1. ECE 665 Fourier Optics Spring, 2004 Thomas B. Fowler, Sc.D. Senior Principal Engineer Mitretek Systems

2. 2 ControlNumber Course goal To provide an understanding of optical systems for processing temporal signals as well as images Course is based on use of Fourier analysis in two dimensions to understand the behavior of optical systems

3. 3 ControlNumber Nature of light and theories about it Fourier optics falls under wave optics Provides a description of propagation of light waves based on two principles –Harmonic (Fourier) analysis –Linearity of systems Quantum optics Electromagnetic optics Wave optics Ray optics

4. 4 ControlNumber Course organization 13 weeks Main text: Introduction to Fourier Optics, Joseph Goodman, McGraw-Hill, 1996 Other material to be downloaded from Internet Student evaluation –Homework 20% –Midterm exam 40% –Final exam 40%

5. 5 ControlNumber Topics Week 1: Review of one-dimensional Fourier analysis Week 2: Two-dimensional Fourier analysis Weeks 3-4: Scalar diffraction theory Weeks 5-6: Fresnel and Fraunhofer diffraction Week 7: Transfer functions and wave-optics analysis of coherent optical systems Weeks 8-9: Frequency analysis of optical imaging systems Week 10: Wavefront modulation Week 11: Analog optical information processing Weeks 12-13: Holography

6. 6 ControlNumber Week 1: Review of One-Dimensional Fourier Analysis Descriptions: time domain and frequency domain Principle of Fourier analysis –Periodic: series Sin, cosine, exponential forms –Non-periodic: Fourier integral –Random Convolution Discrete Fourier transform and Fast Fourier Transform A deeper look: Fourier transforms and functional analysis

7. 7 ControlNumber Basic idea: what you learned in undergraduate courses A periodic function f(t) can be expressed as a sum of sines and cosines –Sum may be finite or infinite, depending on f(t) –Object is usually to determine Frequencies of sine, cosine functions Amplitudes of sine, cosine functions Error in approximating with finite number of functions –Function f(t) must satisfy Dirichlet conditions Result is that periodic function in time domain, e.g., square wave, can be completely characterized by information in frequency domain, i.e., by frequencies and amplitudes of sine, cosine functions

8. 8 ControlNumber Historical reason for use of Fourier series to approximate functions Breaks periodic function f(t) into component frequencies Response of linear systems to most periodic waves can be analyzed by finding the response to each ‘harmonic’ and superimposing the results)

9. 9 ControlNumber Basic idea: what you learned in undergraduate courses (continued) Periodic means that f(t) = f(t+T) for all t –T is the period –Period related to frequency by T = 1/f 0 = 2  /  0 –  0 is called the fundamental frequency So we have n  0 = 2n  /T is nth harmonic of fundamental frequency

10. 10ControlNumber How to calculate Fourier coefficients Calculation of Fourier coefficients hinges on orthogonality of sine, cosine functions Also,

11. 11ControlNumber How to calculate Fourier coefficients (continued) And we also need

12. 12ControlNumber How to calculate Fourier coefficients (continued) Step 1. integrate both sides: Therefore

13. 13ControlNumber How to calculate Fourier coefficients (continued) Step 2. For each n, multiply original equation by cos n  0 t and integrate from 0 to T: Therefore 0 0 0

14. 14ControlNumber How to calculate Fourier coefficients (continued) Step 3. Calculate b n terms similarly, by multiplying original equation by sin n  0 t and integrating from 0 to T –Get similar result Some rules simplify calculations –For even functions f(t) = f(-t), such as cos t, b n terms = 0 –For odd functions f(t) = -f(-t), such as sin t, a n terms = 0

15. 15ControlNumber Calculation of Fourier coefficients: examples Square wave (in class) 1 T T/2

16. 16ControlNumber Calculation of Fourier coefficients: examples (continued) Result Source: http://mathworld.wolfram.com/FourierSeries.html Gibbs phenomenon: ringing near discontinuity

