傅立叶变换 数学推导

傅立叶变换

笔记来源:b站:BV1St41117fH

1. 三角函数的正交性

三角函数系:集合

{ sin ⁡ n x cos ⁡ n x n = 0 , 1 , 2... \begin{cases} \sin nx \\ \cos nx \qquad n = 0, 1, 2 ... \end{cases} {sinnxcosnxn=0,1,2...

有正交性:

∫ − π π sin ⁡ n x cos ⁡ m x d x = 0 n ≠ m \int_{-\pi}^{\pi} \sin nx \cos mx \mathrm{d}x = 0 \qquad \qquad n \neq m ππsinnxcosmxdx=0n=m

同样:

∫ − π π cos ⁡ n x cos ⁡ m x d x = 0 \int_{-\pi}^{\pi}\cos nx \cos mx \mathrm{d}x = 0 ππcosnxcosmxdx=0

∫ − π π sin ⁡ n x sin ⁡ m x d x = 0 \int_{-\pi}^{\pi}\sin nx \sin mx \mathrm{d}x = 0 ππsinnxsinmxdx=0

若n = m:

∫ − π π cos ⁡ m x cos ⁡ m x d x = π \int_{-\pi}^{\pi}\cos mx\cos mx \mathrm{d}x = \pi ππcosmxcosmxdx=π

2. 周期为“2π”的函数展开为傅立叶级数

有了正交性就可以把周期函数展开为傅立叶级数;

把 f ( x ) = f ( x + 2 π ) = ∑ n = 0 ∞ a n cos ⁡ n x + ∑ n = 0 ∞ b n sin ⁡ n x = a 0 + ∑ n = 1 ∞ a n cos ⁡ n x + ∑ n = 1 ∞ b n sin ⁡ n x 把f(x)= f(x+ 2\pi)= \sum_{n=0}^{\infty}a_{n}\cos nx+ \sum_{n=0}^{\infty}b_{n}\sin nx = a_0 + \sum_{n=1}^{\infty}a_{n}\cos nx + \sum_{n=1}^{\infty}b_{n}\sin nx f(x)=f(x+2π)=n=0ancosnx+n=0bnsinnx=a0+n=1ancosnx+n=1bnsinnx

求 a 0 : 求a_0: a0:

∫ − π π f ( x ) d x = ∫ − π π a 0 d x + ∫ − π π ∑ n = 1 ∞ a n cos ⁡ n x d x + ∫ − π π ∑ n = 1 ∞ b n sin ⁡ n x d x = a 0 ∫ − π π d x = 2 π a 0 \int_{-\pi}^{\pi} f(x) \mathrm{d}x = \int_{-\pi}^{\pi} a_0 \mathrm{d}x + \int_{-\pi}^{\pi} \sum_{n=1}^{\infty}a_{n}\cos nx \mathrm{d}x + \int_{-\pi}^{\pi} \sum_{n=1}^{\infty}b_{n}\sin nx \mathrm{d}x = a_0 \int_{-\pi}^{\pi} \mathrm{d}x = 2\pi a_0 ππf(x)dx=ππa0dx+ππn=1ancosnxdx+ππn=1bnsinnxdx=a0ππdx=2πa0

a 0 = 1 2 π ∫ − π π f ( x ) d x a_0 = \frac{1}{2\pi}\int_{-\pi}^{\pi} f(x) \mathrm{d}x a0=2π1ππf(x)dx

使 用 a 0 2 就 得 到 a 0 = 1 π ∫ − π π f ( x ) d x 使用\frac{a_0}{2}就得到a_0= \frac{1}{\pi}\int_{-\pi}^{\pi} f(x) \mathrm{d}x 使2a0a0=π1ππf(x)dx

找 a n : 找a_{n}: an:

∫ − π π f ( x ) cos ⁡ m x d x = ⋯ = ∫ − π π ∑ n = 1 ∞ a n cos ⁡ n x cos ⁡ m x d x \int_{-\pi}^{\pi} f(x)\cos mx \mathrm{d}x = \cdots = \int_{-\pi}^{\pi} \sum_{n=1}^{\infty}a_{n}\cos nx \cos mx \mathrm{d}x ππf(x)cosmxdx==ππn=1ancosnxcosmxdx

