Thursday, August 18, 2011
Transform of a Product
Define $F$ such that
$$
f(x) = \frac{1}{\sqrt {2 \pi}} \int{F(k) e^{ikx} {dk}}
$$
and therefore
$$
F(k) = \frac{1}{\sqrt {2 \pi}} \int {f(x) e^{-ikx}}
$$
Then we have
$$
\int{f(x) g(x) {dx} } = \int{F(k)G(-k) {dk} }
$$
Since $ G^\star(-k) \iff g^*(x)$, we have
$$
\int{f(x) g^\star(x) {dx} } = \int {F(k) G^*(k) {dk}}
$$
Since $g(x) e^{-i \alpha x} \iff G(k + \alpha)$, a similar manipulation gives
\begin{align}
\int{ f(x) [g(x) e^{-ikx}] {dx} } &= \int{ F(k') G( - k'+ k) ) {dk'}} \\
&= \int{ F(k') G( k - k') ) {dk'}}
\end{align}
Sunday, July 10, 2011
Fourier Integral and Periodic Functions
Consider a function $f(t)$, sufficiently well-behaved such that
\begin{align}
f(t) = &\int_{-\infty}^{\infty} {F(\omega) e^{i \omega t} d{\omega }}\\
F(\omega) = \frac 1 {2 \pi} &\int_{-\infty}^{\infty}{f(t) e^{-i \omega t} dt}
\end{align}
What does the transform $F(\omega)$ look like for a periodic function? Let $f(t)$ be periodic: $f(t)$ = $ \sum_n {f_0(t-nT) } $ where $f_0$ is a time-limited function defined over the interval $[0, T]$.
Compute $F(\omega)$:
\begin{align}
F(\omega) &= \frac 1 {2 \pi} \int_{-\infty}^{\infty}{ \sum_{n=-\infty}^{\infty} f_0(t-nT) e^{-i \omega t} {dt} }\\
&= \sum_{n=-\infty}^{\infty} \frac 1 {2 \pi} \int_{-\infty}^{\infty}{ f_0(t-nT) e^{-i \omega t} {dt} } \\
&= \sum_{n=-\infty}^{\infty} \frac 1 {2 \pi} \int_{-\infty}^{\infty}{ f_0(t) e^{-i \omega t}e^{-i \omega nT} {dt}} \\
&= \bbox[ border:2px solid yellow ]{\left( \sum_{n=-\infty}^{\infty} e^{-i \omega nT} \right)} \bbox[ border:2px solid cyan]{\left( \frac 1 {2 \pi} \int_0^T{ f_0(t) e^{-i \omega t}{dt} } \right)}
\end{align}
The yellow box is ${\Omega} \sum_{n=-\infty}^{\infty} \delta (\omega-n \Omega)$, where $\Omega = \frac {2 \pi} T$
So we end up with
\begin{align*}
F(\omega) &= \Omega \sum_{n=-\infty}^{\infty} \delta (\omega-n \Omega) F_0(\omega) \\
&= \Omega \sum_{n=-\infty}^{\infty} \delta (\omega-n \Omega) F_0(n \Omega)
\end{align*}
$F(\omega)$ is just a sampled version of the transform of $f_0(t)$.
Working the other way now, let's transform a sampled function.
Let $F$ be the transform of $f$:
$$
F(k) = \frac 1 {2 \pi} \int_{-\infty}^{\infty}{f(x) e^{-i k x} dx}
$$
$f(x)$ is a sampled version of $g(x)$:
$$
f(x) = \sum_{n=-\infty}^{\infty} \delta(x - nL) g(x)
$$
The result is immediate:
$$
F(k) = \frac 1 {2 \pi} \int_{-\infty}^{\infty}{ \left( \sum_{n=-\infty}^{\infty} \delta(x - nL) \right) g(x) e^{-i k x} dx}
$$
This looks like a transform of a product, which resolves to a convolution product of the individual transforms. Since $\sum_{n=-\infty}^{\infty} \delta(x - nL) \iff \bbox[ border:2px solid yellow ]{\frac {\Omega} {2 \pi} \sum_ {n=-\infty}^{\infty}\delta(k - n\Omega)}$, we can write
\begin{align}
F(k) &= \int_{-\infty}^{\infty} { \left( \frac {\Omega} {2 \pi} \sum_{n=-\infty}^{\infty} \delta(k - k^{'} - n\Omega) \right) G(k^{'}) dk^{'} } \label{ISI} \\
&= \frac {\Omega} {2 \pi} \sum_{n=-\infty}^{\infty} G(k - n \Omega)
\end{align}
This is a set of shifted copies of the transform of $g$, which might be a mess unless $g$ is zero outside the interval controlled by the sample rate $\Omega$. Although, we will return to this later with an interesting example of when the overlap works out nicely.
