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Aristotle University of Thessaloniki Department of Geodesy and Surveying

A. Dermanis Signals and Spectral Methods in Geoinformatics


Lecture 3:
Fourier Transform
Signals and Spectral Methods
in Geoinformatics
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
Fourier transform
and
inverse Fourier transform
1
( ) ( )
2
i t
f t F e d
e
e e
t
+

=
}
( ) ( )
i t
F f t e dt
e
e
+

=
}
direct
inverse
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( ) ( )
2
i t
f t F e d
e
e e
t
+

=
}
( ) ( )
i t
F f t e d t
e
e
+

=
}
from the number domain
to the frequency domain
Fourier transform
and
inverse Fourier transform
direct
inverse
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
Fourier transform
and
inverse Fourier transform
1
( ) ( )
2
i t
F d t f e
e
t
e e
+

=
}
( ) ( )
i t
F f t e dt
e
e
+

=
}
from the frequency domain
to the number domain
direct
inverse
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
Fourier series
in the interval [ 0, ]
1
( ) ( )
2
i t
f t F e d
e
e e
t
+

=
}
( ) ( )
i t
F f t e dt
e
e
+

=
}
Fourier transform
in the interval (-,+)
( )
k
i t
k
k
f t c e
e
+
=
=

0
1
( )
k
T
i t
k
c f t e dt
T
e
=
}
inverse
direct
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( )
k
i t
k
k
f t c e
e
+
=
=

0
1
( )
k
T
i t
k
c f t e dt
T
e
=
}
2
k
k
T
t
e =
From Fourier series to Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( )
k
i t
k
k
f t c e
e
+
=
=

0
1
( )
k
T
i t
k
c f t e dt
T
e
=
}
2
k
k
T
t
e =
( )
k k
F c T e
1
2 2 2
( 1)
k k k
k k
T T T
t t t
e e e
+
A = + =
From Fourier series to Fourier transform
Change of notation
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( )
k
i t
k
k
f t c e
e
+
=
=

0
1
( )
k
T
i t
k
c f t e dt
T
e
=
}
2
k
k
T
t
e =
( )
k k
F c T e
1
2 2 2
( 1)
k k k
k k
T T T
t t t
e e e
+
A = + =
1 2 1
( ) ( ) ( )
2 2
k k
k k
i t i t
k k k
f t F e F e
T
e e
e e
t
e e e
t t
= = A

From Fourier series to Fourier transform
Change of notation
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( )
k
i t
k
k
f t c e
e
+
=
=

0
1
( )
k
T
i t
k
c f t e dt
T
e
=
}
2
k
k
T
t
e =
( )
k k
F c T e
1
2 2 2
( 1)
k k k
k k
T T T
t t t
e e e
+
A = + =
1 2 1
( ) ( ) ( )
2 2
k k
k k
i t i t
k k k
f t F e F e
T
e e
e e
t
e e e
t t
= = A

0
( ) ( )
k
T
i t
k k
F c T f t e dt
e
e

= =
}
From Fourier series to Fourier transform
Change of notation
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1 2 1
( ) ( ) ( )
2 2
k k
k k
i t i t
k k k
f t F e F e
T
e e
e e
t
e e e
t t
= = A

0
( ) ( )
k
T
i t
k k
F c T f t e dt
e
e

= =
}
From Fourier series to Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( ) ( )
2
k
k
i t
k k
f t F e
e
e
e e
t
= A

0
( ) ( )
k
T
i t
k
F f t e dt
e
e

=
}
From Fourier series to Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( ) ( )
2
k
k
i t
k k
f t F e
e
e
e e
t
= A

0
( ) ( )
k
T
i t
k
F f t e dt
e
e

=
}
0
k
e A ( ) ( )
k
k k
G G d
e
e
e e e e A

}
[0, ] ( , ) T +
k
e e
From Fourier series to Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( ) ( )
2
k
k
i t
k k
f t F e
e
e
e e
t
= A

0
( ) ( )
k
T
i t
k
F f t e dt
e
e

=
}
0
k
e A ( ) ( )
k
k k
G G d
e
e
e e e e A

}
[0, ] ( , ) T +
k
e e
( )
k
G e
From Fourier series to Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( ) ( )
2
k
k
i t
k k
f t F e
e
e
e e
t
= A

