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Thursday, August 18, 2011

Transform of a Product


Define F such that
f(x)=12πF(k)eikxdk

and therefore

F(k)=12πf(x)eikx

Then we have

f(x)g(x)dx=F(k)G(k)dk

Since G(k)g(x), we have

f(x)g(x)dx=F(k)G(k)dk


Since g(x)eiαxG(k+α), a similar manipulation gives

f(x)[g(x)eikx]dx=F(k)G(k+k))dk=F(k)G(kk))dk

Sunday, July 10, 2011

Fourier Integral and Periodic Functions

Consider a function f(t), sufficiently well-behaved such that

f(t)=F(ω)eiωtdωF(ω)=12πf(t)eiωtdt

Periodic Function


What does the transform F(ω) look like for a periodic function?  Let f(t) be periodic: f(t) = nf0(tnT)  where f0 is a time-limited function defined over the interval [0,T].

Compute F(ω):

\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.