TransformParseval

7: Fourier Transforms:
Convolution and Parsevals

Theorem
Theorem
Multiplication of Signals
Multiplication Example
Convolution Theorem
Convolution Example
Convolution Properties
Parsevals Theorem
Energy signals and Power
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
E1.10 Fourier Series and Transforms (2014-4122) Fourier Transform - Parseval and Convolution: 7 1 / 13
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Question: What is the Fourier transform of w(t) = u(t)v(t) ?
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
w(t) = u(t)v(t)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
[Note use of different dummy variables]
w(t) = u(t)v(t)
=
_
+
h=
U(h)e
j2ht
dh
_
+
g=
V (g)e
j2gt
dg
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
w(t) = u(t)v(t)
=
_
+
h=
U(h)e
j2ht
dh
_
+
g=
V (g)e
j2gt
dg
=
_
+
h=
U(h)
_
+
g=
V (g)e
j2(h+g)t
dg dh [merge e
( )
]
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
w(t) = u(t)v(t)
=
_
+
h=
U(h)e
j2ht
dh
_
+
g=
V (g)e
j2gt
dg
=
_
+
h=
U(h)
_
+
g=
V (g)e
j2(h+g)t
dg dh [merge e
( )
]
Now we make a change of variable in the second integral: g = f h
=
_
+
h=
U(h)
_
+
f=
V (f h)e
j2ft
df dh
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
w(t) = u(t)v(t)
=
_
+
h=
U(h)e
j2ht
dh
_
+
g=
V (g)e
j2gt
dg
=
_
+
h=
U(h)
_
+
g=
V (g)e
j2(h+g)t
dg dh [merge e
( )
]
=
_
+
h=
U(h)
_
+
f=
V (f h)e
j2ft
df dh
=
_

f=
_
+
h=
U(f)V (f h)e
j2ft
dhdf [swap
_
]
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
w(t) = u(t)v(t)
=
_
+
h=
U(h)e
j2ht
dh
_
+
g=
V (g)e
j2gt
dg
=
_
+
h=
U(h)
_
+
g=
V (g)e
j2(h+g)t
dg dh [merge e
( )
]
=
_
+
h=
U(h)
_
+
f=
V (f h)e
j2ft
df dh
=
_

f=
_
+
h=
U(f)V (f h)e
j2ft
dhdf [swap
_
]
=
_
+
f=
W(f)e
j2ft
df
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
w(t) = u(t)v(t)
=
_
+
h=
U(h)e
j2ht
dh
_
+
g=
V (g)e
j2gt
dg
=
_
+
h=
U(h)
_
+
g=
V (g)e
j2(h+g)t
dg dh [merge e
( )
]
=
_
+
h=
U(h)
_
+
f=
V (f h)e
j2ft
df dh
=
_

f=
_
+
h=
U(f)V (f h)e
j2ft
dhdf [swap
_
]
=
_
+
f=
W(f)e
j2ft
df
where W(f) =
_
+
h=
U(h)V (f h)dh
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
w(t) = u(t)v(t)
=
_
+
h=
U(h)e
j2ht
dh
_
+
g=
V (g)e
j2gt
dg
=
_
+
h=
U(h)
_
+
g=
V (g)e
j2(h+g)t
dg dh [merge e
( )
]
=
_
+
h=
U(h)
_
+
f=
V (f h)e
j2ft
df dh
=
_

f=
_
+
h=
U(f)V (f h)e
j2ft
dhdf [swap
_
]
=
_
+
f=
W(f)e
j2ft
df
where W(f) =
_
+
h=
U(h)V (f h)dh U(f) V (f)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
w(t) = u(t)v(t)
=
_
+
h=
U(h)e
j2ht
dh
_
+
g=
V (g)e
j2gt
dg
=
_
+
h=
U(h)
_
+
g=
V (g)e
j2(h+g)t
dg dh [merge e
( )
]
=
_
+
h=
U(h)
_
+
f=
V (f h)e
j2ft
df dh
=
_

f=
_
+
h=
U(f)V (f h)e
j2ft
dhdf [swap
_
]
=
_
+
f=
W(f)e
j2ft
df
where W(f) =
_
+
h=
This is the convolution of the two spectra U(f) and V (f).
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Let u(t) =
_
+
h=
U(h)e
j2ht
dh and v(t) =
_
+
g=
V (g)e
j2gt
dg
w(t) = u(t)v(t)
=
_
+
h=
U(h)e
j2ht
dh
_
+
g=
V (g)e
j2gt
dg
=
_
+
h=
U(h)
_
+
g=
V (g)e
j2(h+g)t
dg dh [merge e
( )
]
=
_
+
h=
U(h)
_
+
f=
V (f h)e
j2ft
df dh
=
_

f=
_
+
h=
U(f)V (f h)e
j2ft
dhdf [swap
_
]
=
_
+
f=
W(f)e
j2ft
df
where W(f) =
_
+
h=
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)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
<
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
<
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
<
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
U
(
f
)

