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You can also think of the Fourier Transform as a projection (dot product) of a signal onto the space of all sinusoids. That's the explanation that made everythi
by dropdownmenu 14y ago
You can also think of the Fourier Transform as a projection (dot product) of a signal onto the space of all sinusoids. That's the explanation that made everything click for me.
- flatline 14y agoIt is both the least squares approximation using periodic functions of this sort (i.e. the projection you mentioned), and an interpolant - a very nice combination of properties.
- NickPollard 14y agoThat's a really great way of thinking about it, actually - particularly if you're used to vector mathematics.
- noahl 14y agoI like this way of thinking about it, but I think it is not quite accurate for discrete Fourier Transforms. In this case, we're not projecting onto the space of all sinusoids, only the space of sinusoids whose period is a multiple of (1/N). We could probably prove (if we wanted to try) that those form a basis for the vector space of N-long complex vectors, so using any more sinusoids would be redundant. However, I believe the continuous Fourier Transform works exactly like that.
- dropdownmenu 14y agoVery true, and if you want to be more specific my definition only works for finite duration continuous time signals with finite second moment. I use this definition as it also works well for understanding other transforms such as the Laplace transform.
- revelation 14y agoAs is explained, you don't even need to project. What you do is a change of basis, which is to say no information is lost.