Graphics Reference
In-Depth Information
There are discrete versions of the Fourier transform and its inverse. We give the
one-dimensional version as an example.
Definition.
If f(k) and G(u) are functions defined on the integers, then
N
-
Â
1
1
-
2
p i
uk
Ê
Ë
ˆ
¯
() =
()
Fu
fk
exp
,
where
0
££ -
u
N
1
,
N
N
k
=
0
is called the discrete Fourier transform of f and
N
-
 0
1
2
p i
uk
N
Ê
Ë
ˆ
¯
() =
()
gk
Gu
exp
,
where
0
££ -
k
N
1
,
k
=
is called the discrete inverse Fourier transform of G .
The Fourier transform is computationally very expensive to implement. Therefore,
it was quite a breakthrough when an efficient way to implement it, called the Fast
Fourier Transform (FFT), was published in 1965 in the paper [CooT65]. Thanks to the
FFT, many signal processing algorithms are now practical.
A real nice interpretation of the discrete Fourier transform can be found in
[Glas99]. It can be thought of as expressing an arbitrary polygon as a sum of basic
regular polygons.
21.7
Convolution
Definition.
Given two functions f, g: R Æ R , define their convolution , f*g , by
Ú
(
)( ) =
()
(
)
fgx
*
ftgx tdt
-
.
-•
We give some conditions for when the convolution exists.
21.7.1
Theorem.
If f, g: R Æ R , then the convolution integral
Ú
()
(
)
ftgx tdt
-
-•
converges absolutely for all x under either of the following two conditions:
(1) The function f is absolutely integrable and g is bounded.
(2) Both f and g are absolutely integrable and both belong to L 2 ( R ).
If both f and g are also continuous, then the convolution integral is also continuous
under either condition (1) or (2).
Proof.
See [Seel66] or [Apos58].
21.7.2
Example.
Figure 21.8 shows the convolution of the two functions
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