0
( ) ( )
k
T
i t
k
F f t e dt
e
e

=
}
0
k
e A ( ) ( )
k
k k
G G d
e
e
e e e e A

}
[0, ] ( , ) T +
k
e e
1
( ) ( )
2
i t
f t F e d
e
e e
t
+

=
}
( ) ( )
i t
F f t e dt
e
e
+

=
}
inverse direct
From Fourier series to Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t
( ) f t
e
2
L

2
L
+
t
2 2
k k k
a b = +
Fourier series in a continuously increasing interval

+

T L =
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
k
k
T
t
e =
t
( ) f t
e
2
L

2
L
+
2 2
k k k
a b = +
+

1 k k k
e e e
+
A = =
2 2
T L
t t
e = = A
T L =
e A
t
Fourier series in a continuously increasing interval

Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
k
k
T
t
e =
t
( ) f t
e
2
L

2
L
+
2 2
k k k
a b = +
+

1 k k k
e e e
+
A = =
2 2
T L
t t
e = = A
T L =
2 2
k
T L
t t
e e A = = = A
e A
t
Fourier series in a continuously increasing interval

Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t
( ) f t
e
2
L

2
L
+
2 2
k k k
a b = +
+

T L =
2 2
k
T L
t t
e e A = = = A
t
e A
Fourier series in a continuously increasing interval

Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t
( ) f t
e
2 2
k k k
a b = +
2
2
L

2
2
L
+
+

2 T L =
2 2
2 2
k
T L
t t e
e
A
A = = =
t
Fourier series in a continuously increasing interval

Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
e
t
( ) f t
3
2 2
k k k
a b = +
4
2
L

4
2
L
+
+

4 T L =
2 2
4 4
k
T L
t t e
e
A
A = = =
t
Fourier series in a continuously increasing interval

Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t
( ) f t
e
8 T L =
2 2
k k k
a b = +
8
2
L

8
2
L
+
+

2 2
8 8
k
T L
t t e
e
A
A = = =
t
Fourier series in a continuously increasing interval

Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
The Fourier series expansion of a function in a continuously larger
interval , provides coefficients for continuously denser frequencies
k
.
As the length of the interval tends to infinity, the frequencies
k
tend to
cover more and more from the set of the real values frequencies (<e<+)
For an infinite interval , i.e. for ( < t < +) the total real set of
frequencies (<e<+) is required and from the Fourier series expansion
we pass to the inverse Fourier transform
1
( ) ( )
2
i t
f t F e d
e
t
e e
+

=
}
( )
k
i t
k
k
f t c e
e
+
=
=

discrete frequencies
k

wit step = 2 /
continuous frequencies - all
possible values ( < e < +)
Fourier series in a continuously increasing interval

Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( ) ( ) ( )
i t
F R i I f t e dt
e
e e e
+

= + =
}
cos sin
i t
e t i t
e
e e

=
Fourier transform of a complex function
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( ) ( ) ( )
i t
F R i I f t e dt
e
e e e
+

= + =
}
cos sin
i t
e t i t
e
e e

=
| || |
( ) ( ) ( ) cos sin
i t
R I
f t e f t i f t t i t
e
e e

= + =
Fourier transform of a complex function
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( ) ( ) ( )
i t
F R i I f t e dt
e
e e e
+

= + =
}
cos sin
i t
e t i t
e
e e

=
2
( ) cos ( ) sin ( ) cos ( ) sin
R R I I
f t t i f t t i f t t i f t t e e e e = + =
| || |
( ) ( ) ( ) cos sin
i t
R I
f t e f t i f t t i t
e
e e

= + =
Fourier transform of a complex function
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( ) ( ) ( )
i t
F R i I f t e dt
e
e e e
+

= + =
}
cos sin
i t
e t i t
e
e e

=
2
( ) cos ( ) sin ( ) cos ( ) sin
R R I I
f t t i f t t i f t t i f t t e e e e = + =
| || |
( ) ( ) ( ) cos sin
i t
R I
f t e f t i f t t i t
e
e e

= + =
| | | |
( )cos ( )sin ( )cos ( )sin
R I I R
f t t f t t i f t t f t t e e e e = + +
Fourier transform of a complex function
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( ) ( ) ( )
i t
F R i I f t e dt
e
e e e
+

= + =
}
cos sin
i t
e t i t
e
e e

=
2
( ) cos ( ) sin ( ) cos ( ) sin
R R I I
f t t i f t t i f t t i f t t e e e e = + =
| || |
( ) ( ) ( ) cos sin
i t
R I
f t e f t i f t t i t
e
e e