(
r
a
d
/
p
i
)
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
v(t) = cos 2Ft
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
U
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
-1
0
1
Time (s)
v
(
t
)
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
v(t) = cos 2Ft
V (f) = 0.5 ((f +F) +(f F))
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
U
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
-1
0
1
Time (s)
v
(
t
)
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
v(t) = cos 2Ft
V (f) = 0.5 ((f +F) +(f F))
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
U
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
-1
0
1
Time (s)
v
(
t
)
-5 0 5
0
0.2
0.4
F=2 0.5 0.5
Frequency (Hz)
|
V
(
f
)
|
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
v(t) = cos 2Ft
V (f) = 0.5 ((f +F) +(f F))
w(t) = u(t)v(t)
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
U
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
-1
0
1
Time (s)
v
(
t
)
-5 0 5
0
0.2
0.4
F=2 0.5 0.5
Frequency (Hz)
|
V
(
f
)
|
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
v(t) = cos 2Ft
V (f) = 0.5 ((f +F) +(f F))
w(t) = u(t)v(t)
W(f) = U(f) V (f)
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
U
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
-1
0
1
Time (s)
v
(
t
)
-5 0 5
0
0.2
0.4
F=2 0.5 0.5
Frequency (Hz)
|
V
(
f
)
|
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
v(t) = cos 2Ft
V (f) = 0.5 ((f +F) +(f F))
w(t) = u(t)v(t)
W(f) = U(f) V (f)
=
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
U
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
-1
0
1
Time (s)
v
(
t
)
-5 0 5
0
0.2
0.4
F=2 0.5 0.5
Frequency (Hz)
|
V
(
f
)
|
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
v(t) = cos 2Ft
V (f) = 0.5 ((f +F) +(f F))
w(t) = u(t)v(t)
W(f) = U(f) V (f)
=
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
U
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
-1
0
1
Time (s)
v
(
t
)
-5 0 5
0
0.2
0.4
F=2 0.5 0.5
Frequency (Hz)
|
V
(
f
)
|
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
-5 0 5
0
0.1
0.2
Frequency (Hz)
|
W
(
f
)
|
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
v(t) = cos 2Ft
V (f) = 0.5 ((f +F) +(f F))
w(t) = u(t)v(t)
W(f) = U(f) V (f)
=
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
U
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
-1
0
1
Time (s)
v
(
t
)
-5 0 5
0
0.2
0.4
F=2 0.5 0.5
Frequency (Hz)
|
V
(
f
)
|
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
-5 0 5
0
0.1
0.2
Frequency (Hz)
|
W
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
W
(
f
)

(
r
a
d
/
p
i
)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
e
at
t 0
0 t < 0
U(f) =
1
a+j2f
[from before]
v(t) = cos 2Ft
V (f) = 0.5 ((f +F) +(f F))
w(t) = u(t)v(t)
W(f) = U(f) V (f)
=
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
If V (f) consists entirely of Dirac impulses
then U(f) V (f) just replaces each
impulse with a complete copy of U(f)
scaled by the area of the impulse and shifted
so that 0 Hz lies on the impulse. Then add
the overlapping complex spectra.
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
U
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
-1
0
1
Time (s)
v
(
t
)
-5 0 5
0
0.2
0.4
F=2 0.5 0.5
Frequency (Hz)
|
V
(
f
)
|
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
-5 0 5
0
0.1
0.2
Frequency (Hz)
|
W
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
W
(
f
)

