一维离散傅里叶变换(DFT)和逆变换(IDFT)公式的一种推导

单独视角：DFT公式的推导

  由博文一维连续傅里叶变换和逆变换公式的一种推导，设$f\left(t\right)$是一个连续的时间信号，其一维连续Fourier变换可取为
$$F\left(u\right)={\int }_{-\infty }^{\infty }f\left(t\right)e^{-j2\pi ut}dt$$

步骤一
  从某一时刻（记为$0$时刻）开始，每经过时间间隔$\Delta T$就对连续函数$f\left(t\right)$采样一次，共采样$N$次。对连续函数$f\left(t\right)$等间隔采样就得到一个离散序列
$$f\left(\Delta T\right),f\left(2\Delta T\right),\cdots ,f\left(N\Delta T\right)$$
记为
$$\stackrel{⌢}{f}\left(0\right),\stackrel{⌢}{f}\left(1\right),\cdots ,\stackrel{⌢}{f}\left(N-1\right)$$
而对于其他没采样到的点，即 ∀ t ∉ { Δ T ,   2 Δ T , ⋯ N Δ T } \forall t\notin \left\{ \Delta T,\text{ }2\Delta T,\cdots N\Delta T \right\} ∀t∈/​{ ΔT, 2ΔT,⋯NΔT}，视该点处采样的函数值
$$f\left(t\right)=0$$

步骤二
  将一维连续Fourier变换公式进行拆解
$$\begin{array}{rl}& F\left(u\right)={\int }_{-\infty }^{\infty }f\left(t\right)e^{-j2\pi ut}dt\\ & ={\int }_{-\infty }^0+{\int }_0^{N\Delta T}+{\int }_{N\Delta T}^{\infty }f\left(t\right)e^{-j2\pi ut}dt\\ & ={\int }_{-\infty }^0+{\int }_{N\Delta T}^{\infty }f\left(t\right)e^{-j2\pi ut}dt+{\int }_0^{N\Delta T}f\left(t\right)e^{-j2\pi ut}dt\\ & =0+{\int }_0^{N\Delta T}f\left(t\right)e^{-j2\pi ut}dt\\ & ={\int }_0^{N\Delta T}f\left(t\right)e^{-j2\pi ut}dt\\ & =F_1\left(u\right)\end{array}$$

步骤三
  将$F_1\left(u\right)$转换为黎曼和形式$F_2\left(u\right)$，具体地说，把区间$\left[0,N\Delta T\right]$等间隔分成$N$份，第$i$个区间$k_i=\left[\left(i-1\right)\Delta T,i\Delta T\right]$，$i=1,2,\cdots ,N$，每个区间长度为$\Delta T$。在每个区间$k_i$上取右端点的函数值$f\left(i\Delta T\right)e^{-j2\pi u\cdot \left(i\Delta T\right)}$。
$$\begin{array}{rl}& F_2\left(u\right)=\sum _{i=1}^N\left[f\left(i\Delta T\right)e^{-j2\pi u\cdot \left(i\Delta T\right)}\right]\cdot \Delta T\\ & =\sum _{n=0}^{N-1}\left[f\left(\left(n+1\right)\Delta T\right)e^{-j2\pi u\cdot \left(n+1\right)\Delta T}\right]\cdot \Delta T\\ & =\sum _{n=0}^{N-1}[\end{array}$$