傅里叶变换公式
因为傅里叶变换之类的很常用,时间长了不用总会忘记,所以一次性罗列出来权当总结好了。主要参考《信号与线性系统分析》(吴大正),也有的部分参考了复变函数。
δ" role="presentation" style="position: relative;">δ-函数相关运算
n" role="presentation" style="position: relative;">n阶导数的尺度变换
(56)δ(n)(at)=1|a|1anδ(n)(t)" role="presentation">δ(n)(at)=1|a|1anδ(n)(t)(56)
一阶导数和函数的乘积
(57)f(t)δ′(t−t0)=f(t0)δ′(t−t0)−f′(t0)δ(t−t0)" role="presentation">f(t)δ′(t−t0)=f(t0)δ′(t−t0)−f′(t0)δ(t−t0)(57)
n" role="presentation" style="position: relative;">n阶导数和函数的乘积
(58)f(t)δ(n)(t−t0)=∑i=0n(−1)i(ni)f(i)(t0)δ(n−i)(t−t0)" role="presentation">f(t)δ(n)(t−t0)=∑i=0n(−1)i(ni)f(i)(t0)δ(n−i)(t−t0)(58)
傅里叶级数和傅里叶变换
傅里叶级数
(4)f(x)=a02+∑n=1∞(ancosnπLx+bnsinnπLx)" role="presentation">f(x)=a02+∑n=1∞(ancosnπLx+bnsinnπLx)(4)
(5)an=1L∫−LLf(x)cosnπLxdx" role="presentation">an=1L∫L−Lf(x)cosnπLxdx(5)
(6)bn=1L∫−LLf(x)sinnπLxdx" role="presentation">bn=1L∫L−Lf(x)sinnπLxdx(6)
半幅傅里叶级数
(7)ϕ(x)=∑n=1∞CnsinnπxL" role="presentation">ϕ(x)=∑n=1∞CnsinnπxL(7)
(8)Cn=2L∫0Lϕ(x)sinnπxLdx" role="presentation">Cn=2L∫L0ϕ(x)sinnπxLdx(8)
常见函数傅里叶变换
因子12π" role="presentation" style="position: relative;">12π统一放在逆变换前,gτ(t)" role="presentation" style="position: relative;">gτ(t)指的是关于y" role="presentation" style="position: relative;">y轴对称宽度为τ" role="presentation" style="position: relative;">τ的门函数
(9)gτ(t)↔τSa(ωτ2)" role="presentation">gτ(t)↔τSa(ωτ2)(9)
(10)e−atε(t)↔1a+iω" role="presentation">e−atε(t)↔1a+iω(10)
(11)e−a|t|ε(t)↔2aa2+ω2" role="presentation">e−a|t|ε(t)↔2aa2+ω2(11)
(12)e−at2↔πae−ω24a" role="presentation">e−at2↔πa−−√e−ω24a(12)
(13)δ(t)↔1" role="presentation">δ(t)↔1(13)
(14)ε(t)↔πδ(ω)+1iω" role="presentation">ε(t)↔πδ(ω)+1iω(14)
(15)cos(ω0t)↔π[δ(ω+ω0)+δ(ω−ω0)]" role="presentation">cos(ω0t)↔π[δ(ω+ω0)+δ(ω−ω0)](15)
(16)sin(ω0t)↔iπ[δ(ω+ω0)−δ(ω−ω0)]" role="presentation">sin(ω0t)↔iπ[δ(ω+ω0)−δ(ω−ω0)](16)
(17)tn↔2π(i)nδ(n)(ω)" role="presentation">tn↔2π(i)nδ(n)(ω)(17)
(18)1t↔−iπsgn(ω)" role="presentation">1t↔−iπsgn(ω)(18)
