FT G T T D FF G F F D FT GT: Parseval's Theorem

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EE341 Parsevals Theorem In this handout, we will show the following result, usually known as Parsevals Theo

rem:

f ( t ) g ( t ) dt =

F ( f ) G ( f ) d f . Here

f ( t ) and g ( t ) are complex, nite energy signals,

and F ( f ) and G ( f ) are their respective Fourier Transforms. This result is important, because it shows that the inner product is conserved in the transform domain. Note that a special case of

Parsevals Theorem occurs when f ( t ) = g ( t ) ; in this case we get which shows that energy is conserved in the transform domain.

f ( t ) dt =

F( f ) d f ,

To prove Parsevals Theorem we will use two other well known theorems. First, we know that the Fourier transform of g ( t ) is equal to G ( f ) . (This is very easy to prove). And second, we know the convolution theorem, which says that multiplication in the time domain corresponds to

convolution in the frequency domain:

f (t )g(t )e

j 2 ft

dt =

F ( ) G ( f ) d . Putting these

two theorems together shows that

j 2 ft f ( t ) g ( t ) e dt =

F ( ) G ( f ) d . This last equa-

tion holds for all values of the frequency variable f . In particular when we evaluate it at f = 0 , we get

f ( t ) g ( t ) dt =

F ( f ) G ( f ) d f , which is the desired result.

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