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7: Fourier Transforms:

Convolution and Parseval’s


Theorem
• Multiplication of Signals
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary
7: Fourier Transforms:
Convolution and Parseval’s
Theorem

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 1 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem
• Multiplication of Signals
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties w(t) = u(t)v(t)
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem [Note use of different dummy variables]
• Convolution Example
• Convolution Properties w(t) = u(t)v(t)
• Parseval’s Theorem
R +∞ i2πht
R +∞
• Energy Conservation
• Energy Spectrum
= h=−∞ U (h)e dh g=−∞ V (g)ei2πgt dg
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem [Note use of different dummy variables]
• Convolution Example
• Convolution Properties w(t) = u(t)v(t)
• Parseval’s Theorem
R +∞ i2πht
R +∞
• Energy Conservation
• Energy Spectrum
= h=−∞ U (h)e dh g=−∞ V (g)ei2πgt dg
• Summary R +∞ R +∞
= h=−∞ U (h) g=−∞ V (g)ei2π(h+g)t dg dh [merge e(··· ) ]

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem [Note use of different dummy variables]
• Convolution Example
• Convolution Properties w(t) = u(t)v(t)
• Parseval’s Theorem
R +∞ i2πht
R +∞
• Energy Conservation
• Energy Spectrum
= h=−∞ U (h)e dh g=−∞ V (g)ei2πgt dg
• Summary R +∞ R +∞
= h=−∞ U (h) g=−∞ V (g)ei2π(h+g)t dg dh [merge e(··· ) ]
Now we make a change of variable in the second integral: g = f − h
R +∞ R +∞
= h=−∞ U (h) f =−∞ V (f − h)ei2πf t df dh

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem [Note use of different dummy variables]
• Convolution Example
• Convolution Properties w(t) = u(t)v(t)
• Parseval’s Theorem
R +∞ i2πht
R +∞
• Energy Conservation
• Energy Spectrum
= h=−∞ U (h)e dh g=−∞ V (g)ei2πgt dg
• Summary R +∞ R +∞
= h=−∞ U (h) g=−∞ V (g)ei2π(h+g)t dg dh [merge e(··· ) ]
Now we make a change of variable in the second integral: g = f − h
R +∞ R +∞
= h=−∞ U (h) f =−∞ V (f − h)ei2πf t df dh
R∞ R +∞ i2πf t
R
= f =−∞ h=−∞ U (h)V (f − h)e dh df [swap ]

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem [Note use of different dummy variables]
• Convolution Example
• Convolution Properties w(t) = u(t)v(t)
• Parseval’s Theorem
R +∞ i2πht
R +∞
• Energy Conservation
• Energy Spectrum
= h=−∞ U (h)e dh g=−∞ V (g)ei2πgt dg
• Summary R +∞ R +∞
= h=−∞ U (h) g=−∞ V (g)ei2π(h+g)t dg dh [merge e(··· ) ]
Now we make a change of variable in the second integral: g = f − h
R +∞ R +∞
= h=−∞ U (h) f =−∞ V (f − h)ei2πf t df dh
R∞ R +∞ i2πf t
R
= f =−∞ h=−∞ U (h)V (f − h)e dh df [swap ]
R +∞
= f =−∞ W (f )ei2πf t df

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem [Note use of different dummy variables]
• Convolution Example
• Convolution Properties w(t) = u(t)v(t)
• Parseval’s Theorem
R +∞ i2πht
R +∞
• Energy Conservation
• Energy Spectrum
= h=−∞ U (h)e dh g=−∞ V (g)ei2πgt dg
• Summary R +∞ R +∞
= h=−∞ U (h) g=−∞ V (g)ei2π(h+g)t dg dh [merge e(··· ) ]
Now we make a change of variable in the second integral: g = f − h
R +∞ R +∞
= h=−∞ U (h) f =−∞ V (f − h)ei2πf t df dh
R∞ R +∞ i2πf t
R
= f =−∞ h=−∞ U (h)V (f − h)e dh df [swap ]
R +∞
= f =−∞ W (f )ei2πf t df
R +∞
where W (f ) = h=−∞ U (h)V (f − h)dh

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem [Note use of different dummy variables]
• Convolution Example
• Convolution Properties w(t) = u(t)v(t)
• Parseval’s Theorem
R +∞ i2πht
R +∞
• Energy Conservation
• Energy Spectrum
= h=−∞ U (h)e dh g=−∞ V (g)ei2πgt dg
• Summary R +∞ R +∞
= h=−∞ U (h) g=−∞ V (g)ei2π(h+g)t dg dh [merge e(··· ) ]
Now we make a change of variable in the second integral: g = f − h
R +∞ R +∞
= h=−∞ U (h) f =−∞ V (f − h)ei2πf t df dh
R∞ R +∞ i2πf t
R
= f =−∞ h=−∞ U (h)V (f − h)e dh df [swap ]
R +∞
= f =−∞ W (f )ei2πf t df
R +∞
where W (f ) = h=−∞ U (h)V (f − h)dh , U (f ) ∗ V (f )

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem [Note use of different dummy variables]
• Convolution Example
• Convolution Properties w(t) = u(t)v(t)
• Parseval’s Theorem
R +∞ i2πht
R +∞
• Energy Conservation
• Energy Spectrum
= h=−∞ U (h)e dh g=−∞ V (g)ei2πgt dg
• Summary R +∞ R +∞
= h=−∞ U (h) g=−∞ V (g)ei2π(h+g)t dg dh [merge e(··· ) ]
Now we make a change of variable in the second integral: g = f − h
R +∞ R +∞
= h=−∞ U (h) f =−∞ V (f − h)ei2πf t df dh
R∞ R +∞ i2πf t
R
= f =−∞ h=−∞ U (h)V (f − h)e dh df [swap ]
R +∞
= f =−∞ W (f )ei2πf t df
R +∞
where W (f ) = h=−∞ U (h)V (f − h)dh , U (f ) ∗ V (f )
This is the convolution of the two spectra U (f ) and V (f ).

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication of Signals

Question: What is the Fourier transform of w(t) = u(t)v(t) ?


7: Fourier Transforms:
Convolution and Parseval’s
Theorem R +∞ R +∞
i2πht i2πgt
• Multiplication of Signals Let u(t) = h=−∞ U (h)e dh and v(t) = g=−∞
V (g)e dg
• Multiplication Example
• Convolution Theorem [Note use of different dummy variables]
• Convolution Example
• Convolution Properties w(t) = u(t)v(t)
• Parseval’s Theorem
R +∞ i2πht
R +∞
• Energy Conservation
• Energy Spectrum
= h=−∞ U (h)e dh g=−∞ V (g)ei2πgt dg
• Summary R +∞ R +∞
= h=−∞ U (h) g=−∞ V (g)ei2π(h+g)t dg dh [merge e(··· ) ]
Now we make a change of variable in the second integral: g = f − h
R +∞ R +∞
= h=−∞ U (h) f =−∞ V (f − h)ei2πf t df dh
R∞ R +∞ i2πf t
R
= f =−∞ h=−∞ U (h)V (f − h)e dh df [swap ]
R +∞
= f =−∞ W (f )ei2πf t df
R +∞
where W (f ) = h=−∞ U (h)V (f − h)dh , U (f ) ∗ V (f )
This is the convolution of the two spectra U (f ) and V (f ).

w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 2 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

