Integral Transforms Overview

explain all concepts and formulas of integral transforms

Integral transforms are mathematical techniques used to simplify the process of solving
differential equations, performing signal analysis, and solving various physical and
engineering problems. They work by converting functions from one domain (often time or
space) into another domain (often frequency or complex), making complex operations easier
to handle.

The two most common types of integral transforms are:

1. Laplace Transform

2. Fourier Transform

There are also several other integral transforms, such as the Z-transform, Mellin Transform,
and Hilbert Transform, but let's first cover the key concepts of the more widely used ones:
Laplace and Fourier Transforms.

1. Laplace Transform
The Laplace transform is used to transform a function of time (typically denoted f (t)) into a
function of a complex variable s. It is particularly useful for analyzing linear time-invariant
systems, solving differential equations, and in control theory.

Formula:

The Laplace transform of a function f (t), denoted as L{f (t)}, is given by:
∞
L{f (t)} = F (s) = ∫ ​ e−st f (t) dt
0

where:

t is the time variable (usually t ≥ 0),

s is a complex variable s = σ + jω ,
F (s) is the Laplace-transformed function.

Key Properties of the Laplace Transform:

Linearity: L{af (t) + bg(t)} = aF (s) + bG(s)

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 Shift in time: L{f (t − a)u(t − a)} = e−as F (s), where u(t − a) is the Heaviside step
function.

Differentiation in time: L{f ′ (t)} = sF (s) − f (0)

Integration in time: L {∫0 f (τ ) dτ } =
t F (s)
s
​ ​

Inverse Laplace Transform:

The inverse Laplace transform is used to recover the original function f (t) from F (s). It is
denoted as L−1 {F (s)}, and there are tables and methods (like partial fraction
decomposition) to compute this.

2. Fourier Transform
The Fourier transform is used to convert a function from the time domain into the frequency
domain. It breaks down a signal into its constituent sinusoidal components (sine and cosine
waves). This transform is widely used in signal processing, physics, and engineering,
especially for analyzing periodic signals or systems.

Formula:

The Fourier transform of a function f (t), denoted as F{f (t)}, is given by:
∞
F{f (t)} = F (ω) = ∫ ​ e−jωt f (t) dt
−∞

where:

ω is the angular frequency,

F (ω) is the frequency-domain representation of the function f (t),
j is the imaginary unit.

Key Properties of the Fourier Transform:

Linearity: F{af (t) + bg(t)} = aF (ω) + bG(ω)

Shift in time: F{f (t − t0 )}
​ = e−jωt0 F (ω)
​

Differentiation in time: F{f ′ (t)} = jωF (ω)

Convolution: F{f (t) ∗ g(t)} = F (ω)G(ω), where ∗ denotes convolution.

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 Parseval's Theorem: This relates the total energy in the time domain to the total energy
in the frequency domain, i.e.,
∞ ∞
1
∫ ∣f (t)∣ dt =
2
∫ ∣F (ω)∣2 dω
2π −∞
​ ​ ​

−∞

Inverse Fourier Transform:

The inverse Fourier transform recovers the original function from its frequency domain
representation. It is given by:
∞
1
F −1
{F (ω)} = f (t) = ∫ ejωt F (ω) dω
2π −∞
​ ​

3. Z-Transform
The Z-transform is a discrete-time version of the Laplace transform, used for analyzing
discrete signals or sequences, particularly in digital signal processing.

Formula:
∞
Z{x[n]} = X(z) = ∑ x[n]z −n ​

n=0

where:

x[n] is the discrete-time signal,

X(z) is the Z-transformed function,
z is a complex variable.

Inverse Z-Transform:

The inverse Z-transform is used to recover the original discrete-time signal. There are various
methods like the residue theorem or power series expansion for computing the inverse.

4. Mellin Transform

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The Mellin transform is used in problems involving scaling and is often employed in
asymptotic analysis, image processing, and number theory.

Formula:
∞
M{f (x)} = F (s) = ∫ ​ f (x)xs−1 dx
0

where s is a complex variable.

Inverse Mellin Transform:

c+i∞
1
−1
M {F (s)} = f (x) = ∫ F (s)x−s ds
2πi c−i∞
​ ​

where c is a suitable real constant.

Summary of Common Integral Transforms:

Transform Domain of Input Domain of Output Formula
∞
Laplace Time t ≥0 Complex s-plane L{f (t)} = ∫0 e−st f (t) dt
​

∞
Fourier Time t ∈R Frequency ω F{f (t)} = ∫−∞ e−jωt f (t) dt
​

Z Discrete n ∈Z Complex z -plane Z{x[n]} = ∑∞

n=0 x[n]z
−n
​

∞
Mellin x ∈ (0, ∞) Complex s-plane M{f (x)} = ∫0 f (x)xs−1 dx
​

These are just a few of the most important transforms, and each of them has a wealth of
properties, applications, and techniques for solving specific types of problems.

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