Harmonic analysis

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Harmonic analysis is a branch of mathematics concerned with the representation of functions or signals as the superposition of basic waves, and the study of and generalization of the notions of Fourier series and Fourier transforms (i.e. an extended form of Fourier analysis). In the past two centuries, it has become a vast subject with applications in areas as diverse as number theory, representation theory, signal processing, quantum mechanics, tidal analysis and neuroscience.

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The term "harmonics" originated as the Ancient Greek word harmonikos, meaning "skilled in music". [1] In physical eigenvalue problems, it began to mean waves whose frequencies are integer multiples of one another, as are the frequencies of the harmonics of music notes, but the term has been generalized beyond its original meaning.

The classical Fourier transform on Rn is still an area of ongoing research, particularly concerning Fourier transformation on more general objects such as tempered distributions. For instance, if we impose some requirements on a distribution f, we can attempt to translate these requirements in terms of the Fourier transform of f. The Paley–Wiener theorem is an example of this. The Paley–Wiener theorem immediately implies that if f is a nonzero distribution of compact support (these include functions of compact support), then its Fourier transform is never compactly supported (i.e. if a signal is limited in one domain, it is unlimited in the other). This is a very elementary form of an uncertainty principle in a harmonic-analysis setting.

Fourier series can be conveniently studied in the context of Hilbert spaces, which provides a connection between harmonic analysis and functional analysis. There are four versions of the Fourier Transform, dependent on the spaces that are mapped by the transformation (discrete/periodic-discrete/periodic: Digital Fourier Transform, continuous/periodic-discrete/aperiodic: Fourier Analysis, discrete/aperiodic-continuous/periodic: Fourier Synthesis, continuous/aperiodic-continuous/aperiodic: continuous Fourier Transform).

The harmonics of color. The harmonic-analysis chart shows how the different wavelengths interact with red light. At a difference of l/2 (half wavelength), red is perfectly in sync with its second harmonic in the ultraviolet. All other wavelengths in the visual spectrum have less than a l/2 difference between them, forming harmonic oscillations in the combined waves. At l/14, the oscillations cycle every 14th wave, while at l/8 they will cycle every 8th. The lower section shows how the l/4 harmonic interacts in visible light (green and red), as photographed in an optical flat. Light wave harmonic diagram.svg
The harmonics of color. The harmonic-analysis chart shows how the different wavelengths interact with red light. At a difference of λ/2 (half wavelength), red is perfectly in sync with its second harmonic in the ultraviolet. All other wavelengths in the visual spectrum have less than a λ/2 difference between them, forming harmonic oscillations in the combined waves. At λ/14, the oscillations cycle every 14th wave, while at λ/8 they will cycle every 8th. The lower section shows how the λ/4 harmonic interacts in visible light (green and red), as photographed in an optical flat.

Abstract harmonic analysis

One of the most modern branches of harmonic analysis, having its roots in the mid-20th century, is analysis on topological groups. The core motivating ideas are the various Fourier transforms, which can be generalized to a transform of functions defined on Hausdorff locally compact topological groups.

The theory for abelian locally compact groups is called Pontryagin duality.

Harmonic analysis studies the properties of that duality and Fourier transform and attempts to extend those features to different settings, for instance, to the case of non-abelian Lie groups.

For general non-abelian locally compact groups, harmonic analysis is closely related to the theory of unitary group representations. For compact groups, the Peter–Weyl theorem explains how one may get harmonics by choosing one irreducible representation out of each equivalence class of representations. This choice of harmonics enjoys some of the useful properties of the classical Fourier transform in terms of carrying convolutions to pointwise products, or otherwise showing a certain understanding of the underlying group structure. See also: Non-commutative harmonic analysis.

If the group is neither abelian nor compact, no general satisfactory theory is currently known ("satisfactory" means at least as strong as the Plancherel theorem). However, many specific cases have been analyzed, for example SLn. In this case, representations in infinite dimensions play a crucial role.

