Parseval's Relation w/ Fourier Transform

In summary, Parseval's Theorem states that the integral of f(t) = e^{-a |t|} over the interval [-\infty, \infty] is the same as the integral of \tilde{F}(w) over the same interval. The FT of f(t) = e^{-a |t|} is \tilde{F}(\omega) and the FT of \tilde{F}(w) is \frac{d \omega}{2 \pi}. The Parseval's Theorem guarantees that the two integrals are the same, provided that the Fourier transforms of the functions are the same.
  • #1
xago
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Homework Statement



[PLAIN]http://img600.imageshack.us/img600/161/parcq.png

Homework Equations



Parseval's Theorem using FT's for this is [itex]∫^{\infty}_{-\infty}[/itex] [itex]|f(t)|^{2}[/itex]dx = [itex]∫^{\infty}_{-\infty}[/itex] [itex]|\tilde{f}(w)|^{2}[/itex]dw

The Attempt at a Solution



From what I know, the Fourier transform of f(t) = [itex]e^{-a|t|}[/itex] is [itex]\tilde{f} (w) = \frac{2a}{w^{2}+a^{2}}[/itex]

So for my answer I would simply evaluate [itex]∫^{\infty}_{-\infty}[/itex] [itex]|f(t)|^{2}[/itex]dx for f(t) = [itex]e^{-a|t|}[/itex]

However in the question there is no "2a" term on the top so I'm confused as how to proceed
[itex]|\tilde{f}(w)|^{2}[/itex] does not equal [itex]\frac{dw}{w^{2}+a^{2}}[/itex] as given in the question where [itex]\tilde{f} (w) = \frac{2a}{w^{2}+a^{2}}[/itex]
 
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  • #2
So, you need to integrate:
[tex]
\int_{-\infty}^{\infty}{e^{-2 a |t|} \, dt}
[/tex]
Parseval's Theorem guarantees that this integral (provided that [itex]f(t) = e^{-a |t|}[/itex] is truly the inverse Fourier transform of [itex](\omega^2 + a^2)^{-1}[/itex]) is the same as the integral you are supposed to calculate.

Then, split the limits of integration so that you get rid of the absolute value sign and do the integrals. They are table.
 
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  • #3
But the Fourier Transform of f(t) = [itex]e^{-a|t|}[/itex] is [itex]\tilde{f} (w) = \frac{2a}{w^{2}+2a^{2}}[/itex] and not [itex]\frac{1}{w^{2}+a^{2}}[/itex] so i don't understand how you can say [itex]∫^{\infty}_{-\infty}[/itex] [itex]|f(t)|^{2}[/itex]dx = [itex]∫^{\infty}_{-\infty}[/itex] [itex]|\tilde{f}(w)|^{2}[/itex]dw when [itex]|f(t)|^{2}[/itex] = [itex]e^{-2a|t|}[/itex] and [itex]|f(w)|^{2}[/itex] = [itex](\frac{2a}{w^{2}+a^{2}})^{2}[/itex]

Basically it says evaluate [itex]∫^{\infty}_{-\infty}[/itex] [itex]\frac{dw}{w^{2}+a^{2}}[/itex] and not [itex]∫^{\infty}_{-\infty}[/itex] [itex]\frac{2a}{w^{2}+a^{2}}[/itex]dw
 
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  • #4
Can anyone shed some light on this?
 
  • #5
Hint:
[tex]\frac{1}{\omega^2+a^2} = \frac{1}{2a}\left(\frac{2a}{\omega^2+a^2}\right)[/tex]
 
  • #6
Hmm :S , so is it just as simple as evaluating [itex]\frac{1}{2a}∫^{\infty}_{-\infty}[/itex] [itex]e^{-2a|t|}[/itex]dt ?
 
  • #7
no. Because you need [itex]|f(t)|^2[/itex] in the integral.
 
  • #8
oops

[itex]∫^{\infty}_{-\infty}[/itex] [itex](\frac{e^{-a|t|}}{2a})^{2}[/itex]dt

=[itex]\frac{1}{4a^{2}}∫^{\infty}_{-\infty}[/itex] [itex]e^{-2a|t|}[/itex]dt
?
 
  • #9
Yes.
 
  • #10
BTW, methods of contour integration should give the result:
[tex]
2 \pi i \lim_{z \rightarrow i a}{\frac{d}{dz} \left( \frac{1}{(z + i a)^2}\right)}
[/tex]

and Wolfram Alpha gives the following value for the integral:
http://www.wolframalpha.com/input/?i=Integrate[1/(x^2+a^2)^2,{x,-Infinity,Infinity}]"

EDIT:
Also, your Parseval's Theorem is wrong. It should be:
[tex]
\int_{-\infty}^{\infty}{\vert f(t) \vert^2 \, dt} = \int_{-\infty}^{\infty}{\vert \tilde{F}(\omega) \vert^2 \, \frac{d \omega}{2 \pi}}
[/tex]
(there's a factor of 2 pi missing in your definition), PROVIDED THAT, your Fourier transform is:
[tex]
\tilde{F}(\omega) = \int_{-\infty}^{\infty}{f(t) \, e^{i \omega t} \, dt}
[/tex]
and the inverse Fourier transform is:
[tex]
f(t) = \int_{-\infty}^{\infty}{\tilde{F}(\omega) e^{-i \omega t} \, \frac{d \omega}{2 \pi}}
[/tex]

This convention is standard in Physics, but not in EE. See if your function and Fourier transform satisfy these.
 
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  • #11
Well I ended up getting [itex]\frac{1}{4a^{3}}[/itex] which is the same as the Wolfram Alpha solution minus the factor of 2[itex]\pi[/itex], so Ill include that in my FT's this time. Thanks for your help!
 

FAQ: Parseval's Relation w/ Fourier Transform

What is Parseval's Relation?

Parseval's Relation is a mathematical theorem that states the total energy or power of a signal can be computed either in the time domain or in the frequency domain, and the result will be the same.

What is the Fourier Transform?

The Fourier Transform is a mathematical operation that decomposes a signal into its constituent frequencies. It converts a signal from the time domain to the frequency domain, allowing for analysis of its frequency components.

How is Parseval's Relation related to the Fourier Transform?

Parseval's Relation provides a connection between the time domain and frequency domain representations of a signal. It states that the energy or power of a signal in the time domain is equal to the energy or power of its Fourier Transform in the frequency domain.

What is the significance of Parseval's Relation?

Parseval's Relation is a fundamental theorem in signal processing and is used to validate the accuracy of Fourier Transform calculations. It also allows for efficient computation of a signal's energy or power in the frequency domain.

How is Parseval's Relation used in practical applications?

Parseval's Relation is used in various fields, such as audio and image processing, telecommunications, and data compression. It is also used in the analysis of signals in physics, engineering, and other scientific disciplines.

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