Discrete Convolution of Continuous Fourier Coefficients

In summary, the convolution theorem tells us that the equality \widehat{f \cdot f} = \hat{f} \ast \hat{f} does not hold, but we can use the DFT to compute \hat{f} \otimes \hat{f} and then use Parseval's identity to obtain the desired integral.
  • #1
FeDeX_LaTeX
Gold Member
437
13
Suppose that we have a [itex]2\pi[/itex]-periodic, integrable function [itex]f: \mathbb{R} \rightarrow \mathbb{R}[/itex], whose continuous Fourier coefficients [itex]\hat{f}[/itex] are known. The convolution theorem tells us that:
$$\displaystyle \widehat{{f^2}} = \widehat{f \cdot f} = \hat{f} \ast \hat{f},$$
where [itex]\ast[/itex] denotes the continuous convolution [itex]\displaystyle (f \ast g)(n) := \int_{-\infty}^{\infty}f(\tau)g(t - \tau)d\tau[/itex].

Let [itex]\otimes[/itex] denote the discrete convolution given by [itex]\displaystyle (f \otimes g)(n) = \sum_{m \in \mathbb{Z}}f(m)g(n - m)[/itex]. Is it true that the equality [itex]\widehat{f \cdot f} = \hat{f} \otimes \hat{f}[/itex] does not hold? If so, can anyone suggest a method of computing [itex]\widehat{f^2}[/itex] if [itex]\hat{f} \otimes \hat{f}[/itex] is known?

(For some background, I am interested in computing the following integral:
$$\displaystyle \int_{-\pi}^{\pi}|f(x)|^{4} dx.$$
Parseval's identity then tells us that:
$$\displaystyle \frac{1}{2\pi}\int_{-\pi}^{\pi}|f(x)|^{4}dx = \frac{1}{2\pi}\int_{-\pi}^{\pi}|(f(x))^{2}|^{2}dx = \sum_{n = -\infty}^{\infty} |\widehat{f(n)^{2}}|^{2} = \sum_{n = -\infty}^{\infty} | (\hat{f} \ast \hat{f})(n)|^{2},$$
however, I am unable to compute [itex]\hat{f} \ast \hat{f}[/itex]. Moreover, the convolution is on [itex]\mathbb{Z}[/itex] rather than on [itex]\mathbb{R}[/itex]. Is there some relationship between [itex]\hat{f}[/itex] and [itex]\hat{f} \otimes {\hat{f}}[/itex] that I can use here?)
 
Mathematics news on Phys.org
  • #2


I can confirm that the equality \widehat{f \cdot f} = \hat{f} \otimes \hat{f} does not hold in general. This is because the discrete convolution \otimes only sums over a finite number of points, while the continuous convolution \ast integrates over the entire real line. Therefore, the two operations are fundamentally different and cannot be equated.

To compute \widehat{f^2} if \hat{f} \otimes \hat{f} is known, we can use the discrete Fourier transform (DFT). The DFT of a sequence f(n) is defined as:
$$\displaystyle F(k) = \sum_{n=0}^{N-1} f(n)e^{-2\pi ikn/N},$$
where N is the length of the sequence. The inverse DFT is given by:
$$\displaystyle f(n) = \frac{1}{N}\sum_{k=0}^{N-1} F(k)e^{2\pi ikn/N}.$$
Using the properties of the DFT, we can express \hat{f} \otimes \hat{f} in terms of the DFT of f(n). The DFT of the convolution is given by the product of the DFTs of the individual functions:
$$\displaystyle \mathcal{F}\{f \otimes g\} = \mathcal{F}\{f\} \cdot \mathcal{F}\{g\}.$$
Therefore, we can compute \hat{f} \otimes \hat{f} by taking the DFT of f(n), squaring it, and then taking the inverse DFT. This will give us the discrete convolution \hat{f} \otimes \hat{f} on \mathbb{Z}.

In conclusion, to compute the integral \displaystyle \int_{-\pi}^{\pi}|f(x)|^{4} dx, we can use the DFT to compute \hat{f} \otimes \hat{f}, and then use Parseval's identity to obtain the desired result.
 

FAQ: Discrete Convolution of Continuous Fourier Coefficients

What is the definition of discrete convolution?

Discrete convolution is a mathematical operation that combines two sequences of data to produce a third sequence. It is used in many fields, including signal processing, image processing, and probability theory.

What is the relationship between discrete convolution and continuous Fourier coefficients?

Discrete convolution is closely related to continuous Fourier coefficients, as they both involve the combination of two functions. In the case of discrete convolution, the two functions are represented as sequences, while in continuous Fourier coefficients, the functions are represented as continuous functions.

How is discrete convolution calculated?

Discrete convolution is calculated by multiplying each element of one sequence with the corresponding element of the other sequence, and then summing the resulting products. This process is repeated for every possible combination of elements.

What are some practical applications of discrete convolution of continuous Fourier coefficients?

Discrete convolution of continuous Fourier coefficients is used in various applications, including digital signal processing, image filtering and enhancement, and solving differential equations. It is also used in probability and statistics, such as in the convolution theorem for probability distributions.

Are there any limitations or challenges associated with discrete convolution of continuous Fourier coefficients?

One limitation of discrete convolution is that it can only be applied to discrete signals, while continuous Fourier coefficients can be applied to both continuous and discrete signals. Additionally, calculating discrete convolution can be computationally intensive, especially for larger sequences of data.

Similar threads

Replies
7
Views
2K
Replies
1
Views
1K
Replies
1
Views
1K
Replies
4
Views
2K
Replies
1
Views
1K
Replies
7
Views
2K
Back
Top