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Fourier Processing Gabriel Peyré http://www.ceremade.dauphine.fr/~peyre/numerical-tour/

Signal Processing Course : Fourier

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Slides for a course on signal and image processing.

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Page 1: Signal Processing Course : Fourier

Fourier

Processing

Gabriel Peyréhttp://www.ceremade.dauphine.fr/~peyre/numerical-tour/

Page 2: Signal Processing Course : Fourier

Overview

•Continuous Fourier Basis

•Discrete Fourier Basis

•Sampling

•2D Fourier Basis

•Fourier Approximation

Page 3: Signal Processing Course : Fourier

�m(x) = em(x) = e2i�mx

Continuous Fourier Bases

Continuous Fourier basis:

Page 4: Signal Processing Course : Fourier

�m(x) = em(x) = e2i�mx

Continuous Fourier Bases

Continuous Fourier basis:

Page 5: Signal Processing Course : Fourier

Fourier and Convolution

Page 6: Signal Processing Course : Fourier

Fourier and Convolution

x! x+x 12

12

f

f

"1[! 12 ,

12 ]

Page 7: Signal Processing Course : Fourier

Fourier and Convolution

x! x+x 12

12

f

f

"1[! 12 ,

12 ]

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Page 8: Signal Processing Course : Fourier

Fourier and Convolution

x! x+x 12

12

f

f

"1[! 12 ,

12 ]

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Page 9: Signal Processing Course : Fourier

Overview

•Continuous Fourier Basis

•Discrete Fourier Basis

•Sampling

•2D Fourier Basis

•Fourier Approximation

Page 10: Signal Processing Course : Fourier

Discrete Fourier Transform

Page 11: Signal Processing Course : Fourier

Discrete Fourier Transform

Page 12: Signal Processing Course : Fourier

Discrete Fourier Transform

g[m] = f [m] · h[m]

Page 13: Signal Processing Course : Fourier

Discrete Fourier Transform

g[m] = f [m] · h[m]

Page 14: Signal Processing Course : Fourier

Overview

•Continuous Fourier Basis

•Discrete Fourier Basis

•Sampling

•2D Fourier Basis

•Fourier Approximation

Page 15: Signal Processing Course : Fourier

Infinite continuous domains:

Periodic continuous domains:

Infinite discrete domains:

Periodic discrete domains:

f0(t), t � R

f0(t), t ⇥ [0, 1] � R/Z

The Four Settings

f [m] =N�1�

n=0

f [n]e�2i�N mn

f0(�) =� +⇥

�⇥f0(t)e�i�tdt

f0[m] =� 1

0f0(t)e�2i�mtdt

f(�) =�

n�Zf [n]ei�n

Note: for Fourier, bounded � periodic.

. . . . . .

. . .. . .f [n], n � Z

f [n], n ⇤ {0, . . . , N � 1} ⇥ Z/NZ

Page 16: Signal Processing Course : Fourier

f [m] =N�1�

n=0

f [n]e�2i�N mn

Fourier Transforms

Discrete

Infinite Periodic

f [n], n � Z f [n], 0 � n < N

Periodization

Continuousf0(t), t � R f0(t), t � [0, 1]

f0(t) ⇥��

n f0(t + n)

Sam

plin

g

f0(�) ⇥� {f0(k)}k

Discrete

Infinite

Periodic

Continuous

Sampling

f [k], 0 � k < N

f0(�),� � R f0[k], k � Z Four

ier

tran

sfor

mIs

omet

ryf⇥�

f

f0(�) =� +⇥

�⇥f0(t)e�i�tdt f0[m] =

� 1

0f0(t)e�2i�mtdt

f(�) =�

n�Zf [n]ei�n

f(⇥),⇥ � [0, 2�]

Peri

odiz

atio

nf(⇥

)=

� k

f 0(N

(⇥+

2k�))

f[n

]=f 0

(n/N

)

Page 17: Signal Processing Course : Fourier

Sampling and Periodization

(a)

(c)

(d)

(b)

1

0

Page 18: Signal Processing Course : Fourier

Sampling and Periodization: Aliasing

(b)

(c)

(d)

(a)

0

1

Page 19: Signal Processing Course : Fourier

Uniform Sampling and Smoothness

Page 20: Signal Processing Course : Fourier

Uniform Sampling and Smoothness

Page 21: Signal Processing Course : Fourier

Uniform Sampling and Smoothness

Page 22: Signal Processing Course : Fourier

Uniform Sampling and Smoothness

Page 23: Signal Processing Course : Fourier

Overview

•Continuous Fourier Basis

•Discrete Fourier Basis

•Sampling

•2D Fourier Basis

•Fourier Approximation

Page 24: Signal Processing Course : Fourier

2D Fourier Basis

em[n] =1�N

e2i�N0

m1n1+ 2i�N0

m2n2 = em1 [n1]em2 [n2]

Page 25: Signal Processing Course : Fourier

2D Fourier Basis

em[n] =1�N

e2i�N0

m1n1+ 2i�N0

m2n2 = em1 [n1]em2 [n2]

Page 26: Signal Processing Course : Fourier

Overview

•Continuous Fourier Basis

•Discrete Fourier Basis

•Sampling

•2D Fourier Basis

•Fourier Approximation

Page 27: Signal Processing Course : Fourier

1D Fourier Approximation

Page 28: Signal Processing Course : Fourier

1D Fourier Approximation

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Page 29: Signal Processing Course : Fourier

2D Fourier Approximation