(
r
a
d
/
p
i
)
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution Theorem:
w(t) = u(t)v(t) W(f) = U(f) V (f)
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Convolution in the time domain is equivalent to multiplication in the
frequency domain and vice versa.
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
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)
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
w(t) = u(t)v(t) W(f) = U(f) V (f)
dene dual waveforms x(t), y(t) and z(t) as follows:
x(t) = U(t) X(f) = u(f) [duality]
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
w(t) = u(t)v(t) W(f) = U(f) V (f)
y(t) = V (t) Y (f) = v(f)
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
w(t) = u(t)v(t) W(f) = U(f) V (f)
y(t) = V (t) Y (f) = v(f)
z(t) = W(t) Z(f) = w(f)
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
w(t) = u(t)v(t) W(f) = U(f) V (f)
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)
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
w(t) = u(t)v(t) W(f) = U(f) V (f)
y(t) = V (t) Y (f) = v(f)
z(t) = W(t) Z(f) = w(f)
w(f) = u(f)v(f) W(t) = U(t) V (t) [sub t f]
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
w(t) = u(t)v(t) W(f) = U(f) V (f)
y(t) = V (t) Y (f) = v(f)
z(t) = W(t) Z(f) = w(f)
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]
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise -2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
w(t) = u(t) v(t)
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
w(t) = u(t) v(t)
=
_

u()v(t )d
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
w(t) = u(t) v(t)
=
_

u()v(t )d
=
_
min(t,1)
0
(1 )e
t
d
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
w(t) = u(t) v(t)
=
_

u()v(t )d
=
_
min(t,1)
0
(1 )e
t
d
= [(2 ) e
t
]
min(t,1)
=0
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
w(t) = u(t) v(t)
=
_

u()v(t )d
=
_
min(t,1)
0
(1 )e
t
d
= [(2 ) e
t
]
min(t,1)
=0
=
_
_
0 t < 0
2 t 2e
t
0 t < 1
(e 2) e
t
t 1
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
w(t) = u(t) v(t)
=
_

u()v(t )d
=
_
min(t,1)
0
(1 )e
t
d
= [(2 ) e
t
]
min(t,1)
=0
=
_
_
0 t < 0
2 t 2e
t
0 t < 1
(e 2) e
t
t 1
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
-2 0 2 4 6
0
0.1
0.2
0.3
Time t (s)
w
(
t
)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
w(t) = u(t) v(t)
=
_

u()v(t )d
=
_
min(t,1)
0
(1 )e
t
d
= [(2 ) e
t
]
min(t,1)
=0
=
_
_
0 t < 0
2 t 2e
t
0 t < 1
(e 2) e
t
t 1
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
-2 0 2 4 6
0
0.1
0.2
0.3
Time t (s)
w
(
t
)
-2 0 2 4 6
0
0.5
1
t=0.7
v(t-) u()
= 0.307
Time (s)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
w(t) = u(t) v(t)
=
_

u()v(t )d
=
_
min(t,1)
0
(1 )e
t
d
= [(2 ) e
t
]
min(t,1)
=0
=
_
_
0 t < 0
2 t 2e
t
0 t < 1
(e 2) e
t
t 1
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
-2 0 2 4 6
0
0.1
0.2
0.3
Time t (s)
w
(
t
)
-2 0 2 4 6
0
0.5
1
t=0.7
v(t-) u()
= 0.307
Time (s)
-2 0 2 4 6
0
0.5
1
t=1.5
v(t-) u()
= 0.16
Time (s)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
w(t) = u(t) v(t)
=
_

u()v(t )d
=
_
min(t,1)
0
(1 )e
t
d
= [(2 ) e
t
]
min(t,1)
=0
=
_
_
0 t < 0
2 t 2e
t
0 t < 1
(e 2) e
t
t 1
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
-2 0 2 4 6
0
0.1
0.2
0.3
Time t (s)
w
(
t
)
-2 0 2 4 6
0
0.5
1
t=0.7
v(t-) u()
= 0.307
Time (s)
-2 0 2 4 6
0
0.5
1
t=1.5
v(t-) u()
= 0.16
Time (s)
-2 0 2 4 6
0
0.5
1
t=2.5
v(t-) u()
= 0.059
Time (s)
Convolution Example
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) =
_
1 t 0 t < 1
0 otherwise
v(t) =
_
e
t
t 0
0 t < 0
w(t) = u(t) v(t)
=
_

u()v(t )d
=
_
min(t,1)
0
(1 )e
t
d
= [(2 ) e
t
]
min(t,1)
=0
=
_
_
0 t < 0
2 t 2e
t
0 t < 1
(e 2) e
t
t 1
-2 0 2 4 6
0
0.5
1
Time t (s)
u
(
t
)
-2 0 2 4 6
0
0.5
1
Time t (s)
v
(
t
)
-2 0 2 4 6
0
0.1
0.2
0.3
Time t (s)
w
(
t
)
-2 0 2 4 6
0
0.5
1
t=0.7
v(t-) u()
= 0.307
Time (s)
-2 0 2 4 6
0
0.5
1
t=1.5
v(t-) u()
= 0.16
Time (s)
-2 0 2 4 6
0
0.5
1
t=2.5
v(t-) u()
= 0.059
Time (s)
Note how v(t ) is time-reversed (because of the ) and time-shifted
to put the time origin at = t.
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convloution: w(t) = u(t) v(t)
_

