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7: Fourier Transforms:

Convolution and Parsevals


Theorem
Multiplication of Signals
Multiplication Example
Convolution Theorem
Convolution Example
Convolution Properties
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
7: Fourier Transforms:
Convolution and Parsevals
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 Parsevals
Theorem
Multiplication of Signals
Multiplication Example
Convolution Theorem
Convolution Example
Convolution Properties
Parsevals 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 Parsevals
Theorem R + R +
i2ht i2gt
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
Parsevals 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 Parsevals
Theorem R + R +
i2ht i2gt
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)
Parsevals 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 Parsevals
Theorem R + R +
i2ht i2gt
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)
Parsevals Theorem
R + i2ht
R +
Energy Conservation
Energy Spectrum
= h= U (h)e dh g= V (g)ei2gt 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 Parsevals
Theorem R + R +
i2ht i2gt
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)
Parsevals Theorem
R + i2ht
R +
Energy Conservation
Energy Spectrum
= h= U (h)e dh g= V (g)ei2gt dg
Summary R + R +
= h= U (h) g= V (g)ei2(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 Parsevals
Theorem R + R +
i2ht i2gt
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)
Parsevals Theorem
R + i2ht
R +
Energy Conservation
Energy Spectrum
= h= U (h)e dh g= V (g)ei2gt dg
Summary R + R +
= h= U (h) g= V (g)ei2(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)ei2f 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 Parsevals
Theorem R + R +
i2ht i2gt
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)
Parsevals Theorem
R + i2ht
R +
Energy Conservation
Energy Spectrum
= h= U (h)e dh g= V (g)ei2gt dg
Summary R + R +
= h= U (h) g= V (g)ei2(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)ei2f t df dh
R R + i2f 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 Parsevals
Theorem R + R +
i2ht i2gt
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)
Parsevals Theorem
R + i2ht
R +
Energy Conservation
Energy Spectrum
= h= U (h)e dh g= V (g)ei2gt dg
Summary R + R +
= h= U (h) g= V (g)ei2(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)ei2f t df dh
R R + i2f t
R
= f = h= U (h)V (f h)e dh df [swap ]
R +
= f = W (f )ei2f 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 Parsevals
Theorem R + R +
i2ht i2gt
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)
Parsevals Theorem
R + i2ht
R +
Energy Conservation
Energy Spectrum
= h= U (h)e dh g= V (g)ei2gt dg
Summary R + R +
= h= U (h) g= V (g)ei2(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)ei2f t df dh
R R + i2f t
R
= f = h= U (h)V (f h)e dh df [swap ]
R +
= f = W (f )ei2f 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 Parsevals
Theorem R + R +
i2ht i2gt
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)
Parsevals Theorem
R + i2ht
R +
Energy Conservation
Energy Spectrum
= h= U (h)e dh g= V (g)ei2gt dg
Summary R + R +
= h= U (h) g= V (g)ei2(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)ei2f t df dh
R R + i2f t
R
= f = h= U (h)V (f h)e dh df [swap ]
R +
= f = W (f )ei2f 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 Parsevals
Theorem R + R +
i2ht i2gt
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)
Parsevals Theorem
R + i2ht
R +
Energy Conservation
Energy Spectrum
= h= U (h)e dh g= V (g)ei2gt dg
Summary R + R +
= h= U (h) g= V (g)ei2(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)ei2f t df dh
R R + i2f t
R
= f = h= U (h)V (f h)e dh df [swap ]
R +
= f = W (f )ei2f 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 Parsevals
Theorem R + R +
i2ht i2gt
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)
Parsevals Theorem
R + i2ht
R +
Energy Conservation
Energy Spectrum
= h= U (h)e dh g= V (g)ei2gt dg
Summary R + R +
= h= U (h) g= V (g)ei2(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)ei2f t df dh
R R + i2f t
R
= f = h= U (h)V (f h)e dh df [swap ]
R +
= f = W (f )ei2f 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 Parsevals e t0 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
Parsevals 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 Parsevals e t0 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+i2f [from before]
Convolution Properties
Parsevals 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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)
Parsevals 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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
Parsevals 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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
Parsevals Theorem 0.5
Energy Conservation
Energy Spectrum
v(t) = cos 2F 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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
Parsevals Theorem 0.5
Energy Conservation
Energy Spectrum
v(t) = cos 2F t 0
-0.5
-5 0 5
Summary
V (f ) = 0.5 ((f + F ) + (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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
Parsevals Theorem 0.5
Energy Conservation
Energy Spectrum
v(t) = cos 2F t 0
-0.5
-5 0 5
Summary
V (f ) = 0.5 ((f + F ) + (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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
Parsevals Theorem 0.5
Energy Conservation
Energy Spectrum
v(t) = cos 2F t 0
-0.5
-5 0 5
Summary
V (f ) = 0.5 ((f + F ) + (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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
Parsevals Theorem 0.5
Energy Conservation
Energy Spectrum
v(t) = cos 2F t 0
-0.5
-5 0 5
Summary
V (f ) = 0.5 ((f + F ) + (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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
Parsevals Theorem 0.5
Energy Conservation
Energy Spectrum
v(t) = cos 2F t 0
-0.5
-5 0 5
Summary
V (f ) = 0.5 ((f + F ) + (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+i2(f +F ) + a+i2(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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
Parsevals Theorem 0.5
Energy Conservation
Energy Spectrum
v(t) = cos 2F t 0
-0.5
-5 0 5
Summary
V (f ) = 0.5 ((f + F ) + (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+i2(f +F ) + a+i2(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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
Parsevals Theorem 0.5
Energy Conservation
Energy Spectrum
v(t) = cos 2F t 0
-0.5
-5 0 5
Summary
V (f ) = 0.5 ((f + F ) + (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+i2(f +F ) + a+i2(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 Parsevals e t0 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+i2f [from before]
0.2
0.1
-5 0 5
Convolution Properties Frequency (Hz)

