The properties of the Fourier transform are important in applying it to signal
analysis and to interpreting it. The main properties are given here using the
notation that the FT of a real valued function
x
(
t
)
x
(
t
)
over all time
t
t
is given by
ℱ
{
x
}
=
X
(
ω
)
ℱ
{
x
}
=
X
(
ω
)
.
-
Linear:
ℱ
{
x
+
y
}
=
ℱ
{
x
}
+
ℱ
{
y
}
ℱ
{
x
+
y
}
=
ℱ
{
x
}
+
ℱ
{
y
}
-
Even and Oddness: if
x
(
t
)
=
u
(
t
)
+
j
v
(
t
)
x
(
t
)
=
u
(
t
)
+
j
v
(
t
)
and
X
(
ω
)
=
A
(
ω
)
+
j
B
(
ω
)
X
(
ω
)
=
A
(
ω
)
+
j
B
(
ω
)
then
u
u
v
v
A
A
B
B
|
X
|
|
X
|
θ
θ
even
0
even
0
even
0
odd
0
0
odd
even
0
0
even
0
even
even
π
/
2
π
/
2
0
odd
odd
0
even
π
/
2
π
/
2
-
Convolution: If continuous convolution is defined
by:
y
(
t
)
=
h
(
t
)
*
x
(
t
)
=
∫
−
∞
∞
h
(
t
−
τ
)
x
(
τ
)
ⅆ
τ
=
∫
−
∞
∞
h
(
λ
)
x
(
t
−
λ
)
ⅆ
λ
y
(
t
)
=
h
(
t
)
*
x
(
t
)
=
∫
−
∞
∞
h
(
t
−
τ
)
x
(
τ
)
ⅆ
τ
=
∫
−
∞
∞
h
(
λ
)
x
(
t
−
λ
)
ⅆ
λ
then
ℱ
{
h
(
t
)
*
x
(
t
)
}
=
ℱ
{
h
(
t
)
}
ℱ
{
x
(
t
)
}
ℱ
{
h
(
t
)
*
x
(
t
)
}
=
ℱ
{
h
(
t
)
}
ℱ
{
x
(
t
)
}
-
Multiplication:
ℱ
{
h
(
t
)
x
(
t
)
}
=
1
2
π
ℱ
{
h
(
t
)
}
*
ℱ
{
x
(
t
)
}
ℱ
{
h
(
t
)
x
(
t
)
}
=
1
2
π
ℱ
{
h
(
t
)
}
*
ℱ
{
x
(
t
)
}
-
Parseval:
∫
−
∞
∞
|
x
(
t
)
|
2
ⅆ
t
=
1
2
π
∫
−
∞
∞
|
X
(
ω
)
|
2
ⅆ
ω
∫
−
∞
∞
|
x
(
t
)
|
2
ⅆ
t
=
1
2
π
∫
−
∞
∞
|
X
(
ω
)
|
2
ⅆ
ω
-
Shift:
ℱ
{
x
(
t
−
T
)
}
=
X
(
ω
)
e
−
j
ω
T
ℱ
{
x
(
t
−
T
)
}
=
X
(
ω
)
e
−
j
ω
T
-
Modulate:
ℱ
{
x
(
t
)
e
j
2
π
K
t
}
=
X
(
ω
−
2
π
K
)
ℱ
{
x
(
t
)
e
j
2
π
K
t
}
=
X
(
ω
−
2
π
K
)
-
Derivative:
ℱ
{
ⅆ
x
ⅆ
t
}
=
j
ω
X
(
ω
)
ℱ
{
ⅆ
x
ⅆ
t
}
=
j
ω
X
(
ω
)
-
Stretch:
ℱ
{
x
(
a
t
)
}
=
1
|
a
|
X
(
ω
/
a
)
ℱ
{
x
(
a
t
)
}
=
1
|
a
|
X
(
ω
/
a
)
-
Orthogonality:
∫
−
∞
∞
e
−
j
ω
1
t
e
j
ω
2
t
=
2
π
δ
(
ω
1
−
ω
2
)
∫
−
∞
∞
e
−
j
ω
1
t
e
j
ω
2
t
=
2
π
δ
(
ω
1
−
ω
2
)