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Transformada Fourier
Transformada Fourier
f (t) =
2
F() exp(i t) d
La transformada
de
Fourier
F ( ) =
f (t ) exp(it ) dt
De la Serie de Fourier a
la Transformada de Fourier
La serie de Fourier nos permite obtener una
representacin en el dominio de la frecuencia
de funciones peridicas f(t).
Es posible extender de alguna manera las
series de Fourier para obtener una
representacin en el dominio de la frecuencia
de funciones no peridicas?
Consideremos la siguiente funcin peridica
de periodo T:
f(t)
p
...
-T
0
T/
-T/
2
2
p/
-p/
2
2
f (t ) = 1
0
T
2
p
2
p
2
T ...
<t <
<t <
<t <
t
p
2
p
2
T
2
p sen(n )
cn =
T (n )
p
0 2
p
0 2
cn
0.4
0.2
-0.2
-60
-40
-20
20
40
60 w=nw
p = 1, T = 2
f(t)
1
0.5
0
-20
-10
1.5
10
20
10
20
10
20
10
20
p = 1, T = 5
f(t)
1
0.5
0
-20
-10
1.5
p = 1, T = 10
f(t)
0.5
0
-20
-10
1.5
p = 1, T = 20
f(t)
1
0.5
0
-20
-10
cn
p = 1, T = 2
0.4
0.2
0
-0.2
-50
=n0
50
0.3
p = 1, T = 5
0.2
0.1
0
-0.1
-50
0.15
50
p = 1, T = 10
0.1
0.05
0
-0.05
-50
0.06
50
p = 1, T = 20
0.04
0.02
0
-0.02
-50
50
p = 1, T =
f(t)
1
0.5
0
-20
-10
10
20
f (t ) =
c e
n =
in0t
T /2
Recordemos:
cn =
f (t )e
1
T
in0t
dt
T=
T / 2
1 T /2
in0t
in0t
dt e
T f (t )e
n = T / 2
1
f (t ) = 2
n =
T /2
f (t )e
T / 2
in0t
in0t
dt 0 e
Cuando T , n0 y 0 d y el sumatorio
se convierte en:
i t
i t
f (t )e dt e d
f (t ) =
1
2
La transformada de Fourier
Es decir,
f (t ) =
1
2
F ( )e
it
donde:
F ( ) =
f (t )e
i t
dt
Identidad
de Fourier
o antitransformada de
Fourier
Transformada
de Fourier
La transformada de Fourier y
la transformada inversa de Fourier
F () =
f (t ) exp(i t ) dt
1
f (t) =
2
F() exp(it) d
f
denota por F o , es decir
F [ f (t )] = F ( ) = f ( ) =
f (t ) e
i t
dt
F [ F ( )] = f (t ) =
1
1
2
F ( )e
i t
Transformadas integrales
b
F ( ) = K ( , t ) f (t ) dt
a
Problem in
Transform space
Transform space
Inverse transform
Integral transform
Original
problem
Solution in
Difficult solution
Solution of
original problem
f(t)
t
-p/ 0
2
p/
2
f (t ) = 1
0
t < 2p
p
2 <t <
p
2 <t
p
2
Integrando:
F ( ) =
f (t )e
i t
p/2
dt =
1
i
i t
Usando la frmula
de Euler:
p/2
p / 2
i t
dt
p/2
1
i
(e
i p / 2
sen(p / 2) =
i p / 2
i p / 2
e i p / 2
2i
sen (p / 2)
F ( ) = p
= p sinc (p / 2)
p / 2
f (t ) = 1
0
p
2
t<
p
2 <t <
p
2
<t
En forma grfica,
la transformada es:
F(w)
p =1
p
2
F ( ) = p sinc (p / 2)
0.5
0
-50
50
La funcin sinc(x)
Sinc(x/2) es la
transformada de
Fourier de una
funcin rectngulo.
Sinc2(x/2) es la
transformada de
Fourier de una
funcin triangulo.
