Discussing the Discrete Fourier Transform in terms of physical metaphors like “detectors” and “bins”, or even statistical notions like correlation is a bit disingenuous. In some sense, this style of discourse takes a bunch of fascinating mathematical relationships and reduces them to a set of constructions which are amenable to thought-by-analogy but are far less mathematically profound.1 It’s probably better to recognize that sine waves possess a number of (sometimes stunning) properties which make them particularly well suited for use as the bases of a coordinate system. I don’t want to thoroughly investigate coordinate systems and bases in this primer, but I’d like to provide you with some related visualizations which you generally will not find in the relevant literature.
Orthogonality is an important property for the basis vectors of a coordinate system. Two vectors (signals) are orthogonal to one another if their dot product is zero. Geometrically, when two vectors are orthogonal, they point at right angles to one another. The natural bases - the default bases for the Cartesian system - are orthogonal to one another. If we have a 3-Dimensional Cartesian system, the three natural basis vectors are,
[0, 1, 0]
[0, 0, 1]
It’s easy to show that these vectors are orthogonal to one another. We can prove that by writing out all of the dot products, or simply by noticing that the dot product between any of the two vectors must be zero since every 1 will be multiplied by a 0.
A bit more surprisingly, it can be shown that any two sine waves whose frequencies are multiples of one another are also orthogonal, regardless of their phases. This statement is a bit harder to mentally validate. You can take it on faith, or see a few examples before digging into a proof. Figure 1 allows you to compute the dot product between two sine and cosine pairs at different frequencies. Notice that the dot product is always zero unless the two waves are at the exact same frequency.
Figure 1. Orthogonality of Sine and Cosine |
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