u()v(t )d
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
_

u()v(t )d
Convolution behaves algebraically like multiplication:
1) Commutative: u(t) v(t) = v(t) u(t)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
_

u()v(t )d
2) Associative:
u(t) v(t) w(t) = (u(t) v(t)) w(t) = u(t) (v(t) w(t))
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
_

u()v(t )d
2) Associative:
3) Distributive over addition:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
_

u()v(t )d
2) Associative:
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)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
_

u()v(t )d
2) Associative:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
5) Bilinear: (au(t)) (bv(t)) = ab (u(t) v(t))
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
_

u()v(t )d
2) Associative:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
Proof: In the frequency domain, convolution is multiplication.
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
_

u()v(t )d
2) Associative:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
Also, if u(t) v(t) = w(t), then
6) Time Shifting: u(t +a) v(t +b) = w(t +a +b)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
_

u()v(t )d
2) Associative:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
Also, if u(t) v(t) = w(t), then
6) Time Shifting: u(t +a) v(t +b) = w(t +a +b)
7) Time Scaling: u(at) v(at) =
1
|a|
w(at)
How to recognise a convolution integral:
the arguments of u( ) and v( ) sum to a constant.
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g)
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt =
_
e
j2(gf)t
dt
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt =
_
e
j2(gf)t
dt = (g f)
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt =
_
e
j2(gf)t
dt = (g f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt =
_
e
j2(gf)t
dt = (g f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Proof:
Let u(t) =
_
+
f=
U(f)e
j2ft
df and v(t) =
_
+
g=
V (g)e
j2gt
dg
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt =
_
e
j2(gf)t
dt = (g f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Proof:
Let u(t) =
_
+
f=
U(f)e
j2ft
df and v(t) =
_
+
g=
V (g)e
j2gt
dg
Now multiply u
(t) = u(t) and v(t) together and integrate over time:

Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt =
_
e
j2(gf)t
dt = (g f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Proof:
Let u(t) =
_
+
f=
U(f)e
j2ft
df and v(t) =
_
+
g=
V (g)e
j2gt
dg
Now multiply u

_

t=
u
(t)v(t)dt
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt =
_
e
j2(gf)t
dt = (g f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Proof:
Let u(t) =
_
+
f=
U(f)e
j2ft
df and v(t) =
_
+
g=
V (g)e
j2gt
dg
Now multiply u

_

t=
u
(t)v(t)dt
=
_

t=
_
+
f=
U
(f)e
j2ft
df
_
+
g=
V (g)e
j2gt
dgdt
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt =
_
e
j2(gf)t
dt = (g f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Proof:
Let u(t) =
_
+
f=
U(f)e
j2ft
df and v(t) =
_
+
g=
V (g)e
j2gt
dg
Now multiply u

_

t=
u
(t)v(t)dt
=
_

t=
_
+
f=
U
(f)e
j2ft
df
_
+
g=
V (g)e
j2gt
dgdt
=
_
+
f=
U
(f)
_
+
g=
V (g)
_
t=
e
j2(gf)t
dtdgdf
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt =
_
e
j2(gf)t
dt = (g f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Proof:
Let u(t) =
_
+
f=
U(f)e
j2ft
df and v(t) =
_
+
g=
V (g)e
j2gt
dg
Now multiply u

_

t=
u
(t)v(t)dt
=
_

t=
_
+
f=
U
(f)e
j2ft
df
_
+
g=
V (g)e
j2gt
dgdt
=
_
+
f=
U
(f)
_
+
g=
V (g)
_
t=
e
j2(gf)t
dtdgdf
=
_
+
f=
U
(f)
_
+
g=
V (g)(g f)dgdf [lemma]
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt =
_
e
j2(gf)t
dt = (g f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Proof:
Let u(t) =
_
+
f=
U(f)e
j2ft
df and v(t) =
_
+
g=
V (g)e
j2gt
dg
Now multiply u

