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x F x x e F x ' i N F x iω F x k F x R iQ R Q F x ' iω F x iω R iQ ω (Q iR x

This document discusses how derivatives can be calculated using the discrete Fourier transform. It shows that the Fourier transform of a derivative, Fk(xn'), is equal to iω times the Fourier transform of the original function, Fk(xn). The real and imaginary parts of the Fourier coefficients, Rk and Qk, allow the derivative to be determined by taking the inverse Fourier transform of -ω(Qk - iRk). Finally, it illustrates for a continuous function x(t) that the Fourier transform of the derivative is also equal to iω times the Fourier transform of the original function.

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32 views

x F x x e F x ' i N F x iω F x k F x R iQ R Q F x ' iω F x iω R iQ ω (Q iR x

This document discusses how derivatives can be calculated using the discrete Fourier transform. It shows that the Fourier transform of a derivative, Fk(xn'), is equal to iω times the Fourier transform of the original function, Fk(xn). The real and imaginary parts of the Fourier coefficients, Rk and Qk, allow the derivative to be determined by taking the inverse Fourier transform of -ω(Qk - iRk). Finally, it illustrates for a continuous function x(t) that the Fourier transform of the derivative is also equal to iω times the Fourier transform of the original function.

Uploaded by

Trader Cat
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Derivatives using Fourier Transform

Define discrete Fourier Transform of x n as


∞ 2 πk
−i n
N
Fk ( xn )= ∑ xn e
n=−∞

2 πk
Since F k ( x n ' ) =i F ( x )=iω F k ( x n ), if the k -th coefficient can be expressed in
N k n
F k ( x n ) =Rk +iQ k for some Rk and Q k , then
F k ( x n ' ) =iω F k ( xn ) =iω ( R k +iQ k )
¿−ω(Q k −i R k ).
Hence, by inverse Fourier Transform, the derivatives of x n can be easily derived from the
above Goertzel Filter once the real part and imaginary parts of the sequence is
determined.

For the relationship between Fourier Transform of a function x (t ) and its derivatives
x ’ (t) , this is illustrated as below,
∞ ∞ ∞
dx dx −iωt ∞
Fω( ) =∫
dt −∞ dt
e dt= x e−iω|−∞−∫ x (−iω e−iωt ) dt=iω ∫ x e−iωt dt
−∞ −∞

dx
F ( )=iω F ( x )
ω ω
dt

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