17. 17ControlNumber Calculation of Fourier coefficients: examples (continued) Triangular wave (in class) T T/2 +V -V

18. 18ControlNumber Calculation of Fourier coefficients: examples (continued) Triangle wave result –Note that value of terms falls off as inverse square

19. 19ControlNumber Other simplifying assumptions: half- wave symmetry Function has half-wave symmetry if second half is negative of first half:

20. 20ControlNumber Other simplifying assumptions: half- wave symmetry Can be shown

21. 21ControlNumber Conditions for convergence Conditions for convergence of Fourier series to original function f(t) discovered (and named for) Dirichelet –Finite number of discontinuities –Finite number of extrema –Be absolutely convergent: Example of periodic function excluded

22. 22ControlNumber Parseval's theorem If some function f(t) is represented by its Fourier expansion on an interval [-l,l], then Useful in calculating power associated with waveform

23. 23ControlNumber Effect of truncating infinite series Truncation error function  n (t) given by –This is difference between original function and truncated series s n (t), truncated after n terms Error criterion usually taken as mean square error of this function over one period Least squares property of Fourier series states that no other series with same number n of terms will have smaller value of E n

24. 24ControlNumber Effect of truncating infinite series (continued) Problem is that there is no effective way to determine value of n to satisfy any desired E Only practical approach is to keep adding terms until E n < E One helpful bit of information concerns fall-off rate of terms –Let k = number of derivatives of f(t) required to produce a discontinuity –Then where M depends on f(t) but not n

25. 25ControlNumber Some DERIVE scripts To generate square wave of amplitude A, period T: squarewave(A,T,x) := A*sign(sin(2*pi*x/T)) For Fourier series of function f with n terms, limits c, d: Fourier(f,x,c,d,n) –Example: Fourier(squarewave(2,2,x),x,0,2,5) generates first 5 terms (actually 3 because 2 are zero) To generate triangle wave of amplitude A, period T: int(squarewave(A,T,x),x) –Then Fourier transform can be done of this

26. 26ControlNumber Exponential form of Fourier Series Previous form Recall that

27. 27ControlNumber Exponential form of Fourier Series (continued) Substituting yields Collecting like exponential terms and using fact that 1/j = -j:

28. 28ControlNumber Exponential form of Fourier Series (continued) Introducing new coefficients We can rewrite Fourier series as Or more compactly by changing the index

29. 29ControlNumber Exponential form of Fourier Series (continued) The coefficients can easily be evaluated

30. 30ControlNumber Exponential form of Fourier Series (continued) Sometimes coefficients written in real and complex terms as where

31. 31ControlNumber Exponential form of Fourier Series: example Take sawtooth function, f(t) = (A/T)t per period Then Hint: if using Derive, define  = 2  /T, set domain of n as integer

32. 32ControlNumber Fourier analysis for nonperiodic functions Basic idea: extend previous method by letting T become infinite Example: recurring pulse t v0v0 a/2-a/2 T

33. 33ControlNumber Fourier analysis for nonperiodic functions (continued) Start with previous formula: This can be readily evaluated as

34. 34ControlNumber Fourier analysis for nonperiodic functions (continued) Using fact that T = 2  /  0, may be written We are interested in what happens as period T gets larger, with pulse width a fixed –For graphs, a = 1, V 0 = 1

35. 35ControlNumber Effect of increasing period T a/T

36. 36ControlNumber Transition to Fourier integral We can define f(jn  0 ) in the following manner Since difference in frequency of terms  =  0 in the expansion. Hence

37. 37ControlNumber Transition to Fourier integral (continued) Since It follows that As we pass to the limit,  -> d , n  ->  so we have

38. 38ControlNumber Transition to Fourier integral (continued) This is subject to convergence condition Now observe that since We have