<U(f) (rad/pi)
Parsevals Theorem 0.5
Energy Conservation
Energy Spectrum
v(t) = cos 2F t 0
-0.5
-5 0 5
Summary
V (f ) = 0.5 ((f + F ) + (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+i2(f +F ) + a+i2(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 Parsevals
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
Parsevals 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 Parsevals
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
Parsevals 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 Parsevals
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
Parsevals 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 Parsevals
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
Parsevals 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 Parsevals
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
Parsevals 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 Parsevals
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
Parsevals 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 Parsevals
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
Parsevals 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 Parsevals
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
Parsevals 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 Parsevals
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
Parsevals 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 Parsevals
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
Parsevals 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 Parsevals 1t 0t<1
Theorem
u(t) =
Multiplication of Signals
Multiplication Example
0 otherwise
Convolution Theorem
Convolution Example
Convolution Properties
Parsevals 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 Parsevals 1t 0t<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
Parsevals 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 Parsevals 1t 0t<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
et t 0
Convolution Properties
v(t) =
Parsevals 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 Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals 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 Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals 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 Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals Theorem
Energy Conservation
0 t<0 Time t (s)

Energy Spectrum
Summary
w(t) = u(t) v(t)
R
= u( )v(t )d

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

7: Fourier Transforms:
( 1
Convolution and Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals Theorem
Energy Conservation
0 t<0 Time t (s)

Energy Spectrum
Summary
w(t) = u(t) v(t)
R
= u( )v(t )d
R min(t,1)
= 0 (1 )e t d

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

7: Fourier Transforms:
( 1
Convolution and Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals Theorem
Energy Conservation
0 t<0 Time t (s)

Energy Spectrum
Summary
w(t) = u(t) v(t)
R
= u( )v(t )d
R min(t,1)
= 0 (1 )e t d
min(t,1)
= [(2 ) e t ] =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 Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals Theorem
Energy Conservation
0 t<0 Time t (s)

Energy Spectrum
Summary
w(t) = u(t) v(t)
R
= u( )v(t )d
R min(t,1)
= 0 (1 )e t d
min(t,1)
= [(2 ) e t ] =0