= + =
| | | |
( )cos ( )sin ( )cos ( )sin
R I I R
f t t f t t i f t t f t t e e e e = + +
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e
+

= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e
+

=
}
Fourier transform of a complex function
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( )
R I
f t f t i f t = +
( ) ( )
i t
F f t e dt
e
e
+

=
}
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e
+

= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e
+

=
}
( ) ( ) ( ) F R i I e e e = +
complex
form
real
form
Fourier transform of a complex function
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
f F ( ) F f =F
1
( ) f F

= F
1
f F

F
F
Notation
Usual (mathematically incorect) notation
1
( ) ( )
2
i t
f t F e d
e
e e
t
+

=
}
( ) ( )
i t
F f t e dt
e
e
+

=
}
( ) ( ) f t F e
( )
( ) ( ) F f t e =F
( )
1
( ) ( ) f t F e

=F
direct inverse
Fourier transform of a complex function
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e
+

= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e
+

=
}
Fourier transform of a real function
Complex function:
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e
+

= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e
+

=
}
( ) ( ) ( ) real
R I
f t f t i f t = + = ( ) ( )
R
f t f t = ( ) 0
I
f t =
Real function:
Fourier transform of a real function
Complex function:
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e
+

= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e
+

=
}
( ) ( ) ( ) real
R I
f t f t i f t = + = ( ) ( )
R
f t f t = ( ) 0
I
f t =
Real function:
Fourier transform of a real function
Complex function:
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e
+

= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e
+

=
}
( ) ( ) ( ) real
R I
f t f t i f t = + = ( ) ( )
R
f t f t = ( ) 0
I
f t =
( ) ( ) cos R f t t dt e e
+

=
}
( ) ( ) sin I f t t dt e e
+

=
}
cosine transform
sine transform
Real function:
Fourier transform of a real function
Complex function:
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
( ) ( ) cos ( ) sin
R I
R f t t f t t dt e e e
+

= +
}
| |
( ) ( ) cos ( ) sin
I R
I f t t f t t dt e e e
+

=
}
( ) ( ) ( ) real
R I
f t f t i f t = + = ( ) ( )
R
f t f t = ( ) 0
I
f t =
( ) ( ) cos R f t t dt e e
+

=
}
( ) ( ) sin I f t t dt e e
+

=
}
( ) ( ) ( ) ( ) cos ( )sin F R i I f t t dt i f t t dt e e e e e
+ +

( (
= + = +
( (

} }
cosine transform
sine transform
Real function:
Fourier transform of a real function
Complex function:
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) cos( ) ( ) cos ( ) R f t t dt f t t dt R e e e e
+ +

= = =
} }
( ) ( )sin( ) ( )sin ( ) I f t t dt f t t dt I e e e e
+ +

= = =
} }
even
function
odd
function
( ) R e ( ) I e
e e
Fourier transform of a real function
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( ) F R i I e e e = +
( ) ( ) cos ( ) R F e e e = ( ) ( ) sin ( ) I F e e e =
Fourier transform in polar form
( ) R e
( ) I e
( ) e
2 2
( ) ( ) ( ) F R I e e e = +
( )
( ) arctan
( )
I
R
e
e
e
=
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2 2
( ) ( ) ( ) F R I e e e = +
( ) ( ) ( ) F R i I e e e = +
( ) ( ) cos ( ) R F e e e = ( ) ( ) sin ( ) I F e e e =
( )
( ) arctan
( )
I
R
e
e
e
=
| |
( )
( ) ( ) ( ) ( ) cos ( ) sin ( ) ( )
i
F R i I F i F e
e
e e e e e e e = + = + =
( )
( ) ( )
i
F F e
e
e e =
amplitude spectrum
phase spectrum
polar form:
Fourier transform in polar form
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2 2 2 2 2 2
( ) ( ) ( ) ( ) [ ( )] ( ) ( )
( )
F R I R I R I
F
e e e e e e e
e
= + = + = + =
=
( ) ( ) ( )
( ) arctan arctan arctan ( )
( ) ( ) ( )
I I I
R R R
e e e
e e
e e e