∫ − π π f ( x ) cos ⁡ n x d x = a n ∫ − π π ∑ n = 1 ∞ cos ⁡ 2 n x d x = a n π \int_{-\pi}^{\pi} f(x)\cos nx \mathrm{d}x = a_{n}\int_{-\pi}^{\pi} \sum_{n=1}^{\infty}\cos^2 nx \mathrm{d}x= a_{n}\pi ππf(x)cosnxdx=anππn=1cos2nxdx=anπ

a n = 1 π ∫ − π π f ( x ) cos ⁡ n x d x a_{n}= \frac{1}{\pi}\int_{-\pi}^{\pi} f(x)\cos nx \mathrm{d} x an=π1ππf(x)cosnxdx

同 理 b n : 同理b_{n}: bn:

b n = 1 π ∫ − π π f ( x ) sin ⁡ n x d x b_{n}= \frac{1}{\pi}\int_{-\pi}^{\pi} f(x)\sin nx \mathrm{d} x bn=π1ππf(x)sinnxdx

这 样 就 能 写 出 : 这样就能写出:

f ( x ) = a 0 2 + ∑ n = 1 ∞ ( a n cos ⁡ n x + b n sin ⁡ n x ) f(x) = \frac{a_0}{2} + \sum_{n=1}^{\infty}(a_{n}\cos nx + b_{n}\sin nx) f(x)=2a0+n=1(ancosnx+bnsinnx)

a 0 = 1 π ∫ − π π f ( x ) d x a n = 1 π ∫ − π π f ( x ) cos ⁡ n x d x b n = 1 π ∫ − π π f ( x ) sin ⁡ n x d x \begin{aligned} &a_0= \frac{1}{\pi}\int_{-\pi}^{\pi} f(x) \mathrm{d}x\\ &a_n= \frac{1}{\pi}\int_{-\pi}^{\pi} f(x)\cos nx \mathrm{d}x\\ &b_n= \frac{1}{\pi}\int_{-\pi}^{\pi} f(x)\sin nx \mathrm{d}x \end{aligned} a0=π1ππf(x)dxan=π1ππf(x)cosnxdxbn=π1ππf(x)sinnxdx

3.周期为“2L”的函数展开为傅立叶级数

f ( t ) = f ( t + 2 L ) f(t) = f(t+ 2L) f(t)=f(t+2L)

为了利用原来的方法, 可以进行换元:

x = π L t ⇒ t = L π x x = \frac{\pi}{L}t \Rightarrow t = \frac{L}{\pi}x x=Lπtt=πLx

然 后 : f ( t ) = f ( L π x ) = 变 成 g ( x ) 然后:f(t)= f(\frac{L}{\pi}x) \stackrel{变成}{=} g(x) f(t)=f(πLx)=g(x)

因 此 : g ( x ) = g ( x + 2 π ) 因此:g(x) = g(x+ 2\pi) g(x)=g(x+2π)

然后同上部分解得:

g ( x ) = a 0 2 + ∑ n = 1 ∞ ( a n cos ⁡ n x + b n sin ⁡ n x ) g(x) = \frac{a_0}{2} + \sum_{n=1}^{\infty}(a_{n}\cos nx + b_{n}\sin nx) g(x)=2a0+n=1(ancosnx+bnsinnx)

a 0 = 1 π ∫ − π π g ( x ) d x a n = 1 π ∫ − π π g ( x ) cos ⁡ n x d x b n = 1 π ∫ − π π g ( x ) sin ⁡ n x d x \begin{aligned} &a_0= \frac{1}{\pi}\int_{-\pi}^{\pi} g(x) \mathrm{d}x\\ &a_n= \frac{1}{\pi}\int_{-\pi}^{\pi} g(x)\cos nx \mathrm{d}x\\ &b_n= \frac{1}{\pi}\int_{-\pi}^{\pi} g(x)\sin nx \mathrm{d}x \end{aligned} a0=π1ππg(x)dxan=π1ππg(x)cosnxdxbn=π1ππg(x)sinnxdx