Other branches

Applied harmonic analysis

Bass-guitar time signal of open-string A note (55 Hz) Bass Guitar Time Signal of open string A note (55 Hz).png
Bass-guitar time signal of open-string A note (55 Hz)
Fourier transform of bass-guitar time signal of open-string A note (55 Hz) Fourier Transform of bass guitar time signal.png
Fourier transform of bass-guitar time signal of open-string A note (55 Hz)

Many applications of harmonic analysis in science and engineering begin with the idea or hypothesis that a phenomenon or signal is composed of a sum of individual oscillatory components. Ocean tides and vibrating strings are common and simple examples. The theoretical approach is often to try to describe the system by a differential equation or system of equations to predict the essential features, including the amplitude, frequency, and phases of the oscillatory components. The specific equations depend on the field, but theories generally try to select equations that represent major principles that are applicable.

The experimental approach is usually to acquire data that accurately quantifies the phenomenon. For example, in a study of tides, the experimentalist would acquire samples of water depth as a function of time at closely enough spaced intervals to see each oscillation and over a long enough duration that multiple oscillatory periods are likely included. In a study on vibrating strings, it is common for the experimentalist to acquire a sound waveform sampled at a rate at least twice that of the highest frequency expected and for a duration many times the period of the lowest frequency expected.

For example, the top signal at the right is a sound waveform of a bass guitar playing an open string corresponding to an A note with a fundamental frequency of 55 Hz. The waveform appears oscillatory, but it is more complex than a simple sine wave, indicating the presence of additional waves. The different wave components contributing to the sound can be revealed by applying a mathematical analysis technique known as the Fourier transform, the result of which is shown in the lower figure. Note that there is a prominent peak at 55 Hz, but that there are other peaks at 110 Hz, 165 Hz, and at other frequencies corresponding to integer multiples of 55 Hz. In this case, 55 Hz is identified as the fundamental frequency of the string vibration, and the integer multiples are known as harmonics.

See also

Related Research Articles

Additive synthesis is a sound synthesis technique that creates timbre by adding sine waves together.

Convolution Binary mathematical operation on functions

In mathematics, convolution is a mathematical operation on two functions that produces a third function that expresses how the shape of one is modified by the other. The term convolution refers to both the result function and to the process of computing it. It is defined as the integral of the product of the two functions after one is reversed and shifted. The integral is evaluated for all values of shift, producing the convolution function.

Fourier analysis Branch of mathematics

In mathematics, Fourier analysis is the study of the way general functions may be represented or approximated by sums of simpler trigonometric functions. Fourier analysis grew from the study of Fourier series, and is named after Joseph Fourier, who showed that representing a function as a sum of trigonometric functions greatly simplifies the study of heat transfer.

Wavelet

A wavelet is a wave-like oscillation with an amplitude that begins at zero, increases, and then decreases back to zero. It can typically be visualized as a "brief oscillation" like one recorded by a seismograph or heart monitor. Generally, wavelets are intentionally crafted to have specific properties that make them useful for signal processing.

Fourier transform Mathematical transform that expresses a function of time as a function of frequency

In mathematics, a Fourier transform (FT) is a mathematical transform that decomposes functions depending on space or time into functions depending on spatial or temporal frequency, such as the expression of a musical chord in terms of the volumes and frequencies of its constituent notes. The term Fourier transform refers to both the frequency domain representation and the mathematical operation that associates the frequency domain representation to a function of space or time.

Fourier may refer to:

Sine wave Mathematical curve that describes a smooth repetitive oscillation; continuous wave

A sine wave or sinusoid is a mathematical curve that describes a smooth periodic oscillation. A sine wave is a continuous wave. It is named after the function sine, of which it is the graph. It occurs often in both pure and applied mathematics, as well as physics, engineering, signal processing and many other fields. Its most basic form as a function of time (t) is:

Pontryagin duality Duality for locally compact abelian groups

In mathematics, Pontryagin duality is a duality between locally compact abelian groups that allows generalizing Fourier transform to all such groups, which include the circle group, the finite abelian groups, and the additive group of the integers, the real numbers, and every finite dimensional vector space over the reals or a p-adic field.

