Ver Esse00700 TransformParseval

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)
Theorem
Fourier Transform - Parseval and Convolution: 7 1 / 10
Theorem
Question: What is the Fourier transform of w(t) = u(t)v(t) ?
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
Let u(t) = h= U (h)e
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
w(t) = u(t)v(t)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
[Note use of different dummy variables]
w(t) = u(t)v(t)
R +
R +
i2ht
dh g= V (g)ei2gt dg
= h= U (h)e
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
w(t) = u(t)v(t)
R +
R +
i2ht
dh g= V (g)ei2gt dg
= h= U (h)e
R +
R +
= h= U (h) g= V (g)ei2(h+g)t dg dh [merge e( ) ]
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
w(t) = u(t)v(t)
R +
R +
i2ht
dh g= V (g)ei2gt dg
= h= U (h)e
R +
R +
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
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
w(t) = u(t)v(t)
R +
R +
i2ht
dh g= V (g)ei2gt dg
= h= U (h)e
R +
R +
R +
R +
R
R +
R
i2f t
dh df
= f = h= U (h)V (f h)e
[swap ]
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
w(t) = u(t)v(t)
R +
R +
i2ht
dh g= V (g)ei2gt dg
= h= U (h)e
R +
R +
R +
R +
R
R +
R
i2f t
dh df
= f = h= U (h)V (f h)e
[swap ]
R +
= f = W (f )ei2f t df
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
w(t) = u(t)v(t)
R +
R +
i2ht
dh g= V (g)ei2gt dg
= h= U (h)e
R +
R +
R +
R +
R
R +
R
i2f t
dh df
= f = h= U (h)V (f h)e
[swap ]
R +
R +
where W (f ) = h= U (h)V (f h)dh
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
w(t) = u(t)v(t)
R +
R +
i2ht
dh g= V (g)ei2gt dg
= h= U (h)e
R +
R +
R +
R +
R
R +
R
i2f t
dh df
= f = h= U (h)V (f h)e
[swap ]
R +
R +
where W (f ) = h= U (h)V (f h)dh , U (f ) V (f )
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
w(t) = u(t)v(t)
R +
R +
i2ht
dh g= V (g)ei2gt dg
= h= U (h)e
R +
R +
R +
R +
R
R +
R
i2f t
dh df
= f = h= U (h)V (f h)e
[swap ]
R +
R +
This is the convolution of the two spectra U (f ) and V (f ).
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
i2ht
dh
and
v(t) =
R +
i2gt
V
(g)e
dg
g=
w(t) = u(t)v(t)
R +
R +
i2ht
dh g= V (g)ei2gt dg
= h= U (h)e
R +
R +
R +
R +
R
R +
R
i2f t
dh df
= f = h= U (h)V (f h)e
[swap ]
R +
R +
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 )
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
u(t) =
at
e
0
t0
t<0
1
u(t)
Theorem
a=2
0.5
0
-5
0
Time (s)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
u(t) =
U (f ) =
at
e
0
1
a+i2f
t0
t<0
u(t)
Theorem
a=2
0.5
0
-5
0
Time (s)
[from before]
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
U (f ) =
at
e
0
1
a+i2f
t0
t<0
u(t)
u(t) =
a=2
0.5
0
[from before]
|U(f)|
Theorem
0.5
0.4
0.3
0.2
0.1
-5
-5
0
Time (s)
0
Frequency (Hz)
U (f ) =
e
0
1
a+i2f
t0
t<0
u(t)
u(t) =
at
a=2
0.5
0
[from before]
|U(f)|
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<U(f) (rad/pi)
Theorem
0.5
0.4
0.3
0.2
0.1
-5
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
U (f ) =
e
0
t0
t<0
1
a+i2f
v(t) = cos 2F t
u(t)
u(t) =
at
a=2
0.5
0
[from before]
|U(f)|
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<U(f) (rad/pi)
Theorem
-5
0.5
0.4
0.3
0.2
0.1
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
v(t)
1
0
-1
-5
0
Time (s)
U (f ) =
1
a+i2f
t0
