How Fourier Transforms Work
To understand how Fourier transforms work βunder the hoodβ, we must start by recognising the similarities between the Continuous Fourier Transform (CFT) and the Discrete Fourier Transform (DFT). They serve the same purposeβmapping a time-domain signal into its frequency-domain representationβbut operate on different types of signals:
- CFT β continuous-time signals
- DFT β discrete-time, finite-length signals
Despite these differences, their mathematics is closely related. Below are the core equations and a breakdown of their similarities and differences.
Continuous Fourier Transform (CFT) vs Discrete Fourier Transform (DFT)β
- List
- Table
Definitionβ
- CFT:
- DFT:
Similarity: Both use complex exponentials to express the signalβs frequency content.
Domain of Inputβ
- CFT: Continuous signal
- DFT: Discrete sequence of length
Similarity: Both operate on time-domain signals (continuous or sampled).
Domain of Outputβ
- CFT: Continuous function
- DFT: Discrete frequency bins
Similarity: Both output complex-valued frequency components.
Exponential Kernelβ
- CFT:
- DFT:
Similarity: Both use complex exponentials (phasors) as basis functions.
Inverse Transformβ
- CFT:
- DFT:
Similarity: Both perfectly reconstruct the original signal (given correct conditions).
Linearityβ
Both transforms are linear.
Parsevalβs Theoremβ
Energy is preserved between time and frequency domains (with appropriate normalization).
Purposeβ
Both analyse the frequency content of signals.
Periodicity (Key Concept)β
- DFT: Assumes that is periodically extended with period .
- CFT: No periodicity assumption.
This is why windowing and spectral leakage matter in the discrete case.
| Aspect | Continuous Fourier Transform (CFT) | Discrete Fourier Transform (DFT) | Similarities |
|---|---|---|---|
| Definition | Both use complex exponentials to analyse frequency content. | ||
| Input Domain | Continuous-time signal | Finite-length discrete sequence | Both work with time-domain signals. |
| Output Domain | Continuous | Discrete | Both output complex spectra. |
| Kernel | Both use phasors as basis functions. | ||
| Inverse Transform | Integral | Summation with factor | Both perfectly reconstruct the signal (given conditions). |
| Linearity | Linear operator | Linear operator | Both obey superposition. |
| Parseval | Energy preserved | Energy preserved (within normalization) | Both conserve signal energy. |
| Periodicity | No implicit periodicity | Assumes periodic extension with period | β |
| Purpose | Analyse continuous spectra | Analyse discrete/finite spectra | Both decompose signals into frequency components. |
Exponential Kernels in Fourier Transformsβ
Both the CFT and DFT use complex exponentials of the form:
- for continuous signals
- for discrete signals
Even though these look different, the DFT kernel is simply the CFT kernel sampled at discrete times and discrete frequencies.
Deriving the relation β
If:
- sampling interval is
- sample index is , so
- total duration is
- frequency samples are multiples of the fundamental frequency
then:
Substituting into :
Thus the discrete kernel:
This shows how the DFT kernel arises from the CFT kernel by sampling.
Why Do Fourier Transforms Use Complex Exponentials?β
Fourier transforms break a signal into sinusoidal components.
Using Eulerβs formula:
a complex exponential represents:
- a cosine (real part)
- a sine (imaginary part)
in a single compact expression.
1. Sinusoids become phasorsβ
A sinusoid can be written as:
This makes Fourier analysis algebraically simple because phasors rotate in the complex plane.
2. Polar form of complex numbersβ
A complex exponential lies on the unit circle in the complex plane.
Fourier coefficients naturally contain:
- magnitude (amplitude of sinusoid)
- phase (angle)
which match perfectly with polar form.
3. Mathematical convenienceβ
Using exponentials:
- differentiation β multiplication by
- convolution β multiplication
- modulation β frequency shifting
These properties make Fourier analysis powerful and computationally efficient.
Conclusionβ
- The CFT and DFT are built on the same idea:
represent a signal as a sum of complex exponential components. - The DFT kernel is the CFT kernel evaluated at discrete times and discrete frequencies.
- The DFT assumes periodicity; the CFT does not.
- Eulerβs formula converts sinusoids into complex exponentials, making Fourier transforms elegant and powerful.
This forms the foundation of how Fourier transforms work internally and why they appear everywhere in engineering, signal processing, and physics.