What is Fourier transform and Fast Fourier transform (FFT)?



Mathematics

Release date:2023/11/18         

In Japanese


■Fourier series

Any periodic signal can be expressed using trigonometric functions (sin, cos), and these functions are called Fourier series. The formula is as follows.

■Complex fourier series

For Fourier series, it is sometimes more convenient to use complex exponential functions rather than trigonometric functions. From Euler's formula;



Substituting this into equation (1), we get


■Fourier Transform:FT

While the Fourier series expresses a periodic function, the Fourier transform expresses the frequency components of an aperiodic function. The idea is that even an aperiodic function can be treated as a periodic function if the period is treated as infinite. The formula is as follows.


■Discrete Fourier Transform:DFT

When real signal data is imported into a computer, etc., the data is discretized, so the Fourier transform described above cannot be used. Therefore, the method used to perform Fourier transform on a discretized signal is called discrete Fourier transform. Among discrete Fourier transforms, a method that performs calculations at high speed is called fast Fourier transform (FFT), and I think that when we say DFT, we often refer to FFT. A constraint on fast Fourier transform is that the number of data must be 2 to the n power (for example, 128,256,512). The formula for fast Fourier transform is as follows.



The image after fast Fourier transform is below. This method of analyzing which frequency components are included in time series data is called frequency analysis or spectral analysis. A specific example is explained here.










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Mathematics