t<0
u(t)
e
0
[from before]
v(t) = cos 2F t
V (f ) = 0.5 ((f + F ) + (f F ))
-5
0.5
0.4
0.3
0.2
0.1
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
1
0
-1
a=2
0.5
0
|U(f)|
u(t) =
at
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<U(f) (rad/pi)
Theorem
-5
0
Time (s)
U (f ) =
1
a+i2f
t0
t<0
u(t)
e
0
a=2
0.5
0
[from before]
v(t) = cos 2F t
V (f ) = 0.5 ((f + F ) + (f F ))
|U(f)|
u(t) =
at
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
1
0
|V(f)|
-1
-5
0.5
0.4
0.3
0.2
0.1
-5
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<U(f) (rad/pi)
Theorem
0.4 F=2
0.2
0
-5
-5
0
Time (s)
0.5
0
Frequency (Hz)
5
0.5
U (f ) =
t0
t<0
1
a+i2f
u(t)
e
0
[from before]
v(t) = cos 2F t
V (f ) = 0.5 ((f + F ) + (f F ))
-5
0.5
0.4
0.3
0.2
0.1
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
1
0
-1
w(t)
|V(f)|
w(t) = u(t)v(t)
a=2
0.5
0
|U(f)|
u(t) =
at
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<U(f) (rad/pi)
Theorem
-5
0.4 F=2
0.2
0
-5
1
a=2, F=2
0.5
0
-0.5
-5
0
Time (s)
0.5
5
0.5
0
Frequency (Hz)
0
Time (s)
U (f ) =
t0
t<0
1
a+i2f
u(t)
e
0
[from before]
v(t) = cos 2F t
V (f ) = 0.5 ((f + F ) + (f F ))
-5
0.5
0.4
0.3
0.2
0.1
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
1
0
|V(f)|
-1
w(t)
w(t) = u(t)v(t)
W (f ) = U (f ) V (f )
a=2
0.5
0
|U(f)|
u(t) =
at
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<U(f) (rad/pi)
Theorem
-5
0.4 F=2
0.2
0
-5
1
a=2, F=2
0.5
0
-0.5
-5
0
Time (s)
0.5
5
0.5
0
Frequency (Hz)
0
Time (s)
U (f ) =
t0
t<0
1
a+i2f
u(t)
e
0
[from before]
v(t) = cos 2F t
V (f ) = 0.5 ((f + F ) + (f F ))
-5
0.5
0.4
0.3
0.2
0.1
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
1
0
|V(f)|
-1
0.5
a+i2(f F )
w(t)
w(t) = u(t)v(t)
W (f ) = U (f ) V (f )
0.5
= a+i2(f
+F ) +
a=2
0.5
0
|U(f)|
u(t) =
at
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<U(f) (rad/pi)
Theorem
-5
0.4 F=2
0.2
0
-5
1
a=2, F=2
0.5
0
-0.5
-5
0
Time (s)
0.5
5
0.5
0
Frequency (Hz)
0
Time (s)
U (f ) =
t0
t<0
1
a+i2f
u(t)
e
0
[from before]
v(t) = cos 2F t
V (f ) = 0.5 ((f + F ) + (f F ))
0.5
0.4
0.3
0.2
0.1
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
|V(f)|
-1
0.5
a+i2(f F )
|W(f)|
-5
w(t)
w(t) = u(t)v(t)
W (f ) = U (f ) V (f )
0.5
= a+i2(f
+F ) +
a=2
0.5
0
|U(f)|
u(t) =
at
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<U(f) (rad/pi)
Theorem
-5
0.4 F=2
0.2
0
-5
1
a=2, F=2
0.5
0
-0.5
-5
0.2
0.1
0
-5
0
Time (s)
0.5
5
0.5
0
Frequency (Hz)
0
Time (s)
0
Frequency (Hz)
U (f ) =
t0
t<0
1
a+i2f
u(t)
e
0
[from before]
v(t) = cos 2F t
V (f ) = 0.5 ((f + F ) + (f F ))
0.5
0.4
0.3
0.2
0.1
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
|V(f)|
-1
0.5
a+i2(f F )
|W(f)|
<W(f) (rad/pi)
-5
w(t)
w(t) = u(t)v(t)
W (f ) = U (f ) V (f )
0.5
= a+i2(f
+F ) +
a=2
0.5
0
|U(f)|
u(t) =
at
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<U(f) (rad/pi)
Theorem
-5
0.4 F=2
0.2
0
-5
1
a=2, F=2
0.5
0
-0.5
-5
0.2
0.1
0
-5
0
Time (s)
0.5
5
0.5
0
Frequency (Hz)
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
U (f ) =
t0
t<0
1
a+i2f
u(t)
e
0
[from before]
v(t) = cos 2F t
V (f ) = 0.5 ((f + F ) + (f F ))
0.5
0.4
0.3
0.2
0.1
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
|V(f)|
-1
0.5
a+i2(f F )
|W(f)|
<W(f) (rad/pi)
If V (f ) consists entirely of Dirac impulses

