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082-Engineering-Mathematics-Anthony-Croft-Robert-Davison-Martin-Hargreaves-James-Flint-Edisi-5-2017

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780 Chapter 24 The Fourier transform

( )

= e−jω

−jω + ejω e

−(1+jω)

jω −e−1 −(1+jω)

( ) ( )

e

+e −1 (1+jω) e

+(e 1 −e −1 −(1+jω)

)

−(1+jω) 1+jω

Thefirsttwotermssimplifyto 2sinω

ω

.Bysimplifyingandrearrangingtheremainder

becomes − ejω −e −jω

. Putting all thistogether we find

1+jω

F{(f ∗g)(t)} = 2sinω

ω

= 2sinω

ω

= 2sinω

ω(1+jω)

− ejω −e −jω

1+jω

− 2jsin ω

1+jω

whichisthesameasEquation(24.12).Wehaveshownthat F{f ∗g} =F(ω)G(ω)

and so the convolution theorem has been verified.

24.8.2 Correlationandthecorrelationtheorem

If f (t) and g(t) are two piecewise continuous functions their correlation (also called

their cross-correlation), whichwedenoteby f ⋆g, isdefined asfollows:

Thecorrelationof f (t)andg(t):

f⋆g=

∫ ∞

−∞

f(λ)g(λ −t)dλ

Thisformulaisthesameasthatforconvolutionexceptfortheimportantdifferencethat

the functiongisnotfolded; thatis, wehaveg(λ −t) hererather thang(t − λ).

It is possible to show that the correlation of f (t) andg(t) can be written in the alternative

form

f⋆g=

∫ ∞

−∞

f(t + λ)g(λ)dλ

Sometextsusethisform,butnotethatitistheargumentof f whichist + λ(seeQuestion

8 inExercises 24.8).

We can now statethecorrelation theorem.

Thecorrelationtheorem:

If F{f(t)} =F(ω)and F{g(t)} =G(ω)then

F{f ⋆g} =F(ω)G(−ω)

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