= = = =

( ) ( ) R R e e = ( ) ( ) I I e e =
( ) ( ) F F e e =
( ) ( ) e e =
even function
odd function
even odd
amplitude spectrum
phase spectrum
Fourier transform in polar form
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) f t F e
( ) ( ) ( ) ( ) af t bg t aF bG e e + + Linearity
( ) ( ) g t G e
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) f t F e
( ) ( ) ( ) ( ) af t bg t aF bG e e + +
( ) 2 ( ) F t f t e
Linearity
Symmetry
( ) ( ) g t G e
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) f t F e
( ) ( ) ( ) ( ) af t bg t aF bG e e + +
( ) 2 ( ) F t f t e
0 0
[ ( ) ]
0
( ) ( ) ( )
F
i t i t
f t t F e F e
e e e
e e

=
Linearity
Symmetry
Time translation
( ) ( ) g t G e
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) f t F e
( ) ( ) ( ) ( ) af t bg t aF bG e e + +
( ) 2 ( ) F t f t e
0 0
[ ( ) ]
0
( ) ( ) ( )
F
i t i t
f t t F e F e
e e e
e e

=
Linearity
Symmetry
Time translation
( ) ( ) g t G e
Properties of the Fourier transform
( )
0
( ) | ( ) ( ) ( ) |
G
i
G g t f t G t e
e
e e = =
( ) g t ( ) f t
0
t
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) f t F e
( ) ( ) ( ) ( ) af t bg t aF bG e e + +
( ) 2 ( ) F t f t e
0 0
[ ( ) ]
0
( ) ( ) ( )
F
i t i t
f t t F e F e
e e e
e e

=
Linearity
Symmetry
Time translation
( ) ( ) g t G e
Properties of the Fourier transform
( )
0
( ) | ( ) ( ) ( ) |
G
i
G g t f t G t e
e
e e = =
( ) ( ) G F e e =
0
( ) ( )
G F
t e e e =
( ) g t ( ) f t
0
t
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
0
( ) ( )
i t
f t e F
e
e e
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e + +
| |
0 0 0
1
( )sin ( ) ( )
2
f t t F F
i
e e e e e +
0
0
( ) ( )
i t
f t e F
e
e e

+
0 0
0 0 0 0 0
(cos sin ) (cos sin ) 2cos
i t i t
e e t i t t i t t
e e
e e e e e

+ = + + =
0 0
0 0 0 0 0
(cos sin ) (cos sin ) 2 sin
i t i t
e e t i t t i t i t
e e
e e e e e

= + =
( ) ( ) f t F e ( ) ( ) g t G e
Properties of the Fourier transform
Phase translation
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
0
( ) ( )
i t
f t e F
e
e e
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e + +
Phase translation
Modulation theorem
0
0
( ) ( )
i t
f t e F
e
e e

+
0 0
0 0 0 0 0
(cos sin ) (cos sin ) 2cos
i t i t
e e t i t t i t t
e e
e e e e e

+ = + + =
( ) ( ) f t F e ( ) ( ) g t G e
| |
0 0 0
1
( )sin ( ) ( )
2
f t t F F
i
e e e e e +
Properties of the Fourier transform
0 0
0 0 0 0 0
(cos sin ) (cos sin ) 2 sin
i t i t
e e t i t t i t i t
e e
e e e e e

= + =
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e + + Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+ +


= = =
} }
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
( )
0 0
0
1
cos
2
i t i t
t e e
e e
e

= +
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+ +


= = =
} }
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
( )
0 0
0
1
cos
2
i t i t
t e e
e e
e

= +
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+ +


= = =
} }
( )
0 0
1
( )
2
i t i t i t
f t e e e dt
e e e
+

= + =
}
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
( )
0 0
0
1
cos
2
i t i t
t e e
e e
e

= +
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+ +


= = =
} }
( )
0 0
1
( )
2
i t i t i t
f t e e e dt
e e e
+

= + =
}
0 0
1 1
( ) ( )
2 2
i t i t i t i t
f t e e dt f t e e dt
e e e e
+ +


= + =
} }
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
( )
0 0
0
1
cos
2
i t i t
t e e
e e
e

= +
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+ +


= = =
} }
( )
0 0
1
( )
2
i t i t i t
f t e e e dt
e e e
+

= + =
}
0 0
1 1
( ) ( )
2 2
i t i t i t i t
f t e e dt f t e e dt
e e e e
+ +


= + =
} }
0 0
( ) ( )
1 1
( ) ( )
2 2
i t i t
f t e dt f t e dt
e e e e
+ +
+

= + =
} }
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
( ) ( ) cos g t f t t e =
( )
0 0
0
1
cos
2
i t i t
t e e
e e
e