Finally, let's work out the transform of a periodic, sampled function.
\begin{align}
F(\omega) &= \frac {1}{2 \pi} \int f(t) e^{-i \omega t} {dt} \\
&=\frac {1}{2 \pi} \int \sum_{m=-\infty}^{\infty} \sum_{n=0}^{L-1} d_n \delta(t-mP-nT) e^{-i \omega t} {dt}\\
&=\frac {1}{2 \pi}\sum_m \sum_{n=0}^{L-1} d_n e^{-i \omega m P} e^{-i \omega n T}\\
&=\frac {1}{2 \pi}\bbox[ border:2px solid yellow ]{\sum_m e^{-i \omega m P}} \sum_{n=0}^{L-1} d_n e^{-i \omega n T} \\
&= \frac {1}{P}\sum_m \delta(\omega - \frac {m 2 \pi}{P}) \sum_{n=0}^{L-1} d_n e^{-i \omega n T} \\
&= \sum_m \delta(\omega - \frac {m 2 \pi}{P}) \frac {1}{P} \sum_{n=0}^{L-1} d_n e^{-i 2 \pi m n \frac {T}{P} } \\
&= \sum_m \delta(\omega - m \Omega) \frac {\Omega}{2 \pi} \sum_{n=0}^{L-1} d_n e^{-i 2 \pi m \frac {n} L } \\
&= \sum_m \delta(\omega - m \Omega) c_m
\end{align}
We used $\Omega P = 2 \pi$ and $P \equiv T L$, and defined
\begin{align*}
c_m &= \frac {\Omega}{2 \pi} \sum_{n=0}^{L-1} d_n e^{-i 2 \pi m \frac {n} L } \\
&= \left({1 \over T}\right) \left({1 \over L} \sum_{n=0}^{L-1} d_n e^{-i 2 \pi m \frac {n} L }\right)
\end{align*}
In general, the transform of a periodic function is discrete, the transform of a discrete function is periodic, and the transform of a periodic and discrete function is periodic and discrete.
Returning to equation \eqref{ISI}, consider the following system
$$ y(t) = \sum_n c_n h(t-nT) $$
Sampled at intervals $t-kT=0$, this looks like
\begin{align*}
y(kT) &= \sum_n c_n h(kT-nT) \\
\hat y(k) &= \sum_n c_n \hat h(k-n)
\end{align*}
We would like to investigate the situation where $\hat y(k)$ is just $c_k$. That is, $\hat h(k)$ are all zero with one exception: $\hat h(k) = \delta_k$. So let's look at the Fourier analysis of a discrete version of $h(t)$:
\begin{align*}
\sum_{n=-\infty}^{\infty} \delta(t - nT) h(t) &= \int \frac {\Omega} {2 \pi} \sum_{n=-\infty}^{\infty} H(\omega - n \Omega) e^{i \omega t} {d\omega} \\
\delta(t) &= \int \frac {\Omega} {2 \pi} \sum_{n=-\infty}^{\infty} H(\omega - n \Omega) e^{i \omega t} {d\omega}
\end{align*}
So we must have
$$
\Omega \sum_{n=-\infty}^{\infty} H(\omega - n \Omega) = 1
$$
In the study of communication in bandlimited channels, this is known as the Nyquist Criterion for the elimination of inter-symbol interference.
\begin{align}
f(t) = &\int_{-\infty}^{\infty} {F(\omega) e^{i \omega t} d{\omega }}\\
F(\omega) = \frac 1 {2 \pi} &\int_{-\infty}^{\infty}{f(t) e^{-i \omega t} dt}
\end{align}
Periodic Function
What does the transform $F(\omega)$ look like for a periodic function? Let $f(t)$ be periodic: $f(t)$ = $ \sum_n {f_0(t-nT) } $ where $f_0$ is a time-limited function defined over the interval $[0, T]$.