Sinc2(ax) es el
patrn de difraccin
de una ranura.
sinc2(/2)
sinc 2 ( / 2)
(t )
1
-1/2
TF
1/2
t
0
m,n
1 if m = n
0 if m n
if t = 0
(t )
0 if t 0
(t)
fm(t) = m exp[-(mt)2]/
(t)
f3(t)
f2(t)
f1(t)
t
(t)
(t ) dt = 1
(t a ) f (t ) dt = (t a ) f ( a ) dt =
exp( i t ) dt = 2 ( )
exp[ i ( )t ]
dt = 2 ( )
f (a )
i t
f ( ) = (t )e dt = 1
(t)
1
t
f(t) = 1 es:
f () = 1 eit dt = 2 ()
1
2
()
Recordemos
t
T
0 , t <
2
T
T
f (t ) = 1 , t
2
2
T
<t
0 ,
2
T
sen
2
f ( ) = T
T
2
T
T
2
2
T
2
T
0 , t < 2
T
T
f (t ) = 1 , t
2
2
0, T < t
2
T
f (t ) = 1
T
sen
2
f ( ) = T
T
2
T
f ( ) = 1eit dt
= 2 ( )
f ( ) = cos(0t ) eit dt
f (t ) = cos(0t )
i 0 t
e
=
+e
2
i 0 t
it
1
e dt = (ei ( 0 )t + ei ( +0 )t )dt =
2
f ( ) = 2 [ ( ) + ( + )]
0
0
2
f ( ) = [ ( 0 ) + ( + 0 ) ]
F {cos(0t )}
cos(0t)
0
0 +0
f ( ) =
i t
sen
(
t
)
dt =
0 e
i 0 t
e
=
e
2i
i 0 t
1
i t
i ( 0 ) t
i ( + 0 ) t
(
)dt
e dt =
e
e
2i
f ( ) = i [ ( + 0 ) ( 0 ) ]
F{sen(0 t)}
sen(0t)
0
0 +0
F {e
i 0 t
}= e
i 0 t
i t
dt =
i ( 0 ) t
dt = 2 ( 0 )
exp(i0t)
Im
0
Re
0
F {exp(i0t)}
t
t
Im
Re
TF
exp(i0t)
0
F {exp(i0t)}
TF
Sum
e at , t 0
f (t ) =
0, t < 0
a>0
f ( ) = e e
at
i t
dt =
e
0
( a + i ) t
dt =
( a + i ) t
e
a + i
1
1
=
(0 1) =
a + i
a + i
1 a i
=
a + i a i
a
i 2
2
2
a +
a +2
F {exp(at )} =
2
exp( at
) exp(it ) dt
exp( 2 / 4a )
exp( / 4a)
exp( at )
2
TF
0
Ms adelante lo demostraremos.
g ( x) = F
{G (k )} =
1
2
ikx
G
(
k
)
e
dk
G (k ) =
ikx
g
(
x
)
e
dx
ikx '
1
ikx
ikx '
G (k )e dk = g ( x)e dx e dk =
1 ik ( x ' x )
g
x
e
dk
(
)
2
dx
( x ' x )
g ( x ')
3
3
(
)
(
)
i
3
i
+
3
1
F (g ) = g ( )eix d
i x
2
5
F (g ) =
e d =
3
3
(
i 3) (i + 3)
2
5
ix
i x
e
d
e
d
3
3
(i
+ 3)
i 3)
I1
I2
e izx
f ( z) =
z = 3i polo de orden 3
3
(iz 3)
ix 2 e3 x
[f(z)] =
Re
s
2
z = - 3i
I1 = 4 i Re s [f(z)] = 2 x 2 e3 x ; x < 0
z = - 3i
I1 = 0; x > 0
Clculo de I 2 (teora de residuos):
5
i
e
d
I2 =
3
(
i + 3)
eizx
z = 3i polo de orden 3
f(z) =
3
(iz + 3)
ix 2 e 3x
[f(z)] =
Re
s
2
z = 3i
5 2 3 x
I 2 = 10 i Re s [f(z)] = 2 x e ; x > 0
2
z = 3i
I 2 = 0; x < 0
2x e ; x < 0
1
F (g ) =
5x 2 e 3 x ; x > 0
g ( ) =
1
6 2 13 i 6
Respuesta.
