example is only correct under the as- either of the integral, or in the exponential. Unlike any
sumption that the transformed function is a function of x, of the conventions appearing above, this convention takes
not of x0 . the opposite sign in the exponential.
20 15 TABLES OF IMPORTANT FOURIER TRANSFORMS

14 Computation methods function can be obtained by numerical integration of the

input data over the available interval at each value of the
The appropriate computation method largely depends Fourier conjugate variable (frequency, for example) for
[48]
how the original mathematical function is represented which the value of the Fourier transform is desired.
and the desired form of the output function. Explicit numerical integration over the ordered pairs can
Since the fundamental denition of a Fourier transform yield the Fourier transform output value for any desired
is an integral, functions that can be expressed as closed- value of the conjugate Fourier transform variable (fre-
form expressions are commonly computed by working quency, for example), so that a spectrum can be produced
the integral analytically to yield a closed-form expres- at any desired step size and over any desired variable
sion in the Fourier transform conjugate variable as the range for accurate determination of amplitudes, frequen-
result. This is the method used to generate tables of cies, and phases corresponding to isolated peaks. Unlike
Fourier transforms,[44] including those found in the table limitations in DFT and FFT methods, explicit numeri-
below (Fourier transform#Tables of important Fourier cal integration can have any desired step size and com-
transforms). pute the Fourier transform over any desired range of the
congugate Fourier transform variable (for example, fre-
Many computer algebra systems such as Matlab and quency).
Mathematica that are capable of symbolic integration
are capable of computing Fourier transforms analytically.
For example, to compute the Fourier transform of f (t)
2
= cos(6t) et one might enter the command integrate 14.3 Discrete Fourier Transforms and
cos(6*pi*t) exp(pi*t^2) exp(-i*2*pi*f*t) from -inf to Fast Fourier Transforms
inf into Wolfram Alpha.
If the ordered pairs representing the original input func-
14.1 Numerical integration of closed-form tion are equally spaced in their input variable (for ex-
ample, equal time steps), then the Fourier transform is
functions known as a discrete Fourier transform (DFT), which can
be computed either by explicit numerical integration,
If the input function is in closed-form and the desired
by explicit evaluation of the DFT denition, or by fast
output function is a series of ordered pairs (for example
Fourier transform (FFT) methods. In contrast to explicit
a table of values from which a graph can be generated)
integration of input data, use of the DFT and FFT meth-
over a specied domain, then the Fourier transform can
ods produces Fourier transforms described by ordered
be generated by numerical integration at each value of the
pairs of step size equal to the reciprocal of the original
Fourier conjugate variable (frequency, for example) for
sampling interval. For example, if the input data is sam-
which a value of the output variable is desired.[45] Note
pled for 10 seconds, the output of DFT and FFT methods
that this method requires computing a separate numerical
will have a 0.1 Hz frequency spacing.
integration for each value of frequency for which a value
of the Fourier transform is desired.[46][47] The numerical
integration approach works on a much broader class of
functions than the analytic approach, because it yields re-
sults for functions that do not have closed form Fourier 15 Tables of important Fourier
transform integrals. transforms

14.2 Numerical integration of a series of The following tables record some closed-form Fourier
ordered pairs transforms. For functions f (x), g(x) and h(x) denote their
Fourier transforms by f, , and respectively. Only the
If the input function is a series of ordered pairs (for ex- three most common conventions are included. It may be
ample, a time series from measuring an output variable useful to notice that entry 105 gives a relationship be-
repeatedly over a time interval) then the output function tween the Fourier transform of a function and the orig-
must also be a series of ordered pairs (for example, a inal function, which can be seen as relating the Fourier
complex number vs. frequency over a specied domain transform and its inverse.
of frequencies), unless certain assumptions and approxi-
mations are made allowing the output function to be ap-
proximated by a closed-form expression. In the general
case where the available input series of ordered pairs are 15.1 Functional relationships
assumed be samples representing a continuous function
over an interval (amplitude vs. time, for example), the The Fourier transforms in this table may be found in
series of ordered pairs representing the desired output Erdlyi (1954) or Kammler (2000, appendix).
 21

15.2 Square-integrable functions Short-time Fourier transform

The Fourier transforms in this table may be found in Space-time Fourier transform
Campbell & Foster (1948), Erdlyi (1954), or Kammler Spectral density
(2000, appendix).
Spectral density estimation

15.3 Distributions Symbolic integration

Time stretch dispersive Fourier transform
The Fourier transforms in this table may be found in
Erdlyi (1954) or Kammler (2000, appendix). Transform (mathematics)

15.4 Two-dimensional functions

17 Remarks
15.5 Formulas for general n-dimensional
[1] Up to an imaginary constant factor whose magnitude de-
functions pends on what Fourier transform convention is used.