= +
| |
0 0 0
1
( ) cos ( ) ( )
2
f t t F F e e e e e + +
0
( ) ( ) ( ) cos
i t i t
G g t e dt f t t e dt
e e
e e
+ +


= = =
} }
( )
0 0
1
( )
2
i t i t i t
f t e e e dt
e e e
+

= + =
}
0 0
1 1
( ) ( )
2 2
i t i t i t i t
f t e e dt f t e e dt
e e e e
+ +


= + =
} }
0 0
( ) ( )
1 1
( ) ( )
2 2
i t i t
f t e dt f t e dt
e e e e
+ +
+

= + =
} }
0 0
1 1
( ) ( )
2 2
F F e e e e = + +
Modulation theorem
Proof:
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e + + Modulation theorem
( ) f t
0
cos t e
signal
carrier frequency
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e + + Modulation theorem
( ) f t
0
cos t e
0
( ) ( ) cos g t f t t e =
signal
modulated signal
carrier frequency
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| ( ) | F e
| ( ) | G e
e e
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e + +
( ) ( ) f t F e
0
cos ) ( ( ( ) ) g t G t t f e e =
(amplitude) spectrum of signal (amplitude) spectrum of modulated signal
Properties of the Fourier transform
Modulation theorem
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| ( ) | F e
| ( ) | G e
e e
1
| ( ) |
2
F e
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e + +
( ) ( ) f t F e
0
cos ) ( ( ( ) ) g t G t t f e e =
(amplitude) spectrum of signal (amplitude) spectrum of modulated signal
Properties of the Fourier transform
Modulation theorem
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| ( ) | F e
| ( ) | G e
0
e
e e
1
| ( ) |
2
F e
0
1
| ( ) |
2
F e e
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e + +
( ) ( ) f t F e
0
cos ) ( ( ( ) ) g t G t t f e e =
(amplitude) spectrum of signal (amplitude) spectrum of modulated signal
Properties of the Fourier transform
Modulation theorem
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
| |
0 0 0
1
( ) ( )
2
co ( ) s f F t F t e e e e e + +
( ) ( ) f t F e
0
cos ) ( ( ( ) ) g t G t t f e e =
(amplitude) spectrum of signal (amplitude) spectrum of modulated signal
| ( ) | F e
| ( ) | G e
0
e
0
e
e e
1
| ( ) |
2
F e
0
1
| ( ) |
2
F e e +
0
1
| ( ) |
2
F e e
Properties of the Fourier transform
Modulation theorem
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( )
| |
f at F
a a
e
| |

|
\ .
( ) ( ) f t F e
Change of time scale:
( ) ( ) f t F e ( ) ( ) g t G e
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( )
| |
f at F
a a
e
| |

|
\ .
( ) ( ) f t F e
( ) ( )
df
t i F
dt
e e
Change of time scale:
Differentiation theorem with respect to time:
( ) ( ) f t F e ( ) ( ) g t G e
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( )
| |
f at F
a a
e
| |

|
\ .
( ) ( ) f t F e
( ) ( )
df
t i F
dt
e e
Change of time scale:
Differentiation theorem with respect to time:
( ) ( )
df
g t t
dt
=
( ) ( )
( ) [ ( ) / 2] / 2
( ) | ( ) | ( ) | ( ) |
| ( ) | | ( ) |
G F
F F
i i
i i i
G G e i F i F e
e F e F e
e e
e e t t
e e e e e e
e e e e
+
= = = =
= =
| ( ) | | ( ) | G F e e e =
( ) ( ) / 2
G F
e e t = +
( ) ( ) f t F e ( ) ( ) g t G e
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
1
( )
| |
f at F
a a
e
| |

|
\ .
( ) ( ) f t F e
( ) ( )
df
t i F
dt
e e
Change of time scale:
Differentiation theorem with respect to time:
Differentiation theorem with respect to frequency: ( ) ( )
dF
it f t
d
e
e

( ) ( )
df
g t t
dt
=
( ) ( )
( ) [ ( ) / 2] / 2
( ) | ( ) | ( ) | ( ) |
| ( ) | | ( ) |
G F
F F
i i
i i i
G G e i F i F e
e F e F e
e e
e e t t
e e e e e e
e e e e
+
= = = =
= =
| ( ) | | ( ) | G F e e e =
( ) ( ) / 2
G F
e e t = +
( ) ( ) f t F e ( ) ( ) g t G e
Properties of the Fourier transform
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c

