【积分变换】积分变换常用公式定理与方法

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#傅里叶变换

##傅里叶级数

https://blog.csdn.net/lafea/article/details/115756741

##基本性质

$$\begin{gathered} F(\omega )={\int }_{-\infty }^{+\infty }f(\tau )e^{-j\omega \tau }d\tau =\mathcal{F}[f(t)] \\ f(t)=\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }F(\omega )e^{j\omega t}d\omega ={\mathcal{F}}^{-1}[F(\omega )] \end{gathered}$$
$$\begin{gathered} 1.线性性质： \\ \mathcal{F}[\alpha f_1(t)+\beta f_2(t)]=\alpha F_1(\omega )+\beta F_2(\omega ) \\ 2.位移性质： \\ \mathcal{F}[f(t\pm t_0)]=e^{\pm j\omega t_0}F(\omega ) \\ \mathcal{F}[e^{\pm j\omega t_0}f(t)]=F(\omega \mp {\omega }_0) \end{gathered}$$
$$\begin{gathered} 3.微分性质 \\ \mathcal{F}[f^{(n)}(t)]=(j\omega {)}^{n}F(\omega ) \\ \mathcal{F}[tf(t)]=j\frac{dF(\omega )}{d\omega } \\ \mathcal{F}[t^{n}f(t)]=\frac{1}{(-j{)}^n}\frac{d^{n}F(\omega )}{d{\omega }^n} \\ 4.积分性质： \\ \mathcal{F}[g(t)]=\frac{1}{j\omega }F(\omega ) \end{gathered}$$
$$\begin{gathered} 5.相似性质： \\ \mathcal{F}[f(at)]=\frac{1}{|a|}F(\frac{\omega }{a}) \end{gathered}$$

##$drac-delta$函数（单位冲激函数）

$$\begin{gathered} 单位阶跃函数u(t)的导数为\delta (t) \\ 筛选性：{\int }_{-\infty }^{+\infty }\delta (t-t_0)f(t)dt=f(t_0) \\ \mathcal{F}[\delta (t-t_0)]=e^{-j\omega t_0} \\ \mathcal{F}[u(t)]=\frac{1}{j\omega }+\pi \delta (\omega ) \\ f(t)\delta (t)=f(0)\delta (t) \end{gathered}$$
$$chain:\frac{1}{2\pi }\stackrel{\mathcal{F}}{\Rightarrow }\delta (t)\stackrel{\mathcal{F}}{\Rightarrow }1\stackrel{\mathcal{F}}{\Rightarrow }2\pi \delta (t)$$

##卷积

$$\begin{gathered} f_1(t)\ast f_2(t)={\int }_{-\infty }^{+\infty }{f}_1(\tau )f_2(t-\tau )d\tau \\ 交换律：f_1\ast f_2=f_2\ast f_1 \\ 结合律：f_1\ast (f_2\ast f_3)=(f_1\ast f_2)\ast f_3 \\ 分配律：f_1\ast (f_2+f_3)=f_1\ast f_2+f_1\ast f_3 \\ f(t)\ast \delta (t)=f(t) \\ a[f_1\ast f_2]=[a{f}_1]\ast f_2 \\ \frac{d[f_1\ast f_2]}{dt}=\frac{d{f}_1}{dt}\ast f_2 \end{gathered}$$
$$\begin{gathered} 卷积定理： \\ \mathcal{F}[f_1\ast f_2]=F_1(\omega )\cdot F_2(\omega ) \\ \mathcal{F}[f_1\cdot f_2]=\frac{1}{2\pi }{F}_1(\omega )\ast F_2(\omega ) \\ f(t)\ast \delta (t-t_0)=f(t-t_0) \end{gathered}$$

#$Laplace$变换

##基本性质

$$\begin{gathered} F(s)={\int }_0^{+\infty }f(\tau )e^{-s\tau }d\tau =\mathcal{L}[f(t)] \\ f(t)=\frac{1}{2\pi j}{\int }_{\beta -j\infty }^{\beta +j\infty }F(s)e^{st}ds={\mathcal{L}}^{-1}[F(s)] \end{gathered}$$

$$\begin{gathered} 1.线性性质： \\ \mathcal{L}[\alpha f_1(t)+\beta f_2(t)]=\alpha F_1(s)+\beta F_2(s) \\ 2.位移性质： \\ \mathcal{L}[e^{\pm at}f(t)]=F(s\mp a) \\ 3.延迟性质： \\ \mathcal{L}[f(t-t_0)]=e^{-s{t}_0}F(s) \\ {\mathcal{L}}^{-1}[e^{-s{t}_0}F(s)]=f(t-t_0)\cdot u(t-t_0) \end{gathered}$$

$$\begin{gathered} 4.微分性质 \\ \mathcal{L}[f^{\prime }(t)]=sF(s)-f(0) \\ \mathcal{L}[f^{\prime \prime }(t)]=s^{2}F(s)-sf(0)-f^{\prime }(0) \\ \mathcal{L}[f^{(n)}(t)]=s^{n}F(s)-s^{n-1}f(0)-s^{n-2}{f}^{\prime }(0)-\cdots -f^{(n-1)}(0) \\ \mathcal{L}[tf(t)]=-F^{\prime }(s) \\ \mathcal{L}[t^{n}f(t)]=(-1{)}^n{F}^{(n)}(s) \\ \mathcal{L}[t{f}^{\prime }(t)]=-F(s)-s{F}^{\prime }(s) \\ \mathcal{L}[t{f}^{\prime \prime }(t)]=-(2sF(s)+s^2{F}^{\prime }(s)-f(0)) \end{gathered}$$
$$\begin{gathered} 5.积分性质： \\ \mathcal{L}[{\int }_0^{t}f(t)dt]=\frac{1}{s}F(s) \\ \mathcal{L}[{\int }_0^t{\int }_0^t{\int }_0^t\stackrel{ntimes}{\cdots }f(t)dt]=\frac{1}{s^n}F(s) \\ \mathcal{L}[\frac{f(t)}{t}]={\int }_s^{\infty }F(s)ds \\ \star {\int }_0^{+\infty }\frac{f(t)}{t}{e}^{-st}dt={\int }_s^{\infty }F(s)ds \\ 取s=0 \\ {\int }_0^{+\infty }\frac{f(t)}{t}dt={\int }_0^{\infty }F(s)ds \end{gathered}$$

##卷积

$$\begin{gathered} 卷积定理： \\ \mathcal{L}[f_1\ast f_2]=F_1(s)\cdot F_2(s) \\ {f}_1{e}^{at}\ast f_2{e}^{at}=e^{at}{f}_1\ast f_2 \end{gathered}$$

##公式大全

$$\mathcal{L}[e^{bt}u(t-a)]=\frac{e^{-a(s-b)}}{s-b}$$

##求拉氏逆变换

###公式法

直接套用公式 / 化简后套用公式 / 有理分式拆开后套用公式

###留数法

-留数计算规则
$$f(t)=\sum _{k=1}^{n}Res[F(s)e^{st},s_k]$$
分母要化为首一标准型，s前系数为1