f ( x ) = g ( )e ix d
1
2
3
g ( z) =
, z1 = i, z 2 = i
6( z z1 )( z z 2 )
3
2
0:
2
g ( z )e izx dz = 2i Res(G ( z ), z k ) =
-R
k =1
(R)
G ( z )dz + G ( w)dw
Haciendo lim R
1
Como lim g ( z ) = lim 2
=0
z
z 6 z 13iz 6
lim
R ( R )
Entonces:
2
f ( x) = 2i Res(G ( z ), z k ) =
5
Si x <
32 x 23 x
e e
0:
g ( z )e izx dz = 2i Res(G ( z ), z k ) =
k =1
(R)
G ( z )dz G ( w)dw
R
Haciendo lim R
Como lim g ( z ) =
z
-R
1
= lim
=0
2
z 6 z 13 iz 6
lim
g ( z )e dx = 0 (Lema 3 de Jordan)
Entonces:
f ( x) = 2i Res(G ( z ), z k ) = 0
R ( R )
izx
2 3 x 2 x
e 2 e 3 , x 0
f(x) = 5
0, x < 0
g ( x) dx <
F (t ) exp(i t ) dt
1
= 2
2
F (t ) exp(i[ ] t ) dt
1
= 2
2
F ( ) exp(i[ ] ) d
= 2 f ( )
Este el motivo por el que a menudo f y F se dice que son
un "par transformado."
F { f ( x)} = Fr (k ) + iFi (k )
F { f ( x)} = Fr (k ) + iFi (k )
Fr (k ) =
f ( x) cos(kx)dx
Fi (k ) =
f ( x) sin(kx)dx
f
(t)
+
g(t)
f
F .T .
g(t)
g ( )
F .T .
f (t)
f ( ) (a + ib) f (t)
(a + ib) f( )
F .T .
La transformada de Fourier de la
combinacin lineal de dos funciones.
F()
f(t)
t
G()
g(t)
F() + G()
f(t) + g(t)
t
F {af (t ) + bg (t )} =
aF { f (t )} + bF{g (t )}
a
0 , t >
2
b
a
<t<
f (t) = 1 ,
; a> b>0
2
2
b
2 , t <
a
b
0 , t >
0 , t >
2 ; h(t) =
2
donde g(t) =
1 , t < a
1 , t < b
2
2
Luego:
f ( ) = g( ) + h( )
b
a
sen
sen
2
2 + b
f () = a
b
a
2
2
2
2
0
-a
-b
0,
t < a
1, a < t < b
f (t ) = 0, b < t < b
b< t < a
1,
0,
t >a
0
g(t) =
1
, t >a
, t <a
f (t ) = g(t) h(t)
0
h(t) =
1
, t >b
, t <b
0
g(t) =
1
, t >a
, t <a
0
h(t) =
1
, t >b
, t <b
F.T .
F.T .
g() =
2a sen(a)
2 a
2b sen(b)
h() =
2 b
1
F { f (at )} =
a
2. Escalado:
F { f (t )} = f ( )
F { f (at )} =
f (at )e
i t
dt =
1
f (at )e
1
f (t ' )e
i ( at )
a
i t '
a
d (at ) =
1
dt ' =
a
f
a
f
a
F()
f(t)
Efecto de
la propiedad
de escalado
Mientras ms
corto es el
pulso, ms
ancho es el
espectro.
Esta es la esencia
del principio de
incertidumbre en
mecnica cuntica.