0
t<0
= 2 t 2et 0 t < 1
(e 2) et

t1

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

7: Fourier Transforms:
( 1
Convolution and Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals 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( )v(t )d
R min(t,1)
= 0 (1 )e t d
min(t,1)
= [(2 ) e t ] =0

0
t<0
= 2 t 2et 0 t < 1
(e 2) et

t1

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

7: Fourier Transforms:
( 1
Convolution and Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals 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( )v(t )d 1
= 0.307
u() v(0.7-)
t=0.7
0.5
R min(t,1)
= 0 (1 )e t d 0
-2 0 2 4 6
Time (s)
min(t,1)
= [(2 ) e t ] =0

0
t<0
= 2 t 2et 0 t < 1
(e 2) et

t1

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

7: Fourier Transforms:
( 1
Convolution and Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals 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( )v(t )d 1
= 0.307
u() v(0.7-)
t=0.7
0.5
R min(t,1)
= 0 (1 )e t d 0
-2 0 2 4 6
Time (s)
min(t,1) 1
= [(2 ) e t ] =0 0.5
= 0.16
u() v(1.5-)
t=1.5

0
0
t<0 -2 0 2
Time (s)
4 6

= 2 t 2et 0 t < 1
(e 2) et

t1

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

7: Fourier Transforms:
( 1
Convolution and Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals 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( )v(t )d 1
= 0.307
u() v(0.7-)
t=0.7
0.5
R min(t,1)
= 0 (1 )e t d 0
-2 0 2 4 6
Time (s)
min(t,1) 1
= [(2 ) e t ] =0 0.5
= 0.16
u() v(1.5-)
t=1.5

0
0
t<0 -2 0 2
Time (s)
4 6

= 2 t 2et 0 t < 1 1
0.5
= 0.059
u() v(2.5-)
t=2.5

(e 2) et

t1 0

-2 0 2 4 6
Time (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 Parsevals 1t 0t<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

et t 0

v(t)
Convolution Example 0.5
Convolution Properties
v(t) = 0
-2 0 2 4 6
Parsevals 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( )v(t )d 1
= 0.307
u() v(0.7-)
t=0.7
0.5
R min(t,1)
= 0 (1 )e t d 0
-2 0 2 4 6
Time (s)
min(t,1) 1
= [(2 ) e t ] =0 0.5
= 0.16
u() v(1.5-)
t=1.5

0
0
t<0 -2 0 2
Time (s)
4 6

= 2 t 2et 0 t < 1 1
0.5
= 0.059
u() v(2.5-)
t=2.5

(e 2) et

t1 0

-2 0 2 4 6
Time (s)

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


to put the time origin at = 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 Parsevals Convloution: w(t) = u(t) v(t) , u( )v(t )d
Theorem
Multiplication of Signals
Multiplication Example
Convolution Theorem
Convolution Example
Convolution Properties
Parsevals 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 Parsevals Convloution: w(t) = u(t) v(t) , u( )v(t )d
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
Parsevals 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 Parsevals Convloution: w(t) = u(t) v(t) , u( )v(t )d
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
Parsevals 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 Parsevals Convloution: w(t) = u(t) v(t) , u( )v(t )d
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
Parsevals 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 Parsevals Convloution: w(t) = u(t) v(t) , u( )v(t )d
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
Parsevals 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) (t) = (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 Parsevals Convloution: w(t) = u(t) v(t) , u( )v(t )d
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
Parsevals 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) (t) = (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 Parsevals Convloution: w(t) = u(t) v(t) , u( )v(t )d
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
Parsevals 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) (t) = (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 Parsevals Convloution: w(t) = u(t) v(t) , u( )v(t )d
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
Parsevals 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) (t) = (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 Parsevals Convloution: w(t) = u(t) v(t) , u( )v(t )d
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
Parsevals 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) (t) = (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
Parsevals Theorem

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
Multiplication of Signals X(f ) = (f g)
Multiplication Example
Convolution Theorem
Convolution Example
Convolution Properties
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

