A Note on notation

My mathematical rigor may be lacking as it has been quite a while, thus my notation may be a bit confusing and at times incorrect. Please let me know when there are mistakes or how to improve clarity.

Groups

A group is a set GG with a binary operation “++” with the following properties:

  • g1g_{1} - Associativity: a+(b+c)=(a+b)+ca + (b + c) = (a + b) + c
  • g2g_{2} - Existence of “additive” identity: a+0=0+aa + 0 = 0 + a
  • g3g_{3} - Existence of “additive” inverse: aG,aa+(a)=(a)+a=0\forall a \in G, \exists -a \ni a + (-a) = (-a) + a = 0

Abelian Groups

  • g4g_{4} - Commutativity: a+b=b+aa + b = b + a

For now I won’t talk about compactness, but to define an integral on a group, the group must be locally compact. For the content being covered, we will be dealing almost exclusively with locally compact abelian (LCA) groups.

Examples:

  • (R,+)(\mathbb{R}, +)
  • (Z,+)(\mathbb{Z}, +)
  • (Q,+)(\mathbb{Q}, +)
  • (Rn×n,)(\mathbb{R}^{n \times n}, \cdot )

Signals Defined On Groups

Let us define a signal as a function s:IG,ts(t)s: I \rightarrow G, t \mapsto s(t) where I=I0/PI = I_{0} / P

Where IoI_o is a set (typically R\mathbb{R}, R2\mathbb{R}^{2}, Z\mathbb{Z}, …) that we’ll call the domain group and PP is a subgroup of IoI_o (i.e. P is a subset of IoI_o with g1g_1, g2g_2, g3g_3) that we’ll call the periodicity group. (For now we will ignore GG, however, for our purposes it is useful to think about this as the “intensity” of a signal at a given tt and is often continuous, discrete, or complex. For most of our purposes, G=CG = \Complex)

Now, when we write s(t);tI=Io/Ps(t); t\in I = I_o / P, we mean: s(t+p)=s(t)s(t + p) = s(t)tIo,pP\forall t \in I_o, \forall p \in P

Commonly used groups:

  • Trivial group: O={0}\mathbb{O} = \{ 0\}
  • Reals: R\mathbb{R}
  • Discrete w/ sampling frequency TT: Z(T)={nT:nZ}Z(T) = \{nT: n \in \mathbb{Z}\}

Now we can define a few commonly used signal types:

  • Aperiodic continuous: I=R/OI = \mathbb{R} / \mathbb{O}
  • Aperiodic discrete with sampling period TT: I=Z(T)/OI = Z(T) / \mathbb{O}
  • TT periodic continuous: I=R/Z(T)I = \mathbb{R} / Z(T)
  • NTNT periodic discrete with sampling period TT: I=Z(T)/Z(NT)I = Z(T) / Z(NT)

Multidimensional signals (images)

Cartesian products:

A×BA \times B is the set of ordered pairs A×B={(a,b):aA,bB}A \times B = \{ (a, b) : a \in A, b \in B\}

Cartesian subgroups of R2\mathbb{R}^{2}

Let’s define the following signal s(x,y)s(x, y):

s(x,y),(x,y)I=(Io1×Io2)/(P1×P2)=Io1/P1×Io2/P2s(x, y), (x, y)\in I= (I_{o_{1}} \times I_{o_{2}}) / (P_1 \times P_2) = I_{o_{1}} / P_1 \times I_{o_{2}} / P_2 s(x+p1,y+p2)=s(x,y)s(x+p_1, y+p_2) = s(x, y) xIo1,yIo2,p1P1,p2P2\forall x\in I_{o_1}, \forall y\in I_{o_2}, \forall p_1\in P_1, \forall p_2\in P_2

It is often useful to think about the real world before it reaches a detector or certain types of detectors as images/signals defined on I=R×RI = \reals \times \reals (continuous).

On the other hand, it is useful to think about digital images as defined on I=Z(T1)×Z(T2)/Z(MT1)×Z(NT2)I = Z(T_1) \times Z(T_2) / Z(MT_1) \times Z(NT_2) where T1T_1 and T2T_2 are the x,yx, y pixel dimensions and the periods M,NM, N as the image size. The reason digital images are often considered periodic will become apparent later as we begin to use the Fourier transform.

Integrals

Note: topology is not my strong suit so please forgive me for any inaccuracies.

