Dictionary:Convolution theorem

The Fourier transform of the convolution of two functions is equal to the product of their individual transforms (or multiplying their amplitude spectra and summing their phase spectra). See Figures F-20 and F-22.

Integral definition

The process of convolution of two functions $f(t)$ and $g(t)$ is defined in one dimension, as

$(f\star g)(t)=\int _{-\infty }^{\infty }f(\tau )g(t-\tau )\;d\tau .$

Fourier domain equivalent

Replacing $f(\tau )$ and $g(t-\tau )$ by their Fourier domain representations

$f(\tau )={\frac {1}{2\pi }}\int _{-\infty }^{\infty }F(\omega )e^{-i\omega \tau }\;d\omega$

and

$g(t-\tau )={\frac {1}{2\pi }}\int _{-\infty }^{\infty }G(\Omega )e^{-i\Omega (t-\tau )}\;d\Omega$

yields

$(f\star g)(t)=\int _{-\infty }^{\infty }\left({\frac {1}{2\pi }}\int _{-\infty }^{\infty }F(\omega )e^{-i\omega \tau }\;d\omega \right)\left({\frac {1}{2\pi }}\int _{-\infty }^{\infty }G(\Omega )e^{-i\Omega (t-\tau )}\;d\Omega \right)\;d\tau .$

Rearranging the order of integrations

$(f\star g)(t)={\frac {1}{2\pi }}\int _{-\infty }^{\infty }\;d\omega \int _{-\infty }^{\infty }\;d\Omega F(\omega )G(\Omega )e^{-i\Omega t}\left[{\frac {1}{2\pi }}\int _{-\infty }^{\infty }e^{-i(\omega -\Omega )\tau }\;d\tau \right].$

Recognizing the factor in $[...]$ as the frequency domain representation of the Dirac delta function

$\delta (\omega -\Omega )=\delta (\Omega -\omega )={\frac {1}{2\pi }}\int _{-\infty }^{\infty }e^{-i(\omega -\Omega )\tau }\;d\tau .$

Permitting the following to be written

$(f\star g)(t)={\frac {1}{2\pi }}\int _{-\infty }^{\infty }\;d\omega \int _{-\infty }^{\infty }\;d\Omega F(\omega )G(\Omega )e^{-i\Omega t}\delta (\Omega -\omega ).$

The $\Omega$ integral may be performed, exploiting the sifting property of the delta function to yield the tradition representation of the equivalence of frequency domain multiplication and convolution

$(f\star g)(t)={\frac {1}{2\pi }}\int _{-\infty }^{\infty }F(\omega )G(\omega )e^{-i\Omega t}\;d\omega .$