(19)δT(t)↔ΩδΩ(ω)" role="presentation">δT(t)↔ΩδΩ(ω)(19)
性质
时域微分
(20)f(n)(t)↔(iω)nF(ω)" role="presentation">f(n)(t)↔(iω)nF(ω)(20)
时域积分
(21)∫−∞tf(τ)dτ↔πF(0)δ(ω)+F(ω)iω" role="presentation">∫t−∞f(τ)dτ↔πF(0)δ(ω)+F(ω)iω(21)
频域微分
(22)(−it)nf(t)↔F(n)(ω)" role="presentation">(−it)nf(t)↔F(n)(ω)(22)
频域积分
(23)πf(0)δ(t)+f(t)−it↔∫−∞ωF(ν)dν" role="presentation">πf(0)δ(t)+f(t)−it↔∫ω−∞F(ν)dν(23)
对称性
(24)F(t)↔2πf(−ω)" role="presentation">F(t)↔2πf(−ω)(24)
尺度变换
(25)f(at)↔1|a|F(ωa)" role="presentation">f(at)↔1|a|F(ωa)(25)
时移
(26)f(t±t0)↔e±iωt0F(ω)" role="presentation">f(t±t0)↔e±iωt0F(ω)(26)
频移
(27)f(t)e±iω0t↔F(ω∓ω0)" role="presentation">f(t)e±iω0t↔F(ω∓ω0)(27)
卷积的微分性质
设f(t)=g(t)∗h(t)" role="presentation" style="position: relative;">f(t)=g(t)∗h(t),则f′(t)=g′(t)∗h(t)=g(t)∗h′(t)" role="presentation" style="position: relative;">f′(t)=g′(t)∗h(t)=g(t)∗h′(t)
卷积定理
时域f(t)=g(t)∗h(t)" role="presentation" style="position: relative;">f(t)=g(t)∗h(t),频域有F(ω)=G(ω)H(ω)" role="presentation" style="position: relative;">F(ω)=G(ω)H(ω)
时域f(t)=g(t)h(t)" role="presentation" style="position: relative;">f(t)=g(t)h(t),频域有F(ω)=12πG(ω)∗H(ω)" role="presentation" style="position: relative;">F(ω)=12πG(ω)∗H(ω)
周期函数fT(t)" role="presentation" style="position: relative;">fT(t)傅里叶变换
由指数形式的傅里叶级数,两边取傅里叶变换,所以周期函数的傅里叶变换时受到2πFn" role="presentation" style="position: relative;">2πFn调制的梳状脉冲(T" role="presentation" style="position: relative;">T代表周期,Ω=2πT" role="presentation" style="position: relative;">Ω=2πT)
(28)fT(t)↔2π∑n=−∞∞Fnδ(ω−nΩ)" role="presentation">fT(t)↔2π∑n=−∞∞Fnδ(ω−nΩ)(28)
拉普拉斯变换
因果信号f(t)" role="presentation" style="position: relative;">f(t)可以显式地写为f(t)ε(t)" role="presentation" style="position: relative;">f(t)ε(t),一个因果信号及其单边拉普拉斯变换是一一对应的。每个非因果信号都对应唯一一个双边拉普拉斯变换,但是一个双边拉普拉斯变换在不同收敛域条件下,可以对应不同的非因果信号。
常见的单边拉普拉斯变换
(29)gτ(t−τ2)ε(t)" role="presentation">gτ(t−τ2)ε(t)(29)
(30)∑n=0∞δ(t−nT)↔11−e−Ts" role="presentation">∑n=0∞δ(t−nT)↔11−e−Ts(30)