The Haar measure allows us to define the integral Idt\int_{I}dt on LCA groups (I believe it’s all locally compact groups but for now we’ll just focus on LCA) with the following properties (my notes are lacking here):

  1. Linearity: Idt as(t)=aIdt s(t)\int_{I}dt\ as(t) = a\int_{I}dt\ s(t)
  2. My notes are unexplicably lacking right here. I will revisit this section to both define Haar measure and compactness at some point.
  3. If S:IRIS:I \rightarrow \reals^{I} and s(t)0tR,Idt s(t)0s(t) \geq 0 \Rightarrow \forall t \in \reals, \int_{I}dt\ s(t) \geq 0
  4. Invariance w.r.t. reflection: Idt s(t)=Idt s(t)\int_{I}dt\ s(t) = \int_{I}dt\ s_{-}(t) where s(t)=s(t)s_{-}(t) = s(-t)
  5. Invariance w.r.t. translation: t0I,Idt s(tt0)=Idt s(t)\forall t_0 \in I, \int_{I}dt\ s(t-t_0) = \int_{I}dt\ s(t)

Common domain-integral pairs:

  • Continuous domain \rightarrow Lebesgue Integral
  • Discrete domain \rightarrow Summation

For the four common types of signals we defined previously we have the following:

  • I=RI = \mathbb{R} Idt s(t)=s(t)dt\rightarrow \int_{I}dt\ s(t) = \int_{-\infty}^{\infty} s(t) dt
  • I=Z(T)I = Z(T) Idt s(t)=n=s(nT)\rightarrow \int_{I}dt\ s(t) = \sum_{n=-\infty}^{\infty} s(nT)
  • I=R/Z(T)I = \mathbb{R} / Z(T) Idt s(t)=0Ts(t)dt\rightarrow \int_{I}dt\ s(t) = \int_{0}^{T} s(t) dt
  • I=Z(T)/Z(NT)I = Z(T) / Z(NT) Idt s(t)=Tn=0Ns(nT)\rightarrow \int_{I}dt\ s(t) = T \sum_{n=0}^{N} s(nT)

Note that for the periodic cases, shifting the bounds by some t0t_0 or n0n_0 is still equal to the same integral to due translational invariance. Additionally, note that the discrete integrals are multiplied by T to preserve area.

Convolutions

For two functions, s(t),h(t)s(t), h(t) defined on II, we have the following operator:

(sh)(t)=Idτ s(τ)h(tτ)(s \ast h) (t) = \int_{I} d\tau\ s(\tau) h(t-\tau)

Additionally, let us define the area of the signal Area(s)=Idt s(t)\mathbf{Area}(s) = \int_{I}dt\ s(t).

Theorem: Area(sh)=Area(s)Area(h)\mathbf{Area}(s \ast h) = \mathbf{Area} (s) \mathbf{Area} (h)

Proof left to the reader…

Impulse

Let us also define the impulse on I as the identity w.r.t. convolution, i.e. a function δI(t);tI\delta_{I}(t); t \in I with the following property:

(sδI)(t)=s(t)s(t),tI(s \ast \delta_{I}) (t) = s(t) \qquad \forall s(t), \forall t \in I

Properties:

  1. Area(s)=1\mathbf{Area}(s) = 1,
  2. s(t)δ(tt0)=s(t0)δ(tt0)s(t) \delta (t-t_0) = s(t_0) \delta(t-t_0),
  3. Let δI,t0(t)=δI(tt0)\delta_{I, t_0}(t) = \delta_I (t - t_0). Then , (sδI,t0)(t)=s(tt0)(s \ast \delta_{I, t_0})(t) = s(t - t_0)

Examples:

  • For I=RI = \reals: (Dirac Delta)
δI(t)={0,t0,t=0\begin{equation*} \delta_I(t) = \left\{\begin{array}{lr} 0, & t \neq 0 \\ \infty, & t = 0 \end{array}\right. \end{equation*}
  • For I=Z(T)I = Z(T):
δI(t)={0,t01T,t=0\begin{equation*} \delta_I(t) = \left\{\begin{array}{lr} 0, & t \neq 0 \\ \frac{1}{T}, & t = 0 \end{array}\right. \end{equation*}

Separability

Definition: A signal s(t1,t2);I=I1×I2s(t_1, t_2); I = I_1 \times I_2 is separable iff:

s(t1,t2)=s(t1)s(t2)s(t_1, t_2) = s(t_1)s(t_2)

Thus, the impulse on I=I1×I2I = I_1 \times I_2 is separable:

δI(t1,t2)=δI1(t1)δI2(t2)\delta_I(t_1, t_2) = \delta_{I_1} (t_1) \delta_{I_2} (t_2)

For I=R×RI = \reals \times \reals:

δI(x,y)={0,t0,x=0,y=0\begin{equation*} \delta_I(x, y) = \left\{\begin{array}{lr} 0, & t \neq 0 \\ \infty, & x=0, y=0 \end{array}\right. \end{equation*}

