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3.1. DCT AND HOMOGENEOUS COMPONENTS 29<br />

a superposition of sinusoid functions. Nowadays, Fourier analysis has become the most<br />

powerful tool in signal processing. Every researcher in science and engineering should know<br />

it.<br />

The Fourier transform of a continuous function X(t), by definition, is<br />

̂X(ω) = 1<br />

2π<br />

∫ +∞<br />

−∞<br />

X(t)e −i2πωt dt,<br />

where i 2 = −1. The following is the inversion formula:<br />

X(t) =<br />

∫ +∞<br />

−∞<br />

̂X(ω)e i2πωt dω.<br />

Since digital signal processing (DSP) has become the mainstream in signal processing,<br />

and only discrete <strong>transforms</strong> can be implemented in the digital domain, it is more interesting<br />

to consider the discrete version of Fourier transform.<br />

For a finite sequence X[0],X[1],... ,X[N − 1], where N is a given integer, the discrete<br />

Fourier transform is defined as<br />

and consequently<br />

̂X[l] = √ 1 N−1<br />

∑<br />

X[k]e −i 2π N kl , 0 ≤ l ≤ N − 1; (3.1)<br />

N<br />

k=0<br />

X[k] = √ 1 N−1<br />

∑<br />

N<br />

l=0<br />

̂X[l]e i 2π N kl , 0 ≤ k ≤ N − 1.<br />

The discrete Fourier transform can be considered as a matrix-vector multiplication.<br />

Let X ⃗ and ⃗̂X denote the vectors made by the original signal and its Fourier transform<br />

respectively:<br />

⎛<br />

⎞<br />

X[0]<br />

X[1]<br />

⃗X =<br />

⎜<br />

⎝ . ⎟<br />

⎠<br />

X[N − 1]<br />

N×1<br />

⎛<br />

and ⃗̂X = ⎜<br />

⎝<br />

⎞<br />

̂X[0]<br />

̂X[1]<br />

. ⎟<br />

⎠<br />

̂X[N − 1]<br />

N×1<br />

.

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