then U (f ) V (f ) iust 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
w(t)
w(t) = u(t)v(t)
W (f ) = U (f ) V (f )
0.5
= a+i2(f
+F ) +
a=2
0.5
0
|U(f)|
u(t) =
at
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<U(f) (rad/pi)
Theorem
-5
0.4 F=2
0.2
0
-5
1
a=2, F=2
0.5
0
-0.5
-5
0.2
0.1
0
-5
0
Time (s)
0.5
5
0.5
0
Frequency (Hz)
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution Theorem:
w(t) = u(t)v(t) W (f ) = U (f ) V (f )
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
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
Energy Conservation
Energy Spectrum
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
Energy Conservation
Energy Spectrum
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
Energy Conservation
Energy Spectrum
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 )
define 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
Energy Conservation
Energy Spectrum
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 )
x(t) = U (t) X(f ) = u(f )
y(t) = V (t) Y (f ) = v(f )
[duality]
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
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 )
x(t) = U (t) X(f ) = u(f )
y(t) = V (t) Y (f ) = v(f )
z(t) = W (t) Z(f ) = w(f )
[duality]
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
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 )
x(t) = U (t) X(f ) = u(f )
y(t) = V (t) Y (f ) = v(f )
z(t) = W (t) Z(f ) = w(f )
[duality]
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
Energy Conservation
Energy Spectrum
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 )
x(t) = U (t) X(f ) = u(f )
y(t) = V (t) Y (f ) = v(f )
z(t) = W (t) Z(f ) = w(f )
[duality]
w(f ) = u(f )v(f ) W (t) = U (t) V (t) [sub t f ]
Convolution Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
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 )
x(t) = U (t) X(f ) = u(f )
y(t) = V (t) Y (f ) = v(f )
z(t) = W (t) Z(f ) = w(f )
[duality]
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
Energy Conservation
Energy Spectrum
Summary
(
1t 0t<1
u(t) =
0
otherwise
Convolution Example
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
1t 0t<1
u(t) =
0
otherwise
1
u(t)
Theorem
0.5
0
-2
2
Time t (s)
Convolution Example
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
1
u(t)
Theorem
0.5
0
-2
2
Time t (s)
Convolution Example
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
1
u(t)
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
0.5
0
-2
2
Time t (s)
-2
2
Time t (s)
1
v(t)
Theorem
0.5
0
Convolution Example
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
1
u(t)
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
0.5
0
-2
2
Time t (s)
-2
2
Time t (s)
1
v(t)
Theorem
0.5
0
w(t) = u(t) v(t)
Convolution Example
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
1
u(t)
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
0.5
0
-2
2
Time t (s)
-2
2
Time t (s)
1
v(t)
Theorem
0.5
0
w(t) = u(t) v(t)

R
= u( )v(t )d
Convolution Example
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
1
u(t)
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
0.5
0
-2
2
Time t (s)
-2
2
Time t (s)
1
v(t)
Theorem
0.5
0
w(t) = u(t) v(t)

R
= u( )v(t )d
R min(t,1)
(1 )e t d
= 0
Convolution Example
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
1
u(t)
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
0.5
0
-2
2
Time t (s)
-2
2
Time t (s)
1
v(t)
Theorem
0.5
0
w(t) = u(t) v(t)

