Lecture

Signals & Systems I: Fourier Transformation and Distributions

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In course

MICRO-310(a): Signals and systems I (for MT)

Présentation des concepts et des outils de base pour la caractérisation des signaux ainsi que pour l'analyse et la synthèse des systèmes linéaires (filtres ou canaux de transmission). Application de ces techniques au traitement du signal et aux télécommuni ...

Description

This lecture covers the classical framework for the Fourier transformation, Parseval relation, and weak convergence. It delves into the Fourier transformation in the sense of distributions, Schwartz class functions, and the properties of the generalized Fourier transformation. The instructor explains the fundamental properties, linearity, translation, and the invertibility of the Fourier transformation. Technical conditions, weak sense equality tests, and the concept of temperate distributions are also discussed.

Instructor

Michaël Unser

Expertise Image Processing, Medical Imaging, Biological Imaging, Wavelets, Splines, Multiresolution Michael Unser is Full Professor with EPFL’s school of Engineering and the academic director of EPFL's Center for Imaging, Lausanne, Switzerland. His primary areas of investigation are signal processing, biomedical imaging and applied functional analysis. He is internationally recognized for his research contributions to sampling theory, wavelets, the use of splines for image processing, stochastic processes,

Official source

Related concepts (32)

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Stable distribution

In probability theory, a distribution is said to be stable if a linear combination of two independent random variables with this distribution has the same distribution, up to location and scale parameters. A random variable is said to be stable if its distribution is stable. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after Paul Lévy, the first mathematician to have studied it. Of the four parameters defining the family, most attention has been focused on the stability parameter, (see panel).

Heavy-tailed distribution

In probability theory, heavy-tailed distributions are probability distributions whose tails are not exponentially bounded: that is, they have heavier tails than the exponential distribution. In many applications it is the right tail of the distribution that is of interest, but a distribution may have a heavy left tail, or both tails may be heavy. There are three important subclasses of heavy-tailed distributions: the fat-tailed distributions, the long-tailed distributions, and the subexponential distributions.

Normal distribution

In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is The parameter is the mean or expectation of the distribution (and also its median and mode), while the parameter is its standard deviation. The variance of the distribution is . A random variable with a Gaussian distribution is said to be normally distributed, and is called a normal deviate.

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