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f(t)
g(λ) =
Z
∞
−∞
f(t)e
−iλt
dt
f(t) =
1
2π
Z
∞
−∞
g(λ)e
iλt
dλ
ˆ
F (f
0
(t) = iλ
ˆ
F f(t))
R(x)
y(x) = R(x) ∗ f(t) =
Z
R(t − x)f(t)dt
ˆ
F y =
ˆ
F R ·
ˆ
F f
y(x) R(x) f(t)
f(t) =
ˆ
F
−1
(
ˆ
F R ·
ˆ
F y)
s(k), k = 0, ..., m
s(v), v = 0, ..., m s(k), k = 0, ..., m
s(v) =
1
m + 1
m
X
k=0
s(k)e
−qkv
, v = 0, ..., m
s(k) =
m
X
v=0
s(v)e
qkv
, k = 0, ..., m;
q =
2πi
m+1
• s(v + m − 1) = s(v)
∗
m s(m/2 + 1) = 0
•
ˆ
F (s(k + 1) − s(k)) = (e
qkv
− 1)
ˆ
F s(k) s(0) = s(m) = 0
• s(k) = 1, k = 0, ..., m;
s(v) =
1
m + 1
m
X
k=0
e
−qkv
= 1 + e
−qv
+ e
−q2v
+ ... + e
−qmv
,
s(v) =
(
1 v = 0
1
m+1
1−e
−qv(m+1)
1−e
−qv
= 0
ËÅÊÖÈß 10. ÔÈËÜÒÐÀÖÈß.
Ðàññìîòðèì ïðåäâàðèòåëüíî âàæíîå äëÿ çàäà÷ ôèëüòðàöèè ÄÈÑÊÐÅÒÍÎÅ
ÏÐÅÎÁÐÀÇÎÂÀÍÈÅ ÔÓÐÜÅ (DFT). Ïóñòü çàäàííàÿ ôóíêöèÿ f (t) íåïðåðûâíà
è àáñîëþòíî èíòåãðèðóåìà â îáëàñòè îïðåäåëåíèÿ. Òîãäà ìîæíî çàïèñàòü
ïðåîáðàçîâàíèå Ôóðüå, ïðÿìîå:
Z ∞
g(λ) = f (t)e−iλt dt
−∞
è îáðàòíîå:
1 Z∞
f (t) = g(λ)eiλt dλ
2π −∞
Îòìåòèì ñëåäóþùåå ñâîéñòâî ýòèõ îïåðàöèé F̂ (f 0 (t) = iλF̂ f (t)).
Äàëåå äëÿ èíòåãðèðóåìîé ôóíêöèè R(x) ìîæåò áûòü îïðåäåëåíà îïåðàöèÿ
êîíâîëþöèè (èíà÷å ñâåðòêè)
Z
y(x) = R(x) ∗ f (t) = R(t − x)f (t)dt
 ýòîì ñëó÷àå ñïðàâåäëèâî
F̂ y = F̂ R · F̂ f
è åñëè èçâåñòíû y(x) è R(x), òî f (t) ìîæíî îïðåäåëèòü ôîðìóëîé
f (t) = F̂ −1 (F̂ R · F̂ y)
Ïðåîáðàçîâàíèå Ôóðüå èãðàåò â ìàòåìàòèêå îãðîìíóþ ðîëü, íî äëÿ ïðàêòè÷åñêèõ
ïðèëîæåíèé ÷àñòî íàèáîëåå ïîäõîäÿùèìè îêàçûâàþòñÿ äèñêðåòíûå àíàëîãè ýòèõ
îïåðàöèé.
Ïóñòü çàäàíà ãèñòîãðàììà s(k), k = 0, ..., m; òîãäà ïðÿìîå äèñêðåòíîå ïðåîáðàçîâàíèå
Ôóðüå s(v), v = 0, ..., m è îáðàòíîå s(k), k = 0, ..., m îïðåäåëÿþòñÿ ñëåäóþùèì
îáðàçîì:
m
1 X
s(v) = s(k)e−qkv , v = 0, ..., m (10)
m + 1 k=0
m
X
s(k) = s(v)eqkv , k = 0, ..., m; (11)
v=0
2πi
ãäå q = m+1
Ñâîéñòâà
• s(v + m − 1) = s(v)∗ Îòñþäà: åñëè m ÷åòíîå, s(m/2 + 1) = 0
• F̂ (s(k + 1) − s(k)) = (eqkv − 1)F̂ s(k) åñëè s(0) = s(m) = 0
Ïðèìåðû.
• s(k) = 1, k = 0, ..., m;
m
1 X
s(v) = e−qkv = 1 + e−qv + e−q2v + ... + e−qmv , îòêóäà
m + 1 k=0
(
1 åñëè v = 0;
s(v) = 1 1−e−qv(m+1)
m+1 1−e−qv
= 0 èíà÷å
35
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