_

t=
u
(t)v(t)dt
=
_

t=
_
+
f=
U
(f)e
j2ft
df
_
+
g=
V (g)e
j2gt
dgdt
=
_
+
f=
U
(f)
_
+
g=
V (g)
_
t=
e
j2(gf)t
dtdgdf
=
_
+
f=
U
(f)
_
+
g=
V (g)(g f)dgdf [lemma]
=
_
+
f=
U
(f)V (f)df
Energy signals and Power Signals
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Energy and Power:
In signal processing, |u(t)|
2
is the instantaneous power of a signal u(t)
0 -5 0 5 0 0 -5 0 5 0
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Energy and Power:
2
Signal Energy: E
u

_

|u(t)|
2
dt
0 -5 0 5 0 0 -5 0 5 0
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Energy and Power:
2
Signal Energy: E
u

_

|u(t)|
2
dt
Average Power: P
u

_
|u(t)|
2
_
lim
A
1
2A
_
A
A
|u(t)|
2
dt
0 -5 0 5 0 0 -5 0 5 0
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Energy and Power:
2
Signal Energy: E
u

_

|u(t)|
2
dt
Average Power: P
u

_
|u(t)|
2
_
lim
A
1
2A
_
A
A
|u(t)|
2
dt
The | | has no effect if u(t) is real-valued but makes the denitions
work even for complex-valued signals.
0 -5 0 5 0 0 -5 0 5 0
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Energy and Power:
2
Signal Energy: E
u

_

|u(t)|
2
dt
Average Power: P
u

_
|u(t)|
2
_
lim
A
1
2A
_
A
A
|u(t)|
2
dt
work even for complex-valued signals. If u(t) is a voltage connected to a
resistor of value R then the average electrical power dissipated is
P
u
R
.
0 -5 0 5 0 0 -5 0 5 0
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Energy and Power:
2
Signal Energy: E
u

_

|u(t)|
2
dt
Average Power: P
u

_
|u(t)|
2
_
lim
A
1
2A
_
A
A
|u(t)|
2
dt
P
u
R
.
A bounded signal u(t) is always one of these two possibilities:
(1) an energy signal (E
u
nite and P
u
= 0)
-10 -5 0 5 10
0
0.5
1
E=2
P=0
0 -5 0 5 0
Energy Signal:
1
1+|t|
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Energy and Power:
2
Signal Energy: E
u

_

|u(t)|
2
dt
Average Power: P
u

_
|u(t)|
2
_
lim
A
1
2A
_
A
A
|u(t)|
2
dt
P
u
R
.
A bounded signal u(t) is always one of these two possibilities:
(1) an energy signal (E
u
nite and P
u
= 0)
(2) a power signal (E
u
= and P
u
nite)
-10 -5 0 5 10
0
0.5
1
E=2
P=0
-10 -5 0 5 10
-1
0
1
E=
P=0.5
Energy Signal:
1
1+|t|
Power Signal: cos (t)
Energy Conservation (Energy Signals only)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
For the special case v(t) = u(t), Parsevals theorem becomes:
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
E
u
=
_

t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
E
u
=
_

t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
Energy Conservation: The energy in u(t) equals the energy in U(f)
provided that u(t) is an energy signal ( E
u
< ).
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
E
u
=
_

t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
u
< ).
Example:
u(t) =
_
e
at
t 0
0 t < 0
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
E
u
=
_

t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
u
< ).
Example:
u(t) =
_
e
at
t 0
0 t < 0
E
u
=
_
|u(t)|
2
dt =
_
e
2at
2a
_
0
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
E
u
=
_

t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
u
< ).
Example:
u(t) =
_
e
at
t 0
0 t < 0
E
u
=
_
|u(t)|
2
dt =
_
e
2at
2a
_
0
=
1
2a
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
E
u
=
_

t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
u
< ).
Example:
u(t) =
_
e
at
t 0
0 t < 0
E
u
=
_
|u(t)|
2
dt =
_
e
2at
2a
_
0
=
1
2a
U(f) =
1
a+j2f
[from before]
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
E
u
=
_

t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
u
< ).
Example:
u(t) =
_
e
at
t 0
0 t < 0
E
u
=
_
|u(t)|
2
dt =
_
e
2at
2a
_
0
=
1
2a
U(f) =
1
a+j2f
[from before]
_
|U(f)|
2
df =
_
df
a
2
+4
2
f
2
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
E
u
=
_

t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
u
< ).
Example:
u(t) =
_
e
at
t 0
0 t < 0
E
u
=
_
|u(t)|
2
dt =
_
e
2at
2a
_
0
=
1
2a
U(f) =
1
a+j2f
[from before]
_
|U(f)|
2
df =
_
df
a
2
+4
2
f
2
=
_
tan
1
(
2f
a
)
2a
_
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
E
u
=
_

t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
u
< ).
Example:
u(t) =
_
e
at
t 0
0 t < 0
E
u
=
_
|u(t)|
2
dt =
_
e
2at
2a
_
0
=
1
2a
U(f) =
1
a+j2f
[from before]
_
|U(f)|
2
df =
_
df
a
2
+4
2
f
2
=
_
tan
1
(
2f
a
)
2a
_
=

