Digital Signal Processing Reference
In-Depth Information
which can be expressed in terms of the following partial fraction expansion:
1
1
+
j
ω
1
2
+
j
ω
.
Y
(
ω
)
=
−
Taking the inverse CTFT yields
−
t
−
2
t
)
u
(
t
)
y
(
t
)
=
(e
−
e
which is identical to the result obtained in Example 3.6 by direct convolution.
5.5.9 Parseval's energy theorem
Parseval's theorem relates the energy of a signal in the time domain to the
energy of its CTFT in the frequency domain. It shows that the CTFT is a
lossless transform as there is no loss of energy if a signal is transformed by the
CTFT.
For an energy signal x
(
t
)
, the following relationship holds true:
∞
∞
=
1
2
π
x
(
t
)
2
d
t
X
(
ω
)
2
d
ω.
E
x
=
(5.57)
−∞
−∞
Proof
To prove the Parseval's theorem, consider
∞
∞
X
(
ω
)
2
d
ω =
∗
X
(
ω
)
X
(
ω
)d
ω.
−∞
−∞
Substituting for the CTFT
X
(
ω
) using the definition in Eq. (5.10) yields
∗
∞
∞
∞
∞
X
(
ω
)
2
d
ω =
−
j
ωα
d
α
−
j
ωβ
d
β
x
(
α
)e
x
(
β
)e
d
ω,
−∞
−∞
−∞
−∞
where we have used the dummy variables
α
and
β
to differentiate between the
two CTFT integrals. Taking the conjugate of the third integral and rearranging
the order of integration, we obtain
∞
∞
∞
∞
X
(
ω
)
2
d
ω =
∗
e
j
ω
(
β−α
)
d
ω
x
(
α
)
x
(
β
)
d
β
d
α.
−∞
−∞
−∞
−∞
Based on Eq. (5.15), we know that
∞
e
j
ω
(
β−α
)
d
ω =
2
πδ
(
β − α
)
,
−∞
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