Compute $F(\omega)$:
\begin{align}
F(\omega) &= \frac 1 {2 \pi} \int_{-\infty}^{\infty}{ \sum_{n=-\infty}^{\infty} f_0(t-nT) e^{-i \omega t} {dt} }\\
&= \sum_{n=-\infty}^{\infty} \frac 1 {2 \pi} \int_{-\infty}^{\infty}{ f_0(t-nT) e^{-i \omega t} {dt} } \\
&= \sum_{n=-\infty}^{\infty} \frac 1 {2 \pi} \int_{-\infty}^{\infty}{ f_0(t) e^{-i \omega t}e^{-i \omega nT} {dt}} \\
&= \bbox[ border:2px solid yellow ]{\left( \sum_{n=-\infty}^{\infty} e^{-i \omega nT} \right)} \bbox[ border:2px solid cyan]{\left( \frac 1 {2 \pi} \int_0^T{ f_0(t) e^{-i \omega t}{dt} } \right)}
\end{align}
The yellow box is ${\Omega} \sum_{n=-\infty}^{\infty} \delta (\omega-n \Omega)$, where $\Omega = \frac {2 \pi} T$
So we end up with
\begin{align*}
F(\omega) &= \Omega \sum_{n=-\infty}^{\infty} \delta (\omega-n \Omega) F_0(\omega) \\
&= \Omega \sum_{n=-\infty}^{\infty} \delta (\omega-n \Omega) F_0(n \Omega)
\end{align*}
$F(\omega)$ is just a sampled version of the transform of $f_0(t)$.
Sampled Function
Working the other way now, let's transform a sampled function.
Let $F$ be the transform of $f$:
$$
F(k) = \frac 1 {2 \pi} \int_{-\infty}^{\infty}{f(x) e^{-i k x} dx}
$$
$f(x)$ is a sampled version of $g(x)$:
$$
f(x) = \sum_{n=-\infty}^{\infty} \delta(x - nL) g(x)
$$
The result is immediate:
$$
F(k) = \frac 1 {2 \pi} \int_{-\infty}^{\infty}{ \left( \sum_{n=-\infty}^{\infty} \delta(x - nL) \right) g(x) e^{-i k x} dx}
$$
This looks like a transform of a product, which resolves to a convolution product of the individual transforms. Since $\sum_{n=-\infty}^{\infty} \delta(x - nL) \iff \bbox[ border:2px solid yellow ]{\frac {\Omega} {2 \pi} \sum_ {n=-\infty}^{\infty}\delta(k - n\Omega)}$, we can write
\begin{align}
F(k) &= \int_{-\infty}^{\infty} { \left( \frac {\Omega} {2 \pi} \sum_{n=-\infty}^{\infty} \delta(k - k^{'} - n\Omega) \right) G(k^{'}) dk^{'} } \label{ISI} \\
&= \frac {\Omega} {2 \pi} \sum_{n=-\infty}^{\infty} G(k - n \Omega)
\end{align}
This is a set of shifted copies of the transform of $g$, which might be a mess unless $g$ is zero outside the interval controlled by the sample rate $\Omega$. Although, we will return to this later with an interesting example of when the overlap works out nicely.
Periodic, Sampled Function
Finally, let's work out the transform of a periodic, sampled function.
\begin{align}
F(\omega) &= \frac {1}{2 \pi} \int f(t) e^{-i \omega t} {dt} \\
&=\frac {1}{2 \pi} \int \sum_{m=-\infty}^{\infty} \sum_{n=0}^{L-1} d_n \delta(t-mP-nT) e^{-i \omega t} {dt}\\
&=\frac {1}{2 \pi}\sum_m \sum_{n=0}^{L-1} d_n e^{-i \omega m P} e^{-i \omega n T}\\
&=\frac {1}{2 \pi}\bbox[ border:2px solid yellow ]{\sum_m e^{-i \omega m P}} \sum_{n=0}^{L-1} d_n e^{-i \omega n T} \\
&= \frac {1}{P}\sum_m \delta(\omega - \frac {m 2 \pi}{P}) \sum_{n=0}^{L-1} d_n e^{-i \omega n T} \\
&= \sum_m \delta(\omega - \frac {m 2 \pi}{P}) \frac {1}{P} \sum_{n=0}^{L-1} d_n e^{-i 2 \pi m n \frac {T}{P} } \\
&= \sum_m \delta(\omega - m \Omega) \frac {\Omega}{2 \pi} \sum_{n=0}^{L-1} d_n e^{-i 2 \pi m \frac {n} L } \\
&= \sum_m \delta(\omega - m \Omega) c_m
\end{align}
We used $\Omega P = 2 \pi$ and $P \equiv T L$, and defined
\begin{align*}
c_m &= \frac {\Omega}{2 \pi} \sum_{n=0}^{L-1} d_n e^{-i 2 \pi m \frac {n} L } \\
&= \left({1 \over T}\right) \left({1 \over L} \sum_{n=0}^{L-1} d_n e^{-i 2 \pi m \frac {n} L }\right)
\end{align*}
In general, the transform of a periodic function is discrete, the transform of a discrete function is periodic, and the transform of a periodic and discrete function is periodic and discrete.