因 为 x = π L t : 因为x= \frac{\pi}{L}t: x=Lπt:

cos ⁡ n x = cos ⁡ n π L t sin ⁡ n x = sin ⁡ n π L t g ( x ) = f ( t ) ∫ − π π d x = ∫ − L L d ( π L t ) 1 π d x = 1 π π L ∫ − L L d t = 1 L ∫ − L L d t \begin{aligned} &\cos nx= \cos \frac{n\pi}{L}t\\ &\sin nx= \sin \frac{n\pi}{L}t\\ &g(x)= f(t)\\ &\int_{-\pi}^{\pi} \mathrm{d}x= \int_{-L}^{L} \mathrm{d}(\frac{\pi}{L}t)\\ &\frac{1}{\pi} \mathrm{d}x= \frac{1}{\pi}\frac{\pi}{L}\int_{-L}^{L} \mathrm{d}t= \frac{1}{L}\int_{-L}^{L} \mathrm{d}t \end{aligned} cosnx=cosLnπtsinnx=sinLnπtg(x)=f(t)ππdx=LLd(Lπt)π1dx=π1LπLLdt=L1LLdt

代 入 后 得 到 : 代入后得到:

f ( x ) = a 0 2 + ∑ n = 1 ∞ ( a n cos ⁡ n π L t + b n sin ⁡ n π L t ) f(x) = \frac{a_0}{2} + \sum_{n=1}^{\infty}(a_{n}\cos n\frac{\pi}{L}t + b_{n}\sin n\frac{\pi}{L}t) f(x)=2a0+n=1(ancosnLπt+bnsinnLπt)

a 0 = 1 L ∫ − L L f ( t ) d t a n = 1 L ∫ − L L f ( t ) cos ⁡ n π L t d t b n = 1 L ∫ − L L f ( t ) sin ⁡ n π L t d t \begin{aligned} &a_0= \frac{1}{L}\int_{-L}^{L} f(t) \mathrm{d}t\\ &a_n= \frac{1}{L}\int_{-L}^{L} f(t)\cos n\frac{\pi}{L}t \mathrm{d}t\\ &b_n= \frac{1}{L}\int_{-L}^{L} f(t)\sin n\frac{\pi}{L}t \mathrm{d}t \end{aligned} a0=L1LLf(t)dtan=L1LLf(t)cosnLπtdtbn=L1LLf(t)sinnLπtdt

工程中: t 从 0 开 始 , 周 期 T = 2 L , ω = π L = 2 π T t 从0开始,周期T= 2L,\omega= \frac{\pi}{L}= \frac{2\pi}{T} t0T=2Lω=Lπ=T2π

∫ − L L d t ⇒ ∫ 0 2 L d t ⇒ ∫ 0 T d t \int_{-L}^{L} \mathrm{d}t \Rightarrow \int_{0}^{2L} \mathrm{d}t \Rightarrow \int_{0}^{T} \mathrm{d}t LLdt02Ldt0Tdt

得 到 : 得到:

f ( x ) = a 0 2 + ∑ n = 1 ∞ ( a n cos ⁡ n ω t + b n sin ⁡ n ω t ) f(x) = \frac{a_0}{2} + \sum_{n=1}^{\infty}(a_{n}\cos n\omega t + b_{n}\sin n\omega t) f(x)=2a0+n=1(ancosnωt+bnsinnωt)

a 0 = 2 T ∫ T 0 f ( t ) d t a n = 2 T ∫ T 0 f ( t ) cos ⁡ n ω t d t b n = 2 T ∫ T 0 f ( t ) sin ⁡ n ω t d t \begin{aligned} &a_0= \frac{2}{T}\int_{T}^{0} f(t) \mathrm{d}t\\ &a_n= \frac{2}{T}\int_{T}^{0} f(t)\cos n\omega t \mathrm{d}t\\ &b_n= \frac{2}{T}\int_{T}^{0} f(t)\sin n\omega t \mathrm{d}t \end{aligned} a0=T2T0f(t)dtan=T2T0f(t)cosnωtdtbn=T2T0f(t)sinnωtdt

若T -> ∞ , f(t)就不再为周期函数,就要傅立叶变换了

4. 傅立叶级数的复数形式

欧拉公式:

e i θ = cos ⁡ θ + i sin ⁡ θ e^{i\theta}= \cos \theta + i\sin \theta eiθ=cosθ+isinθ