39. 39ControlNumber Transition to Fourier integral (continued) In the limit as T ->  Since f(t) = 0 for t a/2 Thus we have the Fourier transform pair for nonperiodic functions

40. 40ControlNumber Example: pulse For pulse of area 1, height a, width 1/a, we have Note that this will have zeros at  = 2an  n=0,+1, +2 Considering only positive frequencies, and that “most” of the energy is in the first lobe, out to 2a , we see that product of bandwidth 2a  and pulse width 1/a = 2 

41. 41ControlNumber Example of pulse width=1 width=0.2 1/2 -1/2 1/1 0 -1/10 1 5

42. 42ControlNumber Pulse: limiting cases Let a -> , then f(t) -> spike of infinite height and width 1/a (delta function) -> 0 –Transform -> line F(j  )=1 –Thus transform of delta function contains all frequencies Let a -> 0, then f(t) -> infinitely long pulse –Transform -> spike of height 1, width 0 Now let height remain at 1, width be 1/a –Then transform is

43. 43ControlNumber Pulse: limiting cases (continued) Now, we are interested in limit as a -> 0 for  -> 0 and  > 0 –First, consider case of small  : –So when a -> 0, 1/a ->  –As w moves slightly away from 0, it drops to zero quickly because of w/2a term in denominator (numerator <1 at all times) So we get delta function,  (0)

44. 44ControlNumber Fourier transform of pulse width 0.1

45. 45ControlNumber Properties of delta function Definition Area for any  > 0 Sifting property since

46. 46ControlNumber Some common Fourier transform pairs Source: http://mathworld.wolfram.com/FourierTransform.html

47. 47ControlNumber Some Fourier transform pairs (graphical illustration) function transform Source: Physical Optics Notebook: Tutorials in Fourier Optics, Reynolds, et. al., SPIE/AIP

48. 48ControlNumber Fourier transform: Gaussian pulses

49. 49ControlNumber Properties of Fourier transforms Simplification: Negative t: Scaling –Time: –Magnitude:

50. 50ControlNumber Properties of Fourier transforms (continued) Shifting: Time convolution: Frequency convolution:

51. 51ControlNumber Convolution and transforms A principal application of any transform theory comes from its application to linear systems –If system is linear, then its response to a sum of inputs is equal to the sum of its responses to the individual inputs –This was original justification for Fourier's work Because a delta function contains all frequencies in its spectrum, if you “hit” something with a delta function, and measure its response, you know how it will respond to any individual frequency –The response of something (e.g., a circuit) to a delta function is called its “impulse response” Called “point spread function” in optics –Often denoted h(t)

52. 52ControlNumber Convolution and transforms (continued) The Fourier transform of the impulse response can be calculated, usually designated H(j  ) Therefore if one knows the frequency content of an incoming “signal” u(t), one can calculate the response of the system –The response to each individual frequency component of incoming signal can be calculated individually as product of impulse response and that component –Total response is obtained by summing all of individual responses That is, response Y(j  ) = H(j  )U(j  ) –Where U(j  ) is sum of Fourier transforms of individual components of u(t)

53. 53ControlNumber Convolution and transforms (continued) May be visualized as H(j  ) U(j  ) Y(j  )=H(j  )U(j  ) System Input Response

54. 54ControlNumber Convolution and transforms (continued) Example –Signal is square wave, u(t)=sgn(sin(x)) –This has Fourier transform –So response Y(j  ) is

55. 55ControlNumber Convolution and transforms (continued) If incoming signal described by Fourier integral instead, same result holds To get time (or space) domain answer, we need to take inverse Fourier transform of Y(j  )

56. 56ControlNumber Convolution and transforms (continued) Can also be calculated in time (or space), i.e., non- transformed domain Derivation Now, we introduce new variables v and , related to t and z by

57. 57ControlNumber Convolution and transforms (continued) Computing Jacobean to transform variables –Implies that differential areas same for both systems of variables Thus since t = v-z = v-  we have Where we have calculated the limits as follows