R
= u( )v(t )d
R min(t,1)
(1 )e t d
= 0
min(t,1)
= [(2 ) e t ] =0
Convolution Example
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
u(t)
1
0.5
0
-2
2
Time t (s)
-2
2
Time t (s)
1
v(t)
Theorem
0.5
0
w(t) = u(t) v(t)

R
= u( )v(t )d
R min(t,1)
(1 )e t d
= 0
min(t,1)
= [(2 ) e t ] =0
t<0
0
= 2 t 2et 0 t < 1
(e 2) et
t1
Convolution Example
w(t) = u(t) v(t)

R
= u( )v(t )d
R min(t,1)
(1 )e t d
= 0
u(t)
1
0.5
0
-2
2
Time t (s)
-2
2
Time t (s)
-2
2
Time t (s)
1
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
0.5
0
w(t)
Theorem
0.3
0.2
0.1
0
min(t,1)
= [(2 ) e t ] =0
t<0
0
= 2 t 2et 0 t < 1
(e 2) et
t1
Convolution Example
w(t) = u(t) v(t)

R
= u( )v(t )d
R min(t,1)
(1 )e t d
= 0
u(t)
1
0.5
0
-2
2
Time t (s)
-2
2
Time t (s)
-2
2
Time t (s)
1
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
0.5
0
w(t)
Theorem
0.3
0.2
0.1
0
= 0.307
0.5
0
-2
u()
0
t=0.7
v(0.7-)
2
Time (s)
min(t,1)
= [(2 ) e t ] =0
t<0
0
= 2 t 2et 0 t < 1
(e 2) et
t1
Convolution Example
w(t) = u(t) v(t)

R
= u( )v(t )d
R min(t,1)
(1 )e t d
= 0
min(t,1)
u(t)
-2
2
Time t (s)
-2
2
Time t (s)
-2
2
Time t (s)
1
0.5
0
0.3
0.2
0.1
0
= 0.307
0.5
0
= [(2 ) e t ] =0
t<0
0
= 2 t 2et 0 t < 1
(e 2) et
t1
0.5
0
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
w(t)
Theorem
-2
= 0.16
0.5
0
-2
u()
0
u()
0
t=0.7
v(0.7-)
2
Time (s)
t=1.5
v(1.5-)
2
Time (s)
Convolution Example
w(t) = u(t) v(t)

R
= u( )v(t )d
R min(t,1)
(1 )e t d
= 0
min(t,1)
u(t)
-2
2
Time t (s)
-2
2
Time t (s)
-2
2
Time t (s)
1
0.5
0
0.3
0.2
0.1
0
= 0.307
0.5
0
= [(2 ) e t ] =0
t<0
0
= 2 t 2et 0 t < 1
(e 2) et
t1
0.5
0
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
w(t)
Theorem
-2
= 0.16
0.5
0
-2
= 0.059
0.5
0
-2
u()
0
u()
0
2
Time (s)
2
Time (s)
v(2.5-)
2
Time (s)
6
t=1.5
v(1.5-)
u()
0
t=0.7
v(0.7-)
6
t=2.5
Convolution Example
w(t) = u(t) v(t)

R
= u( )v(t )d
R min(t,1)
(1 )e t d
= 0
min(t,1)
u(t)
1
0.5
0
-2
2
Time t (s)
-2
2
Time t (s)
-2
2
Time t (s)
1
v(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
1t 0t<1
u(t) =
0
otherwise
(
et t 0
v(t) =
0
t<0
0.5
0
w(t)
Theorem
0.3
0.2
0.1
0
= 0.307
0.5
0
= [(2 ) e t ] =0
t<0
0
= 2 t 2et 0 t < 1
(e 2) et
t1
-2
= 0.16
0.5
0
-2
= 0.059
0.5
0
-2
u()
0
u()
0
2
Time (s)
2
Time (s)
v(2.5-)
2
Time (s)
6
t=1.5
v(1.5-)
u()
0
t=0.7
v(0.7-)
6
t=2.5
Note how v(t ) is time-reversed (because of the ) and time-shifted

to put the time origin at = t.
Theorem
Convloution: w(t) = u(t) v(t) , u( )v(t )d
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution behaves algebraically like multiplication:

1) Commutative: u(t) v(t) = v(t) u(t)
R
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

2) Associative:
u(t) v(t) w(t) = (u(t) v(t)) w(t) = u(t) (v(t) w(t))
R
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

2) Associative:

3) Distributive over addition:
w(t) (u(t) + v(t)) = w(t) u(t) + w(t) v(t)
R
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

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)
R
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

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))
R
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

2) Associative:

w(t) (u(t) + v(t)) = w(t) u(t) + w(t) v(t)

Proof: In the frequency domain, convolution is multiplication.
R
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

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)
R
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary

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)
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.
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:
X(f ) = (f g)
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:
X(f ) = (f g) x(t) =
(f g)ei2f t df
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:
X(f ) = (f g) x(t) =
(f g)ei2f t df = ei2gt
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:
X(f ) = (f g) x(t) = (f g)ei2f t df = ei2gt

R i2gt i2f t
X(f ) = e
e
dt
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:

R i2gt i2f t
R i2(gf )t
X(f ) = e
e
dt = e
dt
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:

R i2gt i2f t
R i2(gf )t
X(f ) = e
e
dt = e
dt = (g f )
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:

R i2gt i2f t
R i2(gf )t
X(f ) = e
e
dt = e
dt = (g f )
R
R +
Parsevals Theorem: t= u (t)v(t)dt = f = U (f )V (f )df
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:

R i2gt i2f t
R i2(gf )t
X(f ) = e
e
dt = e
dt = (g f )
R
R +
Proof:
R +
Let u(t) = f = U (f )ei2f t df
and
v(t) =
R +
g=
V (g)ei2gt dg
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:

R i2gt i2f t
R i2(gf )t
X(f ) = e
e
dt = e
dt = (g f )
R
R +
Proof:
R +
and
v(t) =
R +
g=
V (g)ei2gt dg
Now multiply u (t) = u(t) and v(t) together and integrate over time:
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:

R i2gt i2f t
R i2(gf )t
X(f ) = e
e
dt = e
dt = (g f )
R
R +
Proof:
R +
and
v(t) =
R +
g=
V (g)ei2gt dg
u
(t)v(t)dt
t=
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:

R i2gt i2f t
R i2(gf )t
X(f ) = e
e
dt = e
dt = (g f )
R
R +
Proof:
R +
and
v(t) =
R +
g=
V (g)ei2gt dg
u
(t)v(t)dt
t=
R +
R +
R
i2f t
df g= V (g)ei2gt dgdt
= t= f = U (f )e
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:

R i2gt i2f t
R i2(gf )t
X(f ) = e
e
dt = e
dt = (g f )
R
R +
Proof:
R +
and
v(t) =
R +
g=
V (g)ei2gt dg
u
(t)v(t)dt
t=
R +
R +
R
i2f t
= t= f = U (f )e
R
R +
R +
= f = U (f ) g= V (g) t= ei2(gf )t dtdgdf
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:

R i2gt i2f t
R i2(gf )t
X(f ) = e
e
dt = e
dt = (g f )
R
R +
Proof:
R +
and
v(t) =
R +
g=
V (g)ei2gt dg
u
(t)v(t)dt
t=
R +
R +
R
i2f t
= t= f = U (f )e
R
R +
R +

R +
R +
= f = U (f ) g= V (g)(g f )dgdf
[lemma]
Parsevals Theorem
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Lemma:

R i2gt i2f t
R i2(gf )t
X(f ) = e
e
dt = e
dt = (g f )
R
R +
Proof:
R +
and
v(t) =
R +
g=
V (g)ei2gt dg
u
(t)v(t)dt
t=
R +
R +
R
i2f t
= t= f = U (f )e
R
R +
R +

R +
R +
= f = U (f ) g= V (g)(g f )dgdf
[lemma]
R +
= f = U (f )V (f )df
Energy Conservation
Theorem
R +
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Energy Conservation
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +
R +

