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F () = F{f } =
1 Proof
The proof here is shown for a particular normalization of
the Fourier transform. As mentioned above, if the transform is normalized dierently, then constant scaling factors will appear in the derivation.
Let f, g belong to L1 (Rn ). Let F be the Fourier transform
of f and G be the Fourier transform of g :
G() = F{g} =
f (x)e2ix dx
Rn
g(x)e2ix dx,
Rn
f (x)g(z x) dx.
h(z) =
Rn
{
}
f g = F 1 F{f } F{g}
and:
f g =F
{
1
|f (x)g(zx)| dz dx =
}
F{f } F{g}
|f (x)|
|g(zx)| dz dx =
1
n
Note that the relationships above are only valid for the Hence by Fubinis theorem we have that h L (R ) so
form of the Fourier transform shown in the Proof section its Fourier transform H is dened by the integral formula
below. The transform may be normalized in other ways,
in
|f (x)| g1
REFERENCES
H() =
f (x)
Rn
g(y)e
dy
xN [n] =
dx
g(y)e2iy dy
)
dx
Rn
f (x)e
x[n mN ].
Rn
m=
Rn
f (x)e2ix
2i(y+x)
def
2ix
dx
g(y)e2iy dy.
Rn
Rn
[
]
xN y =DT F T 1 DT F T {xN } DT F T {y}
[
]
=DF T 1 DF T {xN } DF T {yN } ,
where DFT represents the discrete Fourier transform.
The proof follows from DTFT#Periodic data, which indicates that DT F T {xN } can be written as:
QED.
F 1 {f g} = F 1 {f } F 1 {g}
F 1 {f g} = F 1 {f } F 1 {g}
{
}
f g = F F 1 {f } F 1 {g}
DT F T {xN }
1
N
x y =DT F T 1
DT F T {x}
]
DT F T {y} ,
k/N )
{z
}
DF T {yN }[k]
ing Sampling the DTFT).
|
(also
us-
(xN y)[n] =
0
{
}
f g = F F 1 {f } F 1 {g}
DF T {xN }[k]
DT F T {y}
k=
DT F T {y}(k/N ) (f
and:
1
(DF T {xN }[k]) (f k/N )
N
k=
H() = F () G(),
1
N
1
N
k=
k=
(f k/N )
1
(f k/N )
0
N 1
n
1
i2 N
k
DF T {xN }[k] DF T {yN }[k] e
N
k=0
[
]
=DF T 1 DF T {xN } DF T {yN } ,
QED.
4 References
Katznelson, Yitzhak (1976), An introduction to Harmonic Analysis, Dover, ISBN 0-486-63331-4
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