For I=Z(T1)×Z(T2)I = Z(T_1) \times Z(T_2):

δI(n1T1,n2T2)={0,t01T1T2,n1T1=0,n2T2=0\begin{equation*} \delta_I(n_1 T_1, n_2 T_2) = \left\{\begin{array}{lr} 0, & t \neq 0 \\ \frac{1}{T_1 T_2}, & n_1 T_1=0, n_2 T_2=0 \end{array}\right. \end{equation*}

Theorem: For a periodic domain I=Io/PI=I_o / P, the impulse δI\delta_{I} is the periodic repetition of the impulse on the aperiodic domain IoI_o:

δI(t)=pPδIo(tp)\delta_I (t) = \sum_{p \in P} \delta_{I_o} (t - p)

Examples:

  • For I=R/Z(T)I = \reals / Z(T) (continuous periodic), the impulse is the following “Dirac comb”:
δI(t)=n=δ(tnT)\delta_I(t) = \sum_{n=-\infty}^{\infty} \delta (t - nT)
  • For I=Z(T)/Z(NT)I = Z(T) / Z(NT) (discrete periodic), the impulse is the following:
δI(nt)=m=δZ(T)(nTmNT)\delta_I(nt) = \sum_{m=-\infty}^{\infty} \delta_{Z(T)} (nT - mNT)

Fourier Transform

While you are likely already familiar with Fourier transforms and dealing with going from time/space to the frequency domain, we will cover some general properties of the Fourier transform defined on LCA groups.

When we take the FT of a signal s(t)s(t):

s(t),tI=Io/PFS(f),fI^s(t), t \in I = I_o / P \xrightarrow{\mathcal{F}} S(f), \quad f\in \hat{I}

Where I^\hat{I} is the Dual Group of II.

Now we have the definition of the FT on II and the inverse FT on I^\hat{I} to be

F[s(t)](f)=S(f)=Idts(t)ei2πft,fI^\mathcal{F}[s(t)](f) = S(f) = \int_{I}dt s(t) e^{- i 2 \pi f t}, \quad f \in \hat{I} F1[S(f)](t)=s(t)=I^dtS(f)ei2πft,tI\mathcal{F}^{-1}[S(f)](t) = s(t) = \int_{\hat{I}}dt S(f) e^{i 2 \pi f t}, \quad t \in I

Dual and Reciprocal Groups

The dual group of I=Io/PI = I_o / P is I^=P/Io\hat{I} = P^* / I_o^* where * indicates the reciprocal group. Examples of reciprocal groups include:

R=O\reals^* = \mathbb{O} O=R\mathbb{O} = \reals^* Z(T)=Z(1T)Z^* (T) = Z(\frac{1}{T})

Now we can define the dual groups and Fourier transforms for signals defined on our four commonly used groups:

  1. Aperiodic continuous (the “classical” Fourier transform):
I=R=R/OI^=O/R=R/O=RI = \reals = \reals / \mathbb{O} \quad \Longrightarrow \quad \hat{I} = \mathbb{O}^* / \reals^* = \reals / \mathbb{O}= \reals
  1. Periodic continuous (Fourier series)
I=R/Z(T)I^=Z(T)/R=Z(1T)/O=Z(T)I = \reals / Z(T) \quad \Longrightarrow \quad \hat{I} = Z^*(T) / \reals^* = Z(\frac{1}{T}) / \mathbb{O}= Z(T)
  1. Aperiodic Discrete (Discrete-time Fourier transform or DTFT)
I=Z(T)I^=O/Z(T)=R/Z(1T)I = Z(T) \quad \Longrightarrow \quad \hat{I} = \mathbb{O}^* / Z^*(T) = \reals / Z(\frac{1}{T})
  1. Periodic Discrete (Discrete Fourier transform or DFT)
I=Z(T)/Z(NT)I^=Z(1NT)/Z(1T)I = Z(T) / Z(NT) \quad \Longrightarrow \quad \hat{I} = Z(\frac{1}{NT}) / Z(\frac{1}{T})

Now note that for the periodic discrete case, the DFT becomes 1T\frac{1}{T} periodic with a sampling period of 1NT\frac{1}{NT}. To give a practical example, for a signal sampled with a T=2T = 2 second time step and is repeated every N=10N=10 time steps, the DFT of that signal will have a frequency step of 1102\frac{1}{10 * 2} Hz and will be repeated every 12\frac{1}{2} Hz, or every 10 frequency steps.

It also becomes apparent why treating digital images as periodic is useful, since the DFT has a periodic discrete output, while the DTFT has a periodic continuous output. Representing a “periodic” discrete signal in memory is much easier than representing any continuous signal.