Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 7 3 i Solution Created 2026-10-03 Updated 2026-10-14
Use the angular-frequency Fourier transform conventionA precise sufficient interpretation of the regularity assumption is , in the first-order Sobolev space and ; in particular, nonzero Schwartz functions are admissible. We use the Plancherel theorem, in the normalization , together with its derivative identity . Both identities hold in for , by extending their identities for Schwartz functions. Thus the frequency factor isFor a Schwartz function, integration by parts gives . This remains true under the stated assumptions: insert a smooth cutoff into the derivative of , where is one near zero and compactly supported. Integration givesThe cutoff-derivative term tends to zero, since is bounded independently of and supported in a tail. The other terms converge by dominated convergence and the integrability of , furnished by the Cauchy-Schwarz inequality. HenceAfter squaring and using the Plancherel theorem, we obtain the uncentred Fourier uncertainty principle:If equality holds, both displayed inequalities must be equalities. The equality condition in the Cauchy-Schwarz inequality gives almost everywhere for a constant ; the real-part inequality and the identity for then force with real. The weak derivative equation has the solution : locally multiply by to obtain a function whose weak derivative is zero, hence a constant. Conversely, for this Gaussian function the normalized second moments are in position and in angular frequency, whose product is . ThereforeThese are raw second moments, rather than variances about their respective means. Consequently translations and nonzero frequency modulations of the Gaussian function are not equality cases here; the equality case of the Heisenberg uncertainty relation for centred variances has those additional freedoms.
Short-time Fourier transform 2026-11-05
The short-time Fourier transform analyzes the local frequency content of a signal by translating a window and then taking a Fourier transform. For a window and suitable signal , one angular-frequency convention isThe time coordinate selects a neighborhood through the window function, while tests a local oscillation. The complex conjugation and Fourier normalization are part of the convention.
For and an integrable window, substitution gives . Its magnitude is centered on the tone frequency according to the window transform. A narrower time window improves temporal localization but spreads its Fourier transform, reflecting the uncentred Fourier uncertainty principle. The squared magnitude gives a spectrogram, which displays changing frequencies rather than only one whole-record spectrum.