• Convolution Theorem
1
• Convolution Example U (f ) = a+i2πf [from before]
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
• Parseval’s Theorem 0.5
• Energy Conservation 0
• Energy Spectrum -0.5
-5 0 5
• Summary Frequence (Hz)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
• Parseval’s Theorem 0.5
• Energy Conservation
• Energy Spectrum
v(t) = cos 2πF t 0
-0.5
-5 0 5
• Summary Frequence (Hz)
1

v(t)
0
-1
-5 0 5
Time (s)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
• Parseval’s Theorem 0.5
• Energy Conservation
• Energy Spectrum
v(t) = cos 2πF t 0
-0.5
-5 0 5
• Summary
V (f ) = 0.5 (δ(f + F ) + δ(f − F )) 1
Frequence (Hz)

v(t)
0
-1
-5 0 5
Time (s)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
• Parseval’s Theorem 0.5
• Energy Conservation
• Energy Spectrum
v(t) = cos 2πF t 0
-0.5
-5 0 5
• Summary
V (f ) = 0.5 (δ(f + F ) + δ(f − F )) 1
Frequence (Hz)

v(t)
0
-1
-5 0 5
Time (s)

0.4 F=2 0.5 0.5

|V(f)|
0.2
0
-5 0 5
Frequency (Hz)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
• Parseval’s Theorem 0.5
• Energy Conservation
• Energy Spectrum
v(t) = cos 2πF t 0
-0.5
-5 0 5
• Summary
V (f ) = 0.5 (δ(f + F ) + δ(f − F )) 1
Frequence (Hz)

v(t)
0
-1
w(t) = u(t)v(t) -5 0
Time (s)
5

0.4 F=2 0.5 0.5

|V(f)|
0.2
0
-5 0 5
Frequency (Hz)
1
a=2, F=2
0.5

w(t)
0
-0.5
-5 0 5
Time (s)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
• Parseval’s Theorem 0.5
• Energy Conservation
• Energy Spectrum
v(t) = cos 2πF t 0
-0.5
-5 0 5
• Summary
V (f ) = 0.5 (δ(f + F ) + δ(f − F )) 1
Frequence (Hz)

v(t)
0
-1
w(t) = u(t)v(t) -5 0
Time (s)
5

0.4 F=2 0.5 0.5


W (f ) = U (f ) ∗ V (f )

|V(f)|
0.2
0
-5 0 5
Frequency (Hz)
1
a=2, F=2
0.5

w(t)
0
-0.5
-5 0 5
Time (s)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
• Parseval’s Theorem 0.5
• Energy Conservation
• Energy Spectrum
v(t) = cos 2πF t 0
-0.5
-5 0 5
• Summary
V (f ) = 0.5 (δ(f + F ) + δ(f − F )) 1
Frequence (Hz)

v(t)
0
-1
w(t) = u(t)v(t) -5 0
Time (s)
5

0.4 F=2 0.5 0.5


W (f ) = U (f ) ∗ V (f )

|V(f)|
0.2
0.5 0.5 0
= a+i2π(f +F ) + a+i2π(f −F )
-5 0
Frequency (Hz)
5

1
a=2, F=2
0.5

w(t)
0
-0.5
-5 0 5
Time (s)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
• Parseval’s Theorem 0.5
• Energy Conservation
• Energy Spectrum
v(t) = cos 2πF t 0
-0.5
-5 0 5
• Summary
V (f ) = 0.5 (δ(f + F ) + δ(f − F )) 1
Frequence (Hz)

v(t)
0
-1
w(t) = u(t)v(t) -5 0
Time (s)
5

0.4 F=2 0.5 0.5


W (f ) = U (f ) ∗ V (f )

|V(f)|
0.2
0.5 0.5 0
= a+i2π(f +F ) + a+i2π(f −F )
-5 0
Frequency (Hz)
5

1
a=2, F=2
0.5

w(t)
0
-0.5
-5 0 5
Time (s)

0.2

|W(f)|
0.1
0
-5 0 5
Frequency (Hz)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
• Parseval’s Theorem 0.5
• Energy Conservation
• Energy Spectrum
v(t) = cos 2πF t 0
-0.5
-5 0 5
• Summary
V (f ) = 0.5 (δ(f + F ) + δ(f − F )) 1
Frequence (Hz)

v(t)
0
-1
w(t) = u(t)v(t) -5 0
Time (s)
5

0.4 F=2 0.5 0.5


W (f ) = U (f ) ∗ V (f )

|V(f)|
0.2
0.5 0.5 0
= a+i2π(f +F ) + a+i2π(f −F )
-5 0
Frequency (Hz)
5

1
a=2, F=2
0.5

w(t)
0
-0.5
-5 0 5
Time (s)

0.2

|W(f)|
0.1
0
-5 0 5
Frequency (Hz)

<W(f) (rad/pi)
0.5
0
-0.5
-5 0 5
Frequence (Hz)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Multiplication Example

7: Fourier Transforms:
( 1
−at
Convolution and Parseval’s e t≥0 a=2

u(t)
0.5
Theorem
u(t) = 0
• Multiplication of Signals
• Multiplication Example
0 t<0 -5 0
Time (s)
5

0.5
0.4

|U(f)|
• Convolution Theorem 0.3
1
• Convolution Example U (f ) = a+i2πf [from before]
0.2
0.1
-5 0 5
• Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
• Parseval’s Theorem 0.5
• Energy Conservation
• Energy Spectrum
v(t) = cos 2πF t 0
-0.5
-5 0 5
• Summary
V (f ) = 0.5 (δ(f + F ) + δ(f − F )) 1
Frequence (Hz)

v(t)
0
-1
w(t) = u(t)v(t) -5 0
Time (s)
5

0.4 F=2 0.5 0.5


W (f ) = U (f ) ∗ V (f )

|V(f)|
0.2
0.5 0.5 0
= a+i2π(f +F ) + a+i2π(f −F )
-5 0
Frequency (Hz)
5

1
a=2, F=2
0.5

w(t)
0

If V (f ) consists entirely of Dirac impulses -0.5


-5 0 5
Time (s)
then U (f ) ∗ V (f ) iust replaces each 0.2

|W(f)|
impulse with a complete copy of U (f ) 0.1
0
-5 0 5
scaled by the area of the impulse and shifted Frequency (Hz)

<W(f) (rad/pi)
0.5

so that 0 Hz lies on the impulse. Then add 0


-0.5
-5 0 5
the overlapping complex spectra. Frequence (Hz)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 3 / 10
Convolution Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Convolution Theorem:
Theorem
• Multiplication of Signals
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 4 / 10
Convolution Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Convolution Theorem:
Theorem
• Multiplication of Signals
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Multiplication Example w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 4 / 10
Convolution Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Convolution Theorem:
Theorem
• Multiplication of Signals
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Multiplication Example w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
• Convolution Theorem
• Convolution Example
• Convolution Properties
Convolution in the time domain is equivalent to multiplication in the
• Parseval’s Theorem frequency domain and vice versa.
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 4 / 10
Convolution Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Convolution Theorem:
Theorem
• Multiplication of Signals
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Multiplication Example w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
• Convolution Theorem
• Convolution Example
• Convolution Properties
Convolution in the time domain is equivalent to multiplication in the
• Parseval’s Theorem frequency domain and vice versa.
• Energy Conservation
• Energy Spectrum
• Summary
Proof of second line:
Given u(t), v(t) and w(t) satisfying
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 4 / 10
Convolution Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Convolution Theorem:
Theorem
• Multiplication of Signals
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Multiplication Example w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
• Convolution Theorem
• Convolution Example
• Convolution Properties
Convolution in the time domain is equivalent to multiplication in the
• Parseval’s Theorem frequency domain and vice versa.
• Energy Conservation
• Energy Spectrum
• Summary
Proof of second line:
Given u(t), v(t) and w(t) satisfying
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
define dual waveforms x(t), y(t) and z(t) as follows:

x(t) = U (t) ⇔ X(f ) = u(−f ) [duality]