Pulso
corto
Pulso
medio
Pulso
largo
f (t + a) = g(t)
g ( ) =
g ( ) =
i t
g
(
t
)
e dt =
f (t + a ) eit dt
f (u ) ei (u a ) du
= eia
g ( ) = eia f ( )
f (u ) eiu du
4. : f (t) = f (t) f ( ) = f ( )
*
Re f ( ) = Re f ( )
Im f ( ) = Im f ( )
5. :
f (0 ) =
f (t )dt
1
f (0 ) =
2
f ( )d
5. Identidad de Parseval :
(t)g(t)dt =
f * ( ) g ( )d
i 't
i t
f
(
)
d
g
(
'
)
d
'
e
e
dt =
i ( 't )
*
= f * ( ) g ( )d
= d f ( ) d ' g ( ' ) dt e
( ' )
En particular:
f (t) = g(t)
f (t)
dt =
f ( ) d
Teorema de Rayleigh
E(-x) = E(x)
E(x)
E ( x ) [ f ( x ) + f ( x )] / 2
O(x)
O(-x) = -O(x)
O ( x ) [ f ( x ) f ( x )] / 2
f(x)
f ( x) = E ( x) + O ( x)
i t
i
t
i t
f ( ) = f (t ) e dt = f (t ) e dt + f (t ) e dt
0
f ( ) = f (t ) it dt + f (t ) it dt = f (t ) it + it dt
e
e e e
0
0
0
f ( ) = 2 f (t ) cos(t )dt
0
i t
i t
i t
f ( ) = f (t ) e dt = f (t ) e dt + f (t ) e dt
0
i t
i t
f ( ) = f (t ) e dt + f (t ) e dt = f (t ) eit + eit dt
0
0
0
f ( ) = 2i f (t ) sen(t )dt
0
F { f ( x )} =
f ( x )e
ikt
dx = f (k )
(1 + x )
2
1.
(1 + x )
2 2
e ikx
dx
Nos piden la integral F (k ) = 2
x + 1
Pasamos la integral al plano complejo :
e ikz
1
dz integral " tipo 3" con f ( z ) = 2
I = 2
z + 1
z +1
f ( z ) es analtica z C, excepto z1 = -i y z 2 = i
z
z
i
1
+
z =i
z i
C1
e ikz
e ikz
k
F (k ) = 2i Res 2 = 2i lm
=
z
1
z
i
+
+
z =i
z i
De modo que : F (k ) = e
2.
C2
df
2x
df
=
Puesto que F = ikF [ f ] y
:
2
2
dx 1 + x
dx
2x
F
1 + x 2
x
k
F
ik
e
=
2
2 2
1 + x
k
x
ike
G (k ) = F
=
2 2
2
1 + x
6. Transformada de la derivada:
F(f
(n)
7. Transformada xf(x):
F ( xf ( x )) = iF( f ( x )) = iF( k )
Y en general:
F x f ( x ) = i F( k )
n
f ( x) = exp
2
Derivando tenemos:
ax 2
ax 2
f ( x) = ax exp
= axf ( x)
f ( x) = exp
2
2
Transformando a ambos lados de la ecuacin y usando las siguientes
propiedades de la TF:
ikF (k ) = iaF(k )
ikF (k ) = iaF(k ) F (k ) = Be
F (k ) = Be
k2
2a
= e
ax 2
k2
2a
e ikx dx
u2 = ax2/2
B = F (0) = e
ax 2
2 u 2
2 u 2
dx =
e du = 2
e du
a
a 0
2 e t
2
=
dt =
a 0 t
a
2
F (k ) =
e
a
k2
2a
u2 = t
Convolucin
Se define la integral de convolucin de dos funciones
f(t) y g(t) del siguiente modo:
( f g )(t ) = f (u )g (t u )du
f (t u )g (t )du
Ejemplo visual:
rect(x)
rect(x) = (x)
f (t ) (t a) =
f (t u ) (u a ) du
= f (t a )
Convolucionar una funcin con una delta,
simplemente centra la funcin sobre la delta.
Propiedades de la convolucin
Commutativa:
f g = g f
Asociativa:
f (g h) = ( f g) h
Distributiva:
f (g + h) = f g + f h
El teorema de convolucin o
teorema de Wiener-Khitchine
F ( f (t ) * g (t ) ) = F ( w) G ( w)
Convolucin en el espacio real es equivalente a
multiplicacin en el espacio recproco.