58. 58ControlNumber Convolution and transforms (continued) We may assume without loss of generality that u(z) = 0 for z<0 –Otherwise we can shift variables to make it so Must assume that u(z) has some starting point –Therefore the lower limit of integration in the inner integral is 0 We may also assume without loss of generality that h(t) = 0 for t<0 –Therefore h(v-  ) = 0 for  > v

59. 59ControlNumber Convolution and transforms (continued) Since the outer integral defines a Fourier transform, its inverse is just y(t), so we have This is usually written with t as the inner variable, This is called the convolution of h and u, usually written y(t) = h*u Can readily be calculated on a computer

60. 60ControlNumber Convolution: old way (graphically)

61. 61ControlNumber Convolution: old way (continued) Source: P. S. Rha, SFSU, http://online.sfsu.edu/~psrha/ ENGR449_PDFs/EE449_L5_Conv.PDF

62. 62ControlNumber Convolution and transforms (new way) Use computer algebra programs Some Derive scripts –Step function: u(t):=if(t<0,0,1) –Pulse of width d, amplitude a: f1(t):=if(t>=0 and t<=d,a,0) –Triangle of width d, amplitude a: triangle(t):=if(t>=0 and t d/2 and t<d,2a- 2at/d,0)0) –Convolution: convolution(t):=int(f1(t-  )*f2(  ), ,0,t) Example –f1 is pulse of width 1, amplitude 1 –f2 is pulse of width 2, amplitude 3

63. 63ControlNumber Convolution functions

64. 64ControlNumber Convolution: useful web sites http://www.jhu.edu/~signals/ http://mathworld.wolfram.com/Convolution.html http://www.annauniv.edu/shan/Lap1.1.9.html http://rivit.cs.byu.edu/morse/550-F95/node12.html

65. 65ControlNumber Fourier and Laplace transforms Fourier transform does not preserve initial condition information –Therefore most useful when “steady state” conditions exist This is typically the case for optical systems But often not true for electrical networks Comparison of definitions LaplaceFourier

66. 66ControlNumber Fourier and Laplace transforms (continued) Differences –In Fourier transform, j  replaces s –Limits of integration are different, one-sided vs. two-sided –Contours of integration in inverse transform different Fourier along imaginary axis Laplace along imaginary axis displaced by  1 Conversion between Fourier and Laplace transforms –Laplace transform of f(t) = Fourier transform of f(t)e -  t –Symbolically,

67. 67ControlNumber Fourier transforms of random sources (noise) Noise has frequency characteristics –Generally continuous distribution of frequencies –Since transform of individual frequencies gives spikes, this allows us to separate signal from noise via Fourier methods Common types of noise –White noise: equal power per Hz (power doubles per octave) –Pink noise: equal power per octave –Other “colors” of noise described at http://www.hoohahrecords.com/resfreq/articles/noise.html http://www.hoohahrecords.com/resfreq/articles/noise.html –Fourier transform distinguishes these

68. 68ControlNumber Fourier transforms of random sources (noise) (continued) Frequency domain thus allows us to obtain information about signal purity that is difficult to obtain in time (or space) domain –Noise –Distortion

69. 69ControlNumber Fourier transforms of random sources (noise) (continued) Source: http://hesperia.gsfc.nas a.gov/~schmahl/fourie r_tutorial/node6.html

70. 70ControlNumber Discrete and Fast Fourier Transforms Most Fourier work today carried out by computer (numerical) analysis Discrete Fourier transform (DFT) is first step in numerical analysis –Simply sample target function f(t) at appropriate times –Replace integral by summation Here t n = nT, where T=sampling interval, N = number of samples, and frequency sampling interval  = 2  /NT,  k = k 