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 4 / 10
Convolution Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Convolution Theorem:
Theorem
• Multiplication of Signals
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Multiplication Example w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
• Convolution Theorem
• Convolution Example
• Convolution Properties
Convolution in the time domain is equivalent to multiplication in the
• Parseval’s Theorem frequency domain and vice versa.
• Energy Conservation
• Energy Spectrum
• Summary
Proof of second line:
Given u(t), v(t) and w(t) satisfying
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
define dual waveforms x(t), y(t) and z(t) as follows:

x(t) = U (t) ⇔ X(f ) = u(−f ) [duality]


y(t) = V (t) ⇔ Y (f ) = v(−f )

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 4 / 10
Convolution Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Convolution Theorem:
Theorem
• Multiplication of Signals
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Multiplication Example w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
• Convolution Theorem
• Convolution Example
• Convolution Properties
Convolution in the time domain is equivalent to multiplication in the
• Parseval’s Theorem frequency domain and vice versa.
• Energy Conservation
• Energy Spectrum
• Summary
Proof of second line:
Given u(t), v(t) and w(t) satisfying
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
define dual waveforms x(t), y(t) and z(t) as follows:

x(t) = U (t) ⇔ X(f ) = u(−f ) [duality]


y(t) = V (t) ⇔ Y (f ) = v(−f )
z(t) = W (t) ⇔ Z(f ) = w(−f )

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 4 / 10
Convolution Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Convolution Theorem:
Theorem
• Multiplication of Signals
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Multiplication Example w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
• Convolution Theorem
• Convolution Example
• Convolution Properties
Convolution in the time domain is equivalent to multiplication in the
• Parseval’s Theorem frequency domain and vice versa.
• Energy Conservation
• Energy Spectrum
• Summary
Proof of second line:
Given u(t), v(t) and w(t) satisfying
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
define dual waveforms x(t), y(t) and z(t) as follows:

x(t) = U (t) ⇔ X(f ) = u(−f ) [duality]


y(t) = V (t) ⇔ Y (f ) = v(−f )
z(t) = W (t) ⇔ Z(f ) = w(−f )
Now the convolution property becomes:
w(−f ) = u(−f )v(−f ) ⇔ W (t) = U (t) ∗ V (t)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 4 / 10
Convolution Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Convolution Theorem:
Theorem
• Multiplication of Signals
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Multiplication Example w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
• Convolution Theorem
• Convolution Example
• Convolution Properties
Convolution in the time domain is equivalent to multiplication in the
• Parseval’s Theorem frequency domain and vice versa.
• Energy Conservation
• Energy Spectrum
• Summary
Proof of second line:
Given u(t), v(t) and w(t) satisfying
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
define dual waveforms x(t), y(t) and z(t) as follows:

x(t) = U (t) ⇔ X(f ) = u(−f ) [duality]


y(t) = V (t) ⇔ Y (f ) = v(−f )
z(t) = W (t) ⇔ Z(f ) = w(−f )
Now the convolution property becomes:
w(−f ) = u(−f )v(−f ) ⇔ W (t) = U (t) ∗ V (t) [sub t ↔ ±f ]

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 4 / 10
Convolution Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Convolution Theorem:
Theorem
• Multiplication of Signals
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Multiplication Example w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
• Convolution Theorem
• Convolution Example
• Convolution Properties
Convolution in the time domain is equivalent to multiplication in the
• Parseval’s Theorem frequency domain and vice versa.
• Energy Conservation
• Energy Spectrum
• Summary
Proof of second line:
Given u(t), v(t) and w(t) satisfying
w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
define dual waveforms x(t), y(t) and z(t) as follows:

x(t) = U (t) ⇔ X(f ) = u(−f ) [duality]


y(t) = V (t) ⇔ Y (f ) = v(−f )
z(t) = W (t) ⇔ Z(f ) = w(−f )
Now the convolution property becomes:
w(−f ) = u(−f )v(−f ) ⇔ W (t) = U (t) ∗ V (t) [sub t ↔ ±f ]
Z(f ) = X(f )Y (f ) ⇔ z(t) = x(t) ∗ y(t) [duality]

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 4 / 10
Convolution Example

7: Fourier Transforms:
(
Convolution and Parseval’s 1−t 0≤t<1
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem (
• Convolution Example
e−t t ≥ 0
• Convolution Properties
v(t) =
• Parseval’s Theorem
• Energy Conservation
0 t<0
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)

• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)

• Energy Spectrum
• Summary
w(t) = u(t) ∗ v(t)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)

• Energy Spectrum
• Summary
w(t) = u(t) ∗ v(t)
R∞
= −∞ u(τ )v(t − τ )dτ

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)

• Energy Spectrum
• Summary
w(t) = u(t) ∗ v(t)
R∞
= −∞ u(τ )v(t − τ )dτ
R min(t,1)
= 0 (1 − τ )eτ −t dτ

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)

• Energy Spectrum
• Summary
w(t) = u(t) ∗ v(t)
R∞
= −∞ u(τ )v(t − τ )dτ
R min(t,1)
= 0 (1 − τ )eτ −t dτ
min(t,1)
= [(2 − τ ) eτ −t ]τ =0

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)

• Energy Spectrum
• Summary
w(t) = u(t) ∗ v(t)
R∞
= −∞ u(τ )v(t − τ )dτ
R min(t,1)
= 0 (1 − τ )eτ −t dτ
min(t,1)
= [(2 − τ ) eτ −t ]τ =0

0
 t<0
= 2 − t − 2e−t 0 ≤ t < 1
(e − 2) e−t

t≥1

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)
0.3
• Energy Spectrum 0.2

w(t)
• Summary 0.1
w(t) = u(t) ∗ v(t) 0
-2 0 2 4 6
R∞ Time t (s)
= −∞ u(τ )v(t − τ )dτ
R min(t,1)
= 0 (1 − τ )eτ −t dτ
min(t,1)
= [(2 − τ ) eτ −t ]τ =0

0
 t<0
= 2 − t − 2e−t 0 ≤ t < 1
(e − 2) e−t

t≥1

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)
0.3
• Energy Spectrum 0.2

w(t)
• Summary 0.1
w(t) = u(t) ∗ v(t) 0
-2 0 2 4 6
R∞ Time t (s)
= −∞ u(τ )v(t − τ )dτ 1
∫ = 0.307
u(τ) v(0.7-τ)
t=0.7
0.5
R min(t,1)
= 0 (1 − τ )eτ −t dτ 0
-2 0 2 4 6
Time τ (s)
min(t,1)
= [(2 − τ ) eτ −t ]τ =0

0
 t<0
= 2 − t − 2e−t 0 ≤ t < 1
(e − 2) e−t

t≥1

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)
0.3
• Energy Spectrum 0.2

w(t)
• Summary 0.1
w(t) = u(t) ∗ v(t) 0
-2 0 2 4 6
R∞ Time t (s)
= −∞ u(τ )v(t − τ )dτ 1
∫ = 0.307
u(τ) v(0.7-τ)
t=0.7
0.5
R min(t,1)
= 0 (1 − τ )eτ −t dτ 0
-2 0 2 4 6
Time τ (s)
min(t,1) 1
= [(2 − τ ) eτ −t ]τ =0 0.5
∫ = 0.16
u(τ) v(1.5-τ)
t=1.5