2a
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
_

t=
u
(t)u(t)dt =
_
+
f=
U
(f)U(f)df
E
u
=
_

t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
u
< ).
Example:
u(t) =
_
e
at
t 0
0 t < 0
E
u
=
_
|u(t)|
2
dt =
_
e
2at
2a
_
0
=
1
2a
U(f) =
1
a+j2f
[from before]
_
|U(f)|
2
df =
_
df
a
2
+4
2
f
2
=
_
tan
1
(
2f
a
)
2a
_
=

2a
=
1
2a
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
-5 0 5
0.1
0.2
0.3
0.4
0.5
Frequency (Hz)
|
U
(
f
)
|
Energy Spectrum (Energy Signals only)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Example from before:
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
W(f) =
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
W(f) =
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
=
a+j2f
a
2
+j4af4
2
(f
2
F
2
)
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
<
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
W(f) =
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
=
a+j2f
a
2
+j4af4
2
(f
2
F
2
)
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
-5 0 5
0.05
0.1
0.15
0.2
0.25
Frequency (Hz)
|
W
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
W
(
f
)

(
r
a
d
/
p
i
)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
W(f) =
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
=
a+j2f
a
2
+j4af4
2
(f
2
F
2
)
|W(f)|
2
=
a
2
+4
2
f
2
(a
2
4
2
(f
2
F
2
))
2
+16
2
a
2
f
2
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
-5 0 5
0.05
0.1
0.15
0.2
0.25
Frequency (Hz)
|
W
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
W
(
f
)

(
r
a
d
/
p
i
)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
W(f) =
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
=
a+j2f
a
2
+j4af4
2
(f
2
F
2
)
|W(f)|
2
=
a
2
+4
2
f
2
(a
2
4
2
(f
2
F
2
))
2
+16
2
a
2
f
2
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
-5 0 5
0.05
0.1
0.15
0.2
0.25
Frequency (Hz)
|
W
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
W
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
0
0.02
0.04
0.06
Frequency (Hz)
|
W
(
f
)
|
2
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
W(f) =
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
=
a+j2f
a
2
+j4af4
2
(f
2
F
2
)
|W(f)|
2
=
a
2
+4
2
f
2
(a
2
4
2
(f
2
F
2
))
2
+16
2
a
2
f
2
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
-5 0 5
0.05
0.1
0.15
0.2
0.25
Frequency (Hz)
|
W
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
W
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
0
0.02
0.04
0.06
Frequency (Hz)
|
W
(
f
)
|
2
The units of |W(f)|
2
are energy per Hz so that its integral,
E
w
=
_

|W(f)|
2
df, has units of energy.
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
W(f) =
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
=
a+j2f
a
2
+j4af4
2
(f
2
F
2
)
|W(f)|
2
=
a
2
+4
2
f
2
(a
2
4
2
(f
2
F
2
))
2
+16
2
a
2
f
2
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
-5 0 5
0.05
0.1
0.15
0.2
0.25
Frequency (Hz)
|
W
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
W
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
0
0.02
0.04
0.06
Frequency (Hz)
|
W
(
f
)
|
2
Energy Spectrum
The units of |W(f)|
2
E
w
=
_

|W(f)|
2
The quantity |W(f)|
2
is called the energy spectral density of w(t) at
frequency f and its graph is the energy spectrum of w(t).
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
W(f) =
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
=
a+j2f
a
2
+j4af4
2
(f
2
F
2
)
|W(f)|
2
=
a
2
+4
2
f
2
(a
2
4
2
(f
2
F
2
))
2
+16
2
a
2
f
2
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
-5 0 5
0.05
0.1
0.15
0.2
0.25
Frequency (Hz)
|
W
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
W
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
0
0.02
0.04
0.06
Frequency (Hz)
|
W
(
f
)
|
2
Energy Spectrum
The units of |W(f)|
2
E
w
=
_