F { ( x)} =
F {rect( x)} =
sinc(k / 2)
sinc 2 (k / 2)
( f g )(t ) = f (u ) g (t u )du =
1
2
1
i
u
f ( ) e d
g ( ' ) e
i ' ( t u )
d ' du =
i 't 1
i ( ') u
( )d =
du
d
'
f
e
(
'
)
g
e
2
'
)
i 't
g ( ') e ( ')d ' f ( )d =
f ( ) g ( ) eit d = f (t ) g (t )
F ( f (t ) * g (t ) ) = F ( w) G ( w)
, t >
0
2
f (t ) =
T
cos(0t ) , t <
2
f ( ) = cos(0t ) eit dt
T
2
T
2
ei0t + ei0t it
=
e dt
2
T
2
i ( 0 ) t
i ( + 0 ) t
ie
f ( ) = 1 ie
+
2 0
+ 0 T
+
2 0
2
2
0
T
T
sen ( 0 ) sen ( + 0 )
2
2
f ( ) = T
+
T
T
2 ( )
( + 0 )
0
2
2
, t >
0
2
f (t ) =
T
cos(0t ) , t <
2
0
h(t ) =
1
T
, t >
2
T
, t <
2
TF
T
sen
2
h( ) = T
T
, t >
0
2
f (t ) =
T
cos(0t ) , t <
2
f = hg = h g
g(t ) = cos( 0 t)
TF
g ( ) =
[ ( 0 ) + ( + 0 )]
f (t ) = h(t ) g (t )
( )
h g ( ) = 1
2
f = hg = h g
h(t ) g (t ) eit dt
T
sen '
1
2
[
=
T
( '0 ) + ( '+0 )]d '
T
2
2
'
2
T
T
sen ( 0 ) sen ( + 0 )
2
2
f ( ) = (h g )( ) = 1 T
+
T
T
2 2 ( )
( + 0 )
0
2
2
0
f (t) =
1
ab
, t>
2
ab
, t<
2
a + b
a + b
+ t +
g(t) = 2 t
2
2
1
2
( f g )(t) =
f (u)g(t u)du
a+b
a+ b
( f g )(t) = f (u) (t
u) + (t +
u) du
2
2
a+b
a+b
( f g )(t) = f (t
) + f (t +
)
2
2
es decir que el producto de convolucin de f(t) y g(t) son dos funciones
pulso de anchura a-b centradas en (a+b)/2 y -(a+b)/2 cuya grfica es la
siguiente:
0
-a
-b
2a sen(a) 2b sen(b)
2 a
2 b
( f g )(t) = f ( )g( )
F .T .
0
f (t) =
1
ab
, t>
2 F.T
.
ab
, t<
2
ab
sen(
)
a
b
2
f() =
2 a b
2
g( ) =
1
it
g(t) e dt
g( ) =
a + b
1
a + b it
+ t +
e dt
2 t
2
2
2
a + b
+e
= 2cos
g( ) = e
2
ab
sen(
)
2 2cos a + b
f () g () = a b
2 a b
2
2
i
a+ b
2
a+ b
2
ab
sen(
)
2 2cos a + b
f () g () = a b
2 a b
2
2
f () g () =
a + b
2 1
ab
2sen(
)cos
2
2
f () g () =
2 1
sen(a) sen(b)]
[
que coincide con la transformada que habamos calculado del otro modo.
sen
(
)
2
f ( ) = T
2 2
T
2
4
2
1
2
f (t ) =
f (t ) =
f ( )eit d
T
2
sen
(
)
T2
1
it
2
d=
2 2
e
2 2 T
4
sen( )
1
T
2 it d
2 T e
2
T
T
sen( )
sen( )
T
T
1
i t
2
2
f (t) =
d
e
2 2
2
2
2
y, llamando:
T
0 , t >
sen(
)
2
T
Antitransformada g(t) =
2
g( ) =
T
de
Fourier
T
2
1 , t < 2
2
1
f (t) =
2
i t
g( )g ( ) e d =
1
2
2 (g g)(t)
Teorema de convolucin
(g g)(t) =
donde
1
2
g(u)g(t u)du
T
0 , t >
2
g(t) =
1 , t < T
Si t < T (g g)(t) = 0
1
2
t+
T
2
t+T
T1 1 du = 2
1
2
T
2
T t
T1 1 du = 2
Luego:
T t
, t <T
f (t) = (g g)(t) =
2
0 , t > T