The Nysquist Criterion for Avoiding ISI
Returning to equation \eqref{ISI}, consider the following system
$$ y(t) = \sum_n c_n h(t-nT) $$
Sampled at intervals $t-kT=0$, this looks like
\begin{align*}
y(kT) &= \sum_n c_n h(kT-nT) \\
\hat y(k) &= \sum_n c_n \hat h(k-n)
\end{align*}
We would like to investigate the situation where $\hat y(k)$ is just $c_k$. That is, $\hat h(k)$ are all zero with one exception: $\hat h(k) = \delta_k$. So let's look at the Fourier analysis of a discrete version of $h(t)$:
\begin{align*}
\sum_{n=-\infty}^{\infty} \delta(t - nT) h(t) &= \int \frac {\Omega} {2 \pi} \sum_{n=-\infty}^{\infty} H(\omega - n \Omega) e^{i \omega t} {d\omega} \\
\delta(t) &= \int \frac {\Omega} {2 \pi} \sum_{n=-\infty}^{\infty} H(\omega - n \Omega) e^{i \omega t} {d\omega}
\end{align*}
So we must have
$$
\Omega \sum_{n=-\infty}^{\infty} H(\omega - n \Omega) = 1
$$
In the study of communication in bandlimited channels, this is known as the Nyquist Criterion for the elimination of inter-symbol interference.
Monday, May 2, 2011
Homomorphism
Group
Let $G$ be a group with elements ${g}$, and $H$ is a homomorphism of $G$. The set of elements mapped by $H$ to the identity is the kernel $K$ of $H$. $K$ is a normal subgroup of G, and the cosets of $K$ form another group ${G \over K}$, called a factor group.Ring
Let $R$ be a ring, and $H$ is a homomorphism of $R$. The kernel $K$ of $H$ is an ideal of $R$, somewhat analogous to the normal subgroup discussed above. The cosets of the ideal $K$ form a factor ring (sometimes: quotient ring) ${R \over K}$. We would like to know how the properties of an ideal $K$ determine the properties of the associated factor ring. We will let our rings be commutative and have identity.Elements that multiply to zero are called zero divisors. In $Z_6$ (the integers modulo 6), 2 and 3 multiply to zero, so they are zero divisors. If $n$ is not prime, $Z_n$ will have zero-divisors. A ring with no zero divisors is an integral domain. In an integral domain, $ab=0 \implies a=0$ or $b=0$
The elements that have inverses are called units. The units form a group. The group of units in $Z_6$ are {1,5}.
A ring in which every element has a multiplicative inverse is a field. A field is necessarily an integral domain. If $ab =0$ , and $a \neq 0$, then multiply by $a^{-1}$ and conclude $b=0$. That the integers $Z$ is not a field shows the reverse is not true. It is true, however, that every finite integral domain is a field.
Principal Ideal
The ideal $(b)$ consisting of all multiples of an element $b$ of $R$ is a principal ideal. This is the smallest ideal containing $b$. If it's unclear how an ideal might *not* be principal, consider a polynomial in two variables over the complex numbers. The ideal generated by x and y is not principal, because if it's principal there's a generator, and if there's a generator, say $p$, this divides every element of the ideal, but that must be a constant (non-zero). Yet there are no constants in the ideal, contradiction.We can have an ideal generated by a subset, but this is a principal ideal only if the subset is a single element.
Prime Ideal
An ideal $K$ is prime if and only if $ab$ in $K$ implies $a$ or $b$ is in $K$. If $K$ is a prime ideal, the factor ring ${R \over K}$ is an integral domain.Maximal Ideal
An ideal $K$ is maximal if the only ideal containing $K$ is $R$. If $K$ is a maximal ideal, ${R \over K}$ is a field. A maximal ideal must be prime, but the reverse is not true: a prime ideal might not be maximal.
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