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

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
(f g)ei2f t df
R
Multiplication of Signals X(f ) = (f g) x(t) =
Multiplication Example
Convolution Theorem
Convolution Example
Convolution Properties
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

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

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
(f g)ei2f t df = ei2gt
R
Multiplication of Signals X(f ) = (f g) x(t) =
Multiplication Example
Convolution Theorem
Convolution Example
Convolution Properties
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

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

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t
Convolution Theorem X(f ) = e e dt
Convolution Example
Convolution Properties
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

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

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t R i2(gf )t
Convolution Theorem X(f ) = e e dt = e dt
Convolution Example
Convolution Properties
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

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

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t R i2(gf )t
Convolution Theorem X(f ) = e e dt = e dt = (g f )
Convolution Example
Convolution Properties
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

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

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t R i2(gf )t
Convolution Theorem X(f ) = e e dt = e dt = (g f )
Convolution Example
Convolution Properties R R +
Parsevals Theorem Parsevals 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
Parsevals Theorem

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t R i2(gf )t
Convolution Theorem X(f ) = e e dt = e dt = (g f )
Convolution Example
Convolution Properties R R +
Parsevals Theorem Parsevals 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 )ei2f t df and v(t) = g=
V (g)ei2gt dg

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

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t R i2(gf )t
Convolution Theorem X(f ) = e e dt = e dt = (g f )
Convolution Example
Convolution Properties R R +
Parsevals Theorem Parsevals 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 )ei2f t df and v(t) = g=
V (g)ei2gt 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
Parsevals Theorem

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t R i2(gf )t
Convolution Theorem X(f ) = e e dt = e dt = (g f )
Convolution Example
Convolution Properties R R +
Parsevals Theorem Parsevals 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 )ei2f t df and v(t) = g=
V (g)ei2gt 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
Parsevals Theorem

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t R i2(gf )t
Convolution Theorem X(f ) = e e dt = e dt = (g f )
Convolution Example
Convolution Properties R R +
Parsevals Theorem Parsevals 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 )ei2f t df and v(t) = g=
V (g)ei2gt 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 + i2f t
R +
= t= f = U (f )e df g= V (g)ei2gt dgdt

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

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t R i2(gf )t
Convolution Theorem X(f ) = e e dt = e dt = (g f )
Convolution Example
Convolution Properties R R +
Parsevals Theorem Parsevals 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 )ei2f t df and v(t) = g=
V (g)ei2gt 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 + i2f t
R +
= t= f = U (f )e df g= V (g)ei2gt dgdt
R + R + R
= f = U (f ) g= V (g) t= ei2(gf )t dtdgdf

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

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t R i2(gf )t
Convolution Theorem X(f ) = e e dt = e dt = (g f )
Convolution Example
Convolution Properties R R +
Parsevals Theorem Parsevals 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 )ei2f t df and v(t) = g=
V (g)ei2gt 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 + i2f t
R +
= t= f = U (f )e df g= V (g)ei2gt dgdt
R + R + R
= f = U (f ) g= V (g) t= ei2(gf )t dtdgdf

R +
R +
= f = U (f ) g= V (g)(g f )dgdf [lemma]

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

7: Fourier Transforms:
Convolution and Parsevals
Lemma:
Theorem
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt
R
Multiplication of Signals
Multiplication Example R i2gt i2f t R i2(gf )t
Convolution Theorem X(f ) = e e dt = e dt = (g f )
Convolution Example
Convolution Properties R R +
Parsevals Theorem Parsevals 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 )ei2f t df and v(t) = g=
V (g)ei2gt 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 + i2f t
R +
= t= f = U (f )e df g= V (g)ei2gt dgdt
R + R + R
= f = U (f ) g= V (g) t= ei2(gf )t dtdgdf

