Tagged Questions

Fourier analysis, also known as spectral analysis, encompasses all sorts of Fourier expansions, including Fourier series, Fourier transform and the discrete Fourier transform (and relatives). The non-commutative analog is (representation-theory).

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intuition behind inverse transform of $cos(\omega_{0} t)$

Hi: After looking around the internet and looking at solutions to similar questions, I was finally able to convince myself of the following mathematically. If $G(\omega_{0}) = cos(\omega_{0} t)$, ...
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Problem about average of cos square (nt) where n is arbitrary

I often see people just say time average of cos^2(nwt) is 1/2, I want to know in what cases this is not valid? w is just the frequency, can be assumed as a constant. Assuming you are always ...
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Easiest way to prove integral of $e^{ikx}$ is $\delta(k)$

What is the easiest way to to derive the following equation: $$\int_{-\infty}^{\infty}e^{ikx}dx = 2\pi\delta(k)$$ I understand the equation can be derived by assuming the Fourier integral theorem, ...
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trigonometric interpolation of a sampled signal

Given N sampled points, using the FFT we can get the Fourier transform of those N points $X_k$. With N/2 the Nyquist frequency and $X_0$ the DC value. Using the inverse we can then get back the ...
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Characteristic Function Inversion

I am studying the relationship / bijection between characteristic functions and CDFs. In particular, given a characteristic function $\phi$ it is posible to recover the cumulative density function ...
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Can one express $f'(x)$ with the same basis as one uses for $f$?

If I have an orthonormal basis $\{\phi_n\}_1^\infty$ in space $L^2(a,b)$ and the generalized Fourier series expansion for $f$ would be: $$f= \sum \langle f, \phi_n\rangle\phi_n,$$ then can one use ...
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Show that $f(x)$ is orthogonal to $f'(x)$ in $L^2(-\pi, \pi)$

I have the following problem: Suppose $f$ is of class $C^{(1)}$, $\;2\pi$-periodic, and real-valued. Show that $f'$is orthogonal to $f$ in $L^2(-\pi, \pi)$ by a) expanding $f$ in ...
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Convolution of L1 & L2 function: definition

A book that I'm reading makes the following statement that I'm not sure how to understand: On $\mathbb R^n$, if $f\in L1$ and $g\in L2$, we have: $$\widehat{f*g}=\hat f \hat g$$ How do I read it? I ...
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Proving that $\langle f, g\rangle = \sum_n \langle f, \phi_n \rangle \overline{\langle g, \phi_n \rangle}$

I have the following problem to solve: If the set of functions $\{\phi_n \}_1^\infty$ is an orthonormal basis in $L^2(a,b)$ and the functions $f, g \in L^2(a,b)$, then show that: ...
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A proof regarding Fourier-Polynoms

I want to prove the following: Let $f:\mathbb{R}\rightarrow \mathbb{C}$ so that $f \big |_{[0,2\pi]}$ is integrable. Let $V$ be the vectorspace of all $2\pi$-periodic functions and $U \subset V$ be ...
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Calculating own dft via matlab?

We are asked to code our own dft function from the formula : If everything is done correctly it should give the same result with matlab's own dft function, in the end I'm comparing them but they ...
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a generalization of normal distribution to the complex case: complex integral over the real line

How to prove $\int_{\mathbb{R}} e^{-\frac{(x+it)^2}{2}}dx=\sqrt{2\pi}$ for any $t\in \mathbb{R}$? I only obtained the case that $t=0$, $\int_{\mathbb{R}} e^{-\frac{x^2}{2}}dx=\sqrt{2\pi}$. Thanks.
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When is a Fourier series analytic?

By Fourier theory, every continuously differentiable function $f : S^1 \to \mathbf C$ admits a unique, uniformly convergent Fourier expansion $$f(\theta) = \sum_{n\in \mathbf Z} a_n e^{in\theta}.$$ ...
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Show that there does not exist $f\in L^2(R)$ such that $\overline{{\rm span}\{f(\cdot-n):n\in Z\}}=L^2(R)$

Show that there does not exist $f\in L^2(R)$ such that $$\overline{{\rm span}\{f(\cdot-n):n\in Z\}}=L^2(R).$$ In other words, for any square function $f$, the space of the span of all shifts of ...
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Integral is equal to $0$

Let be $f \in L^1[0,1]$, then it applies $\int_0^1 \exp(2i\pi xk)f(x n)\,dx=0$ for $n,k\in \mathbb{N}$ with $0<k<n$. Ideas: f can be extended to a function on $\mathbb{R}$ with period $1$, ...
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What is the theory behind Fourier transform of “bad” (e.g. unbounded) functions?

When I was first introduced to Fourier transform, its core was a formula for it, something like: $$\tilde f(k)=\int_{-\infty}^{\infty} e^{-2\pi i kx}f(x)\text{d}x.\tag1$$ It works nice for good ...
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Vector*Matrix multiplication through Fast Transforms

I have recently read a paper in which the authors indicated they used a Fast Cosine Transform to implement a Vector*Matrix multiplication. The idea is to decrease complexity when implementing such ...
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Half range expansion

This is a exercise of sine half range expansion I do the bn expansion and is not the final result
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Proving that orthonormal set is an orthonormal basis

If I know that the set of functions $\{\phi_n\}_1^\infty$ forms an orthonormal basis on $L^2(a,b)$ and the set $\{\psi_n\}_1^\infty$ is an orthonormal set on $L^2(\frac{a-d}{c}, \frac{b-d}{c})$, with ...