1. 线性性质
设
F
(
ω
)
=
F
[
f
(
t
)
]
F(\omega) = \mathscr{F}[f(t)]
F(ω)=F[f(t)]，
G
(
ω
)
=
F
[
g
(
t
)
]
G(\omega) = \mathscr{F}[g(t)]
G(ω)=F[g(t)] 则
F
[
α
f
(
t
)
+
β
g
(
t
)
]
=
α
F
(
ω
)
+
β
G
(
ω
)
,
\mathscr{F}[\alpha f(t) + \beta g(t)] = \alpha F(\omega) + \beta G(\omega),
F[αf(t)+βg(t)]=αF(ω)+βG(ω),
F − 1 [ α F ( ω ) + β G ( ω ) ] = α f ( t ) + β g ( t ) ] . \mathscr{F}^{-1} [\alpha F(\omega) + \beta G(\omega)]= \alpha f(t) + \beta g(t)]. F−1[αF(ω)+βG(ω)]=αf(t)+βg(t)].
2. 位移性质
设
F
(
ω
)
=
F
[
f
(
t
)
]
，
t
0
，
ω
0
F(\omega) = \mathscr{F}[f(t)]，t_0，\omega _0
F(ω)=F[f(t)]，t0，ω0为实常数，则
F
[
f
(
t
−
t
0
)
]
=
e
−
j
ω
t
0
F
(
ω
)
,
\mathscr{F}[f(t-t_0)] = e^{-j\omega t_0}F(\omega),
F[f(t−t0)]=e−jωt0F(ω),
F
−
1
[
F
(
ω
−
ω
0
)
]
=
e
j
ω
t
0
f
(
t
)
.
\mathscr{F}^{-1}[F(\omega-\omega_0)] = e^{j\omega t_0}f(t).
F−1[F(ω−ω0)]=ejωt0f(t).
3. 相似性质
设
F
(
ω
)
=
F
[
f
(
t
)
]
F(\omega) = \mathscr{F}[f(t)]
F(ω)=F[f(t)]，
a
a
a为非零常数，则
F
[
f
(
t
)
]
=
1
∣
a
∣
F
(
ω
a
)
.
\mathscr{F}[f(t)] = \frac{1}{|a|}F(\frac{\omega}{a}).
F[f(t)]=∣a∣1F(aω).
4. 微分性质
若
lim
∣
t
∣
→
+
∞
f
(
t
)
=
0
\lim_{|t| \to +\infty} f(t) = 0
lim∣t∣→+∞f(t)=0，则
F
[
f
′
(
t
)
]
=
j
ω
F
[
f
(
t
)
]
,
\mathscr{F}[f'(t)] = j\omega\mathscr{F}[f(t)],
F[f′(t)]=jωF[f(t)],
一般地，若
lim
∣
t
∣
→
+
∞
f
(
k
)
(
t
)
=
0
(
k
=
0
,
1
,
2
,
⋅
⋅
⋅
,
n
−
1
)
\lim_{|t| \to +\infty} f^{(k)}(t) = 0 ~~(k = 0,1,2,···,n-1)
lim∣t∣→+∞f(k)(t)=0 (k=0,1,2,⋅⋅⋅,n−1)，则
F
[
f
n
(
t
)
]
=
(
j
ω
)
n
F
[
f
(
t
)
]
.
\mathscr{F}[f^{n}(t)] = (j\omega)^n \mathscr{F}[f(t)].
F[fn(t)]=(jω)nF[f(t)].
d d ω F ( ω ) = F [ − j t f ( t ) ] . \frac{d}{d\omega}F(\omega) = \mathscr{F}[-jtf(t)]. dωdF(ω)=F[−jtf(t)].
d n F ( ω ) d ω n = ( − j ) n F [ t n f ( t ) ] . \frac{d^{~n}F(\omega)}{d\omega ^n} =(-j)^n \mathscr{F}[t^nf(t)]. dωnd nF(ω)=(−j)nF[tnf(t)].
5. 积分性质
设
g
(
t
)
=
∫
−
∞
t
f
(
t
)
d
t
g(t) = \int_{-\infty}^{t}f(t)dt
g(t)=∫−∞tf(t)dt，若
lim
∣
t
∣
→
+
∞
g
(
t
)
=
0
\lim_{|t| \to +\infty} g(t) = 0
lim∣t∣→+∞g(t)=0，则
F
[
g
(
t
)
]
=
1
j
ω
F
[
f
(
t
)
]
\mathscr{F}[g(t)] = \frac{1}{j\omega} \mathscr{F}[f(t)]
F[g(t)]=jω1F[f(t)]
6. 帕塞瓦尔等式
设
F
(
ω
)
=
F
[
f
(
t
)
]
F(\omega) = \mathscr{F}[f(t)]
F(ω)=F[f(t)]，则有
∫
−
∞
+
∞
f
2
(
t
)
d
t
=
1
2
π
∫
−
∞
+
∞
∣
F
(
ω
)
∣
2
d
ω
\int_{-\infty}^{+\infty}f^2(t)dt = \frac{1}{2\pi} \int_{-\infty}^{+\infty}|F(\omega)|^2d\omega
∫−∞+∞f2(t)dt=2π1∫−∞+∞∣F(ω)∣2dω
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