(31)ε(t)↔1s" role="presentation">ε(t)↔1s(31)
(32)tε(t)↔1s2" role="presentation">tε(t)↔1s2(32)
(33)e−atε(t)↔1s+a" role="presentation">e−atε(t)↔1s+a(33)
(34)sin(βt)ε(t)↔βs2+β2" role="presentation">sin(βt)ε(t)↔βs2+β2(34)
(35)cos(βt)ε(t)↔ss2+β2" role="presentation">cos(βt)ε(t)↔ss2+β2(35)
(36)sinh(βt)ε(t)↔βs2−β2" role="presentation">sinh(βt)ε(t)↔βs2−β2(36)
(37)cosh(βt)ε(t)↔ss2−β2" role="presentation">cosh(βt)ε(t)↔ss2−β2(37)
性质
(单边)尺度变换
(38)f(at)↔1aF(sa),a>0" role="presentation">f(at)↔1aF(sa),a>0(38)
(双边)尺度变换
(39)f(at)⟷b1|a|Fb(sa)" role="presentation">f(at)⟷b1|a|Fb(sa)(39)
(单边)时移
(40)f(t−t0)ε(t−t0)↔e−st0F(s)" role="presentation">f(t−t0)ε(t−t0)↔e−st0F(s)(40)
(双边)时移
(41)f(t−t0)⟷be−st0Fb(s)" role="presentation">f(t−t0)⟷be−st0Fb(s)(41)
(单边,双边)复频移
(42)es0tf(t)ε(t)↔F(s−s0)" role="presentation">es0tf(t)ε(t)↔F(s−s0)(42)
(单边)时域微分,可递推
(43)f′(t)↔sF(s)−f(0−)" role="presentation">f′(t)↔sF(s)−f(0−)(43)
(44)f″(t)↔s2F(s)−sf(0−)−f′(0−)" role="presentation">f′′(t)↔s2F(s)−sf(0−)−f′(0−)(44)
(双边)时域微分,可递推
(45)f′(t)⟷bsFb(s)" role="presentation">f′(t)⟷bsFb(s)(45)
(单边)时域积分,可递推
(46)∫0−tf(τ)dτ↔1sF(s)" role="presentation">∫t0−f(τ)dτ↔1sF(s)(46)
(47)∫−∞tf(τ)dτ↔1sF(s)+1s∫−∞0−f(τ)dτ" role="presentation">∫t−∞f(τ)dτ↔1sF(s)+1s∫0−−∞f(τ)dτ(47)
(双边)时域积分,可递推
(48)∫0tf(τ)dτ⟷b1sFb(s),α<σ<max(β,0)" role="presentation">∫t0f(τ)dτ⟷b1sFb(s),α<σ<max(β,0)(48)
(49)∫−∞tf(τ)dτ⟷b1sFb(s),max(α,0)<σ<β" role="presentation">∫t−∞f(τ)dτ⟷b1sFb(s),max(α,0)<σ<β(49)
(单边,双边)s" role="presentation" style="position: relative;">s域微分,可递推
(50)(−t)f(t)↔dF(s)ds" role="presentation">(−t)f(t)↔dF(s)ds(50)
(单边)s" role="presentation" style="position: relative;">s域积分,可递推
(51)f(t)t↔∫s∞F(ν)dν" role="presentation">f(t)t↔∫∞sF(ν)dν(51)
对于傅里叶变换和拉普拉斯的积分性质,成立的条件是积分确实收敛,否则不成立。对于拉普拉斯变换的s" role="presentation" style="position: relative;">s域积分性质而言,积分变量ν" role="presentation" style="position: relative;">ν仅具有形式上的意义,可以不认为这是一个具有特定路径的复积分.
