Convolution Example
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 5 / 13
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.
Convolution Properties
7: Fourier Transforms:
Convolution and Parsevals
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 6 / 13
Convloution: w(t) = u(t) v(t)
_
u()v(t )d
Convolution Properties
7: Fourier Transforms:
Convolution and Parsevals
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 6 / 13
Convloution: w(t) = u(t) v(t)
_
u()v(t )d
Convolution behaves algebraically like multiplication:
1) Commutative: u(t) v(t) = v(t) u(t)
Convolution Properties
7: Fourier Transforms:
Convolution and Parsevals
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 6 / 13
Convloution: w(t) = u(t) v(t)
_
u()v(t )d
Convolution behaves algebraically like multiplication:
1) Commutative: u(t) v(t) = v(t) u(t)
2) Associative:
u(t) v(t) w(t) = (u(t) v(t)) w(t) = u(t) (v(t) w(t))
Convolution Properties
7: Fourier Transforms:
Convolution and Parsevals
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 6 / 13
Convloution: w(t) = u(t) v(t)
_
u()v(t )d
Convolution behaves algebraically like multiplication:
1) Commutative: u(t) v(t) = v(t) u(t)
2) Associative:
u(t) v(t) w(t) = (u(t) v(t)) w(t) = u(t) (v(t) w(t))
3) Distributive over addition:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
Convolution Properties
7: Fourier Transforms:
Convolution and Parsevals
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 6 / 13
Convloution: w(t) = u(t) v(t)
_
u()v(t )d
Convolution behaves algebraically like multiplication:
1) Commutative: u(t) v(t) = v(t) u(t)
2) Associative:
u(t) v(t) w(t) = (u(t) v(t)) w(t) = u(t) (v(t) w(t))
3) Distributive over addition:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
4) Identity Element or 1: u(t) (t) = (t) u(t) = u(t)
Convolution Properties
7: Fourier Transforms:
Convolution and Parsevals
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 6 / 13
Convloution: w(t) = u(t) v(t)
_
u()v(t )d
Convolution behaves algebraically like multiplication:
1) Commutative: u(t) v(t) = v(t) u(t)
2) Associative:
u(t) v(t) w(t) = (u(t) v(t)) w(t) = u(t) (v(t) w(t))
3) Distributive over addition:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
4) Identity Element or 1: u(t) (t) = (t) u(t) = u(t)
5) Bilinear: (au(t)) (bv(t)) = ab (u(t) v(t))
Convolution Properties
7: Fourier Transforms:
Convolution and Parsevals
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 6 / 13
Convloution: w(t) = u(t) v(t)
_
u()v(t )d
Convolution behaves algebraically like multiplication:
1) Commutative: u(t) v(t) = v(t) u(t)
2) Associative:
u(t) v(t) w(t) = (u(t) v(t)) w(t) = u(t) (v(t) w(t))
3) Distributive over addition:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
4) Identity Element or 1: u(t) (t) = (t) u(t) = u(t)
5) Bilinear: (au(t)) (bv(t)) = ab (u(t) v(t))
Proof: In the frequency domain, convolution is multiplication.
Convolution Properties
7: Fourier Transforms:
Convolution and Parsevals
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 6 / 13
Convloution: w(t) = u(t) v(t)
_
u()v(t )d
Convolution behaves algebraically like multiplication:
1) Commutative: u(t) v(t) = v(t) u(t)
2) Associative:
u(t) v(t) w(t) = (u(t) v(t)) w(t) = u(t) (v(t) w(t))
3) Distributive over addition:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
4) Identity Element or 1: u(t) (t) = (t) u(t) = u(t)
5) Bilinear: (au(t)) (bv(t)) = ab (u(t) v(t))
Proof: In the frequency domain, convolution is multiplication.
Also, if u(t) v(t) = w(t), then
6) Time Shifting: u(t +a) v(t +b) = w(t +a +b)
Convolution Properties
7: Fourier Transforms:
Convolution and Parsevals
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 6 / 13
Convloution: w(t) = u(t) v(t)
_
u()v(t )d
Convolution behaves algebraically like multiplication:
1) Commutative: u(t) v(t) = v(t) u(t)
2) Associative:
u(t) v(t) w(t) = (u(t) v(t)) w(t) = u(t) (v(t) w(t))
3) Distributive over addition:
w(t) (u(t) +v(t)) = w(t) u(t) +w(t) v(t)
4) Identity Element or 1: u(t) (t) = (t) u(t) = u(t)
5) Bilinear: (au(t)) (bv(t)) = ab (u(t) v(t))
Proof: In the frequency domain, convolution is multiplication.