可得到:

f ( t ) = a 0 2 + ∑ n = 1 ∞ [ 1 2 a n ( e i n ω t + e − i n ω t ) − 1 2 i b n ( e i n ω t − e − i n ω t ) ] = a 0 2 + ∑ n = 1 ∞ [ a n − i b n 2 e i n ω t + a n + i b n 2 e − i n ω t ] = a 0 2 + ∑ n = 1 ∞ a n − i b n 2 e i n ω t + ∑ n = − ∞ − 1 a − n + i b − n 2 e i n ω t ∑ n = 1 ∞ a n + i b n 2 e − i n ω t = ∑ n = 0 0 a 0 2 e i n ω t + ∑ n = 1 ∞ a n − i b n 2 e i n ω t + ∑ n = − ∞ − 1 a − n + i b − n 2 e i n ω t = ∑ − ∞ ∞ C n e i n ω t \begin{aligned} f(t) = &\frac{a_0}{2} + \sum_{n=1}^{\infty}[\frac{1}{2}a_{n}(e^{in \omega t}+ e^{-i n \omega t})- \frac{1}{2}ib_{n}(e^{in\omega t}- e^{-in \omega t})]\\ = &\frac{a_0}{2}+ \sum_{n=1}^{\infty}[\frac{a_{n}- ib_{n}}{2}e^{in \omega t} + \frac{a_{n}+ ib_{n}}{2}e^{-in \omega t}]\\ = &\frac{a_0}{2}+ \sum_{n=1}^{\infty}\frac{a_{n}- ib_{n}}{2}e^{in \omega t} + \stackrel{\sum_{n=1}^{\infty}\frac{a_{n}+ ib_{n}}{2}e^{-in \omega t}}{\sum_{n=-\infty}^{-1}\frac{a_{-n}+ ib_{-n}}{2}e^{in \omega t}}\\ = &\sum_{n=0}^{0}\frac{a_{0}}{2}e^{in \omega t} + \sum_{n=1}^{\infty}\frac{a_{n}- ib_{n}}{2}e^{in \omega t} + \sum_{n=-\infty}^{-1}\frac{a_{-n}+ ib_{-n}}{2}e^{in \omega t}\\ = &\sum_{-\infty}^{\infty}C_{n}e^{in \omega t} \end{aligned} f(t)=====2a0+n=1[21an(einωt+einωt)21ibn(einωteinωt)]2a0+n=1[2anibneinωt+2an+ibneinωt]2a0+n=12anibneinωt+n=12an+ibneinωtn=12an+ibneinωtn=002a0einωt+n=12anibneinωt+n=12an+ibneinωtCneinωt

看 系 数 C n : 看系数C_{n}: Cn:

C n = { a 0 2 = 1 T ∫ 0 T f ( t ) d t , n = 0 a n − i b n 2 = 1 T ∫ 0 T f ( t ) e − i n ω t d t n = 1 , 2 , 3 , ⋯ a − n + i b − n 2 = 1 T ∫ 0 T f ( t ) e − i n ω t d t n = − 1 , − 2 , − 3 , ⋯ C_{n}= \begin{cases} \frac{a_0}{2} = \frac{1}{T}\int_{0}^{T} f(t)\mathrm{d}t, \qquad n= 0\\ \frac{a_{n}- ib_{n}}{2}= \frac{1}{T}\int_{0}^{T} f(t)e^{-in \omega t} \mathrm{d}t \qquad n= 1, 2, 3, \cdots\\ \frac{a_{-n}+ ib_{-n}}{2} = \frac{1}{T}\int_{0}^{T} f(t)e^{-in \omega t} \mathrm{d}t \qquad n= -1, -2, -3, \cdots \end{cases} Cn=2a0=T10Tf(t)dt,n=02anibn=T10Tf(t)einωtdtn=1,2,3,2an+ibn=T10Tf(t)einωtdtn=1,2,3,

惊喜的发现:

f ( t ) = ∑ − ∞ ∞ C n e i n ω t f(t) = \sum_{-\infty}^{\infty}C_{n}e^{in \omega t} f(t)=Cneinωt

可以变为:

C n = 1 T ∫ 0 T f ( t ) e − i n ω t d t C_{n}= \frac{1}{T}\int_{0}^{T} f(t)e^{-in \omega t} \mathrm{d}t Cn=T10Tf(t)einωtdt

傅立叶变换,FT

有 f T ( t ) = f ( t + T ) 有f_T(t)= f(t+ T) fT(t)=f(t+T)

f T ( t ) = ∑ − ∞ ∞ C n e i n ω 0 t ( 1 ) ω 0 = 2 π T 基 频 率 f_T(t)= \sum_{-\infty}^{\infty}C_{n}e^{in\omega_0 t} \qquad (1) \qquad \omega_0 = \frac{2\pi}{T} \quad 基频率 fT(t)=Cneinω0t(1)ω0=T2π

C n = 1 T ∫ − T 2 T 2 f T ( t ) e − i n ω 0 t d t ( 2 ) ( 周 期 积 分 ) C_{n}= \frac{1}{T}\int_{-\frac{T}{2}}^{\frac{T}{2}} f_T(t)e^{-in \omega_0 t}\mathrm{d}t \qquad (2) \qquad (周期积分) Cn=T12T2TfT(t)einω0tdt(2)()

真正区分开不同函数的是Cn, 它定义了函数。

非周期,一般形式:

lim ⁡ T → ∞ f T ( t ) = f ( t ) \lim_{T \to \infty}f_T(t)= f(t) limTfT(t)=f(t)

Δ ω = ( n + 1 ) ω 0 − n ω 0 = ω 0 = 2 π T \Delta \omega = (n+ 1)\omega_0 - n \omega_0 = \omega_0 = \frac{2\pi}{T} Δω=(n+1)ω0nω0=ω0=T2π

T → ∞ , Δ ω → 0 , 离 散 → 连 续 T \to \infty, \Delta \omega \to 0 , 离散 \to 连续 T,Δω0,

将(2)代入(1)且代入 1 T = Δ ω 2 π \frac{1}{T}= \frac{\Delta \omega}{2\pi} T1=2πΔω

f T ( t ) = ∑ n = − ∞ ∞ Δ ω 2 π ∫ − T 2 T 2 f T ( t ) e − i n ω 0 t d t e i n ω 0 t f_T(t) = \sum_{n=-\infty}^{\infty}\frac{\Delta \omega}{2\pi}\int_{-\frac{T}{2}}^{\frac{T}{2}} f_T(t)e^{-in\omega_0 t}\mathrm{d}t e^{in\omega_0 t} fT(t)=n=2πΔω2T2TfT(t)einω0tdteinω0t

当 T → ∞ : 当T\to \infty: T:

∫ − T 2 T 2 d t → ∫ − ∞ ∞ d t \int_{-\frac{T}{2}}^{\frac{T}{2}} \mathrm{d}t \to \int_{-\infty}^{\infty} \mathrm{d}t 2T2Tdtdt

n ω 0 → ω n\omega_0 \to \omega nω0ω

∑ n = − ∞ ∞ Δ ω → ∫ − ∞ ∞ d ω \sum_{n=-\infty}^{\infty}\Delta \omega \to \int_{-\infty}^{\infty} \mathrm{d}\omega n=Δωdω

代入得:

f ( t ) = 1 2 π ∫ − ∞ ∞ ∫ − ∞ ∞ f ( t ) e − i ω t d t e i ω t d ω f(t) = \frac{1}{2\pi}\int_{-\infty}^{\infty} \int_{-\infty}^{\infty} f(t)e^{-i \omega t}\mathrm{d}t e^{i\omega t}\mathrm{d}\omega f(t)=2π1f(t)eiωtdteiωtdω

我们取出中间的积分式得到了FT:

F ( ω ) = ∫ − ∞ ∞ f ( t ) e − i ω t d t F(\omega) = \int_{-\infty}^{\infty} f(t)e^{-i\omega t}\mathrm{d}t F(ω)=f(t)eiωtdt

FT逆变换则为:

f ( t ) = 1 2 π ∫ − ∞ ∞ F ( ω ) e i ω t d ω f(t) = \frac{1}{2\pi}\int_{-\infty}^{\infty} F(\omega)e^{i\omega t}\mathrm{d}\omega f(t)=2π1F(ω)eiωtdω

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