For the special case v(t) = u(t), Parsevals theorem becomes:
t=
u (t)u(t)dt =
f =
U (f )U (f )df
Energy Conservation
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +

R +
u (t)u(t)dt = f = U (f )U (f )df
R +
R
2
2
Eu = t= |u(t)| dt = f = |U (f )| df
t=
Energy Conservation
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +

R +
R +
R
2
2
Eu = t= |u(t)| dt = f = |U (f )| df
t=
Energy Conservation: The energy in u(t) equals the energy in U (f ).
Energy Conservation
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +

R +
R +
R
2
2
Eu = t= |u(t)| dt = f = |U (f )| df
t=

Example: (
u(t) =
eat t 0
0
t<0
u(t)
a=2
0.5
-5
0
Time (s)
Energy Conservation
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +

R +
R +
R
2
2
Eu = t= |u(t)| dt = f = |U (f )| df
t=

Example: (
u(t) =
h 2at i
R
eat t 0
2
Eu = |u(t)| dt = e2a
0
0
t<0
u(t)
a=2
0.5
-5
0
Time (s)
Energy Conservation
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +

R +
R +
R
2
2
Eu = t= |u(t)| dt = f = |U (f )| df
t=

Example: (
u(t) =
h 2at i
R
eat t 0
2
=
0
0
t<0
u(t)
a=2
0.5
0
1
2a
-5
0
Time (s)
Energy Conservation
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
R +

R +
R +
R
2
2
Eu = t= |u(t)| dt = f = |U (f )| df
t=

Example: (
u(t) =
U (f ) =
h 2at i
R
eat t 0
2
=
0
0
t<0
1
a+i2f
[from before]
1
u(t)
Theorem
a=2
0.5
|U(f)|
1
2a
0.5
0.4
0.3
0.2
0.1
-5
-5
0
Time (s)
0
Frequency (Hz)
Energy Conservation
R +

R +
R +
R
2
2
Eu = t= |u(t)| dt = f = |U (f )| df
t=

Example: (
u(t) =
h 2at i
R
eat t 0
2
=
0
0
t<0
1
U (f ) = a+i2f
R
R
2
|U (f )| df =
[from before]
1
u(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
1
2a
a=2
0.5
0
df
2
a +4 2 f 2
|U(f)|
Theorem
0.5
0.4
0.3
0.2
0.1
-5
-5
0
Time (s)
0
Frequency (Hz)
Energy Conservation
R +

R +
R +
R
2
2
Eu = t= |u(t)| dt = f = |U (f )| df
t=

Example: (
u(t) =
h 2at i
R
eat t 0
2
=
0
0
t<0
1
U (f ) = a+i2f
[from before]
R
R
2
df
|U (f )| df = a2 +4
2f 2
1 2f
tan ( a )
=
2a
1
u(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
1
2a
a=2
0.5
0
|U(f)|
Theorem
0.5
0.4
0.3
0.2
0.1
-5
-5
0
Time (s)
0
Frequency (Hz)
Energy Conservation
R +

R +
R +
R
2
2
Eu = t= |u(t)| dt = f = |U (f )| df
t=

Example: (
u(t) =
h 2at i
R
eat t 0
2
=
0
0
t<0
1
U (f ) = a+i2f
[from before]
R
R
2
df
|U (f )| df = a2 +4
2f 2
1 2f
tan ( a )
=
=
2a
2a
1
u(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
1
2a
a=2
0.5
0
|U(f)|
Theorem
0.5
0.4
0.3
0.2
0.1
-5
-5
0
Time (s)
0
Frequency (Hz)
Energy Conservation
R +