R +
R +
= f = U (f ) g= V (g)(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 Parsevals Parsevals 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
Parsevals 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 Parsevals Parsevals 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), Parsevals theorem becomes:
R
R +
U (f )U (f )df
Convolution Theorem
Convolution Example t=
u (t)u(t)dt = f =
Convolution Properties
Parsevals 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 Parsevals Parsevals 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), Parsevals 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
Parsevals 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 Parsevals Parsevals 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), Parsevals 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
Parsevals 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 Parsevals Parsevals 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), Parsevals 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
Parsevals 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: (
eat 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 Parsevals Parsevals 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), Parsevals 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
Parsevals 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: (
eat 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 Parsevals Parsevals 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), Parsevals 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
Parsevals 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: (
eat 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 Parsevals Parsevals 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), Parsevals 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
Parsevals 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: (
eat 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+i2f 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 Parsevals Parsevals 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), Parsevals 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
Parsevals 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: (
eat t 0 2
h 2at i
Eu = |u(t)| dt = e2a 1
R
u(t) = = 2a
0 t<0 0

1
U (f ) = a+i2f [from before]
1
a=2

u(t)
0.5
0
R 2 R df -5 0 5
|U (f )| df = a +4 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 Parsevals Parsevals 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), Parsevals 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
Parsevals 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: (
eat t 0 2
h 2at i
Eu = |u(t)| dt = e2a 1
R
u(t) = = 2a
0 t<0 0

1
U (f ) = a+i2f [from before]
1
a=2

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

|U(f)|
0.3
tan ( a ) 0.2
0.1
= 2a
-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 Parsevals Parsevals 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), Parsevals 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
Parsevals 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: (
eat t 0 2
h 2at i
Eu = |u(t)| dt = e2a 1
R
u(t) = = 2a
0 t<0 0

1
U (f ) = a+i2f [from before]
1
a=2

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

|U(f)|
0.3
tan ( a )
0.2
0.1
= 2a = 2a
-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 Parsevals Parsevals 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), Parsevals 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
Parsevals 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: (
eat t 0 2
h 2at i
Eu = |u(t)| dt = e2a 1
R
u(t) = = 2a
0 t<0 0

1
U (f ) = a+i2f [from before]
1
a=2

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

|U(f)|
0.3
tan ( a ) 1
0.2
0.1
= 2a = 2a = 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 Parsevals
Example from before:
Theorem
(
Multiplication of Signals eat cos 2F t t 0
Multiplication Example w(t) =
Convolution Theorem 0 t<0
Convolution Example
Convolution Properties
Parsevals 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 Parsevals
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
eat cos 2F 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
Parsevals 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 Parsevals
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
eat cos 2F 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
Parsevals Theorem W (f ) = a+i2(f +F ) + a+i2(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 Parsevals
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
eat cos 2F 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
Parsevals Theorem W (f ) = a+i2(f +F ) + a+i2(f F )
Energy Conservation
Energy Spectrum a+i2f
Summary = a2 +i4af 4 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 Parsevals
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
eat cos 2F 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)
Parsevals Theorem a+i2(f +F ) a+i2(f F ) 0.5
Energy Conservation 0
Energy Spectrum a+i2f -0.5
Summary = a +i4af 4 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 Parsevals
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
eat cos 2F 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)
Parsevals Theorem a+i2(f +F ) a+i2(f F ) 0.5
Energy Conservation 0
Energy Spectrum a+i2f -0.5
Summary = a +i4af 4 2 (f 2 F 2 )
2
-5 0
Frequence (Hz)
5

2 a2 +4 2 f 2
|W (f )| = (a2 4 2 (f 2 F 2 ))2 +16 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 Parsevals
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
eat cos 2F 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)
Parsevals Theorem a+i2(f +F ) a+i2(f F ) 0.5
Energy Conservation 0
Energy Spectrum a+i2f -0.5
Summary = a +i4af 4 2 (f 2 F 2 )
2
-5 0
Frequence (Hz)
5