71. 71ControlNumber Discrete and Fast Fourier Transforms (continued) Sampling frequency f s = 1/T Frequency resolution  f = 1/NT = f s /N For accurate results, sampling theorem tells us that sample frequency f s > 2 x f max, the highest frequency in the signal –Implies that highest frequency captured f max < 1/2T = f s /2 Otherwise aliasing will occur To improve resolution, note that you can't double sampling frequency, as that also doubles N (for same piece of waveform) –The only way to increase N without affecting f s is to increase acquisition time

72. 72ControlNumber Discrete and Fast Fourier Transforms (continued) Note that DFT calculation requires N separate summations, one for each  k Since each summation requires N terms, number of calculations goes up as N 2 –Therefore doubling frequency resolution requires quadrupling number of calculations Method also assumes function f(t) is periodic outside time range (nT) considered Also note that raw DFT calculation gives array of complex numbers which must be processed to give usual magnitude and phase information –When only power information required, squaring eliminates complex terms

73. 73ControlNumber Inverse discrete Fourier transform Calculated in straightforward manner as This gives, of course, the original sampled values of the function back –Other values can be determined by appropriate filtering

74. 74ControlNumber Uses of DFT DFT usage may be visualized as DFT Spectrum MagnitudePhase Power Spectrum Power Spectral Density

75. 75ControlNumber Power measurements and DFT Power spectrum –Gives energy (power) content of signal at a particular frequency –No phase information –Squared magnitude of DFT spectrum

76. 76ControlNumber Power spectral density Derived from power spectrum Generally normalized in some fashion to show relative power in different ranges Measures energy content in specific band

77. 77ControlNumber Fast Fourier Transform (FFT) Developed by Cooley and Tukey in 1965 to speed up DFT calculations Increases speed from O(N 2 ) to O(N log N), but there are requirements Useful reference: http://www.ni.com/swf/presentation/us/fft/http://www.ni.com/swf/presentation/us/fft/

78. 78ControlNumber Fast Fourier Transform (FFT) (continued) Requirements for FFT –Sampled data must contain integer number of cycles of base (lowest frequency) waveform Otherwise discontinuities will exist, giving rise to “spectral leakage”, which shows up as noise –Signal must be band limited and sampling must be at high enough rate Otherwise “aliasing” occurs, in which higher frequencies than those capturable by sampling rate appear as lower frequencies in FFT –Signal must have stable (non-changing) frequency content –Number of sample points must be power of 2

79. 79ControlNumber Spectral leakage No discontinuities Discontinuities present Source: National Instruments

80. 80ControlNumber Fast Fourier Transform (FFT) (continued) We will not discuss exactly how the method works Lots of software packages are available –See this site for many of them http://ourworld.compuserve.com/homepages/steve_kifowi t/fft.htm http://ourworld.compuserve.com/homepages/steve_kifowi t/fft.htm –Contained in Mathcad package –Also available in many textbooks –Many modern instruments such as digital oscilloscopes have FFT built-in Averaging is frequently used to improve result –Averages over several FFT runs with different data sets representing same waveform Sometimes with slightly staggered start times

81. 81ControlNumber FFT (continued) Also inverse FFT exists for going in opposite direction Short Mathcad demo Note that output of FFT is two-dimensional array of length ½ number of sample points + 1 –The points in this array are the complex values F(j  k ) –But the  k values themselves do not appear Must be calculated by user They are  k = k x frequency resolution = k x 2  /NT, k = 0...N/2

82. 82ControlNumber FFT examples showing different resolution f(x)=sin (  x/5), analysis done in MATHCAD 32 sample points, T=1 sec, f s =1 resolution 1/32 Hz 64 sample points, T=1 sec, f s =1 resolution 1/64 Hz

83. 83ControlNumber Fourier analysis: a deeper view Fourier series only one possible way to analyze functions Best understood in terms of functional analysis Let X be a space composed of real-valued functions on some interval [a,b] –Technically, the set of Lebesgue-integral functions –Infinite-dimensional space Define an inner product (“dot product” in Euclidean space) as follows:

84. 84ControlNumber Fourier analysis: a deeper view (continued) This induces a norm on the space Can be shown that this space is complete –Complete normed space with norm defined by inner product is known as a Hilbert space An orthogonal sequence (u k ) is a sequence of elements u k of X such that

85. 85ControlNumber Fourier analysis: a deeper view (continued) This series can be converted into an orthonormal sequence (e k ) by dividing each element u k by its norm ||u k || Consider an arbitrary element x  X, and calculate Now formulate the sum Then clearly if ||x-x n ||  0 as n  the sum converges to x

86. 86ControlNumber Fourier analysis: a deeper view (continued) We have the following theorem: If (e k ) is an orthonormal sequence in Hilbert space X, then (a) The series converges (in the norm on X) if and only if the following series converges: (b) If the series converges, then the coefficients  k are the Fourier coefficients so that x can be written

87. 87ControlNumber Fourier analysis: a deeper view (continued) (c) For any x  X, the foregoing series converges Lemma: Any x in X can have at most countably many (may be countably infinite) nonzero Fourier coefficients with respect to an orthonormal set (e k ) Note that we are not quite where we want to be yet, as we have not shown that every x  X has a sequence which converges to it –For this we require another notion, that of totality

88. 88ControlNumber Fourier analysis: a deeper view (continued) Note also that as of this point we have said nothing about the nature of the functions e k –Any set which meets the orthogonality condition is OK, since it can be normalized –Note that (sin nt), (cos nt) meet condition, can be combined into new set containing all elements by suitable renumbering –Lots of other functions would work as well, such as triangle waves, Bessel functions

89. 89ControlNumber Fourier analysis: a deeper view (continued) Most interesting orthonormal sets are those which consists of “sufficiently many” elements so that every element in the space can be approximated by Fourier coefficients –Trivial in finite-dimensional spaces: just use orthonormal basis –More complicated in infinite dimensional spaces Define a total orthonormal set in X as a subset M  X whose span is dense in X –Functions analogously to orthonormal basis in finite spaces –But Fourier expansion doesn't have to equal every element, just get arbitrarily close to it in sense of norm

90. 90ControlNumber Fourier analysis: a deeper view (continued) Can be shown that all total orthonormal sets in a given Hilbert space have same cardinality –Called Hilbert dimension or orthogonal dimension of the space –Trivial in finite dimensional spaces Necessary and sufficient condition for totality of an orthonormal set M is that there does not exist a non-zero x  X such that x is orthogonal to every element of M

91. 91ControlNumber Fourier analysis: a deeper view (continued) Parseval relation can be expressed as Another theorem states that an orthonormal set M is total in X if and only if the Parseval relation holds for all x –True for {(sin nt)/ , (cos nt)/  terms –Therefore these terms form total orthonormal set Key results –Fourier expansion works because {(sin nt)/ , (cos nt)/  }terms from orthonormal basis for space of functions –Any other orthonormal set of functions can also serve as basis of Fourier analysis

92. 92ControlNumber Fourier analysis: a deeper view (continued) Effect of truncating Fourier expansion –Finite set (e 1...e m ) no longer total –But it can be shown that the projection theorem applies Space spanned by (e 1...e m ) Function f(x) to be approximated Approximation error Approximation f m (x)

93. 93ControlNumber Fourier analysis: a deeper view (continued) Projection theorem states that optimal representation of f(x) in lower-order space obtained when error ||f – f m || is orthogonal to f m This is guaranteed by orthonormal elements e i and the construction of the Fourier coefficients Therefore truncated Fourier representation is optimal representation in terms of (e 1...e m ) References: –Erwin Kreyszig, Introductory Functional Analysis with Applications –Eberhard Zeidler, Nonlinear Functional Analysis and its Applications, Vol. I, Fixed-Point Theorems