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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1answer
35 views

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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174 views

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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2answers
145 views

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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1answer
158 views

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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33 views

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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49 views

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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464 views

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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41 views

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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71 views

What are the steps to derive the following inverse Fourier transformations

I'm reading a text which is an introductory text on Fourier transforms. The author has two expressions: $$ F(\omega_{o}) = \frac{1}{\sigma \sqrt {2 \pi} } e^{\Large- ...
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3answers
144 views

Understanding dot product of continuous functions

I'm reading about Fourier analysis and in my book the author speaks about dot product for continuous functions $f, g\in L^2(a,b)$(the set of functions which are square-integrable on the interval ...
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48 views

If $f$ is $2 \pi$ periodic and $\int_{0}^{2 \pi} f(t) dt=0$ then $\int_{0}^{2 \pi} (f(t))^2 dt \le \int_{0}^{2 \pi} (f'(t))^2 dt$ [duplicate]

Given $f$ a real differentiable function, $2 \pi$ periodic such that $\int_{0}^{2 \pi} f(t) dt=0$ show that: $\int_{0}^{2 \pi} (f(t))^2 dt \le \int_{0}^{2 \pi} (f'(t))^2 dt$. When does equality hold? ...
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44 views

Finding the sum of a trigonometric series, fourier series

I need to compute that for $x \in [0, 2\pi]$ $$\sum_{n=1}^\infty\frac{\sin(nx)}{n^3} = \frac{1}{12}x(x-\pi)(x-2\pi)$$ by using the uniform convergence $$\sum_{n=1}^\infty\frac{\sin(nx)}{n} = ...
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26 views

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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1k views

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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1answer
134 views

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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385 views

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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52 views

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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110 views

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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138 views

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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52 views

Can a continuous function on a compact group $G$ be interpreted as the sum in $C(G)$ of its Fourier series?

For a given function $f\in C(G)$ on a compact group $G$ its Fourier transform is defined as the family of operators $$ \widehat{f}_\sigma=\int_Gf(t)\cdot\sigma(t^{-1}) \ \text{d}\ t,\quad ...
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113 views

Solve $\mathscr{F}^{-1} [ \cot{a \omega} \times \mathscr{F} \{ U(t) \sin{\omega_0 t} \} ] $ using contour integration

I wish to evaluate $y(t) = \mathscr{F}^{-1} [ \cot{a \omega} \times \mathscr{F} \{ U(t) \sin{\omega_0 t} \} ] $, where $\mathscr{F}$ represents the Fourier transform, and U(t) represents the ...
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1answer
32 views

what is the mathematical reason for slow functions having high spectral density at low frequencies and vice versa

Hi : I'm reading an introductory book on Fourier transforms. After explaining the forward and inverse transformation clearly, the author then states: " We realize the dual character of the forward ...
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1answer
34 views

How do I deal with a seemingly fractional delays in discrete time fourier transforms?

Is a transfer function of a discrete time system is $H(e^{j\Omega})=e^{-j\Omega/4}$ and I feed it an impulse, what will be it's response? I know that technically a transfer function of ...
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1answer
56 views

Exists $C$ constant: $||f||_{L^{\infty}(\mathbb{R})}\leq\{ ||f||_{L^2(\mathbb{R}}+||f'||_{L^2(\mathbb{R})} \}, \forall f\in S(\mathbb{R})$

Show that there exists $C$ constatant such that $||f||_{L^{\infty}(\mathbb{R})}\leq\{ ||f||_{L^2(\mathbb{R}}+||f'||_{L^2(\mathbb{R})} \}, \forall f\in S(\mathbb{R})$. This is a question in my ...
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197 views

Greens function of 1-d forced wave equation

[ORIGINAL PROBLEM] You are given hat the Green's function $g(x,t,\xi, \phi)$ is $\frac{\partial^2g}{\partial t^2} - \frac{\partial^2g}{\partial x^2}=\delta(t-\tau)\delta(x-\xi)$ with ...
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282 views

Fast convolution with striding

I want to convolve two discrete functions $f$ and $g$ using convolution stride size $a$ to get the result as $s_{a, i}$: $$s_{i,a} = \sum_i g_k f_{ai-k}$$ I know that simple convolution with $a=1$ ...
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108 views

Finding the period of the solution to $y'(x) = y(x) \cdot cos(x + y(x))$ with Fourier transform; how to interpret complex result?

A question elsewhere on this site asks about detecting the frequency of oscillations in a system defined by differential equations. The equation is $y'(x) = y(x) \cdot cos(x + y(x))$. The solution ...
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87 views

The Fourier sine transform of $f(x)/\sin x$

Is the following result $$\lim_{\lambda \to \infty} \frac{2}{\pi} \int_0^\infty \frac{f(x)}{\sin x} \sin(\lambda x) \, dx = f(0) + 2\sum_{k = 1}^\infty f(k\pi),$$ where $\lambda$ is an odd integer, ...
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1answer
61 views

the delta function written as the integral of a complex number

Hi: I've been reading an introductory book on Fourier transforms. The author explains the $\delta$ function ( while noting that it's really a distribution ) in the following manner which makes a lot ...
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1answer
71 views

Identically distributed and same characteristic function

If $X,Y$ are identically distributed random variables, then I know that their characteristic functions $\phi_X$ and $\phi_Y$ are the same. Does the converse also hold?
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158 views