R +
R +
R
2
2
Eu = t= |u(t)| dt = f = |U (f )| df
t=

Example: (
u(t) =
h 2at i
R
eat t 0
2
=
0
0
t<0
1
U (f ) = a+i2f
[from before]
R
R
2
df
|U (f )| df = a2 +4
2f 2
1 2f
tan ( a )
1
=
=
=
2a
2a
2a
1
u(t)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
1
2a
a=2
0.5
0
|U(f)|
Theorem
0.5
0.4
0.3
0.2
0.1
-5
-5
0
Time (s)
0
Frequency (Hz)
Energy Spectrum
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Example from before:
(
eat cos 2F t t 0
w(t) =
0
t<0
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
eat cos 2F t t 0
w(t) =
0
t<0
w(t)
Energy Spectrum
1
a=2, F=2
0.5
0
-0.5
-5
0
Time (s)
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
eat cos 2F t t 0
w(t) =
0
t<0
W (f ) =
0.5
a+i2(f +F )
w(t)
Energy Spectrum
1
a=2, F=2
0.5
0
-0.5
-5
0
Time (s)
0.5
a+i2(f F )
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
(
eat cos 2F t t 0
w(t) =
0
t<0
W (f ) =
=
0.5
a+i2(f +F )
w(t)
Energy Spectrum
1
a=2, F=2
0.5
0
-0.5
-5
0
Time (s)
0.5
a+i2(f F )
a+i2f
a2 +i4af 4 2 (f 2 F 2 )
(
eat cos 2F t t 0
w(t) =
0
t<0
W (f ) =
=
0.5
a+i2(f +F )
0.5
a+i2(f F )
a+i2f
2
a +i4af 4 2 (f 2 F 2 )
|W(f)|
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<W(f) (rad/pi)
Theorem
w(t)
Energy Spectrum
1
a=2, F=2
0.5
0
-0.5
-5
0.25
0.2
0.15
0.1
0.05
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
(
eat cos 2F t t 0
w(t) =
0
t<0
W (f ) =
=
0.5
a+i2(f +F )
0.5
a+i2(f F )
a+i2f
2
a +i4af 4 2 (f 2 F 2 )
|W (f )| =
|W(f)|
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
<W(f) (rad/pi)
Theorem
w(t)
Energy Spectrum
1
a=2, F=2
0.5
0
-0.5
-5
0.25
0.2
0.15
0.1
0.05
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0.5
0
-0.5
-5
a2 +4 2 f 2
(a2 4 2 (f 2 F 2 ))2 +16 2 a2 f 2
W (f ) =
=
0.5
a+i2(f +F )
0.5
a+i2(f F )
a+i2f
2
a +i4af 4 2 (f 2 F 2 )
|W (f )| =
a +4 f
|W(f)|
(
eat cos 2F t t 0
w(t) =
0
t<0
<W(f) (rad/pi)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
|W(f)| 2
Theorem
w(t)
Energy Spectrum
(a2 4 2 (f 2 F 2 ))2 +16 2 a2 f 2
1
a=2, F=2
0.5
0
-0.5
-5
0.25
0.2
0.15
0.1
0.05
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0
Frequency (Hz)
0.5
0
-0.5
-5
0.06
0.04
0.02
0
-5
W (f ) =
=
0.5
a+i2(f +F )
0.5
a+i2(f F )
a+i2f
2
a +i4af 4 2 (f 2 F 2 )
|W (f )| =
a +4 f
|W(f)|
(
eat cos 2F t t 0
w(t) =
0
t<0
<W(f) (rad/pi)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
|W(f)| 2
Theorem
w(t)
Energy Spectrum
(a2 4 2 (f 2 F 2 ))2 +16 2 a2 f 2
1
a=2, F=2
0.5
0
-0.5
-5
0.25
0.2
0.15
0.1
0.05
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0
Frequency (Hz)
0.5
0
-0.5
-5
0.06
0.04
0.02
0
-5
The units
of |W (f )| are energy per Hz so that its integral,
R
Ew = |W (f )|2 df , has units of energy.
W (f ) =
=
0.5
a+i2(f +F )
0.5
a+i2(f F )
a+i2f
2
a +i4af 4 2 (f 2 F 2 )
|W (f )| =
a +4 f
|W(f)|
(
eat cos 2F t t 0
w(t) =
0
t<0
<W(f) (rad/pi)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
|W(f)| 2
Theorem
w(t)
Energy Spectrum
(a2 4 2 (f 2 F 2 ))2 +16 2 a2 f 2
1
a=2, F=2
0.5
0
-0.5
-5
0.25
0.2
0.15
0.1
0.05
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0
Frequency (Hz)
0.5
0
-0.5
-5
0.06
0.04
0.02
0
-5
Energy Spectrum
The units
R
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).
W (f ) =
=
0.5
a+i2(f +F )
0.5
a+i2(f F )
a+i2f
2
a +i4af 4 2 (f 2 F 2 )
|W (f )| =
a +4 f
|W(f)|
(
eat cos 2F t t 0
w(t) =
0
t<0
<W(f) (rad/pi)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
|W(f)| 2
Theorem
w(t)
Energy Spectrum
(a2 4 2 (f 2 F 2 ))2 +16 2 a2 f 2
1
a=2, F=2
0.5
0
-0.5
-5
0.25
0.2
0.15
0.1
0.05
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0
Frequency (Hz)
0.5
0
-0.5
-5
0.06
0.04
0.02
0
-5
Energy Spectrum
The units
R
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.
W (f ) =
=
0.5
a+i2(f +F )
0.5
a+i2(f F )
a+i2f
2
a +i4af 4 2 (f 2 F 2 )
|W (f )| =
a +4 f
|W(f)|
(
eat cos 2F t t 0
w(t) =
0
t<0
<W(f) (rad/pi)
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
|W(f)| 2
Theorem
w(t)
Energy Spectrum
(a2 4 2 (f 2 F 2 ))2 +16 2 a2 f 2
1
a=2, F=2
0.5
0
-0.5
-5
0.25
0.2
0.15
0.1
0.05
-5
0
Time (s)
0
Frequency (Hz)
0
Frequence (Hz)
0
Frequency (Hz)
0.5
0
-0.5
-5
0.06
0.04
0.02
0
-5
Energy Spectrum
The units
R
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.
2
If you divide |W (f )| by the total energy, Ew , the result is non-negative

