Convolution Property of the Fourier Transform

最新推荐文章于 2024-09-13 16:27:15 发布

Chem-To-Math

最新推荐文章于 2024-09-13 16:27:15 发布

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Two functions of $f (t)$ and $g (t)$
The Fourier transform of $f (t)$ is
$\mathcal{F}(f(t))=F(\omega)=\int ^{\infty} _{-\infty}f(t)exp(-j\omega t)dt$
The Fourier transform of $g (t)$ is
$\mathcal{F}(g(t))=G(\omega)=\int ^{\infty} _{-\infty}g(t)exp(-j\omega t)dt$
The convolution $f (t)$ and $g (t)$ is
$h(t)=f(t)*g(t)=\int ^{\infty} _{-\infty}f(\tau ) g(t-\tau)d\tau \rightarrow F(\omega)G(\omega)$

Proof:
$H(t)=\mathcal{F}\left [f(t)*g(t)\right]=F(\omega) G(\omega)$
$\mathcal{F}\left [f(t)*g(t)\right]=F(\omega)=\int ^{\infty} _{-\infty}H(t)exp(-j\omega t)dt$
$=\int ^{\infty} _{-\infty}\int ^{\infty} _{-\infty}f(\tau ) g(t-\tau)d\tau exp(-j\omega t)dt$
$=\int ^{\infty} _{-\infty}\int ^{\infty} _{-\infty}f(\tau ) e^{-j\omega \tau} d\tau g(t-\tau) e^{-j\omega (t-\tau)}d(t-\tau)$
$=\int ^{\infty} _{-\infty}f(\tau ) e^{-j\omega \tau} d\tau \int ^{\infty} _{-\infty}g(t-\tau) e^{-j\omega (t-\tau)}d(t-\tau)$
let $\overline t=t-\tau$

$\int ^{\infty} _{-\infty}f(\tau ) e^{-j\omega \tau} d\tau \int ^{\infty} _{-\infty}g(t-\tau) e^{-j\omega (t-\tau)}d(t-\tau)$
$=\int ^{\infty} _{-\infty}f(\tau ) e^{-j\omega \tau} d\tau \int ^{\infty} _{-\infty}g(\overline t) e^{-j\omega \overline t}d \overline t$
$=F(\omega) G(\omega)$