I think that I almost understood Fourier analysis, but I am stuck with the normalization factor.
Based on the analogy with a change of basis of standard vectors, I would expect that the role of this factor is dividing by the modulus of the analyzing function (this would be the way to convert the dot product into a sort of scalar projection of the signal over the analyzing function, right?).
I would also expect that this modulus is $\sqrt2π$, because in the next example you divide by $2π$, but the correlation 1 seems to be pointing at the equivalent of the cosine of the angle, which would require division by the modulus squared…
$${\rm{if n = m }} \to {\rm{ }}\frac{1}{{2\pi }}\int_{ - \pi }^\pi {{e^{in\frac{{2\pi }}{T}t}}{e^{ - im\frac{{2\pi }}{T}t}}} dt = \frac{1}{{2\pi }}\int_{ - \pi }^\pi {{e^0}} dt = \frac{1}{{2\pi }}\int_{ - \pi }^\pi 1 dt = \frac{{2\pi }}{{2\pi }} = 1 % MathType!MTEF!2!1!+- % feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn % hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr % 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9 % vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x % fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeyAaiaabA % gacaqGGaGaaeOBaiaab2dacaqGTbGaaeiiaiabgkziUkaabccadaWc % aaqaaiaaigdaaeaacaaIYaGaeqiWdahaamaapedabaGaamyzamaaCa % aaleqabaGaamyAaiaad6gadaWcaaqaaiaaikdacqaHapaCaeaacaWG % ubaaaiaadshaaaGccaWGLbWaaWbaaSqabeaacqGHsislcaWGPbGaam % yBamaalaaabaGaaGOmaiabec8aWbqaaiaadsfaaaGaamiDaaaaaeaa % cqGHsislcqaHapaCaeaacqaHapaCa0Gaey4kIipakiaadsgacaWG0b % Gaeyypa0ZaaSaaaeaacaaIXaaabaGaaGOmaiabec8aWbaadaWdXaqa % aiaadwgadaahaaWcbeqaaiaaicdaaaaabaGaeyOeI0IaeqiWdahaba % GaeqiWdahaniabgUIiYdGccaWGKbGaamiDaiabg2da9maalaaabaGa % aGymaaqaaiaaikdacqaHapaCaaWaa8qmaeaacaaIXaaaleaacqGHsi % slcqaHapaCaeaacqaHapaCa0Gaey4kIipakiaadsgacaWG0bGaeyyp % a0ZaaSaaaeaacaaIYaGaeqiWdahabaGaaGOmaiabec8aWbaacqGH9a % qpcaaIXaaaaa!7D69! $$
In fact, there is a “symmetrical” convention where the pre-factor is $\sqrt2π$ for both the direct and the inverse Fourier transform.
However, I have plenty of questions:
- In Fourier series, what I usually see is the pre-factor $1/π$. Why so? In Fourier series you face a periodic function, which is decomposed into its fundamental frequency plus the discrete harmonics; in Fourier transform, you face a non-periodic signal being decomposed into a continuous set of frequencies… but is that relevant for the purpose of choosing the pre-factor?
- Sometimes I see a pre-factor of $1/T$, but only in Fourier series examples... Why that? In order to normalize, do you divide by chance by seconds? Does it have to do with the "weight" of the integral?
- In one article I read that if you write $ω$ in the exponent of the analyzing exponential function, instead of $2πf$ or $2π/T$, the pre-factor changes. But aren’t the three expressions equivalent?
- Another convention for Fourier transform is having no pre-factor in the direct transform and $1/2π$ in the inverse transform… I understand that everything related to units is characterized by conventionality… but is there an analogue situation at the level of standard vectors…?