Also, if u(t) v(t) = w(t), then
6) Time Shifting: u(t +a) v(t +b) = w(t +a +b)
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
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
Lemma:
X(f) = (f g)
Parsevals Theorem
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df
Parsevals Theorem
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
Parsevals Theorem
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
Lemma:
X(f) = (f g) x(t) =
_
(f g)e
j2ft
df = e
j2gt
X(f) =
_
e
j2gt
e
j2ft
dt
Parsevals Theorem
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
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
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
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)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)v(t)dt
Parsevals Theorem
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
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
[Note use of different dummy variables]
Now multiply u
(t)v(t)dt
=
_
t=
_
+
f=
U
(f)e
j2ft
df
_
+
g=
V (g)e
j2gt
dgdt
Parsevals Theorem
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
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
[Note use of different dummy variables]
Now multiply 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
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
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
[Note use of different dummy variables]
Now multiply 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
7: Fourier Transforms:
Convolution and Parsevals
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 7 / 13
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
[Note use of different dummy variables]
Now multiply 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
7: Fourier Transforms:
Convolution and Parsevals
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 8 / 13
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
Energy signals and Power Signals
7: Fourier Transforms:
Convolution and Parsevals
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 8 / 13
Energy and Power:
In signal processing, |u(t)|
2
is the instantaneous power of a signal u(t)
Signal Energy: E
u
_
|u(t)|
2
dt
0 -5 0 5 0 0 -5 0 5 0
Energy signals and Power Signals
7: Fourier Transforms:
Convolution and Parsevals
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 8 / 13
Energy and Power:
In signal processing, |u(t)|
2
is the instantaneous power of a signal u(t)
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
Energy signals and Power Signals
7: Fourier Transforms:
Convolution and Parsevals
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 8 / 13
Energy and Power:
In signal processing, |u(t)|
2
is the instantaneous power of a signal u(t)
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
Energy signals and Power Signals
7: Fourier Transforms:
Convolution and Parsevals
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 8 / 13
Energy and Power:
In signal processing, |u(t)|
2
is the instantaneous power of a signal u(t)
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. 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
Energy signals and Power Signals
7: Fourier Transforms:
Convolution and Parsevals
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 8 / 13
Energy and Power:
In signal processing, |u(t)|
2
is the instantaneous power of a signal u(t)
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. If u(t) is a voltage connected to a
resistor of value R then the average electrical power dissipated is
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|
Energy signals and Power Signals
7: Fourier Transforms:
Convolution and Parsevals
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 8 / 13
Energy and Power:
In signal processing, |u(t)|
2
is the instantaneous power of a signal u(t)
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. If u(t) is a voltage connected to a
resistor of value R then the average electrical power dissipated is
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)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
Parsevals Theorem:
_
t=
u
(t)v(t)dt =
_
+
f=
U
(f)V (f)df
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
E
u
=
_
t=
|u(t)|
2
dt =
_
+
f=
|U(f)|
2
df
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
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
< ).
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
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
< ).
Example:
u(t) =
_
e
at
t 0
0 t < 0
-5 0 5
0
0.5
1
Time (s)
u
(
t
)
a=2
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
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
< ).
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
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
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
< ).
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
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
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
< ).
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
)
|
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
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
< ).
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
)
|
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
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
< ).
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
)
|
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
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
< ).
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
)
|
Energy Conservation (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 9 / 13
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
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
< ).
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)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
w(t) =
_
e
at
cos 2Ft t 0
0 t < 0
<
Energy Spectrum (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
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
<
Energy Spectrum (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
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
<
Energy Spectrum (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
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
<
Energy Spectrum (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
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
)
Energy Spectrum (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
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
)
Energy Spectrum (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
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 (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
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.
Energy Spectrum (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
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
are energy per Hz so that its integral,
E
w
=
_
|W(f)|
2
df, has units of energy.
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).
Energy Spectrum (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
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
are energy per Hz so that its integral,
E
w
=
_
|W(f)|
2
df, has units of energy.
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). It shows
how the energy of w(t) is distributed over frequencies.
Energy Spectrum (Energy Signals only)
7: Fourier Transforms:
Convolution and Parsevals
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 10 / 13
Example from before:
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
are energy per Hz so that its integral,
E
w
=
_
|W(f)|
2
df, has units of energy.
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). 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)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
Energy in [A, A] is
_
A
A
u
2
(t)dt
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
Energy in [A, A] is
_
A
A
u
2
(t)dt =
_
A
A
_
1
2
+
1
2
cos 4Ft
_
dt
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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.
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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.
Average power: P
u
u
2
(t)
_
= lim
A
1
2A
_
A
A
|u(t)|
2
dt =
1
2
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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.
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
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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.
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
The power spectral density of u(t) is S
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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.
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
The power spectral density of u(t) is S
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Units = Power/Hz.
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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.
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
The power spectral density of u(t) is S
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Units = Power/Hz. Its graph is the power spectrum of u(t).