0.06

|W(f)| 2
2 2 2 0.04
2 a +4 f
|W (f )| = (a2 4 2 (f 2 F 2 ))2 +16 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 Parsevals
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
eat cos 2F 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)
Parsevals Theorem a+i2(f +F ) a+i2(f F ) 0.5
Energy Conservation 0
Energy Spectrum a+i2f -0.5
Summary = a +i4af 4 2 (f 2 F 2 )
2
-5 0
Frequence (Hz)
5

0.06

|W(f)| 2
2 2 2 0.04
2 a +4 f
|W (f )| = (a2 4 2 (f 2 F 2 ))2 +16 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 Parsevals
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
eat cos 2F 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)
Parsevals Theorem a+i2(f +F ) a+i2(f F ) 0.5
Energy Conservation 0
Energy Spectrum a+i2f -0.5
Summary = a +i4af 4 2 (f 2 F 2 )
2
-5 0
Frequence (Hz)
5

0.06

|W(f)| 2
2 2 2 0.04
2 a +4 f
|W (f )| = (a2 4 2 (f 2 F 2 ))2 +16 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 Parsevals
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
eat cos 2F 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)
Parsevals Theorem a+i2(f +F ) a+i2(f F ) 0.5
Energy Conservation 0
Energy Spectrum a+i2f -0.5
Summary = a +i4af 4 2 (f 2 F 2 )
2
-5 0
Frequence (Hz)
5

0.06

|W(f)| 2
2 2 2 0.04
2 a +4 f
|W (f )| = (a2 4 2 (f 2 F 2 ))2 +16 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 Parsevals
Example from before: 1
0.5
a=2, F=2

w(t)
0
Theorem
(
eat cos 2F 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)
Parsevals Theorem a+i2(f +F ) a+i2(f F ) 0.5
Energy Conservation 0
Energy Spectrum a+i2f -0.5
Summary = a +i4af 4 2 (f 2 F 2 )
2
-5 0
Frequence (Hz)
5

0.06

|W(f)| 2
2 2 2 0.04
2 a +4 f
|W (f )| = (a2 4 2 (f 2 F 2 ))2 +16 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example
Convolution Theorem
Convolution Example
Convolution Properties
Parsevals 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example Arguments of u( ) and v( ) sum to t
Convolution Theorem
Convolution Example
Convolution Properties
Parsevals 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example Arguments of u( ) and v( ) sum to t
Convolution Theorem
Convolution Example Acts like multiplication + time scaling/shifting formulae
Convolution Properties
Parsevals 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example Arguments of u( ) and v( ) sum to t
Convolution Theorem
Convolution Example Acts like multiplication + time scaling/shifting formulae
Convolution Properties
Parsevals 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example Arguments of u( ) and v( ) sum to t
Convolution Theorem
Convolution Example Acts like multiplication + time scaling/shifting formulae
Convolution Properties
Parsevals 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example Arguments of u( ) and v( ) sum to t
Convolution Theorem
Convolution Example Acts like multiplication + time scaling/shifting formulae
Convolution Properties
Parsevals 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example Arguments of u( ) and v( ) sum to t
Convolution Theorem
Convolution Example Acts like multiplication + time scaling/shifting formulae
Convolution Properties
Parsevals 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 +
Parsevals 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example Arguments of u( ) and v( ) sum to t
Convolution Theorem
Convolution Example Acts like multiplication + time scaling/shifting formulae
Convolution Properties
Parsevals 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 +
Parsevals 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example Arguments of u( ) and v( ) sum to t
Convolution Theorem
Convolution Example Acts like multiplication + time scaling/shifting formulae
Convolution Properties
Parsevals 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 +
Parsevals 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example Arguments of u( ) and v( ) sum to t
Convolution Theorem
Convolution Example Acts like multiplication + time scaling/shifting formulae
Convolution Properties
Parsevals 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 +
Parsevals 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 Parsevals
Convolution: R
Theorem
Multiplication of Signals
u(t) v(t) , u( )v(t )d
Multiplication Example Arguments of u( ) and v( ) sum to t
Convolution Theorem
Convolution Example Acts like multiplication + time scaling/shifting formulae
Convolution Properties
Parsevals 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 +
Parsevals 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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