Lecture 14

The Poisson summation formula

The Poisson summation formula

Theorem. The following are equivalent:

(1) Fω=ω\mathcal F\omega = \omega.

(2) kZFf(k)=kZf(k)\sum_{k\in \mathbb{Z}}\mathcal Ff(k) = \sum_{k\in \mathbb{Z}}f(k).

(3) kZFf(k+x)=kZf(k)e2πikx\sum_{k\in \mathbb{Z}}\mathcal Ff(k+x) = \sum_{k\in \mathbb{Z}}f(k)e^{-2\pi i k x}.

Proof.

(1)    (2)(1)\iff (2):

(Fω,f)=(ω,Ff)=kZFf(k)(\mathcal F \omega, f) = (\omega, \mathcal Ff) = \sum_{k\in \mathbb{Z}}\mathcal Ff(k).

On the other hand, (ω,f)=kZf(n)(\omega,f) = \sum_{k\in \mathbb{Z}}f(n).

Equality of right hand side is (2), and equality of left hand side is (1).

(3)    (2)(3)\implies (2): Plug in x=0x = 0.

(1)    (3):(1)\implies (3): LHS of (3) =(ω,τxFf)=(τxω,Ff)=(Fτxω,f)=(e2πixyFω(y),f(y)) = (\omega, \tau_{-x}\mathcal Ff) = (\tau_x\omega, \mathcal Ff) = (\mathcal F\tau_{x}\omega, f) = (e^{-2\pi i x y}\mathcal F\omega(y),f(y)).

By (1)(1), This is equal to (e2πixyω(y),f(y))=(ω(y),e2πixyf(y))=kZf(k)e2πikx(e^{-2\pi i xy}\omega(y),f(y)) = (\omega(y),e^{-2\pi i xy}f(y)) = \sum_{k\in \mathbb{Z}}f(k)e^{-2\pi i kx} = RHS of (3).

Sampling theorem

When we take a sample of ff we do not usually take integral values, instead, we sample ff on integral multiple of 1p\frac{1}{p} for a large pp.

Let ωp:=kZδkp\omega_p: = \sum_{k \in \mathbb{Z}}\delta_{kp}. Recall the following consequences of shifting theorem and scaling theorem:

Consequently,

Fωp=F(1pσ1pω)=1ppσpFω=σpω=1pω1p.\mathcal F \omega_p = \mathcal F(\frac{1}{p}\sigma_{\frac{1}{p}}\omega) = \frac{1}{p}\cdot p\sigma_p\mathcal F\omega = \sigma_p\omega = \frac{1}{p}\omega_{\frac{1}{p}}.

Also, since ωp=ωp\omega_p^{-} = \omega_p we have F1ωp=Fωp=1pω1p\mathcal F^{-1}\omega_p = \mathcal F\omega_p^{-} = \frac{1}{p}\omega_{\frac{1}{p}}.

Sampling of bandlimited signals

Let fSf\in \mathcal S such that Ff\mathcal Ff has compact support, say on [p2,p2][-\frac{p}{2},\frac{p}{2}]. Then the periodization Ffωp\mathcal F f*\omega_p just makes copies. Now we cut off by multiplying Πp\mathcal \Pi_p, then we end up doing nothing. In other words we have the tatological identity

(Ffωp)Πp=Ff.(\mathcal Ff*\omega_p)\cdot \Pi_p = \mathcal Ff.

Then taking Fourier inversion both side, applying the convolution theorem, we get

F1LHS=F1(Ffωp)F1Πp=(fF1ωp)psinc(px)=(f1pω1p)psinc(px)=kZf(kp)δkpsinc(px)=kZf(kp)τkpsinc(px)=kZf(kp)sinc(p(xkp))=F1RHS=f(x)\begin{split} \mathcal F^{-1}LHS &= \mathcal F^{-1}(\mathcal Ff *\omega_p)* \mathcal F^{-1}\Pi_p \\ & = (f\cdot \mathcal F^{-1}\omega_p)*p\mathrm{sinc}(px)\\ & = (f\cdot \frac{1}{p}\omega_{\frac{1}{p}})*p \mathrm{sinc}(px)\\ & = \sum_{k\in \mathbb{Z}}f(\frac{k}{p})\delta_{\frac{k}{p}}*\mathrm{sinc}(px) \\ &=\sum_{k\in \mathbb{Z}}f(\frac{k}{p})\tau_{\frac{k}{p}}\mathrm{sinc}(px) \\ & = \sum_{k\in \mathbb{Z}}f(\frac{k}{p})\mathrm{sinc}(p(x - \frac{k}{p}))\\ & = \mathcal F^{-1}RHS\\ & = f(x) \end{split}

Periodic distributions

Let TDT\in \mathcal D' be a distribution. TT is called 1-periodic provided that τ1T=T\tau_1 T = T.