|W(f)|
2
The quantity |W(f)|
2
frequency f and its graph is the energy spectrum of w(t). It shows
how the energy of w(t) is distributed over frequencies.
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
W(f) =
0.5
a+j2(f+F)
+
0.5
a+j2(fF)
=
a+j2f
a
2
+j4af4
2
(f
2
F
2
)
|W(f)|
2
=
a
2
+4
2
f
2
(a
2
4
2
(f
2
F
2
))
2
+16
2
a
2
f
2
-5 0 5
-0.5
0
0.5
1
Time (s)
w
(
t
)
a=2, F=2
-5 0 5
0.05
0.1
0.15
0.2
0.25
Frequency (Hz)
|
W
(
f
)
|
-5 0 5
-0.5
0
0.5
Frequence (Hz)
<
W
(
f
)

(
r
a
d
/
p
i
)
-5 0 5
0
0.02
0.04
0.06
Frequency (Hz)
|
W
(
f
)
|
2
Energy Spectrum
The units of |W(f)|
2
E
w
=
_

|W(f)|
2
The quantity |W(f)|
2
frequency f and its graph is the energy spectrum of w(t). It shows
how the energy of w(t) is distributed over frequencies.
If you divide |W(f)|
2
by the total energy, E
w
, the result is non-negative
and integrates to unity like a probability distribution.
Power Spectrum (Power Signals Only)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
If u(t) is a power signal, then its energy, E
u
, is innite.
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Example: u(t) = cos 2Ft
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Energy is approximately A since second term is bounded.
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Average power: P
u

u
2
(t)
_
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
1
2
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Average power: P
u

u
2
(t)
_
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
1
2
Dene u
A
(t) = u(t) for A t A but zero for |t| > A
then, U
A
(f) =
_

u
A
(t)e
j2ft
dt =
_
A
A
u(t)e
j2ft
dt
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Average power: P
u

u
2
(t)
_
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
1
2
Dene u
A
then, U
A
(f) =
_

u
A
(t)e
j2ft
dt =
_
A
A
u(t)e
j2ft
dt
The power spectral density of u(t) is S
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Average power: P
u

u
2
(t)
_
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
1
2
Dene u
A
then, U
A
(f) =
_

u
A
(t)e
j2ft
dt =
_
A
A
u(t)e
j2ft
dt
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Units = Power/Hz.
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Average power: P
u

u
2
(t)
_
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
1
2
Dene u
A
then, U
A
(f) =
_

u
A
(t)e
j2ft
dt =
_
A
A
u(t)e
j2ft
dt
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Units = Power/Hz. Its graph is the power spectrum of u(t).
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Average power: P
u

u
2
(t)
_
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
1
2
Dene u
A
then, U
A
(f) =
_

u
A
(t)e
j2ft
dt =
_
A
A
u(t)e
j2ft
dt
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Parsevals Theorem for power signals:
_

S
uu
(f)df = lim
A
1
2A
_

|U
A
(f)|
2
df
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Average power: P
u

u
2
(t)
_
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
1
2
Dene u
A
then, U
A
(f) =
_

u
A
(t)e
j2ft
dt =
_
A
A
u(t)e
j2ft
dt
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
_

S
uu
(f)df = lim
A
1
2A
_

|U
A
(f)|
2
df = lim
A
1
2A
E
u
A
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Average power: P
u

u
2
(t)
_
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
1
2
Dene u
A
then, U
A
(f) =
_

u
A
(t)e
j2ft
dt =
_
A
A
u(t)e
j2ft
dt
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
_

S
uu
(f)df = lim
A
1
2A
_

|U
A
(f)|
2
df = lim
A
1
2A
E
u
A
= lim
A
1
2A
_
A
A
|u(t)|
2
dt
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u
, is innite.
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
=
_
t
2
+
1
8F
sin 4Ft
A
A
= A+
1
4F
sin 4FA
Average power: P
u

u
2
(t)
_
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
1
2
Dene u
A
then, U
A
(f) =
_

u
A
(t)e
j2ft
dt =
_
A
A
u(t)e
j2ft
dt
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
_