2
c
+
The Dirac delta function (t)
1
c
( ) t
c
o
0
( ) lim ( ) t t
c
c
o o

=
0 c
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c

2
c
+
1
c
( ) t
c
o
0
( ) lim ( ) t t
c
c
o o

=
area =1
0 c
The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c

2
c
+
1
c
( ) t
c
o
area =1
The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c

2
c
+
1
c
( ) t
c
o
area =1
The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c

2
c
+
1
c
( ) t
c
o
area =1
The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c

2
c
+
1
c
( ) t
c
o
0
( ) lim ( ) t t
c
c
o o

=
0 c
The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c

2
c
+
1
c
( ) t
c
o
0
( ) lim ( ) t t
c
c
o o

=
0 c
/ 2
/ 2
( ) ( )
1
( )
t d
t d
c
c
t o t t
t t
c
+

=
=
}
}
= average value of in the interval
,
2 2
t t
c c
(
+
(

The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
2
c

2
c
+
1
c
( ) t
c
o
0
( ) lim ( ) t t
c
c
o o

=
0 c
/ 2
/ 2
( ) ( )
1
( )
t d
t d
c
c
t o t t
t t
c
+

=
=
}
}
= average value of in the interval
,
2 2
t t
c c
(
+
(

0 c
( ) ( ) ( ) t d t t o t t
+

=
}
The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) ( ) ( ) ( ) t d t d t t o t t t o t t
+ +

= =
} }
The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
/ 2 c / 2 c +
( ) ( ) ( ) ( ) ( ) t d t d t t o t t t o t t
+ +

= =
} }
1
c
( ) u t
c
t
1
0 / 2
1
( ) / 2 / 2
2
0 / 2
t
t
u t t
t
c
c
c c
c
c
<

= + s < +

> +

/ 2 c / 2 c +
( ) ( )
du
t t
dt
c
c
o =
The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
/ 2 c / 2 c +
( ) ( ) ( ) ( ) ( ) t d t d t t o t t t o t t
+ +

= =
} }
1
c
( ) u t
c
t
1
0 / 2
1
( ) / 2 / 2
2
0 / 2
t
t
u t t
t
c
c
c c
c
c
<

= + s < +

> +

/ 2 c / 2 c +
0 c
( ) ( )
du
t t
dt
c
c
o =
The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
/ 2 c / 2 c +
( ) ( ) ( ) ( ) ( ) t d t d t t o t t t o t t
+ +

= =
} }
( ) ( )
du
t t
dt
o =
0 0
( )
1 0
t
u t
t
<

=

>

( ) u t
t
Heaviside step function Dirac delta function
1
c
1
( ) u t
c
t
1
0 / 2
1
( ) / 2 / 2
2
0 / 2
t
t
u t t
t
c
c
c c
c
c
<

= + s < +

> +

/ 2 c / 2 c +
0 c
( ) ( )
du
t t
dt
c
c
o =
The Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0
0
2 ( )
i t
e
e
t o e e
( ) 1 t o 1 2 ( ) t o e
0
0
( )
i t
t t e
e
o


Properties of the Fourier transform
involving the Dirac delta function (t)
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
0 0 0
cos( ) ( ) ( ) t e t o e e t o e e + +
0 0 0
sin( ) ( ) ( ) t i i e t o e e t o e e + +
Properties of the Fourier transform
involving the Dirac delta function (t)
e
0
e
0
e
| ( ) | F e
t
0
0
2 ( )
i t
e
e
t o e e
0
0
2 ( )
i t
e
e
t o e e

+
0 0
0
cos( )
2
i t i t
e e
t
e e
e

+
=
0 0
0
sin( )
2
i t i t
e e
t i
e e
e

+
=
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( * )( ) ( ) ( ) g t h f t h s f t s ds
+

= =
}
* g h f =
Convolution
definition:
notation:
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( * )( ) ( ) ( ) g t h f t h s f t s ds
+

= =
}
* g h f =
( * )( ) ( ) ( ) ( ) ( ) ( ) f h t f s h t s ds h s f t s ds g t
+ +

' ' '
= = =
} }
s t s
'
=
Convolution
definition:
notation:
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( * )( ) ( ) ( ) g t h f t h s f t s ds
+