Lemma

A periodic distribution is tempered.

Proof. To show TT is tempered we need to estimate (T,g)(T,g) for gSg\in \mathcal S. Since we only know TT is a distribution, that is, the action of TT on compactly supported functions. The idea is to use partition of unity to reduce to the compactly supported case.

Let φ(x)=j(x)kZj(xk)\varphi(x) = \frac{j(x)}{\sum_{k\in \mathbb{Z}}j(x - k)}, let φn(x)=φ(xn)\varphi_n(x) = \varphi(x - n). Then (φn)nZ(\varphi_{n})_{n \in \mathbb Z} satisfies the following properties:

(1) φnCc(n1,n+1)\varphi_n \in \mathscr{C}_c^{\infty}(n-1,n+1).

(2) nZφn(x)=1\sum_{n\in \mathbb{Z}}\varphi_n(x) = 1 for every xRx\in \mathbb{R}.

The above follows from observing nZj(xn)=j(xm)+j(x(m+1))+j(x(m1))\sum_{n\in \mathbb{Z}}j(x-n) = j(x-m)+j(x-(m+1))+j(x-(m-1)) where mm is determined by 1xm1-1\leq x-m\leq 1.

Then (T,g)=(T,g(x)1)=(T,g(x)nZφn(x))=nZ(T,gφn)(T,g) = (T,g(x)\cdot 1) = (T,g(x)\cdot \sum_{n\in \mathbb{Z}}\varphi_n(x)) = \sum_{n\in \mathbb{Z}}(T,g\varphi_n).

Since TT is periodic, (T,gφn)=(τnT,gφn)=(T,τn(gφn))=(T,g(x+n)φn(x+n))=(T,φ0τng)(T,g\varphi_n) = (\tau_n T, g\varphi_n) = (T,\tau_{-n}(g\varphi_n)) = (T,g(x+n)\varphi_n(x + n)) = (T,\varphi_0 \tau_{-n}g), where φ0=φ\varphi_0 = \varphi. Note that φ0(x)g(x+n)\varphi_0(x)g(x+n) is supported on [1,1][-1,1].

Since TT is a distribution, by definition, TT is contionuous with some degree NN on C[1,1]\mathscr{C}^{\infty}[-1,1], i.e. take K=[1,1]K = [-1,1], there exists C>0C>0 and positive integer NN such that (T,ψ)C0lNsupx[1,1]ψ(l)(x)|(T,\psi)|\leq C \sum_{0\leq l \leq N}\sup_{x \in [-1,1]}|\psi^{(l)}(x)|. Apply this to ψ(x)=φ0(x)g(x+n)\psi(x) = \varphi_0(x)g(x+n) we get

(T,φ0(x)g(x+n))C0lNsupx[1,1]φ0(l)(x)0lNsupx[n1,n+1]g(l)(x)C0lNsupx[1,1]φ0(l)(x)0lNsupx[n1,n+1](1+x2)g(l)(x)11+x2C0lNsupx[1,1]φ0(l)(x)11+(n1)20lNg(2,l).\begin{split} |(T,\varphi_0(x)g(x+n))|&\leq C' \cdot \sum_{0\leq l \leq N}\sup_{x\in [-1,1]}|\varphi_0^{(l)}(x)| \cdot \sum_{0\leq l \leq N}\sup_{x\in [n-1,n+1]}|g^{(l)}(x)| \\ &\leq C' \cdot \sum_{0\leq l \leq N}\sup_{x\in [-1,1]}|\varphi_0^{(l)}(x)| \cdot \sum_{0\leq l \leq N}\sup_{x \in [n-1,n+1]} |(1+x^2)g^{(l)}(x)\frac{1}{1+x^2}|\\ &\leq C' \cdot \sum_{0\leq l \leq N}\sup_{x\in [-1,1]}|\varphi_0^{(l)}(x)| \cdot \frac{1}{1+(|n|-1)^2}\sum_{0\leq l \leq N}\|g\|_{(2,l)}. \end{split}

This shows (T,g)C0lNsupx[1,1]φ0(l)(x)nZ11+(n1)20k,lNg(k,l)|(T,g)|\leq C'\cdot \sum_{0\leq l \leq N}\sup_{x\in [-1,1]}|\varphi_0^{(l)}(x)| \cdot \sum_{n\in \mathbb{Z}} \frac{1}{1+(|n|-1)^2} \cdot \sum_{0\leq k,l\leq N}\|g\|_{(k,l)}, which implies TT is a tempered distribution.

