Thursday 5 January 2017

fft - What does the exponential term in the Fourier transform mean?


We know that Fourier transform $F(\omega)$ of function $f(t)$ is summation from $-\infty$ to $+\infty$ product of $f(t)$ and $e^{-j \omega t}$:


$$ F(\omega) = \int\limits_{-\infty}^{+\infty} f(t) \ e^{-j \omega t} \ dt $$


Here, what does the exponential term mean?



Answer



It's a complex exponential that rotates forever on the complex plane unit circle:


$$e^{-j\omega t} = \cos(\omega t) + j \sin(\omega t).$$


You can think of Fourier transform as calculating correlation between $f(t)$ and a complex exponential of each frequency, comparing how similar they are. Complex exponentials like that have the nice quality that they can be time-shifted by multiplying them with a complex number of unit magnitude (a constant complex exponential). If the Fourier transform result at a particular frequency is a non-real complex number, then the complex exponential of that frequency can be multiplied by that complex number to get it shifted in time so that the correlation to $f(t)$ is maximized.



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