S
uu
(f)df = lim
A
1
2A
_

|U
A
(f)|
2
df = lim
A
1
2A
E
u
A
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
_
|u(t)|
2
_
= P
u
Power Spectrum Examples
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Example 1: cosine wave
u(t) = cos 2Ft
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
U(f) = 0.5 ((f +F) + (f F))
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
U(f) = 0.5 ((f +F) + (f F))
S
uu
(f) = 0.25 ((f +F) +(f F))
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
U(f) = 0.5 ((f +F) + (f F))
S
uu
(f) = 0.25 ((f +F) +(f F))
_
S
uu
(f)df = 0.5
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
U(f) = 0.5 ((f +F) + (f F))
S
uu
(f) = 0.25 ((f +F) +(f F))
_
S
uu
(f)df = 0.5
Example 2: Human speech
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
P
S
D
Mike Brookes speaking
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
U(f) = 0.5 ((f +F) + (f F))
S
uu
(f) = 0.25 ((f +F) +(f F))
_
S
uu
(f)df = 0.5
Phone restricted to 300 Hz to
3.4 kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
P
S
D
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
U(f) = 0.5 ((f +F) + (f F))
S
uu
(f) = 0.25 ((f +F) +(f F))
_
S
uu
(f)df = 0.5
3.4 kHz
Example 3: Pop music
Less smooth than speech power
spectrum
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
P
S
D
P
S
D
Arctic Monkeys: Space Invaders
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
U(f) = 0.5 ((f +F) + (f F))
S
uu
(f) = 0.25 ((f +F) +(f F))
_
S
uu
(f)df = 0.5
3.4 kHz
spectrum
Example 4: Classical Music
Wider range of frequencies
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
P
S
D
P
S
D
P
S
D
Beethoven: Symphony 5 - Allegro
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
U(f) = 0.5 ((f +F) + (f F))
S
uu
(f) = 0.25 ((f +F) +(f F))
_
S
uu
(f)df = 0.5
3.4 kHz
spectrum
Youthful human ears can hear up
to about 20 kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
P
S
D
P
S
D
P
S
D
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
U(f) = 0.5 ((f +F) + (f F))
S
uu
(f) = 0.25 ((f +F) +(f F))
_
S
uu
(f)df = 0.5
3.4 kHz
spectrum
Youthful human ears can hear up
to about 20 kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
P
S
D
P
S
D
P
S
D
Power spectrum is symmetrical so we often only plot positive frequencies.
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
Arguments of u( ) and v( ) sum to t
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
Acts like multiplication + time scaling/shifting formulae
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
Convolution Theorem: multiplication convolution
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
w(t) = u(t)v(t) W(f) = U(f) V (f)
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Energy Signals: E
u
nite, P
u
= 0
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Energy Signals: E
u
nite, P
u
= 0
Energy spectral density: |U(f)|
2
(energy/Hz)
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Energy Signals: E
u
nite, P
u
= 0
2
(energy/Hz)
Parseval: E
u
=
_
|u(t)|
2
dt =
_
|U(f)|
2
df
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Energy Signals: E
u
nite, P
u
= 0
2
(energy/Hz)
Parseval: E
u
=
_
|u(t)|
2
dt =
_
|U(f)|
2
df
Power Signals: E
u
= , P
u
nite
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Energy Signals: E
u
nite, P
u
= 0
2
(energy/Hz)
Parseval: E
u
=
_
|u(t)|
2
dt =
_
|U(f)|
2
df
Power Signals: E
u
= , P
u
nite
Power spectral density: S
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
where u
A
(t) = u(t) for |t| A and 0 for |t| > A
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Energy Signals: E
u
nite, P
u
= 0
2
(energy/Hz)
Parseval: E
u
=
_
|u(t)|
2
dt =
_
|U(f)|
2
df
Power Signals: E
u
= , P
u
nite
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
where u
A
Parseval: P
u
=
_
|u(t)|
2
_
=
_
S
uu
(f) df
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Signals
Energy Conservation
Energy Spectrum
Power Spectrum
Power Spectrum
Examples
Summary
Convolution:
u(t) v(t)
_

u()v(t )d
w(t) = u(t)v(t) W(f) = U(f) V (f)
w(t) = u(t) v(t) W(f) = U(f)V (f)
Parsevals Theorem:
_

t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Energy Signals: E
u
nite, P
u
= 0
2
(energy/Hz)
Parseval: E
u
=
_
|u(t)|
2
dt =
_
|U(f)|
2
df
Power Signals: E
u
= , P
u
nite
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
where u
A
Parseval: P
u
=
_
|u(t)|
2
_
=
_
S
uu
(f) df
For further details see RHB Chapter 13.1

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7: Fourier Transforms:

Convolution and Parsevals

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

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

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

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

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

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

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