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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.
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
The power spectral density of u(t) is S
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Units = Power/Hz. Its graph is the power spectrum of u(t).
Parsevals Theorem for power signals:
_
S
uu
(f)df = lim
A
1
2A
_
|U
A
(f)|
2
df
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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.
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
The power spectral density of u(t) is S
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Units = Power/Hz. Its graph is the power spectrum of u(t).
Parsevals Theorem for power signals:
_
S
uu
(f)df = lim
A
1
2A
_
|U
A
(f)|
2
df = lim
A
1
2A
E
u
A
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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.
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
The power spectral density of u(t) is S
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Units = Power/Hz. Its graph is the power spectrum of u(t).
Parsevals Theorem for power signals:
_
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
Power Spectrum (Power Signals Only)
7: Fourier Transforms:
Convolution and Parsevals
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 11 / 13
If u(t) is a power signal, then its energy, E
u
, is innite.
Example: u(t) = cos 2Ft
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.
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
The power spectral density of u(t) is S
uu
(f) = lim
A
1
2A
|U
A
(f)|
2
Units = Power/Hz. Its graph is the power spectrum of u(t).
Parsevals Theorem for power signals:
_
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
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
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
Power Spectrum Examples
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
Example 1: cosine wave
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
Power Spectrum Examples
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
Example 1: cosine wave
u(t) = cos 2Ft P
u
=
u
2
(t)
_
= 0.5
U(f) = 0.5 ((f +F) + (f F))
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
Power Spectrum Examples
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
Example 1: cosine wave
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))
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
Power Spectrum Examples
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
Example 1: cosine wave
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
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
Power Spectrum Examples
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
Example 1: cosine wave
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
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Mike Brookes speaking
Power Spectrum Examples
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
Example 1: cosine wave
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
Phone restricted to 300 Hz to
3.4 kHz
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Mike Brookes speaking
Power Spectrum Examples
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
Example 1: cosine wave
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
Phone restricted to 300 Hz to
3.4 kHz
Example 3: Pop music
Less smooth than speech power
spectrum
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Mike Brookes speaking
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Arctic Monkeys: Space Invaders
Power Spectrum Examples
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
Example 1: cosine wave
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
Phone restricted to 300 Hz to
3.4 kHz
Example 3: Pop music
Less smooth than speech power
spectrum
Example 4: Classical Music
Wider range of frequencies
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Mike Brookes speaking
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Arctic Monkeys: Space Invaders
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Beethoven: Symphony 5 - Allegro
Power Spectrum Examples
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
Example 1: cosine wave
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
Phone restricted to 300 Hz to
3.4 kHz
Example 3: Pop music
Less smooth than speech power
spectrum
Example 4: Classical Music
Wider range of frequencies
Youthful human ears can hear up
to about 20 kHz
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Mike Brookes speaking
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Arctic Monkeys: Space Invaders
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Beethoven: Symphony 5 - Allegro
Power Spectrum Examples
7: Fourier Transforms:
Convolution and Parsevals
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 12 / 13
Example 1: cosine wave
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
Phone restricted to 300 Hz to
3.4 kHz
Example 3: Pop music
Less smooth than speech power
spectrum
Example 4: Classical Music
Wider range of frequencies
Youthful human ears can hear up
to about 20 kHz
-4kHz -2kHz 0 2kHz 4kHz
0
0.1
0.2
0.25 0.25
P
S
D
1 kHz cosine wave
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Mike Brookes speaking
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Arctic Monkeys: Space Invaders
-4kHz -2kHz 0 2kHz 4kHz
P
S
D
Beethoven: Symphony 5 - Allegro
Power spectrum is symmetrical so we often only plot positive frequencies.
Summary
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Summary
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Summary
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Summary
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
Summary
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
w(t) = u(t)v(t) W(f) = U(f) V (f)
Summary
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
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
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
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
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
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
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
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
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
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)
Parseval: E
u
=
_
|u(t)|
2
dt =
_
|U(f)|
2
df
Summary
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
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)
Parseval: E
u
=
_
|u(t)|
2
dt =
_
|U(f)|
2
df
Power Signals: E
u
= , P
u
nite
Summary
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
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)
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
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
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)
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
Parseval: P
u
=
_
|u(t)|
2
_
=
_
S
uu
(f) df
Summary
7: Fourier Transforms:
Convolution and Parsevals
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 13 / 13
Convolution:
u(t) v(t)
_
u()v(t )d
Arguments of u( ) and v( ) sum to t
Acts like multiplication + time scaling/shifting formulae
Convolution Theorem: multiplication convolution
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)
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
Parseval: P
u
=
_
|u(t)|
2
_
=
_
S
uu
(f) df
For further details see RHB Chapter 13.1