 0
0
 t<0 -2 0 2
Time τ (s)
4 6

= 2 − t − 2e−t 0 ≤ t < 1
(e − 2) e−t

t≥1

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)
0.3
• Energy Spectrum 0.2

w(t)
• Summary 0.1
w(t) = u(t) ∗ v(t) 0
-2 0 2 4 6
R∞ Time t (s)
= −∞ u(τ )v(t − τ )dτ 1
∫ = 0.307
u(τ) v(0.7-τ)
t=0.7
0.5
R min(t,1)
= 0 (1 − τ )eτ −t dτ 0
-2 0 2 4 6
Time τ (s)
min(t,1) 1
= [(2 − τ ) eτ −t ]τ =0 0.5
∫ = 0.16
u(τ) v(1.5-τ)
t=1.5

 0
0
 t<0 -2 0 2
Time τ (s)
4 6

= 2 − t − 2e−t 0 ≤ t < 1 1
0.5
∫ = 0.059
u(τ) v(2.5-τ)
t=2.5

(e − 2) e−t

t≥1 0

-2 0 2 4 6
Time τ (s)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Example

7: Fourier Transforms:
( 1
Convolution and Parseval’s 1−t 0≤t<1

u(t)
0.5
Theorem
u(t) =
• Multiplication of Signals
• Multiplication Example
0 otherwise 0
-2 0 2
Time t (s)
4 6

• Convolution Theorem ( 1

e−t t ≥ 0

v(t)
• Convolution Example 0.5
• Convolution Properties
v(t) = 0
-2 0 2 4 6
• Parseval’s Theorem
• Energy Conservation
0 t<0 Time t (s)
0.3
• Energy Spectrum 0.2

w(t)
• Summary 0.1
w(t) = u(t) ∗ v(t) 0
-2 0 2 4 6
R∞ Time t (s)
= −∞ u(τ )v(t − τ )dτ 1
∫ = 0.307
u(τ) v(0.7-τ)
t=0.7
0.5
R min(t,1)
= 0 (1 − τ )eτ −t dτ 0
-2 0 2 4 6
Time τ (s)
min(t,1) 1
= [(2 − τ ) eτ −t ]τ =0 0.5
∫ = 0.16
u(τ) v(1.5-τ)
t=1.5

 0
0
 t<0 -2 0 2
Time τ (s)
4 6

= 2 − t − 2e−t 0 ≤ t < 1 1
0.5
∫ = 0.059
u(τ) v(2.5-τ)
t=2.5

(e − 2) e−t

t≥1 0

-2 0 2 4 6
Time τ (s)

Note how v(t − τ ) is time-reversed (because of the −τ ) and time-shifted


to put the time origin at τ = t.
E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 5 / 10
Convolution Properties

7: Fourier Transforms: R∞
Convolution and Parseval’s Convloution: w(t) = u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
Theorem
• Multiplication of Signals
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 6 / 10
Convolution Properties

7: Fourier Transforms: R∞
Convolution and Parseval’s Convloution: w(t) = u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
Theorem
• Multiplication of Signals
• Multiplication Example
Convolution behaves algebraically like multiplication:
• Convolution Theorem
• Convolution Example 1) Commutative: u(t) ∗ v(t) = v(t) ∗ u(t)
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 6 / 10
Convolution Properties

7: Fourier Transforms: R∞
Convolution and Parseval’s Convloution: w(t) = u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
Theorem
• Multiplication of Signals
• Multiplication Example
Convolution behaves algebraically like multiplication:
• Convolution Theorem
• Convolution Example 1) Commutative: u(t) ∗ v(t) = v(t) ∗ u(t)
• Convolution Properties
• Parseval’s Theorem 2) Associative:
• Energy Conservation
• Energy Spectrum
u(t) ∗ v(t) ∗ w(t) = (u(t) ∗ v(t)) ∗ w(t) = u(t) ∗ (v(t) ∗ w(t))
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 6 / 10
Convolution Properties

7: Fourier Transforms: R∞
Convolution and Parseval’s Convloution: w(t) = u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
Theorem
• Multiplication of Signals
• Multiplication Example
Convolution behaves algebraically like multiplication:
• Convolution Theorem
• Convolution Example 1) Commutative: u(t) ∗ v(t) = v(t) ∗ u(t)
• Convolution Properties
• Parseval’s Theorem 2) Associative:
• Energy Conservation
• Energy Spectrum
u(t) ∗ v(t) ∗ w(t) = (u(t) ∗ v(t)) ∗ w(t) = u(t) ∗ (v(t) ∗ w(t))
• Summary
3) Distributive over addition:
w(t) ∗ (u(t) + v(t)) = w(t) ∗ u(t) + w(t) ∗ v(t)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 6 / 10
Convolution Properties

7: Fourier Transforms: R∞
Convolution and Parseval’s Convloution: w(t) = u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
Theorem
• Multiplication of Signals
• Multiplication Example
Convolution behaves algebraically like multiplication:
• Convolution Theorem
• Convolution Example 1) Commutative: u(t) ∗ v(t) = v(t) ∗ u(t)
• Convolution Properties
• Parseval’s Theorem 2) Associative:
• Energy Conservation
• Energy Spectrum
u(t) ∗ v(t) ∗ w(t) = (u(t) ∗ v(t)) ∗ w(t) = u(t) ∗ (v(t) ∗ w(t))
• Summary
3) Distributive over addition:
w(t) ∗ (u(t) + v(t)) = w(t) ∗ u(t) + w(t) ∗ v(t)
4) Identity Element or “1”: u(t) ∗ δ(t) = δ(t) ∗ u(t) = u(t)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 6 / 10
Convolution Properties

7: Fourier Transforms: R∞
Convolution and Parseval’s Convloution: w(t) = u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
Theorem
• Multiplication of Signals
• Multiplication Example
Convolution behaves algebraically like multiplication:
• Convolution Theorem
• Convolution Example 1) Commutative: u(t) ∗ v(t) = v(t) ∗ u(t)
• Convolution Properties
• Parseval’s Theorem 2) Associative:
• Energy Conservation
• Energy Spectrum
u(t) ∗ v(t) ∗ w(t) = (u(t) ∗ v(t)) ∗ w(t) = u(t) ∗ (v(t) ∗ w(t))
• Summary
3) Distributive over addition:
w(t) ∗ (u(t) + v(t)) = w(t) ∗ u(t) + w(t) ∗ v(t)
4) Identity Element or “1”: u(t) ∗ δ(t) = δ(t) ∗ u(t) = u(t)
5) Bilinear: (au(t)) ∗ (bv(t)) = ab (u(t) ∗ v(t))

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 6 / 10
Convolution Properties

7: Fourier Transforms: R∞
Convolution and Parseval’s Convloution: w(t) = u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
Theorem
• Multiplication of Signals
• Multiplication Example
Convolution behaves algebraically like multiplication:
• Convolution Theorem
• Convolution Example 1) Commutative: u(t) ∗ v(t) = v(t) ∗ u(t)
• Convolution Properties
• Parseval’s Theorem 2) Associative:
• Energy Conservation
• Energy Spectrum
u(t) ∗ v(t) ∗ w(t) = (u(t) ∗ v(t)) ∗ w(t) = u(t) ∗ (v(t) ∗ w(t))
• Summary
3) Distributive over addition:
w(t) ∗ (u(t) + v(t)) = w(t) ∗ u(t) + w(t) ∗ v(t)
4) Identity Element or “1”: u(t) ∗ δ(t) = δ(t) ∗ u(t) = u(t)
5) Bilinear: (au(t)) ∗ (bv(t)) = ab (u(t) ∗ v(t))
Proof: In the frequency domain, convolution is multiplication.