and integrates to unity like a probability distribution.
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
u(t) v(t) , u( )v(t )d
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
u(t) v(t) , u( )v(t )d
Arguments of u( ) and v( ) sum to t
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
u(t) v(t) , u( )v(t )d
Acts like multiplication + time scaling/shifting formulae
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
u(t) v(t) , u( )v(t )d
Convolution Theorem: multiplication convolution
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
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
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
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
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
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 )
R +
R
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
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 )
R +
R

Energy Spectrum:
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
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 )
R +
R

Energy Spectrum:
2
Energy spectral density: |U (f )| (energy/Hz)
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
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 )
R +
R

Energy Spectrum:
2
Energy spectral density:
|U
(f
)|
(energy/Hz)
R
R
Parseval: Eu = |u(t)|2 dt = |U (f )|2 df
Summary
Theorem
Convolution Theorem
Convolution Example
Parsevals Theorem
Energy Conservation
Energy Spectrum
Summary
Convolution:
R
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 )
R +
R

Energy Spectrum:
2
Energy spectral density:
|U
(f
)|
(energy/Hz)
R
R
Parseval: Eu = |u(t)|2 dt = |U (f )|2 df
For further details see RHB Chapter 13.1

Ver Esse00700 TransformParseval

Hochgeladen von

Dokumentinformationen

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

Ver Esse00700 TransformParseval

Hochgeladen von

Copyright:

Verfügbare Formate

7: Fourier Transforms:

Convolution and Parsevals

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 1 / 10

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

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

[Note use of different dummy variables]

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

[Note use of different dummy variables]

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

[Note use of different dummy variables]

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

[Note use of different dummy variables]

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

[Note use of different dummy variables]

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

[Note use of different dummy variables]

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

[Note use of different dummy variables]

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

[Note use of different dummy variables]

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 2 / 10

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

Let u(t) = h= U (h)e

[Note use of different dummy variables]

E1.10 Fourier Series and Transforms (2014-5559)

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 3 / 10

E1.10 Fourier Series and Transforms (2014-5559)

Fourier Transform - Parseval and Convolution: 7 3 / 10

E1.10 Fourier Series and Transforms (2014-5559)