知识点公式总结
Flourier变换总结
Flourier积分表达式
f ( t ) = 1 2 π ∫ − ∞ + ∞ [ ∫ − ∞ + ∞ f ( τ ) e − j ω τ d τ ] e j ω t d ω f ( t ) = 2 π ∫ 0 + ∞ [ ∫ 0 + ∞ f ( τ ) sin ω τ d τ ] sin ω t d ω f ( t ) = 2 π ∫ 0 + ∞ [ ∫ 0 + ∞ f ( τ ) sin ω τ d τ ] sin ω t d ω f ( t ) = 2 π ∫ 0 + ∞ [ ∫ 0 + ∞ f ( τ ) cos ω τ d τ ] cos ω t d ω \begin{aligned} &f(t)=\frac{1}{2 \pi} \int_{-\infty}^{+\infty}\left[\int_{-\infty}^{+\infty} f(\tau) \mathrm{e}^{-j \omega \tau} \mathrm{d} \tau\right] \mathrm{e}^{\mathrm{j} \omega t} \mathrm{~d} \omega\\ &f(t)=\frac{2}{\pi} \int_{0}^{+\infty}\left[\int_{0}^{+\infty} f(\tau) \sin \omega \tau \mathrm{d} \tau\right] \sin \omega t \mathrm{~d} \omega\\ &f(t)=\frac{2}{\pi} \int_{0}^{+\infty}\left[\int_{0}^{+\infty} f(\tau) \sin \omega \tau \mathrm{d} \tau\right] \sin \omega t \mathrm{~d} \omega\\ &f(t)=\frac{2}{\pi} \int_{0}^{+\infty}\left[\int_{0}^{+\infty} f(\tau) \cos \omega \tau \mathrm{d} \tau\right] \cos \omega t \mathrm{~d} \omega\\ \end{aligned} f(t)=2π1∫−∞+∞[∫−∞+∞f(τ)e−jωτdτ]ejωt dωf(t)=π2∫0+∞[∫0+∞f(τ)sinωτdτ]sinωt dωf(t)=π2∫0+∞[∫0+∞f(τ)sinωτdτ]sinωt dωf(t)=π2∫0+∞[∫0+∞f(τ)cosωτdτ]cosωt dω
分别是Fourier积分表达式的复数、三角、正弦、余弦形式,表达式中有e的几次幂的,复数形式最简单,后面的形式,其实通常用欧拉公式化为e的幂函数反而更好算。 cos θ = e j θ + e − i θ 2 sin θ = e i θ − e − i θ 2 i \cos \theta=\frac{e^{j \theta}+e^{-i \theta}}{2}\quad \sin \theta=\frac{e^{i \theta}-e^{-i \theta}}{2 i} cosθ=2ejθ+e−iθsinθ=2ieiθ−e−iθ
另外,利用后两个公式时,原本是奇函数就进行奇延拓,偶函数就偶延拓,傅里叶变换后,把区间去掉负的一半即可。
傅里叶变换和傅里叶逆变换
F ( w ) = ∫ − ∞ + ∞ f ( t ) e − j w t d t F s ( w ) = ∫ 0 + ∞ f ( t ) sin w t d t F c ( w ) = ∫ 0 + ∞ f ( t ) cos w t d t F ( w ) = − 2 j F s ( w ) F ( w ) = 2 F ( w ) F − 1 ( w ) = 1 2 π ∫ − ∞ + ∞ F ( w ) e j w t d t F s − 1 ( w ) = 2 π ∫ 0 t ∞ F s ( w ) sin w t d t F c − 1 ( w ) = 2 π ∫ 0 + ∞ F c ( w ) cos w t d t \begin{aligned} &F(w)=\int_{-\infty}^{+\infty} f(t) e^{-j w t} d t\\ &F_{s}(w)=\int_{0}^{+\infty} f(t) \sin w t d t\\ &F_{c}(w)=\int_{0}^{+\infty} f(t) \cos w t d t\\ &F(w)=-2 j F_{s}(w)\\ &F(w)=2 F(w)\\ &F^{-1}(w)=\frac{1}{2 \pi} \int_{-\infty}^{+\infty} F(w) e^{j w t} d t\\ &F_{s}^{-1}(w)=\frac{2}{\pi} \int_{0}^{t \infty} F_{s}(w) \sin w t d t\\ &F_{c}^{-1}(w)=\frac{2}{\pi} \int_{0}^{+\infty} F_{c}(w) \cos w t d t\\ \end{aligned} F(w)=∫−∞+∞f(t)e−jwtdtFs(w)=∫0+∞f(t)sinwtdtFc(w)=∫0+∞f(t)coswtdtF(w)=−2jFs(w)F(w)=2F(w)F−1(w)=2π1∫−∞+∞F(w)ejwtdtFs−1(w)=π2∫0t∞Fs(w)sinwtdtFc−1(w)=π2∫0+∞Fc(w)coswtdt
一些常用函数的Fourier变换
1 → 2 π δ ( w ) u ( t ) ⟶ 1 j w + π δ ( w ) t → 2 π j δ ′ ( w ) t n → 2 π j n δ ( n ) ( w ) sin w 0 t → j π [ δ ( w + w 0 ) − f ( w − w 0 ) ] cos w 0 t → π [ δ ( w + w 0 ) + f ( w − w 0 ) ] e − β t ⟶ 1 β + j w = β − j w β 2 + w 2 e β t → 1 − β + j w = − ( β + j w ) β 2 + w 2 e − β ∣ t ∣ → 2 β β 2 + w 2 e − β t 2 → π β e − w 2 4 β F [ sgn t ] = 2 j ω \begin{aligned} &1 \rightarrow 2 \pi \delta(w)\\ &u(t) \longrightarrow \frac{1}{j w}+\pi \delta(w)\\ &t \rightarrow 2 \pi j \delta^{\prime}(w)\\ &t^{n} \rightarrow 2 \pi j^{n} \delta^{(n)}(w)\\ &\sin w_{0} t \rightarrow j \pi\left[\delta\left(w+w_{0}\right)-f\left(w-w_{0}\right)\right]\\ &\cos w_{0} t \rightarrow \pi\left[\delta\left(w+w_{0}\right)+f\left(w-w_{0}\right)\right]\\ &e^{-\beta t} \longrightarrow \frac{1}{\beta+j w}=\frac{\beta-j w}{\beta^{2}+w^{2}}\\ &e^{\beta t} \rightarrow \frac{1}{-\beta+j w}=\frac{-(\beta+j w)}{\beta^{2}+w^{2}}\\ &e^{-\beta|t|} \rightarrow \frac{2 \beta}{\beta^{2}+w^{2}}\\ &e^{-\beta t^{2}} \rightarrow \sqrt{\frac{\pi}{\beta}} e^{-\frac{w^{2}}{4 \beta}}\\ &\mathscr{F}[\operatorname{sgn} t]=\frac{2}{j \omega} \end{aligned} 1→2πδ(w)u(t)⟶jw1+πδ(w)t→2πjδ′(w)tn→2πjnδ(n)(w)sinw0t→jπ[δ(w+w0)−f(w−w0)]cosw0t→π[δ(w+w0)+f(w−w0)]e−βt⟶β+jw1=β2+w2β−jweβt→−β+jw1=β2+w2−(β+jw)e−β∣t∣→β2+w22βe−βt2→βπe−4βw2F[sgnt