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 6 / 10
Convolution Properties

7: Fourier Transforms: R∞
Convolution and Parseval’s Convloution: w(t) = u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
Theorem
• Multiplication of Signals
• Multiplication Example
Convolution behaves algebraically like multiplication:
• Convolution Theorem
• Convolution Example 1) Commutative: u(t) ∗ v(t) = v(t) ∗ u(t)
• Convolution Properties
• Parseval’s Theorem 2) Associative:
• Energy Conservation
• Energy Spectrum
u(t) ∗ v(t) ∗ w(t) = (u(t) ∗ v(t)) ∗ w(t) = u(t) ∗ (v(t) ∗ w(t))
• Summary
3) Distributive over addition:
w(t) ∗ (u(t) + v(t)) = w(t) ∗ u(t) + w(t) ∗ v(t)
4) Identity Element or “1”: u(t) ∗ δ(t) = δ(t) ∗ u(t) = u(t)
5) Bilinear: (au(t)) ∗ (bv(t)) = ab (u(t) ∗ v(t))
Proof: In the frequency domain, convolution is multiplication.
Also, if u(t) ∗ v(t) = w(t), then
6) Time Shifting: u(t + a) ∗ v(t + b) = w(t + a + b)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 6 / 10
Convolution Properties

7: Fourier Transforms: R∞
Convolution and Parseval’s Convloution: w(t) = u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
Theorem
• Multiplication of Signals
• Multiplication Example
Convolution behaves algebraically like multiplication:
• Convolution Theorem
• Convolution Example 1) Commutative: u(t) ∗ v(t) = v(t) ∗ u(t)
• Convolution Properties
• Parseval’s Theorem 2) Associative:
• Energy Conservation
• Energy Spectrum
u(t) ∗ v(t) ∗ w(t) = (u(t) ∗ v(t)) ∗ w(t) = u(t) ∗ (v(t) ∗ w(t))
• Summary
3) Distributive over addition:
w(t) ∗ (u(t) + v(t)) = w(t) ∗ u(t) + w(t) ∗ v(t)
4) Identity Element or “1”: u(t) ∗ δ(t) = δ(t) ∗ u(t) = u(t)
5) Bilinear: (au(t)) ∗ (bv(t)) = ab (u(t) ∗ v(t))
Proof: In the frequency domain, convolution is multiplication.
Also, if u(t) ∗ v(t) = w(t), then
6) Time Shifting: u(t + a) ∗ v(t + b) = w(t + a + b)
1
7) Time Scaling: u(at) ∗ v(at) = |a| w(at)
How to recognise a convolution integral:
the arguments of u(· · · ) and v(· · · ) sum to a constant.

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 6 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
• Multiplication of Signals X(f ) = δ(f − g)
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
δ(f − g)ei2πf t df
R
• Multiplication of Signals X(f ) = δ(f − g) ⇒ x(t) =
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals X(f ) = δ(f − g) ⇒ x(t) =
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t
• Convolution Theorem ⇒ X(f ) = e e dt
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t R i2π(g−f )t
• Convolution Theorem ⇒ X(f ) = e e dt = e dt
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t R i2π(g−f )t
• Convolution Theorem ⇒ X(f ) = e e dt = e dt = δ(g − f )
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t R i2π(g−f )t
• Convolution Theorem ⇒ X(f ) = e e dt = e dt = δ(g − f )
• Convolution Example
• Convolution Properties R∞ R +∞
• Parseval’s Theorem Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t R i2π(g−f )t
• Convolution Theorem ⇒ X(f ) = e e dt = e dt = δ(g − f )
• Convolution Example
• Convolution Properties R∞ R +∞
• Parseval’s Theorem Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Conservation
• Energy Spectrum
• Summary
Proof: R +∞ R +∞
Let u(t) = f =−∞ U (f )ei2πf t df and v(t) = g=−∞
V (g)ei2πgt dg

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t R i2π(g−f )t
• Convolution Theorem ⇒ X(f ) = e e dt = e dt = δ(g − f )
• Convolution Example
• Convolution Properties R∞ R +∞
• Parseval’s Theorem Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Conservation
• Energy Spectrum
• Summary
Proof: R +∞ R +∞
Let u(t) = f =−∞ U (f )ei2πf t df and v(t) = g=−∞
V (g)ei2πgt dg

Now multiply u∗ (t) = u(t) and v(t) together and integrate over time:

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t R i2π(g−f )t
• Convolution Theorem ⇒ X(f ) = e e dt = e dt = δ(g − f )
• Convolution Example
• Convolution Properties R∞ R +∞
• Parseval’s Theorem Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Conservation
• Energy Spectrum
• Summary
Proof: R +∞ R +∞
Let u(t) = f =−∞ U (f )ei2πf t df and v(t) = g=−∞
V (g)ei2πgt dg

Now multiply u∗ (t) = u(t) and v(t) together and integrate over time:
R∞ ∗
t=−∞
u (t)v(t)dt

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t R i2π(g−f )t
• Convolution Theorem ⇒ X(f ) = e e dt = e dt = δ(g − f )
• Convolution Example
• Convolution Properties R∞ R +∞
• Parseval’s Theorem Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Conservation
• Energy Spectrum
• Summary
Proof: R +∞ R +∞
Let u(t) = f =−∞ U (f )ei2πf t df and v(t) = g=−∞
V (g)ei2πgt dg
[Note use of different dummy variables]
Now multiply u∗ (t) = u(t) and v(t) together and integrate over time:
R∞ ∗
t=−∞
u (t)v(t)dt
R∞ R +∞ ∗ −i2πf t
R +∞
= t=−∞ f =−∞ U (f )e df g=−∞ V (g)ei2πgt dgdt

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t R i2π(g−f )t
• Convolution Theorem ⇒ X(f ) = e e dt = e dt = δ(g − f )
• Convolution Example
• Convolution Properties R∞ R +∞
• Parseval’s Theorem Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Conservation
• Energy Spectrum
• Summary
Proof: R +∞ R +∞
Let u(t) = f =−∞ U (f )ei2πf t df and v(t) = g=−∞
V (g)ei2πgt dg
[Note use of different dummy variables]
Now multiply u∗ (t) = u(t) and v(t) together and integrate over time:
R∞ ∗
t=−∞
u (t)v(t)dt
R∞ R +∞ ∗ −i2πf t
R +∞
= t=−∞ f =−∞ U (f )e df g=−∞ V (g)ei2πgt dgdt
R +∞ R +∞ R∞
= f =−∞ U (f ) g=−∞ V (g) t=−∞ ei2π(g−f )t dtdgdf

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t R i2π(g−f )t
• Convolution Theorem ⇒ X(f ) = e e dt = e dt = δ(g − f )
• Convolution Example
• Convolution Properties R∞ R +∞
• Parseval’s Theorem Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Conservation
• Energy Spectrum
• Summary
Proof: R +∞ R +∞
Let u(t) = f =−∞ U (f )ei2πf t df and v(t) = g=−∞
V (g)ei2πgt dg
[Note use of different dummy variables]
Now multiply u∗ (t) = u(t) and v(t) together and integrate over time:
R∞ ∗
t=−∞
u (t)v(t)dt
R∞ R +∞ ∗ −i2πf t
R +∞
= t=−∞ f =−∞ U (f )e df g=−∞ V (g)ei2πgt dgdt
R +∞ R +∞ R∞
= f =−∞ U (f ) g=−∞ V (g) t=−∞ ei2π(g−f )t dtdgdf

R +∞ ∗
R +∞
= f =−∞ U (f ) g=−∞ V (g)δ(g − f )dgdf [lemma]