= =
}
* g h f =
( * )( ) ( ) ( ) ( ) ( ) ( ) f h t f s h t s ds h s f t s ds g t
+ +

' ' '
= = =
} }
s t s
'
=
( ) ( ) ( ) ( ) ( ) g t h s f t s ds h t s f s ds
+ +

= =
} }
* * g h f f h = =
Convolution
property:
definition:
notation:
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
* g h f = ( ) ( ) ( ) g t h t s f s ds
+

=
}
Mathematical mapping:
* h
f
g
Convolution
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
* g h f = ( ) ( ) ( ) g t h t s f s ds
+

=
}
Mathematical mapping:
* h
f
g
The value g(t) of the function g for a particular t follows by
multiplying each value f(s) of the function f
with a factor (weight) h(t-s)
which depends on the distance t-s
between the particular t and the varying s (-<s<+).
Convolution
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
* g h f = ( ) ( ) ( ) g t h t s f s ds
+

=
}
Mathematical mapping:
* h
f
g
The value g(t) of the function g for a particular t follows by
multiplying each value f(s) of the function f
with a factor (weight) h(t-s)
which depends on the distance t-s
between the particular t and the varying s (-<s<+).
Thus every value g(t) of the function g is a
weighted mean of the function f(s)
with weights h(t-s) determined by the function h(t).
Convolution
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) h s
( ) g t
( ) ( ) ( ) g t h t s f s ds
+

=
}
s
s
0
t
0 0
*
Convolution
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
( ) ( ) ( ) g t h t s f s ds
+

=
}
( ) h s
s s
s
0 0
t
0 0
( ) h s
Convolution
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
( ) ( ) ( ) g t h t s f s ds
+

=
}
( ) h t s
t
s s s
s
0 0 0
t
0 0
( ) h s
( ) h s
Convolution
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
( ) ( ) ( ) g t h t s f s ds
+

=
}
t
s s s
( ) h t s
t
s
0 0 0
t
1
0 0
( ) h t s ( ) h s
( ) h s
Convolution
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
( ) ( ) ( ) g t h t s f s ds
+

=
}
t
s s s
( ) h t s
t
s
0 0 0
( ) ( ) f s h t s
t
1
0 0
( ) h t s ( ) h s
( ) h s
Convolution
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
( ) ( ) ( ) g t h t s f s ds
+

=
}
t
s s s
( ) h t s
t
s
0 0 0
( ) ( ) f s h t s
t
1
0 0
( ) ( ) ( ) h t s f s ds g t
+

=
}
area
( ) h t s ( ) h s
( ) h s
Convolution
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
( ) g t
t
( ) ( ) ( ) g t h t s f s ds
+

=
}
t
s s s
( ) h t s
t
s
0 0 0
( ) ( ) f s h t s
t
1
0 0
( ) ( ) ( ) h t s f s ds g t
+

=
}
( ) h t s ( ) h s
( ) h s
Convolution
area
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
Convolution - Example
t
s s s
( ) h t s
t
s
0 0 0
t
0 0
( ) ( ) ( ) h t s f s ds g t
+

=
}
( ) h t s ( ) h s
( ) h s
( ) g t
( ) f s
1 1
1
area
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ( ) h s
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ( ) h s
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ( ) h s
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ( ) h s
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ( ) h s
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ( ) h s
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ( ) h s
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) g t
t
t
s s s
t
s
t
( ) h t s ( ) h s
( ) h s
( ) f s
Convolution - Example
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) f s
( ) g t
t
t
s s s
t
s
t
( ) h t s ( ) h s
( ) h s
Convolution - Example
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( ) h f g h f g h f g - - = - - - -
( ) h f g h f h g - + = - + -
h f f h - = -
Convolution properties
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
h f f h - = -
( ) ( ) h f g h f g h f g - - = - - - -
( ) h f g h f h g - + = - + -
f f o - =
s s
f f o

- =
( ) ( ) ( ) f t t s f t s o - =
Convolution properties
( ) ( )
s
t t s o o

= ( ) ( )
s
f t f t s

=
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
* g h f =
f F
h H
g G
G HF =
( ) ( ) ( ) h g h g - = F F F
The convolution theorem
Convolution is replaced by a simple multiplication in the frequency domain !
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( )( )
i t
t
h f h f t e dt
e
+

=
- = - =
}
F
The convolution theorem
Proof:
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( * ) ( * )( )
i t
t
h f h f t e dt
e
+