[2] The Laplace transform is a generalization of the Fourier

16 See also transform that oers greater exibility for many such ap-
plications.
Analog signal processing
[3] Depending on the application a Lebesgue integral,
BeeversLipson strip distributional, or other approach may be most appropri-
ate.
Discrete Fourier transform
[4] Vretblad (2000) provides solid justication for these for-
DFT matrix mal procedures without going too deeply into functional
analysis or the theory of distributions.
Discrete-time Fourier transform
[5] In relativistic quantum mechanics one encounters vector-
Fast Fourier transform valued Fourier transforms of multi-component wave func-
tions. In quantum eld theory, operator-valued Fourier
Fourier integral operator transforms of operator-valued functions of spacetime are
in frequent use, see for example Greiner & Reinhardt
Fourier inversion theorem (1996).
Fourier multiplier
Fourier series 18 Notes
Fourier sine transform
[1] Kaiser 1994, p. 29.
FourierDeligne transform
[2] Rahman 2011, p. 11.
FourierMukai transform
[3] Fourier 1822, p. 525.
Fractional Fourier transform
[4] Fourier 1878, p. 408.
Indirect Fourier transform
[5] (Jordan 1883) proves on pp. 216226 the Fourier integral
Integral transform theorem before studying Fourier series.

[6] Titchmarsh 1948, p. 1.

Hankel transform
Hartley transform [7] Rahman 2011, p. 10.

Laplace transform [8] Folland 1989.

Linear canonical transform [9] Fourier 1822.

[10] Taneja 2008, p. 192.

Mellin transform
[11] Stein & Shakarchi 2003.
Multidimensional transform
[12] Pinsky 2002.
NGC 4622, especially the image NGC 4622 Fourier
transform m = 2. [13] Katznelson 1976.
22
[14] Stein & Weiss 1971.
[15] Rudin 1987, p. 187.
[16] Rudin 1987, p. 186.
[17] Duoandikoetxea 2001.
[18] Boashash 2003.
[19] Condon 1937.
[20] Howe 1980.
[21] Paley & Wiener 1934.
[22] Gelfand & Vilenkin 1964.
[23] Kirillov & Gvishiani 1982.
[24] Clozel & Delorme 1985, pp. 331333.
[25] de Groot & Mazur 1984, p. 146.
[26] Champeney 1987, p. 80.
[27] Chateld 2004, p. 297.
[28] Kolmogorov & Fomin 1999.
[29] Wiener 1949.
[30] Champeney 1987, p. 63.
[31] Widder & Wiener 1938, p. 537.
[32] Pinsky 2002, p. 131.
[33] Stein & Shakarchi 2003, p. 158.
[34] Chateld 2004, p. 113.
[35] Fourier 1822, p. 441.
[36] Poincar 1895, p. 102.
[37] Whittaker & Watson 1927, p. 188.
[38] Grafakos 2004.
[39] Grafakos & Teschl 2013.
[40] Stein & Weiss 1971, Thm. 2.3.
[41] Pinsky 2002, p. 256.
[42] Hewitt & Ross 1970, Chapter 8.
[43] Knapp 2001.
[44] Gradshteyn et al. 2015.
[45] Press et al. 1992.
[46] Bailey & Swarztrauber 1994.
[47] Lado 1971.
[48] Simonen & Olkkonen 1985.
[49] Stein & Weiss 1971, Thm. IV.3.3.
[50] Stein & Weiss 1971, Thm. 4.15.
[51] Stein & Weiss 1971, p. 6.
19 REFERENCES
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24 20 EXTERNAL LINKS

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21.2 Images
File:Commutative_diagram_illustrating_problem_solving_via_the_Fourier_transform.svg Source: https://upload.wikimedia.org/
wikipedia/commons/f/fd/Commutative_diagram_illustrating_problem_solving_via_the_Fourier_transform.svg License: CC BY-SA 3.0
Contributors: Own work Original artist: Quietbritishjim
File:Fourier_transform_of_oscillating_function.svg Source: https://upload.wikimedia.org/wikipedia/commons/4/40/Fourier_
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File:Fourier_transform_time_and_frequency_domains_(small).gif Source: https://upload.wikimedia.org/wikipedia/commons/7/72/
Fourier_transform_time_and_frequency_domains_%28small%29.gif License: Public domain Contributors: Own work Original artist:
Lucas V. Barbosa
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SA 4.0 Contributors: Own work Original artist: Sawomir_Biay, IkamusumeFan
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tors: Own work Original artist: Peppergrower
File:Rectangular_function.svg Source: https://upload.wikimedia.org/wikipedia/commons/1/11/Rectangular_function.svg License: CC
BY-SA 3.0 Contributors: ? Original artist: ?
File:Sinc_function_(normalized).svg Source: https://upload.wikimedia.org/wikipedia/commons/d/d4/Sinc_function_
%28normalized%29.svg License: CC BY-SA 3.0 Contributors: Own work Original artist: Omegatron
File:Sine_voltage.svg Source: https://upload.wikimedia.org/wikipedia/commons/8/8a/Sine_voltage.svg License: Public domain Contrib-
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26 21 TEXT AND IMAGE SOURCES, CONTRIBUTORS, AND LICENSES

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