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Parseval’s Theorem

7: Fourier Transforms:
Convolution and Parseval’s
Lemma:
Theorem
X(f ) = δ(f − g) ⇒ x(t) = δ(f − g)ei2πf t df = ei2πgt
R
• Multiplication of Signals
• Multiplication Example R i2πgt −i2πf t R i2π(g−f )t
• Convolution Theorem ⇒ X(f ) = e e dt = e dt = δ(g − f )
• Convolution Example
• Convolution Properties R∞ R +∞
• Parseval’s Theorem Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Conservation
• Energy Spectrum
• Summary
Proof: R +∞ R +∞
Let u(t) = f =−∞ U (f )ei2πf t df and v(t) = g=−∞
V (g)ei2πgt dg
[Note use of different dummy variables]
Now multiply u∗ (t) = u(t) and v(t) together and integrate over time:
R∞ ∗
t=−∞
u (t)v(t)dt
R∞ R +∞ ∗ −i2πf t
R +∞
= t=−∞ f =−∞ U (f )e df g=−∞ V (g)ei2πgt dgdt
R +∞ R +∞ R∞
= f =−∞ U (f ) g=−∞ V (g) t=−∞ ei2π(g−f )t dtdgdf

R +∞ ∗
R +∞
= f =−∞ U (f ) g=−∞ V (g)δ(g − f )dgdf [lemma]
R +∞
= f =−∞ U ∗ (f )V (f )df

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 7 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ ∗
R +∞
U ∗ (f )U (f )df
• Convolution Theorem
• Convolution Example t=−∞
u (t)u(t)dt = f =−∞
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ R +∞
u (t)u(t)dt = f =−∞ U ∗ (f )U (f )df

• Convolution Theorem
• Convolution Example t=−∞
• Convolution Properties R∞ R +∞
2 2
• Parseval’s Theorem
• Energy Conservation
⇒ Eu = t=−∞ |u(t)| dt = f =−∞ |U (f )| df
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ R +∞
u (t)u(t)dt = f =−∞ U ∗ (f )U (f )df

• Convolution Theorem
• Convolution Example t=−∞
• Convolution Properties R∞ R +∞
2 2
• Parseval’s Theorem
• Energy Conservation
⇒ Eu = t=−∞ |u(t)| dt = f =−∞ |U (f )| df
• Energy Spectrum
• Summary Energy Conservation: The energy in u(t) equals the energy in U (f ).

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ R +∞
u (t)u(t)dt = f =−∞ U ∗ (f )U (f )df

• Convolution Theorem
• Convolution Example t=−∞
• Convolution Properties R∞ R +∞
2 2
• Parseval’s Theorem
• Energy Conservation
⇒ Eu = t=−∞ |u(t)| dt = f =−∞ |U (f )| df
• Energy Spectrum
• Summary Energy Conservation: The energy in u(t) equals the energy in U (f ).

Example: (
e−at t ≥ 0
u(t) =
0 t<0

1
a=2

u(t)
0.5
0
-5 0 5
Time (s)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ R +∞
u (t)u(t)dt = f =−∞ U ∗ (f )U (f )df

• Convolution Theorem
• Convolution Example t=−∞
• Convolution Properties R∞ R +∞
2 2
• Parseval’s Theorem
• Energy Conservation
⇒ Eu = t=−∞ |u(t)| dt = f =−∞ |U (f )| df
• Energy Spectrum
• Summary Energy Conservation: The energy in u(t) equals the energy in U (f ).

Example: (
e−at t ≥ 0 2
h −2at i∞
⇒ Eu = |u(t)| dt = −e2a
R
u(t) =
0 t<0 0

1
a=2

u(t)
0.5
0
-5 0 5
Time (s)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ R +∞
u (t)u(t)dt = f =−∞ U ∗ (f )U (f )df

• Convolution Theorem
• Convolution Example t=−∞
• Convolution Properties R∞ R +∞
2 2
• Parseval’s Theorem
• Energy Conservation
⇒ Eu = t=−∞ |u(t)| dt = f =−∞ |U (f )| df
• Energy Spectrum
• Summary Energy Conservation: The energy in u(t) equals the energy in U (f ).

Example: (
e−at t ≥ 0 2
h −2at i∞
⇒ Eu = |u(t)| dt = −e2a 1
R
u(t) = = 2a
0 t<0 0

1
a=2

u(t)
0.5
0
-5 0 5
Time (s)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ R +∞
u (t)u(t)dt = f =−∞ U ∗ (f )U (f )df

• Convolution Theorem
• Convolution Example t=−∞
• Convolution Properties R∞ R +∞
2 2
• Parseval’s Theorem
• Energy Conservation
⇒ Eu = t=−∞ |u(t)| dt = f =−∞ |U (f )| df
• Energy Spectrum
• Summary Energy Conservation: The energy in u(t) equals the energy in U (f ).

Example: (
e−at t ≥ 0 2
h −2at i∞
⇒ Eu = |u(t)| dt = −e2a 1
R
u(t) = = 2a
0 t<0 0

1
U (f ) = [from before]
1
a=2

u(t)
a+i2πf 0.5
0
-5 0 5
Time (s)
0.5
0.4

|U(f)|
0.3
0.2
0.1
-5 0 5
Frequency (Hz)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ R +∞
u (t)u(t)dt = f =−∞ U ∗ (f )U (f )df

• Convolution Theorem
• Convolution Example t=−∞
• Convolution Properties R∞ R +∞
2 2
• Parseval’s Theorem
• Energy Conservation
⇒ Eu = t=−∞ |u(t)| dt = f =−∞ |U (f )| df
• Energy Spectrum
• Summary Energy Conservation: The energy in u(t) equals the energy in U (f ).

Example: (
e−at t ≥ 0 2
h −2at i∞
⇒ Eu = |u(t)| dt = −e2a 1
R
u(t) = = 2a
0 t<0 0

1
U (f ) = a+i2πf [from before]
1
a=2

u(t)
0.5
0
R 2 R df -5 0 5
⇒ |U (f )| df = a +4π 2 f 2
2
Time (s)
0.5
0.4

|U(f)|
0.3
0.2
0.1
-5 0 5
Frequency (Hz)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ R +∞
u (t)u(t)dt = f =−∞ U ∗ (f )U (f )df

• Convolution Theorem
• Convolution Example t=−∞
• Convolution Properties R∞ R +∞
2 2
• Parseval’s Theorem
• Energy Conservation
⇒ Eu = t=−∞ |u(t)| dt = f =−∞ |U (f )| df
• Energy Spectrum
• Summary Energy Conservation: The energy in u(t) equals the energy in U (f ).

Example: (
e−at t ≥ 0 2
h −2at i∞
⇒ Eu = |u(t)| dt = −e2a 1
R
u(t) = = 2a
0 t<0 0

1
U (f ) = a+i2πf [from before]
1
a=2

u(t)
0.5
0
R 2 R df -5 0 5
⇒ |U (f )| df = a2 +4π 2f 2
Time (s)
0.5
 −1 2πf ∞ 0.4

|U(f)|
0.3
tan ( a ) 0.2
0.1
= 2πa
-5 0
Frequency (Hz)
5

−∞

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ R +∞
u (t)u(t)dt = f =−∞ U ∗ (f )U (f )df

• Convolution Theorem
• Convolution Example t=−∞
• Convolution Properties R∞ R +∞
2 2
• Parseval’s Theorem
• Energy Conservation
⇒ Eu = t=−∞ |u(t)| dt = f =−∞ |U (f )| df
• Energy Spectrum
• Summary Energy Conservation: The energy in u(t) equals the energy in U (f ).