(单边,双边)时域卷积
(52)f1(t)∗f2(t)↔F1(s)F2(s)" role="presentation">f1(t)∗f2(t)↔F1(s)F2(s)(52)
(单边)拉普拉斯逆变换
可以将一个有理分式拆成多项式+真分式的形式F(s)=P(s)+B(s)A(s)" role="presentation" style="position: relative;">F(s)=P(s)+B(s)A(s),其中多项式部分的拉普拉斯逆变换是δ" role="presentation" style="position: relative;">δ函数的各阶导数,真分式部分可以作部分分式分解,再分别做逆变换。先求分母A(s)" role="presentation" style="position: relative;">A(s)的根:
(1)若s0" role="presentation" style="position: relative;">s0为一个单实根,则在部分分式中加入Ks−s0" role="presentation" style="position: relative;">Ks−s0这一项,其中
(53)K=[(s−s0)B(s)A(s)]|s=s0" role="presentation">K=[(s−s0)B(s)A(s)]∣∣∣s=s0(53)
(2)若s0,s0∗" role="presentation" style="position: relative;">s0,s∗0为一个单重共轭复根,则在部分分式中加入K1s−s0+K2s−s0∗" role="presentation" style="position: relative;">K1s−s0+K2s−s∗0,系数K" role="presentation" style="position: relative;">K的计算方法同上,其中K1" role="presentation" style="position: relative;">K1和K2" role="presentation" style="position: relative;">K2必然是共轭关系
(3)若s0" role="presentation" style="position: relative;">s0为一个r重实根,则在部分分式中加入
(54)K1(s−s0)r+K2(s−s0)r−1+⋯+Krs−s0" role="presentation">K1(s−s0)r+K2(s−s0)r−1+⋯+Krs−s0(54)
其中
(55)Ki={1(i−1)!di−1dsi−1[(s−s0)rB(s)A(s)]}|s=s0" role="presentation">Ki={1(i−1)!di−1dsi−1[(s−s0)rB(s)A(s)]}∣∣∣s=s0(55)
因果信号的单边拉普拉斯变换和傅里叶变换的关系
收敛域σ>σ0" role="presentation" style="position: relative;">σ>σ0,若有σ0<0" role="presentation" style="position: relative;">σ0<0,由于因果信号的单边拉普拉斯变换的收敛域在复平面上是一条竖线的右半开平面,此时直接令拉普拉斯变换中的s" role="presentation" style="position: relative;">s为iω" role="presentation" style="position: relative;">iω即可得到傅里叶变换,若有σ0>0" role="presentation" style="position: relative;">σ0>0,则此时收敛域不包括虚轴,傅里叶变换不存在,若有σ0=0" role="presentation" style="position: relative;">σ0=0,则此时将拉普拉斯变换作部分分式分解,必然有分式的极点位于虚轴上,此时可将其余部分作代换s→iω" role="presentation" style="position: relative;">s→iω,而将极点位于虚轴上的部分,做逆变换求得时域形式,再作傅里叶变换
反因果信号的双边拉普拉斯变换
现有反因果信号f(t)ε(−t)" role="presentation" style="position: relative;">f(t)ε(−t),则f(−t)ε(t)" role="presentation" style="position: relative;">f(−t)ε(t)为一个因果信号。求f(−t)ε(t)" role="presentation" style="position: relative;">f(−t)ε(t)的单边拉普拉斯变换F(s)" role="presentation" style="position: relative;">F(s)且设收敛域σ>σ2" role="presentation" style="position: relative;">σ>σ2.则有f(t)ε(−t)⟷bF(−s)" role="presentation" style="position: relative;">f(t)ε(−t)⟷bF(−s),收敛域σ<−σ2" role="presentation" style="position: relative;">σ<−σ2
反因果信号的双边拉普拉斯逆变换
反因果信号及其双边拉普拉斯变换是一一对应的。现有Fb(s)" role="presentation" style="position: relative;">Fb(s)为某反因果信号的双边拉普拉斯变换,则先求出Fb(−s)" role="presentation" style="position: relative;">Fb(−s)的单边拉普拉斯逆变换f(t)" role="presentation" style="position: relative;">f(t). 有f(−t)ε(−t)⟷bFb(s)" role="presentation" style="position: relative;">f(−t)ε(−t)⟷bFb(s)
一般非因果信号的双边拉普拉斯正/逆变换
正变换:将f(t)" role="presentation" style="position: relative;">f(t)分成因果信号与反因果信号的和,分别作双边变换,需要注意的是,收敛域为因果信号与反因果信号各自的收敛域的交集.
逆变换:将Fb(s)" role="presentation" style="position: relative;">Fb(s)进行部分分式分解,根据给定的收敛域区分哪些分式是因果的,哪些是反因果的,分别对它们进行双边拉普拉斯逆变换.
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