Fourier expansion of periodic distribution

(FT,f)=(T,Ff)=nZ(T,φ0(x)Ff(n+x))=(φ0T,nZFf(n+x))=(φ0T,nZf(n)e2πinx)=nZf(n)(φ0T,e2πinx)=nZT^(n)f(n)\begin{split} (\mathcal FT,f) &= (T,\mathcal Ff)\\ &= \sum_{n\in \mathbb{Z}}(T,\varphi_0(x)\mathcal Ff(n+x)) \\ &= (\varphi_0 T,\sum_{n\in \mathbb{Z}}\mathcal Ff(n+x)) \\ & = (\varphi_0 T,\sum_{n \in \mathbb{Z}}f(n)e^{-2\pi i n x}) \\ & = \sum_{n \in \mathbb{Z}}f(n)(\varphi_0T,e^{-2\pi inx})\\ &= \sum_{n\in \mathbb{Z}}\hat{T}(n)f(n) \end{split}

where we define T^(n)\hat{T}(n) to be (T,φ0(x)e2πinx)(T,\varphi_0(x)e^{-2\pi i nx}).

Proof. Let (ψn)nZ(\psi_n)_{n \in \mathbb{Z}} be another partition of unity satisfying the same properties of (φn)nZ(\varphi_n)_{n\in \mathbb{Z}}. Let A=(φ0T,e2πinx)(ψ0T,e2πinx)=((ψ0φ0)T,e2πinx)=(T,(φ0(x)ψ0(x))e2πinx)A = (\varphi_0 T,e^{-2\pi i n x}) - (\psi_0 T,e^{-2\pi i nx}) = ((\psi_0 - \varphi_0)T,e^{-2\pi i nx}) = (T,(\varphi_0(x) - \psi_0(x))e^{-2\pi i nx}). Then

(N+1)A=nN(τnT,(φ0(x)ψ0(x)e2πinx)=nN(T,(ψn(x)φn(x))e2πinx)=(T,(nNψn(x)nNφn(x))e2πinx)\begin{split} (N+1)A &= \sum_{|n|\leq N}(\tau_nT,(\varphi_0(x) - \psi_0(x)e^{-2\pi i nx})\\ &=\sum_{|n|\leq N}(T,(\psi_n(x) - \varphi_n(x))e^{-2\pi i nx})\\ & = (T,(\sum_{|n|\leq N}\psi_n(x) - \sum_{|n|\leq N}\varphi_n(x))e^{-2\pi i nx}) \end{split}

Since both φn\varphi_n and ψn\psi_n are partition of unity subordinate to nZ(n1,n+1)\bigcup_{n\in \mathbb{Z}}(n-1,n+1), nN(ψn(x)φn(x))=0\sum_{|n|\leq N}(\psi_n(x) - \varphi_n(x)) = 0 on [N,N][-N,N]. It follows that nN(φnψn)e2πinx0\sum_{|n|\leq N}(\varphi_n - \psi_n)e^{-2\pi i nx }\to 0 in Cc(R)\mathscr{C}_c^{\infty}(\mathbb{R}) when NN\to \infty. So (N+1)A0(N+1)|A| \to 0 when NN\to \infty, the only possibility is A=0A = 0. \square

We have proved the following theorem

Fourier expansion of periodic distributions

Let TDT\in \mathcal D' be 1-periodic distribution. Then

  • FT=nZT^(n)δn\mathcal FT = \sum_{n\in \mathbb{Z}}\hat{T}(n)\delta_n. In other words, (FT,f)=nZT^(n)f(n)(\mathcal FT,f) = \sum_{n\in \mathbb{Z}}\hat{T}(n)f(n).

  • T=nZT^(n)Te2πinxT = \sum_{n\in \mathbb{Z}}\hat{T}(n)T_{e^{2\pi i n x}}.

Proof. (T,f)=(F1FT,f)=(FT,F1f)=(nZT^(n)δn(x),f(y)e2πixydy)=nZT^(n)+f(y)e2πinydy(T,f) = (\mathcal F^{-1}\mathcal F T,f) = (\mathcal F T, \mathcal F^{-1}f) = (\sum_{n\in \mathbb{Z}}\hat{T}(n)\delta_n (x), \int f(y)e^{2\pi i x y}dy ) = \sum_{n\in \mathbb{Z}}\hat{T}(n)\int_{-\infty}^{+\infty} f(y)e^{2\pi i n y} dy.

Appendix: Picture of (φn)(\varphi_n)

In the following picture, h(x)h(x) is φ1\varphi_1, g(x)g(x) is φ0\varphi_0. The p(x)p(x) is a cut-off function which is equal to 1 on [0,1][0,1].

Let q(x)q(x) be a translation of p(x)p(x) to the interval [2,3][2,3]. Then p(x)p(x) and q(x)q(x) gives a partition of unity on the interval [0,3][0,3].