Example: (
e−at t ≥ 0 2
h −2at i∞
⇒ Eu = |u(t)| dt = −e2a 1
R
u(t) = = 2a
0 t<0 0

1
U (f ) = a+i2πf [from before]
1
a=2

u(t)
0.5
0
R 2 R df -5 0 5
⇒ |U (f )| df = a2 +4π 2f 2
Time (s)
0.5
 −1 2πf ∞ 0.4

|U(f)|
0.3
tan ( a ) π
0.2
0.1
= 2πa = 2πa
-5 0
Frequency (Hz)
5

−∞

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Conservation

7: Fourier Transforms: R∞ R +∞
Convolution and Parseval’s Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

Theorem
• Multiplication of Signals
• Multiplication Example
For the special case v(t) = u(t), Parseval’s theorem becomes:
R∞ R +∞
u (t)u(t)dt = f =−∞ U ∗ (f )U (f )df

• Convolution Theorem
• Convolution Example t=−∞
• Convolution Properties R∞ R +∞
2 2
• Parseval’s Theorem
• Energy Conservation
⇒ Eu = t=−∞ |u(t)| dt = f =−∞ |U (f )| df
• Energy Spectrum
• Summary Energy Conservation: The energy in u(t) equals the energy in U (f ).

Example: (
e−at t ≥ 0 2
h −2at i∞
⇒ Eu = |u(t)| dt = −e2a 1
R
u(t) = = 2a
0 t<0 0

1
U (f ) = a+i2πf [from before]
1
a=2

u(t)
0.5
0
R 2 R df -5 0 5
⇒ |U (f )| df = a2 +4π 2f 2
Time (s)
0.5
 −1 2πf ∞ 0.4

|U(f)|
0.3
tan ( a ) π 1
0.2
0.1
= 2πa = 2πa = 2a
-5 0
Frequency (Hz)
5

−∞

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 8 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before:
Theorem
(
• Multiplication of Signals e−at cos 2πF t t ≥ 0
• Multiplication Example w(t) =
• Convolution Theorem 0 t<0
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
e−at cos 2πF t t ≥ 0
-0.5
• Multiplication of Signals -5 0 5

• Multiplication Example w(t) = Time (s)

• Convolution Theorem 0 t<0


• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
e−at cos 2πF t t ≥ 0
-0.5
• Multiplication of Signals -5 0 5

• Multiplication Example w(t) = Time (s)

• Convolution Theorem 0 t<0


• Convolution Example
• Convolution Properties 0.5 0.5
• Parseval’s Theorem W (f ) = a+i2π(f +F ) + a+i2π(f −F )
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
e−at cos 2πF t t ≥ 0
-0.5
• Multiplication of Signals -5 0 5

• Multiplication Example w(t) = Time (s)

• Convolution Theorem 0 t<0


• Convolution Example
• Convolution Properties 0.5 0.5
• Parseval’s Theorem W (f ) = a+i2π(f +F ) + a+i2π(f −F )
• Energy Conservation
• Energy Spectrum a+i2πf
• Summary = a2 +i4πaf −4π 2 (f 2 −F 2 )

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
e−at cos 2πF t t ≥ 0
-0.5
• Multiplication of Signals -5 0 5

• Multiplication Example w(t) = 0.25


Time (s)

0 t<0 0.2

|W(f)|
• Convolution Theorem 0.15
0.1
• Convolution Example 0.05
-5 0 5
• Convolution Properties 0.5 0.5
W (f ) = + Frequency (Hz)

<W(f) (rad/pi)
• Parseval’s Theorem a+i2π(f +F ) a+i2π(f −F ) 0.5
• Energy Conservation 0
• Energy Spectrum a+i2πf -0.5
• Summary = a +i4πaf −4π 2 (f 2 −F 2 )
2
-5 0
Frequence (Hz)
5

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
e−at cos 2πF t t ≥ 0
-0.5
• Multiplication of Signals -5 0 5

• Multiplication Example w(t) = 0.25


Time (s)

0 t<0 0.2

|W(f)|
• Convolution Theorem 0.15
0.1
• Convolution Example 0.05
-5 0 5
• Convolution Properties 0.5 0.5
W (f ) = + Frequency (Hz)

<W(f) (rad/pi)
• Parseval’s Theorem a+i2π(f +F ) a+i2π(f −F ) 0.5
• Energy Conservation 0
• Energy Spectrum a+i2πf -0.5
• Summary = a +i4πaf −4π 2 (f 2 −F 2 )
2
-5 0
Frequence (Hz)
5

2 a2 +4π 2 f 2
|W (f )| = (a2 −4π 2 (f 2 −F 2 ))2 +16π 2 a2 f 2

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
e−at cos 2πF t t ≥ 0
-0.5
• Multiplication of Signals -5 0 5

• Multiplication Example w(t) = 0.25


Time (s)

0 t<0 0.2

|W(f)|
• Convolution Theorem 0.15
0.1
• Convolution Example 0.05
-5 0 5
• Convolution Properties 0.5 0.5
W (f ) = + Frequency (Hz)

<W(f) (rad/pi)
• Parseval’s Theorem a+i2π(f +F ) a+i2π(f −F ) 0.5
• Energy Conservation 0
• Energy Spectrum a+i2πf -0.5
• Summary = a +i4πaf −4π 2 (f 2 −F 2 )
2
-5 0
Frequence (Hz)
5

0.06

|W(f)| 2
2 2 2 0.04
2 a +4π f
|W (f )| = (a2 −4π 2 (f 2 −F 2 ))2 +16π 2 a2 f 2
0.02
0
-5 0 5
Frequency (Hz)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
e−at cos 2πF t t ≥ 0
-0.5
• Multiplication of Signals -5 0 5

• Multiplication Example w(t) = 0.25


Time (s)

0 t<0 0.2

|W(f)|
• Convolution Theorem 0.15
0.1
• Convolution Example 0.05
-5 0 5
• Convolution Properties 0.5 0.5
W (f ) = + Frequency (Hz)

<W(f) (rad/pi)
• Parseval’s Theorem a+i2π(f +F ) a+i2π(f −F ) 0.5
• Energy Conservation 0
• Energy Spectrum a+i2πf -0.5
• Summary = a +i4πaf −4π 2 (f 2 −F 2 )
2
-5 0
Frequence (Hz)
5

0.06

|W(f)| 2
2 2 2 0.04
2 a +4π f
|W (f )| = (a2 −4π 2 (f 2 −F 2 ))2 +16π 2 a2 f 2
0.02
0
-5 0 5
Frequency (Hz)

2
• The units
R∞ of |W (f )| are “energy per Hz” so that its integral,
Ew = −∞ |W (f )|2 df , has units of energy.

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
e−at cos 2πF t t ≥ 0
-0.5
• Multiplication of Signals -5 0 5

• Multiplication Example w(t) = 0.25


Time (s)

0 t<0 0.2

|W(f)|
• Convolution Theorem 0.15
0.1
• Convolution Example 0.05
-5 0 5
• Convolution Properties 0.5 0.5
W (f ) = + Frequency (Hz)

<W(f) (rad/pi)
• Parseval’s Theorem a+i2π(f +F ) a+i2π(f −F ) 0.5
• Energy Conservation 0
• Energy Spectrum a+i2πf -0.5
• Summary = a +i4πaf −4π 2 (f 2 −F 2 )
2
-5 0
Frequence (Hz)
5

0.06

|W(f)| 2
2 2 2 0.04
2 a +4π f
|W (f )| = (a2 −4π 2 (f 2 −F 2 ))2 +16π 2 a2 f 2
0.02
0
-5 0 5
Frequency (Hz)

Energy Spectrum
2
• The units
R∞ of |W (f )| are “energy per Hz” so that its integral,
Ew = −∞ |W (f )|2 df , has units of energy.
2
• The quantity |W (f )| is called the energy spectral density of w(t) at
frequency f and its graph is the energy spectrum of w(t).

