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For me, the most intuitive explanation of the Fourier transform is geometric and is as follows: If: . you have a vector space equipped with a dot product
by ur-whale 4y ago
For me, the most intuitive explanation of the Fourier transform is geometric and is as follows:
If:
. you have a vector space equipped with a dot product - say R³
. you have a specific orthonormal basis of said vector space - say (i, j, k) in R³
. you have a vector V - say V ∈ R³
. you want the coordinates of V in that basis
. then all you have to do is take the dot product of V with each member of the basis (i.e. you *project* V onto each basis member).
. in other words: V = Sum_over_basis_members[ individual_basis_member * Dot_product[V, individual_basis_member] ]
And magically, that's all the various Fourier transforms are:
. the discrete Fourier transform (both signal and basis are discrete and finite, dot product is the usual suspect)
. the Fourier series (basis is discrete and infinite, signal is a continuous periodic function, dot product is the continuous version of the standard dot product, i.e. an integral)
. the Fourier transform (basis is infinite and continuous, signal is any "well-behaved" function, and the reconstruction of the "vector" involves a double integral, one for the dot product and one for the summation over basis terms)
For example, for the Fourier series:
. The "Vector" is any well-behaved periodic function (don't recall exactly what well-behaved entails, but not the most important part of the story anyways)
. The vector space is the set of well-behaved periodic functions
. The basis is the family of functions Exp[2*π*i] where the parameter i = {0, 1, 2, 3, ..., infty}
. The dot product is the cross-correlation between the function and a basis member: i.e. Integral[x=0, x=2*π, function*basis_member]
. You rebuild the function as:
function = Sum_over_basis_members[ basis_member Dot_product[function, basis_member] ]
And that's it.