Frequency domain

In physics, electronics, control systems engineering, and statistics, the frequency domain refers to the analysis of mathematical functions or signals with respect to frequency, rather than time. Put simply, a time-domain graph shows how a signal changes over time, whereas a frequency-domain graph shows how much of the signal lies within each given frequency band over a range of frequencies. A frequency-domain representation can also include information on the phase shift that must be applied to each sinusoid in order to be able to recombine the frequency components to recover the original time signal.

In mathematics, an almost periodic function is, loosely speaking, a function of a real number that is periodic to within any desired level of accuracy, given suitably long, well-distributed "almost-periods". The concept was first studied by Harald Bohr and later generalized by Vyacheslav Stepanov, Hermann Weyl and Abram Samoilovitch Besicovitch, amongst others. There is also a notion of almost periodic functions on locally compact abelian groups, first studied by John von Neumann.

In mathematics, the Plancherel theorem is a result in harmonic analysis, proven by Michel Plancherel in 1910. It states that the integral of a function's squared modulus is equal to the integral of the squared modulus of its frequency spectrum. That is, if is a function on the real line, and is its frequency spectrum, then

In mathematics, the Poisson summation formula is an equation that relates the Fourier series coefficients of the periodic summation of a function to values of the function's continuous Fourier transform. Consequently, the periodic summation of a function is completely defined by discrete samples of the original function's Fourier transform. And conversely, the periodic summation of a function's Fourier transform is completely defined by discrete samples of the original function. The Poisson summation formula was discovered by Siméon Denis Poisson and is sometimes called Poisson resummation.

In mathematics and in signal processing, the Hilbert transform is a specific linear operator that takes a function, u(t) of a real variable and produces another function of a real variable H(u)(t). This linear operator is given by convolution with the function . The Hilbert transform has a particularly simple representation in the frequency domain: It imparts a phase shift of ±90° to every frequency component of a function, the sign of the shift depending on the sign of the frequency. The Hilbert transform is important in signal processing, where it is a component of the analytic representation of a real-valued signal u(t). The Hilbert transform was first introduced by David Hilbert in this setting, to solve a special case of the Riemann–Hilbert problem for analytic functions.

In Fourier analysis, a multiplier operator is a type of linear operator, or transformation of functions. These operators act on a function by altering its Fourier transform. Specifically they multiply the Fourier transform of a function by a specified function known as the multiplier or symbol. Occasionally, the term multiplier operator itself is shortened simply to multiplier. In simple terms, the multiplier reshapes the frequencies involved in any function. This class of operators turns out to be broad: general theory shows that a translation-invariant operator on a group which obeys some regularity conditions can be expressed as a multiplier operator, and conversely. Many familiar operators, such as translations and differentiation, are multiplier operators, although there are many more complicated examples such as the Hilbert transform.

In mathematics and mathematical physics, potential theory is the study of harmonic functions.

In mathematics, Bochner's theorem characterizes the Fourier transform of a positive finite Borel measure on the real line. More generally in harmonic analysis, Bochner's theorem asserts that under Fourier transform a continuous positive-definite function on a locally compact abelian group corresponds to a finite positive measure on the Pontryagin dual group.

In mathematics, noncommutative harmonic analysis is the field in which results from Fourier analysis are extended to topological groups that are not commutative. Since locally compact abelian groups have a well-understood theory, Pontryagin duality, which includes the basic structures of Fourier series and Fourier transforms, the major business of non-commutative harmonic analysis is usually taken to be the extension of the theory to all groups G that are locally compact. The case of compact groups is understood, qualitatively and after the Peter–Weyl theorem from the 1920s, as being generally analogous to that of finite groups and their character theory.

References

  1. "harmonic". Online Etymology Dictionary .
  2. Terras, Audrey (2013). Harmonic Analysis on Symmetric Spaces-Euclidean Space, the Sphere, and the Poincaré Upper Half-Plane (2nd ed.). New York, NY: Springer. p. 37. ISBN   978-1461479710 . Retrieved 12 December 2017.
  3. Computed with https://sourceforge.net/projects/amoreaccuratefouriertransform/.

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