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ConvolutiontheoremWikipedia,thefreeencyclopedia

Convolutiontheorem
FromWikipedia,thefreeencyclopedia

Inmathematics,theconvolutiontheoremstatesthatundersuitableconditionstheFouriertransformofa
convolutionisthepointwiseproductofFouriertransforms.Inotherwords,convolutioninonedomain(e.g.,time
domain)equalspointwisemultiplicationintheotherdomain(e.g.,frequencydomain).Versionsofthe
convolutiontheoremaretrueforvariousFourierrelatedtransforms.Let and betwofunctionswithconvolution
.(Notethattheasteriskdenotesconvolutioninthiscontext,andnotmultiplication.Thetensorproduct
symbol issometimesusedinstead.)Let denotetheFouriertransformoperator,so
and
arethe
Fouriertransformsof and ,respectively.Then

where denotespointwisemultiplication.Italsoworkstheotherwayaround:

ByapplyingtheinverseFouriertransform

,wecanwrite:

and:

NotethattherelationshipsaboveareonlyvalidfortheformoftheFouriertransformshownintheProofsection
below.Thetransformmaybenormalizedinotherways,inwhichcaseconstantscalingfactors(typically or
)willappearintherelationshipsabove.
ThistheoremalsoholdsfortheLaplacetransform,thetwosidedLaplacetransformand,whensuitablymodified,
fortheMellintransformandHartleytransform(seeMellininversiontheorem).ItcanbeextendedtotheFourier
transformofabstractharmonicanalysisdefinedoverlocallycompactabeliangroups.
Thisformulationisespeciallyusefulforimplementinganumericalconvolutiononacomputer:Thestandard
convolutionalgorithmhasquadraticcomputationalcomplexity.Withthehelpoftheconvolutiontheoremandthe
fastFouriertransform,thecomplexityoftheconvolutioncanbereducedtoO(nlogn).Thiscanbeexploitedto
constructfastmultiplicationalgorithms.

Contents
1 Proof
2 ConvolutiontheoremforinverseFouriertransform
3 Functionsofdiscretevariablesequences
4 References
https://en.wikipedia.org/wiki/Convolution_theorem

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ConvolutiontheoremWikipedia,thefreeencyclopedia

5 Additionalresources

Proof
TheproofhereisshownforaparticularnormalizationoftheFouriertransform.Asmentionedabove,ifthe
transformisnormalizeddifferently,thenconstantscalingfactorswillappearinthederivation.
Letf,gbelongtoL1(Rn).Let betheFouriertransformof and betheFouriertransformof :

wherethedotbetweenxandindicatestheinnerproductofRn.Let betheconvolutionof and

Nownoticethat

HencebyFubini'stheoremwehavethat
formula

soitsFouriertransform

isdefinedbytheintegral

Observethat
andhencebytheargumentabovewemayapply
Fubini'stheoremagain(i.e.interchangetheorderofintegration):

Substitute

then

https://en.wikipedia.org/wiki/Convolution_theorem

,so:

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Thesetwointegralsarethedefinitionsof

ConvolutiontheoremWikipedia,thefreeencyclopedia

and

,so:

QED.

ConvolutiontheoremforinverseFouriertransform
Withsimilarargumentastheaboveproof,wehavetheconvolutiontheoremfortheinverseFouriertransform.

and:

Functionsofdiscretevariablesequences
Bysimilararguments,itcanbeshownthatthediscreteconvolutionofsequences and isgivenby:

whereDTFTrepresentsthediscretetimeFouriertransform.
Animportantspecialcaseisthecircularconvolutionof and definedby
summation:

where

isaperiodic

Itcanthenbeshownthat:

whereDFTrepresentsthediscreteFouriertransform.
TheprooffollowsfromDTFT#Periodicdata,whichindicatesthat

https://en.wikipedia.org/wiki/Convolution_theorem

canbewrittenas:

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ConvolutiontheoremWikipedia,thefreeencyclopedia

Theproductwith

istherebyreducedtoadiscretefrequencyfunction:

(alsousing
SamplingtheDTFT).
TheinverseDTFTis:

QED.

References
Katznelson,Yitzhak(1976),AnintroductiontoHarmonicAnalysis,Dover,ISBN0486633314
Weisstein,EricW.,"ConvolutionTheorem"(http://mathworld.wolfram.com/ConvolutionTheorem.html),
MathWorld.
Crutchfield,Steve(October9,2010),"TheJoyofConvolution",JohnsHopkinsUniversity,retrieved
November19,2010

Additionalresources
Forvisualrepresentationoftheuseoftheconvolutiontheoreminsignalprocessing,see:
JohnsHopkinsUniversity'sJavaaidedsimulation:http://www.jhu.edu/signals/convolve/index.html
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