Square-summable sequence and Fourier series

Every square-summable sequence $(a_{n})_{n}$ is represented by $a_{n}=\widehat{f}(4^n)$, where $\widehat{f}(i)$ is Fourier coefficient of continuous function $f$. Where can I find proof of this ...
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225 views

Autocorrelation Function and Power spectrum from ACF

In my assignment I am required to write or use a C code to find the autocorrelation function of a given function and then find the power spectrum from it. The function is as follows: $$f(t) = \cos(10 ...
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28 views

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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150 views

Limit of an integration formula

Let $f$ be a smooth real (or complex) valued function defined on $S^2$. Then a direct calculation shows that $$\int_{S^2}f(x)e^{ixy}\, ...
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372 views

Fourier transform of $e^{-|t|}\sin(t)$

How can i calculate the Fourier transform of $e^{-|t|}\sin(t)$. I guess I need to do something with convolution, but I am not sure. Can somebody show me the way?
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1answer
166 views

Let $f(x) = |\cos(x)|$. Prove the corresponding Fourier series converge point-wise or uniform and show identity.

Consider $f(x) = |\cos(x)|$ for $x \in \mathbb R$. I've proved the n'th fourier coefficient $c_n = \int^{\pi}_{-\pi} f(y)e^{-iny} \ dy = \frac 1 {2\pi} \frac {(-1)^{n-1}} {n^2-\frac 1 4}$. However, ...
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1answer
46 views

Question about the weak (1,1) bound for the Hilbert Transform (Javier Duoandikoetxea's Fourier Analysis)

I've been reading Duoandikoetxea's book, and, in chapter 3, he proves a weak (1,1) bound for the Hilbert transform. To set my question up, I'll outline the argument, and then point out where I'm ...
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1answer
268 views

$\sum_{n=1}^\infty \frac{1}{n^4}=\frac{\pi^4}{90}$ [duplicate]

How we can do this sum? $$ \sum_{n=1}^\infty \frac{1}{n^4}=\frac{\pi^4}{90} $$ I know that we could possibly use a Fourier series decomposition however I don't know what function to start with. I ...
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2answers
92 views

How to integrate this fourier transform?

I want to integrate $$\int_{-\infty}^{\infty} \frac{e^{itx}}{{1+x^2}} dx.$$ I don't see how substitution or integration by parts could help here. Does anybody know how to do this?
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47 views

Fourier series, estimate the values of $a_0$, $a_n$ and $b_n$.

Using the following periodic function (period of $2\pi$) $$F (x) =\begin {cases} 4.&-\pi \lt x \lt -\pi/2\\ -2.& -\pi/2 \lt x \lt \pi/2\\ 4.&\pi/2 \lt x \lt \pi ...
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90 views

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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1answer
77 views

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 ...
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1answer
165 views

How to use FFT algorithm

Given a set of n particles electric charge carriers founds on the points (1,0), (2,0), .... (n,0) on a plane. The particle charge that found in point (i,0) is noted as Qi. the force that act on the ...
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1answer
37 views

Proving that a set $\{\psi_n(x)\}_1^\infty = \{\sqrt{c}\;\phi_n(cx+d)\}_1^\infty$ is an orthonormal basis

I have the following problem I need to solve: Suppose $\{\phi_n\}_1^\infty$ is an orthonormal basis in $L^2(a,b)$ (set of square-integrable functions on $[a,b]$). Suppose $c>0$ and $d\in ...
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1answer
25 views

Understanding a Fourier analysis problem

I have the following problem from my Fourier analysis book: where $PC(a,b)$ is the set of piecewise-continuous functions. I don't quite understand my task in this problem, what am I supposed to ...
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1answer
34 views

Why does $\overline{\langle f, \phi_n\rangle }\langle f, \phi_n\rangle = |\langle f, \phi_n\rangle|^2$

If $f(x)$, $\phi_n(x) \in \mathbb{C}$, $\;\;-\infty<a<x<b<\infty$ and $$\langle f, \phi_n\rangle = \int_a^b f(x)\overline{\phi_n(x)}\;dx,$$ then why does: $$\overline{\langle f, ...
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1answer
69 views

Fourier transform of $\frac{x_i^2}{|x|^2}$

For a function $f$ in $L^1(\mathbb{R}^n)$, it is natural to define the Fourier transform as $$\mathscr{F}(f)(\xi)=\int_{\mathbb{R}^n}f(x)e^{-ix\cdot \xi}dx.$$ And the we may extend it to rapidly ...
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2answers
66 views

Plancherel expression

I was working on Fourier transform when I see this expression : Can someone explain : -- What means the bar under the function f ? Does a complex conjugate make sens here ? -- What can be the uses ...
6
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3answers
78 views

Prove that $u(x,t)=\int_{-\infty}^{\infty}c(w)e^{-iwx}e^{-kw^2t}dw\rightarrow 0$ if $x\rightarrow \infty$

I have the following problem: Be the equation: $$u(x,t)=\int_{-\infty}^{\infty}c(w)e^{-iwx}e^{-kw^2t}dw$$ Show that $u\rightarrow 0$ as $x\rightarrow \infty$, even when $e^{-iwx}$ does not falter ...