this is my first ever Math SE question, and I am wondering how one can go about rigorously explaining the Fourier Transform. I believe it is connected to Fourier Series, but I can't comprehend the connection. To find the Fourier Series (complex version) of a function $f(x)$ with period $2T, T>0$, one derives an orthonormal basis for $L^2[-T,T]$ with inner product $$\langle u(x),v(x) \rangle=\int_{0}^{1}u(x)\overline{v(x)}dx.$$ The basis turns out to be $$B=\left(\frac{1}{\sqrt{2T}},\frac{e^{\frac{inx\pi}{T}}}{\sqrt{2T}},\frac{e^{\frac{-inx\pi}{T}}}{\sqrt{2T}}: n\in \mathbb{N}\right),$$ which I understand. The Fourier series is the span of these basis elements, and the constants are Fourier coefficients computed by three different inner products. I read about the Fourier transform, which is to supposed deal with the case $T \rightarrow {\infty}.$ My question is can we motivate the Fourier Transform in a similar way to the Fourier series, which is to come up with an orthonormal basis (for $L^2(\mathbb{R})$ I believe) and write the transform as the span of such basis elements ? If so, since the transform is described by an integral, is the span essentially a Riemann sum in this case? I know there are other questions like this, but I just am struggling to understand the motivation of the Fourier Transform.
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D.R.
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Vivek Kaushik
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The first answer to http://math.stackexchange.com/questions/1303974/fourier-transform-understanding-change-of-basis-property-with-ideas-from-linear gives some intuition on that. To make it more precise gets into the theory of projection-valued measures. – John M Aug 01 '16 at 05:16
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Also the Fourier transforms can be thought of as doing harmonic analysis on the real line, vs the Fourier series which does harmonic analysis "on the circle," i.e. periodic functions. This generalizes to locally compact groups; you may want to read the Wikipedia entry on Pontryagin duality. Also this is good: https://terrytao.wordpress.com/2009/04/06/the-fourier-transform/#more-2015 – John M Aug 01 '16 at 05:20
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The answer to your question about Riemann sums, and in general the motivation of the Fourier transform is discussed in some detail here: https://math.stackexchange.com/a/1374855/405572 – D.R. Jan 05 '22 at 06:56