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Normalized DFT Power Theorem

Note that the power theorem would be more elegant if the DFT were defined as the coefficient of projection onto the normalized DFT sinusoids

$\displaystyle \tilde{s}_k(n) \isdef \frac{s_k(n)}{\sqrt{N}}.
$

That is, for the normalized DFT6.10), the power theorem becomes simply

$\displaystyle \left<x,y\right> = \langle \tilde{X},\tilde{Y}\rangle$   (Normalized DFT case)$\displaystyle . \protect$

We see that the power theorem expresses the invariance of the inner product between two signals in the time and frequency domains. If we think of the inner product geometrically, as in Chapter 5, then this result is expected, because $ x$ and $ \tilde{X}$ are merely coordinates of the same geometric object (a signal) relative to two different sets of basis signals (the shifted impulses and the normalized DFT sinusoids).


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Next: Rayleigh Energy Theorem (Parseval's Theorem)

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About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.


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