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
e−at cos 2πF t t ≥ 0
-0.5
• Multiplication of Signals -5 0 5

• Multiplication Example w(t) = 0.25


Time (s)

0 t<0 0.2

|W(f)|
• Convolution Theorem 0.15
0.1
• Convolution Example 0.05
-5 0 5
• Convolution Properties 0.5 0.5
W (f ) = + Frequency (Hz)

<W(f) (rad/pi)
• Parseval’s Theorem a+i2π(f +F ) a+i2π(f −F ) 0.5
• Energy Conservation 0
• Energy Spectrum a+i2πf -0.5
• Summary = a +i4πaf −4π 2 (f 2 −F 2 )
2
-5 0
Frequence (Hz)
5

0.06

|W(f)| 2
2 2 2 0.04
2 a +4π f
|W (f )| = (a2 −4π 2 (f 2 −F 2 ))2 +16π 2 a2 f 2
0.02
0
-5 0 5
Frequency (Hz)

Energy Spectrum
2
• The units
R∞ of |W (f )| are “energy per Hz” so that its integral,
Ew = −∞ |W (f )|2 df , has units of energy.
2
• The quantity |W (f )| is called the energy spectral density of w(t) at
frequency f and its graph is the energy spectrum of w(t). It shows
how the energy of w(t) is distributed over frequencies.

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Energy Spectrum

7: Fourier Transforms:
Convolution and Parseval’s
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
e−at cos 2πF t t ≥ 0
-0.5
• Multiplication of Signals -5 0 5

• Multiplication Example w(t) = 0.25


Time (s)

0 t<0 0.2

|W(f)|
• Convolution Theorem 0.15
0.1
• Convolution Example 0.05
-5 0 5
• Convolution Properties 0.5 0.5
W (f ) = + Frequency (Hz)

<W(f) (rad/pi)
• Parseval’s Theorem a+i2π(f +F ) a+i2π(f −F ) 0.5
• Energy Conservation 0
• Energy Spectrum a+i2πf -0.5
• Summary = a +i4πaf −4π 2 (f 2 −F 2 )
2
-5 0
Frequence (Hz)
5

0.06

|W(f)| 2
2 2 2 0.04
2 a +4π f
|W (f )| = (a2 −4π 2 (f 2 −F 2 ))2 +16π 2 a2 f 2
0.02
0
-5 0 5
Frequency (Hz)

Energy Spectrum
2
• The units
R∞ of |W (f )| are “energy per Hz” so that its integral,
Ew = −∞ |W (f )|2 df , has units of energy.
2
• The quantity |W (f )| is called the energy spectral density of w(t) at
frequency f and its graph is the energy spectrum of w(t). It shows
how the energy of w(t) is distributed over frequencies.
2
• If you divide |W (f )| by the total energy, Ew , the result is non-negative
and integrates to unity like a probability distribution.
E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 9 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example ⊲ Arguments of u(· · · ) and v(· · · ) sum to t
• Convolution Theorem
• Convolution Example
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example ⊲ Arguments of u(· · · ) and v(· · · ) sum to t
• Convolution Theorem
• Convolution Example ◦ Acts like multiplication + time scaling/shifting formulae
• Convolution Properties
• Parseval’s Theorem
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example ⊲ Arguments of u(· · · ) and v(· · · ) sum to t
• Convolution Theorem
• Convolution Example ◦ Acts like multiplication + time scaling/shifting formulae
• Convolution Properties
• Parseval’s Theorem • Convolution Theorem: multiplication ↔ convolution
• Energy Conservation
• Energy Spectrum
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example ⊲ Arguments of u(· · · ) and v(· · · ) sum to t
• Convolution Theorem
• Convolution Example ◦ Acts like multiplication + time scaling/shifting formulae
• Convolution Properties
• Parseval’s Theorem • Convolution Theorem: multiplication ↔ convolution
• Energy Conservation
• Energy Spectrum
◦ w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Summary

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example ⊲ Arguments of u(· · · ) and v(· · · ) sum to t
• Convolution Theorem
• Convolution Example ◦ Acts like multiplication + time scaling/shifting formulae
• Convolution Properties
• Parseval’s Theorem • Convolution Theorem: multiplication ↔ convolution
• Energy Conservation
• Energy Spectrum
◦ w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Summary ◦ w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example ⊲ Arguments of u(· · · ) and v(· · · ) sum to t
• Convolution Theorem
• Convolution Example ◦ Acts like multiplication + time scaling/shifting formulae
• Convolution Properties
• Parseval’s Theorem • Convolution Theorem: multiplication ↔ convolution
• Energy Conservation
• Energy Spectrum
◦ w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Summary ◦ w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
R∞ R +∞
• Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example ⊲ Arguments of u(· · · ) and v(· · · ) sum to t
• Convolution Theorem
• Convolution Example ◦ Acts like multiplication + time scaling/shifting formulae
• Convolution Properties
• Parseval’s Theorem • Convolution Theorem: multiplication ↔ convolution
• Energy Conservation
• Energy Spectrum
◦ w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Summary ◦ w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
R∞ R +∞
• Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Spectrum:

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example ⊲ Arguments of u(· · · ) and v(· · · ) sum to t
• Convolution Theorem
• Convolution Example ◦ Acts like multiplication + time scaling/shifting formulae
• Convolution Properties
• Parseval’s Theorem • Convolution Theorem: multiplication ↔ convolution
• Energy Conservation
• Energy Spectrum
◦ w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Summary ◦ w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
R∞ R +∞
• Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Spectrum:
2
◦ Energy spectral density: |U (f )| (energy/Hz)

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example ⊲ Arguments of u(· · · ) and v(· · · ) sum to t
• Convolution Theorem
• Convolution Example ◦ Acts like multiplication + time scaling/shifting formulae
• Convolution Properties
• Parseval’s Theorem • Convolution Theorem: multiplication ↔ convolution
• Energy Conservation
• Energy Spectrum
◦ w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Summary ◦ w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
R∞ R +∞
• Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Spectrum:
2
◦ Energy spectral density: |U (f )| (energy/Hz)
◦ Parseval: Eu = |u(t)|2 dt = |U (f )|2 df
R R

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10
Summary

7: Fourier Transforms:
Convolution and Parseval’s
• Convolution: R∞
Theorem
• Multiplication of Signals
◦ u(t) ∗ v(t) , −∞ u(τ )v(t − τ )dτ
• Multiplication Example ⊲ Arguments of u(· · · ) and v(· · · ) sum to t
• Convolution Theorem
• Convolution Example ◦ Acts like multiplication + time scaling/shifting formulae
• Convolution Properties
• Parseval’s Theorem • Convolution Theorem: multiplication ↔ convolution
• Energy Conservation
• Energy Spectrum
◦ w(t) = u(t)v(t) ⇔ W (f ) = U (f ) ∗ V (f )
• Summary ◦ w(t) = u(t) ∗ v(t) ⇔ W (f ) = U (f )V (f )
R∞ R +∞
• Parseval’s Theorem: t=−∞ u (t)v(t)dt = f =−∞ U ∗ (f )V (f )df

• Energy Spectrum:
2
◦ Energy spectral density: |U (f )| (energy/Hz)
◦ Parseval: Eu = |u(t)|2 dt = |U (f )|2 df
R R

For further details see RHB Chapter 13.1

E1.10 Fourier Series and Transforms (2014-5559) Fourier Transform - Parseval and Convolution: 7 – 10 / 10

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