=
= =
}
F
( ) ( )
i t
t s
h t s g s ds e dt
e
+ +

= =
(
= =
(

} }
( ) ( )( )
i t
t
h f h f t e dt
e
+

=
- = - =
}
F
Proof:
The convolution theorem
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( )
i t
t s
h t s g s ds e dt
e
+ +

= =
(
= =
(

} }
( ) ( )
i t
s t
h t s e dt g s ds
e
+ +

= =
(
= =
(

} }
( ) ( )( )
i t
t
h f h f t e dt
e
+

=
- = - =
}
F
Proof:
The convolution theorem
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t t s
'
=
( ) ( )
i t
t s
h t s g s ds e dt
e
+ +

= =
(
= =
(

} }
t t s
'
= +
( ) ( )
i t
s t
h t s e dt g s ds
e
+ +

= =
(
= =
(

} }
( )
( ) ( )
i t s
s t
h t e dt g s ds
e
+ +
' +
' = =
(
' '
= =
(

} }
( ) ( )( )
i t
t
h f h f t e dt
e
+

=
- = - =
}
F
Proof:
The convolution theorem
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
t t s
'
=
( ) ( )
i t
t s
h t s g s ds e dt
e
+ +

= =
(
= =
(

} }
t t s
'
= +
( ) ( )
i t i s
s t
h t e dt e g s ds
e e
+ +
'
' = =
(
' '
= =
(

} }
( )
( ) ( )
i t s
s t
h t e dt g s ds
e
+ +
' +
' = =
(
' '
= =
(

} }
( ) ( )
i t
s t
h t s e dt g s ds
e
+ +

= =
(
= =
(

} }
( ) ( )( )
i t
t
h f h f t e dt
e
+

=
- = - =
}
F
Proof:
The convolution theorem
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
( ) ( )( )
i t
t
h f h f t e dt
e
+

=
- = - =
}
F
( ) ( )
i t
s t
h t s e dt g s ds
e
+ +

= =
(
= =
(

} }
t t s
'
=
( ) ( )
i t
t s
h t s g s ds e dt
e
+ +

= =
(
= =
(

} }
( ) ( ) ( ) ( )
i t i s
t s
h t e dt g s e ds h g
e e
+ +
'
'= =
( (
' '
= =
( (

} }
F F
t t s
'
= +
Proof:
( )
( ) ( )
i t s
s t
h t e dt g s ds
e
+ +
' +
' = =
(
' '
= =
(

} }
( ) ( )
i t i s
s t
h t e dt e g s ds
e e
+ +
'
' = =
(
' '
= =
(

} }
The convolution theorem
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
G H F = -
f F
h H
g G
2 g hf t =
| |
1
( ) ( ) 2 h g hg t

- = F F F
CONVOLUTION THEOREM
for frequencies
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
CONVOLUTION THEOREM
for frequencies
1
2
G H F
t
= -
f F
h H
g G
g hf =
1
( ) ( ) ( )
2
hg h g
t
= - F F F
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
PARSEVAL THEOREM
f F
2 2
1
| ( ) | | ( ) |
2
f t dt F d e e
t
+ +

=
} }
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
f F
2 2
1
| ( ) | | ( ) |
2
f t dt F d e e
t
+ +

=
} }
Similar relation for Fourier series
0
1
( ) [ cos sin ]
2
k
i t
k k k k k
k k
a
f t c e a t b t
e
e e
+ +
= =
= = + +

2 2 2 2 2
0
0
1
| ( ) | | | ( )
T
k k k
k k
f t dt c a a b
+ +
= =
= = + +

}
PARSEVAL THEOREM
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
f F
2 2
1
| ( ) | | ( ) |
2
f t dt F d e e
t
+ +

=
} }
2 2 2 2 2
0
0
1
| ( ) | | | ( )
T
k k k
k k
f t dt c a a b
+ +
= =
= = + +

}
0
1
( ) [ cos sin ]
2
k
i t
k k k k k
k k
a
f t c e a t b t
e
e e
+ +
= =
= = + +

Comparison with
3
2 2 2 2 2
1 2 3
1
| |
k
k
x x x x x
=
= + + =

3
1 1 2 2 3 3
1
k k
k
x x e x e x e x e
=
= + + =

Similar relation for Fourier series


PARSEVAL THEOREM
Aristotle University of Thessaloniki Department of Geodesy and Surveying
A. Dermanis Signals and Spectral Methods in Geoinformatics
END